File:  [local] / rpl / lapack / lapack / dsbev.f
Revision 1.17: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:05 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    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: *> \ingroup doubleOTHEReigen
  142: *
  143: *  =====================================================================
  144:       SUBROUTINE DSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  145:      $                  INFO )
  146: *
  147: *  -- LAPACK driver routine --
  148: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  149: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150: *
  151: *     .. Scalar Arguments ..
  152:       CHARACTER          JOBZ, UPLO
  153:       INTEGER            INFO, KD, LDAB, LDZ, N
  154: *     ..
  155: *     .. Array Arguments ..
  156:       DOUBLE PRECISION   AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  157: *     ..
  158: *
  159: *  =====================================================================
  160: *
  161: *     .. Parameters ..
  162:       DOUBLE PRECISION   ZERO, ONE
  163:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
  164: *     ..
  165: *     .. Local Scalars ..
  166:       LOGICAL            LOWER, WANTZ
  167:       INTEGER            IINFO, IMAX, INDE, INDWRK, ISCALE
  168:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  169:      $                   SMLNUM
  170: *     ..
  171: *     .. External Functions ..
  172:       LOGICAL            LSAME
  173:       DOUBLE PRECISION   DLAMCH, DLANSB
  174:       EXTERNAL           LSAME, DLAMCH, DLANSB
  175: *     ..
  176: *     .. External Subroutines ..
  177:       EXTERNAL           DLASCL, DSBTRD, DSCAL, DSTEQR, DSTERF, XERBLA
  178: *     ..
  179: *     .. Intrinsic Functions ..
  180:       INTRINSIC          SQRT
  181: *     ..
  182: *     .. Executable Statements ..
  183: *
  184: *     Test the input parameters.
  185: *
  186:       WANTZ = LSAME( JOBZ, 'V' )
  187:       LOWER = LSAME( UPLO, 'L' )
  188: *
  189:       INFO = 0
  190:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  191:          INFO = -1
  192:       ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  193:          INFO = -2
  194:       ELSE IF( N.LT.0 ) THEN
  195:          INFO = -3
  196:       ELSE IF( KD.LT.0 ) THEN
  197:          INFO = -4
  198:       ELSE IF( LDAB.LT.KD+1 ) THEN
  199:          INFO = -6
  200:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  201:          INFO = -9
  202:       END IF
  203: *
  204:       IF( INFO.NE.0 ) THEN
  205:          CALL XERBLA( 'DSBEV ', -INFO )
  206:          RETURN
  207:       END IF
  208: *
  209: *     Quick return if possible
  210: *
  211:       IF( N.EQ.0 )
  212:      $   RETURN
  213: *
  214:       IF( N.EQ.1 ) THEN
  215:          IF( LOWER ) THEN
  216:             W( 1 ) = AB( 1, 1 )
  217:          ELSE
  218:             W( 1 ) = AB( KD+1, 1 )
  219:          END IF
  220:          IF( WANTZ )
  221:      $      Z( 1, 1 ) = ONE
  222:          RETURN
  223:       END IF
  224: *
  225: *     Get machine constants.
  226: *
  227:       SAFMIN = DLAMCH( 'Safe minimum' )
  228:       EPS = DLAMCH( 'Precision' )
  229:       SMLNUM = SAFMIN / EPS
  230:       BIGNUM = ONE / SMLNUM
  231:       RMIN = SQRT( SMLNUM )
  232:       RMAX = SQRT( BIGNUM )
  233: *
  234: *     Scale matrix to allowable range, if necessary.
  235: *
  236:       ANRM = DLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
  237:       ISCALE = 0
  238:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  239:          ISCALE = 1
  240:          SIGMA = RMIN / ANRM
  241:       ELSE IF( ANRM.GT.RMAX ) THEN
  242:          ISCALE = 1
  243:          SIGMA = RMAX / ANRM
  244:       END IF
  245:       IF( ISCALE.EQ.1 ) THEN
  246:          IF( LOWER ) THEN
  247:             CALL DLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  248:          ELSE
  249:             CALL DLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  250:          END IF
  251:       END IF
  252: *
  253: *     Call DSBTRD to reduce symmetric band matrix to tridiagonal form.
  254: *
  255:       INDE = 1
  256:       INDWRK = INDE + N
  257:       CALL DSBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, WORK( INDE ), Z, LDZ,
  258:      $             WORK( INDWRK ), IINFO )
  259: *
  260: *     For eigenvalues only, call DSTERF.  For eigenvectors, call SSTEQR.
  261: *
  262:       IF( .NOT.WANTZ ) THEN
  263:          CALL DSTERF( N, W, WORK( INDE ), INFO )
  264:       ELSE
  265:          CALL DSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
  266:      $                INFO )
  267:       END IF
  268: *
  269: *     If matrix was scaled, then rescale eigenvalues appropriately.
  270: *
  271:       IF( ISCALE.EQ.1 ) THEN
  272:          IF( INFO.EQ.0 ) THEN
  273:             IMAX = N
  274:          ELSE
  275:             IMAX = INFO - 1
  276:          END IF
  277:          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  278:       END IF
  279: *
  280:       RETURN
  281: *
  282: *     End of DSBEV
  283: *
  284:       END

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