DLARRV2(3) ScaLAPACK routine of NEC Numeric Library Collection DLARRV2(3)
NAME
DLARRV2 - computes the eigenvectors of the tridiagonal matrix T = L D
L^T given L, D and APPROXIMATIONS to the eigenvalues of L D L^T
SYNOPSIS
SUBROUTINE DLARRV2( N, VL, VU, D, L, PIVMIN, ISPLIT, M, DOL, DOU,
NEEDIL, NEEDIU, MINRGP, RTOL1, RTOL2, W, WERR,
WGAP, IBLOCK, INDEXW, GERS, SDIAM, Z, LDZ, ISUPPZ,
WORK, IWORK, VSTART, FINISH, MAXCLS, NDEPTH, PAR-
ITY, ZOFFSET, INFO )
INTEGER DOL, DOU, INFO, LDZ, M, N, MAXCLS, NDEPTH, NEEDIL,
NEEDIU, PARITY, ZOFFSET
DOUBLE PRECISION MINRGP, PIVMIN, RTOL1, RTOL2, VL, VU
LOGICAL VSTART, FINISH
INTEGER IBLOCK( * ), INDEXW( * ), ISPLIT( * ), ISUPPZ( * ),
IWORK( * )
DOUBLE PRECISION D( * ), GERS( * ), L( * ), SDIAM( * ), W(
* ), WERR( * ), WGAP( * ), WORK( * )
DOUBLE PRECISION Z( LDZ, * )
PURPOSE
DLARRV2 computes the eigenvectors of the tridiagonal matrix T = L D L^T
given L, D and APPROXIMATIONS to the eigenvalues of L D L^T. The input
eigenvalues should have been computed by DLARRE2A or by precious calls
to DLARRV2.
The major difference between the parallel and the sequential construc-
tion of the representation tree is that in the parallel case, not all
eigenvalues of a given cluster might be computed locally. Other proces-
sors might "own" and refine part of an eigenvalue cluster. This is cru-
cial for scalability. Thus there might be communication necessary
before the current level of the representation tree can be parsed.
Please note:
1. The calling sequence has two additional INTEGER parameters,
DOL and DOU, that should satisfy M>=DOU>=DOL>=1.
These parameters are only relevant for the case JOBZ = 'V'.
DLARRV2 ONLY computes the eigenVECTORS
corresponding to eigenvalues DOL through DOU in W. (That is,
instead of computing the eigenvectors belonging to W(1)
through W(M), only the eigenvectors belonging to eigenvalues
W(DOL) through W(DOU) are computed. In this case, only the
eigenvalues DOL:DOU are guaranteed to be accurately refined
to all figures by Rayleigh-Quotient iteration.
2. The additional arguments VSTART, FINISH, NDEPTH, PARITY, ZOFFSET
are included as a thread-safe implementation equivalent to SAVE
variables.
These variables store details about the local representation tree
which is
computed layerwise. For scalability reasons, eigenvalues belonging
to the
locally relevant representation tree might be computed on other pro-
cessors.
These need to be communicated before the inspection of the RRRs can
proceed
on any given layer.
Note that only when the variable FINISH is true, the computation has
ended
All eigenpairs between DOL and DOU have been computed. M is set =
DOU - DOL + 1.
3. DLARRV2 needs more workspace in Z than the sequential DLARRV.
It is used to store the conformal embedding of the local representa-
tion tree.
ARGUMENTS
N (input) INTEGER
The order of the matrix. N >= 0.
VL (input) DOUBLE PRECISION
VU (input) DOUBLE PRECISION
Lower and upper bounds of the interval that contains the
desired eigenvalues. VL < VU. Needed to compute gaps on the
left or right end of the extremal eigenvalues in the desired
RANGE.
VU is currently not used but kept as parameter in case needed.
D (input/output) DOUBLE PRECISION array, dimension (N)
On entry, the N diagonal elements of the diagonal matrix D.
On exit, D is overwritten.
L (input/output) DOUBLE PRECISION array, dimension (N)
On entry, the (N-1) subdiagonal elements of the unit bidiagonal
matrix L are in elements 1 to N-1 of L (if the matrix is not
splitted.) At the end of each block is stored the corresponding
shift as given by DLARRE.
On exit, L is overwritten.
PIVMIN (in) DOUBLE PRECISION
The minimum pivot allowed in the sturm sequence.
ISPLIT (input) INTEGER array, dimension (N)
The splitting points, at which T breaks up into blocks.
The first block consists of rows/columns 1 to ISPLIT( 1 ), the
second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ), etc.
M (input) INTEGER
The total number of input eigenvalues. 0 <= M <= N.
DOL (input) INTEGER
DOU (input) INTEGER
If the user wants to compute only selected eigenvectors from
all the eigenvalues supplied, he can specify an index range
DOL:DOU.
Or else the setting DOL=1, DOU=M should be applied.
Note that DOL and DOU refer to the order in which the eigenval-
ues are stored in W.
