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SUBROUTINE SSYGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
$ LWORK, INFO )
*
* -- LAPACK driver routine (version 2.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* September 30, 1994
*
* .. Scalar Arguments ..
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDA, LDB, LWORK, N
* ..
* .. Array Arguments ..
REAL A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
* ..
*
* Purpose
* =======
*
* SSYGV computes all the eigenvalues, and optionally, the eigenvectors
* of a real generalized symmetric-definite eigenproblem, of the form
* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
* Here A and B are assumed to be symmetric and B is also
* positive definite.
*
* Arguments
* =========
*
* ITYPE (input) INTEGER
* Specifies the problem type to be solved:
* = 1: A*x = (lambda)*B*x
* = 2: A*B*x = (lambda)*x
* = 3: B*A*x = (lambda)*x
*
* JOBZ (input) CHARACTER*1
* = 'N': Compute eigenvalues only;
* = 'V': Compute eigenvalues and eigenvectors.
*
* UPLO (input) CHARACTER*1
* = 'U': Upper triangles of A and B are stored;
* = 'L': Lower triangles of A and B are stored.
*
* N (input) INTEGER
* The order of the matrices A and B. N >= 0.
*
* A (input/output) REAL 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
* matrix Z of eigenvectors. The eigenvectors are normalized
* as follows:
* if ITYPE = 1 or 2, Z**T*B*Z = I;
* if ITYPE = 3, Z**T*inv(B)*Z = I.
* If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
* or the lower triangle (if UPLO='L') of A, including the
* diagonal, is destroyed.
*
* LDA (input) INTEGER
* The leading dimension of the array A. LDA >= max(1,N).
*
* B (input/output) REAL array, dimension (LDB, N)
* On entry, the symmetric matrix B. If UPLO = 'U', the
* leading N-by-N upper triangular part of B contains the
* upper triangular part of the matrix B. If UPLO = 'L',
* the leading N-by-N lower triangular part of B contains
* the lower triangular part of the matrix B.
*
* On exit, if INFO <= N, the part of B containing the matrix is
* overwritten by the triangular factor U or L from the Cholesky
* factorization B = U**T*U or B = L*L**T.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* W (output) REAL array, dimension (N)
* If INFO = 0, the eigenvalues in ascending order.
*
* WORK (workspace/output) REAL array, dimension (LWORK)
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The length of the array WORK. LWORK >= max(1,3*N-1).
* For optimal efficiency, LWORK >= (NB+2)*N,
* where NB is the blocksize for SSYTRD returned by ILAENV.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: SPOTRF or SSYEV returned an error code:
* <= N: if INFO = i, SSYEV failed to converge;
* i off-diagonal elements of an intermediate
* tridiagonal form did not converge to zero;
* > N: if INFO = N + i, for 1 <= i <= N, then the leading
* minor of order i of B is not positive definite.
* The factorization of B could not be completed and
* no eigenvalues or eigenvectors were computed.
*
* =====================================================================
*
* .. Parameters ..
REAL ONE
PARAMETER ( ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER, WANTZ
CHARACTER TRANS
INTEGER NEIG
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL SPOTRF, SSYEV, SSYGST, STRMM, STRSM, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
UPPER = LSAME( UPLO, 'U' )
*
INFO = 0
IF( ITYPE.LT.0 .OR. ITYPE.GT.3 ) THEN
INFO = -1
ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -2
ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -8
ELSE IF( LWORK.LT.MAX( 1, 3*N-1 ) ) THEN
INFO = -11
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'SSYGV ', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Form a Cholesky factorization of B.
*
CALL SPOTRF( UPLO, N, B, LDB, INFO )
IF( INFO.NE.0 ) THEN
INFO = N + INFO
RETURN
END IF
*
* Transform problem to standard eigenvalue problem and solve.
*
CALL SSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
CALL SSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO )
*
IF( WANTZ ) THEN
*
* Backtransform eigenvectors to the original problem.
*
NEIG = N
IF( INFO.GT.0 )
$ NEIG = INFO - 1
IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
*
* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
* backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
*
IF( UPPER ) THEN
TRANS = 'N'
ELSE
TRANS = 'T'
END IF
*
CALL STRSM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE,
$ B, LDB, A, LDA )
*
ELSE IF( ITYPE.EQ.3 ) THEN
*
* For B*A*x=(lambda)*x;
* backtransform eigenvectors: x = L*y or U'*y
*
IF( UPPER ) THEN
TRANS = 'T'
ELSE
TRANS = 'N'
END IF
*
CALL STRMM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE,
$ B, LDB, A, LDA )
END IF
END IF
RETURN
*
* End of SSYGV
*
END
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