Provided by: liblapack-doc_3.8.0-2_all

**NAME**

realSYeigen

**SYNOPSIS**

Functionssubroutinessyev(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO)SSYEVcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyev_2stage(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO)SSYEV_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyevd(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO)SSYEVDcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyevd_2stage(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO)SSYEVD_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyevr(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO)SSYEVRcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyevr_2stage(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO)SSYEVR_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyevx(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)SSYEVXcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessyevx_2stage(JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)SSYEVX_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricessubroutinessygv(ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO)SSYGVsubroutinessygv_2stage(ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO)SSYGV_2STAGEsubroutinessygvd(ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO)SSYGVDsubroutinessygvx(ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)SSYGVX

**Detailed** **Description**

This is the group of real eigenvalue driver functions for SY matrices

**Function** **Documentation**

subroutinessyev(characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integerINFO)SSYEVcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEV computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= max(1,3*N-1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for SSYTRD returned by ILAENV. 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:December 2016subroutinessyev_2stage(characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integerINFO)SSYEV_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEV_2STAGE computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A using the 2stage technique for the reduction to tridiagonal.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. Not available in this release.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension LWORK On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise If JOBZ = 'N' and N > 1, LWORK must be queried. LWORK = MAX(1, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + 2*N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + 2*N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1. If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:November 2017FurtherDetails:All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196subroutinessyevd(characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integerLIWORK,integerINFO)SSYEVDcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Because of large use of BLAS of level 3, SSYEVD needs N**2 more workspace than SSYEVX.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The dimension of the array WORK. If N <= 1, LWORK must be at least 1. If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.IWORKIWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.LIWORKLIWORK is INTEGER The dimension of the array IWORK. If N <= 1, LIWORK must be at least 1. If JOBZ = 'N' and N > 1, LIWORK must be at least 1. If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:December 2016Contributors:Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee Modified description of INFO. Sven, 16 Feb 05.subroutinessyevd_2stage(characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integerLIWORK,integerINFO)SSYEVD_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a real symmetric matrix A using the 2stage technique for the reduction to tridiagonal. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. Not available in this release.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the orthonormal eigenvectors of the matrix A. If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The dimension of the array WORK. If N <= 1, LWORK must be at least 1. If JOBZ = 'N' and N > 1, LWORK must be queried. LWORK = MAX(1, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + 2*N+1 = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + 2*N+1 where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1. If JOBZ = 'V' and N > 1, LWORK must be at least 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.IWORKIWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.LIWORKLIWORK is INTEGER The dimension of the array IWORK. If N <= 1, LIWORK must be at least 1. If JOBZ = 'N' and N > 1, LIWORK must be at least 1. If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1).Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:November 2017Contributors:Jeff Rutter, Computer Science Division, University of California at Berkeley, USA Modified by Francoise Tisseur, University of Tennessee Modified description of INFO. Sven, 16 Feb 05.FurtherDetails:All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196subroutinessyevr(characterJOBZ,characterRANGE,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,realVL,realVU,integerIL,integerIU,realABSTOL,integerM,real,dimension(*)W,real,dimension(ldz,*)Z,integerLDZ,integer,dimension(*)ISUPPZ,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integerLIWORK,integerINFO)SSYEVRcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEVR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. SSYEVR first reduces the matrix A to tridiagonal form T with a call to SSYTRD. Then, whenever possible, SSYEVR calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR computes eigenvalues 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 each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d). (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see SSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices," Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : SSYEVR calls SSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. SSYEVR calls SSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of SSTEMR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.RANGERANGE is CHARACTER*1 = '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. For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and SSTEIN are calledUPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).VLVL is REAL If RANGE='V', the lower bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.VUVU is REAL If RANGE='V', the upper bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.ILIL is INTEGER If RANGE='I', the index of the smallest eigenvalue 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'.IUIU is INTEGER If RANGE='I', the index of the largest eigenvalue 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'.ABSTOLABSTOL is REAL 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 ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL 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. See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. If high relative accuracy is important, set ABSTOL to SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but future releases will. See J. Barlow and J. 