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chpev.f 8.0 kB

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  1. *> \brief <b> CHPEV 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 CHPEV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chpev.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chpev.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chpev.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL RWORK( * ), W( * )
  30. * COMPLEX AP( * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CHPEV computes all the eigenvalues and, optionally, eigenvectors of a
  40. *> complex Hermitian matrix in packed storage.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] JOBZ
  47. *> \verbatim
  48. *> JOBZ is CHARACTER*1
  49. *> = 'N': Compute eigenvalues only;
  50. *> = 'V': Compute eigenvalues and eigenvectors.
  51. *> \endverbatim
  52. *>
  53. *> \param[in] UPLO
  54. *> \verbatim
  55. *> UPLO is CHARACTER*1
  56. *> = 'U': Upper triangle of A is stored;
  57. *> = 'L': Lower triangle of A is stored.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] N
  61. *> \verbatim
  62. *> N is INTEGER
  63. *> The order of the matrix A. N >= 0.
  64. *> \endverbatim
  65. *>
  66. *> \param[in,out] AP
  67. *> \verbatim
  68. *> AP is COMPLEX array, dimension (N*(N+1)/2)
  69. *> On entry, the upper or lower triangle of the Hermitian matrix
  70. *> A, packed columnwise in a linear array. The j-th column of A
  71. *> is stored in the array AP as follows:
  72. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  73. *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
  74. *>
  75. *> On exit, AP is overwritten by values generated during the
  76. *> reduction to tridiagonal form. If UPLO = 'U', the diagonal
  77. *> and first superdiagonal of the tridiagonal matrix T overwrite
  78. *> the corresponding elements of A, and if UPLO = 'L', the
  79. *> diagonal and first subdiagonal of T overwrite the
  80. *> corresponding elements of A.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] W
  84. *> \verbatim
  85. *> W is REAL array, dimension (N)
  86. *> If INFO = 0, the eigenvalues in ascending order.
  87. *> \endverbatim
  88. *>
  89. *> \param[out] Z
  90. *> \verbatim
  91. *> Z is COMPLEX array, dimension (LDZ, N)
  92. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  93. *> eigenvectors of the matrix A, with the i-th column of Z
  94. *> holding the eigenvector associated with W(i).
  95. *> If JOBZ = 'N', then Z is not referenced.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] LDZ
  99. *> \verbatim
  100. *> LDZ is INTEGER
  101. *> The leading dimension of the array Z. LDZ >= 1, and if
  102. *> JOBZ = 'V', LDZ >= max(1,N).
  103. *> \endverbatim
  104. *>
  105. *> \param[out] WORK
  106. *> \verbatim
  107. *> WORK is COMPLEX array, dimension (max(1, 2*N-1))
  108. *> \endverbatim
  109. *>
  110. *> \param[out] RWORK
  111. *> \verbatim
  112. *> RWORK is REAL array, dimension (max(1, 3*N-2))
  113. *> \endverbatim
  114. *>
  115. *> \param[out] INFO
  116. *> \verbatim
  117. *> INFO is INTEGER
  118. *> = 0: successful exit.
  119. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  120. *> > 0: if INFO = i, the algorithm failed to converge; i
  121. *> off-diagonal elements of an intermediate tridiagonal
  122. *> form did not converge to zero.
  123. *> \endverbatim
  124. *
  125. * Authors:
  126. * ========
  127. *
  128. *> \author Univ. of Tennessee
  129. *> \author Univ. of California Berkeley
  130. *> \author Univ. of Colorado Denver
  131. *> \author NAG Ltd.
  132. *
  133. *> \ingroup complexOTHEReigen
  134. *
  135. * =====================================================================
  136. SUBROUTINE CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK,
  137. $ INFO )
  138. *
  139. * -- LAPACK driver routine --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. *
  143. * .. Scalar Arguments ..
  144. CHARACTER JOBZ, UPLO
  145. INTEGER INFO, LDZ, N
  146. * ..
  147. * .. Array Arguments ..
  148. REAL RWORK( * ), W( * )
  149. COMPLEX AP( * ), WORK( * ), Z( LDZ, * )
  150. * ..
  151. *
  152. * =====================================================================
  153. *
  154. * .. Parameters ..
  155. REAL ZERO, ONE
  156. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  157. * ..
  158. * .. Local Scalars ..
  159. LOGICAL WANTZ
  160. INTEGER IINFO, IMAX, INDE, INDRWK, INDTAU, INDWRK,
  161. $ ISCALE
  162. REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  163. $ SMLNUM
  164. * ..
  165. * .. External Functions ..
  166. LOGICAL LSAME
  167. REAL CLANHP, SLAMCH
  168. EXTERNAL LSAME, CLANHP, SLAMCH
  169. * ..
  170. * .. External Subroutines ..
  171. EXTERNAL CHPTRD, CSSCAL, CSTEQR, CUPGTR, SSCAL, SSTERF,
  172. $ XERBLA
  173. * ..
  174. * .. Intrinsic Functions ..
  175. INTRINSIC SQRT
  176. * ..
  177. * .. Executable Statements ..
  178. *
  179. * Test the input parameters.
  180. *
  181. WANTZ = LSAME( JOBZ, 'V' )
  182. *
  183. INFO = 0
  184. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  185. INFO = -1
  186. ELSE IF( .NOT.( LSAME( UPLO, 'L' ) .OR. LSAME( UPLO, 'U' ) ) )
  187. $ THEN
  188. INFO = -2
  189. ELSE IF( N.LT.0 ) THEN
  190. INFO = -3
  191. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  192. INFO = -7
  193. END IF
  194. *
  195. IF( INFO.NE.0 ) THEN
  196. CALL XERBLA( 'CHPEV ', -INFO )
  197. RETURN
  198. END IF
  199. *
  200. * Quick return if possible
  201. *
  202. IF( N.EQ.0 )
  203. $ RETURN
  204. *
  205. IF( N.EQ.1 ) THEN
  206. W( 1 ) = REAL( AP( 1 ) )
  207. RWORK( 1 ) = 1
  208. IF( WANTZ )
  209. $ Z( 1, 1 ) = ONE
  210. RETURN
  211. END IF
  212. *
  213. * Get machine constants.
  214. *
  215. SAFMIN = SLAMCH( 'Safe minimum' )
  216. EPS = SLAMCH( 'Precision' )
  217. SMLNUM = SAFMIN / EPS
  218. BIGNUM = ONE / SMLNUM
  219. RMIN = SQRT( SMLNUM )
  220. RMAX = SQRT( BIGNUM )
  221. *
  222. * Scale matrix to allowable range, if necessary.
  223. *
  224. ANRM = CLANHP( 'M', UPLO, N, AP, RWORK )
  225. ISCALE = 0
  226. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  227. ISCALE = 1
  228. SIGMA = RMIN / ANRM
  229. ELSE IF( ANRM.GT.RMAX ) THEN
  230. ISCALE = 1
  231. SIGMA = RMAX / ANRM
  232. END IF
  233. IF( ISCALE.EQ.1 ) THEN
  234. CALL CSSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
  235. END IF
  236. *
  237. * Call CHPTRD to reduce Hermitian packed matrix to tridiagonal form.
  238. *
  239. INDE = 1
  240. INDTAU = 1
  241. CALL CHPTRD( UPLO, N, AP, W, RWORK( INDE ), WORK( INDTAU ),
  242. $ IINFO )
  243. *
  244. * For eigenvalues only, call SSTERF. For eigenvectors, first call
  245. * CUPGTR to generate the orthogonal matrix, then call CSTEQR.
  246. *
  247. IF( .NOT.WANTZ ) THEN
  248. CALL SSTERF( N, W, RWORK( INDE ), INFO )
  249. ELSE
  250. INDWRK = INDTAU + N
  251. CALL CUPGTR( UPLO, N, AP, WORK( INDTAU ), Z, LDZ,
  252. $ WORK( INDWRK ), IINFO )
  253. INDRWK = INDE + N
  254. CALL CSTEQR( JOBZ, N, W, RWORK( INDE ), Z, LDZ,
  255. $ RWORK( INDRWK ), INFO )
  256. END IF
  257. *
  258. * If matrix was scaled, then rescale eigenvalues appropriately.
  259. *
  260. IF( ISCALE.EQ.1 ) THEN
  261. IF( INFO.EQ.0 ) THEN
  262. IMAX = N
  263. ELSE
  264. IMAX = INFO - 1
  265. END IF
  266. CALL SSCAL( IMAX, ONE / SIGMA, W, 1 )
  267. END IF
  268. *
  269. RETURN
  270. *
  271. * End of CHPEV
  272. *
  273. END