LAPACK 3.11.0 LAPACK: Linear Algebra PACKage
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## ◆ cheevx_2stage()

 subroutine cheevx_2stage ( character JOBZ, character RANGE, character UPLO, integer N, complex, dimension( lda, * ) A, integer LDA, 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 )

CHEEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

Purpose:
CHEEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
of a complex Hermitian 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,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, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. [in] LDA LDA is INTEGER The leading dimension of the array A. LDA >= 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 A 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) On normal exit, 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 (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, 8*N, 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 (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.
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).
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 303 of file cheevx_2stage.f.

306*
307 IMPLICIT NONE
308*
309* -- LAPACK driver routine --
310* -- LAPACK is a software package provided by Univ. of Tennessee, --
311* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
312*
313* .. Scalar Arguments ..
314 CHARACTER JOBZ, RANGE, UPLO
315 INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
316 REAL ABSTOL, VL, VU
317* ..
318* .. Array Arguments ..
319 INTEGER IFAIL( * ), IWORK( * )
320 REAL RWORK( * ), W( * )
321 COMPLEX A( LDA, * ), WORK( * ), Z( LDZ, * )
322* ..
323*
324* =====================================================================
325*
326* .. Parameters ..
327 REAL ZERO, ONE
328 parameter( zero = 0.0e+0, one = 1.0e+0 )
329 COMPLEX CONE
330 parameter( cone = ( 1.0e+0, 0.0e+0 ) )
331* ..
332* .. Local Scalars ..
333 LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, TEST, VALEIG,
334 \$ WANTZ
335 CHARACTER ORDER
336 INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
337 \$ INDISP, INDIWK, INDRWK, INDTAU, INDWRK, ISCALE,
338 \$ ITMP1, J, JJ, LLWORK,
339 \$ NSPLIT, LWMIN, LHTRD, LWTRD, KD, IB, INDHOUS
340 REAL ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
341 \$ SIGMA, SMLNUM, TMP1, VLL, VUU
342* ..
343* .. External Functions ..
344 LOGICAL LSAME
345 INTEGER ILAENV2STAGE
346 REAL SLAMCH, CLANHE
347 EXTERNAL lsame, slamch, clanhe, ilaenv2stage
348* ..
349* .. External Subroutines ..
350 EXTERNAL scopy, sscal, sstebz, ssterf, xerbla, csscal,
353* ..
354* .. Intrinsic Functions ..
355 INTRINSIC real, max, min, sqrt
356* ..
357* .. Executable Statements ..
358*
359* Test the input parameters.
360*
361 lower = lsame( uplo, 'L' )
362 wantz = lsame( jobz, 'V' )
363 alleig = lsame( range, 'A' )
364 valeig = lsame( range, 'V' )
365 indeig = lsame( range, 'I' )
366 lquery = ( lwork.EQ.-1 )
367*
368 info = 0
369 IF( .NOT.( lsame( jobz, 'N' ) ) ) THEN
370 info = -1
371 ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
372 info = -2
373 ELSE IF( .NOT.( lower .OR. lsame( uplo, 'U' ) ) ) THEN
374 info = -3
375 ELSE IF( n.LT.0 ) THEN
376 info = -4
