Annotation of rpl/lapack/lapack/dsbevd_2stage.f, revision 1.1

1.1     ! bertrand    1: *> \brief <b> DSBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
        !             2: *
        !             3: *  @precisions fortran d -> s
        !             4: *
        !             5: *  =========== DOCUMENTATION ===========
        !             6: *
        !             7: * Online html documentation available at
        !             8: *            http://www.netlib.org/lapack/explore-html/
        !             9: *
        !            10: *> \htmlonly
        !            11: *> Download DSBEVD_2STAGE + dependencies
        !            12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsbevd_2stage.f">
        !            13: *> [TGZ]</a>
        !            14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsbevd_2stage.f">
        !            15: *> [ZIP]</a>
        !            16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsbevd_2stage.f">
        !            17: *> [TXT]</a>
        !            18: *> \endhtmlonly
        !            19: *
        !            20: *  Definition:
        !            21: *  ===========
        !            22: *
        !            23: *       SUBROUTINE DSBEVD_2STAGE( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ,
        !            24: *                                 WORK, LWORK, IWORK, LIWORK, INFO )
        !            25: *
        !            26: *       IMPLICIT NONE
        !            27: *
        !            28: *       .. Scalar Arguments ..
        !            29: *       CHARACTER          JOBZ, UPLO
        !            30: *       INTEGER            INFO, KD, LDAB, LDZ, LIWORK, LWORK, N
        !            31: *       ..
        !            32: *       .. Array Arguments ..
        !            33: *       INTEGER            IWORK( * )
        !            34: *       DOUBLE PRECISION   AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
        !            35: *       ..
        !            36: *
        !            37: *
        !            38: *> \par Purpose:
        !            39: *  =============
        !            40: *>
        !            41: *> \verbatim
        !            42: *>
        !            43: *> DSBEVD_2STAGE computes all the eigenvalues and, optionally, eigenvectors of
        !            44: *> a real symmetric band matrix A using the 2stage technique for
        !            45: *> the reduction to tridiagonal. If eigenvectors are desired, it uses
        !            46: *> a divide and conquer algorithm.
        !            47: *>
        !            48: *> The divide and conquer algorithm makes very mild assumptions about
        !            49: *> floating point arithmetic. It will work on machines with a guard
        !            50: *> digit in add/subtract, or on those binary machines without guard
        !            51: *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
        !            52: *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
        !            53: *> without guard digits, but we know of none.
        !            54: *> \endverbatim
        !            55: *
        !            56: *  Arguments:
        !            57: *  ==========
        !            58: *
        !            59: *> \param[in] JOBZ
        !            60: *> \verbatim
        !            61: *>          JOBZ is CHARACTER*1
        !            62: *>          = 'N':  Compute eigenvalues only;
        !            63: *>          = 'V':  Compute eigenvalues and eigenvectors.
        !            64: *>                  Not available in this release.
        !            65: *> \endverbatim
        !            66: *>
        !            67: *> \param[in] UPLO
        !            68: *> \verbatim
        !            69: *>          UPLO is CHARACTER*1
        !            70: *>          = 'U':  Upper triangle of A is stored;
        !            71: *>          = 'L':  Lower triangle of A is stored.
        !            72: *> \endverbatim
        !            73: *>
        !            74: *> \param[in] N
        !            75: *> \verbatim
        !            76: *>          N is INTEGER
        !            77: *>          The order of the matrix A.  N >= 0.
