doubleSYeigen(3)

NAME
doubleSYeigen

SYNOPSIS

  Functions
subroutine dsyev (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO)
DSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyev_2stage (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO)
DSYEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevd (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO)
DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevd_2stage (JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, INFO)
DSYEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevr (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevr_2stage (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, IWORK, LIWORK, INFO)
DSYEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevx (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)
DSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsyevx_2stage (JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)
DSYEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices
subroutine dsygv (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO)
DSYGV
subroutine dsygv_2stage (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, INFO)
DSYGV_2STAGE
subroutine dsygvd (ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, LWORK, IWORK, LIWORK, INFO)
DSYGVD
subroutine dsygvx (ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO)
DSYGVX

Detailed Description

This is the group of double eigenvalue driver functions for SY matrices

Function Documentation

  subroutine dsyev (character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEV computes all eigenvalues and, optionally, eigenvectors of a
     real symmetric matrix A.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              orthonormal eigenvectors of the matrix A.
              If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
              or the upper triangle (if UPLO='U') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK.  LWORK >= max(1,3*N-1).
              For optimal efficiency, LWORK >= (NB+2)*N,
              where NB is the blocksize for DSYTRD 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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the algorithm failed to converge; i
                    off-diagonal elements of an intermediate tridiagonal
                    form did not converge to zero.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 134 of file dsyev.f.

  subroutine dsyev_2stage (character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEV_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
     real symmetric matrix A using the 2stage technique for
     the reduction to tridiagonal.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.
                      Not available in this release.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              orthonormal eigenvectors of the matrix A.
              If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
              or the upper triangle (if UPLO='U') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array, dimension LWORK
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK. LWORK >= 1, when N <= 1;
              otherwise
              If JOBZ = 'N' and N > 1, LWORK must be queried.
                                       LWORK = MAX(1, dimension) where
                                       dimension = max(stage1,stage2) + (KD+1)*N + 2*N
                                                 = N*KD + N*max(KD+1,FACTOPTNB)
                                                   + max(2*KD*KD, KD*NTHREADS)
                                                   + (KD+1)*N + 2*N
                                       where KD is the blocking size of the reduction,
                                       FACTOPTNB is the blocking used by the QR or LQ
                                       algorithm, usually FACTOPTNB=128 is a good choice
                                       NTHREADS is the number of threads used when
                                       openMP compilation is enabled, otherwise =1.
              If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
              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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the algorithm failed to converge; i
                    off-diagonal elements of an intermediate tridiagonal
                    form did not converge to zero.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2017

Further Details:

      All details about the 2stage techniques are available in:
      Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
      Parallel reduction to condensed forms for symmetric eigenvalue problems
      using aggregated fine-grained and memory-aware kernels. In Proceedings
      of 2011 International Conference for High Performance Computing,
      Networking, Storage and Analysis (SC '11), New York, NY, USA,
      Article 8 , 11 pages.
      http://doi.acm.org/10.1145/2063384.2063394
      A. Haidar, J. Kurzak, P. Luszczek, 2013.
      An improved parallel singular value algorithm and its implementation
      for multicore hardware, In Proceedings of 2013 International Conference
      for High Performance Computing, Networking, Storage and Analysis (SC '13).
      Denver, Colorado, USA, 2013.
      Article 90, 12 pages.
      http://doi.acm.org/10.1145/2503210.2503292
      A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
      A novel hybrid CPU-GPU generalized eigensolver for electronic structure
      calculations based on fine-grained memory aware tasks.
      International Journal of High Performance Computing Applications.
      Volume 28 Issue 2, Pages 196-209, May 2014.
      http://hpc.sagepub.com/content/28/2/196

Definition at line 185 of file dsyev_2stage.f.

  subroutine dsyevd (character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
     real symmetric matrix A. If eigenvectors are desired, it uses a
     divide and conquer algorithm.
     The divide and conquer algorithm makes very mild assumptions about
     floating point arithmetic. It will work on machines with a guard
     digit in add/subtract, or on those binary machines without guard
     digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
     Cray-2. It could conceivably fail on hexadecimal or decimal machines
     without guard digits, but we know of none.
     Because of large use of BLAS of level 3, DSYEVD needs N**2 more
     workspace than DSYEVX.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              orthonormal eigenvectors of the matrix A.
              If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
              or the upper triangle (if UPLO='U') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array,
                                             dimension (LWORK)
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.
              If N <= 1,               LWORK must be at least 1.
              If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1.
              If JOBZ = 'V' and N > 1, LWORK must be at least
                                                    1 + 6*N + 2*N**2.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates the optimal sizes of the WORK and IWORK
              arrays, returns these values as the first entries of the WORK
              and IWORK arrays, and no error message related to LWORK or
              LIWORK is issued by XERBLA.

