Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 11/07/2023
Public

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?syevx

Computes selected eigenvalues and, optionally, eigenvectors of a symmetric matrix.

Syntax

call ssyevx(jobz, range, uplo, n, a, lda, vl, vu, il, iu, abstol, m, w, z, ldz, work, lwork, iwork, ifail, info)

call dsyevx(jobz, range, uplo, n, a, lda, vl, vu, il, iu, abstol, m, w, z, ldz, work, lwork, iwork, ifail, info)

call syevx(a, w [,uplo] [,z] [,vl] [,vu] [,il] [,iu] [,m] [,ifail] [,abstol] [,info])

Include Files

  • mkl.fi, lapack.f90

Description

The routine computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Note that for most cases of real symmetric eigenvalue problems the default choice should be syevr function as its underlying algorithm is faster and uses less workspace. ?syevx is faster for a few selected eigenvalues.

Input Parameters

jobz

CHARACTER*1. Must be 'N' or 'V'.

If jobz = 'N', then only eigenvalues are computed.

If jobz = 'V', then eigenvalues and eigenvectors are computed.

range

CHARACTER*1. Must be 'A', 'V', or 'I'.

If range = 'A', all eigenvalues will be found.

If range = 'V', all eigenvalues in the half-open interval (vl, vu] will be found.

If range = 'I', the eigenvalues with indices il through iu will be found.

uplo

CHARACTER*1. Must be 'U' or 'L'.

If uplo = 'U', a stores the upper triangular part of A.

If uplo = 'L', a stores the lower triangular part of A.

n

INTEGER. The order of the matrix A (n 0).

a, work

REAL for ssyevx

DOUBLE PRECISION for dsyevx.

Arrays:

a(lda,*) is an array containing either upper or lower triangular part of the symmetric matrix A, as specified by uplo.

The second dimension of a must be at least max(1, n).

work is a workspace array, its dimension max(1, lwork).

lda

INTEGER. The leading dimension of the array a. Must be at least max(1, n) .

vl, vu

REAL for ssyevx

DOUBLE PRECISION for dsyevx.

If range = 'V', the lower and upper bounds of the interval to be searched for eigenvalues; vlvu. Not referenced if range = 'A'or 'I'.

il, iu

INTEGER.

If range = 'I', the indices of the smallest and largest eigenvalues to be returned.

Constraints: 1 iliun, if n > 0;

il = 1 and iu = 0, if n = 0.

Not referenced if range = 'A'or 'V'.

abstol

REAL for ssyevx

DOUBLE PRECISION for dsyevx.

The absolute error tolerance for the eigenvalues. See Application Notes for more information.

ldz

INTEGER. The leading dimension of the output array z; ldz 1.

If jobz = 'V', then ldz max(1, n) .

lwork

INTEGER.

The dimension of the array work.

If n 1 then lwork 1, otherwise lwork=8*n.

If lwork = -1, then 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 by xerbla.

See Application Notes for the suggested value of lwork.

iwork

INTEGER. Workspace array, size at least max(1, 5n).

Output Parameters

a

On exit, the lower triangle (if uplo = 'L') or the upper triangle (if uplo = 'U') of A, including the diagonal, is overwritten.

m

INTEGER. The total number of eigenvalues found;

0 mn.

If range = 'A', m = n, and if range = 'I', m = iu-il+1.

w

REAL for ssyevx

DOUBLE PRECISION for dsyevx

Array, size at least max(1, n). The first m elements contain the selected eigenvalues of the matrix A in ascending order.

z

REAL for ssyevx

DOUBLE PRECISION for dsyevx.

Array z(ldz,*) contains eigenvectors.

The second dimension of z must be at least max(1, m).

If jobz = 'V', then if info = 0, the first m columns of z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the i-th column of z holding the eigenvector associated with w(i).

If an eigenvector fails to converge, then that column of z contains the latest approximation to the eigenvector, and the index of the eigenvector is returned in ifail.

If jobz = 'N', then z is not referenced.

Note: you must ensure that at least max(1,m) columns are supplied in the array z; if range = 'V', the exact value of m is not known in advance and an upper bound must be used.

work(1)

On exit, if lwork > 0, then work(1) returns the required minimal size of lwork.

ifail

INTEGER.

Array, size at least max(1, n).

If jobz = 'V', then if info = 0, the first m elements of ifail are zero; if info > 0, then ifail contains the indices of the eigenvectors that failed to converge.

If jobz = 'V', then ifail is not referenced.

info

INTEGER.

If info = 0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

If info = i, then i eigenvectors failed to converge; their indices are stored in the array ifail.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or restorable arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine syevx interface are the following:

a

Holds the matrix A of size (n, n).

w

Holds the vector of length n.

a

Holds the matrix A of size (m, n).

ifail

Holds the vector of length n.

uplo

Must be 'U' or 'L'. The default value is 'U'.

vl

Default value for this element is vl = -HUGE(vl).

vu

Default value for this element is vu = HUGE(vl).

il

Default value for this argument is il = 1.

iu

Default value for this argument is iu = n.

abstol

Default value for this element is abstol = 0.0_WP.

jobz

Restored based on the presence of the argument z as follows: jobz = 'V', if z is present, jobz = 'N', if z is omitted Note that there will be an error condition if ifail is present and z is omitted.

range

Restored based on the presence of arguments vl, vu, il, iu as follows: range = 'V', if one of or both vl and vu are present, range = 'I', if one of or both il and iu are present, range = 'A', if none of vl, vu, il, iu is present, Note that there will be an error condition if one of or both vl and vu are present and at the same time one of or both il and iu are present.

Application Notes

For optimum performance use lwork (nb+3)*n, where nb is the maximum of the blocksize for ?sytrd and ?ormtr returned by ilaenv.

If it is not clear how much workspace to supply, use a generous value of lwork for the first run or set lwork = -1.

If lwork has any of admissible sizes, which is no less than the minimal value described, then the routine completes the task, though probably not so fast as with a recommended workspace, and provides the recommended workspace in the first element of the corresponding array work on exit. Use this value (work(1)) for subsequent runs.

If lwork = -1, then the routine returns immediately and provides the recommended workspace in the first element of the corresponding array work. This operation is called a workspace query.

Note that if lwork is less than the minimal required value and is not equal to -1, then the routine returns immediately with an error exit and does not provide any information on the recommended workspace.

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 abstol+ε*max(|a|,|b|), where ε is the machine precision.

If abstol is less than or equal to zero, then ε*||T|} is used as tolerance, where ||T|| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form. Eigenvalues are computed most accurately when abstol is set to twice the underflow threshold 2*?lamch('S'), not zero.

If this routine returns with info > 0, indicating that some eigenvectors did not converge, try setting abstol to 2*?lamch('S').