SRC/dstebz.f(3)
π SRC/dstebz.f(3) π
okay so this is the SRC/dstebz.f(3) manual page from the Library Functions Manual, and we are about to get into DSTEBZ with full group-chat energy. Every flag, number, warning, and tiny detail is staying, bestie β no cap. π
β¨
β¨ NAME β¨
SRC/dstebz.f β that's the file, and this whole page is serving the DSTEBZ subroutine inside it. π«Ά
πΈ SYNOPSIS πΈ
π¦ Functions/Subroutines π¦
subroutine dstebz (range, order, n, vl, vu, il, iu, abstol, d, e, m,
nsplit, w, iblock, isplit, work, iwork, info)
DSTEBZ
π¦ Function/Subroutine Documentation π¦
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
πΈ Purpose πΈ
DSTEBZ computes the eigenvalues of a symmetric tridiagonal matrix T. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. π
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. β
See W. Kahan , Report CS41, Computer Science Dept., Stanford University, July 21, 1966. π
π Parameters π
RANGEβ this one isCHARACTER*1, bestie, and it picks the eigenvalue vibe:= 'A': () all eigenvalues will be found.= 'V': () all eigenvalues in the half-open interval (VL, VU] will be found.= 'I': () the IL-th through IU-th eigenvalues (of the entire matrix) will be found.
ORDERβ alsoCHARACTER*1, and it controls the sorting situation:= 'B': () the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block.= 'E': () the eigenvalues for the entire matrix will be ordered from smallest to largest.
NβINTEGER. The order of the tridiagonal matrixT.N >= 0. πVLβDOUBLE PRECISION. IfRANGE='V', this is 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'. π¦VUβDOUBLE PRECISION. IfRANGE='V', this is 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'. π¦ILβINTEGER. IfRANGE='I', this is 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'. π₯IUβINTEGER. IfRANGE='I', this is 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'. π₯ABSTOLβDOUBLE 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
Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not zero. β
DβDOUBLE PRECISIONarray, dimension(N). Thendiagonal elements of the tridiagonal matrixT. πEβDOUBLE PRECISIONarray, dimension(N-1). The(n-1)off-diagonal elements of the tridiagonal matrixT. πMβINTEGER. The actual number of eigenvalues found.0 <= M <= N. (See also the description ofINFO=2,3.) πNSPLITβINTEGER. The number of diagonal blocks in the matrixT.1 <= NSPLIT <= N. π§WβDOUBLE PRECISIONarray, dimension(N). On exit, the firstMelements ofWwill contain the eigenvalues. (DSTEBZmay use the remainingN-Melements as workspace.) πIBLOCKβINTEGERarray, 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. (DSTEBZmay use the remainingN-Melements as workspace.) π¦ISPLITβINTEGERarray, 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.) π§WORKβDOUBLE PRECISIONarray, dimension(4*N). π₯IWORKβINTEGERarray, dimension(3*N). π₯INFOβINTEGER, and this is the tea:= 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:=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. π=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, using
RANGE='A', and pick out eigenvaluesIL:IU. In some cases, increasing thePARAMETERmay make things work. π
- 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. π
- Cure: Increase the
PARAMETER, recompile, and try again. 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 from1to the next larger floating point number.) πFUDGEβDOUBLE PRECISION, default =2. A to widen the Gershgorin 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
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 Author π
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