    IWORK

              IWORK is INTEGER array, dimension (MAX(1,LIWORK))
              On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

    LIWORK

              LIWORK is INTEGER
              The dimension of the array IWORK.
              If N <= 1,                LIWORK must be at least 1.
              If JOBZ  = 'N' and N > 1, LIWORK must be at least 1.
              If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
              If LIWORK = -1, then a workspace query is assumed; the
              routine only calculates the optimal sizes of the WORK and
              IWORK arrays, returns these values as the first entries of
              the WORK and IWORK arrays, and no error message related to
              LWORK or LIWORK is issued by XERBLA.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i and JOBZ = 'N', then the algorithm failed
                    to converge; i off-diagonal elements of an intermediate
                    tridiagonal form did not converge to zero;
                    if INFO = i and JOBZ = 'V', then the algorithm failed
                    to compute an eigenvalue while working on the submatrix
                    lying in rows and columns INFO/(N+1) through
                    mod(INFO,N+1).

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Contributors:
    Jeff Rutter, Computer Science Division, University of California at Berkeley, USA
     Modified by Francoise Tisseur, University of Tennessee
     Modified description of INFO. Sven, 16 Feb 05.

Definition at line 187 of file dsyevd.f.

  subroutine dsyevd_2stage (character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
     real symmetric matrix A using the 2stage technique for
     the reduction to tridiagonal. If eigenvectors are desired, it uses a
     divide and conquer algorithm.
     The divide and conquer algorithm makes very mild assumptions about
     floating point arithmetic. It will work on machines with a guard
     digit in add/subtract, or on those binary machines without guard
     digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
     Cray-2. It could conceivably fail on hexadecimal or decimal machines
     without guard digits, but we know of none.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.
                      Not available in this release.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              orthonormal eigenvectors of the matrix A.
              If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
              or the upper triangle (if UPLO='U') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array,
                                             dimension (LWORK)
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.
              If N <= 1,               LWORK must be at least 1.
              If JOBZ = 'N' and N > 1, LWORK must be queried.
                                       LWORK = MAX(1, dimension) where
                                       dimension = max(stage1,stage2) + (KD+1)*N + 2*N+1
                                                 = N*KD + N*max(KD+1,FACTOPTNB)
                                                   + max(2*KD*KD, KD*NTHREADS)
                                                   + (KD+1)*N + 2*N+1
                                       where KD is the blocking size of the reduction,
                                       FACTOPTNB is the blocking used by the QR or LQ
                                       algorithm, usually FACTOPTNB=128 is a good choice
                                       NTHREADS is the number of threads used when
                                       openMP compilation is enabled, otherwise =1.
              If JOBZ = 'V' and N > 1, LWORK must be at least
                                                    1 + 6*N + 2*N**2.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates the optimal sizes of the WORK and IWORK
              arrays, returns these values as the first entries of the WORK
              and IWORK arrays, and no error message related to LWORK or
              LIWORK is issued by XERBLA.

    IWORK

              IWORK is INTEGER array, dimension (MAX(1,LIWORK))
              On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

    LIWORK

              LIWORK is INTEGER
              The dimension of the array IWORK.
              If N <= 1,                LIWORK must be at least 1.
              If JOBZ  = 'N' and N > 1, LIWORK must be at least 1.
              If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
              If LIWORK = -1, then a workspace query is assumed; the
              routine only calculates the optimal sizes of the WORK and
              IWORK arrays, returns these values as the first entries of
              the WORK and IWORK arrays, and no error message related to
              LWORK or LIWORK is issued by XERBLA.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i and JOBZ = 'N', then the algorithm failed
                    to converge; i off-diagonal elements of an intermediate
                    tridiagonal form did not converge to zero;
                    if INFO = i and JOBZ = 'V', then the algorithm failed
                    to compute an eigenvalue while working on the submatrix
                    lying in rows and columns INFO/(N+1) through
                    mod(INFO,N+1).

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2017

Contributors:
    Jeff Rutter, Computer Science Division, University of California at Berkeley, USA
     Modified by Francoise Tisseur, University of Tennessee
     Modified description of INFO. Sven, 16 Feb 05.

Further Details:

      All details about the 2stage techniques are available in:
      Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
      Parallel reduction to condensed forms for symmetric eigenvalue problems
      using aggregated fine-grained and memory-aware kernels. In Proceedings
      of 2011 International Conference for High Performance Computing,
      Networking, Storage and Analysis (SC '11), New York, NY, USA,
      Article 8 , 11 pages.
      http://doi.acm.org/10.1145/2063384.2063394
      A. Haidar, J. Kurzak, P. Luszczek, 2013.
      An improved parallel singular value algorithm and its implementation
      for multicore hardware, In Proceedings of 2013 International Conference
      for High Performance Computing, Networking, Storage and Analysis (SC '13).
      Denver, Colorado, USA, 2013.
      Article 90, 12 pages.
      http://doi.acm.org/10.1145/2503210.2503292
      A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
      A novel hybrid CPU-GPU generalized eigensolver for electronic structure
      calculations based on fine-grained memory aware tasks.
      International Journal of High Performance Computing Applications.
      Volume 28 Issue 2, Pages 196-209, May 2014.
      http://hpc.sagepub.com/content/28/2/196

Definition at line 229 of file dsyevd_2stage.f.

