Annotation of rpl/lapack/lapack/zhpevd.f, revision 1.16

1.8       bertrand    1: *> \brief <b> ZHPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.14      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.8       bertrand    7: *
                      8: *> \htmlonly
1.14      bertrand    9: *> Download ZHPEVD + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpevd.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpevd.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpevd.f">
1.8       bertrand   15: *> [TXT]</a>
1.14      bertrand   16: *> \endhtmlonly
1.8       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
                     22: *                          RWORK, LRWORK, IWORK, LIWORK, INFO )
1.14      bertrand   23: *
1.8       bertrand   24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          JOBZ, UPLO
                     26: *       INTEGER            INFO, LDZ, LIWORK, LRWORK, LWORK, N
                     27: *       ..
                     28: *       .. Array Arguments ..
                     29: *       INTEGER            IWORK( * )
                     30: *       DOUBLE PRECISION   RWORK( * ), W( * )
                     31: *       COMPLEX*16         AP( * ), WORK( * ), Z( LDZ, * )
                     32: *       ..
1.14      bertrand   33: *
1.8       bertrand   34: *
                     35: *> \par Purpose:
                     36: *  =============
                     37: *>
                     38: *> \verbatim
                     39: *>
                     40: *> ZHPEVD computes all the eigenvalues and, optionally, eigenvectors of
                     41: *> a complex Hermitian matrix A in packed storage.  If eigenvectors are
                     42: *> desired, it uses a divide and conquer algorithm.
                     43: *>
                     44: *> The divide and conquer algorithm makes very mild assumptions about
                     45: *> floating point arithmetic. It will work on machines with a guard
                     46: *> digit in add/subtract, or on those binary machines without guard
                     47: *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
                     48: *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
                     49: *> without guard digits, but we know of none.
                     50: *> \endverbatim
                     51: *
                     52: *  Arguments:
                     53: *  ==========
                     54: *
                     55: *> \param[in] JOBZ
                     56: *> \verbatim
                     57: *>          JOBZ is CHARACTER*1
                     58: *>          = 'N':  Compute eigenvalues only;
                     59: *>          = 'V':  Compute eigenvalues and eigenvectors.
                     60: *> \endverbatim
                     61: *>
                     62: *> \param[in] UPLO
                     63: *> \verbatim
                     64: *>          UPLO is CHARACTER*1
                     65: *>          = 'U':  Upper triangle of A is stored;
                     66: *>          = 'L':  Lower triangle of A is stored.
                     67: *> \endverbatim
                     68: *>
                     69: *> \param[in] N
                     70: *> \verbatim
                     71: *>          N is INTEGER
                     72: *>          The order of the matrix A.  N >= 0.
                     73: *> \endverbatim
                     74: *>
                     75: *> \param[in,out] AP
                     76: *> \verbatim
                     77: *>          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
                     78: *>          On entry, the upper or lower triangle of the Hermitian matrix
                     79: *>          A, packed columnwise in a linear array.  The j-th column of A
                     80: *>          is stored in the array AP as follows:
                     81: *>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
                     82: *>          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
                     83: *>
                     84: *>          On exit, AP is overwritten by values generated during the
                     85: *>          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
                     86: *>          and first superdiagonal of the tridiagonal matrix T overwrite
                     87: *>          the corresponding elements of A, and if UPLO = 'L', the
                     88: *>          diagonal and first subdiagonal of T overwrite the
                     89: *>          corresponding elements of A.
                     90: *> \endverbatim
                     91: *>
                     92: *> \param[out] W
                     93: *> \verbatim
                     94: *>          W is DOUBLE PRECISION array, dimension (N)
                     95: *>          If INFO = 0, the eigenvalues in ascending order.
                     96: *> \endverbatim
                     97: *>
                     98: *> \param[out] Z
                     99: *> \verbatim
                    100: *>          Z is COMPLEX*16 array, dimension (LDZ, N)
                    101: *>          If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
                    102: *>          eigenvectors of the matrix A, with the i-th column of Z
                    103: *>          holding the eigenvector associated with W(i).
