F12 Chapter Contents
F12 Chapter Introduction
NAG Library Manual

# NAG Library Routine DocumentF12FCF

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.
Note: this routine uses optional parameters to define choices in the problem specification. If you wish to use default settings for all of the optional parameters, then the option setting routine F12FDF need not be called. If, however, you wish to reset some or all of the settings please refer to Section 10 in F12FDF for a detailed description of the specification of the optional parameters.

## 1  Purpose

F12FCF is a post-processing routine in a suite of routines which includes F12FAF, F12FBF, F12FDF and F12FEF. F12FCF must be called following a final exit from F12FBF.

## 2  Specification

 SUBROUTINE F12FCF ( NCONV, D, Z, LDZ, SIGMA, RESID, V, LDV, COMM, ICOMM, IFAIL)
 INTEGER NCONV, LDZ, LDV, ICOMM(*), IFAIL REAL (KIND=nag_wp) D(*), Z(LDZ,*), SIGMA, RESID(*), V(LDV,*), COMM(*)

## 3  Description

The suite of routines is designed to calculate some of the eigenvalues, $\lambda$, (and optionally the corresponding eigenvectors, $x$) of a standard eigenvalue problem $Ax=\lambda x$, or of a generalized eigenvalue problem $Ax=\lambda Bx$ of order $n$, where $n$ is large and the coefficient matrices $A$ and $B$ are sparse, real and symmetric. The suite can also be used to find selected eigenvalues/eigenvectors of smaller scale dense, real and symmetric problems.
Following a call to F12FBF, F12FCF returns the converged approximations to eigenvalues and (optionally) the corresponding approximate eigenvectors and/or an orthonormal basis for the associated approximate invariant subspace. The eigenvalues (and eigenvectors) are selected from those of a standard or generalized eigenvalue problem defined by real symmetric matrices. There is negligible additional cost to obtain eigenvectors; an orthonormal basis is always computed, but there is an additional storage cost if both are requested.
F12FCF is based on the routine dseupd from the ARPACK package, which uses the Implicitly Restarted Lanczos iteration method. The method is described in Lehoucq and Sorensen (1996) and Lehoucq (2001) while its use within the ARPACK software is described in great detail in Lehoucq et al. (1998). An evaluation of software for computing eigenvalues of sparse symmetric matrices is provided in Lehoucq and Scott (1996). This suite of routines offers the same functionality as the ARPACK software for real symmetric problems, but the interface design is quite different in order to make the option setting clearer and to simplify some of the interfaces.
F12FCF, is a post-processing routine that must be called following a successful final exit from F12FBF. F12FCF uses data returned from F12FBF and options, set either by default or explicitly by calling F12FDF, to return the converged approximations to selected eigenvalues and (optionally):
 – the corresponding approximate eigenvectors; – an orthonormal basis for the associated approximate invariant subspace; – both.

## 4  References

Lehoucq R B (2001) Implicitly restarted Arnoldi methods and subspace iteration SIAM Journal on Matrix Analysis and Applications 23 551–562
Lehoucq R B and Scott J A (1996) An evaluation of software for computing eigenvalues of sparse nonsymmetric matrices Preprint MCS-P547-1195 Argonne National Laboratory
Lehoucq R B and Sorensen D C (1996) Deflation techniques for an implicitly restarted Arnoldi iteration SIAM Journal on Matrix Analysis and Applications 17 789–821
Lehoucq R B, Sorensen D C and Yang C (1998) ARPACK Users' Guide: Solution of Large-scale Eigenvalue Problems with Implicitly Restarted Arnoldi Methods SIAM, Philidelphia