  subroutine dsyevr (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * ) ISUPPZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEVR 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.
     DSYEVR first reduces the matrix A to tridiagonal form T with a call
     to DSYTRD.  Then, whenever possible, DSYEVR calls DSTEMR to compute
     the eigenspectrum using Relatively Robust Representations.  DSTEMR
     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 each unreduced block (submatrix) of T,
        (a) Compute T - sigma I  = L D L^T, so that L and D
            define all the wanted eigenvalues to high relative accuracy.
            This means that small relative changes in the entries of D and L
            cause only small relative changes in the eigenvalues and
            eigenvectors. The standard (unfactored) representation of the
            tridiagonal matrix T does not have this property in general.
        (b) Compute the eigenvalues to suitable accuracy.
            If the eigenvectors are desired, the algorithm attains full
            accuracy of the computed eigenvalues only right before
            the corresponding vectors have to be computed, see steps c) and d).
        (c) For each cluster of close eigenvalues, select a new
            shift close to the cluster, find a new factorization, and refine
            the shifted eigenvalues to suitable accuracy.
        (d) For each eigenvalue with a large enough relative separation compute
            the corresponding eigenvector by forming a rank revealing twisted
            factorization. Go back to (c) for any clusters that remain.
     The desired accuracy of the output can be specified by the input
     parameter ABSTOL.
     For more details, see DSTEMR's documentation and:
     - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
       to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
       Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
     - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
       Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
       2004.  Also LAPACK Working Note 154.
     - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
       tridiagonal eigenvalue/eigenvector problem",
       Computer Science Division Technical Report No. UCB/CSD-97-971,
       UC Berkeley, May 1997.
     Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested
     on machines which conform to the ieee-754 floating point standard.
     DSYEVR calls DSTEBZ and DSTEIN on non-ieee machines and
     when partial spectrum requests are made.
     Normal execution of DSTEMR 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:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    RANGE

              RANGE is CHARACTER*1
              = 'A': all eigenvalues will be found.
              = 'V': all eigenvalues in the half-open interval (VL,VU]
                     will be found.
              = 'I': the IL-th through IU-th eigenvalues will be found.
              For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
              DSTEIN are called

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              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='L') or the upper
              triangle (if UPLO='U') of A, including the diagonal, is
              destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    VL

              VL is DOUBLE PRECISION
              If RANGE='V', the lower bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the upper bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    IL

              IL is INTEGER
              If RANGE='I', the index of the
              smallest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    IU

              IU is INTEGER
              If RANGE='I', the index of the
              largest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    ABSTOL

              ABSTOL is DOUBLE 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
              future 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.

    M

              M is INTEGER
              The total number of eigenvalues found.  0 <= M <= N.
              If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

    W

              W is DOUBLE PRECISION array, dimension (N)
              The first M elements contain the selected eigenvalues in
              ascending order.

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, 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 JOBZ = 'N', 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 = 'V', the exact value of M
              is not known in advance and an upper bound must be used.
              Supplying N columns is always safe.

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z.  LDZ >= 1, and if
              JOBZ = 'V', LDZ >= max(1,N).

    ISUPPZ

              ISUPPZ is INTEGER 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 ). This is an output of DSTEMR (tridiagonal
              matrix). The support of the eigenvectors of A is typically
              1:N because of the orthogonal transformations applied by DORMTR.
              Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.  LWORK >= max(1,26*N).
              For optimal efficiency, LWORK >= (NB+6)*N,
              where NB is the max of the blocksize for DSYTRD and DORMTR
              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.

    IWORK

              IWORK is INTEGER array, dimension (MAX(1,LIWORK))
              On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.

    LIWORK

              LIWORK is INTEGER
              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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  Internal error

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    June 2016

Contributors:
    Inderjit Dhillon, IBM Almaden, USA
     Osni Marques, LBNL/NERSC, USA
     Ken Stanley, Computer Science Division, University of California at Berkeley, USA
     Jason Riedy, Computer Science Division, University of California at Berkeley, USA

Definition at line 336 of file dsyevr.f.

  subroutine dsyevr_2stage (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, integer, dimension( * ) ISUPPZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEVR_2STAGE computes selected eigenvalues and, optionally, eigenvectors
     of a real symmetric matrix A using the 2stage technique for
     the reduction to tridiagonal.  Eigenvalues and eigenvectors can be
     selected by specifying either a range of values or a range of
     indices for the desired eigenvalues.
     DSYEVR_2STAGE first reduces the matrix A to tridiagonal form T with a call
     to DSYTRD.  Then, whenever possible, DSYEVR_2STAGE calls DSTEMR to compute
     the eigenspectrum using Relatively Robust Representations.  DSTEMR
     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 each unreduced block (submatrix) of T,
        (a) Compute T - sigma I  = L D L^T, so that L and D
            define all the wanted eigenvalues to high relative accuracy.
            This means that small relative changes in the entries of D and L
            cause only small relative changes in the eigenvalues and
            eigenvectors. The standard (unfactored) representation of the
            tridiagonal matrix T does not have this property in general.
        (b) Compute the eigenvalues to suitable accuracy.
            If the eigenvectors are desired, the algorithm attains full
            accuracy of the computed eigenvalues only right before
            the corresponding vectors have to be computed, see steps c) and d).
        (c) For each cluster of close eigenvalues, select a new
            shift close to the cluster, find a new factorization, and refine
            the shifted eigenvalues to suitable accuracy.
        (d) For each eigenvalue with a large enough relative separation compute
            the corresponding eigenvector by forming a rank revealing twisted
            factorization. Go back to (c) for any clusters that remain.
     The desired accuracy of the output can be specified by the input
     parameter ABSTOL.
     For more details, see DSTEMR's documentation and:
     - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
       to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
       Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
     - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
       Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
       2004.  Also LAPACK Working Note 154.
     - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
       tridiagonal eigenvalue/eigenvector problem",
       Computer Science Division Technical Report No. UCB/CSD-97-971,
       UC Berkeley, May 1997.
     Note 1 : DSYEVR_2STAGE calls DSTEMR when the full spectrum is requested
     on machines which conform to the ieee-754 floating point standard.
     DSYEVR_2STAGE calls DSTEBZ and SSTEIN on non-ieee machines and
     when partial spectrum requests are made.
     Normal execution of DSTEMR 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:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.
                      Not available in this release.

