Move LAPACK trunk into position.

1 files changed, 232 insertions, 0 deletions

diff --git a/SRC/chegv.f b/SRC/chegv.f
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+      SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
+     $                  LWORK, RWORK, INFO )
+*
+*  -- LAPACK driver routine (version 3.1) --
+*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+*     November 2006
+*
+*     .. Scalar Arguments ..
+      CHARACTER          JOBZ, UPLO
+      INTEGER            INFO, ITYPE, LDA, LDB, LWORK, N
+*     ..
+*     .. Array Arguments ..
+      REAL               RWORK( * ), W( * )
+      COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  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.
+*
+*  Arguments
+*  =========
+*
+*  ITYPE   (input) 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
+*
+*  JOBZ    (input) CHARACTER*1
+*          = 'N':  Compute eigenvalues only;
+*          = 'V':  Compute eigenvalues and eigenvectors.
+*
+*  UPLO    (input) CHARACTER*1
+*          = 'U':  Upper triangles of A and B are stored;
+*          = 'L':  Lower triangles of A and B are stored.
+*
+*  N       (input) INTEGER
+*          The order of the matrices A and B.  N >= 0.
+*
+*  A       (input/output) 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.
+*
+*  LDA     (input) INTEGER
+*          The leading dimension of the array A.  LDA >= max(1,N).
+*
+*  B       (input/output) 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.
+*
+*  LDB     (input) INTEGER
+*          The leading dimension of the array B.  LDB >= max(1,N).
+*
+*  W       (output) REAL array, dimension (N)
+*          If INFO = 0, the eigenvalues in ascending order.
+*
+*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
+*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+*  LWORK   (input) 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.
+*
+*  RWORK   (workspace) REAL array, dimension (max(1, 3*N-2))
+*
+*  INFO    (output) 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.
+*
+*  =====================================================================
+*
+*     .. 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)'*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'*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