File:  [local] / rpl / lapack / lapack / zhpgst.f
Revision 1.8: download - view: text, annotated - select for diffs - revision graph
Fri Jul 22 07:38:15 2011 UTC (12 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_3, rpl-4_1_2, rpl-4_1_1, HEAD
En route vers la 4.4.1.

    1:       SUBROUTINE ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.3.1) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *  -- April 2011                                                      --
    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**H)*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**H)
  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**H
  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**H *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

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