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Refs #247. Included lapack source codes. Avoid downloading tar.gz from netlib.org

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Based on 3.4.2 version, apply patch.for_lapack-3.4.2.
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Zhang Xianyi
2013-07-09 17:00:02 +08:00
parent fbb75e58b1
commit 3eb5af1955
5320 changed files with 1448313 additions and 11 deletions
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lapack-netlib/SRC/dspevd.f Normal file
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*> \brief <b> DSPEVD 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 DSPEVD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspevd.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspevd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspevd.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
* IWORK, LIWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, UPLO
* INTEGER INFO, LDZ, LIWORK, LWORK, N
* ..
* .. Array Arguments ..
* INTEGER IWORK( * )
* DOUBLE PRECISION AP( * ), W( * ), WORK( * ), Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSPEVD computes all the eigenvalues and, optionally, eigenvectors
*> of a real symmetric 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.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \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 triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
*> On entry, the upper or lower triangle of the symmetric 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.
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*> W is DOUBLE PRECISION array, dimension (N)
*> If INFO = 0, the eigenvalues in ascending order.
*> \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 W(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 (LWORK)
*> On exit, if INFO = 0, WORK(1) returns the required LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK.
*> If N <= 1, LWORK must be at least 1.
*> If JOBZ = 'N' and N > 1, LWORK must be at least 2*N.
*> If JOBZ = 'V' and N > 1, LWORK must be at least
*> 1 + 6*N + N**2.
*>
*> If LWORK = -1, then a workspace query is assumed; the routine
*> only calculates the required 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 required LIWORK.
*> \endverbatim
*>
*> \param[in] LIWORK
*> \verbatim
*> LIWORK is INTEGER
*> The dimension of the 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 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: if INFO = i, the algorithm failed to converge; i
*> off-diagonal elements of an intermediate tridiagonal
*> form 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 DSPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK,
$ IWORK, LIWORK, 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, UPLO
INTEGER INFO, LDZ, LIWORK, LWORK, N
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
DOUBLE PRECISION AP( * ), W( * ), WORK( * ), Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL LQUERY, WANTZ
INTEGER IINFO, INDE, INDTAU, INDWRK, ISCALE, LIWMIN,
$ LLWORK, LWMIN
DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
$ SMLNUM
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, DLANSP
EXTERNAL LSAME, DLAMCH, DLANSP
* ..
* .. External Subroutines ..
EXTERNAL DOPMTR, DSCAL, DSPTRD, DSTEDC, DSTERF, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
INFO = 0
IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -1
ELSE IF( .NOT.( LSAME( UPLO, 'U' ) .OR. LSAME( UPLO, 'L' ) ) )
$ 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
LIWMIN = 1
LWMIN = 1
ELSE
IF( WANTZ ) THEN
LIWMIN = 3 + 5*N
LWMIN = 1 + 6*N + N**2
ELSE
LIWMIN = 1
LWMIN = 2*N
END IF
END IF
IWORK( 1 ) = LIWMIN
WORK( 1 ) = LWMIN
*
IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
INFO = -9
ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
INFO = -11
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DSPEVD', -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 ) = 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.
*
ANRM = DLANSP( 'M', UPLO, N, AP, WORK )
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 DSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
END IF
*
* Call DSPTRD to reduce symmetric packed matrix to tridiagonal form.
*
INDE = 1
INDTAU = INDE + N
CALL DSPTRD( UPLO, N, AP, W, WORK( INDE ), WORK( INDTAU ), IINFO )
*
* For eigenvalues only, call DSTERF. For eigenvectors, first call
* DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
* tridiagonal matrix, then call DOPMTR to multiply it by the
* Householder transformations represented in AP.
*
IF( .NOT.WANTZ ) THEN
CALL DSTERF( N, W, WORK( INDE ), INFO )
ELSE
INDWRK = INDTAU + N
LLWORK = LWORK - INDWRK + 1
CALL DSTEDC( 'I', N, W, WORK( INDE ), Z, LDZ, WORK( INDWRK ),
$ LLWORK, IWORK, LIWORK, INFO )
CALL DOPMTR( '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 )
$ CALL DSCAL( N, ONE / SIGMA, W, 1 )
*
WORK( 1 ) = LWMIN
IWORK( 1 ) = LIWMIN
RETURN
*
* End of DSPEVD
*
END