332 lines
11 KiB
Fortran
332 lines
11 KiB
Fortran
*> \brief \b CHEGST
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download CHEGST + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chegst.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chegst.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chegst.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER INFO, ITYPE, LDA, LDB, N
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* ..
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* .. Array Arguments ..
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* COMPLEX A( LDA, * ), B( LDB, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> CHEGST reduces a complex Hermitian-definite generalized
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*> eigenproblem to standard form.
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*>
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*> If ITYPE = 1, the problem is A*x = lambda*B*x,
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*> and A is overwritten by inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H)
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*>
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*> If ITYPE = 2 or 3, the problem is A*B*x = lambda*x or
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*> B*A*x = lambda*x, and A is overwritten by U*A*U**H or L**H*A*L.
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*>
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*> B must have been previously factorized as U**H*U or L*L**H by CPOTRF.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] ITYPE
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*> \verbatim
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*> ITYPE is INTEGER
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*> = 1: compute inv(U**H)*A*inv(U) or inv(L)*A*inv(L**H);
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*> = 2 or 3: compute U*A*U**H or L**H*A*L.
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*> \endverbatim
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*>
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> = 'U': Upper triangle of A is stored and B is factored as
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*> U**H*U;
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*> = 'L': Lower triangle of A is stored and B is factored as
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*> L*L**H.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrices A and B. N >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX array, dimension (LDA,N)
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*> On entry, the Hermitian matrix A. If UPLO = 'U', the leading
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*> N-by-N upper triangular part of A contains the upper
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*> triangular part of the matrix A, and the strictly lower
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*> triangular part of A is not referenced. If UPLO = 'L', the
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*> leading N-by-N lower triangular part of A contains the lower
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*> triangular part of the matrix A, and the strictly upper
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*> triangular part of A is not referenced.
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*>
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*> On exit, if INFO = 0, the transformed matrix, stored in the
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*> same format as A.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*> LDA is INTEGER
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*> The leading dimension of the array A. LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is COMPLEX array, dimension (LDB,N)
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*> The triangular factor from the Cholesky factorization of B,
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*> as returned by CPOTRF.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of the array B. LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date September 2012
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*
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*> \ingroup complexHEcomputational
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*
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* =====================================================================
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SUBROUTINE CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
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*
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* -- LAPACK computational routine (version 3.4.2) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* September 2012
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, ITYPE, LDA, LDB, N
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* ..
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* .. Array Arguments ..
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COMPLEX A( LDA, * ), B( LDB, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ONE
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PARAMETER ( ONE = 1.0E+0 )
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COMPLEX CONE, HALF
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PARAMETER ( CONE = ( 1.0E+0, 0.0E+0 ),
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$ HALF = ( 0.5E+0, 0.0E+0 ) )
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* ..
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* .. Local Scalars ..
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LOGICAL UPPER
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INTEGER K, KB, NB
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* ..
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* .. External Subroutines ..
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EXTERNAL CHEGS2, CHEMM, CHER2K, CTRMM, CTRSM, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX, MIN
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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INTEGER ILAENV
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EXTERNAL LSAME, ILAENV
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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UPPER = LSAME( UPLO, 'U' )
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IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
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INFO = -1
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ELSE IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -2
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ELSE IF( N.LT.0 ) THEN
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INFO = -3
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -5
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ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -7
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'CHEGST', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 )
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$ RETURN
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*
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* Determine the block size for this environment.
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*
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NB = ILAENV( 1, 'CHEGST', UPLO, N, -1, -1, -1 )
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*
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IF( NB.LE.1 .OR. NB.GE.N ) THEN
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*
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* Use unblocked code
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*
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CALL CHEGS2( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
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ELSE
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*
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* Use blocked code
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*
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IF( ITYPE.EQ.1 ) THEN
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IF( UPPER ) THEN
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*
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* Compute inv(U**H)*A*inv(U)
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*
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DO 10 K = 1, N, NB
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KB = MIN( N-K+1, NB )
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*
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* Update the upper triangle of A(k:n,k:n)
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*
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CALL CHEGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
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$ B( K, K ), LDB, INFO )
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IF( K+KB.LE.N ) THEN
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CALL CTRSM( 'Left', UPLO, 'Conjugate transpose',
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$ 'Non-unit', KB, N-K-KB+1, CONE,
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$ B( K, K ), LDB, A( K, K+KB ), LDA )
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CALL CHEMM( 'Left', UPLO, KB, N-K-KB+1, -HALF,
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$ A( K, K ), LDA, B( K, K+KB ), LDB,
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$ CONE, A( K, K+KB ), LDA )
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CALL CHER2K( UPLO, 'Conjugate transpose', N-K-KB+1,
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$ KB, -CONE, A( K, K+KB ), LDA,
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$ B( K, K+KB ), LDB, ONE,
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$ A( K+KB, K+KB ), LDA )
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CALL CHEMM( 'Left', UPLO, KB, N-K-KB+1, -HALF,
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$ A( K, K ), LDA, B( K, K+KB ), LDB,
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$ CONE, A( K, K+KB ), LDA )
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CALL CTRSM( 'Right', UPLO, 'No transpose',
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$ 'Non-unit', KB, N-K-KB+1, CONE,
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$ B( K+KB, K+KB ), LDB, A( K, K+KB ),
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$ LDA )
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END IF
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10 CONTINUE
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ELSE
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*
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* Compute inv(L)*A*inv(L**H)
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*
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DO 20 K = 1, N, NB
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KB = MIN( N-K+1, NB )
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*
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* Update the lower triangle of A(k:n,k:n)
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*
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CALL CHEGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
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$ B( K, K ), LDB, INFO )
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IF( K+KB.LE.N ) THEN
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CALL CTRSM( 'Right', UPLO, 'Conjugate transpose',
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$ 'Non-unit', N-K-KB+1, KB, CONE,
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$ B( K, K ), LDB, A( K+KB, K ), LDA )
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CALL CHEMM( 'Right', UPLO, N-K-KB+1, KB, -HALF,
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$ A( K, K ), LDA, B( K+KB, K ), LDB,
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$ CONE, A( K+KB, K ), LDA )
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CALL CHER2K( UPLO, 'No transpose', N-K-KB+1, KB,
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$ -CONE, A( K+KB, K ), LDA,
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$ B( K+KB, K ), LDB, ONE,
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$ A( K+KB, K+KB ), LDA )
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CALL CHEMM( 'Right', UPLO, N-K-KB+1, KB, -HALF,
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$ A( K, K ), LDA, B( K+KB, K ), LDB,
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$ CONE, A( K+KB, K ), LDA )
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CALL CTRSM( 'Left', UPLO, 'No transpose',
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$ 'Non-unit', N-K-KB+1, KB, CONE,
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$ B( K+KB, K+KB ), LDB, A( K+KB, K ),
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$ LDA )
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END IF
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20 CONTINUE
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END IF
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ELSE
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IF( UPPER ) THEN
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*
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* Compute U*A*U**H
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*
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DO 30 K = 1, N, NB
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KB = MIN( N-K+1, NB )
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*
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* Update the upper triangle of A(1:k+kb-1,1:k+kb-1)
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*
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CALL CTRMM( 'Left', UPLO, 'No transpose', 'Non-unit',
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$ K-1, KB, CONE, B, LDB, A( 1, K ), LDA )
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CALL CHEMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ),
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$ LDA, B( 1, K ), LDB, CONE, A( 1, K ),
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$ LDA )
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CALL CHER2K( UPLO, 'No transpose', K-1, KB, CONE,
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$ A( 1, K ), LDA, B( 1, K ), LDB, ONE, A,
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$ LDA )
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CALL CHEMM( 'Right', UPLO, K-1, KB, HALF, A( K, K ),
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$ LDA, B( 1, K ), LDB, CONE, A( 1, K ),
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$ LDA )
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CALL CTRMM( 'Right', UPLO, 'Conjugate transpose',
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$ 'Non-unit', K-1, KB, CONE, B( K, K ), LDB,
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$ A( 1, K ), LDA )
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CALL CHEGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
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$ B( K, K ), LDB, INFO )
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30 CONTINUE
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ELSE
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*
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* Compute L**H*A*L
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*
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DO 40 K = 1, N, NB
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KB = MIN( N-K+1, NB )
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*
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* Update the lower triangle of A(1:k+kb-1,1:k+kb-1)
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*
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CALL CTRMM( 'Right', UPLO, 'No transpose', 'Non-unit',
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$ KB, K-1, CONE, B, LDB, A( K, 1 ), LDA )
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CALL CHEMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ),
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$ LDA, B( K, 1 ), LDB, CONE, A( K, 1 ),
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$ LDA )
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CALL CHER2K( UPLO, 'Conjugate transpose', K-1, KB,
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$ CONE, A( K, 1 ), LDA, B( K, 1 ), LDB,
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$ ONE, A, LDA )
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CALL CHEMM( 'Left', UPLO, KB, K-1, HALF, A( K, K ),
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$ LDA, B( K, 1 ), LDB, CONE, A( K, 1 ),
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$ LDA )
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CALL CTRMM( 'Left', UPLO, 'Conjugate transpose',
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$ 'Non-unit', KB, K-1, CONE, B( K, K ), LDB,
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$ A( K, 1 ), LDA )
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CALL CHEGS2( ITYPE, UPLO, KB, A( K, K ), LDA,
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$ B( K, K ), LDB, INFO )
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40 CONTINUE
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END IF
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END IF
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END IF
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RETURN
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*
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* End of CHEGST
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*
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END
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