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- *> \brief <b> DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b>
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DSYEVD + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevd.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevd.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevd.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK,
- * LIWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER JOBZ, UPLO
- * INTEGER INFO, LDA, LIWORK, LWORK, N
- * ..
- * .. Array Arguments ..
- * INTEGER IWORK( * )
- * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
- *> real symmetric matrix A. If eigenvectors are desired, it uses a
- *> divide and conquer algorithm.
- *>
- *> The divide and conquer algorithm makes very mild assumptions about
- *> floating point arithmetic. It will work on machines with a guard
- *> digit in add/subtract, or on those binary machines without guard
- *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
- *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
- *> without guard digits, but we know of none.
- *>
- *> Because of large use of BLAS of level 3, DSYEVD needs N**2 more
- *> workspace than DSYEVX.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] JOBZ
- *> \verbatim
- *> JOBZ is CHARACTER*1
- *> = 'N': Compute eigenvalues only;
- *> = 'V': Compute eigenvalues and eigenvectors.
- *> \endverbatim
- *>
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> = 'U': Upper triangle of A is stored;
- *> = 'L': Lower triangle of A is stored.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is DOUBLE PRECISION array, dimension (LDA, N)
- *> On entry, the symmetric matrix A. If UPLO = 'U', the
- *> leading N-by-N upper triangular part of A contains the
- *> upper triangular part of the matrix A. If UPLO = 'L',
- *> the leading N-by-N lower triangular part of A contains
- *> the lower triangular part of the matrix A.
- *> On exit, if JOBZ = 'V', then if INFO = 0, A contains the
- *> orthonormal eigenvectors of the matrix A.
- *> If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
- *> or the upper triangle (if UPLO='U') of A, including the
- *> diagonal, is destroyed.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] W
- *> \verbatim
- *> W is DOUBLE PRECISION array, dimension (N)
- *> If INFO = 0, the eigenvalues in ascending order.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array,
- *> dimension (LWORK)
- *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK.
- *> If N <= 1, LWORK must be at least 1.
- *> If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1.
- *> If JOBZ = 'V' and N > 1, LWORK must be at least
- *> 1 + 6*N + 2*N**2.
- *>
- *> If LWORK = -1, then a workspace query is assumed; the routine
- *> only calculates the optimal sizes of the WORK and IWORK
- *> arrays, returns these values as the first entries of the WORK
- *> and IWORK arrays, and no error message related to LWORK or
- *> LIWORK is issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
- *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
- *> \endverbatim
- *>
- *> \param[in] LIWORK
- *> \verbatim
- *> LIWORK is INTEGER
- *> The dimension of the array IWORK.
- *> If N <= 1, LIWORK must be at least 1.
- *> If JOBZ = 'N' and N > 1, LIWORK must be at least 1.
- *> If JOBZ = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
- *>
- *> If LIWORK = -1, then a workspace query is assumed; the
- *> routine only calculates the optimal sizes of the WORK and
- *> IWORK arrays, returns these values as the first entries of
- *> the WORK and IWORK arrays, and no error message related to
- *> LWORK or LIWORK is issued by XERBLA.
- *> \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 JOBZ = 'N', then the algorithm failed
- *> to converge; i off-diagonal elements of an intermediate
- *> tridiagonal form did not converge to zero;
- *> if INFO = i and JOBZ = 'V', then the algorithm failed
- *> to compute an eigenvalue while working on the submatrix
- *> lying in rows and columns INFO/(N+1) through
- *> mod(INFO,N+1).
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup doubleSYeigen
- *
- *> \par Contributors:
- * ==================
- *>
- *> Jeff Rutter, Computer Science Division, University of California
- *> at Berkeley, USA \n
- *> Modified by Francoise Tisseur, University of Tennessee \n
- *> Modified description of INFO. Sven, 16 Feb 05. \n
-
-
- *>
- * =====================================================================
- SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK,
- $ LIWORK, INFO )
- *
- * -- LAPACK driver routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER JOBZ, UPLO
- INTEGER INFO, LDA, LIWORK, LWORK, N
- * ..
- * .. Array Arguments ..
- INTEGER IWORK( * )
- DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- * ..
- * .. Local Scalars ..
- *
- LOGICAL LOWER, LQUERY, WANTZ
- INTEGER IINFO, INDE, INDTAU, INDWK2, INDWRK, ISCALE,
- $ LIOPT, LIWMIN, LLWORK, LLWRK2, LOPT, LWMIN
- DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
- $ SMLNUM
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- INTEGER ILAENV
- DOUBLE PRECISION DLAMCH, DLANSY
- EXTERNAL LSAME, DLAMCH, DLANSY, ILAENV
- * ..
- * .. External Subroutines ..
- EXTERNAL DLACPY, DLASCL, DORMTR, DSCAL, DSTEDC, DSTERF,
- $ DSYTRD, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- WANTZ = LSAME( JOBZ, 'V' )
- LOWER = LSAME( UPLO, 'L' )
- LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
- *
- INFO = 0
- IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
- INFO = -1
- ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
- INFO = -2
- ELSE IF( N.LT.0 ) THEN
- INFO = -3
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -5
- END IF
- *
- IF( INFO.EQ.0 ) THEN
- IF( N.LE.1 ) THEN
- LIWMIN = 1
- LWMIN = 1
- LOPT = LWMIN
- LIOPT = LIWMIN
- ELSE
- IF( WANTZ ) THEN
- LIWMIN = 3 + 5*N
- LWMIN = 1 + 6*N + 2*N**2
- ELSE
- LIWMIN = 1
- LWMIN = 2*N + 1
- END IF
- LOPT = MAX( LWMIN, 2*N +
- $ N*ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 ) )
- LIOPT = LIWMIN
- END IF
- WORK( 1 ) = LOPT
- IWORK( 1 ) = LIOPT
- *
- IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
- INFO = -8
- ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
- INFO = -10
- END IF
- END IF
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'DSYEVD', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- IF( N.EQ.1 ) THEN
- W( 1 ) = A( 1, 1 )
- IF( WANTZ )
- $ A( 1, 1 ) = ONE
- RETURN
- END IF
- *
- * Get machine constants.
- *
- SAFMIN = DLAMCH( 'Safe minimum' )
- EPS = DLAMCH( 'Precision' )
- SMLNUM = SAFMIN / EPS
- BIGNUM = ONE / SMLNUM
- RMIN = SQRT( SMLNUM )
- RMAX = SQRT( BIGNUM )
- *
- * Scale matrix to allowable range, if necessary.
- *
- ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
- ISCALE = 0
- IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
- ISCALE = 1
- SIGMA = RMIN / ANRM
- ELSE IF( ANRM.GT.RMAX ) THEN
- ISCALE = 1
- SIGMA = RMAX / ANRM
- END IF
- IF( ISCALE.EQ.1 )
- $ CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
- *
- * Call DSYTRD to reduce symmetric matrix to tridiagonal form.
- *
- INDE = 1
- INDTAU = INDE + N
- INDWRK = INDTAU + N
- LLWORK = LWORK - INDWRK + 1
- INDWK2 = INDWRK + N*N
- LLWRK2 = LWORK - INDWK2 + 1
- *
- CALL DSYTRD( UPLO, N, A, LDA, W, WORK( INDE ), WORK( INDTAU ),
- $ WORK( INDWRK ), LLWORK, IINFO )
- *
- * For eigenvalues only, call DSTERF. For eigenvectors, first call
- * DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
- * tridiagonal matrix, then call DORMTR to multiply it by the
- * Householder transformations stored in A.
- *
- IF( .NOT.WANTZ ) THEN
- CALL DSTERF( N, W, WORK( INDE ), INFO )
- ELSE
- CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
- $ WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
- CALL DORMTR( 'L', UPLO, 'N', N, N, A, LDA, WORK( INDTAU ),
- $ WORK( INDWRK ), N, WORK( INDWK2 ), LLWRK2, IINFO )
- CALL DLACPY( 'A', N, N, WORK( INDWRK ), N, A, LDA )
- END IF
- *
- * If matrix was scaled, then rescale eigenvalues appropriately.
- *
- IF( ISCALE.EQ.1 )
- $ CALL DSCAL( N, ONE / SIGMA, W, 1 )
- *
- WORK( 1 ) = LOPT
- IWORK( 1 ) = LIOPT
- *
- RETURN
- *
- * End of DSYEVD
- *
- END
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