Annotation of rpl/lapack/lapack/dsyev_2stage.f, revision 1.6
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
1.6 ! bertrand 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyev_2stage.f">
1.1 bertrand 13: *> [TGZ]</a>
1.6 ! bertrand 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyev_2stage.f">
1.1 bertrand 15: *> [ZIP]</a>
1.6 ! bertrand 16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyev_2stage.f">
1.1 bertrand 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: *> \ingroup doubleSYeigen
147: *
148: *> \par Further Details:
149: * =====================
150: *>
151: *> \verbatim
152: *>
153: *> All details about the 2stage techniques are available in:
154: *>
155: *> Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
156: *> Parallel reduction to condensed forms for symmetric eigenvalue problems
157: *> using aggregated fine-grained and memory-aware kernels. In Proceedings
158: *> of 2011 International Conference for High Performance Computing,
159: *> Networking, Storage and Analysis (SC '11), New York, NY, USA,
160: *> Article 8 , 11 pages.
161: *> http://doi.acm.org/10.1145/2063384.2063394
162: *>
163: *> A. Haidar, J. Kurzak, P. Luszczek, 2013.
164: *> An improved parallel singular value algorithm and its implementation
165: *> for multicore hardware, In Proceedings of 2013 International Conference
166: *> for High Performance Computing, Networking, Storage and Analysis (SC '13).
167: *> Denver, Colorado, USA, 2013.
168: *> Article 90, 12 pages.
169: *> http://doi.acm.org/10.1145/2503210.2503292
170: *>
171: *> A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
172: *> A novel hybrid CPU-GPU generalized eigensolver for electronic structure
173: *> calculations based on fine-grained memory aware tasks.
174: *> International Journal of High Performance Computing Applications.
175: *> Volume 28 Issue 2, Pages 196-209, May 2014.
176: *> http://hpc.sagepub.com/content/28/2/196
177: *>
178: *> \endverbatim
179: *
180: * =====================================================================
181: SUBROUTINE DSYEV_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK,
182: $ INFO )
183: *
184: IMPLICIT NONE
185: *
1.6 ! bertrand 186: * -- LAPACK driver routine --
1.1 bertrand 187: * -- LAPACK is a software package provided by Univ. of Tennessee, --
188: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
189: *
190: * .. Scalar Arguments ..
191: CHARACTER JOBZ, UPLO
192: INTEGER INFO, LDA, LWORK, N
193: * ..
194: * .. Array Arguments ..
195: DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * )
196: * ..
197: *
198: * =====================================================================
199: *
200: * .. Parameters ..
201: DOUBLE PRECISION ZERO, ONE
202: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
203: * ..
204: * .. Local Scalars ..
205: LOGICAL LOWER, LQUERY, WANTZ
206: INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
207: $ LLWORK, LWMIN, LHTRD, LWTRD, KD, IB, INDHOUS
208: DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
209: $ SMLNUM
210: * ..
211: * .. External Functions ..
212: LOGICAL LSAME
1.3 bertrand 213: INTEGER ILAENV2STAGE
1.1 bertrand 214: DOUBLE PRECISION DLAMCH, DLANSY
1.3 bertrand 215: EXTERNAL LSAME, DLAMCH, DLANSY, ILAENV2STAGE
1.1 bertrand 216: * ..
217: * .. External Subroutines ..
218: EXTERNAL DLASCL, DORGTR, DSCAL, DSTEQR, DSTERF,
219: $ XERBLA, DSYTRD_2STAGE
220: * ..
221: * .. Intrinsic Functions ..
222: INTRINSIC MAX, SQRT
223: * ..
224: * .. Executable Statements ..
225: *
226: * Test the input parameters.
