Annotation of rpl/lapack/lapack/dsyevr_2stage.f, revision 1.3
1.1 bertrand 1: *> \brief <b> DSYEVR_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 DSYEVR_2STAGE + dependencies
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevr_2stage.f">
13: *> [TGZ]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevr_2stage.f">
15: *> [ZIP]</a>
16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevr_2stage.f">
17: *> [TXT]</a>
18: *> \endhtmlonly
19: *
20: * Definition:
21: * ===========
22: *
23: * SUBROUTINE DSYEVR_2STAGE( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU,
24: * IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK,
25: * LWORK, IWORK, LIWORK, INFO )
26: *
27: * IMPLICIT NONE
28: *
29: * .. Scalar Arguments ..
30: * CHARACTER JOBZ, RANGE, UPLO
31: * INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N
32: * DOUBLE PRECISION ABSTOL, VL, VU
33: * ..
34: * .. Array Arguments ..
35: * INTEGER ISUPPZ( * ), IWORK( * )
36: * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
37: * ..
38: *
39: *
40: *> \par Purpose:
41: * =============
42: *>
43: *> \verbatim
44: *>
45: *> DSYEVR_2STAGE computes selected eigenvalues and, optionally, eigenvectors
46: *> of a real symmetric matrix A using the 2stage technique for
47: *> the reduction to tridiagonal. Eigenvalues and eigenvectors can be
48: *> selected by specifying either a range of values or a range of
49: *> indices for the desired eigenvalues.
50: *>
51: *> DSYEVR_2STAGE first reduces the matrix A to tridiagonal form T with a call
52: *> to DSYTRD. Then, whenever possible, DSYEVR_2STAGE calls DSTEMR to compute
53: *> the eigenspectrum using Relatively Robust Representations. DSTEMR
54: *> computes eigenvalues by the dqds algorithm, while orthogonal
55: *> eigenvectors are computed from various "good" L D L^T representations
56: *> (also known as Relatively Robust Representations). Gram-Schmidt
57: *> orthogonalization is avoided as far as possible. More specifically,
58: *> the various steps of the algorithm are as follows.
59: *>
60: *> For each unreduced block (submatrix) of T,
61: *> (a) Compute T - sigma I = L D L^T, so that L and D
62: *> define all the wanted eigenvalues to high relative accuracy.
63: *> This means that small relative changes in the entries of D and L
64: *> cause only small relative changes in the eigenvalues and
65: *> eigenvectors. The standard (unfactored) representation of the
66: *> tridiagonal matrix T does not have this property in general.
67: *> (b) Compute the eigenvalues to suitable accuracy.
68: *> If the eigenvectors are desired, the algorithm attains full
69: *> accuracy of the computed eigenvalues only right before
70: *> the corresponding vectors have to be computed, see steps c) and d).
71: *> (c) For each cluster of close eigenvalues, select a new
72: *> shift close to the cluster, find a new factorization, and refine
73: *> the shifted eigenvalues to suitable accuracy.
74: *> (d) For each eigenvalue with a large enough relative separation compute
75: *> the corresponding eigenvector by forming a rank revealing twisted
76: *> factorization. Go back to (c) for any clusters that remain.
77: *>
78: *> The desired accuracy of the output can be specified by the input
79: *> parameter ABSTOL.
80: *>
81: *> For more details, see DSTEMR's documentation and:
82: *> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
83: *> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
84: *> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
85: *> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
86: *> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
87: *> 2004. Also LAPACK Working Note 154.
88: *> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
89: *> tridiagonal eigenvalue/eigenvector problem",
90: *> Computer Science Division Technical Report No. UCB/CSD-97-971,
91: *> UC Berkeley, May 1997.
92: *>
93: *>
94: *> Note 1 : DSYEVR_2STAGE calls DSTEMR when the full spectrum is requested
95: *> on machines which conform to the ieee-754 floating point standard.
96: *> DSYEVR_2STAGE calls DSTEBZ and SSTEIN on non-ieee machines and
97: *> when partial spectrum requests are made.
98: *>
99: *> Normal execution of DSTEMR may create NaNs and infinities and
100: *> hence may abort due to a floating point exception in environments
101: *> which do not handle NaNs and infinities in the ieee standard default
102: *> manner.
103: *> \endverbatim
104: *
105: * Arguments:
106: * ==========
107: *
108: *> \param[in] JOBZ
109: *> \verbatim
110: *> JOBZ is CHARACTER*1
111: *> = 'N': Compute eigenvalues only;
112: *> = 'V': Compute eigenvalues and eigenvectors.
113: *> Not available in this release.
114: *> \endverbatim
115: *>
116: *> \param[in] RANGE
117: *> \verbatim
118: *> RANGE is CHARACTER*1
119: *> = 'A': all eigenvalues will be found.
120: *> = 'V': all eigenvalues in the half-open interval (VL,VU]
121: *> will be found.
122: *> = 'I': the IL-th through IU-th eigenvalues will be found.
123: *> For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
124: *> DSTEIN are called
125: *> \endverbatim
126: *>
127: *> \param[in] UPLO
128: *> \verbatim
129: *> UPLO is CHARACTER*1
130: *> = 'U': Upper triangle of A is stored;
131: *> = 'L': Lower triangle of A is stored.
132: *> \endverbatim
133: *>
134: *> \param[in] N
135: *> \verbatim
136: *> N is INTEGER
137: *> The order of the matrix A. N >= 0.
138: *> \endverbatim
139: *>
140: *> \param[in,out] A
141: *> \verbatim
142: *> A is DOUBLE PRECISION array, dimension (LDA, N)
143: *> On entry, the symmetric matrix A. If UPLO = 'U', the
144: *> leading N-by-N upper triangular part of A contains the
145: *> upper triangular part of the matrix A. If UPLO = 'L',
146: *> the leading N-by-N lower triangular part of A contains
147: *> the lower triangular part of the matrix A.
148: *> On exit, the lower triangle (if UPLO='L') or the upper
149: *> triangle (if UPLO='U') of A, including the diagonal, is
150: *> destroyed.
151: *> \endverbatim
152: *>
153: *> \param[in] LDA
154: *> \verbatim
155: *> LDA is INTEGER
156: *> The leading dimension of the array A. LDA >= max(1,N).
157: *> \endverbatim
158: *>
159: *> \param[in] VL
160: *> \verbatim
161: *> VL is DOUBLE PRECISION
162: *> If RANGE='V', the lower bound of the interval to
163: *> be searched for eigenvalues. VL < VU.
164: *> Not referenced if RANGE = 'A' or 'I'.
165: *> \endverbatim
166: *>
167: *> \param[in] VU
168: *> \verbatim
169: *> VU is DOUBLE PRECISION
170: *> If RANGE='V', the upper bound of the interval to
171: *> be searched for eigenvalues. VL < VU.
172: *> Not referenced if RANGE = 'A' or 'I'.
173: *> \endverbatim
174: *>
175: *> \param[in] IL
176: *> \verbatim
177: *> IL is INTEGER
178: *> If RANGE='I', the index of the
179: *> smallest eigenvalue to be returned.
180: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
181: *> Not referenced if RANGE = 'A' or 'V'.
182: *> \endverbatim
183: *>
184: *> \param[in] IU
185: *> \verbatim
186: *> IU is INTEGER
187: *> If RANGE='I', the index of the
188: *> largest eigenvalue to be returned.
189: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
190: *> Not referenced if RANGE = 'A' or 'V'.
191: *> \endverbatim
192: *>
193: *> \param[in] ABSTOL
194: *> \verbatim
195: *> ABSTOL is DOUBLE PRECISION
196: *> The absolute error tolerance for the eigenvalues.
197: *> An approximate eigenvalue is accepted as converged
198: *> when it is determined to lie in an interval [a,b]
199: *> of width less than or equal to
200: *>
201: *> ABSTOL + EPS * max( |a|,|b| ) ,
202: *>
203: *> where EPS is the machine precision. If ABSTOL is less than
204: *> or equal to zero, then EPS*|T| will be used in its place,
205: *> where |T| is the 1-norm of the tridiagonal matrix obtained
206: *> by reducing A to tridiagonal form.
207: *>
208: *> See "Computing Small Singular Values of Bidiagonal Matrices
209: *> with Guaranteed High Relative Accuracy," by Demmel and
210: *> Kahan, LAPACK Working Note #3.
