Annotation of rpl/lapack/lapack/zheevr.f, revision 1.10
1.10 ! bertrand 1: *> \brief <b> ZHEEVR 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 ZHEEVR + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zheevr.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zheevr.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zheevr.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE ZHEEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
! 22: * ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK,
! 23: * RWORK, LRWORK, IWORK, LIWORK, INFO )
! 24: *
! 25: * .. Scalar Arguments ..
! 26: * CHARACTER JOBZ, RANGE, UPLO
! 27: * INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LRWORK, LWORK,
! 28: * $ M, N
! 29: * DOUBLE PRECISION ABSTOL, VL, VU
! 30: * ..
! 31: * .. Array Arguments ..
! 32: * INTEGER ISUPPZ( * ), IWORK( * )
! 33: * DOUBLE PRECISION RWORK( * ), W( * )
! 34: * COMPLEX*16 A( LDA, * ), WORK( * ), Z( LDZ, * )
! 35: * ..
! 36: *
! 37: *
! 38: *> \par Purpose:
! 39: * =============
! 40: *>
! 41: *> \verbatim
! 42: *>
! 43: *> ZHEEVR computes selected eigenvalues and, optionally, eigenvectors
! 44: *> of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
! 45: *> be selected by specifying either a range of values or a range of
! 46: *> indices for the desired eigenvalues.
! 47: *>
! 48: *> ZHEEVR first reduces the matrix A to tridiagonal form T with a call
! 49: *> to ZHETRD. Then, whenever possible, ZHEEVR calls ZSTEMR to compute
! 50: *> eigenspectrum using Relatively Robust Representations. ZSTEMR
! 51: *> computes eigenvalues by the dqds algorithm, while orthogonal
! 52: *> eigenvectors are computed from various "good" L D L^T representations
! 53: *> (also known as Relatively Robust Representations). Gram-Schmidt
! 54: *> orthogonalization is avoided as far as possible. More specifically,
! 55: *> the various steps of the algorithm are as follows.
! 56: *>
! 57: *> For each unreduced block (submatrix) of T,
! 58: *> (a) Compute T - sigma I = L D L^T, so that L and D
! 59: *> define all the wanted eigenvalues to high relative accuracy.
! 60: *> This means that small relative changes in the entries of D and L
! 61: *> cause only small relative changes in the eigenvalues and
! 62: *> eigenvectors. The standard (unfactored) representation of the
! 63: *> tridiagonal matrix T does not have this property in general.
! 64: *> (b) Compute the eigenvalues to suitable accuracy.
! 65: *> If the eigenvectors are desired, the algorithm attains full
! 66: *> accuracy of the computed eigenvalues only right before
! 67: *> the corresponding vectors have to be computed, see steps c) and d).
! 68: *> (c) For each cluster of close eigenvalues, select a new
! 69: *> shift close to the cluster, find a new factorization, and refine
! 70: *> the shifted eigenvalues to suitable accuracy.
! 71: *> (d) For each eigenvalue with a large enough relative separation compute
! 72: *> the corresponding eigenvector by forming a rank revealing twisted
! 73: *> factorization. Go back to (c) for any clusters that remain.
! 74: *>
! 75: *> The desired accuracy of the output can be specified by the input
! 76: *> parameter ABSTOL.
! 77: *>
! 78: *> For more details, see DSTEMR's documentation and:
! 79: *> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
! 80: *> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
! 81: *> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
! 82: *> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
! 83: *> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
! 84: *> 2004. Also LAPACK Working Note 154.
! 85: *> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
! 86: *> tridiagonal eigenvalue/eigenvector problem",
! 87: *> Computer Science Division Technical Report No. UCB/CSD-97-971,
! 88: *> UC Berkeley, May 1997.
! 89: *>
! 90: *>
! 91: *> Note 1 : ZHEEVR calls ZSTEMR when the full spectrum is requested
! 92: *> on machines which conform to the ieee-754 floating point standard.
! 93: *> ZHEEVR calls DSTEBZ and ZSTEIN on non-ieee machines and
! 94: *> when partial spectrum requests are made.
! 95: *>
! 96: *> Normal execution of ZSTEMR may create NaNs and infinities and
! 97: *> hence may abort due to a floating point exception in environments
! 98: *> which do not handle NaNs and infinities in the ieee standard default
! 99: *> manner.