377 ELSE IF( lda.LT.max( 1, n ) ) THEN
378 info = -6
379 ELSE
380 IF( valeig ) THEN
381 IF( n.GT.0 .AND. vu.LE.vl )
382 \$ info = -8
383 ELSE IF( indeig ) THEN
384 IF( il.LT.1 .OR. il.GT.max( 1, n ) ) THEN
385 info = -9
386 ELSE IF( iu.LT.min( n, il ) .OR. iu.GT.n ) THEN
387 info = -10
388 END IF
389 END IF
390 END IF
391 IF( info.EQ.0 ) THEN
392 IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
393 info = -15
394 END IF
395 END IF
396*
397 IF( info.EQ.0 ) THEN
398 IF( n.LE.1 ) THEN
399 lwmin = 1
400 work( 1 ) = lwmin
401 ELSE
402 kd = ilaenv2stage( 1, 'CHETRD_2STAGE', jobz,
403 \$ n, -1, -1, -1 )
404 ib = ilaenv2stage( 2, 'CHETRD_2STAGE', jobz,
405 \$ n, kd, -1, -1 )
406 lhtrd = ilaenv2stage( 3, 'CHETRD_2STAGE', jobz,
407 \$ n, kd, ib, -1 )
408 lwtrd = ilaenv2stage( 4, 'CHETRD_2STAGE', jobz,
409 \$ n, kd, ib, -1 )
410 lwmin = n + lhtrd + lwtrd
411 work( 1 ) = lwmin
412 END IF
413*
414 IF( lwork.LT.lwmin .AND. .NOT.lquery )
415 \$ info = -17
416 END IF
417*
418 IF( info.NE.0 ) THEN
419 CALL xerbla( 'CHEEVX_2STAGE', -info )
420 RETURN
421 ELSE IF( lquery ) THEN
422 RETURN
423 END IF
424*
425* Quick return if possible
426*
427 m = 0
428 IF( n.EQ.0 ) THEN
429 RETURN
430 END IF
431*
432 IF( n.EQ.1 ) THEN
433 IF( alleig .OR. indeig ) THEN
434 m = 1
435 w( 1 ) = real( a( 1, 1 ) )
436 ELSE IF( valeig ) THEN
437 IF( vl.LT.real( a( 1, 1 ) ) .AND. vu.GE.real( a( 1, 1 ) ) )
438 \$ THEN
439 m = 1
440 w( 1 ) = real( a( 1, 1 ) )
441 END IF
442 END IF
443 IF( wantz )
444 \$ z( 1, 1 ) = cone
445 RETURN
446 END IF
447*
448* Get machine constants.
449*
450 safmin = slamch( 'Safe minimum' )
451 eps = slamch( 'Precision' )
452 smlnum = safmin / eps
453 bignum = one / smlnum
454 rmin = sqrt( smlnum )
455 rmax = min( sqrt( bignum ), one / sqrt( sqrt( safmin ) ) )
456*
457* Scale matrix to allowable range, if necessary.
458*
459 iscale = 0
460 abstll = abstol
461 IF( valeig ) THEN
462 vll = vl
463 vuu = vu
464 END IF
465 anrm = clanhe( 'M', uplo, n, a, lda, rwork )
466 IF( anrm.GT.zero .AND. anrm.LT.rmin ) THEN
467 iscale = 1
468 sigma = rmin / anrm
469 ELSE IF( anrm.GT.rmax ) THEN
470 iscale = 1
471 sigma = rmax / anrm
472 END IF
473 IF( iscale.EQ.1 ) THEN
474 IF( lower ) THEN
475 DO 10 j = 1, n
476 CALL csscal( n-j+1, sigma, a( j, j ), 1 )
477 10 CONTINUE
478 ELSE
479 DO 20 j = 1, n
480 CALL csscal( j, sigma, a( 1, j ), 1 )
481 20 CONTINUE
482 END IF
483 IF( abstol.GT.0 )
484 \$ abstll = abstol*sigma
485 IF( valeig ) THEN
486 vll = vl*sigma
487 vuu = vu*sigma
488 END IF
489 END IF
490*
491* Call CHETRD_2STAGE to reduce Hermitian matrix to tridiagonal form.
492*
493 indd = 1
494 inde = indd + n
495 indrwk = inde + n
496 indtau = 1
497 indhous = indtau + n
498 indwrk = indhous + lhtrd
499 llwork = lwork - indwrk + 1
500*
501 CALL chetrd_2stage( jobz, uplo, n, a, lda, rwork( indd ),
502 \$ rwork( inde ), work( indtau ),
503 \$ work( indhous ), lhtrd, work( indwrk ),
504 \$ llwork, iinfo )
505*
506* If all eigenvalues are desired and ABSTOL is less than or equal to
507* zero, then call SSTERF or CUNGTR and CSTEQR. If this fails for
508* some eigenvalue, then try SSTEBZ.
509*
510 test = .false.
511 IF( indeig ) THEN
512 IF( il.EQ.1 .AND. iu.EQ.n ) THEN
513 test = .true.
514 END IF
515 END IF
516 IF( ( alleig .OR. test ) .AND. ( abstol.LE.zero ) ) THEN
517 CALL scopy( n, rwork( indd ), 1, w, 1 )
518 indee = indrwk + 2*n
519 IF( .NOT.wantz ) THEN
520 CALL scopy( n-1, rwork( inde ), 1, rwork( indee ), 1 )
521 CALL ssterf( n, w, rwork( indee ), info )
522 ELSE
523 CALL clacpy( 'A', n, n, a, lda, z, ldz )
524 CALL cungtr( uplo, n, z, ldz, work( indtau ),
525 \$ work( indwrk ), llwork, iinfo )
526 CALL scopy( n-1, rwork( inde ), 1, rwork( indee ), 1 )
527 CALL csteqr( jobz, n, w, rwork( indee ), z, ldz,
528 \$ rwork( indrwk ), info )
529 IF( info.EQ.0 ) THEN
530 DO 30 i = 1, n
531 ifail( i ) = 0
532 30 CONTINUE
533 END IF
534 END IF
535 IF( info.EQ.0 ) THEN
536 m = n
537 GO TO 40
538 END IF
539 info = 0
540 END IF
541*
542* Otherwise, call SSTEBZ and, if eigenvectors are desired, CSTEIN.
543*
544 IF( wantz ) THEN
545 order = 'B'
546 ELSE
547 order = 'E'
548 END IF
549 indibl = 1
550 indisp = indibl + n
551 indiwk = indisp + n
552 CALL sstebz( range, order, n, vll, vuu, il, iu, abstll,
553 \$ rwork( indd ), rwork( inde ), m, nsplit, w,
554 \$ iwork( indibl ), iwork( indisp ), rwork( indrwk ),
555 \$ iwork( indiwk ), info )
556*
557 IF( wantz ) THEN
558 CALL cstein( n, rwork( indd ), rwork( inde ), m, w,
559 \$ iwork( indibl ), iwork( indisp ), z, ldz,
560 \$ rwork( indrwk ), iwork( indiwk ), ifail, info )
561*
562* Apply unitary matrix used in reduction to tridiagonal
563* form to eigenvectors returned by CSTEIN.
564*
565 CALL cunmtr( 'L', uplo, 'N', n, m, a, lda, work( indtau ), z,
566 \$ ldz, work( indwrk ), llwork, iinfo )
567 END IF
568*
569* If matrix was scaled, then rescale eigenvalues appropriately.
570*
571 40 CONTINUE
572 IF( iscale.EQ.1 ) THEN
573 IF( info.EQ.0 ) THEN
574 imax = m
575 ELSE
576 imax = info - 1
577 END IF
578 CALL sscal( imax, one / sigma, w, 1 )
579 END IF
580*
581* If eigenvalues are not in order, then sort them, along with
582* eigenvectors.
583*
584 IF( wantz ) THEN
585 DO 60 j = 1, m - 1
586 i = 0
587 tmp1 = w( j )
588 DO 50 jj = j + 1, m
589 IF( w( jj ).LT.tmp1 ) THEN
590 i = jj
591 tmp1 = w( jj )
592 END IF
593 50 CONTINUE
594*
595 IF( i.NE.0 ) THEN
596 itmp1 = iwork( indibl+i-1 )
597 w( i ) = w( j )
598 iwork( indibl+i-1 ) = iwork( indibl+j-1 )
599 w( j ) = tmp1
600 iwork( indibl+j-1 ) = itmp1
601 CALL cswap( n, z( 1, i ), 1, z( 1, j ), 1 )
602 IF( info.NE.0 ) THEN
603 itmp1 = ifail( i )
604 ifail( i ) = ifail( j )
605 ifail( j ) = itmp1
606 END IF
607 END IF
608 60 CONTINUE
609 END IF
610*
611* Set WORK(1) to optimal complex workspace size.
612*
613 work( 1 ) = lwmin
614*
615 RETURN
616*
617* End of CHEEVX_2STAGE
618*
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 csscal(N, SA, CX, INCX)
CSSCAL
Definition: csscal.f:78
subroutine cswap(N, CX, INCX, CY, INCY)
CSWAP
Definition: cswap.f:81
real function clanhe(NORM, UPLO, N, A, LDA, WORK)
CLANHE returns the value of the 1-norm, or the Frobenius norm, or the infinity norm,...
Definition: clanhe.f:124
subroutine chetrd_2stage(VECT, UPLO, N, A, LDA, D, E, TAU, HOUS2, LHOUS2, WORK, LWORK, INFO)
CHETRD_2STAGE
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 cunmtr(SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
CUNMTR
Definition: cunmtr.f:172
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 cungtr(UPLO, N, A, LDA, TAU, WORK, LWORK, INFO)
CUNGTR
Definition: cungtr.f:123
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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