zhegvd.c
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00001 /* zhegvd.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 doublecomplex c_b1 = {1.,0.};
00019 
00020 /* Subroutine */ int zhegvd_(integer *itype, char *jobz, char *uplo, integer *
00021         n, doublecomplex *a, integer *lda, doublecomplex *b, integer *ldb, 
00022         doublereal *w, doublecomplex *work, integer *lwork, doublereal *rwork, 
00023          integer *lrwork, integer *iwork, integer *liwork, integer *info)
00024 {
00025     /* System generated locals */
00026     integer a_dim1, a_offset, b_dim1, b_offset, i__1;
00027     doublereal d__1, d__2;
00028 
00029     /* Local variables */
00030     integer lopt;
00031     extern logical lsame_(char *, char *);
00032     integer lwmin;
00033     char trans[1];
00034     integer liopt;
00035     logical upper;
00036     integer lropt;
00037     logical wantz;
00038     extern /* Subroutine */ int ztrmm_(char *, char *, char *, char *, 
00039             integer *, integer *, doublecomplex *, doublecomplex *, integer *, 
00040              doublecomplex *, integer *), 
00041             ztrsm_(char *, char *, char *, char *, integer *, integer *, 
00042             doublecomplex *, doublecomplex *, integer *, doublecomplex *, 
00043             integer *), xerbla_(char *, 
00044             integer *), zheevd_(char *, char *, integer *, 
00045             doublecomplex *, integer *, doublereal *, doublecomplex *, 
00046             integer *, doublereal *, integer *, integer *, integer *, integer 
00047             *);
00048     integer liwmin;
00049     extern /* Subroutine */ int zhegst_(integer *, char *, integer *, 
00050             doublecomplex *, integer *, doublecomplex *, integer *, integer *);
00051     integer lrwmin;
00052     logical lquery;
00053     extern /* Subroutine */ int zpotrf_(char *, integer *, doublecomplex *, 
00054             integer *, integer *);
00055 
00056 
00057 /*  -- LAPACK driver routine (version 3.2) -- */
00058 /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
00059 /*     November 2006 */
00060 
00061 /*     .. Scalar Arguments .. */
00062 /*     .. */
00063 /*     .. Array Arguments .. */
00064 /*     .. */
00065 
00066 /*  Purpose */
00067 /*  ======= */
00068 
00069 /*  ZHEGVD computes all the eigenvalues, and optionally, the eigenvectors */
00070 /*  of a complex generalized Hermitian-definite eigenproblem, of the form */
00071 /*  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and */
00072 /*  B are assumed to be Hermitian and B is also positive definite. */
00073 /*  If eigenvectors are desired, it uses a divide and conquer algorithm. */
00074 
00075 /*  The divide and conquer algorithm makes very mild assumptions about */
00076 /*  floating point arithmetic. It will work on machines with a guard */
00077 /*  digit in add/subtract, or on those binary machines without guard */
00078 /*  digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or */
00079 /*  Cray-2. It could conceivably fail on hexadecimal or decimal machines */
00080 /*  without guard digits, but we know of none. */
00081 
00082 /*  Arguments */
00083 /*  ========= */
00084 
00085 /*  ITYPE   (input) INTEGER */
00086 /*          Specifies the problem type to be solved: */
00087 /*          = 1:  A*x = (lambda)*B*x */
00088 /*          = 2:  A*B*x = (lambda)*x */
00089 /*          = 3:  B*A*x = (lambda)*x */
00090 
00091 /*  JOBZ    (input) CHARACTER*1 */
00092 /*          = 'N':  Compute eigenvalues only; */
00093 /*          = 'V':  Compute eigenvalues and eigenvectors. */
00094 
00095 /*  UPLO    (input) CHARACTER*1 */
00096 /*          = 'U':  Upper triangles of A and B are stored; */
00097 /*          = 'L':  Lower triangles of A and B are stored. */
00098 
00099 /*  N       (input) INTEGER */
00100 /*          The order of the matrices A and B.  N >= 0. */
00101 
00102 /*  A       (input/output) COMPLEX*16 array, dimension (LDA, N) */
00103 /*          On entry, the Hermitian matrix A.  If UPLO = 'U', the */
00104 /*          leading N-by-N upper triangular part of A contains the */
00105 /*          upper triangular part of the matrix A.  If UPLO = 'L', */
00106 /*          the leading N-by-N lower triangular part of A contains */
00107 /*          the lower triangular part of the matrix A. */
00108 
00109 /*          On exit, if JOBZ = 'V', then if INFO = 0, A contains the */
00110 /*          matrix Z of eigenvectors.  The eigenvectors are normalized */
00111 /*          as follows: */
00112 /*          if ITYPE = 1 or 2, Z**H*B*Z = I; */
00113 /*          if ITYPE = 3, Z**H*inv(B)*Z = I. */
00114 /*          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U') */
00115 /*          or the lower triangle (if UPLO='L') of A, including the */
00116 /*          diagonal, is destroyed. */
00117 
00118 /*  LDA     (input) INTEGER */
00119 /*          The leading dimension of the array A.  LDA >= max(1,N). */
00120 
00121 /*  B       (input/output) COMPLEX*16 array, dimension (LDB, N) */
00122 /*          On entry, the Hermitian matrix B.  If UPLO = 'U', the */
00123 /*          leading N-by-N upper triangular part of B contains the */
00124 /*          upper triangular part of the matrix B.  If UPLO = 'L', */
00125 /*          the leading N-by-N lower triangular part of B contains */
00126 /*          the lower triangular part of the matrix B. */
00127 
00128 /*          On exit, if INFO <= N, the part of B containing the matrix is */
00129 /*          overwritten by the triangular factor U or L from the Cholesky */
00130 /*          factorization B = U**H*U or B = L*L**H. */
00131 
00132 /*  LDB     (input) INTEGER */
00133 /*          The leading dimension of the array B.  LDB >= max(1,N). */
00134 
00135 /*  W       (output) DOUBLE PRECISION array, dimension (N) */
00136 /*          If INFO = 0, the eigenvalues in ascending order. */
00137 
00138 /*  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) */
00139 /*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
00140 
00141 /*  LWORK   (input) INTEGER */
00142 /*          The length of the array WORK. */
00143 /*          If N <= 1,                LWORK >= 1. */
00144 /*          If JOBZ  = 'N' and N > 1, LWORK >= N + 1. */
00145 /*          If JOBZ  = 'V' and N > 1, LWORK >= 2*N + N**2. */
00146 
00147 /*          If LWORK = -1, then a workspace query is assumed; the routine */
00148 /*          only calculates the optimal sizes of the WORK, RWORK and */
00149 /*          IWORK arrays, returns these values as the first entries of */
00150 /*          the WORK, RWORK and IWORK arrays, and no error message */
00151 /*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */
00152 
00153 /*  RWORK   (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LRWORK)) */
00154 /*          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK. */
00155 
00156 /*  LRWORK  (input) INTEGER */
00157 /*          The dimension of the array RWORK. */
00158 /*          If N <= 1,                LRWORK >= 1. */
00159 /*          If JOBZ  = 'N' and N > 1, LRWORK >= N. */
00160 /*          If JOBZ  = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2. */
00161 
00162 /*          If LRWORK = -1, then a workspace query is assumed; the */
00163 /*          routine only calculates the optimal sizes of the WORK, RWORK */
00164 /*          and IWORK arrays, returns these values as the first entries */
00165 /*          of the WORK, RWORK and IWORK arrays, and no error message */