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.MM is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.WW is REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.ZZ is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M 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 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. Supplying N columns is always safe.LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).ISUPPZISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is an output of SSTEMR (tridiagonal matrix). The support of the eigenvectors of A is typically 1:N because of the orthogonal transformations applied by SORMTR. Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,26*N). For optimal efficiency, LWORK >= (NB+6)*N, where NB is the max of the blocksize for SSYTRD and SORMTR returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.IWORKIWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.LIWORKLIWORK is INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N). If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: Internal errorAuthor:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:June 2016Contributors:Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA Jason Riedy, Computer Science Division, University of California at Berkeley, USAsubroutinessyevr_2stage(characterJOBZ,characterRANGE,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,realVL,realVU,integerIL,integerIU,realABSTOL,integerM,real,dimension(*)W,real,dimension(ldz,*)Z,integerLDZ,integer,dimension(*)ISUPPZ,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integerLIWORK,integerINFO)SSYEVR_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEVR_2STAGE computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A using the 2stage technique for the reduction to tridiagonal. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. SSYEVR_2STAGE first reduces the matrix A to tridiagonal form T with a call to SSYTRD. Then, whenever possible, SSYEVR_2STAGE calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR computes eigenvalues 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 each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d). (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see SSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices," Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : SSYEVR_2STAGE calls SSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. SSYEVR_2STAGE calls SSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of SSTEMR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. Not available in this release.RANGERANGE is CHARACTER*1 = '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. For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and SSTEIN are calledUPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).VLVL is REAL If RANGE='V', the lower bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.VUVU is REAL If RANGE='V', the upper bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.ILIL is INTEGER If RANGE='I', the index of the smallest eigenvalue 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'.IUIU is INTEGER If RANGE='I', the index of the largest eigenvalue 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'.ABSTOLABSTOL is REAL 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 ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL 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. See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. If high relative accuracy is important, set ABSTOL to SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but future releases will. See J. Barlow and J. 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.MM is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.WW is REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.ZZ is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M 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 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. Supplying N columns is always safe.LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).ISUPPZISUPPZ is INTEGER array, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is an output of SSTEMR (tridiagonal matrix). The support of the eigenvectors of A is typically 1:N because of the orthogonal transformations applied by SORMTR. Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The dimension of the array WORK. If JOBZ = 'N' and N > 1, LWORK must be queried. LWORK = MAX(1, 26*N, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + 5*N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + 5*N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1. If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available 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.IWORKIWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.LIWORKLIWORK is INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N). If LIWORK = -1, then a workspace query is assumed; the routine 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: Internal errorAuthor:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:June 2016Contributors:Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA Jason Riedy, Computer Science Division, University of California at Berkeley, USAFurtherDetails:All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196subroutinessyevx(characterJOBZ,characterRANGE,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,realVL,realVU,integerIL,integerIU,realABSTOL,integerM,real,dimension(*)W,real,dimension(ldz,*)Z,integerLDZ,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integer,dimension(*)IFAIL,integerINFO)SSYEVXcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.RANGERANGE is CHARACTER*1 = '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.