File:  [local] / rpl / lapack / lapack / dspev.f
Revision 1.1.1.1 (vendor branch): download - view: text, annotated - select for diffs - revision graph
Tue Jan 26 15:22:46 2010 UTC (14 years, 3 months ago) by bertrand
Branches: JKB
CVS tags: start, rpl-4_0_14, rpl-4_0_13, rpl-4_0_12, rpl-4_0_11, rpl-4_0_10


Commit initial.

    1:       SUBROUTINE DSPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, INFO )
    2: *
    3: *  -- LAPACK driver routine (version 3.2) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *     November 2006
    7: *
    8: *     .. Scalar Arguments ..
    9:       CHARACTER          JOBZ, UPLO
   10:       INTEGER            INFO, LDZ, N
   11: *     ..
   12: *     .. Array Arguments ..
   13:       DOUBLE PRECISION   AP( * ), W( * ), WORK( * ), Z( LDZ, * )
   14: *     ..
   15: *
   16: *  Purpose
   17: *  =======
   18: *
   19: *  DSPEV computes all the eigenvalues and, optionally, eigenvectors of a
   20: *  real symmetric matrix A in packed storage.
   21: *
   22: *  Arguments
   23: *  =========
   24: *
   25: *  JOBZ    (input) CHARACTER*1
   26: *          = 'N':  Compute eigenvalues only;
   27: *          = 'V':  Compute eigenvalues and eigenvectors.
   28: *
   29: *  UPLO    (input) CHARACTER*1
   30: *          = 'U':  Upper triangle of A is stored;
   31: *          = 'L':  Lower triangle of A is stored.
   32: *
   33: *  N       (input) INTEGER
   34: *          The order of the matrix A.  N >= 0.
   35: *
   36: *  AP      (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
   37: *          On entry, the upper or lower triangle of the symmetric matrix
   38: *          A, packed columnwise in a linear array.  The j-th column of A
   39: *          is stored in the array AP as follows:
   40: *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
   41: *          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
   42: *
   43: *          On exit, AP is overwritten by values generated during the
   44: *          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
   45: *          and first superdiagonal of the tridiagonal matrix T overwrite
   46: *          the corresponding elements of A, and if UPLO = 'L', the
   47: *          diagonal and first subdiagonal of T overwrite the
   48: *          corresponding elements of A.
   49: *
   50: *  W       (output) DOUBLE PRECISION array, dimension (N)
   51: *          If INFO = 0, the eigenvalues in ascending order.
   52: *
   53: *  Z       (output) DOUBLE PRECISION array, dimension (LDZ, N)
   54: *          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
   55: *          eigenvectors of the matrix A, with the i-th column of Z
   56: *          holding the eigenvector associated with W(i).
   57: *          If JOBZ = 'N', then Z is not referenced.
   58: *
   59: *  LDZ     (input) INTEGER
   60: *          The leading dimension of the array Z.  LDZ >= 1, and if
   61: *          JOBZ = 'V', LDZ >= max(1,N).
   62: *
   63: *  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
   64: *
   65: *  INFO    (output) INTEGER
   66: *          = 0:  successful exit.
   67: *          < 0:  if INFO = -i, the i-th argument had an illegal value.
   68: *          > 0:  if INFO = i, the algorithm failed to converge; i
   69: *                off-diagonal elements of an intermediate tridiagonal
   70: *                form did not converge to zero.
   71: *
   72: *  =====================================================================
   73: *
   74: *     .. Parameters ..
   75:       DOUBLE PRECISION   ZERO, ONE
   76:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
   77: *     ..
   78: *     .. Local Scalars ..
   79:       LOGICAL            WANTZ
