NAG Library Routine Document

1Purpose

f08gnf (zhpev) computes all the eigenvalues and, optionally, all the eigenvectors of a complex $n$ by $n$ Hermitian matrix $A$ in packed storage.

2Specification

Fortran Interface
 Subroutine f08gnf ( jobz, uplo, n, ap, w, z, ldz, work, info)
 Integer, Intent (In) :: n, ldz Integer, Intent (Out) :: info Real (Kind=nag_wp), Intent (Out) :: w(n), rwork(3*n-2) Complex (Kind=nag_wp), Intent (Inout) :: ap(*), z(ldz,*) Complex (Kind=nag_wp), Intent (Out) :: work(2*n-1) Character (1), Intent (In) :: jobz, uplo
#include nagmk26.h
 void f08gnf_ (const char *jobz, const char *uplo, const Integer *n, Complex ap[], double w[], Complex z[], const Integer *ldz, Complex work[], double rwork[], Integer *info, const Charlen length_jobz, const Charlen length_uplo)
The routine may be called by its LAPACK name zhpev.

3Description

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.

4References

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

5Arguments

1:     $\mathbf{jobz}$ – Character(1)Input
On entry: indicates whether eigenvectors are computed.
${\mathbf{jobz}}=\text{'N'}$
Only eigenvalues are computed.
${\mathbf{jobz}}=\text{'V'}$
Eigenvalues and eigenvectors are computed.
Constraint: ${\mathbf{jobz}}=\text{'N'}$ or $\text{'V'}$.
2:     $\mathbf{uplo}$ – Character(1)Input
On entry: if ${\mathbf{uplo}}=\text{'U'}$, the upper triangular part of $A$ is stored.
If ${\mathbf{uplo}}=\text{'L'}$, the lower triangular part of $A$ is stored.
Constraint: ${\mathbf{uplo}}=\text{'U'}$ or $\text{'L'}$.
3:     $\mathbf{n}$ – IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
4:     $\mathbf{ap}\left(*\right)$ – Complex (Kind=nag_wp) arrayInput/Output
Note: the dimension of the array ap must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$.
On entry: the upper or lower triangle of the $n$ by $n$ Hermitian matrix $A$, packed by columns.
More precisely,
• if ${\mathbf{uplo}}=\text{'U'}$, the upper triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{ap}}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if ${\mathbf{uplo}}=\text{'L'}$, the lower triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{ap}}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.
On exit: ap is overwritten by the values generated during the reduction to tridiagonal form. The elements of the diagonal and the off-diagonal of the tridiagonal matrix overwrite the corresponding elements of $A$.
5:     $\mathbf{w}\left({\mathbf{n}}\right)$ – Real (Kind=nag_wp) arrayOutput
On exit: the eigenvalues in ascending order.
6:     $\mathbf{z}\left({\mathbf{ldz}},*\right)$ – Complex (Kind=nag_wp) arrayOutput
Note: the second dimension of the array z must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$ if ${\mathbf{jobz}}=\text{'V'}$, and at least $1$ otherwise.
On exit: if ${\mathbf{jobz}}=\text{'V'}$, z contains the orthonormal eigenvectors of the matrix $A$, with the $i$th column of $Z$ holding the eigenvector associated with ${\mathbf{w}}\left(i\right)$.
If ${\mathbf{jobz}}=\text{'N'}$, z is not referenced.
7:     $\mathbf{ldz}$ – IntegerInput
On entry: the first dimension of the array z as declared in the (sub)program from which f08gnf (zhpev) is called.
Constraints:
• if ${\mathbf{jobz}}=\text{'V'}$, ${\mathbf{ldz}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• otherwise ${\mathbf{ldz}}\ge 1$.
8:     $\mathbf{work}\left(2×{\mathbf{n}}-1\right)$ – Complex (Kind=nag_wp) arrayWorkspace
9:     $\mathbf{rwork}\left(3×{\mathbf{n}}-2\right)$ – Real (Kind=nag_wp) arrayWorkspace
10:   $\mathbf{info}$ – IntegerOutput
On exit: ${\mathbf{info}}=0$ unless the routine detects an error (see Section 6).

6Error Indicators and Warnings

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
${\mathbf{info}}>0$
If ${\mathbf{info}}=i$, the algorithm failed to converge; $i$ off-diagonal elements of an intermediate tridiagonal form did not converge to zero.

7Accuracy

The computed eigenvalues and eigenvectors are exact for a nearby matrix $\left(A+E\right)$, where
 $E2 = Oε A2 ,$
and $\epsilon$ is the machine precision. See Section 4.7 of Anderson et al. (1999) for further details.

8Parallelism and Performance

f08gnf (zhpev) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08gnf (zhpev) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

Each eigenvector is normalized so that the element of largest absolute value is real.
The total number of floating-point operations is proportional to ${n}^{3}$.
The real analogue of this routine is f08gaf (dspev).

10Example

This example finds all the eigenvalues 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.

10.1Program Text

Program Text (f08gnfe.f90)

10.2Program Data

Program Data (f08gnfe.d)

10.3Program Results

Program Results (f08gnfe.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017