CHEEVX(1) LAPACK driver routine (version 3.2) CHEEVX(1)NAME
CHEEVX - computes 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 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 (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
referenced if RANGE = 'A' or 'V'.
ABSTOL (input) REAL
The absolute error tolerance for the eigenvalues. An approxi‐
mate 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 pre‐
cision. 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 eigen‐
vectors 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 ei‐
genvalues in ascending order.
Z (output) COMPLEX array, dimension (LDZ, max(1,M))
If JOBZ = 'V', then if INFO = 0, the first M columns of Z con‐
tain 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 approxi‐
mation 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 (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The length of the array WORK. LWORK >= 1, when N <= 1; other‐
wise 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 (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 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 (output) 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.
LAPACK driver routine (version 3November 2008 CHEEVX(1)
