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zhpevd.f 12 kB

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  1. *> \brief <b> ZHPEVD 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 ZHPEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  22. * RWORK, LRWORK, IWORK, LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, LDZ, LIWORK, LRWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * DOUBLE PRECISION RWORK( * ), W( * )
  31. * COMPLEX*16 AP( * ), WORK( * ), Z( LDZ, * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZHPEVD computes all the eigenvalues and, optionally, eigenvectors of
  41. *> a complex Hermitian matrix A in packed storage. If eigenvectors are
  42. *> desired, it 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,out] AP
  76. *> \verbatim
  77. *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
  78. *> On entry, the upper or lower triangle of the Hermitian matrix
  79. *> A, packed columnwise in a linear array. The j-th column of A
  80. *> is stored in the array AP as follows:
  81. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  82. *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
  83. *>
  84. *> On exit, AP is overwritten by values generated during the
  85. *> reduction to tridiagonal form. If UPLO = 'U', the diagonal
  86. *> and first superdiagonal of the tridiagonal matrix T overwrite
  87. *> the corresponding elements of A, and if UPLO = 'L', the
  88. *> diagonal and first subdiagonal of T overwrite the
  89. *> corresponding elements of A.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] W
  93. *> \verbatim
  94. *> W is DOUBLE PRECISION array, dimension (N)
  95. *> If INFO = 0, the eigenvalues in ascending order.
  96. *> \endverbatim
  97. *>
  98. *> \param[out] Z
  99. *> \verbatim
  100. *> Z is COMPLEX*16 array, dimension (LDZ, N)
  101. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  102. *> eigenvectors of the matrix A, with the i-th column of Z
  103. *> holding the eigenvector associated with W(i).
  104. *> If JOBZ = 'N', then Z is not referenced.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] LDZ
  108. *> \verbatim
  109. *> LDZ is INTEGER
  110. *> The leading dimension of the array Z. LDZ >= 1, and if
  111. *> JOBZ = 'V', LDZ >= max(1,N).
  112. *> \endverbatim
  113. *>
  114. *> \param[out] WORK
  115. *> \verbatim
  116. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  117. *> On exit, if INFO = 0, WORK(1) returns the required LWORK.
  118. *> \endverbatim
  119. *>
  120. *> \param[in] LWORK
  121. *> \verbatim
  122. *> LWORK is INTEGER
  123. *> The dimension of array WORK.
  124. *> If N <= 1, LWORK must be at least 1.
  125. *> If JOBZ = 'N' and N > 1, LWORK must be at least N.
  126. *> If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
  127. *>
  128. *> If LWORK = -1, then a workspace query is assumed; the routine
  129. *> only calculates the required sizes of the WORK, RWORK and
  130. *> IWORK arrays, returns these values as the first entries of
  131. *> the WORK, RWORK and IWORK arrays, and no error message
  132. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] RWORK
  136. *> \verbatim
  137. *> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK))
  138. *> On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] LRWORK
  142. *> \verbatim
  143. *> LRWORK is INTEGER
  144. *> The dimension of array RWORK.
  145. *> If N <= 1, LRWORK must be at least 1.
  146. *> If JOBZ = 'N' and N > 1, LRWORK must be at least N.
  147. *> If JOBZ = 'V' and N > 1, LRWORK must be at least
  148. *> 1 + 5*N + 2*N**2.
  149. *>
  150. *> If LRWORK = -1, then a workspace query is assumed; the
  151. *> routine only calculates the required sizes of the WORK, RWORK
  152. *> and IWORK arrays, returns these values as the first entries
  153. *> of the WORK, RWORK and IWORK arrays, and no error message
  154. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  155. *> \endverbatim
  156. *>
  157. *> \param[out] IWORK
  158. *> \verbatim
  159. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  160. *> On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
  161. *> \endverbatim
  162. *>
  163. *> \param[in] LIWORK
  164. *> \verbatim
  165. *> LIWORK is INTEGER
  166. *> The dimension of array IWORK.
  167. *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
  168. *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
  169. *>
  170. *> If LIWORK = -1, then a workspace query is assumed; the
  171. *> routine only calculates the required sizes of the WORK, RWORK
  172. *> and IWORK arrays, returns these values as the first entries
  173. *> of the WORK, RWORK and IWORK arrays, and no error message
  174. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  175. *> \endverbatim
  176. *>
  177. *> \param[out] INFO
  178. *> \verbatim
  179. *> INFO is INTEGER
  180. *> = 0: successful exit
  181. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  182. *> > 0: if INFO = i, the algorithm failed to converge; i
  183. *> off-diagonal elements of an intermediate tridiagonal
  184. *> form did not converge to zero.
  185. *> \endverbatim
  186. *
  187. * Authors:
  188. * ========
  189. *
  190. *> \author Univ. of Tennessee
  191. *> \author Univ. of California Berkeley
  192. *> \author Univ. of Colorado Denver
  193. *> \author NAG Ltd.
  194. *
  195. *> \date June 2017
  196. *
  197. *> \ingroup complex16OTHEReigen
  198. *
  199. * =====================================================================
  200. SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  201. $ RWORK, LRWORK, IWORK, LIWORK, INFO )
  202. *
  203. * -- LAPACK driver routine (version 3.7.1) --
  204. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  205. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  206. * June 2017
  207. *
  208. * .. Scalar Arguments ..
  209. CHARACTER JOBZ, UPLO
  210. INTEGER INFO, LDZ, LIWORK, LRWORK, LWORK, N
  211. * ..
  212. * .. Array Arguments ..
  213. INTEGER IWORK( * )
  214. DOUBLE PRECISION RWORK( * ), W( * )
  215. COMPLEX*16 AP( * ), WORK( * ), Z( LDZ, * )
  216. * ..
  217. *
  218. * =====================================================================
  219. *
  220. * .. Parameters ..
  221. DOUBLE PRECISION ZERO, ONE
  222. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  223. COMPLEX*16 CONE
  224. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  225. * ..
  226. * .. Local Scalars ..
  227. LOGICAL LQUERY, WANTZ
  228. INTEGER IINFO, IMAX, INDE, INDRWK, INDTAU, INDWRK,
  229. $ ISCALE, LIWMIN, LLRWK, LLWRK, LRWMIN, LWMIN
  230. DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  231. $ SMLNUM
  232. * ..
  233. * .. External Functions ..
  234. LOGICAL LSAME
  235. DOUBLE PRECISION DLAMCH, ZLANHP
  236. EXTERNAL LSAME, DLAMCH, ZLANHP
  237. * ..
  238. * .. External Subroutines ..
  239. EXTERNAL DSCAL, DSTERF, XERBLA, ZDSCAL, ZHPTRD, ZSTEDC,
  240. $ ZUPMTR
  241. * ..
  242. * .. Intrinsic Functions ..
  243. INTRINSIC SQRT
  244. * ..
  245. * .. Executable Statements ..
  246. *
  247. * Test the input parameters.