        !            78: *> \endverbatim
        !            79: *>
        !            80: *> \param[in] KD
        !            81: *> \verbatim
        !            82: *>          KD is INTEGER
        !            83: *>          The number of superdiagonals of the matrix A if UPLO = 'U',
        !            84: *>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
        !            85: *> \endverbatim
        !            86: *>
        !            87: *> \param[in,out] AB
        !            88: *> \verbatim
        !            89: *>          AB is DOUBLE PRECISION array, dimension (LDAB, N)
        !            90: *>          On entry, the upper or lower triangle of the symmetric band
        !            91: *>          matrix A, stored in the first KD+1 rows of the array.  The
        !            92: *>          j-th column of A is stored in the j-th column of the array AB
        !            93: *>          as follows:
        !            94: *>          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
        !            95: *>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
        !            96: *>
        !            97: *>          On exit, AB is overwritten by values generated during the
        !            98: *>          reduction to tridiagonal form.  If UPLO = 'U', the first
        !            99: *>          superdiagonal and the diagonal of the tridiagonal matrix T
        !           100: *>          are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
        !           101: *>          the diagonal and first subdiagonal of T are returned in the
        !           102: *>          first two rows of AB.
        !           103: *> \endverbatim
        !           104: *>
        !           105: *> \param[in] LDAB
        !           106: *> \verbatim
        !           107: *>          LDAB is INTEGER
        !           108: *>          The leading dimension of the array AB.  LDAB >= KD + 1.
        !           109: *> \endverbatim
        !           110: *>
        !           111: *> \param[out] W
        !           112: *> \verbatim
        !           113: *>          W is DOUBLE PRECISION array, dimension (N)
        !           114: *>          If INFO = 0, the eigenvalues in ascending order.
        !           115: *> \endverbatim
        !           116: *>
        !           117: *> \param[out] Z
        !           118: *> \verbatim
        !           119: *>          Z is DOUBLE PRECISION array, dimension (LDZ, N)
        !           120: *>          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
        !           121: *>          eigenvectors of the matrix A, with the i-th column of Z
        !           122: *>          holding the eigenvector associated with W(i).
        !           123: *>          If JOBZ = 'N', then Z is not referenced.
        !           124: *> \endverbatim
        !           125: *>
        !           126: *> \param[in] LDZ
        !           127: *> \verbatim
        !           128: *>          LDZ is INTEGER
        !           129: *>          The leading dimension of the array Z.  LDZ >= 1, and if
        !           130: *>          JOBZ = 'V', LDZ >= max(1,N).
        !           131: *> \endverbatim
        !           132: *>
        !           133: *> \param[out] WORK
        !           134: *> \verbatim
        !           135: *>          WORK is DOUBLE PRECISION array, dimension LWORK
        !           136: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
        !           137: *> \endverbatim
        !           138: *>
        !           139: *> \param[in] LWORK
        !           140: *> \verbatim
        !           141: *>          LWORK is INTEGER
        !           142: *>          The length of the array WORK. LWORK >= 1, when N <= 1;
        !           143: *>          otherwise  
        !           144: *>          If JOBZ = 'N' and N > 1, LWORK must be queried.
        !           145: *>                                   LWORK = MAX(1, dimension) where
        !           146: *>                                   dimension = (2KD+1)*N + KD*NTHREADS + N
        !           147: *>                                   where KD is the size of the band.
        !           148: *>                                   NTHREADS is the number of threads used when
        !           149: *>                                   openMP compilation is enabled, otherwise =1.
        !           150: *>          If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available.
        !           151: *>
        !           152: *>          If LWORK = -1, then a workspace query is assumed; the routine
        !           153: *>          only calculates the optimal sizes of the WORK and IWORK
        !           154: *>          arrays, returns these values as the first entries of the WORK
        !           155: *>          and IWORK arrays, and no error message related to LWORK or
        !           156: *>          LIWORK is issued by XERBLA.
        !           157: *> \endverbatim
        !           158: *>
        !           159: *> \param[out] IWORK
        !           160: *> \verbatim
        !           161: *>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
        !           162: *>          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
        !           163: *> \endverbatim
        !           164: *>
        !           165: *> \param[in] LIWORK
        !           166: *> \verbatim
        !           167: *>          LIWORK is INTEGER
        !           168: *>          The dimension of the array IWORK.
