LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ chbevx_2stage()

subroutine chbevx_2stage ( character  JOBZ,
character  RANGE,
character  UPLO,
integer  N,
integer  KD,
complex, dimension( ldab, * )  AB,
integer  LDAB,
complex, dimension( ldq, * )  Q,
integer  LDQ,
real  VL,
real  VU,
integer  IL,
integer  IU,
real  ABSTOL,
integer  M,
real, dimension( * )  W,
complex, dimension( ldz, * )  Z,
integer  LDZ,
complex, dimension( * )  WORK,
integer  LWORK,
real, dimension( * )  RWORK,
integer, dimension( * )  IWORK,
integer, dimension( * )  IFAIL,
integer  INFO 
)

CHBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices

Download CHBEVX_2STAGE + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CHBEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
 of a complex Hermitian band matrix A using the 2stage technique for
 the reduction to tridiagonal.  Eigenvalues and eigenvectors
 can be selected by specifying either a range of values or a range of
 indices for the desired eigenvalues.
Parameters
[in]JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
                  Not available in this release.
[in]RANGE
          RANGE is CHARACTER*1
          = 'A': all eigenvalues will be found;
          = 'V': all eigenvalues in the half-open interval (VL,VU]
                 will be found;
          = 'I': the IL-th through IU-th eigenvalues will be found.
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in]KD
          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
[in,out]AB
          AB is COMPLEX array, dimension (LDAB, N)
          On entry, the upper or lower triangle of the Hermitian band
          matrix A, stored in the first KD+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(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

          On exit, AB is overwritten by values generated during the
          reduction to tridiagonal form.
[in]LDAB
          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD + 1.
[out]Q
          Q is COMPLEX array, dimension (LDQ, N)
          If JOBZ = 'V', the N-by-N unitary matrix used in the
                          reduction to tridiagonal form.
          If JOBZ = 'N', the array Q is not referenced.
[in]LDQ
          LDQ is INTEGER
          The leading dimension of the array Q.  If JOBZ = 'V', then
          LDQ >= max(1,N).
[in]VL
          VL is REAL
          If RANGE='V', the lower bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.
[in]VU
          VU is REAL
          If RANGE='V', the upper bound of the interval to
          be searched for eigenvalues. VL < VU.
          Not referenced if RANGE = 'A' or 'I'.
[in]IL
          IL is INTEGER
          If RANGE='I', the index of the
          smallest eigenvalue to be returned.
          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
          Not referenced if RANGE = 'A' or 'V'.
[in]IU
          IU is INTEGER
          If RANGE='I', the index of the
          largest eigenvalue to be returned.
          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
          Not referenced if RANGE = 'A' or 'V'.
[in]ABSTOL
          ABSTOL is REAL
          The absolute error tolerance for the eigenvalues.
          An approximate eigenvalue is accepted as converged
          when it is determined to lie in an interval [a,b]
          of width less than or equal to

                  ABSTOL + EPS *   max( |a|,|b| ) ,

          where EPS is the machine precision.  If ABSTOL is less than
          or equal to zero, then  EPS*|T|  will be used in its place,
          where |T| is the 1-norm of the tridiagonal matrix obtained
          by reducing AB to tridiagonal form.

          Eigenvalues will be computed most accurately when ABSTOL is
          set to twice the underflow threshold 2*SLAMCH('S'), not zero.
          If this routine returns with INFO>0, indicating that some
          eigenvectors did not converge, try setting ABSTOL to
          2*SLAMCH('S').

          See "Computing Small Singular Values of Bidiagonal Matrices
          with Guaranteed High Relative Accuracy," by Demmel and
          Kahan, LAPACK Working Note #3.
[out]M
          M is INTEGER
          The total number of eigenvalues found.  0 <= M <= N.
          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
[out]W
          W is REAL array, dimension (N)
          The first M elements contain the selected eigenvalues in
          ascending order.
[out]Z
          Z is COMPLEX array, dimension (LDZ, max(1,M))
          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
          contain the orthonormal eigenvectors of the matrix A
          corresponding to the selected eigenvalues, with the i-th
          column of Z holding the eigenvector associated with W(i).
          If an eigenvector fails to converge, then that column of Z
          contains the latest approximation to the eigenvector, and the
          index of the eigenvector is returned in IFAIL.
          If JOBZ = 'N', then Z is not referenced.
          Note: the user must ensure that at least max(1,M) columns are
          supplied in the array Z; if RANGE = 'V', the exact value of M
          is not known in advance and an upper bound must be used.
[in]LDZ
          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          JOBZ = 'V', LDZ >= max(1,N).
[out]WORK
          WORK is COMPLEX array, dimension (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 = (2KD+1)*N + KD*NTHREADS
                                   where KD is the size of the band.
                                   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 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 REAL array, dimension (7*N)
[out]IWORK
          IWORK is INTEGER array, dimension (5*N)
[out]IFAIL
          IFAIL is INTEGER array, dimension (N)
          If JOBZ = 'V', then if INFO = 0, the first M elements of
          IFAIL are zero.  If INFO > 0, then IFAIL contains the
          indices of the eigenvectors that failed to converge.
          If JOBZ = 'N', then IFAIL is not referenced.
[out]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, then i eigenvectors failed to converge.
                Their indices are stored in array IFAIL.
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 323 of file chbevx_2stage.f.