   80:       INTEGER            IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE
   81:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
   82:      $                   SMLNUM
   83: *     ..
   84: *     .. External Functions ..
   85:       LOGICAL            LSAME
   86:       DOUBLE PRECISION   DLAMCH, DLANSP
   87:       EXTERNAL           LSAME, DLAMCH, DLANSP
   88: *     ..
   89: *     .. External Subroutines ..
   90:       EXTERNAL           DOPGTR, DSCAL, DSPTRD, DSTEQR, DSTERF, XERBLA
   91: *     ..
   92: *     .. Intrinsic Functions ..
   93:       INTRINSIC          SQRT
   94: *     ..
   95: *     .. Executable Statements ..
   96: *
   97: *     Test the input parameters.
   98: *
   99:       WANTZ = LSAME( JOBZ, 'V' )
  100: *
  101:       INFO = 0
  102:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  103:          INFO = -1
  104:       ELSE IF( .NOT.( LSAME( UPLO, 'U' ) .OR. LSAME( UPLO, 'L' ) ) )
  105:      $          THEN
  106:          INFO = -2
  107:       ELSE IF( N.LT.0 ) THEN
  108:          INFO = -3
  109:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  110:          INFO = -7
  111:       END IF
  112: *
  113:       IF( INFO.NE.0 ) THEN
  114:          CALL XERBLA( 'DSPEV ', -INFO )
  115:          RETURN
  116:       END IF
  117: *
  118: *     Quick return if possible
  119: *
  120:       IF( N.EQ.0 )
  121:      $   RETURN
  122: *
  123:       IF( N.EQ.1 ) THEN
  124:          W( 1 ) = AP( 1 )
  125:          IF( WANTZ )
  126:      $      Z( 1, 1 ) = ONE
  127:          RETURN
  128:       END IF
  129: *
  130: *     Get machine constants.
  131: *
  132:       SAFMIN = DLAMCH( 'Safe minimum' )
  133:       EPS = DLAMCH( 'Precision' )
  134:       SMLNUM = SAFMIN / EPS
  135:       BIGNUM = ONE / SMLNUM
  136:       RMIN = SQRT( SMLNUM )
  137:       RMAX = SQRT( BIGNUM )
  138: *
  139: *     Scale matrix to allowable range, if necessary.
  140: *
  141:       ANRM = DLANSP( 'M', UPLO, N, AP, WORK )
  142:       ISCALE = 0
  143:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  144:          ISCALE = 1
  145:          SIGMA = RMIN / ANRM
  146:       ELSE IF( ANRM.GT.RMAX ) THEN
  147:          ISCALE = 1
  148:          SIGMA = RMAX / ANRM
  149:       END IF
  150:       IF( ISCALE.EQ.1 ) THEN
  151:          CALL DSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
  152:       END IF
  153: *
  154: *     Call DSPTRD to reduce symmetric packed matrix to tridiagonal form.
  155: *
  156:       INDE = 1
  157:       INDTAU = INDE + N
  158:       CALL DSPTRD( UPLO, N, AP, W, WORK( INDE ), WORK( INDTAU ), IINFO )
  159: *
  160: *     For eigenvalues only, call DSTERF.  For eigenvectors, first call
  161: *     DOPGTR to generate the orthogonal matrix, then call DSTEQR.
  162: *
  163:       IF( .NOT.WANTZ ) THEN
  164:          CALL DSTERF( N, W, WORK( INDE ), INFO )
  165:       ELSE
  166:          INDWRK = INDTAU + N
  167:          CALL DOPGTR( UPLO, N, AP, WORK( INDTAU ), Z, LDZ,
  168:      $                WORK( INDWRK ), IINFO )
  169:          CALL DSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDTAU ),
  170:      $                INFO )
  171:       END IF
  172: *
  173: *     If matrix was scaled, then rescale eigenvalues appropriately.
  174: *
  175:       IF( ISCALE.EQ.1 ) THEN
  176:          IF( INFO.EQ.0 ) THEN
  177:             IMAX = N
  178:          ELSE
  179:             IMAX = INFO - 1
  180:          END IF
  181:          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  182:       END IF
  183: *
  184:       RETURN
  185: *
  186: *     End of DSPEV
  187: *
  188:       END

CVSweb interface <joel.bertrand@systella.fr>