Annotation of rpl/lapack/lapack/dspgst.f, revision 1.9
1.9 ! bertrand 1: *> \brief \b DSPGST
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download DSPGST + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspgst.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspgst.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspgst.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
! 22: *
! 23: * .. Scalar Arguments ..
! 24: * CHARACTER UPLO
! 25: * INTEGER INFO, ITYPE, N
! 26: * ..
! 27: * .. Array Arguments ..
! 28: * DOUBLE PRECISION AP( * ), BP( * )
! 29: * ..
! 30: *
! 31: *
! 32: *> \par Purpose:
! 33: * =============
! 34: *>
! 35: *> \verbatim
! 36: *>
! 37: *> DSPGST reduces a real symmetric-definite generalized eigenproblem
! 38: *> to standard form, using packed storage.
! 39: *>
! 40: *> If ITYPE = 1, the problem is A*x = lambda*B*x,
! 41: *> and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
! 42: *>
! 43: *> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
! 44: *> B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
! 45: *>
! 46: *> B must have been previously factorized as U**T*U or L*L**T by DPPTRF.
! 47: *> \endverbatim
! 48: *
! 49: * Arguments:
! 50: * ==========
! 51: *
! 52: *> \param[in] ITYPE
! 53: *> \verbatim
! 54: *> ITYPE is INTEGER
! 55: *> = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
! 56: *> = 2 or 3: compute U*A*U**T or L**T*A*L.
! 57: *> \endverbatim
! 58: *>
! 59: *> \param[in] UPLO
! 60: *> \verbatim
! 61: *> UPLO is CHARACTER*1
! 62: *> = 'U': Upper triangle of A is stored and B is factored as
! 63: *> U**T*U;
! 64: *> = 'L': Lower triangle of A is stored and B is factored as
! 65: *> L*L**T.
! 66: *> \endverbatim
! 67: *>
! 68: *> \param[in] N
! 69: *> \verbatim
! 70: *> N is INTEGER
! 71: *> The order of the matrices A and B. 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)*(2n-j)/2) = A(i,j) for j<=i<=n.
! 82: *>
! 83: *> On exit, if INFO = 0, the transformed matrix, stored in the
! 84: *> same format as A.
! 85: *> \endverbatim
! 86: *>
! 87: *> \param[in] BP
! 88: *> \verbatim
! 89: *> BP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
! 90: *> The triangular factor from the Cholesky factorization of B,
! 91: *> stored in the same format as A, as returned by DPPTRF.
! 92: *> \endverbatim
! 93: *>
! 94: *> \param[out] INFO
! 95: *> \verbatim
! 96: *> INFO is INTEGER
! 97: *> = 0: successful exit
! 98: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 99: *> \endverbatim
! 100: *
! 101: * Authors:
! 102: * ========
! 103: *
! 104: *> \author Univ. of Tennessee
! 105: *> \author Univ. of California Berkeley
! 106: *> \author Univ. of Colorado Denver
! 107: *> \author NAG Ltd.
! 108: *
! 109: *> \date November 2011
! 110: *
! 111: *> \ingroup doubleOTHERcomputational
! 112: *
! 113: * =====================================================================
1.1 bertrand 114: SUBROUTINE DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
115: *
1.9 ! bertrand 116: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 117: * -- LAPACK is a software package provided by Univ. of Tennessee, --
118: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 119: * November 2011
1.1 bertrand 120: *
121: * .. Scalar Arguments ..
122: CHARACTER UPLO
123: INTEGER INFO, ITYPE, N
124: * ..
125: * .. Array Arguments ..
126: DOUBLE PRECISION AP( * ), BP( * )
127: * ..
128: *
129: * =====================================================================
130: *
131: * .. Parameters ..
132: DOUBLE PRECISION ONE, HALF
133: PARAMETER ( ONE = 1.0D0, HALF = 0.5D0 )
134: * ..
135: * .. Local Scalars ..
136: LOGICAL UPPER
137: INTEGER J, J1, J1J1, JJ, K, K1, K1K1, KK
138: DOUBLE PRECISION AJJ, AKK, BJJ, BKK, CT
139: * ..
140: * .. External Subroutines ..
141: EXTERNAL DAXPY, DSCAL, DSPMV, DSPR2, DTPMV, DTPSV,
142: $ XERBLA
143: * ..
144: * .. External Functions ..
145: LOGICAL LSAME
146: DOUBLE PRECISION DDOT
147: EXTERNAL LSAME, DDOT
148: * ..
149: * .. Executable Statements ..
150: *
151: * Test the input parameters.
152: *
153: INFO = 0
154: UPPER = LSAME( UPLO, 'U' )
155: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
156: INFO = -1
157: ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
158: INFO = -2
159: ELSE IF( N.LT.0 ) THEN
160: INFO = -3
161: END IF
162: IF( INFO.NE.0 ) THEN
163: CALL XERBLA( 'DSPGST', -INFO )
164: RETURN
165: END IF
166: *
167: IF( ITYPE.EQ.1 ) THEN
168: IF( UPPER ) THEN
169: *
1.8 bertrand 170: * Compute inv(U**T)*A*inv(U)
1.1 bertrand 171: *
172: * J1 and JJ are the indices of A(1,j) and A(j,j)
173: *
174: JJ = 0
175: DO 10 J = 1, N
176: J1 = JJ + 1
177: JJ = JJ + J
178: *
179: * Compute the j-th column of the upper triangle of A
180: *
181: BJJ = BP( JJ )
182: CALL DTPSV( UPLO, 'Transpose', 'Nonunit', J, BP,
183: $ AP( J1 ), 1 )
184: CALL DSPMV( UPLO, J-1, -ONE, AP, BP( J1 ), 1, ONE,
185: $ AP( J1 ), 1 )
186: CALL DSCAL( J-1, ONE / BJJ, AP( J1 ), 1 )
187: AP( JJ ) = ( AP( JJ )-DDOT( J-1, AP( J1 ), 1, BP( J1 ),
188: $ 1 ) ) / BJJ
189: 10 CONTINUE
190: ELSE
191: *
1.8 bertrand 192: * Compute inv(L)*A*inv(L**T)
1.1 bertrand 193: *
194: * KK and K1K1 are the indices of A(k,k) and A(k+1,k+1)
195: *
196: KK = 1
197: DO 20 K = 1, N
198: K1K1 = KK + N - K + 1
199: *
200: * Update the lower triangle of A(k:n,k:n)
201: *
202: AKK = AP( KK )
203: BKK = BP( KK )
204: AKK = AKK / BKK**2
205: AP( KK ) = AKK
206: IF( K.LT.N ) THEN
207: CALL DSCAL( N-K, ONE / BKK, AP( KK+1 ), 1 )
208: CT = -HALF*AKK
209: CALL DAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
210: CALL DSPR2( UPLO, N-K, -ONE, AP( KK+1 ), 1,
211: $ BP( KK+1 ), 1, AP( K1K1 ) )
212: CALL DAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
213: CALL DTPSV( UPLO, 'No transpose', 'Non-unit', N-K,
214: $ BP( K1K1 ), AP( KK+1 ), 1 )
215: END IF
216: KK = K1K1
217: 20 CONTINUE
218: END IF
219: ELSE
220: IF( UPPER ) THEN
221: *
1.8 bertrand 222: * Compute U*A*U**T
1.1 bertrand 223: *
224: * K1 and KK are the indices of A(1,k) and A(k,k)
225: *
226: KK = 0
227: DO 30 K = 1, N
228: K1 = KK + 1
229: KK = KK + K
230: *
231: * Update the upper triangle of A(1:k,1:k)
232: *
233: AKK = AP( KK )
234: BKK = BP( KK )
235: CALL DTPMV( UPLO, 'No transpose', 'Non-unit', K-1, BP,
236: $ AP( K1 ), 1 )
237: CT = HALF*AKK
238: CALL DAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
239: CALL DSPR2( UPLO, K-1, ONE, AP( K1 ), 1, BP( K1 ), 1,
240: $ AP )
241: CALL DAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
242: CALL DSCAL( K-1, BKK, AP( K1 ), 1 )
243: AP( KK ) = AKK*BKK**2
244: 30 CONTINUE
245: ELSE
246: *
1.8 bertrand 247: * Compute L**T *A*L
1.1 bertrand 248: *
249: * JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1)
250: *
251: JJ = 1
252: DO 40 J = 1, N
253: J1J1 = JJ + N - J + 1
254: *
255: * Compute the j-th column of the lower triangle of A
256: *
257: AJJ = AP( JJ )
258: BJJ = BP( JJ )
259: AP( JJ ) = AJJ*BJJ + DDOT( N-J, AP( JJ+1 ), 1,
260: $ BP( JJ+1 ), 1 )
261: CALL DSCAL( N-J, BJJ, AP( JJ+1 ), 1 )
262: CALL DSPMV( UPLO, N-J, ONE, AP( J1J1 ), BP( JJ+1 ), 1,
263: $ ONE, AP( JJ+1 ), 1 )
264: CALL DTPMV( UPLO, 'Transpose', 'Non-unit', N-J+1,
265: $ BP( JJ ), AP( JJ ), 1 )
266: JJ = J1J1
267: 40 CONTINUE
268: END IF
269: END IF
270: RETURN
271: *
272: * End of DSPGST
273: *
274: END
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