Annotation of rpl/lapack/lapack/zhbevd.f, revision 1.9
1.8 bertrand 1: *> \brief <b> ZHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZHBEVD + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhbevd.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhbevd.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhbevd.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
22: * LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
23: *
24: * .. Scalar Arguments ..
25: * CHARACTER JOBZ, UPLO
26: * INTEGER INFO, KD, LDAB, LDZ, LIWORK, LRWORK, LWORK, N
27: * ..
28: * .. Array Arguments ..
29: * INTEGER IWORK( * )
30: * DOUBLE PRECISION RWORK( * ), W( * )
31: * COMPLEX*16 AB( LDAB, * ), WORK( * ), Z( LDZ, * )
32: * ..
33: *
34: *
35: *> \par Purpose:
36: * =============
37: *>
38: *> \verbatim
39: *>
40: *> ZHBEVD computes all the eigenvalues and, optionally, eigenvectors of
41: *> a complex Hermitian band matrix A. If eigenvectors are desired, it
42: *> uses a divide and conquer algorithm.
43: *>
44: *> The divide and conquer algorithm makes very mild assumptions about
45: *> floating point arithmetic. It will work on machines with a guard
46: *> digit in add/subtract, or on those binary machines without guard
47: *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
48: *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
49: *> without guard digits, but we know of none.
50: *> \endverbatim
51: *
52: * Arguments:
53: * ==========
54: *
55: *> \param[in] JOBZ
56: *> \verbatim
57: *> JOBZ is CHARACTER*1
58: *> = 'N': Compute eigenvalues only;
59: *> = 'V': Compute eigenvalues and eigenvectors.
60: *> \endverbatim
61: *>
62: *> \param[in] UPLO
63: *> \verbatim
64: *> UPLO is CHARACTER*1
65: *> = 'U': Upper triangle of A is stored;
66: *> = 'L': Lower triangle of A is stored.
67: *> \endverbatim
68: *>
69: *> \param[in] N
70: *> \verbatim
71: *> N is INTEGER
72: *> The order of the matrix A. N >= 0.
73: *> \endverbatim
74: *>
75: *> \param[in] KD
76: *> \verbatim
77: *> KD is INTEGER
78: *> The number of superdiagonals of the matrix A if UPLO = 'U',
79: *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
80: *> \endverbatim
81: *>
82: *> \param[in,out] AB
83: *> \verbatim
84: *> AB is COMPLEX*16 array, dimension (LDAB, N)
85: *> On entry, the upper or lower triangle of the Hermitian band
86: *> matrix A, stored in the first KD+1 rows of the array. The
87: *> j-th column of A is stored in the j-th column of the array AB
88: *> as follows:
89: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
90: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
91: *>
92: *> On exit, AB is overwritten by values generated during the
93: *> reduction to tridiagonal form. If UPLO = 'U', the first
94: *> superdiagonal and the diagonal of the tridiagonal matrix T
95: *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
96: *> the diagonal and first subdiagonal of T are returned in the
97: *> first two rows of AB.
98: *> \endverbatim
99: *>
100: *> \param[in] LDAB
101: *> \verbatim
102: *> LDAB is INTEGER
103: *> The leading dimension of the array AB. LDAB >= KD + 1.
104: *> \endverbatim
105: *>
106: *> \param[out] W
107: *> \verbatim
108: *> W is DOUBLE PRECISION array, dimension (N)
109: *> If INFO = 0, the eigenvalues in ascending order.
110: *> \endverbatim
111: *>
112: *> \param[out] Z
113: *> \verbatim
114: *> Z is COMPLEX*16 array, dimension (LDZ, N)
115: *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
116: *> eigenvectors of the matrix A, with the i-th column of Z
117: *> holding the eigenvector associated with W(i).
118: *> If JOBZ = 'N', then Z is not referenced.
119: *> \endverbatim
120: *>
121: *> \param[in] LDZ
122: *> \verbatim
123: *> LDZ is INTEGER
124: *> The leading dimension of the array Z. LDZ >= 1, and if
125: *> JOBZ = 'V', LDZ >= max(1,N).
126: *> \endverbatim
127: *>
128: *> \param[out] WORK
129: *> \verbatim
130: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
131: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
132: *> \endverbatim
133: *>
134: *> \param[in] LWORK
135: *> \verbatim
136: *> LWORK is INTEGER
137: *> The dimension of the array WORK.
138: *> If N <= 1, LWORK must be at least 1.
139: *> If JOBZ = 'N' and N > 1, LWORK must be at least N.
140: *> If JOBZ = 'V' and N > 1, LWORK must be at least 2*N**2.