    RANGE

              RANGE is CHARACTER*1
              = 'A': all eigenvalues will be found.
              = 'V': all eigenvalues in the half-open interval (VL,VU]
                     will be found.
              = 'I': the IL-th through IU-th eigenvalues will be found.
              For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
              DSTEIN are called

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              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='L') or the upper
              triangle (if UPLO='U') of A, including the diagonal, is
              destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    VL

              VL is DOUBLE PRECISION
              If RANGE='V', the lower bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the upper bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    IL

              IL is INTEGER
              If RANGE='I', the index of the
              smallest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    IU

              IU is INTEGER
              If RANGE='I', the index of the
              largest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    ABSTOL

              ABSTOL is DOUBLE 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
              future 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.

    M

              M is INTEGER
              The total number of eigenvalues found.  0 <= M <= N.
              If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

    W

              W is DOUBLE PRECISION array, dimension (N)
              The first M elements contain the selected eigenvalues in
              ascending order.

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, 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 JOBZ = 'N', 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 = 'V', the exact value of M
              is not known in advance and an upper bound must be used.
              Supplying N columns is always safe.

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z.  LDZ >= 1, and if
              JOBZ = 'V', LDZ >= max(1,N).

    ISUPPZ

              ISUPPZ is INTEGER 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 ). This is an output of DSTEMR (tridiagonal
              matrix). The support of the eigenvectors of A is typically
              1:N because of the orthogonal transformations applied by DORMTR.
              Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.
              If JOBZ = 'N' and N > 1, LWORK must be queried.
                                       LWORK = MAX(1, 26*N, dimension) where
                                       dimension = max(stage1,stage2) + (KD+1)*N + 5*N
                                                 = N*KD + N*max(KD+1,FACTOPTNB)
                                                   + max(2*KD*KD, KD*NTHREADS)
                                                   + (KD+1)*N + 5*N
                                       where KD is the blocking size of the reduction,
                                       FACTOPTNB is the blocking used by the QR or LQ
                                       algorithm, usually FACTOPTNB=128 is a good choice
                                       NTHREADS is the number of threads used when
                                       openMP compilation is enabled, otherwise =1.
              If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
              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.

    IWORK

              IWORK is INTEGER array, dimension (MAX(1,LIWORK))
              On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.

    LIWORK

              LIWORK is INTEGER
              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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  Internal error

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    June 2016

Contributors:
    Inderjit Dhillon, IBM Almaden, USA
     Osni Marques, LBNL/NERSC, USA
     Ken Stanley, Computer Science Division, University of California at Berkeley, USA
     Jason Riedy, Computer Science Division, University of California at Berkeley, USA

Further Details:

      All details about the 2stage techniques are available in:
      Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
      Parallel reduction to condensed forms for symmetric eigenvalue problems
      using aggregated fine-grained and memory-aware kernels. In Proceedings
      of 2011 International Conference for High Performance Computing,
      Networking, Storage and Analysis (SC '11), New York, NY, USA,
      Article 8 , 11 pages.
      http://doi.acm.org/10.1145/2063384.2063394
      A. Haidar, J. Kurzak, P. Luszczek, 2013.
      An improved parallel singular value algorithm and its implementation
      for multicore hardware, In Proceedings of 2013 International Conference
      for High Performance Computing, Networking, Storage and Analysis (SC '13).
      Denver, Colorado, USA, 2013.
      Article 90, 12 pages.
      http://doi.acm.org/10.1145/2503210.2503292
      A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
      A novel hybrid CPU-GPU generalized eigensolver for electronic structure
      calculations based on fine-grained memory aware tasks.
      International Journal of High Performance Computing Applications.
      Volume 28 Issue 2, Pages 196-209, May 2014.
      http://hpc.sagepub.com/content/28/2/196

Definition at line 383 of file dsyevr_2stage.f.

  subroutine dsyevx (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

DSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEVX 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.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    RANGE

