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ssbgv.f 8.5 kB

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  1. *> \brief \b SSBGST
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSBGV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssbgv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssbgv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssbgv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z,
  22. * LDZ, WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL AB( LDAB, * ), BB( LDBB, * ), W( * ),
  30. * $ WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSBGV computes all the eigenvalues, and optionally, the eigenvectors
  40. *> of a real generalized symmetric-definite banded eigenproblem, of
  41. *> the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric
  42. *> and banded, and B is also positive definite.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] JOBZ
  49. *> \verbatim
  50. *> JOBZ is CHARACTER*1
  51. *> = 'N': Compute eigenvalues only;
  52. *> = 'V': Compute eigenvalues and eigenvectors.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] UPLO
  56. *> \verbatim
  57. *> UPLO is CHARACTER*1
  58. *> = 'U': Upper triangles of A and B are stored;
  59. *> = 'L': Lower triangles of A and B are stored.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] N
  63. *> \verbatim
  64. *> N is INTEGER
  65. *> The order of the matrices A and B. N >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] KA
  69. *> \verbatim
  70. *> KA is INTEGER
  71. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  72. *> or the number of subdiagonals if UPLO = 'L'. KA >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] KB
  76. *> \verbatim
  77. *> KB is INTEGER
  78. *> The number of superdiagonals of the matrix B if UPLO = 'U',
  79. *> or the number of subdiagonals if UPLO = 'L'. KB >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in,out] AB
  83. *> \verbatim
  84. *> AB is REAL array, dimension (LDAB, N)
  85. *> On entry, the upper or lower triangle of the symmetric band
  86. *> matrix A, stored in the first ka+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(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
  90. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
  91. *>
  92. *> On exit, the contents of AB are destroyed.
  93. *> \endverbatim
  94. *>
  95. *> \param[in] LDAB
  96. *> \verbatim
  97. *> LDAB is INTEGER
  98. *> The leading dimension of the array AB. LDAB >= KA+1.
  99. *> \endverbatim
  100. *>
  101. *> \param[in,out] BB
  102. *> \verbatim
  103. *> BB is REAL array, dimension (LDBB, N)
  104. *> On entry, the upper or lower triangle of the symmetric band
  105. *> matrix B, stored in the first kb+1 rows of the array. The
  106. *> j-th column of B is stored in the j-th column of the array BB
  107. *> as follows:
  108. *> if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
  109. *> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
  110. *>
  111. *> On exit, the factor S from the split Cholesky factorization
  112. *> B = S**T*S, as returned by SPBSTF.
  113. *> \endverbatim
  114. *>
  115. *> \param[in] LDBB
  116. *> \verbatim
  117. *> LDBB is INTEGER
  118. *> The leading dimension of the array BB. LDBB >= KB+1.
  119. *> \endverbatim
  120. *>
  121. *> \param[out] W
  122. *> \verbatim
  123. *> W is REAL array, dimension (N)
  124. *> If INFO = 0, the eigenvalues in ascending order.
  125. *> \endverbatim
  126. *>
  127. *> \param[out] Z
  128. *> \verbatim
  129. *> Z is REAL array, dimension (LDZ, N)
  130. *> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
  131. *> eigenvectors, with the i-th column of Z holding the
  132. *> eigenvector associated with W(i). The eigenvectors are
  133. *> normalized so that Z**T*B*Z = I.
  134. *> If JOBZ = 'N', then Z is not referenced.
  135. *> \endverbatim
  136. *>
  137. *> \param[in] LDZ
  138. *> \verbatim
  139. *> LDZ is INTEGER
  140. *> The leading dimension of the array Z. LDZ >= 1, and if
  141. *> JOBZ = 'V', LDZ >= N.
  142. *> \endverbatim
  143. *>
  144. *> \param[out] WORK
  145. *> \verbatim
  146. *> WORK is REAL array, dimension (3*N)
  147. *> \endverbatim
  148. *>
  149. *> \param[out] INFO
  150. *> \verbatim
  151. *> INFO is INTEGER
  152. *> = 0: successful exit
  153. *> < 0: if INFO = -i, the i-th argument had an illegal value
  154. *> > 0: if INFO = i, and i is:
  155. *> <= N: the algorithm failed to converge:
  156. *> i off-diagonal elements of an intermediate
  157. *> tridiagonal form did not converge to zero;
  158. *> > N: if INFO = N + i, for 1 <= i <= N, then SPBSTF
  159. *> returned INFO = i: B is not positive definite.
