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Sat Jun 17 10:54:16 2017 UTC (6 years, 10 months ago) by bertrand
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Mise à jour de lapack.

    1: *> \brief \b ZHPGST
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZHPGST + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpgst.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpgst.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpgst.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       CHARACTER          UPLO
   25: *       INTEGER            INFO, ITYPE, N
   26: *       ..
   27: *       .. Array Arguments ..
   28: *       COMPLEX*16         AP( * ), BP( * )
   29: *       ..
   30: *
   31: *
   32: *> \par Purpose:
   33: *  =============
   34: *>
   35: *> \verbatim
   36: *>
   37: *> ZHPGST reduces a complex Hermitian-definite generalized
   38: *> eigenproblem to standard form, using packed storage.
   39: *>
   40: *> If ITYPE = 1, the problem is A*x = lambda*B*x,
   41: *> and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
   42: *>
   43: *> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
   44: *> B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
   45: *>
   46: *> B must have been previously factorized as U**H*U or L*L**H by ZPPTRF.
   47: *> \endverbatim
   48: *
   49: *  Arguments:
   50: *  ==========
   51: *
   52: *> \param[in] ITYPE
   53: *> \verbatim
   54: *>          ITYPE is INTEGER
   55: *>          = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
   56: *>          = 2 or 3: compute U*A*U**H or L**H*A*L.
   57: *> \endverbatim
   58: *>
   59: *> \param[in] UPLO
   60: *> \verbatim
   61: *>          UPLO is CHARACTER*1
   62: *>          = 'U':  Upper triangle of A is stored and B is factored as
   63: *>                  U**H*U;
   64: *>          = 'L':  Lower triangle of A is stored and B is factored as
   65: *>                  L*L**H.
   66: *> \endverbatim
   67: *>
   68: *> \param[in] N
   69: *> \verbatim
   70: *>          N is INTEGER
   71: *>          The order of the matrices A and B.  N >= 0.
   72: *> \endverbatim
   73: *>
   74: *> \param[in,out] AP
   75: *> \verbatim
   76: *>          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
   77: *>          On entry, the upper or lower triangle of the Hermitian matrix
   78: *>          A, packed columnwise in a linear array.  The j-th column of A
   79: *>          is stored in the array AP as follows:
   80: *>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
   81: *>          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
   82: *>
   83: *>          On exit, if INFO = 0, the transformed matrix, stored in the
   84: *>          same format as A.
   85: *> \endverbatim
   86: *>
   87: *> \param[in] BP
   88: *> \verbatim
   89: *>          BP is COMPLEX*16 array, dimension (N*(N+1)/2)
   90: *>          The triangular factor from the Cholesky factorization of B,
   91: *>          stored in the same format as A, as returned by ZPPTRF.
   92: *> \endverbatim
   93: *>
   94: *> \param[out] INFO
   95: *> \verbatim
   96: *>          INFO is INTEGER
   97: *>          = 0:  successful exit
   98: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
   99: *> \endverbatim
  100: *
  101: *  Authors:
  102: *  ========
  103: *
  104: *> \author Univ. of Tennessee
  105: *> \author Univ. of California Berkeley
  106: *> \author Univ. of Colorado Denver
  107: *> \author NAG Ltd.
  108: *
  109: *> \date December 2016
  110: *
  111: *> \ingroup complex16OTHERcomputational
  112: *
  113: *  =====================================================================
  114:       SUBROUTINE ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
  115: *
  116: *  -- LAPACK computational routine (version 3.7.0) --
  117: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  118: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  119: *     December 2016
  120: *
  121: *     .. Scalar Arguments ..
  122:       CHARACTER          UPLO
  123:       INTEGER            INFO, ITYPE, N
  124: *     ..
  125: *     .. Array Arguments ..
  126:       COMPLEX*16         AP( * ), BP( * )
  127: *     ..
  128: *
  129: *  =====================================================================
  130: *
  131: *     .. Parameters ..
  132:       DOUBLE PRECISION   ONE, HALF
  133:       PARAMETER          ( ONE = 1.0D+0, HALF = 0.5D+0 )
  134:       COMPLEX*16         CONE
  135:       PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ) )
  136: *     ..
  137: *     .. Local Scalars ..
  138:       LOGICAL            UPPER
  139:       INTEGER            J, J1, J1J1, JJ, K, K1, K1K1, KK
  140:       DOUBLE PRECISION   AJJ, AKK, BJJ, BKK
  141:       COMPLEX*16         CT
  142: *     ..
  143: *     .. External Subroutines ..
  144:       EXTERNAL           XERBLA, ZAXPY, ZDSCAL, ZHPMV, ZHPR2, ZTPMV,
  145:      $                   ZTPSV
  146: *     ..
  147: *     .. Intrinsic Functions ..
  148:       INTRINSIC          DBLE
  149: *     ..
  150: *     .. External Functions ..
  151:       LOGICAL            LSAME
  152:       COMPLEX*16         ZDOTC
  153:       EXTERNAL           LSAME, ZDOTC
  154: *     ..
  155: *     .. Executable Statements ..
  156: *
  157: *     Test the input parameters.
  158: *
  159:       INFO = 0
  160:       UPPER = LSAME( UPLO, 'U' )
  161:       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
  162:          INFO = -1
  163:       ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  164:          INFO = -2
  165:       ELSE IF( N.LT.0 ) THEN
  166:          INFO = -3
  167:       END IF
  168:       IF( INFO.NE.0 ) THEN
  169:          CALL XERBLA( 'ZHPGST', -INFO )
  170:          RETURN
  171:       END IF
  172: *
  173:       IF( ITYPE.EQ.1 ) THEN
  174:          IF( UPPER ) THEN
  175: *
  176: *           Compute inv(U**H)*A*inv(U)
  177: *
  178: *           J1 and JJ are the indices of A(1,j) and A(j,j)
  179: *
  180:             JJ = 0
  181:             DO 10 J = 1, N
  182:                J1 = JJ + 1
  183:                JJ = JJ + J
  184: *
  185: *              Compute the j-th column of the upper triangle of A
  186: *
  187:                AP( JJ ) = DBLE( AP( JJ ) )
  188:                BJJ = BP( JJ )
  189:                CALL ZTPSV( UPLO, 'Conjugate transpose', 'Non-unit', J,
  190:      $                     BP, AP( J1 ), 1 )
  191:                CALL ZHPMV( UPLO, J-1, -CONE, AP, BP( J1 ), 1, CONE,
  192:      $                     AP( J1 ), 1 )
  193:                CALL ZDSCAL( J-1, ONE / BJJ, AP( J1 ), 1 )
  194:                AP( JJ ) = ( AP( JJ )-ZDOTC( J-1, AP( J1 ), 1, BP( J1 ),
  195:      $                    1 ) ) / BJJ
  196:    10       CONTINUE
  197:          ELSE
  198: *
  199: *           Compute inv(L)*A*inv(L**H)
  200: *
  201: *           KK and K1K1 are the indices of A(k,k) and A(k+1,k+1)
  202: *
  203:             KK = 1
  204:             DO 20 K = 1, N
  205:                K1K1 = KK + N - K + 1
  206: *
  207: *              Update the lower triangle of A(k:n,k:n)
  208: *
  209:                AKK = AP( KK )
  210:                BKK = BP( KK )
  211:                AKK = AKK / BKK**2
  212:                AP( KK ) = AKK
  213:                IF( K.LT.N ) THEN
  214:                   CALL ZDSCAL( N-K, ONE / BKK, AP( KK+1 ), 1 )
  215:                   CT = -HALF*AKK
  216:                   CALL ZAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
  217:                   CALL ZHPR2( UPLO, N-K, -CONE, AP( KK+1 ), 1,
  218:      $                        BP( KK+1 ), 1, AP( K1K1 ) )
  219:                   CALL ZAXPY( N-K, CT, BP( KK+1 ), 1, AP( KK+1 ), 1 )
  220:                   CALL ZTPSV( UPLO, 'No transpose', 'Non-unit', N-K,
  221:      $                        BP( K1K1 ), AP( KK+1 ), 1 )
  222:                END IF
  223:                KK = K1K1
  224:    20       CONTINUE
  225:          END IF
  226:       ELSE
  227:          IF( UPPER ) THEN
  228: *
  229: *           Compute U*A*U**H
  230: *
  231: *           K1 and KK are the indices of A(1,k) and A(k,k)
  232: *
  233:             KK = 0
  234:             DO 30 K = 1, N
  235:                K1 = KK + 1
  236:                KK = KK + K
  237: *
  238: *              Update the upper triangle of A(1:k,1:k)
  239: *
  240:                AKK = AP( KK )
  241:                BKK = BP( KK )
  242:                CALL ZTPMV( UPLO, 'No transpose', 'Non-unit', K-1, BP,
  243:      $                     AP( K1 ), 1 )
  244:                CT = HALF*AKK
  245:                CALL ZAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
  246:                CALL ZHPR2( UPLO, K-1, CONE, AP( K1 ), 1, BP( K1 ), 1,
  247:      $                     AP )
  248:                CALL ZAXPY( K-1, CT, BP( K1 ), 1, AP( K1 ), 1 )
  249:                CALL ZDSCAL( K-1, BKK, AP( K1 ), 1 )
  250:                AP( KK ) = AKK*BKK**2
  251:    30       CONTINUE
  252:          ELSE
  253: *
  254: *           Compute L**H *A*L
  255: *
  256: *           JJ and J1J1 are the indices of A(j,j) and A(j+1,j+1)
  257: *
  258:             JJ = 1
  259:             DO 40 J = 1, N
  260:                J1J1 = JJ + N - J + 1
  261: *
  262: *              Compute the j-th column of the lower triangle of A
  263: *
  264:                AJJ = AP( JJ )
  265:                BJJ = BP( JJ )
  266:                AP( JJ ) = AJJ*BJJ + ZDOTC( N-J, AP( JJ+1 ), 1,
  267:      $                    BP( JJ+1 ), 1 )
  268:                CALL ZDSCAL( N-J, BJJ, AP( JJ+1 ), 1 )
  269:                CALL ZHPMV( UPLO, N-J, CONE, AP( J1J1 ), BP( JJ+1 ), 1,
  270:      $                     CONE, AP( JJ+1 ), 1 )
  271:                CALL ZTPMV( UPLO, 'Conjugate transpose', 'Non-unit',
  272:      $                     N-J+1, BP( JJ ), AP( JJ ), 1 )
  273:                JJ = J1J1
  274:    40       CONTINUE
  275:          END IF
  276:       END IF
  277:       RETURN
  278: *
  279: *     End of ZHPGST
  280: *
  281:       END

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