! 100: *> \endverbatim
! 101: *
! 102: * Arguments:
! 103: * ==========
! 104: *
! 105: *> \param[in] JOBZ
! 106: *> \verbatim
! 107: *> JOBZ is CHARACTER*1
! 108: *> = 'N': Compute eigenvalues only;
! 109: *> = 'V': Compute eigenvalues and eigenvectors.
! 110: *> \endverbatim
! 111: *>
! 112: *> \param[in] RANGE
! 113: *> \verbatim
! 114: *> RANGE is CHARACTER*1
! 115: *> = 'A': all eigenvalues will be found.
! 116: *> = 'V': all eigenvalues in the half-open interval (VL,VU]
! 117: *> will be found.
! 118: *> = 'I': the IL-th through IU-th eigenvalues will be found.
! 119: *> For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
! 120: *> ZSTEIN are called
! 121: *> \endverbatim
! 122: *>
! 123: *> \param[in] UPLO
! 124: *> \verbatim
! 125: *> UPLO is CHARACTER*1
! 126: *> = 'U': Upper triangle of A is stored;
! 127: *> = 'L': Lower triangle of A is stored.
! 128: *> \endverbatim
! 129: *>
! 130: *> \param[in] N
! 131: *> \verbatim
! 132: *> N is INTEGER
! 133: *> The order of the matrix A. N >= 0.
! 134: *> \endverbatim
! 135: *>
! 136: *> \param[in,out] A
! 137: *> \verbatim
! 138: *> A is COMPLEX*16 array, dimension (LDA, N)
! 139: *> On entry, the Hermitian matrix A. If UPLO = 'U', the
! 140: *> leading N-by-N upper triangular part of A contains the
! 141: *> upper triangular part of the matrix A. If UPLO = 'L',
! 142: *> the leading N-by-N lower triangular part of A contains
! 143: *> the lower triangular part of the matrix A.
! 144: *> On exit, the lower triangle (if UPLO='L') or the upper
! 145: *> triangle (if UPLO='U') of A, including the diagonal, is
! 146: *> destroyed.
! 147: *> \endverbatim
! 148: *>
! 149: *> \param[in] LDA
! 150: *> \verbatim
! 151: *> LDA is INTEGER
! 152: *> The leading dimension of the array A. LDA >= max(1,N).
! 153: *> \endverbatim
! 154: *>
! 155: *> \param[in] VL
! 156: *> \verbatim
! 157: *> VL is DOUBLE PRECISION
! 158: *> \endverbatim
! 159: *>
! 160: *> \param[in] VU
! 161: *> \verbatim
! 162: *> VU is DOUBLE PRECISION
! 163: *> If RANGE='V', the lower and upper bounds of the interval to
! 164: *> be searched for eigenvalues. VL < VU.
! 165: *> Not referenced if RANGE = 'A' or 'I'.
! 166: *> \endverbatim
! 167: *>
! 168: *> \param[in] IL
! 169: *> \verbatim
! 170: *> IL is INTEGER
! 171: *> \endverbatim
! 172: *>
! 173: *> \param[in] IU
! 174: *> \verbatim
! 175: *> IU is INTEGER
! 176: *> If RANGE='I', the indices (in ascending order) of the
! 177: *> smallest and largest eigenvalues to be returned.
! 178: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
! 179: *> Not referenced if RANGE = 'A' or 'V'.
! 180: *> \endverbatim
! 181: *>
! 182: *> \param[in] ABSTOL
! 183: *> \verbatim
! 184: *> ABSTOL is DOUBLE PRECISION
! 185: *> The absolute error tolerance for the eigenvalues.
! 186: *> An approximate eigenvalue is accepted as converged
! 187: *> when it is determined to lie in an interval [a,b]
! 188: *> of width less than or equal to
! 189: *>
! 190: *> ABSTOL + EPS * max( |a|,|b| ) ,
! 191: *>
! 192: *> where EPS is the machine precision. If ABSTOL is less than
! 193: *> or equal to zero, then EPS*|T| will be used in its place,
! 194: *> where |T| is the 1-norm of the tridiagonal matrix obtained
! 195: *> by reducing A to tridiagonal form.
