3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
9 *> Download DSBGVD + dependencies
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14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsbgvd.f">
21 * SUBROUTINE DSBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W,
22 * Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
24 * .. Scalar Arguments ..
25 * CHARACTER JOBZ, UPLO
26 * INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LWORK, N
28 * .. Array Arguments ..
30 * DOUBLE PRECISION AB( LDAB, * ), BB( LDBB, * ), W( * ),
31 * $ WORK( * ), Z( LDZ, * )
40 *> DSBGVD computes all the eigenvalues, and optionally, the eigenvectors
41 *> of a real generalized symmetric-definite banded eigenproblem, of the
42 *> form A*x=(lambda)*B*x. Here A and B are assumed to be symmetric and
43 *> banded, and B is also positive definite. If eigenvectors are
44 *> desired, it uses a divide and conquer algorithm.
46 *> The divide and conquer algorithm makes very mild assumptions about
47 *> floating point arithmetic. It will work on machines with a guard
48 *> digit in add/subtract, or on those binary machines without guard
49 *> digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or
50 *> Cray-2. It could conceivably fail on hexadecimal or decimal machines
51 *> without guard digits, but we know of none.
59 *> JOBZ is CHARACTER*1
60 *> = 'N': Compute eigenvalues only;
61 *> = 'V': Compute eigenvalues and eigenvectors.
66 *> UPLO is CHARACTER*1
67 *> = 'U': Upper triangles of A and B are stored;
68 *> = 'L': Lower triangles of A and B are stored.
74 *> The order of the matrices A and B. N >= 0.
80 *> The number of superdiagonals of the matrix A if UPLO = 'U',
81 *> or the number of subdiagonals if UPLO = 'L'. KA >= 0.
87 *> The number of superdiagonals of the matrix B if UPLO = 'U',
88 *> or the number of subdiagonals if UPLO = 'L'. KB >= 0.
93 *> AB is DOUBLE PRECISION array, dimension (LDAB, N)
94 *> On entry, the upper or lower triangle of the symmetric band
95 *> matrix A, stored in the first ka+1 rows of the array. The
96 *> j-th column of A is stored in the j-th column of the array AB
98 *> if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
99 *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
101 *> On exit, the contents of AB are destroyed.
107 *> The leading dimension of the array AB. LDAB >= KA+1.
112 *> BB is DOUBLE PRECISION array, dimension (LDBB, N)
113 *> On entry, the upper or lower triangle of the symmetric band
114 *> matrix B, stored in the first kb+1 rows of the array. The
115 *> j-th column of B is stored in the j-th column of the array BB
117 *> if UPLO = 'U', BB(ka+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
118 *> if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
120 *> On exit, the factor S from the split Cholesky factorization
121 *> B = S**T*S, as returned by DPBSTF.
127 *> The leading dimension of the array BB. LDBB >= KB+1.
132 *> W is DOUBLE PRECISION array, dimension (N)
133 *> If INFO = 0, the eigenvalues in ascending order.
138 *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
139 *> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
140 *> eigenvectors, with the i-th column of Z holding the
141 *> eigenvector associated with W(i). The eigenvectors are
142 *> normalized so Z**T*B*Z = I.
143 *> If JOBZ = 'N', then Z is not referenced.
149 *> The leading dimension of the array Z. LDZ >= 1, and if
150 *> JOBZ = 'V', LDZ >= max(1,N).
155 *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
156 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
162 *> The dimension of the array WORK.
163 *> If N <= 1, LWORK >= 1.
164 *> If JOBZ = 'N' and N > 1, LWORK >= 3*N.
165 *> If JOBZ = 'V' and N > 1, LWORK >= 1 + 5*N + 2*N**2.
167 *> If LWORK = -1, then a workspace query is assumed; the routine
168 *> only calculates the optimal sizes of the WORK and IWORK
169 *> arrays, returns these values as the first entries of the WORK
170 *> and IWORK arrays, and no error message related to LWORK or
171 *> LIWORK is issued by XERBLA.
176 *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
177 *> On exit, if LIWORK > 0, IWORK(1) returns the optimal LIWORK.
183 *> The dimension of the array IWORK.
184 *> If JOBZ = 'N' or N <= 1, LIWORK >= 1.