              RANGE is CHARACTER*1
              = 'A': all eigenvalues will be found.
              = 'V': all eigenvalues in the half-open interval (VL,VU]
                     will be found.
              = 'I': the IL-th through IU-th eigenvalues will be found.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              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='L') or the upper
              triangle (if UPLO='U') of A, including the diagonal, is
              destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    VL

              VL is DOUBLE PRECISION
              If RANGE='V', the lower bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the upper bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    IL

              IL is INTEGER
              If RANGE='I', the index of the
              smallest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    IU

              IU is INTEGER
              If RANGE='I', the index of the
              largest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    ABSTOL

              ABSTOL is DOUBLE 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.
              Eigenvalues will be computed most accurately when ABSTOL is
              set to twice the underflow threshold 2*DLAMCH('S'), not zero.
              If this routine returns with INFO>0, indicating that some
              eigenvectors did not converge, try setting ABSTOL to
              2*DLAMCH('S').
              See "Computing Small Singular Values of Bidiagonal Matrices
              with Guaranteed High Relative Accuracy," by Demmel and
              Kahan, LAPACK Working Note #3.

    M

              M is INTEGER
              The total number of eigenvalues found.  0 <= M <= N.
              If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

    W

              W is DOUBLE PRECISION array, dimension (N)
              On normal exit, the first M elements contain the selected
              eigenvalues in ascending order.

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, 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: the user 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.

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z.  LDZ >= 1, and if
              JOBZ = 'V', LDZ >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK.  LWORK >= 1, when N <= 1;
              otherwise 8*N.
              For optimal efficiency, LWORK >= (NB+3)*N,
              where NB is the max of the blocksize for DSYTRD and DORMTR
              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.

    IWORK

              IWORK is INTEGER array, dimension (5*N)

    IFAIL

              IFAIL is INTEGER array, dimension (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 = 'N', then IFAIL is not referenced.

    INFO

              INFO is 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.
                    Their indices are stored in array IFAIL.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    June 2016

Definition at line 255 of file dsyevx.f.

  subroutine dsyevx_2stage (character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

DSYEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices

Purpose:

     DSYEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
     of a real symmetric matrix A using the 2stage technique for
     the reduction to tridiagonal.  Eigenvalues and eigenvectors can be
     selected by specifying either a range of values or a range of indices
     for the desired eigenvalues.

Parameters:
    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.
                      Not available in this release.

    RANGE

              RANGE is CHARACTER*1
              = 'A': all eigenvalues will be found.
              = 'V': all eigenvalues in the half-open interval (VL,VU]
                     will be found.
              = 'I': the IL-th through IU-th eigenvalues will be found.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              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='L') or the upper
              triangle (if UPLO='U') of A, including the diagonal, is
              destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    VL

              VL is DOUBLE PRECISION
              If RANGE='V', the lower bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the upper bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    IL

              IL is INTEGER
              If RANGE='I', the index of the
              smallest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    IU

              IU is INTEGER
              If RANGE='I', the index of the
              largest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    ABSTOL

              ABSTOL is DOUBLE 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.
              Eigenvalues will be computed most accurately when ABSTOL is
              set to twice the underflow threshold 2*DLAMCH('S'), not zero.
              If this routine returns with INFO>0, indicating that some
              eigenvectors did not converge, try setting ABSTOL to
              2*DLAMCH('S').
              See "Computing Small Singular Values of Bidiagonal Matrices
              with Guaranteed High Relative Accuracy," by Demmel and
              Kahan, LAPACK Working Note #3.

    M

              M is INTEGER
              The total number of eigenvalues found.  0 <= M <= N.
              If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

    W

              W is DOUBLE PRECISION array, dimension (N)
              On normal exit, the first M elements contain the selected
              eigenvalues in ascending order.

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, 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: the user 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.

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z.  LDZ >= 1, and if
              JOBZ = 'V', LDZ >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK. LWORK >= 1, when N <= 1;
              otherwise
              If JOBZ = 'N' and N > 1, LWORK must be queried.
                                       LWORK = MAX(1, 8*N, dimension) where
                                       dimension = max(stage1,stage2) + (KD+1)*N + 3*N
                                                 = N*KD + N*max(KD+1,FACTOPTNB)
                                                   + max(2*KD*KD, KD*NTHREADS)
                                                   + (KD+1)*N + 3*N
                                       where KD is the blocking size of the reduction,
                                       FACTOPTNB is the blocking used by the QR or LQ
                                       algorithm, usually FACTOPTNB=128 is a good choice
                                       NTHREADS is the number of threads used when
                                       openMP compilation is enabled, otherwise =1.
              If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
              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.

    IWORK

              IWORK is INTEGER array, dimension (5*N)

    IFAIL

              IFAIL is INTEGER array, dimension (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 = 'N', then IFAIL is not referenced.

    INFO

              INFO is 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.
                    Their indices are stored in array IFAIL.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    June 2016

Further Details:

      All details about the 2stage techniques are available in:
      Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
      Parallel reduction to condensed forms for symmetric eigenvalue problems
      using aggregated fine-grained and memory-aware kernels. In Proceedings
      of 2011 International Conference for High Performance Computing,
      Networking, Storage and Analysis (SC '11), New York, NY, USA,
      Article 8 , 11 pages.
      http://doi.acm.org/10.1145/2063384.2063394
      A. Haidar, J. Kurzak, P. Luszczek, 2013.
      An improved parallel singular value algorithm and its implementation
      for multicore hardware, In Proceedings of 2013 International Conference
      for High Performance Computing, Networking, Storage and Analysis (SC '13).
      Denver, Colorado, USA, 2013.
      Article 90, 12 pages.
      http://doi.acm.org/10.1145/2503210.2503292
      A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
      A novel hybrid CPU-GPU generalized eigensolver for electronic structure
      calculations based on fine-grained memory aware tasks.
      International Journal of High Performance Computing Applications.
      Volume 28 Issue 2, Pages 196-209, May 2014.
      http://hpc.sagepub.com/content/28/2/196

Definition at line 302 of file dsyevx_2stage.f.

  subroutine dsygv (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYGV

Purpose:

     DSYGV computes all the eigenvalues, and optionally, the eigenvectors
     of a real generalized symmetric-definite eigenproblem, of the form
     A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.
     Here A and B are assumed to be symmetric and B is also
     positive definite.

Parameters:
    ITYPE

              ITYPE is INTEGER
              Specifies the problem type to be solved:
              = 1:  A*x = (lambda)*B*x
              = 2:  A*B*x = (lambda)*x
              = 3:  B*A*x = (lambda)*x

    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangles of A and B are stored;
              = 'L':  Lower triangles of A and B are stored.

    N

              N is INTEGER
              The order of the matrices A and B.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              matrix Z of eigenvectors.  The eigenvectors are normalized
              as follows:
              if ITYPE = 1 or 2, Z**T*B*Z = I;
              if ITYPE = 3, Z**T*inv(B)*Z = I.
              If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
              or the lower triangle (if UPLO='L') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB, N)
              On entry, the symmetric positive definite matrix B.
              If UPLO = 'U', the leading N-by-N upper triangular part of B
              contains the upper triangular part of the matrix B.
              If UPLO = 'L', the leading N-by-N lower triangular part of B
              contains the lower triangular part of the matrix B.
              On exit, if INFO <= N, the part of B containing the matrix is
              overwritten by the triangular factor U or L from the Cholesky
              factorization B = U**T*U or B = L*L**T.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK.  LWORK >= max(1,3*N-1).
              For optimal efficiency, LWORK >= (NB+2)*N,
              where NB is the blocksize for DSYTRD 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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  DPOTRF or DSYEV returned an error code:
                 <= N:  if INFO = i, DSYEV failed to converge;
                        i off-diagonal elements of an intermediate
                        tridiagonal form did not converge to zero;
                 > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                        minor of order i of B is not positive definite.
                        The factorization of B could not be completed and
                        no eigenvalues or eigenvectors were computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 177 of file dsygv.f.

  subroutine dsygv_2stage (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer INFO)

DSYGV_2STAGE

Purpose:

     DSYGV_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
     of a real generalized symmetric-definite eigenproblem, of the form
     A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.
     Here A and B are assumed to be symmetric and B is also
     positive definite.
     This routine use the 2stage technique for the reduction to tridiagonal
     which showed higher performance on recent architecture and for large
     sizes N>2000.

Parameters:
    ITYPE

              ITYPE is INTEGER
              Specifies the problem type to be solved:
              = 1:  A*x = (lambda)*B*x
              = 2:  A*B*x = (lambda)*x
              = 3:  B*A*x = (lambda)*x

    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.
                      Not available in this release.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangles of A and B are stored;
              = 'L':  Lower triangles of A and B are stored.

    N

              N is INTEGER
              The order of the matrices A and B.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              matrix Z of eigenvectors.  The eigenvectors are normalized
              as follows:
              if ITYPE = 1 or 2, Z**T*B*Z = I;
              if ITYPE = 3, Z**T*inv(B)*Z = I.
              If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
              or the lower triangle (if UPLO='L') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB, N)
              On entry, the symmetric positive definite matrix B.
              If UPLO = 'U', the leading N-by-N upper triangular part of B
              contains the upper triangular part of the matrix B.
              If UPLO = 'L', the leading N-by-N lower triangular part of B
              contains the lower triangular part of the matrix B.
              On exit, if INFO <= N, the part of B containing the matrix is
              overwritten by the triangular factor U or L from the Cholesky
              factorization B = U**T*U or B = L*L**T.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK. LWORK >= 1, when N <= 1;
              otherwise
              If JOBZ = 'N' and N > 1, LWORK must be queried.
                                       LWORK = MAX(1, dimension) where
                                       dimension = max(stage1,stage2) + (KD+1)*N + 2*N
                                                 = N*KD + N*max(KD+1,FACTOPTNB)
                                                   + max(2*KD*KD, KD*NTHREADS)
                                                   + (KD+1)*N + 2*N
                                       where KD is the blocking size of the reduction,
                                       FACTOPTNB is the blocking used by the QR or LQ
                                       algorithm, usually FACTOPTNB=128 is a good choice
                                       NTHREADS is the number of threads used when
                                       openMP compilation is enabled, otherwise =1.
              If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
              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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  DPOTRF or DSYEV returned an error code:
                 <= N:  if INFO = i, DSYEV failed to converge;
                        i off-diagonal elements of an intermediate
                        tridiagonal form did not converge to zero;
                 > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                        minor of order i of B is not positive definite.
                        The factorization of B could not be completed and
                        no eigenvalues or eigenvectors were computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2017

Further Details:

      All details about the 2stage techniques are available in:
      Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
      Parallel reduction to condensed forms for symmetric eigenvalue problems
      using aggregated fine-grained and memory-aware kernels. In Proceedings
      of 2011 International Conference for High Performance Computing,
      Networking, Storage and Analysis (SC '11), New York, NY, USA,
      Article 8 , 11 pages.
      http://doi.acm.org/10.1145/2063384.2063394
      A. Haidar, J. Kurzak, P. Luszczek, 2013.
      An improved parallel singular value algorithm and its implementation
      for multicore hardware, In Proceedings of 2013 International Conference
      for High Performance Computing, Networking, Storage and Analysis (SC '13).
      Denver, Colorado, USA, 2013.
      Article 90, 12 pages.
      http://doi.acm.org/10.1145/2503210.2503292
      A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
      A novel hybrid CPU-GPU generalized eigensolver for electronic structure
      calculations based on fine-grained memory aware tasks.
      International Journal of High Performance Computing Applications.
      Volume 28 Issue 2, Pages 196-209, May 2014.
      http://hpc.sagepub.com/content/28/2/196

Definition at line 228 of file dsygv_2stage.f.

  subroutine dsygvd (integer ITYPE, character JOBZ, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( * ) W, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer LIWORK, integer INFO)

DSYGVD

Purpose:

     DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
     of a real generalized symmetric-definite eigenproblem, of the form
     A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and
     B are assumed to be symmetric and B is also positive definite.
     If eigenvectors are desired, it uses a divide and conquer algorithm.
     The divide and conquer algorithm makes very mild assumptions about
     floating point arithmetic. It will work on machines with a guard
     digit in add/subtract, or on those binary machines without guard
     digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
     Cray-2. It could conceivably fail on hexadecimal or decimal machines
     without guard digits, but we know of none.

Parameters:
    ITYPE

              ITYPE is INTEGER
              Specifies the problem type to be solved:
              = 1:  A*x = (lambda)*B*x
              = 2:  A*B*x = (lambda)*x
              = 3:  B*A*x = (lambda)*x

    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangles of A and B are stored;
              = 'L':  Lower triangles of A and B are stored.

    N

              N is INTEGER
              The order of the matrices A and B.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              the leading N-by-N lower triangular part of A contains
              the lower triangular part of the matrix A.
              On exit, if JOBZ = 'V', then if INFO = 0, A contains the
              matrix Z of eigenvectors.  The eigenvectors are normalized
              as follows:
              if ITYPE = 1 or 2, Z**T*B*Z = I;
              if ITYPE = 3, Z**T*inv(B)*Z = I.
              If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
              or the lower triangle (if UPLO='L') of A, including the
              diagonal, is destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB, N)
              On entry, the symmetric matrix B.  If UPLO = 'U', the
              leading N-by-N upper triangular part of B contains the
              upper triangular part of the matrix B.  If UPLO = 'L',
              the leading N-by-N lower triangular part of B contains
              the lower triangular part of the matrix B.
              On exit, if INFO <= N, the part of B containing the matrix is
              overwritten by the triangular factor U or L from the Cholesky
              factorization B = U**T*U or B = L*L**T.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    W

              W is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, the eigenvalues in ascending order.

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.
              If N <= 1,               LWORK >= 1.
              If JOBZ = 'N' and N > 1, LWORK >= 2*N+1.
              If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates the optimal sizes of the WORK and IWORK
              arrays, returns these values as the first entries of the WORK
              and IWORK arrays, and no error message related to LWORK or
              LIWORK is issued by XERBLA.

    IWORK

              IWORK is INTEGER array, dimension (MAX(1,LIWORK))
              On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

    LIWORK

              LIWORK is INTEGER
              The dimension of the array IWORK.
              If N <= 1,                LIWORK >= 1.
              If JOBZ  = 'N' and N > 1, LIWORK >= 1.
              If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.
              If LIWORK = -1, then a workspace query is assumed; the
              routine only calculates the optimal sizes of the WORK and
              IWORK arrays, returns these values as the first entries of
              the WORK and IWORK arrays, and no error message related to
              LWORK or LIWORK is issued by XERBLA.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  DPOTRF or DSYEVD returned an error code:
                 <= N:  if INFO = i and JOBZ = 'N', then the algorithm
                        failed to converge; i off-diagonal elements of an
                        intermediate tridiagonal form did not converge to
                        zero;
                        if INFO = i and JOBZ = 'V', then the algorithm
                        failed to compute an eigenvalue while working on
                        the submatrix lying in rows and columns INFO/(N+1)
                        through mod(INFO,N+1);
                 > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                        minor of order i of B is not positive definite.
                        The factorization of B could not be completed and
                        no eigenvalues or eigenvectors were computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Further Details:

      Modified so that no backsubstitution is performed if DSYEVD fails to
      converge (NEIG in old code could be greater than N causing out of
      bounds reference to A - reported by Ralf Meyer).  Also corrected the
      description of INFO and the test on ITYPE. Sven, 16 Feb 05.