! 196: *>
! 197: *> See "Computing Small Singular Values of Bidiagonal Matrices
! 198: *> with Guaranteed High Relative Accuracy," by Demmel and
! 199: *> Kahan, LAPACK Working Note #3.
! 200: *>
! 201: *> If high relative accuracy is important, set ABSTOL to
! 202: *> DLAMCH( 'Safe minimum' ). Doing so will guarantee that
! 203: *> eigenvalues are computed to high relative accuracy when
! 204: *> possible in future releases. The current code does not
! 205: *> make any guarantees about high relative accuracy, but
! 206: *> furutre releases will. See J. Barlow and J. Demmel,
! 207: *> "Computing Accurate Eigensystems of Scaled Diagonally
! 208: *> Dominant Matrices", LAPACK Working Note #7, for a discussion
! 209: *> of which matrices define their eigenvalues to high relative
! 210: *> accuracy.
! 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: *> The first M elements contain the selected eigenvalues in
! 224: *> ascending order.
! 225: *> \endverbatim
! 226: *>
! 227: *> \param[out] Z
! 228: *> \verbatim
! 229: *> Z is COMPLEX*16 array, dimension (LDZ, max(1,M))
! 230: *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
! 231: *> contain the orthonormal eigenvectors of the matrix A
! 232: *> corresponding to the selected eigenvalues, with the i-th
! 233: *> column of Z holding the eigenvector associated with W(i).
! 234: *> If JOBZ = 'N', then Z is not referenced.
! 235: *> Note: the user must ensure that at least max(1,M) columns are
! 236: *> supplied in the array Z; if RANGE = 'V', the exact value of M
! 237: *> is not known in advance and an upper bound must be used.
! 238: *> \endverbatim
! 239: *>
! 240: *> \param[in] LDZ
! 241: *> \verbatim
! 242: *> LDZ is INTEGER
! 243: *> The leading dimension of the array Z. LDZ >= 1, and if
! 244: *> JOBZ = 'V', LDZ >= max(1,N).
! 245: *> \endverbatim
! 246: *>
! 247: *> \param[out] ISUPPZ
! 248: *> \verbatim
! 249: *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
! 250: *> The support of the eigenvectors in Z, i.e., the indices
! 251: *> indicating the nonzero elements in Z. The i-th eigenvector
! 252: *> is nonzero only in elements ISUPPZ( 2*i-1 ) through
! 253: *> ISUPPZ( 2*i ).
! 254: *> Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
! 255: *> \endverbatim
! 256: *>
! 257: *> \param[out] WORK
! 258: *> \verbatim
! 259: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
! 260: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
! 261: *> \endverbatim
! 262: *>
! 263: *> \param[in] LWORK
! 264: *> \verbatim
! 265: *> LWORK is INTEGER
! 266: *> The length of the array WORK. LWORK >= max(1,2*N).
! 267: *> For optimal efficiency, LWORK >= (NB+1)*N,
! 268: *> where NB is the max of the blocksize for ZHETRD and for
! 269: *> ZUNMTR as returned by ILAENV.
! 270: *>
! 271: *> If LWORK = -1, then a workspace query is assumed; the routine
! 272: *> only calculates the optimal sizes of the WORK, RWORK and
! 273: *> IWORK arrays, returns these values as the first entries of
! 274: *> the WORK, RWORK and IWORK arrays, and no error message
! 275: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
! 276: *> \endverbatim
! 277: *>
! 278: *> \param[out] RWORK
! 279: *> \verbatim
! 280: *> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
! 281: *> On exit, if INFO = 0, RWORK(1) returns the optimal
! 282: *> (and minimal) LRWORK.
! 283: *> \endverbatim
! 284: *>
! 285: *> \param[in] LRWORK
! 286: *> \verbatim
! 287: *> LRWORK is INTEGER
! 288: *> The length of the array RWORK. LRWORK >= max(1,24*N).
! 289: *>
! 290: *> If LRWORK = -1, then a workspace query is assumed; the
! 291: *> routine only calculates the optimal sizes of the WORK, RWORK
! 292: *> and IWORK arrays, returns these values as the first entries
! 293: *> of the WORK, RWORK and IWORK arrays, and no error message
! 294: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
! 295: *> \endverbatim
! 296: *>
! 297: *> \param[out] IWORK
! 298: *> \verbatim
! 299: *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
! 300: *> On exit, if INFO = 0, IWORK(1) returns the optimal
! 301: *> (and minimal) LIWORK.
