cheev.f

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*> \brief <b> CHEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices</b>
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
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*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
*                         INFO )
* 
*       .. Scalar Arguments ..
*       CHARACTER          JOBZ, UPLO
*       INTEGER            INFO, LDA, LWORK, N
*       ..
*       .. Array Arguments ..
*       REAL               RWORK( * ), W( * )
*       COMPLEX            A( LDA, * ), WORK( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHEEV computes all eigenvalues and, optionally, eigenvectors of a
*> complex Hermitian matrix A.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \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 triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  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
*>          orthonormal eigenvectors of the matrix A.
*>          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
*>          or the upper triangle (if UPLO='U') 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[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.  LWORK >= max(1,2*N-1).
*>          For optimal efficiency, LWORK >= (NB+1)*N,
*>          where NB is the blocksize for CHETRD returned by ILAENV.
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the optimal size of the WORK array, returns
*>          this value as the first entry of the WORK array, and no error
*>          message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (max(1, 3*N-2))
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*>          > 0:  if INFO = i, the algorithm failed to converge; i
*>                off-diagonal elements of an intermediate tridiagonal
*>                form did not converge to zero.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup complexHEeigen
*
*  =====================================================================
      SUBROUTINE cheev( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
     $                  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, lda, lwork, n
*     ..
*     .. Array Arguments ..
      REAL               rwork( * ), w( * )
      COMPLEX            a( lda, * ), work( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               zero, one
      parameter( zero = 0.0e0, one = 1.0e0 )
      COMPLEX            cone
      parameter( cone = ( 1.0e0, 0.0e0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            lower, lquery, wantz
      INTEGER            iinfo, imax, inde, indtau, indwrk, iscale,
     $                   llwork, lwkopt, nb
      REAL               anrm, bignum, eps, rmax, rmin, safmin, sigma,
     $                   smlnum
*     ..
*     .. External Functions ..
      LOGICAL            lsame
      INTEGER            ilaenv
      REAL               clanhe, slamch
      EXTERNAL           ilaenv, lsame, clanhe, slamch
*     ..
*     .. External Subroutines ..
      EXTERNAL           chetrd, clascl, csteqr, cungtr, sscal, ssterf,
     $                   xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, sqrt
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      wantz = lsame( jobz, 'V' )
      lower = lsame( uplo, 'L' )
      lquery = ( lwork.EQ.-1 )
*
      info = 0
      IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
         info = -1
      ELSE IF( .NOT.( lower .OR. lsame( uplo, 'U' ) ) ) THEN
         info = -2
      ELSE IF( n.LT.0 ) THEN
         info = -3
      ELSE IF( lda.LT.max( 1, n ) ) THEN
         info = -5
      END IF
*
      IF( info.EQ.0 ) THEN
         nb = ilaenv( 1, 'CHETRD', uplo, n, -1, -1, -1 )
         lwkopt = max( 1, ( nb+1 )*n )
         work( 1 ) = lwkopt
*
         IF( lwork.LT.max( 1, 2*n-1 ) .AND. .NOT.lquery )
     $      info = -8
      END IF
*
      IF( info.NE.0 ) THEN
         CALL xerbla( 'CHEEV ', -info )
         return
      ELSE IF( lquery ) THEN
         return
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 ) THEN
         return
      END IF
*
      IF( n.EQ.1 ) THEN
         w( 1 ) = a( 1, 1 )
         work( 1 ) = 1
         IF( wantz )
     $      a( 1, 1 ) = cone
         return
      END IF
*
*     Get machine constants.
*
      safmin = slamch( 'Safe minimum' )
      eps = slamch( 'Precision' )
      smlnum = safmin / eps
      bignum = one / smlnum
      rmin = sqrt( smlnum )
      rmax = sqrt( bignum )
*
*     Scale matrix to allowable range, if necessary.
*
      anrm = clanhe( 'M', uplo, n, a, lda, rwork )
      iscale = 0
      IF( anrm.GT.zero .AND. anrm.LT.rmin ) THEN
         iscale = 1
         sigma = rmin / anrm
      ELSE IF( anrm.GT.rmax ) THEN
         iscale = 1
         sigma = rmax / anrm
      END IF
      IF( iscale.EQ.1 )
     $   CALL clascl( uplo, 0, 0, one, sigma, n, n, a, lda, info )
*
*     Call CHETRD to reduce Hermitian matrix to tridiagonal form.
*
      inde = 1
      indtau = 1
      indwrk = indtau + n
      llwork = lwork - indwrk + 1
      CALL chetrd( uplo, n, a, lda, w, rwork( inde ), work( indtau ),
     $             work( indwrk ), llwork, iinfo )
*
*     For eigenvalues only, call SSTERF.  For eigenvectors, first call
*     CUNGTR to generate the unitary matrix, then call CSTEQR.
*
      IF( .NOT.wantz ) THEN
         CALL ssterf( n, w, rwork( inde ), info )
      ELSE
         CALL cungtr( uplo, n, a, lda, work( indtau ), work( indwrk ),
     $                llwork, iinfo )
         indwrk = inde + n
         CALL csteqr( jobz, n, w, rwork( inde ), a, lda,
     $                rwork( indwrk ), info )
      END IF
*
*     If matrix was scaled, then rescale eigenvalues appropriately.
*
      IF( iscale.EQ.1 ) THEN
         IF( info.EQ.0 ) THEN
            imax = n
         ELSE
            imax = info - 1
         END IF
         CALL sscal( imax, one / sigma, w, 1 )
      END IF
*
*     Set WORK(1) to optimal complex workspace size.
*
      work( 1 ) = lwkopt
*
      return
*
*     End of CHEEV
*
      END