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template<typename T, typename Ta>
void heevr(char *jobz, char *range, char *uplo, integer *n, T *a, integer *lda, Ta *vl, Ta *vu, integer *il, integer *iu, Ta *abstol, integer *m, Ta *w, T *z, integer *ldz, integer *isuppz, T *work, integer *lwork, Ta *rwork, integer *lrwork, integer *iwork, integer *liwork, integer *info)# HEEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices using Hermitian eigenvalue decomposition (MRRR)
Purpose:
Hermitian eigenvalue decomposition (MRRR). HEEVR 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. Invocations with different choices for these parameters may result in the computation of slightly different eigenvalues and/or eigenvectors for the same matrix. The reason for this behavior is that there exists a variety of algorithms (each performing best for a particular set of options) with HEEVR attempting to select the best based on the various parameters. In all cases, the computed values are accurate within the limits of finite precision arithmetic. HEEVR first reduces the matrix A to tridiagonal form T with a call to CHETRD. Then, whenever possible, HEEVR calls CSTEMR to compute the eigenspectrum using Relatively Robust Representations. CSTEMR 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 CSTEMR'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: , Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997.
- Parameters:
JOBZ – [in]
JOBZ is CHARACTER*1
= ‘N’: Compute eigenvalues only;
= ‘V’: Compute eigenvalues and eigenvectors.RANGE – [in]
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.
For RANGE = ‘V’ or ‘I’ and IU - IL < N - 1, SSTEBZ and CSTEIN are calledUPLO – [in]
UPLO is CHARACTER*1
= ‘U’: Upper triangle of A is stored;
= ‘L’: Lower triangle of A is stored.N – [in]
N is INTEGER
The order of the matrix A. N >= 0.
A – [inout]
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 – [in]
LDA is integer*
The leading dimension of the array A. LDA >= MAX(1,N).
VL – [in]
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 – [in]
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 – [in]
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 – [in]
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 – [in]
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 by Demmel and Kahan, 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, , LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.M – [out]
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 – [out]
W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in ascending order.
Z – [out]
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 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.
LDZ – [in]
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = ‘V’, LDZ >= max(1,N).
ISUPPZ – [out]
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 CSTEMR (tridiagonal matrix). The support of the eigenvectors of A is typically 1:N because of the unitary transformations applied by CUNMTR.
Implemented only for RANGE = ‘A’ or ‘I’ and IU - IL = N - 1WORK – [out]
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK – [in]
LWORK is INTEGER
The length of the array WORK.
If N <= 1, LWORK >= 1, else LWORK >= 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 sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.RWORK – [out]
RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal (and minimal) LRWORK.
LRWORK – [in]
LRWORK is INTEGER
The length of the array RWORK.
If N <= 1, LRWORK >= 1, else LRWORK >= 24*N.
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORK – [out]
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal (and minimal) LIWORK.
LIWORK – [in]
LIWORK is INTEGER
The dimension of the array IWORK.
If N <= 1, LIWORK >= 1, else LIWORK >= 10*N.
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFO – [out]
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: Internal error