SYNOPSIS

SUBROUTINE DSTEVD(

JOBZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )

    

CHARACTER JOBZ

    

INTEGER INFO, LDZ, LIWORK, LWORK, N

    

INTEGER IWORK( * )

    

DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )

PURPOSE

DSTEVD computes all eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix. 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.

ARGUMENTS

JOBZ (input) CHARACTER*1

= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.

N (input) INTEGER

The order of the matrix. N >= 0.

D (input/output) DOUBLE PRECISION array, dimension (N)

On entry, the n diagonal elements of the tridiagonal matrix A. On exit, if INFO = 0, the eigenvalues in ascending order.

E (input/output) DOUBLE PRECISION array, dimension (N-1)

On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A, stored in elements 1 to N-1 of E. On exit, the contents of E are destroyed.

Z (output) DOUBLE PRECISION array, dimension (LDZ, N)

If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal eigenvectors of the matrix A, with the i-th column of Z holding the eigenvector associated with D(i). If JOBZ = 'N', then Z is not referenced.

LDZ (input) INTEGER

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

WORK (workspace/output) DOUBLE PRECISION array,

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

LWORK (input) INTEGER

The dimension of the array WORK. If JOBZ = 'N' or N <= 1 then LWORK must be at least 1. If JOBZ = 'V' and N > 1 then LWORK must be at least ( 1 + 4*N + 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 (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))

On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK (input) INTEGER

The dimension of the array IWORK. If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1. If JOBZ = 'V' and N > 1 then 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 (output) 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 E did not converge to zero.