Annotation of rpl/lapack/lapack/zheevd_2stage.f, revision 1.5
1.1 bertrand 1: *> \brief <b> ZHEEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices</b>
2: *
3: * @precisions fortran z -> s d c
4: *
5: * =========== DOCUMENTATION ===========
6: *
7: * Online html documentation available at
8: * http://www.netlib.org/lapack/explore-html/
9: *
10: *> \htmlonly
11: *> Download ZHEEVD_2STAGE + dependencies
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zheevd_2stage.f">
13: *> [TGZ]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zheevd_2stage.f">
15: *> [ZIP]</a>
16: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zheevd_2stage.f">
17: *> [TXT]</a>
18: *> \endhtmlonly
19: *
20: * Definition:
21: * ===========
22: *
23: * SUBROUTINE ZHEEVD_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK,
24: * RWORK, LRWORK, IWORK, LIWORK, INFO )
25: *
26: * IMPLICIT NONE
27: *
28: * .. Scalar Arguments ..
29: * CHARACTER JOBZ, UPLO
30: * INTEGER INFO, LDA, LIWORK, LRWORK, LWORK, N
31: * ..
32: * .. Array Arguments ..
33: * INTEGER IWORK( * )
34: * DOUBLE PRECISION RWORK( * ), W( * )
35: * COMPLEX*16 A( LDA, * ), WORK( * )
36: * ..
37: *
38: *
39: *> \par Purpose:
40: * =============
41: *>
42: *> \verbatim
43: *>
44: *> ZHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
45: *> complex Hermitian matrix A using the 2stage technique for
46: *> the reduction to tridiagonal. If eigenvectors are desired, it uses a
47: *> divide and conquer algorithm.
48: *>
49: *> The divide and conquer algorithm makes very mild assumptions about
50: *> floating point arithmetic. It will work on machines with a guard
51: *> digit in add/subtract, or on those binary machines without guard
52: *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
53: *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
54: *> without guard digits, but we know of none.
55: *> \endverbatim
56: *
57: * Arguments:
58: * ==========
59: *
60: *> \param[in] JOBZ
61: *> \verbatim
62: *> JOBZ is CHARACTER*1
63: *> = 'N': Compute eigenvalues only;
64: *> = 'V': Compute eigenvalues and eigenvectors.
65: *> Not available in this release.
66: *> \endverbatim
67: *>
68: *> \param[in] UPLO
69: *> \verbatim
70: *> UPLO is CHARACTER*1
71: *> = 'U': Upper triangle of A is stored;
72: *> = 'L': Lower triangle of A is stored.
73: *> \endverbatim
74: *>
75: *> \param[in] N
76: *> \verbatim
77: *> N is INTEGER
78: *> The order of the matrix A. N >= 0.
79: *> \endverbatim
80: *>
81: *> \param[in,out] A
82: *> \verbatim
83: *> A is COMPLEX*16 array, dimension (LDA, N)
84: *> On entry, the Hermitian matrix A. If UPLO = 'U', the
85: *> leading N-by-N upper triangular part of A contains the
86: *> upper triangular part of the matrix A. If UPLO = 'L',
87: *> the leading N-by-N lower triangular part of A contains
88: *> the lower triangular part of the matrix A.
89: *> On exit, if JOBZ = 'V', then if INFO = 0, A contains the
90: *> orthonormal eigenvectors of the matrix A.
91: *> If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
92: *> or the upper triangle (if UPLO='U') of A, including the
93: *> diagonal, is destroyed.
94: *> \endverbatim
95: *>
96: *> \param[in] LDA
97: *> \verbatim
98: *> LDA is INTEGER
99: *> The leading dimension of the array A. LDA >= max(1,N).
100: *> \endverbatim
101: *>
102: *> \param[out] W
103: *> \verbatim
104: *> W is DOUBLE PRECISION array, dimension (N)
105: *> If INFO = 0, the eigenvalues in ascending order.
106: *> \endverbatim
107: *>
108: *> \param[out] WORK
109: *> \verbatim
110: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
111: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
112: *> \endverbatim
113: *>
114: *> \param[in] LWORK
115: *> \verbatim
116: *> LWORK is INTEGER
117: *> The dimension of the array WORK.
118: *> If N <= 1, LWORK must be at least 1.
119: *> If JOBZ = 'N' and N > 1, LWORK must be queried.
