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chbevd.f 13 kB

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  1. *> \brief <b> CHBEVD 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 CHBEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chbevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chbevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chbevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  22. * LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KD, LDAB, LDZ, LIWORK, LRWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL RWORK( * ), W( * )
  31. * COMPLEX AB( LDAB, * ), WORK( * ), Z( LDZ, * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> CHBEVD computes all the eigenvalues and, optionally, eigenvectors of
  41. *> a complex Hermitian band matrix A. If eigenvectors are desired, it
  42. *> 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] KD
  76. *> \verbatim
  77. *> KD is INTEGER
  78. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  79. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in,out] AB
  83. *> \verbatim
  84. *> AB is COMPLEX array, dimension (LDAB, N)
  85. *> On entry, the upper or lower triangle of the Hermitian band
  86. *> matrix A, stored in the first KD+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(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  90. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  91. *>
  92. *> On exit, AB is overwritten by values generated during the
  93. *> reduction to tridiagonal form. If UPLO = 'U', the first
  94. *> superdiagonal and the diagonal of the tridiagonal matrix T
  95. *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
  96. *> the diagonal and first subdiagonal of T are returned in the
  97. *> first two rows of AB.
  98. *> \endverbatim
  99. *>
  100. *> \param[in] LDAB
  101. *> \verbatim
  102. *> LDAB is INTEGER
  103. *> The leading dimension of the array AB. LDAB >= KD + 1.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] W
  107. *> \verbatim
  108. *> W is REAL array, dimension (N)
  109. *> If INFO = 0, the eigenvalues in ascending order.
  110. *> \endverbatim
  111. *>
  112. *> \param[out] Z
  113. *> \verbatim
  114. *> Z is COMPLEX array, dimension (LDZ, N)
  115. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  116. *> eigenvectors of the matrix A, with the i-th column of Z
  117. *> holding the eigenvector associated with W(i).
  118. *> If JOBZ = 'N', then Z is not referenced.
  119. *> \endverbatim
  120. *>
  121. *> \param[in] LDZ
  122. *> \verbatim
  123. *> LDZ is INTEGER
  124. *> The leading dimension of the array Z. LDZ >= 1, and if
  125. *> JOBZ = 'V', LDZ >= max(1,N).
  126. *> \endverbatim
  127. *>
  128. *> \param[out] WORK
  129. *> \verbatim
  130. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  131. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] LWORK
  135. *> \verbatim
  136. *> LWORK is INTEGER
  137. *> The dimension of the array WORK.
  138. *> If N <= 1, LWORK must be at least 1.
  139. *> If JOBZ = 'N' and N > 1, LWORK must be at least N.
  140. *> If JOBZ = 'V' and N > 1, LWORK must be at least 2*N**2.
  141. *>
  142. *> If LWORK = -1, then a workspace query is assumed; the routine
  143. *> only calculates the optimal sizes of the WORK, RWORK and
  144. *> IWORK arrays, returns these values as the first entries of
  145. *> the WORK, RWORK and IWORK arrays, and no error message
  146. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] RWORK
  150. *> \verbatim
  151. *> RWORK is REAL array,
  152. *> dimension (LRWORK)
  153. *> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
  154. *> \endverbatim
  155. *>
  156. *> \param[in] LRWORK
  157. *> \verbatim
  158. *> LRWORK is INTEGER
  159. *> The dimension of array RWORK.
  160. *> If N <= 1, LRWORK must be at least 1.
  161. *> If JOBZ = 'N' and N > 1, LRWORK must be at least N.
  162. *> If JOBZ = 'V' and N > 1, LRWORK must be at least
  163. *> 1 + 5*N + 2*N**2.
  164. *>
  165. *> If LRWORK = -1, then a workspace query is assumed; the
  166. *> routine only calculates the optimal sizes of the WORK, RWORK
  167. *> and IWORK arrays, returns these values as the first entries
  168. *> of the WORK, RWORK and IWORK arrays, and no error message
  169. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  170. *> \endverbatim
  171. *>
  172. *> \param[out] IWORK
  173. *> \verbatim
  174. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  175. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  176. *> \endverbatim
  177. *>
  178. *> \param[in] LIWORK
  179. *> \verbatim
  180. *> LIWORK is INTEGER
  181. *> The dimension of array IWORK.
