File:  [local] / rpl / lapack / lapack / zstedc.f
Revision 1.17: download - view: text, annotated - select for diffs - revision graph
Tue May 29 06:55:25 2018 UTC (5 years, 11 months ago) by bertrand
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CVS tags: HEAD
Mise à jour de Lapack.

    1: *> \brief \b ZSTEDC
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download ZSTEDC + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zstedc.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zstedc.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zstedc.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE ZSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, RWORK,
   22: *                          LRWORK, IWORK, LIWORK, INFO )
   23: *
   24: *       .. Scalar Arguments ..
   25: *       CHARACTER          COMPZ
   26: *       INTEGER            INFO, LDZ, LIWORK, LRWORK, LWORK, N
   27: *       ..
   28: *       .. Array Arguments ..
   29: *       INTEGER            IWORK( * )
   30: *       DOUBLE PRECISION   D( * ), E( * ), RWORK( * )
   31: *       COMPLEX*16         WORK( * ), Z( LDZ, * )
   32: *       ..
   33: *
   34: *
   35: *> \par Purpose:
   36: *  =============
   37: *>
   38: *> \verbatim
   39: *>
   40: *> ZSTEDC computes all eigenvalues and, optionally, eigenvectors of a
   41: *> symmetric tridiagonal matrix using the divide and conquer method.
   42: *> The eigenvectors of a full or band complex Hermitian matrix can also
   43: *> be found if ZHETRD or ZHPTRD or ZHBTRD has been used to reduce this
   44: *> matrix to tridiagonal form.
   45: *>
   46: *> This code makes very mild assumptions about floating point
   47: *> arithmetic. It will work on machines with a guard digit in
   48: *> add/subtract, or on those binary machines without guard digits
   49: *> which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
   50: *> It could conceivably fail on hexadecimal or decimal machines
   51: *> without guard digits, but we know of none.  See DLAED3 for details.
   52: *> \endverbatim
   53: *
   54: *  Arguments:
   55: *  ==========
   56: *
   57: *> \param[in] COMPZ
   58: *> \verbatim
   59: *>          COMPZ is CHARACTER*1
   60: *>          = 'N':  Compute eigenvalues only.
   61: *>          = 'I':  Compute eigenvectors of tridiagonal matrix also.
   62: *>          = 'V':  Compute eigenvectors of original Hermitian matrix
   63: *>                  also.  On entry, Z contains the unitary matrix used
   64: *>                  to reduce the original matrix to tridiagonal form.
   65: *> \endverbatim
   66: *>
   67: *> \param[in] N
   68: *> \verbatim
   69: *>          N is INTEGER
   70: *>          The dimension of the symmetric tridiagonal matrix.  N >= 0.
   71: *> \endverbatim
   72: *>
   73: *> \param[in,out] D
   74: *> \verbatim
   75: *>          D is DOUBLE PRECISION array, dimension (N)
   76: *>          On entry, the diagonal elements of the tridiagonal matrix.
   77: *>          On exit, if INFO = 0, the eigenvalues in ascending order.
   78: *> \endverbatim
   79: *>
   80: *> \param[in,out] E
   81: *> \verbatim
   82: *>          E is DOUBLE PRECISION array, dimension (N-1)
   83: *>          On entry, the subdiagonal elements of the tridiagonal matrix.
   84: *>          On exit, E has been destroyed.
   85: *> \endverbatim
   86: *>
   87: *> \param[in,out] Z
   88: *> \verbatim
   89: *>          Z is COMPLEX*16 array, dimension (LDZ,N)
   90: *>          On entry, if COMPZ = 'V', then Z contains the unitary
   91: *>          matrix used in the reduction to tridiagonal form.
   92: *>          On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
   93: *>          orthonormal eigenvectors of the original Hermitian matrix,
   94: *>          and if COMPZ = 'I', Z contains the orthonormal eigenvectors
   95: *>          of the symmetric tridiagonal matrix.
   96: *>          If  COMPZ = 'N', then Z is not referenced.
   97: *> \endverbatim
   98: *>
   99: *> \param[in] LDZ
  100: *> \verbatim
  101: *>          LDZ is INTEGER
  102: *>          The leading dimension of the array Z.  LDZ >= 1.
  103: *>          If eigenvectors are desired, then LDZ >= max(1,N).
  104: *> \endverbatim
  105: *>
  106: *> \param[out] WORK
  107: *> \verbatim
  108: *>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  109: *>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  110: *> \endverbatim
  111: *>
  112: *> \param[in] LWORK
  113: *> \verbatim
  114: *>          LWORK is INTEGER
  115: *>          The dimension of the array WORK.
  116: *>          If COMPZ = 'N' or 'I', or N <= 1, LWORK must be at least 1.
  117: *>          If COMPZ = 'V' and N > 1, LWORK must be at least N*N.
  118: *>          Note that for COMPZ = 'V', then if N is less than or
  119: *>          equal to the minimum divide size, usually 25, then LWORK need
  120: *>          only be 1.
  121: *>
  122: *>          If LWORK = -1, then a workspace query is assumed; the routine
  123: *>          only calculates the optimal sizes of the WORK, RWORK and
  124: *>          IWORK arrays, returns these values as the first entries of
  125: *>          the WORK, RWORK and IWORK arrays, and no error message
  126: *>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  127: *> \endverbatim
  128: *>
  129: *> \param[out] RWORK
  130: *> \verbatim
  131: *>          RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  132: *>          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
  133: *> \endverbatim
  134: *>
  135: *> \param[in] LRWORK
  136: *> \verbatim
  137: *>          LRWORK is INTEGER
  138: *>          The dimension of the array RWORK.
  139: *>          If COMPZ = 'N' or N <= 1, LRWORK must be at least 1.
  140: *>          If COMPZ = 'V' and N > 1, LRWORK must be at least
  141: *>                         1 + 3*N + 2*N*lg N + 4*N**2 ,
  142: *>                         where lg( N ) = smallest integer k such
  143: *>                         that 2**k >= N.
  144: *>          If COMPZ = 'I' and N > 1, LRWORK must be at least
  145: *>                         1 + 4*N + 2*N**2 .
  146: *>          Note that for COMPZ = 'I' or 'V', then if N is less than or
  147: *>          equal to the minimum divide size, usually 25, then LRWORK
  148: *>          need only be max(1,2*(N-1)).
  149: *>
  150: *>          If LRWORK = -1, then a workspace query is assumed; the
  151: *>          routine only calculates the optimal sizes of the WORK, RWORK
  152: *>          and IWORK arrays, returns these values as the first entries
  153: *>          of the WORK, RWORK and IWORK arrays, and no error message
  154: *>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  155: *> \endverbatim
  156: *>
  157: *> \param[out] IWORK
  158: *> \verbatim
  159: *>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  160: *>          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  161: *> \endverbatim
  162: *>
  163: *> \param[in] LIWORK
  164: *> \verbatim
  165: *>          LIWORK is INTEGER
  166: *>          The dimension of the array IWORK.
  167: *>          If COMPZ = 'N' or N <= 1, LIWORK must be at least 1.
  168: *>          If COMPZ = 'V' or N > 1,  LIWORK must be at least
  169: *>                                    6 + 6*N + 5*N*lg N.
  170: *>          If COMPZ = 'I' or N > 1,  LIWORK must be at least
  171: *>                                    3 + 5*N .
  172: *>          Note that for COMPZ = 'I' or 'V', then if N is less than or
  173: *>          equal to the minimum divide size, usually 25, then LIWORK
  174: *>          need only be 1.
  175: *>
  176: *>          If LIWORK = -1, then a workspace query is assumed; the
  177: *>          routine only calculates the optimal sizes of the WORK, RWORK
  178: *>          and IWORK arrays, returns these values as the first entries
  179: *>          of the WORK, RWORK and IWORK arrays, and no error message
  180: *>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  181: *> \endverbatim
  182: *>
  183: *> \param[out] INFO
  184: *> \verbatim
  185: *>          INFO is INTEGER
  186: *>          = 0:  successful exit.
  187: *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
  188: *>          > 0:  The algorithm failed to compute an eigenvalue while
  189: *>                working on the submatrix lying in rows and columns
  190: *>                INFO/(N+1) through mod(INFO,N+1).
  191: *> \endverbatim
  192: *
  193: *  Authors:
  194: *  ========
  195: *
  196: *> \author Univ. of Tennessee
  197: *> \author Univ. of California Berkeley
  198: *> \author Univ. of Colorado Denver
  199: *> \author NAG Ltd.
  200: *
  201: *> \date June 2017
  202: *
  203: *> \ingroup complex16OTHERcomputational
  204: *
  205: *> \par Contributors:
  206: *  ==================
  207: *>
  208: *> Jeff Rutter, Computer Science Division, University of California
  209: *> at Berkeley, USA
  210: *
  211: *  =====================================================================
  212:       SUBROUTINE ZSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, RWORK,
  213:      $                   LRWORK, IWORK, LIWORK, INFO )
  214: *
  215: *  -- LAPACK computational routine (version 3.7.1) --
  216: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  217: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  218: *     June 2017
  219: *
  220: *     .. Scalar Arguments ..
  221:       CHARACTER          COMPZ
  222:       INTEGER            INFO, LDZ, LIWORK, LRWORK, LWORK, N
  223: *     ..
  224: *     .. Array Arguments ..
  225:       INTEGER            IWORK( * )
  226:       DOUBLE PRECISION   D( * ), E( * ), RWORK( * )
  227:       COMPLEX*16         WORK( * ), Z( LDZ, * )
  228: *     ..
  229: *
  230: *  =====================================================================
  231: *
  232: *     .. Parameters ..
  233:       DOUBLE PRECISION   ZERO, ONE, TWO
  234:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
  235: *     ..
  236: *     .. Local Scalars ..
  237:       LOGICAL            LQUERY
  238:       INTEGER            FINISH, I, ICOMPZ, II, J, K, LGN, LIWMIN, LL,
  239:      $                   LRWMIN, LWMIN, M, SMLSIZ, START
  240:       DOUBLE PRECISION   EPS, ORGNRM, P, TINY
  241: *     ..
  242: *     .. External Functions ..
  243:       LOGICAL            LSAME
  244:       INTEGER            ILAENV
  245:       DOUBLE PRECISION   DLAMCH, DLANST
  246:       EXTERNAL           LSAME, ILAENV, DLAMCH, DLANST
  247: *     ..
  248: *     .. External Subroutines ..
  249:       EXTERNAL           DLASCL, DLASET, DSTEDC, DSTEQR, DSTERF, XERBLA,
  250:      $                   ZLACPY, ZLACRM, ZLAED0, ZSTEQR, ZSWAP
  251: *     ..
  252: *     .. Intrinsic Functions ..
  253:       INTRINSIC          ABS, DBLE, INT, LOG, MAX, MOD, SQRT
  254: *     ..
  255: *     .. Executable Statements ..
  256: *
  257: *     Test the input parameters.
  258: *
  259:       INFO = 0
  260:       LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  261: *
  262:       IF( LSAME( COMPZ, 'N' ) ) THEN
  263:          ICOMPZ = 0
  264:       ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
  265:          ICOMPZ = 1
  266:       ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
  267:          ICOMPZ = 2
  268:       ELSE
  269:          ICOMPZ = -1
  270:       END IF
  271:       IF( ICOMPZ.LT.0 ) THEN
  272:          INFO = -1
  273:       ELSE IF( N.LT.0 ) THEN
  274:          INFO = -2
  275:       ELSE IF( ( LDZ.LT.1 ) .OR.
  276:      $         ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
  277:          INFO = -6
  278:       END IF
  279: *
  280:       IF( INFO.EQ.0 ) THEN
  281: *
  282: *        Compute the workspace requirements
  283: *
  284:          SMLSIZ = ILAENV( 9, 'ZSTEDC', ' ', 0, 0, 0, 0 )
  285:          IF( N.LE.1 .OR. ICOMPZ.EQ.0 ) THEN
  286:             LWMIN = 1
  287:             LIWMIN = 1
  288:             LRWMIN = 1
  289:          ELSE IF( N.LE.SMLSIZ ) THEN
  290:             LWMIN = 1
  291:             LIWMIN = 1
  292:             LRWMIN = 2*( N - 1 )
  293:          ELSE IF( ICOMPZ.EQ.1 ) THEN
  294:             LGN = INT( LOG( DBLE( N ) ) / LOG( TWO ) )
  295:             IF( 2**LGN.LT.N )
  296:      $         LGN = LGN + 1
  297:             IF( 2**LGN.LT.N )
  298:      $         LGN = LGN + 1
  299:             LWMIN = N*N
  300:             LRWMIN = 1 + 3*N + 2*N*LGN + 4*N**2
  301:             LIWMIN = 6 + 6*N + 5*N*LGN
  302:          ELSE IF( ICOMPZ.EQ.2 ) THEN
  303:             LWMIN = 1
  304:             LRWMIN = 1 + 4*N + 2*N**2
  305:             LIWMIN = 3 + 5*N
  306:          END IF
  307:          WORK( 1 ) = LWMIN
  308:          RWORK( 1 ) = LRWMIN
  309:          IWORK( 1 ) = LIWMIN
  310: *
  311:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  312:             INFO = -8
  313:          ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  314:             INFO = -10
  315:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  316:             INFO = -12
  317:          END IF
  318:       END IF
  319: *
  320:       IF( INFO.NE.0 ) THEN
  321:          CALL XERBLA( 'ZSTEDC', -INFO )
  322:          RETURN
  323:       ELSE IF( LQUERY ) THEN
  324:          RETURN
  325:       END IF
  326: *
  327: *     Quick return if possible
  328: *
  329:       IF( N.EQ.0 )
  330:      $   RETURN
  331:       IF( N.EQ.1 ) THEN
  332:          IF( ICOMPZ.NE.0 )
  333:      $      Z( 1, 1 ) = ONE
  334:          RETURN
  335:       END IF
  336: *
  337: *     If the following conditional clause is removed, then the routine
  338: *     will use the Divide and Conquer routine to compute only the
  339: *     eigenvalues, which requires (3N + 3N**2) real workspace and
  340: *     (2 + 5N + 2N lg(N)) integer workspace.
  341: *     Since on many architectures DSTERF is much faster than any other
  342: *     algorithm for finding eigenvalues only, it is used here
  343: *     as the default. If the conditional clause is removed, then
  344: *     information on the size of workspace needs to be changed.
  345: *
  346: *     If COMPZ = 'N', use DSTERF to compute the eigenvalues.
  347: *
  348:       IF( ICOMPZ.EQ.0 ) THEN
  349:          CALL DSTERF( N, D, E, INFO )
  350:          GO TO 70
  351:       END IF
  352: *
  353: *     If N is smaller than the minimum divide size (SMLSIZ+1), then
  354: *     solve the problem with another solver.
  355: *
  356:       IF( N.LE.SMLSIZ ) THEN
  357: *
  358:          CALL ZSTEQR( COMPZ, N, D, E, Z, LDZ, RWORK, INFO )
  359: *
  360:       ELSE
  361: *
  362: *        If COMPZ = 'I', we simply call DSTEDC instead.
  363: *
  364:          IF( ICOMPZ.EQ.2 ) THEN
  365:             CALL DLASET( 'Full', N, N, ZERO, ONE, RWORK, N )
  366:             LL = N*N + 1
  367:             CALL DSTEDC( 'I', N, D, E, RWORK, N,
  368:      $                   RWORK( LL ), LRWORK-LL+1, IWORK, LIWORK, INFO )
  369:             DO 20 J = 1, N
  370:                DO 10 I = 1, N
  371:                   Z( I, J ) = RWORK( ( J-1 )*N+I )
  372:    10          CONTINUE
  373:    20       CONTINUE
  374:             GO TO 70
  375:          END IF
  376: *
  377: *        From now on, only option left to be handled is COMPZ = 'V',
  378: *        i.e. ICOMPZ = 1.
  379: *
  380: *        Scale.
  381: *
  382:          ORGNRM = DLANST( 'M', N, D, E )
  383:          IF( ORGNRM.EQ.ZERO )
  384:      $      GO TO 70
  385: *
  386:          EPS = DLAMCH( 'Epsilon' )
  387: *
  388:          START = 1
  389: *
  390: *        while ( START <= N )
  391: *
  392:    30    CONTINUE
  393:          IF( START.LE.N ) THEN
  394: *
  395: *           Let FINISH be the position of the next subdiagonal entry
  396: *           such that E( FINISH ) <= TINY or FINISH = N if no such
  397: *           subdiagonal exists.  The matrix identified by the elements
  398: *           between START and FINISH constitutes an independent
  399: *           sub-problem.
  400: *
  401:             FINISH = START
  402:    40       CONTINUE
  403:             IF( FINISH.LT.N ) THEN
  404:                TINY = EPS*SQRT( ABS( D( FINISH ) ) )*
  405:      $                    SQRT( ABS( D( FINISH+1 ) ) )
  406:                IF( ABS( E( FINISH ) ).GT.TINY ) THEN
  407:                   FINISH = FINISH + 1
  408:                   GO TO 40
  409:                END IF
  410:             END IF
  411: *
  412: *           (Sub) Problem determined.  Compute its size and solve it.
  413: *
  414:             M = FINISH - START + 1
  415:             IF( M.GT.SMLSIZ ) THEN
  416: *
  417: *              Scale.
  418: *
  419:                ORGNRM = DLANST( 'M', M, D( START ), E( START ) )
  420:                CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, M, 1, D( START ), M,
  421:      $                      INFO )
  422:                CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, M-1, 1, E( START ),
  423:      $                      M-1, INFO )
  424: *
  425:                CALL ZLAED0( N, M, D( START ), E( START ), Z( 1, START ),
  426:      $                      LDZ, WORK, N, RWORK, IWORK, INFO )
  427:                IF( INFO.GT.0 ) THEN
  428:                   INFO = ( INFO / ( M+1 )+START-1 )*( N+1 ) +
  429:      $                   MOD( INFO, ( M+1 ) ) + START - 1
  430:                   GO TO 70
  431:                END IF
  432: *
  433: *              Scale back.
  434: *
  435:                CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, M, 1, D( START ), M,
  436:      $                      INFO )
  437: *
  438:             ELSE
  439:                CALL DSTEQR( 'I', M, D( START ), E( START ), RWORK, M,
  440:      $                      RWORK( M*M+1 ), INFO )
  441:                CALL ZLACRM( N, M, Z( 1, START ), LDZ, RWORK, M, WORK, N,
  442:      $                      RWORK( M*M+1 ) )
  443:                CALL ZLACPY( 'A', N, M, WORK, N, Z( 1, START ), LDZ )
  444:                IF( INFO.GT.0 ) THEN
  445:                   INFO = START*( N+1 ) + FINISH
  446:                   GO TO 70
  447:                END IF
  448:             END IF
  449: *
  450:             START = FINISH + 1
  451:             GO TO 30
  452:          END IF
  453: *
  454: *        endwhile
  455: *
  456: *
  457: *        Use Selection Sort to minimize swaps of eigenvectors
  458: *
  459:          DO 60 II = 2, N
  460:            I = II - 1
  461:            K = I
  462:            P = D( I )
  463:            DO 50 J = II, N
  464:               IF( D( J ).LT.P ) THEN
  465:                  K = J
  466:                  P = D( J )
  467:               END IF
  468:    50      CONTINUE
  469:            IF( K.NE.I ) THEN
  470:               D( K ) = D( I )
  471:               D( I ) = P
  472:               CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
  473:            END IF
  474:    60    CONTINUE
  475:       END IF
  476: *
  477:    70 CONTINUE
  478:       WORK( 1 ) = LWMIN
  479:       RWORK( 1 ) = LRWMIN
  480:       IWORK( 1 ) = LIWMIN
  481: *
  482:       RETURN
  483: *
  484: *     End of ZSTEDC
  485: *
  486:       END

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