! 302: *> \endverbatim
! 303: *>
! 304: *> \param[in] LIWORK
! 305: *> \verbatim
! 306: *> LIWORK is INTEGER
! 307: *> The dimension of the array IWORK. LIWORK >= max(1,10*N).
! 308: *>
! 309: *> If LIWORK = -1, then a workspace query is assumed; the
! 310: *> routine only calculates the optimal sizes of the WORK, RWORK
! 311: *> and IWORK arrays, returns these values as the first entries
! 312: *> of the WORK, RWORK and IWORK arrays, and no error message
! 313: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
! 314: *> \endverbatim
! 315: *>
! 316: *> \param[out] INFO
! 317: *> \verbatim
! 318: *> INFO is INTEGER
! 319: *> = 0: successful exit
! 320: *> < 0: if INFO = -i, the i-th argument had an illegal value
! 321: *> > 0: Internal error
! 322: *> \endverbatim
! 323: *
! 324: * Authors:
! 325: * ========
! 326: *
! 327: *> \author Univ. of Tennessee
! 328: *> \author Univ. of California Berkeley
! 329: *> \author Univ. of Colorado Denver
! 330: *> \author NAG Ltd.
! 331: *
! 332: *> \date November 2011
! 333: *
! 334: *> \ingroup complex16HEeigen
! 335: *
! 336: *> \par Contributors:
! 337: * ==================
! 338: *>
! 339: *> Inderjit Dhillon, IBM Almaden, USA \n
! 340: *> Osni Marques, LBNL/NERSC, USA \n
! 341: *> Ken Stanley, Computer Science Division, University of
! 342: *> California at Berkeley, USA \n
! 343: *> Jason Riedy, Computer Science Division, University of
! 344: *> California at Berkeley, USA \n
! 345: *>
! 346: * =====================================================================
1.1 bertrand 347: SUBROUTINE ZHEEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
348: $ ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK,
349: $ RWORK, LRWORK, IWORK, LIWORK, INFO )
350: *
1.10 ! bertrand 351: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 352: * -- LAPACK is a software package provided by Univ. of Tennessee, --
353: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.10 ! bertrand 354: * November 2011
1.1 bertrand 355: *
356: * .. Scalar Arguments ..
357: CHARACTER JOBZ, RANGE, UPLO
358: INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LRWORK, LWORK,
359: $ M, N
360: DOUBLE PRECISION ABSTOL, VL, VU
361: * ..
362: * .. Array Arguments ..
363: INTEGER ISUPPZ( * ), IWORK( * )
364: DOUBLE PRECISION RWORK( * ), W( * )
365: COMPLEX*16 A( LDA, * ), WORK( * ), Z( LDZ, * )
366: * ..
367: *
1.9 bertrand 368: * =====================================================================
1.1 bertrand 369: *
370: * .. Parameters ..
371: DOUBLE PRECISION ZERO, ONE, TWO
372: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
373: * ..
374: * .. Local Scalars ..
375: LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, TEST, VALEIG,
376: $ WANTZ, TRYRAC
377: CHARACTER ORDER
378: INTEGER I, IEEEOK, IINFO, IMAX, INDIBL, INDIFL, INDISP,
379: $ INDIWO, INDRD, INDRDD, INDRE, INDREE, INDRWK,
380: $ INDTAU, INDWK, INDWKN, ISCALE, ITMP1, J, JJ,
381: $ LIWMIN, LLWORK, LLRWORK, LLWRKN, LRWMIN,
382: $ LWKOPT, LWMIN, NB, NSPLIT
383: DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
384: $ SIGMA, SMLNUM, TMP1, VLL, VUU
385: * ..
386: * .. External Functions ..
387: LOGICAL LSAME
388: INTEGER ILAENV
389: DOUBLE PRECISION DLAMCH, ZLANSY
390: EXTERNAL LSAME, ILAENV, DLAMCH, ZLANSY
391: * ..
392: * .. External Subroutines ..
