File:  [local] / rpl / lapack / lapack / zheev.f
Revision 1.17: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:23 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief <b> ZHEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices</b>
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZHEEV + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zheev.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zheev.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zheev.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
   22: *                         INFO )
   23: *
   24: *       .. Scalar Arguments ..
   25: *       CHARACTER          JOBZ, UPLO
   26: *       INTEGER            INFO, LDA, LWORK, N
   27: *       ..
   28: *       .. Array Arguments ..
   29: *       DOUBLE PRECISION   RWORK( * ), W( * )
   30: *       COMPLEX*16         A( LDA, * ), WORK( * )
   31: *       ..
   32: *
   33: *
   34: *> \par Purpose:
   35: *  =============
   36: *>
   37: *> \verbatim
   38: *>
   39: *> ZHEEV computes all eigenvalues and, optionally, eigenvectors of a
   40: *> complex Hermitian matrix A.
   41: *> \endverbatim
   42: *
   43: *  Arguments:
   44: *  ==========
   45: *
   46: *> \param[in] JOBZ
   47: *> \verbatim
   48: *>          JOBZ is CHARACTER*1
   49: *>          = 'N':  Compute eigenvalues only;
   50: *>          = 'V':  Compute eigenvalues and eigenvectors.
   51: *> \endverbatim
   52: *>
   53: *> \param[in] UPLO
   54: *> \verbatim
   55: *>          UPLO is CHARACTER*1
   56: *>          = 'U':  Upper triangle of A is stored;
   57: *>          = 'L':  Lower triangle of A is stored.
   58: *> \endverbatim
   59: *>
   60: *> \param[in] N
   61: *> \verbatim
   62: *>          N is INTEGER
   63: *>          The order of the matrix A.  N >= 0.
   64: *> \endverbatim
   65: *>
   66: *> \param[in,out] A
   67: *> \verbatim
   68: *>          A is COMPLEX*16 array, dimension (LDA, N)
   69: *>          On entry, the Hermitian matrix A.  If UPLO = 'U', the
   70: *>          leading N-by-N upper triangular part of A contains the
   71: *>          upper triangular part of the matrix A.  If UPLO = 'L',
   72: *>          the leading N-by-N lower triangular part of A contains
   73: *>          the lower triangular part of the matrix A.
   74: *>          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
   75: *>          orthonormal eigenvectors of the matrix A.
   76: *>          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
   77: *>          or the upper triangle (if UPLO='U') of A, including the
   78: *>          diagonal, is destroyed.
   79: *> \endverbatim
   80: *>
   81: *> \param[in] LDA
   82: *> \verbatim
   83: *>          LDA is INTEGER
   84: *>          The leading dimension of the array A.  LDA >= max(1,N).
   85: *> \endverbatim
   86: *>
   87: *> \param[out] W
   88: *> \verbatim
   89: *>          W is DOUBLE PRECISION array, dimension (N)
   90: *>          If INFO = 0, the eigenvalues in ascending order.
   91: *> \endverbatim
   92: *>
   93: *> \param[out] WORK
   94: *> \verbatim
   95: *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
   96: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
   97: *> \endverbatim
   98: *>
   99: *> \param[in] LWORK
  100: *> \verbatim
  101: *>          LWORK is INTEGER
  102: *>          The length of the array WORK.  LWORK >= max(1,2*N-1).
  103: *>          For optimal efficiency, LWORK >= (NB+1)*N,
  104: *>          where NB is the blocksize for ZHETRD returned by ILAENV.
  105: *>
  106: *>          If LWORK = -1, then a workspace query is assumed; the routine
  107: *>          only calculates the optimal size of the WORK array, returns
  108: *>          this value as the first entry of the WORK array, and no error
  109: *>          message related to LWORK is issued by XERBLA.
  110: *> \endverbatim
  111: *>
  112: *> \param[out] RWORK
  113: *> \verbatim
  114: *>          RWORK is DOUBLE PRECISION array, dimension (max(1, 3*N-2))
  115: *> \endverbatim
  116: *>
  117: *> \param[out] INFO
  118: *> \verbatim
  119: *>          INFO is INTEGER
  120: *>          = 0:  successful exit
  121: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  122: *>          > 0:  if INFO = i, the algorithm failed to converge; i
  123: *>                off-diagonal elements of an intermediate tridiagonal
  124: *>                form did not converge to zero.
  125: *> \endverbatim
  126: *
  127: *  Authors:
  128: *  ========
  129: *
  130: *> \author Univ. of Tennessee
  131: *> \author Univ. of California Berkeley
  132: *> \author Univ. of Colorado Denver
  133: *> \author NAG Ltd.
  134: *
  135: *> \ingroup complex16HEeigen
  136: *
  137: *  =====================================================================
  138:       SUBROUTINE ZHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
  139:      $                  INFO )
  140: *
  141: *  -- LAPACK driver routine --
  142: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  143: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  144: *
  145: *     .. Scalar Arguments ..
  146:       CHARACTER          JOBZ, UPLO
  147:       INTEGER            INFO, LDA, LWORK, N
  148: *     ..
  149: *     .. Array Arguments ..
  150:       DOUBLE PRECISION   RWORK( * ), W( * )
  151:       COMPLEX*16         A( LDA, * ), WORK( * )
  152: *     ..
  153: *
  154: *  =====================================================================
  155: *
  156: *     .. Parameters ..
  157:       DOUBLE PRECISION   ZERO, ONE
  158:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
  159:       COMPLEX*16         CONE
  160:       PARAMETER          ( CONE = ( 1.0D0, 0.0D0 ) )
  161: *     ..
  162: *     .. Local Scalars ..
  163:       LOGICAL            LOWER, LQUERY, WANTZ
  164:       INTEGER            IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
  165:      $                   LLWORK, LWKOPT, NB
  166:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  167:      $                   SMLNUM
  168: *     ..
  169: *     .. External Functions ..
  170:       LOGICAL            LSAME
  171:       INTEGER            ILAENV
  172:       DOUBLE PRECISION   DLAMCH, ZLANHE
  173:       EXTERNAL           LSAME, ILAENV, DLAMCH, ZLANHE
  174: *     ..
  175: *     .. External Subroutines ..
  176:       EXTERNAL           DSCAL, DSTERF, XERBLA, ZHETRD, ZLASCL, ZSTEQR,
  177:      $                   ZUNGTR
  178: *     ..
  179: *     .. Intrinsic Functions ..
  180:       INTRINSIC          MAX, SQRT
  181: *     ..
  182: *     .. Executable Statements ..
  183: *
  184: *     Test the input parameters.
  185: *
  186:       WANTZ = LSAME( JOBZ, 'V' )
  187:       LOWER = LSAME( UPLO, 'L' )
  188:       LQUERY = ( LWORK.EQ.-1 )
  189: *
  190:       INFO = 0
  191:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  192:          INFO = -1
  193:       ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  194:          INFO = -2
  195:       ELSE IF( N.LT.0 ) THEN
  196:          INFO = -3
  197:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  198:          INFO = -5
  199:       END IF
  200: *
  201:       IF( INFO.EQ.0 ) THEN
  202:          NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
  203:          LWKOPT = MAX( 1, ( NB+1 )*N )
  204:          WORK( 1 ) = LWKOPT
  205: *
  206:          IF( LWORK.LT.MAX( 1, 2*N-1 ) .AND. .NOT.LQUERY )
  207:      $      INFO = -8
  208:       END IF
  209: *
  210:       IF( INFO.NE.0 ) THEN
  211:          CALL XERBLA( 'ZHEEV ', -INFO )
  212:          RETURN
  213:       ELSE IF( LQUERY ) THEN
  214:          RETURN
  215:       END IF
  216: *
  217: *     Quick return if possible
  218: *
  219:       IF( N.EQ.0 ) THEN
  220:          RETURN
  221:       END IF
  222: *
  223:       IF( N.EQ.1 ) THEN
  224:          W( 1 ) = DBLE( A( 1, 1 ) )
  225:          WORK( 1 ) = 1
  226:          IF( WANTZ )
  227:      $      A( 1, 1 ) = CONE
  228:          RETURN
  229:       END IF
  230: *
  231: *     Get machine constants.
  232: *
  233:       SAFMIN = DLAMCH( 'Safe minimum' )
  234:       EPS = DLAMCH( 'Precision' )
  235:       SMLNUM = SAFMIN / EPS
  236:       BIGNUM = ONE / SMLNUM
  237:       RMIN = SQRT( SMLNUM )
  238:       RMAX = SQRT( BIGNUM )
  239: *
  240: *     Scale matrix to allowable range, if necessary.
  241: *
  242:       ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK )
  243:       ISCALE = 0
  244:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  245:          ISCALE = 1
  246:          SIGMA = RMIN / ANRM
  247:       ELSE IF( ANRM.GT.RMAX ) THEN
  248:          ISCALE = 1
  249:          SIGMA = RMAX / ANRM
  250:       END IF
  251:       IF( ISCALE.EQ.1 )
  252:      $   CALL ZLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
  253: *
  254: *     Call ZHETRD to reduce Hermitian matrix to tridiagonal form.
  255: *
  256:       INDE = 1
  257:       INDTAU = 1
  258:       INDWRK = INDTAU + N
  259:       LLWORK = LWORK - INDWRK + 1
  260:       CALL ZHETRD( UPLO, N, A, LDA, W, RWORK( INDE ), WORK( INDTAU ),
  261:      $             WORK( INDWRK ), LLWORK, IINFO )
  262: *
  263: *     For eigenvalues only, call DSTERF.  For eigenvectors, first call
  264: *     ZUNGTR to generate the unitary matrix, then call ZSTEQR.
  265: *
  266:       IF( .NOT.WANTZ ) THEN
  267:          CALL DSTERF( N, W, RWORK( INDE ), INFO )
  268:       ELSE
  269:          CALL ZUNGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
  270:      $                LLWORK, IINFO )
  271:          INDWRK = INDE + N
  272:          CALL ZSTEQR( JOBZ, N, W, RWORK( INDE ), A, LDA,
  273:      $                RWORK( INDWRK ), INFO )
  274:       END IF
  275: *
  276: *     If matrix was scaled, then rescale eigenvalues appropriately.
  277: *
  278:       IF( ISCALE.EQ.1 ) THEN
  279:          IF( INFO.EQ.0 ) THEN
  280:             IMAX = N
  281:          ELSE
  282:             IMAX = INFO - 1
  283:          END IF
  284:          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  285:       END IF
  286: *
  287: *     Set WORK(1) to optimal complex workspace size.
  288: *
  289:       WORK( 1 ) = LWKOPT
  290: *
  291:       RETURN
  292: *
  293: *     End of ZHEEV
  294: *
  295:       END

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