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
|
*> \brief <b> DSTEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSTEV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstev.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstev.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstev.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSTEV( JOBZ, N, D, E, Z, LDZ, WORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ
* INTEGER INFO, LDZ, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSTEV computes all eigenvalues and, optionally, eigenvectors of a
*> real symmetric tridiagonal matrix A.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] JOBZ
*> \verbatim
*> JOBZ is CHARACTER*1
*> = 'N': Compute eigenvalues only;
*> = 'V': Compute eigenvalues and eigenvectors.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix. N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> On entry, the n diagonal elements of the tridiagonal matrix
*> A.
*> On exit, if INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*> E is DOUBLE PRECISION array, dimension (N-1)
*> On entry, the (n-1) subdiagonal elements of the tridiagonal
*> matrix A, stored in elements 1 to N-1 of E.
*> On exit, the contents of E are destroyed.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension (LDZ, N)
*> If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal
*> eigenvectors of the matrix A, with the i-th column of Z
*> holding the eigenvector associated with D(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 DOUBLE PRECISION array, dimension (max(1,2*N-2))
*> If JOBZ = 'N', WORK is not referenced.
*> \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, the algorithm failed to converge; i
*> off-diagonal elements of E did not converge to zero.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup doubleOTHEReigen
*
* =====================================================================
SUBROUTINE DSTEV( JOBZ, N, D, E, Z, LDZ, WORK, 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
INTEGER INFO, LDZ, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
LOGICAL WANTZ
INTEGER IMAX, ISCALE
DOUBLE PRECISION BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, SMLNUM,
$ TNRM
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, DLANST
EXTERNAL LSAME, DLAMCH, DLANST
* ..
* .. External Subroutines ..
EXTERNAL DSCAL, DSTEQR, DSTERF, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
*
INFO = 0
IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
INFO = -6
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DSTEV ', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
IF( N.EQ.1 ) THEN
IF( WANTZ )
$ Z( 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.
*
ISCALE = 0
TNRM = DLANST( 'M', N, D, E )
IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
ISCALE = 1
SIGMA = RMIN / TNRM
ELSE IF( TNRM.GT.RMAX ) THEN
ISCALE = 1
SIGMA = RMAX / TNRM
END IF
IF( ISCALE.EQ.1 ) THEN
CALL DSCAL( N, SIGMA, D, 1 )
CALL DSCAL( N-1, SIGMA, E( 1 ), 1 )
END IF
*
* For eigenvalues only, call DSTERF. For eigenvalues and
* eigenvectors, call DSTEQR.
*
IF( .NOT.WANTZ ) THEN
CALL DSTERF( N, D, E, INFO )
ELSE
CALL DSTEQR( 'I', N, D, E, Z, LDZ, WORK, INFO )
END IF
*
* If matrix was scaled, then rescale eigenvalues appropriately.
*
IF( ISCALE.EQ.1 ) THEN
IF( INFO.EQ.0 ) THEN
IMAX = N
ELSE
IMAX = INFO - 1
END IF
CALL DSCAL( IMAX, ONE / SIGMA, D, 1 )
END IF
*
RETURN
*
* End of DSTEV
*
END
|