393: EXTERNAL DCOPY, DSCAL, DSTEBZ, DSTERF, XERBLA, ZDSCAL,
394: $ ZHETRD, ZSTEMR, ZSTEIN, ZSWAP, ZUNMTR
395: * ..
396: * .. Intrinsic Functions ..
397: INTRINSIC DBLE, MAX, MIN, SQRT
398: * ..
399: * .. Executable Statements ..
400: *
401: * Test the input parameters.
402: *
403: IEEEOK = ILAENV( 10, 'ZHEEVR', 'N', 1, 2, 3, 4 )
404: *
405: LOWER = LSAME( UPLO, 'L' )
406: WANTZ = LSAME( JOBZ, 'V' )
407: ALLEIG = LSAME( RANGE, 'A' )
408: VALEIG = LSAME( RANGE, 'V' )
409: INDEIG = LSAME( RANGE, 'I' )
410: *
411: LQUERY = ( ( LWORK.EQ.-1 ) .OR. ( LRWORK.EQ.-1 ) .OR.
412: $ ( LIWORK.EQ.-1 ) )
413: *
414: LRWMIN = MAX( 1, 24*N )
415: LIWMIN = MAX( 1, 10*N )
416: LWMIN = MAX( 1, 2*N )
417: *
418: INFO = 0
419: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
420: INFO = -1
421: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
422: INFO = -2
423: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
424: INFO = -3
425: ELSE IF( N.LT.0 ) THEN
426: INFO = -4
427: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
428: INFO = -6
429: ELSE
430: IF( VALEIG ) THEN
431: IF( N.GT.0 .AND. VU.LE.VL )
432: $ INFO = -8
433: ELSE IF( INDEIG ) THEN
434: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
435: INFO = -9
436: ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
437: INFO = -10
438: END IF
439: END IF
440: END IF
441: IF( INFO.EQ.0 ) THEN
442: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
443: INFO = -15
444: END IF
445: END IF
446: *
447: IF( INFO.EQ.0 ) THEN
448: NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
449: NB = MAX( NB, ILAENV( 1, 'ZUNMTR', UPLO, N, -1, -1, -1 ) )
450: LWKOPT = MAX( ( NB+1 )*N, LWMIN )
451: WORK( 1 ) = LWKOPT
452: RWORK( 1 ) = LRWMIN
453: IWORK( 1 ) = LIWMIN
454: *
455: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
456: INFO = -18
457: ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
458: INFO = -20
459: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
460: INFO = -22
461: END IF
462: END IF
463: *
464: IF( INFO.NE.0 ) THEN
465: CALL XERBLA( 'ZHEEVR', -INFO )
466: RETURN
467: ELSE IF( LQUERY ) THEN
468: RETURN
469: END IF
470: *
471: * Quick return if possible
472: *
473: M = 0
474: IF( N.EQ.0 ) THEN
475: WORK( 1 ) = 1
476: RETURN
477: END IF
478: *
479: IF( N.EQ.1 ) THEN
480: WORK( 1 ) = 2
481: IF( ALLEIG .OR. INDEIG ) THEN
482: M = 1
483: W( 1 ) = DBLE( A( 1, 1 ) )
484: ELSE
485: IF( VL.LT.DBLE( A( 1, 1 ) ) .AND. VU.GE.DBLE( A( 1, 1 ) ) )
486: $ THEN
487: M = 1
488: W( 1 ) = DBLE( A( 1, 1 ) )
489: END IF
490: END IF
1.5 bertrand 491: IF( WANTZ ) THEN
492: Z( 1, 1 ) = ONE
493: ISUPPZ( 1 ) = 1
494: ISUPPZ( 2 ) = 1
495: END IF
1.1 bertrand 496: RETURN
497: END IF
498: *
499: * Get machine constants.
500: *
501: SAFMIN = DLAMCH( 'Safe minimum' )
502: EPS = DLAMCH( 'Precision' )
503: SMLNUM = SAFMIN / EPS
504: BIGNUM = ONE / SMLNUM
505: RMIN = SQRT( SMLNUM )
506: RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
507: *
508: * Scale matrix to allowable range, if necessary.
