1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554
|
*> \brief <b> DSYEVX 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 DSYEVX + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyevx.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyevx.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyevx.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
* ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK,
* IFAIL, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, RANGE, UPLO
* INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
* DOUBLE PRECISION ABSTOL, VL, VU
* ..
* .. Array Arguments ..
* INTEGER IFAIL( * ), IWORK( * )
* DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSYEVX computes selected eigenvalues and, optionally, eigenvectors
*> of a real symmetric matrix A. Eigenvalues and eigenvectors can be
*> selected by specifying either a range of values or a range of indices
*> for the desired eigenvalues.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] JOBZ
*> \verbatim
*> JOBZ is CHARACTER*1
*> = 'N': Compute eigenvalues only;
*> = 'V': Compute eigenvalues and eigenvectors.
*> \endverbatim
*>
*> \param[in] RANGE
*> \verbatim
*> RANGE is CHARACTER*1
*> = 'A': all eigenvalues will be found.
*> = 'V': all eigenvalues in the half-open interval (VL,VU]
*> will be found.
*> = 'I': the IL-th through IU-th eigenvalues will be found.
*> \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, 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[in] VL
*> \verbatim
*> VL is DOUBLE PRECISION
*> If RANGE='V', the lower bound of the interval to
*> be searched for eigenvalues. VL < VU.
*> Not referenced if RANGE = 'A' or 'I'.
*> \endverbatim
*>
*> \param[in] VU
*> \verbatim
*> VU is DOUBLE PRECISION
*> If RANGE='V', the upper bound of the interval to
*> be searched for eigenvalues. VL < VU.
*> Not referenced if RANGE = 'A' or 'I'.
*> \endverbatim
*>
*> \param[in] IL
*> \verbatim
*> IL is INTEGER
*> If RANGE='I', the index of the
*> smallest eigenvalue to be returned.
*> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
*> Not referenced if RANGE = 'A' or 'V'.
*> \endverbatim
*>
*> \param[in] IU
*> \verbatim
*> IU is INTEGER
*> If RANGE='I', the index of the
*> largest eigenvalue to be returned.
*> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
*> Not referenced if RANGE = 'A' or 'V'.
*> \endverbatim
*>
*> \param[in] ABSTOL
*> \verbatim
*> ABSTOL is DOUBLE PRECISION
*> The absolute error tolerance for the eigenvalues.
*> An approximate eigenvalue is accepted as converged
*> when it is determined to lie in an interval [a,b]
*> of width less than or equal to
*>
*> ABSTOL + EPS * max( |a|,|b| ) ,
*>
*> where EPS is the machine precision. If ABSTOL is less than
*> or equal to zero, then EPS*|T| will be used in its place,
*> where |T| is the 1-norm of the tridiagonal matrix obtained
*> by reducing A to tridiagonal form.
*>
*> Eigenvalues will be computed most accurately when ABSTOL is
*> set to twice the underflow threshold 2*DLAMCH('S'), not zero.
*> If this routine returns with INFO>0, indicating that some
*> eigenvectors did not converge, try setting ABSTOL to
*> 2*DLAMCH('S').
*>
*> See "Computing Small Singular Values of Bidiagonal Matrices
*> with Guaranteed High Relative Accuracy," by Demmel and
*> Kahan, LAPACK Working Note #3.
*> \endverbatim
*>
*> \param[out] M
*> \verbatim
*> M is INTEGER
*> The total number of eigenvalues found. 0 <= M <= N.
*> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*> W is DOUBLE PRECISION array, dimension (N)
*> On normal exit, the first M elements contain the selected
*> eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
*> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
*> contain the orthonormal eigenvectors of the matrix A
*> corresponding to the selected eigenvalues, with the i-th
*> column of Z holding the eigenvector associated with W(i).
*> If an eigenvector fails to converge, then that column of Z
*> contains the latest approximation to the eigenvector, and the
*> index of the eigenvector is returned in IFAIL.
*> If JOBZ = 'N', then Z is not referenced.
*> Note: the user must ensure that at least max(1,M) columns are
*> supplied in the array Z; if RANGE = 'V', the exact value of M
*> is not known in advance and an upper bound must be used.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*> LDZ is INTEGER
*> The leading dimension of the array Z. LDZ >= 1, and if
*> JOBZ = 'V', LDZ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The length of the array WORK. LWORK >= 1, when N <= 1;
*> otherwise 8*N.
*> For optimal efficiency, LWORK >= (NB+3)*N,
*> where NB is the max of the blocksize for DSYTRD and DORMTR
*> returned by ILAENV.
*>
*> If LWORK = -1, then a workspace query is assumed; the routine
*> only calculates the optimal size of the WORK array, returns
*> this value as the first entry of the WORK array, and no error
*> message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER array, dimension (5*N)
*> \endverbatim
*>
*> \param[out] IFAIL
*> \verbatim
*> IFAIL is INTEGER array, dimension (N)
*> If JOBZ = 'V', then if INFO = 0, the first M elements of
*> IFAIL are zero. If INFO > 0, then IFAIL contains the
*> indices of the eigenvectors that failed to converge.
*> If JOBZ = 'N', then IFAIL is not referenced.
*> \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, then i eigenvectors failed to converge.
*> Their indices are stored in array IFAIL.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date June 2016
*
*> \ingroup doubleSYeigen
*
* =====================================================================
SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
$ ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK,
$ IFAIL, INFO )
*
* -- LAPACK driver 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..--
* June 2016
*
* .. Scalar Arguments ..
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
DOUBLE PRECISION ABSTOL, VL, VU
* ..
* .. Array Arguments ..
INTEGER IFAIL( * ), IWORK( * )
DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, TEST, VALEIG,
$ WANTZ
CHARACTER ORDER
INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
$ INDISP, INDIWO, INDTAU, INDWKN, INDWRK, ISCALE,
$ ITMP1, J, JJ, LLWORK, LLWRKN, LWKMIN,
$ LWKOPT, NB, NSPLIT
DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
$ SIGMA, SMLNUM, TMP1, VLL, VUU
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV
DOUBLE PRECISION DLAMCH, DLANSY
EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DLACPY, DORGTR, DORMTR, DSCAL, DSTEBZ,
$ DSTEIN, DSTEQR, DSTERF, DSWAP, DSYTRD, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
LOWER = LSAME( UPLO, 'L' )
WANTZ = LSAME( JOBZ, 'V' )
ALLEIG = LSAME( RANGE, 'A' )
VALEIG = LSAME( RANGE, 'V' )
INDEIG = LSAME( RANGE, 'I' )
LQUERY = ( LWORK.EQ.-1 )
*
INFO = 0
IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -1
ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
INFO = -2
ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE
IF( VALEIG ) THEN
IF( N.GT.0 .AND. VU.LE.VL )
$ INFO = -8
ELSE IF( INDEIG ) THEN
IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
INFO = -9
ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
INFO = -10
END IF
END IF
END IF
IF( INFO.EQ.0 ) THEN
IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
INFO = -15
END IF
END IF
*
IF( INFO.EQ.0 ) THEN
IF( N.LE.1 ) THEN
LWKMIN = 1
WORK( 1 ) = LWKMIN
ELSE
LWKMIN = 8*N
NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
NB = MAX( NB, ILAENV( 1, 'DORMTR', UPLO, N, -1, -1, -1 ) )
LWKOPT = MAX( LWKMIN, ( NB + 3 )*N )
WORK( 1 ) = LWKOPT
END IF
*
IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
$ INFO = -17
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DSYEVX', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
M = 0
IF( N.EQ.0 ) THEN
RETURN
END IF
*
IF( N.EQ.1 ) THEN
IF( ALLEIG .OR. INDEIG ) THEN
M = 1
W( 1 ) = A( 1, 1 )
ELSE
IF( VL.LT.A( 1, 1 ) .AND. VU.GE.A( 1, 1 ) ) THEN
M = 1
W( 1 ) = A( 1, 1 )
END IF
END IF
IF( WANTZ )
$ Z( 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 = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
*
* Scale matrix to allowable range, if necessary.
*
ISCALE = 0
ABSTLL = ABSTOL
IF( VALEIG ) THEN
VLL = VL
VUU = VU
END IF
ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
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 ) THEN
IF( LOWER ) THEN
DO 10 J = 1, N
CALL DSCAL( N-J+1, SIGMA, A( J, J ), 1 )
10 CONTINUE
ELSE
DO 20 J = 1, N
CALL DSCAL( J, SIGMA, A( 1, J ), 1 )
20 CONTINUE
END IF
IF( ABSTOL.GT.0 )
$ ABSTLL = ABSTOL*SIGMA
IF( VALEIG ) THEN
VLL = VL*SIGMA
VUU = VU*SIGMA
END IF
END IF
*
* Call DSYTRD to reduce symmetric matrix to tridiagonal form.
*
INDTAU = 1
INDE = INDTAU + N
INDD = INDE + N
INDWRK = INDD + N
LLWORK = LWORK - INDWRK + 1
CALL DSYTRD( UPLO, N, A, LDA, WORK( INDD ), WORK( INDE ),
$ WORK( INDTAU ), WORK( INDWRK ), LLWORK, IINFO )
*
* If all eigenvalues are desired and ABSTOL is less than or equal to
* zero, then call DSTERF or DORGTR and SSTEQR. If this fails for
* some eigenvalue, then try DSTEBZ.
*
TEST = .FALSE.
IF( INDEIG ) THEN
IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
TEST = .TRUE.
END IF
END IF
IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
INDEE = INDWRK + 2*N
IF( .NOT.WANTZ ) THEN
CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
CALL DSTERF( N, W, WORK( INDEE ), INFO )
ELSE
CALL DLACPY( 'A', N, N, A, LDA, Z, LDZ )
CALL DORGTR( UPLO, N, Z, LDZ, WORK( INDTAU ),
$ WORK( INDWRK ), LLWORK, IINFO )
CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
CALL DSTEQR( JOBZ, N, W, WORK( INDEE ), Z, LDZ,
$ WORK( INDWRK ), INFO )
IF( INFO.EQ.0 ) THEN
DO 30 I = 1, N
IFAIL( I ) = 0
30 CONTINUE
END IF
END IF
IF( INFO.EQ.0 ) THEN
M = N
GO TO 40
END IF
INFO = 0
END IF
*
* Otherwise, call DSTEBZ and, if eigenvectors are desired, SSTEIN.
*
IF( WANTZ ) THEN
ORDER = 'B'
ELSE
ORDER = 'E'
END IF
INDIBL = 1
INDISP = INDIBL + N
INDIWO = INDISP + N
CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
$ WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
$ IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWRK ),
$ IWORK( INDIWO ), INFO )
*
IF( WANTZ ) THEN
CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
$ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
$ WORK( INDWRK ), IWORK( INDIWO ), IFAIL, INFO )
*
* Apply orthogonal matrix used in reduction to tridiagonal
* form to eigenvectors returned by DSTEIN.
*
INDWKN = INDE
LLWRKN = LWORK - INDWKN + 1
CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
$ LDZ, WORK( INDWKN ), LLWRKN, IINFO )
END IF
*
* If matrix was scaled, then rescale eigenvalues appropriately.
*
40 CONTINUE
IF( ISCALE.EQ.1 ) THEN
IF( INFO.EQ.0 ) THEN
IMAX = M
ELSE
IMAX = INFO - 1
END IF
CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
END IF
*
* If eigenvalues are not in order, then sort them, along with
* eigenvectors.
*
IF( WANTZ ) THEN
DO 60 J = 1, M - 1
I = 0
TMP1 = W( J )
DO 50 JJ = J + 1, M
IF( W( JJ ).LT.TMP1 ) THEN
I = JJ
TMP1 = W( JJ )
END IF
50 CONTINUE
*
IF( I.NE.0 ) THEN
ITMP1 = IWORK( INDIBL+I-1 )
W( I ) = W( J )
IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
W( J ) = TMP1
IWORK( INDIBL+J-1 ) = ITMP1
CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
IF( INFO.NE.0 ) THEN
ITMP1 = IFAIL( I )
IFAIL( I ) = IFAIL( J )
IFAIL( J ) = ITMP1
END IF
END IF
60 CONTINUE
END IF
*
* Set WORK(1) to optimal workspace size.
*
WORK( 1 ) = LWKOPT
*
RETURN
*
* End of DSYEVX
*
END
|