  248. *
  249. WANTZ = LSAME( JOBZ, 'V' )
  250. LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  251. *
  252. INFO = 0
  253. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  254. INFO = -1
  255. ELSE IF( .NOT.( LSAME( UPLO, 'L' ) .OR. LSAME( UPLO, 'U' ) ) )
  256. $ THEN
  257. INFO = -2
  258. ELSE IF( N.LT.0 ) THEN
  259. INFO = -3
  260. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  261. INFO = -7
  262. END IF
  263. *
  264. IF( INFO.EQ.0 ) THEN
  265. IF( N.LE.1 ) THEN
  266. LWMIN = 1
  267. LIWMIN = 1
  268. LRWMIN = 1
  269. ELSE
  270. IF( WANTZ ) THEN
  271. LWMIN = 2*N
  272. LRWMIN = 1 + 5*N + 2*N**2
  273. LIWMIN = 3 + 5*N
  274. ELSE
  275. LWMIN = N
  276. LRWMIN = N
  277. LIWMIN = 1
  278. END IF
  279. END IF
  280. WORK( 1 ) = LWMIN
  281. RWORK( 1 ) = LRWMIN
  282. IWORK( 1 ) = LIWMIN
  283. *
  284. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  285. INFO = -9
  286. ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  287. INFO = -11
  288. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  289. INFO = -13
  290. END IF
  291. END IF
  292. *
  293. IF( INFO.NE.0 ) THEN
  294. CALL XERBLA( 'ZHPEVD', -INFO )
  295. RETURN
  296. ELSE IF( LQUERY ) THEN
  297. RETURN
  298. END IF
  299. *
  300. * Quick return if possible
  301. *
  302. IF( N.EQ.0 )
  303. $ RETURN
  304. *
  305. IF( N.EQ.1 ) THEN
  306. W( 1 ) = AP( 1 )
  307. IF( WANTZ )
  308. $ Z( 1, 1 ) = CONE
  309. RETURN
  310. END IF
  311. *
  312. * Get machine constants.
  313. *
  314. SAFMIN = DLAMCH( 'Safe minimum' )
  315. EPS = DLAMCH( 'Precision' )
  316. SMLNUM = SAFMIN / EPS
  317. BIGNUM = ONE / SMLNUM
  318. RMIN = SQRT( SMLNUM )
  319. RMAX = SQRT( BIGNUM )
  320. *
  321. * Scale matrix to allowable range, if necessary.
  322. *
  323. ANRM = ZLANHP( 'M', UPLO, N, AP, RWORK )
  324. ISCALE = 0
  325. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  326. ISCALE = 1
  327. SIGMA = RMIN / ANRM
  328. ELSE IF( ANRM.GT.RMAX ) THEN
  329. ISCALE = 1
  330. SIGMA = RMAX / ANRM
  331. END IF
  332. IF( ISCALE.EQ.1 ) THEN
  333. CALL ZDSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
  334. END IF
  335. *
  336. * Call ZHPTRD to reduce Hermitian packed matrix to tridiagonal form.
  337. *
  338. INDE = 1
  339. INDTAU = 1
  340. INDRWK = INDE + N
  341. INDWRK = INDTAU + N
  342. LLWRK = LWORK - INDWRK + 1
  343. LLRWK = LRWORK - INDRWK + 1
  344. CALL ZHPTRD( UPLO, N, AP, W, RWORK( INDE ), WORK( INDTAU ),
  345. $ IINFO )
  346. *
  347. * For eigenvalues only, call DSTERF. For eigenvectors, first call
  348. * ZUPGTR to generate the orthogonal matrix, then call ZSTEDC.
  349. *
  350. IF( .NOT.WANTZ ) THEN
  351. CALL DSTERF( N, W, RWORK( INDE ), INFO )
  352. ELSE
  353. CALL ZSTEDC( 'I', N, W, RWORK( INDE ), Z, LDZ, WORK( INDWRK ),
  354. $ LLWRK, RWORK( INDRWK ), LLRWK, IWORK, LIWORK,
  355. $ INFO )
  356. CALL ZUPMTR( 'L', UPLO, 'N', N, N, AP, WORK( INDTAU ), Z, LDZ,
  357. $ WORK( INDWRK ), IINFO )
  358. END IF
  359. *
  360. * If matrix was scaled, then rescale eigenvalues appropriately.
  361. *
  362. IF( ISCALE.EQ.1 ) THEN
  363. IF( INFO.EQ.0 ) THEN
  364. IMAX = N
  365. ELSE
  366. IMAX = INFO - 1
  367. END IF
  368. CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  369. END IF
  370. *
  371. WORK( 1 ) = LWMIN
  372. RWORK( 1 ) = LRWMIN
  373. IWORK( 1 ) = LIWMIN
  374. RETURN
  375. *
  376. * End of ZHPEVD
  377. *
  378. END