SSYEVR(3)
Okay so this is SSYEVR(3) from the Library Functions Manual β a LAPACK Fortran routine that is literally the main character for symmetric eigenvalue vibes π
β¨
β¨ NAME β¨
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/ssyevr.f
Thatβs the source file right there, bestie π«Ά
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine SSYEVR (jobz, range, uplo, n, a, lda, vl, vu, il, iu, abstol, m, w, z, ldz, isuppz, work, lwork, iwork, liwork, info)β SSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
π Function/Subroutine Documentation π
subroutine SSYEVR (character jobz, character range, character uplo, integer n, real, dimension( lda, * ) a, integer lda, real vl, real vu, integer il, integer iu, real abstol, integer m, real, dimension( * ) w, real, dimension( ldz, * ) z, integer ldz, integer, dimension( * ) isuppz, real, dimension( * ) work, integer lwork, integer, dimension( * ) iwork, integer liwork, integer info)
SSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices.
π Purpose π
Okay so SSYEVR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A π. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. Slay.
SSYEVR first reduces the matrix A to tridiagonal form T with a call to SSYTRD. Then, whenever possible, SSYEVR calls SSTEMR to compute the eigenspectrum using Relatively Robust Representations. SSTEMR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various 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 each unreduced block (submatrix) of T:
(a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general.
(b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d).
(c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy.
(d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain.
The desired accuracy of the output can be specified by the input parameter ABSTOL.
For more details, see SSTEMR's documentation and:
- Inderjit S. Dhillon and Beresford N. Parlett: Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
- Inderjit Dhillon and Beresford Parlett: SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154.
- Inderjit Dhillon: [title blank in source], Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997.
Note 1:SSYEVRcallsSSTEMRwhen the full spectrum is requested on machines which conform to theieee-754floating point standard.SSYEVRcallsSSTEBZandSSTEINon non-ieee machines and when partial spectrum requests are made.
Normal execution ofSSTEMRmay create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in theieeestandard default manner.
π Parameters π
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*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 will be found.
For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and SSTEIN are called.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
A
A is REAL array, dimension (LDA, N)
On entry, the symmetric 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. π
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
VL
VL is REAL
If RANGE='V', the lower bound of the interval to be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
VU
VU is REAL
If RANGE='V', the upper bound of the interval to be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'.
IL
IL is INTEGER
If RANGE='I', the index of the smallest eigenvalue 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'.
IU
IU is INTEGER
If RANGE='I', the index of the largest eigenvalue 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
ABSTOL is REAL
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 the Demmel and Kahan paper (the source leaves the title blank, bestie), LAPACK Working Note #3.
If high relative accuracy is important, set ABSTOL to SLAMCH( '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 future releases will. See J. Barlow and J. Demmel, [title blank in source], LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.
M
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W
W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in ascending order.
Z
Z is REAL 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. Supplying N columns is always safe. π«Ά
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
ISUPPZ
ISUPPZ is 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 ). This is an output of SSTEMR (tridiagonal matrix). The support of the eigenvectors of A is typically 1:N because of the orthogonal transformations applied by SORMTR.
Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1.
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORKβINTEGER. Itβs the dimension of the arrayWORK, and the rule isLWORK >= max(1,26*N). For optimal efficiency, bestie, you wantLWORK >= (NB+6)*N, whereNBis the max of the blocksize forSSYTRDandSORMTRreturned byILAENV.- If
LWORK = -1, then a workspace query is assumed. The routine only calculates the optimal sizes of theWORKandIWORKarrays, returns these values as the first entries of theWORKandIWORKarrays, and no error message related toLWORKorLIWORKis issued byXERBLA. IWORKβINTEGERarray, dimension(MAX(1,LIWORK)). On exit, ifINFO = 0,IWORK(1)returns the optimalLWORK.LIWORKβINTEGER. Itβs the dimension of the arrayIWORK, andLIWORK >= max(1,10*N). IfLIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of theWORKandIWORKarrays, returns these values as the first entries of theWORKandIWORKarrays, and no error message related toLWORKorLIWORKis issued byXERBLA.INFOβINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: Internal error.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors:
- Inderjit Dhillon, IBM Almaden, USA
- Osni Marques, LBNL/NERSC, USA
- Ken Stanley, Computer Science Division, University of California at Berkeley, USA
- Jason Riedy, Computer Science Division, University of California at Berkeley, USA
Definition at line 333 of file ssyevr.f.
π¦ Author
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