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sstevd.f 9.1 kB

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  1. *> \brief <b> SSTEVD 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 SSTEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sstevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sstevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sstevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSTEVD( JOBZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
  22. * LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ
  26. * INTEGER INFO, LDZ, LIWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL D( * ), E( * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSTEVD computes all eigenvalues and, optionally, eigenvectors of a
  40. *> real symmetric tridiagonal matrix. If eigenvectors are desired, it
  41. *> uses 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] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the matrix. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in,out] D
  68. *> \verbatim
  69. *> D is REAL array, dimension (N)
  70. *> On entry, the n diagonal elements of the tridiagonal matrix
  71. *> A.
  72. *> On exit, if INFO = 0, the eigenvalues in ascending order.
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] E
  76. *> \verbatim
  77. *> E is REAL array, dimension (N-1)
  78. *> On entry, the (n-1) subdiagonal elements of the tridiagonal
  79. *> matrix A, stored in elements 1 to N-1 of E.
  80. *> On exit, the contents of E are destroyed.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] Z
  84. *> \verbatim
  85. *> Z is REAL array, dimension (LDZ, N)
  86. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  87. *> eigenvectors of the matrix A, with the i-th column of Z
  88. *> holding the eigenvector associated with D(i).
  89. *> If JOBZ = 'N', then Z is not referenced.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] LDZ
  93. *> \verbatim
  94. *> LDZ is INTEGER
  95. *> The leading dimension of the array Z. LDZ >= 1, and if
  96. *> JOBZ = 'V', LDZ >= max(1,N).
  97. *> \endverbatim
  98. *>
  99. *> \param[out] WORK
  100. *> \verbatim
  101. *> WORK is REAL array,
  102. *> dimension (LWORK)
  103. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LWORK
  107. *> \verbatim
  108. *> LWORK is INTEGER
  109. *> The dimension of the array WORK.
  110. *> If JOBZ = 'N' or N <= 1 then LWORK must be at least 1.
  111. *> If JOBZ = 'V' and N > 1 then LWORK must be at least
  112. *> ( 1 + 4*N + N**2 ).
  113. *>
  114. *> If LWORK = -1, then a workspace query is assumed; the routine
  115. *> only calculates the optimal sizes of the WORK and IWORK
  116. *> arrays, returns these values as the first entries of the WORK
  117. *> and IWORK arrays, and no error message related to LWORK or
  118. *> LIWORK is issued by XERBLA.
  119. *> \endverbatim
  120. *>
  121. *> \param[out] IWORK
  122. *> \verbatim
  123. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  124. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  125. *> \endverbatim
  126. *>
  127. *> \param[in] LIWORK
  128. *> \verbatim
  129. *> LIWORK is INTEGER
  130. *> The dimension of the array IWORK.
  131. *> If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1.
  132. *> If JOBZ = 'V' and N > 1 then LIWORK must be at least 3+5*N.
  133. *>
  134. *> If LIWORK = -1, then a workspace query is assumed; the
  135. *> routine only calculates the optimal sizes of the WORK and
  136. *> IWORK arrays, returns these values as the first entries of
  137. *> the WORK and IWORK arrays, and no error message related to
  138. *> LWORK or LIWORK is issued by XERBLA.
  139. *> \endverbatim
  140. *>
  141. *> \param[out] INFO
  142. *> \verbatim
  143. *> INFO is INTEGER
  144. *> = 0: successful exit
  145. *> < 0: if INFO = -i, the i-th argument had an illegal value
  146. *> > 0: if INFO = i, the algorithm failed to converge; i
  147. *> off-diagonal elements of E did not converge to zero.
  148. *> \endverbatim
  149. *
  150. * Authors:
  151. * ========
  152. *
  153. *> \author Univ. of Tennessee
  154. *> \author Univ. of California Berkeley
  155. *> \author Univ. of Colorado Denver
  156. *> \author NAG Ltd.
  157. *
  158. *> \date December 2016
  159. *
  160. *> \ingroup realOTHEReigen
  161. *
  162. * =====================================================================
  163. SUBROUTINE SSTEVD( JOBZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
  164. $ LIWORK, INFO )
  165. *
  166. * -- LAPACK driver routine (version 3.7.0) --
  167. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  168. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  169. * December 2016
  170. *
  171. * .. Scalar Arguments ..
  172. CHARACTER JOBZ
  173. INTEGER INFO, LDZ, LIWORK, LWORK, N
  174. * ..
  175. * .. Array Arguments ..
  176. INTEGER IWORK( * )
  177. REAL D( * ), E( * ), WORK( * ), Z( LDZ, * )
  178. * ..
  179. *
  180. * =====================================================================
  181. *
  182. * .. Parameters ..
  183. REAL ZERO, ONE
  184. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  185. * ..
  186. * .. Local Scalars ..
  187. LOGICAL LQUERY, WANTZ
  188. INTEGER ISCALE, LIWMIN, LWMIN
  189. REAL BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, SMLNUM,
  190. $ TNRM
  191. * ..
  192. * .. External Functions ..
  193. LOGICAL LSAME
  194. REAL SLAMCH, SLANST
  195. EXTERNAL LSAME, SLAMCH, SLANST
  196. * ..
  197. * .. External Subroutines ..
  198. EXTERNAL SSCAL, SSTEDC, SSTERF, XERBLA
  199. * ..
  200. * .. Intrinsic Functions ..
  201. INTRINSIC SQRT
  202. * ..
  203. * .. Executable Statements ..
  204. *
  205. * Test the input parameters.
  206. *
  207. WANTZ = LSAME( JOBZ, 'V' )
  208. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  209. *
  210. INFO = 0
  211. LIWMIN = 1
  212. LWMIN = 1
  213. IF( N.GT.1 .AND. WANTZ ) THEN
  214. LWMIN = 1 + 4*N + N**2
  215. LIWMIN = 3 + 5*N
  216. END IF
  217. *
  218. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  219. INFO = -1
  220. ELSE IF( N.LT.0 ) THEN
  221. INFO = -2
  222. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  223. INFO = -6
  224. END IF
  225. *
  226. IF( INFO.EQ.0 ) THEN
  227. WORK( 1 ) = LWMIN
  228. IWORK( 1 ) = LIWMIN
  229. *
  230. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  231. INFO = -8
  232. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  233. INFO = -10
  234. END IF
  235. END IF
  236. *
  237. IF( INFO.NE.0 ) THEN
  238. CALL XERBLA( 'SSTEVD', -INFO )
  239. RETURN
  240. ELSE IF( LQUERY ) THEN
  241. RETURN
  242. END IF
  243. *
  244. * Quick return if possible
  245. *
  246. IF( N.EQ.0 )
  247. $ RETURN
  248. *
  249. IF( N.EQ.1 ) THEN
  250. IF( WANTZ )
  251. $ Z( 1, 1 ) = ONE
  252. RETURN
  253. END IF
  254. *
  255. * Get machine constants.
  256. *
  257. SAFMIN = SLAMCH( 'Safe minimum' )
  258. EPS = SLAMCH( 'Precision' )
  259. SMLNUM = SAFMIN / EPS
  260. BIGNUM = ONE / SMLNUM
  261. RMIN = SQRT( SMLNUM )
  262. RMAX = SQRT( BIGNUM )
  263. *
  264. * Scale matrix to allowable range, if necessary.
  265. *
  266. ISCALE = 0
  267. TNRM = SLANST( 'M', N, D, E )
  268. IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
  269. ISCALE = 1
  270. SIGMA = RMIN / TNRM
  271. ELSE IF( TNRM.GT.RMAX ) THEN
  272. ISCALE = 1
  273. SIGMA = RMAX / TNRM
  274. END IF
  275. IF( ISCALE.EQ.1 ) THEN
  276. CALL SSCAL( N, SIGMA, D, 1 )
  277. CALL SSCAL( N-1, SIGMA, E( 1 ), 1 )
  278. END IF
  279. *
  280. * For eigenvalues only, call SSTERF. For eigenvalues and
  281. * eigenvectors, call SSTEDC.
  282. *
  283. IF( .NOT.WANTZ ) THEN
  284. CALL SSTERF( N, D, E, INFO )
  285. ELSE
  286. CALL SSTEDC( 'I', N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK,
  287. $ INFO )
  288. END IF
  289. *
  290. * If matrix was scaled, then rescale eigenvalues appropriately.
  291. *
  292. IF( ISCALE.EQ.1 )
  293. $ CALL SSCAL( N, ONE / SIGMA, D, 1 )
  294. *
  295. WORK( 1 ) = LWMIN
  296. IWORK( 1 ) = LIWMIN
  297. *
  298. RETURN
  299. *
  300. * End of SSTEVD
  301. *
  302. END