LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ cheevd_2stage()

subroutine cheevd_2stage ( character  jobz,
character  uplo,
integer  n,
complex, dimension( lda, * )  a,
integer  lda,
real, dimension( * )  w,
complex, dimension( * )  work,
integer  lwork,
real, dimension( * )  rwork,
integer  lrwork,
integer, dimension( * )  iwork,
integer  liwork,
integer  info 
)

CHEEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

Download CHEEVD_2STAGE + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CHEEVD_2STAGE computes all eigenvalues and, optionally, eigenvectors of a
 complex Hermitian matrix A using the 2stage technique for
 the reduction to tridiagonal.  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.
                  Not available in this release.
[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, if JOBZ = 'V', then if INFO = 0, A contains the
          orthonormal eigenvectors of the matrix A.
          If JOBZ = 'N', then 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).
[out]W
          W is REAL array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.
[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 dimension of the array WORK.
          If N <= 1,               LWORK must be at least 1.
          If JOBZ = 'N' and N > 1, LWORK must be queried.
                                   LWORK = MAX(1, dimension) where
                                   dimension = max(stage1,stage2) + (KD+1)*N + N+1
                                             = N*KD + N*max(KD+1,FACTOPTNB)
                                               + max(2*KD*KD, KD*NTHREADS)
                                               + (KD+1)*N + N+1
                                   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 at least 2*N + 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 REAL array,
                                         dimension (LRWORK)
          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
[in]LRWORK
          LRWORK is INTEGER
          The dimension of the array RWORK.
          If N <= 1,                LRWORK must be at least 1.
          If JOBZ  = 'N' and N > 1, LRWORK must be at least N.
          If JOBZ  = 'V' and N > 1, LRWORK must be at least
                         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 the array IWORK.
          If N <= 1,                LIWORK must be at least 1.
          If JOBZ  = 'N' and N > 1, LIWORK must be at least 1.
          If JOBZ  = 'V' and N > 1, LIWORK must be at least 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 JOBZ = 'N', then the algorithm failed
                to converge; i off-diagonal elements of an intermediate
                tridiagonal form did not converge to zero;
                if INFO = i and JOBZ = 'V', then the algorithm failed
                to compute an eigenvalue while working on the submatrix
                lying in rows and columns INFO/(N+1) through
                mod(INFO,N+1).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
Modified description of INFO. Sven, 16 Feb 05.
Contributors:
Jeff Rutter, Computer Science Division, University of California at Berkeley, USA
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 245 of file cheevd_2stage.f.

