Annotation of rpl/lapack/lapack/dsyev_2stage.f, revision 1.1
1.1 ! bertrand 1: *> \brief <b> DSYEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b>
! 2: *
! 3: * @precisions fortran d -> s
! 4: *
! 5: * =========== DOCUMENTATION ===========
! 6: *
! 7: * Online html documentation available at
! 8: * http://www.netlib.org/lapack/explore-html/
! 9: *
! 10: *> \htmlonly
! 11: *> Download DSYEV_2STAGE + dependencies
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevd_2stage.f">
! 13: *> [TGZ]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevd_2stage.f">
! 15: *> [ZIP]</a>
! 16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevd_2stage.f">
! 17: *> [TXT]</a>
! 18: *> \endhtmlonly
! 19: *
! 20: * Definition:
! 21: * ===========
! 22: *
! 23: * SUBROUTINE DSYEV_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK,
! 24: * INFO )
! 25: *
! 26: * IMPLICIT NONE
! 27: *
! 28: * .. Scalar Arguments ..
! 29: * CHARACTER JOBZ, UPLO
! 30: * INTEGER INFO, LDA, LWORK, N
! 31: * ..
! 32: * .. Array Arguments ..
! 33: * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * )
! 34: * ..
! 35: *
! 36: *
! 37: *> \par Purpose:
! 38: * =============
! 39: *>
! 40: *> \verbatim
! 41: *>
! 42: *> DSYEV_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
! 43: *> real symmetric matrix A using the 2stage technique for
! 44: *> the reduction to tridiagonal.
! 45: *> \endverbatim
! 46: *
! 47: * Arguments:
! 48: * ==========
! 49: *
! 50: *> \param[in] JOBZ
! 51: *> \verbatim
! 52: *> JOBZ is CHARACTER*1
! 53: *> = 'N': Compute eigenvalues only;
! 54: *> = 'V': Compute eigenvalues and eigenvectors.
! 55: *> Not available in this release.
! 56: *> \endverbatim
! 57: *>
! 58: *> \param[in] UPLO
! 59: *> \verbatim
! 60: *> UPLO is CHARACTER*1
! 61: *> = 'U': Upper triangle of A is stored;
! 62: *> = 'L': Lower triangle of A is stored.
! 63: *> \endverbatim
! 64: *>
! 65: *> \param[in] N
! 66: *> \verbatim
! 67: *> N is INTEGER
! 68: *> The order of the matrix A. N >= 0.
! 69: *> \endverbatim
! 70: *>
! 71: *> \param[in,out] A
! 72: *> \verbatim
! 73: *> A is DOUBLE PRECISION array, dimension (LDA, N)
! 74: *> On entry, the symmetric matrix A. If UPLO = 'U', the
! 75: *> leading N-by-N upper triangular part of A contains the
! 76: *> upper triangular part of the matrix A. If UPLO = 'L',
! 77: *> the leading N-by-N lower triangular part of A contains
! 78: *> the lower triangular part of the matrix A.
! 79: *> On exit, if JOBZ = 'V', then if INFO = 0, A contains the
! 80: *> orthonormal eigenvectors of the matrix A.
! 81: *> If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
! 82: *> or the upper triangle (if UPLO='U') of A, including the
! 83: *> diagonal, is destroyed.
! 84: *> \endverbatim
! 85: *>
! 86: *> \param[in] LDA
! 87: *> \verbatim
! 88: *> LDA is INTEGER
! 89: *> The leading dimension of the array A. LDA >= max(1,N).
! 90: *> \endverbatim
! 91: *>
! 92: *> \param[out] W
! 93: *> \verbatim
! 94: *> W is DOUBLE PRECISION array, dimension (N)
! 95: *> If INFO = 0, the eigenvalues in ascending order.
! 96: *> \endverbatim
! 97: *>
! 98: *> \param[out] WORK
! 99: *> \verbatim
! 100: *> WORK is DOUBLE PRECISION array, dimension LWORK
! 101: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
! 102: *> \endverbatim
! 103: *>
! 104: *> \param[in] LWORK
! 105: *> \verbatim
! 106: *> LWORK is INTEGER
! 107: *> The length of the array WORK. LWORK >= 1, when N <= 1;
! 108: *> otherwise
! 109: *> If JOBZ = 'N' and N > 1, LWORK must be queried.
! 110: *> LWORK = MAX(1, dimension) where
! 111: *> dimension = max(stage1,stage2) + (KD+1)*N + 2*N
! 112: *> = N*KD + N*max(KD+1,FACTOPTNB)
! 113: *> + max(2*KD*KD, KD*NTHREADS)
! 114: *> + (KD+1)*N + 2*N
! 115: *> where KD is the blocking size of the reduction,
! 116: *> FACTOPTNB is the blocking used by the QR or LQ
! 117: *> algorithm, usually FACTOPTNB=128 is a good choice
! 118: *> NTHREADS is the number of threads used when
! 119: *> openMP compilation is enabled, otherwise =1.
