Annotation of rpl/lapack/lapack/zhpgv.f, revision 1.14

1.14    ! bertrand    1: *> \brief \b ZHPGV
1.9       bertrand    2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
                      5: * Online html documentation available at 
                      6: *            http://www.netlib.org/lapack/explore-html/ 
                      7: *
                      8: *> \htmlonly
                      9: *> Download ZHPGV + dependencies 
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpgv.f"> 
                     11: *> [TGZ]</a> 
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpgv.f"> 
                     13: *> [ZIP]</a> 
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpgv.f"> 
                     15: *> [TXT]</a>
                     16: *> \endhtmlonly 
                     17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
                     22: *                         RWORK, INFO )
                     23: * 
                     24: *       .. Scalar Arguments ..
                     25: *       CHARACTER          JOBZ, UPLO
                     26: *       INTEGER            INFO, ITYPE, LDZ, N
                     27: *       ..
                     28: *       .. Array Arguments ..
                     29: *       DOUBLE PRECISION   RWORK( * ), W( * )
                     30: *       COMPLEX*16         AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
                     31: *       ..
                     32: *  
                     33: *
                     34: *> \par Purpose:
                     35: *  =============
                     36: *>
                     37: *> \verbatim
                     38: *>
                     39: *> ZHPGV computes all the eigenvalues and, optionally, the eigenvectors
                     40: *> of a complex generalized Hermitian-definite eigenproblem, of the form
                     41: *> A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.
                     42: *> Here A and B are assumed to be Hermitian, stored in packed format,
                     43: *> and B is also positive definite.
                     44: *> \endverbatim
                     45: *
                     46: *  Arguments:
                     47: *  ==========
                     48: *
                     49: *> \param[in] ITYPE
                     50: *> \verbatim
                     51: *>          ITYPE is INTEGER
                     52: *>          Specifies the problem type to be solved:
                     53: *>          = 1:  A*x = (lambda)*B*x
                     54: *>          = 2:  A*B*x = (lambda)*x
                     55: *>          = 3:  B*A*x = (lambda)*x
                     56: *> \endverbatim
                     57: *>
                     58: *> \param[in] JOBZ
                     59: *> \verbatim
                     60: *>          JOBZ is CHARACTER*1
                     61: *>          = 'N':  Compute eigenvalues only;
                     62: *>          = 'V':  Compute eigenvalues and eigenvectors.
                     63: *> \endverbatim
                     64: *>
                     65: *> \param[in] UPLO
                     66: *> \verbatim
                     67: *>          UPLO is CHARACTER*1
                     68: *>          = 'U':  Upper triangles of A and B are stored;
                     69: *>          = 'L':  Lower triangles of A and B are stored.
                     70: *> \endverbatim
                     71: *>
                     72: *> \param[in] N
                     73: *> \verbatim
                     74: *>          N is INTEGER
                     75: *>          The order of the matrices A and B.  N >= 0.
                     76: *> \endverbatim
                     77: *>
                     78: *> \param[in,out] AP
                     79: *> \verbatim
                     80: *>          AP is COMPLEX*16 array, dimension (N*(N+1)/2)
                     81: *>          On entry, the upper or lower triangle of the Hermitian matrix
                     82: *>          A, packed columnwise in a linear array.  The j-th column of A
                     83: *>          is stored in the array AP as follows:
                     84: *>          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
                     85: *>          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
                     86: *>
                     87: *>          On exit, the contents of AP are destroyed.
                     88: *> \endverbatim
                     89: *>
                     90: *> \param[in,out] BP
                     91: *> \verbatim
                     92: *>          BP is COMPLEX*16 array, dimension (N*(N+1)/2)
                     93: *>          On entry, the upper or lower triangle of the Hermitian matrix
                     94: *>          B, packed columnwise in a linear array.  The j-th column of B
                     95: *>          is stored in the array BP as follows:
                     96: *>          if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
                     97: *>          if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
                     98: *>
                     99: *>          On exit, the triangular factor U or L from the Cholesky
                    100: *>          factorization B = U**H*U or B = L*L**H, in the same storage
                    101: *>          format as B.
                    102: *> \endverbatim
                    103: *>
                    104: *> \param[out] W
                    105: *> \verbatim
                    106: *>          W is DOUBLE PRECISION array, dimension (N)
                    107: *>          If INFO = 0, the eigenvalues in ascending order.
                    108: *> \endverbatim
                    109: *>
                    110: *> \param[out] Z
                    111: *> \verbatim
                    112: *>          Z is COMPLEX*16 array, dimension (LDZ, N)
                    113: *>          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
                    114: *>          eigenvectors.  The eigenvectors are normalized as follows:
                    115: *>          if ITYPE = 1 or 2, Z**H*B*Z = I;
                    116: *>          if ITYPE = 3, Z**H*inv(B)*Z = I.
                    117: *>          If JOBZ = 'N', then Z is not referenced.
                    118: *> \endverbatim
                    119: *>
                    120: *> \param[in] LDZ
                    121: *> \verbatim
                    122: *>          LDZ is INTEGER
                    123: *>          The leading dimension of the array Z.  LDZ >= 1, and if
                    124: *>          JOBZ = 'V', LDZ >= max(1,N).
                    125: *> \endverbatim
                    126: *>
                    127: *> \param[out] WORK
                    128: *> \verbatim
                    129: *>          WORK is COMPLEX*16 array, dimension (max(1, 2*N-1))
                    130: *> \endverbatim
                    131: *>
                    132: *> \param[out] RWORK
                    133: *> \verbatim
                    134: *>          RWORK is DOUBLE PRECISION array, dimension (max(1, 3*N-2))
                    135: *> \endverbatim
                    136: *>
                    137: *> \param[out] INFO
                    138: *> \verbatim
                    139: *>          INFO is INTEGER
                    140: *>          = 0:  successful exit
                    141: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
                    142: *>          > 0:  ZPPTRF or ZHPEV returned an error code:
                    143: *>             <= N:  if INFO = i, ZHPEV failed to converge;
                    144: *>                    i off-diagonal elements of an intermediate
                    145: *>                    tridiagonal form did not convergeto zero;
                    146: *>             > N:   if INFO = N + i, for 1 <= i <= n, then the leading
                    147: *>                    minor of order i of B is not positive definite.
                    148: *>                    The factorization of B could not be completed and
                    149: *>                    no eigenvalues or eigenvectors were computed.
                    150: *> \endverbatim
                    151: *
                    152: *  Authors:
                    153: *  ========
                    154: *
                    155: *> \author Univ. of Tennessee 
                    156: *> \author Univ. of California Berkeley 
                    157: *> \author Univ. of Colorado Denver 
                    158: *> \author NAG Ltd. 
                    159: *
1.14    ! bertrand  160: *> \date November 2015
1.9       bertrand  161: *
                    162: *> \ingroup complex16OTHEReigen
                    163: *
                    164: *  =====================================================================
1.1       bertrand  165:       SUBROUTINE ZHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
                    166:      $                  RWORK, INFO )
                    167: *
1.14    ! bertrand  168: *  -- LAPACK driver routine (version 3.6.0) --
1.1       bertrand  169: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    170: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.14    ! bertrand  171: *     November 2015
1.1       bertrand  172: *
                    173: *     .. Scalar Arguments ..
                    174:       CHARACTER          JOBZ, UPLO
                    175:       INTEGER            INFO, ITYPE, LDZ, N
                    176: *     ..
                    177: *     .. Array Arguments ..
                    178:       DOUBLE PRECISION   RWORK( * ), W( * )
                    179:       COMPLEX*16         AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
                    180: *     ..
                    181: *
                    182: *  =====================================================================
                    183: *
                    184: *     .. Local Scalars ..
                    185:       LOGICAL            UPPER, WANTZ
                    186:       CHARACTER          TRANS
                    187:       INTEGER            J, NEIG
                    188: *     ..
                    189: *     .. External Functions ..
                    190:       LOGICAL            LSAME
                    191:       EXTERNAL           LSAME
                    192: *     ..
                    193: *     .. External Subroutines ..
                    194:       EXTERNAL           XERBLA, ZHPEV, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
                    195: *     ..
                    196: *     .. Executable Statements ..
                    197: *
                    198: *     Test the input parameters.
                    199: *
                    200:       WANTZ = LSAME( JOBZ, 'V' )
                    201:       UPPER = LSAME( UPLO, 'U' )
                    202: *
                    203:       INFO = 0
                    204:       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
                    205:          INFO = -1
                    206:       ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
                    207:          INFO = -2
                    208:       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
                    209:          INFO = -3
                    210:       ELSE IF( N.LT.0 ) THEN
                    211:          INFO = -4
                    212:       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
                    213:          INFO = -9
                    214:       END IF
                    215:       IF( INFO.NE.0 ) THEN
                    216:          CALL XERBLA( 'ZHPGV ', -INFO )
                    217:          RETURN
                    218:       END IF
                    219: *
                    220: *     Quick return if possible
                    221: *
                    222:       IF( N.EQ.0 )
                    223:      $   RETURN
                    224: *
                    225: *     Form a Cholesky factorization of B.
                    226: *
                    227:       CALL ZPPTRF( UPLO, N, BP, INFO )
                    228:       IF( INFO.NE.0 ) THEN
                    229:          INFO = N + INFO
                    230:          RETURN
                    231:       END IF
                    232: *
                    233: *     Transform problem to standard eigenvalue problem and solve.
                    234: *
                    235:       CALL ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
                    236:       CALL ZHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO )
                    237: *
                    238:       IF( WANTZ ) THEN
                    239: *
                    240: *        Backtransform eigenvectors to the original problem.
                    241: *
                    242:          NEIG = N
                    243:          IF( INFO.GT.0 )
                    244:      $      NEIG = INFO - 1
                    245:          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
                    246: *
                    247: *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
1.8       bertrand  248: *           backtransform eigenvectors: x = inv(L)**H *y or inv(U)*y
1.1       bertrand  249: *
                    250:             IF( UPPER ) THEN
                    251:                TRANS = 'N'
                    252:             ELSE
                    253:                TRANS = 'C'
                    254:             END IF
                    255: *
                    256:             DO 10 J = 1, NEIG
                    257:                CALL ZTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
                    258:      $                     1 )
                    259:    10       CONTINUE
                    260: *
                    261:          ELSE IF( ITYPE.EQ.3 ) THEN
                    262: *
                    263: *           For B*A*x=(lambda)*x;
1.8       bertrand  264: *           backtransform eigenvectors: x = L*y or U**H *y
1.1       bertrand  265: *
                    266:             IF( UPPER ) THEN
                    267:                TRANS = 'C'
                    268:             ELSE
                    269:                TRANS = 'N'
                    270:             END IF
                    271: *
                    272:             DO 20 J = 1, NEIG
                    273:                CALL ZTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
                    274:      $                     1 )
                    275:    20       CONTINUE
                    276:          END IF
                    277:       END IF
                    278:       RETURN
                    279: *
                    280: *     End of ZHPGV
                    281: *
                    282:       END

CVSweb interface <joel.bertrand@systella.fr>