dsytrd & dsteqr - How to properly computing all eigenvalues and eigenvectors?

dsytrd & dsteqr - How to properly computing all eigenvalues and eigenvectors?

I am beginner andI tried to test dsteqr (?steqr) for computing eigenvalues and eigenvectors. I previously tried to reduce symmetric matrix to tridiagonal formusing dsytrd (?sytrd), but the result does not looks good. How to compute eigenvalues and eigenvectors for matrix (3*3) like eg. A[9] = {1, 2, 3, 2, 5, 6, 3, 6, 9}? Can somebody help me? Thanks for every help! Regards, Zbigniew

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I'd recommend to use dsyev routine for computing all eigenvalues and eigenvectors of symmetric matrices. Here is an C example

#include "mkl_lapack.h"

int main(){

int m=3;

double a[9] = {294.0, -180.0, 108.0, -180.0, -25.0, 240.0, 108.0, 240.0, 231.0};

char jobz='v', uplo='l';

int info, n=3, lwork=18, i, j;

double w[3], work[18];

dsyev(&jobz, &uplo, &n, a, &n, w, work, &lwork, &info);

printf(" Eigenvalues computed
");

for(i=0; i<3; i++) {

printf("%.5f
", w[i]);

};

}

The input/output arraya if jobz= 'V' andinfo = 0, contains the orthonormal eigenvectors of the matrix A. You are not able to use dsteqr for the matrix given by yousince dsteqr is only for tridiagonal matrices and accepts onlythe main and subdiagonals as input parameters. So you have to use the following lapack routines dsytrd, dorgtr and dsteqr for solving the full eigenvalue problemfor dense symmetric matrix as it isimplemented in dsyev routine. Besides dsyev routine is doing a scaling of input matrix if it is necessary to get thehigh accuracy.

Thank You very much for help. Zbigniew

Hi Zbigniew,

I need to do exactly the same as you, and the example is excelent, my problem is in the compilation process, I am linking the wrong libraries (using MSVC 8), can you tell me please, which files.lib are you including to compile the example....

thanks in advances...

Fernando.

So far I got: error LNK2019: unresolved external symbol _omp_in_parallel referenced in function _MKL_Get_Max_Threads

Fernando,

I think, you forgot to link libguide40 (or libguide) to your project.

Andrey

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