*> \brief \b DSYGVD * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DSYGVD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DSYGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, * LWORK, IWORK, LIWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBZ, UPLO * INTEGER INFO, ITYPE, LDA, LDB, LIWORK, LWORK, N * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DSYGVD 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. *> If eigenvectors are desired, it uses a divide and conquer algorithm. *> *> The divide and conquer algorithm makes very mild assumptions about *> floating point arithmetic. It will work on machines with a guard *> digit in add/subtract, or on those binary machines without guard *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or *> Cray-2. It could conceivably fail on hexadecimal or decimal machines *> without guard digits, but we know of none. *> \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 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. *> \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 DOUBLE PRECISION array, dimension (LDB, N) *> On entry, the symmetric 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. *> \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 DOUBLE PRECISION array, dimension (N) *> If INFO = 0, the eigenvalues in ascending order. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION 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 dimension of the array WORK. *> If N <= 1, LWORK >= 1. *> If JOBZ = 'N' and N > 1, LWORK >= 2*N+1. *> If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal sizes of the WORK and IWORK *> arrays, returns these values as the first entries of the WORK *> and IWORK arrays, and no error message related to LWORK or *> LIWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (MAX(1,LIWORK)) *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. *> \endverbatim *> *> \param[in] LIWORK *> \verbatim *> LIWORK is INTEGER *> The dimension of the array IWORK. *> If N <= 1, LIWORK >= 1. *> If JOBZ = 'N' and N > 1, LIWORK >= 1. *> If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. *> *> If LIWORK = -1, then a workspace query is assumed; the *> routine only calculates the optimal sizes of the WORK and *> IWORK arrays, returns these values as the first entries of *> the WORK and IWORK arrays, and no error message related to *> LWORK or LIWORK is issued by XERBLA. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: DPOTRF or DSYEVD returned an error code: *> <= N: 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); *> > 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 doubleSYeigen * *> \par Further Details: * ===================== *> *> \verbatim *> *> Modified so that no backsubstitution is performed if DSYEVD fails to *> converge (NEIG in old code could be greater than N causing out of *> bounds reference to A - reported by Ralf Meyer). Also corrected the *> description of INFO and the test on ITYPE. Sven, 16 Feb 05. *> \endverbatim * *> \par Contributors: * ================== *> *> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA *> * ===================================================================== SUBROUTINE DSYGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK, \$ LWORK, IWORK, LIWORK, 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, LIWORK, LWORK, N * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ), W( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, UPPER, WANTZ CHARACTER TRANS INTEGER LIOPT, LIWMIN, LOPT, LWMIN * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DPOTRF, DSYEVD, DSYGST, DTRMM, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC DBLE, MAX * .. * .. Executable Statements .. * * Test the input parameters. * WANTZ = LSAME( JOBZ, 'V' ) UPPER = LSAME( UPLO, 'U' ) LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 ) * INFO = 0 IF( N.LE.1 ) THEN LIWMIN = 1 LWMIN = 1 ELSE IF( WANTZ ) THEN LIWMIN = 3 + 5*N LWMIN = 1 + 6*N + 2*N**2 ELSE LIWMIN = 1 LWMIN = 2*N + 1 END IF LOPT = LWMIN LIOPT = LIWMIN 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 WORK( 1 ) = LOPT IWORK( 1 ) = LIOPT * IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN INFO = -11 ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN INFO = -13 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DSYGVD', -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 DPOTRF( 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 DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO ) CALL DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK, \$ INFO ) LOPT = MAX( DBLE( LOPT ), DBLE( WORK( 1 ) ) ) LIOPT = MAX( DBLE( LIOPT ), DBLE( IWORK( 1 ) ) ) * IF( WANTZ .AND. INFO.EQ.0 ) THEN * * Backtransform eigenvectors to the original problem. * 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)**T*y or inv(U)*y * IF( UPPER ) THEN TRANS = 'N' ELSE TRANS = 'T' END IF * CALL DTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, N, ONE, \$ B, LDB, A, LDA ) * ELSE IF( ITYPE.EQ.3 ) THEN * * For B*A*x=(lambda)*x; * backtransform eigenvectors: x = L*y or U**T*y * IF( UPPER ) THEN TRANS = 'T' ELSE TRANS = 'N' END IF * CALL DTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, N, ONE, \$ B, LDB, A, LDA ) END IF END IF * WORK( 1 ) = LOPT IWORK( 1 ) = LIOPT * RETURN * * End of DSYGVD * END