00001 /* dsbgvd.f -- translated by f2c (version 20061008). 00002 You must link the resulting object file with libf2c: 00003 on Microsoft Windows system, link with libf2c.lib; 00004 on Linux or Unix systems, link with .../path/to/libf2c.a -lm 00005 or, if you install libf2c.a in a standard place, with -lf2c -lm 00006 -- in that order, at the end of the command line, as in 00007 cc *.o -lf2c -lm 00008 Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., 00009 00010 http://www.netlib.org/f2c/libf2c.zip 00011 */ 00012 00013 #include "f2c.h" 00014 #include "blaswrap.h" 00015 00016 /* Table of constant values */ 00017 00018 static doublereal c_b12 = 1.; 00019 static doublereal c_b13 = 0.; 00020 00021 /* Subroutine */ int dsbgvd_(char *jobz, char *uplo, integer *n, integer *ka, 00022 integer *kb, doublereal *ab, integer *ldab, doublereal *bb, integer * 00023 ldbb, doublereal *w, doublereal *z__, integer *ldz, doublereal *work, 00024 integer *lwork, integer *iwork, integer *liwork, integer *info) 00025 { 00026 /* System generated locals */ 00027 integer ab_dim1, ab_offset, bb_dim1, bb_offset, z_dim1, z_offset, i__1; 00028 00029 /* Local variables */ 00030 integer inde; 00031 char vect[1]; 00032 extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *, 00033 integer *, doublereal *, doublereal *, integer *, doublereal *, 00034 integer *, doublereal *, doublereal *, integer *); 00035 extern logical lsame_(char *, char *); 00036 integer iinfo, lwmin; 00037 logical upper, wantz; 00038 integer indwk2, llwrk2; 00039 extern /* Subroutine */ int dstedc_(char *, integer *, doublereal *, 00040 doublereal *, doublereal *, integer *, doublereal *, integer *, 00041 integer *, integer *, integer *), dlacpy_(char *, integer 00042 *, integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *), dpbstf_(char *, 00043 integer *, integer *, doublereal *, integer *, integer *), 00044 dsbtrd_(char *, char *, integer *, integer *, doublereal *, 00045 integer *, doublereal *, doublereal *, doublereal *, integer *, 00046 doublereal *, integer *), dsbgst_(char *, char *, 00047 integer *, integer *, integer *, doublereal *, integer *, 00048 doublereal *, integer *, doublereal *, integer *, doublereal *, 00049 integer *), dsterf_(integer *, doublereal *, 00050 doublereal *, integer *); 00051 integer indwrk, liwmin; 00052 logical lquery; 00053 00054 00055 /* -- LAPACK driver routine (version 3.2) -- */ 00056 /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ 00057 /* November 2006 */ 00058 00059 /* .. Scalar Arguments .. */ 00060 /* .. */ 00061 /* .. Array Arguments .. */ 00062 /* .. */ 00063 00064 /* Purpose */ 00065 /* ======= */ 00066 00067 /* DSBGVD computes all the eigenvalues, and optionally, the eigenvectors */ 00068 /* of a real generalized symmetric-definite banded eigenproblem, of the */ 00069 /* form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and */ 00070 /* banded, and B is also positive definite. If eigenvectors are */ 00071 /* desired, it uses a divide and conquer algorithm. */ 00072 00073 /* The divide and conquer algorithm makes very mild assumptions about */ 00074 /* floating point arithmetic. It will work on machines with a guard */ 00075 /* digit in add/subtract, or on those binary machines without guard */ 00076 /* digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */ 00077 /* Cray-2. It could conceivably fail on hexadecimal or decimal machines */ 00078 /* without guard digits, but we know of none. */ 00079 00080 /* Arguments */ 00081 /* ========= */ 00082 00083 /* JOBZ (input) CHARACTER*1 */ 00084 /* = 'N': Compute eigenvalues only; */ 00085 /* = 'V': Compute eigenvalues and eigenvectors. */ 00086 00087 /* UPLO (input) CHARACTER*1 */ 00088 /* = 'U': Upper triangles of A and B are stored; */ 00089 /* = 'L': Lower triangles of A and B are stored. */ 00090 00091 /* N (input) INTEGER */ 00092 /* The order of the matrices A and B. N >= 0. */ 00093 00094 /* KA (input) INTEGER */ 00095 /* The number of superdiagonals of the matrix A if UPLO = 'U', */ 00096 /* or the number of subdiagonals if UPLO = 'L'. KA >= 0. */ 00097 00098 /* KB (input) INTEGER */ 00099 /* The number of superdiagonals of the matrix B if UPLO = 'U', */ 00100 /* or the number of subdiagonals if UPLO = 'L'. KB >= 0. */ 00101 00102 /* AB (input/output) DOUBLE PRECISION array, dimension (LDAB, N) */ 00103 /* On entry, the upper or lower triangle of the symmetric band */ 00104 /* matrix A, stored in the first ka+1 rows of the array. The */ 00105 /* j-th column of A is stored in the j-th column of the array AB */ 00106 /* as follows: */ 00107 /* if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j; */ 00108 /* if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka). */ 00109 00110 /* On exit, the contents of AB are destroyed. */ 00111 00112 /* LDAB (input) INTEGER */ 00113 /* The leading dimension of the array AB. LDAB >= KA+1. */ 00114 00115 /* BB (input/output) DOUBLE PRECISION array, dimension (LDBB, N) */ 00116 /* On entry, the upper or lower triangle of the symmetric band */ 00117 /* matrix B, stored in the first kb+1 rows of the array. The */ 00118 /* j-th column of B is stored in the j-th column of the array BB */ 00119 /* as follows: */ 00120 /* if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j; */ 00121 /* if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb). */ 00122 00123 /* On exit, the factor S from the split Cholesky factorization */ 00124 /* B = S**T*S, as returned by DPBSTF. */ 00125 00126 /* LDBB (input) INTEGER */ 00127 /* The leading dimension of the array BB. LDBB >= KB+1. */ 00128 00129 /* W (output) DOUBLE PRECISION array, dimension (N) */ 00130 /* If INFO = 0, the eigenvalues in ascending order. */ 00131 00132 /* Z (output) DOUBLE PRECISION array, dimension (LDZ, N) */ 00133 /* If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of */ 00134 /* eigenvectors, with the i-th column of Z holding the */ 00135 /* eigenvector associated with W(i). The eigenvectors are */ 00136 /* normalized so Z**T*B*Z = I. */ 00137 /* If JOBZ = 'N', then Z is not referenced. */ 00138 00139 /* LDZ (input) INTEGER */ 00140 /* The leading dimension of the array Z. LDZ >= 1, and if */ 00141 /* JOBZ = 'V', LDZ >= max(1,N). */ 00142 00143 /* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */ 00144 /* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */ 00145 00146 /* LWORK (input) INTEGER */ 00147 /* The dimension of the array WORK. */ 00148 /* If N <= 1, LWORK >= 1. */ 00149 /* If JOBZ = 'N' and N > 1, LWORK >= 3*N. */ 00150 /* If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2. */ 00151 00152 /* If LWORK = -1, then a workspace query is assumed; the routine */ 00153 /* only calculates the optimal sizes of the WORK and IWORK */ 00154 /* arrays, returns these values as the first entries of the WORK */ 00155 /* and IWORK arrays, and no error message related to LWORK or */ 00156 /* LIWORK is issued by XERBLA. */ 00157 00158 /* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */ 00159 /* On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK. */ 00160 00161 /* LIWORK (input) INTEGER */ 00162 /* The dimension of the array IWORK. */ 00163 /* If JOBZ = 'N' or N <= 1, LIWORK >= 1. */ 00164 /* If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N. */ 00165 00166 /* If LIWORK = -1, then a workspace query is assumed; the */ 00167 /* routine only calculates the optimal sizes of the WORK and */ 00168 /* IWORK arrays, returns these values as the first entries of */ 00169 /* the WORK and IWORK arrays, and no error message related to */ 00170 /* LWORK or LIWORK is issued by XERBLA. */ 00171 00172 /* INFO (output) INTEGER */ 00173 /* = 0: successful exit */ 00174 /* < 0: if INFO = -i, the i-th argument had an illegal value */ 00175 /* > 0: if INFO = i, and i is: */ 00176 /* <= N: the algorithm failed to converge: */ 00177 /* i off-diagonal elements of an intermediate */ 00178 /* tridiagonal form did not converge to zero; */ 00179 /* > N: if INFO = N + i, for 1 <= i <= N, then DPBSTF */ 00180 /* returned INFO = i: B is not positive definite. */ 00181 /* The factorization of B could not be completed and */ 00182 /* no eigenvalues or eigenvectors were computed. */ 00183 00184 /* Further Details */ 00185 /* =============== */ 00186 00187 /* Based on contributions by */ 00188 /* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA */ 00189 00190 /* ===================================================================== */ 00191 00192 /* .. Parameters .. */ 00193 /* .. */ 00194 /* .. Local Scalars .. */ 00195 /* .. */ 00196 /* .. External Functions .. */ 00197 /* .. */ 00198 /* .. External Subroutines .. */ 00199 /* .. */ 00200 /* .. Executable Statements .. */ 00201 00202 /* Test the input parameters. */ 00203 00204 /* Parameter adjustments */ 00205 ab_dim1 = *ldab; 00206 ab_offset = 1 + ab_dim1; 00207 ab -= ab_offset; 00208 bb_dim1 = *ldbb; 00209 bb_offset = 1 + bb_dim1; 00210 bb -= bb_offset; 00211 --w; 00212 z_dim1 = *ldz; 00213 z_offset = 1 + z_dim1; 00214 z__ -= z_offset; 00215 --work; 00216 --iwork; 00217 00218 /* Function Body */ 00219 wantz = lsame_(jobz, "V"); 00220 upper = lsame_(uplo, "U"); 00221 lquery = *lwork == -1 || *liwork == -1; 00222 00223 *info = 0; 00224 if (*n <= 1) { 00225 liwmin = 1; 00226 lwmin = 1; 00227 } else if (wantz) { 00228 liwmin = *n * 5 + 3; 00229 /* Computing 2nd power */ 00230 i__1 = *n; 00231 lwmin = *n * 5 + 1 + (i__1 * i__1 << 1); 00232 } else { 00233 liwmin = 1; 00234 lwmin = *n << 1; 00235 } 00236 00237 if (! (wantz || lsame_(jobz, "N"))) { 00238 *info = -1; 00239 } else if (! (upper || lsame_(uplo, "L"))) { 00240 *info = -2; 00241 } else if (*n < 0) { 00242 *info = -3; 00243 } else if (*ka < 0) { 00244 *info = -4; 00245 } else if (*kb < 0 || *kb > *ka) { 00246 *info = -5; 00247 } else if (*ldab < *ka + 1) { 00248 *info = -7; 00249 } else if (*ldbb < *kb + 1) { 00250 *info = -9; 00251 } else if (*ldz < 1 || wantz && *ldz < *n) { 00252 *info = -12; 00253 } 00254 00255 if (*info == 0) { 00256 work[1] = (doublereal) lwmin; 00257 iwork[1] = liwmin; 00258 00259 if (*lwork < lwmin && ! lquery) { 00260 *info = -14; 00261 } else if (*liwork < liwmin && ! lquery) { 00262 *info = -16; 00263 } 00264 } 00265 00266 if (*info != 0) { 00267 i__1 = -(*info); 00268 xerbla_("DSBGVD", &i__1); 00269 return 0; 00270 } else if (lquery) { 00271 return 0; 00272 } 00273 00274 /* Quick return if possible */ 00275 00276 if (*n == 0) { 00277 return 0; 00278 } 00279 00280 /* Form a split Cholesky factorization of B. */ 00281 00282 dpbstf_(uplo, n, kb, &bb[bb_offset], ldbb, info); 00283 if (*info != 0) { 00284 *info = *n + *info; 00285 return 0; 00286 } 00287 00288 /* Transform problem to standard eigenvalue problem. */ 00289 00290 inde = 1; 00291 indwrk = inde + *n; 00292 indwk2 = indwrk + *n * *n; 00293 llwrk2 = *lwork - indwk2 + 1; 00294 dsbgst_(jobz, uplo, n, ka, kb, &ab[ab_offset], ldab, &bb[bb_offset], ldbb, 00295 &z__[z_offset], ldz, &work[indwrk], &iinfo) 00296 ; 00297 00298 /* Reduce to tridiagonal form. */ 00299 00300 if (wantz) { 00301 *(unsigned char *)vect = 'U'; 00302 } else { 00303 *(unsigned char *)vect = 'N'; 00304 } 00305 dsbtrd_(vect, uplo, n, ka, &ab[ab_offset], ldab, &w[1], &work[inde], &z__[ 00306 z_offset], ldz, &work[indwrk], &iinfo); 00307 00308 /* For eigenvalues only, call DSTERF. For eigenvectors, call SSTEDC. */ 00309 00310 if (! wantz) { 00311 dsterf_(n, &w[1], &work[inde], info); 00312 } else { 00313 dstedc_("I", n, &w[1], &work[inde], &work[indwrk], n, &work[indwk2], & 00314 llwrk2, &iwork[1], liwork, info); 00315 dgemm_("N", "N", n, n, n, &c_b12, &z__[z_offset], ldz, &work[indwrk], 00316 n, &c_b13, &work[indwk2], n); 00317 dlacpy_("A", n, n, &work[indwk2], n, &z__[z_offset], ldz); 00318 } 00319 00320 work[1] = (doublereal) lwmin; 00321 iwork[1] = liwmin; 00322 00323 return 0; 00324 00325 /* End of DSBGVD */ 00326 00327 } /* dsbgvd_ */