File:  [local] / rpl / lapack / lapack / dspevd.f
Revision 1.18: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:06 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> DSPEVD 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 DSPEVD + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspevd.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspevd.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspevd.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
   22: *                          IWORK, LIWORK, INFO )
   23: *
   24: *       .. Scalar Arguments ..
   25: *       CHARACTER          JOBZ, UPLO
   26: *       INTEGER            INFO, LDZ, LIWORK, LWORK, N
   27: *       ..
   28: *       .. Array Arguments ..
   29: *       INTEGER            IWORK( * )
   30: *       DOUBLE PRECISION   AP( * ), W( * ), WORK( * ), Z( LDZ, * )
   31: *       ..
   32: *
   33: *
   34: *> \par Purpose:
   35: *  =============
   36: *>
   37: *> \verbatim
   38: *>
   39: *> DSPEVD computes all the eigenvalues and, optionally, eigenvectors
   40: *> of a real symmetric matrix A in packed storage. If eigenvectors are
   41: *> desired, it uses 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,out] AP
   75: *> \verbatim
   76: *>          AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
   77: *>          On entry, the upper or lower triangle of the symmetric matrix
   78: *>          A, packed columnwise in a linear array.  The j-th column of A
   79: *>          is stored in the array AP as follows:
   80: *>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
   81: *>          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
   82: *>
   83: *>          On exit, AP is overwritten by values generated during the
   84: *>          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
   85: *>          and first superdiagonal of the tridiagonal matrix T overwrite
   86: *>          the corresponding elements of A, and if UPLO = 'L', the
   87: *>          diagonal and first subdiagonal of T overwrite the
   88: *>          corresponding elements of A.
   89: *> \endverbatim
   90: *>
   91: *> \param[out] W
   92: *> \verbatim
   93: *>          W is DOUBLE PRECISION array, dimension (N)
   94: *>          If INFO = 0, the eigenvalues in ascending order.
   95: *> \endverbatim
   96: *>
   97: *> \param[out] Z
   98: *> \verbatim
   99: *>          Z is DOUBLE PRECISION array, dimension (LDZ, N)
  100: *>          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  101: *>          eigenvectors of the matrix A, with the i-th column of Z
  102: *>          holding the eigenvector associated with W(i).
  103: *>          If JOBZ = 'N', then Z is not referenced.
  104: *> \endverbatim
  105: *>
  106: *> \param[in] LDZ
  107: *> \verbatim
  108: *>          LDZ is INTEGER
  109: *>          The leading dimension of the array Z.  LDZ >= 1, and if
  110: *>          JOBZ = 'V', LDZ >= max(1,N).
  111: *> \endverbatim
  112: *>
  113: *> \param[out] WORK
  114: *> \verbatim
  115: *>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  116: *>          On exit, if INFO = 0, WORK(1) returns the required LWORK.
  117: *> \endverbatim
  118: *>
  119: *> \param[in] LWORK
  120: *> \verbatim
  121: *>          LWORK is INTEGER
  122: *>          The dimension of the array WORK.
  123: *>          If N <= 1,               LWORK must be at least 1.
  124: *>          If JOBZ = 'N' and N > 1, LWORK must be at least 2*N.
  125: *>          If JOBZ = 'V' and N > 1, LWORK must be at least
  126: *>                                                 1 + 6*N + N**2.
  127: *>
  128: *>          If LWORK = -1, then a workspace query is assumed; the routine
  129: *>          only calculates the required sizes of the WORK and IWORK
  130: *>          arrays, returns these values as the first entries of the WORK
  131: *>          and IWORK arrays, and no error message related to LWORK or
  132: *>          LIWORK is issued by XERBLA.
  133: *> \endverbatim
  134: *>
  135: *> \param[out] IWORK
  136: *> \verbatim
  137: *>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  138: *>          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
  139: *> \endverbatim
  140: *>
  141: *> \param[in] LIWORK
  142: *> \verbatim
  143: *>          LIWORK is INTEGER
  144: *>          The dimension of the array IWORK.
  145: *>          If JOBZ  = 'N' or N <= 1, LIWORK must be at least 1.
  146: *>          If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
  147: *>
  148: *>          If LIWORK = -1, then a workspace query is assumed; the
  149: *>          routine only calculates the required sizes of the WORK and
  150: *>          IWORK arrays, returns these values as the first entries of
  151: *>          the WORK and IWORK arrays, and no error message related to
  152: *>          LWORK or LIWORK is issued by XERBLA.
  153: *> \endverbatim
  154: *>
  155: *> \param[out] INFO
  156: *> \verbatim
  157: *>          INFO is INTEGER
  158: *>          = 0:  successful exit
  159: *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
  160: *>          > 0:  if INFO = i, the algorithm failed to converge; i
  161: *>                off-diagonal elements of an intermediate tridiagonal
  162: *>                form did not converge to zero.
  163: *> \endverbatim
  164: *
  165: *  Authors:
  166: *  ========
  167: *
  168: *> \author Univ. of Tennessee
  169: *> \author Univ. of California Berkeley
  170: *> \author Univ. of Colorado Denver
  171: *> \author NAG Ltd.
  172: *
  173: *> \ingroup doubleOTHEReigen
  174: *
  175: *  =====================================================================
  176:       SUBROUTINE DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  177:      $                   IWORK, LIWORK, INFO )
  178: *
  179: *  -- LAPACK driver routine --
  180: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  181: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  182: *
  183: *     .. Scalar Arguments ..
  184:       CHARACTER          JOBZ, UPLO
  185:       INTEGER            INFO, LDZ, LIWORK, LWORK, N
  186: *     ..
  187: *     .. Array Arguments ..
