Annotation of rpl/lapack/lapack/zheevx.f, revision 1.1.1.1
1.1 bertrand 1: SUBROUTINE ZHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
2: $ ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK,
3: $ IWORK, IFAIL, INFO )
4: *
5: * -- LAPACK driver routine (version 3.2) --
6: * -- LAPACK is a software package provided by Univ. of Tennessee, --
7: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
8: * November 2006
9: *
10: * .. Scalar Arguments ..
11: CHARACTER JOBZ, RANGE, UPLO
12: INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
13: DOUBLE PRECISION ABSTOL, VL, VU
14: * ..
15: * .. Array Arguments ..
16: INTEGER IFAIL( * ), IWORK( * )
17: DOUBLE PRECISION RWORK( * ), W( * )
18: COMPLEX*16 A( LDA, * ), WORK( * ), Z( LDZ, * )
19: * ..
20: *
21: * Purpose
22: * =======
23: *
24: * ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
25: * of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
26: * be selected by specifying either a range of values or a range of
27: * indices for the desired eigenvalues.
28: *
29: * Arguments
30: * =========
31: *
32: * JOBZ (input) CHARACTER*1
33: * = 'N': Compute eigenvalues only;
34: * = 'V': Compute eigenvalues and eigenvectors.
35: *
36: * RANGE (input) CHARACTER*1
37: * = 'A': all eigenvalues will be found.
38: * = 'V': all eigenvalues in the half-open interval (VL,VU]
39: * will be found.
40: * = 'I': the IL-th through IU-th eigenvalues will be found.
41: *
42: * UPLO (input) CHARACTER*1
43: * = 'U': Upper triangle of A is stored;
44: * = 'L': Lower triangle of A is stored.
45: *
46: * N (input) INTEGER
47: * The order of the matrix A. N >= 0.
48: *
49: * A (input/output) COMPLEX*16 array, dimension (LDA, N)
50: * On entry, the Hermitian matrix A. If UPLO = 'U', the
51: * leading N-by-N upper triangular part of A contains the
52: * upper triangular part of the matrix A. If UPLO = 'L',
53: * the leading N-by-N lower triangular part of A contains
54: * the lower triangular part of the matrix A.
55: * On exit, the lower triangle (if UPLO='L') or the upper
56: * triangle (if UPLO='U') of A, including the diagonal, is
57: * destroyed.
58: *
59: * LDA (input) INTEGER
60: * The leading dimension of the array A. LDA >= max(1,N).
61: *
62: * VL (input) DOUBLE PRECISION
63: * VU (input) DOUBLE PRECISION
64: * If RANGE='V', the lower and upper bounds of the interval to
65: * be searched for eigenvalues. VL < VU.
66: * Not referenced if RANGE = 'A' or 'I'.
67: *
68: * IL (input) INTEGER
69: * IU (input) INTEGER
70: * If RANGE='I', the indices (in ascending order) of the
71: * smallest and largest eigenvalues to be returned.
72: * 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
73: * Not referenced if RANGE = 'A' or 'V'.
74: *
75: * ABSTOL (input) DOUBLE PRECISION
76: * The absolute error tolerance for the eigenvalues.
77: * An approximate eigenvalue is accepted as converged
78: * when it is determined to lie in an interval [a,b]
79: * of width less than or equal to
80: *
81: * ABSTOL + EPS * max( |a|,|b| ) ,
82: *
83: * where EPS is the machine precision. If ABSTOL is less than
84: * or equal to zero, then EPS*|T| will be used in its place,
85: * where |T| is the 1-norm of the tridiagonal matrix obtained
86: * by reducing A to tridiagonal form.
87: *
88: * Eigenvalues will be computed most accurately when ABSTOL is
89: * set to twice the underflow threshold 2*DLAMCH('S'), not zero.
90: * If this routine returns with INFO>0, indicating that some
91: * eigenvectors did not converge, try setting ABSTOL to
92: * 2*DLAMCH('S').
93: *
94: * See "Computing Small Singular Values of Bidiagonal Matrices
95: * with Guaranteed High Relative Accuracy," by Demmel and
96: * Kahan, LAPACK Working Note #3.
97: *
98: * M (output) INTEGER
99: * The total number of eigenvalues found. 0 <= M <= N.
