p?stebz

Developer Reference for Intel® oneAPI Math Kernel Library for C

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ID 766684

Date 3/22/2024

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p?stebz

Computes the eigenvalues of a symmetric tridiagonal matrix by bisection.

Syntax

void psstebz (MKL_INT *ictxt , char *range , char *order , MKL_INT *n , float *vl , float *vu , MKL_INT *il , MKL_INT *iu , float *abstol , float *d , float *e , MKL_INT *m , MKL_INT *nsplit , float *w , MKL_INT *iblock , MKL_INT *isplit , float *work , MKL_INT *lwork , MKL_INT *iwork , MKL_INT *liwork , MKL_INT *info );

void pdstebz (MKL_INT *ictxt , char *range , char *order , MKL_INT *n , double *vl , double *vu , MKL_INT *il , MKL_INT *iu , double *abstol , double *d , double *e , MKL_INT *m , MKL_INT *nsplit , double *w , MKL_INT *iblock , MKL_INT *isplit , double *work , MKL_INT *lwork , MKL_INT *iwork , MKL_INT *liwork , MKL_INT *info );

Include Files

mkl_scalapack.h

Description

The p?stebz function computes the eigenvalues of a symmetric tridiagonal matrix in parallel. These may be all eigenvalues, all eigenvalues in the interval [vlvu], or the eigenvalues il through iu. A static partitioning of work is done at the beginning of p?stebz which results in all processes finding an (almost) equal number of eigenvalues.

Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

Input Parameters

ictxt

(global) The BLACS context handle.

range

(global) Must be 'A' or 'V' or 'I'.

If range = 'A', the function computes all eigenvalues.

If range = 'V', the function computes eigenvalues in the interval [vl, vu].

If range ='I', the function computes eigenvalues il through iu.

order

(global) Must be 'B' or 'E'.

If order = 'B', the eigenvalues are to be ordered from smallest to largest within each split-off block.

If order = 'E', the eigenvalues for the entire matrix are to be ordered from smallest to largest.

n

(global) The order of the tridiagonal matrix T(n≥0).

vl, vu

(global)

If range = 'V', the function computes the lower and the upper bounds for the eigenvalues on the interval [1, vu].

If range = 'A' or 'I', vl and vu are not referenced.

il, iu

(global)

Constraint: 1≤il≤iu≤n.

If range = 'I', the index of the smallest eigenvalue is returned for il and of the largest eigenvalue for iu (assuming that the eigenvalues are in ascending order) must be returned.

If range = 'A' or 'V', il and iu are not referenced.

abstol

(global)

The absolute tolerance to which each eigenvalue is required. An eigenvalue (or cluster) is considered to have converged if it lies in an interval of width abstol. If abstol≤0, then the tolerance is taken as ulp||T||, where ulp is the machine precision, and ||T|| means the 1-norm of T

Eigenvalues will be computed most accurately when abstol is set to the underflow threshold slamch('U'), not 0. Note that if eigenvectors are desired later by inverse iteration (p?stein), abstol should be set to 2*p?lamch('S').

d

(global)

Array of size n.

Contains n diagonal elements of the tridiagonal matrix T. To avoid overflow, the matrix must be scaled so that its largest entry is no greater than the overflow^(1/2) * underflow^(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that.

e

(global)

Array of size n - 1.

Contains (n-1) off-diagonal elements of the tridiagonal matrix T. To avoid overflow, the matrix must be scaled so that its largest entry is no greater than overflow^(1/2) * underflow^(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that.

work

(local)

Array of size max(5n, 7). This is a workspace array.

lwork

(local) The size of the work array must be ≥ max(5n, 7).

If lwork = -1, then lwork is global input and a workspace query is assumed; the function only calculates the minimum and optimal size for all work arrays. Each of these values is returned in the first entry of the corresponding work array, and no error message is issued by pxerbla.

iwork

(local) Array of size max(4n, 14). This is a workspace array.

liwork

(local) The size of the iwork array must ≥max(4n, 14, NPROCS).

If liwork = -1, then liwork is global input and a workspace query is assumed; the function only calculates the minimum and optimal size for all work arrays. Each of these values is returned in the first entry of the corresponding work array, and no error message is issued by pxerbla.

Output Parameters

m

(global) The actual number of eigenvalues found. 0≤m≤n

nsplit

(global) The number of diagonal blocks detected in T. 1≤nsplit≤n

w

(global)

Array of size n. On exit, the first m elements of w contain the eigenvalues on all processes.

iblock

(global)

Array of size n. At each row/column j where e[j-1] is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit iblock[i] specifies which block (from 1 to the number of blocks) the eigenvalue w[i] belongs to.

NOTE:

In the (theoretically impossible) event that bisection does not converge for some or all eigenvalues, info is set to 1 and the ones for which it did not are identified by a negative block number.

isplit

(global)

Array of size n.

Contains the splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to isplit[0], the second of rows/columns isplit[0]+1 through isplit[1], and so on, and the nsplit-th submatrix consists of rows/columns isplit[nsplit-2]+1 through isplit[nsplit-1]=n. (Only the first nsplit elements are used, but since the nsplit values are not known, n words must be reserved for isplit.)

info

(global)

If info = 0, the execution is successful.

If info < 0, if info = -i, the i-th argument has an illegal value.

If info> 0, some or all of the eigenvalues fail to converge or are not computed.

If info = 1, bisection fails to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances.

If info = 2, mismatch between the number of eigenvalues output and the number desired.

If info = 3: range='I', and the Gershgorin interval initially used is incorrect. No eigenvalues are computed. Probable cause: the machine has a sloppy floating-point arithmetic. Increase the fudge parameter, recompile, and try again.

Parent topic: Symmetric Eigenvalue Problems: ScaLAPACK Computational Routines

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Developer Reference for Intel® oneAPI Math Kernel Library for C

p?stebz

Syntax

Include Files

Description

Input Parameters

Output Parameters

See Also