--- rpl/lapack/lapack/zhbgvd.f 2011/07/22 07:38:15 1.8 +++ rpl/lapack/lapack/zhbgvd.f 2011/11/21 20:43:11 1.9 @@ -1,12 +1,261 @@ +*> \brief \b ZHBGST +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZHBGVD + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZHBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, +* Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, +* LIWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBZ, UPLO +* INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LRWORK, +* $ LWORK, N +* .. +* .. Array Arguments .. +* INTEGER IWORK( * ) +* DOUBLE PRECISION RWORK( * ), W( * ) +* COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), WORK( * ), +* $ Z( LDZ, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZHBGVD computes all the eigenvalues, and optionally, the eigenvectors +*> of a complex generalized Hermitian-definite banded eigenproblem, of +*> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian +*> and banded, and B is also positive definite. If eigenvectors are +*> desired, it uses a divide and conquer algorithm. +*> +*> The divide and conquer algorithm makes very mild assumptions about +*> floating point arithmetic. It will work on machines with a guard +*> digit in add/subtract, or on those binary machines without guard +*> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or +*> Cray-2. It could conceivably fail on hexadecimal or decimal machines +*> without guard digits, but we know of none. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBZ +*> \verbatim +*> JOBZ is CHARACTER*1 +*> = 'N': Compute eigenvalues only; +*> = 'V': Compute eigenvalues and eigenvectors. +*> \endverbatim +*> +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> = 'U': Upper triangles of A and B are stored; +*> = 'L': Lower triangles of A and B are stored. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A and B. N >= 0. +*> \endverbatim +*> +*> \param[in] KA +*> \verbatim +*> KA is INTEGER +*> The number of superdiagonals of the matrix A if UPLO = 'U', +*> or the number of subdiagonals if UPLO = 'L'. KA >= 0. +*> \endverbatim +*> +*> \param[in] KB +*> \verbatim +*> KB is INTEGER +*> The number of superdiagonals of the matrix B if UPLO = 'U', +*> or the number of subdiagonals if UPLO = 'L'. KB >= 0. +*> \endverbatim +*> +*> \param[in,out] AB +*> \verbatim +*> AB is COMPLEX*16 array, dimension (LDAB, N) +*> On entry, the upper or lower triangle of the Hermitian band +*> matrix A, stored in the first ka+1 rows of the array. The +*> j-th column of A is stored in the j-th column of the array AB +*> as follows: +*> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; +*> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). +*> +*> On exit, the contents of AB are destroyed. +*> \endverbatim +*> +*> \param[in] LDAB +*> \verbatim +*> LDAB is INTEGER +*> The leading dimension of the array AB. LDAB >= KA+1. +*> \endverbatim +*> +*> \param[in,out] BB +*> \verbatim +*> BB is COMPLEX*16 array, dimension (LDBB, N) +*> On entry, the upper or lower triangle of the Hermitian band +*> matrix B, stored in the first kb+1 rows of the array. The +*> j-th column of B is stored in the j-th column of the array BB +*> as follows: +*> if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; +*> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). +*> +*> On exit, the factor S from the split Cholesky factorization +*> B = S**H*S, as returned by ZPBSTF. +*> \endverbatim +*> +*> \param[in] LDBB +*> \verbatim +*> LDBB is INTEGER +*> The leading dimension of the array BB. LDBB >= KB+1. +*> \endverbatim +*> +*> \param[out] W +*> \verbatim +*> W is DOUBLE PRECISION array, dimension (N) +*> If INFO = 0, the eigenvalues in ascending order. +*> \endverbatim +*> +*> \param[out] Z +*> \verbatim +*> Z is COMPLEX*16 array, dimension (LDZ, N) +*> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of +*> eigenvectors, with the i-th column of Z holding the +*> eigenvector associated with W(i). The eigenvectors are +*> normalized so that Z**H*B*Z = I. +*> If JOBZ = 'N', then Z is not referenced. +*> \endverbatim +*> +*> \param[in] LDZ +*> \verbatim +*> LDZ is INTEGER +*> The leading dimension of the array Z. LDZ >= 1, and if +*> JOBZ = 'V', LDZ >= N. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) +*> On exit, if INFO=0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. +*> If N <= 1, LWORK >= 1. +*> If JOBZ = 'N' and N > 1, LWORK >= N. +*> If JOBZ = 'V' and N > 1, LWORK >= 2*N**2. +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal sizes of the WORK, RWORK and +*> IWORK arrays, returns these values as the first entries of +*> the WORK, RWORK and IWORK arrays, and no error message +*> related to LWORK or LRWORK or LIWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] RWORK +*> \verbatim +*> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) +*> On exit, if INFO=0, RWORK(1) returns the optimal LRWORK. +*> \endverbatim +*> +*> \param[in] LRWORK +*> \verbatim +*> LRWORK is INTEGER +*> The dimension of array RWORK. +*> If N <= 1, LRWORK >= 1. +*> If JOBZ = 'N' and N > 1, LRWORK >= N. +*> If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. +*> +*> If LRWORK = -1, then a workspace query is assumed; the +*> routine only calculates the optimal sizes of the WORK, RWORK +*> and IWORK arrays, returns these values as the first entries +*> of the WORK, RWORK and IWORK arrays, and no error message +*> related to LWORK or LRWORK or LIWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] IWORK +*> \verbatim +*> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) +*> On exit, if INFO=0, IWORK(1) returns the optimal LIWORK. +*> \endverbatim +*> +*> \param[in] LIWORK +*> \verbatim +*> LIWORK is INTEGER +*> The dimension of array IWORK. +*> If JOBZ = 'N' or N <= 1, LIWORK >= 1. +*> If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. +*> +*> If LIWORK = -1, then a workspace query is assumed; the +*> routine only calculates the optimal sizes of the WORK, RWORK +*> and IWORK arrays, returns these values as the first entries +*> of the WORK, RWORK and IWORK arrays, and no error message +*> related to LWORK or LRWORK or LIWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> > 0: if INFO = i, and i is: +*> <= N: the algorithm failed to converge: +*> i off-diagonal elements of an intermediate +*> tridiagonal form did not converge to zero; +*> > N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF +*> returned INFO = i: B is not positive definite. +*> The factorization of B could not be completed and +*> no eigenvalues or eigenvectors were computed. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup complex16OTHEReigen +* +*> \par Contributors: +* ================== +*> +*> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA +* +* ===================================================================== SUBROUTINE ZHBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, $ Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, $ LIWORK, INFO ) * -* -- LAPACK driver routine (version 3.3.1) -- +* -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* -- April 2011 -- -* @precisions normal z -> c +* November 2011 * * .. Scalar Arguments .. CHARACTER JOBZ, UPLO @@ -20,147 +269,6 @@ $ Z( LDZ, * ) * .. * -* Purpose -* ======= -* -* ZHBGVD computes all the eigenvalues, and optionally, the eigenvectors -* of a complex generalized Hermitian-definite banded eigenproblem, of -* the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian -* and banded, and B is also positive definite. If eigenvectors are -* desired, it uses a divide and conquer algorithm. -* -* The divide and conquer algorithm makes very mild assumptions about -* floating point arithmetic. It will work on machines with a guard -* digit in add/subtract, or on those binary machines without guard -* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or -* Cray-2. It could conceivably fail on hexadecimal or decimal machines -* without guard digits, but we know of none. -* -* Arguments -* ========= -* -* JOBZ (input) CHARACTER*1 -* = 'N': Compute eigenvalues only; -* = 'V': Compute eigenvalues and eigenvectors. -* -* UPLO (input) CHARACTER*1 -* = 'U': Upper triangles of A and B are stored; -* = 'L': Lower triangles of A and B are stored. -* -* N (input) INTEGER -* The order of the matrices A and B. N >= 0. -* -* KA (input) INTEGER -* The number of superdiagonals of the matrix A if UPLO = 'U', -* or the number of subdiagonals if UPLO = 'L'. KA >= 0. -* -* KB (input) INTEGER -* The number of superdiagonals of the matrix B if UPLO = 'U', -* or the number of subdiagonals if UPLO = 'L'. KB >= 0. -* -* AB (input/output) COMPLEX*16 array, dimension (LDAB, N) -* On entry, the upper or lower triangle of the Hermitian band -* matrix A, stored in the first ka+1 rows of the array. The -* j-th column of A is stored in the j-th column of the array AB -* as follows: -* if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; -* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). -* -* On exit, the contents of AB are destroyed. -* -* LDAB (input) INTEGER -* The leading dimension of the array AB. LDAB >= KA+1. -* -* BB (input/output) COMPLEX*16 array, dimension (LDBB, N) -* On entry, the upper or lower triangle of the Hermitian band -* matrix B, stored in the first kb+1 rows of the array. The -* j-th column of B is stored in the j-th column of the array BB -* as follows: -* if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; -* if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). -* -* On exit, the factor S from the split Cholesky factorization -* B = S**H*S, as returned by ZPBSTF. -* -* LDBB (input) INTEGER -* The leading dimension of the array BB. LDBB >= KB+1. -* -* W (output) DOUBLE PRECISION array, dimension (N) -* If INFO = 0, the eigenvalues in ascending order. -* -* Z (output) COMPLEX*16 array, dimension (LDZ, N) -* If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of -* eigenvectors, with the i-th column of Z holding the -* eigenvector associated with W(i). The eigenvectors are -* normalized so that Z**H*B*Z = I. -* If JOBZ = 'N', then Z is not referenced. -* -* LDZ (input) INTEGER -* The leading dimension of the array Z. LDZ >= 1, and if -* JOBZ = 'V', LDZ >= N. -* -* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) -* On exit, if INFO=0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. -* If N <= 1, LWORK >= 1. -* If JOBZ = 'N' and N > 1, LWORK >= N. -* If JOBZ = 'V' and N > 1, LWORK >= 2*N**2. -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal sizes of the WORK, RWORK and -* IWORK arrays, returns these values as the first entries of -* the WORK, RWORK and IWORK arrays, and no error message -* related to LWORK or LRWORK or LIWORK is issued by XERBLA. -* -* RWORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) -* On exit, if INFO=0, RWORK(1) returns the optimal LRWORK. -* -* LRWORK (input) INTEGER -* The dimension of array RWORK. -* If N <= 1, LRWORK >= 1. -* If JOBZ = 'N' and N > 1, LRWORK >= N. -* If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. -* -* If LRWORK = -1, then a workspace query is assumed; the -* routine only calculates the optimal sizes of the WORK, RWORK -* and IWORK arrays, returns these values as the first entries -* of the WORK, RWORK and IWORK arrays, and no error message -* related to LWORK or LRWORK or LIWORK is issued by XERBLA. -* -* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) -* On exit, if INFO=0, IWORK(1) returns the optimal LIWORK. -* -* LIWORK (input) INTEGER -* The dimension of array IWORK. -* If JOBZ = 'N' or N <= 1, LIWORK >= 1. -* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. -* -* If LIWORK = -1, then a workspace query is assumed; the -* routine only calculates the optimal sizes of the WORK, RWORK -* and IWORK arrays, returns these values as the first entries -* of the WORK, RWORK and IWORK arrays, and no error message -* related to LWORK or LRWORK or LIWORK is issued by XERBLA. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value -* > 0: if INFO = i, and i is: -* <= N: the algorithm failed to converge: -* i off-diagonal elements of an intermediate -* tridiagonal form did not converge to zero; -* > N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF -* returned INFO = i: B is not positive definite. -* The factorization of B could not be completed and -* no eigenvalues or eigenvectors were computed. -* -* Further Details -* =============== -* -* Based on contributions by -* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA -* * ===================================================================== * * .. Parameters ..