141: *>
142: *> If LWORK = -1, then a workspace query is assumed; the routine
143: *> only calculates the optimal sizes of the WORK, RWORK and
144: *> IWORK arrays, returns these values as the first entries of
145: *> the WORK, RWORK and IWORK arrays, and no error message
146: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
147: *> \endverbatim
148: *>
149: *> \param[out] RWORK
150: *> \verbatim
151: *> RWORK is DOUBLE PRECISION array,
152: *> dimension (LRWORK)
153: *> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
154: *> \endverbatim
155: *>
156: *> \param[in] LRWORK
157: *> \verbatim
158: *> LRWORK is INTEGER
159: *> The dimension of array RWORK.
160: *> If N <= 1, LRWORK must be at least 1.
161: *> If JOBZ = 'N' and N > 1, LRWORK must be at least N.
162: *> If JOBZ = 'V' and N > 1, LRWORK must be at least
163: *> 1 + 5*N + 2*N**2.
164: *>
165: *> If LRWORK = -1, then a workspace query is assumed; the
166: *> routine only calculates the optimal sizes of the WORK, RWORK
167: *> and IWORK arrays, returns these values as the first entries
168: *> of the WORK, RWORK and IWORK arrays, and no error message
169: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
170: *> \endverbatim
171: *>
172: *> \param[out] IWORK
173: *> \verbatim
174: *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
175: *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
176: *> \endverbatim
177: *>
178: *> \param[in] LIWORK
179: *> \verbatim
180: *> LIWORK is INTEGER
181: *> The dimension of array IWORK.
182: *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
183: *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N .
184: *>
185: *> If LIWORK = -1, then a workspace query is assumed; the
186: *> routine only calculates the optimal sizes of the WORK, RWORK
187: *> and IWORK arrays, returns these values as the first entries
188: *> of the WORK, RWORK and IWORK arrays, and no error message
189: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
190: *> \endverbatim
191: *>
192: *> \param[out] INFO
193: *> \verbatim
194: *> INFO is INTEGER
195: *> = 0: successful exit.
196: *> < 0: if INFO = -i, the i-th argument had an illegal value.
197: *> > 0: if INFO = i, the algorithm failed to converge; i
198: *> off-diagonal elements of an intermediate tridiagonal
199: *> form did not converge to zero.
200: *> \endverbatim
201: *
202: * Authors:
203: * ========
204: *
205: *> \author Univ. of Tennessee
206: *> \author Univ. of California Berkeley
207: *> \author Univ. of Colorado Denver
208: *> \author NAG Ltd.
209: *
210: *> \date November 2011
211: *
212: *> \ingroup complex16OTHEReigen
213: *
214: * =====================================================================
1.1 bertrand 215: SUBROUTINE ZHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
216: $ LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
217: *
1.8 bertrand 218: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 219: * -- LAPACK is a software package provided by Univ. of Tennessee, --
220: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 bertrand 221: * November 2011
1.1 bertrand 222: *
223: * .. Scalar Arguments ..
224: CHARACTER JOBZ, UPLO
225: INTEGER INFO, KD, LDAB, LDZ, LIWORK, LRWORK, LWORK, N
226: * ..
227: * .. Array Arguments ..
228: INTEGER IWORK( * )
229: DOUBLE PRECISION RWORK( * ), W( * )
230: COMPLEX*16 AB( LDAB, * ), WORK( * ), Z( LDZ, * )
231: * ..
232: *
233: * =====================================================================
234: *
235: * .. Parameters ..
236: DOUBLE PRECISION ZERO, ONE
237: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
238: COMPLEX*16 CZERO, CONE
239: PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
240: $ CONE = ( 1.0D0, 0.0D0 ) )
241: * ..
242: * .. Local Scalars ..
243: LOGICAL LOWER, LQUERY, WANTZ
244: INTEGER IINFO, IMAX, INDE, INDWK2, INDWRK, ISCALE,
245: $ LIWMIN, LLRWK, LLWK2, LRWMIN, LWMIN
246: DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
247: $ SMLNUM
248: * ..
249: * .. External Functions ..
250: LOGICAL LSAME
251: DOUBLE PRECISION DLAMCH, ZLANHB
252: EXTERNAL LSAME, DLAMCH, ZLANHB
253: * ..
254: * .. External Subroutines ..
255: EXTERNAL DSCAL, DSTERF, XERBLA, ZGEMM, ZHBTRD, ZLACPY,
256: $ ZLASCL, ZSTEDC
257: * ..
258: * .. Intrinsic Functions ..
259: INTRINSIC SQRT
260: * ..
261: * .. Executable Statements ..
262: *
263: * Test the input parameters.