00166 /*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */
00167 
00168 /*  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
00169 /*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */
00170 
00171 /*  LIWORK  (input) INTEGER */
00172 /*          The dimension of the array IWORK. */
00173 /*          If N <= 1,                LIWORK >= 1. */
00174 /*          If JOBZ  = 'N' and N > 1, LIWORK >= 1. */
00175 /*          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N. */
00176 
00177 /*          If LIWORK = -1, then a workspace query is assumed; the */
00178 /*          routine only calculates the optimal sizes of the WORK, RWORK */
00179 /*          and IWORK arrays, returns these values as the first entries */
00180 /*          of the WORK, RWORK and IWORK arrays, and no error message */
00181 /*          related to LWORK or LRWORK or LIWORK is issued by XERBLA. */
00182 
00183 /*  INFO    (output) INTEGER */
00184 /*          = 0:  successful exit */
00185 /*          < 0:  if INFO = -i, the i-th argument had an illegal value */
00186 /*          > 0:  ZPOTRF or ZHEEVD returned an error code: */
00187 /*             <= N:  if INFO = i and JOBZ = 'N', then the algorithm */
00188 /*                    failed to converge; i off-diagonal elements of an */
00189 /*                    intermediate tridiagonal form did not converge to */
00190 /*                    zero; */
00191 /*                    if INFO = i and JOBZ = 'V', then the algorithm */
00192 /*                    failed to compute an eigenvalue while working on */
00193 /*                    the submatrix lying in rows and columns INFO/(N+1) */
00194 /*                    through mod(INFO,N+1); */
00195 /*             > N:   if INFO = N + i, for 1 <= i <= N, then the leading */
00196 /*                    minor of order i of B is not positive definite. */
00197 /*                    The factorization of B could not be completed and */
00198 /*                    no eigenvalues or eigenvectors were computed. */
00199 
00200 /*  Further Details */
00201 /*  =============== */
00202 
00203 /*  Based on contributions by */
00204 /*     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA */
00205 
00206 /*  Modified so that no backsubstitution is performed if ZHEEVD fails to */
00207 /*  converge (NEIG in old code could be greater than N causing out of */
00208 /*  bounds reference to A - reported by Ralf Meyer).  Also corrected the */
00209 /*  description of INFO and the test on ITYPE. Sven, 16 Feb 05. */
00210 /*  ===================================================================== */
00211 
00212 /*     .. Parameters .. */
00213 /*     .. */
00214 /*     .. Local Scalars .. */
00215 /*     .. */
00216 /*     .. External Functions .. */
00217 /*     .. */
00218 /*     .. External Subroutines .. */
00219 /*     .. */
00220 /*     .. Intrinsic Functions .. */
00221 /*     .. */
00222 /*     .. Executable Statements .. */
00223 
00224 /*     Test the input parameters. */
00225 
00226     /* Parameter adjustments */
00227     a_dim1 = *lda;
00228     a_offset = 1 + a_dim1;
00229     a -= a_offset;
00230     b_dim1 = *ldb;
00231     b_offset = 1 + b_dim1;
00232     b -= b_offset;
00233     --w;
00234     --work;
00235     --rwork;
00236     --iwork;
00237 
00238     /* Function Body */
00239     wantz = lsame_(jobz, "V");
00240     upper = lsame_(uplo, "U");
00241     lquery = *lwork == -1 || *lrwork == -1 || *liwork == -1;
00242 
00243     *info = 0;
00244     if (*n <= 1) {
00245         lwmin = 1;
00246         lrwmin = 1;
00247         liwmin = 1;
00248     } else if (wantz) {
00249         lwmin = (*n << 1) + *n * *n;
00250         lrwmin = *n * 5 + 1 + (*n << 1) * *n;
00251         liwmin = *n * 5 + 3;
00252     } else {
00253         lwmin = *n + 1;
00254         lrwmin = *n;
00255         liwmin = 1;
00256     }
00257     lopt = lwmin;
00258     lropt = lrwmin;
00259     liopt = liwmin;
00260     if (*itype < 1 || *itype > 3) {
00261         *info = -1;
00262     } else if (! (wantz || lsame_(jobz, "N"))) {
00263         *info = -2;
00264     } else if (! (upper || lsame_(uplo, "L"))) {
00265         *info = -3;
00266     } else if (*n < 0) {
00267         *info = -4;
00268     } else if (*lda < max(1,*n)) {
00269         *info = -6;
00270     } else if (*ldb < max(1,*n)) {
00271         *info = -8;
00272     }
00273 
00274     if (*info == 0) {
00275         work[1].r = (doublereal) lopt, work[1].i = 0.;
00276         rwork[1] = (doublereal) lropt;
00277         iwork[1] = liopt;
00278 
00279         if (*lwork < lwmin && ! lquery) {
00280             *info = -11;
00281         } else if (*lrwork < lrwmin && ! lquery) {
00282             *info = -13;
00283         } else if (*liwork < liwmin && ! lquery) {
00284             *info = -15;
00285         }
00286     }
00287 
00288     if (*info != 0) {
00289         i__1 = -(*info);
00290         xerbla_("ZHEGVD", &i__1);
00291         return 0;
00292     } else if (lquery) {
00293         return 0;
00294     }
00295 
00296 /*     Quick return if possible */
00297 
00298     if (*n == 0) {
00299         return 0;
00300     }
00301 
00302 /*     Form a Cholesky factorization of B. */
00303 
00304     zpotrf_(uplo, n, &b[b_offset], ldb, info);
00305     if (*info != 0) {
00306         *info = *n + *info;
00307         return 0;
00308     }
00309 
00310 /*     Transform problem to standard eigenvalue problem and solve. */
00311 
00312     zhegst_(itype, uplo, n, &a[a_offset], lda, &b[b_offset], ldb, info);
00313     zheevd_(jobz, uplo, n, &a[a_offset], lda, &w[1], &work[1], lwork, &rwork[
00314             1], lrwork, &iwork[1], liwork, info);
00315 /* Computing MAX */
00316     d__1 = (doublereal) lopt, d__2 = work[1].r;
00317     lopt = (integer) max(d__1,d__2);
00318 /* Computing MAX */
00319     d__1 = (doublereal) lropt;
00320     lropt = (integer) max(d__1,rwork[1]);
00321 /* Computing MAX */
00322     d__1 = (doublereal) liopt, d__2 = (doublereal) iwork[1];
00323     liopt = (integer) max(d__1,d__2);
00324 
00325     if (wantz && *info == 0) {
00326 
00327 /*        Backtransform eigenvectors to the original problem. */
00328 
00329         if (*itype == 1 || *itype == 2) {
00330 
00331 /*           For A*x=(lambda)*B*x and A*B*x=(lambda)*x; */
00332 /*           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y */
00333 
00334             if (upper) {
00335                 *(unsigned char *)trans = 'N';
00336             } else {
00337                 *(unsigned char *)trans = 'C';
00338             }
00339 
00340             ztrsm_("Left", uplo, trans, "Non-unit", n, n, &c_b1, &b[b_offset], 
00341                      ldb, &a[a_offset], lda);
00342 
00343         } else if (*itype == 3) {
00344 
00345 /*           For B*A*x=(lambda)*x; */
00346 /*           backtransform eigenvectors: x = L*y or U'*y */
00347 
00348             if (upper) {
00349                 *(unsigned char *)trans = 'C';
00350             } else {
00351                 *(unsigned char *)trans = 'N';
00352             }
00353 
00354             ztrmm_("Left", uplo, trans, "Non-unit", n, n, &c_b1, &b[b_offset], 
00355                      ldb, &a[a_offset], lda);
00356         }
00357     }
00358 
00359     work[1].r = (doublereal) lopt, work[1].i = 0.;
00360     rwork[1] = (doublereal) lropt;
00361     iwork[1] = liopt;
00362 
00363     return 0;
00364 
00365 /*     End of ZHEGVD */
00366 
00367 } /* zhegvd_ */


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autogenerated on Sat Jun 8 2019 18:56:37