*> \brief DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DSYEVD + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, * LIWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER JOBZ, UPLO * INTEGER INFO, LDA, LIWORK, LWORK, N * .. * .. Array Arguments .. * INTEGER IWORK( * ) * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DSYEVD computes all eigenvalues and, optionally, eigenvectors of a *> real symmetric matrix A. 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. *> *> Because of large use of BLAS of level 3, DSYEVD needs N**2 more *> workspace than DSYEVX. *> \endverbatim * * Arguments: * ========== * *> \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 triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. 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 *> orthonormal eigenvectors of the matrix A. *> If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') *> or the upper triangle (if UPLO='U') 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[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 (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 must be at least 1. *> If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1. *> If JOBZ = 'V' and N > 1, LWORK must be at least *> 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 must be at least 1. *> If JOBZ = 'N' and N > 1, LIWORK must be at least 1. *> If JOBZ = 'V' and N > 1, 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. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: 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). *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup doubleSYeigen * *> \par Contributors: * ================== *> *> Jeff Rutter, Computer Science Division, University of California *> at Berkeley, USA \n *> Modified by Francoise Tisseur, University of Tennessee \n *> Modified description of INFO. Sven, 16 Feb 05. \n *> * ===================================================================== SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, $ LIWORK, INFO ) * * -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. CHARACTER JOBZ, UPLO INTEGER INFO, LDA, LIWORK, LWORK, N * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. * LOGICAL LOWER, LQUERY, WANTZ INTEGER IINFO, INDE, INDTAU, INDWK2, INDWRK, ISCALE, $ LIOPT, LIWMIN, LLWORK, LLWRK2, LOPT, LWMIN DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, $ SMLNUM * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANSY EXTERNAL LSAME, DLAMCH, DLANSY, ILAENV * .. * .. External Subroutines .. EXTERNAL DLACPY, DLASCL, DORMTR, DSCAL, DSTEDC, DSTERF, $ DSYTRD, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * WANTZ = LSAME( JOBZ, 'V' ) LOWER = LSAME( UPLO, 'L' ) LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 ) * INFO = 0 IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN INFO = -1 ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 END IF * IF( INFO.EQ.0 ) THEN IF( N.LE.1 ) THEN LIWMIN = 1 LWMIN = 1 LOPT = LWMIN LIOPT = LIWMIN 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 = MAX( LWMIN, 2*N + $ ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 ) ) LIOPT = LIWMIN END IF WORK( 1 ) = LOPT IWORK( 1 ) = LIOPT * 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( 'DSYEVD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * IF( N.EQ.1 ) THEN W( 1 ) = A( 1, 1 ) IF( WANTZ ) $ A( 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. * ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK ) ISCALE = 0 IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN ISCALE = 1 SIGMA = RMIN / ANRM ELSE IF( ANRM.GT.RMAX ) THEN ISCALE = 1 SIGMA = RMAX / ANRM END IF IF( ISCALE.EQ.1 ) $ CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO ) * * Call DSYTRD to reduce symmetric matrix to tridiagonal form. * INDE = 1 INDTAU = INDE + N INDWRK = INDTAU + N LLWORK = LWORK - INDWRK + 1 INDWK2 = INDWRK + N*N LLWRK2 = LWORK - INDWK2 + 1 * CALL DSYTRD( UPLO, N, A, LDA, W, WORK( INDE ), WORK( INDTAU ), $ WORK( INDWRK ), LLWORK, IINFO ) * * For eigenvalues only, call DSTERF. For eigenvectors, first call * DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the * tridiagonal matrix, then call DORMTR to multiply it by the * Householder transformations stored in A. * IF( .NOT.WANTZ ) THEN CALL DSTERF( N, W, WORK( INDE ), INFO ) ELSE CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N, $ WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO ) CALL DORMTR( 'L', UPLO, 'N', N, N, A, LDA, WORK( INDTAU ), $ WORK( INDWRK ), N, WORK( INDWK2 ), LLWRK2, IINFO ) CALL DLACPY( 'A', N, N, WORK( INDWRK ), N, A, LDA ) END IF * * If matrix was scaled, then rescale eigenvalues appropriately. * IF( ISCALE.EQ.1 ) $ CALL DSCAL( N, ONE / SIGMA, W, 1 ) * WORK( 1 ) = LOPT IWORK( 1 ) = LIOPT * RETURN * * End of DSYEVD * END