Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.10
  • 10/21/2020
  • Public Content
Contents

?stemr

Computes selected eigenvalues and eigenvectors of a real symmetric tridiagonal matrix.

Syntax

lapack_int LAPACKE_sstemr
(
int
matrix_layout
,
char
jobz
,
char
range
,
lapack_int
n
,
const float*
d
,
float*
e
,
float
vl
,
float
vu
,
lapack_int
il
,
lapack_int
iu
,
lapack_int*
m
,
float*
w
,
float*
z
,
lapack_int
ldz
,
lapack_int
nzc
,
lapack_int*
isuppz
,
lapack_logical*
tryrac
);
lapack_int LAPACKE_dstemr
(
int
matrix_layout
,
char
jobz
,
char
range
,
lapack_int
n
,
const double*
d
,
double*
e
,
double
vl
,
double
vu
,
lapack_int
il
,
lapack_int
iu
,
lapack_int*
m
,
double*
w
,
double*
z
,
lapack_int
ldz
,
lapack_int
nzc
,
lapack_int*
isuppz
,
lapack_logical*
tryrac
);
lapack_int LAPACKE_cstemr
(
int
matrix_layout
,
char
jobz
,
char
range
,
lapack_int
n
,
const float*
d
,
float*
e
,
float
vl
,
float
vu
,
lapack_int
il
,
lapack_int
iu
,
lapack_int*
m
,
float*
w
,
lapack_complex_float*
z
,
lapack_int
ldz
,
lapack_int
nzc
,
lapack_int*
isuppz
,
lapack_logical*
tryrac
);
lapack_int LAPACKE_zstemr
(
int
matrix_layout
,
char
jobz
,
char
range
,
lapack_int
n
,
const double*
d
,
double*
e
,
double
vl
,
double
vu
,
lapack_int
il
,
lapack_int
iu
,
lapack_int*
m
,
double*
w
,
lapack_complex_double*
z
,
lapack_int
ldz
,
lapack_int
nzc
,
lapack_int*
isuppz
,
lapack_logical*
tryrac
);
Include Files
  • mkl.h
Description
The routine computes selected eigenvalues and, optionally, eigenvectors of a real symmetric tridiagonal matrix
T
. Any such unreduced matrix has a well defined set of pairwise different real eigenvalues, the corresponding real eigenvectors are pairwise orthogonal.
The spectrum may be computed either completely or partially by specifying either an interval
(vl,vu]
 or a range of indices
il:iu
 for the desired eigenvalues.
Depending on the number of desired eigenvalues, these are computed either by bisection or the
dqds
 algorithm. Numerically orthogonal eigenvectors are computed by the use of various suitable
L*D*L
T
 factorizations near clusters of close eigenvalues (referred to as RRRs, Relatively Robust Representations). An informal sketch of the algorithm follows.
For each unreduced block (submatrix) of
T
,
  1. 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
    L
     and
    D
     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.
  2. 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.
  3. 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.
  4. For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to step c for any clusters that remain.
Normal execution of
?stemr
 may create NaNs and infinities and may abort due to a floating point exception in environments that do not handle NaNs and infinities in the IEEE standard default manner.
For more details, see: [Dhillon04], [Dhillon04-02], [Dhillon97]
Input Parameters
matrix_layout
Specifies whether matrix storage layout is row major (
LAPACK_ROW_MAJOR
) or column major (
LAPACK_COL_MAJOR
).
jobz
Must be
'N'
 or
'V'
.
If
jobz
 =
'N'
, then only eigenvalues are computed.
If
jobz
 =
'V'
, then eigenvalues and eigenvectors are computed.
range
Must be
'A'
 or
'V'
 or
'I'
.
If
range
 =
'A'
, the routine computes all eigenvalues.
If
range
 =
'V'
, the routine computes all eigenvalues in the half-open interval:
(
vl
,
vu
]
.
If
range
 =
'I'
, the routine computes eigenvalues with indices
il
 to
iu
.
n
The order of the matrix