! 120: *> If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
! 121: *>
! 122: *> If LWORK = -1, then a workspace query is assumed; the routine
! 123: *> only calculates the optimal size of the WORK array, returns
! 124: *> this value as the first entry of the WORK array, and no error
! 125: *> message related to LWORK is issued by XERBLA.
! 126: *> \endverbatim
! 127: *>
! 128: *> \param[out] INFO
! 129: *> \verbatim
! 130: *> INFO is INTEGER
! 131: *> = 0: successful exit
! 132: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 133: *> > 0: if INFO = i, the algorithm failed to converge; i
! 134: *> off-diagonal elements of an intermediate tridiagonal
! 135: *> form did not converge to zero.
! 136: *> \endverbatim
! 137: *
! 138: * Authors:
! 139: * ========
! 140: *
! 141: *> \author Univ. of Tennessee
! 142: *> \author Univ. of California Berkeley
! 143: *> \author Univ. of Colorado Denver
! 144: *> \author NAG Ltd.
! 145: *
! 146: *> \date December 2016
! 147: *
! 148: *> \ingroup doubleSYeigen
! 149: *
! 150: *> \par Further Details:
! 151: * =====================
! 152: *>
! 153: *> \verbatim
! 154: *>
! 155: *> All details about the 2stage techniques are available in:
! 156: *>
! 157: *> Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
! 158: *> Parallel reduction to condensed forms for symmetric eigenvalue problems
! 159: *> using aggregated fine-grained and memory-aware kernels. In Proceedings
! 160: *> of 2011 International Conference for High Performance Computing,
! 161: *> Networking, Storage and Analysis (SC '11), New York, NY, USA,
! 162: *> Article 8 , 11 pages.
! 163: *> http://doi.acm.org/10.1145/2063384.2063394
! 164: *>
! 165: *> A. Haidar, J. Kurzak, P. Luszczek, 2013.
! 166: *> An improved parallel singular value algorithm and its implementation
! 167: *> for multicore hardware, In Proceedings of 2013 International Conference
! 168: *> for High Performance Computing, Networking, Storage and Analysis (SC '13).
! 169: *> Denver, Colorado, USA, 2013.
! 170: *> Article 90, 12 pages.
! 171: *> http://doi.acm.org/10.1145/2503210.2503292
! 172: *>
! 173: *> A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
! 174: *> A novel hybrid CPU-GPU generalized eigensolver for electronic structure
! 175: *> calculations based on fine-grained memory aware tasks.
! 176: *> International Journal of High Performance Computing Applications.
! 177: *> Volume 28 Issue 2, Pages 196-209, May 2014.
! 178: *> http://hpc.sagepub.com/content/28/2/196
! 179: *>
! 180: *> \endverbatim
! 181: *
! 182: * =====================================================================
! 183: SUBROUTINE DSYEV_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK,
! 184: $ INFO )
! 185: *
! 186: IMPLICIT NONE
! 187: *
! 188: * -- LAPACK driver routine (version 3.7.0) --
! 189: * -- LAPACK is a software package provided by Univ. of Tennessee, --
! 190: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
! 191: * December 2016
! 192: *
! 193: * .. Scalar Arguments ..
! 194: CHARACTER JOBZ, UPLO
! 195: INTEGER INFO, LDA, LWORK, N
! 196: * ..
! 197: * .. Array Arguments ..
! 198: DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * )
! 199: * ..
! 200: *
! 201: * =====================================================================
! 202: *
! 203: * .. Parameters ..
! 204: DOUBLE PRECISION ZERO, ONE
! 205: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
! 206: * ..
! 207: * .. Local Scalars ..
! 208: LOGICAL LOWER, LQUERY, WANTZ
! 209: INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
! 210: $ LLWORK, LWMIN, LHTRD, LWTRD, KD, IB, INDHOUS
! 211: DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
! 212: $ SMLNUM
! 213: * ..
! 214: * .. External Functions ..
! 215: LOGICAL LSAME
! 216: INTEGER ILAENV
! 217: DOUBLE PRECISION DLAMCH, DLANSY
! 218: EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY
! 219: * ..
! 220: * .. External Subroutines ..
! 221: EXTERNAL DLASCL, DORGTR, DSCAL, DSTEQR, DSTERF,
! 222: $ XERBLA, DSYTRD_2STAGE
! 223: * ..
! 224: * .. Intrinsic Functions ..
