DSTEIN (3lapack)

compute the eigenvectors of a real symmetric tridiagonal matrix T corresponding to specified eigenvalues, using inverse iteration

SYNOPSIS

  SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK,
                     IFAIL, INFO )

      INTEGER        INFO, LDZ, M, N

      INTEGER        IBLOCK( * ), IFAIL( * ), ISPLIT( * ), IWORK( * )

      DOUBLE         PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )

PURPOSE

  DSTEIN computes the eigenvectors of a real symmetric tridiagonal matrix T
  corresponding to specified eigenvalues, using inverse iteration.

  The maximum number of iterations allowed for each eigenvector is specified
  by an internal parameter MAXITS (currently set to 5).

ARGUMENTS

  N       (input) INTEGER
          The order of the matrix.  N >= 0.

  D       (input) DOUBLE PRECISION array, dimension (N)
          The n diagonal elements of the tridiagonal matrix T.

  E       (input) DOUBLE PRECISION array, dimension (N)
          The (n-1) subdiagonal elements of the tridiagonal matrix T, in
          elements 1 to N-1.  E(N) need not be set.

  M       (input) INTEGER
          The number of eigenvectors to be found.  0 <= M <= N.

  W       (input) DOUBLE PRECISION array, dimension (N)
          The first M elements of W contain the eigenvalues for which
          eigenvectors are to be computed.  The eigenvalues should be grouped
          by split-off block and ordered from smallest to largest within the
          block.  ( The output array W from DSTEBZ with ORDER = 'B' is
          expected here. )

  IBLOCK  (input) INTEGER array, dimension (N)
          The submatrix indices associated with the corresponding eigenvalues
          in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first submatrix
          from the top, =2 if W(i) belongs to the second submatrix, etc.  (
          The output array IBLOCK from DSTEBZ is expected here. )

  ISPLIT  (input) INTEGER array, dimension (N)
          The splitting points, at which T breaks up into submatrices.  The
          first submatrix consists of rows/columns 1 to ISPLIT( 1 ), the
          second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ), etc.  (
          The output array ISPLIT from DSTEBZ is expected here. )

  Z       (output) DOUBLE PRECISION array, dimension (LDZ, M)
          The computed eigenvectors.  The eigenvector associated with the
          eigenvalue W(i) is stored in the i-th column of Z.  Any vector
          which fails to converge is set to its current iterate after MAXITS
          iterations.

  LDZ     (input) INTEGER
          The leading dimension of the array Z.  LDZ >= max(1,N).

  WORK    (workspace) DOUBLE PRECISION array, dimension (5*N)

  IWORK   (workspace) INTEGER array, dimension (N)

  IFAIL   (output) INTEGER array, dimension (M)
          On normal exit, all elements of IFAIL are zero.  If one or more
          eigenvectors fail to converge after MAXITS iterations, then their
          indices are stored in array IFAIL.

  INFO    (output) INTEGER
          = 0: successful exit.
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, then i eigenvectors failed to converge in MAXITS
          iterations.  Their indices are stored in array IFAIL.

PARAMETERS

  MAXITS  INTEGER, default = 5
          The maximum number of iterations performed.

  EXTRA   INTEGER, default = 2
          The number of iterations performed after norm growth criterion is
          satisfied, should be at least 1.