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- *> \brief \b DPTEQR
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DPTEQR + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpteqr.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpteqr.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpteqr.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER COMPZ
- * INTEGER INFO, LDZ, N
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DPTEQR computes all eigenvalues and, optionally, eigenvectors of a
- *> symmetric positive definite tridiagonal matrix by first factoring the
- *> matrix using DPTTRF, and then calling DBDSQR to compute the singular
- *> values of the bidiagonal factor.
- *>
- *> This routine computes the eigenvalues of the positive definite
- *> tridiagonal matrix to high relative accuracy. This means that if the
- *> eigenvalues range over many orders of magnitude in size, then the
- *> small eigenvalues and corresponding eigenvectors will be computed
- *> more accurately than, for example, with the standard QR method.
- *>
- *> The eigenvectors of a full or band symmetric positive definite matrix
- *> can also be found if DSYTRD, DSPTRD, or DSBTRD has been used to
- *> reduce this matrix to tridiagonal form. (The reduction to tridiagonal
- *> form, however, may preclude the possibility of obtaining high
- *> relative accuracy in the small eigenvalues of the original matrix, if
- *> these eigenvalues range over many orders of magnitude.)
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] COMPZ
- *> \verbatim
- *> COMPZ is CHARACTER*1
- *> = 'N': Compute eigenvalues only.
- *> = 'V': Compute eigenvectors of original symmetric
- *> matrix also. Array Z contains the orthogonal
- *> matrix used to reduce the original matrix to
- *> tridiagonal form.
- *> = 'I': Compute eigenvectors of tridiagonal matrix also.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] D
- *> \verbatim
- *> D is DOUBLE PRECISION array, dimension (N)
- *> On entry, the n diagonal elements of the tridiagonal
- *> matrix.
- *> On normal exit, D contains the eigenvalues, in descending
- *> order.
- *> \endverbatim
- *>
- *> \param[in,out] E
- *> \verbatim
- *> E is DOUBLE PRECISION array, dimension (N-1)
- *> On entry, the (n-1) subdiagonal elements of the tridiagonal
- *> matrix.
- *> On exit, E has been destroyed.
- *> \endverbatim
- *>
- *> \param[in,out] Z
- *> \verbatim
- *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
- *> On entry, if COMPZ = 'V', the orthogonal matrix used in the
- *> reduction to tridiagonal form.
- *> On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
- *> original symmetric matrix;
- *> if COMPZ = 'I', the orthonormal eigenvectors of the
- *> tridiagonal matrix.
- *> If INFO > 0 on exit, Z contains the eigenvectors associated
- *> with only the stored eigenvalues.
- *> If COMPZ = 'N', then Z is not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDZ
- *> \verbatim
- *> LDZ is INTEGER
- *> The leading dimension of the array Z. LDZ >= 1, and if
- *> COMPZ = 'V' or 'I', LDZ >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (4*N)
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit.
- *> < 0: if INFO = -i, the i-th argument had an illegal value.
- *> > 0: if INFO = i, and i is:
- *> <= N the Cholesky factorization of the matrix could
- *> not be performed because the i-th principal minor
- *> was not positive definite.
- *> > N the SVD algorithm failed to converge;
- *> if INFO = N+i, i off-diagonal elements of the
- *> bidiagonal factor did not converge to zero.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup doublePTcomputational
- *
- * =====================================================================
- SUBROUTINE DPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
- *
- * -- LAPACK computational routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- CHARACTER COMPZ
- INTEGER INFO, LDZ, N
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- EXTERNAL LSAME
- * ..
- * .. External Subroutines ..
- EXTERNAL DBDSQR, DLASET, DPTTRF, XERBLA
- * ..
- * .. Local Arrays ..
- DOUBLE PRECISION C( 1, 1 ), VT( 1, 1 )
- * ..
- * .. Local Scalars ..
- INTEGER I, ICOMPZ, NRU
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- *
- IF( LSAME( COMPZ, 'N' ) ) THEN
- ICOMPZ = 0
- ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
- ICOMPZ = 1
- ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
- ICOMPZ = 2
- ELSE
- ICOMPZ = -1
- END IF
- IF( ICOMPZ.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1,
- $ N ) ) ) THEN
- INFO = -6
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DPTEQR', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- IF( N.EQ.1 ) THEN
- IF( ICOMPZ.GT.0 )
- $ Z( 1, 1 ) = ONE
- RETURN
- END IF
- IF( ICOMPZ.EQ.2 )
- $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
- *
- * Call DPTTRF to factor the matrix.
- *
- CALL DPTTRF( N, D, E, INFO )
- IF( INFO.NE.0 )
- $ RETURN
- DO 10 I = 1, N
- D( I ) = SQRT( D( I ) )
- 10 CONTINUE
- DO 20 I = 1, N - 1
- E( I ) = E( I )*D( I )
- 20 CONTINUE
- *
- * Call DBDSQR to compute the singular values/vectors of the
- * bidiagonal factor.
- *
- IF( ICOMPZ.GT.0 ) THEN
- NRU = N
- ELSE
- NRU = 0
- END IF
- CALL DBDSQR( 'Lower', N, 0, NRU, 0, D, E, VT, 1, Z, LDZ, C, 1,
- $ WORK, INFO )
- *
- * Square the singular values.
- *
- IF( INFO.EQ.0 ) THEN
- DO 30 I = 1, N
- D( I ) = D( I )*D( I )
- 30 CONTINUE
- ELSE
- INFO = N + INFO
- END IF
- *
- RETURN
- *
- * End of DPTEQR
- *
- END
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