        !           169: *>          If JOBZ  = 'N' or N <= 1, LIWORK must be at least 1.
        !           170: *>          If JOBZ  = 'V' and N > 2, LIWORK must be at least 3 + 5*N.
        !           171: *>
        !           172: *>          If LIWORK = -1, then a workspace query is assumed; the
        !           173: *>          routine only calculates the optimal sizes of the WORK and
        !           174: *>          IWORK arrays, returns these values as the first entries of
        !           175: *>          the WORK and IWORK arrays, and no error message related to
        !           176: *>          LWORK or LIWORK is issued by XERBLA.
        !           177: *> \endverbatim
        !           178: *>
        !           179: *> \param[out] INFO
        !           180: *> \verbatim
        !           181: *>          INFO is INTEGER
        !           182: *>          = 0:  successful exit
        !           183: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
        !           184: *>          > 0:  if INFO = i, the algorithm failed to converge; i
        !           185: *>                off-diagonal elements of an intermediate tridiagonal
        !           186: *>                form did not converge to zero.
        !           187: *> \endverbatim
        !           188: *
        !           189: *  Authors:
        !           190: *  ========
        !           191: *
        !           192: *> \author Univ. of Tennessee
        !           193: *> \author Univ. of California Berkeley
        !           194: *> \author Univ. of Colorado Denver
        !           195: *> \author NAG Ltd.
        !           196: *
        !           197: *> \date December 2016
        !           198: *
        !           199: *> \ingroup doubleOTHEReigen
        !           200: *
        !           201: *> \par Further Details:
        !           202: *  =====================
        !           203: *>
        !           204: *> \verbatim
        !           205: *>
        !           206: *>  All details about the 2stage techniques are available in:
        !           207: *>
        !           208: *>  Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
        !           209: *>  Parallel reduction to condensed forms for symmetric eigenvalue problems
        !           210: *>  using aggregated fine-grained and memory-aware kernels. In Proceedings
        !           211: *>  of 2011 International Conference for High Performance Computing,
        !           212: *>  Networking, Storage and Analysis (SC '11), New York, NY, USA,
        !           213: *>  Article 8 , 11 pages.
        !           214: *>  http://doi.acm.org/10.1145/2063384.2063394
        !           215: *>
        !           216: *>  A. Haidar, J. Kurzak, P. Luszczek, 2013.
        !           217: *>  An improved parallel singular value algorithm and its implementation 
        !           218: *>  for multicore hardware, In Proceedings of 2013 International Conference
        !           219: *>  for High Performance Computing, Networking, Storage and Analysis (SC '13).
        !           220: *>  Denver, Colorado, USA, 2013.
        !           221: *>  Article 90, 12 pages.
        !           222: *>  http://doi.acm.org/10.1145/2503210.2503292
        !           223: *>
        !           224: *>  A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
        !           225: *>  A novel hybrid CPU-GPU generalized eigensolver for electronic structure 
        !           226: *>  calculations based on fine-grained memory aware tasks.
        !           227: *>  International Journal of High Performance Computing Applications.
        !           228: *>  Volume 28 Issue 2, Pages 196-209, May 2014.
        !           229: *>  http://hpc.sagepub.com/content/28/2/196 
        !           230: *>
        !           231: *> \endverbatim
        !           232: *
        !           233: *  =====================================================================
        !           234:       SUBROUTINE DSBEVD_2STAGE( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ,
        !           235:      $                          WORK, LWORK, IWORK, LIWORK, INFO )
        !           236: *
        !           237:       IMPLICIT NONE
        !           238: *
        !           239: *  -- LAPACK driver routine (version 3.7.0) --
        !           240: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
        !           241: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
        !           242: *     December 2016
        !           243: *
        !           244: *     .. Scalar Arguments ..
        !           245:       CHARACTER          JOBZ, UPLO
        !           246:       INTEGER            INFO, KD, LDAB, LDZ, LIWORK, LWORK, N
        !           247: *     ..
