F08HAF (DSBEV) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

# NAG Library Routine DocumentF08HAF (DSBEV)

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.

## 1  Purpose

F08HAF (DSBEV) computes all the eigenvalues and, optionally, all the eigenvectors of a real $n$ by $n$ symmetric band matrix $A$ of bandwidth $\left(2{k}_{d}+1\right)$.

## 2  Specification

 SUBROUTINE F08HAF ( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, INFO)
 INTEGER N, KD, LDAB, LDZ, INFO REAL (KIND=nag_wp) AB(LDAB,*), W(N), Z(LDZ,*), WORK(3*N-2) CHARACTER(1) JOBZ, UPLO
The routine may be called by its LAPACK name dsbev.

## 3  Description

The symmetric band matrix $A$ is first reduced to tridiagonal form, using orthogonal similarity transformations, and then the $QR$ algorithm is applied to the tridiagonal matrix to compute the eigenvalues and (optionally) the eigenvectors.

## 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  Parameters

1:     JOBZ – CHARACTER(1)Input
On entry: indicates whether eigenvectors are computed.
${\mathbf{JOBZ}}=\text{'N'}$
Only eigenvalues are computed.
${\mathbf{JOBZ}}=\text{'V'}$
Eigenvalues and eigenvectors are computed.
Constraint: ${\mathbf{JOBZ}}=\text{'N'}$ or $\text{'V'}$.
2:     UPLO – CHARACTER(1)Input
On entry: if ${\mathbf{UPLO}}=\text{'U'}$, the upper triangular part of $A$ is stored.
If ${\mathbf{UPLO}}=\text{'L'}$, the lower triangular part of $A$ is stored.
Constraint: ${\mathbf{UPLO}}=\text{'U'}$ or $\text{'L'}$.
3:     N – INTEGERInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{N}}\ge 0$.
4:     KD – INTEGERInput
On entry: if ${\mathbf{UPLO}}=\text{'U'}$, the number of superdiagonals, ${k}_{d}$, of the matrix $A$.
If ${\mathbf{UPLO}}=\text{'L'}$, the number of subdiagonals, ${k}_{d}$, of the matrix $A$.
Constraint: ${\mathbf{KD}}\ge 0$.
5:     AB(LDAB,$*$) – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array AB must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On entry: the upper or lower triangle of the $n$ by $n$ symmetric band matrix $A$.
The matrix is stored in rows $1$ to ${k}_{d}+1$, more precisely,
• if ${\mathbf{UPLO}}=\text{'U'}$, the elements of the upper triangle of $A$ within the band must be stored with element ${A}_{ij}$ in ${\mathbf{AB}}\left({k}_{d}+1+i-j,j\right)\text{​ for ​}\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,j-{k}_{d}\right)\le i\le j$;
• if ${\mathbf{UPLO}}=\text{'L'}$, the elements of the lower triangle of $A$ within the band must be stored with element ${A}_{ij}$ in ${\mathbf{AB}}\left(1+i-j,j\right)\text{​ for ​}j\le i\le \mathrm{min}\phantom{\rule{0.125em}{0ex}}\left(n,j+{k}_{d}\right)\text{.}$
On exit: AB is overwritten by values generated during the reduction to tridiagonal form.
The first superdiagonal or subdiagonal and the diagonal of the tridiagonal matrix $T$ are returned in AB using the same storage format as described above.
6:     LDAB – INTEGERInput
On entry: the first dimension of the array AB as declared in the (sub)program from which F08HAF (DSBEV) is called.
Constraint: ${\mathbf{LDAB}}\ge {\mathbf{KD}}+1$.
7:     W(N) – REAL (KIND=nag_wp) arrayOutput
On exit: the eigenvalues in ascending order.
8:     Z(LDZ,$*$) – REAL (KIND=nag_wp) arrayOutput
Note: the second dimension of the array Z must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$ if ${\mathbf{JOBZ}}=\text{'V'}$, and at least $1$ otherwise.
On exit: if ${\mathbf{JOBZ}}=\text{'V'}$, Z contains the orthonormal eigenvectors of the matrix $A$, with the $i$th column of $Z$ holding the eigenvector associated with ${\mathbf{W}}\left(i\right)$.
If ${\mathbf{JOBZ}}=\text{'N'}$, Z is not referenced.
9:     LDZ – INTEGERInput
On entry: the first dimension of the array Z as declared in the (sub)program from which F08HAF (DSBEV) is called.
Constraints:
• if ${\mathbf{JOBZ}}=\text{'V'}$, ${\mathbf{LDZ}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$;
• otherwise ${\mathbf{LDZ}}\ge 1$.
10:   WORK($3×{\mathbf{N}}-2$) – REAL (KIND=nag_wp) arrayWorkspace
11:   INFO – INTEGEROutput
On exit: ${\mathbf{INFO}}=0$ unless the routine detects an error (see Section 6).

## 6  Error Indicators and Warnings

Errors or warnings detected by the routine:
${\mathbf{INFO}}<0$
If ${\mathbf{INFO}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
${\mathbf{INFO}}>0$
If ${\mathbf{INFO}}=i$, the algorithm failed to converge; $i$ off-diagonal elements of an intermediate tridiagonal form did not converge to zero.

## 7  Accuracy

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

## 8  Further Comments

The total number of floating point operations is proportional to ${n}^{3}$ if ${\mathbf{JOBZ}}=\text{'V'}$ and is proportional to ${k}_{d}{n}^{2}$ otherwise.
The complex analogue of this routine is F08HNF (ZHBEV).

## 9  Example

This example finds all the eigenvalues and eigenvectors of the symmetric band matrix
 $A = 1 2 3 0 0 2 2 3 4 0 3 3 3 4 5 0 4 4 4 5 0 0 5 5 5 ,$
together with approximate error bounds for the computed eigenvalues and eigenvectors.

### 9.1  Program Text

Program Text (f08hafe.f90)

### 9.2  Program Data

Program Data (f08hafe.d)

### 9.3  Program Results

Program Results (f08hafe.r)

F08HAF (DSBEV) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual