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    1: *> \brief \b DSYGST
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download DSYGVX + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsygvx.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsygvx.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsygvx.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSYGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB,
   22: *                          VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
   23: *                          LWORK, IWORK, IFAIL, INFO )
   24: * 
   25: *       .. Scalar Arguments ..
   26: *       CHARACTER          JOBZ, RANGE, UPLO
   27: *       INTEGER            IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
   28: *       DOUBLE PRECISION   ABSTOL, VL, VU
   29: *       ..
   30: *       .. Array Arguments ..
   31: *       INTEGER            IFAIL( * ), IWORK( * )
   32: *       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), W( * ), WORK( * ),
   33: *      $                   Z( LDZ, * )
   34: *       ..
   35: *  
   36: *
   37: *> \par Purpose:
   38: *  =============
   39: *>
   40: *> \verbatim
   41: *>
   42: *> DSYGVX computes selected eigenvalues, and optionally, eigenvectors
   43: *> of a real generalized symmetric-definite eigenproblem, of the form
   44: *> A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A
   45: *> and B are assumed to be symmetric and B is also positive definite.
   46: *> Eigenvalues and eigenvectors can be selected by specifying either a
   47: *> range of values or a range of indices for the desired eigenvalues.
   48: *> \endverbatim
   49: *
   50: *  Arguments:
   51: *  ==========
   52: *
   53: *> \param[in] ITYPE
   54: *> \verbatim
   55: *>          ITYPE is INTEGER
   56: *>          Specifies the problem type to be solved:
   57: *>          = 1:  A*x = (lambda)*B*x
   58: *>          = 2:  A*B*x = (lambda)*x
   59: *>          = 3:  B*A*x = (lambda)*x
   60: *> \endverbatim
   61: *>
   62: *> \param[in] JOBZ
   63: *> \verbatim
   64: *>          JOBZ is CHARACTER*1
   65: *>          = 'N':  Compute eigenvalues only;
   66: *>          = 'V':  Compute eigenvalues and eigenvectors.
   67: *> \endverbatim
   68: *>
   69: *> \param[in] RANGE
   70: *> \verbatim
   71: *>          RANGE is CHARACTER*1
   72: *>          = 'A': all eigenvalues will be found.
   73: *>          = 'V': all eigenvalues in the half-open interval (VL,VU]
   74: *>                 will be found.
   75: *>          = 'I': the IL-th through IU-th eigenvalues will be found.
   76: *> \endverbatim
   77: *>
   78: *> \param[in] UPLO
   79: *> \verbatim
   80: *>          UPLO is CHARACTER*1
   81: *>          = 'U':  Upper triangle of A and B are stored;
   82: *>          = 'L':  Lower triangle of A and B are stored.
   83: *> \endverbatim
   84: *>
   85: *> \param[in] N
   86: *> \verbatim
   87: *>          N is INTEGER
   88: *>          The order of the matrix pencil (A,B).  N >= 0.
   89: *> \endverbatim
   90: *>
   91: *> \param[in,out] A
   92: *> \verbatim
   93: *>          A is DOUBLE PRECISION array, dimension (LDA, N)
   94: *>          On entry, the symmetric matrix A.  If UPLO = 'U', the
   95: *>          leading N-by-N upper triangular part of A contains the
   96: *>          upper triangular part of the matrix A.  If UPLO = 'L',
   97: *>          the leading N-by-N lower triangular part of A contains
   98: *>          the lower triangular part of the matrix A.
   99: *>
  100: *>          On exit, the lower triangle (if UPLO='L') or the upper
  101: *>          triangle (if UPLO='U') of A, including the diagonal, is
  102: *>          destroyed.
  103: *> \endverbatim
  104: *>
  105: *> \param[in] LDA
  106: *> \verbatim
  107: *>          LDA is INTEGER
  108: *>          The leading dimension of the array A.  LDA >= max(1,N).
  109: *> \endverbatim
  110: *>
  111: *> \param[in,out] B
  112: *> \verbatim
  113: *>          B is DOUBLE PRECISION array, dimension (LDB, N)
  114: *>          On entry, the symmetric matrix B.  If UPLO = 'U', the
  115: *>          leading N-by-N upper triangular part of B contains the
  116: *>          upper triangular part of the matrix B.  If UPLO = 'L',
  117: *>          the leading N-by-N lower triangular part of B contains
  118: *>          the lower triangular part of the matrix B.
