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Tue May 29 06:55:23 2018 UTC (5 years, 11 months ago) by bertrand
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Mise à jour de Lapack.

    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: *> \date November 2017
  206: *
  207: *> \ingroup complex16HEeigen
  208: *
  209: *> \par Further Details:
  210: *  =====================
  211: *>
  212: *>  Modified description of INFO. Sven, 16 Feb 05.
  213: *
  214: *> \par Contributors:
  215: *  ==================
  216: *>
  217: *> Jeff Rutter, Computer Science Division, University of California
  218: *> at Berkeley, USA
  219: *>
  220: *> \par Further Details:
  221: *  =====================
  222: *>
  223: *> \verbatim
  224: *>
  225: *>  All details about the 2stage techniques are available in:
  226: *>
  227: *>  Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
  228: *>  Parallel reduction to condensed forms for symmetric eigenvalue problems
  229: *>  using aggregated fine-grained and memory-aware kernels. In Proceedings
  230: *>  of 2011 International Conference for High Performance Computing,
  231: *>  Networking, Storage and Analysis (SC '11), New York, NY, USA,
  232: *>  Article 8 , 11 pages.
  233: *>  http://doi.acm.org/10.1145/2063384.2063394
  234: *>
  235: *>  A. Haidar, J. Kurzak, P. Luszczek, 2013.
  236: *>  An improved parallel singular value algorithm and its implementation 
  237: *>  for multicore hardware, In Proceedings of 2013 International Conference
  238: *>  for High Performance Computing, Networking, Storage and Analysis (SC '13).
  239: *>  Denver, Colorado, USA, 2013.
  240: *>  Article 90, 12 pages.
  241: *>  http://doi.acm.org/10.1145/2503210.2503292
  242: *>
  243: *>  A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
  244: *>  A novel hybrid CPU-GPU generalized eigensolver for electronic structure 
  245: *>  calculations based on fine-grained memory aware tasks.
  246: *>  International Journal of High Performance Computing Applications.
  247: *>  Volume 28 Issue 2, Pages 196-209, May 2014.
  248: *>  http://hpc.sagepub.com/content/28/2/196 
  249: *>
  250: *> \endverbatim
  251: *
  252: *  =====================================================================
  253:       SUBROUTINE ZHEEVD_2STAGE( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK,
  254:      $                   RWORK, LRWORK, IWORK, LIWORK, INFO )
  255: *
  256:       IMPLICIT NONE
  257: *
  258: *  -- LAPACK driver routine (version 3.8.0) --
  259: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  260: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  261: *     November 2017
  262: *
  263: *     .. Scalar Arguments ..
  264:       CHARACTER          JOBZ, UPLO
  265:       INTEGER            INFO, LDA, LIWORK, LRWORK, LWORK, N
  266: *     ..
  267: *     .. Array Arguments ..
  268:       INTEGER            IWORK( * )
  269:       DOUBLE PRECISION   RWORK( * ), W( * )
  270:       COMPLEX*16         A( LDA, * ), WORK( * )
  271: *     ..
  272: *
  273: *  =====================================================================
  274: *
  275: *     .. Parameters ..
  276:       DOUBLE PRECISION   ZERO, ONE
  277:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
  278:       COMPLEX*16         CONE
  279:       PARAMETER          ( CONE = ( 1.0D0, 0.0D0 ) )
  280: *     ..
  281: *     .. Local Scalars ..
  282:       LOGICAL            LOWER, LQUERY, WANTZ
  283:       INTEGER            IINFO, IMAX, INDE, INDRWK, INDTAU, INDWK2,
  284:      $                   INDWRK, ISCALE, LIWMIN, LLRWK, LLWORK,
  285:      $                   LLWRK2, LRWMIN, LWMIN,
  286:      $                   LHTRD, LWTRD, KD, IB, INDHOUS
  287: 
  288: 
  289:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  290:      $                   SMLNUM
  291: *     ..
  292: *     .. External Functions ..
  293:       LOGICAL            LSAME
  294:       INTEGER            ILAENV2STAGE
  295:       DOUBLE PRECISION   DLAMCH, ZLANHE
  296:       EXTERNAL           LSAME, DLAMCH, ZLANHE, ILAENV2STAGE
  297: *     ..
  298: *     .. External Subroutines ..
  299:       EXTERNAL           DSCAL, DSTERF, XERBLA, ZLACPY, ZLASCL,
  300:      $                   ZSTEDC, ZUNMTR, ZHETRD_2STAGE
  301: *     ..
  302: *     .. Intrinsic Functions ..
  303:       INTRINSIC          DBLE, MAX, SQRT 
  304: *     ..
  305: *     .. Executable Statements ..
  306: *
  307: *     Test the input parameters.
  308: *
  309:       WANTZ = LSAME( JOBZ, 'V' )
  310:       LOWER = LSAME( UPLO, 'L' )
  311:       LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  312: *
  313:       INFO = 0
  314:       IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
  315:          INFO = -1
  316:       ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  317:          INFO = -2
  318:       ELSE IF( N.LT.0 ) THEN
  319:          INFO = -3
  320:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  321:          INFO = -5
  322:       END IF
  323: *
  324:       IF( INFO.EQ.0 ) THEN
  325:          IF( N.LE.1 ) THEN
  326:             LWMIN = 1
  327:             LRWMIN = 1
  328:             LIWMIN = 1
  329:          ELSE
  330:             KD    = ILAENV2STAGE( 1, 'ZHETRD_2STAGE', JOBZ,
  331:      $                            N, -1, -1, -1 )
  332:             IB    = ILAENV2STAGE( 2, 'ZHETRD_2STAGE', JOBZ,
  333:      $                            N, KD, -1, -1 )
  334:             LHTRD = ILAENV2STAGE( 3, 'ZHETRD_2STAGE', JOBZ,
  335:      $                            N, KD, IB, -1 )
  336:             LWTRD = ILAENV2STAGE( 4, 'ZHETRD_2STAGE', JOBZ,
  337:      $                            N, KD, IB, -1 )
  338:             IF( WANTZ ) THEN
  339:                LWMIN = 2*N + N*N
  340:                LRWMIN = 1 + 5*N + 2*N**2
  341:                LIWMIN = 3 + 5*N
  342:             ELSE
  343:                LWMIN = N + 1 + LHTRD + LWTRD
  344:                LRWMIN = N
  345:                LIWMIN = 1
  346:             END IF
  347:          END IF
  348:          WORK( 1 )  = LWMIN
  349:          RWORK( 1 ) = LRWMIN
  350:          IWORK( 1 ) = LIWMIN
  351: *
  352:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  353:             INFO = -8
  354:          ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  355:             INFO = -10
  356:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  357:             INFO = -12
  358:          END IF
  359:       END IF
  360: *
  361:       IF( INFO.NE.0 ) THEN
  362:          CALL XERBLA( 'ZHEEVD_2STAGE', -INFO )
  363:          RETURN
  364:       ELSE IF( LQUERY ) THEN
  365:          RETURN
  366:       END IF
  367: *
  368: *     Quick return if possible
  369: *
  370:       IF( N.EQ.0 )
  371:      $   RETURN
  372: *
  373:       IF( N.EQ.1 ) THEN
  374:          W( 1 ) = DBLE( A( 1, 1 ) )
  375:          IF( WANTZ )
  376:      $      A( 1, 1 ) = CONE
  377:          RETURN
  378:       END IF
  379: *
  380: *     Get machine constants.
  381: *
  382:       SAFMIN = DLAMCH( 'Safe minimum' )
  383:       EPS    = DLAMCH( 'Precision' )
  384:       SMLNUM = SAFMIN / EPS
  385:       BIGNUM = ONE / SMLNUM
  386:       RMIN   = SQRT( SMLNUM )
  387:       RMAX   = SQRT( BIGNUM )
  388: *
  389: *     Scale matrix to allowable range, if necessary.
  390: *
  391:       ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK )
  392:       ISCALE = 0
  393:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  394:          ISCALE = 1
  395:          SIGMA = RMIN / ANRM
  396:       ELSE IF( ANRM.GT.RMAX ) THEN
  397:          ISCALE = 1
  398:          SIGMA = RMAX / ANRM
  399:       END IF
  400:       IF( ISCALE.EQ.1 )
  401:      $   CALL ZLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
  402: *
  403: *     Call ZHETRD_2STAGE to reduce Hermitian matrix to tridiagonal form.
  404: *
  405:       INDE    = 1
  406:       INDRWK  = INDE + N
  407:       LLRWK   = LRWORK - INDRWK + 1
  408:       INDTAU  = 1
  409:       INDHOUS = INDTAU + N
  410:       INDWRK  = INDHOUS + LHTRD
  411:       LLWORK  = LWORK - INDWRK + 1
  412:       INDWK2  = INDWRK + N*N
  413:       LLWRK2  = LWORK - INDWK2 + 1
  414: *
  415:       CALL ZHETRD_2STAGE( JOBZ, UPLO, N, A, LDA, W, RWORK( INDE ),
  416:      $                    WORK( INDTAU ), WORK( INDHOUS ), LHTRD, 
  417:      $                    WORK( INDWRK ), LLWORK, IINFO )
  418: *
  419: *     For eigenvalues only, call DSTERF.  For eigenvectors, first call
  420: *     ZSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
  421: *     tridiagonal matrix, then call ZUNMTR to multiply it to the
  422: *     Householder transformations represented as Householder vectors in
  423: *     A.
  424: *
  425:       IF( .NOT.WANTZ ) THEN
  426:          CALL DSTERF( N, W, RWORK( INDE ), INFO )
  427:       ELSE
  428:          CALL ZSTEDC( 'I', N, W, RWORK( INDE ), WORK( INDWRK ), N,
  429:      $                WORK( INDWK2 ), LLWRK2, RWORK( INDRWK ), LLRWK,
  430:      $                IWORK, LIWORK, INFO )
  431:          CALL ZUNMTR( 'L', UPLO, 'N', N, N, A, LDA, WORK( INDTAU ),
  432:      $                WORK( INDWRK ), N, WORK( INDWK2 ), LLWRK2, IINFO )
  433:          CALL ZLACPY( 'A', N, N, WORK( INDWRK ), N, A, LDA )
  434:       END IF
  435: *
  436: *     If matrix was scaled, then rescale eigenvalues appropriately.
  437: *
  438:       IF( ISCALE.EQ.1 ) THEN
  439:          IF( INFO.EQ.0 ) THEN
  440:             IMAX = N
  441:          ELSE
  442:             IMAX = INFO - 1
  443:          END IF
  444:          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  445:       END IF
  446: *
  447:       WORK( 1 )  = LWMIN
  448:       RWORK( 1 ) = LRWMIN
  449:       IWORK( 1 ) = LIWMIN
  450: *
  451:       RETURN
  452: *
  453: *     End of ZHEEVD_2STAGE
  454: *
  455:       END

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