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OpenBLAS/lapack-netlib/SRC/chpgv.f

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*> \brief \b CHPGV
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHPGV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chpgv.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chpgv.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chpgv.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
* RWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, UPLO
* INTEGER INFO, ITYPE, LDZ, N
* ..
* .. Array Arguments ..
* REAL RWORK( * ), W( * )
* COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CHPGV computes all the eigenvalues and, optionally, the eigenvectors
*> of a complex generalized Hermitian-definite eigenproblem, of the form
*> A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
*> Here A and B are assumed to be Hermitian, stored in packed format,
*> and B is also positive definite.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ITYPE
*> \verbatim
*> ITYPE is INTEGER
*> Specifies the problem type to be solved:
*> = 1: A*x = (lambda)*B*x
*> = 2: A*B*x = (lambda)*x
*> = 3: B*A*x = (lambda)*x
*> \endverbatim
*>
*> \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 triangles of A and B are stored;
*> = 'L': Lower triangles of A and B are stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrices A and B. N >= 0.
*> \endverbatim
*>
*> \param[in,out] AP
*> \verbatim
*> AP is COMPLEX 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, the contents of AP are destroyed.
*> \endverbatim
*>
*> \param[in,out] BP
*> \verbatim
*> BP is COMPLEX array, dimension (N*(N+1)/2)
*> On entry, the upper or lower triangle of the Hermitian matrix
*> B, packed columnwise in a linear array. The j-th column of B
*> is stored in the array BP as follows:
*> if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
*> if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
*>
*> On exit, the triangular factor U or L from the Cholesky
*> factorization B = U**H*U or B = L*L**H, in the same storage
*> format as B.
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*> W is REAL array, dimension (N)
*> If INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*> Z is COMPLEX array, dimension (LDZ, N)
*> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
*> eigenvectors. The eigenvectors are normalized as follows:
*> if ITYPE = 1 or 2, Z**H*B*Z = I;
*> if ITYPE = 3, Z**H*inv(B)*Z = 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 COMPLEX array, dimension (max(1, 2*N-1))
*> \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: CPPTRF or CHPEV returned an error code:
*> <= N: if INFO = i, CHPEV failed to converge;
*> i off-diagonal elements of an intermediate
*> tridiagonal form did not convergeto zero;
*> > N: if INFO = N + i, for 1 <= i <= n, then the leading
*> minor of order i of B is not positive definite.
*> The factorization of B could not be completed and
*> no eigenvalues or eigenvectors were computed.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complexOTHEReigen
*
* =====================================================================
SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
$ RWORK, INFO )
*
* -- LAPACK driver routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
CHARACTER JOBZ, UPLO
INTEGER INFO, ITYPE, LDZ, N
* ..
* .. Array Arguments ..
REAL RWORK( * ), W( * )
COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Local Scalars ..
LOGICAL UPPER, WANTZ
CHARACTER TRANS
INTEGER J, NEIG
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL CHPEV, CHPGST, CPPTRF, CTPMV, CTPSV, XERBLA
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
UPPER = LSAME( UPLO, 'U' )
*
INFO = 0
IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
INFO = -1
ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -2
ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
INFO = -9
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CHPGV ', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Form a Cholesky factorization of B.
*
CALL CPPTRF( UPLO, N, BP, INFO )
IF( INFO.NE.0 ) THEN
INFO = N + INFO
RETURN
END IF
*
* Transform problem to standard eigenvalue problem and solve.
*
CALL CHPGST( ITYPE, UPLO, N, AP, BP, INFO )
CALL CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO )
*
IF( WANTZ ) THEN
*
* Backtransform eigenvectors to the original problem.
*
NEIG = N
IF( INFO.GT.0 )
$ NEIG = INFO - 1
IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
*
* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
* backtransform eigenvectors: x = inv(L)**H*y or inv(U)*y
*
IF( UPPER ) THEN
TRANS = 'N'
ELSE
TRANS = 'C'
END IF
*
DO 10 J = 1, NEIG
CALL CTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
$ 1 )
10 CONTINUE
*
ELSE IF( ITYPE.EQ.3 ) THEN
*
* For B*A*x=(lambda)*x;
* backtransform eigenvectors: x = L*y or U**H*y
*
IF( UPPER ) THEN
TRANS = 'C'
ELSE
TRANS = 'N'
END IF
*
DO 20 J = 1, NEIG
CALL CTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
$ 1 )
20 CONTINUE
END IF
END IF
RETURN
*
* End of CHPGV
*
END
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