Annotation of rpl/lapack/lapack/zhbgv.f, revision 1.18
1.13 bertrand 1: *> \brief \b ZHBGV
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download ZHBGV + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhbgv.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhbgv.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhbgv.f">
1.8 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z,
22: * LDZ, WORK, RWORK, INFO )
1.15 bertrand 23: *
1.8 bertrand 24: * .. Scalar Arguments ..
25: * CHARACTER JOBZ, UPLO
26: * INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
27: * ..
28: * .. Array Arguments ..
29: * DOUBLE PRECISION RWORK( * ), W( * )
30: * COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
31: * $ Z( LDZ, * )
32: * ..
1.15 bertrand 33: *
1.8 bertrand 34: *
35: *> \par Purpose:
36: * =============
37: *>
38: *> \verbatim
39: *>
40: *> ZHBGV computes all the eigenvalues, and optionally, the eigenvectors
41: *> of a complex generalized Hermitian-definite banded eigenproblem, of
42: *> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
43: *> and banded, and B is also positive definite.
44: *> \endverbatim
45: *
46: * Arguments:
47: * ==========
48: *
49: *> \param[in] JOBZ
50: *> \verbatim
51: *> JOBZ is CHARACTER*1
52: *> = 'N': Compute eigenvalues only;
53: *> = 'V': Compute eigenvalues and eigenvectors.
54: *> \endverbatim
55: *>
56: *> \param[in] UPLO
57: *> \verbatim
58: *> UPLO is CHARACTER*1
59: *> = 'U': Upper triangles of A and B are stored;
60: *> = 'L': Lower triangles of A and B are stored.
61: *> \endverbatim
62: *>
63: *> \param[in] N
64: *> \verbatim
65: *> N is INTEGER
66: *> The order of the matrices A and B. N >= 0.
67: *> \endverbatim
68: *>
69: *> \param[in] KA
70: *> \verbatim
71: *> KA is INTEGER
72: *> The number of superdiagonals of the matrix A if UPLO = 'U',
73: *> or the number of subdiagonals if UPLO = 'L'. KA >= 0.
74: *> \endverbatim
75: *>
76: *> \param[in] KB
77: *> \verbatim
78: *> KB is INTEGER
79: *> The number of superdiagonals of the matrix B if UPLO = 'U',
80: *> or the number of subdiagonals if UPLO = 'L'. KB >= 0.
81: *> \endverbatim
82: *>
83: *> \param[in,out] AB
84: *> \verbatim
85: *> AB is COMPLEX*16 array, dimension (LDAB, N)
86: *> On entry, the upper or lower triangle of the Hermitian band
87: *> matrix A, stored in the first ka+1 rows of the array. The
88: *> j-th column of A is stored in the j-th column of the array AB
89: *> as follows:
90: *> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
91: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
92: *>
93: *> On exit, the contents of AB are destroyed.
94: *> \endverbatim
95: *>
96: *> \param[in] LDAB
97: *> \verbatim
98: *> LDAB is INTEGER
99: *> The leading dimension of the array AB. LDAB >= KA+1.
100: *> \endverbatim
101: *>
102: *> \param[in,out] BB
103: *> \verbatim
104: *> BB is COMPLEX*16 array, dimension (LDBB, N)
105: *> On entry, the upper or lower triangle of the Hermitian band
106: *> matrix B, stored in the first kb+1 rows of the array. The
107: *> j-th column of B is stored in the j-th column of the array BB
108: *> as follows:
109: *> if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
110: *> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
111: *>
112: *> On exit, the factor S from the split Cholesky factorization
113: *> B = S**H*S, as returned by ZPBSTF.
114: *> \endverbatim
115: *>
116: *> \param[in] LDBB
117: *> \verbatim
118: *> LDBB is INTEGER
119: *> The leading dimension of the array BB. LDBB >= KB+1.
120: *> \endverbatim
121: *>
122: *> \param[out] W
123: *> \verbatim
124: *> W is DOUBLE PRECISION array, dimension (N)
125: *> If INFO = 0, the eigenvalues in ascending order.
126: *> \endverbatim
127: *>
128: *> \param[out] Z
129: *> \verbatim
130: *> Z is COMPLEX*16 array, dimension (LDZ, N)
131: *> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
132: *> eigenvectors, with the i-th column of Z holding the
133: *> eigenvector associated with W(i). The eigenvectors are
134: *> normalized so that Z**H*B*Z = I.
135: *> If JOBZ = 'N', then Z is not referenced.
136: *> \endverbatim
137: *>
138: *> \param[in] LDZ
139: *> \verbatim
140: *> LDZ is INTEGER
141: *> The leading dimension of the array Z. LDZ >= 1, and if
142: *> JOBZ = 'V', LDZ >= N.
