F08FQF (ZHEEVD) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08FQF (ZHEEVD)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.
Warning. The specification of the arguments LRWORK and LIWORK changed at Mark 20 in the case where JOB='V' and N>1: the minimum dimension of the array RWORK has been reduced whereas the minimum dimension of the array IWORK has been increased.

 Contents

    1  Purpose
    7  Accuracy

1  Purpose

F08FQF (ZHEEVD) computes all the eigenvalues and, optionally, all the eigenvectors of a complex Hermitian matrix. If the eigenvectors are requested, then it uses a divide-and-conquer algorithm to compute eigenvalues and eigenvectors. However, if only eigenvalues are required, then it uses the Pal–Walker–Kahan variant of the QL or QR algorithm.

2  Specification

SUBROUTINE F08FQF ( JOB, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
INTEGER  N, LDA, LWORK, LRWORK, IWORK(max(1,LIWORK)), LIWORK, INFO
REAL (KIND=nag_wp)  W(*), RWORK(max(1,LRWORK))
COMPLEX (KIND=nag_wp)  A(LDA,*), WORK(max(1,LWORK))
CHARACTER(1)  JOB, UPLO
The routine may be called by its LAPACK name zheevd.

3  Description

F08FQF (ZHEEVD) computes all the eigenvalues and, optionally, all the eigenvectors of a complex Hermitian matrix A. In other words, it can compute the spectral factorization of A as
A=ZΛZH,  
where Λ is a real diagonal matrix whose diagonal elements are the eigenvalues λi, and Z is the (complex) unitary matrix whose columns are the eigenvectors zi. Thus
Azi=λizi,  i=1,2,,n.  

4  References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Arguments

1:     JOB – CHARACTER(1)Input
On entry: indicates whether eigenvectors are computed.
JOB='N'
Only eigenvalues are computed.
JOB='V'
Eigenvalues and eigenvectors are computed.
Constraint: JOB='N' or 'V'.
2:     UPLO – CHARACTER(1)Input
On entry: indicates whether the upper or lower triangular part of A is stored.
UPLO='U'
The upper triangular part of A is stored.
UPLO='L'
The lower triangular part of A is stored.
Constraint: UPLO='U' or 'L'.
3:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
4:     ALDA* – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the n by n Hermitian matrix A.
  • If UPLO='U', the upper triangular part of A must be stored and the elements of the array below the diagonal are not referenced.
  • If UPLO='L', the lower triangular part of A must be stored and the elements of the array above the diagonal are not referenced.
On exit: if JOB='V', A is overwritten by the unitary matrix Z which contains the eigenvectors of A.
5:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08FQF (ZHEEVD) is called.
Constraint: LDAmax1,N.
6:     W* – REAL (KIND=nag_wp) arrayOutput
Note: the dimension of the array W must be at least max1,N.
On exit: the eigenvalues of the matrix A in ascending order.
7:     WORKmax1,LWORK – COMPLEX (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, the real part of WORK1 contains the required minimal size of LWORK.
8:     LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08FQF (ZHEEVD) is called.
If LWORK=-1, a workspace query is assumed; the routine only calculates the minimum dimension of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued.
Constraints:
  • if N1, LWORK1 or LWORK=-1;
  • if JOB='N' and N>1, LWORKN+1 or LWORK=-1;
  • if JOB='V' and N>1, LWORKN×N+2 or LWORK=-1.
9:     RWORKmax1,LRWORK – REAL (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, RWORK1 contains the required minimal size of LRWORK.
10:   LRWORK – INTEGERInput
On entry: the dimension of the array RWORK as declared in the (sub)program from which F08FQF (ZHEEVD) is called.
If LRWORK=-1, a workspace query is assumed; the routine only calculates the minimum dimension of the RWORK array, returns this value as the first entry of the RWORK array, and no error message related to LRWORK is issued.
Constraints:
  • if N1, LRWORK1 or LRWORK=-1;
  • if JOB='N' and N>1, LRWORKN or LRWORK=-1;
  • if JOB='V' and N>1, LRWORK2×N2+5×N+1 or LRWORK=-1.
11:   IWORKmax1,LIWORK – INTEGER arrayWorkspace
On exit: if INFO=0, IWORK1 contains the required minimal size of LIWORK.
12:   LIWORK – INTEGERInput
On entry: the dimension of the array IWORK as declared in the (sub)program from which F08FQF (ZHEEVD) is called.
If LIWORK=-1, a workspace query is assumed; the routine only calculates the minimum dimension of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued.
Constraints:
  • if N1, LIWORK1 or LIWORK=-1;
  • if JOB='N' and N>1, LIWORK1 or LIWORK=-1;
  • if JOB='V' and N>1, LIWORK5×N+3 or LIWORK=-1.
13:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
INFO>0
if INFO=i and JOB='N', the algorithm failed to converge; i elements of an intermediate tridiagonal form did not converge to zero; if INFO=i and JOB='V', then the algorithm failed to compute an eigenvalue while working on the submatrix lying in rows and column i/N+1 through i mod N+1.

7  Accuracy

The computed eigenvalues and eigenvectors are exact for a nearby matrix A+E, where
E2 = Oε A2 ,  
and ε is the machine precision. See Section 4.7 of Anderson et al. (1999) for further details.

8  Parallelism and Performance

F08FQF (ZHEEVD) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
F08FQF (ZHEEVD) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The real analogue of this routine is F08FCF (DSYEVD).

10  Example

This example computes all the eigenvalues and eigenvectors of the Hermitian matrix A, where
A = 1.0+0.0i 2.0-1.0i 3.0-1.0i 4.0-1.0i 2.0+1.0i 2.0+0.0i 3.0-2.0i 4.0-2.0i 3.0+1.0i 3.0+2.0i 3.0+0.0i 4.0-3.0i 4.0+1.0i 4.0+2.0i 4.0+3.0i 4.0+0.0i .  
The example program for F08FQF (ZHEEVD) illustrates the computation of error bounds for the eigenvalues and eigenvectors.

10.1  Program Text

Program Text (f08fqfe.f90)

10.2  Program Data

Program Data (f08fqfe.d)

10.3  Program Results

Program Results (f08fqfe.r)


F08FQF (ZHEEVD) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016