120: *> LWORK = MAX(1, dimension) where
121: *> dimension = max(stage1,stage2) + (KD+1)*N + N+1
122: *> = N*KD + N*max(KD+1,FACTOPTNB)
123: *> + max(2*KD*KD, KD*NTHREADS)
124: *> + (KD+1)*N + N+1
125: *> where KD is the blocking size of the reduction,
126: *> FACTOPTNB is the blocking used by the QR or LQ
127: *> algorithm, usually FACTOPTNB=128 is a good choice
128: *> NTHREADS is the number of threads used when
129: *> openMP compilation is enabled, otherwise =1.
130: *> If JOBZ = 'V' and N > 1, LWORK must be at least 2*N + N**2
131: *>
132: *> If LWORK = -1, then a workspace query is assumed; the routine
133: *> only calculates the optimal sizes of the WORK, RWORK and
134: *> IWORK arrays, returns these values as the first entries of
135: *> the WORK, RWORK and IWORK arrays, and no error message
136: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
137: *> \endverbatim
138: *>
139: *> \param[out] RWORK
140: *> \verbatim
141: *> RWORK is DOUBLE PRECISION array,
142: *> dimension (LRWORK)
143: *> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
144: *> \endverbatim
145: *>
146: *> \param[in] LRWORK
147: *> \verbatim
148: *> LRWORK is INTEGER
149: *> The dimension of the array RWORK.
150: *> If N <= 1, LRWORK must be at least 1.
151: *> If JOBZ = 'N' and N > 1, LRWORK must be at least N.
152: *> If JOBZ = 'V' and N > 1, LRWORK must be at least
153: *> 1 + 5*N + 2*N**2.
154: *>
155: *> If LRWORK = -1, then a workspace query is assumed; the
156: *> routine only calculates the optimal sizes of the WORK, RWORK
157: *> and IWORK arrays, returns these values as the first entries
158: *> of the WORK, RWORK and IWORK arrays, and no error message
159: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
160: *> \endverbatim
161: *>
162: *> \param[out] IWORK
163: *> \verbatim
164: *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
165: *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
166: *> \endverbatim
167: *>
168: *> \param[in] LIWORK
169: *> \verbatim
170: *> LIWORK is INTEGER
171: *> The dimension of the array IWORK.
172: *> If N <= 1, LIWORK must be at least 1.
173: *> If JOBZ = 'N' and N > 1, LIWORK must be at least 1.
174: *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
175: *>
176: *> If LIWORK = -1, then a workspace query is assumed; the
177: *> routine only calculates the optimal sizes of the WORK, RWORK
178: *> and IWORK arrays, returns these values as the first entries
179: *> of the WORK, RWORK and IWORK arrays, and no error message
180: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
181: *> \endverbatim
182: *>
183: *> \param[out] INFO
184: *> \verbatim
185: *> INFO is INTEGER
186: *> = 0: successful exit
187: *> < 0: if INFO = -i, the i-th argument had an illegal value
188: *> > 0: if INFO = i and JOBZ = 'N', then the algorithm failed
189: *> to converge; i off-diagonal elements of an intermediate
190: *> tridiagonal form did not converge to zero;
191: *> if INFO = i and JOBZ = 'V', then the algorithm failed
192: *> to compute an eigenvalue while working on the submatrix
193: *> lying in rows and columns INFO/(N+1) through
194: *> mod(INFO,N+1).
195: *> \endverbatim
196: *
197: * Authors:
198: * ========
199: *
200: *> \author Univ. of Tennessee
201: *> \author Univ. of California Berkeley
202: *> \author Univ. of Colorado Denver
203: *> \author NAG Ltd.
204: *
205: *> \ingroup complex16HEeigen
206: *
207: *> \par Further Details:
208: * =====================
209: *>
210: *> Modified description of INFO. Sven, 16 Feb 05.
211: *
212: *> \par Contributors:
213: * ==================
214: *>
215: *> Jeff Rutter, Computer Science Division, University of California
216: *> at Berkeley, USA
217: *>
218: *> \par Further Details:
219: * =====================
220: *>
221: *> \verbatim
222: *>
223: *> All details about the 2stage techniques are available in:
224: *>
225: *> Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
226: *> Parallel reduction to condensed forms for symmetric eigenvalue problems
227: *> using aggregated fine-grained and memory-aware kernels. In Proceedings
228: *> of 2011 International Conference for High Performance Computing,
229: *> Networking, Storage and Analysis (SC '11), New York, NY, USA,
230: *> Article 8 , 11 pages.
231: *> http://doi.acm.org/10.1145/2063384.2063394
232: *>
233: *> A. Haidar, J. Kurzak, P. Luszczek, 2013.
234: *> An improved parallel singular value algorithm and its implementation
235: *> for multicore hardware, In Proceedings of 2013 International Conference
236: *> for High Performance Computing, Networking, Storage and Analysis (SC '13).
237: *> Denver, Colorado, USA, 2013.
238: *> Article 90, 12 pages.
239: *> http://doi.acm.org/10.1145/2503210.2503292
240: *>
241: *> A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
242: *> A novel hybrid CPU-GPU generalized eigensolver for electronic structure
243: *> calculations based on fine-grained memory aware tasks.
244: *> International Journal of High Performance Computing Applications.
245: *> Volume 28 Issue 2, Pages 196-209, May 2014.
246: *> http://hpc.sagepub.com/content/28/2/196
247: *>
248: *> \endverbatim
249: *
250: * =====================================================================
251: SUBROUTINE ZHEEVD_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK,
252: $ RWORK, LRWORK, IWORK, LIWORK, INFO )
253: *
254: IMPLICIT NONE
255: *
1.5 ! bertrand 256: * -- LAPACK driver routine --
1.1 bertrand 257: * -- LAPACK is a software package provided by Univ. of Tennessee, --
258: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
259: *
260: * .. Scalar Arguments ..
261: CHARACTER JOBZ, UPLO
262: INTEGER INFO, LDA, LIWORK, LRWORK, LWORK, N
263: * ..
264: * .. Array Arguments ..
265: INTEGER IWORK( * )
266: DOUBLE PRECISION RWORK( * ), W( * )
267: COMPLEX*16 A( LDA, * ), WORK( * )
268: * ..
269: *
270: * =====================================================================
271: *
272: * .. Parameters ..
273: DOUBLE PRECISION ZERO, ONE
274: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
275: COMPLEX*16 CONE
276: PARAMETER ( CONE = ( 1.0D0, 0.0D0 ) )
277: * ..
278: * .. Local Scalars ..
279: LOGICAL LOWER, LQUERY, WANTZ
280: INTEGER IINFO, IMAX, INDE, INDRWK, INDTAU, INDWK2,
281: $ INDWRK, ISCALE, LIWMIN, LLRWK, LLWORK,
282: $ LLWRK2, LRWMIN, LWMIN,
283: $ LHTRD, LWTRD, KD, IB, INDHOUS
284:
285:
286: DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
287: $ SMLNUM
288: * ..
289: * .. External Functions ..
290: LOGICAL LSAME
1.3 bertrand 291: INTEGER ILAENV2STAGE
1.1 bertrand 292: DOUBLE PRECISION DLAMCH, ZLANHE
1.3 bertrand 293: EXTERNAL LSAME, DLAMCH, ZLANHE, ILAENV2STAGE
1.1 bertrand 294: * ..
295: * .. External Subroutines ..
296: EXTERNAL DSCAL, DSTERF, XERBLA, ZLACPY, ZLASCL,
297: $ ZSTEDC, ZUNMTR, ZHETRD_2STAGE
298: * ..
299: * .. Intrinsic Functions ..
300: INTRINSIC DBLE, MAX, SQRT
301: * ..
302: * .. Executable Statements ..
303: *
304: * Test the input parameters.
