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dsyevr.f 24 kB

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  1. *> \brief <b> DSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY 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 DSYEVR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
  22. * ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK,
  23. * IWORK, LIWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER JOBZ, RANGE, UPLO
  27. * INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N
  28. * DOUBLE PRECISION ABSTOL, VL, VU
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER ISUPPZ( * ), IWORK( * )
  32. * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> DSYEVR computes selected eigenvalues and, optionally, eigenvectors
  42. *> of a real symmetric matrix A. Eigenvalues and eigenvectors can be
  43. *> selected by specifying either a range of values or a range of
  44. *> indices for the desired eigenvalues.
  45. *>
  46. *> DSYEVR first reduces the matrix A to tridiagonal form T with a call
  47. *> to DSYTRD. Then, whenever possible, DSYEVR calls DSTEMR to compute
  48. *> the eigenspectrum using Relatively Robust Representations. DSTEMR
  49. *> computes eigenvalues by the dqds algorithm, while orthogonal
  50. *> eigenvectors are computed from various "good" L D L^T representations
  51. *> (also known as Relatively Robust Representations). Gram-Schmidt
  52. *> orthogonalization is avoided as far as possible. More specifically,
  53. *> the various steps of the algorithm are as follows.
  54. *>
  55. *> For each unreduced block (submatrix) of T,
  56. *> (a) Compute T - sigma I = L D L^T, so that L and D
  57. *> define all the wanted eigenvalues to high relative accuracy.
  58. *> This means that small relative changes in the entries of D and L
  59. *> cause only small relative changes in the eigenvalues and
  60. *> eigenvectors. The standard (unfactored) representation of the
  61. *> tridiagonal matrix T does not have this property in general.
  62. *> (b) Compute the eigenvalues to suitable accuracy.
  63. *> If the eigenvectors are desired, the algorithm attains full
  64. *> accuracy of the computed eigenvalues only right before
  65. *> the corresponding vectors have to be computed, see steps c) and d).
  66. *> (c) For each cluster of close eigenvalues, select a new
  67. *> shift close to the cluster, find a new factorization, and refine
  68. *> the shifted eigenvalues to suitable accuracy.
  69. *> (d) For each eigenvalue with a large enough relative separation compute
  70. *> the corresponding eigenvector by forming a rank revealing twisted
  71. *> factorization. Go back to (c) for any clusters that remain.
  72. *>
  73. *> The desired accuracy of the output can be specified by the input
  74. *> parameter ABSTOL.
  75. *>
  76. *> For more details, see DSTEMR's documentation and:
  77. *> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
  78. *> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
  79. *> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
  80. *> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
  81. *> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
  82. *> 2004. Also LAPACK Working Note 154.
  83. *> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
  84. *> tridiagonal eigenvalue/eigenvector problem",
  85. *> Computer Science Division Technical Report No. UCB/CSD-97-971,
  86. *> UC Berkeley, May 1997.
  87. *>
  88. *>
  89. *> Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested
  90. *> on machines which conform to the ieee-754 floating point standard.
  91. *> DSYEVR calls DSTEBZ and DSTEIN on non-ieee machines and
  92. *> when partial spectrum requests are made.
  93. *>
  94. *> Normal execution of DSTEMR may create NaNs and infinities and
  95. *> hence may abort due to a floating point exception in environments
  96. *> which do not handle NaNs and infinities in the ieee standard default
  97. *> manner.
  98. *> \endverbatim
  99. *
  100. * Arguments:
  101. * ==========
  102. *
  103. *> \param[in] JOBZ
  104. *> \verbatim
  105. *> JOBZ is CHARACTER*1
  106. *> = 'N': Compute eigenvalues only;
  107. *> = 'V': Compute eigenvalues and eigenvectors.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] RANGE
  111. *> \verbatim
  112. *> RANGE is CHARACTER*1
  113. *> = 'A': all eigenvalues will be found.
  114. *> = 'V': all eigenvalues in the half-open interval (VL,VU]
  115. *> will be found.
  116. *> = 'I': the IL-th through IU-th eigenvalues will be found.
  117. *> For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
  118. *> DSTEIN are called
  119. *> \endverbatim
  120. *>
  121. *> \param[in] UPLO
  122. *> \verbatim
  123. *> UPLO is CHARACTER*1
  124. *> = 'U': Upper triangle of A is stored;
  125. *> = 'L': Lower triangle of A is stored.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] N
  129. *> \verbatim
  130. *> N is INTEGER
  131. *> The order of the matrix A. N >= 0.
