dspevx.f

Go to the documentation of this file.

*> \brief <b> DSPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSPEVX + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dspevx.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dspevx.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dspevx.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DSPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU,
*                          ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL,
*                          INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          JOBZ, RANGE, UPLO
*       INTEGER            IL, INFO, IU, LDZ, M, N
*       DOUBLE PRECISION   ABSTOL, VL, VU
*       ..
*       .. Array Arguments ..
*       INTEGER            IFAIL( * ), IWORK( * )
*       DOUBLE PRECISION   AP( * ), W( * ), WORK( * ), Z( LDZ, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DSPEVX computes selected eigenvalues and, optionally, eigenvectors
*> of a real symmetric matrix A in packed storage.  Eigenvalues/vectors
*> can be selected by specifying either a range of values or a range of
*> indices for the desired eigenvalues.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] JOBZ
*> \verbatim
*>          JOBZ is CHARACTER*1
*>          = 'N':  Compute eigenvalues only;
*>          = 'V':  Compute eigenvalues and eigenvectors.
*> \endverbatim
*>
*> \param[in] RANGE
*> \verbatim
*>          RANGE is CHARACTER*1
*>          = 'A': all eigenvalues will be found;
*>          = 'V': all eigenvalues in the half-open interval (VL,VU]
*>                 will be found;
*>          = 'I': the IL-th through IU-th eigenvalues will be found.
*> \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] AP
*> \verbatim
*>          AP is 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, AP is overwritten by values generated during the
*>          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
*>          and first superdiagonal of the tridiagonal matrix T overwrite
*>          the corresponding elements of A, and if UPLO = 'L', the
*>          diagonal and first subdiagonal of T overwrite the
*>          corresponding elements of A.
*> \endverbatim
*>
*> \param[in] VL
*> \verbatim
*>          VL is DOUBLE PRECISION
*>          If RANGE='V', the lower bound of the interval to
*>          be searched for eigenvalues. VL < VU.
*>          Not referenced if RANGE = 'A' or 'I'.
*> \endverbatim
*>
*> \param[in] VU
*> \verbatim
*>          VU is DOUBLE PRECISION
*>          If RANGE='V', the upper bound of the interval to
*>          be searched for eigenvalues. VL < VU.
*>          Not referenced if RANGE = 'A' or 'I'.
*> \endverbatim
*>
*> \param[in] IL
*> \verbatim
*>          IL is INTEGER
*>          If RANGE='I', the index of the
*>          smallest eigenvalue to be returned.
*>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
*>          Not referenced if RANGE = 'A' or 'V'.
*> \endverbatim
*>
*> \param[in] IU
*> \verbatim
*>          IU is INTEGER
*>          If RANGE='I', the index of the
*>          largest eigenvalue to be returned.
*>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
*>          Not referenced if RANGE = 'A' or 'V'.
*> \endverbatim
*>
*> \param[in] ABSTOL
*> \verbatim
*>          ABSTOL is DOUBLE PRECISION
*>          The absolute error tolerance for the eigenvalues.
*>          An approximate eigenvalue is accepted as converged
*>          when it is determined to lie in an interval [a,b]
*>          of width less than or equal to
*>
*>                  ABSTOL + EPS *   max( |a|,|b| ) ,
*>
*>          where EPS is the machine precision.  If ABSTOL is less than
*>          or equal to zero, then  EPS*|T|  will be used in its place,
*>          where |T| is the 1-norm of the tridiagonal matrix obtained
*>          by reducing AP to tridiagonal form.
*>
*>          Eigenvalues will be computed most accurately when ABSTOL is
*>          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
*>          If this routine returns with INFO>0, indicating that some
*>          eigenvectors did not converge, try setting ABSTOL to
*>          2*DLAMCH('S').
*>
*>          See "Computing Small Singular Values of Bidiagonal Matrices
*>          with Guaranteed High Relative Accuracy," by Demmel and
*>          Kahan, LAPACK Working Note #3.
*> \endverbatim
*>
*> \param[out] M
*> \verbatim
*>          M is INTEGER
*>          The total number of eigenvalues found.  0 <= M <= N.
*>          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*>          W is DOUBLE PRECISION array, dimension (N)
*>          If INFO = 0, the selected eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*>          Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M))
*>          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
*>          contain the orthonormal eigenvectors of the matrix A
*>          corresponding to the selected eigenvalues, with the i-th
*>          column of Z holding the eigenvector associated with W(i).