227: *
228: WANTZ = LSAME( JOBZ, 'V' )
229: LOWER = LSAME( UPLO, 'L' )
230: LQUERY = ( LWORK.EQ.-1 )
231: *
232: INFO = 0
233: IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
234: INFO = -1
235: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
236: INFO = -2
237: ELSE IF( N.LT.0 ) THEN
238: INFO = -3
239: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
240: INFO = -5
241: END IF
242: *
243: IF( INFO.EQ.0 ) THEN
1.3 bertrand 244: KD = ILAENV2STAGE( 1, 'DSYTRD_2STAGE', JOBZ, N, -1, -1, -1 )
245: IB = ILAENV2STAGE( 2, 'DSYTRD_2STAGE', JOBZ, N, KD, -1, -1 )
246: LHTRD = ILAENV2STAGE( 3, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
247: LWTRD = ILAENV2STAGE( 4, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
1.1 bertrand 248: LWMIN = 2*N + LHTRD + LWTRD
249: WORK( 1 ) = LWMIN
250: *
251: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY )
252: $ INFO = -8
253: END IF
254: *
255: IF( INFO.NE.0 ) THEN
256: CALL XERBLA( 'DSYEV_2STAGE ', -INFO )
257: RETURN
258: ELSE IF( LQUERY ) THEN
259: RETURN
260: END IF
261: *
262: * Quick return if possible
263: *
264: IF( N.EQ.0 ) THEN
265: RETURN
266: END IF
267: *
268: IF( N.EQ.1 ) THEN
269: W( 1 ) = A( 1, 1 )
270: WORK( 1 ) = 2
271: IF( WANTZ )
272: $ A( 1, 1 ) = ONE
273: RETURN
274: END IF
275: *
276: * Get machine constants.
277: *
278: SAFMIN = DLAMCH( 'Safe minimum' )
279: EPS = DLAMCH( 'Precision' )
280: SMLNUM = SAFMIN / EPS
281: BIGNUM = ONE / SMLNUM
282: RMIN = SQRT( SMLNUM )
283: RMAX = SQRT( BIGNUM )
284: *
285: * Scale matrix to allowable range, if necessary.
286: *
287: ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
288: ISCALE = 0
289: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
290: ISCALE = 1
291: SIGMA = RMIN / ANRM
292: ELSE IF( ANRM.GT.RMAX ) THEN
293: ISCALE = 1
294: SIGMA = RMAX / ANRM
295: END IF
296: IF( ISCALE.EQ.1 )
297: $ CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
298: *
299: * Call DSYTRD_2STAGE to reduce symmetric matrix to tridiagonal form.
300: *
301: INDE = 1
302: INDTAU = INDE + N
303: INDHOUS = INDTAU + N
304: INDWRK = INDHOUS + LHTRD
305: LLWORK = LWORK - INDWRK + 1
306: *
307: CALL DSYTRD_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK( INDE ),
308: $ WORK( INDTAU ), WORK( INDHOUS ), LHTRD,
309: $ WORK( INDWRK ), LLWORK, IINFO )
310: *
311: * For eigenvalues only, call DSTERF. For eigenvectors, first call
312: * DORGTR to generate the orthogonal matrix, then call DSTEQR.
313: *
314: IF( .NOT.WANTZ ) THEN
315: CALL DSTERF( N, W, WORK( INDE ), INFO )
316: ELSE
1.5 bertrand 317: * Not available in this release, and argument checking should not
1.1 bertrand 318: * let it getting here
319: RETURN
320: CALL DORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
321: $ LLWORK, IINFO )
322: CALL DSTEQR( JOBZ, N, W, WORK( INDE ), A, LDA, WORK( INDTAU ),
323: $ INFO )
324: END IF
325: *
326: * If matrix was scaled, then rescale eigenvalues appropriately.
327: *
328: IF( ISCALE.EQ.1 ) THEN
329: IF( INFO.EQ.0 ) THEN
330: IMAX = N
331: ELSE
332: IMAX = INFO - 1
333: END IF
334: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
335: END IF
336: *
337: * Set WORK(1) to optimal workspace size.
338: *
339: WORK( 1 ) = LWMIN
340: *
341: RETURN
342: *
343: * End of DSYEV_2STAGE
344: *
345: END
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