LAPACK 3.3.0

dsbgvd.f

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00001       SUBROUTINE DSBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W,
00002      $                   Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
00003 *
00004 *  -- LAPACK driver routine (version 3.2) --
00005 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
00006 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
00007 *     November 2006
00008 *
00009 *     .. Scalar Arguments ..
00010       CHARACTER          JOBZ, UPLO
00011       INTEGER            INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LWORK, N
00012 *     ..
00013 *     .. Array Arguments ..
00014       INTEGER            IWORK( * )
00015       DOUBLE PRECISION   AB( LDAB, * ), BB( LDBB, * ), W( * ),
00016      $                   WORK( * ), Z( LDZ, * )
00017 *     ..
00018 *
00019 *  Purpose
00020 *  =======
00021 *
00022 *  DSBGVD computes all the eigenvalues, and optionally, the eigenvectors
00023 *  of a real generalized symmetric-definite banded eigenproblem, of the
00024 *  form A*x=(lambda)*B*x.  Here A and B are assumed to be symmetric and
00025 *  banded, and B is also positive definite.  If eigenvectors are
00026 *  desired, it uses a divide and conquer algorithm.
00027 *
00028 *  The divide and conquer algorithm makes very mild assumptions about
00029 *  floating point arithmetic. It will work on machines with a guard
00030 *  digit in add/subtract, or on those binary machines without guard
00031 *  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
00032 *  Cray-2. It could conceivably fail on hexadecimal or decimal machines
00033 *  without guard digits, but we know of none.
00034 *
00035 *  Arguments
00036 *  =========
00037 *
00038 *  JOBZ    (input) CHARACTER*1
00039 *          = 'N':  Compute eigenvalues only;
00040 *          = 'V':  Compute eigenvalues and eigenvectors.
00041 *
00042 *  UPLO    (input) CHARACTER*1
00043 *          = 'U':  Upper triangles of A and B are stored;
00044 *          = 'L':  Lower triangles of A and B are stored.
00045 *
00046 *  N       (input) INTEGER
00047 *          The order of the matrices A and B.  N >= 0.
00048 *
00049 *  KA      (input) INTEGER
00050 *          The number of superdiagonals of the matrix A if UPLO = 'U',
00051 *          or the number of subdiagonals if UPLO = 'L'.  KA >= 0.
00052 *
00053 *  KB      (input) INTEGER
00054 *          The number of superdiagonals of the matrix B if UPLO = 'U',
00055 *          or the number of subdiagonals if UPLO = 'L'.  KB >= 0.
00056 *
00057 *  AB      (input/output) DOUBLE PRECISION array, dimension (LDAB, N)
00058 *          On entry, the upper or lower triangle of the symmetric band
00059 *          matrix A, stored in the first ka+1 rows of the array.  The
00060 *          j-th column of A is stored in the j-th column of the array AB
00061 *          as follows:
00062 *          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
00063 *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
00064 *
00065 *          On exit, the contents of AB are destroyed.
00066 *
00067 *  LDAB    (input) INTEGER
00068 *          The leading dimension of the array AB.  LDAB >= KA+1.
00069 *
00070 *  BB      (input/output) DOUBLE PRECISION array, dimension (LDBB, N)
00071 *          On entry, the upper or lower triangle of the symmetric band
00072 *          matrix B, stored in the first kb+1 rows of the array.  The
00073 *          j-th column of B is stored in the j-th column of the array BB
00074 *          as follows:
00075 *          if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
00076 *          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
00077 *
00078 *          On exit, the factor S from the split Cholesky factorization
00079 *          B = S**T*S, as returned by DPBSTF.
00080 *
00081 *  LDBB    (input) INTEGER
00082 *          The leading dimension of the array BB.  LDBB >= KB+1.
00083 *
00084 *  W       (output) DOUBLE PRECISION array, dimension (N)
00085 *          If INFO = 0, the eigenvalues in ascending order.
00086 *
00087 *  Z       (output) DOUBLE PRECISION array, dimension (LDZ, N)
00088 *          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
00089 *          eigenvectors, with the i-th column of Z holding the
00090 *          eigenvector associated with W(i).  The eigenvectors are
00091 *          normalized so Z**T*B*Z = I.
00092 *          If JOBZ = 'N', then Z is not referenced.
00093 *
00094 *  LDZ     (input) INTEGER
00095 *          The leading dimension of the array Z.  LDZ >= 1, and if
00096 *          JOBZ = 'V', LDZ >= max(1,N).
00097 *
00098 *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
00099 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
00100 *
00101 *  LWORK   (input) INTEGER
00102 *          The dimension of the array WORK.
00103 *          If N <= 1,               LWORK >= 1.
00104 *          If JOBZ = 'N' and N > 1, LWORK >= 3*N.
00105 *          If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2.
00106 *
00107 *          If LWORK = -1, then a workspace query is assumed; the routine
00108 *          only calculates the optimal sizes of the WORK and IWORK
00109 *          arrays, returns these values as the first entries of the WORK
00110 *          and IWORK arrays, and no error message related to LWORK or
00111 *          LIWORK is issued by XERBLA.
00112 *
00113 *  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
00114 *          On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK.
00115 *
00116 *  LIWORK  (input) INTEGER
00117 *          The dimension of the array IWORK.
00118 *          If JOBZ  = 'N' or N <= 1, LIWORK >= 1.
00119 *          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.