264: *
265: WANTZ = LSAME( JOBZ, 'V' )
266: LOWER = LSAME( UPLO, 'L' )
267: LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 .OR. LRWORK.EQ.-1 )
268: *
269: INFO = 0
270: IF( N.LE.1 ) THEN
271: LWMIN = 1
272: LRWMIN = 1
273: LIWMIN = 1
274: ELSE
275: IF( WANTZ ) THEN
276: LWMIN = 2*N**2
277: LRWMIN = 1 + 5*N + 2*N**2
278: LIWMIN = 3 + 5*N
279: ELSE
280: LWMIN = N
281: LRWMIN = N
282: LIWMIN = 1
283: END IF
284: END IF
285: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
286: INFO = -1
287: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
288: INFO = -2
289: ELSE IF( N.LT.0 ) THEN
290: INFO = -3
291: ELSE IF( KD.LT.0 ) THEN
292: INFO = -4
293: ELSE IF( LDAB.LT.KD+1 ) THEN
294: INFO = -6
295: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
296: INFO = -9
297: END IF
298: *
299: IF( INFO.EQ.0 ) THEN
300: WORK( 1 ) = LWMIN
301: RWORK( 1 ) = LRWMIN
302: IWORK( 1 ) = LIWMIN
303: *
304: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
305: INFO = -11
306: ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
307: INFO = -13
308: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
309: INFO = -15
310: END IF
311: END IF
312: *
313: IF( INFO.NE.0 ) THEN
314: CALL XERBLA( 'ZHBEVD', -INFO )
315: RETURN
316: ELSE IF( LQUERY ) THEN
317: RETURN
318: END IF
319: *
320: * Quick return if possible
321: *
322: IF( N.EQ.0 )
323: $ RETURN
324: *
325: IF( N.EQ.1 ) THEN
326: W( 1 ) = AB( 1, 1 )
327: IF( WANTZ )
328: $ Z( 1, 1 ) = CONE
329: RETURN
330: END IF
331: *
332: * Get machine constants.
333: *
334: SAFMIN = DLAMCH( 'Safe minimum' )
335: EPS = DLAMCH( 'Precision' )
336: SMLNUM = SAFMIN / EPS
337: BIGNUM = ONE / SMLNUM
338: RMIN = SQRT( SMLNUM )
339: RMAX = SQRT( BIGNUM )
340: *
341: * Scale matrix to allowable range, if necessary.
342: *
343: ANRM = ZLANHB( 'M', UPLO, N, KD, AB, LDAB, RWORK )
344: ISCALE = 0
345: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
346: ISCALE = 1
347: SIGMA = RMIN / ANRM
348: ELSE IF( ANRM.GT.RMAX ) THEN
349: ISCALE = 1
350: SIGMA = RMAX / ANRM
351: END IF
352: IF( ISCALE.EQ.1 ) THEN
353: IF( LOWER ) THEN
354: CALL ZLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
355: ELSE
356: CALL ZLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
357: END IF
358: END IF
359: *
360: * Call ZHBTRD to reduce Hermitian band matrix to tridiagonal form.
361: *
362: INDE = 1
363: INDWRK = INDE + N
364: INDWK2 = 1 + N*N
365: LLWK2 = LWORK - INDWK2 + 1
366: LLRWK = LRWORK - INDWRK + 1
367: CALL ZHBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, RWORK( INDE ), Z,
368: $ LDZ, WORK, IINFO )
369: *
370: * For eigenvalues only, call DSTERF. For eigenvectors, call ZSTEDC.
371: *
372: IF( .NOT.WANTZ ) THEN
373: CALL DSTERF( N, W, RWORK( INDE ), INFO )
374: ELSE
375: CALL ZSTEDC( 'I', N, W, RWORK( INDE ), WORK, N, WORK( INDWK2 ),
376: $ LLWK2, RWORK( INDWRK ), LLRWK, IWORK, LIWORK,
377: $ INFO )
378: CALL ZGEMM( 'N', 'N', N, N, N, CONE, Z, LDZ, WORK, N, CZERO,
379: $ WORK( INDWK2 ), N )
380: CALL ZLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
381: END IF
382: *
383: * If matrix was scaled, then rescale eigenvalues appropriately.
384: *
385: IF( ISCALE.EQ.1 ) THEN
386: IF( INFO.EQ.0 ) THEN
387: IMAX = N
388: ELSE
389: IMAX = INFO - 1
390: END IF
391: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
392: END IF
393: *
394: WORK( 1 ) = LWMIN
395: RWORK( 1 ) = LRWMIN
396: IWORK( 1 ) = LIWMIN
397: RETURN
398: *
399: * End of ZHBEVD
400: *
401: END
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