  132. *> \endverbatim
  133. *>
  134. *> \param[in,out] A
  135. *> \verbatim
  136. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  137. *> On entry, the symmetric matrix A. If UPLO = 'U', the
  138. *> leading N-by-N upper triangular part of A contains the
  139. *> upper triangular part of the matrix A. If UPLO = 'L',
  140. *> the leading N-by-N lower triangular part of A contains
  141. *> the lower triangular part of the matrix A.
  142. *> On exit, the lower triangle (if UPLO='L') or the upper
  143. *> triangle (if UPLO='U') of A, including the diagonal, is
  144. *> destroyed.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] LDA
  148. *> \verbatim
  149. *> LDA is INTEGER
  150. *> The leading dimension of the array A. LDA >= max(1,N).
  151. *> \endverbatim
  152. *>
  153. *> \param[in] VL
  154. *> \verbatim
  155. *> VL is DOUBLE PRECISION
  156. *> If RANGE='V', the lower bound of the interval to
  157. *> be searched for eigenvalues. VL < VU.
  158. *> Not referenced if RANGE = 'A' or 'I'.
  159. *> \endverbatim
  160. *>
  161. *> \param[in] VU
  162. *> \verbatim
  163. *> VU is DOUBLE PRECISION
  164. *> If RANGE='V', the upper bound of the interval to
  165. *> be searched for eigenvalues. VL < VU.
  166. *> Not referenced if RANGE = 'A' or 'I'.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] IL
  170. *> \verbatim
  171. *> IL is INTEGER
  172. *> If RANGE='I', the index of the
  173. *> smallest eigenvalue to be returned.
  174. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  175. *> Not referenced if RANGE = 'A' or 'V'.
  176. *> \endverbatim
  177. *>
  178. *> \param[in] IU
  179. *> \verbatim
  180. *> IU is INTEGER
  181. *> If RANGE='I', the index of the
  182. *> largest eigenvalue to be returned.
  183. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  184. *> Not referenced if RANGE = 'A' or 'V'.
  185. *> \endverbatim
  186. *>
  187. *> \param[in] ABSTOL
  188. *> \verbatim
  189. *> ABSTOL is DOUBLE PRECISION
  190. *> The absolute error tolerance for the eigenvalues.
  191. *> An approximate eigenvalue is accepted as converged
  192. *> when it is determined to lie in an interval [a,b]
  193. *> of width less than or equal to
  194. *>
  195. *> ABSTOL + EPS * max( |a|,|b| ) ,
  196. *>
  197. *> where EPS is the machine precision. If ABSTOL is less than
  198. *> or equal to zero, then EPS*|T| will be used in its place,
  199. *> where |T| is the 1-norm of the tridiagonal matrix obtained
  200. *> by reducing A to tridiagonal form.
  201. *>
  202. *> See "Computing Small Singular Values of Bidiagonal Matrices
  203. *> with Guaranteed High Relative Accuracy," by Demmel and
  204. *> Kahan, LAPACK Working Note #3.
  205. *>
  206. *> If high relative accuracy is important, set ABSTOL to
  207. *> DLAMCH( 'Safe minimum' ). Doing so will guarantee that
  208. *> eigenvalues are computed to high relative accuracy when
  209. *> possible in future releases. The current code does not
  210. *> make any guarantees about high relative accuracy, but
  211. *> future releases will. See J. Barlow and J. Demmel,
  212. *> "Computing Accurate Eigensystems of Scaled Diagonally
  213. *> Dominant Matrices", LAPACK Working Note #7, for a discussion
  214. *> of which matrices define their eigenvalues to high relative
  215. *> accuracy.
  216. *> \endverbatim
  217. *>
  218. *> \param[out] M
  219. *> \verbatim
  220. *> M is INTEGER
  221. *> The total number of eigenvalues found. 0 <= M <= N.
  222. *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
  223. *> \endverbatim
  224. *>
  225. *> \param[out] W
  226. *> \verbatim
  227. *> W is DOUBLE PRECISION array, dimension (N)
  228. *> The first M elements contain the selected eigenvalues in
  229. *> ascending order.
  230. *> \endverbatim
  231. *>
  232. *> \param[out] Z
  233. *> \verbatim
  234. *> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
  235. *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
  236. *> contain the orthonormal eigenvectors of the matrix A
  237. *> corresponding to the selected eigenvalues, with the i-th
  238. *> column of Z holding the eigenvector associated with W(i).
