zhpevx(3)

NAME

ZHPEVX - compute selected eigenvalues and, optionally,

eigenvectors of a complex Hermitian matrix A in packed storage

SYNOPSIS

SUBROUTINE  ZHPEVX(  JOBZ, RANGE, UPLO, N, AP, VL, VU, IL,
IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
    CHARACTER      JOBZ, RANGE, UPLO
    INTEGER        IL, INFO, IU, LDZ, M, N
    DOUBLE         PRECISION ABSTOL, VL, VU
    INTEGER        IFAIL( * ), IWORK( * )
    DOUBLE         PRECISION RWORK( * ), W( * )
    COMPLEX*16     AP( * ), WORK( * ), Z( LDZ, * )

PURPOSE

ZHPEVX computes selected eigenvalues and, optionally,

eigenvectors of a complex Hermitian matrix A in packed storage.

Eigenvalues/vectors 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.

AP (input/output) COMPLEX*16 array, dimension

(N*(N+1)/2)

On entry, the upper or lower triangle of the Her

mitian matrix A, packed columnwise in a linear array. The j-th

column of A is stored in the array AP as follows: if UPLO = 'U',

AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i +

(j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.

On exit, AP is overwritten by values generated

during the reduction to tridiagonal form. If UPLO = 'U', the di

agonal and first superdiagonal of the tridiagonal matrix T over

write the corresponding elements of A, and if UPLO = 'L', the di

agonal and first subdiagonal of T overwrite the corresponding el

ements of A.

VL (input) DOUBLE PRECISION

VU (input) DOUBLE PRECISION If RANGE='V', the

lower and upper bounds of the interval to be searched for eigen

values. 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) DOUBLE PRECISION

The absolute error tolerance for the eigenvalues.

An approximate eigenvalue is accepted as converged when it is de

termined 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 AP to tridiagonal form.

Eigenvalues will be computed most accurately when

ABSTOL is set to twice the underflow threshold 2*DLAMCH('S'), not

zero. If this routine returns with INFO>0, indicating that some

eigenvectors did not converge, try setting ABSTOL to 2*DLAM

CH('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) DOUBLE PRECISION array, dimension (N)

If INFO = 0, the selected eigenvalues in ascending

order.

Z (output) COMPLEX*16 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 eigen

vector fails to converge, then that column of Z contains the lat

est approximation to the eigenvector, and the index of the eigen

vector is returned in IFAIL. If JOBZ = 'N', then Z is not refer

enced. 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) COMPLEX*16 array, dimension (2*N)

RWORK (workspace) DOUBLE PRECISION 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.

LAPACK version 3.0 15 June 2000

ZHPEVX(3)