Diff for /rpl/lapack/lapack/dstevx.f between versions 1.7 and 1.8

version 1.7, 2010/12/21 13:53:38 version 1.8, 2011/11/21 20:43:04
Line 1 Line 1
   *> \brief <b> DSTEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
   *
   *  =========== DOCUMENTATION ===========
   *
   * Online html documentation available at 
   *            http://www.netlib.org/lapack/explore-html/ 
   *
   *> \htmlonly
   *> Download DSTEVX + dependencies 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstevx.f"> 
   *> [TGZ]</a> 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstevx.f"> 
   *> [ZIP]</a> 
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstevx.f"> 
   *> [TXT]</a>
   *> \endhtmlonly 
   *
   *  Definition:
   *  ===========
   *
   *       SUBROUTINE DSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL,
   *                          M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
   * 
   *       .. Scalar Arguments ..
   *       CHARACTER          JOBZ, RANGE
   *       INTEGER            IL, INFO, IU, LDZ, M, N
   *       DOUBLE PRECISION   ABSTOL, VL, VU
   *       ..
   *       .. Array Arguments ..
   *       INTEGER            IFAIL( * ), IWORK( * )
   *       DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
   *       ..
   *  
   *
   *> \par Purpose:
   *  =============
   *>
   *> \verbatim
   *>
   *> DSTEVX computes selected eigenvalues and, optionally, eigenvectors
   *> of a real symmetric tridiagonal matrix A.  Eigenvalues and
   *> eigenvectors can be selected by specifying either a range of values
   *> or a range of indices for the desired eigenvalues.
   *> \endverbatim
   *
   *  Arguments:
   *  ==========
   *
   *> \param[in] JOBZ
   *> \verbatim
   *>          JOBZ is CHARACTER*1
   *>          = 'N':  Compute eigenvalues only;
   *>          = 'V':  Compute eigenvalues and eigenvectors.
   *> \endverbatim
   *>
   *> \param[in] RANGE
   *> \verbatim
   *>          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.
   *> \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
   *>          A.
   *>          On exit, D may be multiplied by a constant factor chosen
   *>          to avoid over/underflow in computing the eigenvalues.
   *> \endverbatim
   *>
   *> \param[in,out] E
   *> \verbatim
   *>          E is DOUBLE PRECISION array, dimension (max(1,N-1))
   *>          On entry, the (n-1) subdiagonal elements of the tridiagonal
   *>          matrix A in elements 1 to N-1 of E.
   *>          On exit, E may be multiplied by a constant factor chosen
   *>          to avoid over/underflow in computing the eigenvalues.
   *> \endverbatim
   *>
   *> \param[in] VL
   *> \verbatim
   *>          VL is DOUBLE PRECISION
   *> \endverbatim
   *>
   *> \param[in] VU
   *> \verbatim
   *>          VU is DOUBLE PRECISION
   *>          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'.
   *> \endverbatim
   *>
   *> \param[in] IL
   *> \verbatim
   *>          IL is INTEGER
   *> \endverbatim
   *>
   *> \param[in] IU
   *> \verbatim
   *>          IU is 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'.
   *> \endverbatim
   *>
   *> \param[in] ABSTOL
   *> \verbatim
   *>          ABSTOL is DOUBLE PRECISION
   *>          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.
   *>
   *>          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*DLAMCH('S').
   *>
   *>          See "Computing Small Singular Values of Bidiagonal Matrices
   *>          with Guaranteed High Relative Accuracy," by Demmel and
   *>          Kahan, LAPACK Working Note #3.
   *> \endverbatim
   *>
   *> \param[out] M
   *> \verbatim
   *>          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.
   *> \endverbatim
   *>
   *> \param[out] W
   *> \verbatim
   *>          W is DOUBLE PRECISION array, dimension (N)
   *>          The first M elements contain the selected eigenvalues in
   *>          ascending order.
   *> \endverbatim
   *>
   *> \param[out] Z
   *> \verbatim
   *>          Z is DOUBLE PRECISION 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 eigenvector fails to converge (INFO > 0), then that
   *>          column of Z contains the latest approximation 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.
   *> \endverbatim
   *>
   *> \param[in] LDZ
   *> \verbatim
   *>          LDZ is INTEGER
   *>          The leading dimension of the array Z.  LDZ >= 1, and if
   *>          JOBZ = 'V', LDZ >= max(1,N).
   *> \endverbatim
   *>
   *> \param[out] WORK
   *> \verbatim
   *>          WORK is DOUBLE PRECISION array, dimension (5*N)
   *> \endverbatim
   *>
   *> \param[out] IWORK
   *> \verbatim
   *>          IWORK is INTEGER array, dimension (5*N)
   *> \endverbatim
   *>
   *> \param[out] IFAIL
   *> \verbatim
   *>          IFAIL is 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.
   *> \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, then i eigenvectors failed to converge.
   *>                Their indices are stored in array IFAIL.
   *> \endverbatim
   *
   *  Authors:
   *  ========
   *
   *> \author Univ. of Tennessee 
   *> \author Univ. of California Berkeley 
   *> \author Univ. of Colorado Denver 
   *> \author NAG Ltd. 
   *
   *> \date November 2011
   *
   *> \ingroup doubleOTHEReigen
   *
   *  =====================================================================
       SUBROUTINE DSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL,        SUBROUTINE DSTEVX( JOBZ, RANGE, N, D, E, VL, VU, IL, IU, ABSTOL,
      $                   M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )       $                   M, W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
 *  *
 *  -- LAPACK driver routine (version 3.2) --  *  -- LAPACK driver routine (version 3.4.0) --
 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --  *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--  *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 *     November 2006  *     November 2011
 *  *
 *     .. Scalar Arguments ..  *     .. Scalar Arguments ..
       CHARACTER          JOBZ, RANGE        CHARACTER          JOBZ, RANGE
Line 16 Line 235
       DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )        DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
 *     ..  *     ..
 *  *
 *  Purpose  
 *  =======  
 *  
 *  DSTEVX computes selected eigenvalues and, optionally, eigenvectors  
 *  of a real symmetric tridiagonal 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.  
 *  
 *  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  
 *          A.  
 *          On exit, D may be multiplied by a constant factor chosen  
 *          to avoid over/underflow in computing the eigenvalues.  
 *  
 *  E       (input/output) DOUBLE PRECISION array, dimension (max(1,N-1))  
 *          On entry, the (n-1) subdiagonal elements of the tridiagonal  
 *          matrix A in elements 1 to N-1 of E.  
 *          On exit, E may be multiplied by a constant factor chosen  
 *          to avoid over/underflow in computing the eigenvalues.  
 *  
 *  VL      (input) DOUBLE PRECISION  
 *  VU      (input) DOUBLE PRECISION  
 *          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) DOUBLE PRECISION  
 *          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.  
 *  
 *          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*DLAMCH('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)  
 *          The first M elements contain the selected eigenvalues in  
 *          ascending order.  
 *  
 *  Z       (output) DOUBLE PRECISION 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 eigenvector fails to converge (INFO > 0), then that  
 *          column of Z contains the latest approximation 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) DOUBLE PRECISION array, dimension (5*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.  
 *  
 *  =====================================================================  *  =====================================================================
 *  *
 *     .. Parameters ..  *     .. Parameters ..

Removed from v.1.7  
changed lines
  Added in v.1.8


CVSweb interface <joel.bertrand@systella.fr>