LAPACK  3.7.0
LAPACK: Linear Algebra PACKage
subroutine zheevx_2stage ( character  JOBZ,
character  RANGE,
character  UPLO,
integer  N,
complex*16, dimension( lda, * )  A,
integer  LDA,
double precision  VL,
double precision  VU,
integer  IL,
integer  IU,
double precision  ABSTOL,
integer  M,
double precision, dimension( * )  W,
complex*16, dimension( ldz, * )  Z,
integer  LDZ,
complex*16, dimension( * )  WORK,
integer  LWORK,
double precision, dimension( * )  RWORK,
integer, dimension( * )  IWORK,
integer, dimension( * )  IFAIL,
integer  INFO 
)

ZHEEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

Download ZHEEVX_2STAGE + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 ZHEEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
 of a complex Hermitian matrix A using the 2stage technique for
 the reduction to tridiagonal.  Eigenvalues and eigenvectors can
 be selected by specifying either a range of values or a range of
 indices for the desired eigenvalues.
Parameters
[in]JOBZ
          JOBZ is CHARACTER*1
          = 'N':  Compute eigenvalues only;
          = 'V':  Compute eigenvalues and eigenvectors.
                  Not available in this release.
[in]RANGE
          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.
[in]UPLO
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in,out]A
          A is COMPLEX*16 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, the lower triangle (if UPLO='L') or the upper
          triangle (if UPLO='U') of A, including the diagonal, is
          destroyed.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in]VL
          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'.
[in]VU
          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'.
[in]IL
          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'.
[in]IU
          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'.
[in]ABSTOL
          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 A 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.
[out]M
          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.
[out]W
          W is DOUBLE PRECISION array, dimension (N)
          On normal exit, the first M elements contain the selected
          eigenvalues in ascending order.
[out]Z
          Z is COMPLEX*16 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.
[in]LDZ
          LDZ is INTEGER
          The leading dimension of the array Z.  LDZ >= 1, and if
          JOBZ = 'V', LDZ >= max(1,N).
[out]WORK
          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The length of the array WORK. LWORK >= 1, when N <= 1;
          otherwise  
          If JOBZ = 'N' and N > 1, LWORK must be queried.
                                   LWORK = MAX(1, 8*N, dimension) where
                                   dimension = max(stage1,stage2) + (KD+1)*N + N
                                             = N*KD + N*max(KD+1,FACTOPTNB) 
                                               + max(2*KD*KD, KD*NTHREADS) 
                                               + (KD+1)*N + N
                                   where KD is the blocking size of the reduction,
                                   FACTOPTNB is the blocking used by the QR or LQ
                                   algorithm, usually FACTOPTNB=128 is a good choice
                                   NTHREADS is the number of threads used when
                                   openMP compilation is enabled, otherwise =1.
          If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available

          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.
[out]RWORK
          RWORK is DOUBLE PRECISION array, dimension (7*N)
[out]IWORK
          IWORK is INTEGER array, dimension (5*N)
[out]IFAIL
          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.
[out]INFO
          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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
June 2016
Further Details:
  All details about the 2stage techniques are available in:

  Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
  Parallel reduction to condensed forms for symmetric eigenvalue problems
  using aggregated fine-grained and memory-aware kernels. In Proceedings
  of 2011 International Conference for High Performance Computing,
  Networking, Storage and Analysis (SC '11), New York, NY, USA,
  Article 8 , 11 pages.
  http://doi.acm.org/10.1145/2063384.2063394

  A. Haidar, J. Kurzak, P. Luszczek, 2013.
  An improved parallel singular value algorithm and its implementation 
  for multicore hardware, In Proceedings of 2013 International Conference
  for High Performance Computing, Networking, Storage and Analysis (SC '13).
  Denver, Colorado, USA, 2013.
  Article 90, 12 pages.
  http://doi.acm.org/10.1145/2503210.2503292

  A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
  A novel hybrid CPU-GPU generalized eigensolver for electronic structure 
  calculations based on fine-grained memory aware tasks.
  International Journal of High Performance Computing Applications.
  Volume 28 Issue 2, Pages 196-209, May 2014.
  http://hpc.sagepub.com/content/28/2/196 

Definition at line 308 of file zheevx_2stage.f.

308 *
309  IMPLICIT NONE
310 *
311 * -- LAPACK driver routine (version 3.7.0) --
312 * -- LAPACK is a software package provided by Univ. of Tennessee, --
313 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
314 * June 2016
315 *
316 * .. Scalar Arguments ..
317  CHARACTER jobz, range, uplo
318  INTEGER il, info, iu, lda, ldz, lwork, m, n
319  DOUBLE PRECISION abstol, vl, vu
320 * ..
321 * .. Array Arguments ..
322  INTEGER ifail( * ), iwork( * )
323  DOUBLE PRECISION rwork( * ), w( * )
324  COMPLEX*16 a( lda, * ), work( * ), z( ldz, * )
325 * ..
326 *
327 * =====================================================================
328 *
329 * .. Parameters ..
330  DOUBLE PRECISION zero, one
331  parameter ( zero = 0.0d+0, one = 1.0d+0 )
332  COMPLEX*16 cone
333  parameter ( cone = ( 1.0d+0, 0.0d+0 ) )
334 * ..
335 * .. Local Scalars ..
336  LOGICAL alleig, indeig, lower, lquery, test, valeig,
337  $ wantz
338  CHARACTER order
339  INTEGER i, iinfo, imax, indd, inde, indee, indibl,
340  $ indisp, indiwk, indrwk, indtau, indwrk, iscale,
341  $ itmp1, j, jj, llwork,
342  $ nsplit, lwmin, lhtrd, lwtrd, kd, ib, indhous
343  DOUBLE PRECISION abstll, anrm, bignum, eps, rmax, rmin, safmin,
344  $ sigma, smlnum, tmp1, vll, vuu
345 * ..
346 * .. External Functions ..
347  LOGICAL lsame
348  INTEGER ilaenv
349  DOUBLE PRECISION dlamch, zlanhe
350  EXTERNAL lsame, ilaenv, dlamch, zlanhe
351 * ..
352 * .. External Subroutines ..
353  EXTERNAL dcopy, dscal, dstebz, dsterf, xerbla, zdscal,
355  $ zhetrd_2stage
356 * ..
357 * .. Intrinsic Functions ..
358  INTRINSIC dble, max, min, sqrt
359 * ..
360 * .. Executable Statements ..
361 *
362 * Test the input parameters.
363 *
364  lower = lsame( uplo, 'L' )
365  wantz = lsame( jobz, 'V' )
366  alleig = lsame( range, 'A' )
367  valeig = lsame( range, 'V' )
368  indeig = lsame( range, 'I' )
369  lquery = ( lwork.EQ.-1 )
370 *
371  info = 0
372  IF( .NOT.( lsame( jobz, 'N' ) ) ) THEN
373  info = -1
374  ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
375  info = -2
376  ELSE IF( .NOT.( lower .OR. lsame( uplo, 'U' ) ) ) THEN
377  info = -3
378  ELSE IF( n.LT.0 ) THEN
379  info = -4
380  ELSE IF( lda.LT.max( 1, n ) ) THEN
381  info = -6
382  ELSE
383  IF( valeig ) THEN
384  IF( n.GT.0 .AND. vu.LE.vl )
385  $ info = -8
386  ELSE IF( indeig ) THEN
387  IF( il.LT.1 .OR. il.GT.max( 1, n ) ) THEN
388  info = -9
389  ELSE IF( iu.LT.min( n, il ) .OR. iu.GT.n ) THEN
390  info = -10
391  END IF
392  END IF
393  END IF
394  IF( info.EQ.0 ) THEN
395  IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
396  info = -15
397  END IF
398  END IF
399 *
400  IF( info.EQ.0 ) THEN
401  IF( n.LE.1 ) THEN
402  lwmin = 1
403  work( 1 ) = lwmin
404  ELSE
405  kd = ilaenv( 17, 'ZHETRD_2STAGE', jobz, n, -1, -1, -1 )
406  ib = ilaenv( 18, 'ZHETRD_2STAGE', jobz, n, kd, -1, -1 )
407  lhtrd = ilaenv( 19, 'ZHETRD_2STAGE', jobz, n, kd, ib, -1 )
408  lwtrd = ilaenv( 20, 'ZHETRD_2STAGE', jobz, n, kd, ib, -1 )
409  lwmin = n + lhtrd + lwtrd
410  work( 1 ) = lwmin
411  END IF
412 *
413  IF( lwork.LT.lwmin .AND. .NOT.lquery )
414  $ info = -17
415  END IF
416 *
417  IF( info.NE.0 ) THEN
418  CALL xerbla( 'ZHEEVX_2STAGE', -info )
419  RETURN
420  ELSE IF( lquery ) THEN
421  RETURN
422  END IF
423 *
424 * Quick return if possible
425 *
426  m = 0
427  IF( n.EQ.0 ) THEN
428  RETURN
429  END IF
430 *
431  IF( n.EQ.1 ) THEN
432  IF( alleig .OR. indeig ) THEN
433  m = 1
434  w( 1 ) = dble( a( 1, 1 ) )
435  ELSE IF( valeig ) THEN
436  IF( vl.LT.dble( a( 1, 1 ) ) .AND. vu.GE.dble( a( 1, 1 ) ) )
437  $ THEN
438  m = 1
439  w( 1 ) = dble( a( 1, 1 ) )
440  END IF
441  END IF
442  IF( wantz )
443  $ z( 1, 1 ) = cone
444  RETURN
445  END IF
446 *
447 * Get machine constants.
448 *
449  safmin = dlamch( 'Safe minimum' )
450  eps = dlamch( 'Precision' )
451  smlnum = safmin / eps
452  bignum = one / smlnum
453  rmin = sqrt( smlnum )
454  rmax = min( sqrt( bignum ), one / sqrt( sqrt( safmin ) ) )
455 *
456 * Scale matrix to allowable range, if necessary.
457 *
458  iscale = 0
459  abstll = abstol
460  IF( valeig ) THEN
461  vll = vl
462  vuu = vu
463  END IF
464  anrm = zlanhe( 'M', uplo, n, a, lda, rwork )
465  IF( anrm.GT.zero .AND. anrm.LT.rmin ) THEN
466  iscale = 1
467  sigma = rmin / anrm
468  ELSE IF( anrm.GT.rmax ) THEN
469  iscale = 1
470  sigma = rmax / anrm
471  END IF
472  IF( iscale.EQ.1 ) THEN
473  IF( lower ) THEN
474  DO 10 j = 1, n
475  CALL zdscal( n-j+1, sigma, a( j, j ), 1 )
476  10 CONTINUE
477  ELSE
478  DO 20 j = 1, n
479  CALL zdscal( j, sigma, a( 1, j ), 1 )
480  20 CONTINUE
481  END IF
482  IF( abstol.GT.0 )
483  $ abstll = abstol*sigma
484  IF( valeig ) THEN
485  vll = vl*sigma
486  vuu = vu*sigma
487  END IF
488  END IF
489 *
490 * Call ZHETRD_2STAGE to reduce Hermitian matrix to tridiagonal form.
491 *
492  indd = 1
493  inde = indd + n
494  indrwk = inde + n
495  indtau = 1
496  indhous = indtau + n
497  indwrk = indhous + lhtrd
498  llwork = lwork - indwrk + 1
499 *
500  CALL zhetrd_2stage( jobz, uplo, n, a, lda, rwork( indd ),
501  $ rwork( inde ), work( indtau ),
502  $ work( indhous ), lhtrd, work( indwrk ),
503  $ llwork, iinfo )
504 *
505 * If all eigenvalues are desired and ABSTOL is less than or equal to
506 * zero, then call DSTERF or ZUNGTR and ZSTEQR. If this fails for
507 * some eigenvalue, then try DSTEBZ.
508 *
509  test = .false.
510  IF( indeig ) THEN
511  IF( il.EQ.1 .AND. iu.EQ.n ) THEN
512  test = .true.
513  END IF
514  END IF
515  IF( ( alleig .OR. test ) .AND. ( abstol.LE.zero ) ) THEN
516  CALL dcopy( n, rwork( indd ), 1, w, 1 )
517  indee = indrwk + 2*n
518  IF( .NOT.wantz ) THEN
519  CALL dcopy( n-1, rwork( inde ), 1, rwork( indee ), 1 )
520  CALL dsterf( n, w, rwork( indee ), info )
521  ELSE
522  CALL zlacpy( 'A', n, n, a, lda, z, ldz )
523  CALL zungtr( uplo, n, z, ldz, work( indtau ),
524  $ work( indwrk ), llwork, iinfo )
525  CALL dcopy( n-1, rwork( inde ), 1, rwork( indee ), 1 )
526  CALL zsteqr( jobz, n, w, rwork( indee ), z, ldz,
527  $ rwork( indrwk ), info )
528  IF( info.EQ.0 ) THEN
529  DO 30 i = 1, n
530  ifail( i ) = 0
531  30 CONTINUE
532  END IF
533  END IF
534  IF( info.EQ.0 ) THEN
535  m = n
536  GO TO 40
537  END IF
538  info = 0
539  END IF
540 *
541 * Otherwise, call DSTEBZ and, if eigenvectors are desired, ZSTEIN.
542 *
543  IF( wantz ) THEN
544  order = 'B'
545  ELSE
546  order = 'E'
547  END IF
548  indibl = 1
549  indisp = indibl + n
550  indiwk = indisp + n
551  CALL dstebz( range, order, n, vll, vuu, il, iu, abstll,
552  $ rwork( indd ), rwork( inde ), m, nsplit, w,
