Functions

subroutine dsyev (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO)
DSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevd (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO)
DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevr (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevx (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)
DSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsygv (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO)
DSYGV
subroutine dsygvd (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO)
DSYGVD
subroutine dsygvx (ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)
DSYGVX

Detailed Description

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

Function Documentation

subroutine dsyev (character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

 DSYEV computes all eigenvalues and, optionally, eigenvectors of a
 real symmetric matrix A.

 

Parameters:

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

W

          W is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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 DSYTRD 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.

INFO

          INFO 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 2011

subroutine dsyevd (character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

 DSYEVD 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, DSYEVD needs N**2 more
 workspace than DSYEVX.

 

Parameters:

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

W

          W is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.

WORK

          WORK is DOUBLE PRECISION array,
                                         dimension (LWORK)
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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.

IWORK

          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK

          LIWORK 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.

INFO

          INFO 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:

September 2012

Contributors:

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. 

 

subroutine dsyevr (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * ) ISUPPZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

 DSYEVR 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.
 DSYEVR first reduces the matrix A to tridiagonal form T with a call
 to DSYTRD.  Then, whenever possible, DSYEVR calls DSTEMR to compute
 the eigenspectrum using Relatively Robust Representations.  DSTEMR
 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 DSTEMR'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 : DSYEVR calls DSTEMR when the full spectrum is requested
 on machines which conform to the ieee-754 floating point standard.
 DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and
 when partial spectrum requests are made.
 Normal execution of DSTEMR 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:

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

RANGE

          RANGE 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, DSTEBZ and
          DSTEIN are called

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

VL

          VL is DOUBLE PRECISION
          If RANGE='V', the lower bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

VU

          VU is DOUBLE PRECISION
          If RANGE='V', the upper bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

IL

          IL 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'.

IU

          IU 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'.

ABSTOL

          ABSTOL is DOUBLE PRECISION
          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
          DLAMCH( '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.

M

          M is INTEGER
          The total number of eigenvalues found.  0 <= M <= N.
          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

W

          W is DOUBLE PRECISION array, dimension (N)
          The first M elements contain the selected eigenvalues in
          ascending order.

Z

          Z is DOUBLE PRECISION 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.

LDZ

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

ISUPPZ

          ISUPPZ 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 ).
          Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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 DSYTRD and DORMTR
          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.

IWORK

          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
          On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.

LIWORK

          LIWORK 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.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  Internal error

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

June 2016

Contributors:

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, USA 

subroutine dsyevx (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

DSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

 DSYEVX 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:

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

RANGE

          RANGE 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.

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

VL

          VL is DOUBLE PRECISION
          If RANGE='V', the lower bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

VU

          VU is DOUBLE PRECISION
          If RANGE='V', the upper bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

IL

          IL 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'.

IU

          IU 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'.

ABSTOL

          ABSTOL is DOUBLE PRECISION
          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*DLAMCH('S'), not zero.
          If this routine returns with INFO>0, indicating that some
          eigenvectors did not converge, try setting ABSTOL to
          2*DLAMCH('S').
          See "Computing Small Singular Values of Bidiagonal Matrices
          with Guaranteed High Relative Accuracy," by Demmel and
          Kahan, LAPACK Working Note #3.

M

          M is INTEGER
          The total number of eigenvalues found.  0 <= M <= N.
          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

W

          W is DOUBLE PRECISION array, dimension (N)
          On normal exit, the first M elements contain the selected
          eigenvalues in ascending order.

Z

          Z is DOUBLE PRECISION 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.

LDZ

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

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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 DSYTRD and DORMTR
          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.

IWORK

          IWORK is INTEGER array, dimension (5*N)

IFAIL

          IFAIL 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.

INFO

          INFO 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 2016

subroutine dsygv (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYGV

Purpose:

 DSYGV 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:

ITYPE

          ITYPE 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)*x

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangles of A and B are stored;
          = 'L':  Lower triangles of A and B are stored.

N

          N is INTEGER
          The order of the matrices A and B.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

B

          B is DOUBLE PRECISION 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.

LDB

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).

W

          W is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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 DSYTRD 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.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  DPOTRF or DSYEV returned an error code:
             <= N:  if INFO = i, DSYEV 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 2015

subroutine dsygvd (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYGVD

Purpose:

 DSYGVD 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:

ITYPE

          ITYPE 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)*x

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangles of A and B are stored;
          = 'L':  Lower triangles of A and B are stored.

N

          N is INTEGER
          The order of the matrices A and B.  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

B

          B is DOUBLE PRECISION 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.

LDB

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).

W

          W is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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.

IWORK

          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK

          LIWORK 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.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  DPOTRF or DSYEVD 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:

November 2015

Further Details:

  Modified so that no backsubstitution is performed if DSYEVD 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, USA

subroutine dsygvx (integer ITYPE, character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

DSYGVX

Purpose:

 DSYGVX 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:

ITYPE

          ITYPE 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)*x

JOBZ

          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.

RANGE

          RANGE 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.

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A and B are stored;
          = 'L':  Lower triangle of A and B are stored.

N

          N is INTEGER
          The order of the matrix pencil (A,B).  N >= 0.

A

          A is DOUBLE PRECISION 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.

LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).

B

          B is DOUBLE PRECISION 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.

LDB

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).

VL

          VL is DOUBLE PRECISION
          If RANGE='V', the lower bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

VU

          VU is DOUBLE PRECISION
          If RANGE='V', the upper bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.

IL

          IL 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'.

IU

          IU 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'.

ABSTOL

          ABSTOL is DOUBLE PRECISION
          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*DLAMCH('S').

M

          M is INTEGER
          The total number of eigenvalues found.  0 <= M <= N.
          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

W

          W is DOUBLE PRECISION array, dimension (N)
          On normal exit, the first M elements contain the selected
          eigenvalues in ascending order.

Z

          Z is DOUBLE PRECISION 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.

LDZ

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

WORK

          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK

          LWORK 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 DSYTRD 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.

IWORK

          IWORK is INTEGER array, dimension (5*N)

IFAIL

          IFAIL 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.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  DPOTRF or DSYEVX returned an error code:
             <= N:  if INFO = i, DSYEVX 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 2016

Contributors:

Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Author

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