File:  [local] / rpl / lapack / lapack / dsyev_2stage.f
Revision 1.6: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:08 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> 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/dsyev_2stage.f">
   13: *> [TGZ]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyev_2stage.f">
   15: *> [ZIP]</a>
   16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyev_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: *> \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: *
  186: *  -- LAPACK driver routine --
  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
  213:       INTEGER            ILAENV2STAGE
  214:       DOUBLE PRECISION   DLAMCH, DLANSY
  215:       EXTERNAL           LSAME, DLAMCH, DLANSY, ILAENV2STAGE
  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
  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 )
  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
  317: *        Not available in this release, and argument checking should not
  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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