143: *> \endverbatim
144: *>
145: *> \param[out] WORK
146: *> \verbatim
147: *> WORK is COMPLEX*16 array, dimension (N)
148: *> \endverbatim
149: *>
150: *> \param[out] RWORK
151: *> \verbatim
152: *> RWORK is DOUBLE PRECISION array, dimension (3*N)
153: *> \endverbatim
154: *>
155: *> \param[out] INFO
156: *> \verbatim
157: *> INFO is INTEGER
158: *> = 0: successful exit
159: *> < 0: if INFO = -i, the i-th argument had an illegal value
160: *> > 0: if INFO = i, and i is:
161: *> <= N: the algorithm failed to converge:
162: *> i off-diagonal elements of an intermediate
163: *> tridiagonal form did not converge to zero;
164: *> > N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF
165: *> returned INFO = i: B is not positive definite.
166: *> The factorization of B could not be completed and
167: *> no eigenvalues or eigenvectors were computed.
168: *> \endverbatim
169: *
170: * Authors:
171: * ========
172: *
1.15 bertrand 173: *> \author Univ. of Tennessee
174: *> \author Univ. of California Berkeley
175: *> \author Univ. of Colorado Denver
176: *> \author NAG Ltd.
1.8 bertrand 177: *
178: *> \ingroup complex16OTHEReigen
179: *
180: * =====================================================================
1.1 bertrand 181: SUBROUTINE ZHBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z,
182: $ LDZ, WORK, RWORK, INFO )
183: *
1.18 ! bertrand 184: * -- LAPACK driver routine --
1.1 bertrand 185: * -- LAPACK is a software package provided by Univ. of Tennessee, --
186: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
187: *
188: * .. Scalar Arguments ..
189: CHARACTER JOBZ, UPLO
190: INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
191: * ..
192: * .. Array Arguments ..
193: DOUBLE PRECISION RWORK( * ), W( * )
194: COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
195: $ Z( LDZ, * )
196: * ..
197: *
198: * =====================================================================
199: *
200: * .. Local Scalars ..
201: LOGICAL UPPER, WANTZ
202: CHARACTER VECT
203: INTEGER IINFO, INDE, INDWRK
204: * ..
205: * .. External Functions ..
206: LOGICAL LSAME
207: EXTERNAL LSAME
208: * ..
209: * .. External Subroutines ..
210: EXTERNAL DSTERF, XERBLA, ZHBGST, ZHBTRD, ZPBSTF, ZSTEQR
211: * ..
212: * .. Executable Statements ..
213: *
214: * Test the input parameters.
215: *
216: WANTZ = LSAME( JOBZ, 'V' )
217: UPPER = LSAME( UPLO, 'U' )
218: *
219: INFO = 0
220: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
221: INFO = -1
222: ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
223: INFO = -2
224: ELSE IF( N.LT.0 ) THEN
225: INFO = -3
226: ELSE IF( KA.LT.0 ) THEN
227: INFO = -4
228: ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
229: INFO = -5
230: ELSE IF( LDAB.LT.KA+1 ) THEN
231: INFO = -7
232: ELSE IF( LDBB.LT.KB+1 ) THEN
233: INFO = -9
234: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
235: INFO = -12
236: END IF
237: IF( INFO.NE.0 ) THEN
238: CALL XERBLA( 'ZHBGV ', -INFO )
239: RETURN
240: END IF
241: *
242: * Quick return if possible
243: *
244: IF( N.EQ.0 )
245: $ RETURN
246: *
247: * Form a split Cholesky factorization of B.
248: *
249: CALL ZPBSTF( UPLO, N, KB, BB, LDBB, INFO )
250: IF( INFO.NE.0 ) THEN
251: INFO = N + INFO
252: RETURN
253: END IF
254: *
255: * Transform problem to standard eigenvalue problem.
256: *
257: INDE = 1
258: INDWRK = INDE + N
259: CALL ZHBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Z, LDZ,
260: $ WORK, RWORK( INDWRK ), IINFO )
261: *
262: * Reduce to tridiagonal form.
263: *
264: IF( WANTZ ) THEN
265: VECT = 'U'
266: ELSE
267: VECT = 'N'
268: END IF
269: CALL ZHBTRD( VECT, UPLO, N, KA, AB, LDAB, W, RWORK( INDE ), Z,
270: $ LDZ, WORK, IINFO )
271: *
272: * For eigenvalues only, call DSTERF. For eigenvectors, call ZSTEQR.
273: *
274: IF( .NOT.WANTZ ) THEN
275: CALL DSTERF( N, W, RWORK( INDE ), INFO )
276: ELSE
277: CALL ZSTEQR( JOBZ, N, W, RWORK( INDE ), Z, LDZ,
278: $ RWORK( INDWRK ), INFO )
279: END IF
280: RETURN
281: *
282: * End of ZHBGV
283: *
284: END
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