211: *>
212: *> If high relative accuracy is important, set ABSTOL to
213: *> DLAMCH( 'Safe minimum' ). Doing so will guarantee that
214: *> eigenvalues are computed to high relative accuracy when
215: *> possible in future releases. The current code does not
216: *> make any guarantees about high relative accuracy, but
217: *> future releases will. See J. Barlow and J. Demmel,
218: *> "Computing Accurate Eigensystems of Scaled Diagonally
219: *> Dominant Matrices", LAPACK Working Note #7, for a discussion
220: *> of which matrices define their eigenvalues to high relative
221: *> accuracy.
222: *> \endverbatim
223: *>
224: *> \param[out] M
225: *> \verbatim
226: *> M is INTEGER
227: *> The total number of eigenvalues found. 0 <= M <= N.
228: *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
229: *> \endverbatim
230: *>
231: *> \param[out] W
232: *> \verbatim
233: *> W is DOUBLE PRECISION array, dimension (N)
234: *> The first M elements contain the selected eigenvalues in
235: *> ascending order.
236: *> \endverbatim
237: *>
238: *> \param[out] Z
239: *> \verbatim
240: *> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
241: *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
242: *> contain the orthonormal eigenvectors of the matrix A
243: *> corresponding to the selected eigenvalues, with the i-th
244: *> column of Z holding the eigenvector associated with W(i).
245: *> If JOBZ = 'N', then Z is not referenced.
246: *> Note: the user must ensure that at least max(1,M) columns are
247: *> supplied in the array Z; if RANGE = 'V', the exact value of M
248: *> is not known in advance and an upper bound must be used.
249: *> Supplying N columns is always safe.
250: *> \endverbatim
251: *>
252: *> \param[in] LDZ
253: *> \verbatim
254: *> LDZ is INTEGER
255: *> The leading dimension of the array Z. LDZ >= 1, and if
256: *> JOBZ = 'V', LDZ >= max(1,N).
257: *> \endverbatim
258: *>
259: *> \param[out] ISUPPZ
260: *> \verbatim
261: *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
262: *> The support of the eigenvectors in Z, i.e., the indices
263: *> indicating the nonzero elements in Z. The i-th eigenvector
264: *> is nonzero only in elements ISUPPZ( 2*i-1 ) through
265: *> ISUPPZ( 2*i ). This is an output of DSTEMR (tridiagonal
266: *> matrix). The support of the eigenvectors of A is typically
267: *> 1:N because of the orthogonal transformations applied by DORMTR.
268: *> Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
269: *> \endverbatim
270: *>
271: *> \param[out] WORK
272: *> \verbatim
273: *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
274: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
275: *> \endverbatim
276: *>
277: *> \param[in] LWORK
278: *> \verbatim
279: *> LWORK is INTEGER
280: *> The dimension of the array WORK.
281: *> If JOBZ = 'N' and N > 1, LWORK must be queried.
282: *> LWORK = MAX(1, 26*N, dimension) where
283: *> dimension = max(stage1,stage2) + (KD+1)*N + 5*N
284: *> = N*KD + N*max(KD+1,FACTOPTNB)
285: *> + max(2*KD*KD, KD*NTHREADS)
286: *> + (KD+1)*N + 5*N
287: *> where KD is the blocking size of the reduction,
288: *> FACTOPTNB is the blocking used by the QR or LQ
289: *> algorithm, usually FACTOPTNB=128 is a good choice
290: *> NTHREADS is the number of threads used when
291: *> openMP compilation is enabled, otherwise =1.
292: *> If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
293: *>
294: *> If LWORK = -1, then a workspace query is assumed; the routine
295: *> only calculates the optimal size of the WORK array, returns
296: *> this value as the first entry of the WORK array, and no error
297: *> message related to LWORK is issued by XERBLA.
298: *> \endverbatim
299: *>
300: *> \param[out] IWORK
301: *> \verbatim
302: *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
303: *> On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.
304: *> \endverbatim
305: *>
306: *> \param[in] LIWORK
307: *> \verbatim
308: *> LIWORK is INTEGER
309: *> The dimension of the array IWORK. LIWORK >= max(1,10*N).