        !           248: *     .. Array Arguments ..
        !           249:       INTEGER            IWORK( * )
        !           250:       DOUBLE PRECISION   AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
        !           251: *     ..
        !           252: *
        !           253: *  =====================================================================
        !           254: *
        !           255: *     .. Parameters ..
        !           256:       DOUBLE PRECISION   ZERO, ONE
        !           257:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
        !           258: *     ..
        !           259: *     .. Local Scalars ..
        !           260:       LOGICAL            LOWER, LQUERY, WANTZ
        !           261:       INTEGER            IINFO, INDE, INDWK2, INDWRK, ISCALE, LIWMIN,
        !           262:      $                   LLWORK, LWMIN, LHTRD, LWTRD, IB, INDHOUS,
        !           263:      $                   LLWRK2
        !           264:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
        !           265:      $                   SMLNUM
        !           266: *     ..
        !           267: *     .. External Functions ..
        !           268:       LOGICAL            LSAME
        !           269:       INTEGER            ILAENV
        !           270:       DOUBLE PRECISION   DLAMCH, DLANSB
        !           271:       EXTERNAL           LSAME, DLAMCH, DLANSB, ILAENV
        !           272: *     ..
        !           273: *     .. External Subroutines ..
        !           274:       EXTERNAL           DGEMM, DLACPY, DLASCL, DSCAL, DSTEDC,
        !           275:      $                   DSTERF, XERBLA, DSYTRD_SB2ST
        !           276: *     ..
        !           277: *     .. Intrinsic Functions ..
        !           278:       INTRINSIC          SQRT
        !           279: *     ..
        !           280: *     .. Executable Statements ..
        !           281: *
        !           282: *     Test the input parameters.
        !           283: *
        !           284:       WANTZ = LSAME( JOBZ, 'V' )
        !           285:       LOWER = LSAME( UPLO, 'L' )
        !           286:       LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
        !           287: *
        !           288:       INFO = 0
        !           289:       IF( N.LE.1 ) THEN
        !           290:          LIWMIN = 1
        !           291:          LWMIN = 1
        !           292:       ELSE
        !           293:          IB    = ILAENV( 18, 'DSYTRD_SB2ST', JOBZ, N, KD, -1, -1 )
        !           294:          LHTRD = ILAENV( 19, 'DSYTRD_SB2ST', JOBZ, N, KD, IB, -1 )
        !           295:          LWTRD = ILAENV( 20, 'DSYTRD_SB2ST', JOBZ, N, KD, IB, -1 )
        !           296:          IF( WANTZ ) THEN
        !           297:             LIWMIN = 3 + 5*N
        !           298:             LWMIN = 1 + 5*N + 2*N**2
        !           299:          ELSE
        !           300:             LIWMIN = 1
        !           301:             LWMIN = MAX( 2*N, N+LHTRD+LWTRD )
        !           302:          END IF
        !           303:       END IF
        !           304:       IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
        !           305:          INFO = -1
        !           306:       ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
        !           307:          INFO = -2
        !           308:       ELSE IF( N.LT.0 ) THEN
        !           309:          INFO = -3
        !           310:       ELSE IF( KD.LT.0 ) THEN
        !           311:          INFO = -4
        !           312:       ELSE IF( LDAB.LT.KD+1 ) THEN
        !           313:          INFO = -6
        !           314:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
        !           315:          INFO = -9
        !           316:       END IF
        !           317: *
        !           318:       IF( INFO.EQ.0 ) THEN
        !           319:          WORK( 1 )  = LWMIN
        !           320:          IWORK( 1 ) = LIWMIN
        !           321: *
        !           322:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
        !           323:             INFO = -11
        !           324:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
        !           325:             INFO = -13
        !           326:          END IF
        !           327:       END IF
        !           328: *
        !           329:       IF( INFO.NE.0 ) THEN
        !           330:          CALL XERBLA( 'DSBEVD_2STAGE', -INFO )
        !           331:          RETURN
        !           332:       ELSE IF( LQUERY ) THEN
        !           333:          RETURN
        !           334:       END IF
        !           335: *
        !           336: *     Quick return if possible
        !           337: *
        !           338:       IF( N.EQ.0 )
        !           339:      $   RETURN
        !           340: *
        !           341:       IF( N.EQ.1 ) THEN
        !           342:          W( 1 ) = AB( 1, 1 )
        !           343:          IF( WANTZ )
        !           344:      $      Z( 1, 1 ) = ONE
        !           345:          RETURN
        !           346:       END IF
        !           347: *
        !           348: *     Get machine constants.
