F12 Chapter Contents
F12 Chapter Introduction
NAG Library Manual

# NAG Library Routine DocumentF12FFF

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.

## 1  Purpose

F12FFF is a setup routine for F12FGF which can be used to find some eigenvalues (and optionally the corresponding eigenvectors) of a standard or generalized eigenvalue problem defined by real, banded, symmetric matrices. The banded matrix must be stored using the LAPACK storage format for real banded nonsymmetric matrices.

## 2  Specification

 SUBROUTINE F12FFF ( N, NEV, NCV, ICOMM, LICOMM, COMM, LCOMM, IFAIL)
 INTEGER N, NEV, NCV, ICOMM(max(1,LICOMM)), LICOMM, LCOMM, IFAIL REAL (KIND=nag_wp) COMM(max(1,LCOMM))

## 3  Description

The pair of routines F12FFF and F12FGF together with the option setting routine F12FDF are 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 banded real and symmetric.
F12FFF is a setup routine which must be called before the option setting routine F12FDF and the solver routine F12FGF. Internally, F12FGF makes calls to F12FBF and F12FCF; the routine documents for F12FBF and F12FCF should be consulted for details of the algorithm used.
This setup routine initializes the communication arrays, sets (to their default values) all options that can be set by you via the option setting routine F12FDF, and checks that the lengths of the communication arrays as passed by you are of sufficient length. For details of the options available and how to set them, see Section 10.1 in F12FDF.

## 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:     N – INTEGERInput
On entry: the order of the matrix $A$ (and the order of the matrix $B$ for the generalized problem) that defines the eigenvalue problem.
Constraint: ${\mathbf{N}}>0$.
2:     NEV – INTEGERInput
On entry: the number of eigenvalues to be computed.
Constraint: $0<{\mathbf{NEV}}<{\mathbf{N}}-1$.
3:     NCV – INTEGERInput
On entry: the number of Lanczos basis vectors to use during the computation.
At present there is no a priori analysis to guide the selection of NCV relative to NEV. However, it is recommended that ${\mathbf{NCV}}\ge 2×{\mathbf{NEV}}+1$. If many problems of the same type are to be solved, you should experiment with increasing NCV while keeping NEV fixed for a given test problem. This will usually decrease the required number of matrix-vector operations but it also increases the work and storage required to maintain the orthogonal basis vectors. The optimal ‘cross-over’ with respect to CPU time is problem dependent and must be determined empirically.
Constraint: ${\mathbf{NEV}}<{\mathbf{NCV}}\le {\mathbf{N}}$.
4:     ICOMM($\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{LICOMM}}\right)$) – INTEGER arrayCommunication Array
On exit: contains data to be communicated to F12FGF.
5:     LICOMM – INTEGERInput
On entry: the dimension of the array ICOMM as declared in the (sub)program from which F12FFF is called.
If ${\mathbf{LICOMM}}=-1$, a workspace query is assumed and the routine only calculates the required dimensions of ICOMM and COMM, which it returns in ${\mathbf{ICOMM}}\left(1\right)$ and ${\mathbf{COMM}}\left(1\right)$ respectively.
Constraint: ${\mathbf{LICOMM}}\ge 140\text{​ or ​}{\mathbf{LICOMM}}=-1$.
6:     COMM($\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{LCOMM}}\right)$) – REAL (KIND=nag_wp) arrayCommunication Array
On exit: contains data to be communicated to F12FGF.
7:     LCOMM – INTEGERInput
On entry: the dimension of the array COMM as declared in the (sub)program from which F12FFF is called.
If ${\mathbf{LCOMM}}=-1$, a workspace query is assumed and the routine only calculates the dimensions of ICOMM and COMM required by F12FGF, which it returns in ${\mathbf{ICOMM}}\left(1\right)$ and ${\mathbf{COMM}}\left(1\right)$ respectively.
Constraint: ${\mathbf{LCOMM}}\ge 60\text{​ or ​}{\mathbf{LCOMM}}=-1$.
8:     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, ${\mathbf{N}}\le 0$.
${\mathbf{IFAIL}}=2$
On entry, ${\mathbf{NEV}}\le 0$.
${\mathbf{IFAIL}}=3$
On entry, ${\mathbf{NCV}}\le {\mathbf{NEV}}$ or ${\mathbf{NCV}}>{\mathbf{N}}$.
${\mathbf{IFAIL}}=4$
On entry, ${\mathbf{LICOMM}}<140$ and ${\mathbf{LICOMM}}\ne -1$.
${\mathbf{IFAIL}}=5$
On entry, ${\mathbf{LCOMM}}<60$ and ${\mathbf{LCOMM}}\ne -1$.

Not applicable.