numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/chpgvd.f	12378B	-rw-r--r--

*> \brief \b CHPGVD
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHPGVD + dependencies
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*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chpgvd.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chpgvd.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
*                          LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBZ, UPLO
*       INTEGER            INFO, ITYPE, LDZ, LIWORK, LRWORK, LWORK, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IWORK( * )
*       REAL               RWORK( * ), W( * )
*       COMPLEX            AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHPGVD 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.
*> If eigenvectors are desired, it uses a divide and conquer algorithm.
*>
*> \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,LWORK))
*>          On exit, if INFO = 0, WORK(1) returns the required LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of array WORK.
*>          If N <= 1,               LWORK >= 1.
*>          If JOBZ = 'N' and N > 1, LWORK >= N.
*>          If JOBZ = 'V' and N > 1, LWORK >= 2*N.
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the required sizes of the WORK, RWORK and
*>          IWORK arrays, returns these values as the first entries of
*>          the WORK, RWORK and IWORK arrays, and no error message
*>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (MAX(1,LRWORK))
*>          On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
*> \endverbatim
*>
*> \param[in] LRWORK
*> \verbatim
*>          LRWORK is INTEGER
*>          The dimension of array RWORK.
*>          If N <= 1,               LRWORK >= 1.
*>          If JOBZ = 'N' and N > 1, LRWORK >= N.
*>          If JOBZ = 'V' and N > 1, LRWORK >= 1 + 5*N + 2*N**2.
*>
*>          If LRWORK = -1, then a workspace query is assumed; the
*>          routine only calculates the required sizes of the WORK, RWORK
*>          and IWORK arrays, returns these values as the first entries
*>          of the WORK, RWORK and IWORK arrays, and no error message
*>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
*>          On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
*> \endverbatim
*>
*> \param[in] LIWORK
*> \verbatim
*>          LIWORK is INTEGER
*>          The dimension of array IWORK.
*>          If JOBZ  = 'N' or N <= 1, LIWORK >= 1.
*>          If JOBZ  = 'V' and N > 1, LIWORK >= 3 + 5*N.
*>
*>          If LIWORK = -1, then a workspace query is assumed; the
*>          routine only calculates the required sizes of the WORK, RWORK
*>          and IWORK arrays, returns these values as the first entries
*>          of the WORK, RWORK and IWORK arrays, and no error message
*>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
*> \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 CHPEVD returned an error code:
*>             <= N:  if INFO = i, CHPEVD 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
*>                    principal minor of order i of B is not positive.
*>                    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.
*
*> \ingroup hpgvd
*
*> \par Contributors:
*  ==================
*>
*>     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
*
*  =====================================================================
      SUBROUTINE CHPGVD( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ,
     $                   WORK,
     $                   LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO )
*
*  -- LAPACK driver routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          JOBZ, UPLO
      INTEGER            INFO, ITYPE, LDZ, LIWORK, LRWORK, LWORK, N
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      REAL               RWORK( * ), W( * )
      COMPLEX            AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
*     ..
*
*  =====================================================================
*
*     .. Local Scalars ..
      LOGICAL            LQUERY, UPPER, WANTZ
      CHARACTER          TRANS
      INTEGER            J, LIWMIN, LRWMIN, LWMIN, NEIG
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      REAL               SROUNDUP_LWORK
      EXTERNAL           LSAME, SROUNDUP_LWORK
*     ..
*     .. External Subroutines ..
      EXTERNAL           CHPEVD, CHPGST, CPPTRF, CTPMV, CTPSV,
     $                   XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, REAL
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      WANTZ = LSAME( JOBZ, 'V' )
      UPPER = LSAME( UPLO, 'U' )
      LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
*
      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.EQ.0 ) THEN
         IF( N.LE.1 ) THEN
            LWMIN = 1
            LIWMIN = 1
            LRWMIN = 1
         ELSE
            IF( WANTZ ) THEN
               LWMIN = 2*N
               LRWMIN = 1 + 5*N + 2*N**2
               LIWMIN = 3 + 5*N
            ELSE
               LWMIN = N
               LRWMIN = N
               LIWMIN = 1
            END IF
         END IF
*
         WORK( 1 ) = SROUNDUP_LWORK(LWMIN)
         RWORK( 1 ) = REAL( LRWMIN )
         IWORK( 1 ) = LIWMIN
         IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -11
         ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -13
         ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -15
         END IF
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'CHPGVD', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         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 CHPEVD( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, RWORK,
     $             LRWORK, IWORK, LIWORK, INFO )
      LWMIN = INT( MAX( REAL( LWMIN ), REAL( WORK( 1 ) ) ) )
      LRWMIN = INT( MAX( REAL( LRWMIN ), REAL( RWORK( 1 ) ) ) )
      LIWMIN = INT( MAX( REAL( LIWMIN ), REAL( IWORK( 1 ) ) ) )
*
      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
*
      WORK( 1 ) = SROUNDUP_LWORK(LWMIN)
      RWORK( 1 ) = REAL( LRWMIN )
      IWORK( 1 ) = LIWMIN
      RETURN
*
*     End of CHPGVD
*
      END