dsyevd.f

*> \brief <b> DSYEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for SY matrices</b>
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, IWORK,
*                          LIWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBZ, UPLO
*       INTEGER            INFO, LDA, LIWORK, LWORK, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IWORK( * )
*       DOUBLE PRECISION   A( LDA, * ), W( * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DSYEVD computes all eigenvalues and, optionally, eigenvectors of a
*> real symmetric matrix A. If eigenvectors are desired, it uses a
*> divide and conquer algorithm.
*>
*> Because of large use of BLAS of level 3, DSYEVD needs N**2 more
*> workspace than DSYEVX.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \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 triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is 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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*>          W is DOUBLE PRECISION array, dimension (N)
*>          If INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array,
*>                                         dimension (LWORK)
*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.
*>          If N <= 1,               LWORK must be at least 1.
*>          If JOBZ = 'N' and N > 1, LWORK must be at least 2*N+1.
*>          If JOBZ = 'V' and N > 1, LWORK must be at least
*>                                                1 + 6*N + 2*N**2.
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the optimal sizes of the WORK and IWORK
*>          arrays, returns these values as the first entries of the WORK
*>          and IWORK arrays, and no error message related to LWORK 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 optimal LIWORK.
*> \endverbatim
*>
*> \param[in] LIWORK
*> \verbatim
*>          LIWORK is INTEGER
*>          The dimension of the array IWORK.
*>          If N <= 1,                LIWORK must be at least 1.
*>          If JOBZ  = 'N' and N > 1, LIWORK must be at least 1.
*>          If JOBZ  = 'V' and N > 1, LIWORK must be at least 3 + 5*N.
*>
*>          If LIWORK = -1, then a workspace query is assumed; the
*>          routine only calculates the optimal sizes of the WORK and
*>          IWORK arrays, returns these values as the first entries of
*>          the WORK and IWORK arrays, and no error message related to
*>          LWORK 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:  if INFO = i and JOBZ = 'N', then the algorithm failed
*>                to converge; i off-diagonal elements of an intermediate
*>                tridiagonal form did not converge to zero;
*>                if INFO = i and JOBZ = 'V', then the algorithm failed
*>                to compute an eigenvalue while working on the submatrix
*>                lying in rows and columns INFO/(N+1) through
*>                mod(INFO,N+1).
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleSYeigen
*
*> \par Contributors:
*  ==================
*>
*> Jeff Rutter, Computer Science Division, University of California
*> at Berkeley, USA \n
*>  Modified by Francoise Tisseur, University of Tennessee \n
*>  Modified description of INFO. Sven, 16 Feb 05. \n


*>
*  =====================================================================
      SUBROUTINE DSYEVD( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, 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, LDA, LIWORK, LWORK, N
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   A( LDA, * ), W( * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
*     ..
*     .. Local Scalars ..
*
      LOGICAL            LOWER, LQUERY, WANTZ
      INTEGER            IINFO, INDE, INDTAU, INDWK2, INDWRK, ISCALE,
     $                   LIOPT, LIWMIN, LLWORK, LLWRK2, LOPT, LWMIN
      DOUBLE PRECISION   ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
     $                   SMLNUM
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      DOUBLE PRECISION   DLAMCH, DLANSY
      EXTERNAL           LSAME, DLAMCH, DLANSY, ILAENV
*     ..
*     .. External Subroutines ..
      EXTERNAL           DLACPY, DLASCL, DORMTR, DSCAL, DSTEDC, 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 .OR. LIWORK.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
         IF( N.LE.1 ) THEN
            LIWMIN = 1
            LWMIN = 1
            LOPT = LWMIN
            LIOPT = LIWMIN
         ELSE
            IF( WANTZ ) THEN
               LIWMIN = 3 + 5*N
               LWMIN = 1 + 6*N + 2*N**2
            ELSE
               LIWMIN = 1
               LWMIN = 2*N + 1
            END IF
            LOPT = MAX( LWMIN, 2*N +
     $                  N*ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 ) )
            LIOPT = LIWMIN
         END IF
         WORK( 1 ) = LOPT
         IWORK( 1 ) = LIOPT
*
         IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -8
         ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
            INFO = -10
         END IF
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DSYEVD', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
      IF( N.EQ.1 ) THEN
         W( 1 ) = A( 1, 1 )
         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
      INDWK2 = INDWRK + N*N
      LLWRK2 = LWORK - INDWK2 + 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
*     DSTEDC to generate the eigenvector matrix, WORK(INDWRK), of the
*     tridiagonal matrix, then call DORMTR to multiply it by the
*     Householder transformations stored in A.
*
      IF( .NOT.WANTZ ) THEN
         CALL DSTERF( N, W, WORK( INDE ), INFO )
      ELSE
         CALL DSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
     $                WORK( INDWK2 ), LLWRK2, IWORK, LIWORK, INFO )
         CALL DORMTR( 'L', UPLO, 'N', N, N, A, LDA, WORK( INDTAU ),
     $                WORK( INDWRK ), N, WORK( INDWK2 ), LLWRK2, IINFO )
         CALL DLACPY( 'A', N, N, WORK( INDWRK ), N, A, LDA )
      END IF
*
*     If matrix was scaled, then rescale eigenvalues appropriately.
*
      IF( ISCALE.EQ.1 )
     $   CALL DSCAL( N, ONE / SIGMA, W, 1 )
*
      WORK( 1 ) = LOPT
      IWORK( 1 ) = LIOPT
*
      RETURN
*
*     End of DSYEVD
*
      END