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zhpgv.f 8.5 kB

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  1. *> \brief \b ZHPGST
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHPGV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpgv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpgv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpgv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
  22. * RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, ITYPE, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION RWORK( * ), W( * )
  30. * COMPLEX*16 AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> ZHPGV computes all the eigenvalues and, optionally, the eigenvectors
  40. *> of a complex generalized Hermitian-definite eigenproblem, of the form
  41. *> A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
  42. *> Here A and B are assumed to be Hermitian, stored in packed format,
  43. *> and B is also positive definite.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] ITYPE
  50. *> \verbatim
  51. *> ITYPE is INTEGER
  52. *> Specifies the problem type to be solved:
  53. *> = 1: A*x = (lambda)*B*x
  54. *> = 2: A*B*x = (lambda)*x
  55. *> = 3: B*A*x = (lambda)*x
  56. *> \endverbatim
  57. *>
  58. *> \param[in] JOBZ
  59. *> \verbatim
  60. *> JOBZ is CHARACTER*1
  61. *> = 'N': Compute eigenvalues only;
  62. *> = 'V': Compute eigenvalues and eigenvectors.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] UPLO
  66. *> \verbatim
  67. *> UPLO is CHARACTER*1
  68. *> = 'U': Upper triangles of A and B are stored;
  69. *> = 'L': Lower triangles of A and B are stored.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N
  73. *> \verbatim
  74. *> N is INTEGER
  75. *> The order of the matrices A and B. N >= 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] AP
  79. *> \verbatim
  80. *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
  81. *> On entry, the upper or lower triangle of the Hermitian matrix
  82. *> A, packed columnwise in a linear array. The j-th column of A
  83. *> is stored in the array AP as follows:
  84. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  85. *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
  86. *>
  87. *> On exit, the contents of AP are destroyed.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] BP
  91. *> \verbatim
  92. *> BP is COMPLEX*16 array, dimension (N*(N+1)/2)
  93. *> On entry, the upper or lower triangle of the Hermitian matrix
  94. *> B, packed columnwise in a linear array. The j-th column of B
  95. *> is stored in the array BP as follows:
  96. *> if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
  97. *> if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
  98. *>
  99. *> On exit, the triangular factor U or L from the Cholesky
  100. *> factorization B = U**H*U or B = L*L**H, in the same storage
  101. *> format as B.
  102. *> \endverbatim
  103. *>
  104. *> \param[out] W
  105. *> \verbatim
  106. *> W is DOUBLE PRECISION array, dimension (N)
  107. *> If INFO = 0, the eigenvalues in ascending order.
  108. *> \endverbatim
  109. *>
  110. *> \param[out] Z
  111. *> \verbatim
  112. *> Z is COMPLEX*16 array, dimension (LDZ, N)
  113. *> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
  114. *> eigenvectors. The eigenvectors are normalized as follows:
  115. *> if ITYPE = 1 or 2, Z**H*B*Z = I;
  116. *> if ITYPE = 3, Z**H*inv(B)*Z = I.
  117. *> If JOBZ = 'N', then Z is not referenced.
  118. *> \endverbatim
  119. *>
  120. *> \param[in] LDZ
  121. *> \verbatim
  122. *> LDZ is INTEGER
  123. *> The leading dimension of the array Z. LDZ >= 1, and if
  124. *> JOBZ = 'V', LDZ >= max(1,N).
  125. *> \endverbatim
  126. *>
  127. *> \param[out] WORK
  128. *> \verbatim
  129. *> WORK is COMPLEX*16 array, dimension (max(1, 2*N-1))
  130. *> \endverbatim
  131. *>
  132. *> \param[out] RWORK
  133. *> \verbatim
  134. *> RWORK is DOUBLE PRECISION array, dimension (max(1, 3*N-2))
  135. *> \endverbatim
  136. *>
  137. *> \param[out] INFO
  138. *> \verbatim
  139. *> INFO is INTEGER
  140. *> = 0: successful exit
  141. *> < 0: if INFO = -i, the i-th argument had an illegal value
  142. *> > 0: ZPPTRF or ZHPEV returned an error code:
  143. *> <= N: if INFO = i, ZHPEV failed to converge;
  144. *> i off-diagonal elements of an intermediate
  145. *> tridiagonal form did not convergeto zero;
  146. *> > N: if INFO = N + i, for 1 <= i <= n, then the leading
  147. *> minor of order i of B is not positive definite.
