PSSTEBZ(l) LAPACK routine (version 1.5) PSSTEBZ(l)
NAME
PSSTEBZ - compute the eigenvalues of a symmetric tridiagonal matrix in parallel
SYNOPSIS
SUBROUTINE PSSTEBZ( ICTXT, RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M, NSPLIT, W, IBLOCK, ISPLIT, WORK, LWORK, IWORK, LIWORK, INFO )
CHARACTER ORDER, RANGE
INTEGER ICTXT, IL, INFO, IU, LIWORK, LWORK, M, N, NSPLIT
REAL ABSTOL, VL, VU
INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * )
REAL D( * ), E( * ), W( * ), WORK( * )
PURPOSE
PSSTEBZ computes the eigenvalues of a symmetric tridiagonal matrix in parallel. The user may ask for all eigenvalues, all eigenvalues in
the interval [VL, VU], or the eigenvalues indexed IL through IU. A static partitioning of work is done at the beginning of PSSTEBZ which
results in all processes finding an (almost) equal number of eigenvalues.
NOTE : It is assumed that the user is on an IEEE machine. If the user
is not on an IEEE mchine, set the compile time flag NO_IEEE
to 1 (in SLmake.inc). The features of IEEE arithmetic that
are needed for the "fast" Sturm Count are : (a) infinity
arithmetic (b) the sign bit of a double precision floating
point number is assumed be in the 32nd or 64th bit position
(c) the sign of negative zero.
See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford
University, July 21, 1966.
ARGUMENTS
ICTXT (global input) INTEGER
The BLACS context handle.
RANGE (global input) CHARACTER
Specifies which eigenvalues are to be found. = 'A': ("All") all eigenvalues will be found.
= 'V': ("Value") all eigenvalues in the interval [VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of
the entire matrix) will be found.
ORDER (global input) CHARACTER
Specifies the order in which the eigenvalues and their block numbers are stored in W and IBLOCK. = 'B': ("By Block") the eigenval-
ues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire
matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest.
N (global input) INTEGER
The order of the tridiagonal matrix T. N >= 0.
VL (global input) REAL
If RANGE='V', the lower bound of the interval to be searched for eigenvalues. Eigenvalues less than VL will not be returned. Not
referenced if RANGE='A' or 'I'.
VU (global input) REAL
If RANGE='V', the upper bound of the interval to be searched for eigenvalues. Eigenvalues greater than VU will not be returned.
VU must be greater than VL. Not referenced if RANGE='A' or 'I'.
IL (global input) INTEGER
If RANGE='I', the index (from smallest to largest) of the smallest eigenvalue to be returned. IL must be at least 1. Not refer-
enced if RANGE='A' or 'V'.
IU (global input) INTEGER
If RANGE='I', the index (from smallest to largest) of the largest eigenvalue to be returned. IU must be at least IL and no greater
than N. Not referenced if RANGE='A' or 'V'.
ABSTOL (global input) REAL
The absolute tolerance for the eigenvalues. An eigenvalue (or cluster) is considered to be located if it has been determined to
lie in an interval whose width is ABSTOL or less. If ABSTOL is less than or equal to zero, then ULP*|T| will be used, where |T|
means the 1-norm of T. Eigenvalues will be computed most accurately when ABSTOL is set to the underflow threshold SLAMCH('U'), not
zero. Note : If eigenvectors are desired later by inverse iteration ( PSSTEIN ), ABSTOL should be set to 2*PSLAMCH('S').
D (global input) REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix T. To avoid overflow, the matrix must be scaled so that its largest entry is no
greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than
that.
E (global input) REAL array, dimension (N-1)
The (n-1) off-diagonal elements of the tridiagonal matrix T. To avoid overflow, the matrix must be scaled so that its largest
entry is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much
smaller than that.
M (global output) INTEGER
The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2)
NSPLIT (global output) INTEGER
The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N.
W (global output) REAL array, dimension (N)
On exit, the first M elements of W contain the eigenvalues on all processes.
IBLOCK (global output) INTEGER array, dimension (N)
At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit
IBLOCK(i) specifies which block (from 1 to the number of blocks) the eigenvalue W(i) belongs to. NOTE: in the (theoretically
impossible) event that bisection does not converge for some or all eigenvalues, INFO is set to 1 and the ones for which it did not
are identified by a negative block number.
ISPLIT (global output) INTEGER array, dimension (N)
The splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to ISPLIT(1), the sec-
ond 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. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT
will have, N words must be reserved for ISPLIT.)
WORK (local workspace) REAL array, dimension ( MAX( 5*N, 7 ) )
LWORK (local input) INTEGER
size of array WORK must be >= MAX( 5*N, 7 ) If LWORK = -1, then LWORK is global input and a workspace query is assumed; the routine
only calculates the minimum and optimal size for all work arrays. Each of these values is returned in the first entry of the corre-
sponding work array, and no error message is issued by PXERBLA.
IWORK (local workspace) INTEGER array, dimension ( MAX( 4*N, 14 ) )
LIWORK (local input) INTEGER
size of array IWORK must be >= MAX( 4*N, 14, NPROCS ) If LIWORK = -1, then LIWORK is global input and a workspace query is assumed;
the routine only calculates the minimum and optimal size for all work arrays. Each of these values is returned in the first entry
of the corresponding work array, and no error message is issued by PXERBLA.
INFO (global output) INTEGER
= 0 : successful exit
< 0 : if INFO = -i, the i-th argument had an illegal value
> 0 : some or all of the eigenvalues failed to converge or
were not computed:
= 1 : Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is
that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by arithmetic which
is less accurate than PSLAMCH says. = 2 : There is a mismatch between the number of eigenvalues output and the number desired. =
3 : RANGE='i', and the Gershgorin interval initially used was incorrect. No eigenvalues were computed. Probable cause: your
machine has sloppy floating point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again.
PARAMETERS
RELFAC REAL, default = 2.0
The relative tolerance. An interval [a,b] lies within "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|), where "ulp" is the
machine precision (distance from 1 to the next larger floating point number.)
FUDGE REAL, default = 2.0
A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic,
this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around.
Note that this has no effect on the accuracy of the solution.
LAPACK version 1.5 12 May 1997 PSSTEBZ(l)