nag_dsbev (f08hac) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_dsbev (f08hac)

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

nag_dsbev (f08hac) computes all the eigenvalues and, optionally, all the eigenvectors of a real n by n symmetric band matrix A of bandwidth 2kd+1 .

2  Specification

#include <nag.h>
#include <nagf08.h>
void  nag_dsbev (Nag_OrderType order, Nag_JobType job, Nag_UploType uplo, Integer n, Integer kd, double ab[], Integer pdab, double w[], double z[], Integer pdz, NagError *fail)

3  Description

The symmetric band matrix A is first reduced to tridiagonal form, using orthogonal similarity transformations, and then the QR algorithm is applied to the tridiagonal matrix to compute the eigenvalues and (optionally) the eigenvectors.

4  References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Arguments

1:     orderNag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section in the Essential Introduction for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     jobNag_JobTypeInput
On entry: indicates whether eigenvectors are computed.
Only eigenvalues are computed.
Eigenvalues and eigenvectors are computed.
Constraint: job=Nag_EigVals or Nag_DoBoth.
3:     uploNag_UploTypeInput
On entry: if uplo=Nag_Upper, the upper triangular part of A is stored.
If uplo=Nag_Lower, the lower triangular part of A is stored.
Constraint: uplo=Nag_Upper or Nag_Lower.
4:     nIntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
5:     kdIntegerInput
On entry: if uplo=Nag_Upper, the number of superdiagonals, kd, of the matrix A.
If uplo=Nag_Lower, the number of subdiagonals, kd, of the matrix A.
Constraint: kd0.
6:     ab[dim]doubleInput/Output
Note: the dimension, dim, of the array ab must be at least max1,pdab×n.
On entry: the upper or lower triangle of the n by n symmetric band matrix A.
This is stored as a notional two-dimensional array with row elements or column elements stored contiguously. The storage of elements of Aij, depends on the order and uplo arguments as follows:
  • if order=Nag_ColMajor and uplo=Nag_Upper,
              Aij is stored in ab[kd+i-j+j-1×pdab], for j=1,,n and i=max1,j-kd,,j;
  • if order=Nag_ColMajor and uplo=Nag_Lower,
              Aij is stored in ab[i-j+j-1×pdab], for j=1,,n and i=j,,minn,j+kd;
  • if order=Nag_RowMajor and uplo=Nag_Upper,
              Aij is stored in ab[j-i+i-1×pdab], for i=1,,n and j=i,,minn,i+kd;
  • if order=Nag_RowMajor and uplo=Nag_Lower,
              Aij is stored in ab[kd+j-i+i-1×pdab], for i=1,,n and j=max1,i-kd,,i.
On exit: ab is overwritten by values generated during the reduction to tridiagonal form.
The first superdiagonal or subdiagonal and the diagonal of the tridiagonal matrix T are returned in ab using the same storage format as described above.
7:     pdabIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array ab.
Constraint: pdabkd+1.
8:     w[n]doubleOutput
On exit: the eigenvalues in ascending order.
9:     z[dim]doubleOutput
Note: the dimension, dim, of the array z must be at least
  • max1,pdz×n when job=Nag_DoBoth;
  • 1 otherwise.
The i,jth element of the matrix Z is stored in
  • z[j-1×pdz+i-1] when order=Nag_ColMajor;
  • z[i-1×pdz+j-1] when order=Nag_RowMajor.
On exit: if job=Nag_DoBoth, z contains the orthonormal eigenvectors of the matrix A, with the ith column of Z holding the eigenvector associated with w[i-1].
If job=Nag_EigVals, z is not referenced.
10:   pdzIntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array z.
  • if job=Nag_DoBoth, pdz max1,n ;
  • otherwise pdz1.
11:   failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
On entry, argument value had an illegal value.
The algorithm failed to converge; value off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
On entry, job=value, pdz=value and n=value.
Constraint: if job=Nag_DoBoth, pdz max1,n ;
otherwise pdz1.
On entry, kd=value.
Constraint: kd0.
On entry, n=value.
Constraint: n0.
On entry, pdab=value.
Constraint: pdab>0.
On entry, pdz=value.
Constraint: pdz>0.
On entry, pdab=value and kd=value.
Constraint: pdabkd+1.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

7  Accuracy

The computed eigenvalues and eigenvectors are exact for a nearby matrix A+E, where
E2 = Oε A2 ,
and ε is the machine precision. See Section 4.7 of Anderson et al. (1999) for further details.

8  Parallelism and Performance

nag_dsbev (f08hac) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_dsbev (f08hac) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The total number of floating-point operations is proportional to n3 if job=Nag_DoBoth and is proportional to kd n2  otherwise.
The complex analogue of this function is nag_zhbev (f08hnc).

10  Example

This example finds all the eigenvalues and eigenvectors of the symmetric band matrix
A = 1 2 3 0 0 2 2 3 4 0 3 3 3 4 5 0 4 4 4 5 0 0 5 5 5 ,
together with approximate error bounds for the computed eigenvalues and eigenvectors.

10.1  Program Text

Program Text (f08hace.c)

10.2  Program Data

Program Data (f08hace.d)

10.3  Program Results

Program Results (f08hace.r)

nag_dsbev (f08hac) (PDF version)
f08 Chapter Contents
f08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2014