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LAPACK-3 - computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T
SUBROUTINE SSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO ) IMPLICIT NONE CHARACTER JOBZ, RANGE LOGICAL TRYRAC INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N REAL VL, VU INTEGER ISUPPZ( * ), IWORK( * ) REAL D( * ), E( * ), W( * ), WORK( * ) REAL Z( LDZ, * )
SSTEMR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix T. Any such unreduced matrix has a well defined set of pairwise different real eigenvalues, the corresponding real eigenvectors are pairwise orthogonal. The spectrum may be computed either completely or partially by specifying either an interval (VL,VU] or a range of indices IL:IU for the desired eigenvalues. Depending on the number of desired eigenvalues, these are computed either by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are computed by the use of various suitable L D L^T factorizations near clusters of close eigenvalues (referred to as RRRs, Relatively Robust Representations). An informal sketch of the algorithm 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. For more details, see: - 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. Further Details floating-point standard in their handling of infinities and NaNs. This permits the use of efficient inner loops avoiding a check for zero divisors.
JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. RANGE (input) 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. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) REAL array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, D is overwritten. E (input/output) REAL array, dimension (N) 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 input, but is used internally as workspace. On exit, E is overwritten. VL (input) REAL VU (input) REAL 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'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0. Not referenced if RANGE = 'A' or 'V'. M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) REAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) REAL array, dimension (LDZ, max(1,M) ) If JOBZ = 'V', and if INFO = 0, then the first M columns of Z contain the orthonormal eigenvectors of the matrix T 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 can be computed with a workspace query by setting NZC = -1, see below. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', then LDZ >= max(1,N). NZC (input) INTEGER The number of eigenvectors to be held in the array Z. If RANGE = 'A', then NZC >= max(1,N). If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]. If RANGE = 'I', then NZC >= IU-IL+1. If NZC = -1, then a workspace query is assumed; the routine calculates the number of columns of the array Z that are needed to hold the eigenvectors. This value is returned as the first entry of the Z array, and no error message related to NZC is issued by XERBLA. ISUPPZ (output) 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 computed eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). This is relevant in the case when the matrix is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. TRYRAC (input/output) LOGICAL If TRYRAC.EQ..TRUE., indicates that the code should check whether the tridiagonal matrix defines its eigenvalues to high relative accuracy. If so, the code uses relative-accuracy preserving algorithms that might be (a bit) slower depending on the matrix. If the matrix does not define its eigenvalues to high relative accuracy, the code can uses possibly faster algorithms. If TRYRAC.EQ..FALSE., the code is not required to guarantee relatively accurate eigenvalues and can use the fastest possible techniques. On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix does not define its eigenvalues to high relative accuracy. WORK (workspace/output) REAL array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal (and minimal) LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,18*N) if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = '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) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. LIWORK (input) INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N) if the eigenvectors are desired, and LIWORK >= max(1,8*N) if only the eigenvalues are to be computed. 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. INFO (output) INTEGER On exit, INFO = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = 1X, internal error in SLARRE, if INFO = 2X, internal error in SLARRV. Here, the digit X = ABS( IINFO ) < 10, where IINFO is the nonzero error code returned by SLARRE or SLARRV, respectively.
Based on contributions by Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA LAPACK computational routine (version 3.2.2April 2011 SSTEMR(3lapack)