Annotation of rpl/lapack/lapack/dsbevd.f, revision 1.8
1.8 ! bertrand 1: *> \brief <b> DSBEVD 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 DSBEVD + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsbevd.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsbevd.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsbevd.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE DSBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
! 22: * LWORK, IWORK, LIWORK, INFO )
! 23: *
! 24: * .. Scalar Arguments ..
! 25: * CHARACTER JOBZ, UPLO
! 26: * INTEGER INFO, KD, LDAB, LDZ, LIWORK, LWORK, N
! 27: * ..
! 28: * .. Array Arguments ..
! 29: * INTEGER IWORK( * )
! 30: * DOUBLE PRECISION AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
! 31: * ..
! 32: *
! 33: *
! 34: *> \par Purpose:
! 35: * =============
! 36: *>
! 37: *> \verbatim
! 38: *>
! 39: *> DSBEVD computes all the eigenvalues and, optionally, eigenvectors of
! 40: *> a real symmetric band matrix A. If eigenvectors are desired, it uses
! 41: *> a divide and conquer algorithm.
! 42: *>
! 43: *> The divide and conquer algorithm makes very mild assumptions about
! 44: *> floating point arithmetic. It will work on machines with a guard
! 45: *> digit in add/subtract, or on those binary machines without guard
! 46: *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
! 47: *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
! 48: *> without guard digits, but we know of none.
! 49: *> \endverbatim
! 50: *
! 51: * Arguments:
! 52: * ==========
! 53: *
! 54: *> \param[in] JOBZ
! 55: *> \verbatim
! 56: *> JOBZ is CHARACTER*1
! 57: *> = 'N': Compute eigenvalues only;
! 58: *> = 'V': Compute eigenvalues and eigenvectors.
! 59: *> \endverbatim
! 60: *>
! 61: *> \param[in] UPLO
! 62: *> \verbatim
! 63: *> UPLO is CHARACTER*1
! 64: *> = 'U': Upper triangle of A is stored;
! 65: *> = 'L': Lower triangle of A is stored.
! 66: *> \endverbatim
! 67: *>
! 68: *> \param[in] N
! 69: *> \verbatim
! 70: *> N is INTEGER
! 71: *> The order of the matrix A. N >= 0.
! 72: *> \endverbatim
! 73: *>
! 74: *> \param[in] KD
! 75: *> \verbatim
! 76: *> KD is INTEGER
! 77: *> The number of superdiagonals of the matrix A if UPLO = 'U',
! 78: *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
! 79: *> \endverbatim
! 80: *>
! 81: *> \param[in,out] AB
! 82: *> \verbatim
! 83: *> AB is DOUBLE PRECISION array, dimension (LDAB, N)
! 84: *> On entry, the upper or lower triangle of the symmetric band
! 85: *> matrix A, stored in the first KD+1 rows of the array. The
! 86: *> j-th column of A is stored in the j-th column of the array AB
! 87: *> as follows:
! 88: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
! 89: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
! 90: *>
! 91: *> On exit, AB is overwritten by values generated during the
! 92: *> reduction to tridiagonal form. If UPLO = 'U', the first
! 93: *> superdiagonal and the diagonal of the tridiagonal matrix T
! 94: *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
! 95: *> the diagonal and first subdiagonal of T are returned in the
! 96: *> first two rows of AB.
! 97: *> \endverbatim
! 98: *>
! 99: *> \param[in] LDAB
! 100: *> \verbatim
! 101: *> LDAB is INTEGER
! 102: *> The leading dimension of the array AB. LDAB >= KD + 1.
! 103: *> \endverbatim
! 104: *>
! 105: *> \param[out] W
! 106: *> \verbatim
! 107: *> W is DOUBLE PRECISION array, dimension (N)
! 108: *> If INFO = 0, the eigenvalues in ascending order.
! 109: *> \endverbatim
! 110: *>
! 111: *> \param[out] Z
! 112: *> \verbatim
! 113: *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
! 114: *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
! 115: *> eigenvectors of the matrix A, with the i-th column of Z
! 116: *> holding the eigenvector associated with W(i).
! 117: *> If JOBZ = 'N', then Z is not referenced.
! 118: *> \endverbatim
! 119: *>
! 120: *> \param[in] LDZ
! 121: *> \verbatim
! 122: *> LDZ is INTEGER
! 123: *> The leading dimension of the array Z. LDZ >= 1, and if
! 124: *> JOBZ = 'V', LDZ >= max(1,N).
