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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