                    104: *>          If JOBZ = 'N', then Z is not referenced.
                    105: *> \endverbatim
                    106: *>
                    107: *> \param[in] LDZ
                    108: *> \verbatim
                    109: *>          LDZ is INTEGER
                    110: *>          The leading dimension of the array Z.  LDZ >= 1, and if
                    111: *>          JOBZ = 'V', LDZ >= max(1,N).
                    112: *> \endverbatim
                    113: *>
                    114: *> \param[out] WORK
                    115: *> \verbatim
                    116: *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
                    117: *>          On exit, if INFO = 0, WORK(1) returns the required LWORK.
                    118: *> \endverbatim
                    119: *>
                    120: *> \param[in] LWORK
                    121: *> \verbatim
                    122: *>          LWORK is INTEGER
                    123: *>          The dimension of array WORK.
                    124: *>          If N <= 1,               LWORK must be at least 1.
                    125: *>          If JOBZ = 'N' and N > 1, LWORK must be at least N.
                    126: *>          If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
                    127: *>
                    128: *>          If LWORK = -1, then a workspace query is assumed; the routine
                    129: *>          only calculates the required sizes of the WORK, RWORK and
                    130: *>          IWORK arrays, returns these values as the first entries of
                    131: *>          the WORK, RWORK and IWORK arrays, and no error message
                    132: *>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
                    133: *> \endverbatim
                    134: *>
                    135: *> \param[out] RWORK
                    136: *> \verbatim
1.16    ! bertrand  137: *>          RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
1.8       bertrand  138: *>          On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
                    139: *> \endverbatim
                    140: *>
                    141: *> \param[in] LRWORK
                    142: *> \verbatim
                    143: *>          LRWORK is INTEGER
                    144: *>          The dimension of array RWORK.
                    145: *>          If N <= 1,               LRWORK must be at least 1.
                    146: *>          If JOBZ = 'N' and N > 1, LRWORK must be at least N.
                    147: *>          If JOBZ = 'V' and N > 1, LRWORK must be at least
                    148: *>                    1 + 5*N + 2*N**2.
                    149: *>
                    150: *>          If LRWORK = -1, then a workspace query is assumed; the
                    151: *>          routine only calculates the required sizes of the WORK, RWORK
                    152: *>          and IWORK arrays, returns these values as the first entries
                    153: *>          of the WORK, RWORK and IWORK arrays, and no error message
                    154: *>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
                    155: *> \endverbatim
                    156: *>
                    157: *> \param[out] IWORK
                    158: *> \verbatim
                    159: *>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
                    160: *>          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
                    161: *> \endverbatim
                    162: *>
                    163: *> \param[in] LIWORK
                    164: *> \verbatim
                    165: *>          LIWORK is INTEGER
                    166: *>          The dimension of array IWORK.
                    167: *>          If JOBZ  = 'N' or N <= 1, LIWORK must be at least 1.
                    168: *>          If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
                    169: *>
                    170: *>          If LIWORK = -1, then a workspace query is assumed; the
                    171: *>          routine only calculates the required sizes of the WORK, RWORK
                    172: *>          and IWORK arrays, returns these values as the first entries
                    173: *>          of the WORK, RWORK and IWORK arrays, and no error message
                    174: *>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
                    175: *> \endverbatim
                    176: *>
                    177: *> \param[out] INFO
                    178: *> \verbatim
                    179: *>          INFO is INTEGER
                    180: *>          = 0:  successful exit
                    181: *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
                    182: *>          > 0:  if INFO = i, the algorithm failed to converge; i
                    183: *>                off-diagonal elements of an intermediate tridiagonal
                    184: *>                form did not converge to zero.
                    185: *> \endverbatim
                    186: *
                    187: *  Authors:
                    188: *  ========
                    189: *
1.14      bertrand  190: *> \author Univ. of Tennessee
                    191: *> \author Univ. of California Berkeley
                    192: *> \author Univ. of Colorado Denver
                    193: *> \author NAG Ltd.
1.8       bertrand  194: *
1.16    ! bertrand  195: *> \date June 2017
1.8       bertrand  196: *
                    197: *> \ingroup complex16OTHEReigen
                    198: *
                    199: *  =====================================================================
1.1       bertrand  200:       SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
                    201:      $                   RWORK, LRWORK, IWORK, LIWORK, INFO )
                    202: *
1.16    ! bertrand  203: *  -- LAPACK driver routine (version 3.7.1) --
1.1       bertrand  204: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    205: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.16    ! bertrand  206: *     June 2017
1.1       bertrand  207: *
                    208: *     .. Scalar Arguments ..
                    209:       CHARACTER          JOBZ, UPLO
                    210:       INTEGER            INFO, LDZ, LIWORK, LRWORK, LWORK, N
                    211: *     ..
                    212: *     .. Array Arguments ..
                    213:       INTEGER            IWORK( * )
                    214:       DOUBLE PRECISION   RWORK( * ), W( * )
                    215:       COMPLEX*16         AP( * ), WORK( * ), Z( LDZ, * )
                    216: *     ..
                    217: *
                    218: *  =====================================================================
                    219: *
                    220: *     .. Parameters ..
                    221:       DOUBLE PRECISION   ZERO, ONE
                    222:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
                    223:       COMPLEX*16         CONE
                    224:       PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ) )
                    225: *     ..
                    226: *     .. Local Scalars ..
                    227:       LOGICAL            LQUERY, WANTZ
                    228:       INTEGER            IINFO, IMAX, INDE, INDRWK, INDTAU, INDWRK,
                    229:      $                   ISCALE, LIWMIN, LLRWK, LLWRK, LRWMIN, LWMIN
                    230:       DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
                    231:      $                   SMLNUM
                    232: *     ..
                    233: *     .. External Functions ..
                    234:       LOGICAL            LSAME
                    235:       DOUBLE PRECISION   DLAMCH, ZLANHP
                    236:       EXTERNAL           LSAME, DLAMCH, ZLANHP
                    237: *     ..
                    238: *     .. External Subroutines ..
                    239:       EXTERNAL           DSCAL, DSTERF, XERBLA, ZDSCAL, ZHPTRD, ZSTEDC,
                    240:      $                   ZUPMTR
                    241: *     ..
                    242: *     .. Intrinsic Functions ..
                    243:       INTRINSIC          SQRT
                    244: *     ..
                    245: *     .. Executable Statements ..
                    246: *
                    247: *     Test the input parameters.
                    248: *
                    249:       WANTZ = LSAME( JOBZ, 'V' )
                    250:       LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
                    251: *
                    252:       INFO = 0
                    253:       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
                    254:          INFO = -1
                    255:       ELSE IF( .NOT.( LSAME( UPLO, 'L' ) .OR. LSAME( UPLO, 'U' ) ) )
                    256:      $          THEN
                    257:          INFO = -2
                    258:       ELSE IF( N.LT.0 ) THEN
                    259:          INFO = -3
                    260:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
                    261:          INFO = -7
                    262:       END IF
                    263: *
                    264:       IF( INFO.EQ.0 ) THEN
                    265:          IF( N.LE.1 ) THEN
                    266:             LWMIN = 1
                    267:             LIWMIN = 1
                    268:             LRWMIN = 1
                    269:          ELSE
                    270:             IF( WANTZ ) THEN
                    271:                LWMIN = 2*N
                    272:                LRWMIN = 1 + 5*N + 2*N**2
                    273:                LIWMIN = 3 + 5*N
                    274:             ELSE
                    275:                LWMIN = N
                    276:                LRWMIN = N
                    277:                LIWMIN = 1
                    278:             END IF
                    279:          END IF
                    280:          WORK( 1 ) = LWMIN
                    281:          RWORK( 1 ) = LRWMIN
                    282:          IWORK( 1 ) = LIWMIN
                    283: *
                    284:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
                    285:             INFO = -9
                    286:          ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
                    287:             INFO = -11
                    288:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
                    289:             INFO = -13
                    290:          END IF
                    291:       END IF
                    292: *
                    293:       IF( INFO.NE.0 ) THEN
                    294:          CALL XERBLA( 'ZHPEVD', -INFO )
                    295:          RETURN
                    296:       ELSE IF( LQUERY ) THEN
                    297:          RETURN
                    298:       END IF
                    299: *
                    300: *     Quick return if possible
                    301: *
                    302:       IF( N.EQ.0 )
                    303:      $   RETURN
                    304: *
                    305:       IF( N.EQ.1 ) THEN
                    306:          W( 1 ) = AP( 1 )
                    307:          IF( WANTZ )
                    308:      $      Z( 1, 1 ) = CONE
                    309:          RETURN
                    310:       END IF
                    311: *
                    312: *     Get machine constants.
