1 *> \brief <b> DSYEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b>
3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
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21 * SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
22 * ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK,
25 * .. Scalar Arguments ..
26 * CHARACTER JOBZ, RANGE, UPLO
27 * INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
28 * DOUBLE PRECISION ABSTOL, VL, VU
30 * .. Array Arguments ..
31 * INTEGER IFAIL( * ), IWORK( * )
32 * DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
41 *> DSYEVX computes selected eigenvalues and, optionally, eigenvectors
42 *> of a real symmetric matrix A. Eigenvalues and eigenvectors can be
43 *> selected by specifying either a range of values or a range of indices
44 *> for the desired eigenvalues.
52 *> JOBZ is CHARACTER*1
53 *> = 'N': Compute eigenvalues only;
54 *> = 'V': Compute eigenvalues and eigenvectors.
59 *> RANGE is CHARACTER*1
60 *> = 'A': all eigenvalues will be found.
61 *> = 'V': all eigenvalues in the half-open interval (VL,VU]
63 *> = 'I': the IL-th through IU-th eigenvalues will be found.
68 *> UPLO is CHARACTER*1
69 *> = 'U': Upper triangle of A is stored;
70 *> = 'L': Lower triangle of A is stored.
76 *> The order of the matrix A. N >= 0.
81 *> A is DOUBLE PRECISION array, dimension (LDA, N)
82 *> On entry, the symmetric matrix A. If UPLO = 'U', the
83 *> leading N-by-N upper triangular part of A contains the
84 *> upper triangular part of the matrix A. If UPLO = 'L',
85 *> the leading N-by-N lower triangular part of A contains
86 *> the lower triangular part of the matrix A.
87 *> On exit, the lower triangle (if UPLO='L') or the upper
88 *> triangle (if UPLO='U') of A, including the diagonal, is
95 *> The leading dimension of the array A. LDA >= max(1,N).
100 *> VL is DOUBLE PRECISION
101 *> If RANGE='V', the lower bound of the interval to
102 *> be searched for eigenvalues. VL < VU.
103 *> Not referenced if RANGE = 'A' or 'I'.
108 *> VU is DOUBLE PRECISION
109 *> If RANGE='V', the upper bound of the interval to
110 *> be searched for eigenvalues. VL < VU.
111 *> Not referenced if RANGE = 'A' or 'I'.
117 *> If RANGE='I', the index of the
118 *> smallest eigenvalue to be returned.
119 *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
120 *> Not referenced if RANGE = 'A' or 'V'.
126 *> If RANGE='I', the index of the
127 *> largest eigenvalue to be returned.
128 *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
129 *> Not referenced if RANGE = 'A' or 'V'.
134 *> ABSTOL is DOUBLE PRECISION
135 *> The absolute error tolerance for the eigenvalues.
136 *> An approximate eigenvalue is accepted as converged
137 *> when it is determined to lie in an interval [a,b]
138 *> of width less than or equal to
140 *> ABSTOL + EPS * max( |a|,|b| ) ,
142 *> where EPS is the machine precision. If ABSTOL is less than
143 *> or equal to zero, then EPS*|T| will be used in its place,
144 *> where |T| is the 1-norm of the tridiagonal matrix obtained
145 *> by reducing A to tridiagonal form.
147 *> Eigenvalues will be computed most accurately when ABSTOL is
148 *> set to twice the underflow threshold 2*DLAMCH('S'), not zero.
149 *> If this routine returns with INFO>0, indicating that some
150 *> eigenvectors did not converge, try setting ABSTOL to
153 *> See "Computing Small Singular Values of Bidiagonal Matrices
154 *> with Guaranteed High Relative Accuracy," by Demmel and
155 *> Kahan, LAPACK Working Note #3.
161 *> The total number of eigenvalues found. 0 <= M <= N.
162 *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
167 *> W is DOUBLE PRECISION array, dimension (N)
168 *> On normal exit, the first M elements contain the selected
169 *> eigenvalues in ascending order.
