Annotation of rpl/lapack/lapack/zhbevx.f, revision 1.1.1.1
1.1 bertrand 1: SUBROUTINE ZHBEVX( JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL,
2: $ VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK,
3: $ IWORK, IFAIL, INFO )
4: *
5: * -- LAPACK driver routine (version 3.2) --
6: * -- LAPACK is a software package provided by Univ. of Tennessee, --
7: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
8: * November 2006
9: *
10: * .. Scalar Arguments ..
11: CHARACTER JOBZ, RANGE, UPLO
12: INTEGER IL, INFO, IU, KD, LDAB, LDQ, LDZ, M, N
13: DOUBLE PRECISION ABSTOL, VL, VU
14: * ..
15: * .. Array Arguments ..
16: INTEGER IFAIL( * ), IWORK( * )
17: DOUBLE PRECISION RWORK( * ), W( * )
18: COMPLEX*16 AB( LDAB, * ), Q( LDQ, * ), WORK( * ),
19: $ Z( LDZ, * )
20: * ..
21: *
22: * Purpose
23: * =======
24: *
25: * ZHBEVX computes selected eigenvalues and, optionally, eigenvectors
26: * of a complex Hermitian band matrix A. Eigenvalues and eigenvectors
27: * can be selected by specifying either a range of values or a range of
28: * indices for the desired eigenvalues.
29: *
30: * Arguments
31: * =========
32: *
33: * JOBZ (input) CHARACTER*1
34: * = 'N': Compute eigenvalues only;
35: * = 'V': Compute eigenvalues and eigenvectors.
36: *
37: * RANGE (input) CHARACTER*1
38: * = 'A': all eigenvalues will be found;
39: * = 'V': all eigenvalues in the half-open interval (VL,VU]
40: * will be found;
41: * = 'I': the IL-th through IU-th eigenvalues will be found.
42: *
43: * UPLO (input) CHARACTER*1
44: * = 'U': Upper triangle of A is stored;
45: * = 'L': Lower triangle of A is stored.
46: *
47: * N (input) INTEGER
48: * The order of the matrix A. N >= 0.
49: *
50: * KD (input) INTEGER
51: * The number of superdiagonals of the matrix A if UPLO = 'U',
52: * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
53: *
54: * AB (input/output) COMPLEX*16 array, dimension (LDAB, N)
55: * On entry, the upper or lower triangle of the Hermitian band
56: * matrix A, stored in the first KD+1 rows of the array. The
57: * j-th column of A is stored in the j-th column of the array AB
58: * as follows:
59: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
60: * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
61: *
62: * On exit, AB is overwritten by values generated during the
63: * reduction to tridiagonal form.
64: *
65: * LDAB (input) INTEGER
66: * The leading dimension of the array AB. LDAB >= KD + 1.
67: *
68: * Q (output) COMPLEX*16 array, dimension (LDQ, N)
69: * If JOBZ = 'V', the N-by-N unitary matrix used in the
70: * reduction to tridiagonal form.
71: * If JOBZ = 'N', the array Q is not referenced.
72: *
73: * LDQ (input) INTEGER
74: * The leading dimension of the array Q. If JOBZ = 'V', then
75: * LDQ >= max(1,N).
76: *
77: * VL (input) DOUBLE PRECISION
78: * VU (input) DOUBLE PRECISION
79: * If RANGE='V', the lower and upper bounds of the interval to
80: * be searched for eigenvalues. VL < VU.
81: * Not referenced if RANGE = 'A' or 'I'.
82: *
83: * IL (input) INTEGER
84: * IU (input) INTEGER
85: * If RANGE='I', the indices (in ascending order) of the
86: * smallest and largest eigenvalues to be returned.
87: * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
88: * Not referenced if RANGE = 'A' or 'V'.
89: *
90: * ABSTOL (input) DOUBLE PRECISION
91: * The absolute error tolerance for the eigenvalues.
