sstegr - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation
SUBROUTINE SSTEGR(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER*1 JOBZ, RANGE INTEGER N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER ISUPPZ(*), IWORK(*) REAL VL, VU, ABSTOL REAL D(*), E(*), W(*), Z(LDZ,*), WORK(*) SUBROUTINE SSTEGR_64(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER*1 JOBZ, RANGE INTEGER*8 N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER*8 ISUPPZ(*), IWORK(*) REAL VL, VU, ABSTOL REAL D(*), E(*), W(*), Z(LDZ,*), WORK(*) F95 INTERFACE SUBROUTINE STEGR(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER(LEN=1) :: JOBZ, RANGE INTEGER :: N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER, DIMENSION(:) :: ISUPPZ, IWORK REAL :: VL, VU, ABSTOL REAL, DIMENSION(:) :: D, E, W, WORK REAL, DIMENSION(:,:) :: Z SUBROUTINE STEGR_64(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER(LEN=1) :: JOBZ, RANGE INTEGER(8) :: N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER(8), DIMENSION(:) :: ISUPPZ, IWORK REAL :: VL, VU, ABSTOL REAL, DIMENSION(:) :: D, E, W, WORK REAL, DIMENSION(:,:) :: Z C INTERFACE #include <sunperf.h> void sstegr(char jobz, char range, int n, float *d, float *e, float vl, float vu, int il, int iu, float abstol, int *m, float *w, float *z, int ldz, int *isuppz, int *info); void sstegr_64(char jobz, char range, long n, float *d, float *e, float vl, float vu, long il, long iu, float abstol, long *m, float *w, float *z, long ldz, long *isuppz, long *info);
Oracle Solaris Studio Performance Library sstegr(3P) NAME sstegr - (a) Compute T-sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation SYNOPSIS SUBROUTINE SSTEGR(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER*1 JOBZ, RANGE INTEGER N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER ISUPPZ(*), IWORK(*) REAL VL, VU, ABSTOL REAL D(*), E(*), W(*), Z(LDZ,*), WORK(*) SUBROUTINE SSTEGR_64(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER*1 JOBZ, RANGE INTEGER*8 N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER*8 ISUPPZ(*), IWORK(*) REAL VL, VU, ABSTOL REAL D(*), E(*), W(*), Z(LDZ,*), WORK(*) F95 INTERFACE SUBROUTINE STEGR(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER(LEN=1) :: JOBZ, RANGE INTEGER :: N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER, DIMENSION(:) :: ISUPPZ, IWORK REAL :: VL, VU, ABSTOL REAL, DIMENSION(:) :: D, E, W, WORK REAL, DIMENSION(:,:) :: Z SUBROUTINE STEGR_64(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO) CHARACTER(LEN=1) :: JOBZ, RANGE INTEGER(8) :: N, IL, IU, M, LDZ, LWORK, LIWORK, INFO INTEGER(8), DIMENSION(:) :: ISUPPZ, IWORK REAL :: VL, VU, ABSTOL REAL, DIMENSION(:) :: D, E, W, WORK REAL, DIMENSION(:,:) :: Z C INTERFACE #include <sunperf.h> void sstegr(char jobz, char range, int n, float *d, float *e, float vl, float vu, int il, int iu, float abstol, int *m, float *w, float *z, int ldz, int *isuppz, int *info); void sstegr_64(char jobz, char range, long n, float *d, float *e, float vl, float vu, long il, long iu, float abstol, long *m, float *w, float *z, long ldz, long *isuppz, long *info); PURPOSE SSTEGR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. The eigenvalues are computed by the dqds algorithm, while orthogonal eigenvectors are computed from various ``good'' L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the i-th unreduced block of T, (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation, (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high rel- ative accuracy by the dqds algorithm, (c) If there is a cluster of close eigenvalues, "choose" sigma_i close to the cluster, and go to step (a), (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, com- pute the corresponding eigenvector by forming a rank-revealing twisted factorization. The desired accuracy of the output can be specified by the input param- eter ABSTOL. For more details, see "A new O(n^2) algorithm for the symmetric tridi- agonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : Currently SSTEGR is only set up to find ALL the n eigenvalues and eigenvectors of T in O(n^2) time Note 2 : Currently the routine SSTEIN is called when an appropriate sigma_i cannot be chosen in step (c) above. SSTEIN invokes modified Gram-Schmidt when eigenvalues are close. Note 3 : SSTEGR works only on machines which follow ieee-754 floating- point standard in their handling of infinities and NaNs. Normal execu- tion of SSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not conform to the ieee standard. ARGUMENTS JOBZ (input) = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. RANGE (input) = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the half-open interval (VL,VU] will be found. = 'I': the IL-th through IU-th eigenvalues will be found. N (input) The order of the matrix. N >= 0. D (input/output) On entry, the n diagonal elements of the tridiagonal matrix T. On exit, D is overwritten. E (input/output) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix T in elements 1 to N-1 of E; E(N) need not be set. On exit, E is overwritten. 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 small- est 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. ABSTOL (input) The absolute error tolerance for the eigenvalues/eigenvec- tors. IF JOBZ = 'V', the eigenvalues and eigenvectors output have residual norms bounded by ABSTOL, and the dot products between different eigenvectors are bounded by ABSTOL. If ABSTOL is less than N*EPS*|T|, then N*EPS*|T| will be used in its place, where EPS is the machine precision and |T| is the 1-norm of the tridiagonal matrix. The eigenvalues are com- puted to an accuracy of EPS*|T| irrespective of ABSTOL. If high relative accuracy is important, set ABSTOL to DLAMCH( 'Safe minimum' ). See Barlow and Demmel "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7 for a discussion of which matrices define their eigenvalues to high relative accuracy. M (output) The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) The first M elements contain the selected eigenvalues in ascending order. Z (output) If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix T corre- sponding to the selected eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). If JOBZ = 'N', then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M 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). ISUPPZ (output) The support of the eigenvectors in Z, i.e., the indices indi- cating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). WORK (workspace) On exit, if INFO = 0, WORK(1) returns the optimal (and mini- mal) LWORK. LWORK (input) The dimension of the array WORK. LWORK >= max(1,18*N) If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. IWORK (workspace/output) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) The dimension of the array IWORK. LIWORK >= max(1,10*N) If LIWORK = -1, then a workspace query is assumed; the rou- tine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA. INFO (output) = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = 1, internal error in SLARRE, if INFO = 2, internal error in SLARRV. FURTHER DETAILS Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA 7 Nov 2015 sstegr(3P)