310: *>
311: *> If LIWORK = -1, then a workspace query is assumed; the
312: *> routine only calculates the optimal size of the IWORK array,
313: *> returns this value as the first entry of the IWORK array, and
314: *> no error message related to LIWORK is issued by XERBLA.
315: *> \endverbatim
316: *>
317: *> \param[out] INFO
318: *> \verbatim
319: *> INFO is INTEGER
320: *> = 0: successful exit
321: *> < 0: if INFO = -i, the i-th argument had an illegal value
322: *> > 0: Internal error
323: *> \endverbatim
324: *
325: * Authors:
326: * ========
327: *
328: *> \author Univ. of Tennessee
329: *> \author Univ. of California Berkeley
330: *> \author Univ. of Colorado Denver
331: *> \author NAG Ltd.
332: *
333: *> \date June 2016
334: *
335: *> \ingroup doubleSYeigen
336: *
337: *> \par Contributors:
338: * ==================
339: *>
340: *> Inderjit Dhillon, IBM Almaden, USA \n
341: *> Osni Marques, LBNL/NERSC, USA \n
342: *> Ken Stanley, Computer Science Division, University of
343: *> California at Berkeley, USA \n
344: *> Jason Riedy, Computer Science Division, University of
345: *> California at Berkeley, USA \n
346: *>
347: *> \par Further Details:
348: * =====================
349: *>
350: *> \verbatim
351: *>
352: *> All details about the 2stage techniques are available in:
353: *>
354: *> Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
355: *> Parallel reduction to condensed forms for symmetric eigenvalue problems
356: *> using aggregated fine-grained and memory-aware kernels. In Proceedings
357: *> of 2011 International Conference for High Performance Computing,
358: *> Networking, Storage and Analysis (SC '11), New York, NY, USA,
359: *> Article 8 , 11 pages.
360: *> http://doi.acm.org/10.1145/2063384.2063394
361: *>
362: *> A. Haidar, J. Kurzak, P. Luszczek, 2013.
363: *> An improved parallel singular value algorithm and its implementation
364: *> for multicore hardware, In Proceedings of 2013 International Conference
365: *> for High Performance Computing, Networking, Storage and Analysis (SC '13).
366: *> Denver, Colorado, USA, 2013.
367: *> Article 90, 12 pages.
368: *> http://doi.acm.org/10.1145/2503210.2503292
369: *>
370: *> A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
371: *> A novel hybrid CPU-GPU generalized eigensolver for electronic structure
372: *> calculations based on fine-grained memory aware tasks.
373: *> International Journal of High Performance Computing Applications.
374: *> Volume 28 Issue 2, Pages 196-209, May 2014.
375: *> http://hpc.sagepub.com/content/28/2/196
376: *>
377: *> \endverbatim
378: *
379: * =====================================================================
380: SUBROUTINE DSYEVR_2STAGE( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU,
381: $ IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK,
382: $ LWORK, IWORK, LIWORK, INFO )
383: *
384: IMPLICIT NONE
385: *
1.3 ! bertrand 386: * -- LAPACK driver routine (version 3.8.0) --
1.1 bertrand 387: * -- LAPACK is a software package provided by Univ. of Tennessee, --
388: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
389: * June 2016
390: *
391: * .. Scalar Arguments ..
392: CHARACTER JOBZ, RANGE, UPLO
393: INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N
394: DOUBLE PRECISION ABSTOL, VL, VU
395: * ..
396: * .. Array Arguments ..
397: INTEGER ISUPPZ( * ), IWORK( * )
398: DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
399: * ..
400: *
401: * =====================================================================
402: *
403: * .. Parameters ..
404: DOUBLE PRECISION ZERO, ONE, TWO
405: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
406: * ..
407: * .. Local Scalars ..
408: LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, VALEIG, WANTZ,
409: $ TRYRAC
410: CHARACTER ORDER
411: INTEGER I, IEEEOK, IINFO, IMAX, INDD, INDDD, INDE,
412: $ INDEE, INDIBL, INDIFL, INDISP, INDIWO, INDTAU,
413: $ INDWK, INDWKN, ISCALE, J, JJ, LIWMIN,
414: $ LLWORK, LLWRKN, LWMIN, NSPLIT,
415: $ LHTRD, LWTRD, KD, IB, INDHOUS
416: DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
417: $ SIGMA, SMLNUM, TMP1, VLL, VUU
418: * ..
419: * .. External Functions ..
420: LOGICAL LSAME
1.3 ! bertrand 421: INTEGER ILAENV, ILAENV2STAGE
1.1 bertrand 422: DOUBLE PRECISION DLAMCH, DLANSY
1.3 ! bertrand 423: EXTERNAL LSAME, DLAMCH, DLANSY, ILAENV, ILAENV2STAGE
1.1 bertrand 424: * ..
425: * .. External Subroutines ..
426: EXTERNAL DCOPY, DORMTR, DSCAL, DSTEBZ, DSTEMR, DSTEIN,
427: $ DSTERF, DSWAP, DSYTRD_2STAGE, XERBLA
428: * ..
429: * .. Intrinsic Functions ..
430: INTRINSIC MAX, MIN, SQRT
431: * ..
432: * .. Executable Statements ..
433: *
434: * Test the input parameters.
435: *
436: IEEEOK = ILAENV( 10, 'DSYEVR', 'N', 1, 2, 3, 4 )
437: *
438: LOWER = LSAME( UPLO, 'L' )
439: WANTZ = LSAME( JOBZ, 'V' )
440: ALLEIG = LSAME( RANGE, 'A' )
441: VALEIG = LSAME( RANGE, 'V' )
442: INDEIG = LSAME( RANGE, 'I' )
443: *
444: LQUERY = ( ( LWORK.EQ.-1 ) .OR. ( LIWORK.EQ.-1 ) )
445: *
1.3 ! bertrand 446: KD = ILAENV2STAGE( 1, 'DSYTRD_2STAGE', JOBZ, N, -1, -1, -1 )
! 447: IB = ILAENV2STAGE( 2, 'DSYTRD_2STAGE', JOBZ, N, KD, -1, -1 )
! 448: LHTRD = ILAENV2STAGE( 3, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
! 449: LWTRD = ILAENV2STAGE( 4, 'DSYTRD_2STAGE', JOBZ, N, KD, IB, -1 )
1.1 bertrand 450: LWMIN = MAX( 26*N, 5*N + LHTRD + LWTRD )
451: LIWMIN = MAX( 1, 10*N )
452: *
453: INFO = 0
454: IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
455: INFO = -1
456: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
457: INFO = -2
458: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
459: INFO = -3
460: ELSE IF( N.LT.0 ) THEN
461: INFO = -4
462: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
463: INFO = -6
464: ELSE
465: IF( VALEIG ) THEN
466: IF( N.GT.0 .AND. VU.LE.VL )
467: $ INFO = -8
468: ELSE IF( INDEIG ) THEN
469: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
470: INFO = -9
471: ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
472: INFO = -10
473: END IF
474: END IF
475: END IF
476: IF( INFO.EQ.0 ) THEN
477: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
478: INFO = -15
479: ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
480: INFO = -18
481: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
482: INFO = -20
483: END IF
484: END IF
485: *
486: IF( INFO.EQ.0 ) THEN
487: * NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
488: * NB = MAX( NB, ILAENV( 1, 'DORMTR', UPLO, N, -1, -1, -1 ) )
489: * LWKOPT = MAX( ( NB+1 )*N, LWMIN )
490: WORK( 1 ) = LWMIN
491: IWORK( 1 ) = LIWMIN
492: END IF
493: *
494: IF( INFO.NE.0 ) THEN
495: CALL XERBLA( 'DSYEVR_2STAGE', -INFO )
496: RETURN
497: ELSE IF( LQUERY ) THEN
498: RETURN
499: END IF
500: *
501: * Quick return if possible
502: *
503: M = 0
504: IF( N.EQ.0 ) THEN
505: WORK( 1 ) = 1
506: RETURN
507: END IF
508: *
509: IF( N.EQ.1 ) THEN
510: WORK( 1 ) = 7
511: IF( ALLEIG .OR. INDEIG ) THEN
512: M = 1
513: W( 1 ) = A( 1, 1 )
514: ELSE
515: IF( VL.LT.A( 1, 1 ) .AND. VU.GE.A( 1, 1 ) ) THEN
516: M = 1
517: W( 1 ) = A( 1, 1 )
518: END IF
519: END IF
520: IF( WANTZ ) THEN
521: Z( 1, 1 ) = ONE
522: ISUPPZ( 1 ) = 1
523: ISUPPZ( 2 ) = 1
524: END IF
525: RETURN
526: END IF
527: *
528: * Get machine constants.