  148. *> The factorization of B could not be completed and
  149. *> no eigenvalues or eigenvectors were computed.
  150. *> \endverbatim
  151. *
  152. * Authors:
  153. * ========
  154. *
  155. *> \author Univ. of Tennessee
  156. *> \author Univ. of California Berkeley
  157. *> \author Univ. of Colorado Denver
  158. *> \author NAG Ltd.
  159. *
  160. *> \date November 2011
  161. *
  162. *> \ingroup complex16OTHEReigen
  163. *
  164. * =====================================================================
  165. SUBROUTINE ZHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
  166. $ RWORK, INFO )
  167. *
  168. * -- LAPACK driver routine (version 3.4.0) --
  169. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  170. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  171. * November 2011
  172. *
  173. * .. Scalar Arguments ..
  174. CHARACTER JOBZ, UPLO
  175. INTEGER INFO, ITYPE, LDZ, N
  176. * ..
  177. * .. Array Arguments ..
  178. DOUBLE PRECISION RWORK( * ), W( * )
  179. COMPLEX*16 AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
  180. * ..
  181. *
  182. * =====================================================================
  183. *
  184. * .. Local Scalars ..
  185. LOGICAL UPPER, WANTZ
  186. CHARACTER TRANS
  187. INTEGER J, NEIG
  188. * ..
  189. * .. External Functions ..
  190. LOGICAL LSAME
  191. EXTERNAL LSAME
  192. * ..
  193. * .. External Subroutines ..
  194. EXTERNAL XERBLA, ZHPEV, ZHPGST, ZPPTRF, ZTPMV, ZTPSV
  195. * ..
  196. * .. Executable Statements ..
  197. *
  198. * Test the input parameters.
  199. *
  200. WANTZ = LSAME( JOBZ, 'V' )
  201. UPPER = LSAME( UPLO, 'U' )
  202. *
  203. INFO = 0
  204. IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
  205. INFO = -1
  206. ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  207. INFO = -2
  208. ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
  209. INFO = -3
  210. ELSE IF( N.LT.0 ) THEN
  211. INFO = -4
  212. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  213. INFO = -9
  214. END IF
  215. IF( INFO.NE.0 ) THEN
  216. CALL XERBLA( 'ZHPGV ', -INFO )
  217. RETURN
  218. END IF
  219. *
  220. * Quick return if possible
  221. *
  222. IF( N.EQ.0 )
  223. $ RETURN
  224. *
  225. * Form a Cholesky factorization of B.
  226. *
  227. CALL ZPPTRF( UPLO, N, BP, INFO )
  228. IF( INFO.NE.0 ) THEN
  229. INFO = N + INFO
  230. RETURN
  231. END IF
  232. *
  233. * Transform problem to standard eigenvalue problem and solve.
  234. *
  235. CALL ZHPGST( ITYPE, UPLO, N, AP, BP, INFO )
  236. CALL ZHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO )
  237. *
  238. IF( WANTZ ) THEN
  239. *
  240. * Backtransform eigenvectors to the original problem.
  241. *
  242. NEIG = N
  243. IF( INFO.GT.0 )
  244. $ NEIG = INFO - 1
  245. IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
  246. *
  247. * For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
  248. * backtransform eigenvectors: x = inv(L)**H *y or inv(U)*y
  249. *
  250. IF( UPPER ) THEN
  251. TRANS = 'N'
  252. ELSE
  253. TRANS = 'C'
  254. END IF
  255. *
  256. DO 10 J = 1, NEIG
  257. CALL ZTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
  258. $ 1 )
  259. 10 CONTINUE
  260. *
  261. ELSE IF( ITYPE.EQ.3 ) THEN
  262. *
  263. * For B*A*x=(lambda)*x;
  264. * backtransform eigenvectors: x = L*y or U**H *y
  265. *
  266. IF( UPPER ) THEN
  267. TRANS = 'C'
  268. ELSE
  269. TRANS = 'N'
  270. END IF
  271. *
  272. DO 20 J = 1, NEIG
  273. CALL ZTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
  274. $ 1 )
  275. 20 CONTINUE
  276. END IF
  277. END IF
  278. RETURN
  279. *
  280. * End of ZHPGV
  281. *
  282. END