If the user wants to compute only selected eigenpairs, then the
columns DOL-1 to DOU+1 of the eigenvector space Z contain the
computed eigenvectors. All other columns of Z are set to zero.
If DOL > 1, then Z(:,DOL-1-ZOFFSET) is used.
If DOU < M, then Z(:,DOU+1-ZOFFSET) is used.
NEEDIL (input/output) INTEGER
NEEDIU (input/output) INTEGER
Describe which are the left and right outermost eigenvalues
that still need to be included in the computation. These
indices indicate whether eigenvalues from other processors are
needed to correctly compute the conformally embedded represen-
tation tree.
When DOL<=NEEDIL<=NEEDIU<=DOU, all required eigenvalues are
local to the processor and no communication is required to com-
pute its part of the representation tree.
MINRGP (input) DOUBLE PRECISION
The minimum relativ gap threshold to decide whether an eigen-
value or a cluster boundary is reached.
RTOL1 (input) DOUBLE PRECISION
RTOL2 (input) DOUBLE PRECISION
Parameters for bisection.
An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX(
RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
W (input/output) DOUBLE PRECISION array, dimension (N)
The first M elements of W contain the APPROXIMATE 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 DSTEGR2A
is expected here.) Furthermore, they are with respect to the
shift of the corresponding root representation for their block.
On exit, W holds those UNshifted eigenvalues for which eigen-
vectors have already been computed.
WERR (input/output) DOUBLE PRECISION array, dimension (N)
The first M elements contain the semiwidth of the uncertainty
interval of the corresponding eigenvalue in W
WGAP (input/output) DOUBLE PRECISION array, dimension (N)
The separation from the right neighbor eigenvalue in W.
IBLOCK (input) INTEGER array, dimension (N)
The indices of the blocks (submatrices) associated with the
corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i)
belongs to the first block from the top, =2 if W(i) belongs to
the second block, etc.
INDEXW (input) INTEGER array, dimension (N)
The indices of the eigenvalues within each block (submatrix);
for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th
eigenvalue W(i) is the 10-th eigenvalue in the second block.
GERS (input) DOUBLE PRECISION array, dimension (2*N)
The N Gerschgorin intervals (the i-th Gerschgorin interval is
(GERS(2*i-1), GERS(2*i)). The Gerschgorin intervals should be
computed from the original UNshifted matrix.
Currently NOT used but kept as parameter in case it becomes
needed in the future.
SDIAM (input) DOUBLE PRECISION array, dimension (N)
The spectral diameters for all unreduced blocks.
Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
If INFO = 0, the first M columns of Z contain the orthonormal
eigenvectors of the matrix T corresponding to the input eigen-
values, with the i-th column of Z holding the eigenvector asso-
ciated with W(i).
In the distributed version, only a subset of columns is
accessed, see DOL,DOU and ZOFFSET.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ =
'V', LDZ >= max(1,N).
ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) )
The support of the eigenvectors in Z, i.e., the indices indi-
cating the nonzero elements in Z. The I-th eigenvector is
nonzero only in elements ISUPPZ( 2*I-1 ) through ISUPPZ( 2*I ).
WORK (workspace) DOUBLE PRECISION array, dimension (12*N)
IWORK (workspace) INTEGER array, dimension (7*N)
VSTART (input/output) LOGICAL
.TRUE. on initialization, set to .FALSE. afterwards.
FINISH (input/output) LOGICAL
A flag that indicates whether all eigenpairs have been com-
puted.
MAXCLS (input/output) INTEGER
The largest cluster worked on by this processor in the repre-
sentation tree.
NDEPTH (input/output) INTEGER
The current depth of the representation tree. Set to zero on
initial pass, changed when the deeper levels of the representa-
tion tree are generated.
PARITY (input/output) INTEGER
An internal parameter needed for the storage of the clusters on
the current level of the representation tree.
ZOFFSET (input) INTEGER
Offset for storing the eigenpairs when Z is distributed in 1D-
cyclic fashion.
INFO (output) INTEGER
= 0: successful exit
> 0: A problem occured in DLARRV2.
< 0: One of the called subroutines signaled an internal
probrem. Needs inspection of the corresponding
parameter INFO for further information.
=-1: Problem in DLARRB2 when refining a child's eigenvalues.
=-2: Problem in DLARRF2 when computing the RRR of a child.
When a child is inside a tight cluster, it can be diffi-
cult
to find an RRR. A partial remedy from the user's point of
view is to make the parameter MINRGP smaller and recom-
pile.
However, as the orthogonality of the computed vectors is
proportional to 1/MINRGP, the user should be aware that
he might be trading in precision when he decreases MIN-
RGP.
=-3: Problem in DLARRB2 when refining a single eigenvalue
after the Rayleigh correction was rejected.
= 5: The Rayleigh Quotient Iteration failed to converge to
full accuracy in MAXITR steps.
ScaLAPACK routine 31 October 2017 DLARRV2(3)