pteqr - pteqr: eig, positive definite tridiagonal

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subroutinecpteqr(charactercompz,integern,real,dimension(*)d,real,dimension(*)e,complex,dimension(ldz,*)z,integerldz,real,dimension(*)work,integerinfo)CPTEQRPurpose: CPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using SPTTRF and then calling CBDSQR 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 positive definite Hermitian matrix can also be found if CHETRD, CHPTRD, or CHBTRD 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.) ParametersCOMPZ COMPZ is CHARACTER*1 = 'N': Compute eigenvalues only. = 'V': Compute eigenvectors of original Hermitian matrix also. Array Z contains the unitary matrix used to reduce the original matrix to tridiagonal form. = 'I': Compute eigenvectors of tridiagonal matrix also. N N is INTEGER The order of the matrix. N >= 0. D D is REAL array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix. On normal exit, D contains the eigenvalues, in descending order. E E is REAL array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z Z is COMPLEX array, dimension (LDZ, N) On entry, if COMPZ = 'V', the unitary matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original Hermitian 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 LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N). WORK WORK is REAL array, dimension (4*N) INFO INFO is 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 leading principal minor of order i was not positive. > N the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutinedpteqr(charactercompz,integern,doubleprecision,dimension(*)d,doubleprecision,dimension(*)e,doubleprecision,dimension(ldz,*)z,integerldz,doubleprecision,dimension(*)work,integerinfo)DPTEQRPurpose: 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.) ParametersCOMPZ COMPZ is 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 N is INTEGER The order of the matrix. N >= 0. D D is 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 E is DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z Z is 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 LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N). WORK WORK is DOUBLE PRECISION array, dimension (4*N) INFO INFO is 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 leading principal minor of order i was not positive. > N the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutinespteqr(charactercompz,integern,real,dimension(*)d,real,dimension(*)e,real,dimension(ldz,*)z,integerldz,real,dimension(*)work,integerinfo)SPTEQRPurpose: SPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using SPTTRF, and then calling SBDSQR 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 SSYTRD, SSPTRD, or SSBTRD 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.) ParametersCOMPZ COMPZ is 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 N is INTEGER The order of the matrix. N >= 0. D D is REAL array, dimension (N) On entry, the n diagonal elements of the tridiagonal matrix. On normal exit, D contains the eigenvalues, in descending order. E E is REAL array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z Z is REAL 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 LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N). WORK WORK is REAL array, dimension (4*N) INFO INFO is 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 leading principal minor of order i was not positive. > N the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. subroutinezpteqr(charactercompz,integern,doubleprecision,dimension(*)d,doubleprecision,dimension(*)e,complex*16,dimension(ldz,*)z,integerldz,doubleprecision,dimension(*)work,integerinfo)ZPTEQRPurpose: ZPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using DPTTRF and then calling ZBDSQR 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 positive definite Hermitian matrix can also be found if ZHETRD, ZHPTRD, or ZHBTRD 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.) ParametersCOMPZ COMPZ is CHARACTER*1 = 'N': Compute eigenvalues only. = 'V': Compute eigenvectors of original Hermitian matrix also. Array Z contains the unitary matrix used to reduce the original matrix to tridiagonal form. = 'I': Compute eigenvectors of tridiagonal matrix also. N N is INTEGER The order of the matrix. N >= 0. D D is 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 E is DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z Z is COMPLEX*16 array, dimension (LDZ, N) On entry, if COMPZ = 'V', the unitary matrix used in the reduction to tridiagonal form. On exit, if COMPZ = 'V', the orthonormal eigenvectors of the original Hermitian 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 LDZ is INTEGER The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N). WORK WORK is DOUBLE PRECISION array, dimension (4*N) INFO INFO is 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 leading principal minor of order i was not positive. > N the SVD algorithm failed to converge; if INFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd.

pteqr - pteqr: eig, positive definite tridiagonal

Functions subroutine cpteqr (compz, n, d, e, z, ldz, work, info) CPTEQR subroutine dpteqr (compz, n, d, e, z, ldz, work, info) DPTEQR subroutine spteqr (compz, n, d, e, z, ldz, work, info) SPTEQR subroutine zpteqr (compz, n, d, e, z, ldz, work, info) ZPTEQR