Annotation of rpl/lapack/lapack/dsygst.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
! 2: *
! 3: * -- LAPACK 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 UPLO
! 10: INTEGER INFO, ITYPE, LDA, LDB, N
! 11: * ..
! 12: * .. Array Arguments ..
! 13: DOUBLE PRECISION A( LDA, * ), B( LDB, * )
! 14: * ..
! 15: *
! 16: * Purpose
! 17: * =======
! 18: *
! 19: * DSYGST reduces a real symmetric-definite generalized eigenproblem
! 20: * to standard form.
! 21: *
! 22: * If ITYPE = 1, the problem is A*x = lambda*B*x,
! 23: * and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
! 24: *
! 25: * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
! 26: * B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
! 27: *
! 28: * B must have been previously factorized as U**T*U or L*L**T by DPOTRF.
! 29: *
! 30: * Arguments
! 31: * =========
! 32: *
! 33: * ITYPE (input) INTEGER
! 34: * = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
! 35: * = 2 or 3: compute U*A*U**T or L**T*A*L.
! 36: *
! 37: * UPLO (input) CHARACTER*1
! 38: * = 'U': Upper triangle of A is stored and B is factored as
! 39: * U**T*U;
! 40: * = 'L': Lower triangle of A is stored and B is factored as
! 41: * L*L**T.
! 42: *
! 43: * N (input) INTEGER
! 44: * The order of the matrices A and B. N >= 0.
! 45: *
! 46: * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
! 47: * On entry, the symmetric matrix A. If UPLO = 'U', the leading
! 48: * N-by-N upper triangular part of A contains the upper
! 49: * triangular part of the matrix A, and the strictly lower
! 50: * triangular part of A is not referenced. If UPLO = 'L', the
! 51: * leading N-by-N lower triangular part of A contains the lower
! 52: * triangular part of the matrix A, and the strictly upper
! 53: * triangular part of A is not referenced.
! 54: *
! 55: * On exit, if INFO = 0, the transformed matrix, stored in the
! 56: * same format as A.
! 57: *
! 58: * LDA (input) INTEGER
! 59: * The leading dimension of the array A. LDA >= max(1,N).
! 60: *
! 61: * B (input) DOUBLE PRECISION array, dimension (LDB,N)
! 62: * The triangular factor from the Cholesky factorization of B,
! 63: * as returned by DPOTRF.
! 64: *
! 65: * LDB (input) INTEGER
! 66: * The leading dimension of the array B. LDB >= max(1,N).
! 67: *
! 68: * INFO (output) INTEGER
! 69: * = 0: successful exit
! 70: * < 0: if INFO = -i, the i-th argument had an illegal value
! 71: *
! 72: * =====================================================================
! 73: *
! 74: * .. Parameters ..
! 75: DOUBLE PRECISION ONE, HALF
! 76: PARAMETER ( ONE = 1.0D0, HALF = 0.5D0 )
! 77: * ..
! 78: * .. Local Scalars ..
! 79: LOGICAL UPPER
! 80: INTEGER K, KB, NB
! 81: * ..
! 82: * .. External Subroutines ..
! 83: EXTERNAL DSYGS2, DSYMM, DSYR2K, DTRMM, DTRSM, XERBLA
! 84: * ..
! 85: * .. Intrinsic Functions ..
! 86: INTRINSIC MAX, MIN
! 87: * ..
! 88: * .. External Functions ..
! 89: LOGICAL LSAME
! 90: INTEGER ILAENV
! 91: EXTERNAL LSAME, ILAENV
! 92: * ..
! 93: * .. Executable Statements ..
! 94: *
! 95: * Test the input parameters.
! 96: *
! 97: INFO = 0
! 98: UPPER = LSAME( UPLO, 'U' )
! 99: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
! 100: INFO = -1
! 101: ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
! 102: INFO = -2
! 103: ELSE IF( N.LT.0 ) THEN
! 104: INFO = -3
! 105: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
! 106: INFO = -5
! 107: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
! 108: INFO = -7
! 109: END IF
! 110: IF( INFO.NE.0 ) THEN
! 111: CALL XERBLA( 'DSYGST', -INFO )
! 112: RETURN
! 113: END IF
! 114: *
! 115: * Quick return if possible
! 116: *
! 117: IF( N.EQ.0 )
! 118: $ RETURN
! 119: *
! 120: * Determine the block size for this environment.
