subroutine dpteqr (COMPZ, N, D, E, Z, LDZ, WORK, INFO)
DPTEQR
DPTEQR
Purpose:
DPTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric positive definite tridiagonal matrix by first factoring the matrix using DPTTRF, and then calling DBDSQR to compute the singular values of the bidiagonal factor. This routine computes the eigenvalues of the positive definite tridiagonal matrix to high relative accuracy. This means that if the eigenvalues range over many orders of magnitude in size, then the small eigenvalues and corresponding eigenvectors will be computed more accurately than, for example, with the standard QR method. The eigenvectors of a full or band symmetric positive definite matrix can also be found if DSYTRD, DSPTRD, or DSBTRD has been used to reduce this matrix to tridiagonal form. (The reduction to tridiagonal form, however, may preclude the possibility of obtaining high relative accuracy in the small eigenvalues of the original matrix, if these eigenvalues range over many orders of magnitude.)
Parameters:
COMPZ is CHARACTER*1
= 'N': Compute eigenvalues only.
= 'V': Compute eigenvectors of original symmetric
matrix also. Array Z contains the orthogonal
matrix used to reduce the original matrix to
tridiagonal form.
= 'I': Compute eigenvectors of tridiagonal matrix also.
N
N is INTEGER
The order of the matrix. N >= 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, the n diagonal elements of the tridiagonal
matrix.
On normal exit, D contains the eigenvalues, in descending
order.
E
E is DOUBLE PRECISION array, dimension (N-1)
On entry, the (n-1) subdiagonal elements of the tridiagonal
matrix.
On exit, E has been destroyed.
Z
Z is DOUBLE PRECISION array, dimension (LDZ, N)
On entry, if COMPZ = 'V', the orthogonal matrix used in the
reduction to tridiagonal form.
On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
original symmetric matrix;
if COMPZ = 'I', the orthonormal eigenvectors of the
tridiagonal matrix.
If INFO > 0 on exit, Z contains the eigenvectors associated
with only the stored eigenvalues.
If COMPZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
COMPZ = 'V' or 'I', LDZ >= max(1,N).
WORK
WORK is DOUBLE PRECISION array, dimension (4*N)
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, and i is:
<= N the Cholesky factorization of the matrix could
not be performed because the i-th principal minor
was not positive definite.
> N the SVD algorithm failed to converge;
if INFO = N+i, i off-diagonal elements of the
bidiagonal factor did not converge to zero.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Definition at line 147 of file dpteqr.f.
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