RATQR(3F)
RATQR, SRATQR - EISPACK routine. This subroutine finds the algebraically smallest or largest eigenvalues of a SYMMETRIC TRIDIAGONAL matrix by the rational QR method with Newton corrections.
As shipped in IRIX 6.5.30. Unchanged since IRIX 6.5.
NAME RATQR, SRATQR - EISPACK routine. This subroutine finds the algebraically smallest or largest eigenvalues of a SYMMETRIC TRIDIAGONAL matrix by the rational QR method with Newton corrections. SYNOPSYS subroutine ratqr(n,eps1,d,e,e2,m,w,ind,bd,type,idef,ierr) integer n, m, ind(n), idef, ierr double precision eps1 double precision d(n), e(n), e2(n), w(n), bd(n) logical type subroutine sratqr(n,eps1,d,e,e2,m,w,ind,bd,type,idef,ierr) integer n, m, ind(n), idef, ierr real eps1 real d(n), e(n), e2(n), w(n), bd(n) logical type DESCRIPTION On Input N is the order of the matrix. EPS1 is a theoretical absolute error tolerance for the computed eigenvalues. If the input EPS1 is non-positive, or indeed smaller than its default value, it is reset at each iteration to the respective default value, namely, the product of the relative machine precision and the magnitude of the current eigenvalue iterate. The theoretical absolute error in the K-th eigenvalue is usually not greater than K times EPS1. D contains the diagonal elements of the input matrix. E contains the subdiagonal elements of the input matrix in its last N-1 positions. E(1) is arbitrary. E2 contains the squares of the corresponding elements of E. E2(1) is arbitrary. M is the number of eigenvalues to be found. IDEF should be set to 1 if the input matrix is known to be positive definite, to -1 if the input matrix is known to be negative definite, and to 0 otherwise. TYPE should be set to .TRUE. if the smallest eigenvalues are to be found, and to .FALSE. If the largest eigenvalues are to be found. On Output EPS1 is unaltered unless it has been reset to its (last) default value. D and E are unaltered (unless W overwrites D). ELEMENTS of E2, corresponding to elements of E regarded as negligible, have been replaced by zero causing the matrix to split into a direct sum of submatrices. E2(1) is set to 0.0e0 if the smallest eigenvalues have been found, and to 2.0e0 if the largest eigenvalues have been found. E2 is otherwise unaltered (unless overwritten by BD). W contains the M algebraically smallest eigenvalues in ascending order, or the M largest eigenvalues in descending order. If an error exit is made because of an incorrect specification of IDEF, no eigenvalues are found. If the Newton iterates for a particular eigenvalue are not monotone, the best estimate obtained is returned and IERR is set. W may coincide with D. IND contains in its first M positions the submatrix indices associated with the corresponding eigenvalues in W -- 1 for eigenvalues belonging to the first submatrix from the top, 2 for those belonging to the second submatrix, etc. BD contains refined bounds for the theoretical errors of the corresponding eigenvalues in W. These bounds are usually within the tolerance specified by EPS1. BD may coincide with E2. IERR is set to Zero for normal return, 6*N+1 if IDEF is set to 1 and type to .TRUE. when the matrix is NOT positive definite, or if IDEF is set to -1 and type to .FALSE. when the matrix is NOT negative definite, 5*N+K if successive iterates to the K-th eigenvalue are NOT monotone increasing, where K refers to the last such occurrence. Note that subroutine TRIDIB is generally faster and more accurate than RATQR if the eigenvalues are clustered. Questions and comments should be directed to B. S. Garbow, APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY