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OpenBLAS/lapack-netlib/SRC/zhegs2.f

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*> \brief \b ZHEGS2 reduces a Hermitian definite generalized eigenproblem to standard form, using the factorization results obtained from cpotrf (unblocked algorithm).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download ZHEGS2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhegs2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhegs2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhegs2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE ZHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, ITYPE, LDA, LDB, N
* ..
* .. Array Arguments ..
* COMPLEX*16 A( LDA, * ), B( LDB, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> ZHEGS2 reduces a complex Hermitian-definite generalized
*> eigenproblem to standard form.
*>
*> If ITYPE = 1, the problem is A*x = lambda*B*x,
*> and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
*>
*> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
*> B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H *A*L.
*>
*> B must have been previously factorized as U**H *U or L*L**H by ZPOTRF.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ITYPE
*> \verbatim
*> ITYPE is INTEGER
*> = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
*> = 2 or 3: compute U*A*U**H or L**H *A*L.
*> \endverbatim
*>
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> Specifies whether the upper or lower triangular part of the
*> Hermitian matrix A is stored, and how B has been factorized.
*> = 'U': Upper triangular
*> = 'L': Lower triangular
*> \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 COMPLEX*16 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, and the strictly lower
*> triangular part of A is not referenced. If UPLO = 'L', the
*> leading n by n lower triangular part of A contains the lower
*> triangular part of the matrix A, and the strictly upper
*> triangular part of A is not referenced.
*>
*> On exit, if INFO = 0, the transformed matrix, stored in the
*> same format as A.
*> \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 COMPLEX*16 array, dimension (LDB,N)
*> The triangular factor from the Cholesky factorization of B,
*> as returned by ZPOTRF.
*> B is modified by the routine but restored on exit.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B. LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit.
*> < 0: if INFO = -i, the i-th argument had an illegal value.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex16HEcomputational
*
* =====================================================================
SUBROUTINE ZHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
*
* -- LAPACK computational routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, ITYPE, LDA, LDB, N
* ..
* .. Array Arguments ..
COMPLEX*16 A( LDA, * ), B( LDB, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, HALF
PARAMETER ( ONE = 1.0D+0, HALF = 0.5D+0 )
COMPLEX*16 CONE
PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER K
DOUBLE PRECISION AKK, BKK
COMPLEX*16 CT
* ..
* .. External Subroutines ..
EXTERNAL XERBLA, ZAXPY, ZDSCAL, ZHER2, ZLACGV, ZTRMV,
$ ZTRSV
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
UPPER = LSAME( UPLO, 'U' )
IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
INFO = -1
ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
INFO = -7
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'ZHEGS2', -INFO )
RETURN
END IF
*
IF( ITYPE.EQ.1 ) THEN
IF( UPPER ) THEN
*
* Compute inv(U**H)*A*inv(U)
*
DO 10 K = 1, N
*
* Update the upper triangle of A(k:n,k:n)
*
AKK = DBLE( A( K, K ) )
BKK = DBLE( B( K, K ) )
AKK = AKK / BKK**2
A( K, K ) = AKK
IF( K.LT.N ) THEN
CALL ZDSCAL( N-K, ONE / BKK, A( K, K+1 ), LDA )
CT = -HALF*AKK
CALL ZLACGV( N-K, A( K, K+1 ), LDA )
CALL ZLACGV( N-K, B( K, K+1 ), LDB )
CALL ZAXPY( N-K, CT, B( K, K+1 ), LDB, A( K, K+1 ),
$ LDA )
CALL ZHER2( UPLO, N-K, -CONE, A( K, K+1 ), LDA,
$ B( K, K+1 ), LDB, A( K+1, K+1 ), LDA )
CALL ZAXPY( N-K, CT, B( K, K+1 ), LDB, A( K, K+1 ),
$ LDA )
CALL ZLACGV( N-K, B( K, K+1 ), LDB )
CALL ZTRSV( UPLO, 'Conjugate transpose', 'Non-unit',
$ N-K, B( K+1, K+1 ), LDB, A( K, K+1 ),
$ LDA )
CALL ZLACGV( N-K, A( K, K+1 ), LDA )
END IF
10 CONTINUE
ELSE
*
* Compute inv(L)*A*inv(L**H)
*
DO 20 K = 1, N
*
* Update the lower triangle of A(k:n,k:n)
*
AKK = DBLE( A( K, K ) )
BKK = DBLE( B( K, K ) )
AKK = AKK / BKK**2
A( K, K ) = AKK
IF( K.LT.N ) THEN
CALL ZDSCAL( N-K, ONE / BKK, A( K+1, K ), 1 )
CT = -HALF*AKK
CALL ZAXPY( N-K, CT, B( K+1, K ), 1, A( K+1, K ), 1 )
CALL ZHER2( UPLO, N-K, -CONE, A( K+1, K ), 1,
$ B( K+1, K ), 1, A( K+1, K+1 ), LDA )
CALL ZAXPY( N-K, CT, B( K+1, K ), 1, A( K+1, K ), 1 )
CALL ZTRSV( UPLO, 'No transpose', 'Non-unit', N-K,
$ B( K+1, K+1 ), LDB, A( K+1, K ), 1 )
END IF
20 CONTINUE
END IF
ELSE
IF( UPPER ) THEN
*
* Compute U*A*U**H
*
DO 30 K = 1, N
*
* Update the upper triangle of A(1:k,1:k)
*
AKK = DBLE( A( K, K ) )
BKK = DBLE( B( K, K ) )
CALL ZTRMV( UPLO, 'No transpose', 'Non-unit', K-1, B,
$ LDB, A( 1, K ), 1 )
CT = HALF*AKK
CALL ZAXPY( K-1, CT, B( 1, K ), 1, A( 1, K ), 1 )
CALL ZHER2( UPLO, K-1, CONE, A( 1, K ), 1, B( 1, K ), 1,
$ A, LDA )
CALL ZAXPY( K-1, CT, B( 1, K ), 1, A( 1, K ), 1 )
CALL ZDSCAL( K-1, BKK, A( 1, K ), 1 )
A( K, K ) = AKK*BKK**2
30 CONTINUE
ELSE
*
* Compute L**H *A*L
*
DO 40 K = 1, N
*
* Update the lower triangle of A(1:k,1:k)
*
AKK = DBLE( A( K, K ) )
BKK = DBLE( B( K, K ) )
CALL ZLACGV( K-1, A( K, 1 ), LDA )
CALL ZTRMV( UPLO, 'Conjugate transpose', 'Non-unit', K-1,
$ B, LDB, A( K, 1 ), LDA )
CT = HALF*AKK
CALL ZLACGV( K-1, B( K, 1 ), LDB )
CALL ZAXPY( K-1, CT, B( K, 1 ), LDB, A( K, 1 ), LDA )
CALL ZHER2( UPLO, K-1, CONE, A( K, 1 ), LDA, B( K, 1 ),
$ LDB, A, LDA )
CALL ZAXPY( K-1, CT, B( K, 1 ), LDB, A( K, 1 ), LDA )
CALL ZLACGV( K-1, B( K, 1 ), LDB )
CALL ZDSCAL( K-1, BKK, A( K, 1 ), LDA )
CALL ZLACGV( K-1, A( K, 1 ), LDA )
A( K, K ) = AKK*BKK**2
40 CONTINUE
END IF
END IF
RETURN
*
* End of ZHEGS2
*
END
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