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cpteqr (3)
  • >> cpteqr (3) ( Solaris man: Библиотечные вызовы )
  • 
    NAME
         cpteqr - compute all eigenvalues and, optionally,  eigenvec-
         tors  of a symmetric positive definite tridiagonal matrix by
         first factoring the matrix using  SPTTRF  and  then  calling
         CBDSQR to compute the singular values of the bidiagonal fac-
         tor
    
    SYNOPSIS
         SUBROUTINE CPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
    
         CHARACTER COMPZ
    
         INTEGER INFO, LDZ, N
    
         REAL D( * ), E( * ), WORK( * )
    
         COMPLEX Z( LDZ, * )
    
    
    
         #include <sunperf.h>
    
         void cpteqr(char compz, int n, float *d, float  *e,  complex
                   *cz, int ldz, int *info) ;
    
    PURPOSE
         CPTEQR computes all eigenvalues and,  optionally,  eigenvec-
         tors  of a symmetric positive definite tridiagonal matrix by
         first factoring the matrix using  SPTTRF  and  then  calling
         CBDSQR to compute the singular values of the bidiagonal fac-
         tor.
    
         This routine computes the eigenvalues of the positive defin-
         ite  tridiagonal  matrix  to  high  relative accuracy.  This
         means that if the eigenvalues range over many orders of mag-
         nitude in size, then the small eigenvalues and corresponding
         eigenvectors will be  computed  more  accurately  than,  for
         example, with the standard QR method.
    
         The eigenvectors of a full or band positive definite  Hermi-
         tian  matrix  can also be found if CHETRD, CHPTRD, or CHBTRD
         has been used to reduce this  matrix  to  tridiagonal  form.
         (The  reduction  to  tridiagonal form, however, may preclude
         the possibility of obtaining high relative accuracy  in  the
         small  eigenvalues  of  the original matrix, if these eigen-
         values range over many orders of magnitude.)
    
    
    ARGUMENTS
         COMPZ     (input) CHARACTER*1
                   = 'N':  Compute eigenvalues only.
                   = 'V':  Compute eigenvectors of original Hermitian
                   matrix  also.  Array Z contains the unitary matrix
                   used to reduce the original matrix to  tridiagonal
                   form.  = 'I':  Compute eigenvectors of tridiagonal
                   matrix also.
    
         N         (input) INTEGER
                   The order of the matrix.  N >= 0.
    
         D         (input/output) REAL array, dimension (N)
                   On entry, the n diagonal elements of the tridiago-
                   nal matrix.  On normal exit, D contains the eigen-
                   values, in descending order.
    
         E         (input/output) REAL array, dimension (N-1)
                   On entry, the (n-1) subdiagonal  elements  of  the
                   tridiagonal  matrix.   On  exit,  E  has been des-
                   troyed.
    
         Z         (input/output) COMPLEX array, dimension (LDZ, N)
                   On entry, if COMPZ = 'V', the unitary matrix  used
                   in the reduction to tridiagonal form.  On exit, if
                   COMPZ = 'V', the orthonormal eigenvectors  of  the
                   original  Hermitian  matrix;  if  COMPZ = 'I', the
                   orthonormal  eigenvectors   of   the   tridiagonal
                   matrix.   If  INFO  >  0  on  exit, Z contains the
                   eigenvectors  associated  with  only  the   stored
                   eigenvalues.   If   COMPZ  =  'N',  then  Z is not
                   referenced.
    
         LDZ       (input) INTEGER
                   The leading dimension of the array Z.  LDZ  >=  1,
                   and if COMPZ = 'V' or 'I', LDZ >= max(1,N).
    
         WORK      (workspace) REAL array, dimension (LWORK)
                   If  COMPZ = 'N', then LWORK = 2*N If  COMPZ =  'V'
                   or 'I', then LWORK = MAX(1,4*N-4)
    
         INFO      (output) INTEGER
                   = 0:  successful exit.
                   < 0:  if INFO = -i, the i-th argument had an ille-
                   gal value.
                   > 0:  if INFO = i, and i is:  <= N   the  Cholesky
                   factorization of the matrix could not be performed
                   because the i-th principal minor was not  positive
                   definite.   > N   the SVD algorithm failed to con-
                   verge; if INFO = N+i, i off-diagonal  elements  of
                   the bidiagonal factor did not converge to zero.
    
    
    
    


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