Annotation of rpl/lapack/lapack/dsbev.f, revision 1.8
1.8 ! bertrand 1: *> \brief <b> DSBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download DSBEV + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsbev.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsbev.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsbev.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE DSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
! 22: * INFO )
! 23: *
! 24: * .. Scalar Arguments ..
! 25: * CHARACTER JOBZ, UPLO
! 26: * INTEGER INFO, KD, LDAB, LDZ, N
! 27: * ..
! 28: * .. Array Arguments ..
! 29: * DOUBLE PRECISION AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
! 30: * ..
! 31: *
! 32: *
! 33: *> \par Purpose:
! 34: * =============
! 35: *>
! 36: *> \verbatim
! 37: *>
! 38: *> DSBEV computes all the eigenvalues and, optionally, eigenvectors of
! 39: *> a real symmetric band matrix A.
! 40: *> \endverbatim
! 41: *
! 42: * Arguments:
! 43: * ==========
! 44: *
! 45: *> \param[in] JOBZ
! 46: *> \verbatim
! 47: *> JOBZ is CHARACTER*1
! 48: *> = 'N': Compute eigenvalues only;
! 49: *> = 'V': Compute eigenvalues and eigenvectors.
! 50: *> \endverbatim
! 51: *>
! 52: *> \param[in] UPLO
! 53: *> \verbatim
! 54: *> UPLO is CHARACTER*1
! 55: *> = 'U': Upper triangle of A is stored;
! 56: *> = 'L': Lower triangle of A is stored.
! 57: *> \endverbatim
! 58: *>
! 59: *> \param[in] N
! 60: *> \verbatim
! 61: *> N is INTEGER
! 62: *> The order of the matrix A. N >= 0.
! 63: *> \endverbatim
! 64: *>
! 65: *> \param[in] KD
! 66: *> \verbatim
! 67: *> KD is INTEGER
! 68: *> The number of superdiagonals of the matrix A if UPLO = 'U',
! 69: *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
! 70: *> \endverbatim
! 71: *>
! 72: *> \param[in,out] AB
! 73: *> \verbatim
! 74: *> AB is DOUBLE PRECISION array, dimension (LDAB, N)
! 75: *> On entry, the upper or lower triangle of the symmetric band
! 76: *> matrix A, stored in the first KD+1 rows of the array. The
! 77: *> j-th column of A is stored in the j-th column of the array AB
! 78: *> as follows:
! 79: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
! 80: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
! 81: *>
! 82: *> On exit, AB is overwritten by values generated during the
! 83: *> reduction to tridiagonal form. If UPLO = 'U', the first
! 84: *> superdiagonal and the diagonal of the tridiagonal matrix T
! 85: *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
! 86: *> the diagonal and first subdiagonal of T are returned in the
! 87: *> first two rows of AB.
! 88: *> \endverbatim
! 89: *>
! 90: *> \param[in] LDAB
! 91: *> \verbatim
! 92: *> LDAB is INTEGER
! 93: *> The leading dimension of the array AB. LDAB >= KD + 1.
! 94: *> \endverbatim
! 95: *>
! 96: *> \param[out] W
! 97: *> \verbatim
! 98: *> W is DOUBLE PRECISION array, dimension (N)
! 99: *> If INFO = 0, the eigenvalues in ascending order.
! 100: *> \endverbatim
! 101: *>
! 102: *> \param[out] Z
! 103: *> \verbatim
! 104: *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
! 105: *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
! 106: *> eigenvectors of the matrix A, with the i-th column of Z
! 107: *> holding the eigenvector associated with W(i).
! 108: *> If JOBZ = 'N', then Z is not referenced.
! 109: *> \endverbatim
! 110: *>
! 111: *> \param[in] LDZ
! 112: *> \verbatim
! 113: *> LDZ is INTEGER
! 114: *> The leading dimension of the array Z. LDZ >= 1, and if
! 115: *> JOBZ = 'V', LDZ >= max(1,N).
! 116: *> \endverbatim
! 117: *>
! 118: *> \param[out] WORK
! 119: *> \verbatim
! 120: *> WORK is DOUBLE PRECISION array, dimension (max(1,3*N-2))
! 121: *> \endverbatim
! 122: *>
! 123: *> \param[out] INFO
! 124: *> \verbatim
! 125: *> INFO is INTEGER
! 126: *> = 0: successful exit
! 127: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 128: *> > 0: if INFO = i, the algorithm failed to converge; i
! 129: *> off-diagonal elements of an intermediate tridiagonal
! 130: *> form did not converge to zero.
! 131: *> \endverbatim
! 132: *
! 133: * Authors:
! 134: * ========
! 135: *
! 136: *> \author Univ. of Tennessee
! 137: *> \author Univ. of California Berkeley
! 138: *> \author Univ. of Colorado Denver
! 139: *> \author NAG Ltd.
