*> \brief \b CHEGV * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CHEGV + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, * LWORK, RWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBZ, UPLO * INTEGER INFO, ITYPE, LDA, LDB, LWORK, N * .. * .. Array Arguments .. * REAL RWORK( * ), W( * ) * COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> CHEGV computes all the eigenvalues, and optionally, the eigenvectors *> of a complex generalized Hermitian-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 Hermitian and B is also *> positive definite. *> \endverbatim * * Arguments: * ========== * *> \param[in] ITYPE *> \verbatim *> 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 *> \endverbatim *> *> \param[in] JOBZ *> \verbatim *> JOBZ is CHARACTER*1 *> = 'N': Compute eigenvalues only; *> = 'V': Compute eigenvalues and eigenvectors. *> \endverbatim *> *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = 'U': Upper triangles of A and B are stored; *> = 'L': Lower triangles of A and B are stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrices A and B. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> 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 *> matrix Z of eigenvectors. The eigenvectors are normalized *> as follows: *> if ITYPE = 1 or 2, Z**H*B*Z = I; *> if ITYPE = 3, Z**H*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. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is COMPLEX array, dimension (LDB, N) *> On entry, the Hermitian 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**H*U or B = L*L**H. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max(1,N). *> \endverbatim *> *> \param[out] W *> \verbatim *> W is REAL array, dimension (N) *> If INFO = 0, the eigenvalues in ascending order. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX array, dimension (MAX(1,LWORK)) *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The length of the array WORK. LWORK >= max(1,2*N-1). *> For optimal efficiency, LWORK >= (NB+1)*N, *> where NB is the blocksize for CHETRD returned by ILAENV. *> *> 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. *> \endverbatim *> *> \param[out] RWORK *> \verbatim *> RWORK is REAL array, dimension (max(1, 3*N-2)) *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: CPOTRF or CHEEV returned an error code: *> <= N: if INFO = i, CHEEV 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. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup complexHEeigen * * ===================================================================== SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, $ LWORK, RWORK, INFO ) * * -- LAPACK driver routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER JOBZ, UPLO INTEGER INFO, ITYPE, LDA, LDB, LWORK, N * .. * .. Array Arguments .. REAL RWORK( * ), W( * ) COMPLEX A( LDA, * ), B( LDB, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. COMPLEX ONE PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) ) * .. * .. Local Scalars .. LOGICAL LQUERY, UPPER, WANTZ CHARACTER TRANS INTEGER LWKOPT, NB, NEIG * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV EXTERNAL ILAENV, LSAME * .. * .. External Subroutines .. EXTERNAL CHEEV, CHEGST, CPOTRF, CTRMM, CTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * WANTZ = LSAME( JOBZ, 'V' ) UPPER = LSAME( UPLO, 'U' ) LQUERY = ( LWORK.EQ. -1 ) * INFO = 0 IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN INFO = -1 ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN INFO = -2 ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -8 END IF * IF( INFO.EQ.0 ) THEN NB = ILAENV( 1, 'CHETRD', UPLO, N, -1, -1, -1 ) LWKOPT = MAX( 1, ( NB + 1 )*N ) WORK( 1 ) = LWKOPT * IF( LWORK.LT.MAX( 1, 2*N-1 ) .AND. .NOT.LQUERY ) THEN INFO = -11 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'CHEGV ', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Form a Cholesky factorization of B. * CALL CPOTRF( UPLO, N, B, LDB, INFO ) IF( INFO.NE.0 ) THEN INFO = N + INFO RETURN END IF * * Transform problem to standard eigenvalue problem and solve. * CALL CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) CALL CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO ) * IF( WANTZ ) THEN * * Backtransform eigenvectors to the original problem. * NEIG = N IF( INFO.GT.0 ) $ NEIG = INFO - 1 IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN * * For A*x=(lambda)*B*x and A*B*x=(lambda)*x; * backtransform eigenvectors: x = inv(L)**H*y or inv(U)*y * IF( UPPER ) THEN TRANS = 'N' ELSE TRANS = 'C' END IF * CALL CTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE, $ B, LDB, A, LDA ) * ELSE IF( ITYPE.EQ.3 ) THEN * * For B*A*x=(lambda)*x; * backtransform eigenvectors: x = L*y or U**H*y * IF( UPPER ) THEN TRANS = 'C' ELSE TRANS = 'N' END IF * CALL CTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE, $ B, LDB, A, LDA ) END IF END IF * WORK( 1 ) = LWKOPT * RETURN * * End of CHEGV * END