  160. *> The factorization of B could not be completed and
  161. *> no eigenvalues or eigenvectors were computed.
  162. *> \endverbatim
  163. *
  164. * Authors:
  165. * ========
  166. *
  167. *> \author Univ. of Tennessee
  168. *> \author Univ. of California Berkeley
  169. *> \author Univ. of Colorado Denver
  170. *> \author NAG Ltd.
  171. *
  172. *> \date November 2011
  173. *
  174. *> \ingroup realOTHEReigen
  175. *
  176. * =====================================================================
  177. SUBROUTINE SSBGV( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z,
  178. $ LDZ, WORK, INFO )
  179. *
  180. * -- LAPACK driver routine (version 3.4.0) --
  181. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  182. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  183. * November 2011
  184. *
  185. * .. Scalar Arguments ..
  186. CHARACTER JOBZ, UPLO
  187. INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, N
  188. * ..
  189. * .. Array Arguments ..
  190. REAL AB( LDAB, * ), BB( LDBB, * ), W( * ),
  191. $ WORK( * ), Z( LDZ, * )
  192. * ..
  193. *
  194. * =====================================================================
  195. *
  196. * .. Local Scalars ..
  197. LOGICAL UPPER, WANTZ
  198. CHARACTER VECT
  199. INTEGER IINFO, INDE, INDWRK
  200. * ..
  201. * .. External Functions ..
  202. LOGICAL LSAME
  203. EXTERNAL LSAME
  204. * ..
  205. * .. External Subroutines ..
  206. EXTERNAL SPBSTF, SSBGST, SSBTRD, SSTEQR, SSTERF, XERBLA
  207. * ..
  208. * .. Executable Statements ..
  209. *
  210. * Test the input parameters.
  211. *
  212. WANTZ = LSAME( JOBZ, 'V' )
  213. UPPER = LSAME( UPLO, 'U' )
  214. *
  215. INFO = 0
  216. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  217. INFO = -1
  218. ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
  219. INFO = -2
  220. ELSE IF( N.LT.0 ) THEN
  221. INFO = -3
  222. ELSE IF( KA.LT.0 ) THEN
  223. INFO = -4
  224. ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
  225. INFO = -5
  226. ELSE IF( LDAB.LT.KA+1 ) THEN
  227. INFO = -7
  228. ELSE IF( LDBB.LT.KB+1 ) THEN
  229. INFO = -9
  230. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  231. INFO = -12
  232. END IF
  233. IF( INFO.NE.0 ) THEN
  234. CALL XERBLA( 'SSBGV ', -INFO )
  235. RETURN
  236. END IF
  237. *
  238. * Quick return if possible
  239. *
  240. IF( N.EQ.0 )
  241. $ RETURN
  242. *
  243. * Form a split Cholesky factorization of B.
  244. *
  245. CALL SPBSTF( UPLO, N, KB, BB, LDBB, INFO )
  246. IF( INFO.NE.0 ) THEN
  247. INFO = N + INFO
  248. RETURN
  249. END IF
  250. *
  251. * Transform problem to standard eigenvalue problem.
  252. *
  253. INDE = 1
  254. INDWRK = INDE + N
  255. CALL SSBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Z, LDZ,
  256. $ WORK( INDWRK ), IINFO )
  257. *
  258. * Reduce to tridiagonal form.
  259. *
  260. IF( WANTZ ) THEN
  261. VECT = 'U'
  262. ELSE
  263. VECT = 'N'
  264. END IF
  265. CALL SSBTRD( VECT, UPLO, N, KA, AB, LDAB, W, WORK( INDE ), Z, LDZ,
  266. $ WORK( INDWRK ), IINFO )
  267. *
  268. * For eigenvalues only, call SSTERF. For eigenvectors, call SSTEQR.
  269. *
  270. IF( .NOT.WANTZ ) THEN
  271. CALL SSTERF( N, W, WORK( INDE ), INFO )
  272. ELSE
  273. CALL SSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
  274. $ INFO )
  275. END IF
  276. RETURN
  277. *
  278. * End of SSBGV
  279. *
  280. END