File:  [local] / rpl / lapack / lapack / dstev.f
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Fri Aug 6 15:32:35 2010 UTC (13 years, 9 months ago) by bertrand
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    1:       SUBROUTINE DSTEV( JOBZ, N, D, E, 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
   10:       INTEGER            INFO, LDZ, N
   11: *     ..
   12: *     .. Array Arguments ..
   13:       DOUBLE PRECISION   D( * ), E( * ), WORK( * ), Z( LDZ, * )
   14: *     ..
   15: *
   16: *  Purpose
   17: *  =======
   18: *
   19: *  DSTEV computes all eigenvalues and, optionally, eigenvectors of a
   20: *  real symmetric tridiagonal matrix A.
   21: *
   22: *  Arguments
   23: *  =========
   24: *
   25: *  JOBZ    (input) CHARACTER*1
   26: *          = 'N':  Compute eigenvalues only;
   27: *          = 'V':  Compute eigenvalues and eigenvectors.
   28: *
   29: *  N       (input) INTEGER
   30: *          The order of the matrix.  N >= 0.
   31: *
   32: *  D       (input/output) DOUBLE PRECISION array, dimension (N)
   33: *          On entry, the n diagonal elements of the tridiagonal matrix
   34: *          A.
   35: *          On exit, if INFO = 0, the eigenvalues in ascending order.
   36: *
   37: *  E       (input/output) DOUBLE PRECISION array, dimension (N-1)
   38: *          On entry, the (n-1) subdiagonal elements of the tridiagonal
   39: *          matrix A, stored in elements 1 to N-1 of E.
   40: *          On exit, the contents of E are destroyed.
   41: *
   42: *  Z       (output) DOUBLE PRECISION array, dimension (LDZ, N)
   43: *          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
   44: *          eigenvectors of the matrix A, with the i-th column of Z
   45: *          holding the eigenvector associated with D(i).
   46: *          If JOBZ = 'N', then Z is not referenced.
   47: *
   48: *  LDZ     (input) INTEGER
   49: *          The leading dimension of the array Z.  LDZ >= 1, and if
   50: *          JOBZ = 'V', LDZ >= max(1,N).
   51: *
   52: *  WORK    (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2))
   53: *          If JOBZ = 'N', WORK is not referenced.
   54: *
   55: *  INFO    (output) INTEGER
   56: *          = 0:  successful exit
   57: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   58: *          > 0:  if INFO = i, the algorithm failed to converge; i
   59: *                off-diagonal elements of E did not converge to zero.
   60: *
   61: *  =====================================================================
   62: *
   63: *     .. Parameters ..
   64:       DOUBLE PRECISION   ZERO, ONE
   65:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
   66: *     ..
   67: *     .. Local Scalars ..
   68:       LOGICAL            WANTZ
   69:       INTEGER            IMAX, ISCALE
   70:       DOUBLE PRECISION   BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, SMLNUM,
   71:      $                   TNRM
   72: *     ..
   73: *     .. External Functions ..
   74:       LOGICAL            LSAME
   75:       DOUBLE PRECISION   DLAMCH, DLANST
   76:       EXTERNAL           LSAME, DLAMCH, DLANST
   77: *     ..
   78: *     .. External Subroutines ..
   79:       EXTERNAL           DSCAL, DSTEQR, DSTERF, XERBLA
   80: *     ..
   81: *     .. Intrinsic Functions ..
   82:       INTRINSIC          SQRT
   83: *     ..
   84: *     .. Executable Statements ..
   85: *
   86: *     Test the input parameters.
   87: *
   88:       WANTZ = LSAME( JOBZ, 'V' )
   89: *
   90:       INFO = 0
   91:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
   92:          INFO = -1
   93:       ELSE IF( N.LT.0 ) THEN
   94:          INFO = -2
   95:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
   96:          INFO = -6
   97:       END IF
   98: *
   99:       IF( INFO.NE.0 ) THEN
  100:          CALL XERBLA( 'DSTEV ', -INFO )
  101:          RETURN
  102:       END IF
  103: *
  104: *     Quick return if possible
  105: *
  106:       IF( N.EQ.0 )
  107:      $   RETURN
  108: *
  109:       IF( N.EQ.1 ) THEN
  110:          IF( WANTZ )
  111:      $      Z( 1, 1 ) = ONE
  112:          RETURN
  113:       END IF
  114: *
  115: *     Get machine constants.
  116: *
  117:       SAFMIN = DLAMCH( 'Safe minimum' )
  118:       EPS = DLAMCH( 'Precision' )
  119:       SMLNUM = SAFMIN / EPS
  120:       BIGNUM = ONE / SMLNUM
  121:       RMIN = SQRT( SMLNUM )
  122:       RMAX = SQRT( BIGNUM )
  123: *
  124: *     Scale matrix to allowable range, if necessary.
  125: *
  126:       ISCALE = 0
  127:       TNRM = DLANST( 'M', N, D, E )
  128:       IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
  129:          ISCALE = 1
  130:          SIGMA = RMIN / TNRM
  131:       ELSE IF( TNRM.GT.RMAX ) THEN
  132:          ISCALE = 1
  133:          SIGMA = RMAX / TNRM
  134:       END IF
  135:       IF( ISCALE.EQ.1 ) THEN
  136:          CALL DSCAL( N, SIGMA, D, 1 )
  137:          CALL DSCAL( N-1, SIGMA, E( 1 ), 1 )
  138:       END IF
  139: *
  140: *     For eigenvalues only, call DSTERF.  For eigenvalues and
  141: *     eigenvectors, call DSTEQR.
  142: *
  143:       IF( .NOT.WANTZ ) THEN
  144:          CALL DSTERF( N, D, E, INFO )
  145:       ELSE
  146:          CALL DSTEQR( 'I', N, D, E, Z, LDZ, WORK, INFO )
  147:       END IF
  148: *
  149: *     If matrix was scaled, then rescale eigenvalues appropriately.
  150: *
  151:       IF( ISCALE.EQ.1 ) THEN
  152:          IF( INFO.EQ.0 ) THEN
  153:             IMAX = N
  154:          ELSE
  155:             IMAX = INFO - 1
  156:          END IF
  157:          CALL DSCAL( IMAX, ONE / SIGMA, D, 1 )
  158:       END IF
  159: *
  160:       RETURN
  161: *
  162: *     End of DSTEV
  163: *
  164:       END

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