Annotation of rpl/lapack/lapack/zhpgvx.f, revision 1.16
1.14 bertrand 1: *> \brief \b ZHPGVX
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 ZHPGVX + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpgvx.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpgvx.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpgvx.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU,
22: * IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK,
23: * IWORK, IFAIL, INFO )
24: *
25: * .. Scalar Arguments ..
26: * CHARACTER JOBZ, RANGE, UPLO
27: * INTEGER IL, INFO, ITYPE, IU, LDZ, M, N
28: * DOUBLE PRECISION ABSTOL, VL, VU
29: * ..
30: * .. Array Arguments ..
31: * INTEGER IFAIL( * ), IWORK( * )
32: * DOUBLE PRECISION RWORK( * ), W( * )
33: * COMPLEX*16 AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
34: * ..
35: *
36: *
37: *> \par Purpose:
38: * =============
39: *>
40: *> \verbatim
41: *>
42: *> ZHPGVX computes selected eigenvalues and, optionally, eigenvectors
43: *> of a complex generalized Hermitian-definite eigenproblem, of the form
44: *> A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and
45: *> B are assumed to be Hermitian, stored in packed format, and B is also
46: *> positive definite. Eigenvalues and eigenvectors can be selected by
47: *> specifying either a range of values or a range of indices for the
48: *> desired eigenvalues.
49: *> \endverbatim
50: *
51: * Arguments:
52: * ==========
53: *
54: *> \param[in] ITYPE
55: *> \verbatim
56: *> ITYPE is INTEGER
57: *> Specifies the problem type to be solved:
58: *> = 1: A*x = (lambda)*B*x
59: *> = 2: A*B*x = (lambda)*x
60: *> = 3: B*A*x = (lambda)*x
61: *> \endverbatim
62: *>
63: *> \param[in] JOBZ
64: *> \verbatim
65: *> JOBZ is CHARACTER*1
66: *> = 'N': Compute eigenvalues only;
67: *> = 'V': Compute eigenvalues and eigenvectors.
68: *> \endverbatim
69: *>
70: *> \param[in] RANGE
71: *> \verbatim
72: *> RANGE is CHARACTER*1
73: *> = 'A': all eigenvalues will be found;
74: *> = 'V': all eigenvalues in the half-open interval (VL,VU]
75: *> will be found;
76: *> = 'I': the IL-th through IU-th eigenvalues will be found.
77: *> \endverbatim
78: *>
79: *> \param[in] UPLO
80: *> \verbatim
81: *> UPLO is CHARACTER*1
82: *> = 'U': Upper triangles of A and B are stored;
83: *> = 'L': Lower triangles of A and B are stored.
84: *> \endverbatim
85: *>
86: *> \param[in] N
87: *> \verbatim
88: *> N is INTEGER
89: *> The order of the matrices A and B. N >= 0.
90: *> \endverbatim
91: *>
92: *> \param[in,out] AP
93: *> \verbatim
94: *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
95: *> On entry, the upper or lower triangle of the Hermitian matrix
96: *> A, packed columnwise in a linear array. The j-th column of A
97: *> is stored in the array AP as follows:
98: *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
99: *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
100: *>
101: *> On exit, the contents of AP are destroyed.
102: *> \endverbatim
103: *>
104: *> \param[in,out] BP
105: *> \verbatim
106: *> BP is COMPLEX*16 array, dimension (N*(N+1)/2)
107: *> On entry, the upper or lower triangle of the Hermitian matrix
108: *> B, packed columnwise in a linear array. The j-th column of B
109: *> is stored in the array BP as follows:
110: *> if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
111: *> if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
112: *>
113: *> On exit, the triangular factor U or L from the Cholesky
114: *> factorization B = U**H*U or B = L*L**H, in the same storage
115: *> format as B.
116: *> \endverbatim
117: *>
118: *> \param[in] VL
119: *> \verbatim
120: *> VL is DOUBLE PRECISION
1.15 bertrand 121: *>
122: *> If RANGE='V', the lower bound of the interval to
123: *> be searched for eigenvalues. VL < VU.
124: *> Not referenced if RANGE = 'A' or 'I'.
1.9 bertrand 125: *> \endverbatim
126: *>
127: *> \param[in] VU
128: *> \verbatim
129: *> VU is DOUBLE PRECISION
130: *>
1.15 bertrand 131: *> If RANGE='V', the upper bound of the interval to
1.9 bertrand 132: *> be searched for eigenvalues. VL < VU.
133: *> Not referenced if RANGE = 'A' or 'I'.
134: *> \endverbatim
135: *>
136: *> \param[in] IL
137: *> \verbatim
138: *> IL is INTEGER
1.15 bertrand 139: *>
140: *> If RANGE='I', the index of the
141: *> smallest eigenvalue to be returned.
142: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
143: *> Not referenced if RANGE = 'A' or 'V'.