! 140: *
! 141: *> \date November 2011
! 142: *
! 143: *> \ingroup doubleOTHEReigen
! 144: *
! 145: * =====================================================================
1.1 bertrand 146: SUBROUTINE DSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
147: $ INFO )
148: *
1.8 ! bertrand 149: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 150: * -- LAPACK is a software package provided by Univ. of Tennessee, --
151: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 ! bertrand 152: * November 2011
1.1 bertrand 153: *
154: * .. Scalar Arguments ..
155: CHARACTER JOBZ, UPLO
156: INTEGER INFO, KD, LDAB, LDZ, N
157: * ..
158: * .. Array Arguments ..
159: DOUBLE PRECISION AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
160: * ..
161: *
162: * =====================================================================
163: *
164: * .. Parameters ..
165: DOUBLE PRECISION ZERO, ONE
166: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
167: * ..
168: * .. Local Scalars ..
169: LOGICAL LOWER, WANTZ
170: INTEGER IINFO, IMAX, INDE, INDWRK, ISCALE
171: DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
172: $ SMLNUM
173: * ..
174: * .. External Functions ..
175: LOGICAL LSAME
176: DOUBLE PRECISION DLAMCH, DLANSB
177: EXTERNAL LSAME, DLAMCH, DLANSB
178: * ..
179: * .. External Subroutines ..
180: EXTERNAL DLASCL, DSBTRD, DSCAL, DSTEQR, DSTERF, XERBLA
181: * ..
182: * .. Intrinsic Functions ..
183: INTRINSIC SQRT
184: * ..
185: * .. Executable Statements ..
186: *
187: * Test the input parameters.
188: *
189: WANTZ = LSAME( JOBZ, 'V' )
190: LOWER = LSAME( UPLO, 'L' )
191: *
192: INFO = 0
193: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
194: INFO = -1
195: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
196: INFO = -2
197: ELSE IF( N.LT.0 ) THEN
198: INFO = -3
199: ELSE IF( KD.LT.0 ) THEN
200: INFO = -4
201: ELSE IF( LDAB.LT.KD+1 ) THEN
202: INFO = -6
203: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
204: INFO = -9
205: END IF
206: *
207: IF( INFO.NE.0 ) THEN
208: CALL XERBLA( 'DSBEV ', -INFO )
209: RETURN
210: END IF
211: *
212: * Quick return if possible
213: *
214: IF( N.EQ.0 )
215: $ RETURN
216: *
217: IF( N.EQ.1 ) THEN
218: IF( LOWER ) THEN
219: W( 1 ) = AB( 1, 1 )
220: ELSE
221: W( 1 ) = AB( KD+1, 1 )
222: END IF
223: IF( WANTZ )
224: $ Z( 1, 1 ) = ONE
225: RETURN
226: END IF
227: *
228: * Get machine constants.
229: *
230: SAFMIN = DLAMCH( 'Safe minimum' )
231: EPS = DLAMCH( 'Precision' )
232: SMLNUM = SAFMIN / EPS
233: BIGNUM = ONE / SMLNUM
234: RMIN = SQRT( SMLNUM )
235: RMAX = SQRT( BIGNUM )
236: *
237: * Scale matrix to allowable range, if necessary.
238: *
239: ANRM = DLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
240: ISCALE = 0
241: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
242: ISCALE = 1
243: SIGMA = RMIN / ANRM
244: ELSE IF( ANRM.GT.RMAX ) THEN
245: ISCALE = 1
246: SIGMA = RMAX / ANRM
247: END IF
248: IF( ISCALE.EQ.1 ) THEN
249: IF( LOWER ) THEN
250: CALL DLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
251: ELSE
252: CALL DLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
253: END IF
254: END IF
255: *
256: * Call DSBTRD to reduce symmetric band matrix to tridiagonal form.
257: *
258: INDE = 1
259: INDWRK = INDE + N
260: CALL DSBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, WORK( INDE ), Z, LDZ,
261: $ WORK( INDWRK ), IINFO )
262: *
263: * For eigenvalues only, call DSTERF. For eigenvectors, call SSTEQR.
264: *
265: IF( .NOT.WANTZ ) THEN
266: CALL DSTERF( N, W, WORK( INDE ), INFO )
267: ELSE
268: CALL DSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
269: $ INFO )
270: END IF
271: *
272: * If matrix was scaled, then rescale eigenvalues appropriately.
273: *
274: IF( ISCALE.EQ.1 ) THEN
275: IF( INFO.EQ.0 ) THEN
276: IMAX = N
277: ELSE
278: IMAX = INFO - 1
279: END IF
280: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
281: END IF
282: *
283: RETURN
284: *
285: * End of DSBEV
286: *
287: END
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