floraachy
/
OpenBLAS
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
OpenBLAS/lapack-netlib/SRC/cheev.f

299 lines
8.6 KiB
Fortran
Raw Blame History

*> \brief <b> CHEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices</b>
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHEEV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cheev.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cheev.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cheev.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
* INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, UPLO
* INTEGER INFO, LDA, LWORK, N
* ..
* .. Array Arguments ..
* REAL RWORK( * ), W( * )
* COMPLEX A( LDA, * ), WORK( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CHEEV computes all eigenvalues and, optionally, eigenvectors of a
*> complex Hermitian matrix A.
*> \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 COMPLEX array, dimension (LDA, N)
*> On entry, the Hermitian 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 COMPLEX 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 length of the array WORK. LWORK >= max(1,2*N-1).
*> For optimal efficiency, LWORK >= (NB+1)*N,
*> where NB is the blocksize for CHETRD returned by ILAENV.
*>
*> If LWORK = -1, then a workspace query is assumed; the routine
*> only calculates the optimal size of the WORK array, returns
*> this value as the first entry of the WORK array, and no error
*> message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*> RWORK is REAL array, dimension (max(1, 3*N-2))
*> \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 complexHEeigen
*
* =====================================================================
SUBROUTINE CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
$ 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, LWORK, N
* ..
* .. Array Arguments ..
REAL RWORK( * ), W( * )
COMPLEX A( LDA, * ), WORK( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 )
COMPLEX CONE
PARAMETER ( CONE = ( 1.0E0, 0.0E0 ) )
* ..
* .. Local Scalars ..
LOGICAL LOWER, LQUERY, WANTZ
INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
$ LLWORK, LWKOPT, NB
REAL ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
$ SMLNUM
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV
REAL CLANHE, SLAMCH
EXTERNAL ILAENV, LSAME, CLANHE, SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL CHETRD, CLASCL, CSTEQR, CUNGTR, SSCAL, SSTERF,
$ XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
LOWER = LSAME( UPLO, 'L' )
LQUERY = ( LWORK.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
NB = ILAENV( 1, 'CHETRD', UPLO, N, -1, -1, -1 )
LWKOPT = MAX( 1, ( NB+1 )*N )
WORK( 1 ) = LWKOPT
*
IF( LWORK.LT.MAX( 1, 2*N-1 ) .AND. .NOT.LQUERY )
$ INFO = -8
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CHEEV ', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 ) THEN
RETURN
END IF
*
IF( N.EQ.1 ) THEN
W( 1 ) = A( 1, 1 )
WORK( 1 ) = 1
IF( WANTZ )
$ A( 1, 1 ) = CONE
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 = CLANHE( 'M', UPLO, N, A, LDA, 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 )
$ CALL CLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
*
* Call CHETRD to reduce Hermitian matrix to tridiagonal form.
*
INDE = 1
INDTAU = 1
INDWRK = INDTAU + N
LLWORK = LWORK - INDWRK + 1
CALL CHETRD( UPLO, N, A, LDA, W, RWORK( INDE ), WORK( INDTAU ),
$ WORK( INDWRK ), LLWORK, IINFO )
*
* For eigenvalues only, call SSTERF. For eigenvectors, first call
* CUNGTR to generate the unitary matrix, then call CSTEQR.
*
IF( .NOT.WANTZ ) THEN
CALL SSTERF( N, W, RWORK( INDE ), INFO )
ELSE
CALL CUNGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
$ LLWORK, IINFO )
INDWRK = INDE + N
CALL CSTEQR( JOBZ, N, W, RWORK( INDE ), A, LDA,
$ RWORK( INDWRK ), 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 SSCAL( IMAX, ONE / SIGMA, W, 1 )
END IF
*
* Set WORK(1) to optimal complex workspace size.
*
WORK( 1 ) = LWKOPT
*
RETURN
*
* End of CHEEV
*
END
Reference in New Issue View Git Blame Copy Permalink