Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 2021.1
  • 12/04/2020
  • Public Content
Contents

?larre2

Given a tridiagonal matrix, sets small off-diagonal elements to zero and for each unreduced block, finds base representations and eigenvalues.

Syntax

void slarre2
(
char*
range
,
MKL_INT*
n
,
float*
vl
,
float*
vu
,
MKL_INT*
il
,
MKL_INT*
iu
,
float*
d
,
float*
e
,
float*
e2
,
float*
rtol1
,
float*
rtol2
,
float*
spltol
,
MKL_INT*
nsplit
,
MKL_INT*
isplit
,
MKL_INT*
m
,
MKL_INT*
dol
,
MKL_INT*
dou
,
float*
w
,
float*
werr
,
float*
wgap
,
MKL_INT*
iblock
,
MKL_INT*
indexw
,
float*
gers
,
float*
pivmin
,
float*
work
,
MKL_INT*
iwork
,
MKL_INT*
info
);
void dlarre2
(
char*
range
,
MKL_INT*
n
,
double*
vl
,
double*
vu
,
MKL_INT*
il
,
MKL_INT*
iu
,
double*
d
,
double*
e
,
double*
e2
,
double*
rtol1
,
double*
rtol2
,
double*
spltol
,
MKL_INT*
nsplit
,
MKL_INT*
isplit
,
MKL_INT*
m
,
MKL_INT*
dol
,
MKL_INT*
dou
,
double*
w
,
double*
werr
,
double*
wgap
,
MKL_INT*
iblock
,
MKL_INT*
indexw
,
double*
gers
,
double*
pivmin
,
double*
work
,
MKL_INT*
iwork
,
MKL_INT*
info
);
Include Files
  • mkl_scalapack.h
Description
To find the desired eigenvalues of a given real symmetric tridiagonal matrix
T
,
?larre2
 sets, via
?larra
, "small" off-diagonal elements to zero. For each block
T
i
, it finds
  • a suitable shift at one end of the block's spectrum,
  • the root RRR, T
    i
     -
    σ
    i
    I
     =
    L
    i
    D
    i
    L
    i
    T
    , and
  • eigenvalues of each
    L
    i
    D
    i
    L
    i
    T
    .
The representations and eigenvalues found are then returned to
?stegr2
 to compute the eigenvectors
T
.
?larre2
 is more suitable for parallel computation than the original LAPACK code for computing the root RRR and its eigenvalues. When computing eigenvalues in parallel and the input tridiagonal matrix splits into blocks,
?larre2
 can skip over blocks which contain none of the eigenvalues from
dol
 to
dou
 for which the processor is responsible. In extreme cases (such as large matrices consisting of many blocks of small size, e.g. 2x2), the gain can be substantial.
Optimization Notice
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 reserved 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
This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.
Input Parameters
range
= 'A': ("All") all eigenvalues will be found.
= 'V': ("Value") all eigenvalues in the half-open interval (
vl
,
vu
] will be found.
= 'I': ("Index")
eigenvalues of the entire matrix with the indices in a given range
 will be found.
n
The order of the matrix.
n
 > 0.
vl
,
vu
If
range
='V', the lower and upper bounds for the eigenvalues.
Eigenvalues less than or equal to
vl
, or greater than
vu
, will not be returned.
vl
 <
vu
.
il
,
iu
If
range
='I', the indices (in ascending order) of the
smallest eigenvalue, to be returned in
w
[
il
-1], and largest eigenvalue, to be returned in
w
[
iu
-1]
.
1
≤
il
≤
iu
≤
n
.
d
Array of size
n
The
n
 diagonal elements of the tridiagonal matrix
T
.
e
Array of size
n
The first (
n
-1) entries contain the subdiagonal elements of the tridiagonal matrix
T
;
e
[
n
-1]
 need not be set.
e2
Array of size
n
The first (
n
-1) entries contain the squares of the subdiagonal elements of the tridiagonal matrix
T
;
e2
[
n
-1]
 need not be set.
rtol1
,
rtol2
Parameters for bisection.
An interval [
left
,
right
] has converged if
right
-
left
<max(
rtol1
*
gap
,
rtol2
*max(|
left
|,|
right
|) )
spltol
The threshold for splitting.
dol
,
dou
