LAPACK 3.3.0

dsygv.f

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00001       SUBROUTINE DSYGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
00002      $                  LWORK, INFO )
00003 *
00004 *  -- LAPACK driver routine (version 3.2) --
00005 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
00006 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
00007 *     November 2006
00008 *
00009 *     .. Scalar Arguments ..
00010       CHARACTER          JOBZ, UPLO
00011       INTEGER            INFO, ITYPE, LDA, LDB, LWORK, N
00012 *     ..
00013 *     .. Array Arguments ..
00014       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
00015 *     ..
00016 *
00017 *  Purpose
00018 *  =======
00019 *
00020 *  DSYGV computes all the eigenvalues, and optionally, the eigenvectors
00021 *  of a real generalized symmetric-definite eigenproblem, of the form
00022 *  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.
00023 *  Here A and B are assumed to be symmetric and B is also
00024 *  positive definite.
00025 *
00026 *  Arguments
00027 *  =========
00028 *
00029 *  ITYPE   (input) INTEGER
00030 *          Specifies the problem type to be solved:
00031 *          = 1:  A*x = (lambda)*B*x
00032 *          = 2:  A*B*x = (lambda)*x
00033 *          = 3:  B*A*x = (lambda)*x
00034 *
00035 *  JOBZ    (input) CHARACTER*1
00036 *          = 'N':  Compute eigenvalues only;
00037 *          = 'V':  Compute eigenvalues and eigenvectors.
00038 *
00039 *  UPLO    (input) CHARACTER*1
00040 *          = 'U':  Upper triangles of A and B are stored;
00041 *          = 'L':  Lower triangles of A and B are stored.
00042 *
00043 *  N       (input) INTEGER
00044 *          The order of the matrices A and B.  N >= 0.
00045 *
00046 *  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)
00047 *          On entry, the symmetric matrix A.  If UPLO = 'U', the
00048 *          leading N-by-N upper triangular part of A contains the
00049 *          upper triangular part of the matrix A.  If UPLO = 'L',
00050 *          the leading N-by-N lower triangular part of A contains
00051 *          the lower triangular part of the matrix A.
00052 *
00053 *          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
00054 *          matrix Z of eigenvectors.  The eigenvectors are normalized
00055 *          as follows:
00056 *          if ITYPE = 1 or 2, Z**T*B*Z = I;
00057 *          if ITYPE = 3, Z**T*inv(B)*Z = I.
00058 *          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
00059 *          or the lower triangle (if UPLO='L') of A, including the
00060 *          diagonal, is destroyed.
00061 *
00062 *  LDA     (input) INTEGER
00063 *          The leading dimension of the array A.  LDA >= max(1,N).
00064 *
00065 *  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)
00066 *          On entry, the symmetric positive definite matrix B.
00067 *          If UPLO = 'U', the leading N-by-N upper triangular part of B
00068 *          contains the upper triangular part of the matrix B.
00069 *          If UPLO = 'L', the leading N-by-N lower triangular part of B
00070 *          contains the lower triangular part of the matrix B.
00071 *
00072 *          On exit, if INFO <= N, the part of B containing the matrix is
00073 *          overwritten by the triangular factor U or L from the Cholesky
00074 *          factorization B = U**T*U or B = L*L**T.
00075 *
00076 *  LDB     (input) INTEGER
00077 *          The leading dimension of the array B.  LDB >= max(1,N).
00078 *
00079 *  W       (output) DOUBLE PRECISION array, dimension (N)
00080 *          If INFO = 0, the eigenvalues in ascending order.
00081 *
00082 *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
00083 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
00084 *
00085 *  LWORK   (input) INTEGER
00086 *          The length of the array WORK.  LWORK >= max(1,3*N-1).
00087 *          For optimal efficiency, LWORK >= (NB+2)*N,
00088 *          where NB is the blocksize for DSYTRD returned by ILAENV.
00089 *
00090 *          If LWORK = -1, then a workspace query is assumed; the routine
00091 *          only calculates the optimal size of the WORK array, returns
00092 *          this value as the first entry of the WORK array, and no error
00093 *          message related to LWORK is issued by XERBLA.
00094 *
00095 *  INFO    (output) INTEGER
00096 *          = 0:  successful exit
00097 *          < 0:  if INFO = -i, the i-th argument had an illegal value
00098 *          > 0:  DPOTRF or DSYEV returned an error code:
00099 *             <= N:  if INFO = i, DSYEV failed to converge;
00100 *                    i off-diagonal elements of an intermediate
00101 *                    tridiagonal form did not converge to zero;
00102 *             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
00103 *                    minor of order i of B is not positive definite.
00104 *                    The factorization of B could not be completed and
00105 *                    no eigenvalues or eigenvectors were computed.
00106 *
00107 *  =====================================================================
00108 *
00109 *     .. Parameters ..
00110       DOUBLE PRECISION   ONE
00111       PARAMETER          ( ONE = 1.0D+0 )
00112 *     ..
00113 *     .. Local Scalars ..
00114       LOGICAL            LQUERY, UPPER, WANTZ
00115       CHARACTER          TRANS
00116       INTEGER            LWKMIN, LWKOPT, NB, NEIG
00117 *     ..
00118 *     .. External Functions ..
00119       LOGICAL            LSAME
00120       INTEGER            ILAENV
00121       EXTERNAL           LSAME, ILAENV
00122 *     ..
00123 *     .. External Subroutines ..
00124       EXTERNAL           DPOTRF, DSYEV, DSYGST, DTRMM, DTRSM, XERBLA
00125 *     ..
00126 *     .. Intrinsic Functions ..
00127       INTRINSIC          MAX
00128 *     ..
00129 *     .. Executable Statements ..
00130 *
00131 *     Test the input parameters.
00132 *
00133       WANTZ = LSAME( JOBZ, 'V' )
00134       UPPER = LSAME( UPLO, 'U' )
00135       LQUERY = ( LWORK.EQ.-1 )
00136 *
00137       INFO = 0
00138       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
00139          INFO = -1
00140       ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
00141          INFO = -2
00142       ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
00143          INFO = -3
00144       ELSE IF( N.LT.0 ) THEN
00145          INFO = -4
00146       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
00147          INFO = -6
00148       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
00149          INFO = -8
00150       END IF
00151 *
00152       IF( INFO.EQ.0 ) THEN
00153          LWKMIN = MAX( 1, 3*N - 1 )
00154          NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
00155          LWKOPT = MAX( LWKMIN, ( NB + 2 )*N )
00156          WORK( 1 ) = LWKOPT
00157 *
00158          IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
00159             INFO = -11
00160          END IF
00161       END IF
00162 *
00163       IF( INFO.NE.0 ) THEN
00164          CALL XERBLA( 'DSYGV ', -INFO )
00165          RETURN
00166       ELSE IF( LQUERY ) THEN
00167          RETURN
00168       END IF
00169 *
00170 *     Quick return if possible
00171 *
00172       IF( N.EQ.0 )
00173      $   RETURN
00174 *
00175 *     Form a Cholesky factorization of B.
00176 *
00177       CALL DPOTRF( UPLO, N, B, LDB, INFO )
00178       IF( INFO.NE.0 ) THEN
00179          INFO = N + INFO
00180          RETURN
00181       END IF
00182 *
00183 *     Transform problem to standard eigenvalue problem and solve.
00184 *
00185       CALL DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
00186       CALL DSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO )
00187 *
00188       IF( WANTZ ) THEN
00189 *
00190 *        Backtransform eigenvectors to the original problem.
00191 *
00192          NEIG = N
00193          IF( INFO.GT.0 )
00194      $      NEIG = INFO - 1
00195          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
00196 *
00197 *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
00198 *           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
00199 *
00200             IF( UPPER ) THEN
00201                TRANS = 'N'
00202             ELSE
00203                TRANS = 'T'
00204             END IF
00205 *
00206             CALL DTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE,
00207      $                  B, LDB, A, LDA )
00208 *
00209          ELSE IF( ITYPE.EQ.3 ) THEN
00210 *
00211 *           For B*A*x=(lambda)*x;
00212 *           backtransform eigenvectors: x = L*y or U'*y
00213 *
00214             IF( UPPER ) THEN
00215                TRANS = 'T'
00216             ELSE
00217                TRANS = 'N'
00218             END IF
00219 *
00220             CALL DTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE,
00221      $                  B, LDB, A, LDA )
00222          END IF
00223       END IF
00224 *
00225       WORK( 1 ) = LWKOPT
00226       RETURN
00227 *
00228 *     End of DSYGV
00229 *
00230       END
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