MAGMA  2.3.0
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sy/heevr: Solves using MRRR (driver)

Functions

magma_int_t magma_cheevr (magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaFloatComplex *A, magma_int_t lda, float vl, float vu, magma_int_t il, magma_int_t iu, float abstol, magma_int_t *m, float *w, magmaFloatComplex *Z, magma_int_t ldz, magma_int_t *isuppz, magmaFloatComplex *work, magma_int_t lwork, float *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
 CHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T. More...
 
magma_int_t magma_cheevr_gpu (magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaFloatComplex_ptr dA, magma_int_t ldda, float vl, float vu, magma_int_t il, magma_int_t iu, float abstol, magma_int_t *m, float *w, magmaFloatComplex_ptr dZ, magma_int_t lddz, magma_int_t *isuppz, magmaFloatComplex *wA, magma_int_t ldwa, magmaFloatComplex *wZ, magma_int_t ldwz, magmaFloatComplex *work, magma_int_t lwork, float *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
 CHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T. More...
 
magma_int_t magma_zheevr (magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex *A, magma_int_t lda, double vl, double vu, magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m, double *w, magmaDoubleComplex *Z, magma_int_t ldz, magma_int_t *isuppz, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
 ZHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T. More...
 
magma_int_t magma_zheevr_gpu (magma_vec_t jobz, magma_range_t range, magma_uplo_t uplo, magma_int_t n, magmaDoubleComplex_ptr dA, magma_int_t ldda, double vl, double vu, magma_int_t il, magma_int_t iu, double abstol, magma_int_t *m, double *w, magmaDoubleComplex_ptr dZ, magma_int_t lddz, magma_int_t *isuppz, magmaDoubleComplex *wA, magma_int_t ldwa, magmaDoubleComplex *wZ, magma_int_t ldwz, magmaDoubleComplex *work, magma_int_t lwork, double *rwork, magma_int_t lrwork, magma_int_t *iwork, magma_int_t liwork, magma_int_t *info)
 ZHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T. More...
 

Detailed Description

Function Documentation

magma_int_t magma_cheevr ( magma_vec_t  jobz,
magma_range_t  range,
magma_uplo_t  uplo,
magma_int_t  n,
magmaFloatComplex *  A,
magma_int_t  lda,
float  vl,
float  vu,
magma_int_t  il,
magma_int_t  iu,
float  abstol,
magma_int_t *  m,
float *  w,
magmaFloatComplex *  Z,
magma_int_t  ldz,
magma_int_t *  isuppz,
magmaFloatComplex *  work,
magma_int_t  lwork,
float *  rwork,
magma_int_t  lrwork,
magma_int_t *  iwork,
magma_int_t  liwork,
magma_int_t *  info 
)

CHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T.

Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Whenever possible, CHEEVR calls CSTEGR to compute the eigenspectrum using Relatively Robust Representations. CSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the i-th unreduced block of T,

  1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation,
  2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high relative accuracy by the dqds algorithm,
  3. If there is a cluster of close eigenvalues, "choose" sigma_i close to the cluster, and go to step (a),
  4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, compute the corresponding eigenvector by forming a rank-revealing twisted factorization. The desired accuracy of the output can be specified by the input parameter ABSTOL.

For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD-97-971, UC Berkeley, May 1997.

Note 1 : CHEEVR calls CSTEGR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. CHEEVR calls SSTEBZ and CSTEIN on non-ieee machines and when partial spectrum requests are made.

Normal execution of CSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.

Parameters
[in]jobzmagma_vec_t
  • = MagmaNoVec: Compute eigenvalues only;
  • = MagmaVec: Compute eigenvalues and eigenvectors.
[in]rangemagma_range_t
  • = MagmaRangeAll: all eigenvalues will be found.
  • = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU] will be found.
  • = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]ACOMPLEX array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO=MagmaLower) or the upper triangle (if UPLO=MagmaUpper) of A, including the diagonal, is destroyed.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[in]vlREAL
[in]vuREAL If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
[in]ilINTEGER
[in]iuINTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
[in]abstolREAL 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
    ABSTOL + EPS * max( |a|,|b| ),

where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.
If high relative accuracy is important, set ABSTOL to SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.
[out]mINTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
[out]wREAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.
[out]ZCOMPLEX array, dimension (LDZ, max(1,M)) If JOBZ = MagmaVec, 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 JOBZ = MagmaNoVec, then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M is not known in advance and an upper bound must be used.
[in]ldzINTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = MagmaVec, LDZ >= max(1,N).
[out]isuppzINTEGER ARRAY, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
[out]work(workspace) COMPLEX array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
[in]lworkINTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for CHETRD and for CUNMTR as returned by ILAENV.
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.
[out]rwork(workspace) REAL array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal (and minimal) LRWORK.
[in]lrworkINTEGER The length of the array RWORK. LRWORK >= max(1,24*N).
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the RWORK array, returns this value as the first entry of the RWORK array, and no error message related to LRWORK is issued by XERBLA.
[out]iwork(workspace) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK[0] returns the optimal (and minimal) LIWORK.
[in]liworkINTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N).
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
  • > 0: Internal error

Further Details

Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA

magma_int_t magma_cheevr_gpu ( magma_vec_t  jobz,
magma_range_t  range,
magma_uplo_t  uplo,
magma_int_t  n,
magmaFloatComplex_ptr  dA,
magma_int_t  ldda,
float  vl,
float  vu,
magma_int_t  il,
magma_int_t  iu,
float  abstol,
magma_int_t *  m,
float *  w,
magmaFloatComplex_ptr  dZ,
magma_int_t  lddz,
magma_int_t *  isuppz,
magmaFloatComplex *  wA,
magma_int_t  ldwa,
magmaFloatComplex *  wZ,
magma_int_t  ldwz,
magmaFloatComplex *  work,
magma_int_t  lwork,
float *  rwork,
magma_int_t  lrwork,
magma_int_t *  iwork,
magma_int_t  liwork,
magma_int_t *  info 
)

CHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T.

Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Whenever possible, CHEEVR calls CSTEGR to compute the eigenspectrum using Relatively Robust Representations. CSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the i-th unreduced block of T,

  1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation,
  2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high relative accuracy by the dqds algorithm,
  3. If there is a cluster of close eigenvalues, "choose" sigma_i close to the cluster, and go to step (a),
  4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, compute the corresponding eigenvector by forming a rank-revealing twisted factorization. The desired accuracy of the output can be specified by the input parameter ABSTOL.

For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD-97-971, UC Berkeley, May 1997.

Note 1 : CHEEVR calls CSTEGR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. CHEEVR calls SSTEBZ and CSTEIN on non-ieee machines and when partial spectrum requests are made.

Normal execution of CSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.

Parameters
[in]jobzmagma_vec_t
  • = MagmaNoVec: Compute eigenvalues only;
  • = MagmaVec: Compute eigenvalues and eigenvectors.
[in]rangemagma_range_t
  • = MagmaRangeAll: all eigenvalues will be found.
  • = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU] will be found.
  • = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]dACOMPLEX array, dimension (LDDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, DA is destroyed.
[in]lddaINTEGER The leading dimension of the array A. LDDA >= max(1,N).
[in]vlREAL
[in]vuREAL If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
[in]ilINTEGER
[in]iuINTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
[in]abstolREAL 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
    ABSTOL + EPS * max( |a|,|b| ),

where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.
If high relative accuracy is important, set ABSTOL to SLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.
[out]mINTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
[out]wREAL array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.
[out]dZCOMPLEX array, dimension (LDDZ, max(1,M)) If JOBZ = MagmaVec, 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 JOBZ = MagmaNoVec, then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M is not known in advance and an upper bound must be used. (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
[in]lddzINTEGER The leading dimension of the array Z. LDDZ >= 1, and if JOBZ = MagmaVec, LDDZ >= max(1,N).
[out]isuppzINTEGER ARRAY, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
wA(workspace) COMPLEX array, dimension (LDWA, N)
[in]ldwaINTEGER The leading dimension of the array wA. LDWA >= max(1,N).
wZ(workspace) COMPLEX array, dimension (LDWZ, max(1,M))
[in]ldwzINTEGER The leading dimension of the array wZ. LDWZ >= 1, and if JOBZ = MagmaVec, LDWZ >= max(1,N).
[out]work(workspace) COMPLEX array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
[in]lworkINTEGER The length of the array WORK. LWORK >= (NB+1)*N, where NB is the max of the blocksize for CHETRD
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.
[out]rwork(workspace) REAL array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal (and minimal) LRWORK.
[in]lrworkINTEGER The length of the array RWORK. LRWORK >= max(1,24*N).
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the RWORK array, returns this value as the first entry of the RWORK array, and no error message related to LRWORK is issued by XERBLA.
[out]iwork(workspace) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK[0] returns the optimal (and minimal) LIWORK.
[in]liworkINTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N).
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
  • > 0: Internal error