174 *> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
175 *> If JOBZ = 'V', then if INFO = 0, the first M columns of Z
176 *> contain the orthonormal eigenvectors of the matrix A
177 *> corresponding to the selected eigenvalues, with the i-th
178 *> column of Z holding the eigenvector associated with W(i).
179 *> If an eigenvector fails to converge, then that column of Z
180 *> contains the latest approximation to the eigenvector, and the
181 *> index of the eigenvector is returned in IFAIL.
182 *> If JOBZ = 'N', then Z is not referenced.
183 *> Note: the user must ensure that at least max(1,M) columns are
184 *> supplied in the array Z; if RANGE = 'V', the exact value of M
185 *> is not known in advance and an upper bound must be used.
191 *> The leading dimension of the array Z. LDZ >= 1, and if
192 *> JOBZ = 'V', LDZ >= max(1,N).
197 *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
198 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
204 *> The length of the array WORK. LWORK >= 1, when N <= 1;
206 *> For optimal efficiency, LWORK >= (NB+3)*N,
207 *> where NB is the max of the blocksize for DSYTRD and DORMTR
208 *> returned by ILAENV.
210 *> If LWORK = -1, then a workspace query is assumed; the routine
211 *> only calculates the optimal size of the WORK array, returns
212 *> this value as the first entry of the WORK array, and no error
213 *> message related to LWORK is issued by XERBLA.
218 *> IWORK is INTEGER array, dimension (5*N)
223 *> IFAIL is INTEGER array, dimension (N)
224 *> If JOBZ = 'V', then if INFO = 0, the first M elements of
225 *> IFAIL are zero. If INFO > 0, then IFAIL contains the
226 *> indices of the eigenvectors that failed to converge.
227 *> If JOBZ = 'N', then IFAIL is not referenced.
233 *> = 0: successful exit
234 *> < 0: if INFO = -i, the i-th argument had an illegal value
235 *> > 0: if INFO = i, then i eigenvectors failed to converge.
236 *> Their indices are stored in array IFAIL.
242 *> \author Univ. of Tennessee
243 *> \author Univ. of California Berkeley
244 *> \author Univ. of Colorado Denver
249 *> \ingroup doubleSYeigen
251 * =====================================================================
252 SUBROUTINE DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU,
253 $ ABSTOL, M, W, Z, LDZ, WORK, LWORK, IWORK,
256 * -- LAPACK driver routine (version 3.6.1) --
257 * -- LAPACK is a software package provided by Univ. of Tennessee, --
258 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
261 * .. Scalar Arguments ..
262 CHARACTER JOBZ, RANGE, UPLO
263 INTEGER IL, INFO, IU, LDA, LDZ, LWORK, M, N
264 DOUBLE PRECISION ABSTOL, VL, VU
266 * .. Array Arguments ..
267 INTEGER IFAIL( * ), IWORK( * )
268 DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * )
271 * =====================================================================
274 DOUBLE PRECISION ZERO, ONE
275 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
277 * .. Local Scalars ..
278 LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, TEST, VALEIG,
281 INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
282 $ INDISP, INDIWO, INDTAU, INDWKN, INDWRK, ISCALE,
283 $ ITMP1, J, JJ, LLWORK, LLWRKN, LWKMIN,
285 DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
286 $ SIGMA, SMLNUM, TMP1, VLL, VUU
288 * .. External Functions ..
291 DOUBLE PRECISION DLAMCH, DLANSY
292 EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY
294 * .. External Subroutines ..
295 EXTERNAL DCOPY, DLACPY, DORGTR, DORMTR, DSCAL, DSTEBZ,
296 $ DSTEIN, DSTEQR, DSTERF, DSWAP, DSYTRD, XERBLA
298 * .. Intrinsic Functions ..
299 INTRINSIC MAX, MIN, SQRT
301 * .. Executable Statements ..
303 * Test the input parameters.
305 LOWER = LSAME( UPLO, 'L' )
306 WANTZ = LSAME( JOBZ, 'V' )
307 ALLEIG = LSAME( RANGE, 'A' )
308 VALEIG = LSAME( RANGE, 'V' )
309 INDEIG = LSAME( RANGE, 'I' )
310 LQUERY = ( LWORK.EQ.-1 )
313 IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
315 ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
317 ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
319 ELSE IF( N.LT.0 ) THEN
321 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
325 IF( N.GT.0 .AND. VU.LE.VL )
327 ELSE IF( INDEIG ) THEN
328 IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
330 ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
336 IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
347 NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
348 NB = MAX( NB, ILAENV( 1, 'DORMTR', UPLO, N, -1, -1, -1 ) )
349 LWKOPT = MAX( LWKMIN, ( NB + 3 )*N )
353 IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY )
358 CALL XERBLA( 'DSYEVX', -INFO )
360 ELSE IF( LQUERY ) THEN
364 * Quick return if possible
372 IF( ALLEIG .OR. INDEIG ) THEN
376 IF( VL.LT.A( 1, 1 ) .AND. VU.GE.A( 1, 1 ) ) THEN
386 * Get machine constants.
388 SAFMIN = DLAMCH( 'Safe minimum' )
389 EPS = DLAMCH( 'Precision' )
390 SMLNUM = SAFMIN / EPS
391 BIGNUM = ONE / SMLNUM
392 RMIN = SQRT( SMLNUM )
393 RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
395 * Scale matrix to allowable range, if necessary.
403 ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
404 IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
407 ELSE IF( ANRM.GT.RMAX ) THEN
411 IF( ISCALE.EQ.1 ) THEN
414 CALL DSCAL( N-J+1, SIGMA, A( J, J ), 1 )
418 CALL DSCAL( J, SIGMA, A( 1, J ), 1 )
422 $ ABSTLL = ABSTOL*SIGMA
429 * Call DSYTRD to reduce symmetric matrix to tridiagonal form.
435 LLWORK = LWORK - INDWRK + 1
436 CALL DSYTRD( UPLO, N, A, LDA, WORK( INDD ), WORK( INDE ),
437 $ WORK( INDTAU ), WORK( INDWRK ), LLWORK, IINFO )
439 * If all eigenvalues are desired and ABSTOL is less than or equal to
440 * zero, then call DSTERF or DORGTR and SSTEQR. If this fails for
441 * some eigenvalue, then try DSTEBZ.
445 IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
449 IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
450 CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
452 IF( .NOT.WANTZ ) THEN
453 CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
454 CALL DSTERF( N, W, WORK( INDEE ), INFO )
456 CALL DLACPY( 'A', N, N, A, LDA, Z, LDZ )
457 CALL DORGTR( UPLO, N, Z, LDZ, WORK( INDTAU ),
458 $ WORK( INDWRK ), LLWORK, IINFO )
459 CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
460 CALL DSTEQR( JOBZ, N, W, WORK( INDEE ), Z, LDZ,
461 $ WORK( INDWRK ), INFO )
475 * Otherwise, call DSTEBZ and, if eigenvectors are desired, SSTEIN.
485 CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
486 $ WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
487 $ IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWRK ),
488 $ IWORK( INDIWO ), INFO )
491 CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
492 $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
493 $ WORK( INDWRK ), IWORK( INDIWO ), IFAIL, INFO )
495 * Apply orthogonal matrix used in reduction to tridiagonal
496 * form to eigenvectors returned by DSTEIN.
499 LLWRKN = LWORK - INDWKN + 1
500 CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z,
501 $ LDZ, WORK( INDWKN ), LLWRKN, IINFO )
504 * If matrix was scaled, then rescale eigenvalues appropriately.
507 IF( ISCALE.EQ.1 ) THEN
513 CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
516 * If eigenvalues are not in order, then sort them, along with
524 IF( W( JJ ).LT.TMP1 ) THEN
531 ITMP1 = IWORK( INDIBL+I-1 )
533 IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
535 IWORK( INDIBL+J-1 ) = ITMP1
536 CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
539 IFAIL( I ) = IFAIL( J )
546 * Set WORK(1) to optimal workspace size.