T
 (
n
≥
0
).
d
Array,
size
n
.
Contains
n
 diagonal elements of the tridiagonal matrix
T
.
e
Array, size
n
.
Contains
(
n
-1)
 off-diagonal elements of the tridiagonal matrix
T
 in elements
0
 to
n
-2
 of
e
.
e
[
n
 - 1]
 need not be set on input, but is used internally as workspace.
vl
,
vu
If
range
 =
'V'
, the lower and upper bounds of the interval to be searched for eigenvalues. Constraint:
vl
<
vu
.
If
range
 =
'A'
 or
'I'
,
vl
 and
vu
 are not referenced.
il
,
iu
If
range
 =
'I'
, the indices in ascending order of the smallest and largest eigenvalues to be returned.
Constraint:
1
≤
il
≤
iu
≤
n
, if
n
>0
.
If
range
 =
'A'
 or
'V'
,
il
 and
iu
 are not referenced.
ldz
The leading dimension of the output array
z
.
if
jobz
 =
'V'
, then
ldz
 ≥ max(1,
n
)
for column major layout and
ldz
≥
 max(1,
m
) for row major layout
 ;
ldz
 ≥ 1
 otherwise.
nzc
The number of eigenvectors to be held in the array
z
.
If
range
 =
'A'
, then
nzc
≥max(1,
n
)
;
If
range
 =
'V'
, then
nzc
 is greater than or equal to the number of eigenvalues in the half-open interval:
(
vl
,
vu
]
.
If
range
 =
'I'
, then
nzc
≥
iu
-
il
+1
.
If
nzc
 = -1, then a workspace query is assumed; the routine calculates the number of columns of the array
z
 that are needed to hold the eigenvectors.
This value is returned as the first entry of the array
z
, and no error message related to
nzc
 is issued by the routine
xerbla
.
tryrac
If
tryrac
 is true, it indicates that the code should check whether the tridiagonal matrix defines its eigenvalues to high relative accuracy. If so, the code uses relative-accuracy preserving algorithms that might be (a bit) slower depending on the matrix. If the matrix does not define its eigenvalues to high relative accuracy, the code can uses possibly faster algorithms.
If
tryrac
 is not true, the code is not required to guarantee relatively accurate eigenvalues and can use the fastest possible techniques.
Output Parameters
d
On exit, the array
d
 is overwritten.
e
On exit, the array
e
 is overwritten.
m
The total number of eigenvalues found,
0
≤
m
≤
n
.
If
range
 =
'A'
, then
m
=
n
, and if
range
 =
'I'
, then
m
=
iu
-
il
+1
.
w
Array,
size
n
.
The first
m
 elements contain the selected eigenvalues in ascending order.
z
Array
z
(size max(1,
ldz
*
m
) for column major layout and max(1,
ldz
*
n
) for row major layout)
 .
If
jobz
 =
'V'
, and
info
 = 0
, then the first
m
 columns of
z
 contain the orthonormal eigenvectors of the matrix
T
 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 exact value of
m
 is not known in advance and can be computed with a workspace query by setting
nzc
=-1
, see description of the parameter
nzc
.
isuppz
Array, size (
2*max(1,
m
)
).
The support of the eigenvectors in
z
, that is the indices indicating the nonzero elements in
z
. The
i
-th computed eigenvector is nonzero only in elements
isuppz
[2*i - 2]
 through
isuppz
[2*i - 1]
. This is relevant in the case when the matrix is split.
isuppz
 is only accessed when
jobz
 =
'V'
 and
n
>0.
tryrac
On exit,
, set to true
.
tryrac
 is set to
false
 if the matrix does not define its eigenvalues to high relative accuracy.
Return Values
This function returns a value
info
.
If
info
 = 0
, the execution is successful.
If
info
 =
-i
, the
i
-th parameter had an illegal value.
If
info
 > 0
, an internal error occurred.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserverd for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804