Further Details

Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA

magma_int_t magma_zheevr ( magma_vec_t  jobz,
magma_range_t  range,
magma_uplo_t  uplo,
magma_int_t  n,
magmaDoubleComplex *  A,
magma_int_t  lda,
double  vl,
double  vu,
magma_int_t  il,
magma_int_t  iu,
double  abstol,
magma_int_t *  m,
double *  w,
magmaDoubleComplex *  Z,
magma_int_t  ldz,
magma_int_t *  isuppz,
magmaDoubleComplex *  work,
magma_int_t  lwork,
double *  rwork,
magma_int_t  lrwork,
magma_int_t *  iwork,
magma_int_t  liwork,
magma_int_t *  info 
)

ZHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T.

Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Whenever possible, ZHEEVR calls ZSTEGR to compute the eigenspectrum using Relatively Robust Representations. ZSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the i-th unreduced block of T,

  1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation,
  2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high relative accuracy by the dqds algorithm,
  3. If there is a cluster of close eigenvalues, "choose" sigma_i close to the cluster, and go to step (a),
  4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, compute the corresponding eigenvector by forming a rank-revealing twisted factorization. The desired accuracy of the output can be specified by the input parameter ABSTOL.

For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD-97-971, UC Berkeley, May 1997.

Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and when partial spectrum requests are made.

Normal execution of ZSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.

Parameters
[in]jobzmagma_vec_t
  • = MagmaNoVec: Compute eigenvalues only;
  • = MagmaVec: Compute eigenvalues and eigenvectors.
[in]rangemagma_range_t
  • = MagmaRangeAll: all eigenvalues will be found.
  • = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU] will be found.
  • = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]ACOMPLEX_16 array, dimension (LDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO=MagmaLower) or the upper triangle (if UPLO=MagmaUpper) of A, including the diagonal, is destroyed.
[in]ldaINTEGER The leading dimension of the array A. LDA >= max(1,N).
[in]vlDOUBLE PRECISION
[in]vuDOUBLE PRECISION If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
[in]ilINTEGER
[in]iuINTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
[in]abstolDOUBLE PRECISION 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
    ABSTOL + EPS * max( |a|,|b| ),

where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.
If high relative accuracy is important, set ABSTOL to DLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.
[out]mINTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
[out]wDOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.
[out]ZCOMPLEX_16 array, dimension (LDZ, max(1,M)) If JOBZ = MagmaVec, 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 JOBZ = MagmaNoVec, then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M is not known in advance and an upper bound must be used.
[in]ldzINTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = MagmaVec, LDZ >= max(1,N).
[out]isuppzINTEGER ARRAY, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
[out]work(workspace) COMPLEX_16 array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
[in]lworkINTEGER The length of the array WORK. LWORK >= max(1,2*N). For optimal efficiency, LWORK >= (NB+1)*N, where NB is the max of the blocksize for ZHETRD and for ZUNMTR as returned by ILAENV.
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.
[out]rwork(workspace) DOUBLE PRECISION array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal (and minimal) LRWORK.
[in]lrworkINTEGER The length of the array RWORK. LRWORK >= max(1,24*N).
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the RWORK array, returns this value as the first entry of the RWORK array, and no error message related to LRWORK is issued by XERBLA.
[out]iwork(workspace) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK[0] returns the optimal (and minimal) LIWORK.
[in]liworkINTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N).
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
  • > 0: Internal error

Further Details

Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA

magma_int_t magma_zheevr_gpu ( magma_vec_t  jobz,
magma_range_t  range,
magma_uplo_t  uplo,
magma_int_t  n,
magmaDoubleComplex_ptr  dA,
magma_int_t  ldda,
double  vl,
double  vu,
magma_int_t  il,
magma_int_t  iu,
double  abstol,
magma_int_t *  m,
double *  w,
magmaDoubleComplex_ptr  dZ,
magma_int_t  lddz,
magma_int_t *  isuppz,
magmaDoubleComplex *  wA,
magma_int_t  ldwa,
magmaDoubleComplex *  wZ,
magma_int_t  ldwz,
magmaDoubleComplex *  work,
magma_int_t  lwork,
double *  rwork,
magma_int_t  lrwork,
magma_int_t *  iwork,
magma_int_t  liwork,
magma_int_t *  info 
)

ZHEEVR computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix T.

Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues.

Whenever possible, ZHEEVR calls ZSTEGR to compute the eigenspectrum using Relatively Robust Representations. ZSTEGR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For the i-th unreduced block of T,

  1. Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T is a relatively robust representation,
  2. Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high relative accuracy by the dqds algorithm,
  3. If there is a cluster of close eigenvalues, "choose" sigma_i close to the cluster, and go to step (a),
  4. Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, compute the corresponding eigenvector by forming a rank-revealing twisted factorization. The desired accuracy of the output can be specified by the input parameter ABSTOL.

For more details, see "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, Computer Science Division Technical Report No. UCB//CSD-97-971, UC Berkeley, May 1997.

Note 1 : ZHEEVR calls ZSTEGR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and when partial spectrum requests are made.

Normal execution of ZSTEGR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner.

Parameters
[in]jobzmagma_vec_t
  • = MagmaNoVec: Compute eigenvalues only;
  • = MagmaVec: Compute eigenvalues and eigenvectors.
[in]rangemagma_range_t
  • = MagmaRangeAll: all eigenvalues will be found.
  • = MagmaRangeV: all eigenvalues in the half-open interval (VL,VU] will be found.
  • = MagmaRangeI: the IL-th through IU-th eigenvalues will be found.
[in]uplomagma_uplo_t
  • = MagmaUpper: Upper triangle of A is stored;
  • = MagmaLower: Lower triangle of A is stored.
[in]nINTEGER The order of the matrix A. N >= 0.
[in,out]dACOMPLEX_16 array, dimension (LDDA, N) On entry, the Hermitian matrix A. If UPLO = MagmaUpper, the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = MagmaLower, the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, DA is destroyed.
[in]lddaINTEGER The leading dimension of the array A. LDDA >= max(1,N).
[in]vlDOUBLE PRECISION
[in]vuDOUBLE PRECISION If RANGE=MagmaRangeV, the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = MagmaRangeAll or MagmaRangeI.
[in]ilINTEGER
[in]iuINTEGER If RANGE=MagmaRangeI, the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = MagmaRangeAll or MagmaRangeV.
[in]abstolDOUBLE PRECISION 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
    ABSTOL + EPS * max( |a|,|b| ),

where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form.
See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3.
If high relative accuracy is important, set ABSTOL to DLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but furutre releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy.
[out]mINTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = MagmaRangeAll, M = N, and if RANGE = MagmaRangeI, M = IU-IL+1.
[out]wDOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order.
[out]dZCOMPLEX_16 array, dimension (LDDZ, max(1,M)) If JOBZ = MagmaVec, 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 JOBZ = MagmaNoVec, then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = MagmaRangeV, the exact value of M is not known in advance and an upper bound must be used. (workspace) If FAST_HEMV is defined DZ should be (LDDZ, max(1,N)) in both cases.
[in]lddzINTEGER The leading dimension of the array Z. LDDZ >= 1, and if JOBZ = MagmaVec, LDDZ >= max(1,N).
[out]isuppzINTEGER ARRAY, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). Implemented only for RANGE = MagmaRangeAll or MagmaRangeI and IU - IL = N - 1
wA(workspace) COMPLEX_16 array, dimension (LDWA, N)
[in]ldwaINTEGER The leading dimension of the array wA. LDWA >= max(1,N).
wZ(workspace) COMPLEX_16 array, dimension (LDWZ, max(1,M))
[in]ldwzINTEGER The leading dimension of the array wZ. LDWZ >= 1, and if JOBZ = MagmaVec, LDWZ >= max(1,N).
[out]work(workspace) COMPLEX_16 array, dimension (LWORK) On exit, if INFO = 0, WORK[0] returns the optimal LWORK.
[in]lworkINTEGER The length of the array WORK. LWORK >= (NB+1)*N, where NB is the max of the blocksize for ZHETRD
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.
[out]rwork(workspace) DOUBLE PRECISION array, dimension (LRWORK) On exit, if INFO = 0, RWORK[0] returns the optimal (and minimal) LRWORK.
[in]lrworkINTEGER The length of the array RWORK. LRWORK >= max(1,24*N).
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the RWORK array, returns this value as the first entry of the RWORK array, and no error message related to LRWORK is issued by XERBLA.
[out]iwork(workspace) INTEGER array, dimension (LIWORK) On exit, if INFO = 0, IWORK[0] returns the optimal (and minimal) LIWORK.
[in]liworkINTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N).
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA.
[out]infoINTEGER
  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value
  • > 0: Internal error

Further Details

Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA