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ssbevd.f 11 kB

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  1. *> \brief <b> SSBEVD 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 SSBEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssbevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssbevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssbevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  22. * LWORK, IWORK, LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KD, LDAB, LDZ, LIWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSBEVD computes all the eigenvalues and, optionally, eigenvectors of
  40. *> a real symmetric band matrix A. If eigenvectors are desired, it uses
  41. *> a divide and conquer algorithm.
  42. *>
  43. *> The divide and conquer algorithm makes very mild assumptions about
  44. *> floating point arithmetic. It will work on machines with a guard
  45. *> digit in add/subtract, or on those binary machines without guard
  46. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  47. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  48. *> without guard digits, but we know of none.
  49. *> \endverbatim
  50. *
  51. * Arguments:
  52. * ==========
  53. *
  54. *> \param[in] JOBZ
  55. *> \verbatim
  56. *> JOBZ is CHARACTER*1
  57. *> = 'N': Compute eigenvalues only;
  58. *> = 'V': Compute eigenvalues and eigenvectors.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] UPLO
  62. *> \verbatim
  63. *> UPLO is CHARACTER*1
  64. *> = 'U': Upper triangle of A is stored;
  65. *> = 'L': Lower triangle of A is stored.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] N
  69. *> \verbatim
  70. *> N is INTEGER
  71. *> The order of the matrix A. N >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] KD
  75. *> \verbatim
  76. *> KD is INTEGER
  77. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  78. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  79. *> \endverbatim
  80. *>
  81. *> \param[in,out] AB
  82. *> \verbatim
  83. *> AB is REAL array, dimension (LDAB, N)
  84. *> On entry, the upper or lower triangle of the symmetric band
  85. *> matrix A, stored in the first KD+1 rows of the array. The
  86. *> j-th column of A is stored in the j-th column of the array AB
  87. *> as follows:
  88. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  89. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  90. *>
  91. *> On exit, AB is overwritten by values generated during the
  92. *> reduction to tridiagonal form. If UPLO = 'U', the first
  93. *> superdiagonal and the diagonal of the tridiagonal matrix T
  94. *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
  95. *> the diagonal and first subdiagonal of T are returned in the
  96. *> first two rows of AB.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDAB
  100. *> \verbatim
  101. *> LDAB is INTEGER
  102. *> The leading dimension of the array AB. LDAB >= KD + 1.
  103. *> \endverbatim
  104. *>
  105. *> \param[out] W
  106. *> \verbatim
  107. *> W is REAL array, dimension (N)
  108. *> If INFO = 0, the eigenvalues in ascending order.
  109. *> \endverbatim
  110. *>
  111. *> \param[out] Z
  112. *> \verbatim
  113. *> Z is REAL array, dimension (LDZ, N)
  114. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  115. *> eigenvectors of the matrix A, with the i-th column of Z
  116. *> holding the eigenvector associated with W(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 REAL array,
  130. *> dimension (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 > 2, LWORK must be at least 2*N.
  140. *> If JOBZ = 'V' and N > 2, LWORK must be at least
  141. *> ( 1 + 5*N + 2*N**2 ).
  142. *>
  143. *> If LWORK = -1, then a workspace query is assumed; the routine
  144. *> only calculates the optimal sizes of the WORK and IWORK
  145. *> arrays, returns these values as the first entries of the WORK
  146. *> and IWORK arrays, and no error message related to LWORK or
  147. *> LIWORK is issued by XERBLA.
  148. *> \endverbatim
  149. *>
  150. *> \param[out] IWORK
  151. *> \verbatim
  152. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  153. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  154. *> \endverbatim
  155. *>
  156. *> \param[in] LIWORK
  157. *> \verbatim
  158. *> LIWORK is INTEGER
  159. *> The dimension of the array IWORK.
  160. *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
  161. *> If JOBZ = 'V' and N > 2, LIWORK must be at least 3 + 5*N.
  162. *>
  163. *> If LIWORK = -1, then a workspace query is assumed; the
  164. *> routine only calculates the optimal sizes of the WORK and
  165. *> IWORK arrays, returns these values as the first entries of
  166. *> the WORK and IWORK arrays, and no error message related to
  167. *> LWORK or LIWORK is issued by XERBLA.
  168. *> \endverbatim
  169. *>
  170. *> \param[out] INFO
  171. *> \verbatim
  172. *> INFO is INTEGER
  173. *> = 0: successful exit
  174. *> < 0: if INFO = -i, the i-th argument had an illegal value
  175. *> > 0: if INFO = i, the algorithm failed to converge; i
  176. *> off-diagonal elements of an intermediate tridiagonal
  177. *> form did not converge to zero.
  178. *> \endverbatim
  179. *
  180. * Authors:
  181. * ========
  182. *
  183. *> \author Univ. of Tennessee
  184. *> \author Univ. of California Berkeley
  185. *> \author Univ. of Colorado Denver
  186. *> \author NAG Ltd.
  187. *
  188. *> \ingroup realOTHEReigen
  189. *
  190. * =====================================================================
  191. SUBROUTINE SSBEVD( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  192. $ LWORK, IWORK, LIWORK, INFO )
  193. *
  194. * -- LAPACK driver routine --
  195. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  196. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  197. *
  198. * .. Scalar Arguments ..
  199. CHARACTER JOBZ, UPLO
  200. INTEGER INFO, KD, LDAB, LDZ, LIWORK, LWORK, N
  201. * ..
