Compute the eigenvalues and eigenvectors of a real symmetric matrix.

Usage

call EigValVecSym (ain, n, eval, evec, ul, k, exitstatus)

Parameters

ain : input, real*8, dimension (n, n)
The input real symmetric matrix. By default, only the upper portion of the matrix is used.
n : input, integer
The rank of the matrix ain.
eval : output, real*8, dimension (k)
The eigenvalues of ain, sorted from largest to smallest.
evec : output, real*8, dimension (n, k)
The eigenvectors of ain, sorted from largest to smallest eigenvalues. The sign of the first element of each eigenvector is chosen to be positive.
ul : input, character, optional, default = U
If U then the upper portion of the matrix ain will be used (default). If L then the lower portion of the matrix ain will be used.
k : input, optional, integer, default = n
The number of largest eigenvalues and corresponding eigenvectors to be output.
exitstatus : output, optional, integer
If present, instead of executing a STOP when an error is encountered, the variable exitstatus will be returned describing the error. 0 = No errors; 1 = Improper dimensions of input array; 2 = Improper bounds for input variable; 3 = Error allocating memory; 4 = File IO error.

Description

EigValVecSym will calculate the eigenvalues and eigenvectors of a real symmetric matrix. By default, only the upper portion of the matrix is used, but this can be changed by the optional argument ul. The eigenvalues and eigenvectors are sorted from largest to smallest eigenvalues. If the optional parameter k is specified, then only the k largest eigenvalues and their corresponding eigenvectors will be output.

The matrix ain is first factorized into a tridiagonal matrix using the LAPACK routine DSYTRD, and then the eigenvalues are calculated by calls to DSTEGR and DORMTR.

See also

eigvalsym, eigvalvecsymtri

Tags: fortran
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