F08GAF (DSPEV) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F08GAF (DSPEV) computes all the eigenvalues and, optionally, all the eigenvectors of a real n by n symmetric matrix A in packed storage.

2  Specification

REAL (KIND=nag_wp)  AP(*), W(N), Z(LDZ,*), WORK(3*N)
The routine may be called by its LAPACK name dspev.

3  Description

The symmetric 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 http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Parameters

1:     JOBZ – CHARACTER(1)Input
On entry: if JOBZ='N', compute eigenvalues only.
If JOBZ='V', compute eigenvalues and eigenvectors.
Constraint: JOBZ='N' or 'V'.
2:     UPLO – CHARACTER(1)Input
On entry: if UPLO='U', the upper triangular part of A is stored.
If UPLO='L', the lower triangular part of A is stored.
Constraint: UPLO='U' or 'L'.
3:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
4:     AP(*) – REAL (KIND=nag_wp) arrayInput/Output
Note: the dimension of the array AP must be at least max1,N×N+1/2.
On entry: the n by n symmetric matrix A, packed by columns.
More precisely,
  • if UPLO='U', the upper triangle of A must be stored with element Aij in APi+jj-1/2 for ij;
  • if UPLO='L', the lower triangle of A must be stored with element Aij in APi+2n-jj-1/2 for ij.
On exit: AP is overwritten by the values generated during the reduction to tridiagonal form. The elements of the diagonal and the off-diagonal of the tridiagonal matrix overwrite the corresponding elements of A.
5:     W(N) – REAL (KIND=nag_wp) arrayOutput
On exit: if INFO=0, the eigenvalues in ascending order.
6:     Z(LDZ,*) – REAL (KIND=nag_wp) arrayOutput
Note: the second dimension of the array Z must be at least max1,N if JOBZ='V', and at least 1 otherwise.
On exit: if JOBZ='V', then if INFO=0, Z contains the orthonormal eigenvectors of the matrix A, with the ith column of Z holding the eigenvector associated with Wi.
If JOBZ='N', Z is not referenced.
7:     LDZ – INTEGERInput
On entry: the first dimension of the array Z as declared in the (sub)program from which F08GAF (DSPEV) is called.
  • if JOBZ='V', LDZmax1,N;
  • otherwise LDZ1.
8:     WORK(3×N) – REAL (KIND=nag_wp) arrayWorkspace
9:     INFO – INTEGEROutput

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
If INFO=i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.

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  Further Comments

The total number of floating point operations is proportional to n3.
The complex analogue of this routine is F08GNF (ZHPEV).

9  Example

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

9.1  Program Text

Program Text (f08gafe.f90)

9.2  Program Data

Program Data (f08gafe.d)

9.3  Program Results

Program Results (f08gafe.r)

F08GAF (DSPEV) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2011