247*
248 IMPLICIT NONE
249*
250* -- LAPACK driver routine --
251* -- LAPACK is a software package provided by Univ. of Tennessee, --
252* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
253*
254* .. Scalar Arguments ..
255 CHARACTER JOBZ, UPLO
256 INTEGER INFO, LDA, LIWORK, LRWORK, LWORK, N
257* ..
258* .. Array Arguments ..
259 INTEGER IWORK( * )
260 REAL RWORK( * ), W( * )
261 COMPLEX A( LDA, * ), WORK( * )
262* ..
263*
264* =====================================================================
265*
266* .. Parameters ..
267 REAL ZERO, ONE
268 parameter( zero = 0.0e0, one = 1.0e0 )
269 COMPLEX CONE
270 parameter( cone = ( 1.0e0, 0.0e0 ) )
271* ..
272* .. Local Scalars ..
273 LOGICAL LOWER, LQUERY, WANTZ
274 INTEGER IINFO, IMAX, INDE, INDRWK, INDTAU, INDWK2,
275 $ INDWRK, ISCALE, LIWMIN, LLRWK, LLWORK,
276 $ LLWRK2, LRWMIN, LWMIN,
277 $ LHTRD, LWTRD, KD, IB, INDHOUS
278
279
280 REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
281 $ SMLNUM
282* ..
283* .. External Functions ..
284 LOGICAL LSAME
285 INTEGER ILAENV2STAGE
286 REAL SLAMCH, CLANHE
287 EXTERNAL lsame, slamch, clanhe, ilaenv2stage
288* ..
289* .. External Subroutines ..
290 EXTERNAL sscal, ssterf, xerbla, clacpy, clascl,
292* ..
293* .. Intrinsic Functions ..
294 INTRINSIC real, max, sqrt
295* ..
296* .. Executable Statements ..
297*
298* Test the input parameters.
299*
300 wantz = lsame( jobz, 'V' )
301 lower = lsame( uplo, 'L' )
302 lquery = ( lwork.EQ.-1 .OR. lrwork.EQ.-1 .OR. liwork.EQ.-1 )
303*
304 info = 0
305 IF( .NOT.( lsame( jobz, 'N' ) ) ) THEN
306 info = -1
307 ELSE IF( .NOT.( lower .OR. lsame( uplo, 'U' ) ) ) THEN
308 info = -2
309 ELSE IF( n.LT.0 ) THEN
310 info = -3
311 ELSE IF( lda.LT.max( 1, n ) ) THEN
312 info = -5
313 END IF
314*
315 IF( info.EQ.0 ) THEN
316 IF( n.LE.1 ) THEN
317 lwmin = 1
318 lrwmin = 1
319 liwmin = 1
320 ELSE
321 kd = ilaenv2stage( 1, 'CHETRD_2STAGE', jobz,
322 $ n, -1, -1, -1 )
323 ib = ilaenv2stage( 2, 'CHETRD_2STAGE', jobz,
324 $ n, kd, -1, -1 )
325 lhtrd = ilaenv2stage( 3, 'CHETRD_2STAGE', jobz,
326 $ n, kd, ib, -1 )
327 lwtrd = ilaenv2stage( 4, 'CHETRD_2STAGE', jobz,
328 $ n, kd, ib, -1 )
329 IF( wantz ) THEN
330 lwmin = 2*n + n*n
331 lrwmin = 1 + 5*n + 2*n**2
332 liwmin = 3 + 5*n
333 ELSE
334 lwmin = n + 1 + lhtrd + lwtrd
335 lrwmin = n
336 liwmin = 1
337 END IF
338 END IF
339 work( 1 ) = lwmin
340 rwork( 1 ) = lrwmin
341 iwork( 1 ) = liwmin
342*
343 IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
344 info = -8
345 ELSE IF( lrwork.LT.lrwmin .AND. .NOT.lquery ) THEN
346 info = -10
347 ELSE IF( liwork.LT.liwmin .AND. .NOT.lquery ) THEN
348 info = -12
349 END IF
350 END IF
351*
352 IF( info.NE.0 ) THEN
353 CALL xerbla( 'CHEEVD_2STAGE', -info )
354 RETURN
355 ELSE IF( lquery ) THEN
356 RETURN
357 END IF
358*
359* Quick return if possible
360*
361 IF( n.EQ.0 )
362 $ RETURN
363*
364 IF( n.EQ.1 ) THEN
365 w( 1 ) = real( a( 1, 1 ) )
366 IF( wantz )
367 $ a( 1, 1 ) = cone
368 RETURN
369 END IF
370*
371* Get machine constants.
372*
373 safmin = slamch( 'Safe minimum' )
374 eps = slamch( 'Precision' )
375 smlnum = safmin / eps
376 bignum = one / smlnum
377 rmin = sqrt( smlnum )
378 rmax = sqrt( bignum )
379*
380* Scale matrix to allowable range, if necessary.
381*
382 anrm = clanhe( 'M', uplo, n, a, lda, rwork )
383 iscale = 0
384 IF( anrm.GT.zero .AND. anrm.LT.rmin ) THEN
385 iscale = 1
386 sigma = rmin / anrm
387 ELSE IF( anrm.GT.rmax ) THEN
388 iscale = 1
389 sigma = rmax / anrm
390 END IF
391 IF( iscale.EQ.1 )
392 $ CALL clascl( uplo, 0, 0, one, sigma, n, n, a, lda, info )
393*
394* Call CHETRD_2STAGE to reduce Hermitian matrix to tridiagonal form.
395*
396 inde = 1
397 indrwk = inde + n
398 llrwk = lrwork - indrwk + 1
399 indtau = 1
400 indhous = indtau + n
401 indwrk = indhous + lhtrd
402 llwork = lwork - indwrk + 1
403 indwk2 = indwrk + n*n
404 llwrk2 = lwork - indwk2 + 1
405*
406 CALL chetrd_2stage( jobz, uplo, n, a, lda, w, rwork( inde ),
407 $ work( indtau ), work( indhous ), lhtrd,
408 $ work( indwrk ), llwork, iinfo )
409*
410* For eigenvalues only, call SSTERF. For eigenvectors, first call
411* CSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
412* tridiagonal matrix, then call CUNMTR to multiply it to the
413* Householder transformations represented as Householder vectors in
414* A.
415*
416 IF( .NOT.wantz ) THEN
417 CALL ssterf( n, w, rwork( inde ), info )
418 ELSE
419 CALL cstedc( 'I', n, w, rwork( inde ), work( indwrk ), n,
420 $ work( indwk2 ), llwrk2, rwork( indrwk ), llrwk,
421 $ iwork, liwork, info )
422 CALL cunmtr( 'L', uplo, 'N', n, n, a, lda, work( indtau ),
423 $ work( indwrk ), n, work( indwk2 ), llwrk2, iinfo )
424 CALL clacpy( 'A', n, n, work( indwrk ), n, a, lda )
425 END IF
426*
427* If matrix was scaled, then rescale eigenvalues appropriately.
428*
429 IF( iscale.EQ.1 ) THEN
430 IF( info.EQ.0 ) THEN
431 imax = n
432 ELSE
433 imax = info - 1
434 END IF
435 CALL sscal( imax, one / sigma, w, 1 )
436 END IF
437*
438 work( 1 ) = lwmin
439 rwork( 1 ) = lrwmin
440 iwork( 1 ) = liwmin
441*
442 RETURN
443*
444* End of CHEEVD_2STAGE
445*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine chetrd_2stage(vect, uplo, n, a, lda, d, e, tau, hous2, lhous2, work, lwork, info)
CHETRD_2STAGE
integer function ilaenv2stage(ispec, name, opts, n1, n2, n3, n4)
ILAENV2STAGE
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
real function slamch(cmach)
SLAMCH
Definition slamch.f:68
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 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
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine sscal(n, sa, sx, incx)
SSCAL
Definition sscal.f:79
subroutine cstedc(compz, n, d, e, z, ldz, work, lwork, rwork, lrwork, iwork, liwork, info)
CSTEDC
Definition cstedc.f:206
subroutine ssterf(n, d, e, info)
SSTERF
Definition ssterf.f:86
subroutine cunmtr(side, uplo, trans, m, n, a, lda, tau, c, ldc, work, lwork, info)
CUNMTR
Definition cunmtr.f:172
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