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).VLVL is REAL If RANGE='V', the lower bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.VUVU is REAL If RANGE='V', the upper bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.ILIL is INTEGER If RANGE='I', the index of the smallest eigenvalue 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'.IUIU is INTEGER If RANGE='I', the index of the largest eigenvalue 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'.ABSTOLABSTOL is REAL 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 ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL 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 ABSTOL 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 ABSTOL 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.MM is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.WW is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order.ZZ is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M 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,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.LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise 8*N. For optimal efficiency, LWORK >= (NB+3)*N, where NB is the max of the blocksize for SSYTRD and SORMTR returned by ILAENV. 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.IWORKIWORK is INTEGER array, dimension (5*N)IFAILIFAIL is INTEGER array, dimension (N) If JOBZ = 'V', then if INFO = 0, the first M 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, then i eigenvectors failed to converge. Their indices are stored in array IFAIL.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:June 2016subroutinessyevx_2stage(characterJOBZ,characterRANGE,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,realVL,realVU,integerIL,integerIU,realABSTOL,integerM,real,dimension(*)W,real,dimension(ldz,*)Z,integerLDZ,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integer,dimension(*)IFAIL,integerINFO)SSYEVX_2STAGEcomputestheeigenvaluesand,optionally,theleftand/orrighteigenvectorsforSYmatricesPurpose:SSYEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A using the 2stage technique for the reduction to tridiagonal. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.Parameters:JOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. Not available in this release.RANGERANGE is CHARACTER*1 = '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.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.NN is INTEGER The order of the matrix A. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).VLVL is REAL If RANGE='V', the lower bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.VUVU is REAL If RANGE='V', the upper bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.ILIL is INTEGER If RANGE='I', the index of the smallest eigenvalue 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'.IUIU is INTEGER If RANGE='I', the index of the largest eigenvalue 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'.ABSTOLABSTOL is REAL 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 ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL 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 ABSTOL 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 ABSTOL 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.MM is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.WW is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order.ZZ is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M 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,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.LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise If JOBZ = 'N' and N > 1, LWORK must be queried. LWORK = MAX(1, 8*N, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + 3*N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + 3*N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1. If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available 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.IWORKIWORK is INTEGER array, dimension (5*N)IFAILIFAIL is INTEGER array, dimension (N) If JOBZ = 'V', then if INFO = 0, the first M 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, then i eigenvectors failed to converge. Their indices are stored in array IFAIL.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:June 2016FurtherDetails:All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196subroutinessygv(integerITYPE,characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(ldb,*)B,integerLDB,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integerINFO)SSYGVPurpose:SSYGV computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite.Parameters:ITYPEITYPE is INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*xJOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.UPLOUPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored.NN is INTEGER The order of the matrices A and B. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).BB is REAL array, dimension (LDB, N) On entry, the symmetric positive definite matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= max(1,3*N-1). For optimal efficiency, LWORK >= (NB+2)*N, where NB is the blocksize for SSYTRD returned by ILAENV. 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEV returned an error code: <= N: if INFO = i, SSYEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:December 2016subroutinessygv_2stage(integerITYPE,characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(ldb,*)B,integerLDB,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integerINFO)SSYGV_2STAGEPurpose:SSYGV_2STAGE computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite. This routine use the 2stage technique for the reduction to tridiagonal which showed higher performance on recent architecture and for large sizes N>2000.Parameters:ITYPEITYPE is INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*xJOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. Not available in this release.UPLOUPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored.NN is INTEGER The order of the matrices A and B. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).BB is REAL array, dimension (LDB, N) On entry, the symmetric positive definite matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= 1, when N <= 1; otherwise If JOBZ = 'N' and N > 1, LWORK must be queried. LWORK = MAX(1, dimension) where dimension = max(stage1,stage2) + (KD+1)*N + 2*N = N*KD + N*max(KD+1,FACTOPTNB) + max(2*KD*KD, KD*NTHREADS) + (KD+1)*N + 2*N where KD is the blocking size of the reduction, FACTOPTNB is the blocking used by the QR or LQ algorithm, usually FACTOPTNB=128 is a good choice NTHREADS is the number of threads used when openMP compilation is enabled, otherwise =1. If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEV returned an error code: <= N: if INFO = i, SSYEV failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:November 2017FurtherDetails:All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196subroutinessygvd(integerITYPE,characterJOBZ,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(ldb,*)B,integerLDB,real,dimension(*)W,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integerLIWORK,integerINFO)SSYGVDPurpose:SSYGVD computes all the eigenvalues, and optionally, the eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.Parameters:ITYPEITYPE is INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*xJOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.UPLOUPLO is CHARACTER*1 = 'U': Upper triangles of A and B are stored; = 'L': Lower triangles of A and B are stored.NN is INTEGER The order of the matrices A and B. N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, if JOBZ = 'V', then if INFO = 0, A contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = I. If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') or the lower triangle (if UPLO='L') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).BB is REAL array, dimension (LDB, N) On entry, the symmetric matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).WW is REAL array, dimension (N) If INFO = 0, the eigenvalues in ascending order.WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The dimension of the array WORK. If N <= 1, LWORK >= 1. If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.IWORKIWORK is INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.LIWORKLIWORK is INTEGER The dimension of the array IWORK. If N <= 1, LIWORK >= 1. If JOBZ = 'N' and N > 1, LIWORK >= 1. If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK and IWORK arrays, returns these values as the first entries of the WORK and IWORK arrays, and no error message related to LWORK or LIWORK is issued by XERBLA.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEVD returned an error code: <= N: if INFO = i and JOBZ = 'N', then the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero; if INFO = i and JOBZ = 'V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and columns INFO/(N+1) through mod(INFO,N+1); > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:December 2016FurtherDetails:Modified so that no backsubstitution is performed if SSYEVD fails to converge (NEIG in old code could be greater than N causing out of bounds reference to A - reported by Ralf Meyer). Also corrected the description of INFO and the test on ITYPE. Sven, 16 Feb 05.Contributors:Mark Fahey, Department of Mathematics, Univ. of Kentucky, USAsubroutinessygvx(integerITYPE,characterJOBZ,characterRANGE,characterUPLO,integerN,real,dimension(lda,*)A,integerLDA,real,dimension(ldb,*)B,integerLDB,realVL,realVU,integerIL,integerIU,realABSTOL,integerM,real,dimension(*)W,real,dimension(ldz,*)Z,integerLDZ,real,dimension(*)WORK,integerLWORK,integer,dimension(*)IWORK,integer,dimension(*)IFAIL,integerINFO)SSYGVXPurpose:SSYGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be symmetric and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.Parameters:ITYPEITYPE is INTEGER Specifies the problem type to be solved: = 1: A*x = (lambda)*B*x = 2: A*B*x = (lambda)*x = 3: B*A*x = (lambda)*xJOBZJOBZ is CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors.RANGERANGE is CHARACTER*1 = '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.UPLOUPLO is CHARACTER*1 = 'U': Upper triangle of A and B are stored; = 'L': Lower triangle of A and B are stored.NN is INTEGER The order of the matrix pencil (A,B). N >= 0.AA is REAL array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).BB is REAL array, dimension (LDB, N) On entry, the symmetric matrix B. If UPLO = 'U', the leading N-by-N upper triangular part of B contains the upper triangular part of the matrix B. If UPLO = 'L', the leading N-by-N lower triangular part of B contains the lower triangular part of the matrix B. On exit, if INFO <= N, the part of B containing the matrix is overwritten by the triangular factor U or L from the Cholesky factorization B = U**T*U or B = L*L**T.LDBLDB is INTEGER The leading dimension of the array B. LDB >= max(1,N).VLVL is REAL If RANGE='V', the lower bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.VUVU is REAL If RANGE='V', the upper bound of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.ILIL is INTEGER If RANGE='I', the index of the smallest eigenvalue 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'.IUIU is INTEGER If RANGE='I', the index of the largest eigenvalue 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'.ABSTOLABSTOL is REAL 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 ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL 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 C to tridiagonal form, where C is the symmetric matrix of the standard symmetric problem to which the generalized problem is transformed. Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S').MM is INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.WW is REAL array, dimension (N) On normal exit, the first M elements contain the selected eigenvalues in ascending order.ZZ is REAL array, dimension (LDZ, max(1,M)) If JOBZ = 'N', then Z is not referenced. If JOBZ = 'V', then if INFO = 0, the first M 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). The eigenvectors are normalized as follows: if ITYPE = 1 or 2, Z**T*B*Z = I; if ITYPE = 3, Z**T*inv(B)*Z = 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. 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.LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.LWORKLWORK is INTEGER The length of the array WORK. LWORK >= max(1,8*N). For optimal efficiency, LWORK >= (NB+3)*N, where NB is the blocksize for SSYTRD returned by ILAENV. 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.IWORKIWORK is INTEGER array, dimension (5*N)IFAILIFAIL is INTEGER array, dimension (N) If JOBZ = 'V', then if INFO = 0, the first M 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.INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: SPOTRF or SSYEVX returned an error code: <= N: if INFO = i, SSYEVX failed to converge; i eigenvectors failed to converge. Their indices are stored in array IFAIL. > N: if INFO = N + i, for 1 <= i <= N, then the leading minor of order i of B is not positive definite. The factorization of B could not be completed and no eigenvalues or eigenvectors were computed.Author:Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.Date:June 2016Contributors:Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

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