1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
|
*> \brief \b CHPGST
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHPGV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chpgv.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chpgv.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chpgv.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
* RWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, UPLO
* INTEGER INFO, ITYPE, LDZ, N
* ..
* .. Array Arguments ..
* REAL RWORK( * ), W( * )
* COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CHPGV 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, stored in packed format,
*> and B is also positive definite.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ITYPE
*> \verbatim
*> ITYPE is 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
*> \endverbatim
*>
*> \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 triangles of A and B are stored;
*> = 'L': Lower triangles of A and B are stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrices A and B. N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*> AP is COMPLEX array, dimension (N*(N+1)/2)
*> On entry, the upper or lower triangle of the Hermitian matrix
*> A, packed columnwise in a linear array. The j-th column of A
*> is stored in the array AP as follows:
*> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
*> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
*>
*> On exit, the contents of AP are destroyed.
*> \endverbatim
*>
*> \param[in,out] BP
*> \verbatim
*> BP is COMPLEX array, dimension (N*(N+1)/2)
*> On entry, the upper or lower triangle of the Hermitian matrix
*> B, packed columnwise in a linear array. The j-th column of B
*> is stored in the array BP as follows:
*> if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
*> if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
*>
*> On exit, the triangular factor U or L from the Cholesky
*> factorization B = U**H*U or B = L*L**H, in the same storage
*> format as B.
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*> W is REAL array, dimension (N)
*> If INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*> Z is COMPLEX array, dimension (LDZ, N)
*> If JOBZ = 'V', then if INFO = 0, Z 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 Z is not referenced.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*> LDZ is INTEGER
*> The leading dimension of the array Z. LDZ >= 1, and if
*> JOBZ = 'V', LDZ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (max(1, 2*N-1))
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (max(1, 3*N-2))
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: CPPTRF or CHPEV returned an error code:
*> <= N: if INFO = i, CHPEV failed to converge;
*> i off-diagonal elements of an intermediate
*> tridiagonal form did not convergeto 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.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup complexOTHEReigen
*
* =====================================================================
SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
$ 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..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDZ, N
* ..
* .. Array Arguments ..
REAL RWORK( * ), W( * )
COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Local Scalars ..
LOGICAL UPPER, WANTZ
CHARACTER TRANS
INTEGER J, NEIG
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL CHPEV, CHPGST, CPPTRF, CTPMV, CTPSV, XERBLA
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
UPPER = LSAME( UPLO, 'U' )
*
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( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
INFO = -9
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CHPGV ', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Form a Cholesky factorization of B.
*
CALL CPPTRF( UPLO, N, BP, INFO )
IF( INFO.NE.0 ) THEN
INFO = N + INFO
RETURN
END IF
*
* Transform problem to standard eigenvalue problem and solve.
*
CALL CHPGST( ITYPE, UPLO, N, AP, BP, INFO )
CALL CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, 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
*
DO 10 J = 1, NEIG
CALL CTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
$ 1 )
10 CONTINUE
*
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
*
DO 20 J = 1, NEIG
CALL CTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
$ 1 )
20 CONTINUE
END IF
END IF
RETURN
*
* End of CHPGV
*
END
|