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zhbgv.f 8.7 kB

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  1. *> \brief \b ZHBGV
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHBGV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhbgv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhbgv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhbgv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z,
  22. * LDZ, WORK, RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION RWORK( * ), W( * )
  30. * COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
  31. * $ Z( LDZ, * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZHBGV computes all the eigenvalues, and optionally, the eigenvectors
  41. *> of a complex generalized Hermitian-definite banded eigenproblem, of
  42. *> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
  43. *> and banded, and B is also positive definite.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] JOBZ
  50. *> \verbatim
  51. *> JOBZ is CHARACTER*1
  52. *> = 'N': Compute eigenvalues only;
  53. *> = 'V': Compute eigenvalues and eigenvectors.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] UPLO
  57. *> \verbatim
  58. *> UPLO is CHARACTER*1
  59. *> = 'U': Upper triangles of A and B are stored;
  60. *> = 'L': Lower triangles of A and B are stored.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] N
  64. *> \verbatim
  65. *> N is INTEGER
  66. *> The order of the matrices A and B. N >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] KA
  70. *> \verbatim
  71. *> KA is INTEGER
  72. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  73. *> or the number of subdiagonals if UPLO = 'L'. KA >= 0.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] KB
  77. *> \verbatim
  78. *> KB is INTEGER
  79. *> The number of superdiagonals of the matrix B if UPLO = 'U',
  80. *> or the number of subdiagonals if UPLO = 'L'. KB >= 0.
  81. *> \endverbatim
  82. *>
  83. *> \param[in,out] AB
  84. *> \verbatim
  85. *> AB is COMPLEX*16 array, dimension (LDAB, N)
  86. *> On entry, the upper or lower triangle of the Hermitian band
  87. *> matrix A, stored in the first ka+1 rows of the array. The
  88. *> j-th column of A is stored in the j-th column of the array AB
  89. *> as follows:
  90. *> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
  91. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
  92. *>
  93. *> On exit, the contents of AB are destroyed.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDAB
  97. *> \verbatim
  98. *> LDAB is INTEGER
  99. *> The leading dimension of the array AB. LDAB >= KA+1.
  100. *> \endverbatim
  101. *>
  102. *> \param[in,out] BB
  103. *> \verbatim
  104. *> BB is COMPLEX*16 array, dimension (LDBB, N)
  105. *> On entry, the upper or lower triangle of the Hermitian band
  106. *> matrix B, stored in the first kb+1 rows of the array. The
  107. *> j-th column of B is stored in the j-th column of the array BB
  108. *> as follows:
  109. *> if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
  110. *> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
  111. *>
  112. *> On exit, the factor S from the split Cholesky factorization
  113. *> B = S**H*S, as returned by ZPBSTF.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDBB
  117. *> \verbatim
  118. *> LDBB is INTEGER
  119. *> The leading dimension of the array BB. LDBB >= KB+1.
  120. *> \endverbatim
  121. *>
  122. *> \param[out] W
  123. *> \verbatim
  124. *> W is DOUBLE PRECISION array, dimension (N)
  125. *> If INFO = 0, the eigenvalues in ascending order.
  126. *> \endverbatim
  127. *>
  128. *> \param[out] Z
  129. *> \verbatim
  130. *> Z is COMPLEX*16 array, dimension (LDZ, N)
  131. *> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
  132. *> eigenvectors, with the i-th column of Z holding the
  133. *> eigenvector associated with W(i). The eigenvectors are
  134. *> normalized so that Z**H*B*Z = I.
  135. *> If JOBZ = 'N', then Z is not referenced.
  136. *> \endverbatim
  137. *>
  138. *> \param[in] LDZ
  139. *> \verbatim
  140. *> LDZ is INTEGER
  141. *> The leading dimension of the array Z. LDZ >= 1, and if
  142. *> JOBZ = 'V', LDZ >= N.
  143. *> \endverbatim
  144. *>
  145. *> \param[out] WORK
  146. *> \verbatim
  147. *> WORK is COMPLEX*16 array, dimension (N)
  148. *> \endverbatim
  149. *>
  150. *> \param[out] RWORK
  151. *> \verbatim
  152. *> RWORK is DOUBLE PRECISION array, dimension (3*N)
  153. *> \endverbatim
  154. *>
  155. *> \param[out] INFO
  156. *> \verbatim
  157. *> INFO is INTEGER
  158. *> = 0: successful exit
  159. *> < 0: if INFO = -i, the i-th argument had an illegal value
  160. *> > 0: if INFO = i, and i is:
  161. *> <= N: the algorithm failed to converge:
  162. *> i off-diagonal elements of an intermediate
  163. *> tridiagonal form did not converge to zero;
  164. *> > N: if INFO = N + i, for 1 <= i <= N, then ZPBSTF
  165. *> returned INFO = i: B is not positive definite.
  166. *> The factorization of B could not be completed and
  167. *> no eigenvalues or eigenvectors were computed.
  168. *> \endverbatim
  169. *
  170. * Authors:
  171. * ========
  172. *
  173. *> \author Univ. of Tennessee
  174. *> \author Univ. of California Berkeley
  175. *> \author Univ. of Colorado Denver
  176. *> \author NAG Ltd.
  177. *
  178. *> \date December 2016
  179. *
  180. *> \ingroup complex16OTHEReigen
  181. *
  182. * =====================================================================
  183. SUBROUTINE ZHBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z,
  184. $ LDZ, WORK, RWORK, INFO )
  185. *
  186. * -- LAPACK driver routine (version 3.7.0) --
  187. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  188. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  189. * December 2016
  190. *
  191. * .. Scalar Arguments ..
  192. CHARACTER JOBZ, UPLO
  193. INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
  194. * ..
  195. * .. Array Arguments ..
  196. DOUBLE PRECISION RWORK( * ), W( * )
  197. COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
  198. $ Z( LDZ, * )
  199. * ..
  200. *
  201. * =====================================================================
  202. *
  203. * .. Local Scalars ..
  204. LOGICAL UPPER, WANTZ
  205. CHARACTER VECT
  206. INTEGER IINFO, INDE, INDWRK
  207. * ..
  208. * .. External Functions ..
  209. LOGICAL LSAME
  210. EXTERNAL LSAME
  211. * ..
  212. * .. External Subroutines ..
  213. EXTERNAL DSTERF, XERBLA, ZHBGST, ZHBTRD, ZPBSTF, ZSTEQR
  214. * ..
  215. * .. Executable Statements ..
  216. *
  217. * Test the input parameters.
  218. *
  219. WANTZ = LSAME( JOBZ, 'V' )
  220. UPPER = LSAME( UPLO, 'U' )
  221. *
  222. INFO = 0
  223. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  224. INFO = -1
  225. ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
  226. INFO = -2
  227. ELSE IF( N.LT.0 ) THEN
  228. INFO = -3
  229. ELSE IF( KA.LT.0 ) THEN
  230. INFO = -4
  231. ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
  232. INFO = -5
  233. ELSE IF( LDAB.LT.KA+1 ) THEN
  234. INFO = -7
  235. ELSE IF( LDBB.LT.KB+1 ) THEN
  236. INFO = -9
  237. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  238. INFO = -12
  239. END IF
  240. IF( INFO.NE.0 ) THEN
  241. CALL XERBLA( 'ZHBGV ', -INFO )
  242. RETURN
  243. END IF
  244. *
  245. * Quick return if possible
  246. *
  247. IF( N.EQ.0 )
  248. $ RETURN
  249. *
  250. * Form a split Cholesky factorization of B.
  251. *
  252. CALL ZPBSTF( UPLO, N, KB, BB, LDBB, INFO )
  253. IF( INFO.NE.0 ) THEN
  254. INFO = N + INFO
  255. RETURN
  256. END IF
  257. *
  258. * Transform problem to standard eigenvalue problem.
  259. *
  260. INDE = 1
  261. INDWRK = INDE + N
  262. CALL ZHBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Z, LDZ,
  263. $ WORK, RWORK( INDWRK ), IINFO )
  264. *
  265. * Reduce to tridiagonal form.
  266. *
  267. IF( WANTZ ) THEN
  268. VECT = 'U'
  269. ELSE
  270. VECT = 'N'
  271. END IF
  272. CALL ZHBTRD( VECT, UPLO, N, KA, AB, LDAB, W, RWORK( INDE ), Z,
  273. $ LDZ, WORK, IINFO )
  274. *
  275. * For eigenvalues only, call DSTERF. For eigenvectors, call ZSTEQR.
  276. *
  277. IF( .NOT.WANTZ ) THEN
  278. CALL DSTERF( N, W, RWORK( INDE ), INFO )
  279. ELSE
  280. CALL ZSTEQR( JOBZ, N, W, RWORK( INDE ), Z, LDZ,
  281. $ RWORK( INDWRK ), INFO )
  282. END IF
  283. RETURN
  284. *
  285. * End of ZHBGV
  286. *
  287. END