001:       SUBROUTINE CHEGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
002:      $                   LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
003: *
004: *  -- LAPACK driver routine (version 3.2) --
005: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
006: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
007: *     November 2006
008: *
009: *     .. Scalar Arguments ..
010:       CHARACTER          JOBZ, UPLO
011:       INTEGER            INFO, ITYPE, LDA, LDB, LIWORK, LRWORK, LWORK, N
012: *     ..
013: *     .. Array Arguments ..
014:       INTEGER            IWORK( * )
015:       REAL               RWORK( * ), W( * )
016:       COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * )
017: *     ..
018: *
019: *  Purpose
020: *  =======
021: *
022: *  CHEGVD computes all the eigenvalues, and optionally, the eigenvectors
023: *  of a complex generalized Hermitian-definite eigenproblem, of the form
024: *  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and
025: *  B are assumed to be Hermitian and B is also positive definite.
026: *  If eigenvectors are desired, it uses a divide and conquer algorithm.
027: *
028: *  The divide and conquer algorithm makes very mild assumptions about
029: *  floating point arithmetic. It will work on machines with a guard
030: *  digit in add/subtract, or on those binary machines without guard
031: *  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
032: *  Cray-2. It could conceivably fail on hexadecimal or decimal machines
033: *  without guard digits, but we know of none.
034: *
035: *  Arguments
036: *  =========
037: *
038: *  ITYPE   (input) INTEGER
039: *          Specifies the problem type to be solved:
040: *          = 1:  A*x = (lambda)*B*x
041: *          = 2:  A*B*x = (lambda)*x
042: *          = 3:  B*A*x = (lambda)*x
043: *
044: *  JOBZ    (input) CHARACTER*1
045: *          = 'N':  Compute eigenvalues only;
046: *          = 'V':  Compute eigenvalues and eigenvectors.
047: *
048: *  UPLO    (input) CHARACTER*1
049: *          = 'U':  Upper triangles of A and B are stored;
050: *          = 'L':  Lower triangles of A and B are stored.
051: *
052: *  N       (input) INTEGER
053: *          The order of the matrices A and B.  N >= 0.
054: *
055: *  A       (input/output) COMPLEX array, dimension (LDA, N)
056: *          On entry, the Hermitian matrix A.  If UPLO = 'U', the
057: *          leading N-by-N upper triangular part of A contains the
058: *          upper triangular part of the matrix A.  If UPLO = 'L',
059: *          the leading N-by-N lower triangular part of A contains
060: *          the lower triangular part of the matrix A.
061: *
062: *          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
063: *          matrix Z of eigenvectors.  The eigenvectors are normalized
064: *          as follows:
065: *          if ITYPE = 1 or 2, Z**H*B*Z = I;
066: *          if ITYPE = 3, Z**H*inv(B)*Z = I.
067: *          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
068: *          or the lower triangle (if UPLO='L') of A, including the
069: *          diagonal, is destroyed.
070: *
071: *  LDA     (input) INTEGER
072: *          The leading dimension of the array A.  LDA >= max(1,N).
073: *
074: *  B       (input/output) COMPLEX array, dimension (LDB, N)
075: *          On entry, the Hermitian matrix B.  If UPLO = 'U', the
076: *          leading N-by-N upper triangular part of B contains the
077: *          upper triangular part of the matrix B.  If UPLO = 'L',
078: *          the leading N-by-N lower triangular part of B contains
079: *          the lower triangular part of the matrix B.
080: *
081: *          On exit, if INFO <= N, the part of B containing the matrix is
082: *          overwritten by the triangular factor U or L from the Cholesky
083: *          factorization B = U**H*U or B = L*L**H.
084: *
085: *  LDB     (input) INTEGER
086: *          The leading dimension of the array B.  LDB >= max(1,N).
087: *
088: *  W       (output) REAL array, dimension (N)
089: *          If INFO = 0, the eigenvalues in ascending order.