553  $ iwork( indibl ), iwork( indisp ), rwork( indrwk ),
554  $ iwork( indiwk ), info )
555 *
556  IF( wantz ) THEN
557  CALL zstein( n, rwork( indd ), rwork( inde ), m, w,
558  $ iwork( indibl ), iwork( indisp ), z, ldz,
559  $ rwork( indrwk ), iwork( indiwk ), ifail, info )
560 *
561 * Apply unitary matrix used in reduction to tridiagonal
562 * form to eigenvectors returned by ZSTEIN.
563 *
564  CALL zunmtr( 'L', uplo, 'N', n, m, a, lda, work( indtau ), z,
565  $ ldz, work( indwrk ), llwork, iinfo )
566  END IF
567 *
568 * If matrix was scaled, then rescale eigenvalues appropriately.
569 *
570  40 CONTINUE
571  IF( iscale.EQ.1 ) THEN
572  IF( info.EQ.0 ) THEN
573  imax = m
574  ELSE
575  imax = info - 1
576  END IF
577  CALL dscal( imax, one / sigma, w, 1 )
578  END IF
579 *
580 * If eigenvalues are not in order, then sort them, along with
581 * eigenvectors.
582 *
583  IF( wantz ) THEN
584  DO 60 j = 1, m - 1
585  i = 0
586  tmp1 = w( j )
587  DO 50 jj = j + 1, m
588  IF( w( jj ).LT.tmp1 ) THEN
589  i = jj
590  tmp1 = w( jj )
591  END IF
592  50 CONTINUE
593 *
594  IF( i.NE.0 ) THEN
595  itmp1 = iwork( indibl+i-1 )
596  w( i ) = w( j )
597  iwork( indibl+i-1 ) = iwork( indibl+j-1 )
598  w( j ) = tmp1
599  iwork( indibl+j-1 ) = itmp1
600  CALL zswap( n, z( 1, i ), 1, z( 1, j ), 1 )
601  IF( info.NE.0 ) THEN
602  itmp1 = ifail( i )
603  ifail( i ) = ifail( j )
604  ifail( j ) = itmp1
605  END IF
606  END IF
607  60 CONTINUE
608  END IF
609 *
610 * Set WORK(1) to optimal complex workspace size.
611 *
612  work( 1 ) = lwmin
613 *
614  RETURN
615 *
616 * End of ZHEEVX_2STAGE
617 *
double precision function dlamch(CMACH)
DLAMCH
Definition: dlamch.f:65
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:53
double precision function zlanhe(NORM, UPLO, N, A, LDA, WORK)
ZLANHE returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a complex Hermitian matrix.
Definition: zlanhe.f:126
subroutine zhetrd_2stage(VECT, UPLO, N, A, LDA, D, E, TAU, HOUS2, LHOUS2, WORK, LWORK, INFO)
ZHETRD_2STAGE
subroutine zungtr(UPLO, N, A, LDA, TAU, WORK, LWORK, INFO)
ZUNGTR
Definition: zungtr.f:125
subroutine zswap(N, ZX, INCX, ZY, INCY)
ZSWAP
Definition: zswap.f:52
subroutine zlacpy(UPLO, M, N, A, LDA, B, LDB)
ZLACPY copies all or part of one two-dimensional array to another.
Definition: zlacpy.f:105
subroutine dsterf(N, D, E, INFO)
DSTERF
Definition: dsterf.f:88
subroutine zsteqr(COMPZ, N, D, E, Z, LDZ, WORK, INFO)
ZSTEQR
Definition: zsteqr.f:134
integer function ilaenv(ISPEC, NAME, OPTS, N1, N2, N3, N4)
ILAENV
Definition: tstiee.f:83
subroutine zstein(N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, IWORK, IFAIL, INFO)
ZSTEIN
Definition: zstein.f:184
subroutine dstebz(RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E, M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK, INFO)
DSTEBZ
Definition: dstebz.f:275
subroutine zunmtr(SIDE, UPLO, TRANS, M, N, A, LDA, TAU, C, LDC, WORK, LWORK, INFO)
ZUNMTR
Definition: zunmtr.f:173
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:55
subroutine dscal(N, DA, DX, INCX)
DSCAL
Definition: dscal.f:55
subroutine zdscal(N, DA, ZX, INCX)
ZDSCAL
Definition: zdscal.f:54

Here is the call graph for this function:

Here is the caller graph for this function: