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zstedc.f 16 kB

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  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,
  132. *> dimension (LRWORK)
  133. *> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] LRWORK
  137. *> \verbatim
  138. *> LRWORK is INTEGER
  139. *> The dimension of the array RWORK.
  140. *> If COMPZ = 'N' or N <= 1, LRWORK must be at least 1.
  141. *> If COMPZ = 'V' and N > 1, LRWORK must be at least
  142. *> 1 + 3*N + 2*N*lg N + 4*N**2 ,
  143. *> where lg( N ) = smallest integer k such
  144. *> that 2**k >= N.
  145. *> If COMPZ = 'I' and N > 1, LRWORK must be at least
  146. *> 1 + 4*N + 2*N**2 .
  147. *> Note that for COMPZ = 'I' or 'V', then if N is less than or
  148. *> equal to the minimum divide size, usually 25, then LRWORK
  149. *> need only be max(1,2*(N-1)).
  150. *>
  151. *> If LRWORK = -1, then a workspace query is assumed; the
  152. *> routine only calculates the optimal sizes of the WORK, RWORK
  153. *> and IWORK arrays, returns these values as the first entries
  154. *> of the WORK, RWORK and IWORK arrays, and no error message
  155. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  156. *> \endverbatim
  157. *>
  158. *> \param[out] IWORK
  159. *> \verbatim
  160. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  161. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  162. *> \endverbatim
  163. *>
  164. *> \param[in] LIWORK
  165. *> \verbatim
  166. *> LIWORK is INTEGER
  167. *> The dimension of the array IWORK.
  168. *> If COMPZ = 'N' or N <= 1, LIWORK must be at least 1.
  169. *> If COMPZ = 'V' or N > 1, LIWORK must be at least
  170. *> 6 + 6*N + 5*N*lg N.
  171. *> If COMPZ = 'I' or N > 1, LIWORK must be at least
  172. *> 3 + 5*N .
  173. *> Note that for COMPZ = 'I' or 'V', then if N is less than or
  174. *> equal to the minimum divide size, usually 25, then LIWORK
  175. *> need only be 1.
  176. *>
  177. *> If LIWORK = -1, then a workspace query is assumed; the
  178. *> routine only calculates the optimal sizes of the WORK, RWORK
  179. *> and IWORK arrays, returns these values as the first entries
  180. *> of the WORK, RWORK and IWORK arrays, and no error message
  181. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  182. *> \endverbatim
  183. *>
  184. *> \param[out] INFO
  185. *> \verbatim
  186. *> INFO is INTEGER
  187. *> = 0: successful exit.
  188. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  189. *> > 0: The algorithm failed to compute an eigenvalue while
  190. *> working on the submatrix lying in rows and columns
  191. *> INFO/(N+1) through mod(INFO,N+1).
  192. *> \endverbatim
  193. *
  194. * Authors:
  195. * ========
  196. *
  197. *> \author Univ. of Tennessee
  198. *> \author Univ. of California Berkeley
  199. *> \author Univ. of Colorado Denver
  200. *> \author NAG Ltd.
  201. *
  202. *> \date December 2016
  203. *
  204. *> \ingroup complex16OTHERcomputational
  205. *
  206. *> \par Contributors:
  207. * ==================
  208. *>
  209. *> Jeff Rutter, Computer Science Division, University of California
  210. *> at Berkeley, USA
  211. *
  212. * =====================================================================
  213. SUBROUTINE ZSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, RWORK,
  214. $ LRWORK, IWORK, LIWORK, INFO )
  215. *
  216. * -- LAPACK computational routine (version 3.7.0) --
  217. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  218. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  219. * December 2016
  220. *
  221. * .. Scalar Arguments ..
  222. CHARACTER COMPZ
  223. INTEGER INFO, LDZ, LIWORK, LRWORK, LWORK, N
  224. * ..
  225. * .. Array Arguments ..
  226. INTEGER IWORK( * )
  227. DOUBLE PRECISION D( * ), E( * ), RWORK( * )
  228. COMPLEX*16 WORK( * ), Z( LDZ, * )
  229. * ..
  230. *
  231. * =====================================================================
  232. *
  233. * .. Parameters ..
  234. DOUBLE PRECISION ZERO, ONE, TWO
  235. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
  236. * ..
  237. * .. Local Scalars ..
  238. LOGICAL LQUERY
  239. INTEGER FINISH, I, ICOMPZ, II, J, K, LGN, LIWMIN, LL,
  240. $ LRWMIN, LWMIN, M, SMLSIZ, START
  241. DOUBLE PRECISION EPS, ORGNRM, P, TINY
  242. * ..
  243. * .. External Functions ..
  244. LOGICAL LSAME
  245. INTEGER ILAENV
  246. DOUBLE PRECISION DLAMCH, DLANST
  247. EXTERNAL LSAME, ILAENV, DLAMCH, DLANST
  248. * ..
  249. * .. External Subroutines ..
  250. EXTERNAL DLASCL, DLASET, DSTEDC, DSTEQR, DSTERF, XERBLA,
  251. $ ZLACPY, ZLACRM, ZLAED0, ZSTEQR, ZSWAP
  252. * ..
  253. * .. Intrinsic Functions ..
  254. INTRINSIC ABS, DBLE, INT, LOG, MAX, MOD, SQRT
  255. * ..
  256. * .. Executable Statements ..
  257. *
  258. * Test the input parameters.
  259. *
  260. INFO = 0
  261. LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  262. *
  263. IF( LSAME( COMPZ, 'N' ) ) THEN
  264. ICOMPZ = 0
  265. ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
  266. ICOMPZ = 1
  267. ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
  268. ICOMPZ = 2
  269. ELSE
  270. ICOMPZ = -1
  271. END IF
  272. IF( ICOMPZ.LT.0 ) THEN
  273. INFO = -1
  274. ELSE IF( N.LT.0 ) THEN
  275. INFO = -2
  276. ELSE IF( ( LDZ.LT.1 ) .OR.
  277. $ ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
  278. INFO = -6
  279. END IF
  280. *
  281. IF( INFO.EQ.0 ) THEN
  282. *
  283. * Compute the workspace requirements
  284. *
  285. SMLSIZ = ILAENV( 9, 'ZSTEDC', ' ', 0, 0, 0, 0 )
  286. IF( N.LE.1 .OR. ICOMPZ.EQ.0 ) THEN
  287. LWMIN = 1
  288. LIWMIN = 1
  289. LRWMIN = 1
  290. ELSE IF( N.LE.SMLSIZ ) THEN
  291. LWMIN = 1
  292. LIWMIN = 1
  293. LRWMIN = 2*( N - 1 )
  294. ELSE IF( ICOMPZ.EQ.1 ) THEN
  295. LGN = INT( LOG( DBLE( N ) ) / LOG( TWO ) )
  296. IF( 2**LGN.LT.N )
  297. $ LGN = LGN + 1
  298. IF( 2**LGN.LT.N )
  299. $ LGN = LGN + 1
  300. LWMIN = N*N
  301. LRWMIN = 1 + 3*N + 2*N*LGN + 4*N**2
  302. LIWMIN = 6 + 6*N + 5*N*LGN
  303. ELSE IF( ICOMPZ.EQ.2 ) THEN
  304. LWMIN = 1
  305. LRWMIN = 1 + 4*N + 2*N**2
  306. LIWMIN = 3 + 5*N
  307. END IF
  308. WORK( 1 ) = LWMIN
  309. RWORK( 1 ) = LRWMIN
  310. IWORK( 1 ) = LIWMIN
  311. *
  312. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  313. INFO = -8
  314. ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  315. INFO = -10
  316. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  317. INFO = -12
  318. END IF
  319. END IF
  320. *
  321. IF( INFO.NE.0 ) THEN
  322. CALL XERBLA( 'ZSTEDC', -INFO )
  323. RETURN
  324. ELSE IF( LQUERY ) THEN
  325. RETURN
  326. END IF
  327. *
  328. * Quick return if possible
  329. *
  330. IF( N.EQ.0 )
  331. $ RETURN
  332. IF( N.EQ.1 ) THEN
  333. IF( ICOMPZ.NE.0 )
  334. $ Z( 1, 1 ) = ONE
  335. RETURN
  336. END IF
  337. *
  338. * If the following conditional clause is removed, then the routine
  339. * will use the Divide and Conquer routine to compute only the
  340. * eigenvalues, which requires (3N + 3N**2) real workspace and
  341. * (2 + 5N + 2N lg(N)) integer workspace.
  342. * Since on many architectures DSTERF is much faster than any other
  343. * algorithm for finding eigenvalues only, it is used here
  344. * as the default. If the conditional clause is removed, then
  345. * information on the size of workspace needs to be changed.
  346. *
  347. * If COMPZ = 'N', use DSTERF to compute the eigenvalues.
  348. *
  349. IF( ICOMPZ.EQ.0 ) THEN
  350. CALL DSTERF( N, D, E, INFO )
  351. GO TO 70
  352. END IF
  353. *
  354. * If N is smaller than the minimum divide size (SMLSIZ+1), then
  355. * solve the problem with another solver.
  356. *
  357. IF( N.LE.SMLSIZ ) THEN
  358. *
  359. CALL ZSTEQR( COMPZ, N, D, E, Z, LDZ, RWORK, INFO )
  360. *
  361. ELSE
  362. *
  363. * If COMPZ = 'I', we simply call DSTEDC instead.
  364. *
  365. IF( ICOMPZ.EQ.2 ) THEN
  366. CALL DLASET( 'Full', N, N, ZERO, ONE, RWORK, N )
  367. LL = N*N + 1
  368. CALL DSTEDC( 'I', N, D, E, RWORK, N,
  369. $ RWORK( LL ), LRWORK-LL+1, IWORK, LIWORK, INFO )
  370. DO 20 J = 1, N
  371. DO 10 I = 1, N
  372. Z( I, J ) = RWORK( ( J-1 )*N+I )
  373. 10 CONTINUE
  374. 20 CONTINUE
  375. GO TO 70
  376. END IF
  377. *
  378. * From now on, only option left to be handled is COMPZ = 'V',
  379. * i.e. ICOMPZ = 1.
  380. *
  381. * Scale.
  382. *
  383. ORGNRM = DLANST( 'M', N, D, E )
  384. IF( ORGNRM.EQ.ZERO )
  385. $ GO TO 70
  386. *
  387. EPS = DLAMCH( 'Epsilon' )
  388. *
  389. START = 1
  390. *
  391. * while ( START <= N )
  392. *
  393. 30 CONTINUE
  394. IF( START.LE.N ) THEN
  395. *
  396. * Let FINISH be the position of the next subdiagonal entry
  397. * such that E( FINISH ) <= TINY or FINISH = N if no such
  398. * subdiagonal exists. The matrix identified by the elements
  399. * between START and FINISH constitutes an independent
  400. * sub-problem.
  401. *
  402. FINISH = START
  403. 40 CONTINUE
  404. IF( FINISH.LT.N ) THEN
  405. TINY = EPS*SQRT( ABS( D( FINISH ) ) )*
  406. $ SQRT( ABS( D( FINISH+1 ) ) )
  407. IF( ABS( E( FINISH ) ).GT.TINY ) THEN
  408. FINISH = FINISH + 1
  409. GO TO 40
  410. END IF
  411. END IF
  412. *
  413. * (Sub) Problem determined. Compute its size and solve it.
  414. *
  415. M = FINISH - START + 1
  416. IF( M.GT.SMLSIZ ) THEN
  417. *
  418. * Scale.
  419. *
  420. ORGNRM = DLANST( 'M', M, D( START ), E( START ) )
  421. CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, M, 1, D( START ), M,
  422. $ INFO )
  423. CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, M-1, 1, E( START ),
  424. $ M-1, INFO )
  425. *
  426. CALL ZLAED0( N, M, D( START ), E( START ), Z( 1, START ),
  427. $ LDZ, WORK, N, RWORK, IWORK, INFO )
  428. IF( INFO.GT.0 ) THEN
  429. INFO = ( INFO / ( M+1 )+START-1 )*( N+1 ) +
  430. $ MOD( INFO, ( M+1 ) ) + START - 1
  431. GO TO 70
  432. END IF
  433. *
  434. * Scale back.
  435. *
  436. CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, M, 1, D( START ), M,
  437. $ INFO )
  438. *
  439. ELSE
  440. CALL DSTEQR( 'I', M, D( START ), E( START ), RWORK, M,
  441. $ RWORK( M*M+1 ), INFO )
  442. CALL ZLACRM( N, M, Z( 1, START ), LDZ, RWORK, M, WORK, N,
  443. $ RWORK( M*M+1 ) )
  444. CALL ZLACPY( 'A', N, M, WORK, N, Z( 1, START ), LDZ )
  445. IF( INFO.GT.0 ) THEN
  446. INFO = START*( N+1 ) + FINISH
  447. GO TO 70
  448. END IF
  449. END IF
  450. *
  451. START = FINISH + 1
  452. GO TO 30
  453. END IF
  454. *
  455. * endwhile
  456. *
  457. *
  458. * Use Selection Sort to minimize swaps of eigenvectors
  459. *
  460. DO 60 II = 2, N
  461. I = II - 1
  462. K = I
  463. P = D( I )
  464. DO 50 J = II, N
  465. IF( D( J ).LT.P ) THEN
  466. K = J
  467. P = D( J )
  468. END IF
  469. 50 CONTINUE
  470. IF( K.NE.I ) THEN
  471. D( K ) = D( I )
  472. D( I ) = P
  473. CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
  474. END IF
  475. 60 CONTINUE
  476. END IF
  477. *
  478. 70 CONTINUE
  479. WORK( 1 ) = LWMIN
  480. RWORK( 1 ) = LRWMIN
  481. IWORK( 1 ) = LIWMIN
  482. *
  483. RETURN
  484. *
  485. * End of ZSTEDC
  486. *
  487. END