  202. * .. Array Arguments ..
  203. INTEGER IWORK( * )
  204. REAL AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  205. * ..
  206. *
  207. * =====================================================================
  208. *
  209. * .. Parameters ..
  210. REAL ZERO, ONE
  211. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  212. * ..
  213. * .. Local Scalars ..
  214. LOGICAL LOWER, LQUERY, WANTZ
  215. INTEGER IINFO, INDE, INDWK2, INDWRK, ISCALE, LIWMIN,
  216. $ LLWRK2, LWMIN
  217. REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  218. $ SMLNUM
  219. * ..
  220. * .. External Functions ..
  221. LOGICAL LSAME
  222. REAL SLAMCH, SLANSB
  223. EXTERNAL LSAME, SLAMCH, SLANSB
  224. * ..
  225. * .. External Subroutines ..
  226. EXTERNAL SGEMM, SLACPY, SLASCL, SSBTRD, SSCAL, SSTEDC,
  227. $ SSTERF, XERBLA
  228. * ..
  229. * .. Intrinsic Functions ..
  230. INTRINSIC SQRT
  231. * ..
  232. * .. Executable Statements ..
  233. *
  234. * Test the input parameters.
  235. *
  236. WANTZ = LSAME( JOBZ, 'V' )
  237. LOWER = LSAME( UPLO, 'L' )
  238. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  239. *
  240. INFO = 0
  241. IF( N.LE.1 ) THEN
  242. LIWMIN = 1
  243. LWMIN = 1
  244. ELSE
  245. IF( WANTZ ) THEN
  246. LIWMIN = 3 + 5*N
  247. LWMIN = 1 + 5*N + 2*N**2
  248. ELSE
  249. LIWMIN = 1
  250. LWMIN = 2*N
  251. END IF
  252. END IF
  253. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  254. INFO = -1
  255. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  256. INFO = -2
  257. ELSE IF( N.LT.0 ) THEN
  258. INFO = -3
  259. ELSE IF( KD.LT.0 ) THEN
  260. INFO = -4
  261. ELSE IF( LDAB.LT.KD+1 ) THEN
  262. INFO = -6
  263. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  264. INFO = -9
  265. END IF
  266. *
  267. IF( INFO.EQ.0 ) THEN
  268. WORK( 1 ) = LWMIN
  269. IWORK( 1 ) = LIWMIN
  270. *
  271. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  272. INFO = -11
  273. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  274. INFO = -13
  275. END IF
  276. END IF
  277. *
  278. IF( INFO.NE.0 ) THEN
  279. CALL XERBLA( 'SSBEVD', -INFO )
  280. RETURN
  281. ELSE IF( LQUERY ) THEN
  282. RETURN
  283. END IF
  284. *
  285. * Quick return if possible
  286. *
  287. IF( N.EQ.0 )
  288. $ RETURN
  289. *
  290. IF( N.EQ.1 ) THEN
  291. W( 1 ) = AB( 1, 1 )
  292. IF( WANTZ )
  293. $ Z( 1, 1 ) = ONE
  294. RETURN
  295. END IF
  296. *
  297. * Get machine constants.
  298. *
  299. SAFMIN = SLAMCH( 'Safe minimum' )
  300. EPS = SLAMCH( 'Precision' )
  301. SMLNUM = SAFMIN / EPS
  302. BIGNUM = ONE / SMLNUM
  303. RMIN = SQRT( SMLNUM )
  304. RMAX = SQRT( BIGNUM )
  305. *
  306. * Scale matrix to allowable range, if necessary.
  307. *
  308. ANRM = SLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
  309. ISCALE = 0
  310. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  311. ISCALE = 1
  312. SIGMA = RMIN / ANRM
  313. ELSE IF( ANRM.GT.RMAX ) THEN
  314. ISCALE = 1
  315. SIGMA = RMAX / ANRM
  316. END IF
  317. IF( ISCALE.EQ.1 ) THEN
  318. IF( LOWER ) THEN
  319. CALL SLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  320. ELSE
  321. CALL SLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  322. END IF
  323. END IF
  324. *
  325. * Call SSBTRD to reduce symmetric band matrix to tridiagonal form.
  326. *
  327. INDE = 1
  328. INDWRK = INDE + N
  329. INDWK2 = INDWRK + N*N
  330. LLWRK2 = LWORK - INDWK2 + 1
  331. CALL SSBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, WORK( INDE ), Z, LDZ,
  332. $ WORK( INDWRK ), IINFO )
  333. *
  334. * For eigenvalues only, call SSTERF. For eigenvectors, call SSTEDC.
  335. *
  336. IF( .NOT.WANTZ ) THEN
  337. CALL SSTERF( N, W, WORK( INDE ), INFO )
  338. ELSE
  339. CALL SSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
  340. $ WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
  341. CALL SGEMM( 'N', 'N', N, N, N, ONE, Z, LDZ, WORK( INDWRK ), N,
  342. $ ZERO, WORK( INDWK2 ), N )
  343. CALL SLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
  344. END IF
  345. *
  346. * If matrix was scaled, then rescale eigenvalues appropriately.
  347. *
  348. IF( ISCALE.EQ.1 )
  349. $ CALL SSCAL( N, ONE / SIGMA, W, 1 )
  350. *
  351. WORK( 1 ) = LWMIN
  352. IWORK( 1 ) = LIWMIN
  353. RETURN
  354. *
  355. * End of SSBEVD
  356. *
  357. END