529: *
530: SAFMIN = DLAMCH( 'Safe minimum' )
531: EPS = DLAMCH( 'Precision' )
532: SMLNUM = SAFMIN / EPS
533: BIGNUM = ONE / SMLNUM
534: RMIN = SQRT( SMLNUM )
535: RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
536: *
537: * Scale matrix to allowable range, if necessary.
538: *
539: ISCALE = 0
540: ABSTLL = ABSTOL
541: IF (VALEIG) THEN
542: VLL = VL
543: VUU = VU
544: END IF
545: ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
546: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
547: ISCALE = 1
548: SIGMA = RMIN / ANRM
549: ELSE IF( ANRM.GT.RMAX ) THEN
550: ISCALE = 1
551: SIGMA = RMAX / ANRM
552: END IF
553: IF( ISCALE.EQ.1 ) THEN
554: IF( LOWER ) THEN
555: DO 10 J = 1, N
556: CALL DSCAL( N-J+1, SIGMA, A( J, J ), 1 )
557: 10 CONTINUE
558: ELSE
559: DO 20 J = 1, N
560: CALL DSCAL( J, SIGMA, A( 1, J ), 1 )
561: 20 CONTINUE
562: END IF
563: IF( ABSTOL.GT.0 )
564: $ ABSTLL = ABSTOL*SIGMA
565: IF( VALEIG ) THEN
566: VLL = VL*SIGMA
567: VUU = VU*SIGMA
568: END IF
569: END IF
570:
571: * Initialize indices into workspaces. Note: The IWORK indices are
572: * used only if DSTERF or DSTEMR fail.
573:
574: * WORK(INDTAU:INDTAU+N-1) stores the scalar factors of the
575: * elementary reflectors used in DSYTRD.
576: INDTAU = 1
577: * WORK(INDD:INDD+N-1) stores the tridiagonal's diagonal entries.
578: INDD = INDTAU + N
579: * WORK(INDE:INDE+N-1) stores the off-diagonal entries of the
580: * tridiagonal matrix from DSYTRD.
581: INDE = INDD + N
582: * WORK(INDDD:INDDD+N-1) is a copy of the diagonal entries over
583: * -written by DSTEMR (the DSTERF path copies the diagonal to W).
584: INDDD = INDE + N
585: * WORK(INDEE:INDEE+N-1) is a copy of the off-diagonal entries over
586: * -written while computing the eigenvalues in DSTERF and DSTEMR.
587: INDEE = INDDD + N
588: * INDHOUS is the starting offset Householder storage of stage 2
589: INDHOUS = INDEE + N
590: * INDWK is the starting offset of the left-over workspace, and
591: * LLWORK is the remaining workspace size.
592: INDWK = INDHOUS + LHTRD
593: LLWORK = LWORK - INDWK + 1
594:
595:
596: * IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in DSTEBZ and
597: * stores the block indices of each of the M<=N eigenvalues.
598: INDIBL = 1
599: * IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in DSTEBZ and
600: * stores the starting and finishing indices of each block.
601: INDISP = INDIBL + N
602: * IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors
603: * that corresponding to eigenvectors that fail to converge in
604: * DSTEIN. This information is discarded; if any fail, the driver
605: * returns INFO > 0.
606: INDIFL = INDISP + N
607: * INDIWO is the offset of the remaining integer workspace.
608: INDIWO = INDIFL + N
609:
610: *
611: * Call DSYTRD_2STAGE to reduce symmetric matrix to tridiagonal form.
612: *
613: *
614: CALL DSYTRD_2STAGE( JOBZ, UPLO, N, A, LDA, WORK( INDD ),
615: $ WORK( INDE ), WORK( INDTAU ), WORK( INDHOUS ),
616: $ LHTRD, WORK( INDWK ), LLWORK, IINFO )
617: *
618: * If all eigenvalues are desired
619: * then call DSTERF or DSTEMR and DORMTR.
