LAPACK 3.3.0

chegvx.f

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00001       SUBROUTINE CHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB,
00002      $                   VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
00003      $                   LWORK, RWORK, IWORK, IFAIL, INFO )
00004 *
00005 *  -- LAPACK driver routine (version 3.2) --
00006 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
00007 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
00008 *     November 2006
00009 *
00010 *     .. Scalar Arguments ..
00011       CHARACTER          JOBZ, RANGE, UPLO
00012       INTEGER            IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
00013       REAL               ABSTOL, VL, VU
00014 *     ..
00015 *     .. Array Arguments ..
00016       INTEGER            IFAIL( * ), IWORK( * )
00017       REAL               RWORK( * ), W( * )
00018       COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * ),
00019      $                   Z( LDZ, * )
00020 *     ..
00021 *
00022 *  Purpose
00023 *  =======
00024 *
00025 *  CHEGVX computes selected eigenvalues, and optionally, eigenvectors
00026 *  of a complex generalized Hermitian-definite eigenproblem, of the form
00027 *  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and
00028 *  B are assumed to be Hermitian and B is also positive definite.
00029 *  Eigenvalues and eigenvectors can be selected by specifying either a
00030 *  range of values or a range of indices for the desired eigenvalues.
00031 *
00032 *  Arguments
00033 *  =========
00034 *
00035 *  ITYPE   (input) INTEGER
00036 *          Specifies the problem type to be solved:
00037 *          = 1:  A*x = (lambda)*B*x
00038 *          = 2:  A*B*x = (lambda)*x
00039 *          = 3:  B*A*x = (lambda)*x
00040 *
00041 *  JOBZ    (input) CHARACTER*1
00042 *          = 'N':  Compute eigenvalues only;
00043 *          = 'V':  Compute eigenvalues and eigenvectors.
00044 *
00045 *  RANGE   (input) CHARACTER*1
00046 *          = 'A': all eigenvalues will be found.
00047 *          = 'V': all eigenvalues in the half-open interval (VL,VU]
00048 *                 will be found.
00049 *          = 'I': the IL-th through IU-th eigenvalues will be found.
00050 **
00051 *  UPLO    (input) CHARACTER*1
00052 *          = 'U':  Upper triangles of A and B are stored;
00053 *          = 'L':  Lower triangles of A and B are stored.
00054 *
00055 *  N       (input) INTEGER
00056 *          The order of the matrices A and B.  N >= 0.
00057 *
00058 *  A       (input/output) COMPLEX array, dimension (LDA, N)
00059 *          On entry, the Hermitian matrix A.  If UPLO = 'U', the
00060 *          leading N-by-N upper triangular part of A contains the
00061 *          upper triangular part of the matrix A.  If UPLO = 'L',
00062 *          the leading N-by-N lower triangular part of A contains
00063 *          the lower triangular part of the matrix A.
00064 *
00065 *          On exit,  the lower triangle (if UPLO='L') or the upper
00066 *          triangle (if UPLO='U') of A, including the diagonal, is
00067 *          destroyed.
00068 *
00069 *  LDA     (input) INTEGER
00070 *          The leading dimension of the array A.  LDA >= max(1,N).
00071 *
00072 *  B       (input/output) COMPLEX array, dimension (LDB, N)
00073 *          On entry, the Hermitian matrix B.  If UPLO = 'U', the
00074 *          leading N-by-N upper triangular part of B contains the
00075 *          upper triangular part of the matrix B.  If UPLO = 'L',
00076 *          the leading N-by-N lower triangular part of B contains
00077 *          the lower triangular part of the matrix B.
00078 *
00079 *          On exit, if INFO <= N, the part of B containing the matrix is
00080 *          overwritten by the triangular factor U or L from the Cholesky
00081 *          factorization B = U**H*U or B = L*L**H.
00082 *
00083 *  LDB     (input) INTEGER
00084 *          The leading dimension of the array B.  LDB >= max(1,N).
00085 *
00086 *  VL      (input) REAL
00087 *  VU      (input) REAL
00088 *          If RANGE='V', the lower and upper bounds of the interval to
00089 *          be searched for eigenvalues. VL < VU.
00090 *          Not referenced if RANGE = 'A' or 'I'.
00091 *
00092 *  IL      (input) INTEGER
00093 *  IU      (input) INTEGER
00094 *          If RANGE='I', the indices (in ascending order) of the
00095 *          smallest and largest eigenvalues to be returned.
00096 *          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
00097 *          Not referenced if RANGE = 'A' or 'V'.
00098 *
00099 *  ABSTOL  (input) REAL
00100 *          The absolute error tolerance for the eigenvalues.
