--- rpl/lapack/lapack/dpteqr.f 2010/12/21 13:53:37 1.7 +++ rpl/lapack/lapack/dpteqr.f 2011/11/21 20:43:02 1.8 @@ -1,9 +1,154 @@ +*> \brief \b DPTEQR +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DPTEQR + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER COMPZ +* INTEGER INFO, LDZ, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> 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.) +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] COMPZ +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix. N >= 0. +*> \endverbatim +*> +*> \param[in,out] D +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in,out] E +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in,out] Z +*> \verbatim +*> 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. +*> \endverbatim +*> +*> \param[in] LDZ +*> \verbatim +*> LDZ is INTEGER +*> The leading dimension of the array Z. LDZ >= 1, and if +*> COMPZ = 'V' or 'I', LDZ >= max(1,N). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (4*N) +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> 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. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleOTHERcomputational +* +* ===================================================================== SUBROUTINE DPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO ) * -* -- LAPACK routine (version 3.2) -- +* -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* November 2011 * * .. Scalar Arguments .. CHARACTER COMPZ @@ -13,80 +158,6 @@ DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * ) * .. * -* 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.) -* -* Arguments -* ========= -* -* COMPZ (input) 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 (input) INTEGER -* The order of the matrix. N >= 0. -* -* D (input/output) 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 (input/output) DOUBLE PRECISION array, dimension (N-1) -* On entry, the (n-1) subdiagonal elements of the tridiagonal -* matrix. -* On exit, E has been destroyed. -* -* Z (input/output) 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 (input) INTEGER -* The leading dimension of the array Z. LDZ >= 1, and if -* COMPZ = 'V' or 'I', LDZ >= max(1,N). -* -* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) -* -* INFO (output) 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. -* * ===================================================================== * * .. Parameters ..