92: * An approximate eigenvalue is accepted as converged
93: * when it is determined to lie in an interval [a,b]
94: * of width less than or equal to
95: *
96: * ABSTOL + EPS * max( |a|,|b| ) ,
97: *
98: * where EPS is the machine precision. If ABSTOL is less than
99: * or equal to zero, then EPS*|T| will be used in its place,
100: * where |T| is the 1-norm of the tridiagonal matrix obtained
101: * by reducing AB to tridiagonal form.
102: *
103: * Eigenvalues will be computed most accurately when ABSTOL is
104: * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
105: * If this routine returns with INFO>0, indicating that some
106: * eigenvectors did not converge, try setting ABSTOL to
107: * 2*DLAMCH('S').
108: *
109: * See "Computing Small Singular Values of Bidiagonal Matrices
110: * with Guaranteed High Relative Accuracy," by Demmel and
111: * Kahan, LAPACK Working Note #3.
112: *
113: * M (output) INTEGER
114: * The total number of eigenvalues found. 0 <= M <= N.
115: * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
116: *
117: * W (output) DOUBLE PRECISION array, dimension (N)
118: * The first M elements contain the selected eigenvalues in
119: * ascending order.
120: *
121: * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
122: * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
123: * contain the orthonormal eigenvectors of the matrix A
124: * corresponding to the selected eigenvalues, with the i-th
125: * column of Z holding the eigenvector associated with W(i).
126: * If an eigenvector fails to converge, then that column of Z
127: * contains the latest approximation to the eigenvector, and the
128: * index of the eigenvector is returned in IFAIL.
129: * If JOBZ = 'N', then Z is not referenced.
130: * Note: the user must ensure that at least max(1,M) columns are
131: * supplied in the array Z; if RANGE = 'V', the exact value of M
132: * is not known in advance and an upper bound must be used.
133: *
134: * LDZ (input) INTEGER
135: * The leading dimension of the array Z. LDZ >= 1, and if
136: * JOBZ = 'V', LDZ >= max(1,N).
137: *
138: * WORK (workspace) COMPLEX*16 array, dimension (N)
139: *
140: * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
141: *
142: * IWORK (workspace) INTEGER array, dimension (5*N)
143: *
144: * IFAIL (output) INTEGER array, dimension (N)
145: * If JOBZ = 'V', then if INFO = 0, the first M elements of
146: * IFAIL are zero. If INFO > 0, then IFAIL contains the
147: * indices of the eigenvectors that failed to converge.
148: * If JOBZ = 'N', then IFAIL is not referenced.
149: *
150: * INFO (output) INTEGER
151: * = 0: successful exit
152: * < 0: if INFO = -i, the i-th argument had an illegal value
153: * > 0: if INFO = i, then i eigenvectors failed to converge.
154: * Their indices are stored in array IFAIL.
155: *
156: * =====================================================================
157: *
158: * .. Parameters ..
159: DOUBLE PRECISION ZERO, ONE
160: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
161: COMPLEX*16 CZERO, CONE
162: PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
163: $ CONE = ( 1.0D0, 0.0D0 ) )
164: * ..
165: * .. Local Scalars ..
166: LOGICAL ALLEIG, INDEIG, LOWER, TEST, VALEIG, WANTZ
167: CHARACTER ORDER
168: INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
169: $ INDISP, INDIWK, INDRWK, INDWRK, ISCALE, ITMP1,
170: $ J, JJ, NSPLIT
171: DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
172: $ SIGMA, SMLNUM, TMP1, VLL, VUU
173: COMPLEX*16 CTMP1
174: * ..
175: * .. External Functions ..
176: LOGICAL LSAME
177: DOUBLE PRECISION DLAMCH, ZLANHB
178: EXTERNAL LSAME, DLAMCH, ZLANHB
179: * ..
180: * .. External Subroutines ..
181: EXTERNAL DCOPY, DSCAL, DSTEBZ, DSTERF, XERBLA, ZCOPY,
182: $ ZGEMV, ZHBTRD, ZLACPY, ZLASCL, ZSTEIN, ZSTEQR,
183: $ ZSWAP
184: * ..
185: * .. Intrinsic Functions ..
186: INTRINSIC DBLE, MAX, MIN, SQRT
187: * ..
188: * .. Executable Statements ..
189: *
190: * Test the input parameters.
