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zhbevd.f 13 kB

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  1. *> \brief <b> ZHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHBEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhbevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhbevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhbevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  22. * LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KD, LDAB, LDZ, LIWORK, LRWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * DOUBLE PRECISION RWORK( * ), W( * )
  31. * COMPLEX*16 AB( LDAB, * ), WORK( * ), Z( LDZ, * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZHBEVD computes all the eigenvalues and, optionally, eigenvectors of
  41. *> a complex Hermitian band matrix A. If eigenvectors are desired, it
  42. *> uses a divide and conquer algorithm.
  43. *>
  44. *> The divide and conquer algorithm makes very mild assumptions about
  45. *> floating point arithmetic. It will work on machines with a guard
  46. *> digit in add/subtract, or on those binary machines without guard
  47. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  48. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  49. *> without guard digits, but we know of none.
  50. *> \endverbatim
  51. *
  52. * Arguments:
  53. * ==========
  54. *
  55. *> \param[in] JOBZ
  56. *> \verbatim
  57. *> JOBZ is CHARACTER*1
  58. *> = 'N': Compute eigenvalues only;
  59. *> = 'V': Compute eigenvalues and eigenvectors.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] UPLO
  63. *> \verbatim
  64. *> UPLO is CHARACTER*1
  65. *> = 'U': Upper triangle of A is stored;
  66. *> = 'L': Lower triangle of A is stored.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] KD
  76. *> \verbatim
  77. *> KD is INTEGER
  78. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  79. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in,out] AB
  83. *> \verbatim
  84. *> AB is COMPLEX*16 array, dimension (LDAB, N)
  85. *> On entry, the upper or lower triangle of the Hermitian band
  86. *> matrix A, stored in the first KD+1 rows of the array. The
  87. *> j-th column of A is stored in the j-th column of the array AB
  88. *> as follows:
  89. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  90. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  91. *>
  92. *> On exit, AB is overwritten by values generated during the
  93. *> reduction to tridiagonal form. If UPLO = 'U', the first
  94. *> superdiagonal and the diagonal of the tridiagonal matrix T
  95. *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
  96. *> the diagonal and first subdiagonal of T are returned in the
  97. *> first two rows of AB.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDAB
  101. *> \verbatim
  102. *> LDAB is INTEGER
  103. *> The leading dimension of the array AB. LDAB >= KD + 1.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] W
  107. *> \verbatim
  108. *> W is DOUBLE PRECISION array, dimension (N)
  109. *> If INFO = 0, the eigenvalues in ascending order.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] Z
  113. *> \verbatim
  114. *> Z is COMPLEX*16 array, dimension (LDZ, N)
  115. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  116. *> eigenvectors of the matrix A, with the i-th column of Z
  117. *> holding the eigenvector associated with W(i).
  118. *> If JOBZ = 'N', then Z is not referenced.
  119. *> \endverbatim
  120. *>
  121. *> \param[in] LDZ
  122. *> \verbatim
  123. *> LDZ is INTEGER
  124. *> The leading dimension of the array Z. LDZ >= 1, and if
  125. *> JOBZ = 'V', LDZ >= max(1,N).
  126. *> \endverbatim
  127. *>
  128. *> \param[out] WORK
  129. *> \verbatim
  130. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  131. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] LWORK
  135. *> \verbatim
  136. *> LWORK is INTEGER
  137. *> The dimension of the array WORK.
  138. *> If N <= 1, LWORK must be at least 1.
  139. *> If JOBZ = 'N' and N > 1, LWORK must be at least N.
  140. *> If JOBZ = 'V' and N > 1, LWORK must be at least 2*N**2.
  141. *>
  142. *> If LWORK = -1, then a workspace query is assumed; the routine
  143. *> only calculates the optimal sizes of the WORK, RWORK and
  144. *> IWORK arrays, returns these values as the first entries of
  145. *> the WORK, RWORK and IWORK arrays, and no error message
  146. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] RWORK
  150. *> \verbatim
  151. *> RWORK is DOUBLE PRECISION array,
  152. *> dimension (LRWORK)
  153. *> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
  154. *> \endverbatim
  155. *>
  156. *> \param[in] LRWORK
  157. *> \verbatim
  158. *> LRWORK is INTEGER
  159. *> The dimension of array RWORK.
  160. *> If N <= 1, LRWORK must be at least 1.
  161. *> If JOBZ = 'N' and N > 1, LRWORK must be at least N.
  162. *> If JOBZ = 'V' and N > 1, LRWORK must be at least
  163. *> 1 + 5*N + 2*N**2.
  164. *>
  165. *> If LRWORK = -1, then a workspace query is assumed; the
  166. *> routine only calculates the optimal sizes of the WORK, RWORK
  167. *> and IWORK arrays, returns these values as the first entries
  168. *> of the WORK, RWORK and IWORK arrays, and no error message
  169. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  170. *> \endverbatim
  171. *>
  172. *> \param[out] IWORK
  173. *> \verbatim
  174. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  175. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  176. *> \endverbatim
  177. *>
  178. *> \param[in] LIWORK
  179. *> \verbatim
  180. *> LIWORK is INTEGER
  181. *> The dimension of array IWORK.
  182. *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
  183. *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N .
  184. *>
  185. *> If LIWORK = -1, then a workspace query is assumed; the
  186. *> routine only calculates the optimal sizes of the WORK, RWORK
  187. *> and IWORK arrays, returns these values as the first entries
  188. *> of the WORK, RWORK and IWORK arrays, and no error message
  189. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  190. *> \endverbatim
  191. *>
  192. *> \param[out] INFO
  193. *> \verbatim
  194. *> INFO is INTEGER
  195. *> = 0: successful exit.
  196. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  197. *> > 0: if INFO = i, the algorithm failed to converge; i
  198. *> off-diagonal elements of an intermediate tridiagonal
  199. *> form did not converge to zero.
  200. *> \endverbatim
  201. *
  202. * Authors:
  203. * ========
  204. *
  205. *> \author Univ. of Tennessee
  206. *> \author Univ. of California Berkeley
  207. *> \author Univ. of Colorado Denver
  208. *> \author NAG Ltd.
  209. *
  210. *> \date December 2016
  211. *
  212. *> \ingroup complex16OTHEReigen
  213. *
  214. * =====================================================================
  215. SUBROUTINE ZHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  216. $ LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
  217. *
  218. * -- LAPACK driver routine (version 3.7.0) --
  219. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  220. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  221. * December 2016
  222. *
  223. * .. Scalar Arguments ..
  224. CHARACTER JOBZ, UPLO
  225. INTEGER INFO, KD, LDAB, LDZ, LIWORK, LRWORK, LWORK, N
  226. * ..
  227. * .. Array Arguments ..
  228. INTEGER IWORK( * )
  229. DOUBLE PRECISION RWORK( * ), W( * )
  230. COMPLEX*16 AB( LDAB, * ), WORK( * ), Z( LDZ, * )
  231. * ..
  232. *
  233. * =====================================================================
  234. *
  235. * .. Parameters ..
  236. DOUBLE PRECISION ZERO, ONE
  237. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  238. COMPLEX*16 CZERO, CONE
  239. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
  240. $ CONE = ( 1.0D0, 0.0D0 ) )
  241. * ..
  242. * .. Local Scalars ..
  243. LOGICAL LOWER, LQUERY, WANTZ
  244. INTEGER IINFO, IMAX, INDE, INDWK2, INDWRK, ISCALE,
  245. $ LIWMIN, LLRWK, LLWK2, LRWMIN, LWMIN
  246. DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  247. $ SMLNUM
  248. * ..
  249. * .. External Functions ..
  250. LOGICAL LSAME
  251. DOUBLE PRECISION DLAMCH, ZLANHB
  252. EXTERNAL LSAME, DLAMCH, ZLANHB
  253. * ..
  254. * .. External Subroutines ..
  255. EXTERNAL DSCAL, DSTERF, XERBLA, ZGEMM, ZHBTRD, ZLACPY,
  256. $ ZLASCL, ZSTEDC
  257. * ..
  258. * .. Intrinsic Functions ..
  259. INTRINSIC SQRT
  260. * ..
  261. * .. Executable Statements ..
  262. *
  263. * Test the input parameters.
