dspevx

NAME

dspevx - compute selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A in packed storage

SYNOPSIS 

  SUBROUTINE DSPEVX( JOBZ, RANGE, UPLO, N, A, VL, VU, IL, IU, ABTOL, 
 *      NFOUND, W, Z, LDZ, WORK, IWORK2, IFAIL, INFO)
  CHARACTER * 1 JOBZ, RANGE, UPLO
  INTEGER N, IL, IU, NFOUND, LDZ, INFO
  INTEGER IWORK2(*), IFAIL(*)
  DOUBLE PRECISION VL, VU, ABTOL
  DOUBLE PRECISION A(*), W(*), Z(LDZ,*), WORK(*)
 
  SUBROUTINE DSPEVX_64( JOBZ, RANGE, UPLO, N, A, VL, VU, IL, IU, 
 *      ABTOL, NFOUND, W, Z, LDZ, WORK, IWORK2, IFAIL, INFO)
  CHARACTER * 1 JOBZ, RANGE, UPLO
  INTEGER*8 N, IL, IU, NFOUND, LDZ, INFO
  INTEGER*8 IWORK2(*), IFAIL(*)
  DOUBLE PRECISION VL, VU, ABTOL
  DOUBLE PRECISION A(*), W(*), Z(LDZ,*), WORK(*)

F95 INTERFACE 

  SUBROUTINE SPEVX( JOBZ, RANGE, UPLO, [N], A, VL, VU, IL, IU, ABTOL, 
 *       NFOUND, W, Z, [LDZ], [WORK], [IWORK2], IFAIL, [INFO])
  CHARACTER(LEN=1) :: JOBZ, RANGE, UPLO
  INTEGER :: N, IL, IU, NFOUND, LDZ, INFO
  INTEGER, DIMENSION(:) :: IWORK2, IFAIL
  REAL(8) :: VL, VU, ABTOL
  REAL(8), DIMENSION(:) :: A, W, WORK
  REAL(8), DIMENSION(:,:) :: Z
 
  SUBROUTINE SPEVX_64( JOBZ, RANGE, UPLO, [N], A, VL, VU, IL, IU, 
 *       ABTOL, NFOUND, W, Z, [LDZ], [WORK], [IWORK2], IFAIL, [INFO])
  CHARACTER(LEN=1) :: JOBZ, RANGE, UPLO
  INTEGER(8) :: N, IL, IU, NFOUND, LDZ, INFO
  INTEGER(8), DIMENSION(:) :: IWORK2, IFAIL
  REAL(8) :: VL, VU, ABTOL
  REAL(8), DIMENSION(:) :: A, W, WORK
  REAL(8), DIMENSION(:,:) :: Z

C INTERFACE

#include <sunperf.h>

void dspevx(char jobz, char range, char uplo, int n, double *a, double vl, double vu, int il, int iu, double abtol, int *nfound, double *w, double *z, int ldz, int *ifail, int *info);

void dspevx_64(char jobz, char range, char uplo, long n, double *a, double vl, double vu, long il, long iu, double abtol, long *nfound, double *w, double *z, long ldz, long *ifail, long *info);

PURPOSE

dspevx computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A in packed storage. Eigenvalues/vectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

ARGUMENTS

* JOBZ (input)
* RANGE (input)

* UPLO (input)

* N (input)
The order of the matrix A. N >= 0.

* A (input/output)
On entry, the upper or lower triangle of the symmetric matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array A as follows: if UPLO = 'U', A(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', A(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

On exit, A is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the diagonal and first superdiagonal of the tridiagonal matrix T overwrite the corresponding elements of A, and if UPLO = 'L', the diagonal and first subdiagonal of T overwrite the corresponding elements of A.

* VL (input)
If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.

* VU (input)
See the description of VL.

* IL (input)
If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.

* IU (input)
See the description of IL.

* ABTOL (input)
The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to

ABTOL + EPS * max( |a|,|b| ) ,

where EPS is the machine precision. If ABTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.

Eigenvalues will be computed most accurately when ABTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABTOL to 2*SLAMCH('S').

See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.

* NFOUND (output)
The total number of eigenvalues found. 0 <= NFOUND <= N. If RANGE = 'A', NFOUND = N, and if RANGE = 'I', NFOUND = IU-IL+1.

* W (output)
If INFO = 0, the selected eigenvalues in ascending order.

* Z (input)
If JOBZ = 'V', then if INFO = 0, the first NFOUND columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). If an eigenvector fails to converge, then that column of Z contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in IFAIL. If JOBZ = 'N', then Z is not referenced. Note: the user must ensure that at least max(1,NFOUND) columns are supplied in the array Z; if RANGE = 'V', the exact value of NFOUND is not known in advance and an upper bound must be used.

* LDZ (input)
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).

* WORK (workspace)
dimension(8*N)

* IWORK2 (workspace)
* IFAIL (output)
If JOBZ = 'V', then if INFO = 0, the first NFOUND elements of IFAIL are zero. If INFO > 0, then IFAIL contains the indices of the eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced.

* INFO (output)