*>          If an eigenvector fails to converge, then that column of Z
*>          contains the latest approximation to the eigenvector, and the
*>          index of the eigenvector is returned in IFAIL.
*>          If JOBZ = 'N', then Z is not referenced.
*>          Note: the user must ensure that at least max(1,M) columns are
*>          supplied in the array Z; if RANGE = 'V', the exact value of M
*>          is not known in advance and an upper bound must be used.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*>          LDZ is INTEGER
*>          The leading dimension of the array Z.  LDZ >= 1, and if
*>          JOBZ = 'V', LDZ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (8*N)
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*>          IWORK is INTEGER array, dimension (5*N)
*> \endverbatim
*>
*> \param[out] IFAIL
*> \verbatim
*>          IFAIL is INTEGER array, dimension (N)
*>          If JOBZ = 'V', then if INFO = 0, the first M elements of
*>          IFAIL are zero.  If INFO > 0, then IFAIL contains the
*>          indices of the eigenvectors that failed to converge.
*>          If JOBZ = 'N', then IFAIL is not referenced.
*> \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, then i eigenvectors failed to converge.
*>                Their indices are stored in array IFAIL.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleOTHEReigen
*
*  =====================================================================
      SUBROUTINE dspevx( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU,
     $                   ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL,
     $                   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, RANGE, UPLO
      INTEGER            IL, INFO, IU, LDZ, M, N
      DOUBLE PRECISION   ABSTOL, VL, VU
*     ..
*     .. Array Arguments ..
      INTEGER            IFAIL( * ), IWORK( * )
      DOUBLE PRECISION   AP( * ), W( * ), WORK( * ), Z( LDZ, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE
      PARAMETER          ( ZERO = 0.0d0, one = 1.0d0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ALLEIG, INDEIG, TEST, VALEIG, WANTZ
      CHARACTER          ORDER
      INTEGER            I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
     $                   indisp, indiwo, indtau, indwrk, iscale, itmp1,
     $                   j, jj, nsplit
      DOUBLE PRECISION   ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
     $                   SIGMA, SMLNUM, TMP1, VLL, VUU
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, DLANSP
      EXTERNAL           lsame, dlamch, dlansp
*     ..
*     .. External Subroutines ..
      EXTERNAL           dcopy, dopgtr, dopmtr, dscal, dsptrd, dstebz,
     $                   dstein, dsteqr, dsterf, dswap, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, min, sqrt
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      wantz = lsame( jobz, 'V' )
      alleig = lsame( range, 'A' )
      valeig = lsame( range, 'V' )
      indeig = lsame( range, 'I' )
*
      info = 0
      IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
         info = -1
      ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
         info = -2
      ELSE IF( .NOT.( lsame( uplo, 'L' ) .OR. lsame( uplo, 'U' ) ) )
     $          THEN
         info = -3
      ELSE IF( n.LT.0 ) THEN
         info = -4
      ELSE
         IF( valeig ) THEN
            IF( n.GT.0 .AND. vu.LE.vl )
     $         info = -7
         ELSE IF( indeig ) THEN
            IF( il.LT.1 .OR. il.GT.max( 1, n ) ) THEN
               info = -8
            ELSE IF( iu.LT.min( n, il ) .OR. iu.GT.n ) THEN
               info = -9
            END IF
         END IF
      END IF
      IF( info.EQ.0 ) THEN
         IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) )
     $      info = -14
      END IF
*
      IF( info.NE.0 ) THEN
         CALL xerbla( 'DSPEVX', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      m = 0
      IF( n.EQ.0 )
     $   RETURN
*
      IF( n.EQ.1 ) THEN
         IF( alleig .OR. indeig ) THEN
            m = 1
            w( 1 ) = ap( 1 )
         ELSE
            IF( vl.LT.ap( 1 ) .AND. vu.GE.ap( 1 ) ) THEN
               m = 1
               w( 1 ) = ap( 1 )
            END IF
         END IF
         IF( wantz )
     $      z( 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 = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
*
*     Scale matrix to allowable range, if necessary.