  188:       INTEGER            IWORK( * )
  189:       DOUBLE PRECISION   AP( * ), W( * ), WORK( * ), Z( LDZ, * )
  190: *     ..
  191: *
  192: *  =====================================================================
  193: *
  194: *     .. Parameters ..
  195:       DOUBLE PRECISION   ZERO, ONE
  196:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  197: *     ..
  198: *     .. Local Scalars ..
  199:       LOGICAL            LQUERY, WANTZ
  200:       INTEGER            IINFO, INDE, INDTAU, INDWRK, ISCALE, LIWMIN,
  201:      $                   LLWORK, LWMIN
  202:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  203:      $                   SMLNUM
  204: *     ..
  205: *     .. External Functions ..
  206:       LOGICAL            LSAME
  207:       DOUBLE PRECISION   DLAMCH, DLANSP
  208:       EXTERNAL           LSAME, DLAMCH, DLANSP
  209: *     ..
  210: *     .. External Subroutines ..
  211:       EXTERNAL           DOPMTR, DSCAL, DSPTRD, DSTEDC, DSTERF, XERBLA
  212: *     ..
  213: *     .. Intrinsic Functions ..
  214:       INTRINSIC          SQRT
  215: *     ..
  216: *     .. Executable Statements ..
  217: *
  218: *     Test the input parameters.
  219: *
  220:       WANTZ = LSAME( JOBZ, 'V' )
  221:       LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  222: *
  223:       INFO = 0
  224:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  225:          INFO = -1
  226:       ELSE IF( .NOT.( LSAME( UPLO, 'U' ) .OR. LSAME( UPLO, 'L' ) ) )
  227:      $          THEN
  228:          INFO = -2
  229:       ELSE IF( N.LT.0 ) THEN
  230:          INFO = -3
  231:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  232:          INFO = -7
  233:       END IF
  234: *
  235:       IF( INFO.EQ.0 ) THEN
  236:          IF( N.LE.1 ) THEN
  237:             LIWMIN = 1
  238:             LWMIN = 1
  239:          ELSE
  240:             IF( WANTZ ) THEN
  241:                LIWMIN = 3 + 5*N
  242:                LWMIN = 1 + 6*N + N**2
  243:             ELSE
  244:                LIWMIN = 1
  245:                LWMIN = 2*N
  246:             END IF
  247:          END IF
  248:          IWORK( 1 ) = LIWMIN
  249:          WORK( 1 ) = LWMIN
  250: *
  251:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  252:             INFO = -9
  253:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  254:             INFO = -11
  255:          END IF
  256:       END IF
  257: *
  258:       IF( INFO.NE.0 ) THEN
  259:          CALL XERBLA( 'DSPEVD', -INFO )
  260:          RETURN
  261:       ELSE IF( LQUERY ) THEN
  262:          RETURN
  263:       END IF
  264: *
  265: *     Quick return if possible
  266: *
  267:       IF( N.EQ.0 )
  268:      $   RETURN
  269: *
  270:       IF( N.EQ.1 ) THEN
  271:          W( 1 ) = AP( 1 )
  272:          IF( WANTZ )
  273:      $      Z( 1, 1 ) = ONE
  274:          RETURN
  275:       END IF
  276: *
  277: *     Get machine constants.
  278: *
  279:       SAFMIN = DLAMCH( 'Safe minimum' )
  280:       EPS = DLAMCH( 'Precision' )
  281:       SMLNUM = SAFMIN / EPS
  282:       BIGNUM = ONE / SMLNUM
  283:       RMIN = SQRT( SMLNUM )
  284:       RMAX = SQRT( BIGNUM )
  285: *
  286: *     Scale matrix to allowable range, if necessary.
  287: *
  288:       ANRM = DLANSP( 'M', UPLO, N, AP, WORK )
  289:       ISCALE = 0
  290:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  291:          ISCALE = 1
  292:          SIGMA = RMIN / ANRM
  293:       ELSE IF( ANRM.GT.RMAX ) THEN
  294:          ISCALE = 1
  295:          SIGMA = RMAX / ANRM
  296:       END IF
  297:       IF( ISCALE.EQ.1 ) THEN
  298:          CALL DSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
  299:       END IF
  300: *
  301: *     Call DSPTRD to reduce symmetric packed matrix to tridiagonal form.
  302: *
  303:       INDE = 1
  304:       INDTAU = INDE + N
  305:       CALL DSPTRD( UPLO, N, AP, W, WORK( INDE ), WORK( INDTAU ), IINFO )
  306: *
  307: *     For eigenvalues only, call DSTERF.  For eigenvectors, first call
  308: *     DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
  309: *     tridiagonal matrix, then call DOPMTR to multiply it by the
  310: *     Householder transformations represented in AP.
  311: *
  312:       IF( .NOT.WANTZ ) THEN
  313:          CALL DSTERF( N, W, WORK( INDE ), INFO )
  314:       ELSE
  315:          INDWRK = INDTAU + N
  316:          LLWORK = LWORK - INDWRK + 1
  317:          CALL DSTEDC( 'I', N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
  318:      $                LLWORK, IWORK, LIWORK, INFO )
  319:          CALL DOPMTR( 'L', UPLO, 'N', N, N, AP, WORK( INDTAU ), Z, LDZ,
  320:      $                WORK( INDWRK ), IINFO )
  321:       END IF
  322: *
  323: *     If matrix was scaled, then rescale eigenvalues appropriately.
  324: *
  325:       IF( ISCALE.EQ.1 )
  326:      $   CALL DSCAL( N, ONE / SIGMA, W, 1 )
  327: *
  328:       WORK( 1 ) = LWMIN
  329:       IWORK( 1 ) = LIWMIN
  330:       RETURN
  331: *
  332: *     End of DSPEVD
  333: *
  334:       END

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