DSTEIN2 - compute the eigenvectors of a real symmetric tridiagonal matrix T corresponding to specified eigenvalues, using inverse iteration

SUBROUTINE DSTEIN2(

N, D, E, M, W, IBLOCK, ISPLIT, ORFAC, Z, LDZ, WORK, IWORK, IFAIL, INFO )

INTEGER INFO, LDZ, M, N

DOUBLE PRECISION ORFAC

INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ), IWORK( * )

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

DSTEIN2 computes the eigenvectors of a real symmetric tridiagonal matrix T corresponding to specified eigenvalues, using inverse iteration.

The maximum number of iterations allowed for each eigenvector is specified by an internal parameter MAXITS (currently set to 5).

N (input) INTEGER

The order of the matrix. N >= 0.

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

The n diagonal elements of the tridiagonal matrix T.

E (input) DOUBLE PRECISION array, dimension (N)

The (n-1) subdiagonal elements of the tridiagonal matrix T, in elements 1 to N-1. E(N) need not be set.

M (input) INTEGER

The number of eigenvectors to be found. 0 <= M <= N.

W (input) DOUBLE PRECISION array, dimension (N)

The first M elements of W contain the eigenvalues for which eigenvectors are to be computed. The eigenvalues should be grouped by split-off block and ordered from smallest to largest within the block. ( The output array W from DSTEBZ with ORDER = 'B' is expected here. )

IBLOCK (input) INTEGER array, dimension (N)

The submatrix indices associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first submatrix from the top, =2 if W(i) belongs to the second submatrix, etc. ( The output array IBLOCK from DSTEBZ is expected here. )

ISPLIT (input) INTEGER array, dimension (N)

The splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ), etc. ( The output array ISPLIT from DSTEBZ is expected here. )

ORFAC (input) DOUBLE PRECISION

ORFAC specifies which eigenvectors should be orthogonalized. Eigenvectors that correspond to eigenvalues which are within ORFAC*||T|| of each other are to be orthogonalized.

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

The computed eigenvectors. The eigenvector associated with the eigenvalue W(i) is stored in the i-th column of Z. Any vector which fails to converge is set to its current iterate after MAXITS iterations.

LDZ (input) INTEGER

The leading dimension of the array Z. LDZ >= max(1,N).

WORK (workspace) DOUBLE PRECISION array, dimension (5*N)

IWORK (workspace) INTEGER array, dimension (N)

IFAIL (output) INTEGER array, dimension (M)

On normal exit, all elements of IFAIL are zero. If one or more eigenvectors fail to converge after MAXITS iterations, then their indices are stored in array IFAIL.

INFO (output) 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 in MAXITS iterations. Their indices are stored in array IFAIL.

MAXITS INTEGER, default = 5

The maximum number of iterations performed.

EXTRA INTEGER, default = 2

The number of iterations performed after norm growth criterion is satisfied, should be at least 1.