090: *
091: *  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
092: *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
093: *
094: *  LWORK   (input) INTEGER
095: *          The length of the array WORK.
096: *          If N <= 1,                LWORK >= 1.
097: *          If JOBZ  = 'N' and N > 1, LWORK >= N + 1.
098: *          If JOBZ  = 'V' and N > 1, LWORK >= 2*N + N**2.
099: *
100: *          If LWORK = -1, then a workspace query is assumed; the routine
101: *          only calculates the optimal sizes of the WORK, RWORK and
102: *          IWORK arrays, returns these values as the first entries of
103: *          the WORK, RWORK and IWORK arrays, and no error message
104: *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
105: *
106: *  RWORK   (workspace/output) REAL array, dimension (MAX(1,LRWORK))
107: *          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
108: *
109: *  LRWORK  (input) INTEGER
110: *          The dimension of the array RWORK.
111: *          If N <= 1,                LRWORK >= 1.
112: *          If JOBZ  = 'N' and N > 1, LRWORK >= N.
113: *          If JOBZ  = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
114: *
115: *          If LRWORK = -1, then a workspace query is assumed; the
116: *          routine only calculates the optimal sizes of the WORK, RWORK
117: *          and IWORK arrays, returns these values as the first entries
118: *          of the WORK, RWORK and IWORK arrays, and no error message
119: *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
120: *
121: *  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
122: *          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
123: *
124: *  LIWORK  (input) INTEGER
125: *          The dimension of the array IWORK.
126: *          If N <= 1,                LIWORK >= 1.
127: *          If JOBZ  = 'N' and N > 1, LIWORK >= 1.
128: *          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.
129: *
130: *          If LIWORK = -1, then a workspace query is assumed; the
131: *          routine only calculates the optimal sizes of the WORK, RWORK
132: *          and IWORK arrays, returns these values as the first entries
133: *          of the WORK, RWORK and IWORK arrays, and no error message
134: *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
135: *
136: *  INFO    (output) INTEGER
137: *          = 0:  successful exit
138: *          < 0:  if INFO = -i, the i-th argument had an illegal value
139: *          > 0:  CPOTRF or CHEEVD returned an error code:
140: *             <= N:  if INFO = i and JOBZ = 'N', then the algorithm
141: *                    failed to converge; i off-diagonal elements of an
142: *                    intermediate tridiagonal form did not converge to
143: *                    zero;
144: *                    if INFO = i and JOBZ = 'V', then the algorithm
145: *                    failed to compute an eigenvalue while working on
146: *                    the submatrix lying in rows and columns INFO/(N+1)
147: *                    through mod(INFO,N+1);
148: *             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
149: *                    minor of order i of B is not positive definite.
150: *                    The factorization of B could not be completed and
151: *                    no eigenvalues or eigenvectors were computed.
152: *
153: *  Further Details
154: *  ===============
155: *
156: *  Based on contributions by
157: *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
158: *
159: *  Modified so that no backsubstitution is performed if CHEEVD fails to
160: *  converge (NEIG in old code could be greater than N causing out of
161: *  bounds reference to A - reported by Ralf Meyer).  Also corrected the
162: *  description of INFO and the test on ITYPE. Sven, 16 Feb 05.
163: *  =====================================================================
164: *
165: *     .. Parameters ..
166:       COMPLEX            CONE
167:       PARAMETER          ( CONE = ( 1.0E+0, 0.0E+0 ) )
168: *     ..
169: *     .. Local Scalars ..
170:       LOGICAL            LQUERY, UPPER, WANTZ
171:       CHARACTER          TRANS
172:       INTEGER            LIOPT, LIWMIN, LOPT, LROPT, LRWMIN, LWMIN
173: *     ..
174: *     .. External Functions ..
175:       LOGICAL            LSAME
176:       EXTERNAL           LSAME
177: *     ..
178: *     .. External Subroutines ..
179:       EXTERNAL           CHEEVD, CHEGST, CPOTRF, CTRMM, CTRSM, XERBLA
180: *     ..
181: *     .. Intrinsic Functions ..
182:       INTRINSIC          MAX, REAL
183: *     ..
184: *     .. Executable Statements ..
185: *
186: *     Test the input parameters.
187: *
188:       WANTZ = LSAME( JOBZ, 'V' )
189:       UPPER = LSAME( UPLO, 'U' )
190:       LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
191: *
192:       INFO = 0
193:       IF( N.LE.1 ) THEN
194:          LWMIN = 1
195:          LRWMIN = 1
196:          LIWMIN = 1
197:       ELSE IF( WANTZ ) THEN
198:          LWMIN = 2*N + N*N
199:          LRWMIN = 1 + 5*N + 2*N*N
200:          LIWMIN = 3 + 5*N
201:       ELSE
202:          LWMIN = N + 1
203:          LRWMIN = N
204:          LIWMIN = 1
205:       END IF
206:       LOPT = LWMIN
207:       LROPT = LRWMIN
208:       LIOPT = LIWMIN
209:       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
210:          INFO = -1
211:       ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
212:          INFO = -2
213:       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
214:          INFO = -3
215:       ELSE IF( N.LT.0 ) THEN
216:          INFO = -4
217:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
218:          INFO = -6
219:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
220:          INFO = -8
221:       END IF
222: *
223:       IF( INFO.EQ.0 ) THEN
224:          WORK( 1 ) = LOPT
225:          RWORK( 1 ) = LROPT
226:          IWORK( 1 ) = LIOPT
227: *
228:          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
229:             INFO = -11
230:          ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
231:             INFO = -13
232:          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
233:             INFO = -15
234:          END IF
235:       END IF
236: *
237:       IF( INFO.NE.0 ) THEN
238:          CALL XERBLA( 'CHEGVD', -INFO )
239:          RETURN
240:       ELSE IF( LQUERY ) THEN
241:          RETURN
242:       END IF
243: *
244: *     Quick return if possible
245: *
246:       IF( N.EQ.0 )
247:      $   RETURN
248: *
249: *     Form a Cholesky factorization of B.
250: *
251:       CALL CPOTRF( UPLO, N, B, LDB, INFO )
252:       IF( INFO.NE.0 ) THEN
253:          INFO = N + INFO
254:          RETURN
255:       END IF
256: *
257: *     Transform problem to standard eigenvalue problem and solve.
258: *
259:       CALL CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
260:       CALL CHEEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, LRWORK,
261:      $             IWORK, LIWORK, INFO )
262:       LOPT = MAX( REAL( LOPT ), REAL( WORK( 1 ) ) )
263:       LROPT = MAX( REAL( LROPT ), REAL( RWORK( 1 ) ) )
264:       LIOPT = MAX( REAL( LIOPT ), REAL( IWORK( 1 ) ) )
265: *
266:       IF( WANTZ .AND. INFO.EQ.0 ) THEN
267: *
268: *        Backtransform eigenvectors to the original problem.
269: *
270:          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
271: *
272: *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
273: *           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
274: *
275:             IF( UPPER ) THEN
276:                TRANS = 'N'
277:             ELSE
278:                TRANS = 'C'
279:             END IF
280: *
281:             CALL CTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, N, CONE,
282:      $                  B, LDB, A, LDA )
283: *
284:          ELSE IF( ITYPE.EQ.3 ) THEN
285: *
286: *           For B*A*x=(lambda)*x;
287: *           backtransform eigenvectors: x = L*y or U'*y
288: *
289:             IF( UPPER ) THEN
290:                TRANS = 'C'
291:             ELSE
292:                TRANS = 'N'
293:             END IF
294: *
295:             CALL CTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, N, CONE,
296:      $                  B, LDB, A, LDA )
297:          END IF
298:       END IF
299: *
300:       WORK( 1 ) = LOPT
301:       RWORK( 1 ) = LROPT
302:       IWORK( 1 ) = LIOPT
303: *
304:       RETURN
305: *
306: *     End of CHEGVD
307: *
308:       END
309: