DSTEDC - compute all eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method

SUBROUTINE DSTEDC(

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

CHARACTER COMPZ

INTEGER INFO, LDZ, LIWORK, LWORK, N

INTEGER IWORK( * )

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

DSTEDC computes all eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal matrix using the divide and conquer method. The eigenvectors of a full or band real symmetric matrix can also be found if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to tridiagonal form.

This code 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. See DLAED3 for details.

COMPZ (input) CHARACTER*1

= 'N': Compute eigenvalues only.

= 'I': Compute eigenvectors of tridiagonal matrix also.

= 'V': Compute eigenvectors of original dense symmetric matrix also. On entry, Z contains the orthogonal matrix used to reduce the original matrix to tridiagonal form.

N (input) INTEGER

The dimension of the symmetric tridiagonal matrix. N >= 0.

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

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

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

On entry, the 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', then Z contains the orthogonal matrix used in the reduction to tridiagonal form. On exit, if INFO = 0, then if COMPZ = 'V', Z contains the orthonormal eigenvectors of the original symmetric matrix, and if COMPZ = 'I', Z contains the orthonormal eigenvectors of the symmetric tridiagonal matrix. If COMPZ = 'N', then Z is not referenced.

LDZ (input) INTEGER

The leading dimension of the array Z. LDZ >= 1. If eigenvectors are desired, then 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 COMPZ = 'N' or N <= 1 then LWORK must be at least 1. If COMPZ = 'V' and N > 1 then LWORK must be at least ( 1 + 3*N + 2*N*lg N + 3*N**2 ), where lg( N ) = smallest integer k such that 2**k >= N. If COMPZ = 'I' 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 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. If COMPZ = 'N' or N <= 1 then LIWORK must be at least 1. If COMPZ = 'V' and N > 1 then LIWORK must be at least ( 6 + 6*N + 5*N*lg N ). If COMPZ = 'I' 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 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

= 0: successful exit.

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

> 0: 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).

Based on contributions by

Jeff Rutter, Computer Science Division, University of California at Berkeley, USA

Modified by Francoise Tisseur, University of Tennessee.