#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dsbgvx_(char *jobz, char *range, char *uplo, integer *n, integer *ka, integer *kb, doublereal *ab, integer *ldab, doublereal * bb, integer *ldbb, doublereal *q, integer *ldq, doublereal *vl, doublereal *vu, integer *il, integer *iu, doublereal *abstol, integer *m, doublereal *w, doublereal *z__, integer *ldz, doublereal *work, integer *iwork, integer *ifail, integer *info) { /* -- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DSBGVX computes selected eigenvalues, and optionally, eigenvectors of a real generalized symmetric-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and banded, and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either all eigenvalues, a range of values or a range of indices for the desired eigenvalues. Arguments ========= JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. RANGE (input) 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. 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. KA (input) INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KA >= 0. KB (input) INTEGER The number of superdiagonals of the matrix B if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KB >= 0. AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N) On entry, the upper or lower triangle of the symmetric band matrix A, stored in the first ka+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows: if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). On exit, the contents of AB are destroyed. LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KA+1. BB (input/output) DOUBLE PRECISION array, dimension (LDBB, N) On entry, the upper or lower triangle of the symmetric band matrix B, stored in the first kb+1 rows of the array. The j-th column of B is stored in the j-th column of the array BB as follows: if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). On exit, the factor S from the split Cholesky factorization B = S**T*S, as returned by DPBSTF. LDBB (input) INTEGER The leading dimension of the array BB. LDBB >= KB+1. Q (output) DOUBLE PRECISION array, dimension (LDQ, N) If JOBZ = 'V', the n-by-n matrix used in the reduction of A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x, and consequently C to tridiagonal form. If JOBZ = 'N', the array Q is not referenced. LDQ (input) INTEGER The leading dimension of the array Q. If JOBZ = 'N', LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues 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'. ABSTOL (input) 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'). M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) DOUBLE PRECISION array, dimension (N) If INFO = 0, the eigenvalues in ascending order. Z (output) DOUBLE PRECISION array, dimension (LDZ, N) If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized so Z**T*B*Z = I. If JOBZ = 'N', then Z is not referenced. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). WORK (workspace/output) DOUBLE PRECISION array, dimension (7*N) IWORK (workspace/output) INTEGER array, dimension (5*N) IFAIL (output) INTEGER array, dimension (M) 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 eigenvalues that failed to converge. If JOBZ = 'N', then IFAIL is not referenced. INFO (output) INTEGER = 0 : successful exit < 0 : if INFO = -i, the i-th argument had an illegal value <= N: if INFO = i, then i eigenvectors failed to converge. Their indices are stored in IFAIL. > N : DPBSTF returned an error code; i.e., 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. Further Details =============== Based on contributions by Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static doublereal c_b25 = 1.; static doublereal c_b27 = 0.; /* System generated locals */ integer ab_dim1, ab_offset, bb_dim1, bb_offset, q_dim1, q_offset, z_dim1, z_offset, i__1, i__2; /* Local variables */ static integer i__, j, jj; static doublereal tmp1; static integer indd, inde; static char vect[1]; static logical test; static integer itmp1, indee; extern logical lsame_(char *, char *); extern /* Subroutine */ int dgemv_(char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *); static integer iinfo; static char order[1]; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), dswap_(integer *, doublereal *, integer *, doublereal *, integer *); static logical upper, wantz, alleig, indeig; static integer indibl; static logical valeig; extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *), dpbstf_(char *, integer *, integer *, doublereal *, integer *, integer *), dsbtrd_( char *, char *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *); static integer indisp; extern /* Subroutine */ int dsbgst_(char *, char *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *, doublereal *, integer *), dstein_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, integer *); static integer indiwo; extern /* Subroutine */ int dsterf_(integer *, doublereal *, doublereal *, integer *), dstebz_(char *, char *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *); static integer indwrk; extern /* Subroutine */ int dsteqr_(char *, integer *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, integer *); static integer nsplit; ab_dim1 = *ldab; ab_offset = 1 + ab_dim1; ab -= ab_offset; bb_dim1 = *ldbb; bb_offset = 1 + bb_dim1; bb -= bb_offset; q_dim1 = *ldq; q_offset = 1 + q_dim1; q -= q_offset; --w; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --work; --iwork; --ifail; /* Function Body */ wantz = lsame_(jobz, "V"); upper = lsame_(uplo, "U"); alleig = lsame_(range, "A"); valeig = lsame_(range, "V"); indeig = lsame_(range, "I"); *info = 0; if (! (wantz || lsame_(jobz, "N"))) { *info = -1; } else if (! (alleig || valeig || indeig)) { *info = -2; } else if (! (upper || lsame_(uplo, "L"))) { *info = -3; } else if (*n < 0) { *info = -4; } else if (*ka < 0) { *info = -5; } else if (*kb < 0 || *kb > *ka) { *info = -6; } else if (*ldab < *ka + 1) { *info = -8; } else if (*ldbb < *kb + 1) { *info = -10; } else if (*ldq < 1 || wantz && *ldq < *n) { *info = -12; } else { if (valeig) { if (*n > 0 && *vu <= *vl) { *info = -14; } } else if (indeig) { if (*il < 1 || *il > max(1,*n)) { *info = -15; } else if (*iu < min(*n,*il) || *iu > *n) { *info = -16; } } } if (*info == 0) { if (*ldz < 1 || wantz && *ldz < *n) { *info = -21; } } if (*info != 0) { i__1 = -(*info); xerbla_("DSBGVX", &i__1); return 0; } /* Quick return if possible */ *m = 0; if (*n == 0) { return 0; } /* Form a split Cholesky factorization of B. */ dpbstf_(uplo, n, kb, &bb[bb_offset], ldbb, info); if (*info != 0) { *info = *n + *info; return 0; } /* Transform problem to standard eigenvalue problem. */ dsbgst_(jobz, uplo, n, ka, kb, &ab[ab_offset], ldab, &bb[bb_offset], ldbb, &q[q_offset], ldq, &work[1], &iinfo); /* Reduce symmetric band matrix to tridiagonal form. */ indd = 1; inde = indd + *n; indwrk = inde + *n; if (wantz) { *(unsigned char *)vect = 'U'; } else { *(unsigned char *)vect = 'N'; } dsbtrd_(vect, uplo, n, ka, &ab[ab_offset], ldab, &work[indd], &work[inde], &q[q_offset], ldq, &work[indwrk], &iinfo); /* If all eigenvalues are desired and ABSTOL is less than or equal to zero, then call DSTERF or SSTEQR. If this fails for some eigenvalue, then try DSTEBZ. */ test = FALSE_; if (indeig) { if (*il == 1 && *iu == *n) { test = TRUE_; } } if ((alleig || test) && *abstol <= 0.) { dcopy_(n, &work[indd], &c__1, &w[1], &c__1); indee = indwrk + (*n << 1); i__1 = *n - 1; dcopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1); if (! wantz) { dsterf_(n, &w[1], &work[indee], info); } else { dlacpy_("A", n, n, &q[q_offset], ldq, &z__[z_offset], ldz); dsteqr_(jobz, n, &w[1], &work[indee], &z__[z_offset], ldz, &work[ indwrk], info); if (*info == 0) { i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { ifail[i__] = 0; /* L10: */ } } } if (*info == 0) { *m = *n; goto L30; } *info = 0; } /* Otherwise, call DSTEBZ and, if eigenvectors are desired, call DSTEIN. */ if (wantz) { *(unsigned char *)order = 'B'; } else { *(unsigned char *)order = 'E'; } indibl = 1; indisp = indibl + *n; indiwo = indisp + *n; dstebz_(range, order, n, vl, vu, il, iu, abstol, &work[indd], &work[inde], m, &nsplit, &w[1], &iwork[indibl], &iwork[indisp], &work[indwrk], &iwork[indiwo], info); if (wantz) { dstein_(n, &work[indd], &work[inde], m, &w[1], &iwork[indibl], &iwork[ indisp], &z__[z_offset], ldz, &work[indwrk], &iwork[indiwo], & ifail[1], info); /* Apply transformation matrix used in reduction to tridiagonal form to eigenvectors returned by DSTEIN. */ i__1 = *m; for (j = 1; j <= i__1; ++j) { dcopy_(n, &z__[j * z_dim1 + 1], &c__1, &work[1], &c__1); dgemv_("N", n, n, &c_b25, &q[q_offset], ldq, &work[1], &c__1, & c_b27, &z__[j * z_dim1 + 1], &c__1); /* L20: */ } } L30: /* If eigenvalues are not in order, then sort them, along with eigenvectors. */ if (wantz) { i__1 = *m - 1; for (j = 1; j <= i__1; ++j) { i__ = 0; tmp1 = w[j]; i__2 = *m; for (jj = j + 1; jj <= i__2; ++jj) { if (w[jj] < tmp1) { i__ = jj; tmp1 = w[jj]; } /* L40: */ } if (i__ != 0) { 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; dswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * z_dim1 + 1], &c__1); if (*info != 0) { itmp1 = ifail[i__]; ifail[i__] = ifail[j]; ifail[j] = itmp1; } } /* L50: */ } } return 0; /* End of DSBGVX */ } /* dsbgvx_ */