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
|
*> \brief \b CHEGVD
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHEGVD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chegvd.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chegvd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chegvd.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
* LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, UPLO
* INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LRWORK, LWORK, N
* ..
* .. Array Arguments ..
* INTEGER IWORK( * )
* REAL RWORK( * ), W( * )
* COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CHEGVD computes all the eigenvalues, and optionally, the eigenvectors
*> of a complex generalized Hermitian-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 Hermitian and B is also positive definite.
*> 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.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ITYPE
*> \verbatim
*> ITYPE is 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
*> \endverbatim
*>
*> \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 triangles of A and B are stored;
*> = 'L': Lower triangles of A and B are stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrices A and B. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is COMPLEX array, dimension (LDA, N)
*> On entry, the Hermitian 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**H*B*Z = I;
*> if ITYPE = 3, Z**H*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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*> B is COMPLEX array, dimension (LDB, N)
*> On entry, the Hermitian 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**H*U or B = L*L**H.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B. LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*> W is REAL array, dimension (N)
*> If INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX 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.
*> If N <= 1, LWORK >= 1.
*> If JOBZ = 'N' and N > 1, LWORK >= N + 1.
*> If JOBZ = 'V' and N > 1, LWORK >= 2*N + N**2.
*>
*> If LWORK = -1, then a workspace query is assumed; the routine
*> only calculates the optimal sizes of the WORK, RWORK and
*> IWORK arrays, returns these values as the first entries of
*> the WORK, RWORK and IWORK arrays, and no error message
*> related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (MAX(1,LRWORK))
*> On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
*> \endverbatim
*>
*> \param[in] LRWORK
*> \verbatim
*> LRWORK is INTEGER
*> The dimension of the array RWORK.
*> If N <= 1, LRWORK >= 1.
*> If JOBZ = 'N' and N > 1, LRWORK >= N.
*> If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
*>
*> If LRWORK = -1, then a workspace query is assumed; the
*> routine only calculates the optimal sizes of the WORK, RWORK
*> and IWORK arrays, returns these values as the first entries
*> of the WORK, RWORK and IWORK arrays, and no error message
*> related to LWORK or LRWORK 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 >= 1.
*> If JOBZ = 'N' and N > 1, LIWORK >= 1.
*> If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
*>
*> If LIWORK = -1, then a workspace query is assumed; the
*> routine only calculates the optimal sizes of the WORK, RWORK
*> and IWORK arrays, returns these values as the first entries
*> of the WORK, RWORK and IWORK arrays, and no error message
*> related to LWORK or LRWORK 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: CPOTRF or CHEEVD returned an error code:
*> <= N: 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);
*> > 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.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complexHEeigen
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Modified so that no backsubstitution is performed if CHEEVD fails to
*> converge (NEIG in old code could be greater than N causing out of
*> bounds reference to A - reported by Ralf Meyer). Also corrected the
*> description of INFO and the test on ITYPE. Sven, 16 Feb 05.
*> \endverbatim
*
*> \par Contributors:
* ==================
*>
*> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
*>
* =====================================================================
SUBROUTINE CHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
$ LWORK, RWORK, LRWORK, IWORK, LIWORK, 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..--
* December 2016
*
* .. Scalar Arguments ..
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LRWORK, LWORK, N
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
REAL RWORK( * ), W( * )
COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
COMPLEX CONE
PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ) )
* ..
* .. Local Scalars ..
LOGICAL LQUERY, UPPER, WANTZ
CHARACTER TRANS
INTEGER LIOPT, LIWMIN, LOPT, LROPT, LRWMIN, LWMIN
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL CHEEVD, CHEGST, CPOTRF, CTRMM, CTRSM, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, REAL
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
UPPER = LSAME( UPLO, 'U' )
LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
INFO = 0
IF( N.LE.1 ) THEN
LWMIN = 1
LRWMIN = 1
LIWMIN = 1
ELSE IF( WANTZ ) THEN
LWMIN = 2*N + N*N
LRWMIN = 1 + 5*N + 2*N*N
LIWMIN = 3 + 5*N
ELSE
LWMIN = N + 1
LRWMIN = N
LIWMIN = 1
END IF
LOPT = LWMIN
LROPT = LRWMIN
LIOPT = LIWMIN
IF( ITYPE.LT.1 .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
END IF
*
IF( INFO.EQ.0 ) THEN
WORK( 1 ) = LOPT
RWORK( 1 ) = LROPT
IWORK( 1 ) = LIOPT
*
IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
INFO = -11
ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
INFO = -13
ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
INFO = -15
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CHEGVD', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Form a Cholesky factorization of B.
*
CALL CPOTRF( 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 CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
CALL CHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK,
$ IWORK, LIWORK, INFO )
LOPT = MAX( REAL( LOPT ), REAL( WORK( 1 ) ) )
LROPT = MAX( REAL( LROPT ), REAL( RWORK( 1 ) ) )
LIOPT = MAX( REAL( LIOPT ), REAL( IWORK( 1 ) ) )
*
IF( WANTZ .AND. INFO.EQ.0 ) THEN
*
* Backtransform eigenvectors to the original problem.
*
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)**H *y or inv(U)*y
*
IF( UPPER ) THEN
TRANS = 'N'
ELSE
TRANS = 'C'
END IF
*
CALL CTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, N, CONE,
$ B, LDB, A, LDA )
*
ELSE IF( ITYPE.EQ.3 ) THEN
*
* For B*A*x=(lambda)*x;
* backtransform eigenvectors: x = L*y or U**H *y
*
IF( UPPER ) THEN
TRANS = 'C'
ELSE
TRANS = 'N'
END IF
*
CALL CTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, N, CONE,
$ B, LDB, A, LDA )
END IF
END IF
*
WORK( 1 ) = LOPT
RWORK( 1 ) = LROPT
IWORK( 1 ) = LIOPT
*
RETURN
*
* End of CHEGVD
*
END
|