! 225: INTRINSIC MAX, SQRT
! 226: * ..
! 227: * .. Executable Statements ..
! 228: *
! 229: * Test the input parameters.
! 230: *
! 231: WANTZ = LSAME( JOBZ, 'V' )
! 232: LOWER = LSAME( UPLO, 'L' )
! 233: LQUERY = ( LWORK.EQ.-1 )
! 234: *
! 235: INFO = 0
! 236: IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
! 237: INFO = -1
! 238: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
! 239: INFO = -2
! 240: ELSE IF( N.LT.0 ) THEN
! 241: INFO = -3
! 242: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
! 243: INFO = -5
! 244: END IF
! 245: *
! 246: IF( INFO.EQ.0 ) THEN
! 247: KD = ILAENV( 17, 'DSYTRD_2STAGE', JOBZ, N, -1, -1, -1 )
! 248: IB = ILAENV( 18, 'DSYTRD_2STAGE', JOBZ, N, KD, -1, -1 )
! 249: LHTRD = ILAENV( 19, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
! 250: LWTRD = ILAENV( 20, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
! 251: LWMIN = 2*N + LHTRD + LWTRD
! 252: WORK( 1 ) = LWMIN
! 253: *
! 254: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY )
! 255: $ INFO = -8
! 256: END IF
! 257: *
! 258: IF( INFO.NE.0 ) THEN
! 259: CALL XERBLA( 'DSYEV_2STAGE ', -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 ) THEN
! 268: RETURN
! 269: END IF
! 270: *
! 271: IF( N.EQ.1 ) THEN
! 272: W( 1 ) = A( 1, 1 )
! 273: WORK( 1 ) = 2
! 274: IF( WANTZ )
! 275: $ A( 1, 1 ) = ONE
! 276: RETURN
! 277: END IF
! 278: *
! 279: * Get machine constants.
! 280: *
! 281: SAFMIN = DLAMCH( 'Safe minimum' )
! 282: EPS = DLAMCH( 'Precision' )
! 283: SMLNUM = SAFMIN / EPS
! 284: BIGNUM = ONE / SMLNUM
! 285: RMIN = SQRT( SMLNUM )
! 286: RMAX = SQRT( BIGNUM )
! 287: *
! 288: * Scale matrix to allowable range, if necessary.
! 289: *
! 290: ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
! 291: ISCALE = 0
! 292: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
! 293: ISCALE = 1
! 294: SIGMA = RMIN / ANRM
! 295: ELSE IF( ANRM.GT.RMAX ) THEN
! 296: ISCALE = 1
! 297: SIGMA = RMAX / ANRM
! 298: END IF
! 299: IF( ISCALE.EQ.1 )
! 300: $ CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
! 301: *
! 302: * Call DSYTRD_2STAGE to reduce symmetric matrix to tridiagonal form.
! 303: *
! 304: INDE = 1
! 305: INDTAU = INDE + N
! 306: INDHOUS = INDTAU + N
! 307: INDWRK = INDHOUS + LHTRD
! 308: LLWORK = LWORK - INDWRK + 1
! 309: *
! 310: CALL DSYTRD_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK( INDE ),
! 311: $ WORK( INDTAU ), WORK( INDHOUS ), LHTRD,
! 312: $ WORK( INDWRK ), LLWORK, IINFO )
! 313: *
! 314: * For eigenvalues only, call DSTERF. For eigenvectors, first call
! 315: * DORGTR to generate the orthogonal matrix, then call DSTEQR.
! 316: *
! 317: IF( .NOT.WANTZ ) THEN
! 318: CALL DSTERF( N, W, WORK( INDE ), INFO )
! 319: ELSE
! 320: * Not available in this release, and agrument checking should not
! 321: * let it getting here
! 322: RETURN
! 323: CALL DORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
! 324: $ LLWORK, IINFO )
! 325: CALL DSTEQR( JOBZ, N, W, WORK( INDE ), A, LDA, WORK( INDTAU ),
! 326: $ INFO )
! 327: END IF
! 328: *
! 329: * If matrix was scaled, then rescale eigenvalues appropriately.
! 330: *
! 331: IF( ISCALE.EQ.1 ) THEN
! 332: IF( INFO.EQ.0 ) THEN
! 333: IMAX = N
! 334: ELSE
! 335: IMAX = INFO - 1
! 336: END IF
! 337: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
! 338: END IF
! 339: *
! 340: * Set WORK(1) to optimal workspace size.
! 341: *
! 342: WORK( 1 ) = LWMIN
! 343: *
! 344: RETURN
! 345: *
! 346: * End of DSYEV_2STAGE
! 347: *
! 348: END
CVSweb interface <joel.bertrand@systella.fr>