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dsyevr.f 24 kB

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  1. *> \brief <b> DSYEVR computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY 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 DSYEVR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
  22. * ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK,
  23. * IWORK, LIWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER JOBZ, RANGE, UPLO
  27. * INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N
  28. * DOUBLE PRECISION ABSTOL, VL, VU
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER ISUPPZ( * ), IWORK( * )
  32. * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> DSYEVR computes selected eigenvalues and, optionally, eigenvectors
  42. *> of a real symmetric matrix A. Eigenvalues and eigenvectors can be
  43. *> selected by specifying either a range of values or a range of
  44. *> indices for the desired eigenvalues.
  45. *>
  46. *> DSYEVR first reduces the matrix A to tridiagonal form T with a call
  47. *> to DSYTRD. Then, whenever possible, DSYEVR calls DSTEMR to compute
  48. *> the eigenspectrum using Relatively Robust Representations. DSTEMR
  49. *> computes eigenvalues by the dqds algorithm, while orthogonal
  50. *> eigenvectors are computed from various "good" L D L^T representations
  51. *> (also known as Relatively Robust Representations). Gram-Schmidt
  52. *> orthogonalization is avoided as far as possible. More specifically,
  53. *> the various steps of the algorithm are as follows.
  54. *>
  55. *> For each unreduced block (submatrix) of T,
  56. *> (a) Compute T - sigma I = L D L^T, so that L and D
  57. *> define all the wanted eigenvalues to high relative accuracy.
  58. *> This means that small relative changes in the entries of D and L
  59. *> cause only small relative changes in the eigenvalues and
  60. *> eigenvectors. The standard (unfactored) representation of the
  61. *> tridiagonal matrix T does not have this property in general.
  62. *> (b) Compute the eigenvalues to suitable accuracy.
  63. *> If the eigenvectors are desired, the algorithm attains full
  64. *> accuracy of the computed eigenvalues only right before
  65. *> the corresponding vectors have to be computed, see steps c) and d).
  66. *> (c) For each cluster of close eigenvalues, select a new
  67. *> shift close to the cluster, find a new factorization, and refine
  68. *> the shifted eigenvalues to suitable accuracy.
  69. *> (d) For each eigenvalue with a large enough relative separation compute
  70. *> the corresponding eigenvector by forming a rank revealing twisted
  71. *> factorization. Go back to (c) for any clusters that remain.
  72. *>
  73. *> The desired accuracy of the output can be specified by the input
  74. *> parameter ABSTOL.
  75. *>
  76. *> For more details, see DSTEMR's documentation and:
  77. *> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
  78. *> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
  79. *> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
  80. *> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
  81. *> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
  82. *> 2004. Also LAPACK Working Note 154.
  83. *> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
  84. *> tridiagonal eigenvalue/eigenvector problem",
  85. *> Computer Science Division Technical Report No. UCB/CSD-97-971,
  86. *> UC Berkeley, May 1997.
  87. *>
  88. *>
  89. *> Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested
  90. *> on machines which conform to the ieee-754 floating point standard.
  91. *> DSYEVR calls DSTEBZ and DSTEIN on non-ieee machines and
  92. *> when partial spectrum requests are made.
  93. *>
  94. *> Normal execution of DSTEMR may create NaNs and infinities and
  95. *> hence may abort due to a floating point exception in environments
  96. *> which do not handle NaNs and infinities in the ieee standard default
  97. *> manner.
  98. *> \endverbatim
  99. *
  100. * Arguments:
  101. * ==========
  102. *
  103. *> \param[in] JOBZ
  104. *> \verbatim
  105. *> JOBZ is CHARACTER*1
  106. *> = 'N': Compute eigenvalues only;
  107. *> = 'V': Compute eigenvalues and eigenvectors.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] RANGE
  111. *> \verbatim
  112. *> RANGE is CHARACTER*1
  113. *> = 'A': all eigenvalues will be found.
  114. *> = 'V': all eigenvalues in the half-open interval (VL,VU]
  115. *> will be found.
  116. *> = 'I': the IL-th through IU-th eigenvalues will be found.
  117. *> For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and
  118. *> DSTEIN are called
  119. *> \endverbatim
  120. *>
  121. *> \param[in] UPLO
  122. *> \verbatim
  123. *> UPLO is CHARACTER*1
  124. *> = 'U': Upper triangle of A is stored;
  125. *> = 'L': Lower triangle of A is stored.
