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SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
$ LWORK, RWORK, INFO )
*
* -- LAPACK driver routine (version 3.3.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* -- April 2011 --
*
* .. 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)**H*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**H*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
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