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sspevd.f 11 kB

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  1. *> \brief <b> SSPEVD 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 SSPEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sspevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sspevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sspevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  22. * IWORK, LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, LDZ, LIWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL AP( * ), W( * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSPEVD computes all the eigenvalues and, optionally, eigenvectors
  40. *> of a real symmetric matrix A in packed storage. If eigenvectors are
  41. *> desired, it 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] 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,out] AP
  75. *> \verbatim
  76. *> AP is REAL array, dimension (N*(N+1)/2)
  77. *> On entry, the upper or lower triangle of the symmetric matrix
  78. *> A, packed columnwise in a linear array. The j-th column of A
  79. *> is stored in the array AP as follows:
  80. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  81. *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
  82. *>
  83. *> On exit, AP is overwritten by values generated during the
  84. *> reduction to tridiagonal form. If UPLO = 'U', the diagonal
  85. *> and first superdiagonal of the tridiagonal matrix T overwrite
  86. *> the corresponding elements of A, and if UPLO = 'L', the
  87. *> diagonal and first subdiagonal of T overwrite the
  88. *> corresponding elements of A.
  89. *> \endverbatim
  90. *>
  91. *> \param[out] W
  92. *> \verbatim
  93. *> W is REAL array, dimension (N)
  94. *> If INFO = 0, the eigenvalues in ascending order.
  95. *> \endverbatim
  96. *>
  97. *> \param[out] Z
  98. *> \verbatim
  99. *> Z is REAL array, dimension (LDZ, N)
  100. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  101. *> eigenvectors of the matrix A, with the i-th column of Z
  102. *> holding the eigenvector associated with W(i).
  103. *> If JOBZ = 'N', then Z is not referenced.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDZ
  107. *> \verbatim
  108. *> LDZ is INTEGER
  109. *> The leading dimension of the array Z. LDZ >= 1, and if
  110. *> JOBZ = 'V', LDZ >= max(1,N).
  111. *> \endverbatim
  112. *>
  113. *> \param[out] WORK
  114. *> \verbatim
  115. *> WORK is REAL array, dimension (MAX(1,LWORK))
  116. *> On exit, if INFO = 0, WORK(1) returns the required LWORK.
  117. *> \endverbatim
  118. *>
  119. *> \param[in] LWORK
  120. *> \verbatim
  121. *> LWORK is INTEGER
  122. *> The dimension of the array WORK.
  123. *> If N <= 1, LWORK must be at least 1.
  124. *> If JOBZ = 'N' and N > 1, LWORK must be at least 2*N.
  125. *> If JOBZ = 'V' and N > 1, LWORK must be at least
  126. *> 1 + 6*N + N**2.
  127. *>
  128. *> If LWORK = -1, then a workspace query is assumed; the routine
  129. *> only calculates the required sizes of the WORK and IWORK
  130. *> arrays, returns these values as the first entries of the WORK
  131. *> and IWORK arrays, and no error message related to LWORK or
  132. *> LIWORK is issued by XERBLA.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] IWORK
  136. *> \verbatim
  137. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  138. *> On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
  139. *> \endverbatim
  140. *>
  141. *> \param[in] LIWORK
  142. *> \verbatim
  143. *> LIWORK is INTEGER
  144. *> The dimension of the array IWORK.
  145. *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
  146. *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
  147. *>
  148. *> If LIWORK = -1, then a workspace query is assumed; the
  149. *> routine only calculates the required sizes of the WORK and
  150. *> IWORK arrays, returns these values as the first entries of
  151. *> the WORK and IWORK arrays, and no error message related to
  152. *> LWORK or LIWORK is issued by XERBLA.
  153. *> \endverbatim
  154. *>
  155. *> \param[out] INFO
  156. *> \verbatim
  157. *> INFO is INTEGER
  158. *> = 0: successful exit
  159. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  160. *> > 0: if INFO = i, the algorithm failed to converge; i
  161. *> off-diagonal elements of an intermediate tridiagonal
  162. *> form did not converge to zero.
  163. *> \endverbatim
  164. *
  165. * Authors:
  166. * ========
  167. *
  168. *> \author Univ. of Tennessee
  169. *> \author Univ. of California Berkeley
  170. *> \author Univ. of Colorado Denver
  171. *> \author NAG Ltd.
  172. *
  173. *> \ingroup realOTHEReigen
  174. *
  175. * =====================================================================
  176. SUBROUTINE SSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  177. $ IWORK, LIWORK, INFO )
  178. *
  179. * -- LAPACK driver routine --
  180. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  181. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  182. *
  183. * .. Scalar Arguments ..
  184. CHARACTER JOBZ, UPLO
  185. INTEGER INFO, LDZ, LIWORK, LWORK, N
  186. * ..
  187. * .. Array Arguments ..
  188. INTEGER IWORK( * )
  189. REAL AP( * ), W( * ), WORK( * ), Z( LDZ, * )
  190. * ..
  191. *
  192. * =====================================================================
  193. *
  194. * .. Parameters ..
  195. REAL ZERO, ONE
  196. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  197. * ..
  198. * .. Local Scalars ..
