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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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Move LAPACK trunk into position.
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+ SUBROUTINE DSTEVD( JOBZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
+ $ LIWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER JOBZ
+ INTEGER INFO, LDZ, LIWORK, LWORK, N
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DSTEVD computes all eigenvalues and, optionally, eigenvectors of a
+* real symmetric tridiagonal matrix. 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.
+*
+* Arguments
+* =========
+*
+* JOBZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only;
+* = 'V': Compute eigenvalues and eigenvectors.
+*
+* N (input) INTEGER
+* The order of the matrix. N >= 0.
+*
+* D (input/output) DOUBLE PRECISION array, dimension (N)
+* On entry, the n diagonal elements of the tridiagonal matrix
+* A.
+* On exit, if INFO = 0, the eigenvalues in ascending order.
+*
+* E (input/output) DOUBLE PRECISION array, dimension (N-1)
+* On entry, the (n-1) subdiagonal elements of the tridiagonal
+* matrix A, stored in elements 1 to N-1 of E.
+* On exit, the contents of E are destroyed.
+*
+* Z (output) DOUBLE PRECISION array, dimension (LDZ, N)
+* If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
+* eigenvectors of the matrix A, with the i-th column of Z
+* holding the eigenvector associated with D(i).
+* If JOBZ = 'N', then Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1, and if
+* JOBZ = 'V', LDZ >= max(1,N).
+*
+* WORK (workspace/output) DOUBLE PRECISION array,
+* dimension (LWORK)
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* If JOBZ = 'N' or N <= 1 then LWORK must be at least 1.
+* If JOBZ = 'V' and N > 1 then LWORK must be at least
+* ( 1 + 4*N + 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.
+*
+* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
+* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
+*
+* LIWORK (input) INTEGER
+* The dimension of the array IWORK.
+* If JOBZ = 'N' or N <= 1 then LIWORK must be at least 1.
+* If JOBZ = 'V' and N > 1 then LIWORK must be at least 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.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the algorithm failed to converge; i
+* off-diagonal elements of E did not converge to zero.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, WANTZ
+ INTEGER ISCALE, LIWMIN, LWMIN
+ DOUBLE PRECISION BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, SMLNUM,
+ $ TNRM
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ DOUBLE PRECISION DLAMCH, DLANST
+ EXTERNAL LSAME, DLAMCH, DLANST
+* ..
+* .. External Subroutines ..
+ EXTERNAL DSCAL, DSTEDC, DSTERF, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ WANTZ = LSAME( JOBZ, 'V' )
+ LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
+*
+ INFO = 0
+ LIWMIN = 1
+ LWMIN = 1
+ IF( N.GT.1 .AND. WANTZ ) THEN
+ LWMIN = 1 + 4*N + N**2
+ LIWMIN = 3 + 5*N
+ END IF
+*
+ IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
+ INFO = -6
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -8
+ ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
+ INFO = -10
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DSTEVD', -INFO )
+ RETURN
+ ELSE IF( LQUERY ) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( N.EQ.1 ) THEN
+ IF( WANTZ )
+ $ Z( 1, 1 ) = ONE
+ RETURN
+ END IF
+*
+* Get machine constants.
+*
+ SAFMIN = DLAMCH( 'Safe minimum' )
+ EPS = DLAMCH( 'Precision' )
+ SMLNUM = SAFMIN / EPS
+ BIGNUM = ONE / SMLNUM
+ RMIN = SQRT( SMLNUM )
+ RMAX = SQRT( BIGNUM )
+*
+* Scale matrix to allowable range, if necessary.
+*
+ ISCALE = 0
+ TNRM = DLANST( 'M', N, D, E )
+ IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
+ ISCALE = 1
+ SIGMA = RMIN / TNRM
+ ELSE IF( TNRM.GT.RMAX ) THEN
+ ISCALE = 1
+ SIGMA = RMAX / TNRM
+ END IF
+ IF( ISCALE.EQ.1 ) THEN
+ CALL DSCAL( N, SIGMA, D, 1 )
+ CALL DSCAL( N-1, SIGMA, E( 1 ), 1 )
+ END IF
+*
+* For eigenvalues only, call DSTERF. For eigenvalues and
+* eigenvectors, call DSTEDC.
+*
+ IF( .NOT.WANTZ ) THEN
+ CALL DSTERF( N, D, E, INFO )
+ ELSE
+ CALL DSTEDC( 'I', N, D, E, Z, LDZ, WORK, LWORK, IWORK, LIWORK,
+ $ INFO )
+ END IF
+*
+* If matrix was scaled, then rescale eigenvalues appropriately.
+*
+ IF( ISCALE.EQ.1 )
+ $ CALL DSCAL( N, ONE / SIGMA, D, 1 )
+*
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ RETURN
+*
+* End of DSTEVD
+*
+ END