File:  [local] / rpl / lapack / lapack / zhbevd.f
Revision 1.16: download - view: text, annotated - select for diffs - revision graph
Tue May 29 07:18:18 2018 UTC (6 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_33, rpl-4_1_32, rpl-4_1_31, rpl-4_1_30, rpl-4_1_29, rpl-4_1_28, HEAD
Mise à jour de Lapack.

    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 December 2016
  211: *
  212: *> \ingroup complex16OTHEReigen
  213: *
  214: *  =====================================================================
  215:       SUBROUTINE ZHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  216:      $                   LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
  217: *
  218: *  -- LAPACK driver routine (version 3.7.0) --
  219: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  220: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  221: *     December 2016
  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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