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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 ZHEGV( 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 ..
+ DOUBLE PRECISION RWORK( * ), W( * )
+ COMPLEX*16 A( LDA, * ), B( LDB, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZHEGV 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*16 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*16 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) DOUBLE PRECISION array, dimension (N)
+* If INFO = 0, the eigenvalues in ascending order.
+*
+* WORK (workspace/output) COMPLEX*16 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 ZHETRD 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) DOUBLE PRECISION 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: ZPOTRF or ZHEEV returned an error code:
+* <= N: if INFO = i, ZHEEV 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*16 ONE
+ PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY, UPPER, WANTZ
+ CHARACTER TRANS
+ INTEGER LWKOPT, NB, NEIG
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZHEEV, ZHEGST, ZPOTRF, ZTRMM, ZTRSM
+* ..
+* .. 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, 'ZHETRD', 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( 'ZHEGV ', -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 ZPOTRF( 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 ZHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
+ CALL ZHEEV( 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 ZTRSM( '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 ZTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE,
+ $ B, LDB, A, LDA )
+ END IF
+ END IF
+*
+ WORK( 1 ) = LWKOPT
+*
+ RETURN
+*
+* End of ZHEGV
+*
+ END