
DLAEBZ(l) ) DLAEBZ(l)
NAME
DLAEBZ  contain the iteration loops which compute and use the function N(w), which is the
count of eigenvalues of a symmetric tridiagonal matrix T less than or equal to its argu
ment w
SYNOPSIS
SUBROUTINE DLAEBZ( IJOB, NITMAX, N, MMAX, MINP, NBMIN, ABSTOL, RELTOL, PIVMIN, D, E, E2,
NVAL, AB, C, MOUT, NAB, WORK, IWORK, INFO )
INTEGER IJOB, INFO, MINP, MMAX, MOUT, N, NBMIN, NITMAX
DOUBLE PRECISION ABSTOL, PIVMIN, RELTOL
INTEGER IWORK( * ), NAB( MMAX, * ), NVAL( * )
DOUBLE PRECISION AB( MMAX, * ), C( * ), D( * ), E( * ), E2( * ), WORK( * )
PURPOSE
DLAEBZ contains the iteration loops which compute and use the function N(w), which is the
count of eigenvalues of a symmetric tridiagonal matrix T less than or equal to its argu
ment w. It performs a choice of two types of loops:
IJOB=1, followed by
IJOB=2: It takes as input a list of intervals and returns a list of
sufficiently small intervals whose union contains the same
eigenvalues as the union of the original intervals.
The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP.
The output interval (AB(j,1),AB(j,2)] will contain
eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT.
IJOB=3: It performs a binary search in each input interval
(AB(j,1),AB(j,2)] for a point w(j) such that
N(w(j))=NVAL(j), and uses C(j) as the starting point of
the search. If such a w(j) is found, then on output
AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output
(AB(j,1),AB(j,2)] will be a small interval containing the
point where N(w) jumps through NVAL(j), unless that point
lies outside the initial interval.
Note that the intervals are in all cases halfopen intervals, i.e., of the form (a,b] ,
which includes b but not a .
To avoid underflow, the matrix should be scaled so that its largest element is no greater
than overflow**(1/2) * underflow**(1/4) in absolute value. To assure the most accurate
computation of small eigenvalues, the matrix should be scaled to be
not much smaller than that, either.
See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Com
puter Science Dept., Stanford
University, July 21, 1966
Note: the arguments are, in general, *not* checked for unreasonable values.
ARGUMENTS
IJOB (input) INTEGER
Specifies what is to be done:
= 1: Compute NAB for the initial intervals.
= 2: Perform bisection iteration to find eigenvalues of T.
= 3: Perform bisection iteration to invert N(w), i.e., to find a point which has
a specified number of eigenvalues of T to its left. Other values will cause
DLAEBZ to return with INFO=1.
NITMAX (input) INTEGER
The maximum number of "levels" of bisection to be performed, i.e., an interval of
width W will not be made smaller than 2^(NITMAX) * W. If not all intervals have
converged after NITMAX iterations, then INFO is set to the number of nonconverged
intervals.
N (input) INTEGER
The dimension n of the tridiagonal matrix T. It must be at least 1.
MMAX (input) INTEGER
The maximum number of intervals. If more than MMAX intervals are generated, then
DLAEBZ will quit with INFO=MMAX+1.
MINP (input) INTEGER
The initial number of intervals. It may not be greater than MMAX.
NBMIN (input) INTEGER
The smallest number of intervals that should be processed using a vector loop. If
zero, then only the scalar loop will be used.
ABSTOL (input) DOUBLE PRECISION
The minimum (absolute) width of an interval. When an interval is narrower than
ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is con
sidered to be sufficiently small, i.e., converged. This must be at least zero.
RELTOL (input) DOUBLE PRECISION
The minimum relative width of an interval. When an interval is narrower than
ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is con
sidered to be sufficiently small, i.e., converged. Note: this should always be at
least radix*machine epsilon.
PIVMIN (input) DOUBLE PRECISION
The minimum absolute value of a "pivot" in the Sturm sequence loop. This *must*
be at least max e(j)**2 * safe_min and at least safe_min, where safe_min is at
least the smallest number that can divide one without overflow.
D (input) DOUBLE PRECISION array, dimension (N)
The diagonal elements of the tridiagonal matrix T.
