Annotation of rpl/lapack/lapack/zheevx.f, revision 1.13
1.9 bertrand 1: *> \brief <b> ZHEEVX 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 ZHEEVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zheevx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zheevx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zheevx.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
22: * ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK,
23: * IWORK, IFAIL, INFO )
24: *
25: * .. Scalar Arguments ..
26: * CHARACTER JOBZ, RANGE, UPLO
27: * INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
28: * DOUBLE PRECISION ABSTOL, VL, VU
29: * ..
30: * .. Array Arguments ..
31: * INTEGER IFAIL( * ), IWORK( * )
32: * DOUBLE PRECISION RWORK( * ), W( * )
33: * COMPLEX*16 A( LDA, * ), WORK( * ), Z( LDZ, * )
34: * ..
35: *
36: *
37: *> \par Purpose:
38: * =============
39: *>
40: *> \verbatim
41: *>
42: *> ZHEEVX computes selected eigenvalues and, optionally, eigenvectors
43: *> of a complex Hermitian matrix A. Eigenvalues and eigenvectors can
44: *> be selected by specifying either a range of values or a range of
45: *> indices for the desired eigenvalues.
46: *> \endverbatim
47: *
48: * Arguments:
49: * ==========
50: *
51: *> \param[in] JOBZ
52: *> \verbatim
53: *> JOBZ is CHARACTER*1
54: *> = 'N': Compute eigenvalues only;
55: *> = 'V': Compute eigenvalues and eigenvectors.
56: *> \endverbatim
57: *>
58: *> \param[in] RANGE
59: *> \verbatim
60: *> RANGE is CHARACTER*1
61: *> = 'A': all eigenvalues will be found.
62: *> = 'V': all eigenvalues in the half-open interval (VL,VU]
63: *> will be found.
64: *> = 'I': the IL-th through IU-th eigenvalues will be found.
65: *> \endverbatim
66: *>
67: *> \param[in] UPLO
68: *> \verbatim
69: *> UPLO is CHARACTER*1
70: *> = 'U': Upper triangle of A is stored;
71: *> = 'L': Lower triangle of A is stored.
72: *> \endverbatim
73: *>
74: *> \param[in] N
75: *> \verbatim
76: *> N is INTEGER
77: *> The order of the matrix A. N >= 0.
78: *> \endverbatim
79: *>
80: *> \param[in,out] A
81: *> \verbatim
82: *> A is COMPLEX*16 array, dimension (LDA, N)
83: *> On entry, the Hermitian matrix A. If UPLO = 'U', the
84: *> leading N-by-N upper triangular part of A contains the
85: *> upper triangular part of the matrix A. If UPLO = 'L',
86: *> the leading N-by-N lower triangular part of A contains
87: *> the lower triangular part of the matrix A.
88: *> On exit, the lower triangle (if UPLO='L') or the upper
89: *> triangle (if UPLO='U') of A, including the diagonal, is
90: *> destroyed.
91: *> \endverbatim
92: *>
93: *> \param[in] LDA
94: *> \verbatim
95: *> LDA is INTEGER
96: *> The leading dimension of the array A. LDA >= max(1,N).
97: *> \endverbatim
98: *>
99: *> \param[in] VL
100: *> \verbatim
101: *> VL is DOUBLE PRECISION
102: *> \endverbatim
103: *>
104: *> \param[in] VU
105: *> \verbatim
106: *> VU is DOUBLE PRECISION
107: *> If RANGE='V', the lower and upper bounds of the interval to
108: *> be searched for eigenvalues. VL < VU.
109: *> Not referenced if RANGE = 'A' or 'I'.
110: *> \endverbatim
111: *>
112: *> \param[in] IL
113: *> \verbatim
114: *> IL is INTEGER
115: *> \endverbatim
116: *>
117: *> \param[in] IU
118: *> \verbatim
119: *> IU is INTEGER
120: *> If RANGE='I', the indices (in ascending order) of the
121: *> smallest and largest eigenvalues to be returned.
122: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
123: *> Not referenced if RANGE = 'A' or 'V'.
