[ новости /+++ | форум | теги | ]

NAME
     zpteqr - compute all eigenvalues and, optionally,  eigenvec-
     tors  of a symmetric positive definite tridiagonal matrix by
     first factoring the matrix using  DPTTRF  and  then  calling
     ZBDSQR to compute the singular values of the bidiagonal fac-
     tor

SYNOPSIS
     SUBROUTINE ZPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )

     CHARACTER COMPZ

     INTEGER INFO, LDZ, N

     DOUBLE PRECISION D( * ), E( * ), WORK( * )

     COMPLEX*16 Z( LDZ, * )



     #include <sunperf.h>

     void zpteqr(char compz, int n, double *d, double  *e,  doub-
               lecomplex *zz, int ldz, int *info) ;

PURPOSE
     ZPTEQR computes all eigenvalues and,  optionally,  eigenvec-
     tors  of a symmetric positive definite tridiagonal matrix by
     first factoring the matrix using  DPTTRF  and  then  calling
     ZBDSQR to compute the singular values of the bidiagonal fac-
     tor.

     This routine computes the eigenvalues of the positive defin-
     ite  tridiagonal  matrix  to  high  relative accuracy.  This
     means that if the eigenvalues range over many orders of mag-
     nitude 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 positive definite  Hermi-
     tian  matrix  can also be found if ZHETRD, ZHPTRD, or ZHBTRD
     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 eigen-
     values range over many orders of magnitude.)


ARGUMENTS
     COMPZ     (input) CHARACTER*1
               = 'N':  Compute eigenvalues only.
               = 'V':  Compute eigenvectors of original Hermitian
               matrix  also.  Array Z contains the unitary 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 tridiago-
               nal matrix.  On normal exit, D contains the eigen-
               values, 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 des-
               troyed.

     Z         (input/output) COMPLEX*16 array,  dimension  (LDZ,
               N)
               On entry, if COMPZ = 'V', the unitary matrix  used
               in the reduction to tridiagonal form.  On exit, if
               COMPZ = 'V', the orthonormal eigenvectors  of  the
               original  Hermitian  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
               (LWORK)
               If  COMPZ = 'N', then LWORK = 2*N If  COMPZ =  'V'
               or 'I', then LWORK = MAX(1,4*N-4)

     INFO      (output) INTEGER
               = 0:  successful exit.
               < 0:  if INFO = -i, the i-th argument had an ille-
               gal 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 con-
               verge; if INFO = N+i, i off-diagonal  elements  of
               the bidiagonal factor did not converge to zero.

Партнёры:

Хостинг: