sstevx

NAME

sstevx - compute selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix A

SYNOPSIS 

  SUBROUTINE SSTEVX( JOBZ, RANGE, N, DIAG, OFFD, VL, VU, IL, IU, 
 *      ABTOL, NFOUND, W, Z, LDZ, WORK, IWORK2, IFAIL, INFO)
  CHARACTER * 1 JOBZ, RANGE
  INTEGER N, IL, IU, NFOUND, LDZ, INFO
  INTEGER IWORK2(*), IFAIL(*)
  REAL VL, VU, ABTOL
  REAL DIAG(*), OFFD(*), W(*), Z(LDZ,*), WORK(*)
 
  SUBROUTINE SSTEVX_64( JOBZ, RANGE, N, DIAG, OFFD, VL, VU, IL, IU, 
 *      ABTOL, NFOUND, W, Z, LDZ, WORK, IWORK2, IFAIL, INFO)
  CHARACTER * 1 JOBZ, RANGE
  INTEGER*8 N, IL, IU, NFOUND, LDZ, INFO
  INTEGER*8 IWORK2(*), IFAIL(*)
  REAL VL, VU, ABTOL
  REAL DIAG(*), OFFD(*), W(*), Z(LDZ,*), WORK(*)

F95 INTERFACE 

  SUBROUTINE STEVX( JOBZ, RANGE, N, DIAG, OFFD, VL, VU, IL, IU, ABTOL, 
 *       NFOUND, W, Z, [LDZ], [WORK], [IWORK2], IFAIL, [INFO])
  CHARACTER(LEN=1) :: JOBZ, RANGE
  INTEGER :: N, IL, IU, NFOUND, LDZ, INFO
  INTEGER, DIMENSION(:) :: IWORK2, IFAIL
  REAL :: VL, VU, ABTOL
  REAL, DIMENSION(:) :: DIAG, OFFD, W, WORK
  REAL, DIMENSION(:,:) :: Z
 
  SUBROUTINE STEVX_64( JOBZ, RANGE, N, DIAG, OFFD, VL, VU, IL, IU, 
 *       ABTOL, NFOUND, W, Z, [LDZ], [WORK], [IWORK2], IFAIL, [INFO])
  CHARACTER(LEN=1) :: JOBZ, RANGE
  INTEGER(8) :: N, IL, IU, NFOUND, LDZ, INFO
  INTEGER(8), DIMENSION(:) :: IWORK2, IFAIL
  REAL :: VL, VU, ABTOL
  REAL, DIMENSION(:) :: DIAG, OFFD, W, WORK
  REAL, DIMENSION(:,:) :: Z

C INTERFACE

#include <sunperf.h>

void sstevx(char jobz, char range, int n, float *diag, float *offd, float vl, float vu, int il, int iu, float abtol, int *nfound, float *w, float *z, int ldz, int *ifail, int *info);

void sstevx_64(char jobz, char range, long n, float *diag, float *offd, float vl, float vu, long il, long iu, float abtol, long *nfound, float *w, float *z, long ldz, long *ifail, long *info);

PURPOSE

sstevx computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

ARGUMENTS

* JOBZ (input)
* RANGE (input)

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

* DIAG (input/output)
On entry, the n diagonal elements of the tridiagonal matrix A. On exit, DIAG may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues.

* OFFD (input/output)
On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A in elements 1 to N-1 of OFFD; OFFD(N) need not be set. On exit, OFFD may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues.

* 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.

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)
The first NFOUND elements contain 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 (INFO > 0), 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(5*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)