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Diffstat (limited to '2.3-1/src/fortran/lapack/dspgv.f')
| -rw-r--r-- | 2.3-1/src/fortran/lapack/dspgv.f | 195 |
1 files changed, 195 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/dspgv.f b/2.3-1/src/fortran/lapack/dspgv.f new file mode 100644 index 00000000..737a1ee3 --- /dev/null +++ b/2.3-1/src/fortran/lapack/dspgv.f @@ -0,0 +1,195 @@ + SUBROUTINE DSPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, + $ INFO ) +* +* -- LAPACK driver routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER JOBZ, UPLO + INTEGER INFO, ITYPE, LDZ, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ), + $ Z( LDZ, * ) +* .. +* +* Purpose +* ======= +* +* DSPGV computes all the eigenvalues and, optionally, the eigenvectors +* of a real generalized symmetric-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 symmetric, stored in packed format, +* and B is also positive definite. +* +* Arguments +* ========= +* +* ITYPE (input) 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 +* +* JOBZ (input) CHARACTER*1 +* = 'N': Compute eigenvalues only; +* = 'V': Compute eigenvalues and eigenvectors. +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangles of A and B are stored; +* = 'L': Lower triangles of A and B are stored. +* +* N (input) INTEGER +* The order of the matrices A and B. N >= 0. +* +* AP (input/output) DOUBLE PRECISION array, dimension +* (N*(N+1)/2) +* On entry, the upper or lower triangle of the symmetric 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. +* +* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2) +* On entry, the upper or lower triangle of the symmetric 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**T*U or B = L*L**T, in the same storage +* format as B. +* +* W (output) DOUBLE PRECISION array, dimension (N) +* If INFO = 0, the eigenvalues in ascending order. +* +* Z (output) DOUBLE PRECISION 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**T*B*Z = I; +* if ITYPE = 3, Z**T*inv(B)*Z = I. +* If JOBZ = 'N', then Z is not referenced. +* +* LDZ (input) INTEGER +* The leading dimension of the array Z. LDZ >= 1, and if +* JOBZ = 'V', LDZ >= max(1,N). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (3*N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: DPPTRF or DSPEV returned an error code: +* <= N: if INFO = i, DSPEV failed to converge; +* i off-diagonal elements of an intermediate +* tridiagonal form did not converge to zero. +* > N: if INFO = n + i, for 1 <= i <= n, then the leading +* minor of order i of B is not positive definite. +* The factorization of B could not be completed and +* no eigenvalues or eigenvectors were computed. +* +* ===================================================================== +* +* .. Local Scalars .. + LOGICAL UPPER, WANTZ + CHARACTER TRANS + INTEGER J, NEIG +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL DPPTRF, DSPEV, DSPGST, DTPMV, DTPSV, XERBLA +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + WANTZ = LSAME( JOBZ, 'V' ) + UPPER = LSAME( UPLO, 'U' ) +* + 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.NE.0 ) THEN + CALL XERBLA( 'DSPGV ', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) + $ RETURN +* +* Form a Cholesky factorization of B. +* + CALL DPPTRF( UPLO, N, BP, INFO ) + IF( INFO.NE.0 ) THEN + INFO = N + INFO + RETURN + END IF +* +* Transform problem to standard eigenvalue problem and solve. +* + CALL DSPGST( ITYPE, UPLO, N, AP, BP, INFO ) + CALL DSPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, INFO ) +* + 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)'*y or inv(U)*y +* + IF( UPPER ) THEN + TRANS = 'N' + ELSE + TRANS = 'T' + END IF +* + DO 10 J = 1, NEIG + CALL DTPSV( 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'*y +* + IF( UPPER ) THEN + TRANS = 'T' + ELSE + TRANS = 'N' + END IF +* + DO 20 J = 1, NEIG + CALL DTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ), + $ 1 ) + 20 CONTINUE + END IF + END IF + RETURN +* +* End of DSPGV +* + END |