File:  [local] / rpl / lapack / lapack / zhpevd.f
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Tue May 29 06:55:24 2018 UTC (5 years, 11 months ago) by bertrand
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CVS tags: HEAD
Mise à jour de Lapack.

    1: *> \brief <b> ZHPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER 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 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">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
   22: *                          RWORK, LRWORK, IWORK, LIWORK, INFO )
   23: *
   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: *       ..
   33: *
   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
  137: *>          RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  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: *
  190: *> \author Univ. of Tennessee
  191: *> \author Univ. of California Berkeley
  192: *> \author Univ. of Colorado Denver
  193: *> \author NAG Ltd.
  194: *
  195: *> \date June 2017
  196: *
  197: *> \ingroup complex16OTHEReigen
  198: *
  199: *  =====================================================================
  200:       SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  201:      $                   RWORK, LRWORK, IWORK, LIWORK, INFO )
  202: *
  203: *  -- LAPACK driver routine (version 3.7.1) --
  204: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  205: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  206: *     June 2017
  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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