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spteqr.f
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1 *> \brief \b SPTEQR
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SPTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
22 *
23 * .. Scalar Arguments ..
24 * CHARACTER COMPZ
25 * INTEGER INFO, LDZ, N
26 * ..
27 * .. Array Arguments ..
28 * REAL D( * ), E( * ), WORK( * ), Z( LDZ, * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> SPTEQR computes all eigenvalues and, optionally, eigenvectors of a
38 *> symmetric positive definite tridiagonal matrix by first factoring the
39 *> matrix using SPTTRF, and then calling SBDSQR to compute the singular
40 *> values of the bidiagonal factor.
41 *>
42 *> This routine computes the eigenvalues of the positive definite
43 *> tridiagonal matrix to high relative accuracy. This means that if the
44 *> eigenvalues range over many orders of magnitude in size, then the
45 *> small eigenvalues and corresponding eigenvectors will be computed
46 *> more accurately than, for example, with the standard QR method.
47 *>
48 *> The eigenvectors of a full or band symmetric positive definite matrix
49 *> can also be found if SSYTRD, SSPTRD, or SSBTRD has been used to
50 *> reduce this matrix to tridiagonal form. (The reduction to tridiagonal
51 *> form, however, may preclude the possibility of obtaining high
52 *> relative accuracy in the small eigenvalues of the original matrix, if
53 *> these eigenvalues range over many orders of magnitude.)
54 *> \endverbatim
55 *
56 * Arguments:
57 * ==========
58 *
59 *> \param[in] COMPZ
60 *> \verbatim
61 *> COMPZ is CHARACTER*1
62 *> = 'N': Compute eigenvalues only.
63 *> = 'V': Compute eigenvectors of original symmetric
64 *> matrix also. Array Z contains the orthogonal
65 *> matrix used to reduce the original matrix to
66 *> tridiagonal form.
67 *> = 'I': Compute eigenvectors of tridiagonal matrix also.
68 *> \endverbatim
69 *>
70 *> \param[in] N
71 *> \verbatim
72 *> N is INTEGER
73 *> The order of the matrix. N >= 0.
74 *> \endverbatim
75 *>
76 *> \param[in,out] D
77 *> \verbatim
78 *> D is REAL array, dimension (N)
79 *> On entry, the n diagonal elements of the tridiagonal
80 *> matrix.
81 *> On normal exit, D contains the eigenvalues, in descending
82 *> order.
83 *> \endverbatim
84 *>
85 *> \param[in,out] E
86 *> \verbatim
87 *> E is REAL array, dimension (N-1)
88 *> On entry, the (n-1) subdiagonal elements of the tridiagonal
89 *> matrix.
90 *> On exit, E has been destroyed.
91 *> \endverbatim
92 *>
93 *> \param[in,out] Z
94 *> \verbatim
95 *> Z is REAL array, dimension (LDZ, N)
96 *> On entry, if COMPZ = 'V', the orthogonal matrix used in the
97 *> reduction to tridiagonal form.
98 *> On exit, if COMPZ = 'V', the orthonormal eigenvectors of the
99 *> original symmetric matrix;
100 *> if COMPZ = 'I', the orthonormal eigenvectors of the
101 *> tridiagonal matrix.
102 *> If INFO > 0 on exit, Z contains the eigenvectors associated
103 *> with only the stored eigenvalues.
104 *> If COMPZ = 'N', then Z is not referenced.
105 *> \endverbatim
106 *>
107 *> \param[in] LDZ
108 *> \verbatim
109 *> LDZ is INTEGER
110 *> The leading dimension of the array Z. LDZ >= 1, and if
111 *> COMPZ = 'V' or 'I', LDZ >= max(1,N).
112 *> \endverbatim
113 *>
114 *> \param[out] WORK
115 *> \verbatim
116 *> WORK is REAL array, dimension (4*N)
117 *> \endverbatim
118 *>
119 *> \param[out] INFO
120 *> \verbatim
121 *> INFO is INTEGER
122 *> = 0: successful exit.
123 *> < 0: if INFO = -i, the i-th argument had an illegal value.
124 *> > 0: if INFO = i, and i is:
125 *> <= N the Cholesky factorization of the matrix could
126 *> not be performed because the i-th principal minor
127 *> was not positive definite.
128 *> > N the SVD algorithm failed to converge;
129 *> if INFO = N+i, i off-diagonal elements of the
130 *> bidiagonal factor did not converge to zero.
131 *> \endverbatim
132 *
133 * Authors:
134 * ========
135 *
136 *> \author Univ. of Tennessee
137 *> \author Univ. of California Berkeley
138 *> \author Univ. of Colorado Denver
139 *> \author NAG Ltd.
140 *
141 *> \date September 2012
142 *
143 *> \ingroup realPTcomputational
144 *
145 * =====================================================================
146  SUBROUTINE spteqr( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
147 *
148 * -- LAPACK computational routine (version 3.4.2) --
149 * -- LAPACK is a software package provided by Univ. of Tennessee, --
150 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
151 * September 2012
152 *
153 * .. Scalar Arguments ..
154  CHARACTER compz
155  INTEGER info, ldz, n
156 * ..
157 * .. Array Arguments ..
158  REAL d( * ), e( * ), work( * ), z( ldz, * )
159 * ..
160 *
161 * =====================================================================
162 *
163 * .. Parameters ..
164  REAL zero, one
165  parameter( zero = 0.0e0, one = 1.0e0 )
166 * ..
167 * .. External Functions ..
168  LOGICAL lsame
169  EXTERNAL lsame
170 * ..
171 * .. External Subroutines ..
172  EXTERNAL sbdsqr, slaset, spttrf, xerbla
173 * ..
174 * .. Local Arrays ..
175  REAL c( 1, 1 ), vt( 1, 1 )
176 * ..
177 * .. Local Scalars ..
178  INTEGER i, icompz, nru
179 * ..
180 * .. Intrinsic Functions ..
181  INTRINSIC max, sqrt
182 * ..
183 * .. Executable Statements ..
184 *
185 * Test the input parameters.
186 *
187  info = 0
188 *
189  IF( lsame( compz, 'N' ) ) THEN
190  icompz = 0
191  ELSE IF( lsame( compz, 'V' ) ) THEN
192  icompz = 1
193  ELSE IF( lsame( compz, 'I' ) ) THEN
194  icompz = 2
195  ELSE
196  icompz = -1
197  END IF
198  IF( icompz.LT.0 ) THEN
199  info = -1
200  ELSE IF( n.LT.0 ) THEN
201  info = -2
202  ELSE IF( ( ldz.LT.1 ) .OR. ( icompz.GT.0 .AND. ldz.LT.max( 1,
203  $ n ) ) ) THEN
204  info = -6
205  END IF
206  IF( info.NE.0 ) THEN
207  CALL xerbla( 'SPTEQR', -info )
208  RETURN
209  END IF
210 *
211 * Quick return if possible
212 *
213  IF( n.EQ.0 )
214  $ RETURN
215 *
216  IF( n.EQ.1 ) THEN
217  IF( icompz.GT.0 )
218  $ z( 1, 1 ) = one
219  RETURN
220  END IF
221  IF( icompz.EQ.2 )
222  $ CALL slaset( 'Full', n, n, zero, one, z, ldz )
223 *
224 * Call SPTTRF to factor the matrix.
225 *
226  CALL spttrf( n, d, e, info )
227  IF( info.NE.0 )
228  $ RETURN
229  DO 10 i = 1, n
230  d( i ) = sqrt( d( i ) )
231  10 CONTINUE
232  DO 20 i = 1, n - 1
233  e( i ) = e( i )*d( i )
234  20 CONTINUE
235 *
236 * Call SBDSQR to compute the singular values/vectors of the
237 * bidiagonal factor.
238 *
239  IF( icompz.GT.0 ) THEN
240  nru = n
241  ELSE
242  nru = 0
243  END IF
244  CALL sbdsqr( 'Lower', n, 0, nru, 0, d, e, vt, 1, z, ldz, c, 1,
245  $ work, info )
246 *
247 * Square the singular values.
248 *
249  IF( info.EQ.0 ) THEN
250  DO 30 i = 1, n
251  d( i ) = d( i )*d( i )
252  30 CONTINUE
253  ELSE
254  info = n + info
255  END IF
256 *
257  RETURN
258 *
259 * End of SPTEQR
260 *
261  END