summaryrefslogtreecommitdiff
path: root/2.3-1/src/fortran/lapack/dsyev.f
blob: d73600a273f740aae40f4669a40d3c1af2f80205 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
      SUBROUTINE DSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, 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, LDA, LWORK, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), W( * ), WORK( * )
*     ..
*
*  Purpose
*  =======
*
*  DSYEV computes all eigenvalues and, optionally, eigenvectors of a
*  real symmetric matrix A.
*
*  Arguments
*  =========
*
*  JOBZ    (input) CHARACTER*1
*          = 'N':  Compute eigenvalues only;
*          = 'V':  Compute eigenvalues and eigenvectors.
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)
*          On entry, the symmetric matrix A.  If UPLO = 'U', the
*          leading N-by-N upper triangular part of A contains the
*          upper triangular part of the matrix A.  If UPLO = 'L',
*          the leading N-by-N lower triangular part of A contains
*          the lower triangular part of the matrix A.
*          On exit, if JOBZ = 'V', then if INFO = 0, A contains the
*          orthonormal eigenvectors of the matrix A.
*          If JOBZ = 'N', then on exit the lower triangle (if UPLO='L')
*          or the upper triangle (if UPLO='U') of A, including the
*          diagonal, is destroyed.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max(1,N).
*
*  W       (output) DOUBLE PRECISION array, dimension (N)
*          If INFO = 0, the eigenvalues in ascending order.
*
*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
*  LWORK   (input) INTEGER
*          The length of the array WORK.  LWORK >= max(1,3*N-1).
*          For optimal efficiency, LWORK >= (NB+2)*N,
*          where NB is the blocksize for DSYTRD returned by ILAENV.
*
*          If LWORK = -1, then a workspace query is assumed; the routine
*          only calculates the optimal size of the WORK array, returns
*          this value as the first entry of the WORK array, and no error
*          message related to LWORK is issued by XERBLA.
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*          > 0:  if INFO = i, the algorithm failed to converge; i
*                off-diagonal elements of an intermediate tridiagonal
*                form did not converge to zero.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            LOWER, LQUERY, WANTZ
      INTEGER            IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
     $                   LLWORK, LWKOPT, NB
      DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
     $                   SMLNUM
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      DOUBLE PRECISION   DLAMCH, DLANSY
      EXTERNAL           LSAME, ILAENV, DLAMCH, DLANSY
*     ..
*     .. External Subroutines ..
      EXTERNAL           DLASCL, DORGTR, DSCAL, DSTEQR, DSTERF, DSYTRD,
     $                   XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, SQRT
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      WANTZ = LSAME( JOBZ, 'V' )
      LOWER = LSAME( UPLO, 'L' )
      LQUERY = ( LWORK.EQ.-1 )
*
      INFO = 0
      IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
         INFO = -1
      ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -5
      END IF
*
      IF( INFO.EQ.0 ) THEN
         NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 )
         LWKOPT = MAX( 1, ( NB+2 )*N )
         WORK( 1 ) = LWKOPT
*
         IF( LWORK.LT.MAX( 1, 3*N-1 ) .AND. .NOT.LQUERY )
     $      INFO = -8
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DSYEV ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 ) THEN
         RETURN
      END IF
*
      IF( N.EQ.1 ) THEN
         W( 1 ) = A( 1, 1 )
         WORK( 1 ) = 2
         IF( WANTZ )
     $      A( 1, 1 ) = ONE
         RETURN
      END IF
*
*     Get machine constants.
*
      SAFMIN = DLAMCH( 'Safe minimum' )
      EPS = DLAMCH( 'Precision' )
      SMLNUM = SAFMIN / EPS
      BIGNUM = ONE / SMLNUM
      RMIN = SQRT( SMLNUM )
      RMAX = SQRT( BIGNUM )
*
*     Scale matrix to allowable range, if necessary.
*
      ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK )
      ISCALE = 0
      IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
         ISCALE = 1
         SIGMA = RMIN / ANRM
      ELSE IF( ANRM.GT.RMAX ) THEN
         ISCALE = 1
         SIGMA = RMAX / ANRM
      END IF
      IF( ISCALE.EQ.1 )
     $   CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
*
*     Call DSYTRD to reduce symmetric matrix to tridiagonal form.
*
      INDE = 1
      INDTAU = INDE + N
      INDWRK = INDTAU + N
      LLWORK = LWORK - INDWRK + 1
      CALL DSYTRD( UPLO, N, A, LDA, W, WORK( INDE ), WORK( INDTAU ),
     $             WORK( INDWRK ), LLWORK, IINFO )
*
*     For eigenvalues only, call DSTERF.  For eigenvectors, first call
*     DORGTR to generate the orthogonal matrix, then call DSTEQR.
*
      IF( .NOT.WANTZ ) THEN
         CALL DSTERF( N, W, WORK( INDE ), INFO )
      ELSE
         CALL DORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
     $                LLWORK, IINFO )
         CALL DSTEQR( JOBZ, N, W, WORK( INDE ), A, LDA, WORK( INDTAU ),
     $                INFO )
      END IF
*
*     If matrix was scaled, then rescale eigenvalues appropriately.
*
      IF( ISCALE.EQ.1 ) THEN
         IF( INFO.EQ.0 ) THEN
            IMAX = N
         ELSE
            IMAX = INFO - 1
         END IF
         CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
      END IF
*
*     Set WORK(1) to optimal workspace size.
*
      WORK( 1 ) = LWKOPT
*
      RETURN
*
*     End of DSYEV
*
      END