![[BACK]](/cvsweb/icons/back.gif){kind=icon}
Return to zhpgst.f CVS log ![[TXT]](/cvsweb/icons/text.gif){kind=icon}
![[DIR]](/cvsweb/icons/dir.gif){kind=icon}
Up to [local] / rpl / lapack / lapack|
Return to zhpgst.f CVS log | Up to [local] / rpl / lapack / lapack |
1.1 bertrand 1: SUBROUTINE ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
2: *
3: * -- LAPACK routine (version 3.2) --
4: * -- LAPACK is a software package provided by Univ. of Tennessee, --
5: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6: * November 2006
7: *
8: * .. Scalar Arguments ..
9: CHARACTER UPLO
10: INTEGER INFO, ITYPE, N
11: * ..
12: * .. Array Arguments ..
13: COMPLEX*16 AP( * ), BP( * )
14: * ..
15: *
16: * Purpose
17: * =======
18: *
19: * ZHPGST reduces a complex Hermitian-definite generalized
20: * eigenproblem to standard form, using packed storage.
21: *
22: * If ITYPE = 1, the problem is A*x = lambda*B*x,
23: * and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
24: *
25: * If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
26: * B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
27: *
28: * B must have been previously factorized as U**H*U or L*L**H by ZPPTRF.
29: *
30: * Arguments
31: * =========
32: *
33: * ITYPE (input) INTEGER
34: * = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
35: * = 2 or 3: compute U*A*U**H or L**H*A*L.
36: *
37: * UPLO (input) CHARACTER*1
38: * = 'U': Upper triangle of A is stored and B is factored as
39: * U**H*U;
40: * = 'L': Lower triangle of A is stored and B is factored as
41: * L*L**H.
42: *
43: * N (input) INTEGER
44: * The order of the matrices A and B. N >= 0.
45: *
46: * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
47: * On entry, the upper or lower triangle of the Hermitian matrix
48: * A, packed columnwise in a linear array. The j-th column of A
49: * is stored in the array AP as follows:
50: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
51: * if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
52: *
53: * On exit, if INFO = 0, the transformed matrix, stored in the
54: * same format as A.
55: *
56: * BP (input) COMPLEX*16 array, dimension (N*(N+1)/2)
57: * The triangular factor from the Cholesky factorization of B,
58: * stored in the same format as A, as returned by ZPPTRF.
59: *
60: * INFO (output) INTEGER
61: * = 0: successful exit
62: * < 0: if INFO = -i, the i-th argument had an illegal value
63: *
64: * =====================================================================
65: *
66: * .. Parameters ..
67: DOUBLE PRECISION ONE, HALF
68: PARAMETER ( ONE = 1.0D+0, HALF = 0.5D+0 )
69: COMPLEX*16 CONE
70: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
71: * ..
72: * .. Local Scalars ..
73: LOGICAL UPPER
74: INTEGER J, J1, J1J1, JJ, K, K1, K1K1, KK
75: DOUBLE PRECISION AJJ, AKK, BJJ, BKK
76: COMPLEX*16 CT
77: * ..
78: * .. External Subroutines ..
79: EXTERNAL XERBLA, ZAXPY, ZDSCAL, ZHPMV, ZHPR2, ZTPMV,
80: $ ZTPSV
81: * ..
82: * .. Intrinsic Functions ..
83: INTRINSIC DBLE
84: * ..
85: * .. External Functions ..
86: LOGICAL LSAME
87: COMPLEX*16 ZDOTC
88: EXTERNAL LSAME, ZDOTC
89: * ..
90: * .. Executable Statements ..
91: *
92: * Test the input parameters.
93: *
94: INFO = 0
95: UPPER = LSAME( UPLO, 'U' )
96: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
97: INFO = -1
98: ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
99: INFO = -2
100: ELSE IF( N.LT.0 ) THEN
101: INFO = -3
102: END IF
103: IF( INFO.NE.0 ) THEN
104: CALL XERBLA( 'ZHPGST', -INFO )
105: RETURN
106: END IF
107: *
108: IF( ITYPE.EQ.1 ) THEN
109: IF( UPPER ) THEN
110: *
111: * Compute inv(U')*A*inv(U)
112: *
113: * J1 and JJ are the indices of A(1,j) and A(j,j)
114: *
115: JJ = 0
116: DO 10 J = 1, N
117: J1 = JJ + 1
118: JJ = JJ + J
119: *
120: * Compute the j-th column of the upper triangle of A
121: *
122: AP( JJ ) = DBLE( AP( JJ ) )
123: BJJ = BP( JJ )
124: CALL ZTPSV( UPLO, 'Conjugate transpose', 'Non-unit', J,
125: $ BP, AP( J1 ), 1 )
126: CALL ZHPMV( UPLO, J-1, -CONE, AP, BP( J1 ), 1, CONE,
127: $ AP( J1 ), 1 )
128: CALL ZDSCAL( J-1, ONE / BJJ, AP( J1 ), 1 )
129: AP( JJ ) = ( AP( JJ )-ZDOTC( J-1, AP( J1 ), 1, BP( J1 ),
130: $ 1 ) ) / BJJ
131: 10 CONTINUE
132: ELSE
133: *
134: * Compute inv(L)*A*inv(L')
135: *
136: * KK and K1K1 are the indices of A(k,k) and A(k+1,k+1)
137: *
138: KK = 1
139: DO 20 K = 1, N
140: K1K1 = KK + N - K + 1
141: *
142: * Update the lower triangle of A(k:n,k:n)
143: *
144: AKK = AP( KK )
145: BKK = BP( KK )
146: AKK = AKK / BKK**2
147: AP( KK ) = AKK
148: IF( K.LT.N ) THEN
149: CALL ZDSCAL( N-K, ONE / BKK, AP( KK+1 ), 1 )
150: CT = -HALF*AKK
151: CALL ZAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
152: CALL ZHPR2( UPLO, N-K, -CONE, AP( KK+1 ), 1,
153: $ BP( KK+1 ), 1, AP( K1K1 ) )
154: CALL ZAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
155: CALL ZTPSV( UPLO, 'No transpose', 'Non-unit', N-K,
156: $ BP( K1K1 ), AP( KK+1 ), 1 )
157: END IF
158: KK = K1K1
159: 20 CONTINUE
160: END IF
161: ELSE
162: IF( UPPER ) THEN
163: *
164: * Compute U*A*U'
165: *
166: * K1 and KK are the indices of A(1,k) and A(k,k)
167: *
168: KK = 0
169: DO 30 K = 1, N
170: K1 = KK + 1
171: KK = KK + K
172: *
173: * Update the upper triangle of A(1:k,1:k)
174: *
175: AKK = AP( KK )
176: BKK = BP( KK )
177: CALL ZTPMV( UPLO, 'No transpose', 'Non-unit', K-1, BP,
178: $ AP( K1 ), 1 )
179: CT = HALF*AKK
180: CALL ZAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
181: CALL ZHPR2( UPLO, K-1, CONE, AP( K1 ), 1, BP( K1 ), 1,
182: $ AP )
183: CALL ZAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
184: CALL ZDSCAL( K-1, BKK, AP( K1 ), 1 )
185: AP( KK ) = AKK*BKK**2
186: 30 CONTINUE
187: ELSE
188: *
189: * Compute L'*A*L
190: *
191: * JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1)
192: *
193: JJ = 1
194: DO 40 J = 1, N
195: J1J1 = JJ + N - J + 1
196: *
197: * Compute the j-th column of the lower triangle of A
198: *
199: AJJ = AP( JJ )
200: BJJ = BP( JJ )
201: AP( JJ ) = AJJ*BJJ + ZDOTC( N-J, AP( JJ+1 ), 1,
202: $ BP( JJ+1 ), 1 )
203: CALL ZDSCAL( N-J, BJJ, AP( JJ+1 ), 1 )
204: CALL ZHPMV( UPLO, N-J, CONE, AP( J1J1 ), BP( JJ+1 ), 1,
205: $ CONE, AP( JJ+1 ), 1 )
206: CALL ZTPMV( UPLO, 'Conjugate transpose', 'Non-unit',
207: $ N-J+1, BP( JJ ), AP( JJ ), 1 )
208: JJ = J1J1
209: 40 CONTINUE
210: END IF
211: END IF
212: RETURN
213: *
214: * End of ZHPGST
215: *
216: END