*
      ISCALE = 0
      ABSTLL = ABSTOL
      IF( VALEIG ) THEN
         VLL = VL
         VUU = VU
      ELSE
         VLL = ZERO
         VUU = ZERO
      END IF
      ANRM = DLANSP( 'm', UPLO, N, AP, WORK )
.GT..AND..LT.      IF( ANRMZERO  ANRMRMIN ) THEN
         ISCALE = 1
         SIGMA = RMIN / ANRM
.GT.      ELSE IF( ANRMRMAX ) THEN
         ISCALE = 1
         SIGMA = RMAX / ANRM
      END IF
.EQ.      IF( ISCALE1 ) THEN
         CALL DSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
.GT.         IF( ABSTOL0 )
     $      ABSTLL = ABSTOL*SIGMA
         IF( VALEIG ) THEN
            VLL = VL*SIGMA
            VUU = VU*SIGMA
         END IF
      END IF
*
*     Call DSPTRD to reduce symmetric packed matrix to tridiagonal form.
*
      INDTAU = 1
      INDE = INDTAU + N
      INDD = INDE + N
      INDWRK = INDD + N
      CALL DSPTRD( UPLO, N, AP, WORK( INDD ), WORK( INDE ),
     $             WORK( INDTAU ), IINFO )
*
*     If all eigenvalues are desired and ABSTOL is less than or equal
*     to zero, then call DSTERF or DOPGTR and SSTEQR.  If this fails
*     for some eigenvalue, then try DSTEBZ.
*
      TEST = .FALSE.
      IF (INDEIG) THEN
.EQ..AND..EQ.         IF (IL1  IUN) THEN
            TEST = .TRUE.
         END IF
      END IF
.OR..AND..LE.      IF ((ALLEIG  TEST)  (ABSTOLZERO)) THEN
         CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
         INDEE = INDWRK + 2*N
.NOT.         IF( WANTZ ) THEN
            CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
            CALL DSTERF( N, W, WORK( INDEE ), INFO )
         ELSE
            CALL DOPGTR( UPLO, N, AP, WORK( INDTAU ), Z, LDZ,
     $                   WORK( INDWRK ), IINFO )
            CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
            CALL DSTEQR( JOBZ, N, W, WORK( INDEE ), Z, LDZ,
     $                   WORK( INDWRK ), INFO )
.EQ.            IF( INFO0 ) THEN
               DO 10 I = 1, N
                  IFAIL( I ) = 0
   10          CONTINUE
            END IF
         END IF
.EQ.         IF( INFO0 ) THEN
            M = N
            GO TO 20
         END IF
         INFO = 0
      END IF
*
*     Otherwise, call DSTEBZ and, if eigenvectors are desired, SSTEIN.
*
      IF( WANTZ ) THEN
         ORDER = 'b'
      ELSE
         ORDER = 'e'
      END IF
      INDIBL = 1
      INDISP = INDIBL + N
      INDIWO = INDISP + N
      CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
     $             WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
     $             IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWRK ),
     $             IWORK( INDIWO ), INFO )
*
      IF( WANTZ ) THEN
         CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
     $                IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
     $                WORK( INDWRK ), IWORK( INDIWO ), IFAIL, INFO )
*
*        Apply orthogonal matrix used in reduction to tridiagonal
*        form to eigenvectors returned by DSTEIN.
*
         CALL DOPMTR( 'l', uplo, 'N', n, m, ap, work( indtau ), z, ldz,
     $                work( indwrk ), iinfo )
      END IF
*
*     If matrix was scaled, then rescale eigenvalues appropriately.
*
   20 CONTINUE
      IF( iscale.EQ.1 ) THEN
         IF( info.EQ.0 ) THEN
            imax = m
         ELSE
            imax = info - 1
         END IF
         CALL dscal( imax, one / sigma, w, 1 )
      END IF
*
*     If eigenvalues are not in order, then sort them, along with
*     eigenvectors.
*
      IF( wantz ) THEN
         DO 40 j = 1, m - 1
            i = 0
            tmp1 = w( j )
            DO 30 jj = j + 1, m
               IF( w( jj ).LT.tmp1 ) THEN
                  i = jj
                  tmp1 = w( jj )
               END IF
   30       CONTINUE
*
            IF( i.NE.0 ) THEN
               itmp1 = iwork( indibl+i-1 )
               w( i ) = w( j )
               iwork( indibl+i-1 ) = iwork( indibl+j-1 )
               w( j ) = tmp1
               iwork( indibl+j-1 ) = itmp1
               CALL dswap( n, z( 1, i ), 1, z( 1, j ), 1 )
               IF( info.NE.0 ) THEN
                  itmp1 = ifail( i )
                  ifail( i ) = ifail( j )
                  ifail( j ) = itmp1
               END IF
            END IF
   40    CONTINUE
      END IF
*
      RETURN
*
*     End of DSPEVX
*
      END