F08FNF (ZHEEV) (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

F08FNF (ZHEEV) computes all the eigenvalues and, optionally, all the eigenvectors of a complex n by n Hermitian matrix A.

2  Specification

REAL (KIND=nag_wp)  W(N), RWORK(*)
COMPLEX (KIND=nag_wp)  A(LDA,*), WORK(max(1,LWORK))
The routine may be called by its LAPACK name zheev.

3  Description

The Hermitian matrix A is first reduced to real tridiagonal form, using unitary 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: indicates whether eigenvectors are computed.
Only eigenvalues are computed.
Eigenvalues and eigenvectors are computed.
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:     A(LDA,*) – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the n by n Hermitian matrix A.
  • If UPLO='U', the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
  • If UPLO='L', the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
On exit: if JOBZ='V', then A contains the orthonormal eigenvectors of the matrix A.
If JOBZ='N', then on exit the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is overwritten.
5:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08FNF (ZHEEV) is called.
Constraint: LDAmax1,N.
6:     W(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the eigenvalues in ascending order.
7:     WORK(max1,LWORK) – COMPLEX (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, the real part of WORK1 contains the minimum value of LWORK required for optimal performance.
8:     LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08FNF (ZHEEV) is called.
If LWORK=-1, a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued.
Suggested value: for optimal performance, LWORKnb+1×N, where nb is the optimal block size for F08FSF (ZHETRD).
Constraint: LWORKmax1,2×N.
9:     RWORK(*) – REAL (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array RWORK must be at least max1,3×N-2.
10:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

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

Each eigenvector is normalized so that the element of largest absolute value is real and positive.
The total number of floating point operations is proportional to n3.
The real analogue of this routine is F08FAF (DSYEV).

9  Example

This example finds all the eigenvalues and eigenvectors of the Hermitian matrix
A = 1 2-i 3-i 4-i 2+i 2 3-2i 4-2i 3+i 3+2i 3 4-3i 4+i 4+2i 4+3i 4 ,
together with approximate error bounds for the computed eigenvalues and eigenvectors.

9.1  Program Text

Program Text (f08fnfe.f90)

9.2  Program Data

Program Data (f08fnfe.d)

9.3  Program Results

Program Results (f08fnfe.r)

F08FNF (ZHEEV) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012