509: *
510: ISCALE = 0
511: ABSTLL = ABSTOL
512: IF (VALEIG) THEN
513: VLL = VL
514: VUU = VU
515: END IF
516: ANRM = ZLANSY( 'M', UPLO, N, A, LDA, RWORK )
517: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
518: ISCALE = 1
519: SIGMA = RMIN / ANRM
520: ELSE IF( ANRM.GT.RMAX ) THEN
521: ISCALE = 1
522: SIGMA = RMAX / ANRM
523: END IF
524: IF( ISCALE.EQ.1 ) THEN
525: IF( LOWER ) THEN
526: DO 10 J = 1, N
527: CALL ZDSCAL( N-J+1, SIGMA, A( J, J ), 1 )
528: 10 CONTINUE
529: ELSE
530: DO 20 J = 1, N
531: CALL ZDSCAL( J, SIGMA, A( 1, J ), 1 )
532: 20 CONTINUE
533: END IF
534: IF( ABSTOL.GT.0 )
535: $ ABSTLL = ABSTOL*SIGMA
536: IF( VALEIG ) THEN
537: VLL = VL*SIGMA
538: VUU = VU*SIGMA
539: END IF
540: END IF
541:
542: * Initialize indices into workspaces. Note: The IWORK indices are
543: * used only if DSTERF or ZSTEMR fail.
544:
545: * WORK(INDTAU:INDTAU+N-1) stores the complex scalar factors of the
546: * elementary reflectors used in ZHETRD.
547: INDTAU = 1
548: * INDWK is the starting offset of the remaining complex workspace,
549: * and LLWORK is the remaining complex workspace size.
550: INDWK = INDTAU + N
551: LLWORK = LWORK - INDWK + 1
552:
553: * RWORK(INDRD:INDRD+N-1) stores the real tridiagonal's diagonal
554: * entries.
555: INDRD = 1
556: * RWORK(INDRE:INDRE+N-1) stores the off-diagonal entries of the
557: * tridiagonal matrix from ZHETRD.
558: INDRE = INDRD + N
559: * RWORK(INDRDD:INDRDD+N-1) is a copy of the diagonal entries over
560: * -written by ZSTEMR (the DSTERF path copies the diagonal to W).
561: INDRDD = INDRE + N
562: * RWORK(INDREE:INDREE+N-1) is a copy of the off-diagonal entries over
563: * -written while computing the eigenvalues in DSTERF and ZSTEMR.
564: INDREE = INDRDD + N
565: * INDRWK is the starting offset of the left-over real workspace, and
566: * LLRWORK is the remaining workspace size.
567: INDRWK = INDREE + N
568: LLRWORK = LRWORK - INDRWK + 1
569:
570: * IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in DSTEBZ and
571: * stores the block indices of each of the M<=N eigenvalues.
572: INDIBL = 1
573: * IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in DSTEBZ and
574: * stores the starting and finishing indices of each block.
575: INDISP = INDIBL + N
576: * IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors
577: * that corresponding to eigenvectors that fail to converge in
578: * DSTEIN. This information is discarded; if any fail, the driver
579: * returns INFO > 0.
580: INDIFL = INDISP + N
581: * INDIWO is the offset of the remaining integer workspace.
582: INDIWO = INDISP + N
583:
584: *
585: * Call ZHETRD to reduce Hermitian matrix to tridiagonal form.
586: *
587: CALL ZHETRD( UPLO, N, A, LDA, RWORK( INDRD ), RWORK( INDRE ),
588: $ WORK( INDTAU ), WORK( INDWK ), LLWORK, IINFO )
589: *
590: * If all eigenvalues are desired
591: * then call DSTERF or ZSTEMR and ZUNMTR.
592: *
593: TEST = .FALSE.
594: IF( INDEIG ) THEN
595: IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
596: TEST = .TRUE.
597: END IF
598: END IF
599: IF( ( ALLEIG.OR.TEST ) .AND. ( IEEEOK.EQ.1 ) ) THEN
600: IF( .NOT.WANTZ ) THEN
601: CALL DCOPY( N, RWORK( INDRD ), 1, W, 1 )
602: CALL DCOPY( N-1, RWORK( INDRE ), 1, RWORK( INDREE ), 1 )
603: CALL DSTERF( N, W, RWORK( INDREE ), INFO )
604: ELSE
605: CALL DCOPY( N-1, RWORK( INDRE ), 1, RWORK( INDREE ), 1 )
606: CALL DCOPY( N, RWORK( INDRD ), 1, RWORK( INDRDD ), 1 )
607: *
608: IF (ABSTOL .LE. TWO*N*EPS) THEN
609: TRYRAC = .TRUE.
