F08JXF (ZSTEIN) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08JXF (ZSTEIN)

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
    2  Specification
    3  Description
    4  References
    5  Parameters
    6  Error Indicators and Warnings
    7  Accuracy
    8  Further Comments
    9  Example

1  Purpose

F08JXF (ZSTEIN) computes the eigenvectors of a real symmetric tridiagonal matrix corresponding to specified eigenvalues, by inverse iteration, storing the eigenvectors in a complex array.

2  Specification

SUBROUTINE F08JXF ( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAILV, INFO)
INTEGER  N, M, IBLOCK(*), ISPLIT(*), LDZ, IWORK(N), IFAILV(M), INFO
REAL (KIND=nag_wp)  D(*), E(*), W(*), WORK(5*N)
COMPLEX (KIND=nag_wp)  Z(LDZ,*)
The routine may be called by its LAPACK name zstein.

3  Description

F08JXF (ZSTEIN) computes the eigenvectors of a real symmetric tridiagonal matrix T corresponding to specified eigenvalues, by inverse iteration (see Jessup and Ipsen (1992)). It is designed to be used in particular after the specified eigenvalues have been computed by F08JJF (DSTEBZ) with ORDER='B', but may also be used when the eigenvalues have been computed by other routines in Chapters F02 or F08.
The eigenvectors of T are real, but are stored by this routine in a complex array. If T has been formed by reduction of a full complex Hermitian matrix A to tridiagonal form, then eigenvectors of T may be transformed to (complex) eigenvectors of A by a call to F08FUF (ZUNMTR) or F08GUF (ZUPMTR).
F08JJF (DSTEBZ) determines whether the matrix T splits into block diagonal form:
T = T1 T2 . . . Tp
and passes details of the block structure to this routine in the arrays IBLOCK and ISPLIT. This routine can then take advantage of the block structure by performing inverse iteration on each block Ti separately, which is more efficient than using the whole matrix.

4  References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Jessup E and Ipsen I C F (1992) Improving the accuracy of inverse iteration SIAM J. Sci. Statist. Comput. 13 550–572

5  Parameters

1:     N – INTEGERInput
On entry: n, the order of the matrix T.
Constraint: N≥0.
2:     D(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array D must be at least max1,N.
On entry: the diagonal elements of the tridiagonal matrix T.
3:     E(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array E must be at least max1,N-1.
On entry: the off-diagonal elements of the tridiagonal matrix T.
4:     M – INTEGERInput
On entry: m, the number of eigenvectors to be returned.
Constraint: 0≤M≤N.
5:     W(*) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array W must be at least max1,N.
On entry: the eigenvalues of the tridiagonal matrix T stored in W1 to Wm, as returned by F08JJF (DSTEBZ) with ORDER='B'. Eigenvalues associated with the first sub-matrix must be supplied first, in nondecreasing order; then those associated with the second sub-matrix, again in nondecreasing order; and so on.
Constraint: if IBLOCKi=IBLOCKi+1, Wi≤Wi+1, for i=1,2,…,M-1.
6:     IBLOCK(*) – INTEGER arrayInput
Note: the dimension of the array IBLOCK must be at least max1,N.
On entry: the first m elements must contain the sub-matrix indices associated with the specified eigenvalues, as returned by F08JJF (DSTEBZ) with ORDER='B'. If the eigenvalues were not computed by F08JJF (DSTEBZ) with ORDER='B', set IBLOCKi to 1, for i=1,2,…,m.
Constraint: IBLOCKi≤IBLOCKi+1, for i=1,2,…,M-1.
7:     ISPLIT(*) – INTEGER arrayInput
Note: the dimension of the array ISPLIT must be at least max1,N.
On entry: the points at which T breaks up into sub-matrices, as returned by F08JJF (DSTEBZ) with ORDER='B'. If the eigenvalues were not computed by F08JJF (DSTEBZ) with ORDER='B', set ISPLIT1 to N.
8:     Z(LDZ,*) – COMPLEX (KIND=nag_wp) arrayOutput
Note: the second dimension of the array Z must be at least max1,M.
On exit: the m eigenvectors, stored as columns of Z; the ith column corresponds to the ith specified eigenvalue, unless INFO>0 (in which case see Section 6).
9:     LDZ – INTEGERInput
On entry: the first dimension of the array Z as declared in the (sub)program from which F08JXF (ZSTEIN) is called.
Constraint: LDZ≥max1,N.
10:   WORK(5×N) – REAL (KIND=nag_wp) arrayWorkspace
11:   IWORK(N) – INTEGER arrayWorkspace
12:   IFAILV(M) – INTEGER arrayOutput
On exit: if INFO=i>0, the first i elements of IFAILV contain the indices of any eigenvectors which have failed to converge. The rest of the first M elements of IFAILV are set to 0.
13:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
INFO>0
If INFO=i, then i eigenvectors (as indicated by the parameter IFAILV above) each failed to converge in five iterations. The current iterate after five iterations is stored in the corresponding column of Z.

7  Accuracy

Each computed eigenvector zi is the exact eigenvector of a nearby matrix A+Ei, such that
Ei = Oε A ,
where ε is the machine precision. Hence the residual is small:
A zi - λi zi = Oε A .
However, a set of eigenvectors computed by this routine may not be orthogonal to so high a degree of accuracy as those computed by F08JSF (ZSTEQR).

8  Further Comments

The real analogue of this routine is F08JKF (DSTEIN).

9  Example

See Section 9 in F08FUF (ZUNMTR).
F08JXF (ZSTEIN) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford, UK. 2011