Contributors:
    Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 229 of file dsygvd.f.

  subroutine dsygvx (integer ITYPE, character JOBZ, character RANGE, character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, double precision VL, double precision VU, integer IL, integer IU, double precision ABSTOL, integer M, double precision, dimension( * ) W, double precision, dimension( ldz, * ) Z, integer LDZ, double precision, dimension( * ) WORK, integer LWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL, integer INFO)

DSYGVX

Purpose:

     DSYGVX computes selected eigenvalues, and optionally, eigenvectors
     of a real generalized symmetric-definite eigenproblem, of the form
     A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A
     and B are assumed to be symmetric and B is also positive definite.
     Eigenvalues and eigenvectors can be selected by specifying either a
     range of values or a range of indices for the desired eigenvalues.

Parameters:
    ITYPE

              ITYPE is INTEGER
              Specifies the problem type to be solved:
              = 1:  A*x = (lambda)*B*x
              = 2:  A*B*x = (lambda)*x
              = 3:  B*A*x = (lambda)*x

    JOBZ

              JOBZ is CHARACTER*1
              = 'N':  Compute eigenvalues only;
              = 'V':  Compute eigenvalues and eigenvectors.

    RANGE

              RANGE is CHARACTER*1
              = 'A': all eigenvalues will be found.
              = 'V': all eigenvalues in the half-open interval (VL,VU]
                     will be found.
              = 'I': the IL-th through IU-th eigenvalues will be found.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A and B are stored;
              = 'L':  Lower triangle of A and B are stored.

    N

              N is INTEGER
              The order of the matrix pencil (A,B).  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the
              leading N-by-N upper triangular part of A contains the
              upper triangular part of the matrix A.  If UPLO = 'L',
              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='L') or the upper
              triangle (if UPLO='U') of A, including the diagonal, is
              destroyed.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB, N)
              On entry, the symmetric matrix B.  If UPLO = 'U', the
              leading N-by-N upper triangular part of B contains the
              upper triangular part of the matrix B.  If UPLO = 'L',
              the leading N-by-N lower triangular part of B contains
              the lower triangular part of the matrix B.
              On exit, if INFO <= N, the part of B containing the matrix is
              overwritten by the triangular factor U or L from the Cholesky
              factorization B = U**T*U or B = L*L**T.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    VL

              VL is DOUBLE PRECISION
              If RANGE='V', the lower bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    VU

              VU is DOUBLE PRECISION
              If RANGE='V', the upper bound of the interval to
              be searched for eigenvalues. VL < VU.
              Not referenced if RANGE = 'A' or 'I'.

    IL

              IL is INTEGER
              If RANGE='I', the index of the
              smallest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    IU

              IU is INTEGER
              If RANGE='I', the index of the
              largest eigenvalue to be returned.
              1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
              Not referenced if RANGE = 'A' or 'V'.

    ABSTOL

              ABSTOL is DOUBLE 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 C to tridiagonal form, where C is the symmetric
              matrix of the standard symmetric problem to which the
              generalized problem is transformed.
              Eigenvalues will be computed most accurately when ABSTOL is
              set to twice the underflow threshold 2*DLAMCH('S'), not zero.
              If this routine returns with INFO>0, indicating that some
              eigenvectors did not converge, try setting ABSTOL to
              2*DLAMCH('S').

    M

              M is INTEGER
              The total number of eigenvalues found.  0 <= M <= N.
              If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

    W

              W is DOUBLE PRECISION array, dimension (N)
              On normal exit, the first M elements contain the selected
              eigenvalues in ascending order.

    Z

              Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
              If JOBZ = 'N', then Z is not referenced.
              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).
              The eigenvectors are normalized as follows:
              if ITYPE = 1 or 2, Z**T*B*Z = I;
              if ITYPE = 3, Z**T*inv(B)*Z = 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.
              Note: the user 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.

    LDZ

              LDZ is INTEGER
              The leading dimension of the array Z.  LDZ >= 1, and if
              JOBZ = 'V', LDZ >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The length of the array WORK.  LWORK >= max(1,8*N).
              For optimal efficiency, LWORK >= (NB+3)*N,
              where NB is the blocksize for DSYTRD 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.

    IWORK

              IWORK is INTEGER array, dimension (5*N)

    IFAIL

              IFAIL is INTEGER array, dimension (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 = 'N', then IFAIL is not referenced.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  DPOTRF or DSYEVX returned an error code:
                 <= N:  if INFO = i, DSYEVX failed to converge;
                        i eigenvectors failed to converge.  Their indices
                        are stored in array IFAIL.
                 > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                        minor of order i of B is not positive definite.
                        The factorization of B could not be completed and
                        no eigenvalues or eigenvectors were computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    June 2016

Contributors:
    Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 299 of file dsygvx.f.

Author

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