  126. *> \endverbatim
  127. *>
  128. *> \param[in] N
  129. *> \verbatim
  130. *> N is INTEGER
  131. *> The order of the matrix A. N >= 0.
  132. *> \endverbatim
  133. *>
  134. *> \param[in,out] A
  135. *> \verbatim
  136. *> A is DOUBLE PRECISION array, dimension (LDA, N)
  137. *> On entry, the symmetric matrix A. If UPLO = 'U', the
  138. *> leading N-by-N upper triangular part of A contains the
  139. *> upper triangular part of the matrix A. If UPLO = 'L',
  140. *> the leading N-by-N lower triangular part of A contains
  141. *> the lower triangular part of the matrix A.
  142. *> On exit, the lower triangle (if UPLO='L') or the upper
  143. *> triangle (if UPLO='U') of A, including the diagonal, is
  144. *> destroyed.
  145. *> \endverbatim
  146. *>
  147. *> \param[in] LDA
  148. *> \verbatim
  149. *> LDA is INTEGER
  150. *> The leading dimension of the array A. LDA >= max(1,N).
  151. *> \endverbatim
  152. *>
  153. *> \param[in] VL
  154. *> \verbatim
  155. *> VL is DOUBLE PRECISION
  156. *> If RANGE='V', the lower bound of the interval to
  157. *> be searched for eigenvalues. VL < VU.
  158. *> Not referenced if RANGE = 'A' or 'I'.
  159. *> \endverbatim
  160. *>
  161. *> \param[in] VU
  162. *> \verbatim
  163. *> VU is DOUBLE PRECISION
  164. *> If RANGE='V', the upper bound of the interval to
  165. *> be searched for eigenvalues. VL < VU.
  166. *> Not referenced if RANGE = 'A' or 'I'.
  167. *> \endverbatim
  168. *>
  169. *> \param[in] IL
  170. *> \verbatim
  171. *> IL is INTEGER
  172. *> If RANGE='I', the index of the
  173. *> smallest eigenvalue to be returned.
  174. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  175. *> Not referenced if RANGE = 'A' or 'V'.
  176. *> \endverbatim
  177. *>
  178. *> \param[in] IU
  179. *> \verbatim
  180. *> IU is INTEGER
  181. *> If RANGE='I', the index of the
  182. *> largest eigenvalue to be returned.
  183. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  184. *> Not referenced if RANGE = 'A' or 'V'.
  185. *> \endverbatim
  186. *>
  187. *> \param[in] ABSTOL
  188. *> \verbatim
  189. *> ABSTOL is DOUBLE PRECISION
  190. *> The absolute error tolerance for the eigenvalues.
  191. *> An approximate eigenvalue is accepted as converged
  192. *> when it is determined to lie in an interval [a,b]
  193. *> of width less than or equal to
  194. *>
  195. *> ABSTOL + EPS * max( |a|,|b| ) ,
  196. *>
  197. *> where EPS is the machine precision. If ABSTOL is less than
  198. *> or equal to zero, then EPS*|T| will be used in its place,
  199. *> where |T| is the 1-norm of the tridiagonal matrix obtained
  200. *> by reducing A to tridiagonal form.
  201. *>
  202. *> See "Computing Small Singular Values of Bidiagonal Matrices
  203. *> with Guaranteed High Relative Accuracy," by Demmel and
  204. *> Kahan, LAPACK Working Note #3.
  205. *>
  206. *> If high relative accuracy is important, set ABSTOL to
  207. *> DLAMCH( 'Safe minimum' ). Doing so will guarantee that
  208. *> eigenvalues are computed to high relative accuracy when
  209. *> possible in future releases. The current code does not
  210. *> make any guarantees about high relative accuracy, but
  211. *> future releases will. See J. Barlow and J. Demmel,
  212. *> "Computing Accurate Eigensystems of Scaled Diagonally
  213. *> Dominant Matrices", LAPACK Working Note #7, for a discussion
  214. *> of which matrices define their eigenvalues to high relative
  215. *> accuracy.
  216. *> \endverbatim
  217. *>
  218. *> \param[out] M
  219. *> \verbatim
  220. *> M is INTEGER
  221. *> The total number of eigenvalues found. 0 <= M <= N.
  222. *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
  223. *> \endverbatim
  224. *>
  225. *> \param[out] W
  226. *> \verbatim
  227. *> W is DOUBLE PRECISION array, dimension (N)
  228. *> The first M elements contain the selected eigenvalues in
  229. *> ascending order.
  230. *> \endverbatim
  231. *>
  232. *> \param[out] Z
  233. *> \verbatim
  234. *> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
  235. *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
  236. *> contain the orthonormal eigenvectors of the matrix A
  237. *> corresponding to the selected eigenvalues, with the i-th
  238. *> column of Z holding the eigenvector associated with W(i).
  239. *> If JOBZ = 'N', then Z is not referenced.
  240. *> Note: the user must ensure that at least max(1,M) columns are
  241. *> supplied in the array Z; if RANGE = 'V', the exact value of M
  242. *> is not known in advance and an upper bound must be used.
  243. *> Supplying N columns is always safe.
  244. *> \endverbatim
  245. *>
  246. *> \param[in] LDZ
  247. *> \verbatim
  248. *> LDZ is INTEGER
  249. *> The leading dimension of the array Z. LDZ >= 1, and if
  250. *> JOBZ = 'V', LDZ >= max(1,N).
  251. *> \endverbatim
  252. *>
  253. *> \param[out] ISUPPZ
  254. *> \verbatim
  255. *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
  256. *> The support of the eigenvectors in Z, i.e., the indices
  257. *> indicating the nonzero elements in Z. The i-th eigenvector
  258. *> is nonzero only in elements ISUPPZ( 2*i-1 ) through
  259. *> ISUPPZ( 2*i ). This is an output of DSTEMR (tridiagonal
  260. *> matrix). The support of the eigenvectors of A is typically
  261. *> 1:N because of the orthogonal transformations applied by DORMTR.
  262. *> Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
  263. *> \endverbatim
  264. *>
  265. *> \param[out] WORK
  266. *> \verbatim
  267. *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
  268. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  269. *> \endverbatim
  270. *>
  271. *> \param[in] LWORK
  272. *> \verbatim
  273. *> LWORK is INTEGER
  274. *> The dimension of the array WORK.
  275. *> If N <= 1, LWORK >= 1, else LWORK >= 26*N.
  276. *> For optimal efficiency, LWORK >= (NB+6)*N,
  277. *> where NB is the max of the blocksize for DSYTRD and DORMTR
  278. *> returned by ILAENV.
  279. *>
  280. *> If LWORK = -1, then a workspace query is assumed; the routine
  281. *> only calculates the optimal size of the WORK array, returns
  282. *> this value as the first entry of the WORK array, and no error
  283. *> message related to LWORK is issued by XERBLA.
  284. *> \endverbatim
  285. *>
  286. *> \param[out] IWORK
  287. *> \verbatim
  288. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  289. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  290. *> \endverbatim
  291. *>
  292. *> \param[in] LIWORK
  293. *> \verbatim
  294. *> LIWORK is INTEGER
  295. *> The dimension of the array IWORK.
  296. *> If N <= 1, LIWORK >= 1, else LIWORK >= 10*N.
  297. *>
  298. *> If LIWORK = -1, then a workspace query is assumed; the
  299. *> routine only calculates the optimal size of the IWORK array,
  300. *> returns this value as the first entry of the IWORK array, and
  301. *> no error message related to LIWORK is issued by XERBLA.
  302. *> \endverbatim
  303. *>
  304. *> \param[out] INFO
  305. *> \verbatim
  306. *> INFO is INTEGER
  307. *> = 0: successful exit
  308. *> < 0: if INFO = -i, the i-th argument had an illegal value
  309. *> > 0: Internal error
  310. *> \endverbatim
  311. *
  312. * Authors:
  313. * ========
  314. *
  315. *> \author Univ. of Tennessee
  316. *> \author Univ. of California Berkeley
  317. *> \author Univ. of Colorado Denver
  318. *> \author NAG Ltd.
  319. *
  320. *> \ingroup heevr
  321. *
  322. *> \par Contributors:
  323. * ==================
  324. *>
  325. *> Inderjit Dhillon, IBM Almaden, USA \n
  326. *> Osni Marques, LBNL/NERSC, USA \n
  327. *> Ken Stanley, Computer Science Division, University of
  328. *> California at Berkeley, USA \n
  329. *> Jason Riedy, Computer Science Division, University of
  330. *> California at Berkeley, USA \n
  331. *>
  332. * =====================================================================
  333. SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
  334. $ ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK,
  335. $ IWORK, LIWORK, INFO )
  336. *
  337. * -- LAPACK driver routine --
  338. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  339. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  340. *
  341. * .. Scalar Arguments ..
  342. CHARACTER JOBZ, RANGE, UPLO
  343. INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N
  344. DOUBLE PRECISION ABSTOL, VL, VU
  345. * ..
  346. * .. Array Arguments ..
  347. INTEGER ISUPPZ( * ), IWORK( * )
  348. DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
  349. * ..
  350. *
  351. * =====================================================================
  352. *
  353. * .. Parameters ..
  354. DOUBLE PRECISION ZERO, ONE, TWO
  355. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
  356. * ..
  357. * .. Local Scalars ..
  358. LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, VALEIG, WANTZ,
  359. $ TRYRAC
  360. CHARACTER ORDER
  361. INTEGER I, IEEEOK, IINFO, IMAX, INDD, INDDD, INDE,
  362. $ INDEE, INDIBL, INDIFL, INDISP, INDIWO, INDTAU,
  363. $ INDWK, INDWKN, ISCALE, J, JJ, LIWMIN,
  364. $ LLWORK, LLWRKN, LWKOPT, LWMIN, NB, NSPLIT
  365. DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
  366. $ SIGMA, SMLNUM, TMP1, VLL, VUU
  367. * ..
  368. * .. External Functions ..
  369. LOGICAL LSAME
  370. INTEGER ILAENV
  371. DOUBLE PRECISION DLAMCH, DLANSY
  372. EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY
  373. * ..
  374. * .. External Subroutines ..
  375. EXTERNAL DCOPY, DORMTR, DSCAL, DSTEBZ, DSTEMR, DSTEIN,
  376. $ DSTERF, DSWAP, DSYTRD, XERBLA
  377. * ..
  378. * .. Intrinsic Functions ..
  379. INTRINSIC MAX, MIN, SQRT
  380. * ..
  381. * .. Executable Statements ..
  382. *
  383. * Test the input parameters.
  384. *
  385. IEEEOK = ILAENV( 10, 'DSYEVR', 'N', 1, 2, 3, 4 )
  386. *
  387. LOWER = LSAME( UPLO, 'L' )
  388. WANTZ = LSAME( JOBZ, 'V' )
  389. ALLEIG = LSAME( RANGE, 'A' )
  390. VALEIG = LSAME( RANGE, 'V' )
  391. INDEIG = LSAME( RANGE, 'I' )
  392. *
  393. LQUERY = ( ( LWORK.EQ.-1 ) .OR. ( LIWORK.EQ.-1 ) )
  394. *
  395. IF( N.LE.1 ) THEN
  396. LWMIN = 1
  397. LIWMIN = 1
  398. ELSE
  399. LWMIN = 26*N
  400. LIWMIN = 10*N
  401. END IF
  402. *
  403. INFO = 0
  404. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  405. INFO = -1
  406. ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
  407. INFO = -2
  408. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  409. INFO = -3
  410. ELSE IF( N.LT.0 ) THEN
  411. INFO = -4
  412. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  413. INFO = -6
  414. ELSE
  415. IF( VALEIG ) THEN
  416. IF( N.GT.0 .AND. VU.LE.VL )
  417. $ INFO = -8
  418. ELSE IF( INDEIG ) THEN
  419. IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
  420. INFO = -9
  421. ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
  422. INFO = -10
  423. END IF
  424. END IF
  425. END IF
  426. IF( INFO.EQ.0 ) THEN
  427. IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  428. INFO = -15
  429. ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  430. INFO = -18
  431. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  432. INFO = -20
  433. END IF
  434. END IF
  435. *
  436. IF( INFO.EQ.0 ) THEN
  437. NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
  438. NB = MAX( NB, ILAENV( 1, 'DORMTR', UPLO, N, -1, -1, -1 ) )
  439. LWKOPT = MAX( ( NB+1 )*N, LWMIN )
  440. WORK( 1 ) = LWKOPT
  441. IWORK( 1 ) = LIWMIN
  442. END IF
  443. *
  444. IF( INFO.NE.0 ) THEN
  445. CALL XERBLA( 'DSYEVR', -INFO )
  446. RETURN
  447. ELSE IF( LQUERY ) THEN
  448. RETURN
  449. END IF
  450. *
  451. * Quick return if possible
  452. *
  453. M = 0
  454. IF( N.EQ.0 ) THEN
  455. WORK( 1 ) = 1
  456. RETURN
  457. END IF
  458. *
  459. IF( N.EQ.1 ) THEN
  460. WORK( 1 ) = 1
  461. IF( ALLEIG .OR. INDEIG ) THEN
  462. M = 1
  463. W( 1 ) = A( 1, 1 )
  464. ELSE
  465. IF( VL.LT.A( 1, 1 ) .AND. VU.GE.A( 1, 1 ) ) THEN
  466. M = 1
  467. W( 1 ) = A( 1, 1 )
  468. END IF
  469. END IF
  470. IF( WANTZ ) THEN
  471. Z( 1, 1 ) = ONE
  472. ISUPPZ( 1 ) = 1
  473. ISUPPZ( 2 ) = 1
  474. END IF
  475. RETURN
  476. END IF
  477. *
  478. * Get machine constants.
  479. *
  480. SAFMIN = DLAMCH( 'Safe minimum' )
  481. EPS = DLAMCH( 'Precision' )
  482. SMLNUM = SAFMIN / EPS
  483. BIGNUM = ONE / SMLNUM
  484. RMIN = SQRT( SMLNUM )
  485. RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
  486. *
  487. * Scale matrix to allowable range, if necessary.
  488. *
  489. ISCALE = 0
  490. ABSTLL = ABSTOL
  491. IF (VALEIG) THEN
  492. VLL = VL
  493. VUU = VU
  494. END IF
  495. ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
  496. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  497. ISCALE = 1
  498. SIGMA = RMIN / ANRM
  499. ELSE IF( ANRM.GT.RMAX ) THEN
  500. ISCALE = 1
  501. SIGMA = RMAX / ANRM
  502. END IF
  503. IF( ISCALE.EQ.1 ) THEN
  504. IF( LOWER ) THEN
  505. DO 10 J = 1, N
  506. CALL DSCAL( N-J+1, SIGMA, A( J, J ), 1 )
  507. 10 CONTINUE
  508. ELSE
  509. DO 20 J = 1, N
  510. CALL DSCAL( J, SIGMA, A( 1, J ), 1 )
  511. 20 CONTINUE
  512. END IF
  513. IF( ABSTOL.GT.0 )
  514. $ ABSTLL = ABSTOL*SIGMA
  515. IF( VALEIG ) THEN
  516. VLL = VL*SIGMA
  517. VUU = VU*SIGMA
  518. END IF
  519. END IF
  520. * Initialize indices into workspaces. Note: The IWORK indices are
  521. * used only if DSTERF or DSTEMR fail.
  522. * WORK(INDTAU:INDTAU+N-1) stores the scalar factors of the
  523. * elementary reflectors used in DSYTRD.
  524. INDTAU = 1
  525. * WORK(INDD:INDD+N-1) stores the tridiagonal's diagonal entries.
  526. INDD = INDTAU + N
  527. * WORK(INDE:INDE+N-1) stores the off-diagonal entries of the
  528. * tridiagonal matrix from DSYTRD.
  529. INDE = INDD + N
  530. * WORK(INDDD:INDDD+N-1) is a copy of the diagonal entries over
  531. * -written by DSTEMR (the DSTERF path copies the diagonal to W).
  532. INDDD = INDE + N
  533. * WORK(INDEE:INDEE+N-1) is a copy of the off-diagonal entries over
  534. * -written while computing the eigenvalues in DSTERF and DSTEMR.
  535. INDEE = INDDD + N
  536. * INDWK is the starting offset of the left-over workspace, and
  537. * LLWORK is the remaining workspace size.
  538. INDWK = INDEE + N
  539. LLWORK = LWORK - INDWK + 1
  540. * IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in DSTEBZ and
  541. * stores the block indices of each of the M<=N eigenvalues.
  542. INDIBL = 1
  543. * IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in DSTEBZ and
  544. * stores the starting and finishing indices of each block.
  545. INDISP = INDIBL + N
  546. * IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors
  547. * that corresponding to eigenvectors that fail to converge in
  548. * DSTEIN. This information is discarded; if any fail, the driver
  549. * returns INFO > 0.
  550. INDIFL = INDISP + N
  551. * INDIWO is the offset of the remaining integer workspace.
  552. INDIWO = INDIFL + N
  553. *
  554. * Call DSYTRD to reduce symmetric matrix to tridiagonal form.
  555. *
  556. CALL DSYTRD( UPLO, N, A, LDA, WORK( INDD ), WORK( INDE ),
  557. $ WORK( INDTAU ), WORK( INDWK ), LLWORK, IINFO )
  558. *
  559. * If all eigenvalues are desired
  560. * then call DSTERF or DSTEMR and DORMTR.
  561. *
  562. IF( ( ALLEIG .OR. ( INDEIG .AND. IL.EQ.1 .AND. IU.EQ.N ) ) .AND.
  563. $ IEEEOK.EQ.1 ) THEN
  564. IF( .NOT.WANTZ ) THEN
  565. CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
  566. CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
  567. CALL DSTERF( N, W, WORK( INDEE ), INFO )
  568. ELSE
  569. CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
  570. CALL DCOPY( N, WORK( INDD ), 1, WORK( INDDD ), 1 )
  571. *
  572. IF (ABSTOL .LE. TWO*N*EPS) THEN
  573. TRYRAC = .TRUE.
  574. ELSE
  575. TRYRAC = .FALSE.
  576. END IF
  577. CALL DSTEMR( JOBZ, 'A', N, WORK( INDDD ), WORK( INDEE ),
  578. $ VL, VU, IL, IU, M, W, Z, LDZ, N, ISUPPZ,
  579. $ TRYRAC, WORK( INDWK ), LWORK, IWORK, LIWORK,
  580. $ INFO )
  581. *
  582. *
  583. *
  584. * Apply orthogonal matrix used in reduction to tridiagonal
  585. * form to eigenvectors returned by DSTEMR.
  586. *
  587. IF( WANTZ .AND. INFO.EQ.0 ) THEN
  588. INDWKN = INDE
  589. LLWRKN = LWORK - INDWKN + 1
  590. CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA,
  591. $ WORK( INDTAU ), Z, LDZ, WORK( INDWKN ),
  592. $ LLWRKN, IINFO )
  593. END IF
  594. END IF
  595. *
  596. *
  597. IF( INFO.EQ.0 ) THEN
  598. * Everything worked. Skip DSTEBZ/DSTEIN. IWORK(:) are
  599. * undefined.
  600. M = N
  601. GO TO 30
  602. END IF
  603. INFO = 0
  604. END IF
  605. *
  606. * Otherwise, call DSTEBZ and, if eigenvectors are desired, DSTEIN.
  607. * Also call DSTEBZ and DSTEIN if DSTEMR fails.
  608. *
  609. IF( WANTZ ) THEN
  610. ORDER = 'B'
  611. ELSE
  612. ORDER = 'E'
  613. END IF
  614. CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
  615. $ WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
  616. $ IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWK ),
  617. $ IWORK( INDIWO ), INFO )
  618. *
  619. IF( WANTZ ) THEN
  620. CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
  621. $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
  622. $ WORK( INDWK ), IWORK( INDIWO ), IWORK( INDIFL ),
  623. $ INFO )
  624. *
  625. * Apply orthogonal matrix used in reduction to tridiagonal
  626. * form to eigenvectors returned by DSTEIN.
  627. *
  628. INDWKN = INDE
  629. LLWRKN = LWORK - INDWKN + 1
  630. CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
  631. $ LDZ, WORK( INDWKN ), LLWRKN, IINFO )
  632. END IF
  633. *
  634. * If matrix was scaled, then rescale eigenvalues appropriately.
  635. *
  636. * Jump here if DSTEMR/DSTEIN succeeded.
  637. 30 CONTINUE
  638. IF( ISCALE.EQ.1 ) THEN
  639. IF( INFO.EQ.0 ) THEN
  640. IMAX = M
  641. ELSE
  642. IMAX = INFO - 1
  643. END IF
  644. CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  645. END IF
  646. *
  647. * If eigenvalues are not in order, then sort them, along with
  648. * eigenvectors. Note: We do not sort the IFAIL portion of IWORK.
  649. * It may not be initialized (if DSTEMR/DSTEIN succeeded), and we do
  650. * not return this detailed information to the user.
  651. *
  652. IF( WANTZ ) THEN
  653. DO 50 J = 1, M - 1
  654. I = 0
  655. TMP1 = W( J )
  656. DO 40 JJ = J + 1, M
  657. IF( W( JJ ).LT.TMP1 ) THEN
  658. I = JJ
  659. TMP1 = W( JJ )
  660. END IF
  661. 40 CONTINUE
  662. *
  663. IF( I.NE.0 ) THEN
  664. W( I ) = W( J )
  665. W( J ) = TMP1
  666. CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
  667. END IF
  668. 50 CONTINUE
  669. END IF
  670. *
  671. * Set WORK(1) to optimal workspace size.
  672. *
  673. WORK( 1 ) = LWKOPT
  674. IWORK( 1 ) = LIWMIN
  675. *
  676. RETURN
  677. *
  678. * End of DSYEVR
  679. *
  680. END