620: *
621: IF( ( ALLEIG .OR. ( INDEIG .AND. IL.EQ.1 .AND. IU.EQ.N ) ) .AND.
622: $ IEEEOK.EQ.1 ) THEN
623: IF( .NOT.WANTZ ) THEN
624: CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
625: CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
626: CALL DSTERF( N, W, WORK( INDEE ), INFO )
627: ELSE
628: CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
629: CALL DCOPY( N, WORK( INDD ), 1, WORK( INDDD ), 1 )
630: *
631: IF (ABSTOL .LE. TWO*N*EPS) THEN
632: TRYRAC = .TRUE.
633: ELSE
634: TRYRAC = .FALSE.
635: END IF
636: CALL DSTEMR( JOBZ, 'A', N, WORK( INDDD ), WORK( INDEE ),
637: $ VL, VU, IL, IU, M, W, Z, LDZ, N, ISUPPZ,
638: $ TRYRAC, WORK( INDWK ), LWORK, IWORK, LIWORK,
639: $ INFO )
640: *
641: *
642: *
643: * Apply orthogonal matrix used in reduction to tridiagonal
644: * form to eigenvectors returned by DSTEMR.
645: *
646: IF( WANTZ .AND. INFO.EQ.0 ) THEN
647: INDWKN = INDE
648: LLWRKN = LWORK - INDWKN + 1
649: CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA,
650: $ WORK( INDTAU ), Z, LDZ, WORK( INDWKN ),
651: $ LLWRKN, IINFO )
652: END IF
653: END IF
654: *
655: *
656: IF( INFO.EQ.0 ) THEN
657: * Everything worked. Skip DSTEBZ/DSTEIN. IWORK(:) are
658: * undefined.
659: M = N
660: GO TO 30
661: END IF
662: INFO = 0
663: END IF
664: *
665: * Otherwise, call DSTEBZ and, if eigenvectors are desired, DSTEIN.
666: * Also call DSTEBZ and DSTEIN if DSTEMR fails.
667: *
668: IF( WANTZ ) THEN
669: ORDER = 'B'
670: ELSE
671: ORDER = 'E'
672: END IF
673:
674: CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
675: $ WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
676: $ IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWK ),
677: $ IWORK( INDIWO ), INFO )
678: *
679: IF( WANTZ ) THEN
680: CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
681: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
682: $ WORK( INDWK ), IWORK( INDIWO ), IWORK( INDIFL ),
683: $ INFO )
684: *
685: * Apply orthogonal matrix used in reduction to tridiagonal
686: * form to eigenvectors returned by DSTEIN.
687: *
688: INDWKN = INDE
689: LLWRKN = LWORK - INDWKN + 1
690: CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
691: $ LDZ, WORK( INDWKN ), LLWRKN, IINFO )
692: END IF
693: *
694: * If matrix was scaled, then rescale eigenvalues appropriately.
695: *
696: * Jump here if DSTEMR/DSTEIN succeeded.
697: 30 CONTINUE
698: IF( ISCALE.EQ.1 ) THEN
699: IF( INFO.EQ.0 ) THEN
700: IMAX = M
701: ELSE
702: IMAX = INFO - 1
703: END IF
704: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
705: END IF
706: *
707: * If eigenvalues are not in order, then sort them, along with
708: * eigenvectors. Note: We do not sort the IFAIL portion of IWORK.
709: * It may not be initialized (if DSTEMR/DSTEIN succeeded), and we do
710: * not return this detailed information to the user.
711: *
712: IF( WANTZ ) THEN
713: DO 50 J = 1, M - 1
714: I = 0
715: TMP1 = W( J )
716: DO 40 JJ = J + 1, M
717: IF( W( JJ ).LT.TMP1 ) THEN
718: I = JJ
719: TMP1 = W( JJ )
720: END IF
721: 40 CONTINUE
722: *
723: IF( I.NE.0 ) THEN
724: W( I ) = W( J )
725: W( J ) = TMP1
726: CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
727: END IF
728: 50 CONTINUE
729: END IF
730: *
731: * Set WORK(1) to optimal workspace size.
732: *
733: WORK( 1 ) = LWMIN
734: IWORK( 1 ) = LIWMIN
735: *
736: RETURN
737: *
738: * End of DSYEVR_2STAGE
739: *
740: END
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