Annotation of rpl/lapack/lapack/dsygst.f, revision 1.18
1.9 bertrand 1: *> \brief \b DSYGST
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download DSYGST + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsygst.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsygst.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsygst.f">
1.9 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
1.15 bertrand 22: *
1.9 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, ITYPE, LDA, LDB, N
26: * ..
27: * .. Array Arguments ..
28: * DOUBLE PRECISION A( LDA, * ), B( LDB, * )
29: * ..
1.15 bertrand 30: *
1.9 bertrand 31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> DSYGST reduces a real symmetric-definite generalized eigenproblem
38: *> to standard form.
39: *>
40: *> If ITYPE = 1, the problem is A*x = lambda*B*x,
41: *> and A is overwritten by inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T)
42: *>
43: *> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
44: *> B*A*x = lambda*x, and A is overwritten by U*A*U**T or L**T*A*L.
45: *>
46: *> B must have been previously factorized as U**T*U or L*L**T by DPOTRF.
47: *> \endverbatim
48: *
49: * Arguments:
50: * ==========
51: *
52: *> \param[in] ITYPE
53: *> \verbatim
54: *> ITYPE is INTEGER
55: *> = 1: compute inv(U**T)*A*inv(U) or inv(L)*A*inv(L**T);
56: *> = 2 or 3: compute U*A*U**T or L**T*A*L.
57: *> \endverbatim
58: *>
59: *> \param[in] UPLO
60: *> \verbatim
61: *> UPLO is CHARACTER*1
62: *> = 'U': Upper triangle of A is stored and B is factored as
63: *> U**T*U;
64: *> = 'L': Lower triangle of A is stored and B is factored as
65: *> L*L**T.
66: *> \endverbatim
67: *>
68: *> \param[in] N
69: *> \verbatim
70: *> N is INTEGER
71: *> The order of the matrices A and B. N >= 0.
72: *> \endverbatim
73: *>
74: *> \param[in,out] A
75: *> \verbatim
76: *> A is DOUBLE PRECISION array, dimension (LDA,N)
77: *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
78: *> N-by-N upper triangular part of A contains the upper
79: *> triangular part of the matrix A, and the strictly lower
80: *> triangular part of A is not referenced. If UPLO = 'L', the
81: *> leading N-by-N lower triangular part of A contains the lower
82: *> triangular part of the matrix A, and the strictly upper
83: *> triangular part of A is not referenced.
84: *>
85: *> On exit, if INFO = 0, the transformed matrix, stored in the
86: *> same format as A.
87: *> \endverbatim
88: *>
89: *> \param[in] LDA
90: *> \verbatim
91: *> LDA is INTEGER
92: *> The leading dimension of the array A. LDA >= max(1,N).
93: *> \endverbatim
94: *>
95: *> \param[in] B
96: *> \verbatim
97: *> B is DOUBLE PRECISION array, dimension (LDB,N)
98: *> The triangular factor from the Cholesky factorization of B,
99: *> as returned by DPOTRF.
100: *> \endverbatim
101: *>
102: *> \param[in] LDB
103: *> \verbatim
104: *> LDB is INTEGER
105: *> The leading dimension of the array B. LDB >= max(1,N).
106: *> \endverbatim
107: *>
108: *> \param[out] INFO
109: *> \verbatim
110: *> INFO is INTEGER
111: *> = 0: successful exit
112: *> < 0: if INFO = -i, the i-th argument had an illegal value
113: *> \endverbatim
114: *
115: * Authors:
116: * ========
117: *
1.15 bertrand 118: *> \author Univ. of Tennessee
119: *> \author Univ. of California Berkeley
120: *> \author Univ. of Colorado Denver
121: *> \author NAG Ltd.
1.9 bertrand 122: *
123: *> \ingroup doubleSYcomputational
124: *
125: * =====================================================================
1.1 bertrand 126: SUBROUTINE DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
127: *
1.18 ! bertrand 128: * -- LAPACK computational routine --
1.1 bertrand 129: * -- LAPACK is a software package provided by Univ. of Tennessee, --
130: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
131: *
132: * .. Scalar Arguments ..
133: CHARACTER UPLO
134: INTEGER INFO, ITYPE, LDA, LDB, N
135: * ..
136: * .. Array Arguments ..
137: DOUBLE PRECISION A( LDA, * ), B( LDB, * )
138: * ..
139: *
140: * =====================================================================
141: *
142: * .. Parameters ..
143: DOUBLE PRECISION ONE, HALF
144: PARAMETER ( ONE = 1.0D0, HALF = 0.5D0 )
145: * ..
146: * .. Local Scalars ..
147: LOGICAL UPPER
148: INTEGER K, KB, NB
149: * ..
150: * .. External Subroutines ..
151: EXTERNAL DSYGS2, DSYMM, DSYR2K, DTRMM, DTRSM, XERBLA
152: * ..
153: * .. Intrinsic Functions ..
154: INTRINSIC MAX, MIN
155: * ..
156: * .. External Functions ..
157: LOGICAL LSAME
158: INTEGER ILAENV
159: EXTERNAL LSAME, ILAENV
160: * ..
161: * .. Executable Statements ..
162: *
163: * Test the input parameters.
164: *
165: INFO = 0
166: UPPER = LSAME( UPLO, 'U' )
167: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
168: INFO = -1
169: ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
170: INFO = -2
171: ELSE IF( N.LT.0 ) THEN
172: INFO = -3
173: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
174: INFO = -5
175: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
176: INFO = -7
177: END IF
178: IF( INFO.NE.0 ) THEN
179: CALL XERBLA( 'DSYGST', -INFO )
180: RETURN
181: END IF
182: *
183: * Quick return if possible
184: *
185: IF( N.EQ.0 )
186: $ RETURN
187: *
188: * Determine the block size for this environment.
189: *
190: NB = ILAENV( 1, 'DSYGST', UPLO, N, -1, -1, -1 )
191: *
192: IF( NB.LE.1 .OR. NB.GE.N ) THEN
193: *
194: * Use unblocked code
195: *
196: CALL DSYGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
197: ELSE
198: *
199: * Use blocked code
200: *
201: IF( ITYPE.EQ.1 ) THEN
202: IF( UPPER ) THEN
203: *
1.8 bertrand 204: * Compute inv(U**T)*A*inv(U)
1.1 bertrand 205: *
206: DO 10 K = 1, N, NB
207: KB = MIN( N-K+1, NB )
208: *
209: * Update the upper triangle of A(k:n,k:n)
210: *
211: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
212: $ B( K, K ), LDB, INFO )
213: IF( K+KB.LE.N ) THEN
214: CALL DTRSM( 'Left', UPLO, 'Transpose', 'Non-unit',
215: $ KB, N-K-KB+1, ONE, B( K, K ), LDB,
216: $ A( K, K+KB ), LDA )
217: CALL DSYMM( 'Left', UPLO, KB, N-K-KB+1, -HALF,
218: $ A( K, K ), LDA, B( K, K+KB ), LDB, ONE,
219: $ A( K, K+KB ), LDA )
220: CALL DSYR2K( UPLO, 'Transpose', N-K-KB+1, KB, -ONE,
221: $ A( K, K+KB ), LDA, B( K, K+KB ), LDB,
222: $ ONE, A( K+KB, K+KB ), LDA )
223: CALL DSYMM( 'Left', UPLO, KB, N-K-KB+1, -HALF,
224: $ A( K, K ), LDA, B( K, K+KB ), LDB, ONE,
225: $ A( K, K+KB ), LDA )
226: CALL DTRSM( 'Right', UPLO, 'No transpose',
227: $ 'Non-unit', KB, N-K-KB+1, ONE,
228: $ B( K+KB, K+KB ), LDB, A( K, K+KB ),
229: $ LDA )
230: END IF
231: 10 CONTINUE
232: ELSE
233: *
1.8 bertrand 234: * Compute inv(L)*A*inv(L**T)
1.1 bertrand 235: *
236: DO 20 K = 1, N, NB
237: KB = MIN( N-K+1, NB )
238: *
