File:  [local] / rpl / lapack / lapack / zhbgvd.f
Revision 1.8: download - view: text, annotated - select for diffs - revision graph
Fri Jul 22 07:38:15 2011 UTC (12 years, 10 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_3, rpl-4_1_2, rpl-4_1_1, HEAD
En route vers la 4.4.1.

    1:       SUBROUTINE ZHBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W,
    2:      $                   Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK,
    3:      $                   LIWORK, INFO )
    4: *
    5: *  -- LAPACK driver routine (version 3.3.1) --
    6: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    7: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    8: *  -- April 2011                                                      --
    9: * @precisions normal z -> c
   10: *
   11: *     .. Scalar Arguments ..
   12:       CHARACTER          JOBZ, UPLO
   13:       INTEGER            INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LRWORK,
   14:      $                   LWORK, N
   15: *     ..
   16: *     .. Array Arguments ..
   17:       INTEGER            IWORK( * )
   18:       DOUBLE PRECISION   RWORK( * ), W( * )
   19:       COMPLEX*16         AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
   20:      $                   Z( LDZ, * )
   21: *     ..
   22: *
   23: *  Purpose
   24: *  =======
   25: *
   26: *  ZHBGVD computes all the eigenvalues, and optionally, the eigenvectors
   27: *  of a complex generalized Hermitian-definite banded eigenproblem, of
   28: *  the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
   29: *  and banded, and B is also positive definite.  If eigenvectors are
   30: *  desired, it uses a divide and conquer algorithm.
   31: *
   32: *  The divide and conquer algorithm makes very mild assumptions about
   33: *  floating point arithmetic. It will work on machines with a guard
   34: *  digit in add/subtract, or on those binary machines without guard
   35: *  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
   36: *  Cray-2. It could conceivably fail on hexadecimal or decimal machines
   37: *  without guard digits, but we know of none.
   38: *
   39: *  Arguments
   40: *  =========
   41: *
   42: *  JOBZ    (input) CHARACTER*1
   43: *          = 'N':  Compute eigenvalues only;
   44: *          = 'V':  Compute eigenvalues and eigenvectors.
   45: *
   46: *  UPLO    (input) CHARACTER*1
   47: *          = 'U':  Upper triangles of A and B are stored;
   48: *          = 'L':  Lower triangles of A and B are stored.
   49: *
   50: *  N       (input) INTEGER
   51: *          The order of the matrices A and B.  N >= 0.
   52: *
   53: *  KA      (input) INTEGER
   54: *          The number of superdiagonals of the matrix A if UPLO = 'U',
   55: *          or the number of subdiagonals if UPLO = 'L'. KA >= 0.
   56: *
   57: *  KB      (input) INTEGER
   58: *          The number of superdiagonals of the matrix B if UPLO = 'U',
   59: *          or the number of subdiagonals if UPLO = 'L'. KB >= 0.
   60: *
   61: *  AB      (input/output) COMPLEX*16 array, dimension (LDAB, N)
   62: *          On entry, the upper or lower triangle of the Hermitian band
   63: *          matrix A, stored in the first ka+1 rows of the array.  The
   64: *          j-th column of A is stored in the j-th column of the array AB
   65: *          as follows:
   66: *          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
   67: *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
   68: *
   69: *          On exit, the contents of AB are destroyed.
   70: *
   71: *  LDAB    (input) INTEGER
   72: *          The leading dimension of the array AB.  LDAB >= KA+1.
   73: *
   74: *  BB      (input/output) COMPLEX*16 array, dimension (LDBB, N)
   75: *          On entry, the upper or lower triangle of the Hermitian band
   76: *          matrix B, stored in the first kb+1 rows of the array.  The
   77: *          j-th column of B is stored in the j-th column of the array BB
   78: *          as follows:
   79: *          if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
   80: *          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
   81: *
   82: *          On exit, the factor S from the split Cholesky factorization
   83: *          B = S**H*S, as returned by ZPBSTF.
   84: *
   85: *  LDBB    (input) INTEGER
   86: *          The leading dimension of the array BB.  LDBB >= KB+1.
   87: *
   88: *  W       (output) DOUBLE PRECISION array, dimension (N)
   89: *          If INFO = 0, the eigenvalues in ascending order.