191: *
192: WANTZ = LSAME( JOBZ, 'V' )
193: ALLEIG = LSAME( RANGE, 'A' )
194: VALEIG = LSAME( RANGE, 'V' )
195: INDEIG = LSAME( RANGE, 'I' )
196: LOWER = LSAME( UPLO, 'L' )
197: *
198: INFO = 0
199: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
200: INFO = -1
201: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
202: INFO = -2
203: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
204: INFO = -3
205: ELSE IF( N.LT.0 ) THEN
206: INFO = -4
207: ELSE IF( KD.LT.0 ) THEN
208: INFO = -5
209: ELSE IF( LDAB.LT.KD+1 ) THEN
210: INFO = -7
211: ELSE IF( WANTZ .AND. LDQ.LT.MAX( 1, N ) ) THEN
212: INFO = -9
213: ELSE
214: IF( VALEIG ) THEN
215: IF( N.GT.0 .AND. VU.LE.VL )
216: $ INFO = -11
217: ELSE IF( INDEIG ) THEN
218: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
219: INFO = -12
220: ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
221: INFO = -13
222: END IF
223: END IF
224: END IF
225: IF( INFO.EQ.0 ) THEN
226: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) )
227: $ INFO = -18
228: END IF
229: *
230: IF( INFO.NE.0 ) THEN
231: CALL XERBLA( 'ZHBEVX', -INFO )
232: RETURN
233: END IF
234: *
235: * Quick return if possible
236: *
237: M = 0
238: IF( N.EQ.0 )
239: $ RETURN
240: *
241: IF( N.EQ.1 ) THEN
242: M = 1
243: IF( LOWER ) THEN
244: CTMP1 = AB( 1, 1 )
245: ELSE
246: CTMP1 = AB( KD+1, 1 )
247: END IF
248: TMP1 = DBLE( CTMP1 )
249: IF( VALEIG ) THEN
250: IF( .NOT.( VL.LT.TMP1 .AND. VU.GE.TMP1 ) )
251: $ M = 0
252: END IF
253: IF( M.EQ.1 ) THEN
254: W( 1 ) = CTMP1
255: IF( WANTZ )
256: $ Z( 1, 1 ) = CONE
257: END IF
258: RETURN
259: END IF
260: *
261: * Get machine constants.
262: *
263: SAFMIN = DLAMCH( 'Safe minimum' )
264: EPS = DLAMCH( 'Precision' )
265: SMLNUM = SAFMIN / EPS
266: BIGNUM = ONE / SMLNUM
267: RMIN = SQRT( SMLNUM )
268: RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
269: *
270: * Scale matrix to allowable range, if necessary.
271: *
272: ISCALE = 0
273: ABSTLL = ABSTOL
274: IF( VALEIG ) THEN
275: VLL = VL
276: VUU = VU
277: ELSE
278: VLL = ZERO
279: VUU = ZERO
280: END IF
281: ANRM = ZLANHB( 'M', UPLO, N, KD, AB, LDAB, RWORK )
282: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
283: ISCALE = 1
284: SIGMA = RMIN / ANRM
285: ELSE IF( ANRM.GT.RMAX ) THEN
286: ISCALE = 1
287: SIGMA = RMAX / ANRM
288: END IF
289: IF( ISCALE.EQ.1 ) THEN
290: IF( LOWER ) THEN
291: CALL ZLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
292: ELSE
293: CALL ZLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
294: END IF
295: IF( ABSTOL.GT.0 )
296: $ ABSTLL = ABSTOL*SIGMA
297: IF( VALEIG ) THEN
298: VLL = VL*SIGMA
299: VUU = VU*SIGMA
300: END IF
301: END IF
302: *
303: * Call ZHBTRD to reduce Hermitian band matrix to tridiagonal form.
304: *
305: INDD = 1
306: INDE = INDD + N
307: INDRWK = INDE + N
308: INDWRK = 1
309: CALL ZHBTRD( JOBZ, UPLO, N, KD, AB, LDAB, RWORK( INDD ),
310: $ RWORK( INDE ), Q, LDQ, WORK( INDWRK ), IINFO )
311: *
312: * If all eigenvalues are desired and ABSTOL is less than or equal
313: * to zero, then call DSTERF or ZSTEQR. If this fails for some
314: * eigenvalue, then try DSTEBZ.