## 5  Parameters

1:     NCONV – INTEGEROutput
On exit: the number of converged eigenvalues as found by F12FBF.
2:     D($*$) – REAL (KIND=nag_wp) arrayOutput
Note: the dimension of the array D must be at least ${\mathbf{NCV}}$ (see F12FAF).
On exit: the first NCONV locations of the array D contain the converged approximate eigenvalues.
3:     Z(LDZ,$*$) – REAL (KIND=nag_wp) arrayOutput
Note: the second dimension of the array Z must be at least ${\mathbf{NCV}}$ if the default option ${\mathbf{Vectors}}=\mathrm{RITZ}$ has been selected and at least $1$ if the option ${\mathbf{Vectors}}=\mathrm{NONE}$ or $\mathrm{SCHUR}$ has been selected (see F12FAF).
On exit: if the default option ${\mathbf{Vectors}}=\mathrm{RITZ}$ (see F12FDF) has been selected then Z contains the final set of eigenvectors corresponding to the eigenvalues held in D. The real eigenvector associated with an eigenvalue is stored in the corresponding column of Z.
4:     LDZ – INTEGERInput
On entry: the first dimension of the array Z as declared in the (sub)program from which F12FCF is called.
Constraints:
• if the default option ${\mathbf{Vectors}}=\text{Ritz}$ has been selected, ${\mathbf{LDZ}}\ge {\mathbf{N}}$;
• if the option ${\mathbf{Vectors}}=\text{None or Schur}$ has been selected, ${\mathbf{LDZ}}\ge 1$.
5:     SIGMA – REAL (KIND=nag_wp)Input
On entry: if one of the Shifted Inverse (see F12FDF) modes has been selected then SIGMA contains the real shift used; otherwise SIGMA is not referenced.
6:     RESID($*$) – REAL (KIND=nag_wp) arrayInput
Note: the dimension of the array RESID must be at least ${\mathbf{N}}$ (see F12FAF).
On entry: must not be modified following a call to F12FBF since it contains data required by F12FCF.
7:     V(LDV,$*$) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array V must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{NCV}}\right)$ (see F12FAF).
On entry: the NCV columns of V contain the Lanczos basis vectors for $\mathrm{OP}$ as constructed by F12FBF.
On exit: if the option ${\mathbf{Vectors}}=\mathrm{SCHUR}$ has been set, or the option ${\mathbf{Vectors}}=\mathrm{RITZ}$ has been set and a separate array Z has been passed (i.e., Z does not equal V), then the first NCONV columns of V will contain approximate Schur vectors that span the desired invariant subspace.
8:     LDV – INTEGERInput
On entry: the first dimension of the array V as declared in the (sub)program from which F12FCF is called.
Constraint: ${\mathbf{LDV}}\ge n$.
9:     COMM($*$) – REAL (KIND=nag_wp) arrayCommunication Array
Note: the dimension of the array COMM must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{LCOMM}}\right)$ (see F12FAF).
On initial entry: must remain unchanged from the prior call to F12FAF.
On exit: contains data on the current state of the solution.
10:   ICOMM($*$) – INTEGER arrayCommunication Array
Note: the dimension of the array ICOMM must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{LICOMM}}\right)$ (see F12FAF).
On initial entry: must remain unchanged from the prior call to F12FAF.
On exit: contains data on the current state of the solution.
11:   IFAIL – INTEGERInput/Output
On entry: IFAIL must be set to $0$, $-1\text{​ or ​}1$. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value $-1\text{​ or ​}1$ is recommended. If the output of error messages is undesirable, then the value $1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is $0$. When the value $-\mathbf{1}\text{​ or ​}\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.
On exit: ${\mathbf{IFAIL}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see Section 6).

## 6  Error Indicators and Warnings

If on entry ${\mathbf{IFAIL}}={\mathbf{0}}$ or $-{\mathbf{1}}$, explanatory error messages are output on the current error message unit (as defined by X04AAF).
Errors or warnings detected by the routine:
${\mathbf{IFAIL}}=1$
On entry, ${\mathbf{LDZ}}<\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$ or ${\mathbf{LDZ}}<1$ when no vectors are required.
${\mathbf{IFAIL}}=2$
On entry, the option ${\mathbf{Vectors}}=\text{Select}$ was selected, but this is not yet implemented.
${\mathbf{IFAIL}}=3$
The number of eigenvalues found to sufficient accuracy prior to calling F12FCF, as communicated through the parameter ICOMM, is zero.
${\mathbf{IFAIL}}=4$
The number of converged eigenvalues as calculated by F12FBF differ from the value passed to it through the parameter ICOMM.
${\mathbf{IFAIL}}=5$
Unexpected error during calculation of a tridiagonal form: there was a failure to compute all the converged eigenvalues. Please contact NAG.
${\mathbf{IFAIL}}=6$
${\mathbf{IFAIL}}=7$

## 7  Accuracy

The relative accuracy of a Ritz value, $\lambda$, is considered acceptable if its Ritz estimate $\le {\mathbf{Tolerance}}×\left|\lambda \right|$. The default Tolerance used is the machine precision given by X02AJF.

None.

## 9  Example

This example solves $Ax=\lambda Bx$ in regular mode, where $A$ and $B$ are obtained from the standard central difference discretization of the one-dimensional Laplacian operator $\frac{{d}^{2}u}{d{x}^{2}}$ on $\left[0,1\right]$, with zero Dirichlet boundary conditions.

### 9.1  Program Text

Program Text (f12fcfe.f90)

### 9.2  Program Data

Program Data (f12fcfe.d)

### 9.3  Program Results

Program Results (f12fcfe.r)