Specifying an index range
dol
:
dou
 allows the user to work on only a selected part of the representation tree. Otherwise, the setting
dol
=1,
dou
=
n
 should be applied.
Note that
dol
 and
dou
 refer to the order in which the eigenvalues are stored in
w
.
work
Workspace array of size 6*
n
iwork
Workspace array of size 5*
n
OUTPUT Parameters
vl
,
vu
If
range
='I' or ='A',
?larre2
 contains bounds on the desired part of the spectrum.
d
The
n
 diagonal elements of the diagonal matrices
D
i
.
e
e
 contains the subdiagonal elements of the unit bidiagonal matrices
L
i
. The entries
e
[
isplit
[
i
]], 0
≤
i
<
nsplit
, contain the base points
σ
i+1
 on output
.
e2
The entries
e2
[
isplit
[
i
]], 0
≤
i
<
nsplit
, are set to zero.
nsplit
The number of blocks
T
 splits into. 1
≤
nsplit
≤
n
.
isplit
Array of size
n
The splitting points, at which
T
 breaks up into blocks.
The first block consists of rows/columns 1 to
isplit
[0], the second of rows/columns
isplit
[0]+1 through
isplit
[1], etc., and the
nsplit
-th block consists of rows/columns
isplit
[
nsplit
-2]+1 through
isplit
[
nsplit-1
]=
n
.
m
The total number of eigenvalues (of all
L
i
D
i
L
i
T
) found.
w
Array of size
n
The first
m
 elements contain the eigenvalues. The eigenvalues of each of the blocks,
L
i
D
i
L
i
T
, are sorted in ascending order (
?larre2
 may use the remaining
n
-
m
 elements as workspace).
Note that immediately after exiting this
function
, only the eigenvalues in
w
with indices in range
dol
-1:
dou
-1
 might rely on this processor when the eigenvalue computation is done in parallel.
werr
Array of size
n
The error bound on the corresponding eigenvalue in
w
.
Note that immediately after exiting this
function
, only the uncertainties in
werr
with indices in range
dol
-1:
dou
-1
 might rely on this processor when the eigenvalue computation is done in parallel.
wgap
Array of size
n
The separation from the right neighbor eigenvalue in
w
.
The gap is only with respect to the eigenvalues of the same block as each block has its own representation tree.
Exception: at the right end of a block we store the left gap
Note that immediately after exiting this
function
, only the gaps in
wgap
with indices in range
dol
-1:
dou
-1
 might rely on this processor when the eigenvalue computation is done in parallel.
iblock
Array of size
n
The indices of the blocks (submatrices) associated with the corresponding eigenvalues in
w
;
iblock
[
i
]=1 if eigenvalue
w
[
i
] belongs to the first block from the top,
iblock
[
i
]=2 if
w
[
i
] belongs to the second block, and so on
.
indexw
Array of size
n
The indices of the eigenvalues within each block (submatrix); for example,
indexw
[
i
]= 10 and
iblock
[
i
]=2 imply that the (
i
+1)-th eigenvalue
w
[
i
] is the 10th eigenvalue in block 2
.
gers
Array of size 2*
n
The
n
 Gerschgorin intervals (the
i
-th Gerschgorin interval is
(
gers
[2*
i
-2],
gers
[2*
i
-1])
).
pivmin
The minimum pivot in the sturm sequence for
T
.
info
= 0: successful exit
> 0: A problem occurred in
?larre2
.
< 0: One of the called
function
s signaled an internal problem.
Needs inspection of the corresponding parameter
info
 for further information.
=-1: Problem in
?larrd
.
=-2: Not enough internal iterations to find the base representation.
=-3: Problem in
?larrb
 when computing the refined root representation for
?lasq2
.
=-4: Problem in
?larrb
 when preforming bisection on the desired part of the spectrum.
=-5: Problem in
?lasq2
=-6: Problem in
?lasq2

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.