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ssbev.f 8.4 kB

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  1. *> \brief <b> SSBEV 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 SSBEV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssbev.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssbev.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssbev.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, KD, LDAB, LDZ, N
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SSBEV computes all the eigenvalues and, optionally, eigenvectors of
  39. *> a real symmetric band matrix A.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] JOBZ
  46. *> \verbatim
  47. *> JOBZ is CHARACTER*1
  48. *> = 'N': Compute eigenvalues only;
  49. *> = 'V': Compute eigenvalues and eigenvectors.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] UPLO
  53. *> \verbatim
  54. *> UPLO is CHARACTER*1
  55. *> = 'U': Upper triangle of A is stored;
  56. *> = 'L': Lower triangle of A is stored.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] N
  60. *> \verbatim
  61. *> N is INTEGER
  62. *> The order of the matrix A. N >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] KD
  66. *> \verbatim
  67. *> KD is INTEGER
  68. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  69. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in,out] AB
  73. *> \verbatim
  74. *> AB is REAL array, dimension (LDAB, N)
  75. *> On entry, the upper or lower triangle of the symmetric band
  76. *> matrix A, stored in the first KD+1 rows of the array. The
  77. *> j-th column of A is stored in the j-th column of the array AB
  78. *> as follows:
  79. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  80. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  81. *>
  82. *> On exit, AB is overwritten by values generated during the
  83. *> reduction to tridiagonal form. If UPLO = 'U', the first
  84. *> superdiagonal and the diagonal of the tridiagonal matrix T
  85. *> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
  86. *> the diagonal and first subdiagonal of T are returned in the
  87. *> first two rows of AB.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDAB
  91. *> \verbatim
  92. *> LDAB is INTEGER
  93. *> The leading dimension of the array AB. LDAB >= KD + 1.
  94. *> \endverbatim
  95. *>
  96. *> \param[out] W
  97. *> \verbatim
  98. *> W is REAL array, dimension (N)
  99. *> If INFO = 0, the eigenvalues in ascending order.
  100. *> \endverbatim
  101. *>
  102. *> \param[out] Z
  103. *> \verbatim
  104. *> Z is REAL array, dimension (LDZ, N)
  105. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  106. *> eigenvectors of the matrix A, with the i-th column of Z
  107. *> holding the eigenvector associated with W(i).
  108. *> If JOBZ = 'N', then Z is not referenced.
  109. *> \endverbatim
  110. *>
  111. *> \param[in] LDZ
  112. *> \verbatim
  113. *> LDZ is INTEGER
  114. *> The leading dimension of the array Z. LDZ >= 1, and if
  115. *> JOBZ = 'V', LDZ >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] WORK
  119. *> \verbatim
  120. *> WORK is REAL array, dimension (max(1,3*N-2))
  121. *> \endverbatim
  122. *>
  123. *> \param[out] INFO
  124. *> \verbatim
  125. *> INFO is INTEGER
  126. *> = 0: successful exit
  127. *> < 0: if INFO = -i, the i-th argument had an illegal value
  128. *> > 0: if INFO = i, the algorithm failed to converge; i
  129. *> off-diagonal elements of an intermediate tridiagonal
  130. *> form did not converge to zero.
  131. *> \endverbatim
  132. *
  133. * Authors:
  134. * ========
  135. *
  136. *> \author Univ. of Tennessee
  137. *> \author Univ. of California Berkeley
  138. *> \author Univ. of Colorado Denver
  139. *> \author NAG Ltd.
  140. *
  141. *> \date November 2011
  142. *
  143. *> \ingroup realOTHEReigen
  144. *
  145. * =====================================================================
  146. SUBROUTINE SSBEV( JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK,
  147. $ INFO )
  148. *
  149. * -- LAPACK driver routine (version 3.4.0) --
  150. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  151. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  152. * November 2011
  153. *
  154. * .. Scalar Arguments ..
  155. CHARACTER JOBZ, UPLO
  156. INTEGER INFO, KD, LDAB, LDZ, N
  157. * ..
  158. * .. Array Arguments ..
  159. REAL AB( LDAB, * ), W( * ), WORK( * ), Z( LDZ, * )
  160. * ..
  161. *
  162. * =====================================================================
  163. *
  164. * .. Parameters ..
  165. REAL ZERO, ONE
  166. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
  167. * ..
  168. * .. Local Scalars ..
  169. LOGICAL LOWER, WANTZ
  170. INTEGER IINFO, IMAX, INDE, INDWRK, ISCALE
  171. REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  172. $ SMLNUM
  173. * ..
  174. * .. External Functions ..
  175. LOGICAL LSAME
  176. REAL SLAMCH, SLANSB
  177. EXTERNAL LSAME, SLAMCH, SLANSB
  178. * ..
  179. * .. External Subroutines ..
  180. EXTERNAL SLASCL, SSBTRD, SSCAL, SSTEQR, SSTERF, XERBLA
  181. * ..
  182. * .. Intrinsic Functions ..
  183. INTRINSIC SQRT
  184. * ..
  185. * .. Executable Statements ..
  186. *
  187. * Test the input parameters.
  188. *
  189. WANTZ = LSAME( JOBZ, 'V' )
  190. LOWER = LSAME( UPLO, 'L' )
  191. *
  192. INFO = 0
  193. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  194. INFO = -1
  195. ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
  196. INFO = -2
  197. ELSE IF( N.LT.0 ) THEN
  198. INFO = -3
  199. ELSE IF( KD.LT.0 ) THEN
  200. INFO = -4
  201. ELSE IF( LDAB.LT.KD+1 ) THEN
  202. INFO = -6
  203. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  204. INFO = -9
  205. END IF
  206. *
  207. IF( INFO.NE.0 ) THEN
  208. CALL XERBLA( 'SSBEV ', -INFO )
  209. RETURN
  210. END IF
  211. *
  212. * Quick return if possible
  213. *
  214. IF( N.EQ.0 )
  215. $ RETURN
  216. *
  217. IF( N.EQ.1 ) THEN
  218. IF( LOWER ) THEN
  219. W( 1 ) = AB( 1, 1 )
  220. ELSE
  221. W( 1 ) = AB( KD+1, 1 )
  222. END IF
  223. IF( WANTZ )
  224. $ Z( 1, 1 ) = ONE
  225. RETURN
  226. END IF
  227. *
  228. * Get machine constants.
  229. *
  230. SAFMIN = SLAMCH( 'Safe minimum' )
  231. EPS = SLAMCH( 'Precision' )
  232. SMLNUM = SAFMIN / EPS
  233. BIGNUM = ONE / SMLNUM
  234. RMIN = SQRT( SMLNUM )
  235. RMAX = SQRT( BIGNUM )
  236. *
  237. * Scale matrix to allowable range, if necessary.
  238. *
  239. ANRM = SLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
  240. ISCALE = 0
  241. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  242. ISCALE = 1
  243. SIGMA = RMIN / ANRM
  244. ELSE IF( ANRM.GT.RMAX ) THEN
  245. ISCALE = 1
  246. SIGMA = RMAX / ANRM
  247. END IF
  248. IF( ISCALE.EQ.1 ) THEN
  249. IF( LOWER ) THEN
  250. CALL SLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  251. ELSE
  252. CALL SLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
  253. END IF
  254. END IF
  255. *
  256. * Call SSBTRD to reduce symmetric band matrix to tridiagonal form.
  257. *
  258. INDE = 1
  259. INDWRK = INDE + N
  260. CALL SSBTRD( JOBZ, UPLO, N, KD, AB, LDAB, W, WORK( INDE ), Z, LDZ,
  261. $ WORK( INDWRK ), IINFO )
  262. *
  263. * For eigenvalues only, call SSTERF. For eigenvectors, call SSTEQR.
  264. *
  265. IF( .NOT.WANTZ ) THEN
  266. CALL SSTERF( N, W, WORK( INDE ), INFO )
  267. ELSE
  268. CALL SSTEQR( JOBZ, N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
  269. $ INFO )
  270. END IF
  271. *
  272. * If matrix was scaled, then rescale eigenvalues appropriately.
  273. *
  274. IF( ISCALE.EQ.1 ) THEN
  275. IF( INFO.EQ.0 ) THEN
  276. IMAX = N
  277. ELSE
  278. IMAX = INFO - 1
  279. END IF
  280. CALL SSCAL( IMAX, ONE / SIGMA, W, 1 )
  281. END IF
  282. *
  283. RETURN
  284. *
  285. * End of SSBEV
  286. *
  287. END