Annotation of rpl/lapack/lapack/zhbgvx.f, revision 1.15
1.13 bertrand 1: *> \brief \b ZHBGVX
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZHBGVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhbgvx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhbgvx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhbgvx.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHBGVX( JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB,
22: * LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z,
23: * LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
24: *
25: * .. Scalar Arguments ..
26: * CHARACTER JOBZ, RANGE, UPLO
27: * INTEGER IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M,
28: * $ N
29: * DOUBLE PRECISION ABSTOL, VL, VU
30: * ..
31: * .. Array Arguments ..
32: * INTEGER IFAIL( * ), IWORK( * )
33: * DOUBLE PRECISION RWORK( * ), W( * )
34: * COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ),
35: * $ WORK( * ), Z( LDZ, * )
36: * ..
37: *
38: *
39: *> \par Purpose:
40: * =============
41: *>
42: *> \verbatim
43: *>
44: *> ZHBGVX computes all the eigenvalues, and optionally, the eigenvectors
45: *> of a complex generalized Hermitian-definite banded eigenproblem, of
46: *> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
47: *> and banded, and B is also positive definite. Eigenvalues and
48: *> eigenvectors can be selected by specifying either all eigenvalues,
49: *> a range of values or a range of indices for the desired eigenvalues.
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] RANGE
63: *> \verbatim
64: *> RANGE is CHARACTER*1
65: *> = 'A': all eigenvalues will be found;
66: *> = 'V': all eigenvalues in the half-open interval (VL,VU]
67: *> will be found;
68: *> = 'I': the IL-th through IU-th eigenvalues will be found.
69: *> \endverbatim
70: *>
71: *> \param[in] UPLO
72: *> \verbatim
73: *> UPLO is CHARACTER*1
74: *> = 'U': Upper triangles of A and B are stored;
75: *> = 'L': Lower triangles of A and B are stored.
76: *> \endverbatim
77: *>
78: *> \param[in] N
79: *> \verbatim
80: *> N is INTEGER
81: *> The order of the matrices A and B. N >= 0.
82: *> \endverbatim
83: *>
84: *> \param[in] KA
85: *> \verbatim
86: *> KA is INTEGER
87: *> The number of superdiagonals of the matrix A if UPLO = 'U',
88: *> or the number of subdiagonals if UPLO = 'L'. KA >= 0.
89: *> \endverbatim
90: *>
91: *> \param[in] KB
92: *> \verbatim
93: *> KB is INTEGER
94: *> The number of superdiagonals of the matrix B if UPLO = 'U',
95: *> or the number of subdiagonals if UPLO = 'L'. KB >= 0.
96: *> \endverbatim
97: *>
98: *> \param[in,out] AB
99: *> \verbatim
100: *> AB is COMPLEX*16 array, dimension (LDAB, N)
101: *> On entry, the upper or lower triangle of the Hermitian band
102: *> matrix A, stored in the first ka+1 rows of the array. The
103: *> j-th column of A is stored in the j-th column of the array AB
104: *> as follows:
105: *> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
106: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
107: *>
108: *> On exit, the contents of AB are destroyed.
109: *> \endverbatim
110: *>
111: *> \param[in] LDAB
112: *> \verbatim
113: *> LDAB is INTEGER
114: *> The leading dimension of the array AB. LDAB >= KA+1.
115: *> \endverbatim
116: *>
117: *> \param[in,out] BB
118: *> \verbatim
119: *> BB is COMPLEX*16 array, dimension (LDBB, N)
120: *> On entry, the upper or lower triangle of the Hermitian band
121: *> matrix B, stored in the first kb+1 rows of the array. The
122: *> j-th column of B is stored in the j-th column of the array BB
123: *> as follows:
124: *> if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
125: *> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
126: *>
127: *> On exit, the factor S from the split Cholesky factorization
128: *> B = S**H*S, as returned by ZPBSTF.
129: *> \endverbatim
130: *>
131: *> \param[in] LDBB
132: *> \verbatim
133: *> LDBB is INTEGER
134: *> The leading dimension of the array BB. LDBB >= KB+1.
135: *> \endverbatim
136: *>
137: *> \param[out] Q
138: *> \verbatim
139: *> Q is COMPLEX*16 array, dimension (LDQ, N)
140: *> If JOBZ = 'V', the n-by-n matrix used in the reduction of
141: *> A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
142: *> and consequently C to tridiagonal form.
143: *> If JOBZ = 'N', the array Q is not referenced.
144: *> \endverbatim
145: *>
146: *> \param[in] LDQ
147: *> \verbatim
148: *> LDQ is INTEGER
149: *> The leading dimension of the array Q. If JOBZ = 'N',
150: *> LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
151: *> \endverbatim
152: *>
153: *> \param[in] VL
154: *> \verbatim
155: *> VL is DOUBLE PRECISION
1.14 bertrand 156: *>
157: *> If RANGE='V', the lower bound of the interval to
158: *> be searched for eigenvalues. VL < VU.
