DSTEBZ(3)
π DSTEBZ π
okay bestie, welcome to the Library Functions Manual β¨ this one's a real one β it lives at
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dstebz.f
and it's about to become your whole personality. no cap. π
β¨ SYNOPSIS β¨
Functions/Subroutines β yeah that's the category, we're in the function/subroutine neighborhood πΈ
subroutine DSTEBZ (range, order, n, vl, vu, il, iu, abstol, d, e, m,
nsplit, w, iblock, isplit, work, iwork, info)
DSTEBZ π₯ (yes, it's giving main character energy, it gets its own name line)
π«Ά Function/Subroutine Documentation π«Ά
subroutine DSTEBZ (character range, character order, integer n, double
precision vl, double precision vu, integer il, integer iu, double
precision abstol, double precision, dimension( * ) d, double precision,
dimension( * ) e, integer m, integer nsplit, double precision,
dimension( * ) w, integer, dimension( * ) iblock, integer, dimension( *
) isplit, double precision, dimension( * ) work, integer, dimension( * )
iwork, integer info)
DSTEBZ π (again, iconic, we respect the name)
π Purpose π
okay so here's the vibe: DSTEBZ computes the eigenvalues of a symmetric tridiagonal matrix T. that's it, that's the whole thing. π¦
you, the user, get to ask for:
- literally all of the eigenvalues,
- all the eigenvalues in the half-open interval
(VL, VU], or - the
IL-th throughIU-th eigenvalues.
ngl, there's a scaling moment you need to know about: to avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value β and for greatest accuracy, it should not be much smaller than that. π«Ά
and if you want the receipts, see W. Kahan , Report CS41, Computer Science Dept., Stanford University, July 21, 1966. π that's a deep cut, respect.
π Parameters π
RANGEβ isCHARACTER*1= 'A': all eigenvalues will be found.= 'V': all eigenvalues in the half-open interval(VL, VU]will be found.= 'I': theIL-th throughIU-th eigenvalues (of the entire matrix) will be found.
ORDERβ isCHARACTER*1= 'B': the eigenvalues will be grouped by split-off block (seeIBLOCK,ISPLIT) and ordered from smallest to largest within the block.= 'E': the eigenvalues for the entire matrix will be ordered from smallest to largest.
Nβ isINTEGER. The order of the tridiagonal matrixT.N >= 0. π§VLβ isDOUBLE PRECISION. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues. Eigenvalues less than or equal toVL, or greater thanVU, will not be returned.VL < VU. Not referenced ifRANGE = 'A'or'I'. πVUβ isDOUBLE PRECISION. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues. Eigenvalues less than or equal toVL, or greater thanVU, will not be returned.VL < VU. Not referenced ifRANGE = 'A'or'I'. πILβ isINTEGER. IfRANGE='I', the index of the smallest eigenvalue to be returned.1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0. Not referenced ifRANGE = 'A'or'V'. βIUβ isINTEGER. IfRANGE='I', the index of the largest eigenvalue to be returned.1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0. Not referenced ifRANGE = 'A'or'V'. βABSTOLβ isDOUBLE PRECISION. The absolute tolerance for the eigenvalues. An eigenvalue (or cluster) is considered to be located if it has been determined to lie in an interval whose width isABSTOLor less. IfABSTOLis less than or equal to zero, thenULP*|T|will be used, where|T|means the 1-norm ofT. π
real talk: eigenvalues will be computed most accurately whenABSTOLis set to twice the underflow threshold2*DLAMCH('S'), not zero. not me warning you about the zero case. π
Dβ isDOUBLE PRECISION array, dimension (N). Thendiagonal elements of the tridiagonal matrixT.Eβ isDOUBLE PRECISION array, dimension (N-1). The(n-1)off-diagonal elements of the tridiagonal matrixT.Mβ isINTEGER. The actual number of eigenvalues found.0 <= M <= N. (See also the description ofINFO=2,3.) πNSPLITβ isINTEGER. The number of diagonal blocks in the matrixT.1 <= NSPLIT <= N.Wβ isDOUBLE PRECISION array, dimension (N). On exit, the firstMelements ofWwill contain the eigenvalues. (DSTEBZmay use the remainingN-Melements as workspace.) β¨IBLOCKβ isINTEGER array, dimension (N). At each row/columnjwhereE(j)is zero or small, the matrixTis considered to split into a block diagonal matrix. On exit, ifINFO = 0,IBLOCK(i)specifies to which block (from 1 to the number of blocks) the eigenvalueW(i)belongs. (DSTEBZmay use the remainingN-Melements as workspace.) π¦ISPLITβ isINTEGER array, dimension (N). The splitting points, at whichTbreaks up into submatrices. The first submatrix consists of rows/columns 1 toISPLIT(1), the second of rows/columnsISPLIT(1)+1throughISPLIT(2), etc., and theNSPLIT-th consists of rows/columnsISPLIT(NSPLIT-1)+1throughISPLIT(NSPLIT)=N. (Only the firstNSPLITelements will actually be used, but since the user cannot know a priori what valueNSPLITwill have,Nwords must be reserved forISPLIT.) π§WORKβ isDOUBLE PRECISION array, dimension (4*N). π«ΆIWORKβ isINTEGER array, dimension (3*N). π«ΆINFOβ isINTEGER= 0: successful exit π< 0: ifINFO = -i, thei-th argument had an illegal value. π> 0: some or all of the eigenvalues failed to converge or were not computed:=1or3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic.=2or3:RANGE='I'only: Not all of the eigenvaluesIL:IUwere found.- Effect:
M < IU+1-IL - Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic.
- Cure: recalculate, using
RANGE='A', and pick out eigenvaluesIL:IU. In some cases, increasing thePARAMETERmay make things work.
- Effect:
= 4:RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed.- Probable cause: your machine has sloppy floating-point arithmetic.
- Cure: Increase the
PARAMETER, recompile, and try again.
ok the PARAMETER blanks above are literally blank in the source, i'm not gaslighting you, that's just how it be π
π₯ Internal Parameters π₯
RELFACβDOUBLE PRECISION, default= 2.0e0. The relative tolerance. An interval(a,b]lies within ifb-a < RELFAC*ulp*max(|a|,|b|), where is the machine precision (distance from 1 to the next larger floating point number.) πΈFUDGEβDOUBLE PRECISION, default= 2. A to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 270 of file dstebz.f. π
π Author π
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