SUBROUTINE DPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO) CHARACTER * 1 COMPZ INTEGER N, LDZ, INFO DOUBLE PRECISION D(*), E(*), Z(LDZ,*), WORK(*) SUBROUTINE DPTEQR_64( COMPZ, N, D, E, Z, LDZ, WORK, INFO) CHARACTER * 1 COMPZ INTEGER*8 N, LDZ, INFO DOUBLE PRECISION D(*), E(*), Z(LDZ,*), WORK(*)
SUBROUTINE PTEQR( COMPZ, [N], D, E, Z, [LDZ], [WORK], [INFO]) CHARACTER(LEN=1) :: COMPZ INTEGER :: N, LDZ, INFO REAL(8), DIMENSION(:) :: D, E, WORK REAL(8), DIMENSION(:,:) :: Z SUBROUTINE PTEQR_64( COMPZ, [N], D, E, Z, [LDZ], [WORK], [INFO]) CHARACTER(LEN=1) :: COMPZ INTEGER(8) :: N, LDZ, INFO REAL(8), DIMENSION(:) :: D, E, WORK REAL(8), DIMENSION(:,:) :: Z
void dpteqr(char compz, int n, double *d, double *e, double *z, int ldz, int *info);
void dpteqr_64(char compz, long n, double *d, double *e, double *z, long ldz, long *info);
This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. This means that if the eigenvalues range over many orders of magnitude in size, then the small eigenvalues and corresponding eigenvectors will be computed more accurately than, for example, with the standard QR method.
The eigenvectors of a full or band symmetric positive definite matrix can also be found if SSYTRD, SSPTRD, or SSBTRD has been used to reduce this matrix to tridiagonal form. (The reduction to tridiagonal form, however, may preclude the possibility of obtaining high relative accuracy in the small eigenvalues of the original matrix, if these eigenvalues range over many orders of magnitude.)