  182. *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
  183. *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N .
  184. *>
  185. *> If LIWORK = -1, then a workspace query is assumed; the
  186. *> routine only calculates the optimal sizes of the WORK, RWORK
  187. *> and IWORK arrays, returns these values as the first entries
  188. *> of the WORK, RWORK and IWORK arrays, and no error message
  189. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  190. *> \endverbatim
  191. *>
  192. *> \param[out] INFO
  193. *> \verbatim
  194. *> INFO is INTEGER
  195. *> = 0: successful exit.
  196. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  197. *> > 0: if INFO = i, the algorithm failed to converge; i
  198. *> off-diagonal elements of an intermediate tridiagonal
  199. *> form did not converge to zero.
  200. *> \endverbatim
  201. *
  202. * Authors:
  203. * ========
  204. *
  205. *> \author Univ. of Tennessee
  206. *> \author Univ. of California Berkeley
  207. *> \author Univ. of Colorado Denver
  208. *> \author NAG Ltd.
  209. *
  210. *> \ingroup complexOTHEReigen
  211. *
  212. * =====================================================================
  213. SUBROUTINE CHBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  214. $ LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
  215. *
  216. * -- LAPACK driver routine --
  217. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  218. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  219. *
  220. * .. Scalar Arguments ..
  221. CHARACTER JOBZ, UPLO
  222. INTEGER INFO, KD, LDAB, LDZ, LIWORK, LRWORK, LWORK, N
  223. * ..
  224. * .. Array Arguments ..
  225. INTEGER IWORK( * )
  226. REAL RWORK( * ), W( * )
  227. COMPLEX AB( LDAB, * ), WORK( * ), Z( LDZ, * )
  228. * ..
  229. *
  230. * =====================================================================
  231. *
  232. * .. Parameters ..
  233. REAL ZERO, ONE
  234. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  235. COMPLEX CZERO, CONE
  236. PARAMETER ( CZERO = ( 0.0E0, 0.0E0 ),
  237. $ CONE = ( 1.0E0, 0.0E0 ) )
  238. * ..
  239. * .. Local Scalars ..
  240. LOGICAL LOWER, LQUERY, WANTZ
  241. INTEGER IINFO, IMAX, INDE, INDWK2, INDWRK, ISCALE,
  242. $ LIWMIN, LLRWK, LLWK2, LRWMIN, LWMIN
  243. REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  244. $ SMLNUM
  245. * ..
  246. * .. External Functions ..
  247. LOGICAL LSAME
  248. REAL CLANHB, SLAMCH
  249. EXTERNAL LSAME, CLANHB, SLAMCH
  250. * ..
  251. * .. External Subroutines ..
  252. EXTERNAL CGEMM, CHBTRD, CLACPY, CLASCL, CSTEDC, SSCAL,
  253. $ SSTERF, XERBLA
  254. * ..
  255. * .. Intrinsic Functions ..
  256. INTRINSIC SQRT
  257. * ..
  258. * .. Executable Statements ..
  259. *
  260. * Test the input parameters.
