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dstev.f 6.5 kB

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  1. *> \brief <b> DSTEV 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 DSTEV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstev.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstev.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstev.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSTEV( JOBZ, N, D, E, Z, LDZ, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER JOBZ
  25. * INTEGER INFO, LDZ, N
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DSTEV computes all eigenvalues and, optionally, eigenvectors of a
  38. *> real symmetric tridiagonal matrix A.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] JOBZ
  45. *> \verbatim
  46. *> JOBZ is CHARACTER*1
  47. *> = 'N': Compute eigenvalues only;
  48. *> = 'V': Compute eigenvalues and eigenvectors.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The order of the matrix. N >= 0.
  55. *> \endverbatim
  56. *>
  57. *> \param[in,out] D
  58. *> \verbatim
  59. *> D is DOUBLE PRECISION array, dimension (N)
  60. *> On entry, the n diagonal elements of the tridiagonal matrix
  61. *> A.
  62. *> On exit, if INFO = 0, the eigenvalues in ascending order.
  63. *> \endverbatim
  64. *>
  65. *> \param[in,out] E
  66. *> \verbatim
  67. *> E is DOUBLE PRECISION array, dimension (N-1)
  68. *> On entry, the (n-1) subdiagonal elements of the tridiagonal
  69. *> matrix A, stored in elements 1 to N-1 of E.
  70. *> On exit, the contents of E are destroyed.
  71. *> \endverbatim
  72. *>
  73. *> \param[out] Z
  74. *> \verbatim
  75. *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
  76. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  77. *> eigenvectors of the matrix A, with the i-th column of Z
  78. *> holding the eigenvector associated with D(i).
  79. *> If JOBZ = 'N', then Z is not referenced.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] LDZ
  83. *> \verbatim
  84. *> LDZ is INTEGER
  85. *> The leading dimension of the array Z. LDZ >= 1, and if
  86. *> JOBZ = 'V', LDZ >= max(1,N).
  87. *> \endverbatim
  88. *>
  89. *> \param[out] WORK
  90. *> \verbatim
  91. *> WORK is DOUBLE PRECISION array, dimension (max(1,2*N-2))
  92. *> If JOBZ = 'N', WORK is not referenced.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] INFO
  96. *> \verbatim
  97. *> INFO is INTEGER
  98. *> = 0: successful exit
  99. *> < 0: if INFO = -i, the i-th argument had an illegal value
  100. *> > 0: if INFO = i, the algorithm failed to converge; i
  101. *> off-diagonal elements of E did not converge to zero.
  102. *> \endverbatim
  103. *
  104. * Authors:
  105. * ========
  106. *
  107. *> \author Univ. of Tennessee
  108. *> \author Univ. of California Berkeley
  109. *> \author Univ. of Colorado Denver
  110. *> \author NAG Ltd.
  111. *
  112. *> \date December 2016
  113. *
  114. *> \ingroup doubleOTHEReigen
  115. *
  116. * =====================================================================
  117. SUBROUTINE DSTEV( JOBZ, N, D, E, Z, LDZ, WORK, INFO )
  118. *
  119. * -- LAPACK driver routine (version 3.7.0) --
  120. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  121. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  122. * December 2016
  123. *
  124. * .. Scalar Arguments ..
  125. CHARACTER JOBZ
  126. INTEGER INFO, LDZ, N
  127. * ..
  128. * .. Array Arguments ..
  129. DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
  130. * ..
  131. *
  132. * =====================================================================
  133. *
  134. * .. Parameters ..
  135. DOUBLE PRECISION ZERO, ONE
  136. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
  137. * ..
  138. * .. Local Scalars ..
  139. LOGICAL WANTZ
  140. INTEGER IMAX, ISCALE
  141. DOUBLE PRECISION BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, SMLNUM,
  142. $ TNRM
  143. * ..
  144. * .. External Functions ..
  145. LOGICAL LSAME
  146. DOUBLE PRECISION DLAMCH, DLANST
  147. EXTERNAL LSAME, DLAMCH, DLANST
  148. * ..
  149. * .. External Subroutines ..
  150. EXTERNAL DSCAL, DSTEQR, DSTERF, XERBLA
  151. * ..
  152. * .. Intrinsic Functions ..
  153. INTRINSIC SQRT
  154. * ..
  155. * .. Executable Statements ..
  156. *
  157. * Test the input parameters.
  158. *
  159. WANTZ = LSAME( JOBZ, 'V' )
  160. *
  161. INFO = 0
  162. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  163. INFO = -1
  164. ELSE IF( N.LT.0 ) THEN
  165. INFO = -2
  166. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  167. INFO = -6
  168. END IF
  169. *
  170. IF( INFO.NE.0 ) THEN
  171. CALL XERBLA( 'DSTEV ', -INFO )
  172. RETURN
  173. END IF
  174. *
  175. * Quick return if possible
  176. *
  177. IF( N.EQ.0 )
  178. $ RETURN
  179. *
  180. IF( N.EQ.1 ) THEN
  181. IF( WANTZ )
  182. $ Z( 1, 1 ) = ONE
  183. RETURN
  184. END IF
  185. *
  186. * Get machine constants.
  187. *
  188. SAFMIN = DLAMCH( 'Safe minimum' )
  189. EPS = DLAMCH( 'Precision' )
  190. SMLNUM = SAFMIN / EPS
  191. BIGNUM = ONE / SMLNUM
  192. RMIN = SQRT( SMLNUM )
  193. RMAX = SQRT( BIGNUM )
  194. *
  195. * Scale matrix to allowable range, if necessary.
  196. *
  197. ISCALE = 0
  198. TNRM = DLANST( 'M', N, D, E )
  199. IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
  200. ISCALE = 1
  201. SIGMA = RMIN / TNRM
  202. ELSE IF( TNRM.GT.RMAX ) THEN
  203. ISCALE = 1
  204. SIGMA = RMAX / TNRM
  205. END IF
  206. IF( ISCALE.EQ.1 ) THEN
  207. CALL DSCAL( N, SIGMA, D, 1 )
  208. CALL DSCAL( N-1, SIGMA, E( 1 ), 1 )
  209. END IF
  210. *
  211. * For eigenvalues only, call DSTERF. For eigenvalues and
  212. * eigenvectors, call DSTEQR.
  213. *
  214. IF( .NOT.WANTZ ) THEN
  215. CALL DSTERF( N, D, E, INFO )
  216. ELSE
  217. CALL DSTEQR( 'I', N, D, E, Z, LDZ, WORK, INFO )
  218. END IF
  219. *
  220. * If matrix was scaled, then rescale eigenvalues appropriately.
  221. *
  222. IF( ISCALE.EQ.1 ) THEN
  223. IF( INFO.EQ.0 ) THEN
  224. IMAX = N
  225. ELSE
  226. IMAX = INFO - 1
  227. END IF
  228. CALL DSCAL( IMAX, ONE / SIGMA, D, 1 )
  229. END IF
  230. *
  231. RETURN
  232. *
  233. * End of DSTEV
  234. *
  235. END