124: *> \endverbatim
125: *>
126: *> \param[in] ABSTOL
127: *> \verbatim
128: *> ABSTOL is DOUBLE PRECISION
129: *> The absolute error tolerance for the eigenvalues.
130: *> An approximate eigenvalue is accepted as converged
131: *> when it is determined to lie in an interval [a,b]
132: *> of width less than or equal to
133: *>
134: *> ABSTOL + EPS * max( |a|,|b| ) ,
135: *>
136: *> where EPS is the machine precision. If ABSTOL is less than
137: *> or equal to zero, then EPS*|T| will be used in its place,
138: *> where |T| is the 1-norm of the tridiagonal matrix obtained
139: *> by reducing A to tridiagonal form.
140: *>
141: *> Eigenvalues will be computed most accurately when ABSTOL is
142: *> set to twice the underflow threshold 2*DLAMCH('S'), not zero.
143: *> If this routine returns with INFO>0, indicating that some
144: *> eigenvectors did not converge, try setting ABSTOL to
145: *> 2*DLAMCH('S').
146: *>
147: *> See "Computing Small Singular Values of Bidiagonal Matrices
148: *> with Guaranteed High Relative Accuracy," by Demmel and
149: *> Kahan, LAPACK Working Note #3.
150: *> \endverbatim
151: *>
152: *> \param[out] M
153: *> \verbatim
154: *> M is INTEGER
155: *> The total number of eigenvalues found. 0 <= M <= N.
156: *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
157: *> \endverbatim
158: *>
159: *> \param[out] W
160: *> \verbatim
161: *> W is DOUBLE PRECISION array, dimension (N)
162: *> On normal exit, the first M elements contain the selected
163: *> eigenvalues in ascending order.
164: *> \endverbatim
165: *>
166: *> \param[out] Z
167: *> \verbatim
168: *> Z is COMPLEX*16 array, dimension (LDZ, max(1,M))
169: *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
170: *> contain the orthonormal eigenvectors of the matrix A
171: *> corresponding to the selected eigenvalues, with the i-th
172: *> column of Z holding the eigenvector associated with W(i).
173: *> If an eigenvector fails to converge, then that column of Z
174: *> contains the latest approximation to the eigenvector, and the
175: *> index of the eigenvector is returned in IFAIL.
176: *> If JOBZ = 'N', then Z is not referenced.
177: *> Note: the user must ensure that at least max(1,M) columns are
178: *> supplied in the array Z; if RANGE = 'V', the exact value of M
179: *> is not known in advance and an upper bound must be used.
180: *> \endverbatim
181: *>
182: *> \param[in] LDZ
183: *> \verbatim
184: *> LDZ is INTEGER
185: *> The leading dimension of the array Z. LDZ >= 1, and if
186: *> JOBZ = 'V', LDZ >= max(1,N).
187: *> \endverbatim
188: *>
189: *> \param[out] WORK
190: *> \verbatim
191: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
192: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
193: *> \endverbatim
194: *>
195: *> \param[in] LWORK
196: *> \verbatim
197: *> LWORK is INTEGER
198: *> The length of the array WORK. LWORK >= 1, when N <= 1;
199: *> otherwise 2*N.
200: *> For optimal efficiency, LWORK >= (NB+1)*N,
201: *> where NB is the max of the blocksize for ZHETRD and for
202: *> ZUNMTR as returned by ILAENV.
203: *>
204: *> If LWORK = -1, then a workspace query is assumed; the routine
205: *> only calculates the optimal size of the WORK array, returns
206: *> this value as the first entry of the WORK array, and no error
207: *> message related to LWORK is issued by XERBLA.
208: *> \endverbatim
209: *>
210: *> \param[out] RWORK
211: *> \verbatim
212: *> RWORK is DOUBLE PRECISION array, dimension (7*N)
213: *> \endverbatim
214: *>
215: *> \param[out] IWORK
216: *> \verbatim
217: *> IWORK is INTEGER array, dimension (5*N)
218: *> \endverbatim
219: *>
220: *> \param[out] IFAIL
221: *> \verbatim
222: *> IFAIL is INTEGER array, dimension (N)
223: *> If JOBZ = 'V', then if INFO = 0, the first M elements of
224: *> IFAIL are zero. If INFO > 0, then IFAIL contains the
225: *> indices of the eigenvectors that failed to converge.