327*
328 IMPLICIT NONE
329*
330* -- LAPACK driver routine --
331* -- LAPACK is a software package provided by Univ. of Tennessee, --
332* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
333*
334* .. Scalar Arguments ..
335 CHARACTER JOBZ, RANGE, UPLO
336 INTEGER IL, INFO, IU, KD, LDAB, LDQ, LDZ, M, N, LWORK
337 REAL ABSTOL, VL, VU
338* ..
339* .. Array Arguments ..
340 INTEGER IFAIL( * ), IWORK( * )
341 REAL RWORK( * ), W( * )
342 COMPLEX AB( LDAB, * ), Q( LDQ, * ), WORK( * ),
343 $ Z( LDZ, * )
344* ..
345*
346* =====================================================================
347*
348* .. Parameters ..
349 REAL ZERO, ONE
350 parameter( zero = 0.0e0, one = 1.0e0 )
351 COMPLEX CZERO, CONE
352 parameter( czero = ( 0.0e0, 0.0e0 ),
353 $ cone = ( 1.0e0, 0.0e0 ) )
354* ..
355* .. Local Scalars ..
356 LOGICAL ALLEIG, INDEIG, LOWER, TEST, VALEIG, WANTZ,
357 $ LQUERY
358 CHARACTER ORDER
359 INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
360 $ INDISP, INDIWK, INDRWK, INDWRK, ISCALE, ITMP1,
361 $ LLWORK, LWMIN, LHTRD, LWTRD, IB, INDHOUS,
362 $ J, JJ, NSPLIT
363 REAL ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
364 $ SIGMA, SMLNUM, TMP1, VLL, VUU
365 COMPLEX CTMP1
366* ..
367* .. External Functions ..
368 LOGICAL LSAME
369 INTEGER ILAENV2STAGE
370 REAL SLAMCH, CLANHB
371 EXTERNAL lsame, slamch, clanhb, ilaenv2stage
372* ..
373* .. External Subroutines ..
374 EXTERNAL scopy, sscal, sstebz, ssterf, xerbla, ccopy,
377* ..
378* .. Intrinsic Functions ..
379 INTRINSIC real, max, min, sqrt
380* ..
381* .. Executable Statements ..
382*
383* Test the input parameters.
384*
385 wantz = lsame( jobz, 'V' )
386 alleig = lsame( range, 'A' )
387 valeig = lsame( range, 'V' )
388 indeig = lsame( range, 'I' )
389 lower = lsame( uplo, 'L' )
390 lquery = ( lwork.EQ.-1 )
391*
392 info = 0
393 IF( .NOT.( lsame( jobz, 'N' ) ) ) THEN
394 info = -1
395 ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
396 info = -2
397 ELSE IF( .NOT.( lower .OR. lsame( uplo, 'U' ) ) ) THEN
398 info = -3
399 ELSE IF( n.LT.0 ) THEN
400 info = -4
401 ELSE IF( kd.LT.0 ) THEN
402 info = -5
403 ELSE IF( ldab.LT.kd+1 ) THEN
404 info = -7
405 ELSE IF( wantz .AND. ldq.LT.max( 1, n ) ) THEN
406 info = -9
407 ELSE
408 IF( valeig ) THEN
409 IF( n.GT.0 .AND. vu.LE.vl )
410 $ info = -11
411 ELSE IF( indeig ) THEN
412 IF( il.LT.1 .OR. il.GT.max( 1, n ) ) THEN
413 info = -12
414 ELSE IF( iu.LT.min( n, il ) .OR. iu.GT.n ) THEN
415 info = -13
416 END IF
417 END IF
418 END IF
419 IF( info.EQ.0 ) THEN
420 IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) )
421 $ info = -18
422 END IF
423*
424 IF( info.EQ.0 ) THEN
425 IF( n.LE.1 ) THEN
426 lwmin = 1
427 work( 1 ) = lwmin
428 ELSE
429 ib = ilaenv2stage( 2, 'CHETRD_HB2ST', jobz,
430 $ n, kd, -1, -1 )
431 lhtrd = ilaenv2stage( 3, 'CHETRD_HB2ST', jobz,
432 $ n, kd, ib, -1 )
433 lwtrd = ilaenv2stage( 4, 'CHETRD_HB2ST', jobz,
434 $ n, kd, ib, -1 )
435 lwmin = lhtrd + lwtrd
436 work( 1 ) = lwmin
437 ENDIF
438*
439 IF( lwork.LT.lwmin .AND. .NOT.lquery )
440 $ info = -20
441 END IF
442*
443 IF( info.NE.0 ) THEN
444 CALL xerbla( 'CHBEVX_2STAGE', -info )