                    313: *
                    314:       SAFMIN = DLAMCH( 'Safe minimum' )
                    315:       EPS = DLAMCH( 'Precision' )
                    316:       SMLNUM = SAFMIN / EPS
                    317:       BIGNUM = ONE / SMLNUM
                    318:       RMIN = SQRT( SMLNUM )
                    319:       RMAX = SQRT( BIGNUM )
                    320: *
                    321: *     Scale matrix to allowable range, if necessary.
                    322: *
                    323:       ANRM = ZLANHP( 'M', UPLO, N, AP, RWORK )
                    324:       ISCALE = 0
                    325:       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
                    326:          ISCALE = 1
                    327:          SIGMA = RMIN / ANRM
                    328:       ELSE IF( ANRM.GT.RMAX ) THEN
                    329:          ISCALE = 1
                    330:          SIGMA = RMAX / ANRM
                    331:       END IF
                    332:       IF( ISCALE.EQ.1 ) THEN
                    333:          CALL ZDSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
                    334:       END IF
                    335: *
                    336: *     Call ZHPTRD to reduce Hermitian packed matrix to tridiagonal form.
                    337: *
                    338:       INDE = 1
                    339:       INDTAU = 1
                    340:       INDRWK = INDE + N
                    341:       INDWRK = INDTAU + N
                    342:       LLWRK = LWORK - INDWRK + 1
                    343:       LLRWK = LRWORK - INDRWK + 1
                    344:       CALL ZHPTRD( UPLO, N, AP, W, RWORK( INDE ), WORK( INDTAU ),
                    345:      $             IINFO )
                    346: *
                    347: *     For eigenvalues only, call DSTERF.  For eigenvectors, first call
                    348: *     ZUPGTR to generate the orthogonal matrix, then call ZSTEDC.
                    349: *
                    350:       IF( .NOT.WANTZ ) THEN
                    351:          CALL DSTERF( N, W, RWORK( INDE ), INFO )
                    352:       ELSE
                    353:          CALL ZSTEDC( 'I', N, W, RWORK( INDE ), Z, LDZ, WORK( INDWRK ),
                    354:      $                LLWRK, RWORK( INDRWK ), LLRWK, IWORK, LIWORK,
                    355:      $                INFO )
                    356:          CALL ZUPMTR( 'L', UPLO, 'N', N, N, AP, WORK( INDTAU ), Z, LDZ,
                    357:      $                WORK( INDWRK ), IINFO )
                    358:       END IF
                    359: *
                    360: *     If matrix was scaled, then rescale eigenvalues appropriately.
                    361: *
                    362:       IF( ISCALE.EQ.1 ) THEN
                    363:          IF( INFO.EQ.0 ) THEN
                    364:             IMAX = N
                    365:          ELSE
                    366:             IMAX = INFO - 1
                    367:          END IF
                    368:          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
                    369:       END IF
                    370: *
                    371:       WORK( 1 ) = LWMIN
                    372:       RWORK( 1 ) = LRWMIN
                    373:       IWORK( 1 ) = LIWMIN
                    374:       RETURN
                    375: *
                    376: *     End of ZHPEVD
                    377: *
                    378:       END

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