159: *> Not referenced if RANGE = 'A' or 'I'.
1.8 bertrand 160: *> \endverbatim
161: *>
162: *> \param[in] VU
163: *> \verbatim
164: *> VU is DOUBLE PRECISION
165: *>
1.14 bertrand 166: *> If RANGE='V', the upper bound of the interval to
1.8 bertrand 167: *> be searched for eigenvalues. VL < VU.
168: *> Not referenced if RANGE = 'A' or 'I'.
169: *> \endverbatim
170: *>
171: *> \param[in] IL
172: *> \verbatim
173: *> IL is INTEGER
1.14 bertrand 174: *>
175: *> If RANGE='I', the index of the
176: *> smallest eigenvalue to be returned.
177: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
178: *> Not referenced if RANGE = 'A' or 'V'.
1.8 bertrand 179: *> \endverbatim
180: *>
181: *> \param[in] IU
182: *> \verbatim
183: *> IU is INTEGER
184: *>
1.14 bertrand 185: *> If RANGE='I', the index of the
186: *> largest eigenvalue to be returned.
1.8 bertrand 187: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
188: *> Not referenced if RANGE = 'A' or 'V'.
189: *> \endverbatim
190: *>
191: *> \param[in] ABSTOL
192: *> \verbatim
193: *> ABSTOL is DOUBLE PRECISION
194: *> The absolute error tolerance for the eigenvalues.
195: *> An approximate eigenvalue is accepted as converged
196: *> when it is determined to lie in an interval [a,b]
197: *> of width less than or equal to
198: *>
199: *> ABSTOL + EPS * max( |a|,|b| ) ,
200: *>
201: *> where EPS is the machine precision. If ABSTOL is less than
202: *> or equal to zero, then EPS*|T| will be used in its place,
203: *> where |T| is the 1-norm of the tridiagonal matrix obtained
204: *> by reducing AP to tridiagonal form.
205: *>
206: *> Eigenvalues will be computed most accurately when ABSTOL is
207: *> set to twice the underflow threshold 2*DLAMCH('S'), not zero.
208: *> If this routine returns with INFO>0, indicating that some
209: *> eigenvectors did not converge, try setting ABSTOL to
210: *> 2*DLAMCH('S').
211: *> \endverbatim
212: *>
213: *> \param[out] M
214: *> \verbatim
215: *> M is INTEGER
216: *> The total number of eigenvalues found. 0 <= M <= N.
217: *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
218: *> \endverbatim
219: *>
220: *> \param[out] W
221: *> \verbatim
222: *> W is DOUBLE PRECISION array, dimension (N)
223: *> If INFO = 0, the eigenvalues in ascending order.
224: *> \endverbatim
225: *>
226: *> \param[out] Z
227: *> \verbatim
228: *> Z is COMPLEX*16 array, dimension (LDZ, N)
229: *> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
230: *> eigenvectors, with the i-th column of Z holding the
231: *> eigenvector associated with W(i). The eigenvectors are
232: *> normalized so that Z**H*B*Z = I.
233: *> If JOBZ = 'N', then Z is not referenced.
234: *> \endverbatim
235: *>
236: *> \param[in] LDZ
237: *> \verbatim
238: *> LDZ is INTEGER
239: *> The leading dimension of the array Z. LDZ >= 1, and if
240: *> JOBZ = 'V', LDZ >= N.
241: *> \endverbatim
242: *>
243: *> \param[out] WORK
244: *> \verbatim
245: *> WORK is COMPLEX*16 array, dimension (N)
246: *> \endverbatim
247: *>
248: *> \param[out] RWORK
249: *> \verbatim
250: *> RWORK is DOUBLE PRECISION array, dimension (7*N)
251: *> \endverbatim
252: *>
253: *> \param[out] IWORK
254: *> \verbatim
255: *> IWORK is INTEGER array, dimension (5*N)
256: *> \endverbatim
257: *>
258: *> \param[out] IFAIL
259: *> \verbatim
260: *> IFAIL is INTEGER array, dimension (N)
261: *> If JOBZ = 'V', then if INFO = 0, the first M elements of
262: *> IFAIL are zero. If INFO > 0, then IFAIL contains the
263: *> indices of the eigenvectors that failed to converge.
264: *> If JOBZ = 'N', then IFAIL is not referenced.
265: *> \endverbatim
266: *>
267: *> \param[out] INFO
268: *> \verbatim
269: *> INFO is INTEGER
270: *> = 0: successful exit
271: *> < 0: if INFO = -i, the i-th argument had an illegal value
272: *> > 0: if INFO = i, and i is:
273: *> <= N: then i eigenvectors failed to converge. Their
274: *> indices are stored in array IFAIL.
275: *> > N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF
276: *> returned INFO = i: B is not positive definite.
277: *> The factorization of B could not be completed and
278: *> no eigenvalues or eigenvectors were computed.
279: *> \endverbatim
280: *
281: * Authors:
282: * ========
283: *
284: *> \author Univ. of Tennessee
285: *> \author Univ. of California Berkeley
286: *> \author Univ. of Colorado Denver
287: *> \author NAG Ltd.
288: *
1.14 bertrand 289: *> \date June 2016
1.8 bertrand 290: *
291: *> \ingroup complex16OTHEReigen
292: *
293: *> \par Contributors:
294: * ==================
295: *>
296: *> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
297: *
298: * =====================================================================
1.1 bertrand 299: SUBROUTINE ZHBGVX( JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB,
300: $ LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z,
301: $ LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
302: *
1.14 bertrand 303: * -- LAPACK driver routine (version 3.6.1) --
1.1 bertrand 304: * -- LAPACK is a software package provided by Univ. of Tennessee, --
305: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.14 bertrand 306: * June 2016
1.1 bertrand 307: *
308: * .. Scalar Arguments ..
309: CHARACTER JOBZ, RANGE, UPLO
310: INTEGER IL, INFO, IU, KA, KB, LDAB, LDBB, LDQ, LDZ, M,
311: $ N
312: DOUBLE PRECISION ABSTOL, VL, VU
313: * ..
314: * .. Array Arguments ..
315: INTEGER IFAIL( * ), IWORK( * )
316: DOUBLE PRECISION RWORK( * ), W( * )
317: COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ),
318: $ WORK( * ), Z( LDZ, * )
319: * ..
320: *
321: * =====================================================================
322: *
323: * .. Parameters ..
324: DOUBLE PRECISION ZERO
325: PARAMETER ( ZERO = 0.0D+0 )
326: COMPLEX*16 CZERO, CONE
327: PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
328: $ CONE = ( 1.0D+0, 0.0D+0 ) )
329: * ..
330: * .. Local Scalars ..
331: LOGICAL ALLEIG, INDEIG, TEST, UPPER, VALEIG, WANTZ
332: CHARACTER ORDER, VECT
333: INTEGER I, IINFO, INDD, INDE, INDEE, INDIBL, INDISP,
334: $ INDIWK, INDRWK, INDWRK, ITMP1, J, JJ, NSPLIT
335: DOUBLE PRECISION TMP1
336: * ..
337: * .. External Functions ..
338: LOGICAL LSAME
339: EXTERNAL LSAME
340: * ..
341: * .. External Subroutines ..
342: EXTERNAL DCOPY, DSTEBZ, DSTERF, XERBLA, ZCOPY, ZGEMV,
343: $ ZHBGST, ZHBTRD, ZLACPY, ZPBSTF, ZSTEIN, ZSTEQR,
344: $ ZSWAP
345: * ..
346: * .. Intrinsic Functions ..
347: INTRINSIC MIN
348: * ..
349: * .. Executable Statements ..
350: *
351: * Test the input parameters.
352: *
353: WANTZ = LSAME( JOBZ, 'V' )
354: UPPER = LSAME( UPLO, 'U' )
355: ALLEIG = LSAME( RANGE, 'A' )
356: VALEIG = LSAME( RANGE, 'V' )
357: INDEIG = LSAME( RANGE, 'I' )
358: *
359: INFO = 0
360: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
361: INFO = -1
362: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
363: INFO = -2
364: ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
365: INFO = -3
366: ELSE IF( N.LT.0 ) THEN
367: INFO = -4
368: ELSE IF( KA.LT.0 ) THEN
369: INFO = -5
370: ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
371: INFO = -6
372: ELSE IF( LDAB.LT.KA+1 ) THEN
373: INFO = -8
374: ELSE IF( LDBB.LT.KB+1 ) THEN
375: INFO = -10
376: ELSE IF( LDQ.LT.1 .OR. ( WANTZ .AND. LDQ.LT.N ) ) THEN
377: INFO = -12
378: ELSE
379: IF( VALEIG ) THEN
380: IF( N.GT.0 .AND. VU.LE.VL )
381: $ INFO = -14
382: ELSE IF( INDEIG ) THEN
383: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
384: INFO = -15
385: ELSE IF ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
386: INFO = -16
387: END IF
388: END IF
389: END IF
390: IF( INFO.EQ.0) THEN
391: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
392: INFO = -21
393: END IF
394: END IF
395: *
396: IF( INFO.NE.0 ) THEN
397: CALL XERBLA( 'ZHBGVX', -INFO )
398: RETURN
399: END IF
400: *
401: * Quick return if possible
402: *
403: M = 0
404: IF( N.EQ.0 )
405: $ RETURN
406: *
407: * Form a split Cholesky factorization of B.