445 RETURN
446 ELSE IF( lquery ) THEN
447 RETURN
448 END IF
449*
450* Quick return if possible
451*
452 m = 0
453 IF( n.EQ.0 )
454 $ RETURN
455*
456 IF( n.EQ.1 ) THEN
457 m = 1
458 IF( lower ) THEN
459 ctmp1 = ab( 1, 1 )
460 ELSE
461 ctmp1 = ab( kd+1, 1 )
462 END IF
463 tmp1 = real( ctmp1 )
464 IF( valeig ) THEN
465 IF( .NOT.( vl.LT.tmp1 .AND. vu.GE.tmp1 ) )
466 $ m = 0
467 END IF
468 IF( m.EQ.1 ) THEN
469 w( 1 ) = real( ctmp1 )
470 IF( wantz )
471 $ z( 1, 1 ) = cone
472 END IF
473 RETURN
474 END IF
475*
476* Get machine constants.
477*
478 safmin = slamch( 'Safe minimum' )
479 eps = slamch( 'Precision' )
480 smlnum = safmin / eps
481 bignum = one / smlnum
482 rmin = sqrt( smlnum )
483 rmax = min( sqrt( bignum ), one / sqrt( sqrt( safmin ) ) )
484*
485* Scale matrix to allowable range, if necessary.
486*
487 iscale = 0
488 abstll = abstol
489 IF( valeig ) THEN
490 vll = vl
491 vuu = vu
492 ELSE
493 vll = zero
494 vuu = zero
495 END IF
496 anrm = clanhb( 'M', uplo, n, kd, ab, ldab, rwork )
497 IF( anrm.GT.zero .AND. anrm.LT.rmin ) THEN
498 iscale = 1
499 sigma = rmin / anrm
500 ELSE IF( anrm.GT.rmax ) THEN
501 iscale = 1
502 sigma = rmax / anrm
503 END IF
504 IF( iscale.EQ.1 ) THEN
505 IF( lower ) THEN
506 CALL clascl( 'B', kd, kd, one, sigma, n, n, ab, ldab, info )
507 ELSE
508 CALL clascl( 'Q', kd, kd, one, sigma, n, n, ab, ldab, info )
509 END IF
510 IF( abstol.GT.0 )
511 $ abstll = abstol*sigma
512 IF( valeig ) THEN
513 vll = vl*sigma
514 vuu = vu*sigma
515 END IF
516 END IF
517*
518* Call CHBTRD_HB2ST to reduce Hermitian band matrix to tridiagonal form.
519*
520 indd = 1
521 inde = indd + n
522 indrwk = inde + n
523*
524 indhous = 1
525 indwrk = indhous + lhtrd
526 llwork = lwork - indwrk + 1
527*
528 CALL chetrd_hb2st( 'N', jobz, uplo, n, kd, ab, ldab,
529 $ rwork( indd ), rwork( inde ), work( indhous ),
530 $ lhtrd, work( indwrk ), llwork, iinfo )
531*
532* If all eigenvalues are desired and ABSTOL is less than or equal
533* to zero, then call SSTERF or CSTEQR. If this fails for some
534* eigenvalue, then try SSTEBZ.
535*
536 test = .false.
537 IF (indeig) THEN
538 IF (il.EQ.1 .AND. iu.EQ.n) THEN
539 test = .true.
540 END IF
541 END IF
542 IF ((alleig .OR. test) .AND. (abstol.LE.zero)) THEN
543 CALL scopy( n, rwork( indd ), 1, w, 1 )
544 indee = indrwk + 2*n
545 IF( .NOT.wantz ) THEN
546 CALL scopy( n-1, rwork( inde ), 1, rwork( indee ), 1 )
547 CALL ssterf( n, w, rwork( indee ), info )
548 ELSE
549 CALL clacpy( 'A', n, n, q, ldq, z, ldz )
550 CALL scopy( n-1, rwork( inde ), 1, rwork( indee ), 1 )
551 CALL csteqr( jobz, n, w, rwork( indee ), z, ldz,
552 $ rwork( indrwk ), info )
553 IF( info.EQ.0 ) THEN
554 DO 10 i = 1, n
555 ifail( i ) = 0
556 10 CONTINUE
557 END IF
558 END IF
559 IF( info.EQ.0 ) THEN
560 m = n
561 GO TO 30
562 END IF
563 info = 0
564 END IF
565*
566* Otherwise, call SSTEBZ and, if eigenvectors are desired, CSTEIN.
567*
568 IF( wantz ) THEN
569 order = 'B'
570 ELSE
571 order = 'E'
572 END IF
573 indibl = 1
574 indisp = indibl + n
575 indiwk = indisp + n
576 CALL sstebz( range, order, n, vll, vuu, il, iu, abstll,
577 $ rwork( indd ), rwork( inde ), m, nsplit, w,
578 $ iwork( indibl ), iwork( indisp ), rwork( indrwk ),
579 $ iwork( indiwk ), info )
580*
581 IF( wantz ) THEN
582 CALL cstein( n, rwork( indd ), rwork( inde ), m, w,
583 $ iwork( indibl ), iwork( indisp ), z, ldz,
584 $ rwork( indrwk ), iwork( indiwk ), ifail, info )
585*
586* Apply unitary matrix used in reduction to tridiagonal
587* form to eigenvectors returned by CSTEIN.
588*
589 DO 20 j = 1, m
590 CALL ccopy( n, z( 1, j ), 1, work( 1 ), 1 )
591 CALL cgemv( 'N', n, n, cone, q, ldq, work, 1, czero,
592 $ z( 1, j ), 1 )
593 20 CONTINUE
594 END IF
595*
596* If matrix was scaled, then rescale eigenvalues appropriately.
597*
598 30 CONTINUE
599 IF( iscale.EQ.1 ) THEN
600 IF( info.EQ.0 ) THEN
601 imax = m
602 ELSE
603 imax = info - 1
604 END IF
605 CALL sscal( imax, one / sigma, w, 1 )
606 END IF
607*
608* If eigenvalues are not in order, then sort them, along with
609* eigenvectors.
610*
611 IF( wantz ) THEN
612 DO 50 j = 1, m - 1
613 i = 0
614 tmp1 = w( j )
615 DO 40 jj = j + 1, m
616 IF( w( jj ).LT.tmp1 ) THEN
617 i = jj
618 tmp1 = w( jj )
619 END IF
620 40 CONTINUE
621*
622 IF( i.NE.0 ) THEN
623 itmp1 = iwork( indibl+i-1 )
624 w( i ) = w( j )
625 iwork( indibl+i-1 ) = iwork( indibl+j-1 )
626 w( j ) = tmp1
627 iwork( indibl+j-1 ) = itmp1
628 CALL cswap( n, z( 1, i ), 1, z( 1, j ), 1 )
629 IF( info.NE.0 ) THEN
630 itmp1 = ifail( i )
631 ifail( i ) = ifail( j )
632 ifail( j ) = itmp1
633 END IF
634 END IF
635 50 CONTINUE
636 END IF
637*
638* Set WORK(1) to optimal workspace size.
639*
640 work( 1 ) = lwmin
641*
642 RETURN
643*
644* End of CHBEVX_2STAGE
645*
integer function ilaenv2stage(ISPEC, NAME, OPTS, N1, N2, N3, N4)
ILAENV2STAGE
Definition: ilaenv2stage.f:149
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine ssterf(N, D, E, INFO)
SSTERF
Definition: ssterf.f:86
subroutine sstebz(RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK, INFO)
SSTEBZ
Definition: sstebz.f:273
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
subroutine cswap(N, CX, INCX, CY, INCY)
CSWAP
Definition: cswap.f:81
subroutine cgemv(TRANS, M, N, ALPHA, A, LDA, X, INCX, BETA, Y, INCY)
CGEMV
Definition: cgemv.f:158
subroutine clascl(TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO)
CLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition: clascl.f:143
real function clanhb(NORM, UPLO, N, K, AB, LDAB, WORK)
CLANHB returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: clanhb.f:132
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:103
subroutine chetrd_hb2st(STAGE1, VECT, UPLO, N, KD, AB, LDAB, D, E, HOUS, LHOUS, WORK, LWORK, INFO)
CHETRD_HB2ST reduces a complex Hermitian band matrix A to real symmetric tridiagonal form T
Definition: chetrd_hb2st.F:230
subroutine cstein(N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO)
CSTEIN
Definition: cstein.f:182
subroutine csteqr(COMPZ, N, D, E, Z, LDZ, WORK, INFO)
CSTEQR
Definition: csteqr.f:132
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:79
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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