   90: *
   91: *  Z       (output) COMPLEX*16 array, dimension (LDZ, N)
   92: *          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
   93: *          eigenvectors, with the i-th column of Z holding the
   94: *          eigenvector associated with W(i). The eigenvectors are
   95: *          normalized so that Z**H*B*Z = I.
   96: *          If JOBZ = 'N', then Z is not referenced.
   97: *
   98: *  LDZ     (input) INTEGER
   99: *          The leading dimension of the array Z.  LDZ >= 1, and if
  100: *          JOBZ = 'V', LDZ >= N.
  101: *
  102: *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
  103: *          On exit, if INFO=0, WORK(1) returns the optimal LWORK.
  104: *
  105: *  LWORK   (input) INTEGER
  106: *          The dimension of the array WORK.
  107: *          If N <= 1,               LWORK >= 1.
  108: *          If JOBZ = 'N' and N > 1, LWORK >= N.
  109: *          If JOBZ = 'V' and N > 1, LWORK >= 2*N**2.
  110: *
  111: *          If LWORK = -1, then a workspace query is assumed; the routine
  112: *          only calculates the optimal sizes of the WORK, RWORK and
  113: *          IWORK arrays, returns these values as the first entries of
  114: *          the WORK, RWORK and IWORK arrays, and no error message
  115: *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  116: *
  117: *  RWORK   (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  118: *          On exit, if INFO=0, RWORK(1) returns the optimal LRWORK.
  119: *
  120: *  LRWORK  (input) INTEGER
  121: *          The dimension of array RWORK.
  122: *          If N <= 1,               LRWORK >= 1.
  123: *          If JOBZ = 'N' and N > 1, LRWORK >= N.
  124: *          If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
  125: *
  126: *          If LRWORK = -1, then a workspace query is assumed; the
  127: *          routine only calculates the optimal sizes of the WORK, RWORK
  128: *          and IWORK arrays, returns these values as the first entries
  129: *          of the WORK, RWORK and IWORK arrays, and no error message
  130: *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  131: *
  132: *  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
  133: *          On exit, if INFO=0, IWORK(1) returns the optimal LIWORK.
  134: *
  135: *  LIWORK  (input) INTEGER
  136: *          The dimension of array IWORK.
  137: *          If JOBZ = 'N' or N <= 1, LIWORK >= 1.
  138: *          If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
  139: *
  140: *          If LIWORK = -1, then a workspace query is assumed; the
  141: *          routine only calculates the optimal sizes of the WORK, RWORK
  142: *          and IWORK arrays, returns these values as the first entries
  143: *          of the WORK, RWORK and IWORK arrays, and no error message
  144: *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  145: *
  146: *  INFO    (output) INTEGER
  147: *          = 0:  successful exit
  148: *          < 0:  if INFO = -i, the i-th argument had an illegal value
  149: *          > 0:  if INFO = i, and i is:
  150: *             <= N:  the algorithm failed to converge:
  151: *                    i off-diagonal elements of an intermediate
  152: *                    tridiagonal form did not converge to zero;
  153: *             > N:   if INFO = N + i, for 1 <= i <= N, then ZPBSTF
  154: *                    returned INFO = i: B is not positive definite.
  155: *                    The factorization of B could not be completed and
  156: *                    no eigenvalues or eigenvectors were computed.
  157: *
  158: *  Further Details
  159: *  ===============
  160: *
  161: *  Based on contributions by
  162: *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
  163: *
  164: *  =====================================================================
  165: *
  166: *     .. Parameters ..
  167:       COMPLEX*16         CONE, CZERO
  168:       PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ),
  169:      $                   CZERO = ( 0.0D+0, 0.0D+0 ) )
  170: *     ..
  171: *     .. Local Scalars ..
  172:       LOGICAL            LQUERY, UPPER, WANTZ
  173:       CHARACTER          VECT
  174:       INTEGER            IINFO, INDE, INDWK2, INDWRK, LIWMIN, LLRWK,
  175:      $                   LLWK2, LRWMIN, LWMIN
  176: *     ..
  177: *     .. External Functions ..
  178:       LOGICAL            LSAME
  179:       EXTERNAL           LSAME
  180: *     ..
  181: *     .. External Subroutines ..
  182:       EXTERNAL           DSTERF, XERBLA, ZGEMM, ZHBGST, ZHBTRD, ZLACPY,
  183:      $                   ZPBSTF, ZSTEDC
  184: *     ..
  185: *     .. Executable Statements ..