  264. *
  265. WANTZ = LSAME( JOBZ, 'V' )
  266. LOWER = LSAME( UPLO, 'L' )
  267. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 .OR. LRWORK.EQ.-1 )
  268. *
  269. INFO = 0
  270. IF( N.LE.1 ) THEN
  271. LWMIN = 1
  272. LRWMIN = 1
  273. LIWMIN = 1
  274. ELSE
  275. IF( WANTZ ) THEN
  276. LWMIN = 2*N**2
  277. LRWMIN = 1 + 5*N + 2*N**2
  278. LIWMIN = 3 + 5*N
  279. ELSE
  280. LWMIN = N
  281. LRWMIN = N
  282. LIWMIN = 1
  283. END IF
  284. END IF
  285. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  286. INFO = -1
  287. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  288. INFO = -2
  289. ELSE IF( N.LT.0 ) THEN
  290. INFO = -3
  291. ELSE IF( KD.LT.0 ) THEN
  292. INFO = -4
  293. ELSE IF( LDAB.LT.KD+1 ) THEN
  294. INFO = -6
  295. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  296. INFO = -9
  297. END IF
  298. *
  299. IF( INFO.EQ.0 ) THEN
  300. WORK( 1 ) = LWMIN
  301. RWORK( 1 ) = LRWMIN
  302. IWORK( 1 ) = LIWMIN
  303. *
  304. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  305. INFO = -11
  306. ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  307. INFO = -13
  308. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  309. INFO = -15
  310. END IF
  311. END IF
  312. *
  313. IF( INFO.NE.0 ) THEN
  314. CALL XERBLA( 'ZHBEVD', -INFO )
  315. RETURN
  316. ELSE IF( LQUERY ) THEN
  317. RETURN
  318. END IF
  319. *
  320. * Quick return if possible
  321. *
  322. IF( N.EQ.0 )
  323. $ RETURN
  324. *
  325. IF( N.EQ.1 ) THEN
  326. W( 1 ) = AB( 1, 1 )
  327. IF( WANTZ )
  328. $ Z( 1, 1 ) = CONE
  329. RETURN
  330. END IF
  331. *
  332. * Get machine constants.
  333. *
  334. SAFMIN = DLAMCH( 'Safe minimum' )
  335. EPS = DLAMCH( 'Precision' )
  336. SMLNUM = SAFMIN / EPS
  337. BIGNUM = ONE / SMLNUM
  338. RMIN = SQRT( SMLNUM )
  339. RMAX = SQRT( BIGNUM )
  340. *
  341. * Scale matrix to allowable range, if necessary.
  342. *
  343. ANRM = ZLANHB( 'M', UPLO, N, KD, AB, LDAB, RWORK )
  344. ISCALE = 0
  345. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  346. ISCALE = 1
  347. SIGMA = RMIN / ANRM
  348. ELSE IF( ANRM.GT.RMAX ) THEN
  349. ISCALE = 1
  350. SIGMA = RMAX / ANRM
  351. END IF
  352. IF( ISCALE.EQ.1 ) THEN
  353. IF( LOWER ) THEN
  354. CALL ZLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  355. ELSE
  356. CALL ZLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  357. END IF
  358. END IF
  359. *
  360. * Call ZHBTRD to reduce Hermitian band matrix to tridiagonal form.
  361. *
  362. INDE = 1
  363. INDWRK = INDE + N
  364. INDWK2 = 1 + N*N
  365. LLWK2 = LWORK - INDWK2 + 1
  366. LLRWK = LRWORK - INDWRK + 1
  367. CALL ZHBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, RWORK( INDE ), Z,
  368. $ LDZ, WORK, IINFO )
  369. *
  370. * For eigenvalues only, call DSTERF. For eigenvectors, call ZSTEDC.
  371. *
  372. IF( .NOT.WANTZ ) THEN
  373. CALL DSTERF( N, W, RWORK( INDE ), INFO )
  374. ELSE
  375. CALL ZSTEDC( 'I', N, W, RWORK( INDE ), WORK, N, WORK( INDWK2 ),
  376. $ LLWK2, RWORK( INDWRK ), LLRWK, IWORK, LIWORK,
  377. $ INFO )
  378. CALL ZGEMM( 'N', 'N', N, N, N, CONE, Z, LDZ, WORK, N, CZERO,
  379. $ WORK( INDWK2 ), N )
  380. CALL ZLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
  381. END IF
  382. *
  383. * If matrix was scaled, then rescale eigenvalues appropriately.
  384. *
  385. IF( ISCALE.EQ.1 ) THEN
  386. IF( INFO.EQ.0 ) THEN
  387. IMAX = N
  388. ELSE
  389. IMAX = INFO - 1
  390. END IF
  391. CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  392. END IF
  393. *
  394. WORK( 1 ) = LWMIN
  395. RWORK( 1 ) = LRWMIN
  396. IWORK( 1 ) = LIWMIN
  397. RETURN
  398. *
  399. * End of ZHBEVD
  400. *
  401. END