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chbev.f 8.6 kB

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  1. *> \brief <b> CHBEV 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 CHBEV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chbev.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chbev.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chbev.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  22. * RWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KD, LDAB, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL RWORK( * ), W( * )
  30. * COMPLEX AB( LDAB, * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CHBEV computes all the eigenvalues and, optionally, eigenvectors of
  40. *> a complex Hermitian band matrix A.
  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] KD
  67. *> \verbatim
  68. *> KD is INTEGER
  69. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  70. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in,out] AB
  74. *> \verbatim
  75. *> AB is COMPLEX array, dimension (LDAB, N)
  76. *> On entry, the upper or lower triangle of the Hermitian band
  77. *> matrix A, stored in the first KD+1 rows of the array. The
  78. *> j-th column of A is stored in the j-th column of the array AB
  79. *> as follows:
  80. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  81. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  82. *>
  83. *> On exit, AB is overwritten by values generated during the
  84. *> reduction to tridiagonal form. If UPLO = 'U', the first
  85. *> superdiagonal and the diagonal of the tridiagonal matrix T
  86. *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
  87. *> the diagonal and first subdiagonal of T are returned in the
  88. *> first two rows of AB.
  89. *> \endverbatim
  90. *>
  91. *> \param[in] LDAB
  92. *> \verbatim
  93. *> LDAB is INTEGER
  94. *> The leading dimension of the array AB. LDAB >= KD + 1.
  95. *> \endverbatim
  96. *>
  97. *> \param[out] W
  98. *> \verbatim
  99. *> W is REAL array, dimension (N)
  100. *> If INFO = 0, the eigenvalues in ascending order.
  101. *> \endverbatim
  102. *>
  103. *> \param[out] Z
  104. *> \verbatim
  105. *> Z is COMPLEX array, dimension (LDZ, N)
  106. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  107. *> eigenvectors of the matrix A, with the i-th column of Z
  108. *> holding the eigenvector associated with W(i).
  109. *> If JOBZ = 'N', then Z is not referenced.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDZ
  113. *> \verbatim
  114. *> LDZ is INTEGER
  115. *> The leading dimension of the array Z. LDZ >= 1, and if
  116. *> JOBZ = 'V', LDZ >= max(1,N).
  117. *> \endverbatim
  118. *>
  119. *> \param[out] WORK
  120. *> \verbatim
  121. *> WORK is COMPLEX array, dimension (N)
  122. *> \endverbatim
  123. *>
  124. *> \param[out] RWORK
  125. *> \verbatim
  126. *> RWORK is REAL array, dimension (max(1,3*N-2))
  127. *> \endverbatim
  128. *>
  129. *> \param[out] INFO
  130. *> \verbatim
  131. *> INFO is INTEGER
  132. *> = 0: successful exit.
  133. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  134. *> > 0: if INFO = i, the algorithm failed to converge; i
  135. *> off-diagonal elements of an intermediate tridiagonal
  136. *> form did not converge to zero.
  137. *> \endverbatim
  138. *
  139. * Authors:
  140. * ========
  141. *
  142. *> \author Univ. of Tennessee
  143. *> \author Univ. of California Berkeley
  144. *> \author Univ. of Colorado Denver
  145. *> \author NAG Ltd.
  146. *
  147. *> \date December 2016
  148. *
  149. *> \ingroup complexOTHEReigen
  150. *
  151. * =====================================================================
  152. SUBROUTINE CHBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  153. $ RWORK, INFO )
  154. *
  155. * -- LAPACK driver routine (version 3.7.0) --
  156. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  157. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  158. * December 2016
  159. *
  160. * .. Scalar Arguments ..
  161. CHARACTER JOBZ, UPLO
  162. INTEGER INFO, KD, LDAB, LDZ, N
  163. * ..
  164. * .. Array Arguments ..
  165. REAL RWORK( * ), W( * )
  166. COMPLEX AB( LDAB, * ), WORK( * ), Z( LDZ, * )
  167. * ..
  168. *
  169. * =====================================================================
  170. *
  171. * .. Parameters ..
  172. REAL ZERO, ONE
  173. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  174. * ..
  175. * .. Local Scalars ..
  176. LOGICAL LOWER, WANTZ
  177. INTEGER IINFO, IMAX, INDE, INDRWK, ISCALE
  178. REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  179. $ SMLNUM
  180. * ..
  181. * .. External Functions ..
  182. LOGICAL LSAME
  183. REAL CLANHB, SLAMCH
  184. EXTERNAL LSAME, CLANHB, SLAMCH
  185. * ..
  186. * .. External Subroutines ..
  187. EXTERNAL CHBTRD, CLASCL, CSTEQR, SSCAL, SSTERF, XERBLA
  188. * ..
  189. * .. Intrinsic Functions ..
  190. INTRINSIC SQRT
  191. * ..
  192. * .. Executable Statements ..
  193. *
  194. * Test the input parameters.
  195. *
  196. WANTZ = LSAME( JOBZ, 'V' )
  197. LOWER = LSAME( UPLO, 'L' )
  198. *
  199. INFO = 0
  200. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  201. INFO = -1
  202. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  203. INFO = -2
  204. ELSE IF( N.LT.0 ) THEN
  205. INFO = -3
  206. ELSE IF( KD.LT.0 ) THEN
  207. INFO = -4
  208. ELSE IF( LDAB.LT.KD+1 ) THEN
  209. INFO = -6
  210. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  211. INFO = -9
  212. END IF
  213. *
  214. IF( INFO.NE.0 ) THEN
  215. CALL XERBLA( 'CHBEV ', -INFO )
  216. RETURN
  217. END IF
  218. *
  219. * Quick return if possible
  220. *
  221. IF( N.EQ.0 )
  222. $ RETURN
  223. *
  224. IF( N.EQ.1 ) THEN
  225. IF( LOWER ) THEN
  226. W( 1 ) = AB( 1, 1 )
  227. ELSE
  228. W( 1 ) = AB( KD+1, 1 )
  229. END IF
  230. IF( WANTZ )
  231. $ Z( 1, 1 ) = ONE
  232. RETURN
  233. END IF
  234. *
  235. * Get machine constants.
  236. *
  237. SAFMIN = SLAMCH( 'Safe minimum' )
  238. EPS = SLAMCH( 'Precision' )
  239. SMLNUM = SAFMIN / EPS
  240. BIGNUM = ONE / SMLNUM
  241. RMIN = SQRT( SMLNUM )
  242. RMAX = SQRT( BIGNUM )
  243. *
  244. * Scale matrix to allowable range, if necessary.
  245. *
  246. ANRM = CLANHB( 'M', UPLO, N, KD, AB, LDAB, RWORK )
  247. ISCALE = 0
  248. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  249. ISCALE = 1
  250. SIGMA = RMIN / ANRM
  251. ELSE IF( ANRM.GT.RMAX ) THEN
  252. ISCALE = 1
  253. SIGMA = RMAX / ANRM
  254. END IF
  255. IF( ISCALE.EQ.1 ) THEN
  256. IF( LOWER ) THEN
  257. CALL CLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  258. ELSE
  259. CALL CLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  260. END IF
  261. END IF
  262. *
  263. * Call CHBTRD to reduce Hermitian band matrix to tridiagonal form.
  264. *
  265. INDE = 1
  266. CALL CHBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, RWORK( INDE ), Z,
  267. $ LDZ, WORK, IINFO )
  268. *
  269. * For eigenvalues only, call SSTERF. For eigenvectors, call CSTEQR.
  270. *
  271. IF( .NOT.WANTZ ) THEN
  272. CALL SSTERF( N, W, RWORK( INDE ), INFO )
  273. ELSE
  274. INDRWK = INDE + N
  275. CALL CSTEQR( JOBZ, N, W, RWORK( INDE ), Z, LDZ,
  276. $ RWORK( INDRWK ), INFO )
  277. END IF
  278. *
  279. * If matrix was scaled, then rescale eigenvalues appropriately.
  280. *
  281. IF( ISCALE.EQ.1 ) THEN
  282. IF( INFO.EQ.0 ) THEN
  283. IMAX = N
  284. ELSE
  285. IMAX = INFO - 1
  286. END IF
  287. CALL SSCAL( IMAX, ONE / SIGMA, W, 1 )
  288. END IF
  289. *
  290. RETURN
  291. *
  292. * End of CHBEV
  293. *
  294. END