100: * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
101: *
102: * W (output) DOUBLE PRECISION array, dimension (N)
103: * On normal exit, the first M elements contain the selected
104: * eigenvalues in ascending order.
105: *
106: * Z (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
107: * If JOBZ = 'V', then if INFO = 0, the first M columns of Z
108: * contain the orthonormal eigenvectors of the matrix A
109: * corresponding to the selected eigenvalues, with the i-th
110: * column of Z holding the eigenvector associated with W(i).
111: * If an eigenvector fails to converge, then that column of Z
112: * contains the latest approximation to the eigenvector, and the
113: * index of the eigenvector is returned in IFAIL.
114: * If JOBZ = 'N', then Z is not referenced.
115: * Note: the user must ensure that at least max(1,M) columns are
116: * supplied in the array Z; if RANGE = 'V', the exact value of M
117: * is not known in advance and an upper bound must be used.
118: *
119: * LDZ (input) INTEGER
120: * The leading dimension of the array Z. LDZ >= 1, and if
121: * JOBZ = 'V', LDZ >= max(1,N).
122: *
123: * WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
124: * On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
125: *
126: * LWORK (input) INTEGER
127: * The length of the array WORK. LWORK >= 1, when N <= 1;
128: * otherwise 2*N.
129: * For optimal efficiency, LWORK >= (NB+1)*N,
130: * where NB is the max of the blocksize for ZHETRD and for
131: * ZUNMTR as returned by ILAENV.
132: *
133: * If LWORK = -1, then a workspace query is assumed; the routine
134: * only calculates the optimal size of the WORK array, returns
135: * this value as the first entry of the WORK array, and no error
136: * message related to LWORK is issued by XERBLA.
137: *
138: * RWORK (workspace) DOUBLE PRECISION array, dimension (7*N)
139: *
140: * IWORK (workspace) INTEGER array, dimension (5*N)
141: *
142: * IFAIL (output) INTEGER array, dimension (N)
143: * If JOBZ = 'V', then if INFO = 0, the first M elements of
144: * IFAIL are zero. If INFO > 0, then IFAIL contains the
145: * indices of the eigenvectors that failed to converge.
146: * If JOBZ = 'N', then IFAIL is not referenced.
147: *
148: * INFO (output) INTEGER
149: * = 0: successful exit
150: * < 0: if INFO = -i, the i-th argument had an illegal value
151: * > 0: if INFO = i, then i eigenvectors failed to converge.
152: * Their indices are stored in array IFAIL.
153: *
154: * =====================================================================
155: *
156: * .. Parameters ..
157: DOUBLE PRECISION ZERO, ONE
158: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
159: COMPLEX*16 CONE
160: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
161: * ..
162: * .. Local Scalars ..
163: LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, TEST, VALEIG,
164: $ WANTZ
165: CHARACTER ORDER
166: INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
167: $ INDISP, INDIWK, INDRWK, INDTAU, INDWRK, ISCALE,
168: $ ITMP1, J, JJ, LLWORK, LWKMIN, LWKOPT, NB,
169: $ NSPLIT
170: DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
171: $ SIGMA, SMLNUM, TMP1, VLL, VUU
172: * ..
173: * .. External Functions ..
174: LOGICAL LSAME
175: INTEGER ILAENV
176: DOUBLE PRECISION DLAMCH, ZLANHE
177: EXTERNAL LSAME, ILAENV, DLAMCH, ZLANHE
178: * ..
179: * .. External Subroutines ..
180: EXTERNAL DCOPY, DSCAL, DSTEBZ, DSTERF, XERBLA, ZDSCAL,
181: $ ZHETRD, ZLACPY, ZSTEIN, ZSTEQR, ZSWAP, ZUNGTR,
182: $ ZUNMTR
183: * ..
184: * .. Intrinsic Functions ..
185: INTRINSIC DBLE, MAX, MIN, SQRT
186: * ..
187: * .. Executable Statements ..
188: *
189: * Test the input parameters.