610: ELSE
611: TRYRAC = .FALSE.
612: END IF
613: CALL ZSTEMR( JOBZ, 'A', N, RWORK( INDRDD ),
614: $ RWORK( INDREE ), VL, VU, IL, IU, M, W,
615: $ Z, LDZ, N, ISUPPZ, TRYRAC,
616: $ RWORK( INDRWK ), LLRWORK,
617: $ IWORK, LIWORK, INFO )
618: *
619: * Apply unitary matrix used in reduction to tridiagonal
620: * form to eigenvectors returned by ZSTEIN.
621: *
622: IF( WANTZ .AND. INFO.EQ.0 ) THEN
623: INDWKN = INDWK
624: LLWRKN = LWORK - INDWKN + 1
625: CALL ZUNMTR( 'L', UPLO, 'N', N, M, A, LDA,
626: $ WORK( INDTAU ), Z, LDZ, WORK( INDWKN ),
627: $ LLWRKN, IINFO )
628: END IF
629: END IF
630: *
631: *
632: IF( INFO.EQ.0 ) THEN
633: M = N
634: GO TO 30
635: END IF
636: INFO = 0
637: END IF
638: *
639: * Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN.
640: * Also call DSTEBZ and ZSTEIN if ZSTEMR fails.
641: *
642: IF( WANTZ ) THEN
643: ORDER = 'B'
644: ELSE
645: ORDER = 'E'
646: END IF
647:
648: CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
649: $ RWORK( INDRD ), RWORK( INDRE ), M, NSPLIT, W,
650: $ IWORK( INDIBL ), IWORK( INDISP ), RWORK( INDRWK ),
651: $ IWORK( INDIWO ), INFO )
652: *
653: IF( WANTZ ) THEN
654: CALL ZSTEIN( N, RWORK( INDRD ), RWORK( INDRE ), M, W,
655: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
656: $ RWORK( INDRWK ), IWORK( INDIWO ), IWORK( INDIFL ),
657: $ INFO )
658: *
659: * Apply unitary matrix used in reduction to tridiagonal
660: * form to eigenvectors returned by ZSTEIN.
661: *
662: INDWKN = INDWK
663: LLWRKN = LWORK - INDWKN + 1
664: CALL ZUNMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
665: $ LDZ, WORK( INDWKN ), LLWRKN, IINFO )
666: END IF
667: *
668: * If matrix was scaled, then rescale eigenvalues appropriately.
669: *
670: 30 CONTINUE
671: IF( ISCALE.EQ.1 ) THEN
672: IF( INFO.EQ.0 ) THEN
673: IMAX = M
674: ELSE
675: IMAX = INFO - 1
676: END IF
677: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
678: END IF
679: *
680: * If eigenvalues are not in order, then sort them, along with
681: * eigenvectors.
682: *
683: IF( WANTZ ) THEN
684: DO 50 J = 1, M - 1
685: I = 0
686: TMP1 = W( J )
687: DO 40 JJ = J + 1, M
688: IF( W( JJ ).LT.TMP1 ) THEN
689: I = JJ
690: TMP1 = W( JJ )
691: END IF
692: 40 CONTINUE
693: *
694: IF( I.NE.0 ) THEN
695: ITMP1 = IWORK( INDIBL+I-1 )
696: W( I ) = W( J )
697: IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
698: W( J ) = TMP1
699: IWORK( INDIBL+J-1 ) = ITMP1
700: CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
701: END IF
702: 50 CONTINUE
703: END IF
704: *
705: * Set WORK(1) to optimal workspace size.
706: *
707: WORK( 1 ) = LWKOPT
708: RWORK( 1 ) = LRWMIN
709: IWORK( 1 ) = LIWMIN
710: *
711: RETURN
712: *
713: * End of ZHEEVR
714: *
715: END
CVSweb interface <joel.bertrand@systella.fr>
![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to zheevr.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack