Annotation of rpl/lapack/lapack/zhegvd.f, revision 1.19
1.14 bertrand 1: *> \brief \b ZHEGVD
1.9 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download ZHEGVD + dependencies
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11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhegvd.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhegvd.f">
1.9 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
22: * LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
1.16 bertrand 23: *
1.9 bertrand 24: * .. Scalar Arguments ..
25: * CHARACTER JOBZ, UPLO
26: * INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LRWORK, LWORK, N
27: * ..
28: * .. Array Arguments ..
29: * INTEGER IWORK( * )
30: * DOUBLE PRECISION RWORK( * ), W( * )
31: * COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
32: * ..
1.16 bertrand 33: *
1.9 bertrand 34: *
35: *> \par Purpose:
36: * =============
37: *>
38: *> \verbatim
39: *>
40: *> ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors
41: *> of a complex generalized Hermitian-definite eigenproblem, of the form
42: *> A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
43: *> B are assumed to be Hermitian and B is also positive definite.
44: *> If eigenvectors are desired, it uses a divide and conquer algorithm.
45: *>
46: *> The divide and conquer algorithm makes very mild assumptions about
47: *> floating point arithmetic. It will work on machines with a guard
48: *> digit in add/subtract, or on those binary machines without guard
49: *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
50: *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
51: *> without guard digits, but we know of none.
52: *> \endverbatim
53: *
54: * Arguments:
55: * ==========
56: *
57: *> \param[in] ITYPE
58: *> \verbatim
59: *> ITYPE is INTEGER
60: *> Specifies the problem type to be solved:
61: *> = 1: A*x = (lambda)*B*x
62: *> = 2: A*B*x = (lambda)*x
63: *> = 3: B*A*x = (lambda)*x
64: *> \endverbatim
65: *>
66: *> \param[in] JOBZ
67: *> \verbatim
68: *> JOBZ is CHARACTER*1
69: *> = 'N': Compute eigenvalues only;
70: *> = 'V': Compute eigenvalues and eigenvectors.
71: *> \endverbatim
72: *>
73: *> \param[in] UPLO
74: *> \verbatim
75: *> UPLO is CHARACTER*1
76: *> = 'U': Upper triangles of A and B are stored;
77: *> = 'L': Lower triangles of A and B are stored.
78: *> \endverbatim
79: *>
80: *> \param[in] N
81: *> \verbatim
82: *> N is INTEGER
83: *> The order of the matrices A and B. N >= 0.
84: *> \endverbatim
85: *>
86: *> \param[in,out] A
87: *> \verbatim
88: *> A is COMPLEX*16 array, dimension (LDA, N)
89: *> On entry, the Hermitian matrix A. If UPLO = 'U', the
90: *> leading N-by-N upper triangular part of A contains the
91: *> upper triangular part of the matrix A. If UPLO = 'L',
92: *> the leading N-by-N lower triangular part of A contains
93: *> the lower triangular part of the matrix A.
94: *>
95: *> On exit, if JOBZ = 'V', then if INFO = 0, A contains the
96: *> matrix Z of eigenvectors. The eigenvectors are normalized
97: *> as follows:
98: *> if ITYPE = 1 or 2, Z**H*B*Z = I;
99: *> if ITYPE = 3, Z**H*inv(B)*Z = I.
100: *> If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
101: *> or the lower triangle (if UPLO='L') of A, including the
102: *> diagonal, is destroyed.
103: *> \endverbatim
104: *>
105: *> \param[in] LDA
106: *> \verbatim
107: *> LDA is INTEGER
108: *> The leading dimension of the array A. LDA >= max(1,N).
109: *> \endverbatim
110: *>
111: *> \param[in,out] B
112: *> \verbatim
113: *> B is COMPLEX*16 array, dimension (LDB, N)
114: *> On entry, the Hermitian matrix B. If UPLO = 'U', the
115: *> leading N-by-N upper triangular part of B contains the
116: *> upper triangular part of the matrix B. If UPLO = 'L',
117: *> the leading N-by-N lower triangular part of B contains
118: *> the lower triangular part of the matrix B.
119: *>
120: *> On exit, if INFO <= N, the part of B containing the matrix is
121: *> overwritten by the triangular factor U or L from the Cholesky
122: *> factorization B = U**H*U or B = L*L**H.
123: *> \endverbatim
124: *>
125: *> \param[in] LDB
126: *> \verbatim
127: *> LDB is INTEGER
128: *> The leading dimension of the array B. LDB >= max(1,N).
129: *> \endverbatim
130: *>
131: *> \param[out] W
132: *> \verbatim
133: *> W is DOUBLE PRECISION array, dimension (N)
134: *> If INFO = 0, the eigenvalues in ascending order.
135: *> \endverbatim
136: *>
137: *> \param[out] WORK
138: *> \verbatim
139: *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
140: *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
141: *> \endverbatim
142: *>
143: *> \param[in] LWORK
144: *> \verbatim
145: *> LWORK is INTEGER
146: *> The length of the array WORK.
147: *> If N <= 1, LWORK >= 1.
148: *> If JOBZ = 'N' and N > 1, LWORK >= N + 1.
149: *> If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2.
150: *>
151: *> If LWORK = -1, then a workspace query is assumed; the routine
152: *> only calculates the optimal sizes of the WORK, RWORK and
153: *> IWORK arrays, returns these values as the first entries of
154: *> the WORK, RWORK and IWORK arrays, and no error message
155: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
156: *> \endverbatim
157: *>
158: *> \param[out] RWORK
159: *> \verbatim
160: *> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
161: *> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
162: *> \endverbatim
163: *>
164: *> \param[in] LRWORK
165: *> \verbatim
166: *> LRWORK is INTEGER
167: *> The dimension of the array RWORK.
168: *> If N <= 1, LRWORK >= 1.
169: *> If JOBZ = 'N' and N > 1, LRWORK >= N.
170: *> If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
171: *>
172: *> If LRWORK = -1, then a workspace query is assumed; the
173: *> routine only calculates the optimal sizes of the WORK, RWORK
174: *> and IWORK arrays, returns these values as the first entries
175: *> of the WORK, RWORK and IWORK arrays, and no error message
176: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
177: *> \endverbatim
178: *>
179: *> \param[out] IWORK
180: *> \verbatim
181: *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
182: *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
183: *> \endverbatim
184: *>
185: *> \param[in] LIWORK
186: *> \verbatim
187: *> LIWORK is INTEGER
188: *> The dimension of the array IWORK.
189: *> If N <= 1, LIWORK >= 1.
190: *> If JOBZ = 'N' and N > 1, LIWORK >= 1.
191: *> If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
192: *>
193: *> If LIWORK = -1, then a workspace query is assumed; the
194: *> routine only calculates the optimal sizes of the WORK, RWORK
195: *> and IWORK arrays, returns these values as the first entries
196: *> of the WORK, RWORK and IWORK arrays, and no error message
197: *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
198: *> \endverbatim
199: *>
200: *> \param[out] INFO
201: *> \verbatim
202: *> INFO is INTEGER
203: *> = 0: successful exit
204: *> < 0: if INFO = -i, the i-th argument had an illegal value
205: *> > 0: ZPOTRF or ZHEEVD returned an error code:
206: *> <= N: if INFO = i and JOBZ = 'N', then the algorithm
207: *> failed to converge; i off-diagonal elements of an
208: *> intermediate tridiagonal form did not converge to
209: *> zero;
210: *> if INFO = i and JOBZ = 'V', then the algorithm
211: *> failed to compute an eigenvalue while working on
212: *> the submatrix lying in rows and columns INFO/(N+1)
213: *> through mod(INFO,N+1);
214: *> > N: if INFO = N + i, for 1 <= i <= N, then the leading
215: *> minor of order i of B is not positive definite.
216: *> The factorization of B could not be completed and
217: *> no eigenvalues or eigenvectors were computed.
218: *> \endverbatim
219: *
220: * Authors:
221: * ========
222: *
1.16 bertrand 223: *> \author Univ. of Tennessee
224: *> \author Univ. of California Berkeley
225: *> \author Univ. of Colorado Denver
226: *> \author NAG Ltd.
1.9 bertrand 227: *
228: *> \ingroup complex16HEeigen
229: *
230: *> \par Further Details:
231: * =====================
232: *>
233: *> \verbatim
234: *>
235: *> Modified so that no backsubstitution is performed if ZHEEVD fails to
236: *> converge (NEIG in old code could be greater than N causing out of
237: *> bounds reference to A - reported by Ralf Meyer). Also corrected the
238: *> description of INFO and the test on ITYPE. Sven, 16 Feb 05.
239: *> \endverbatim
240: *
241: *> \par Contributors:
242: * ==================
243: *>
244: *> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
245: *>
246: * =====================================================================
1.1 bertrand 247: SUBROUTINE ZHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
248: $ LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
249: *
1.19 ! bertrand 250: * -- LAPACK driver routine --
1.1 bertrand 251: * -- LAPACK is a software package provided by Univ. of Tennessee, --
252: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
253: *
254: * .. Scalar Arguments ..
255: CHARACTER JOBZ, UPLO
256: INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LRWORK, LWORK, N
257: * ..
258: * .. Array Arguments ..
259: INTEGER IWORK( * )
260: DOUBLE PRECISION RWORK( * ), W( * )
261: COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
262: * ..
263: *
264: * =====================================================================
265: *
266: * .. Parameters ..
267: COMPLEX*16 CONE
268: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
269: * ..
270: * .. Local Scalars ..
271: LOGICAL LQUERY, UPPER, WANTZ
272: CHARACTER TRANS
273: INTEGER LIOPT, LIWMIN, LOPT, LROPT, LRWMIN, LWMIN
274: * ..
275: * .. External Functions ..
276: LOGICAL LSAME
277: EXTERNAL LSAME
278: * ..
279: * .. External Subroutines ..
280: EXTERNAL XERBLA, ZHEEVD, ZHEGST, ZPOTRF, ZTRMM, ZTRSM
281: * ..
282: * .. Intrinsic Functions ..
283: INTRINSIC DBLE, MAX
284: * ..
285: * .. Executable Statements ..
286: *
287: * Test the input parameters.
288: *
289: WANTZ = LSAME( JOBZ, 'V' )
290: UPPER = LSAME( UPLO, 'U' )
291: LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
292: *
293: INFO = 0
294: IF( N.LE.1 ) THEN
295: LWMIN = 1
296: LRWMIN = 1
297: LIWMIN = 1
298: ELSE IF( WANTZ ) THEN
299: LWMIN = 2*N + N*N
300: LRWMIN = 1 + 5*N + 2*N*N
301: LIWMIN = 3 + 5*N
302: ELSE
303: LWMIN = N + 1
304: LRWMIN = N
305: LIWMIN = 1
306: END IF
307: LOPT = LWMIN
308: LROPT = LRWMIN
309: LIOPT = LIWMIN
310: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
311: INFO = -1
312: ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
313: INFO = -2
314: ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
315: INFO = -3
316: ELSE IF( N.LT.0 ) THEN
317: INFO = -4
318: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
319: INFO = -6
320: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
321: INFO = -8
322: END IF
323: *
324: IF( INFO.EQ.0 ) THEN
325: WORK( 1 ) = LOPT
326: RWORK( 1 ) = LROPT
327: IWORK( 1 ) = LIOPT
328: *
329: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
330: INFO = -11
331: ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
332: INFO = -13
333: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
334: INFO = -15
335: END IF
336: END IF
337: *
338: IF( INFO.NE.0 ) THEN
339: CALL XERBLA( 'ZHEGVD', -INFO )
340: RETURN
341: ELSE IF( LQUERY ) THEN
342: RETURN
343: END IF
344: *
345: * Quick return if possible
346: *
347: IF( N.EQ.0 )
348: $ RETURN
349: *
350: * Form a Cholesky factorization of B.
351: *
352: CALL ZPOTRF( UPLO, N, B, LDB, INFO )
353: IF( INFO.NE.0 ) THEN
354: INFO = N + INFO
355: RETURN
356: END IF
357: *
358: * Transform problem to standard eigenvalue problem and solve.
359: *
360: CALL ZHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
361: CALL ZHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK,
362: $ IWORK, LIWORK, INFO )
1.19 ! bertrand 363: LOPT = INT( MAX( DBLE( LOPT ), DBLE( WORK( 1 ) ) ) )
! 364: LROPT = INT( MAX( DBLE( LROPT ), DBLE( RWORK( 1 ) ) ) )
! 365: LIOPT = INT( MAX( DBLE( LIOPT ), DBLE( IWORK( 1 ) ) ) )
1.1 bertrand 366: *
367: IF( WANTZ .AND. INFO.EQ.0 ) THEN
368: *
369: * Backtransform eigenvectors to the original problem.
370: *
371: IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
372: *
373: * For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
1.8 bertrand 374: * backtransform eigenvectors: x = inv(L)**H *y or inv(U)*y
1.1 bertrand 375: *
376: IF( UPPER ) THEN
377: TRANS = 'N'
378: ELSE
379: TRANS = 'C'
380: END IF
381: *
382: CALL ZTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, N, CONE,
383: $ B, LDB, A, LDA )
384: *
385: ELSE IF( ITYPE.EQ.3 ) THEN
386: *
387: * For B*A*x=(lambda)*x;
1.8 bertrand 388: * backtransform eigenvectors: x = L*y or U**H *y
1.1 bertrand 389: *
390: IF( UPPER ) THEN
391: TRANS = 'C'
392: ELSE
393: TRANS = 'N'
394: END IF
395: *
396: CALL ZTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, N, CONE,
397: $ B, LDB, A, LDA )
398: END IF
399: END IF
400: *
401: WORK( 1 ) = LOPT
402: RWORK( 1 ) = LROPT
403: IWORK( 1 ) = LIOPT
404: *
405: RETURN
406: *
407: * End of ZHEGVD
408: *
409: END
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