Annotation of rpl/lapack/lapack/zpteqr.f, revision 1.8
1.8 ! bertrand 1: *> \brief \b ZPTEQR
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download ZPTEQR + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpteqr.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpteqr.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpteqr.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE ZPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
! 22: *
! 23: * .. Scalar Arguments ..
! 24: * CHARACTER COMPZ
! 25: * INTEGER INFO, LDZ, N
! 26: * ..
! 27: * .. Array Arguments ..
! 28: * DOUBLE PRECISION D( * ), E( * ), WORK( * )
! 29: * COMPLEX*16 Z( LDZ, * )
! 30: * ..
! 31: *
! 32: *
! 33: *> \par Purpose:
! 34: * =============
! 35: *>
! 36: *> \verbatim
! 37: *>
! 38: *> ZPTEQR computes all eigenvalues and, optionally, eigenvectors of a
! 39: *> symmetric positive definite tridiagonal matrix by first factoring the
! 40: *> matrix using DPTTRF and then calling ZBDSQR to compute the singular
! 41: *> values of the bidiagonal factor.
! 42: *>
! 43: *> This routine computes the eigenvalues of the positive definite
! 44: *> tridiagonal matrix to high relative accuracy. This means that if the
! 45: *> eigenvalues range over many orders of magnitude in size, then the
! 46: *> small eigenvalues and corresponding eigenvectors will be computed
! 47: *> more accurately than, for example, with the standard QR method.
! 48: *>
! 49: *> The eigenvectors of a full or band positive definite Hermitian matrix
! 50: *> can also be found if ZHETRD, ZHPTRD, or ZHBTRD has been used to
! 51: *> reduce this matrix to tridiagonal form. (The reduction to
! 52: *> tridiagonal form, however, may preclude the possibility of obtaining
! 53: *> high relative accuracy in the small eigenvalues of the original
! 54: *> matrix, if these eigenvalues range over many orders of magnitude.)
! 55: *> \endverbatim
! 56: *
! 57: * Arguments:
! 58: * ==========
! 59: *
! 60: *> \param[in] COMPZ
! 61: *> \verbatim
! 62: *> COMPZ is CHARACTER*1
! 63: *> = 'N': Compute eigenvalues only.
! 64: *> = 'V': Compute eigenvectors of original Hermitian
! 65: *> matrix also. Array Z contains the unitary matrix
! 66: *> used to reduce the original matrix to tridiagonal
! 67: *> form.
! 68: *> = 'I': Compute eigenvectors of tridiagonal matrix also.
! 69: *> \endverbatim
! 70: *>
! 71: *> \param[in] N
! 72: *> \verbatim
! 73: *> N is INTEGER
! 74: *> The order of the matrix. N >= 0.
! 75: *> \endverbatim
! 76: *>
! 77: *> \param[in,out] D
! 78: *> \verbatim
! 79: *> D is DOUBLE PRECISION array, dimension (N)
! 80: *> On entry, the n diagonal elements of the tridiagonal matrix.
! 81: *> On normal exit, D contains the eigenvalues, in descending
! 82: *> order.
! 83: *> \endverbatim
! 84: *>
! 85: *> \param[in,out] E
! 86: *> \verbatim
! 87: *> E is DOUBLE PRECISION array, dimension (N-1)
! 88: *> On entry, the (n-1) subdiagonal elements of the tridiagonal
! 89: *> matrix.
! 90: *> On exit, E has been destroyed.
! 91: *> \endverbatim
! 92: *>
! 93: *> \param[in,out] Z
! 94: *> \verbatim
! 95: *> Z is COMPLEX*16 array, dimension (LDZ, N)
! 96: *> On entry, if COMPZ = 'V', the unitary matrix used in the
! 97: *> reduction to tridiagonal form.
! 98: *> On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
! 99: *> original Hermitian matrix;
! 100: *> if COMPZ = 'I', the orthonormal eigenvectors of the
! 101: *> tridiagonal matrix.
! 102: *> If INFO > 0 on exit, Z contains the eigenvectors associated
! 103: *> with only the stored eigenvalues.
! 104: *> If COMPZ = 'N', then Z is not referenced.
! 105: *> \endverbatim
! 106: *>
! 107: *> \param[in] LDZ
! 108: *> \verbatim
! 109: *> LDZ is INTEGER
! 110: *> The leading dimension of the array Z. LDZ >= 1, and if
! 111: *> COMPZ = 'V' or 'I', LDZ >= max(1,N).
! 112: *> \endverbatim
! 113: *>
! 114: *> \param[out] WORK
! 115: *> \verbatim
! 116: *> WORK is DOUBLE PRECISION array, dimension (4*N)
! 117: *> \endverbatim
! 118: *>
! 119: *> \param[out] INFO
! 120: *> \verbatim
! 121: *> INFO is INTEGER
! 122: *> = 0: successful exit.
! 123: *> < 0: if INFO = -i, the i-th argument had an illegal value.
! 124: *> > 0: if INFO = i, and i is:
! 125: *> <= N the Cholesky factorization of the matrix could
! 126: *> not be performed because the i-th principal minor
! 127: *> was not positive definite.
! 128: *> > N the SVD algorithm failed to converge;
! 129: *> if INFO = N+i, i off-diagonal elements of the
! 130: *> bidiagonal factor did not converge to zero.
! 131: *> \endverbatim
! 132: *
! 133: * Authors:
! 134: * ========
! 135: *
! 136: *> \author Univ. of Tennessee
! 137: *> \author Univ. of California Berkeley
! 138: *> \author Univ. of Colorado Denver
! 139: *> \author NAG Ltd.
! 140: *
! 141: *> \date November 2011
! 142: *
! 143: *> \ingroup complex16OTHERcomputational
! 144: *
! 145: * =====================================================================
1.1 bertrand 146: SUBROUTINE ZPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
147: *
1.8 ! bertrand 148: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 149: * -- LAPACK is a software package provided by Univ. of Tennessee, --
150: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 ! bertrand 151: * November 2011
1.1 bertrand 152: *
153: * .. Scalar Arguments ..
154: CHARACTER COMPZ
155: INTEGER INFO, LDZ, N
156: * ..
157: * .. Array Arguments ..
158: DOUBLE PRECISION D( * ), E( * ), WORK( * )
159: COMPLEX*16 Z( LDZ, * )
160: * ..
161: *
162: * ====================================================================
163: *
164: * .. Parameters ..
165: COMPLEX*16 CZERO, CONE
166: PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
167: $ CONE = ( 1.0D+0, 0.0D+0 ) )
168: * ..
169: * .. External Functions ..
170: LOGICAL LSAME
171: EXTERNAL LSAME
172: * ..
173: * .. External Subroutines ..
174: EXTERNAL DPTTRF, XERBLA, ZBDSQR, ZLASET
175: * ..
176: * .. Local Arrays ..
177: COMPLEX*16 C( 1, 1 ), VT( 1, 1 )
178: * ..
179: * .. Local Scalars ..
180: INTEGER I, ICOMPZ, NRU
181: * ..
182: * .. Intrinsic Functions ..
183: INTRINSIC MAX, SQRT
184: * ..
185: * .. Executable Statements ..
186: *
187: * Test the input parameters.
188: *
189: INFO = 0
190: *
191: IF( LSAME( COMPZ, 'N' ) ) THEN
192: ICOMPZ = 0
193: ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
194: ICOMPZ = 1
195: ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
196: ICOMPZ = 2
197: ELSE
198: ICOMPZ = -1
199: END IF
200: IF( ICOMPZ.LT.0 ) THEN
201: INFO = -1
202: ELSE IF( N.LT.0 ) THEN
203: INFO = -2
204: ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1,
205: $ N ) ) ) THEN
206: INFO = -6
207: END IF
208: IF( INFO.NE.0 ) THEN
209: CALL XERBLA( 'ZPTEQR', -INFO )
210: RETURN
211: END IF
212: *
213: * Quick return if possible
214: *
215: IF( N.EQ.0 )
216: $ RETURN
217: *
218: IF( N.EQ.1 ) THEN
219: IF( ICOMPZ.GT.0 )
220: $ Z( 1, 1 ) = CONE
221: RETURN
222: END IF
223: IF( ICOMPZ.EQ.2 )
224: $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
225: *
226: * Call DPTTRF to factor the matrix.
227: *
228: CALL DPTTRF( N, D, E, INFO )
229: IF( INFO.NE.0 )
230: $ RETURN
231: DO 10 I = 1, N
232: D( I ) = SQRT( D( I ) )
233: 10 CONTINUE
234: DO 20 I = 1, N - 1
235: E( I ) = E( I )*D( I )
236: 20 CONTINUE
237: *
238: * Call ZBDSQR to compute the singular values/vectors of the
239: * bidiagonal factor.
240: *
241: IF( ICOMPZ.GT.0 ) THEN
242: NRU = N
243: ELSE
244: NRU = 0
245: END IF
246: CALL ZBDSQR( 'Lower', N, 0, NRU, 0, D, E, VT, 1, Z, LDZ, C, 1,
247: $ WORK, INFO )
248: *
249: * Square the singular values.
250: *
251: IF( INFO.EQ.0 ) THEN
252: DO 30 I = 1, N
253: D( I ) = D( I )*D( I )
254: 30 CONTINUE
255: ELSE
256: INFO = N + INFO
257: END IF
258: *
259: RETURN
260: *
261: * End of ZPTEQR
262: *
263: END
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