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dsbev.f 8.4 kB

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  1. *> \brief <b> DSBEV 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 DSBEV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsbev.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsbev.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsbev.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KD, LDAB, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DSBEV computes all the eigenvalues and, optionally, eigenvectors of
  39. *> a real symmetric band matrix A.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] JOBZ
  46. *> \verbatim
  47. *> JOBZ is CHARACTER*1
  48. *> = 'N': Compute eigenvalues only;
  49. *> = 'V': Compute eigenvalues and eigenvectors.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] UPLO
  53. *> \verbatim
  54. *> UPLO is CHARACTER*1
  55. *> = 'U': Upper triangle of A is stored;
  56. *> = 'L': Lower triangle of A is stored.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The order of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] KD
  66. *> \verbatim
  67. *> KD is INTEGER
  68. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  69. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in,out] AB
  73. *> \verbatim
  74. *> AB is DOUBLE PRECISION array, dimension (LDAB, N)
  75. *> On entry, the upper or lower triangle of the symmetric band
  76. *> matrix A, stored in the first KD+1 rows of the array. The
  77. *> j-th column of A is stored in the j-th column of the array AB
  78. *> as follows:
  79. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  80. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  81. *>
  82. *> On exit, AB is overwritten by values generated during the
  83. *> reduction to tridiagonal form. If UPLO = 'U', the first
  84. *> superdiagonal and the diagonal of the tridiagonal matrix T
  85. *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
  86. *> the diagonal and first subdiagonal of T are returned in the
  87. *> first two rows of AB.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDAB
  91. *> \verbatim
  92. *> LDAB is INTEGER
  93. *> The leading dimension of the array AB. LDAB >= KD + 1.
  94. *> \endverbatim
  95. *>
  96. *> \param[out] W
  97. *> \verbatim
  98. *> W is DOUBLE PRECISION array, dimension (N)
  99. *> If INFO = 0, the eigenvalues in ascending order.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] Z
  103. *> \verbatim
  104. *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
  105. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  106. *> eigenvectors of the matrix A, with the i-th column of Z
  107. *> holding the eigenvector associated with W(i).
  108. *> If JOBZ = 'N', then Z is not referenced.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDZ
  112. *> \verbatim
  113. *> LDZ is INTEGER
  114. *> The leading dimension of the array Z. LDZ >= 1, and if
  115. *> JOBZ = 'V', LDZ >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] WORK
  119. *> \verbatim
  120. *> WORK is DOUBLE PRECISION array, dimension (max(1,3*N-2))
  121. *> \endverbatim
  122. *>
  123. *> \param[out] INFO
  124. *> \verbatim
  125. *> INFO is INTEGER
  126. *> = 0: successful exit
  127. *> < 0: if INFO = -i, the i-th argument had an illegal value
  128. *> > 0: if INFO = i, the algorithm failed to converge; i
  129. *> off-diagonal elements of an intermediate tridiagonal
  130. *> form 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. *> \ingroup doubleOTHEReigen
  142. *
  143. * =====================================================================
  144. SUBROUTINE DSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  145. $ INFO )
  146. *
  147. * -- LAPACK driver routine --
  148. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  149. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  150. *
  151. * .. Scalar Arguments ..
  152. CHARACTER JOBZ, UPLO
  153. INTEGER INFO, KD, LDAB, LDZ, N
  154. * ..
  155. * .. Array Arguments ..
  156. DOUBLE PRECISION AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  157. * ..
  158. *
  159. * =====================================================================
  160. *
  161. * .. Parameters ..
  162. DOUBLE PRECISION ZERO, ONE
  163. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  164. * ..
  165. * .. Local Scalars ..
  166. LOGICAL LOWER, WANTZ
  167. INTEGER IINFO, IMAX, INDE, INDWRK, ISCALE
  168. DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  169. $ SMLNUM
  170. * ..
  171. * .. External Functions ..
  172. LOGICAL LSAME
  173. DOUBLE PRECISION DLAMCH, DLANSB
  174. EXTERNAL LSAME, DLAMCH, DLANSB
  175. * ..
  176. * .. External Subroutines ..
  177. EXTERNAL DLASCL, DSBTRD, DSCAL, DSTEQR, DSTERF, XERBLA
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC SQRT
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. * Test the input parameters.
  185. *
  186. WANTZ = LSAME( JOBZ, 'V' )
  187. LOWER = LSAME( UPLO, 'L' )
  188. *
  189. INFO = 0
  190. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  191. INFO = -1
  192. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  193. INFO = -2
  194. ELSE IF( N.LT.0 ) THEN
  195. INFO = -3
  196. ELSE IF( KD.LT.0 ) THEN
  197. INFO = -4
  198. ELSE IF( LDAB.LT.KD+1 ) THEN
  199. INFO = -6
  200. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  201. INFO = -9
  202. END IF
  203. *
  204. IF( INFO.NE.0 ) THEN
  205. CALL XERBLA( 'DSBEV ', -INFO )
  206. RETURN
  207. END IF
  208. *
  209. * Quick return if possible
  210. *
  211. IF( N.EQ.0 )
  212. $ RETURN
  213. *
  214. IF( N.EQ.1 ) THEN
  215. IF( LOWER ) THEN
  216. W( 1 ) = AB( 1, 1 )
  217. ELSE
  218. W( 1 ) = AB( KD+1, 1 )
  219. END IF
  220. IF( WANTZ )
  221. $ Z( 1, 1 ) = ONE
  222. RETURN
  223. END IF
  224. *
  225. * Get machine constants.
  226. *
  227. SAFMIN = DLAMCH( 'Safe minimum' )
  228. EPS = DLAMCH( 'Precision' )
  229. SMLNUM = SAFMIN / EPS
  230. BIGNUM = ONE / SMLNUM
  231. RMIN = SQRT( SMLNUM )
  232. RMAX = SQRT( BIGNUM )
  233. *
  234. * Scale matrix to allowable range, if necessary.
  235. *
  236. ANRM = DLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
  237. ISCALE = 0
  238. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  239. ISCALE = 1
  240. SIGMA = RMIN / ANRM
  241. ELSE IF( ANRM.GT.RMAX ) THEN
  242. ISCALE = 1
  243. SIGMA = RMAX / ANRM
  244. END IF
  245. IF( ISCALE.EQ.1 ) THEN
  246. IF( LOWER ) THEN
  247. CALL DLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  248. ELSE
  249. CALL DLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  250. END IF
  251. END IF
  252. *
  253. * Call DSBTRD to reduce symmetric band matrix to tridiagonal form.
  254. *
  255. INDE = 1
  256. INDWRK = INDE + N
  257. CALL DSBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, WORK( INDE ), Z, LDZ,
  258. $ WORK( INDWRK ), IINFO )
  259. *
  260. * For eigenvalues only, call DSTERF. For eigenvectors, call SSTEQR.
  261. *
  262. IF( .NOT.WANTZ ) THEN
  263. CALL DSTERF( N, W, WORK( INDE ), INFO )
  264. ELSE
  265. CALL DSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
  266. $ INFO )
  267. END IF
  268. *
  269. * If matrix was scaled, then rescale eigenvalues appropriately.
  270. *
  271. IF( ISCALE.EQ.1 ) THEN
  272. IF( INFO.EQ.0 ) THEN
  273. IMAX = N
  274. ELSE
  275. IMAX = INFO - 1
  276. END IF
  277. CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  278. END IF
  279. *
  280. RETURN
  281. *
  282. * End of DSBEV
  283. *
  284. END