DPTEQR(3)
π DPTEQR π
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π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dpteqr.f
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β¨ SYNOPSIS β¨
π¦ Functions/Subroutines π¦
subroutine DPTEQR (compz, n, d, e, z, ldz, work, info)β DPTEQR
π Function/Subroutine Documentation π
subroutine DPTEQR (character compz, integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer info)
DPTEQR
πΈ Purpose πΈ
Okay so DPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix. It does this by first factoring the matrix using DPTTRF, and then calling DBDSQR to compute the singular values of the bidiagonal factor. periodt. π
This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. Which means: 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. slay accuracy, no cap. π
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. But listen: 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. so that's the caveat, bestie. π«Ά
π Parameters π
COMPZβCOMPZ is CHARACTER*1= 'N': Compute eigenvalues only.= 'V': Compute eigenvectors of original symmetric matrix also. ArrayZcontains the orthogonal matrix used to reduce the original matrix to tridiagonal form.= 'I': Compute eigenvectors of tridiagonal matrix also.
NβN is INTEGER
The order of the matrix. N >= 0.
DβD 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.
EβE is DOUBLE PRECISION array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal matrix.
On exit, E has been destroyed.
ZβZ 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.
LDZβLDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if COMPZ = 'V' or 'I', LDZ >= max(1,N).
WORKβWORK is DOUBLE PRECISION array, dimension (4*N)INFOβINFO is INTEGER= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = 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; ifINFO = N+i, i off-diagonal elements of the bidiagonal factor did not converge to zero.
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 144 of file dpteqr.f.
π Author π
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