NAG Library Function Document
nag_dsbev (f08hac)
1
Purpose
nag_dsbev (f08hac) computes all the eigenvalues and, optionally, all the eigenvectors of a real by symmetric band matrix of bandwidth .
2
Specification
#include <nag.h> |
#include <nagf08.h> |
void |
nag_dsbev (Nag_OrderType order,
Nag_JobType job,
Nag_UploType uplo,
Integer n,
Integer kd,
double ab[],
Integer pdab,
double w[],
double z[],
Integer pdz,
NagError *fail) |
|
3
Description
The symmetric band matrix is first reduced to tridiagonal form, using orthogonal similarity transformations, and then the algorithm is applied to the tridiagonal matrix to compute the eigenvalues and (optionally) the eigenvectors.
4
References
Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999)
LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia
http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
5
Arguments
- 1:
– Nag_OrderTypeInput
-
On entry: the
order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by
. See
Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint:
or .
- 2:
– Nag_JobTypeInput
-
On entry: indicates whether eigenvectors are computed.
- Only eigenvalues are computed.
- Eigenvalues and eigenvectors are computed.
Constraint:
or .
- 3:
– Nag_UploTypeInput
-
On entry: if
, the upper triangular part of
is stored.
If , the lower triangular part of is stored.
Constraint:
or .
- 4:
– IntegerInput
-
On entry: , the order of the matrix .
Constraint:
.
- 5:
– IntegerInput
-
On entry: if
, the number of superdiagonals,
, of the matrix
.
If , the number of subdiagonals, , of the matrix .
Constraint:
.
- 6:
– doubleInput/Output
-
Note: the dimension,
dim, of the array
ab
must be at least
.
On entry: the upper or lower triangle of the
by
symmetric band matrix
.
This is stored as a notional two-dimensional array with row elements or column elements stored contiguously. The storage of elements of
, depends on the
order and
uplo arguments as follows:
- if and ,
is stored in , for and ; - if and ,
is stored in , for and ; - if and ,
is stored in , for and ; - if and ,
is stored in , for and .
On exit:
ab is overwritten by values generated during the reduction to tridiagonal form.
The first superdiagonal or subdiagonal and the diagonal of the tridiagonal matrix
are returned in
ab using the same storage format as described above.
- 7:
– IntegerInput
On entry: the stride separating row or column elements (depending on the value of
order) of the matrix
in the array
ab.
Constraint:
.
- 8:
– doubleOutput
-
On exit: the eigenvalues in ascending order.
- 9:
– doubleOutput
-
Note: the dimension,
dim, of the array
z
must be at least
- when
;
- otherwise.
The
th element of the matrix
is stored in
- when ;
- when .
On exit: if
,
z contains the orthonormal eigenvectors of the matrix
, with the
th column of
holding the eigenvector associated with
.
If
,
z is not referenced.
- 10:
– IntegerInput
-
On entry: the stride separating row or column elements (depending on the value of
order) in the array
z.
Constraints:
- if , ;
- otherwise .
- 11:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- NE_BAD_PARAM
-
On entry, argument had an illegal value.
- NE_CONVERGENCE
-
The algorithm failed to converge; off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
- NE_ENUM_INT_2
-
On entry, , and .
Constraint: if , ;
otherwise .
- NE_INT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_INT_2
-
On entry, and .
Constraint: .
- NE_INTERNAL_ERROR
-
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact
NAG for assistance.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
Your licence key may have expired or may not have been installed correctly.
See
Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
7
Accuracy
The computed eigenvalues and eigenvectors are exact for a nearby matrix
, where
and
is the
machine precision. See Section 4.7 of
Anderson et al. (1999) for further details.
8
Parallelism and Performance
nag_dsbev (f08hac) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dsbev (f08hac) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
The total number of floating-point operations is proportional to if and is proportional to otherwise.
The complex analogue of this function is
nag_zhbev (f08hnc).
10
Example
This example finds all the eigenvalues and eigenvectors of the symmetric band matrix
together with approximate error bounds for the computed eigenvalues and eigenvectors.
10.1
Program Text
Program Text (f08hace.c)
10.2
Program Data
Program Data (f08hace.d)
10.3
Program Results
Program Results (f08hace.r)