185 *> If JOBZ = 'V' and N > 1, LIWORK >= 3 + 5*N.
187 *> If LIWORK = -1, then a workspace query is assumed; the
188 *> routine only calculates the optimal sizes of the WORK and
189 *> IWORK arrays, returns these values as the first entries of
190 *> the WORK and IWORK arrays, and no error message related to
191 *> LWORK or LIWORK is issued by XERBLA.
197 *> = 0: successful exit
198 *> < 0: if INFO = -i, the i-th argument had an illegal value
199 *> > 0: if INFO = i, and i is:
200 *> <= N: the algorithm failed to converge:
201 *> i off-diagonal elements of an intermediate
202 *> tridiagonal form did not converge to zero;
203 *> > N: if INFO = N + i, for 1 <= i <= N, then DPBSTF
204 *> returned INFO = i: B is not positive definite.
205 *> The factorization of B could not be completed and
206 *> no eigenvalues or eigenvectors were computed.
212 *> \author Univ. of Tennessee
213 *> \author Univ. of California Berkeley
214 *> \author Univ. of Colorado Denver
219 *> \ingroup doubleOTHEReigen
221 *> \par Contributors:
224 *> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
226 * =====================================================================
227 SUBROUTINE DSBGVD( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W,
228 $ Z, LDZ, WORK, LWORK, IWORK, LIWORK, INFO )
230 * -- LAPACK driver routine (version 3.6.1) --
231 * -- LAPACK is a software package provided by Univ. of Tennessee, --
232 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
235 * .. Scalar Arguments ..
237 INTEGER INFO, KA, KB, LDAB, LDBB, LDZ, LIWORK, LWORK, N
239 * .. Array Arguments ..
241 DOUBLE PRECISION AB( LDAB, * ), BB( LDBB, * ), W( * ),
242 $ WORK( * ), Z( LDZ, * )
245 * =====================================================================
248 DOUBLE PRECISION ONE, ZERO
249 PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
251 * .. Local Scalars ..
252 LOGICAL LQUERY, UPPER, WANTZ
254 INTEGER IINFO, INDE, INDWK2, INDWRK, LIWMIN, LLWRK2,
257 * .. External Functions ..
261 * .. External Subroutines ..
262 EXTERNAL DGEMM, DLACPY, DPBSTF, DSBGST, DSBTRD, DSTEDC,
265 * .. Executable Statements ..
267 * Test the input parameters.
269 WANTZ = LSAME( JOBZ, 'V' )
270 UPPER = LSAME( UPLO, 'U' )
271 LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
277 ELSE IF( WANTZ ) THEN
279 LWMIN = 1 + 5*N + 2*N**2
285 IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
287 ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
289 ELSE IF( N.LT.0 ) THEN
291 ELSE IF( KA.LT.0 ) THEN
293 ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
295 ELSE IF( LDAB.LT.KA+1 ) THEN
297 ELSE IF( LDBB.LT.KB+1 ) THEN
299 ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
307 IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
309 ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
315 CALL XERBLA( 'DSBGVD', -INFO )
317 ELSE IF( LQUERY ) THEN
321 * Quick return if possible
326 * Form a split Cholesky factorization of B.
328 CALL DPBSTF( UPLO, N, KB, BB, LDBB, INFO )
334 * Transform problem to standard eigenvalue problem.
338 INDWK2 = INDWRK + N*N
339 LLWRK2 = LWORK - INDWK2 + 1
340 CALL DSBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Z, LDZ,
343 * Reduce to tridiagonal form.
350 CALL DSBTRD( VECT, UPLO, N, KA, AB, LDAB, W, WORK( INDE ), Z, LDZ,
351 $ WORK( INDWRK ), IINFO )
353 * For eigenvalues only, call DSTERF. For eigenvectors, call SSTEDC.
355 IF( .NOT.WANTZ ) THEN
356 CALL DSTERF( N, W, WORK( INDE ), INFO )
358 CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
359 $ WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
360 CALL DGEMM( 'N', 'N', N, N, N, ONE, Z, LDZ, WORK( INDWRK ), N,
361 $ ZERO, WORK( INDWK2 ), N )
362 CALL DLACPY( 'A', N, N, WORK( INDWK2 ), N, Z, LDZ )