! 121: *
! 122: NB = ILAENV( 1, 'DSYGST', UPLO, N, -1, -1, -1 )
! 123: *
! 124: IF( NB.LE.1 .OR. NB.GE.N ) THEN
! 125: *
! 126: * Use unblocked code
! 127: *
! 128: CALL DSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
! 129: ELSE
! 130: *
! 131: * Use blocked code
! 132: *
! 133: IF( ITYPE.EQ.1 ) THEN
! 134: IF( UPPER ) THEN
! 135: *
! 136: * Compute inv(U')*A*inv(U)
! 137: *
! 138: DO 10 K = 1, N, NB
! 139: KB = MIN( N-K+1, NB )
! 140: *
! 141: * Update the upper triangle of A(k:n,k:n)
! 142: *
! 143: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
! 144: $ B( K, K ), LDB, INFO )
! 145: IF( K+KB.LE.N ) THEN
! 146: CALL DTRSM( 'Left', UPLO, 'Transpose', 'Non-unit',
! 147: $ KB, N-K-KB+1, ONE, B( K, K ), LDB,
! 148: $ A( K, K+KB ), LDA )
! 149: CALL DSYMM( 'Left', UPLO, KB, N-K-KB+1, -HALF,
! 150: $ A( K, K ), LDA, B( K, K+KB ), LDB, ONE,
! 151: $ A( K, K+KB ), LDA )
! 152: CALL DSYR2K( UPLO, 'Transpose', N-K-KB+1, KB, -ONE,
! 153: $ A( K, K+KB ), LDA, B( K, K+KB ), LDB,
! 154: $ ONE, A( K+KB, K+KB ), LDA )
! 155: CALL DSYMM( 'Left', UPLO, KB, N-K-KB+1, -HALF,
! 156: $ A( K, K ), LDA, B( K, K+KB ), LDB, ONE,
! 157: $ A( K, K+KB ), LDA )
! 158: CALL DTRSM( 'Right', UPLO, 'No transpose',
! 159: $ 'Non-unit', KB, N-K-KB+1, ONE,
! 160: $ B( K+KB, K+KB ), LDB, A( K, K+KB ),
! 161: $ LDA )
! 162: END IF
! 163: 10 CONTINUE
! 164: ELSE
! 165: *
! 166: * Compute inv(L)*A*inv(L')
! 167: *
! 168: DO 20 K = 1, N, NB
! 169: KB = MIN( N-K+1, NB )
! 170: *
! 171: * Update the lower triangle of A(k:n,k:n)
! 172: *
! 173: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
! 174: $ B( K, K ), LDB, INFO )
! 175: IF( K+KB.LE.N ) THEN
! 176: CALL DTRSM( 'Right', UPLO, 'Transpose', 'Non-unit',
! 177: $ N-K-KB+1, KB, ONE, B( K, K ), LDB,
! 178: $ A( K+KB, K ), LDA )
! 179: CALL DSYMM( 'Right', UPLO, N-K-KB+1, KB, -HALF,
! 180: $ A( K, K ), LDA, B( K+KB, K ), LDB, ONE,
! 181: $ A( K+KB, K ), LDA )
! 182: CALL DSYR2K( UPLO, 'No transpose', N-K-KB+1, KB,
! 183: $ -ONE, A( K+KB, K ), LDA, B( K+KB, K ),
! 184: $ LDB, ONE, A( K+KB, K+KB ), LDA )
! 185: CALL DSYMM( 'Right', UPLO, N-K-KB+1, KB, -HALF,
! 186: $ A( K, K ), LDA, B( K+KB, K ), LDB, ONE,
! 187: $ A( K+KB, K ), LDA )
! 188: CALL DTRSM( 'Left', UPLO, 'No transpose',
! 189: $ 'Non-unit', N-K-KB+1, KB, ONE,
! 190: $ B( K+KB, K+KB ), LDB, A( K+KB, K ),
! 191: $ LDA )
! 192: END IF
! 193: 20 CONTINUE
! 194: END IF
! 195: ELSE
! 196: IF( UPPER ) THEN
! 197: *
! 198: * Compute U*A*U'
! 199: *
! 200: DO 30 K = 1, N, NB
! 201: KB = MIN( N-K+1, NB )
! 202: *
! 203: * Update the upper triangle of A(1:k+kb-1,1:k+kb-1)
! 204: *
! 205: CALL DTRMM( 'Left', UPLO, 'No transpose', 'Non-unit',
! 206: $ K-1, KB, ONE, B, LDB, A( 1, K ), LDA )
! 207: CALL DSYMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ),
! 208: $ LDA, B( 1, K ), LDB, ONE, A( 1, K ), LDA )
! 209: CALL DSYR2K( UPLO, 'No transpose', K-1, KB, ONE,
! 210: $ A( 1, K ), LDA, B( 1, K ), LDB, ONE, A,
! 211: $ LDA )
! 212: CALL DSYMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ),
! 213: $ LDA, B( 1, K ), LDB, ONE, A( 1, K ), LDA )
! 214: CALL DTRMM( 'Right', UPLO, 'Transpose', 'Non-unit',
! 215: $ K-1, KB, ONE, B( K, K ), LDB, A( 1, K ),
! 216: $ LDA )
! 217: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
! 218: $ B( K, K ), LDB, INFO )
! 219: 30 CONTINUE
! 220: ELSE
! 221: *
! 222: * Compute L'*A*L
! 223: *
! 224: DO 40 K = 1, N, NB
! 225: KB = MIN( N-K+1, NB )
! 226: *
! 227: * Update the lower triangle of A(1:k+kb-1,1:k+kb-1)
! 228: *
! 229: CALL DTRMM( 'Right', UPLO, 'No transpose', 'Non-unit',
! 230: $ KB, K-1, ONE, B, LDB, A( K, 1 ), LDA )
! 231: CALL DSYMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ),
! 232: $ LDA, B( K, 1 ), LDB, ONE, A( K, 1 ), LDA )
! 233: CALL DSYR2K( UPLO, 'Transpose', K-1, KB, ONE,
! 234: $ A( K, 1 ), LDA, B( K, 1 ), LDB, ONE, A,
! 235: $ LDA )
! 236: CALL DSYMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ),
! 237: $ LDA, B( K, 1 ), LDB, ONE, A( K, 1 ), LDA )
! 238: CALL DTRMM( 'Left', UPLO, 'Transpose', 'Non-unit', KB,
! 239: $ K-1, ONE, B( K, K ), LDB, A( K, 1 ), LDA )
! 240: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
! 241: $ B( K, K ), LDB, INFO )
! 242: 40 CONTINUE
! 243: END IF
! 244: END IF
! 245: END IF
! 246: RETURN
! 247: *
! 248: * End of DSYGST
! 249: *
! 250: END
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