239: * Update the lower triangle of A(k:n,k:n)
240: *
241: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
242: $ B( K, K ), LDB, INFO )
243: IF( K+KB.LE.N ) THEN
244: CALL DTRSM( 'Right', UPLO, 'Transpose', 'Non-unit',
245: $ N-K-KB+1, KB, ONE, B( K, K ), LDB,
246: $ A( K+KB, K ), LDA )
247: CALL DSYMM( 'Right', UPLO, N-K-KB+1, KB, -HALF,
248: $ A( K, K ), LDA, B( K+KB, K ), LDB, ONE,
249: $ A( K+KB, K ), LDA )
250: CALL DSYR2K( UPLO, 'No transpose', N-K-KB+1, KB,
251: $ -ONE, A( K+KB, K ), LDA, B( K+KB, K ),
252: $ LDB, ONE, A( K+KB, K+KB ), LDA )
253: CALL DSYMM( 'Right', UPLO, N-K-KB+1, KB, -HALF,
254: $ A( K, K ), LDA, B( K+KB, K ), LDB, ONE,
255: $ A( K+KB, K ), LDA )
256: CALL DTRSM( 'Left', UPLO, 'No transpose',
257: $ 'Non-unit', N-K-KB+1, KB, ONE,
258: $ B( K+KB, K+KB ), LDB, A( K+KB, K ),
259: $ LDA )
260: END IF
261: 20 CONTINUE
262: END IF
263: ELSE
264: IF( UPPER ) THEN
265: *
1.8 bertrand 266: * Compute U*A*U**T
1.1 bertrand 267: *
268: DO 30 K = 1, N, NB
269: KB = MIN( N-K+1, NB )
270: *
271: * Update the upper triangle of A(1:k+kb-1,1:k+kb-1)
272: *
273: CALL DTRMM( 'Left', UPLO, 'No transpose', 'Non-unit',
274: $ K-1, KB, ONE, B, LDB, A( 1, K ), LDA )
275: CALL DSYMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ),
276: $ LDA, B( 1, K ), LDB, ONE, A( 1, K ), LDA )
277: CALL DSYR2K( UPLO, 'No transpose', K-1, KB, ONE,
278: $ A( 1, K ), LDA, B( 1, K ), LDB, ONE, A,
279: $ LDA )
280: CALL DSYMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ),
281: $ LDA, B( 1, K ), LDB, ONE, A( 1, K ), LDA )
282: CALL DTRMM( 'Right', UPLO, 'Transpose', 'Non-unit',
283: $ K-1, KB, ONE, B( K, K ), LDB, A( 1, K ),
284: $ LDA )
285: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
286: $ B( K, K ), LDB, INFO )
287: 30 CONTINUE
288: ELSE
289: *
1.8 bertrand 290: * Compute L**T*A*L
1.1 bertrand 291: *
292: DO 40 K = 1, N, NB
293: KB = MIN( N-K+1, NB )
294: *
295: * Update the lower triangle of A(1:k+kb-1,1:k+kb-1)
296: *
297: CALL DTRMM( 'Right', UPLO, 'No transpose', 'Non-unit',
298: $ KB, K-1, ONE, B, LDB, A( K, 1 ), LDA )
299: CALL DSYMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ),
300: $ LDA, B( K, 1 ), LDB, ONE, A( K, 1 ), LDA )
301: CALL DSYR2K( UPLO, 'Transpose', K-1, KB, ONE,
302: $ A( K, 1 ), LDA, B( K, 1 ), LDB, ONE, A,
303: $ LDA )
304: CALL DSYMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ),
305: $ LDA, B( K, 1 ), LDB, ONE, A( K, 1 ), LDA )
306: CALL DTRMM( 'Left', UPLO, 'Transpose', 'Non-unit', KB,
307: $ K-1, ONE, B( K, K ), LDB, A( K, 1 ), LDA )
308: CALL DSYGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
309: $ B( K, K ), LDB, INFO )
310: 40 CONTINUE
311: END IF
312: END IF
313: END IF
314: RETURN
315: *
316: * End of DSYGST
317: *
318: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to dsygst.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack