Annotation of rpl/lapack/lapack/dsbgvx.f, revision 1.5
1.1 bertrand 1: SUBROUTINE DSBGVX( JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB,
2: $ LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z,
3: $ LDZ, WORK, IWORK, IFAIL, INFO )
4: *
5: * -- LAPACK driver routine (version 3.2) --
6: * -- LAPACK is a software package provided by Univ. of Tennessee, --
7: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
8: * November 2006
9: *
10: * .. Scalar Arguments ..
11: CHARACTER JOBZ, RANGE, UPLO
12: INTEGER IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M,
13: $ N
14: DOUBLE PRECISION ABSTOL, VL, VU
15: * ..
16: * .. Array Arguments ..
17: INTEGER IFAIL( * ), IWORK( * )
18: DOUBLE PRECISION AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ),
19: $ W( * ), WORK( * ), Z( LDZ, * )
20: * ..
21: *
22: * Purpose
23: * =======
24: *
25: * DSBGVX computes selected eigenvalues, and optionally, eigenvectors
26: * of a real generalized symmetric-definite banded eigenproblem, of
27: * the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric
28: * and banded, and B is also positive definite. Eigenvalues and
29: * eigenvectors can be selected by specifying either all eigenvalues,
30: * a range of values or a range of indices for the desired eigenvalues.
31: *
32: * Arguments
33: * =========
34: *
35: * JOBZ (input) CHARACTER*1
36: * = 'N': Compute eigenvalues only;
37: * = 'V': Compute eigenvalues and eigenvectors.
38: *
39: * RANGE (input) CHARACTER*1
40: * = 'A': all eigenvalues will be found.
41: * = 'V': all eigenvalues in the half-open interval (VL,VU]
42: * will be found.
43: * = 'I': the IL-th through IU-th eigenvalues will be found.
44: *
45: * UPLO (input) CHARACTER*1
46: * = 'U': Upper triangles of A and B are stored;
47: * = 'L': Lower triangles of A and B are stored.
48: *
49: * N (input) INTEGER
50: * The order of the matrices A and B. N >= 0.
51: *
52: * KA (input) INTEGER
53: * The number of superdiagonals of the matrix A if UPLO = 'U',
54: * or the number of subdiagonals if UPLO = 'L'. KA >= 0.
55: *
56: * KB (input) INTEGER
57: * The number of superdiagonals of the matrix B if UPLO = 'U',
58: * or the number of subdiagonals if UPLO = 'L'. KB >= 0.
59: *
60: * AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
61: * On entry, the upper or lower triangle of the symmetric band
62: * matrix A, stored in the first ka+1 rows of the array. The
63: * j-th column of A is stored in the j-th column of the array AB
64: * as follows:
65: * if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
66: * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
67: *
68: * On exit, the contents of AB are destroyed.
69: *
70: * LDAB (input) INTEGER
71: * The leading dimension of the array AB. LDAB >= KA+1.
72: *
73: * BB (input/output) DOUBLE PRECISION array, dimension (LDBB, N)
74: * On entry, the upper or lower triangle of the symmetric band
75: * matrix B, stored in the first kb+1 rows of the array. The
76: * j-th column of B is stored in the j-th column of the array BB
77: * as follows:
78: * if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
79: * if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
80: *
81: * On exit, the factor S from the split Cholesky factorization
82: * B = S**T*S, as returned by DPBSTF.
83: *
84: * LDBB (input) INTEGER
85: * The leading dimension of the array BB. LDBB >= KB+1.
86: *
87: * Q (output) DOUBLE PRECISION array, dimension (LDQ, N)
88: * If JOBZ = 'V', the n-by-n matrix used in the reduction of
89: * A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
90: * and consequently C to tridiagonal form.
91: * If JOBZ = 'N', the array Q is not referenced.
92: *
93: * LDQ (input) INTEGER
94: * The leading dimension of the array Q. If JOBZ = 'N',
95: * LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
96: *
97: * VL (input) DOUBLE PRECISION
98: * VU (input) DOUBLE PRECISION
99: * If RANGE='V', the lower and upper bounds of the interval to
100: * be searched for eigenvalues. VL < VU.
101: * Not referenced if RANGE = 'A' or 'I'.
102: *
103: * IL (input) INTEGER
104: * IU (input) INTEGER
105: * If RANGE='I', the indices (in ascending order) of the
106: * smallest and largest eigenvalues to be returned.
107: * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
108: * Not referenced if RANGE = 'A' or 'V'.
109: *
110: * ABSTOL (input) DOUBLE PRECISION
111: * The absolute error tolerance for the eigenvalues.
112: * An approximate eigenvalue is accepted as converged
113: * when it is determined to lie in an interval [a,b]
114: * of width less than or equal to
115: *
116: * ABSTOL + EPS * max( |a|,|b| ) ,
117: *
118: * where EPS is the machine precision. If ABSTOL is less than
119: * or equal to zero, then EPS*|T| will be used in its place,
120: * where |T| is the 1-norm of the tridiagonal matrix obtained
121: * by reducing A to tridiagonal form.
122: *
123: * Eigenvalues will be computed most accurately when ABSTOL is
124: * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
125: * If this routine returns with INFO>0, indicating that some
126: * eigenvectors did not converge, try setting ABSTOL to
127: * 2*DLAMCH('S').
128: *
129: * M (output) INTEGER
130: * The total number of eigenvalues found. 0 <= M <= N.
131: * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
132: *
133: * W (output) DOUBLE PRECISION array, dimension (N)
134: * If INFO = 0, the eigenvalues in ascending order.
135: *
136: * Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
137: * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
138: * eigenvectors, with the i-th column of Z holding the
139: * eigenvector associated with W(i). The eigenvectors are
140: * normalized so Z**T*B*Z = I.
141: * If JOBZ = 'N', then Z is not referenced.
142: *
143: * LDZ (input) INTEGER
144: * The leading dimension of the array Z. LDZ >= 1, and if
145: * JOBZ = 'V', LDZ >= max(1,N).
146: *
147: * WORK (workspace/output) DOUBLE PRECISION array, dimension (7*N)
148: *
149: * IWORK (workspace/output) INTEGER array, dimension (5*N)
150: *
151: * IFAIL (output) INTEGER array, dimension (M)
152: * If JOBZ = 'V', then if INFO = 0, the first M elements of
153: * IFAIL are zero. If INFO > 0, then IFAIL contains the
154: * indices of the eigenvalues that failed to converge.
155: * If JOBZ = 'N', then IFAIL is not referenced.
156: *
157: * INFO (output) INTEGER
158: * = 0 : successful exit
159: * < 0 : if INFO = -i, the i-th argument had an illegal value
160: * <= N: if INFO = i, then i eigenvectors failed to converge.
161: * Their indices are stored in IFAIL.
162: * > N : DPBSTF returned an error code; i.e.,
163: * if INFO = N + i, for 1 <= i <= N, then the leading
164: * minor of order i of B is not positive definite.
165: * The factorization of B could not be completed and
166: * no eigenvalues or eigenvectors were computed.
167: *
168: * Further Details
169: * ===============
170: *
171: * Based on contributions by
172: * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
173: *
174: * =====================================================================
175: *
176: * .. Parameters ..
177: DOUBLE PRECISION ZERO, ONE
178: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
179: * ..
180: * .. Local Scalars ..
181: LOGICAL ALLEIG, INDEIG, TEST, UPPER, VALEIG, WANTZ
182: CHARACTER ORDER, VECT
183: INTEGER I, IINFO, INDD, INDE, INDEE, INDIBL, INDISP,
184: $ INDIWO, INDWRK, ITMP1, J, JJ, NSPLIT
185: DOUBLE PRECISION TMP1
186: * ..
187: * .. External Functions ..
188: LOGICAL LSAME
189: EXTERNAL LSAME
190: * ..
191: * .. External Subroutines ..
192: EXTERNAL DCOPY, DGEMV, DLACPY, DPBSTF, DSBGST, DSBTRD,
193: $ DSTEBZ, DSTEIN, DSTEQR, DSTERF, DSWAP, XERBLA
194: * ..
195: * .. Intrinsic Functions ..
196: INTRINSIC MIN
197: * ..
198: * .. Executable Statements ..
199: *
200: * Test the input parameters.
201: *
202: WANTZ = LSAME( JOBZ, 'V' )
203: UPPER = LSAME( UPLO, 'U' )
204: ALLEIG = LSAME( RANGE, 'A' )
205: VALEIG = LSAME( RANGE, 'V' )
206: INDEIG = LSAME( RANGE, 'I' )
207: *
208: INFO = 0
209: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
210: INFO = -1
211: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
212: INFO = -2
213: ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
214: INFO = -3
215: ELSE IF( N.LT.0 ) THEN
216: INFO = -4
217: ELSE IF( KA.LT.0 ) THEN
218: INFO = -5
219: ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
220: INFO = -6
221: ELSE IF( LDAB.LT.KA+1 ) THEN
222: INFO = -8
223: ELSE IF( LDBB.LT.KB+1 ) THEN
224: INFO = -10
225: ELSE IF( LDQ.LT.1 .OR. ( WANTZ .AND. LDQ.LT.N ) ) THEN
226: INFO = -12
227: ELSE
228: IF( VALEIG ) THEN
229: IF( N.GT.0 .AND. VU.LE.VL )
230: $ INFO = -14
231: ELSE IF( INDEIG ) THEN
232: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
233: INFO = -15
234: ELSE IF ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
235: INFO = -16
236: END IF
237: END IF
238: END IF
239: IF( INFO.EQ.0) THEN
240: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
241: INFO = -21
242: END IF
243: END IF
244: *
245: IF( INFO.NE.0 ) THEN
246: CALL XERBLA( 'DSBGVX', -INFO )
247: RETURN
248: END IF
249: *
250: * Quick return if possible
251: *
252: M = 0
253: IF( N.EQ.0 )
254: $ RETURN
255: *
256: * Form a split Cholesky factorization of B.
257: *
258: CALL DPBSTF( UPLO, N, KB, BB, LDBB, INFO )
259: IF( INFO.NE.0 ) THEN
260: INFO = N + INFO
261: RETURN
262: END IF
263: *
264: * Transform problem to standard eigenvalue problem.
265: *
266: CALL DSBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ,
267: $ WORK, IINFO )
268: *
269: * Reduce symmetric band matrix to tridiagonal form.
270: *
271: INDD = 1
272: INDE = INDD + N
273: INDWRK = INDE + N
274: IF( WANTZ ) THEN
275: VECT = 'U'
276: ELSE
277: VECT = 'N'
278: END IF
279: CALL DSBTRD( VECT, UPLO, N, KA, AB, LDAB, WORK( INDD ),
280: $ WORK( INDE ), Q, LDQ, WORK( INDWRK ), IINFO )
281: *
282: * If all eigenvalues are desired and ABSTOL is less than or equal
283: * to zero, then call DSTERF or SSTEQR. If this fails for some
284: * eigenvalue, then try DSTEBZ.
285: *
286: TEST = .FALSE.
287: IF( INDEIG ) THEN
288: IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
289: TEST = .TRUE.
290: END IF
291: END IF
292: IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
293: CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
294: INDEE = INDWRK + 2*N
295: CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
296: IF( .NOT.WANTZ ) THEN
297: CALL DSTERF( N, W, WORK( INDEE ), INFO )
298: ELSE
299: CALL DLACPY( 'A', N, N, Q, LDQ, Z, LDZ )
300: CALL DSTEQR( JOBZ, N, W, WORK( INDEE ), Z, LDZ,
301: $ WORK( INDWRK ), INFO )
302: IF( INFO.EQ.0 ) THEN
303: DO 10 I = 1, N
304: IFAIL( I ) = 0
305: 10 CONTINUE
306: END IF
307: END IF
308: IF( INFO.EQ.0 ) THEN
309: M = N
310: GO TO 30
311: END IF
312: INFO = 0
313: END IF
314: *
315: * Otherwise, call DSTEBZ and, if eigenvectors are desired,
316: * call DSTEIN.
317: *
318: IF( WANTZ ) THEN
319: ORDER = 'B'
320: ELSE
321: ORDER = 'E'
322: END IF
323: INDIBL = 1
324: INDISP = INDIBL + N
325: INDIWO = INDISP + N
326: CALL DSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL,
327: $ WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
328: $ IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWRK ),
329: $ IWORK( INDIWO ), INFO )
330: *
331: IF( WANTZ ) THEN
332: CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
333: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
334: $ WORK( INDWRK ), IWORK( INDIWO ), IFAIL, INFO )
335: *
336: * Apply transformation matrix used in reduction to tridiagonal
337: * form to eigenvectors returned by DSTEIN.
338: *
339: DO 20 J = 1, M
340: CALL DCOPY( N, Z( 1, J ), 1, WORK( 1 ), 1 )
341: CALL DGEMV( 'N', N, N, ONE, Q, LDQ, WORK, 1, ZERO,
342: $ Z( 1, J ), 1 )
343: 20 CONTINUE
344: END IF
345: *
346: 30 CONTINUE
347: *
348: * If eigenvalues are not in order, then sort them, along with
349: * eigenvectors.
350: *
351: IF( WANTZ ) THEN
352: DO 50 J = 1, M - 1
353: I = 0
354: TMP1 = W( J )
355: DO 40 JJ = J + 1, M
356: IF( W( JJ ).LT.TMP1 ) THEN
357: I = JJ
358: TMP1 = W( JJ )
359: END IF
360: 40 CONTINUE
361: *
362: IF( I.NE.0 ) THEN
363: ITMP1 = IWORK( INDIBL+I-1 )
364: W( I ) = W( J )
365: IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
366: W( J ) = TMP1
367: IWORK( INDIBL+J-1 ) = ITMP1
368: CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
369: IF( INFO.NE.0 ) THEN
370: ITMP1 = IFAIL( I )
371: IFAIL( I ) = IFAIL( J )
372: IFAIL( J ) = ITMP1
373: END IF
374: END IF
375: 50 CONTINUE
376: END IF
377: *
378: RETURN
379: *
380: * End of DSBGVX
381: *
382: END
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