190: *
191: LOWER = LSAME( UPLO, 'L' )
192: WANTZ = LSAME( JOBZ, 'V' )
193: ALLEIG = LSAME( RANGE, 'A' )
194: VALEIG = LSAME( RANGE, 'V' )
195: INDEIG = LSAME( RANGE, 'I' )
196: LQUERY = ( LWORK.EQ.-1 )
197: *
198: INFO = 0
199: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
200: INFO = -1
201: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
202: INFO = -2
203: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
204: INFO = -3
205: ELSE IF( N.LT.0 ) THEN
206: INFO = -4
207: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
208: INFO = -6
209: ELSE
210: IF( VALEIG ) THEN
211: IF( N.GT.0 .AND. VU.LE.VL )
212: $ INFO = -8
213: ELSE IF( INDEIG ) THEN
214: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
215: INFO = -9
216: ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
217: INFO = -10
218: END IF
219: END IF
220: END IF
221: IF( INFO.EQ.0 ) THEN
222: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
223: INFO = -15
224: END IF
225: END IF
226: *
227: IF( INFO.EQ.0 ) THEN
228: IF( N.LE.1 ) THEN
229: LWKMIN = 1
230: WORK( 1 ) = LWKMIN
231: ELSE
232: LWKMIN = 2*N
233: NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
234: NB = MAX( NB, ILAENV( 1, 'ZUNMTR', UPLO, N, -1, -1, -1 ) )
235: LWKOPT = MAX( 1, ( NB + 1 )*N )
236: WORK( 1 ) = LWKOPT
237: END IF
238: *
239: IF( LWORK.LT.MAX( 1, 2*N ) .AND. .NOT.LQUERY )
240: $ INFO = -17
241: END IF
242: *
243: IF( INFO.NE.0 ) THEN
244: CALL XERBLA( 'ZHEEVX', -INFO )
245: RETURN
246: ELSE IF( LQUERY ) THEN
247: RETURN
248: END IF
249: *
250: * Quick return if possible
251: *
252: M = 0
253: IF( N.EQ.0 ) THEN
254: RETURN
255: END IF
256: *
257: IF( N.EQ.1 ) THEN
258: IF( ALLEIG .OR. INDEIG ) THEN
259: M = 1
260: W( 1 ) = A( 1, 1 )
261: ELSE IF( VALEIG ) THEN
262: IF( VL.LT.DBLE( A( 1, 1 ) ) .AND. VU.GE.DBLE( A( 1, 1 ) ) )
263: $ THEN
264: M = 1
265: W( 1 ) = A( 1, 1 )
266: END IF
267: END IF
268: IF( WANTZ )
269: $ Z( 1, 1 ) = CONE
270: RETURN
271: END IF
272: *
273: * Get machine constants.
274: *
275: SAFMIN = DLAMCH( 'Safe minimum' )
276: EPS = DLAMCH( 'Precision' )
277: SMLNUM = SAFMIN / EPS
278: BIGNUM = ONE / SMLNUM
279: RMIN = SQRT( SMLNUM )
280: RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
281: *
282: * Scale matrix to allowable range, if necessary.
283: *
284: ISCALE = 0
285: ABSTLL = ABSTOL
286: IF( VALEIG ) THEN
287: VLL = VL
288: VUU = VU
289: END IF
290: ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK )
291: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
292: ISCALE = 1
293: SIGMA = RMIN / ANRM
294: ELSE IF( ANRM.GT.RMAX ) THEN
295: ISCALE = 1
296: SIGMA = RMAX / ANRM
297: END IF
298: IF( ISCALE.EQ.1 ) THEN
299: IF( LOWER ) THEN
300: DO 10 J = 1, N
301: CALL ZDSCAL( N-J+1, SIGMA, A( J, J ), 1 )
302: 10 CONTINUE
303: ELSE
304: DO 20 J = 1, N
305: CALL ZDSCAL( J, SIGMA, A( 1, J ), 1 )
306: 20 CONTINUE
307: END IF
308: IF( ABSTOL.GT.0 )
309: $ ABSTLL = ABSTOL*SIGMA
310: IF( VALEIG ) THEN
311: VLL = VL*SIGMA
312: VUU = VU*SIGMA
313: END IF
314: END IF
315: *
316: * Call ZHETRD to reduce Hermitian matrix to tridiagonal form.