  119: *>
  120: *>          On exit, if INFO <= N, the part of B containing the matrix is
  121: *>          overwritten by the triangular factor U or L from the Cholesky
  122: *>          factorization B = U**T*U or B = L*L**T.
  123: *> \endverbatim
  124: *>
  125: *> \param[in] LDB
  126: *> \verbatim
  127: *>          LDB is INTEGER
  128: *>          The leading dimension of the array B.  LDB >= max(1,N).
  129: *> \endverbatim
  130: *>
  131: *> \param[in] VL
  132: *> \verbatim
  133: *>          VL is DOUBLE PRECISION
  134: *> \endverbatim
  135: *>
  136: *> \param[in] VU
  137: *> \verbatim
  138: *>          VU is DOUBLE PRECISION
  139: *>          If RANGE='V', the lower and upper bounds of the interval to
  140: *>          be searched for eigenvalues. VL < VU.
  141: *>          Not referenced if RANGE = 'A' or 'I'.
  142: *> \endverbatim
  143: *>
  144: *> \param[in] IL
  145: *> \verbatim
  146: *>          IL is INTEGER
  147: *> \endverbatim
  148: *>
  149: *> \param[in] IU
  150: *> \verbatim
  151: *>          IU is INTEGER
  152: *>          If RANGE='I', the indices (in ascending order) of the
  153: *>          smallest and largest eigenvalues to be returned.
  154: *>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  155: *>          Not referenced if RANGE = 'A' or 'V'.
  156: *> \endverbatim
  157: *>
  158: *> \param[in] ABSTOL
  159: *> \verbatim
  160: *>          ABSTOL is DOUBLE PRECISION
  161: *>          The absolute error tolerance for the eigenvalues.
  162: *>          An approximate eigenvalue is accepted as converged
  163: *>          when it is determined to lie in an interval [a,b]
  164: *>          of width less than or equal to
  165: *>
  166: *>                  ABSTOL + EPS *   max( |a|,|b| ) ,
  167: *>
  168: *>          where EPS is the machine precision.  If ABSTOL is less than
  169: *>          or equal to zero, then  EPS*|T|  will be used in its place,
  170: *>          where |T| is the 1-norm of the tridiagonal matrix obtained
  171: *>          by reducing C to tridiagonal form, where C is the symmetric
  172: *>          matrix of the standard symmetric problem to which the
  173: *>          generalized problem is transformed.
  174: *>
  175: *>          Eigenvalues will be computed most accurately when ABSTOL is
  176: *>          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
  177: *>          If this routine returns with INFO>0, indicating that some
  178: *>          eigenvectors did not converge, try setting ABSTOL to
  179: *>          2*DLAMCH('S').
  180: *> \endverbatim
  181: *>
  182: *> \param[out] M
  183: *> \verbatim
  184: *>          M is INTEGER
  185: *>          The total number of eigenvalues found.  0 <= M <= N.
  186: *>          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
  187: *> \endverbatim
  188: *>
  189: *> \param[out] W
  190: *> \verbatim
  191: *>          W is DOUBLE PRECISION array, dimension (N)
  192: *>          On normal exit, the first M elements contain the selected
  193: *>          eigenvalues in ascending order.
  194: *> \endverbatim
  195: *>
  196: *> \param[out] Z
  197: *> \verbatim
  198: *>          Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
  199: *>          If JOBZ = 'N', then Z is not referenced.
  200: *>          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
  201: *>          contain the orthonormal eigenvectors of the matrix A
  202: *>          corresponding to the selected eigenvalues, with the i-th
  203: *>          column of Z holding the eigenvector associated with W(i).
  204: *>          The eigenvectors are normalized as follows:
  205: *>          if ITYPE = 1 or 2, Z**T*B*Z = I;
  206: *>          if ITYPE = 3, Z**T*inv(B)*Z = I.
  207: *>
  208: *>          If an eigenvector fails to converge, then that column of Z
  209: *>          contains the latest approximation to the eigenvector, and the
  210: *>          index of the eigenvector is returned in IFAIL.
  211: *>          Note: the user must ensure that at least max(1,M) columns are
  212: *>          supplied in the array Z; if RANGE = 'V', the exact value of M
  213: *>          is not known in advance and an upper bound must be used.
  214: *> \endverbatim
  215: *>
  216: *> \param[in] LDZ
  217: *> \verbatim
  218: *>          LDZ is INTEGER
  219: *>          The leading dimension of the array Z.  LDZ >= 1, and if
  220: *>          JOBZ = 'V', LDZ >= max(1,N).
  221: *> \endverbatim
  222: *>
  223: *> \param[out] WORK
  224: *> \verbatim
  225: *>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  226: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  227: *> \endverbatim
  228: *>
  229: *> \param[in] LWORK
  230: *> \verbatim
  231: *>          LWORK is INTEGER
  232: *>          The length of the array WORK.  LWORK >= max(1,8*N).
  233: *>          For optimal efficiency, LWORK >= (NB+3)*N,
  234: *>          where NB is the blocksize for DSYTRD returned by ILAENV.
  235: *>
  236: *>          If LWORK = -1, then a workspace query is assumed; the routine
  237: *>          only calculates the optimal size of the WORK array, returns
  238: *>          this value as the first entry of the WORK array, and no error
  239: *>          message related to LWORK is issued by XERBLA.
  240: *> \endverbatim
  241: *>
  242: *> \param[out] IWORK
  243: *> \verbatim
  244: *>          IWORK is INTEGER array, dimension (5*N)
  245: *> \endverbatim
  246: *>
  247: *> \param[out] IFAIL
  248: *> \verbatim
  249: *>          IFAIL is INTEGER array, dimension (N)
  250: *>          If JOBZ = 'V', then if INFO = 0, the first M elements of
  251: *>          IFAIL are zero.  If INFO > 0, then IFAIL contains the
  252: *>          indices of the eigenvectors that failed to converge.
  253: *>          If JOBZ = 'N', then IFAIL is not referenced.
  254: *> \endverbatim
  255: *>
  256: *> \param[out] INFO
  257: *> \verbatim
  258: *>          INFO is INTEGER
  259: *>          = 0:  successful exit
  260: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  261: *>          > 0:  DPOTRF or DSYEVX returned an error code:
  262: *>             <= N:  if INFO = i, DSYEVX failed to converge;
  263: *>                    i eigenvectors failed to converge.  Their indices
  264: *>                    are stored in array IFAIL.
  265: *>             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
  266: *>                    minor of order i of B is not positive definite.
  267: *>                    The factorization of B could not be completed and
  268: *>                    no eigenvalues or eigenvectors were computed.
  269: *> \endverbatim
  270: *
  271: *  Authors:
  272: *  ========
  273: *
  274: *> \author Univ. of Tennessee 
  275: *> \author Univ. of California Berkeley 
  276: *> \author Univ. of Colorado Denver 
  277: *> \author NAG Ltd. 
  278: *
  279: *> \date November 2011
  280: *
  281: *> \ingroup doubleSYeigen
  282: *
  283: *> \par Contributors:
  284: *  ==================
  285: *>
  286: *>     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
  287: *
  288: *  =====================================================================
  289:       SUBROUTINE DSYGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB,
  290:      $                   VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
  291:      $                   LWORK, IWORK, IFAIL, INFO )
  292: *
  293: *  -- LAPACK driver routine (version 3.4.0) --
  294: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  295: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  296: *     November 2011
  297: *
  298: *     .. Scalar Arguments ..
  299:       CHARACTER          JOBZ, RANGE, UPLO
  300:       INTEGER            IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
  301:       DOUBLE PRECISION   ABSTOL, VL, VU
  302: *     ..
  303: *     .. Array Arguments ..
  304:       INTEGER            IFAIL( * ), IWORK( * )
  305:       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), W( * ), WORK( * ),
  306:      $                   Z( LDZ, * )
  307: *     ..
  308: *
  309: * =====================================================================
  310: *
  311: *     .. Parameters ..
  312:       DOUBLE PRECISION   ONE
  313:       PARAMETER          ( ONE = 1.0D+0 )
  314: *     ..
  315: *     .. Local Scalars ..
  316:       LOGICAL            ALLEIG, INDEIG, LQUERY, UPPER, VALEIG, WANTZ
  317:       CHARACTER          TRANS
  318:       INTEGER            LWKMIN, LWKOPT, NB
  319: *     ..
  320: *     .. External Functions ..
  321:       LOGICAL            LSAME
  322:       INTEGER            ILAENV
  323:       EXTERNAL           LSAME, ILAENV
  324: *     ..
  325: *     .. External Subroutines ..
  326:       EXTERNAL           DPOTRF, DSYEVX, DSYGST, DTRMM, DTRSM, XERBLA
  327: *     ..
  328: *     .. Intrinsic Functions ..
  329:       INTRINSIC          MAX, MIN
  330: *     ..
  331: *     .. Executable Statements ..
  332: *
  333: *     Test the input parameters.
  334: *
  335:       UPPER = LSAME( UPLO, 'U' )
  336:       WANTZ = LSAME( JOBZ, 'V' )
  337:       ALLEIG = LSAME( RANGE, 'A' )
  338:       VALEIG = LSAME( RANGE, 'V' )
  339:       INDEIG = LSAME( RANGE, 'I' )
  340:       LQUERY = ( LWORK.EQ.-1 )
  341: *
  342:       INFO = 0
  343:       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
  344:          INFO = -1
  345:       ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  346:          INFO = -2
  347:       ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
  348:          INFO = -3
  349:       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
  350:          INFO = -4
  351:       ELSE IF( N.LT.0 ) THEN
  352:          INFO = -5
  353:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  354:          INFO = -7
  355:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  356:          INFO = -9
  357:       ELSE
  358:          IF( VALEIG ) THEN
  359:             IF( N.GT.0 .AND. VU.LE.VL )
  360:      $         INFO = -11
  361:          ELSE IF( INDEIG ) THEN
  362:             IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
  363:                INFO = -12
  364:             ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
  365:                INFO = -13
  366:             END IF
  367:          END IF
  368:       END IF
  369:       IF (INFO.EQ.0) THEN
  370:          IF (LDZ.LT.1 .OR. (WANTZ .AND. LDZ.LT.N)) THEN
  371:             INFO = -18
  372:          END IF
  373:       END IF
  374: *
  375:       IF( INFO.EQ.0 ) THEN
  376:          LWKMIN = MAX( 1, 8*N )
  377:          NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
  378:          LWKOPT = MAX( LWKMIN, ( NB + 3 )*N )
  379:          WORK( 1 ) = LWKOPT
  380: *
  381:          IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
  382:             INFO = -20
  383:          END IF
  384:       END IF
  385: *
  386:       IF( INFO.NE.0 ) THEN
  387:          CALL XERBLA( 'DSYGVX', -INFO )
  388:          RETURN
  389:       ELSE IF( LQUERY ) THEN
  390:          RETURN
  391:       END IF
  392: *
  393: *     Quick return if possible
  394: *
  395:       M = 0
  396:       IF( N.EQ.0 ) THEN
  397:          RETURN
  398:       END IF
  399: *
  400: *     Form a Cholesky factorization of B.
  401: *
  402:       CALL DPOTRF( UPLO, N, B, LDB, INFO )
  403:       IF( INFO.NE.0 ) THEN
  404:          INFO = N + INFO
  405:          RETURN
  406:       END IF
  407: *
  408: *     Transform problem to standard eigenvalue problem and solve.
  409: *
  410:       CALL DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
  411:       CALL DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL,
  412:      $             M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
  413: *
  414:       IF( WANTZ ) THEN
  415: *
  416: *        Backtransform eigenvectors to the original problem.
  417: *
  418:          IF( INFO.GT.0 )
  419:      $      M = INFO - 1
  420:          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
  421: *
  422: *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
  423: *           backtransform eigenvectors: x = inv(L)**T*y or inv(U)*y
  424: *
  425:             IF( UPPER ) THEN
  426:                TRANS = 'N'
  427:             ELSE
  428:                TRANS = 'T'
  429:             END IF
  430: *
  431:             CALL DTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, M, ONE, B,
  432:      $                  LDB, Z, LDZ )
  433: *
  434:          ELSE IF( ITYPE.EQ.3 ) THEN
  435: *
  436: *           For B*A*x=(lambda)*x;
  437: *           backtransform eigenvectors: x = L*y or U**T*y
  438: *
  439:             IF( UPPER ) THEN
  440:                TRANS = 'T'
  441:             ELSE
  442:                TRANS = 'N'
  443:             END IF
  444: *
  445:             CALL DTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, M, ONE, B,
  446:      $                  LDB, Z, LDZ )
  447:          END IF
  448:       END IF
  449: *
  450: *     Set WORK(1) to optimal workspace size.
  451: *
  452:       WORK( 1 ) = LWKOPT
  453: *
  454:       RETURN
  455: *
  456: *     End of DSYGVX
  457: *
  458:       END