path: root/SRC/chegvx.f

      SUBROUTINE CHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB,
     $                   VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
     $                   LWORK, RWORK, IWORK, IFAIL, INFO )
*
*  -- LAPACK driver routine (version 3.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          JOBZ, RANGE, UPLO
      INTEGER            IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
      REAL               ABSTOL, VL, VU
*     ..
*     .. Array Arguments ..
      INTEGER            IFAIL( * ), IWORK( * )
      REAL               RWORK( * ), W( * )
      COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * ),
     $                   Z( LDZ, * )
*     ..
*
*  Purpose
*  =======
*
*  CHEGVX computes selected eigenvalues, and optionally, 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.
*  Eigenvalues and eigenvectors can be selected by specifying either a
*  range of values or a range of indices for the desired eigenvalues.
*
*  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.
*
*  RANGE   (input) CHARACTER*1
*          = 'A': all eigenvalues will be found.
*          = 'V': all eigenvalues in the half-open interval (VL,VU]
*                 will be found.
*          = 'I': the IL-th through IU-th eigenvalues will be found.
**
*  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,  the lower triangle (if UPLO='L') or the upper
*          triangle (if UPLO='U') 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 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).
*
*  VL      (input) REAL
*  VU      (input) REAL
*          If RANGE='V', the lower and upper bounds of the interval to
*          be searched for eigenvalues. VL < VU.
*          Not referenced if RANGE = 'A' or 'I'.
*
*  IL      (input) INTEGER
*  IU      (input) INTEGER
*          If RANGE='I', the indices (in ascending order) of the
*          smallest and largest eigenvalues to be returned.
*          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
*          Not referenced if RANGE = 'A' or 'V'.
*
*  ABSTOL  (input) REAL
*          The absolute error tolerance for the eigenvalues.
*          An approximate eigenvalue is accepted as converged
*          when it is determined to lie in an interval [a,b]
*          of width less than or equal to
*
*                  ABSTOL + EPS *   max( |a|,|b| ) ,
*
*          where EPS is the machine precision.  If ABSTOL is less than
*          or equal to zero, then  EPS*|T|  will be used in its place,
*          where |T| is the 1-norm of the tridiagonal matrix obtained
*          by reducing A to tridiagonal form.
*
*          Eigenvalues will be computed most accurately when ABSTOL is
*          set to twice the underflow threshold 2*SLAMCH('S'), not zero.
*          If this routine returns with INFO>0, indicating that some
*          eigenvectors did not converge, try setting ABSTOL to
*          2*SLAMCH('S').
*
*  M       (output) INTEGER
*          The total number of eigenvalues found.  0 <= M <= N.
*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
*
*  W       (output) REAL array, dimension (N)
*          The first M elements contain the selected
*          eigenvalues in ascending order.
*
*  Z       (output) COMPLEX array, dimension (LDZ, max(1,M))
*          If JOBZ = 'N', then Z is not referenced.
*          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
*          contain the orthonormal eigenvectors of the matrix A
*          corresponding to the selected eigenvalues, with the i-th
*          column of Z holding the eigenvector associated with W(i).
*          The eigenvectors are normalized as follows:
*          if ITYPE = 1 or 2, Z**T*B*Z = I;
*          if ITYPE = 3, Z**T*inv(B)*Z = I.
*
*          If an eigenvector fails to converge, then that column of Z
*          contains the latest approximation to the eigenvector, and the
*          index of the eigenvector is returned in IFAIL.
*          Note: the user must ensure that at least max(1,M) columns are
*          supplied in the array Z; if RANGE = 'V', the exact value of M
*          is not known in advance and an upper bound must be used.
*
*  LDZ     (input) INTEGER
*          The leading dimension of the array Z.  LDZ >= 1, and if
*          JOBZ = 'V', LDZ >= max(1,N).
*
*  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).
*          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 (7*N)
*
*  IWORK   (workspace) INTEGER array, dimension (5*N)
*
*  IFAIL   (output) INTEGER array, dimension (N)
*          If JOBZ = 'V', then if INFO = 0, the first M elements of
*          IFAIL are zero.  If INFO > 0, then IFAIL contains the
*          indices of the eigenvectors that failed to converge.
*          If JOBZ = 'N', then IFAIL is not referenced.
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*          > 0:  CPOTRF or CHEEVX returned an error code:
*             <= N:  if INFO = i, CHEEVX failed to converge;
*                    i eigenvectors failed to converge.  Their indices
*                    are stored in array IFAIL.
*             > 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.
*
*  Further Details
*  ===============
*
*  Based on contributions by
*     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
*
*  =====================================================================
*
*     .. Parameters ..
      COMPLEX            CONE
      PARAMETER          ( CONE = ( 1.0E+0, 0.0E+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            ALLEIG, INDEIG, LQUERY, UPPER, VALEIG, WANTZ
      CHARACTER          TRANS
      INTEGER            LWKOPT, NB
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      EXTERNAL           ILAENV, LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           CHEEVX, CHEGST, CPOTRF, CTRMM, CTRSM, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      WANTZ = LSAME( JOBZ, 'V' )
      UPPER = LSAME( UPLO, 'U' )
      ALLEIG = LSAME( RANGE, 'A' )
      VALEIG = LSAME( RANGE, 'V' )
      INDEIG = LSAME( RANGE, 'I' )
      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.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
         INFO = -3
      ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
         INFO = -4
      ELSE IF( N.LT.0 ) THEN
         INFO = -5
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -7
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -9
      ELSE
         IF( VALEIG ) THEN
            IF( N.GT.0 .AND. VU.LE.VL )
     $         INFO = -11
         ELSE IF( INDEIG ) THEN
            IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
               INFO = -12
            ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
               INFO = -13
            END IF
         END IF
      END IF
      IF (INFO.EQ.0) THEN
         IF (LDZ.LT.1 .OR. (WANTZ .AND. LDZ.LT.N)) THEN
            INFO = -18
         END IF
      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 ) .AND. .NOT.LQUERY ) THEN
            INFO = -20
         END IF
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'CHEGVX', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      M = 0
      IF( N.EQ.0 ) THEN
         RETURN
      END IF
*
*     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 CHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL,
     $             M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL,
     $             INFO )
*
      IF( WANTZ ) THEN
*
*        Backtransform eigenvectors to the original problem.
*
         IF( INFO.GT.0 )
     $      M = 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, M, CONE, B,
     $                  LDB, Z, LDZ )
*
         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, M, CONE, B,
     $                  LDB, Z, LDZ )
         END IF
      END IF
*
*     Set WORK(1) to optimal complex workspace size.
*
      WORK( 1 ) = LWKOPT
*
      RETURN
*
*     End of CHEGVX
*
      END