Computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy.

Syntax

void slarrd2(char* range, char* order, MKL_INT* n, float* vl, float* vu, MKL_INT* il, MKL_INT* iu, float* gers, float* reltol, float* d, float* e, float* e2, float* pivmin, MKL_INT* nsplit, MKL_INT* isplit, MKL_INT* m, float* w, float* werr, float* wl, float* wu, MKL_INT* iblock, MKL_INT* indexw, float* work, MKL_INT* iwork, MKL_INT* dol, MKL_INT* dou, MKL_INT* info);

void dlarrd2(char* range, char* order, MKL_INT* n, double* vl, double* vu, MKL_INT* il, MKL_INT* iu, double* gers, double* reltol, double* d, double* e, double* e2, double* pivmin, MKL_INT* nsplit, MKL_INT* isplit, MKL_INT* m, double* w, double* werr, double* wl, double* wu, MKL_INT* iblock, MKL_INT* indexw, double* work, MKL_INT* iwork, MKL_INT* dol, MKL_INT* dou, MKL_INT* info);

Include Files

  • mkl_scalapack.h

Description

?larrd2 computes the eigenvalues of a symmetric tridiagonal matrix T to limited initial accuracy. This is an auxiliary code to be called from larre2a.

?larrd2 has been created using the LAPACK code larrd which itself stems from stebz. The motivation for creating ?larrd2 is efficiency: When computing eigenvalues in parallel and the input tridiagonal matrix splits into blocks, ?larrd2 can skip over blocks which contain none of the eigenvalues from DOL to DOU for which the processor responsible. In extreme cases (such as large matrices consisting of many blocks of small size like 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

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.

order

= 'B': ("By Block") the eigenvalues will be grouped by split-off block (see iblock, isplit) and ordered from smallest to largest within the block.

= 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest.

n

The order of the tridiagonal matrix T. n >= 0.

vl, vu

If range='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to vl, or greater than vu, will not be returned. vl < vu.

Not referenced if range = 'A' or 'I'.

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 iliu=n, if n > 0; il = 1 and iu = 0 if n = 0.

Not referenced if range = 'A' or 'V'.

gers

Array of size 2*n

The n Gerschgorin intervals (the i-th Gerschgorin interval is (gers[2*i-2], gers[2*i-1])).

reltol

The minimum relative width of an interval. When an interval is narrower than reltol times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon.

d

Array of size n

The n diagonal elements of the tridiagonal matrix T.

e

Array of size n-1

The (n-1) off-diagonal elements of the tridiagonal matrix T.

e2

Array of size n-1

The (n-1) squared off-diagonal elements of the tridiagonal matrix T.

pivmin

The minimum pivot allowed in the sturm sequence for T.

nsplit

The number of diagonal blocks in the matrix T.

1 nsplitn.

isplit

Array of size n

The splitting points, at which T breaks up into submatrices.

The first submatrix consists of rows/columns 1 to isplit[0], the second of rows/columns isplit[0]+1 through isplit[1], etc., and the nsplit-th submatrix consists of rows/columns isplit[nsplit-2]+1 through isplit[nsplit-1]=n.

(Only the first nsplit elements will actually be used, but since the user cannot know a priori what value nsplit will have, n words must be reserved for isplit.)

work

(workspace) Array of size 4*n

iwork

(workspace) Array of size 3*n

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.

OUTPUT Parameters

m

The actual number of eigenvalues found. 0 mn.

(See also the description of info=2,3.)

w

Array of size n

On exit, the first m elements of w will contain the eigenvalue approximations. ?larrd2 computes an interval Ij = (aj, bj] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint w[j-1]= (aj + bj)/2. The corresponding error is bounded by werr[j-1] = abs(aj - bj)/2.

werr

Array of size n

The error bound on the corresponding eigenvalue approximation in w.

wl, wu

The interval (wl, wu] contains all the wanted eigenvalues.

If range='V', then wl=vl and wu=vu.

If range='A', then wl and wu are the global Gerschgorin bounds

on the spectrum.

If range='I', then wl and wu are computed by SLAEBZ from the

index range specified.

iblock

Array of size n

At each row/column j where e[j-1] is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if info = 0, iblock[i] specifies to which block (from 0 to the number of blocks minus one) the eigenvalue w[i] belongs. (?larrd2 may use the remaining n-m elements as workspace.)

indexw

Array of size n

The indices of the eigenvalues within each block (submatrix); for example, indexw[i]= j and iblock[i]=k imply that the (i+1)-th eigenvalue w[i] is the j-th eigenvalue in block k.

info

= 0: successful exit

< 0: if info = -i, the i-th argument had an illegal value

> 0: some or all of the eigenvalues failed to converge or were not computed:

  • =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances.

  • =2 or 3: range='I' only: Not all of the eigenvalues il:iu were found.

  • = 4: range='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed.

See Also

For more complete information about compiler optimizations, see our Optimization Notice.
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