317: *
318: INDD = 1
319: INDE = INDD + N
320: INDRWK = INDE + N
321: INDTAU = 1
322: INDWRK = INDTAU + N
323: LLWORK = LWORK - INDWRK + 1
324: CALL ZHETRD( UPLO, N, A, LDA, RWORK( INDD ), RWORK( INDE ),
325: $ WORK( INDTAU ), WORK( INDWRK ), LLWORK, IINFO )
326: *
327: * If all eigenvalues are desired and ABSTOL is less than or equal to
328: * zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
329: * some eigenvalue, then try DSTEBZ.
330: *
331: TEST = .FALSE.
332: IF( INDEIG ) THEN
333: IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
334: TEST = .TRUE.
335: END IF
336: END IF
337: IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
338: CALL DCOPY( N, RWORK( INDD ), 1, W, 1 )
339: INDEE = INDRWK + 2*N
340: IF( .NOT.WANTZ ) THEN
341: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
342: CALL DSTERF( N, W, RWORK( INDEE ), INFO )
343: ELSE
344: CALL ZLACPY( 'A', N, N, A, LDA, Z, LDZ )
345: CALL ZUNGTR( UPLO, N, Z, LDZ, WORK( INDTAU ),
346: $ WORK( INDWRK ), LLWORK, IINFO )
347: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
348: CALL ZSTEQR( JOBZ, N, W, RWORK( INDEE ), Z, LDZ,
349: $ RWORK( INDRWK ), INFO )
350: IF( INFO.EQ.0 ) THEN
351: DO 30 I = 1, N
352: IFAIL( I ) = 0
353: 30 CONTINUE
354: END IF
355: END IF
356: IF( INFO.EQ.0 ) THEN
357: M = N
358: GO TO 40
359: END IF
360: INFO = 0
361: END IF
362: *
363: * Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN.
364: *
365: IF( WANTZ ) THEN
366: ORDER = 'B'
367: ELSE
368: ORDER = 'E'
369: END IF
370: INDIBL = 1
371: INDISP = INDIBL + N
372: INDIWK = INDISP + N
373: CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
374: $ RWORK( INDD ), RWORK( INDE ), M, NSPLIT, W,
375: $ IWORK( INDIBL ), IWORK( INDISP ), RWORK( INDRWK ),
376: $ IWORK( INDIWK ), INFO )
377: *
378: IF( WANTZ ) THEN
379: CALL ZSTEIN( N, RWORK( INDD ), RWORK( INDE ), M, W,
380: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
381: $ RWORK( INDRWK ), IWORK( INDIWK ), IFAIL, INFO )
382: *
383: * Apply unitary matrix used in reduction to tridiagonal
384: * form to eigenvectors returned by ZSTEIN.
385: *
386: CALL ZUNMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
387: $ LDZ, WORK( INDWRK ), LLWORK, IINFO )
388: END IF
389: *
390: * If matrix was scaled, then rescale eigenvalues appropriately.
391: *
392: 40 CONTINUE
393: IF( ISCALE.EQ.1 ) THEN
394: IF( INFO.EQ.0 ) THEN
395: IMAX = M
396: ELSE
397: IMAX = INFO - 1
398: END IF
399: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
400: END IF
401: *
402: * If eigenvalues are not in order, then sort them, along with
403: * eigenvectors.
404: *
405: IF( WANTZ ) THEN
406: DO 60 J = 1, M - 1
407: I = 0
408: TMP1 = W( J )
409: DO 50 JJ = J + 1, M
410: IF( W( JJ ).LT.TMP1 ) THEN
411: I = JJ
412: TMP1 = W( JJ )
413: END IF
414: 50 CONTINUE
415: *
416: IF( I.NE.0 ) THEN
417: ITMP1 = IWORK( INDIBL+I-1 )
418: W( I ) = W( J )
419: IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
420: W( J ) = TMP1
421: IWORK( INDIBL+J-1 ) = ITMP1
422: CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
423: IF( INFO.NE.0 ) THEN
424: ITMP1 = IFAIL( I )
425: IFAIL( I ) = IFAIL( J )
426: IFAIL( J ) = ITMP1
427: END IF
428: END IF
429: 60 CONTINUE
430: END IF
431: *
432: * Set WORK(1) to optimal complex workspace size.
433: *
434: WORK( 1 ) = LWKOPT
435: *
436: RETURN
437: *
438: * End of ZHEEVX
439: *
440: END
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