chegvd.f

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*> \brief \b CHEGST
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  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 November 2011
*
*> \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 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. 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