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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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*> \brief <b> SSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b>
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SSYEVD + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssyevd.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssyevd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssyevd.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE SSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK,
* LIWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, UPLO
* INTEGER INFO, LDA, LIWORK, LWORK, N
* ..
* .. Array Arguments ..
* INTEGER IWORK( * )
* REAL A( LDA, * ), W( * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SSYEVD computes all eigenvalues and, optionally, eigenvectors of a
*> real symmetric matrix A. 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.
*>
*> Because of large use of BLAS of level 3, SSYEVD needs N**2 more
*> workspace than SSYEVX.
*> \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] A
*> \verbatim
*> A is REAL 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.
*> On exit, if JOBZ = 'V', then if INFO = 0, A contains the
*> orthonormal eigenvectors of the matrix A.
*> If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
*> or the upper triangle (if UPLO='U') 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[out] W
*> \verbatim
*> W is REAL array, dimension (N)
*> If INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is REAL array,
*> dimension (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 must be at least 1.
*> If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1.
*> If JOBZ = 'V' and N > 1, LWORK must be at least
*> 1 + 6*N + 2*N**2.
*>
*> 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 must be at least 1.
*> If JOBZ = 'N' and 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 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: 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).
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup realSYeigen
*
*> \par Contributors:
* ==================
*>
*> Jeff Rutter, Computer Science Division, University of California
*> at Berkeley, USA \n
*> Modified by Francoise Tisseur, University of Tennessee \n
*> Modified description of INFO. Sven, 16 Feb 05. \n
*>
* =====================================================================
SUBROUTINE SSYEVD( JOBZ, UPLO, N, A, LDA, W, 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, LDA, LIWORK, LWORK, N
* ..
* .. Array Arguments ..
INTEGER IWORK( * )
REAL A( LDA, * ), W( * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
*
LOGICAL LOWER, LQUERY, WANTZ
INTEGER IINFO, INDE, INDTAU, INDWK2, INDWRK, ISCALE,
$ LIOPT, LIWMIN, LLWORK, LLWRK2, LOPT, LWMIN
REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
$ SMLNUM
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV
REAL SLAMCH, SLANSY
EXTERNAL ILAENV, LSAME, SLAMCH, SLANSY
* ..
* .. External Subroutines ..
EXTERNAL SLACPY, SLASCL, SORMTR, SSCAL, SSTEDC, SSTERF,
$ SSYTRD, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
LOWER = LSAME( UPLO, 'L' )
LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
INFO = 0
IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -1
ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
END IF
*
IF( INFO.EQ.0 ) THEN
IF( N.LE.1 ) THEN
LIWMIN = 1
LWMIN = 1
LOPT = LWMIN
LIOPT = LIWMIN
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 = MAX( LWMIN, 2*N +
$ ILAENV( 1, 'SSYTRD', UPLO, N, -1, -1, -1 ) )
LIOPT = LIWMIN
END IF
WORK( 1 ) = LOPT
IWORK( 1 ) = LIOPT
*
IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
INFO = -8
ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
INFO = -10
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'SSYEVD', -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 ) = A( 1, 1 )
IF( WANTZ )
$ A( 1, 1 ) = ONE
RETURN
END IF
*
* Get machine constants.
*
SAFMIN = SLAMCH( 'Safe minimum' )
EPS = SLAMCH( 'Precision' )
SMLNUM = SAFMIN / EPS
BIGNUM = ONE / SMLNUM
RMIN = SQRT( SMLNUM )
RMAX = SQRT( BIGNUM )
*
* Scale matrix to allowable range, if necessary.
*
ANRM = SLANSY( 'M', UPLO, N, A, LDA, 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 )
$ CALL SLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
*
* Call SSYTRD to reduce symmetric matrix to tridiagonal form.
*
INDE = 1
INDTAU = INDE + N
INDWRK = INDTAU + N
LLWORK = LWORK - INDWRK + 1
INDWK2 = INDWRK + N*N
LLWRK2 = LWORK - INDWK2 + 1
*
CALL SSYTRD( UPLO, N, A, LDA, W, WORK( INDE ), WORK( INDTAU ),
$ WORK( INDWRK ), LLWORK, IINFO )
*
* For eigenvalues only, call SSTERF. For eigenvectors, first call
* SSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
* tridiagonal matrix, then call SORMTR to multiply it by the
* Householder transformations stored in A.
*
IF( .NOT.WANTZ ) THEN
CALL SSTERF( N, W, WORK( INDE ), INFO )
ELSE
CALL SSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
$ WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
CALL SORMTR( 'L', UPLO, 'N', N, N, A, LDA, WORK( INDTAU ),
$ WORK( INDWRK ), N, WORK( INDWK2 ), LLWRK2, IINFO )
CALL SLACPY( 'A', N, N, WORK( INDWRK ), N, A, LDA )
END IF
*
* If matrix was scaled, then rescale eigenvalues appropriately.
*
IF( ISCALE.EQ.1 )
$ CALL SSCAL( N, ONE / SIGMA, W, 1 )
*
WORK( 1 ) = LOPT
IWORK( 1 ) = LIOPT
*
RETURN
*
* End of SSYEVD
*
END