1.9 bertrand 144: *> \endverbatim
145: *>
146: *> \param[in] IU
147: *> \verbatim
148: *> IU is INTEGER
149: *>
1.15 bertrand 150: *> If RANGE='I', the index of the
151: *> largest eigenvalue to be returned.
1.9 bertrand 152: *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
153: *> Not referenced if RANGE = 'A' or 'V'.
154: *> \endverbatim
155: *>
156: *> \param[in] ABSTOL
157: *> \verbatim
158: *> ABSTOL is DOUBLE PRECISION
159: *> The absolute error tolerance for the eigenvalues.
160: *> An approximate eigenvalue is accepted as converged
161: *> when it is determined to lie in an interval [a,b]
162: *> of width less than or equal to
163: *>
164: *> ABSTOL + EPS * max( |a|,|b| ) ,
165: *>
166: *> where EPS is the machine precision. If ABSTOL is less than
167: *> or equal to zero, then EPS*|T| will be used in its place,
168: *> where |T| is the 1-norm of the tridiagonal matrix obtained
169: *> by reducing AP to tridiagonal form.
170: *>
171: *> Eigenvalues will be computed most accurately when ABSTOL is
172: *> set to twice the underflow threshold 2*DLAMCH('S'), not zero.
173: *> If this routine returns with INFO>0, indicating that some
174: *> eigenvectors did not converge, try setting ABSTOL to
175: *> 2*DLAMCH('S').
176: *> \endverbatim
177: *>
178: *> \param[out] M
179: *> \verbatim
180: *> M is INTEGER
181: *> The total number of eigenvalues found. 0 <= M <= N.
182: *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
183: *> \endverbatim
184: *>
185: *> \param[out] W
186: *> \verbatim
187: *> W is DOUBLE PRECISION array, dimension (N)
188: *> On normal exit, the first M elements contain the selected
189: *> eigenvalues in ascending order.
190: *> \endverbatim
191: *>
192: *> \param[out] Z
193: *> \verbatim
194: *> Z is COMPLEX*16 array, dimension (LDZ, N)
195: *> If JOBZ = 'N', then Z is not referenced.
196: *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
197: *> contain the orthonormal eigenvectors of the matrix A
198: *> corresponding to the selected eigenvalues, with the i-th
199: *> column of Z holding the eigenvector associated with W(i).
200: *> The eigenvectors are normalized as follows:
201: *> if ITYPE = 1 or 2, Z**H*B*Z = I;
202: *> if ITYPE = 3, Z**H*inv(B)*Z = I.
203: *>
204: *> If an eigenvector fails to converge, then that column of Z
205: *> contains the latest approximation to the eigenvector, and the
206: *> index of the eigenvector is returned in IFAIL.
207: *> Note: the user must ensure that at least max(1,M) columns are
208: *> supplied in the array Z; if RANGE = 'V', the exact value of M
209: *> is not known in advance and an upper bound must be used.
210: *> \endverbatim
211: *>
212: *> \param[in] LDZ
213: *> \verbatim
214: *> LDZ is INTEGER
215: *> The leading dimension of the array Z. LDZ >= 1, and if
216: *> JOBZ = 'V', LDZ >= max(1,N).
217: *> \endverbatim
218: *>
219: *> \param[out] WORK
220: *> \verbatim
221: *> WORK is COMPLEX*16 array, dimension (2*N)
222: *> \endverbatim
223: *>
224: *> \param[out] RWORK
225: *> \verbatim
226: *> RWORK is DOUBLE PRECISION array, dimension (7*N)
227: *> \endverbatim
228: *>
229: *> \param[out] IWORK
230: *> \verbatim
231: *> IWORK is INTEGER array, dimension (5*N)
232: *> \endverbatim
233: *>
234: *> \param[out] IFAIL
235: *> \verbatim
236: *> IFAIL is INTEGER array, dimension (N)
237: *> If JOBZ = 'V', then if INFO = 0, the first M elements of
238: *> IFAIL are zero. If INFO > 0, then IFAIL contains the
239: *> indices of the eigenvectors that failed to converge.
240: *> If JOBZ = 'N', then IFAIL is not referenced.
241: *> \endverbatim
242: *>
243: *> \param[out] INFO
244: *> \verbatim
245: *> INFO is INTEGER
246: *> = 0: successful exit
247: *> < 0: if INFO = -i, the i-th argument had an illegal value
248: *> > 0: ZPPTRF or ZHPEVX returned an error code:
249: *> <= N: if INFO = i, ZHPEVX failed to converge;
250: *> i eigenvectors failed to converge. Their indices
251: *> are stored in array IFAIL.
252: *> > N: if INFO = N + i, for 1 <= i <= n, then the leading
253: *> minor of order i of B is not positive definite.
254: *> The factorization of B could not be completed and
255: *> no eigenvalues or eigenvectors were computed.
256: *> \endverbatim
257: *
258: * Authors:
259: * ========
260: *
261: *> \author Univ. of Tennessee
262: *> \author Univ. of California Berkeley
263: *> \author Univ. of Colorado Denver
264: *> \author NAG Ltd.
265: *
1.15 bertrand 266: *> \date June 2016
1.9 bertrand 267: *
268: *> \ingroup complex16OTHEReigen
269: *
270: *> \par Contributors:
271: * ==================
272: *>
273: *> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
274: *
275: * =====================================================================
1.1 bertrand 276: SUBROUTINE ZHPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU,
277: $ IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK,
278: $ IWORK, IFAIL, INFO )
279: *
1.15 bertrand 280: * -- LAPACK driver routine (version 3.6.1) --
1.1 bertrand 281: * -- LAPACK is a software package provided by Univ. of Tennessee, --
282: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.15 bertrand 283: * June 2016
1.1 bertrand 284: *
285: * .. Scalar Arguments ..
286: CHARACTER JOBZ, RANGE, UPLO
287: INTEGER IL, INFO, ITYPE, IU, LDZ, M, N
288: DOUBLE PRECISION ABSTOL, VL, VU
289: * ..
290: * .. Array Arguments ..
291: INTEGER IFAIL( * ), IWORK( * )
292: DOUBLE PRECISION RWORK( * ), W( * )
293: COMPLEX*16 AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
294: * ..
295: *
296: * =====================================================================
297: *
298: * .. Local Scalars ..
299: LOGICAL ALLEIG, INDEIG, UPPER, VALEIG, WANTZ
300: CHARACTER TRANS
301: INTEGER J
302: * ..
303: * .. External Functions ..
304: LOGICAL LSAME
305: EXTERNAL LSAME
306: * ..
307: * .. External Subroutines ..
308: EXTERNAL XERBLA, ZHPEVX, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
309: * ..
310: * .. Intrinsic Functions ..
311: INTRINSIC MIN
312: * ..
313: * .. Executable Statements ..
314: *
315: * Test the input parameters.
316: *
317: WANTZ = LSAME( JOBZ, 'V' )
318: UPPER = LSAME( UPLO, 'U' )
319: ALLEIG = LSAME( RANGE, 'A' )
320: VALEIG = LSAME( RANGE, 'V' )
321: INDEIG = LSAME( RANGE, 'I' )
322: *
323: INFO = 0
324: IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
325: INFO = -1
326: ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
327: INFO = -2
328: ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
329: INFO = -3
330: ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
331: INFO = -4
332: ELSE IF( N.LT.0 ) THEN
333: INFO = -5
334: ELSE
335: IF( VALEIG ) THEN
336: IF( N.GT.0 .AND. VU.LE.VL ) THEN
337: INFO = -9
338: END IF
339: ELSE IF( INDEIG ) THEN
340: IF( IL.LT.1 ) THEN
341: INFO = -10
342: ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
343: INFO = -11
344: END IF
345: END IF
346: END IF
347: IF( INFO.EQ.0 ) THEN
348: IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
349: INFO = -16
350: END IF
351: END IF
352: *
353: IF( INFO.NE.0 ) THEN
354: CALL XERBLA( 'ZHPGVX', -INFO )
355: RETURN
356: END IF
357: *
358: * Quick return if possible
359: *
360: IF( N.EQ.0 )
361: $ RETURN
362: *
363: * Form a Cholesky factorization of B.
364: *
365: CALL ZPPTRF( UPLO, N, BP, INFO )
366: IF( INFO.NE.0 ) THEN
367: INFO = N + INFO
368: RETURN
369: END IF
370: *
371: * Transform problem to standard eigenvalue problem and solve.
372: *
373: CALL ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
374: CALL ZHPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M,
375: $ W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO )
376: *
377: IF( WANTZ ) THEN
378: *
379: * Backtransform eigenvectors to the original problem.
380: *
381: IF( INFO.GT.0 )
382: $ M = INFO - 1
383: IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
384: *
385: * For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
1.8 bertrand 386: * backtransform eigenvectors: x = inv(L)**H *y or inv(U)*y
1.1 bertrand 387: *
388: IF( UPPER ) THEN
389: TRANS = 'N'
390: ELSE
391: TRANS = 'C'
392: END IF
393: *
394: DO 10 J = 1, M
395: CALL ZTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
396: $ 1 )
397: 10 CONTINUE
398: *
399: ELSE IF( ITYPE.EQ.3 ) THEN
400: *
401: * For B*A*x=(lambda)*x;
1.8 bertrand 402: * backtransform eigenvectors: x = L*y or U**H *y
1.1 bertrand 403: *
404: IF( UPPER ) THEN
405: TRANS = 'C'
406: ELSE
407: TRANS = 'N'
408: END IF
409: *
410: DO 20 J = 1, M
411: CALL ZTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
412: $ 1 )
413: 20 CONTINUE
414: END IF
415: END IF
416: *
417: RETURN
418: *
419: * End of ZHPGVX
420: *
421: END
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