|
| 1 | +*> \brief <b> DSYEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b> |
| 2 | +* |
| 3 | +* =========== DOCUMENTATION =========== |
| 4 | +* |
| 5 | +* Online html documentation available at |
| 6 | +* http://www.netlib.org/lapack/explore-html/ |
| 7 | +* |
| 8 | +*> Download DSYEV + dependencies |
| 9 | +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsyev.f"> |
| 10 | +*> [TGZ]</a> |
| 11 | +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsyev.f"> |
| 12 | +*> [ZIP]</a> |
| 13 | +*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsyev.f"> |
| 14 | +*> [TXT]</a> |
| 15 | +* |
| 16 | +* Definition: |
| 17 | +* =========== |
| 18 | +* |
| 19 | +* SUBROUTINE DSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO ) |
| 20 | +* |
| 21 | +* .. Scalar Arguments .. |
| 22 | +* CHARACTER JOBZ, UPLO |
| 23 | +* INTEGER INFO, LDA, LWORK, N |
| 24 | +* .. |
| 25 | +* .. Array Arguments .. |
| 26 | +* DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ) |
| 27 | +* .. |
| 28 | +* |
| 29 | +* |
| 30 | +*> \par Purpose: |
| 31 | +* ============= |
| 32 | +*> |
| 33 | +*> \verbatim |
| 34 | +*> |
| 35 | +*> DSYEV computes all eigenvalues and, optionally, eigenvectors of a |
| 36 | +*> real symmetric matrix A. |
| 37 | +*> \endverbatim |
| 38 | +* |
| 39 | +* Arguments: |
| 40 | +* ========== |
| 41 | +* |
| 42 | +*> \param[in] JOBZ |
| 43 | +*> \verbatim |
| 44 | +*> JOBZ is CHARACTER*1 |
| 45 | +*> = 'N': Compute eigenvalues only; |
| 46 | +*> = 'V': Compute eigenvalues and eigenvectors. |
| 47 | +*> \endverbatim |
| 48 | +*> |
| 49 | +*> \param[in] UPLO |
| 50 | +*> \verbatim |
| 51 | +*> UPLO is CHARACTER*1 |
| 52 | +*> = 'U': Upper triangle of A is stored; |
| 53 | +*> = 'L': Lower triangle of A is stored. |
| 54 | +*> \endverbatim |
| 55 | +*> |
| 56 | +*> \param[in] N |
| 57 | +*> \verbatim |
| 58 | +*> N is INTEGER |
| 59 | +*> The order of the matrix A. N >= 0. |
| 60 | +*> \endverbatim |
| 61 | +*> |
| 62 | +*> \param[in,out] A |
| 63 | +*> \verbatim |
| 64 | +*> A is DOUBLE PRECISION array, dimension (LDA, N) |
| 65 | +*> On entry, the symmetric matrix A. If UPLO = 'U', the |
| 66 | +*> leading N-by-N upper triangular part of A contains the |
| 67 | +*> upper triangular part of the matrix A. If UPLO = 'L', |
| 68 | +*> the leading N-by-N lower triangular part of A contains |
| 69 | +*> the lower triangular part of the matrix A. |
| 70 | +*> On exit, if JOBZ = 'V', then if INFO = 0, A contains the |
| 71 | +*> orthonormal eigenvectors of the matrix A. |
| 72 | +*> If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') |
| 73 | +*> or the upper triangle (if UPLO='U') of A, including the |
| 74 | +*> diagonal, is destroyed. |
| 75 | +*> \endverbatim |
| 76 | +*> |
| 77 | +*> \param[in] LDA |
| 78 | +*> \verbatim |
| 79 | +*> LDA is INTEGER |
| 80 | +*> The leading dimension of the array A. LDA >= max(1,N). |
| 81 | +*> \endverbatim |
| 82 | +*> |
| 83 | +*> \param[out] W |
| 84 | +*> \verbatim |
| 85 | +*> W is DOUBLE PRECISION array, dimension (N) |
| 86 | +*> If INFO = 0, the eigenvalues in ascending order. |
| 87 | +*> \endverbatim |
| 88 | +*> |
| 89 | +*> \param[out] WORK |
| 90 | +*> \verbatim |
| 91 | +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) |
| 92 | +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
| 93 | +*> \endverbatim |
| 94 | +*> |
| 95 | +*> \param[in] LWORK |
| 96 | +*> \verbatim |
| 97 | +*> LWORK is INTEGER |
| 98 | +*> The length of the array WORK. LWORK >= max(1,3*N-1). |
| 99 | +*> For optimal efficiency, LWORK >= (NB+2)*N, |
| 100 | +*> where NB is the blocksize for DSYTRD returned by ILAENV. |
| 101 | +*> |
| 102 | +*> If LWORK = -1, then a workspace query is assumed; the routine |
| 103 | +*> only calculates the optimal size of the WORK array, returns |
| 104 | +*> this value as the first entry of the WORK array, and no error |
| 105 | +*> message related to LWORK is issued by XERBLA. |
| 106 | +*> \endverbatim |
| 107 | +*> |
| 108 | +*> \param[out] INFO |
| 109 | +*> \verbatim |
| 110 | +*> INFO is INTEGER |
| 111 | +*> = 0: successful exit |
| 112 | +*> < 0: if INFO = -i, the i-th argument had an illegal value |
| 113 | +*> > 0: if INFO = i, the algorithm failed to converge; i |
| 114 | +*> off-diagonal elements of an intermediate tridiagonal |
| 115 | +*> form did not converge to zero. |
| 116 | +*> \endverbatim |
| 117 | +* |
| 118 | +* Authors: |
| 119 | +* ======== |
| 120 | +* |
| 121 | +*> \author Univ. of Tennessee |
| 122 | +*> \author Univ. of California Berkeley |
| 123 | +*> \author Univ. of Colorado Denver |
| 124 | +*> \author NAG Ltd. |
| 125 | +* |
| 126 | +*> \ingroup heev |
| 127 | +* |
| 128 | +* ===================================================================== |
| 129 | + |
| 130 | + SUBROUTINE dsyev( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO ) |
| 131 | +* |
| 132 | +* -- LAPACK driver routine -- |
| 133 | +* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
| 134 | +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
| 135 | +* |
| 136 | +* .. Scalar Arguments .. |
| 137 | + CHARACTER JOBZ, UPLO |
| 138 | + INTEGER INFO, LDA, LWORK, N |
| 139 | +* .. |
| 140 | +* .. Array Arguments .. |
| 141 | + DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ) |
| 142 | +* .. |
| 143 | +* |
| 144 | +* ===================================================================== |
| 145 | +* |
| 146 | +* .. Parameters .. |
| 147 | + DOUBLE PRECISION ZERO, ONE |
| 148 | + parameter( zero = 0.0d0, one = 1.0d0 ) |
| 149 | +* .. |
| 150 | +* .. Local Scalars .. |
| 151 | + LOGICAL LOWER, LQUERY, WANTZ |
| 152 | + INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE, |
| 153 | + $ LLWORK, LWKOPT, NB |
| 154 | + DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, |
| 155 | + $ SMLNUM |
| 156 | +* .. |
| 157 | +* .. External Functions .. |
| 158 | + LOGICAL LSAME |
| 159 | + INTEGER ILAENV |
| 160 | + DOUBLE PRECISION DLAMCH, DLANSY |
| 161 | + EXTERNAL lsame, ilaenv, dlamch, dlansy |
| 162 | +* .. |
| 163 | +* .. External Subroutines .. |
| 164 | + EXTERNAL dlascl, dorgtr, dscal, dsteqr, dsterf, |
| 165 | + $ dsytrd, |
| 166 | + $ xerbla |
| 167 | +* .. |
| 168 | +* .. Intrinsic Functions .. |
| 169 | + INTRINSIC max, sqrt |
| 170 | +* .. |
| 171 | +* .. Executable Statements .. |
| 172 | +* |
| 173 | +* Test the input parameters. |
| 174 | +* |
| 175 | + wantz = lsame( jobz, 'V' ) |
| 176 | + lower = lsame( uplo, 'L' ) |
| 177 | + lquery = ( lwork.EQ.-1 ) |
| 178 | +* |
| 179 | + info = 0 |
| 180 | + IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN |
| 181 | + info = -1 |
| 182 | + ELSE IF( .NOT.( lower .OR. lsame( uplo, 'U' ) ) ) THEN |
| 183 | + info = -2 |
| 184 | + ELSE IF( n.LT.0 ) THEN |
| 185 | + info = -3 |
| 186 | + ELSE IF( lda.LT.max( 1, n ) ) THEN |
| 187 | + info = -5 |
| 188 | + END IF |
| 189 | +* |
| 190 | + IF( info.EQ.0 ) THEN |
| 191 | + nb = ilaenv( 1, 'DSYTRD', uplo, n, -1, -1, -1 ) |
| 192 | + lwkopt = max( 1, ( nb+2 )*n ) |
| 193 | + work( 1 ) = lwkopt |
| 194 | +* |
| 195 | + IF( lwork.LT.max( 1, 3*n-1 ) .AND. .NOT.lquery ) |
| 196 | + $ info = -8 |
| 197 | + END IF |
| 198 | +* |
| 199 | + IF( info.NE.0 ) THEN |
| 200 | + CALL xerbla( 'DSYEV ', -info ) |
| 201 | + RETURN |
| 202 | + ELSE IF( lquery ) THEN |
| 203 | + RETURN |
| 204 | + END IF |
| 205 | +* |
| 206 | +* Quick return if possible |
| 207 | +* |
| 208 | + IF( n.EQ.0 ) THEN |
| 209 | + RETURN |
| 210 | + END IF |
| 211 | +* |
| 212 | + IF( n.EQ.1 ) THEN |
| 213 | + w( 1 ) = a( 1, 1 ) |
| 214 | + work( 1 ) = 2 |
| 215 | + IF( wantz ) |
| 216 | + $ a( 1, 1 ) = one |
| 217 | + RETURN |
| 218 | + END IF |
| 219 | +* |
| 220 | +* Get machine constants. |
| 221 | +* |
| 222 | + safmin = dlamch( 'Safe minimum' ) |
| 223 | + eps = dlamch( 'Precision' ) |
| 224 | + smlnum = safmin / eps |
| 225 | + bignum = one / smlnum |
| 226 | + rmin = sqrt( smlnum ) |
| 227 | + rmax = sqrt( bignum ) |
| 228 | +* |
| 229 | +* Scale matrix to allowable range, if necessary. |
| 230 | +* |
| 231 | + anrm = dlansy( 'M', uplo, n, a, lda, work ) |
| 232 | + iscale = 0 |
| 233 | + IF( anrm.GT.zero .AND. anrm.LT.rmin ) THEN |
| 234 | + iscale = 1 |
| 235 | + sigma = rmin / anrm |
| 236 | + ELSE IF( anrm.GT.rmax ) THEN |
| 237 | + iscale = 1 |
| 238 | + sigma = rmax / anrm |
| 239 | + END IF |
| 240 | + IF( iscale.EQ.1 ) |
| 241 | + $ CALL dlascl( uplo, 0, 0, one, sigma, n, n, a, lda, info ) |
| 242 | +* |
| 243 | +* Call DSYTRD to reduce symmetric matrix to tridiagonal form. |
| 244 | +* |
| 245 | + inde = 1 |
| 246 | + indtau = inde + n |
| 247 | + indwrk = indtau + n |
| 248 | + llwork = lwork - indwrk + 1 |
| 249 | + CALL dsytrd( uplo, n, a, lda, w, work( inde ), work( indtau ), |
| 250 | + $ work( indwrk ), llwork, iinfo ) |
| 251 | +* |
| 252 | +* For eigenvalues only, call DSTERF. For eigenvectors, first call |
| 253 | +* DORGTR to generate the orthogonal matrix, then call DSTEQR. |
| 254 | +* |
| 255 | + IF( .NOT.wantz ) THEN |
| 256 | + CALL dsterf( n, w, work( inde ), info ) |
| 257 | + ELSE |
| 258 | + CALL dorgtr( uplo, n, a, lda, work( indtau ), |
| 259 | + $ work( indwrk ), |
| 260 | + $ llwork, iinfo ) |
| 261 | + CALL dsteqr( jobz, n, w, work( inde ), a, lda, |
| 262 | + $ work( indtau ), |
| 263 | + $ info ) |
| 264 | + END IF |
| 265 | +* |
| 266 | +* If matrix was scaled, then rescale eigenvalues appropriately. |
| 267 | +* |
| 268 | + IF( iscale.EQ.1 ) THEN |
| 269 | + IF( info.EQ.0 ) THEN |
| 270 | + imax = n |
| 271 | + ELSE |
| 272 | + imax = info - 1 |
| 273 | + END IF |
| 274 | + CALL dscal( imax, one / sigma, w, 1 ) |
| 275 | + END IF |
| 276 | +* |
| 277 | +* Set WORK(1) to optimal workspace size. |
| 278 | +* |
| 279 | + work( 1 ) = lwkopt |
| 280 | +* |
| 281 | + RETURN |
| 282 | +* |
| 283 | +* End of DSYEV |
| 284 | +* |
| 285 | + |
| 286 | + END |
0 commit comments