Annotation of rpl/lapack/lapack/zhpgvd.f, revision 1.6
1.1 bertrand 1: SUBROUTINE ZHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
2: $ LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
3: *
4: * -- LAPACK driver routine (version 3.2) --
5: * -- LAPACK is a software package provided by Univ. of Tennessee, --
6: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
7: * November 2006
8: *
9: * .. Scalar Arguments ..
10: CHARACTER JOBZ, UPLO
11: INTEGER INFO, ITYPE, LDZ, LIWORK, LRWORK, LWORK, N
12: * ..
13: * .. Array Arguments ..
14: INTEGER IWORK( * )
15: DOUBLE PRECISION RWORK( * ), W( * )
16: COMPLEX*16 AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
17: * ..
18: *
19: * Purpose
20: * =======
21: *
22: * ZHPGVD computes all the eigenvalues and, optionally, the eigenvectors
23: * of a complex generalized Hermitian-definite eigenproblem, of the form
24: * A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
25: * B are assumed to be Hermitian, stored in packed format, and B is also
26: * positive definite.
27: * If eigenvectors are desired, it uses a divide and conquer algorithm.
28: *
29: * The divide and conquer algorithm makes very mild assumptions about
30: * floating point arithmetic. It will work on machines with a guard
31: * digit in add/subtract, or on those binary machines without guard
32: * digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
33: * Cray-2. It could conceivably fail on hexadecimal or decimal machines
34: * without guard digits, but we know of none.
35: *
36: * Arguments
37: * =========
38: *
39: * ITYPE (input) INTEGER
40: * Specifies the problem type to be solved:
41: * = 1: A*x = (lambda)*B*x
42: * = 2: A*B*x = (lambda)*x
43: * = 3: B*A*x = (lambda)*x
44: *
45: * JOBZ (input) CHARACTER*1
46: * = 'N': Compute eigenvalues only;
47: * = 'V': Compute eigenvalues and eigenvectors.
48: *
49: * UPLO (input) CHARACTER*1
50: * = 'U': Upper triangles of A and B are stored;
51: * = 'L': Lower triangles of A and B are stored.
52: *
53: * N (input) INTEGER
54: * The order of the matrices A and B. N >= 0.
55: *
56: * AP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
57: * On entry, the upper or lower triangle of the Hermitian matrix
58: * A, packed columnwise in a linear array. The j-th column of A
59: * is stored in the array AP as follows:
60: * if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
61: * if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
62: *
63: * On exit, the contents of AP are destroyed.
64: *
65: * BP (input/output) COMPLEX*16 array, dimension (N*(N+1)/2)
66: * On entry, the upper or lower triangle of the Hermitian matrix
67: * B, packed columnwise in a linear array. The j-th column of B
68: * is stored in the array BP as follows:
69: * if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
70: * if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
71: *
72: * On exit, the triangular factor U or L from the Cholesky
73: * factorization B = U**H*U or B = L*L**H, in the same storage
74: * format as B.
75: *
76: * W (output) DOUBLE PRECISION array, dimension (N)
77: * If INFO = 0, the eigenvalues in ascending order.
78: *
79: * Z (output) COMPLEX*16 array, dimension (LDZ, N)
80: * If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
81: * eigenvectors. The eigenvectors are normalized as follows:
82: * if ITYPE = 1 or 2, Z**H*B*Z = I;
83: * if ITYPE = 3, Z**H*inv(B)*Z = I.
84: * If JOBZ = 'N', then Z is not referenced.
85: *
86: * LDZ (input) INTEGER
87: * The leading dimension of the array Z. LDZ >= 1, and if
88: * JOBZ = 'V', LDZ >= max(1,N).
89: *
90: * WORK (workspace) COMPLEX*16 array, dimension (MAX(1,LWORK))
91: * On exit, if INFO = 0, WORK(1) returns the required LWORK.
92: *
93: * LWORK (input) INTEGER
94: * The dimension of array WORK.
95: * If N <= 1, LWORK >= 1.
96: * If JOBZ = 'N' and N > 1, LWORK >= N.
97: * If JOBZ = 'V' and N > 1, LWORK >= 2*N.
98: *
99: * If LWORK = -1, then a workspace query is assumed; the routine
100: * only calculates the required sizes of the WORK, RWORK and
101: * IWORK arrays, returns these values as the first entries of
102: * the WORK, RWORK and IWORK arrays, and no error message
103: * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
104: *
105: * RWORK (workspace) DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
106: * On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
107: *
108: * LRWORK (input) INTEGER
109: * The dimension of array RWORK.
110: * If N <= 1, LRWORK >= 1.
111: * If JOBZ = 'N' and N > 1, LRWORK >= N.
112: * If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
113: *
114: * If LRWORK = -1, then a workspace query is assumed; the
115: * routine only calculates the required sizes of the WORK, RWORK
116: * and IWORK arrays, returns these values as the first entries
117: * of the WORK, RWORK and IWORK arrays, and no error message
118: * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
119: *
120: * IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
121: * On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
122: *
123: * LIWORK (input) INTEGER
124: * The dimension of array IWORK.
125: * If JOBZ = 'N' or N <= 1, LIWORK >= 1.
126: * If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
127: *
128: * If LIWORK = -1, then a workspace query is assumed; the
129: * routine only calculates the required sizes of the WORK, RWORK
130: * and IWORK arrays, returns these values as the first entries
131: * of the WORK, RWORK and IWORK arrays, and no error message
132: * related to LWORK or LRWORK or LIWORK is issued by XERBLA.
133: *
134: * INFO (output) INTEGER
135: * = 0: successful exit
136: * < 0: if INFO = -i, the i-th argument had an illegal value
137: * > 0: ZPPTRF or ZHPEVD returned an error code:
138: * <= N: if INFO = i, ZHPEVD failed to converge;
139: * i off-diagonal elements of an intermediate
140: * tridiagonal form did not convergeto zero;
141: * > N: if INFO = N + i, for 1 <= i <= n, then the leading
142: * minor of order i of B is not positive definite.
143: * The factorization of B could not be completed and
144: * no eigenvalues or eigenvectors were computed.
145: *
146: * Further Details
147: * ===============
148: *
149: * Based on contributions by
150: * Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
151: *
152: * =====================================================================
153: *
154: * .. Local Scalars ..
155: LOGICAL LQUERY, UPPER, WANTZ
156: CHARACTER TRANS
157: INTEGER J, LIWMIN, LRWMIN, LWMIN, NEIG
158: * ..
159: * .. External Functions ..
160: LOGICAL LSAME
161: EXTERNAL LSAME
162: * ..
163: * .. External Subroutines ..
164: EXTERNAL XERBLA, ZHPEVD, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
165: * ..
166: * .. Intrinsic Functions ..
167: INTRINSIC DBLE, MAX
168: * ..
169: * .. Executable Statements ..
170: *
171: * Test the input parameters.
172: *
173: WANTZ = LSAME( JOBZ, 'V' )
174: UPPER = LSAME( UPLO, 'U' )
175: LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
176: *
177: INFO = 0
178: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
179: INFO = -1
180: ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
181: INFO = -2
182: ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
183: INFO = -3
184: ELSE IF( N.LT.0 ) THEN
185: INFO = -4
186: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
187: INFO = -9
188: END IF
189: *
190: IF( INFO.EQ.0 ) THEN
191: IF( N.LE.1 ) THEN
192: LWMIN = 1
193: LIWMIN = 1
194: LRWMIN = 1
195: ELSE
196: IF( WANTZ ) THEN
197: LWMIN = 2*N
198: LRWMIN = 1 + 5*N + 2*N**2
199: LIWMIN = 3 + 5*N
200: ELSE
201: LWMIN = N
202: LRWMIN = N
203: LIWMIN = 1
204: END IF
205: END IF
206: *
207: WORK( 1 ) = LWMIN
208: RWORK( 1 ) = LRWMIN
209: IWORK( 1 ) = LIWMIN
210: IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
211: INFO = -11
212: ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
213: INFO = -13
214: ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
215: INFO = -15
216: END IF
217: END IF
218: *
219: IF( INFO.NE.0 ) THEN
220: CALL XERBLA( 'ZHPGVD', -INFO )
221: RETURN
222: ELSE IF( LQUERY ) THEN
223: RETURN
224: END IF
225: *
226: * Quick return if possible
227: *
228: IF( N.EQ.0 )
229: $ RETURN
230: *
231: * Form a Cholesky factorization of B.
232: *
233: CALL ZPPTRF( UPLO, N, BP, INFO )
234: IF( INFO.NE.0 ) THEN
235: INFO = N + INFO
236: RETURN
237: END IF
238: *
239: * Transform problem to standard eigenvalue problem and solve.
240: *
241: CALL ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
242: CALL ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, RWORK,
243: $ LRWORK, IWORK, LIWORK, INFO )
244: LWMIN = MAX( DBLE( LWMIN ), DBLE( WORK( 1 ) ) )
245: LRWMIN = MAX( DBLE( LRWMIN ), DBLE( RWORK( 1 ) ) )
246: LIWMIN = MAX( DBLE( LIWMIN ), DBLE( IWORK( 1 ) ) )
247: *
248: IF( WANTZ ) THEN
249: *
250: * Backtransform eigenvectors to the original problem.
251: *
252: NEIG = N
253: IF( INFO.GT.0 )
254: $ NEIG = INFO - 1
255: IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
256: *
257: * For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
258: * backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
259: *
260: IF( UPPER ) THEN
261: TRANS = 'N'
262: ELSE
263: TRANS = 'C'
264: END IF
265: *
266: DO 10 J = 1, NEIG
267: CALL ZTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
268: $ 1 )
269: 10 CONTINUE
270: *
271: ELSE IF( ITYPE.EQ.3 ) THEN
272: *
273: * For B*A*x=(lambda)*x;
274: * backtransform eigenvectors: x = L*y or U'*y
275: *
276: IF( UPPER ) THEN
277: TRANS = 'C'
278: ELSE
279: TRANS = 'N'
280: END IF
281: *
282: DO 20 J = 1, NEIG
283: CALL ZTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
284: $ 1 )
285: 20 CONTINUE
286: END IF
287: END IF
288: *
289: WORK( 1 ) = LWMIN
290: RWORK( 1 ) = LRWMIN
291: IWORK( 1 ) = LIWMIN
292: RETURN
293: *
294: * End of ZHPGVD
295: *
296: END
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