  186: *
  187: *     Test the input parameters.
  188: *
  189:       WANTZ = LSAME( JOBZ, 'V' )
  190:       UPPER = LSAME( UPLO, 'U' )
  191:       LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  192: *
  193:       INFO = 0
  194:       IF( N.LE.1 ) THEN
  195:          LWMIN = 1+N
  196:          LRWMIN = 1+N
  197:          LIWMIN = 1
  198:       ELSE IF( WANTZ ) THEN
  199:          LWMIN = 2*N**2
  200:          LRWMIN = 1 + 5*N + 2*N**2
  201:          LIWMIN = 3 + 5*N
  202:       ELSE
  203:          LWMIN = N
  204:          LRWMIN = N
  205:          LIWMIN = 1
  206:       END IF
  207:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  208:          INFO = -1
  209:       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
  210:          INFO = -2
  211:       ELSE IF( N.LT.0 ) THEN
  212:          INFO = -3
  213:       ELSE IF( KA.LT.0 ) THEN
  214:          INFO = -4
  215:       ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
  216:          INFO = -5
  217:       ELSE IF( LDAB.LT.KA+1 ) THEN
  218:          INFO = -7
  219:       ELSE IF( LDBB.LT.KB+1 ) THEN
  220:          INFO = -9
  221:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  222:          INFO = -12
  223:       END IF
  224: *
  225:       IF( INFO.EQ.0 ) THEN
  226:          WORK( 1 ) = LWMIN
  227:          RWORK( 1 ) = LRWMIN
  228:          IWORK( 1 ) = LIWMIN
  229: *
  230:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  231:             INFO = -14
  232:          ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  233:             INFO = -16
  234:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  235:             INFO = -18
  236:          END IF
  237:       END IF
  238: *
  239:       IF( INFO.NE.0 ) THEN
  240:          CALL XERBLA( 'ZHBGVD', -INFO )
  241:          RETURN
  242:       ELSE IF( LQUERY ) THEN
  243:          RETURN
  244:       END IF
  245: *
  246: *     Quick return if possible
  247: *
  248:       IF( N.EQ.0 )
  249:      $   RETURN
  250: *
  251: *     Form a split Cholesky factorization of B.
  252: *
  253:       CALL ZPBSTF( UPLO, N, KB, BB, LDBB, INFO )
  254:       IF( INFO.NE.0 ) THEN
  255:          INFO = N + INFO
  256:          RETURN
  257:       END IF
  258: *
  259: *     Transform problem to standard eigenvalue problem.
  260: *
  261:       INDE = 1
  262:       INDWRK = INDE + N
  263:       INDWK2 = 1 + N*N
  264:       LLWK2 = LWORK - INDWK2 + 2
  265:       LLRWK = LRWORK - INDWRK + 2
  266:       CALL ZHBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Z, LDZ,
  267:      $             WORK, RWORK( INDWRK ), IINFO )
  268: *
  269: *     Reduce Hermitian band matrix to tridiagonal form.
  270: *
  271:       IF( WANTZ ) THEN
  272:          VECT = 'U'
  273:       ELSE
  274:          VECT = 'N'
  275:       END IF
  276:       CALL ZHBTRD( VECT, UPLO, N, KA, AB, LDAB, W, RWORK( INDE ), Z,
  277:      $             LDZ, WORK, IINFO )
  278: *
  279: *     For eigenvalues only, call DSTERF.  For eigenvectors, call ZSTEDC.
  280: *
  281:       IF( .NOT.WANTZ ) THEN
  282:          CALL DSTERF( N, W, RWORK( INDE ), INFO )
  283:       ELSE
  284:          CALL ZSTEDC( 'I', N, W, RWORK( INDE ), WORK, N, WORK( INDWK2 ),
  285:      $                LLWK2, RWORK( INDWRK ), LLRWK, IWORK, LIWORK,
  286:      $                INFO )
  287:          CALL ZGEMM( 'N', 'N', N, N, N, CONE, Z, LDZ, WORK, N, CZERO,
  288:      $               WORK( INDWK2 ), N )
  289:          CALL ZLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
  290:       END IF
  291: *
  292:       WORK( 1 ) = LWMIN
  293:       RWORK( 1 ) = LRWMIN
  294:       IWORK( 1 ) = LIWMIN
  295:       RETURN
  296: *
  297: *     End of ZHBGVD
  298: *
  299:       END

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