! 125: *> \endverbatim
! 126: *>
! 127: *> \param[out] WORK
! 128: *> \verbatim
! 129: *> WORK is DOUBLE PRECISION array,
! 130: *> dimension (LWORK)
! 131: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
! 132: *> \endverbatim
! 133: *>
! 134: *> \param[in] LWORK
! 135: *> \verbatim
! 136: *> LWORK is INTEGER
! 137: *> The dimension of the array WORK.
! 138: *> IF N <= 1, LWORK must be at least 1.
! 139: *> If JOBZ = 'N' and N > 2, LWORK must be at least 2*N.
! 140: *> If JOBZ = 'V' and N > 2, LWORK must be at least
! 141: *> ( 1 + 5*N + 2*N**2 ).
! 142: *>
! 143: *> If LWORK = -1, then a workspace query is assumed; the routine
! 144: *> only calculates the optimal sizes of the WORK and IWORK
! 145: *> arrays, returns these values as the first entries of the WORK
! 146: *> and IWORK arrays, and no error message related to LWORK or
! 147: *> LIWORK is issued by XERBLA.
! 148: *> \endverbatim
! 149: *>
! 150: *> \param[out] IWORK
! 151: *> \verbatim
! 152: *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
! 153: *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
! 154: *> \endverbatim
! 155: *>
! 156: *> \param[in] LIWORK
! 157: *> \verbatim
! 158: *> LIWORK is INTEGER
! 159: *> The dimension of the array LIWORK.
! 160: *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
! 161: *> If JOBZ = 'V' and N > 2, LIWORK must be at least 3 + 5*N.
! 162: *>
! 163: *> If LIWORK = -1, then a workspace query is assumed; the
! 164: *> routine only calculates the optimal sizes of the WORK and
! 165: *> IWORK arrays, returns these values as the first entries of
! 166: *> the WORK and IWORK arrays, and no error message related to
! 167: *> LWORK or LIWORK is issued by XERBLA.
! 168: *> \endverbatim
! 169: *>
! 170: *> \param[out] INFO
! 171: *> \verbatim
! 172: *> INFO is INTEGER
! 173: *> = 0: successful exit
! 174: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 175: *> > 0: if INFO = i, the algorithm failed to converge; i
! 176: *> off-diagonal elements of an intermediate tridiagonal
! 177: *> form did not converge to zero.
! 178: *> \endverbatim
! 179: *
! 180: * Authors:
! 181: * ========
! 182: *
! 183: *> \author Univ. of Tennessee
! 184: *> \author Univ. of California Berkeley
! 185: *> \author Univ. of Colorado Denver
! 186: *> \author NAG Ltd.
! 187: *
! 188: *> \date November 2011
! 189: *
! 190: *> \ingroup doubleOTHEReigen
! 191: *
! 192: * =====================================================================
1.1 bertrand 193: SUBROUTINE DSBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
194: $ LWORK, IWORK, LIWORK, INFO )
195: *
1.8 ! bertrand 196: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 197: * -- LAPACK is a software package provided by Univ. of Tennessee, --
198: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 ! bertrand 199: * November 2011
1.1 bertrand 200: *
201: * .. Scalar Arguments ..
202: CHARACTER JOBZ, UPLO
203: INTEGER INFO, KD, LDAB, LDZ, LIWORK, LWORK, N
204: * ..
205: * .. Array Arguments ..
206: INTEGER IWORK( * )
207: DOUBLE PRECISION AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
208: * ..
209: *
210: * =====================================================================
211: *
212: * .. Parameters ..
213: DOUBLE PRECISION ZERO, ONE
214: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
215: * ..
216: * .. Local Scalars ..
217: LOGICAL LOWER, LQUERY, WANTZ
218: INTEGER IINFO, INDE, INDWK2, INDWRK, ISCALE, LIWMIN,
219: $ LLWRK2, LWMIN
220: DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
221: $ SMLNUM
222: * ..
223: * .. External Functions ..
224: LOGICAL LSAME
225: DOUBLE PRECISION DLAMCH, DLANSB
226: EXTERNAL LSAME, DLAMCH, DLANSB
227: * ..
228: * .. External Subroutines ..
