DSTEVX - compute selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix A

SUBROUTINE DSTEVX(

JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )

CHARACTER JOBZ, RANGE

INTEGER IL, INFO, IU, LDZ, M, N

DOUBLE PRECISION ABSTOL, VL, VU

INTEGER IFAIL( * ), IWORK( * )

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

DSTEVX computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

JOBZ (input) CHARACTER*1

= 'N': Compute eigenvalues only;

= 'V': Compute eigenvalues and eigenvectors.

RANGE (input) 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.

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, D may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues.

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

On entry, the (n-1) subdiagonal elements of the tridiagonal matrix A in elements 1 to N-1 of E; E(N) need not be set. On exit, E may be multiplied by a constant factor chosen to avoid over/underflow in computing the eigenvalues.

VL (input) DOUBLE PRECISION

VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'.

IL (input) INTEGER

IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues 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 (input) 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.

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 (output) INTEGER

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

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

The first M elements contain the selected eigenvalues in ascending order.

Z (output) 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 (INFO > 0), 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 (input) INTEGER

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

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

IWORK (workspace) INTEGER array, dimension (5*N)

IFAIL (output) 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 (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. Their indices are stored in array IFAIL.