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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
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LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
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| subroutine cheevr_2stage | ( | character | JOBZ, |
| character | RANGE, | ||
| character | UPLO, | ||
| integer | N, | ||
| complex, dimension( lda, * ) | A, | ||
| integer | LDA, | ||
| real | VL, | ||
| real | VU, | ||
| integer | IL, | ||
| integer | IU, | ||
| real | ABSTOL, | ||
| integer | M, | ||
| real, dimension( * ) | W, | ||
| complex, dimension( ldz, * ) | Z, | ||
| integer | LDZ, | ||
| integer, dimension( * ) | ISUPPZ, | ||
| complex, dimension( * ) | WORK, | ||
| integer | LWORK, | ||
| real, dimension( * ) | RWORK, | ||
| integer | LRWORK, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | LIWORK, | ||
| integer | INFO | ||
| ) |
CHEEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices
Download CHEEVR_2STAGE + dependencies [TGZ] [ZIP] [TXT]
CHEEVR_2STAGE computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian matrix A using the 2stage technique for
the reduction to tridiagonal. Eigenvalues and eigenvectors can
be selected by specifying either a range of values or a range of
indices for the desired eigenvalues.
CHEEVR_2STAGE first reduces the matrix A to tridiagonal form T with a call
to CHETRD. Then, whenever possible, CHEEVR_2STAGE calls CSTEMR to compute
eigenspectrum using Relatively Robust Representations. CSTEMR
computes eigenvalues by the dqds algorithm, while orthogonal
eigenvectors are computed from various "good" L D L^T representations
(also known as Relatively Robust Representations). Gram-Schmidt
orthogonalization is avoided as far as possible. More specifically,
the various steps of the algorithm are as follows.
For each unreduced block (submatrix) of T,
(a) Compute T - sigma I = L D L^T, so that L and D
define all the wanted eigenvalues to high relative accuracy.
This means that small relative changes in the entries of D and L
cause only small relative changes in the eigenvalues and
eigenvectors. The standard (unfactored) representation of the
tridiagonal matrix T does not have this property in general.
(b) Compute the eigenvalues to suitable accuracy.
If the eigenvectors are desired, the algorithm attains full
accuracy of the computed eigenvalues only right before
the corresponding vectors have to be computed, see steps c) and d).
(c) For each cluster of close eigenvalues, select a new
shift close to the cluster, find a new factorization, and refine
the shifted eigenvalues to suitable accuracy.
(d) For each eigenvalue with a large enough relative separation compute
the corresponding eigenvector by forming a rank revealing twisted
factorization. Go back to (c) for any clusters that remain.
The desired accuracy of the output can be specified by the input
parameter ABSTOL.
For more details, see DSTEMR's documentation and:
- Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
- Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
2004. Also LAPACK Working Note 154.
- Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
tridiagonal eigenvalue/eigenvector problem",
Computer Science Division Technical Report No. UCB/CSD-97-971,
UC Berkeley, May 1997.
Note 1 : CHEEVR_2STAGE calls CSTEMR when the full spectrum is requested
on machines which conform to the ieee-754 floating point standard.
CHEEVR_2STAGE calls SSTEBZ and CSTEIN on non-ieee machines and
when partial spectrum requests are made.
Normal execution of CSTEMR may create NaNs and infinities and
hence may abort due to a floating point exception in environments
which do not handle NaNs and infinities in the ieee standard default
manner. | [in] | JOBZ | JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
Not available in this release. |
| [in] | RANGE | RANGE is CHARACTER*1
= 'A': all eigenvalues will be found.
= 'V': all eigenvalues in the half-open interval (VL,VU]
will be found.
= 'I': the IL-th through IU-th eigenvalues will be found.
For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and
CSTEIN are called |
| [in] | UPLO | UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored. |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in,out] | A | A is COMPLEX array, dimension (LDA, N)
On entry, the Hermitian matrix A. If UPLO = 'U', the
leading N-by-N upper triangular part of A contains the
upper triangular part of the matrix A. If UPLO = 'L',
the leading N-by-N lower triangular part of A contains
the lower triangular part of the matrix A.
On exit, the lower triangle (if UPLO='L') or the upper
triangle (if UPLO='U') of A, including the diagonal, is
destroyed. |
| [in] | LDA | LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). |
| [in] | VL | VL is REAL
If RANGE='V', the lower bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'. |
| [in] | VU | VU is REAL
If RANGE='V', the upper bound of the interval to
be searched for eigenvalues. VL < VU.
Not referenced if RANGE = 'A' or 'I'. |
| [in] | IL | IL is INTEGER
If RANGE='I', the index of the
smallest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'. |
| [in] | IU | IU is INTEGER
If RANGE='I', the index of the
largest eigenvalue to be returned.
1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
Not referenced if RANGE = 'A' or 'V'. |
| [in] | ABSTOL | ABSTOL is REAL
The absolute error tolerance for the eigenvalues.
An approximate eigenvalue is accepted as converged
when it is determined to lie in an interval [a,b]
of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than
or equal to zero, then EPS*|T| will be used in its place,
where |T| is the 1-norm of the tridiagonal matrix obtained
by reducing A to tridiagonal form.
See "Computing Small Singular Values of Bidiagonal Matrices
with Guaranteed High Relative Accuracy," by Demmel and
Kahan, LAPACK Working Note #3.
If high relative accuracy is important, set ABSTOL to
SLAMCH( 'Safe minimum' ). Doing so will guarantee that
eigenvalues are computed to high relative accuracy when
possible in future releases. The current code does not
make any guarantees about high relative accuracy, but
furutre releases will. See J. Barlow and J. Demmel,
"Computing Accurate Eigensystems of Scaled Diagonally
Dominant Matrices", LAPACK Working Note #7, for a discussion
of which matrices define their eigenvalues to high relative
accuracy. |
| [out] | M | M is INTEGER
The total number of eigenvalues found. 0 <= M <= N.
If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. |
| [out] | W | W is REAL array, dimension (N)
The first M elements contain the selected eigenvalues in
ascending order. |
| [out] | Z | Z is COMPLEX array, dimension (LDZ, max(1,M))
If JOBZ = 'V', then if INFO = 0, the first M columns of Z
contain the orthonormal eigenvectors of the matrix A
corresponding to the selected eigenvalues, with the i-th
column of Z holding the eigenvector associated with W(i).
If JOBZ = 'N', then Z is not referenced.
Note: the user must ensure that at least max(1,M) columns are
supplied in the array Z; if RANGE = 'V', the exact value of M
is not known in advance and an upper bound must be used. |
| [in] | LDZ | LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if
JOBZ = 'V', LDZ >= max(1,N). |
| [out] | ISUPPZ | ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices
indicating the nonzero elements in Z. The i-th eigenvector
is nonzero only in elements ISUPPZ( 2*i-1 ) through
ISUPPZ( 2*i ). This is an output of CSTEMR (tridiagonal
matrix). The support of the eigenvectors of A is typically
1:N because of the unitary transformations applied by CUNMTR.
Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 |
| [out] | WORK | WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
| [in] | LWORK | LWORK is INTEGER
The dimension of the array WORK.
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, 26*N, dimension) where
dimension = max(stage1,stage2) + (KD+1)*N + N
= N*KD + N*max(KD+1,FACTOPTNB)
+ max(2*KD*KD, KD*NTHREADS)
+ (KD+1)*N + N
where KD is the blocking size of the reduction,
FACTOPTNB is the blocking used by the QR or LQ
algorithm, usually FACTOPTNB=128 is a good choice
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal sizes of the WORK, RWORK and
IWORK arrays, returns these values as the first entries of
the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA. |
| [out] | RWORK | RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the optimal
(and minimal) LRWORK. |
| [in] | LRWORK | LRWORK is INTEGER
The length of the array RWORK. LRWORK >= max(1,24*N).
If LRWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA. |
| [out] | IWORK | IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the optimal
(and minimal) LIWORK. |
| [in] | LIWORK | LIWORK is INTEGER
The dimension of the array IWORK. LIWORK >= max(1,10*N).
If LIWORK = -1, then a workspace query is assumed; the
routine only calculates the optimal sizes of the WORK, RWORK
and IWORK arrays, returns these values as the first entries
of the WORK, RWORK and IWORK arrays, and no error message
related to LWORK or LRWORK or LIWORK is issued by XERBLA. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: Internal error |
All details about the 2stage techniques are available in: Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394 A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292 A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196
Definition at line 408 of file cheevr_2stage.f.
1.8.10