LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ chegv_2stage()

subroutine chegv_2stage ( integer  itype,
character  jobz,
character  uplo,
integer  n,
complex, dimension( lda, * )  a,
integer  lda,
complex, dimension( ldb, * )  b,
integer  ldb,
real, dimension( * )  w,
complex, dimension( * )  work,
integer  lwork,
real, dimension( * )  rwork,
integer  info 
)

CHEGV_2STAGE

Download CHEGV_2STAGE + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CHEGV_2STAGE 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.
 This routine use the 2stage technique for the reduction to tridiagonal
 which showed higher performance on recent architecture and for large
 sizes N>2000.
Parameters
[in]ITYPE
          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
[in]JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
                  Not available in this release.
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangles of A and B are stored;
          = 'L':  Lower triangles of A and B are stored.
[in]N
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
[in,out]A
          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.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in,out]B
          B is COMPLEX array, dimension (LDB, N)
          On entry, the Hermitian positive definite 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.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
[out]W
          W is REAL array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.
[out]WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The length of the array WORK. LWORK >= 1, when N <= 1;
          otherwise
          If JOBZ = 'N' and N > 1, LWORK must be queried.
                                   LWORK = MAX(1, dimension) where
                                   dimension = max(stage1,stage2) + (KD+1)*N + N
                                             = N*KD + N*max(KD+1,FACTOPTNB)
                                               + max(2*KD*KD, KD*NTHREADS)
                                               + (KD+1)*N + N
                                   where KD is the blocking size of the reduction,
                                   FACTOPTNB is the blocking used by the QR or LQ
                                   algorithm, usually FACTOPTNB=128 is a good choice
                                   NTHREADS is the number of threads used when
                                   openMP compilation is enabled, otherwise =1.
          If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available

          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.
[out]RWORK
          RWORK is REAL array, dimension (max(1, 3*N-2))
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  CPOTRF or CHEEV returned an error code:
             <= N:  if INFO = i, CHEEV failed to converge;
                    i off-diagonal elements of an intermediate
                    tridiagonal form did not converge to zero;
             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                    principal minor of order i of B is not positive.
                    The factorization of B could not be completed and
                    no eigenvalues or eigenvectors were computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  All details about the 2stage techniques are available in:

  Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
  Parallel reduction to condensed forms for symmetric eigenvalue problems
  using aggregated fine-grained and memory-aware kernels. In Proceedings
  of 2011 International Conference for High Performance Computing,
  Networking, Storage and Analysis (SC '11), New York, NY, USA,
  Article 8 , 11 pages.
  http://doi.acm.org/10.1145/2063384.2063394

  A. Haidar, J. Kurzak, P. Luszczek, 2013.
  An improved parallel singular value algorithm and its implementation
  for multicore hardware, In Proceedings of 2013 International Conference
  for High Performance Computing, Networking, Storage and Analysis (SC '13).
  Denver, Colorado, USA, 2013.
  Article 90, 12 pages.
  http://doi.acm.org/10.1145/2503210.2503292

  A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
  A novel hybrid CPU-GPU generalized eigensolver for electronic structure
  calculations based on fine-grained memory aware tasks.
  International Journal of High Performance Computing Applications.
  Volume 28 Issue 2, Pages 196-209, May 2014.
  http://hpc.sagepub.com/content/28/2/196

Definition at line 230 of file chegv_2stage.f.

232*
233 IMPLICIT NONE
234*
235* -- LAPACK driver routine --
236* -- LAPACK is a software package provided by Univ. of Tennessee, --
237* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
238*
239* .. Scalar Arguments ..
240 CHARACTER JOBZ, UPLO
241 INTEGER INFO, ITYPE, LDA, LDB, LWORK, N
242* ..
243* .. Array Arguments ..
244 REAL RWORK( * ), W( * )
245 COMPLEX A( LDA, * ), B( LDB, * ), WORK( * )
246* ..
247*
248* =====================================================================
249*
250* .. Parameters ..
251 COMPLEX ONE
252 parameter( one = ( 1.0e+0, 0.0e+0 ) )
253* ..
254* .. Local Scalars ..
255 LOGICAL LQUERY, UPPER, WANTZ
256 CHARACTER TRANS
257 INTEGER NEIG, LWMIN, LHTRD, LWTRD, KD, IB
258* ..
259* .. External Functions ..
260 LOGICAL LSAME
261 INTEGER ILAENV2STAGE
262 REAL SROUNDUP_LWORK
264* ..
265* .. External Subroutines ..
266 EXTERNAL xerbla, chegst, cpotrf, ctrmm, ctrsm,
268* ..
269* .. Intrinsic Functions ..
270 INTRINSIC max
271* ..
272* .. Executable Statements ..
273*
274* Test the input parameters.
275*
276 wantz = lsame( jobz, 'V' )
277 upper = lsame( uplo, 'U' )
278 lquery = ( lwork.EQ.-1 )
279*
280 info = 0
281 IF( itype.LT.1 .OR. itype.GT.3 ) THEN
282 info = -1
283 ELSE IF( .NOT.( lsame( jobz, 'N' ) ) ) THEN
284 info = -2
285 ELSE IF( .NOT.( upper .OR. lsame( uplo, 'L' ) ) ) THEN
286 info = -3
287 ELSE IF( n.LT.0 ) THEN
288 info = -4
289 ELSE IF( lda.LT.max( 1, n ) ) THEN
290 info = -6
291 ELSE IF( ldb.LT.max( 1, n ) ) THEN
292 info = -8
293 END IF
294*
295 IF( info.EQ.0 ) THEN
296 kd = ilaenv2stage( 1, 'CHETRD_2STAGE', jobz, n, -1, -1, -1 )
297 ib = ilaenv2stage( 2, 'CHETRD_2STAGE', jobz, n, kd, -1, -1 )
298 lhtrd = ilaenv2stage( 3, 'CHETRD_2STAGE', jobz, n, kd, ib, -1 )
299 lwtrd = ilaenv2stage( 4, 'CHETRD_2STAGE', jobz, n, kd, ib, -1 )
300 lwmin = n + lhtrd + lwtrd
301 work( 1 ) = sroundup_lwork(lwmin)
302*
303 IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
304 info = -11
305 END IF
306 END IF
307*
308 IF( info.NE.0 ) THEN
309 CALL xerbla( 'CHEGV_2STAGE ', -info )
310 RETURN
311 ELSE IF( lquery ) THEN
312 RETURN
313 END IF
314*
315* Quick return if possible
316*
317 IF( n.EQ.0 )
318 $ RETURN
319*
320* Form a Cholesky factorization of B.
321*
322 CALL cpotrf( uplo, n, b, ldb, info )
323 IF( info.NE.0 ) THEN
324 info = n + info
325 RETURN
326 END IF
327*
328* Transform problem to standard eigenvalue problem and solve.
329*
330 CALL chegst( itype, uplo, n, a, lda, b, ldb, info )
331 CALL cheev_2stage( jobz, uplo, n, a, lda, w,
332 $ work, lwork, rwork, info )
333*
334 IF( wantz ) THEN
335*
336* Backtransform eigenvectors to the original problem.
337*
338 neig = n
339 IF( info.GT.0 )
340 $ neig = info - 1
341 IF( itype.EQ.1 .OR. itype.EQ.2 ) THEN
342*
343* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
344* backtransform eigenvectors: x = inv(L)**H *y or inv(U)*y
345*
346 IF( upper ) THEN
347 trans = 'N'
348 ELSE
349 trans = 'C'
350 END IF
351*
352 CALL ctrsm( 'Left', uplo, trans, 'Non-unit', n, neig, one,
353 $ b, ldb, a, lda )
354*
355 ELSE IF( itype.EQ.3 ) THEN
356*
357* For B*A*x=(lambda)*x;
358* backtransform eigenvectors: x = L*y or U**H *y
359*
360 IF( upper ) THEN
361 trans = 'C'
362 ELSE
363 trans = 'N'
364 END IF
365*
366 CALL ctrmm( 'Left', uplo, trans, 'Non-unit', n, neig, one,
367 $ b, ldb, a, lda )
368 END IF
369 END IF
370*
371 work( 1 ) = sroundup_lwork(lwmin)
372*
373 RETURN
374*
375* End of CHEGV_2STAGE
376*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine cheev_2stage(jobz, uplo, n, a, lda, w, work, lwork, rwork, info)
CHEEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matr...
subroutine chegst(itype, uplo, n, a, lda, b, ldb, info)
CHEGST
Definition chegst.f:128
integer function ilaenv2stage(ispec, name, opts, n1, n2, n3, n4)
ILAENV2STAGE
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine cpotrf(uplo, n, a, lda, info)
CPOTRF
Definition cpotrf.f:107
real function sroundup_lwork(lwork)
SROUNDUP_LWORK
subroutine ctrmm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
CTRMM
Definition ctrmm.f:177
subroutine ctrsm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
CTRSM
Definition ctrsm.f:180
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