dlarre.f(3)

NAME
dlarre.f -

SYNOPSIS

  Functions/Subroutines
subroutine dlarre (RANGE, N, VL, VU, IL, IU, D, E, E2, RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, WORK, IWORK, INFO)
DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.

Function/Subroutine Documentation

  subroutine dlarre (characterRANGE, integerN, double precisionVL, double precisionVU, integerIL, integerIU, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, double precisionRTOL1, double precisionRTOL2, double precisionSPLTOL, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, double precision, dimension( * )W, double precision, dimension( * )WERR, double precision, dimension( * )WGAP, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, double precision, dimension( * )GERS, double precisionPIVMIN, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.

Purpose:

     To find the desired eigenvalues of a given real symmetric
     tridiagonal matrix T, DLARRE sets any "small" off-diagonal
     elements to zero, and for each unreduced block T_i, it finds
     (a) a suitable shift at one end of the block's spectrum,
     (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and
     (c) eigenvalues of each L_i D_i L_i^T.
     The representations and eigenvalues found are then used by
     DSTEMR to compute the eigenvectors of T.
     The accuracy varies depending on whether bisection is used to
     find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to
     conpute all and then discard any unwanted one.
     As an added benefit, DLARRE also outputs the n
     Gerschgorin intervals for the matrices L_i D_i L_i^T.

Parameters:
    RANGE

              RANGE is CHARACTER*1
              = 'A': ("All")   all eigenvalues will be found.
              = 'V': ("Value") all eigenvalues in the half-open interval
                               (VL, VU] will be found.
              = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
                               entire matrix) will be found.

    N

              N is INTEGER
              The order of the matrix. N > 0.

    VL

              VL is DOUBLE PRECISION

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the lower and upper bounds for the eigenvalues.
              Eigenvalues less than or equal to VL, or greater than VU,
              will not be returned.  VL < VU.
              If RANGE='I' or ='A', DLARRE computes bounds on the desired
              part of the spectrum.

    IL

              IL is INTEGER

    IU

              IU is INTEGER
              If RANGE='I', the indices (in ascending order) of the
              smallest and largest eigenvalues to be returned.
              1 <= IL <= IU <= N.

    D

              D is DOUBLE PRECISION array, dimension (N)
              On entry, the N diagonal elements of the tridiagonal
              matrix T.
              On exit, the N diagonal elements of the diagonal
              matrices D_i.

    E

              E is DOUBLE PRECISION array, dimension (N)
              On entry, the first (N-1) entries contain the subdiagonal
              elements of the tridiagonal matrix T; E(N) need not be set.
              On exit, E contains the subdiagonal elements of the unit
              bidiagonal matrices L_i. The entries E( ISPLIT( I ) ),
              1 <= I <= NSPLIT, contain the base points sigma_i on output.

    E2

              E2 is DOUBLE PRECISION array, dimension (N)
              On entry, the first (N-1) entries contain the SQUARES of the
              subdiagonal elements of the tridiagonal matrix T;
              E2(N) need not be set.
              On exit, the entries E2( ISPLIT( I ) ),
              1 <= I <= NSPLIT, have been set to zero

    RTOL1

              RTOL1 is DOUBLE PRECISION

    RTOL2

              RTOL2 is DOUBLE PRECISION
               Parameters for bisection.
               An interval [LEFT,RIGHT] has converged if
               RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )

    SPLTOL

              SPLTOL is DOUBLE PRECISION
              The threshold for splitting.

    NSPLIT

              NSPLIT is INTEGER
              The number of blocks T splits into. 1 <= NSPLIT <= N.

    ISPLIT

              ISPLIT is INTEGER array, dimension (N)
              The splitting points, at which T breaks up into blocks.
              The first block consists of rows/columns 1 to ISPLIT(1),
              the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
              etc., and the NSPLIT-th consists of rows/columns
              ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.

    M

              M is INTEGER
              The total number of eigenvalues (of all L_i D_i L_i^T)
              found.

    W

              W is DOUBLE PRECISION array, dimension (N)
              The first M elements contain the eigenvalues. The
              eigenvalues of each of the blocks, L_i D_i L_i^T, are
              sorted in ascending order ( DLARRE may use the
              remaining N-M elements as workspace).

    WERR

              WERR is DOUBLE PRECISION array, dimension (N)
              The error bound on the corresponding eigenvalue in W.

    WGAP

              WGAP is DOUBLE PRECISION array, dimension (N)
              The separation from the right neighbor eigenvalue in W.
              The gap is only with respect to the eigenvalues of the same block
              as each block has its own representation tree.
              Exception: at the right end of a block we store the left gap

    IBLOCK

              IBLOCK is INTEGER array, dimension (N)
              The indices of the blocks (submatrices) associated with the
              corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue
              W(i) belongs to the first block from the top, =2 if W(i)
              belongs to the second block, etc.

    INDEXW

              INDEXW is INTEGER array, dimension (N)
              The indices of the eigenvalues within each block (submatrix);
              for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the
              i-th eigenvalue W(i) is the 10-th eigenvalue in block 2

    GERS

              GERS is DOUBLE PRECISION array, dimension (2*N)
              The N Gerschgorin intervals (the i-th Gerschgorin interval
              is (GERS(2*i-1), GERS(2*i)).

    PIVMIN

              PIVMIN is DOUBLE PRECISION
              The minimum pivot in the Sturm sequence for T.

    WORK

              WORK is DOUBLE PRECISION array, dimension (6*N)
              Workspace.

    IWORK

              IWORK is INTEGER array, dimension (5*N)
              Workspace.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              > 0:  A problem occured in DLARRE.
              < 0:  One of the called subroutines signaled an internal problem.
                    Needs inspection of the corresponding parameter IINFO
                    for further information.
              =-1:  Problem in DLARRD.
              = 2:  No base representation could be found in MAXTRY iterations.
                    Increasing MAXTRY and recompilation might be a remedy.
              =-3:  Problem in DLARRB when computing the refined root
                    representation for DLASQ2.
              =-4:  Problem in DLARRB when preforming bisection on the
                    desired part of the spectrum.
              =-5:  Problem in DLASQ2.
              =-6:  Problem in DLASQ2.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    September 2012

Further Details:

      The base representations are required to suffer very little
      element growth and consequently define all their eigenvalues to
      high relative accuracy.

Contributors:
    Beresford Parlett, University of California, Berkeley, USA
     Jim Demmel, University of California, Berkeley, USA
     Inderjit Dhillon, University of Texas, Austin, USA
     Osni Marques, LBNL/NERSC, USA
     Christof Voemel, University of California, Berkeley, USA

Definition at line 295 of file dlarre.f.

Author

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