00120 *
00121 *          If LIWORK = -1, then a workspace query is assumed; the
00122 *          routine only calculates the optimal sizes of the WORK and
00123 *          IWORK arrays, returns these values as the first entries of
00124 *          the WORK and IWORK arrays, and no error message related to
00125 *          LWORK or LIWORK is issued by XERBLA.
00126 *
00127 *  INFO    (output) INTEGER
00128 *          = 0:  successful exit
00129 *          < 0:  if INFO = -i, the i-th argument had an illegal value
00130 *          > 0:  if INFO = i, and i is:
00131 *             <= N:  the algorithm failed to converge:
00132 *                    i off-diagonal elements of an intermediate
00133 *                    tridiagonal form did not converge to zero;
00134 *             > N:   if INFO = N + i, for 1 <= i <= N, then DPBSTF
00135 *                    returned INFO = i: B is not positive definite.
00136 *                    The factorization of B could not be completed and
00137 *                    no eigenvalues or eigenvectors were computed.
00138 *
00139 *  Further Details
00140 *  ===============
00141 *
00142 *  Based on contributions by
00143 *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
00144 *
00145 *  =====================================================================
00146 *
00147 *     .. Parameters ..
00148       DOUBLE PRECISION   ONE, ZERO
00149       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
00150 *     ..
00151 *     .. Local Scalars ..
00152       LOGICAL            LQUERY, UPPER, WANTZ
00153       CHARACTER          VECT
00154       INTEGER            IINFO, INDE, INDWK2, INDWRK, LIWMIN, LLWRK2,
00155      $                   LWMIN
00156 *     ..
00157 *     .. External Functions ..
00158       LOGICAL            LSAME
00159       EXTERNAL           LSAME
00160 *     ..
00161 *     .. External Subroutines ..
00162       EXTERNAL           DGEMM, DLACPY, DPBSTF, DSBGST, DSBTRD, DSTEDC,
00163      $                   DSTERF, XERBLA
00164 *     ..
00165 *     .. Executable Statements ..
00166 *
00167 *     Test the input parameters.
00168 *
00169       WANTZ = LSAME( JOBZ, 'V' )
00170       UPPER = LSAME( UPLO, 'U' )
00171       LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
00172 *
00173       INFO = 0
00174       IF( N.LE.1 ) THEN
00175          LIWMIN = 1
00176          LWMIN = 1
00177       ELSE IF( WANTZ ) THEN
00178          LIWMIN = 3 + 5*N
00179          LWMIN = 1 + 5*N + 2*N**2
00180       ELSE
00181          LIWMIN = 1
00182          LWMIN = 2*N
00183       END IF
00184 *
00185       IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
00186          INFO = -1
00187       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
00188          INFO = -2
00189       ELSE IF( N.LT.0 ) THEN
00190          INFO = -3
00191       ELSE IF( KA.LT.0 ) THEN
00192          INFO = -4
00193       ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
00194          INFO = -5
00195       ELSE IF( LDAB.LT.KA+1 ) THEN
00196          INFO = -7
00197       ELSE IF( LDBB.LT.KB+1 ) THEN
00198          INFO = -9
00199       ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
00200          INFO = -12
00201       END IF
00202 *
00203       IF( INFO.EQ.0 ) THEN
00204          WORK( 1 ) = LWMIN
00205          IWORK( 1 ) = LIWMIN
00206 *
00207          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
00208             INFO = -14
00209          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
00210             INFO = -16
00211          END IF
00212       END IF
00213 *
00214       IF( INFO.NE.0 ) THEN
00215          CALL XERBLA( 'DSBGVD', -INFO )
00216          RETURN
00217       ELSE IF( LQUERY ) THEN
00218          RETURN
00219       END IF
00220 *
00221 *     Quick return if possible
00222 *
00223       IF( N.EQ.0 )
00224      $   RETURN
00225 *
00226 *     Form a split Cholesky factorization of B.
00227 *
00228       CALL DPBSTF( UPLO, N, KB, BB, LDBB, INFO )
00229       IF( INFO.NE.0 ) THEN
00230          INFO = N + INFO
00231          RETURN
00232       END IF
00233 *
00234 *     Transform problem to standard eigenvalue problem.
00235 *
00236       INDE = 1
00237       INDWRK = INDE + N
00238       INDWK2 = INDWRK + N*N
00239       LLWRK2 = LWORK - INDWK2 + 1
00240       CALL DSBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Z, LDZ,
00241      $             WORK( INDWRK ), IINFO )
00242 *
00243 *     Reduce to tridiagonal form.
00244 *
00245       IF( WANTZ ) THEN
00246          VECT = 'U'
00247       ELSE
00248          VECT = 'N'
00249       END IF
00250       CALL DSBTRD( VECT, UPLO, N, KA, AB, LDAB, W, WORK( INDE ), Z, LDZ,
00251      $             WORK( INDWRK ), IINFO )
00252 *
00253 *     For eigenvalues only, call DSTERF. For eigenvectors, call SSTEDC.
00254 *
00255       IF( .NOT.WANTZ ) THEN
00256          CALL DSTERF( N, W, WORK( INDE ), INFO )
00257       ELSE
00258          CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
00259      $                WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
00260          CALL DGEMM( 'N', 'N', N, N, N, ONE, Z, LDZ, WORK( INDWRK ), N,
00261      $               ZERO, WORK( INDWK2 ), N )
00262          CALL DLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )
00263       END IF
00264 *
00265       WORK( 1 ) = LWMIN
00266       IWORK( 1 ) = LIWMIN
00267 *
00268       RETURN
00269 *
00270 *     End of DSBGVD
00271 *
00272       END
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