SRC/cheevx.f(3)

NAME
SRC/cheevx.f

SYNOPSIS

  Functions/Subroutines
subroutine cheevx (jobz, range, uplo, n, a, lda, vl, vu, il, iu, abstol, m, w, z, ldz, work, lwork, rwork, iwork, ifail, info)
CHEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

Function/Subroutine Documentation

  subroutine cheevx (character jobz, character range, character uplo, integer n, complex, dimension( lda, * ) a, integer lda, real vl, real vu, integer il, integer iu, real abstol, integer m, real, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer, dimension( * ) iwork, integer, dimension( * ) ifail, integer info)

CHEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

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.
    !>

Parameters
    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': the IL-th through IU-th eigenvalues will be found.
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangle of A is stored;
    !>          = 'L':  Lower triangle of A is stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrix A.  N >= 0.
    !>

    A

    !>          A is COMPLEX array, dimension (LDA, N)
    !>          On entry, the Hermitian 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.
    !>

    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.
    !>
    !>          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  by Demmel and
    !>          Kahan, LAPACK Working Note #3.
    !>

    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)
    !>          On normal exit, the first M elements contain the selected
    !>          eigenvalues in ascending order.
    !>

    Z

    !>          Z is COMPLEX 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 an eigenvector fails to converge, then that column of Z
    !>          contains 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

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1, and if
    !>          JOBZ = 'V', LDZ >= max(1,N).
    !>

    WORK

    !>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The length of the array WORK.  LWORK >= 1, when N <= 1;
    !>          otherwise 2*N.
    !>          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

    !>          RWORK is REAL array, dimension (7*N)
    !>

    IWORK

    !>          IWORK is INTEGER array, dimension (5*N)
    !>

    IFAIL

    !>          IFAIL is INTEGER array, dimension (N)
    !>          If JOBZ = 'V', then if INFO = 0, the first M elements 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

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  if INFO = i, then i eigenvectors failed to converge.
    !>                Their indices are stored in array IFAIL.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 256 of file cheevx.f.

Author

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