305: *
306: WANTZ = LSAME( JOBZ, 'V' )
307: LOWER = LSAME( UPLO, 'L' )
308: LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
309: *
310: INFO = 0
311: IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
312: INFO = -1
313: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
314: INFO = -2
315: ELSE IF( N.LT.0 ) THEN
316: INFO = -3
317: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
318: INFO = -5
319: END IF
320: *
321: IF( INFO.EQ.0 ) THEN
322: IF( N.LE.1 ) THEN
323: LWMIN = 1
324: LRWMIN = 1
325: LIWMIN = 1
326: ELSE
1.3 bertrand 327: KD = ILAENV2STAGE( 1, 'ZHETRD_2STAGE', JOBZ,
328: $ N, -1, -1, -1 )
329: IB = ILAENV2STAGE( 2, 'ZHETRD_2STAGE', JOBZ,
330: $ N, KD, -1, -1 )
331: LHTRD = ILAENV2STAGE( 3, 'ZHETRD_2STAGE', JOBZ,
332: $ N, KD, IB, -1 )
333: LWTRD = ILAENV2STAGE( 4, 'ZHETRD_2STAGE', JOBZ,
334: $ N, KD, IB, -1 )
1.1 bertrand 335: IF( WANTZ ) THEN
336: LWMIN = 2*N + N*N
337: LRWMIN = 1 + 5*N + 2*N**2
338: LIWMIN = 3 + 5*N
339: ELSE
340: LWMIN = N + 1 + LHTRD + LWTRD
341: LRWMIN = N
342: LIWMIN = 1
343: END IF
344: END IF
345: WORK( 1 ) = LWMIN
346: RWORK( 1 ) = LRWMIN
347: IWORK( 1 ) = LIWMIN
348: *
349: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
350: INFO = -8
351: ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
352: INFO = -10
353: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
354: INFO = -12
355: END IF
356: END IF
357: *
358: IF( INFO.NE.0 ) THEN
359: CALL XERBLA( 'ZHEEVD_2STAGE', -INFO )
360: RETURN
361: ELSE IF( LQUERY ) THEN
362: RETURN
363: END IF
364: *
365: * Quick return if possible
366: *
367: IF( N.EQ.0 )
368: $ RETURN
369: *
370: IF( N.EQ.1 ) THEN
371: W( 1 ) = DBLE( A( 1, 1 ) )
372: IF( WANTZ )
373: $ A( 1, 1 ) = CONE
374: RETURN
375: END IF
376: *
377: * Get machine constants.
378: *
379: SAFMIN = DLAMCH( 'Safe minimum' )
380: EPS = DLAMCH( 'Precision' )
381: SMLNUM = SAFMIN / EPS
382: BIGNUM = ONE / SMLNUM
383: RMIN = SQRT( SMLNUM )
384: RMAX = SQRT( BIGNUM )
385: *
386: * Scale matrix to allowable range, if necessary.
387: *
388: ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK )
389: ISCALE = 0
390: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
391: ISCALE = 1
392: SIGMA = RMIN / ANRM
393: ELSE IF( ANRM.GT.RMAX ) THEN
394: ISCALE = 1
395: SIGMA = RMAX / ANRM
396: END IF
397: IF( ISCALE.EQ.1 )
398: $ CALL ZLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
399: *
400: * Call ZHETRD_2STAGE to reduce Hermitian matrix to tridiagonal form.
401: *
402: INDE = 1
403: INDRWK = INDE + N
404: LLRWK = LRWORK - INDRWK + 1
405: INDTAU = 1
406: INDHOUS = INDTAU + N
407: INDWRK = INDHOUS + LHTRD
408: LLWORK = LWORK - INDWRK + 1
409: INDWK2 = INDWRK + N*N
410: LLWRK2 = LWORK - INDWK2 + 1
411: *
412: CALL ZHETRD_2STAGE( JOBZ, UPLO, N, A, LDA, W, RWORK( INDE ),
413: $ WORK( INDTAU ), WORK( INDHOUS ), LHTRD,
414: $ WORK( INDWRK ), LLWORK, IINFO )
415: *
416: * For eigenvalues only, call DSTERF. For eigenvectors, first call
417: * ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
418: * tridiagonal matrix, then call ZUNMTR to multiply it to the
419: * Householder transformations represented as Householder vectors in
420: * A.
421: *
422: IF( .NOT.WANTZ ) THEN
423: CALL DSTERF( N, W, RWORK( INDE ), INFO )
424: ELSE
425: CALL ZSTEDC( 'I', N, W, RWORK( INDE ), WORK( INDWRK ), N,
426: $ WORK( INDWK2 ), LLWRK2, RWORK( INDRWK ), LLRWK,
427: $ IWORK, LIWORK, INFO )
428: CALL ZUNMTR( 'L', UPLO, 'N', N, N, A, LDA, WORK( INDTAU ),
429: $ WORK( INDWRK ), N, WORK( INDWK2 ), LLWRK2, IINFO )
430: CALL ZLACPY( 'A', N, N, WORK( INDWRK ), N, A, LDA )
431: END IF
432: *
433: * If matrix was scaled, then rescale eigenvalues appropriately.
434: *
435: IF( ISCALE.EQ.1 ) THEN
436: IF( INFO.EQ.0 ) THEN
437: IMAX = N
438: ELSE
439: IMAX = INFO - 1
440: END IF
441: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
442: END IF
443: *
444: WORK( 1 ) = LWMIN
445: RWORK( 1 ) = LRWMIN
446: IWORK( 1 ) = LIWMIN
447: *
448: RETURN
449: *
450: * End of ZHEEVD_2STAGE
451: *
452: END
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