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zhpevd.f 12 kB

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  1. *> \brief <b> ZHPEVD 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 ZHPEVD + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhpevd.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhpevd.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhpevd.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  22. * RWORK, LRWORK, IWORK, LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER JOBZ, UPLO
  26. * INTEGER INFO, LDZ, LIWORK, LRWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * DOUBLE PRECISION RWORK( * ), W( * )
  31. * COMPLEX*16 AP( * ), WORK( * ), Z( LDZ, * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> ZHPEVD computes all the eigenvalues and, optionally, eigenvectors of
  41. *> a complex Hermitian matrix A in packed storage. If eigenvectors are
  42. *> desired, it uses a divide and conquer algorithm.
  43. *>
  44. *> The divide and conquer algorithm makes very mild assumptions about
  45. *> floating point arithmetic. It will work on machines with a guard
  46. *> digit in add/subtract, or on those binary machines without guard
  47. *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
  48. *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
  49. *> without guard digits, but we know of none.
  50. *> \endverbatim
  51. *
  52. * Arguments:
  53. * ==========
  54. *
  55. *> \param[in] JOBZ
  56. *> \verbatim
  57. *> JOBZ is CHARACTER*1
  58. *> = 'N': Compute eigenvalues only;
  59. *> = 'V': Compute eigenvalues and eigenvectors.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] UPLO
  63. *> \verbatim
  64. *> UPLO is CHARACTER*1
  65. *> = 'U': Upper triangle of A is stored;
  66. *> = 'L': Lower triangle of A is stored.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N
  70. *> \verbatim
  71. *> N is INTEGER
  72. *> The order of the matrix A. N >= 0.
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] AP
  76. *> \verbatim
  77. *> AP is COMPLEX*16 array, dimension (N*(N+1)/2)
  78. *> On entry, the upper or lower triangle of the Hermitian matrix
  79. *> A, packed columnwise in a linear array. The j-th column of A
  80. *> is stored in the array AP as follows:
  81. *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
  82. *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
  83. *>
  84. *> On exit, AP is overwritten by values generated during the
  85. *> reduction to tridiagonal form. If UPLO = 'U', the diagonal
  86. *> and first superdiagonal of the tridiagonal matrix T overwrite
  87. *> the corresponding elements of A, and if UPLO = 'L', the
  88. *> diagonal and first subdiagonal of T overwrite the
  89. *> corresponding elements of A.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] W
  93. *> \verbatim
  94. *> W is DOUBLE PRECISION array, dimension (N)
  95. *> If INFO = 0, the eigenvalues in ascending order.
  96. *> \endverbatim
  97. *>
  98. *> \param[out] Z
  99. *> \verbatim
  100. *> Z is COMPLEX*16 array, dimension (LDZ, N)
  101. *> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
  102. *> eigenvectors of the matrix A, with the i-th column of Z
  103. *> holding the eigenvector associated with W(i).
  104. *> If JOBZ = 'N', then Z is not referenced.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] LDZ
  108. *> \verbatim
  109. *> LDZ is INTEGER
  110. *> The leading dimension of the array Z. LDZ >= 1, and if
  111. *> JOBZ = 'V', LDZ >= max(1,N).
  112. *> \endverbatim
  113. *>
  114. *> \param[out] WORK
  115. *> \verbatim
  116. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  117. *> On exit, if INFO = 0, WORK(1) returns the required LWORK.
  118. *> \endverbatim
  119. *>
  120. *> \param[in] LWORK
  121. *> \verbatim
  122. *> LWORK is INTEGER
  123. *> The dimension of array WORK.
  124. *> If N <= 1, LWORK must be at least 1.
  125. *> If JOBZ = 'N' and N > 1, LWORK must be at least N.
  126. *> If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
  127. *>
  128. *> If LWORK = -1, then a workspace query is assumed; the routine
  129. *> only calculates the required sizes of the WORK, RWORK and
  130. *> IWORK arrays, returns these values as the first entries of
  131. *> the WORK, RWORK and IWORK arrays, and no error message
  132. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  133. *> \endverbatim
  134. *>
  135. *> \param[out] RWORK
  136. *> \verbatim
  137. *> RWORK is DOUBLE PRECISION array,
  138. *> dimension (LRWORK)
  139. *> On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
  140. *> \endverbatim
  141. *>
  142. *> \param[in] LRWORK
  143. *> \verbatim
  144. *> LRWORK is INTEGER
  145. *> The dimension of array RWORK.
  146. *> If N <= 1, LRWORK must be at least 1.
  147. *> If JOBZ = 'N' and N > 1, LRWORK must be at least N.
  148. *> If JOBZ = 'V' and N > 1, LRWORK must be at least
  149. *> 1 + 5*N + 2*N**2.
  150. *>
  151. *> If LRWORK = -1, then a workspace query is assumed; the
  152. *> routine only calculates the required sizes of the WORK, RWORK
  153. *> and IWORK arrays, returns these values as the first entries
  154. *> of the WORK, RWORK and IWORK arrays, and no error message
  155. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  156. *> \endverbatim
  157. *>
  158. *> \param[out] IWORK
  159. *> \verbatim
  160. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  161. *> On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
  162. *> \endverbatim
  163. *>
  164. *> \param[in] LIWORK
  165. *> \verbatim
  166. *> LIWORK is INTEGER
  167. *> The dimension of array IWORK.
  168. *> If JOBZ = 'N' or N <= 1, LIWORK must be at least 1.
  169. *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
  170. *>
  171. *> If LIWORK = -1, then a workspace query is assumed; the
  172. *> routine only calculates the required sizes of the WORK, RWORK
  173. *> and IWORK arrays, returns these values as the first entries
  174. *> of the WORK, RWORK and IWORK arrays, and no error message
  175. *> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
  176. *> \endverbatim
  177. *>
  178. *> \param[out] INFO
  179. *> \verbatim
  180. *> INFO is INTEGER
  181. *> = 0: successful exit
  182. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  183. *> > 0: if INFO = i, the algorithm failed to converge; i
  184. *> off-diagonal elements of an intermediate tridiagonal
  185. *> form did not converge to zero.
  186. *> \endverbatim
  187. *
  188. * Authors:
  189. * ========
  190. *
  191. *> \author Univ. of Tennessee
  192. *> \author Univ. of California Berkeley
  193. *> \author Univ. of Colorado Denver
  194. *> \author NAG Ltd.
  195. *
  196. *> \date November 2011
  197. *
  198. *> \ingroup complex16OTHEReigen
  199. *
  200. * =====================================================================
  201. SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
  202. $ RWORK, LRWORK, IWORK, LIWORK, INFO )
  203. *
  204. * -- LAPACK driver routine (version 3.4.0) --
  205. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  206. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  207. * November 2011
  208. *
  209. * .. Scalar Arguments ..
  210. CHARACTER JOBZ, UPLO
  211. INTEGER INFO, LDZ, LIWORK, LRWORK, LWORK, N
  212. * ..
  213. * .. Array Arguments ..
  214. INTEGER IWORK( * )
  215. DOUBLE PRECISION RWORK( * ), W( * )
  216. COMPLEX*16 AP( * ), WORK( * ), Z( LDZ, * )
  217. * ..
  218. *
  219. * =====================================================================
  220. *
  221. * .. Parameters ..
  222. DOUBLE PRECISION ZERO, ONE
  223. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  224. COMPLEX*16 CONE
  225. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  226. * ..
  227. * .. Local Scalars ..
  228. LOGICAL LQUERY, WANTZ
  229. INTEGER IINFO, IMAX, INDE, INDRWK, INDTAU, INDWRK,
  230. $ ISCALE, LIWMIN, LLRWK, LLWRK, LRWMIN, LWMIN
  231. DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
  232. $ SMLNUM
  233. * ..
  234. * .. External Functions ..
  235. LOGICAL LSAME
  236. DOUBLE PRECISION DLAMCH, ZLANHP
  237. EXTERNAL LSAME, DLAMCH, ZLANHP
  238. * ..
  239. * .. External Subroutines ..
  240. EXTERNAL DSCAL, DSTERF, XERBLA, ZDSCAL, ZHPTRD, ZSTEDC,
  241. $ ZUPMTR
  242. * ..
  243. * .. Intrinsic Functions ..
  244. INTRINSIC SQRT
  245. * ..
  246. * .. Executable Statements ..
  247. *
  248. * Test the input parameters.
  249. *
  250. WANTZ = LSAME( JOBZ, 'V' )
  251. LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  252. *
  253. INFO = 0
  254. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  255. INFO = -1
  256. ELSE IF( .NOT.( LSAME( UPLO, 'L' ) .OR. LSAME( UPLO, 'U' ) ) )
  257. $ THEN
  258. INFO = -2
  259. ELSE IF( N.LT.0 ) THEN
  260. INFO = -3
  261. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  262. INFO = -7
  263. END IF
  264. *
  265. IF( INFO.EQ.0 ) THEN
  266. IF( N.LE.1 ) THEN
  267. LWMIN = 1
  268. LIWMIN = 1
  269. LRWMIN = 1
  270. ELSE
  271. IF( WANTZ ) THEN
  272. LWMIN = 2*N
  273. LRWMIN = 1 + 5*N + 2*N**2
  274. LIWMIN = 3 + 5*N
  275. ELSE
  276. LWMIN = N
  277. LRWMIN = N
  278. LIWMIN = 1
  279. END IF
  280. END IF
  281. WORK( 1 ) = LWMIN
  282. RWORK( 1 ) = LRWMIN
  283. IWORK( 1 ) = LIWMIN
  284. *
  285. IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  286. INFO = -9
  287. ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
  288. INFO = -11
  289. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  290. INFO = -13
  291. END IF
  292. END IF
  293. *
  294. IF( INFO.NE.0 ) THEN
  295. CALL XERBLA( 'ZHPEVD', -INFO )
  296. RETURN
  297. ELSE IF( LQUERY ) THEN
  298. RETURN
  299. END IF
  300. *
  301. * Quick return if possible
  302. *
  303. IF( N.EQ.0 )
  304. $ RETURN
  305. *
  306. IF( N.EQ.1 ) THEN
  307. W( 1 ) = AP( 1 )
  308. IF( WANTZ )
  309. $ Z( 1, 1 ) = CONE
  310. RETURN
  311. END IF
  312. *
  313. * Get machine constants.
  314. *
  315. SAFMIN = DLAMCH( 'Safe minimum' )
  316. EPS = DLAMCH( 'Precision' )
  317. SMLNUM = SAFMIN / EPS
  318. BIGNUM = ONE / SMLNUM
  319. RMIN = SQRT( SMLNUM )
  320. RMAX = SQRT( BIGNUM )
  321. *
  322. * Scale matrix to allowable range, if necessary.
  323. *
  324. ANRM = ZLANHP( 'M', UPLO, N, AP, RWORK )
  325. ISCALE = 0
  326. IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
  327. ISCALE = 1
  328. SIGMA = RMIN / ANRM
  329. ELSE IF( ANRM.GT.RMAX ) THEN
  330. ISCALE = 1
  331. SIGMA = RMAX / ANRM
  332. END IF
  333. IF( ISCALE.EQ.1 ) THEN
  334. CALL ZDSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
  335. END IF
  336. *
  337. * Call ZHPTRD to reduce Hermitian packed matrix to tridiagonal form.
  338. *
  339. INDE = 1
  340. INDTAU = 1
  341. INDRWK = INDE + N
  342. INDWRK = INDTAU + N
  343. LLWRK = LWORK - INDWRK + 1
  344. LLRWK = LRWORK - INDRWK + 1
  345. CALL ZHPTRD( UPLO, N, AP, W, RWORK( INDE ), WORK( INDTAU ),
  346. $ IINFO )
  347. *
  348. * For eigenvalues only, call DSTERF. For eigenvectors, first call
  349. * ZUPGTR to generate the orthogonal matrix, then call ZSTEDC.
  350. *
  351. IF( .NOT.WANTZ ) THEN
  352. CALL DSTERF( N, W, RWORK( INDE ), INFO )
  353. ELSE
  354. CALL ZSTEDC( 'I', N, W, RWORK( INDE ), Z, LDZ, WORK( INDWRK ),
  355. $ LLWRK, RWORK( INDRWK ), LLRWK, IWORK, LIWORK,
  356. $ INFO )
  357. CALL ZUPMTR( 'L', UPLO, 'N', N, N, AP, WORK( INDTAU ), Z, LDZ,
  358. $ WORK( INDWRK ), IINFO )
  359. END IF
  360. *
  361. * If matrix was scaled, then rescale eigenvalues appropriately.
  362. *
  363. IF( ISCALE.EQ.1 ) THEN
  364. IF( INFO.EQ.0 ) THEN
  365. IMAX = N
  366. ELSE
  367. IMAX = INFO - 1
  368. END IF
  369. CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
  370. END IF
  371. *
  372. WORK( 1 ) = LWMIN
  373. RWORK( 1 ) = LRWMIN
  374. IWORK( 1 ) = LIWMIN
  375. RETURN
  376. *
  377. * End of ZHPEVD
  378. *
  379. END