        !           349: *
        !           350:       SAFMIN = DLAMCH( 'Safe minimum' )
        !           351:       EPS    = DLAMCH( 'Precision' )
        !           352:       SMLNUM = SAFMIN / EPS
        !           353:       BIGNUM = ONE / SMLNUM
        !           354:       RMIN   = SQRT( SMLNUM )
        !           355:       RMAX   = SQRT( BIGNUM )
        !           356: *
        !           357: *     Scale matrix to allowable range, if necessary.
        !           358: *
        !           359:       ANRM = DLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
        !           360:       ISCALE = 0
        !           361:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
        !           362:          ISCALE = 1
        !           363:          SIGMA = RMIN / ANRM
        !           364:       ELSE IF( ANRM.GT.RMAX ) THEN
        !           365:          ISCALE = 1
        !           366:          SIGMA = RMAX / ANRM
        !           367:       END IF
        !           368:       IF( ISCALE.EQ.1 ) THEN
        !           369:          IF( LOWER ) THEN
        !           370:             CALL DLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
        !           371:          ELSE
        !           372:             CALL DLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
        !           373:          END IF
        !           374:       END IF
        !           375: *
        !           376: *     Call DSYTRD_SB2ST to reduce band symmetric matrix to tridiagonal form.
        !           377: *
        !           378:       INDE    = 1
        !           379:       INDHOUS = INDE + N
        !           380:       INDWRK  = INDHOUS + LHTRD
        !           381:       LLWORK  = LWORK - INDWRK + 1
        !           382:       INDWK2  = INDWRK + N*N
        !           383:       LLWRK2  = LWORK - INDWK2 + 1
        !           384: *
        !           385:       CALL DSYTRD_SB2ST( "N", JOBZ, UPLO, N, KD, AB, LDAB, W,
        !           386:      $                    WORK( INDE ), WORK( INDHOUS ), LHTRD, 
        !           387:      $                    WORK( INDWRK ), LLWORK, IINFO )
        !           388: *
        !           389: *     For eigenvalues only, call DSTERF.  For eigenvectors, call SSTEDC.
        !           390: *
        !           391:       IF( .NOT.WANTZ ) THEN
        !           392:          CALL DSTERF( N, W, WORK( INDE ), INFO )
        !           393:       ELSE
        !           394:          CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
        !           395:      $                WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
        !           396:          CALL DGEMM( 'N', 'N', N, N, N, ONE, Z, LDZ, WORK( INDWRK ), N,
        !           397:      $               ZERO, WORK( INDWK2 ), N )
        !           398:          CALL DLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
        !           399:       END IF
        !           400: *
        !           401: *     If matrix was scaled, then rescale eigenvalues appropriately.
        !           402: *
        !           403:       IF( ISCALE.EQ.1 )
        !           404:      $   CALL DSCAL( N, ONE / SIGMA, W, 1 )
        !           405: *
        !           406:       WORK( 1 ) = LWMIN
        !           407:       IWORK( 1 ) = LIWMIN
        !           408:       RETURN
        !           409: *
        !           410: *     End of DSBEVD_2STAGE
        !           411: *
        !           412:       END

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