315: *
316: TEST = .FALSE.
317: IF (INDEIG) THEN
318: IF (IL.EQ.1 .AND. IU.EQ.N) THEN
319: TEST = .TRUE.
320: END IF
321: END IF
322: IF ((ALLEIG .OR. TEST) .AND. (ABSTOL.LE.ZERO)) THEN
323: CALL DCOPY( N, RWORK( INDD ), 1, W, 1 )
324: INDEE = INDRWK + 2*N
325: IF( .NOT.WANTZ ) THEN
326: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
327: CALL DSTERF( N, W, RWORK( INDEE ), INFO )
328: ELSE
329: CALL ZLACPY( 'A', N, N, Q, LDQ, Z, LDZ )
330: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
331: CALL ZSTEQR( JOBZ, N, W, RWORK( INDEE ), Z, LDZ,
332: $ RWORK( INDRWK ), INFO )
333: IF( INFO.EQ.0 ) THEN
334: DO 10 I = 1, N
335: IFAIL( I ) = 0
336: 10 CONTINUE
337: END IF
338: END IF
339: IF( INFO.EQ.0 ) THEN
340: M = N
341: GO TO 30
342: END IF
343: INFO = 0
344: END IF
345: *
346: * Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN.
347: *
348: IF( WANTZ ) THEN
349: ORDER = 'B'
350: ELSE
351: ORDER = 'E'
352: END IF
353: INDIBL = 1
354: INDISP = INDIBL + N
355: INDIWK = INDISP + N
356: CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
357: $ RWORK( INDD ), RWORK( INDE ), M, NSPLIT, W,
358: $ IWORK( INDIBL ), IWORK( INDISP ), RWORK( INDRWK ),
359: $ IWORK( INDIWK ), INFO )
360: *
361: IF( WANTZ ) THEN
362: CALL ZSTEIN( N, RWORK( INDD ), RWORK( INDE ), M, W,
363: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
364: $ RWORK( INDRWK ), IWORK( INDIWK ), IFAIL, INFO )
365: *
366: * Apply unitary matrix used in reduction to tridiagonal
367: * form to eigenvectors returned by ZSTEIN.
368: *
369: DO 20 J = 1, M
370: CALL ZCOPY( N, Z( 1, J ), 1, WORK( 1 ), 1 )
371: CALL ZGEMV( 'N', N, N, CONE, Q, LDQ, WORK, 1, CZERO,
372: $ Z( 1, J ), 1 )
373: 20 CONTINUE
374: END IF
375: *
376: * If matrix was scaled, then rescale eigenvalues appropriately.
377: *
378: 30 CONTINUE
379: IF( ISCALE.EQ.1 ) THEN
380: IF( INFO.EQ.0 ) THEN
381: IMAX = M
382: ELSE
383: IMAX = INFO - 1
384: END IF
385: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
386: END IF
387: *
388: * If eigenvalues are not in order, then sort them, along with
389: * eigenvectors.
390: *
391: IF( WANTZ ) THEN
392: DO 50 J = 1, M - 1
393: I = 0
394: TMP1 = W( J )
395: DO 40 JJ = J + 1, M
396: IF( W( JJ ).LT.TMP1 ) THEN
397: I = JJ
398: TMP1 = W( JJ )
399: END IF
400: 40 CONTINUE
401: *
402: IF( I.NE.0 ) THEN
403: ITMP1 = IWORK( INDIBL+I-1 )
404: W( I ) = W( J )
405: IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
406: W( J ) = TMP1
407: IWORK( INDIBL+J-1 ) = ITMP1
408: CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
409: IF( INFO.NE.0 ) THEN
410: ITMP1 = IFAIL( I )
411: IFAIL( I ) = IFAIL( J )
412: IFAIL( J ) = ITMP1
413: END IF
414: END IF
415: 50 CONTINUE
416: END IF
417: *
418: RETURN
419: *
420: * End of ZHBEVX
421: *
422: END
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