DPTEQR - compute all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using DPTTRF, and then calling DBDSQR to compute the singular values of the bidiagonal factor

SUBROUTINE DPTEQR(

COMPZ, N, D, E, Z, LDZ, WORK, INFO )

CHARACTER COMPZ

INTEGER INFO, LDZ, N

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

DPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using DPTTRF, and then calling DBDSQR to compute the singular values of the bidiagonal factor. This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. This means that if the eigenvalues range over many orders of magnitude in size, then the small eigenvalues and corresponding eigenvectors will be computed more accurately than, for example, with the standard QR method.

The eigenvectors of a full or band symmetric positive definite matrix can also be found if DSYTRD, DSPTRD, or DSBTRD has been used to reduce this matrix to tridiagonal form. (The reduction to tridiagonal form, however, may preclude the possibility of obtaining high relative accuracy in the small eigenvalues of the original matrix, if these eigenvalues range over many orders of magnitude.)

COMPZ (input) CHARACTER*1

= 'N': Compute eigenvalues only.

= 'V': Compute eigenvectors of original symmetric matrix also. Array Z contains the orthogonal matrix used to reduce the original matrix to tridiagonal form. = 'I': Compute eigenvectors of tridiagonal matrix also.

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. On normal exit, D contains the eigenvalues, in descending order.

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

On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed.

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

On entry, if COMPZ = 'V', the orthogonal matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original symmetric matrix; if COMPZ = 'I', the orthonormal eigenvectors of the tridiagonal matrix. If INFO > 0 on exit, Z contains the eigenvectors associated with only the stored eigenvalues. If COMPZ = 'N', then Z is not referenced.

LDZ (input) INTEGER

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

WORK (workspace) DOUBLE PRECISION array, dimension (4*N)

INFO (output) INTEGER

= 0: successful exit.

< 0: if INFO = -i, the i-th argument had an illegal value.

> 0: if INFO = i, and i is: <= N the Cholesky factorization of the matrix could not be performed because the i-th principal minor was not positive definite. > N the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero.