NAME
DSTEIN2 - compute the eigenvectors of a real symmetric tridiagonal
matrix T corresponding to specified eigenvalues, using inverse
iteration
SYNOPSIS
SUBROUTINE DSTEIN2( N, D, E, M, W, IBLOCK, ISPLIT, ORFAC, Z, LDZ, WORK,
IWORK, IFAIL, INFO )
INTEGER INFO, LDZ, M, N
DOUBLE PRECISION ORFAC
INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ), IWORK( * )
DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z(
LDZ, * )
PURPOSE
DSTEIN2 computes the eigenvectors of a real symmetric tridiagonal
matrix T corresponding to specified eigenvalues, using inverse
iteration.
The maximum number of iterations allowed for each eigenvector is
specified by an internal parameter MAXITS (currently set to 5).
ARGUMENTS
N (input) INTEGER
The order of the matrix. N >= 0.
D (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the tridiagonal matrix T.
E (input) DOUBLE PRECISION array, dimension (N)
The (n-1) subdiagonal elements of the tridiagonal matrix T, in
elements 1 to N-1. E(N) need not be set.
M (input) INTEGER
The number of eigenvectors to be found. 0 <= M <= N.
W (input) DOUBLE PRECISION array, dimension (N)
The first M elements of W contain the eigenvalues for which
eigenvectors are to be computed. The eigenvalues should be
grouped by split-off block and ordered from smallest to largest
within the block. ( The output array W from DSTEBZ with ORDER
= ’B’ is expected here. )
IBLOCK (input) INTEGER array, dimension (N)
The submatrix indices associated with the corresponding
eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the
first submatrix from the top, =2 if W(i) belongs to the second
submatrix, etc. ( The output array IBLOCK from DSTEBZ is
expected here. )
ISPLIT (input) INTEGER array, dimension (N)
The splitting points, at which T breaks up into submatrices.
The first submatrix consists of rows/columns 1 to ISPLIT( 1 ),
the second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ),
etc. ( The output array ISPLIT from DSTEBZ is expected here. )
ORFAC (input) DOUBLE PRECISION
ORFAC specifies which eigenvectors should be orthogonalized.
Eigenvectors that correspond to eigenvalues which are within
ORFAC*||T|| of each other are to be orthogonalized.
Z (output) DOUBLE PRECISION array, dimension (LDZ, M)
The computed eigenvectors. The eigenvector associated with the
eigenvalue W(i) is stored in the i-th column of Z. Any vector
which fails to converge is set to its current iterate after
MAXITS iterations.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
WORK (workspace) DOUBLE PRECISION array, dimension (5*N)
IWORK (workspace) INTEGER array, dimension (N)
IFAIL (output) INTEGER array, dimension (M)
On normal exit, all elements of IFAIL are zero. If one or more
eigenvectors fail to converge after MAXITS iterations, then
their indices are stored in array IFAIL.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, then i eigenvectors failed to converge in
MAXITS iterations. Their indices are stored in array IFAIL.
PARAMETERS
MAXITS INTEGER, default = 5
The maximum number of iterations performed.
EXTRA INTEGER, default = 2
The number of iterations performed after norm growth criterion
is satisfied, should be at least 1.