  239. *> If JOBZ = 'N', then Z is not referenced.
  240. *> Note: the user must ensure that at least max(1,M) columns are
  241. *> supplied in the array Z; if RANGE = 'V', the exact value of M
  242. *> is not known in advance and an upper bound must be used.
  243. *> Supplying N columns is always safe.
  244. *> \endverbatim
  245. *>
  246. *> \param[in] LDZ
  247. *> \verbatim
  248. *> LDZ is INTEGER
  249. *> The leading dimension of the array Z. LDZ >= 1, and if
  250. *> JOBZ = 'V', LDZ >= max(1,N).
  251. *> \endverbatim
  252. *>
  253. *> \param[out] ISUPPZ
  254. *> \verbatim
  255. *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
  256. *> The support of the eigenvectors in Z, i.e., the indices
  257. *> indicating the nonzero elements in Z. The i-th eigenvector
  258. *> is nonzero only in elements ISUPPZ( 2*i-1 ) through
  259. *> ISUPPZ( 2*i ). This is an output of DSTEMR (tridiagonal
  260. *> matrix). The support of the eigenvectors of A is typically
  261. *> 1:N because of the orthogonal transformations applied by DORMTR.
  262. *> Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
  263. *> \endverbatim
  264. *>
  265. *> \param[out] WORK
  266. *> \verbatim
  267. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  268. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  269. *> \endverbatim
  270. *>
  271. *> \param[in] LWORK
  272. *> \verbatim
  273. *> LWORK is INTEGER
  274. *> The dimension of the array WORK. LWORK >= max(1,26*N).
  275. *> For optimal efficiency, LWORK >= (NB+6)*N,
  276. *> where NB is the max of the blocksize for DSYTRD and DORMTR
  277. *> returned by ILAENV.
  278. *>
  279. *> If LWORK = -1, then a workspace query is assumed; the routine
  280. *> only calculates the optimal size of the WORK array, returns
  281. *> this value as the first entry of the WORK array, and no error
  282. *> message related to LWORK is issued by XERBLA.
  283. *> \endverbatim
  284. *>
  285. *> \param[out] IWORK
  286. *> \verbatim
  287. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  288. *> On exit, if INFO = 0, IWORK(1) returns the optimal LWORK.
  289. *> \endverbatim
  290. *>
  291. *> \param[in] LIWORK
  292. *> \verbatim
  293. *> LIWORK is INTEGER
  294. *> The dimension of the array IWORK. LIWORK >= max(1,10*N).
  295. *>
  296. *> If LIWORK = -1, then a workspace query is assumed; the
  297. *> routine only calculates the optimal size of the IWORK array,
  298. *> returns this value as the first entry of the IWORK array, and
  299. *> no error message related to LIWORK is issued by XERBLA.
  300. *> \endverbatim
  301. *>
  302. *> \param[out] INFO
  303. *> \verbatim
  304. *> INFO is INTEGER
  305. *> = 0: successful exit
  306. *> < 0: if INFO = -i, the i-th argument had an illegal value
  307. *> > 0: Internal error
  308. *> \endverbatim
  309. *
  310. * Authors:
  311. * ========
  312. *
  313. *> \author Univ. of Tennessee
  314. *> \author Univ. of California Berkeley
  315. *> \author Univ. of Colorado Denver
  316. *> \author NAG Ltd.
  317. *
  318. *> \ingroup doubleSYeigen
  319. *
  320. *> \par Contributors:
  321. * ==================
  322. *>
  323. *> Inderjit Dhillon, IBM Almaden, USA \n
  324. *> Osni Marques, LBNL/NERSC, USA \n
  325. *> Ken Stanley, Computer Science Division, University of
  326. *> California at Berkeley, USA \n
  327. *> Jason Riedy, Computer Science Division, University of
  328. *> California at Berkeley, USA \n
  329. *>
  330. * =====================================================================
  331. SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
  332. $ ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK,
  333. $ IWORK, LIWORK, INFO )
  334. *
  335. * -- LAPACK driver routine --
  336. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  337. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  338. *
  339. * .. Scalar Arguments ..
  340. CHARACTER JOBZ, RANGE, UPLO
  341. INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N
  342. DOUBLE PRECISION ABSTOL, VL, VU
  343. * ..
