chegv.f

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*> \brief \b CHEGV
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE CHEGV( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
*                         LWORK, RWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBZ, UPLO
*       INTEGER            INFO, ITYPE, LDA, LDB, LWORK, N
*       ..
*       .. Array Arguments ..
*       REAL               RWORK( * ), W( * )
*       COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHEGV computes all the eigenvalues, and optionally, the eigenvectors
*> of a complex generalized Hermitian-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 Hermitian and B is also
*> positive definite.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] ITYPE
*> \verbatim
*>          ITYPE is 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
*> \endverbatim
*>
*> \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 triangles of A and B are stored;
*>          = 'L':  Lower triangles of A and B are stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrices A and B.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA, N)
*>          On entry, the Hermitian 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
*>          matrix Z of eigenvectors.  The eigenvectors are normalized
*>          as follows:
*>          if ITYPE = 1 or 2, Z**H*B*Z = I;
*>          if ITYPE = 3, Z**H*inv(B)*Z = I.
*>          If JOBZ = 'N', then on exit the upper triangle (if UPLO='U')
*>          or the lower triangle (if UPLO='L') 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[in,out] B
*> \verbatim
*>          B is COMPLEX array, dimension (LDB, N)
*>          On entry, the Hermitian positive definite matrix B.
*>          If UPLO = 'U', the leading N-by-N upper triangular part of B
*>          contains the upper triangular part of the matrix B.
*>          If UPLO = 'L', the leading N-by-N lower triangular part of B
*>          contains the lower triangular part of the matrix B.
*>
*>          On exit, if INFO <= N, the part of B containing the matrix is
*>          overwritten by the triangular factor U or L from the Cholesky
*>          factorization B = U**H*U or B = L*L**H.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*>          W is REAL array, dimension (N)
*>          If INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The length of the array WORK.  LWORK >= max(1,2*N-1).
*>          For optimal efficiency, LWORK >= (NB+1)*N,
*>          where NB is the blocksize for CHETRD 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.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (max(1, 3*N-2))
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*>          > 0:  CPOTRF or CHEEV returned an error code:
*>             <= N:  if INFO = i, CHEEV 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.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complexHEeigen
*
*  =====================================================================
      SUBROUTINE chegv( ITYPE, JOBZ, UPLO, N, A, LDA, B, LDB, W, WORK,
     $                  LWORK, RWORK, 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, ITYPE, LDA, LDB, LWORK, N
*     ..
*     .. Array Arguments ..
      REAL               RWORK( * ), W( * )
      COMPLEX            A( LDA, * ), B( LDB, * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      COMPLEX            ONE
      parameter( one = ( 1.0e+0, 0.0e+0 ) )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY, UPPER, WANTZ
      CHARACTER          TRANS
      INTEGER            LWKOPT, NB, NEIG
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      EXTERNAL           ilaenv, lsame
*     ..
*     .. External Subroutines ..
      EXTERNAL           cheev, chegst, cpotrf, ctrmm, ctrsm, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      wantz = lsame( jobz, 'V' )
      upper = lsame( uplo, 'u' )
.EQ.      LQUERY = ( LWORK -1 )
*
      INFO = 0
.LT..OR..GT.      IF( ITYPE1  ITYPE3 ) THEN
         INFO = -1
.NOT..OR.      ELSE IF( ( WANTZ  LSAME( JOBZ, 'n' ) ) ) THEN
         INFO = -2
.NOT..OR.      ELSE IF( ( UPPER  LSAME( UPLO, 'l' ) ) ) THEN
         INFO = -3
.LT.      ELSE IF( N0 ) THEN
         INFO = -4
.LT.      ELSE IF( LDAMAX( 1, N ) ) THEN
         INFO = -6
.LT.      ELSE IF( LDBMAX( 1, N ) ) THEN
         INFO = -8
      END IF
*
.EQ.      IF( INFO0 ) THEN
         NB = ILAENV( 1, 'chetrd', UPLO, N, -1, -1, -1 )
         LWKOPT = MAX( 1, ( NB + 1 )*N )
         WORK( 1 ) = LWKOPT
*
.LT..AND..NOT.         IF( LWORKMAX( 1, 2*N-1 )  LQUERY ) THEN
            INFO = -11
         END IF
      END IF
*
.NE.      IF( INFO0 ) THEN
         CALL XERBLA( 'chegv ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
.EQ.      IF( N0 )
     $   RETURN
*
*     Form a Cholesky factorization of B.
*
      CALL CPOTRF( UPLO, N, B, LDB, INFO )
.NE.      IF( INFO0 ) THEN
         INFO = N + INFO
         RETURN
      END IF
*
*     Transform problem to standard eigenvalue problem and solve.
*
      CALL CHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
      CALL CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO )
*
      IF( WANTZ ) THEN
*
*        Backtransform eigenvectors to the original problem.
*
         NEIG = N
.GT.         IF( INFO0 )
     $      NEIG = INFO - 1
.EQ..OR..EQ.         IF( ITYPE1  ITYPE2 ) THEN
*
*           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
*           backtransform eigenvectors: x = inv(L)**H*y or inv(U)*y
*
            IF( UPPER ) THEN
               TRANS = 'n'
            ELSE
               TRANS = 'c'
            END IF
*
            CALL CTRSM( 'left', UPLO, TRANS, 'non-unit', N, NEIG, ONE,
     $                  B, LDB, A, LDA )
*
.EQ.         ELSE IF( ITYPE3 ) THEN
*
*           For B*A*x=(lambda)*x;
*           backtransform eigenvectors: x = L*y or U**H*y
*
            IF( UPPER ) THEN
               TRANS = 'c'
            ELSE
               TRANS = 'n'
            END IF
*
            CALL CTRMM( 'left', UPLO, TRANS, 'non-unit', N, NEIG, ONE,
     $                  B, LDB, A, LDA )
         END IF
      END IF
*
      WORK( 1 ) = LWKOPT
*
      RETURN
*
*     End of CHEGV
*
      END