CHEEVX - compute selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix A
SYNOPSIS
SUBROUTINE CHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU,
IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
LWORK, RWORK, IWORK, IFAIL, INFO )
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
REAL ABSTOL, VL, VU
INTEGER IFAIL( * ), IWORK( * )
REAL RWORK( * ), W( * )
COMPLEX A( LDA, * ), WORK( * ), Z( LDZ, * )
PURPOSE
CHEEVX computes selected eigenvalues and, optionally,
eigenvectors of a complex Hermitian matrix A. Eigenvalues
and eigenvectors can be selected by specifying either a
range of values or a range of indices for the desired
eigenvalues.
ARGUMENTS
JOBZ (input) CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
RANGE (input) CHARACTER*1
= '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 will be found.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U',
the leading N-by-N upper triangular part of A con
tains 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
A, including the diagonal, is destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
VL (input) REAL
VU (input) REAL If RANGE='V', the lower and
upper bounds of the interval to be searched for
eigenvalues. VL < VU. Not referenced if RANGE =
'A' or 'I'.
IL (input) INTEGER
IU (input) INTEGER If RANGE='I', the indices
(in ascending order) of the smallest and largest
eigenvalues to be returned. 1 <= IL <= IU <= N,
if N > 0; IL = 1 and IU = 0 if N = 0. Not refer
enced if RANGE = 'A' or 'V'.
ABSTOL (input) 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.
Eigenvalues will be computed most accurately when
ABSTOL is set to twice the underflow threshold
2*SLAMCH('S'), not zero. If this routine returns
with INFO>0, indicating that some eigenvectors did
not converge, try setting ABSTOL to 2*SLAMCH('S').
See "Computing Small Singular Values of Bidiagonal
Matrices with Guaranteed High Relative Accuracy,"
by Demmel and Kahan, LAPACK Working Note #3.
M (output) INTEGER
The total number of eigenvalues found. 0 <= M <=
N. If RANGE = 'A', M = N, and if RANGE = 'I', M =
IU-IL+1.
W (output) REAL array, dimension (N)
On normal exit, the first M elements contain the
selected eigenvalues in ascending order.
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 an eigenvec
tor fails to converge, then that column of Z con
tains the latest approximation to the eigenvector,
and the index of the eigenvector is returned in
IFAIL. 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.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1,
and if JOBZ = 'V', LDZ >= max(1,N).
WORK (workspace/output) COMPLEX array, dimension
(LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >=
max(1,2*N-1). For optimal efficiency, LWORK >=
(NB+1)*N, where NB is the max of the blocksize for
CHETRD and for CUNMTR as returned by ILAENV.
If LWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of
the WORK array, returns this value as the first
entry of the WORK array, and no error message
related to LWORK is issued by XERBLA.
RWORK (workspace) REAL array, dimension (7*N)
IWORK (workspace) INTEGER array, dimension (5*N)
IFAIL (output) INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M ele
ments of IFAIL are zero. If INFO > 0, then IFAIL
contains the indices of the eigenvectors that
failed to converge. If JOBZ = 'N', then IFAIL is
not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille
gal value
> 0: if INFO = i, then i eigenvectors failed to
converge. Their indices are stored in array
IFAIL.
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