  344. * .. Array Arguments ..
  345. INTEGER ISUPPZ( * ), IWORK( * )
  346. DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
  347. * ..
  348. *
  349. * =====================================================================
  350. *
  351. * .. Parameters ..
  352. DOUBLE PRECISION ZERO, ONE, TWO
  353. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
  354. * ..
  355. * .. Local Scalars ..
  356. LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, VALEIG, WANTZ,
  357. $ TRYRAC
  358. CHARACTER ORDER
  359. INTEGER I, IEEEOK, IINFO, IMAX, INDD, INDDD, INDE,
  360. $ INDEE, INDIBL, INDIFL, INDISP, INDIWO, INDTAU,
  361. $ INDWK, INDWKN, ISCALE, J, JJ, LIWMIN,
  362. $ LLWORK, LLWRKN, LWKOPT, LWMIN, NB, NSPLIT
  363. DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
  364. $ SIGMA, SMLNUM, TMP1, VLL, VUU
  365. * ..
  366. * .. External Functions ..
  367. LOGICAL LSAME
  368. INTEGER ILAENV
  369. DOUBLE PRECISION DLAMCH, DLANSY
  370. EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY
  371. * ..
  372. * .. External Subroutines ..
  373. EXTERNAL DCOPY, DORMTR, DSCAL, DSTEBZ, DSTEMR, DSTEIN,
  374. $ DSTERF, DSWAP, DSYTRD, XERBLA
  375. * ..
  376. * .. Intrinsic Functions ..
  377. INTRINSIC MAX, MIN, SQRT
  378. * ..
  379. * .. Executable Statements ..
  380. *
  381. * Test the input parameters.
  382. *
  383. IEEEOK = ILAENV( 10, 'DSYEVR', 'N', 1, 2, 3, 4 )
  384. *
  385. LOWER = LSAME( UPLO, 'L' )
  386. WANTZ = LSAME( JOBZ, 'V' )
  387. ALLEIG = LSAME( RANGE, 'A' )
  388. VALEIG = LSAME( RANGE, 'V' )
  389. INDEIG = LSAME( RANGE, 'I' )
  390. *
  391. LQUERY = ( ( LWORK.EQ.-1 ) .OR. ( LIWORK.EQ.-1 ) )
  392. *
  393. LWMIN = MAX( 1, 26*N )
  394. LIWMIN = MAX( 1, 10*N )
  395. *
  396. INFO = 0
  397. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  398. INFO = -1
  399. ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
  400. INFO = -2
  401. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  402. INFO = -3
  403. ELSE IF( N.LT.0 ) THEN
  404. INFO = -4
  405. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  406. INFO = -6
  407. ELSE
  408. IF( VALEIG ) THEN
  409. IF( N.GT.0 .AND. VU.LE.VL )
  410. $ INFO = -8
  411. ELSE IF( INDEIG ) THEN
  412. IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
  413. INFO = -9
  414. ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
  415. INFO = -10
  416. END IF
  417. END IF
  418. END IF
  419. IF( INFO.EQ.0 ) THEN
  420. IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  421. INFO = -15
  422. ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  423. INFO = -18
  424. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  425. INFO = -20
  426. END IF
  427. END IF
  428. *
  429. IF( INFO.EQ.0 ) THEN
  430. NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
  431. NB = MAX( NB, ILAENV( 1, 'DORMTR', UPLO, N, -1, -1, -1 ) )
  432. LWKOPT = MAX( ( NB+1 )*N, LWMIN )
  433. WORK( 1 ) = LWKOPT
  434. IWORK( 1 ) = LIWMIN
  435. END IF
  436. *
  437. IF( INFO.NE.0 ) THEN
  438. CALL XERBLA( 'DSYEVR', -INFO )
  439. RETURN
  440. ELSE IF( LQUERY ) THEN
  441. RETURN
  442. END IF
  443. *
  444. * Quick return if possible
  445. *
  446. M = 0
  447. IF( N.EQ.0 ) THEN
  448. WORK( 1 ) = 1
  449. RETURN
  450. END IF
  451. *
  452. IF( N.EQ.1 ) THEN
  453. WORK( 1 ) = 7
  454. IF( ALLEIG .OR. INDEIG ) THEN
  455. M = 1
  456. W( 1 ) = A( 1, 1 )
  457. ELSE
  458. IF( VL.LT.A( 1, 1 ) .AND. VU.GE.A( 1, 1 ) ) THEN
  459. M = 1
  460. W( 1 ) = A( 1, 1 )
  461. END IF
  462. END IF
  463. IF( WANTZ ) THEN
  464. Z( 1, 1 ) = ONE
  465. ISUPPZ( 1 ) = 1
  466. ISUPPZ( 2 ) = 1
  467. END IF
  468. RETURN
  469. END IF
  470. *
  471. * Get machine constants.
  472. *
  473. SAFMIN = DLAMCH( 'Safe minimum' )
  474. EPS = DLAMCH( 'Precision' )
  475. SMLNUM = SAFMIN / EPS
  476. BIGNUM = ONE / SMLNUM
  477. RMIN = SQRT( SMLNUM )
  478. RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
  479. *
  480. * Scale matrix to allowable range, if necessary.
  481. *
  482. ISCALE = 0
  483. ABSTLL = ABSTOL
  484. IF (VALEIG) THEN
  485. VLL = VL
  486. VUU = VU
  487. END IF
  488. ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
  489. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  490. ISCALE = 1
  491. SIGMA = RMIN / ANRM
  492. ELSE IF( ANRM.GT.RMAX ) THEN
  493. ISCALE = 1
  494. SIGMA = RMAX / ANRM
  495. END IF
  496. IF( ISCALE.EQ.1 ) THEN
  497. IF( LOWER ) THEN
  498. DO 10 J = 1, N
  499. CALL DSCAL( N-J+1, SIGMA, A( J, J ), 1 )
  500. 10 CONTINUE
  501. ELSE
  502. DO 20 J = 1, N
  503. CALL DSCAL( J, SIGMA, A( 1, J ), 1 )
  504. 20 CONTINUE
  505. END IF
  506. IF( ABSTOL.GT.0 )
  507. $ ABSTLL = ABSTOL*SIGMA
  508. IF( VALEIG ) THEN
  509. VLL = VL*SIGMA
  510. VUU = VU*SIGMA
  511. END IF
  512. END IF
  513. * Initialize indices into workspaces. Note: The IWORK indices are
  514. * used only if DSTERF or DSTEMR fail.
  515. * WORK(INDTAU:INDTAU+N-1) stores the scalar factors of the
  516. * elementary reflectors used in DSYTRD.
  517. INDTAU = 1
  518. * WORK(INDD:INDD+N-1) stores the tridiagonal's diagonal entries.
  519. INDD = INDTAU + N
  520. * WORK(INDE:INDE+N-1) stores the off-diagonal entries of the
  521. * tridiagonal matrix from DSYTRD.
  522. INDE = INDD + N
  523. * WORK(INDDD:INDDD+N-1) is a copy of the diagonal entries over
  524. * -written by DSTEMR (the DSTERF path copies the diagonal to W).
  525. INDDD = INDE + N
  526. * WORK(INDEE:INDEE+N-1) is a copy of the off-diagonal entries over
  527. * -written while computing the eigenvalues in DSTERF and DSTEMR.
  528. INDEE = INDDD + N
  529. * INDWK is the starting offset of the left-over workspace, and
  530. * LLWORK is the remaining workspace size.
  531. INDWK = INDEE + N
  532. LLWORK = LWORK - INDWK + 1
  533. * IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in DSTEBZ and
  534. * stores the block indices of each of the M<=N eigenvalues.
  535. INDIBL = 1
  536. * IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in DSTEBZ and
  537. * stores the starting and finishing indices of each block.
  538. INDISP = INDIBL + N
  539. * IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors
  540. * that corresponding to eigenvectors that fail to converge in
  541. * DSTEIN. This information is discarded; if any fail, the driver
  542. * returns INFO > 0.
  543. INDIFL = INDISP + N
  544. * INDIWO is the offset of the remaining integer workspace.
  545. INDIWO = INDIFL + N
  546. *
  547. * Call DSYTRD to reduce symmetric matrix to tridiagonal form.
  548. *
  549. CALL DSYTRD( UPLO, N, A, LDA, WORK( INDD ), WORK( INDE ),
  550. $ WORK( INDTAU ), WORK( INDWK ), LLWORK, IINFO )
  551. *
  552. * If all eigenvalues are desired
  553. * then call DSTERF or DSTEMR and DORMTR.