408: *
409: CALL ZPBSTF( UPLO, N, KB, BB, LDBB, INFO )
410: IF( INFO.NE.0 ) THEN
411: INFO = N + INFO
412: RETURN
413: END IF
414: *
415: * Transform problem to standard eigenvalue problem.
416: *
417: CALL ZHBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ,
418: $ WORK, RWORK, IINFO )
419: *
420: * Solve the standard eigenvalue problem.
421: * Reduce Hermitian band matrix to tridiagonal form.
422: *
423: INDD = 1
424: INDE = INDD + N
425: INDRWK = INDE + N
426: INDWRK = 1
427: IF( WANTZ ) THEN
428: VECT = 'U'
429: ELSE
430: VECT = 'N'
431: END IF
432: CALL ZHBTRD( VECT, UPLO, N, KA, AB, LDAB, RWORK( INDD ),
433: $ RWORK( INDE ), Q, LDQ, WORK( INDWRK ), IINFO )
434: *
435: * If all eigenvalues are desired and ABSTOL is less than or equal
436: * to zero, then call DSTERF or ZSTEQR. If this fails for some
437: * eigenvalue, then try DSTEBZ.
438: *
439: TEST = .FALSE.
440: IF( INDEIG ) THEN
441: IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
442: TEST = .TRUE.
443: END IF
444: END IF
445: IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
446: CALL DCOPY( N, RWORK( INDD ), 1, W, 1 )
447: INDEE = INDRWK + 2*N
448: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
449: IF( .NOT.WANTZ ) THEN
450: CALL DSTERF( N, W, RWORK( INDEE ), INFO )
451: ELSE
452: CALL ZLACPY( 'A', N, N, Q, LDQ, Z, LDZ )
453: CALL ZSTEQR( JOBZ, N, W, RWORK( INDEE ), Z, LDZ,
454: $ RWORK( INDRWK ), INFO )
455: IF( INFO.EQ.0 ) THEN
456: DO 10 I = 1, N
457: IFAIL( I ) = 0
458: 10 CONTINUE
459: END IF
460: END IF
461: IF( INFO.EQ.0 ) THEN
462: M = N
463: GO TO 30
464: END IF
465: INFO = 0
466: END IF
467: *
468: * Otherwise, call DSTEBZ and, if eigenvectors are desired,
469: * call ZSTEIN.
470: *
471: IF( WANTZ ) THEN
472: ORDER = 'B'
473: ELSE
474: ORDER = 'E'
475: END IF
476: INDIBL = 1
477: INDISP = INDIBL + N
478: INDIWK = INDISP + N
479: CALL DSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL,
480: $ RWORK( INDD ), RWORK( INDE ), M, NSPLIT, W,
481: $ IWORK( INDIBL ), IWORK( INDISP ), RWORK( INDRWK ),
482: $ IWORK( INDIWK ), INFO )
483: *
484: IF( WANTZ ) THEN
485: CALL ZSTEIN( N, RWORK( INDD ), RWORK( INDE ), M, W,
486: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
487: $ RWORK( INDRWK ), IWORK( INDIWK ), IFAIL, INFO )
488: *
489: * Apply unitary matrix used in reduction to tridiagonal
490: * form to eigenvectors returned by ZSTEIN.
491: *
492: DO 20 J = 1, M
493: CALL ZCOPY( N, Z( 1, J ), 1, WORK( 1 ), 1 )
494: CALL ZGEMV( 'N', N, N, CONE, Q, LDQ, WORK, 1, CZERO,
495: $ Z( 1, J ), 1 )
496: 20 CONTINUE
497: END IF
498: *
499: 30 CONTINUE
500: *
501: * If eigenvalues are not in order, then sort them, along with
502: * eigenvectors.
503: *
504: IF( WANTZ ) THEN
505: DO 50 J = 1, M - 1
506: I = 0
507: TMP1 = W( J )
508: DO 40 JJ = J + 1, M
509: IF( W( JJ ).LT.TMP1 ) THEN
510: I = JJ
511: TMP1 = W( JJ )
512: END IF
513: 40 CONTINUE
514: *
515: IF( I.NE.0 ) THEN
516: ITMP1 = IWORK( INDIBL+I-1 )
517: W( I ) = W( J )
518: IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
519: W( J ) = TMP1
520: IWORK( INDIBL+J-1 ) = ITMP1
521: CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
522: IF( INFO.NE.0 ) THEN
523: ITMP1 = IFAIL( I )
524: IFAIL( I ) = IFAIL( J )
525: IFAIL( J ) = ITMP1
526: END IF
527: END IF
528: 50 CONTINUE
529: END IF
530: *
531: RETURN
532: *
533: * End of ZHBGVX
534: *
535: END
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