226: *> If JOBZ = 'N', then IFAIL is not referenced.
227: *> \endverbatim
228: *>
229: *> \param[out] INFO
230: *> \verbatim
231: *> INFO is INTEGER
232: *> = 0: successful exit
233: *> < 0: if INFO = -i, the i-th argument had an illegal value
234: *> > 0: if INFO = i, then i eigenvectors failed to converge.
235: *> Their indices are stored in array IFAIL.
236: *> \endverbatim
237: *
238: * Authors:
239: * ========
240: *
241: *> \author Univ. of Tennessee
242: *> \author Univ. of California Berkeley
243: *> \author Univ. of Colorado Denver
244: *> \author NAG Ltd.
245: *
246: *> \date November 2011
247: *
248: *> \ingroup complex16HEeigen
249: *
250: * =====================================================================
1.1 bertrand 251: SUBROUTINE ZHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
252: $ ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK,
253: $ IWORK, IFAIL, INFO )
254: *
1.9 bertrand 255: * -- LAPACK driver routine (version 3.4.0) --
1.1 bertrand 256: * -- LAPACK is a software package provided by Univ. of Tennessee, --
257: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 bertrand 258: * November 2011
1.1 bertrand 259: *
260: * .. Scalar Arguments ..
261: CHARACTER JOBZ, RANGE, UPLO
262: INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
263: DOUBLE PRECISION ABSTOL, VL, VU
264: * ..
265: * .. Array Arguments ..
266: INTEGER IFAIL( * ), IWORK( * )
267: DOUBLE PRECISION RWORK( * ), W( * )
268: COMPLEX*16 A( LDA, * ), WORK( * ), Z( LDZ, * )
269: * ..
270: *
271: * =====================================================================
272: *
273: * .. Parameters ..
274: DOUBLE PRECISION ZERO, ONE
275: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
276: COMPLEX*16 CONE
277: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
278: * ..
279: * .. Local Scalars ..
280: LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, TEST, VALEIG,
281: $ WANTZ
282: CHARACTER ORDER
283: INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
284: $ INDISP, INDIWK, INDRWK, INDTAU, INDWRK, ISCALE,
285: $ ITMP1, J, JJ, LLWORK, LWKMIN, LWKOPT, NB,
286: $ NSPLIT
287: DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
288: $ SIGMA, SMLNUM, TMP1, VLL, VUU
289: * ..
290: * .. External Functions ..
291: LOGICAL LSAME
292: INTEGER ILAENV
293: DOUBLE PRECISION DLAMCH, ZLANHE
294: EXTERNAL LSAME, ILAENV, DLAMCH, ZLANHE
295: * ..
296: * .. External Subroutines ..
297: EXTERNAL DCOPY, DSCAL, DSTEBZ, DSTERF, XERBLA, ZDSCAL,
298: $ ZHETRD, ZLACPY, ZSTEIN, ZSTEQR, ZSWAP, ZUNGTR,
299: $ ZUNMTR
300: * ..
301: * .. Intrinsic Functions ..
302: INTRINSIC DBLE, MAX, MIN, SQRT
303: * ..
304: * .. Executable Statements ..
305: *
306: * Test the input parameters.
307: *
308: LOWER = LSAME( UPLO, 'L' )
309: WANTZ = LSAME( JOBZ, 'V' )
310: ALLEIG = LSAME( RANGE, 'A' )
311: VALEIG = LSAME( RANGE, 'V' )
312: INDEIG = LSAME( RANGE, 'I' )
313: LQUERY = ( LWORK.EQ.-1 )
314: *
315: INFO = 0
316: IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
317: INFO = -1
318: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
319: INFO = -2
320: ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
321: INFO = -3
322: ELSE IF( N.LT.0 ) THEN
323: INFO = -4
324: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
325: INFO = -6
326: ELSE
327: IF( VALEIG ) THEN
328: IF( N.GT.0 .AND. VU.LE.VL )
329: $ INFO = -8
330: ELSE IF( INDEIG ) THEN
331: IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
332: INFO = -9
333: ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
334: INFO = -10
335: END IF
336: END IF
337: END IF
338: IF( INFO.EQ.0 ) THEN
339: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
340: INFO = -15
341: END IF
342: END IF
343: *
344: IF( INFO.EQ.0 ) THEN
345: IF( N.LE.1 ) THEN
346: LWKMIN = 1
347: WORK( 1 ) = LWKMIN
348: ELSE
349: LWKMIN = 2*N
350: NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 )
351: NB = MAX( NB, ILAENV( 1, 'ZUNMTR', UPLO, N, -1, -1, -1 ) )
352: LWKOPT = MAX( 1, ( NB + 1 )*N )
353: WORK( 1 ) = LWKOPT
354: END IF
355: *
1.8 bertrand 356: IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
1.1 bertrand 357: $ INFO = -17
358: END IF
359: *
360: IF( INFO.NE.0 ) THEN
361: CALL XERBLA( 'ZHEEVX', -INFO )
362: RETURN
363: ELSE IF( LQUERY ) THEN
364: RETURN
365: END IF
366: *
367: * Quick return if possible
368: *
369: M = 0
370: IF( N.EQ.0 ) THEN
371: RETURN
372: END IF
373: *
374: IF( N.EQ.1 ) THEN
375: IF( ALLEIG .OR. INDEIG ) THEN
376: M = 1
377: W( 1 ) = A( 1, 1 )
378: ELSE IF( VALEIG ) THEN
379: IF( VL.LT.DBLE( A( 1, 1 ) ) .AND. VU.GE.DBLE( A( 1, 1 ) ) )
380: $ THEN
381: M = 1
382: W( 1 ) = A( 1, 1 )
383: END IF
384: END IF
385: IF( WANTZ )
386: $ Z( 1, 1 ) = CONE
387: RETURN
388: END IF
389: *
390: * Get machine constants.
391: *
392: SAFMIN = DLAMCH( 'Safe minimum' )
393: EPS = DLAMCH( 'Precision' )
394: SMLNUM = SAFMIN / EPS
395: BIGNUM = ONE / SMLNUM
396: RMIN = SQRT( SMLNUM )
397: RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
398: *
399: * Scale matrix to allowable range, if necessary.
400: *
401: ISCALE = 0
402: ABSTLL = ABSTOL
403: IF( VALEIG ) THEN
404: VLL = VL
405: VUU = VU
406: END IF
407: ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK )
408: IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
409: ISCALE = 1
410: SIGMA = RMIN / ANRM
411: ELSE IF( ANRM.GT.RMAX ) THEN
412: ISCALE = 1
413: SIGMA = RMAX / ANRM
414: END IF
415: IF( ISCALE.EQ.1 ) THEN
416: IF( LOWER ) THEN
417: DO 10 J = 1, N
418: CALL ZDSCAL( N-J+1, SIGMA, A( J, J ), 1 )
419: 10 CONTINUE
420: ELSE
421: DO 20 J = 1, N
422: CALL ZDSCAL( J, SIGMA, A( 1, J ), 1 )
423: 20 CONTINUE
424: END IF
425: IF( ABSTOL.GT.0 )
426: $ ABSTLL = ABSTOL*SIGMA
427: IF( VALEIG ) THEN
428: VLL = VL*SIGMA
429: VUU = VU*SIGMA
430: END IF
431: END IF
432: *
433: * Call ZHETRD to reduce Hermitian matrix to tridiagonal form.
434: *
435: INDD = 1
436: INDE = INDD + N
437: INDRWK = INDE + N
438: INDTAU = 1
439: INDWRK = INDTAU + N
440: LLWORK = LWORK - INDWRK + 1
441: CALL ZHETRD( UPLO, N, A, LDA, RWORK( INDD ), RWORK( INDE ),
442: $ WORK( INDTAU ), WORK( INDWRK ), LLWORK, IINFO )
443: *
444: * If all eigenvalues are desired and ABSTOL is less than or equal to
445: * zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
446: * some eigenvalue, then try DSTEBZ.
447: *
448: TEST = .FALSE.
449: IF( INDEIG ) THEN
450: IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
451: TEST = .TRUE.
452: END IF
453: END IF
454: IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
455: CALL DCOPY( N, RWORK( INDD ), 1, W, 1 )
456: INDEE = INDRWK + 2*N
457: IF( .NOT.WANTZ ) THEN
458: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
459: CALL DSTERF( N, W, RWORK( INDEE ), INFO )
460: ELSE
461: CALL ZLACPY( 'A', N, N, A, LDA, Z, LDZ )
462: CALL ZUNGTR( UPLO, N, Z, LDZ, WORK( INDTAU ),
463: $ WORK( INDWRK ), LLWORK, IINFO )
464: CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
465: CALL ZSTEQR( JOBZ, N, W, RWORK( INDEE ), Z, LDZ,
466: $ RWORK( INDRWK ), INFO )
467: IF( INFO.EQ.0 ) THEN
468: DO 30 I = 1, N
469: IFAIL( I ) = 0
470: 30 CONTINUE
471: END IF
472: END IF
473: IF( INFO.EQ.0 ) THEN
474: M = N
475: GO TO 40
476: END IF
477: INFO = 0
478: END IF
479: *
480: * Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN.
481: *
482: IF( WANTZ ) THEN
483: ORDER = 'B'
484: ELSE
485: ORDER = 'E'
486: END IF
487: INDIBL = 1
488: INDISP = INDIBL + N
489: INDIWK = INDISP + N
490: CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
491: $ RWORK( INDD ), RWORK( INDE ), M, NSPLIT, W,
492: $ IWORK( INDIBL ), IWORK( INDISP ), RWORK( INDRWK ),
493: $ IWORK( INDIWK ), INFO )
494: *
495: IF( WANTZ ) THEN
496: CALL ZSTEIN( N, RWORK( INDD ), RWORK( INDE ), M, W,
497: $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
498: $ RWORK( INDRWK ), IWORK( INDIWK ), IFAIL, INFO )
499: *
500: * Apply unitary matrix used in reduction to tridiagonal
501: * form to eigenvectors returned by ZSTEIN.
502: *
503: CALL ZUNMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
504: $ LDZ, WORK( INDWRK ), LLWORK, IINFO )
505: END IF
506: *
507: * If matrix was scaled, then rescale eigenvalues appropriately.
508: *
509: 40 CONTINUE
510: IF( ISCALE.EQ.1 ) THEN
511: IF( INFO.EQ.0 ) THEN
512: IMAX = M
513: ELSE
514: IMAX = INFO - 1
515: END IF
516: CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
517: END IF
518: *
519: * If eigenvalues are not in order, then sort them, along with
520: * eigenvectors.
521: *
522: IF( WANTZ ) THEN
523: DO 60 J = 1, M - 1
524: I = 0
525: TMP1 = W( J )
526: DO 50 JJ = J + 1, M
527: IF( W( JJ ).LT.TMP1 ) THEN
528: I = JJ
529: TMP1 = W( JJ )
530: END IF
531: 50 CONTINUE
532: *
533: IF( I.NE.0 ) THEN
534: ITMP1 = IWORK( INDIBL+I-1 )
535: W( I ) = W( J )
536: IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
537: W( J ) = TMP1
538: IWORK( INDIBL+J-1 ) = ITMP1
539: CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
540: IF( INFO.NE.0 ) THEN
541: ITMP1 = IFAIL( I )
542: IFAIL( I ) = IFAIL( J )
543: IFAIL( J ) = ITMP1
544: END IF
545: END IF
546: 60 CONTINUE
547: END IF
548: *
549: * Set WORK(1) to optimal complex workspace size.
550: *
551: WORK( 1 ) = LWKOPT
552: *
553: RETURN
554: *
555: * End of ZHEEVX
556: *
557: END
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