summaryrefslogtreecommitdiff
path: root/SRC/zhpevd.f
blob: 614a5ea66813aec0182fa747485de6d024007e4e (plain)
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
283
284
285
286
      SUBROUTINE ZHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
     $                   RWORK, LRWORK, IWORK, LIWORK, INFO )
*
*  -- LAPACK driver routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          JOBZ, UPLO
      INTEGER            INFO, LDZ, LIWORK, LRWORK, LWORK, N
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   RWORK( * ), W( * )
      COMPLEX*16         AP( * ), WORK( * ), Z( LDZ, * )
*     ..
*
*  Purpose
*  =======
*
*  ZHPEVD computes all the eigenvalues and, optionally, eigenvectors of
*  a complex Hermitian matrix A in packed storage.  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.
*
*  Arguments
*  =========
*
*  JOBZ    (input) CHARACTER*1
*          = 'N':  Compute eigenvalues only;
*          = 'V':  Compute eigenvalues and eigenvectors.
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  AP      (input/output) COMPLEX*16 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, AP is overwritten by values generated during the
*          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
*          and first superdiagonal of the tridiagonal matrix T overwrite
*          the corresponding elements of A, and if UPLO = 'L', the
*          diagonal and first subdiagonal of T overwrite the
*          corresponding elements of A.
*
*  W       (output) DOUBLE PRECISION array, dimension (N)
*          If INFO = 0, the eigenvalues in ascending order.
*
*  Z       (output) COMPLEX*16 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 W(i).
*          If JOBZ = 'N', then Z is not referenced.
*
*  LDZ     (input) INTEGER
*          The leading dimension of the array Z.  LDZ >= 1, and if
*          JOBZ = 'V', LDZ >= max(1,N).
*
*  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
*          On exit, if INFO = 0, WORK(1) returns the required LWORK.
*
*  LWORK   (input) INTEGER
*          The dimension of array WORK.
*          If N <= 1,               LWORK must be at least 1.
*          If JOBZ = 'N' and N > 1, LWORK must be at least N.
*          If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
*
*          If LWORK = -1, then a workspace query is assumed; the routine
*          only calculates the required sizes of the WORK, RWORK and
*          IWORK arrays, returns these values as the first entries of
*          the WORK, RWORK and IWORK arrays, and no error message
*          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*
*  RWORK   (workspace/output) DOUBLE PRECISION array,
*                                         dimension (LRWORK)
*          On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
*
*  LRWORK  (input) INTEGER
*          The dimension of array RWORK.
*          If N <= 1,               LRWORK must be at least 1.
*          If JOBZ = 'N' and N > 1, LRWORK must be at least N.
*          If JOBZ = 'V' and N > 1, LRWORK must be at least
*                    1 + 5*N + 2*N**2.
*
*          If LRWORK = -1, then a workspace query is assumed; the
*          routine only calculates the required sizes of the WORK, RWORK
*          and IWORK arrays, returns these values as the first entries
*          of the WORK, RWORK and IWORK arrays, and no error message
*          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*
*  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
*          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
*
*  LIWORK  (input) INTEGER
*          The dimension of array IWORK.
*          If JOBZ  = 'N' or N <= 1, LIWORK must be at least 1.
*          If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
*
*          If LIWORK = -1, then a workspace query is assumed; the
*          routine only calculates the required sizes of the WORK, RWORK
*          and IWORK arrays, returns these values as the first entries
*          of the WORK, RWORK and IWORK arrays, and no error message
*          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*
*  INFO    (output) 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 an intermediate tridiagonal
*                form did not converge to zero.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
      COMPLEX*16         CONE
      PARAMETER          ( CONE = ( 1.0D+0, 0.0D+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY, WANTZ
      INTEGER            IINFO, IMAX, INDE, INDRWK, INDTAU, INDWRK,
     $                   ISCALE, LIWMIN, LLRWK, LLWRK, LRWMIN, LWMIN
      DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
     $                   SMLNUM
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, ZLANHP
      EXTERNAL           LSAME, DLAMCH, ZLANHP
*     ..
*     .. External Subroutines ..
      EXTERNAL           DSCAL, DSTERF, XERBLA, ZDSCAL, ZHPTRD, ZSTEDC,
     $                   ZUPMTR
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          SQRT
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      WANTZ = LSAME( JOBZ, 'V' )
      LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
      INFO = 0
      IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
         INFO = -1
      ELSE IF( .NOT.( LSAME( UPLO, 'L' ) .OR. LSAME( UPLO, 'U' ) ) )
     $          THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
         INFO = -7
      END IF
*
      IF( INFO.EQ.0 ) THEN
         IF( N.LE.1 ) THEN
            LWMIN = 1
            LIWMIN = 1
            LRWMIN = 1
         ELSE
            IF( WANTZ ) THEN
               LWMIN = 2*N
               LRWMIN = 1 + 5*N + 2*N**2
               LIWMIN = 3 + 5*N
            ELSE
               LWMIN = N
               LRWMIN = N
               LIWMIN = 1
            END IF
         END IF
         WORK( 1 ) = LWMIN
         RWORK( 1 ) = LRWMIN
         IWORK( 1 ) = LIWMIN
*
         IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -9
         ELSE IF( LRWORK.LT.LRWMIN .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( 'ZHPEVD', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
      IF( N.EQ.1 ) THEN
         W( 1 ) = AP( 1 )
         IF( WANTZ )
     $      Z( 1, 1 ) = CONE
         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.
*
      ANRM = ZLANHP( 'M', UPLO, N, AP, RWORK )
      ISCALE = 0
      IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
         ISCALE = 1
         SIGMA = RMIN / ANRM
      ELSE IF( ANRM.GT.RMAX ) THEN
         ISCALE = 1
         SIGMA = RMAX / ANRM
      END IF
      IF( ISCALE.EQ.1 ) THEN
         CALL ZDSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
      END IF
*
*     Call ZHPTRD to reduce Hermitian packed matrix to tridiagonal form.
*
      INDE = 1
      INDTAU = 1
      INDRWK = INDE + N
      INDWRK = INDTAU + N
      LLWRK = LWORK - INDWRK + 1
      LLRWK = LRWORK - INDRWK + 1
      CALL ZHPTRD( UPLO, N, AP, W, RWORK( INDE ), WORK( INDTAU ),
     $             IINFO )
*
*     For eigenvalues only, call DSTERF.  For eigenvectors, first call
*     ZUPGTR to generate the orthogonal matrix, then call ZSTEDC.
*
      IF( .NOT.WANTZ ) THEN
         CALL DSTERF( N, W, RWORK( INDE ), INFO )
      ELSE
         CALL ZSTEDC( 'I', N, W, RWORK( INDE ), Z, LDZ, WORK( INDWRK ),
     $                LLWRK, RWORK( INDRWK ), LLRWK, IWORK, LIWORK,
     $                INFO )
         CALL ZUPMTR( 'L', UPLO, 'N', N, N, AP, WORK( INDTAU ), Z, LDZ,
     $                WORK( INDWRK ), IINFO )
      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, W, 1 )
      END IF
*
      WORK( 1 ) = LWMIN
      RWORK( 1 ) = LRWMIN
      IWORK( 1 ) = LIWMIN
      RETURN
*
*     End of ZHPEVD
*
      END