  261. *
  262. WANTZ = LSAME( JOBZ, 'V' )
  263. LOWER = LSAME( UPLO, 'L' )
  264. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 .OR. LRWORK.EQ.-1 )
  265. *
  266. INFO = 0
  267. IF( N.LE.1 ) THEN
  268. LWMIN = 1
  269. LRWMIN = 1
  270. LIWMIN = 1
  271. ELSE
  272. IF( WANTZ ) THEN
  273. LWMIN = 2*N**2
  274. LRWMIN = 1 + 5*N + 2*N**2
  275. LIWMIN = 3 + 5*N
  276. ELSE
  277. LWMIN = N
  278. LRWMIN = N
  279. LIWMIN = 1
  280. END IF
  281. END IF
  282. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  283. INFO = -1
  284. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  285. INFO = -2
  286. ELSE IF( N.LT.0 ) THEN
  287. INFO = -3
  288. ELSE IF( KD.LT.0 ) THEN
  289. INFO = -4
  290. ELSE IF( LDAB.LT.KD+1 ) THEN
  291. INFO = -6
  292. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  293. INFO = -9
  294. END IF
  295. *
  296. IF( INFO.EQ.0 ) THEN
  297. WORK( 1 ) = LWMIN
  298. RWORK( 1 ) = LRWMIN
  299. IWORK( 1 ) = LIWMIN
  300. *
  301. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  302. INFO = -11
  303. ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  304. INFO = -13
  305. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  306. INFO = -15
  307. END IF
  308. END IF
  309. *
  310. IF( INFO.NE.0 ) THEN
  311. CALL XERBLA( 'CHBEVD', -INFO )
  312. RETURN
  313. ELSE IF( LQUERY ) THEN
  314. RETURN
  315. END IF
  316. *
  317. * Quick return if possible
  318. *
  319. IF( N.EQ.0 )
  320. $ RETURN
  321. *
  322. IF( N.EQ.1 ) THEN
  323. W( 1 ) = REAL( AB( 1, 1 ) )
  324. IF( WANTZ )
  325. $ Z( 1, 1 ) = CONE
  326. RETURN
  327. END IF
  328. *
  329. * Get machine constants.
  330. *
  331. SAFMIN = SLAMCH( 'Safe minimum' )
  332. EPS = SLAMCH( 'Precision' )
  333. SMLNUM = SAFMIN / EPS
  334. BIGNUM = ONE / SMLNUM
  335. RMIN = SQRT( SMLNUM )
  336. RMAX = SQRT( BIGNUM )
  337. *
  338. * Scale matrix to allowable range, if necessary.
  339. *
  340. ANRM = CLANHB( 'M', UPLO, N, KD, AB, LDAB, RWORK )
  341. ISCALE = 0
  342. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  343. ISCALE = 1
  344. SIGMA = RMIN / ANRM
  345. ELSE IF( ANRM.GT.RMAX ) THEN
  346. ISCALE = 1
  347. SIGMA = RMAX / ANRM
  348. END IF
  349. IF( ISCALE.EQ.1 ) THEN
  350. IF( LOWER ) THEN
  351. CALL CLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  352. ELSE
  353. CALL CLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  354. END IF
  355. END IF
  356. *
  357. * Call CHBTRD to reduce Hermitian band matrix to tridiagonal form.
  358. *
  359. INDE = 1
  360. INDWRK = INDE + N
  361. INDWK2 = 1 + N*N
  362. LLWK2 = LWORK - INDWK2 + 1
  363. LLRWK = LRWORK - INDWRK + 1
  364. CALL CHBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, RWORK( INDE ), Z,
  365. $ LDZ, WORK, IINFO )
  366. *
  367. * For eigenvalues only, call SSTERF. For eigenvectors, call CSTEDC.
  368. *
  369. IF( .NOT.WANTZ ) THEN
  370. CALL SSTERF( N, W, RWORK( INDE ), INFO )
  371. ELSE
  372. CALL CSTEDC( 'I', N, W, RWORK( INDE ), WORK, N, WORK( INDWK2 ),
  373. $ LLWK2, RWORK( INDWRK ), LLRWK, IWORK, LIWORK,
  374. $ INFO )
  375. CALL CGEMM( 'N', 'N', N, N, N, CONE, Z, LDZ, WORK, N, CZERO,
  376. $ WORK( INDWK2 ), N )
  377. CALL CLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
  378. END IF
  379. *
  380. * If matrix was scaled, then rescale eigenvalues appropriately.
  381. *
  382. IF( ISCALE.EQ.1 ) THEN
  383. IF( INFO.EQ.0 ) THEN
  384. IMAX = N
  385. ELSE
  386. IMAX = INFO - 1
  387. END IF
  388. CALL SSCAL( IMAX, ONE / SIGMA, W, 1 )
  389. END IF
  390. *
  391. WORK( 1 ) = LWMIN
  392. RWORK( 1 ) = LRWMIN
  393. IWORK( 1 ) = LIWMIN
  394. RETURN
  395. *
  396. * End of CHBEVD
  397. *
  398. END