--- rpl/lapack/lapack/zhegs2.f 2010/12/21 13:53:46 1.7 +++ rpl/lapack/lapack/zhegs2.f 2023/08/07 08:39:23 1.20 @@ -1,9 +1,134 @@ +*> \brief \b ZHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm). +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZHEGS2 + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER UPLO +* INTEGER INFO, ITYPE, LDA, LDB, N +* .. +* .. Array Arguments .. +* COMPLEX*16 A( LDA, * ), B( LDB, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZHEGS2 reduces a complex Hermitian-definite generalized +*> eigenproblem to standard form. +*> +*> If ITYPE = 1, the problem is A*x = lambda*B*x, +*> and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H) +*> +*> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or +*> B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H *A*L. +*> +*> B must have been previously factorized as U**H *U or L*L**H by ZPOTRF. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] ITYPE +*> \verbatim +*> ITYPE is INTEGER +*> = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H); +*> = 2 or 3: compute U*A*U**H or L**H *A*L. +*> \endverbatim +*> +*> \param[in] UPLO +*> \verbatim +*> UPLO is CHARACTER*1 +*> Specifies whether the upper or lower triangular part of the +*> Hermitian matrix A is stored, and how B has been factorized. +*> = 'U': Upper triangular +*> = 'L': Lower triangular +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices A and B. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is COMPLEX*16 array, dimension (LDA,N) +*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading +*> n by n upper triangular part of A contains the upper +*> triangular part of the matrix A, and the strictly lower +*> triangular part of A is not referenced. If UPLO = 'L', the +*> leading n by n lower triangular part of A contains the lower +*> triangular part of the matrix A, and the strictly upper +*> triangular part of A is not referenced. +*> +*> On exit, if INFO = 0, the transformed matrix, stored in the +*> same format as A. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[in,out] B +*> \verbatim +*> B is COMPLEX*16 array, dimension (LDB,N) +*> The triangular factor from the Cholesky factorization of B, +*> as returned by ZPOTRF. +*> B is modified by the routine but restored on exit. +*> \endverbatim +*> +*> \param[in] LDB +*> \verbatim +*> LDB is INTEGER +*> The leading dimension of the array B. LDB >= max(1,N). +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit. +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \ingroup complex16HEcomputational +* +* ===================================================================== SUBROUTINE ZHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) * -* -- LAPACK routine (version 3.2) -- +* -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 * * .. Scalar Arguments .. CHARACTER UPLO @@ -13,62 +138,6 @@ COMPLEX*16 A( LDA, * ), B( LDB, * ) * .. * -* Purpose -* ======= -* -* ZHEGS2 reduces a complex Hermitian-definite generalized -* eigenproblem to standard form. -* -* If ITYPE = 1, the problem is A*x = lambda*B*x, -* and A is overwritten by inv(U')*A*inv(U) or inv(L)*A*inv(L') -* -* If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or -* B*A*x = lambda*x, and A is overwritten by U*A*U` or L'*A*L. -* -* B must have been previously factorized as U'*U or L*L' by ZPOTRF. -* -* Arguments -* ========= -* -* ITYPE (input) INTEGER -* = 1: compute inv(U')*A*inv(U) or inv(L)*A*inv(L'); -* = 2 or 3: compute U*A*U' or L'*A*L. -* -* UPLO (input) CHARACTER*1 -* Specifies whether the upper or lower triangular part of the -* Hermitian matrix A is stored, and how B has been factorized. -* = 'U': Upper triangular -* = 'L': Lower triangular -* -* N (input) INTEGER -* The order of the matrices A and B. N >= 0. -* -* A (input/output) COMPLEX*16 array, dimension (LDA,N) -* On entry, the Hermitian matrix A. If UPLO = 'U', the leading -* n by n upper triangular part of A contains the upper -* triangular part of the matrix A, and the strictly lower -* triangular part of A is not referenced. If UPLO = 'L', the -* leading n by n lower triangular part of A contains the lower -* triangular part of the matrix A, and the strictly upper -* triangular part of A is not referenced. -* -* On exit, if INFO = 0, the transformed matrix, stored in the -* same format as A. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* B (input) COMPLEX*16 array, dimension (LDB,N) -* The triangular factor from the Cholesky factorization of B, -* as returned by ZPOTRF. -* -* LDB (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,N). -* -* INFO (output) INTEGER -* = 0: successful exit. -* < 0: if INFO = -i, the i-th argument had an illegal value. -* * ===================================================================== * * .. Parameters .. @@ -119,14 +188,14 @@ IF( ITYPE.EQ.1 ) THEN IF( UPPER ) THEN * -* Compute inv(U')*A*inv(U) +* Compute inv(U**H)*A*inv(U) * DO 10 K = 1, N * * Update the upper triangle of A(k:n,k:n) * - AKK = A( K, K ) - BKK = B( K, K ) + AKK = DBLE( A( K, K ) ) + BKK = DBLE( B( K, K ) ) AKK = AKK / BKK**2 A( K, K ) = AKK IF( K.LT.N ) THEN @@ -149,14 +218,14 @@ 10 CONTINUE ELSE * -* Compute inv(L)*A*inv(L') +* Compute inv(L)*A*inv(L**H) * DO 20 K = 1, N * * Update the lower triangle of A(k:n,k:n) * - AKK = A( K, K ) - BKK = B( K, K ) + AKK = DBLE( A( K, K ) ) + BKK = DBLE( B( K, K ) ) AKK = AKK / BKK**2 A( K, K ) = AKK IF( K.LT.N ) THEN @@ -174,14 +243,14 @@ ELSE IF( UPPER ) THEN * -* Compute U*A*U' +* Compute U*A*U**H * DO 30 K = 1, N * * Update the upper triangle of A(1:k,1:k) * - AKK = A( K, K ) - BKK = B( K, K ) + AKK = DBLE( A( K, K ) ) + BKK = DBLE( B( K, K ) ) CALL ZTRMV( UPLO, 'No transpose', 'Non-unit', K-1, B, $ LDB, A( 1, K ), 1 ) CT = HALF*AKK @@ -194,14 +263,14 @@ 30 CONTINUE ELSE * -* Compute L'*A*L +* Compute L**H *A*L * DO 40 K = 1, N * * Update the lower triangle of A(1:k,1:k) * - AKK = A( K, K ) - BKK = B( K, K ) + AKK = DBLE( A( K, K ) ) + BKK = DBLE( B( K, K ) ) CALL ZLACGV( K-1, A( K, 1 ), LDA ) CALL ZTRMV( UPLO, 'Conjugate transpose', 'Non-unit', K-1, $ B, LDB, A( K, 1 ), LDA )