LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ dsygv_2stage()

subroutine dsygv_2stage ( integer  ITYPE,
character  JOBZ,
character  UPLO,
integer  N,
double precision, dimension( lda, * )  A,
integer  LDA,
double precision, dimension( ldb, * )  B,
integer  LDB,
double precision, dimension( * )  W,
double precision, dimension( * )  WORK,
integer  LWORK,
integer  INFO 
)

DSYGV_2STAGE

Download DSYGV_2STAGE + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DSYGV_2STAGE computes all the eigenvalues, and optionally, the eigenvectors
 of a real generalized symmetric-definite eigenproblem, of the form
 A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.
 Here A and B are assumed to be symmetric and B is also
 positive definite.
 This routine use the 2stage technique for the reduction to tridiagonal
 which showed higher performance on recent architecture and for large
 sizes N>2000.
Parameters
[in]ITYPE
          ITYPE is INTEGER
          Specifies the problem type to be solved:
          = 1:  A*x = (lambda)*B*x
          = 2:  A*B*x = (lambda)*x
          = 3:  B*A*x = (lambda)*x
[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 triangles of A and B are stored;
          = 'L':  Lower triangles of A and B are stored.
[in]N
          N is INTEGER
          The order of the matrices A and B.  N >= 0.
[in,out]A
          A is DOUBLE PRECISION array, dimension (LDA, N)
          On entry, the symmetric 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
          matrix Z of eigenvectors.  The eigenvectors are normalized
          as follows:
          if ITYPE = 1 or 2, Z**T*B*Z = I;
          if ITYPE = 3, Z**T*inv(B)*Z = I.
          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
          or the lower triangle (if UPLO='L') of A, including the
          diagonal, is destroyed.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in,out]B
          B is DOUBLE PRECISION array, dimension (LDB, N)
          On entry, the symmetric positive definite matrix B.
          If UPLO = 'U', the leading N-by-N upper triangular part of B
          contains the upper triangular part of the matrix B.
          If UPLO = 'L', the leading N-by-N lower triangular part of B
          contains the lower triangular part of the matrix B.

          On exit, if INFO <= N, the part of B containing the matrix is
          overwritten by the triangular factor U or L from the Cholesky
          factorization B = U**T*U or B = L*L**T.
[in]LDB
          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).
[out]W
          W is DOUBLE PRECISION array, dimension (N)
          If INFO = 0, the eigenvalues in ascending order.
[out]WORK
          WORK is DOUBLE PRECISION 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, dimension) where
                                   dimension = max(stage1,stage2) + (KD+1)*N + 2*N
                                             = N*KD + N*max(KD+1,FACTOPTNB) 
                                               + max(2*KD*KD, KD*NTHREADS) 
                                               + (KD+1)*N + 2*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]INFO
          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  DPOTRF or DSYEV returned an error code:
             <= N:  if INFO = i, DSYEV failed to converge;
                    i off-diagonal elements of an intermediate
                    tridiagonal form did not converge to zero;
             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
                    minor of order i of B is not positive definite.
                    The factorization of B could not be completed and
                    no eigenvalues or eigenvectors were computed.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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 224 of file dsygv_2stage.f.

226 *
227  IMPLICIT NONE
228 *
229 * -- LAPACK driver routine --
230 * -- LAPACK is a software package provided by Univ. of Tennessee, --
231 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
232 *
233 * .. Scalar Arguments ..
234  CHARACTER JOBZ, UPLO
235  INTEGER INFO, ITYPE, LDA, LDB, LWORK, N
236 * ..
237 * .. Array Arguments ..
238  DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
239 * ..
240 *
241 * =====================================================================
242 *
243 * .. Parameters ..
244  DOUBLE PRECISION ONE
245  parameter( one = 1.0d+0 )
246 * ..
247 * .. Local Scalars ..
248  LOGICAL LQUERY, UPPER, WANTZ
249  CHARACTER TRANS
250  INTEGER NEIG, LWMIN, LHTRD, LWTRD, KD, IB
251 * ..
252 * .. External Functions ..
253  LOGICAL LSAME
254  INTEGER ILAENV2STAGE
255  EXTERNAL lsame, ilaenv2stage
256 * ..
257 * .. External Subroutines ..
258  EXTERNAL dpotrf, dsygst, dtrmm, dtrsm, xerbla,
259  $ dsyev_2stage
260 * ..
261 * .. Intrinsic Functions ..
262  INTRINSIC max
263 * ..
264 * .. Executable Statements ..
265 *
266 * Test the input parameters.
267 *
268  wantz = lsame( jobz, 'V' )
269  upper = lsame( uplo, 'U' )
270  lquery = ( lwork.EQ.-1 )
271 *
272  info = 0
273  IF( itype.LT.1 .OR. itype.GT.3 ) THEN
274  info = -1
275  ELSE IF( .NOT.( lsame( jobz, 'N' ) ) ) THEN
276  info = -2
277  ELSE IF( .NOT.( upper .OR. lsame( uplo, 'L' ) ) ) THEN
278  info = -3
279  ELSE IF( n.LT.0 ) THEN
280  info = -4
281  ELSE IF( lda.LT.max( 1, n ) ) THEN
282  info = -6
283  ELSE IF( ldb.LT.max( 1, n ) ) THEN
284  info = -8
285  END IF
286 *
287  IF( info.EQ.0 ) THEN
288  kd = ilaenv2stage( 1, 'DSYTRD_2STAGE', jobz, n, -1, -1, -1 )
289  ib = ilaenv2stage( 2, 'DSYTRD_2STAGE', jobz, n, kd, -1, -1 )
290  lhtrd = ilaenv2stage( 3, 'DSYTRD_2STAGE', jobz, n, kd, ib, -1 )
291  lwtrd = ilaenv2stage( 4, 'DSYTRD_2STAGE', jobz, n, kd, ib, -1 )
292  lwmin = 2*n + lhtrd + lwtrd
293  work( 1 ) = lwmin
294 *
295  IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
296  info = -11
297  END IF
298  END IF
299 *
300  IF( info.NE.0 ) THEN
301  CALL xerbla( 'DSYGV_2STAGE ', -info )
302  RETURN
303  ELSE IF( lquery ) THEN
304  RETURN
305  END IF
306 *
307 * Quick return if possible
308 *
309  IF( n.EQ.0 )
310  $ RETURN
311 *
312 * Form a Cholesky factorization of B.
313 *
314  CALL dpotrf( uplo, n, b, ldb, info )
315  IF( info.NE.0 ) THEN
316  info = n + info
317  RETURN
318  END IF
319 *
320 * Transform problem to standard eigenvalue problem and solve.
321 *
322  CALL dsygst( itype, uplo, n, a, lda, b, ldb, info )
323  CALL dsyev_2stage( jobz, uplo, n, a, lda, w, work, lwork, info )
324 *
325  IF( wantz ) THEN
326 *
327 * Backtransform eigenvectors to the original problem.
328 *
329  neig = n
330  IF( info.GT.0 )
331  $ neig = info - 1
332  IF( itype.EQ.1 .OR. itype.EQ.2 ) THEN
333 *
334 * For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
335 * backtransform eigenvectors: x = inv(L)**T*y or inv(U)*y
336 *
337  IF( upper ) THEN
338  trans = 'N'
339  ELSE
340  trans = 'T'
341  END IF
342 *
343  CALL dtrsm( 'Left', uplo, trans, 'Non-unit', n, neig, one,
344  $ b, ldb, a, lda )
345 *
346  ELSE IF( itype.EQ.3 ) THEN
347 *
348 * For B*A*x=(lambda)*x;
349 * backtransform eigenvectors: x = L*y or U**T*y
350 *
351  IF( upper ) THEN
352  trans = 'T'
353  ELSE
354  trans = 'N'
355  END IF
356 *
357  CALL dtrmm( 'Left', uplo, trans, 'Non-unit', n, neig, one,
358  $ b, ldb, a, lda )
359  END IF
360  END IF
361 *
362  work( 1 ) = lwmin
363  RETURN
364 *
365 * End of DSYGV_2STAGE
366 *
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 dtrsm(SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB)
DTRSM
Definition: dtrsm.f:181
subroutine dtrmm(SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, B, LDB)
DTRMM
Definition: dtrmm.f:177
subroutine dpotrf(UPLO, N, A, LDA, INFO)
DPOTRF
Definition: dpotrf.f:107
subroutine dsygst(ITYPE, UPLO, N, A, LDA, B, LDB, INFO)
DSYGST
Definition: dsygst.f:127
subroutine dsyev_2stage(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO)
DSYEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matr...
Definition: dsyev_2stage.f:183
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