path: root/SRC/dsygvd.f

*> \brief \b DSYGST
*
*  =========== DOCUMENTATION ===========
*
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*            http://www.netlib.org/lapack/explore-html/ 
*
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*
*  Definition
*  ==========
*
*       SUBROUTINE DSYGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
*                          LWORK, IWORK, LIWORK, INFO )
* 
*       .. Scalar Arguments ..
*       CHARACTER          JOBZ, UPLO
*       INTEGER            INFO, ITYPE, LDA, LDB, LIWORK, LWORK, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IWORK( * )
*       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
*       ..
*  
*  Purpose
*  =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> DSYGVD computes all the eigenvalues, and optionally, the eigenvectors
*> of a real generalized symmetric-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 symmetric and B is also positive definite.
*> 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.
*>
*>\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] 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.
*> \endverbatim
*> \verbatim
*>          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**T*B*Z = I;
*>          if ITYPE = 3, Z**T*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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB, N)
*>          On entry, the symmetric 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.
*> \endverbatim
*> \verbatim
*>          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**T*U or B = L*L**T.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= 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 (MAX(1,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 >= 1.
*>          If JOBZ = 'N' and N > 1, LWORK >= 2*N+1.
*>          If JOBZ = 'V' and N > 1, LWORK >= 1 + 6*N + 2*N**2.
*> \endverbatim
*> \verbatim
*>          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 >= 1.
*>          If JOBZ  = 'N' and N > 1, LIWORK >= 1.
*>          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.
*> \endverbatim
*> \verbatim
*>          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:  DPOTRF or DSYEVD returned an error code:
*>             <= N:  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);
*>             > 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 doubleSYeigen
*
*
*  Further Details
*  ===============
*>\details \b Further \b Details
*> \verbatim
*>
*>  Based on contributions by
*>     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
*>
*>  Modified so that no backsubstitution is performed if DSYEVD fails to
*>  converge (NEIG in old code could be greater than N causing out of
*>  bounds reference to A - reported by Ralf Meyer).  Also corrected the
*>  description of INFO and the test on ITYPE. Sven, 16 Feb 05.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE DSYGVD( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
     $                   LWORK, IWORK, LIWORK, INFO )
*
*  -- LAPACK eigen 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, LDA, LDB, LIWORK, LWORK, N
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), W( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE
      PARAMETER          ( ONE = 1.0D+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY, UPPER, WANTZ
      CHARACTER          TRANS
      INTEGER            LIOPT, LIWMIN, LOPT, LWMIN
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           DPOTRF, DSYEVD, DSYGST, DTRMM, DTRSM, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, MAX
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      WANTZ = LSAME( JOBZ, 'V' )
      UPPER = LSAME( UPLO, 'U' )
      LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
      INFO = 0
      IF( N.LE.1 ) THEN
         LIWMIN = 1
         LWMIN = 1
      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 = LWMIN
      LIOPT = LIWMIN
      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
         WORK( 1 ) = LOPT
         IWORK( 1 ) = LIOPT
*
         IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -11
         ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -13
         END IF
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DSYGVD', -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 DPOTRF( 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 DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
      CALL DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK, LIWORK,
     $             INFO )
      LOPT = MAX( DBLE( LOPT ), DBLE( WORK( 1 ) ) )
      LIOPT = MAX( DBLE( LIOPT ), DBLE( IWORK( 1 ) ) )
*
      IF( WANTZ .AND. INFO.EQ.0 ) THEN
*
*        Backtransform eigenvectors to the original problem.
*
         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)**T*y or inv(U)*y
*
            IF( UPPER ) THEN
               TRANS = 'N'
            ELSE
               TRANS = 'T'
            END IF
*
            CALL DTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, N, ONE,
     $                  B, LDB, A, LDA )
*
         ELSE IF( ITYPE.EQ.3 ) THEN
*
*           For B*A*x=(lambda)*x;
*           backtransform eigenvectors: x = L*y or U**T*y
*
            IF( UPPER ) THEN
               TRANS = 'T'
            ELSE
               TRANS = 'N'
            END IF
*
            CALL DTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, N, ONE,
     $                  B, LDB, A, LDA )
         END IF
      END IF
*
      WORK( 1 ) = LOPT
      IWORK( 1 ) = LIOPT
*
      RETURN
*
*     End of DSYGVD
*
      END