  199. LOGICAL LQUERY, WANTZ
  200. INTEGER IINFO, INDE, INDTAU, INDWRK, ISCALE, LIWMIN,
  201. $ LLWORK, LWMIN
  202. REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  203. $ SMLNUM
  204. * ..
  205. * .. External Functions ..
  206. LOGICAL LSAME
  207. REAL SLAMCH, SLANSP
  208. EXTERNAL LSAME, SLAMCH, SLANSP
  209. * ..
  210. * .. External Subroutines ..
  211. EXTERNAL SOPMTR, SSCAL, SSPTRD, SSTEDC, SSTERF, XERBLA
  212. * ..
  213. * .. Intrinsic Functions ..
  214. INTRINSIC SQRT
  215. * ..
  216. * .. Executable Statements ..
  217. *
  218. * Test the input parameters.
  219. *
  220. WANTZ = LSAME( JOBZ, 'V' )
  221. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  222. *
  223. INFO = 0
  224. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  225. INFO = -1
  226. ELSE IF( .NOT.( LSAME( UPLO, 'U' ) .OR. LSAME( UPLO, 'L' ) ) )
  227. $ THEN
  228. INFO = -2
  229. ELSE IF( N.LT.0 ) THEN
  230. INFO = -3
  231. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  232. INFO = -7
  233. END IF
  234. *
  235. IF( INFO.EQ.0 ) THEN
  236. IF( N.LE.1 ) THEN
  237. LIWMIN = 1
  238. LWMIN = 1
  239. ELSE
  240. IF( WANTZ ) THEN
  241. LIWMIN = 3 + 5*N
  242. LWMIN = 1 + 6*N + N**2
  243. ELSE
  244. LIWMIN = 1
  245. LWMIN = 2*N
  246. END IF
  247. END IF
  248. IWORK( 1 ) = LIWMIN
  249. WORK( 1 ) = LWMIN
  250. *
  251. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  252. INFO = -9
  253. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  254. INFO = -11
  255. END IF
  256. END IF
  257. *
  258. IF( INFO.NE.0 ) THEN
  259. CALL XERBLA( 'SSPEVD', -INFO )
  260. RETURN
  261. ELSE IF( LQUERY ) THEN
  262. RETURN
  263. END IF
  264. *
  265. * Quick return if possible
  266. *
  267. IF( N.EQ.0 )
  268. $ RETURN
  269. *
  270. IF( N.EQ.1 ) THEN
  271. W( 1 ) = AP( 1 )
  272. IF( WANTZ )
  273. $ Z( 1, 1 ) = ONE
  274. RETURN
  275. END IF
  276. *
  277. * Get machine constants.
  278. *
  279. SAFMIN = SLAMCH( 'Safe minimum' )
  280. EPS = SLAMCH( 'Precision' )
  281. SMLNUM = SAFMIN / EPS
  282. BIGNUM = ONE / SMLNUM
  283. RMIN = SQRT( SMLNUM )
  284. RMAX = SQRT( BIGNUM )
  285. *
  286. * Scale matrix to allowable range, if necessary.
  287. *
  288. ANRM = SLANSP( 'M', UPLO, N, AP, WORK )
  289. ISCALE = 0
  290. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  291. ISCALE = 1
  292. SIGMA = RMIN / ANRM
  293. ELSE IF( ANRM.GT.RMAX ) THEN
  294. ISCALE = 1
  295. SIGMA = RMAX / ANRM
  296. END IF
  297. IF( ISCALE.EQ.1 ) THEN
  298. CALL SSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
  299. END IF
  300. *
  301. * Call SSPTRD to reduce symmetric packed matrix to tridiagonal form.
  302. *
  303. INDE = 1
  304. INDTAU = INDE + N
  305. CALL SSPTRD( UPLO, N, AP, W, WORK( INDE ), WORK( INDTAU ), IINFO )
  306. *
  307. * For eigenvalues only, call SSTERF. For eigenvectors, first call
  308. * SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
  309. * tridiagonal matrix, then call SOPMTR to multiply it by the
  310. * Householder transformations represented in AP.
  311. *
  312. IF( .NOT.WANTZ ) THEN
  313. CALL SSTERF( N, W, WORK( INDE ), INFO )
  314. ELSE
  315. INDWRK = INDTAU + N
  316. LLWORK = LWORK - INDWRK + 1
  317. CALL SSTEDC( 'I', N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
  318. $ LLWORK, IWORK, LIWORK, INFO )
  319. CALL SOPMTR( 'L', UPLO, 'N', N, N, AP, WORK( INDTAU ), Z, LDZ,
  320. $ WORK( INDWRK ), IINFO )
  321. END IF
  322. *
  323. * If matrix was scaled, then rescale eigenvalues appropriately.
  324. *
  325. IF( ISCALE.EQ.1 )
  326. $ CALL SSCAL( N, ONE / SIGMA, W, 1 )
  327. *
  328. WORK( 1 ) = LWMIN
  329. IWORK( 1 ) = LIWMIN
  330. RETURN
  331. *
  332. * End of SSPEVD
  333. *
  334. END