LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ zhbgvd()

subroutine zhbgvd ( character jobz,
character uplo,
integer n,
integer ka,
integer kb,
complex*16, dimension( ldab, * ) ab,
integer ldab,
complex*16, dimension( ldbb, * ) bb,
integer ldbb,
double precision, dimension( * ) w,
complex*16, dimension( ldz, * ) z,
integer ldz,
complex*16, dimension( * ) work,
integer lwork,
double precision, dimension( * ) rwork,
integer lrwork,
integer, dimension( * ) iwork,
integer liwork,
integer info )

ZHBGVD

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Purpose:
!> !> ZHBGVD computes all the eigenvalues, and optionally, the eigenvectors !> of a complex generalized Hermitian-definite banded eigenproblem, of !> the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian !> and banded, and B is also positive definite. If eigenvectors are !> desired, it uses a divide and conquer algorithm. !> !>
Parameters
[in]JOBZ
!> JOBZ is CHARACTER*1 !> = 'N': Compute eigenvalues only; !> = 'V': Compute eigenvalues and eigenvectors. !>
[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]KA
!> KA is INTEGER !> The number of superdiagonals of the matrix A if UPLO = 'U', !> or the number of subdiagonals if UPLO = 'L'. KA >= 0. !>
[in]KB
!> KB is INTEGER !> The number of superdiagonals of the matrix B if UPLO = 'U', !> or the number of subdiagonals if UPLO = 'L'. KB >= 0. !>
[in,out]AB
!> AB is COMPLEX*16 array, dimension (LDAB, N) !> On entry, the upper or lower triangle of the Hermitian band !> matrix A, stored in the first ka+1 rows of the array. The !> j-th column of A is stored in the j-th column of the array AB !> as follows: !> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; !> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). !> !> On exit, the contents of AB are destroyed. !>
[in]LDAB
!> LDAB is INTEGER !> The leading dimension of the array AB. LDAB >= KA+1. !>
[in,out]BB
!> BB is COMPLEX*16 array, dimension (LDBB, N) !> On entry, the upper or lower triangle of the Hermitian band !> matrix B, stored in the first kb+1 rows of the array. The !> j-th column of B is stored in the j-th column of the array BB !> as follows: !> if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; !> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). !> !> On exit, the factor S from the split Cholesky factorization !> B = S**H*S, as returned by ZPBSTF. !>
[in]LDBB
!> LDBB is INTEGER !> The leading dimension of the array BB. LDBB >= KB+1. !>
[out]W
!> W is DOUBLE PRECISION array, dimension (N) !> If INFO = 0, the eigenvalues in ascending order. !>
[out]Z
!> Z is COMPLEX*16 array, dimension (LDZ, N) !> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of !> eigenvectors, with the i-th column of Z holding the !> eigenvector associated with W(i). The eigenvectors are !> normalized so that Z**H*B*Z = I. !> If JOBZ = 'N', then Z is not referenced. !>
[in]LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. LDZ >= 1, and if !> JOBZ = 'V', LDZ >= N. !>
[out]WORK
!> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) !> On exit, if INFO=0, WORK(1) returns the optimal LWORK. !>
[in]LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. !> If N <= 1, LWORK >= 1. !> If JOBZ = 'N' and N > 1, LWORK >= N. !> If JOBZ = 'V' and N > 1, LWORK >= 2*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. !>
[out]RWORK
!> RWORK is DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) !> On exit, if INFO=0, RWORK(1) returns the optimal LRWORK. !>
[in]LRWORK
!> LRWORK is INTEGER !> The dimension of 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. !>
[out]IWORK
!> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) !> On exit, if INFO=0, IWORK(1) returns the optimal LIWORK. !>
[in]LIWORK
!> LIWORK is INTEGER !> The dimension of array IWORK. !> If JOBZ = 'N' or 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. !>
[out]INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal value !> > 0: if INFO = i, and i is: !> <= N: the algorithm 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 ZPBSTF !> returned INFO = i: B is not positive definite. !> 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.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA

Definition at line 241 of file zhbgvd.f.

245*
246* -- LAPACK driver routine --
247* -- LAPACK is a software package provided by Univ. of Tennessee, --
248* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
249*
250* .. Scalar Arguments ..
251 CHARACTER JOBZ, UPLO
252 INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LRWORK,
253 $ LWORK, N
254* ..
255* .. Array Arguments ..
256 INTEGER IWORK( * )
257 DOUBLE PRECISION RWORK( * ), W( * )
258 COMPLEX*16 AB( LDAB, * ), BB( LDBB, * ), WORK( * ),
259 $ Z( LDZ, * )
260* ..
261*
262* =====================================================================
263*
264* .. Parameters ..
265 COMPLEX*16 CONE, CZERO
266 parameter( cone = ( 1.0d+0, 0.0d+0 ),
267 $ czero = ( 0.0d+0, 0.0d+0 ) )
268* ..
269* .. Local Scalars ..
270 LOGICAL LQUERY, UPPER, WANTZ
271 CHARACTER VECT
272 INTEGER IINFO, INDE, INDWK2, INDWRK, LIWMIN, LLRWK,
273 $ LLWK2, LRWMIN, LWMIN
274* ..
275* .. External Functions ..
276 LOGICAL LSAME
277 EXTERNAL lsame
278* ..
279* .. External Subroutines ..
280 EXTERNAL dsterf, xerbla, zgemm, zhbgst, zhbtrd,
281 $ zlacpy,
282 $ zpbstf, zstedc
283* ..
284* .. Executable Statements ..
285*
286* Test the input parameters.
287*
288 wantz = lsame( jobz, 'V' )
289 upper = lsame( uplo, 'U' )
290 lquery = ( lwork.EQ.-1 .OR. lrwork.EQ.-1 .OR. liwork.EQ.-1 )
291*
292 info = 0
293 IF( n.LE.1 ) THEN
294 lwmin = 1+n
295 lrwmin = 1+n
296 liwmin = 1
297 ELSE IF( wantz ) THEN
298 lwmin = 2*n**2
299 lrwmin = 1 + 5*n + 2*n**2
300 liwmin = 3 + 5*n
301 ELSE
302 lwmin = n
303 lrwmin = n
304 liwmin = 1
305 END IF
306 IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
307 info = -1
308 ELSE IF( .NOT.( upper .OR. lsame( uplo, 'L' ) ) ) THEN
309 info = -2
310 ELSE IF( n.LT.0 ) THEN
311 info = -3
312 ELSE IF( ka.LT.0 ) THEN
313 info = -4
314 ELSE IF( kb.LT.0 .OR. kb.GT.ka ) THEN
315 info = -5
316 ELSE IF( ldab.LT.ka+1 ) THEN
317 info = -7
318 ELSE IF( ldbb.LT.kb+1 ) THEN
319 info = -9
320 ELSE IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
321 info = -12
322 END IF
323*
324 IF( info.EQ.0 ) THEN
325 work( 1 ) = lwmin
326 rwork( 1 ) = real( lrwmin )
327 iwork( 1 ) = liwmin
328*
329 IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
330 info = -14
331 ELSE IF( lrwork.LT.lrwmin .AND. .NOT.lquery ) THEN
332 info = -16
333 ELSE IF( liwork.LT.liwmin .AND. .NOT.lquery ) THEN
334 info = -18
335 END IF
336 END IF
337*
338 IF( info.NE.0 ) THEN
339 CALL xerbla( 'ZHBGVD', -info )
340 RETURN
341 ELSE IF( lquery ) THEN
342 RETURN
343 END IF
344*
345* Quick return if possible
346*
347 IF( n.EQ.0 )
348 $ RETURN
349*
350* Form a split Cholesky factorization of B.
351*
352 CALL zpbstf( uplo, n, kb, bb, ldbb, info )
353 IF( info.NE.0 ) THEN
354 info = n + info
355 RETURN
356 END IF
357*
358* Transform problem to standard eigenvalue problem.
359*
360 inde = 1
361 indwrk = inde + n
362 indwk2 = 1 + n*n
363 llwk2 = lwork - indwk2 + 2
364 llrwk = lrwork - indwrk + 2
365 CALL zhbgst( jobz, uplo, n, ka, kb, ab, ldab, bb, ldbb, z, ldz,
366 $ work, rwork, iinfo )
367*
368* Reduce Hermitian band matrix to tridiagonal form.
369*
370 IF( wantz ) THEN
371 vect = 'U'
372 ELSE
373 vect = 'N'
374 END IF
375 CALL zhbtrd( vect, uplo, n, ka, ab, ldab, w, rwork( inde ), z,
376 $ ldz, work, iinfo )
377*
378* For eigenvalues only, call DSTERF. For eigenvectors, call ZSTEDC.
379*
380 IF( .NOT.wantz ) THEN
381 CALL dsterf( n, w, rwork( inde ), info )
382 ELSE
383 CALL zstedc( 'I', n, w, rwork( inde ), work, n,
384 $ work( indwk2 ),
385 $ llwk2, rwork( indwrk ), llrwk, iwork, liwork,
386 $ info )
387 CALL zgemm( 'N', 'N', n, n, n, cone, z, ldz, work, n, czero,
388 $ work( indwk2 ), n )
389 CALL zlacpy( 'A', n, n, work( indwk2 ), n, z, ldz )
390 END IF
391*
392 work( 1 ) = lwmin
393 rwork( 1 ) = real( lrwmin )
394 iwork( 1 ) = liwmin
395 RETURN
396*
397* End of ZHBGVD
398*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine zgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
ZGEMM
Definition zgemm.f:188
subroutine zhbgst(vect, uplo, n, ka, kb, ab, ldab, bb, ldbb, x, ldx, work, rwork, info)
ZHBGST
Definition zhbgst.f:164
subroutine zhbtrd(vect, uplo, n, kd, ab, ldab, d, e, q, ldq, work, info)
ZHBTRD
Definition zhbtrd.f:161
subroutine zlacpy(uplo, m, n, a, lda, b, ldb)
ZLACPY copies all or part of one two-dimensional array to another.
Definition zlacpy.f:101
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine zpbstf(uplo, n, kd, ab, ldab, info)
ZPBSTF
Definition zpbstf.f:151
subroutine zstedc(compz, n, d, e, z, ldz, work, lwork, rwork, lrwork, iwork, liwork, info)
ZSTEDC
Definition zstedc.f:204
subroutine dsterf(n, d, e, info)
DSTERF
Definition dsterf.f:84
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