NAG Library Function Document

nag_zhbev (f08hnc)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

nag_zhbev (f08hnc) computes all the eigenvalues and, optionally, all the eigenvectors of a complex n by n Hermitian band matrix A of bandwidth 2kd+1 .

2
Specification

#include <nag.h>
#include <nagf08.h>
void  nag_zhbev (Nag_OrderType order, Nag_JobType job, Nag_UploType uplo, Integer n, Integer kd, Complex ab[], Integer pdab, double w[], Complex z[], Integer pdz, NagError *fail)

3
Description

The Hermitian band matrix A is first reduced to real tridiagonal form, using unitary 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
Arguments

1:     order Nag_OrderTypeInput
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2:     job Nag_JobTypeInput
On entry: indicates whether eigenvectors are computed.
job=Nag_EigVals
Only eigenvalues are computed.
job=Nag_DoBoth
Eigenvalues and eigenvectors are computed.
Constraint: job=Nag_EigVals or Nag_DoBoth.
3:     uplo Nag_UploTypeInput
On entry: if uplo=Nag_Upper, the upper triangular part of A is stored.
If uplo=Nag_Lower, the lower triangular part of A is stored.
Constraint: uplo=Nag_Upper or Nag_Lower.
4:     n IntegerInput
On entry: n, the order of the matrix A.
Constraint: n0.
5:     kd IntegerInput
On entry: if uplo=Nag_Upper, the number of superdiagonals, kd, of the matrix A.
If uplo=Nag_Lower, the number of subdiagonals, kd, of the matrix A.
Constraint: kd0.
6:     ab[dim] ComplexInput/Output
Note: the dimension, dim, of the array ab must be at least max1,pdab×n.
On entry: the upper or lower triangle of the n by n Hermitian band matrix A.
This is stored as a notional two-dimensional array with row elements or column elements stored contiguously. The storage of elements of Aij, depends on the order and uplo arguments as follows:
  • if order=Nag_ColMajor and uplo=Nag_Upper,
              Aij is stored in ab[kd+i-j+j-1×pdab], for j=1,,n and i=max1,j-kd,,j;
  • if order=Nag_ColMajor and uplo=Nag_Lower,
              Aij is stored in ab[i-j+j-1×pdab], for j=1,,n and i=j,,minn,j+kd;
  • if order=Nag_RowMajor and uplo=Nag_Upper,
              Aij is stored in ab[j-i+i-1×pdab], for i=1,,n and j=i,,minn,i+kd;
  • if order=Nag_RowMajor and uplo=Nag_Lower,
              Aij is stored in ab[kd+j-i+i-1×pdab], for i=1,,n and j=max1,i-kd,,i.
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.
7:     pdab IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) of the matrix A in the array ab.
Constraint: pdabkd+1.
8:     w[n] doubleOutput
On exit: the eigenvalues in ascending order.
9:     z[dim] ComplexOutput
Note: the dimension, dim, of the array z must be at least
  • max1,pdz×n when job=Nag_DoBoth;
  • 1 otherwise.
The i,jth element of the matrix Z is stored in
  • z[j-1×pdz+i-1] when order=Nag_ColMajor;
  • z[i-1×pdz+j-1] when order=Nag_RowMajor.
On exit: if job=Nag_DoBoth, z contains the orthonormal eigenvectors of the matrix A, with the ith column of Z holding the eigenvector associated with w[i-1].
If job=Nag_EigVals, z is not referenced.
10:   pdz IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array z.
Constraints:
  • if job=Nag_DoBoth, pdz max1,n ;
  • otherwise pdz1.
11:   fail NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6
Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM
On entry, argument value had an illegal value.
NE_CONVERGENCE
The algorithm failed to converge; value off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
NE_ENUM_INT_2
On entry, job=value, pdz=value and n=value.
Constraint: if job=Nag_DoBoth, pdz max1,n ;
otherwise pdz1.
NE_INT
On entry, kd=value.
Constraint: kd0.
On entry, n=value.
Constraint: n0.
On entry, pdab=value.
Constraint: pdab>0.
On entry, pdz=value.
Constraint: pdz>0.
NE_INT_2
On entry, pdab=value and kd=value.
Constraint: pdabkd+1.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

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

nag_zhbev (f08hnc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_zhbev (f08hnc) 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9
Further Comments

The total number of floating-point operations is proportional to n3 if job=Nag_DoBoth and is proportional to kd n2  otherwise.
The real analogue of this function is nag_dsbev (f08hac).

10
Example

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

10.1
Program Text

Program Text (f08hnce.c)

10.2
Program Data

Program Data (f08hnce.d)

10.3
Program Results

Program Results (f08hnce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017