00101 *          An approximate eigenvalue is accepted as converged
00102 *          when it is determined to lie in an interval [a,b]
00103 *          of width less than or equal to
00104 *
00105 *                  ABSTOL + EPS *   max( |a|,|b| ) ,
00106 *
00107 *          where EPS is the machine precision.  If ABSTOL is less than
00108 *          or equal to zero, then  EPS*|T|  will be used in its place,
00109 *          where |T| is the 1-norm of the tridiagonal matrix obtained
00110 *          by reducing A to tridiagonal form.
00111 *
00112 *          Eigenvalues will be computed most accurately when ABSTOL is
00113 *          set to twice the underflow threshold 2*SLAMCH('S'), not zero.
00114 *          If this routine returns with INFO>0, indicating that some
00115 *          eigenvectors did not converge, try setting ABSTOL to
00116 *          2*SLAMCH('S').
00117 *
00118 *  M       (output) INTEGER
00119 *          The total number of eigenvalues found.  0 <= M <= N.
00120 *          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
00121 *
00122 *  W       (output) REAL array, dimension (N)
00123 *          The first M elements contain the selected
00124 *          eigenvalues in ascending order.
00125 *
00126 *  Z       (output) COMPLEX array, dimension (LDZ, max(1,M))
00127 *          If JOBZ = 'N', then Z is not referenced.
00128 *          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
00129 *          contain the orthonormal eigenvectors of the matrix A
00130 *          corresponding to the selected eigenvalues, with the i-th
00131 *          column of Z holding the eigenvector associated with W(i).
00132 *          The eigenvectors are normalized as follows:
00133 *          if ITYPE = 1 or 2, Z**T*B*Z = I;
00134 *          if ITYPE = 3, Z**T*inv(B)*Z = I.
00135 *
00136 *          If an eigenvector fails to converge, then that column of Z
00137 *          contains the latest approximation to the eigenvector, and the
00138 *          index of the eigenvector is returned in IFAIL.
00139 *          Note: the user must ensure that at least max(1,M) columns are
00140 *          supplied in the array Z; if RANGE = 'V', the exact value of M
00141 *          is not known in advance and an upper bound must be used.
00142 *
00143 *  LDZ     (input) INTEGER
00144 *          The leading dimension of the array Z.  LDZ >= 1, and if
00145 *          JOBZ = 'V', LDZ >= max(1,N).
00146 *
00147 *  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
00148 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
00149 *
00150 *  LWORK   (input) INTEGER
00151 *          The length of the array WORK.  LWORK >= max(1,2*N).
00152 *          For optimal efficiency, LWORK >= (NB+1)*N,
00153 *          where NB is the blocksize for CHETRD returned by ILAENV.
00154 *
00155 *          If LWORK = -1, then a workspace query is assumed; the routine
00156 *          only calculates the optimal size of the WORK array, returns
00157 *          this value as the first entry of the WORK array, and no error
00158 *          message related to LWORK is issued by XERBLA.
00159 *
00160 *  RWORK   (workspace) REAL array, dimension (7*N)
00161 *
00162 *  IWORK   (workspace) INTEGER array, dimension (5*N)
00163 *
00164 *  IFAIL   (output) INTEGER array, dimension (N)
00165 *          If JOBZ = 'V', then if INFO = 0, the first M elements of
00166 *          IFAIL are zero.  If INFO > 0, then IFAIL contains the
00167 *          indices of the eigenvectors that failed to converge.
00168 *          If JOBZ = 'N', then IFAIL is not referenced.
00169 *
00170 *  INFO    (output) INTEGER
00171 *          = 0:  successful exit
00172 *          < 0:  if INFO = -i, the i-th argument had an illegal value
00173 *          > 0:  CPOTRF or CHEEVX returned an error code:
00174 *             <= N:  if INFO = i, CHEEVX failed to converge;
00175 *                    i eigenvectors failed to converge.  Their indices
00176 *                    are stored in array IFAIL.
00177 *             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
00178 *                    minor of order i of B is not positive definite.
00179 *                    The factorization of B could not be completed and
00180 *                    no eigenvalues or eigenvectors were computed.
00181 *
00182 *  Further Details
00183 *  ===============
00184 *
00185 *  Based on contributions by
00186 *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
00187 *
00188 *  =====================================================================
00189 *
00190 *     .. Parameters ..
00191       COMPLEX            CONE
00192       PARAMETER          ( CONE = ( 1.0E+0, 0.0E+0 ) )
00193 *     ..
00194 *     .. Local Scalars ..
00195       LOGICAL            ALLEIG, INDEIG, LQUERY, UPPER, VALEIG, WANTZ
00196       CHARACTER          TRANS
00197       INTEGER            LWKOPT, NB
00198 *     ..
00199 *     .. External Functions ..
00200       LOGICAL            LSAME
00201       INTEGER            ILAENV
00202       EXTERNAL           ILAENV, LSAME
00203 *     ..
00204 *     .. External Subroutines ..
00205       EXTERNAL           CHEEVX, CHEGST, CPOTRF, CTRMM, CTRSM, XERBLA
00206 *     ..
00207 *     .. Intrinsic Functions ..
00208       INTRINSIC          MAX, MIN
00209 *     ..
00210 *     .. Executable Statements ..
00211 *
00212 *     Test the input parameters.
00213 *
00214       WANTZ = LSAME( JOBZ, 'V' )
00215       UPPER = LSAME( UPLO, 'U' )
00216       ALLEIG = LSAME( RANGE, 'A' )
00217       VALEIG = LSAME( RANGE, 'V' )
00218       INDEIG = LSAME( RANGE, 'I' )
00219       LQUERY = ( LWORK.EQ.-1 )
00220 *
00221       INFO = 0
00222       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
00223          INFO = -1
00224       ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
00225          INFO = -2
00226       ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
00227          INFO = -3
00228       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
00229          INFO = -4
00230       ELSE IF( N.LT.0 ) THEN
00231          INFO = -5
00232       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
00233          INFO = -7
00234       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
00235          INFO = -9
00236       ELSE
00237          IF( VALEIG ) THEN
00238             IF( N.GT.0 .AND. VU.LE.VL )
00239      $         INFO = -11
00240          ELSE IF( INDEIG ) THEN
00241             IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
00242                INFO = -12
00243             ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
00244                INFO = -13
00245             END IF
00246          END IF
00247       END IF
00248       IF (INFO.EQ.0) THEN
00249          IF (LDZ.LT.1 .OR. (WANTZ .AND. LDZ.LT.N)) THEN
00250             INFO = -18
00251          END IF
00252       END IF
00253 *
00254       IF( INFO.EQ.0 ) THEN
00255          NB = ILAENV( 1, 'CHETRD', UPLO, N, -1, -1, -1 )
00256          LWKOPT = MAX( 1, ( NB + 1 )*N )
00257          WORK( 1 ) = LWKOPT
00258 *
00259          IF( LWORK.LT.MAX( 1, 2*N ) .AND. .NOT.LQUERY ) THEN
00260             INFO = -20
00261          END IF
00262       END IF
00263 *
00264       IF( INFO.NE.0 ) THEN
00265          CALL XERBLA( 'CHEGVX', -INFO )
00266          RETURN
00267       ELSE IF( LQUERY ) THEN
00268          RETURN
00269       END IF
00270 *
00271 *     Quick return if possible
00272 *
00273       M = 0
00274       IF( N.EQ.0 ) THEN
00275          RETURN
00276       END IF
00277 *
00278 *     Form a Cholesky factorization of B.
00279 *
00280       CALL CPOTRF( UPLO, N, B, LDB, INFO )
00281       IF( INFO.NE.0 ) THEN
00282          INFO = N + INFO
00283          RETURN
00284       END IF
00285 *
00286 *     Transform problem to standard eigenvalue problem and solve.
00287 *
00288       CALL CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
00289       CALL CHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL,
00290      $             M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL,
00291      $             INFO )
00292 *
00293       IF( WANTZ ) THEN
00294 *
00295 *        Backtransform eigenvectors to the original problem.
00296 *
00297          IF( INFO.GT.0 )
00298      $      M = INFO - 1
00299          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
00300 *
00301 *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
00302 *           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
00303 *
00304             IF( UPPER ) THEN
00305                TRANS = 'N'
00306             ELSE
00307                TRANS = 'C'
00308             END IF
00309 *
00310             CALL CTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, M, CONE, B,
00311      $                  LDB, Z, LDZ )
00312 *
00313          ELSE IF( ITYPE.EQ.3 ) THEN
00314 *
00315 *           For B*A*x=(lambda)*x;
00316 *           backtransform eigenvectors: x = L*y or U'*y
00317 *
00318             IF( UPPER ) THEN
00319                TRANS = 'C'
00320             ELSE
00321                TRANS = 'N'
00322             END IF
00323 *
00324             CALL CTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, M, CONE, B,
00325      $                  LDB, Z, LDZ )
00326          END IF
00327       END IF
00328 *
00329 *     Set WORK(1) to optimal complex workspace size.
00330 *
00331       WORK( 1 ) = LWKOPT
00332 *
00333       RETURN
00334 *
00335 *     End of CHEGVX
00336 *
00337       END
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