  554. *
  555. IF( ( ALLEIG .OR. ( INDEIG .AND. IL.EQ.1 .AND. IU.EQ.N ) ) .AND.
  556. $ IEEEOK.EQ.1 ) THEN
  557. IF( .NOT.WANTZ ) THEN
  558. CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
  559. CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
  560. CALL DSTERF( N, W, WORK( INDEE ), INFO )
  561. ELSE
  562. CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
  563. CALL DCOPY( N, WORK( INDD ), 1, WORK( INDDD ), 1 )
  564. *
  565. IF (ABSTOL .LE. TWO*N*EPS) THEN
  566. TRYRAC = .TRUE.
  567. ELSE
  568. TRYRAC = .FALSE.
  569. END IF
  570. CALL DSTEMR( JOBZ, 'A', N, WORK( INDDD ), WORK( INDEE ),
  571. $ VL, VU, IL, IU, M, W, Z, LDZ, N, ISUPPZ,
  572. $ TRYRAC, WORK( INDWK ), LWORK, IWORK, LIWORK,
  573. $ INFO )
  574. *
  575. *
  576. *
  577. * Apply orthogonal matrix used in reduction to tridiagonal
  578. * form to eigenvectors returned by DSTEMR.
  579. *
  580. IF( WANTZ .AND. INFO.EQ.0 ) THEN
  581. INDWKN = INDE
  582. LLWRKN = LWORK - INDWKN + 1
  583. CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA,
  584. $ WORK( INDTAU ), Z, LDZ, WORK( INDWKN ),
  585. $ LLWRKN, IINFO )
  586. END IF
  587. END IF
  588. *
  589. *
  590. IF( INFO.EQ.0 ) THEN
  591. * Everything worked. Skip DSTEBZ/DSTEIN. IWORK(:) are
  592. * undefined.
  593. M = N
  594. GO TO 30
  595. END IF
  596. INFO = 0
  597. END IF
  598. *
  599. * Otherwise, call DSTEBZ and, if eigenvectors are desired, DSTEIN.
  600. * Also call DSTEBZ and DSTEIN if DSTEMR fails.
  601. *
  602. IF( WANTZ ) THEN
  603. ORDER = 'B'
  604. ELSE
  605. ORDER = 'E'
  606. END IF
  607. CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
  608. $ WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
  609. $ IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWK ),
  610. $ IWORK( INDIWO ), INFO )
  611. *
  612. IF( WANTZ ) THEN
  613. CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
  614. $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
  615. $ WORK( INDWK ), IWORK( INDIWO ), IWORK( INDIFL ),
  616. $ INFO )
  617. *
  618. * Apply orthogonal matrix used in reduction to tridiagonal
  619. * form to eigenvectors returned by DSTEIN.
  620. *
  621. INDWKN = INDE
  622. LLWRKN = LWORK - INDWKN + 1
  623. CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
  624. $ LDZ, WORK( INDWKN ), LLWRKN, IINFO )
  625. END IF
  626. *
  627. * If matrix was scaled, then rescale eigenvalues appropriately.
  628. *
  629. * Jump here if DSTEMR/DSTEIN succeeded.
  630. 30 CONTINUE
  631. IF( ISCALE.EQ.1 ) THEN
  632. IF( INFO.EQ.0 ) THEN
  633. IMAX = M
  634. ELSE
  635. IMAX = INFO - 1
  636. END IF
  637. CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  638. END IF
  639. *
  640. * If eigenvalues are not in order, then sort them, along with
  641. * eigenvectors. Note: We do not sort the IFAIL portion of IWORK.
  642. * It may not be initialized (if DSTEMR/DSTEIN succeeded), and we do
  643. * not return this detailed information to the user.
  644. *
  645. IF( WANTZ ) THEN
  646. DO 50 J = 1, M - 1
  647. I = 0
  648. TMP1 = W( J )
  649. DO 40 JJ = J + 1, M
  650. IF( W( JJ ).LT.TMP1 ) THEN
  651. I = JJ
  652. TMP1 = W( JJ )
  653. END IF
  654. 40 CONTINUE
  655. *
  656. IF( I.NE.0 ) THEN
  657. W( I ) = W( J )
  658. W( J ) = TMP1
  659. CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
  660. END IF
  661. 50 CONTINUE
  662. END IF
  663. *
  664. * Set WORK(1) to optimal workspace size.
  665. *
  666. WORK( 1 ) = LWKOPT
  667. IWORK( 1 ) = LIWMIN
  668. *
  669. RETURN
  670. *
  671. * End of DSYEVR
  672. *
  673. END