On entry: the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval
a,b of width less than or equal to
where
ε is the
machine precision. If
ABSTOL is less than or equal to zero, then
ε T1 will be used in its place, where
T is the tridiagonal matrix obtained by reducing
C to tridiagonal form. Eigenvalues will be computed most accurately when
ABSTOL is set to twice the underflow threshold
2 × X02AMF , not zero. If this routine returns with
INFO=1 to N, indicating that some eigenvectors did not converge, try setting
ABSTOL to
2 × X02AMF . See
Demmel and Kahan (1990).