E (input) DOUBLE PRECISION array, dimension (N)
The offdiagonal elements of the tridiagonal matrix T in positions 1 through N1.
E(N) is arbitrary.
E2 (input) DOUBLE PRECISION array, dimension (N)
The squares of the offdiagonal elements of the tridiagonal matrix T. E2(N) is
ignored.
NVAL (input/output) INTEGER array, dimension (MINP)
If IJOB=1 or 2, not referenced. If IJOB=3, the desired values of N(w). The ele
ments of NVAL will be reordered to correspond with the intervals in AB. Thus,
NVAL(j) on output will not, in general be the same as NVAL(j) on input, but it
will correspond with the interval (AB(j,1),AB(j,2)] on output.
AB (input/output) DOUBLE PRECISION array, dimension (MMAX,2)
The endpoints of the intervals. AB(j,1) is a(j), the left endpoint of the jth
interval, and AB(j,2) is b(j), the right endpoint of the jth interval. The input
intervals will, in general, be modified, split, and reordered by the calculation.
C (input/output) DOUBLE PRECISION array, dimension (MMAX)
If IJOB=1, ignored. If IJOB=2, workspace. If IJOB=3, then on input C(j) should
be initialized to the first search point in the binary search.
MOUT (output) INTEGER
If IJOB=1, the number of eigenvalues in the intervals. If IJOB=2 or 3, the number
of intervals output. If IJOB=3, MOUT will equal MINP.
NAB (input/output) INTEGER array, dimension (MMAX,2)
If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). If IJOB=2, then on
input, NAB(i,j) should be set. It must satisfy the condition: N(AB(i,1)) <=
NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), which means that in interval i only eigenval
ues NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, NAB(i,j)=N(AB(i,j)),
from a previous call to DLAEBZ with IJOB=1. On output, NAB(i,j) will contain
max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of the input interval that
the output interval (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the the
input values of NAB(k,1) and NAB(k,2). If IJOB=3, then on output, NAB(i,j) con
tains N(AB(i,j)), unless N(w) > NVAL(i) for all search points w , in which case
NAB(i,1) will not be modified, i.e., the output value will be the same as the
input value (modulo reorderings  see NVAL and AB), or unless N(w) < NVAL(i) for
all search points w , in which case NAB(i,2) will not be modified. Normally, NAB
should be set to some distinctive value(s) before DLAEBZ is called.
WORK (workspace) DOUBLE PRECISION array, dimension (MMAX)
Workspace.
IWORK (workspace) INTEGER array, dimension (MMAX)
Workspace.
INFO (output) INTEGER
= 0: All intervals converged.
= 1MMAX: The last INFO intervals did not converge.
= MMAX+1: More than MMAX intervals were generated.
FURTHER DETAILS
This routine is intended to be called only by other LAPACK routines, thus the inter
face is less userfriendly. It is intended for two purposes:
(a) finding eigenvalues. In this case, DLAEBZ should have one or
more initial intervals set up in AB, and DLAEBZ should be called
with IJOB=1. This sets up NAB, and also counts the eigenvalues.
Intervals with no eigenvalues would usually be thrown out at
this point. Also, if not all the eigenvalues in an interval i
are desired, NAB(i,1) can be increased or NAB(i,2) decreased.
For example, set NAB(i,1)=NAB(i,2)1 to get the largest
eigenvalue. DLAEBZ is then called with IJOB=2 and MMAX
no smaller than the value of MOUT returned by the call with
IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1
through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the
tolerance specified by ABSTOL and RELTOL.
(b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l).
In this case, start with a Gershgorin interval (a,b). Set up
AB to contain 2 search intervals, both initially (a,b). One
NVAL element should contain f1 and the other should contain l
, while C should contain a and b, resp. NAB(i,1) should be 1
and NAB(i,2) should be N+1, to flag an error if the desired
interval does not lie in (a,b). DLAEBZ is then called with
IJOB=3. On exit, if w(f1) < w(f), then one of the intervals 
j  will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f1, while
if, to the specified tolerance, w(fk)=...=w(f+r), k > 0 and r
>= 0, then the interval will have N(AB(j,1))=NAB(j,1)=fk and
N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and
w(lr)=...=w(l+k) are handled similarly.
LAPACK version 3.0 15 June 2000 DLAEBZ(l) 
