ZHEEVR - compute selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T

SUBROUTINE ZHEEVR(

JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )

CHARACTER JOBZ, RANGE, UPLO

INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LRWORK, LWORK, M, N

DOUBLE PRECISION ABSTOL, VL, VU

INTEGER ISUPPZ( * ), IWORK( * )

DOUBLE PRECISION RWORK( * ), W( * )

COMPLEX*16 A( LDA, * ), WORK( * ), Z( LDZ, * )

ZHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Whenever possible, ZHEEVR calls ZSTEGR to compute the

eigenspectrum using Relatively Robust Representations. ZSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the i-th unreduced block of T,

(a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation,

(b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high relative accuracy by the dqds algorithm,

(c) If there is a cluster of close eigenvalues, "choose" sigma_i close to the cluster, and go to step (a),

(d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, compute the corresponding eigenvector by forming a rank-revealing twisted factorization.

The desired accuracy of the output can be specified by the input parameter ABSTOL.

For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD-97-971, UC Berkeley, May 1997.

Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and

when partial spectrum requests are made.

Normal execution of ZSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.

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.

UPLO (input) CHARACTER*1

= 'U': Upper triangle of A is stored;

= 'L': Lower triangle of A is stored.

N (input) INTEGER

The order of the matrix A. N >= 0.

A (input/output) COMPLEX*16 array, dimension (LDA, N)

On entry, the Hermitian matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed.

LDA (input) INTEGER

The leading dimension of the array A. LDA >= max(1,N).

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 obtained by reducing A to tridiagonal form.

See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.

If high relative accuracy is important, set ABSTOL to DLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.

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) COMPLEX*16 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 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).

ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) )

The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ).

WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)

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

LWORK (input) INTEGER

The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for ZHETRD and for ZUNMTR as returned by ILAENV.

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.

RWORK (workspace/output) DOUBLE PRECISION array, dimension (LRWORK)

On exit, if INFO = 0, RWORK(1) returns the optimal (and minimal) LRWORK.

The length of the array RWORK. LRWORK >= max(1,24*N).

If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the RWORK array, returns this value as the first entry of the RWORK array, and no error message related to LRWORK is issued by XERBLA.

IWORK (workspace/output) INTEGER array, dimension (LIWORK)

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

The dimension of the array IWORK. LIWORK >= max(1,10*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: Internal error

Based on contributions by

Inderjit Dhillon, IBM Almaden, USA

Osni Marques, LBNL/NERSC, USA

Ken Stanley, Computer Science Division, University of

California at Berkeley, USA