229: EXTERNAL DGEMM, DLACPY, DLASCL, DSBTRD, DSCAL, DSTEDC,
230: $ DSTERF, XERBLA
231: * ..
232: * .. Intrinsic Functions ..
233: INTRINSIC SQRT
234: * ..
235: * .. Executable Statements ..
236: *
237: * Test the input parameters.
238: *
239: WANTZ = LSAME( JOBZ, 'V' )
240: LOWER = LSAME( UPLO, 'L' )
241: LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
242: *
243: INFO = 0
244: IF( N.LE.1 ) THEN
245: LIWMIN = 1
246: LWMIN = 1
247: ELSE
248: IF( WANTZ ) THEN
249: LIWMIN = 3 + 5*N
250: LWMIN = 1 + 5*N + 2*N**2
251: ELSE
252: LIWMIN = 1
253: LWMIN = 2*N
254: END IF
255: END IF
256: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
257: INFO = -1
258: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
259: INFO = -2
260: ELSE IF( N.LT.0 ) THEN
261: INFO = -3
262: ELSE IF( KD.LT.0 ) THEN
263: INFO = -4
264: ELSE IF( LDAB.LT.KD+1 ) THEN
265: INFO = -6
266: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
267: INFO = -9
268: END IF
269: *
270: IF( INFO.EQ.0 ) THEN
271: WORK( 1 ) = LWMIN
272: IWORK( 1 ) = LIWMIN
273: *
274: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
275: INFO = -11
276: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
277: INFO = -13
278: END IF
279: END IF
280: *
281: IF( INFO.NE.0 ) THEN
282: CALL XERBLA( 'DSBEVD', -INFO )
283: RETURN
284: ELSE IF( LQUERY ) THEN
285: RETURN
286: END IF
287: *
288: * Quick return if possible
289: *
290: IF( N.EQ.0 )
291: $ RETURN
292: *
293: IF( N.EQ.1 ) THEN
294: W( 1 ) = AB( 1, 1 )
295: IF( WANTZ )
296: $ Z( 1, 1 ) = ONE
297: RETURN
298: END IF
299: *
300: * Get machine constants.
301: *
302: SAFMIN = DLAMCH( 'Safe minimum' )
303: EPS = DLAMCH( 'Precision' )
304: SMLNUM = SAFMIN / EPS
305: BIGNUM = ONE / SMLNUM
306: RMIN = SQRT( SMLNUM )
307: RMAX = SQRT( BIGNUM )
308: *
309: * Scale matrix to allowable range, if necessary.
310: *
311: ANRM = DLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
312: ISCALE = 0
313: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
314: ISCALE = 1
315: SIGMA = RMIN / ANRM
316: ELSE IF( ANRM.GT.RMAX ) THEN
317: ISCALE = 1
318: SIGMA = RMAX / ANRM
319: END IF
320: IF( ISCALE.EQ.1 ) THEN
321: IF( LOWER ) THEN
322: CALL DLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
323: ELSE
324: CALL DLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
325: END IF
326: END IF
327: *
328: * Call DSBTRD to reduce symmetric band matrix to tridiagonal form.
329: *
330: INDE = 1
331: INDWRK = INDE + N
332: INDWK2 = INDWRK + N*N
333: LLWRK2 = LWORK - INDWK2 + 1
334: CALL DSBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, WORK( INDE ), Z, LDZ,
335: $ WORK( INDWRK ), IINFO )
336: *
337: * For eigenvalues only, call DSTERF. For eigenvectors, call SSTEDC.
338: *
339: IF( .NOT.WANTZ ) THEN
340: CALL DSTERF( N, W, WORK( INDE ), INFO )
341: ELSE
342: CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
343: $ WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
344: CALL DGEMM( 'N', 'N', N, N, N, ONE, Z, LDZ, WORK( INDWRK ), N,
345: $ ZERO, WORK( INDWK2 ), N )
346: CALL DLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
347: END IF
348: *
349: * If matrix was scaled, then rescale eigenvalues appropriately.
350: *
351: IF( ISCALE.EQ.1 )
352: $ CALL DSCAL( N, ONE / SIGMA, W, 1 )
353: *
354: WORK( 1 ) = LWMIN
355: IWORK( 1 ) = LIWMIN
356: RETURN
357: *
358: * End of DSBEVD
359: *
360: END
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