SLARRD(3)
πΈ SLARRD π
okay bestie, welcome to the slarrd.f(3) page from the Library Functions Manual β yes, the manual name is folded in right here, and we are keeping it cute. This is the page for SLARRD, and it's giving βsubroutine with a lot of arguments and zero patience for vagueness.β β¨
β¨ NAME β¨
the actual file path, in all its absolute-path glory:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/slarrd.f
like, that's the whole NAME section. no cap, it's just the file. π«Ά
π¦ SYNOPSIS π¦
Functions/Subroutines
okay so here's the function signature, copied exactly because we do not mess with code:
subroutine SLARRD (range, order, n, vl, vu, il, iu, gers, reltol, d, e,
e2, pivmin, nsplit, isplit, m, w, werr, wl, wu, iblock, indexw,
work, iwork, info)
and what does SLARRD do? literally: SLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy. that's the whole vibe β eigenvalues, symmetric tridiagonal matrix, suitable accuracy. iconic. π
π Function/Subroutine Documentation π
Okay bestie, here's the full signature β copy it exactly, no autocorrect energy:
subroutine SLARRD (character range, character order, integer n, real vl,
real vu, integer il, integer iu, real, dimension( * ) gers, real reltol,
real, dimension( * ) d, real, dimension( * ) e, real, dimension( * ) e2,
real pivmin, integer nsplit, integer, dimension( * ) isplit, integer m,
real, dimension( * ) w, real, dimension( * ) werr, real wl, real wu,
integer, dimension( * ) iblock, integer, dimension( * ) indexw, real,
dimension( * ) work, integer, dimension( * ) iwork, integer info)
Short version: SLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy. Iconic.
πΈ Purpose πΈ
Bestie, here's the whole point: SLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR.
The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues.
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, and for greatest accuracy, it should not be much smaller than that.
See W. Kahan , Report CS41, Computer Science Dept., Stanford University, July 21, 1966.
π Parameters π
Every single one, no skips, no "I'll read it later" energy:
RANGEβCHARACTER*1. It's the choose-your-own-adventure switch:= 'A': ()β all eigenvalues will be found.= 'V': ()β all eigenvalues in the half-open interval(VL, VU]will be found.= 'I': ()β theIL-th throughIU-th eigenvalues (of the entire matrix) will be found.
ORDERβCHARACTER*1. This is the ordering vibe:= 'B': ()β the eigenvalues will be grouped by split-off block (seeIBLOCK,ISPLIT) and ordered from smallest to largest within the block.= 'E': ()β the eigenvalues for the entire matrix will be ordered from smallest to largest.
NβINTEGER. The order of the tridiagonal matrixT.N >= 0.VLβREAL. 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'.VUβREAL. 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'.ILβINTEGER. 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'.IUβINTEGER. 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'.GERSβREAL array, dimension (2*N). TheNGerschgorin intervals (thei-th Gerschgorin interval is(GERS(2*i-1), GERS(2*i))).RELTOLβREAL. The minimum relative width of an interval. When an interval is narrower thanRELTOLtimes the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at leastradix*machine epsilon.DβREAL array, dimension (N). Thendiagonal elements of the tridiagonal matrixT.EβREAL array, dimension (N-1). The(n-1)off-diagonal elements of the tridiagonal matrixT.E2βREAL array, dimension (N-1). The(n-1)squared off-diagonal elements of the tridiagonal matrixT.PIVMINβREAL. The minimum pivot allowed in the Sturm sequence forT.NSPLITβINTEGER. The number of diagonal blocks in the matrixT.1 <= NSPLIT <= N.ISPLITβINTEGER array, dimension (N). The splitting points, at whichTbreaks up into submatrices. The first submatrix consists of rows/columns1toISPLIT(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.)MβINTEGER. The actual number of eigenvalues found.0 <= M <= N. (See also the description ofINFO=2,3.)WβREAL array, dimension (N). On exit, the firstMelements ofWwill contain the eigenvalue approximations.SLARRDcomputes an intervalI_j = (a_j, b_j]that includes eigenvaluej. The eigenvalue approximation is given as the interval midpointW(j)= ( a_j + b_j)/2. The corresponding error is bounded byWERR(j) = abs( a_j - b_j)/2.WERRβREAL array, dimension (N). The error bound on the corresponding eigenvalue approximation inW.WLβREAL. JustREAL, bestie β the real tea comes withWUnext.WUβREAL. The interval(WL, WU]contains all the wanted eigenvalues. IfRANGE='V', thenWL=VLandWU=VU. IfRANGE='A', thenWLandWUare the global Gerschgorin bounds on the spectrum. IfRANGE='I', thenWLandWUare computed bySLAEBZfrom the index range specified.IBLOCKβINTEGER 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 (from1to the number of blocks) the eigenvalueW(i)belongs. (SLARRDmay use the remainingN-Melements as workspace.)INDEXWβINTEGER array, dimension (N). The indices of the eigenvalues within each block (submatrix); for example,INDEXW(i)= jandIBLOCK(i)=kimply that thei-th eigenvalueW(i)is thej-th eigenvalue in blockk.WORKβREAL array, dimension (4*N).IWORKβINTEGER array, dimension (3*N).INFOβINTEGER. Exit-status tea:= 0:successful exit< 0:ifINFO = -i, thei-th argument had an illegal value> 0:some or all of the eigenvalues failed to converge or were not computed:=1 or 3: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.=2 or 3: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, usingRANGE='A', and pick out eigenvaluesIL:IU. In some cases, increasing thePARAMETERmay make things work.= 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 thePARAMETER, recompile, and try again.
π§ Internal Parameters π§
FUDGEβREAL, default = 2. A to widen the Gerschgorin intervals. Ideally, a value of1should 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«Ά Contributors π«Ά
Big brain energy from:
- W. Kahan, University of California, Berkeley, USA
- Beresford Parlett, University of California, Berkeley, USA
- Jim Demmel, University of California, Berkeley, USA
- Inderjit Dhillon, University of Texas, Austin, USA
- Osni Marques, LBNL/NERSC, USA
- Christof Voemel, University of California, Berkeley, USA
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 325 of file slarrd.f.
β¨ Author β¨
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