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dsbevx_2stage.f
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*> \brief <b> DSBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices</b>
*
* @precisions fortran d -> s
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSBEVX_2STAGE + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsbevx_2stage.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsbevx_2stage.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsbevx_2stage.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSBEVX_2STAGE( JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q,
* LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z,
* LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
*
* IMPLICIT NONE
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, RANGE, UPLO
* INTEGER IL, INFO, IU, KD, LDAB, LDQ, LDZ, M, N, LWORK
* DOUBLE PRECISION ABSTOL, VL, VU
* ..
* .. Array Arguments ..
* INTEGER IFAIL( * ), IWORK( * )
* DOUBLE PRECISION AB( LDAB, * ), Q( LDQ, * ), W( * ), WORK( * ),
* $ Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSBEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors
*> of a real symmetric band 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.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] JOBZ
*> \verbatim
*> JOBZ is CHARACTER*1
*> = 'N': Compute eigenvalues only;
*> = 'V': Compute eigenvalues and eigenvectors.
*> Not available in this release.
*> \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] KD
*> \verbatim
*> KD is INTEGER
*> The number of superdiagonals of the matrix A if UPLO = 'U',
*> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
*> \endverbatim
*>
*> \param[in,out] AB
*> \verbatim
*> AB is DOUBLE PRECISION array, dimension (LDAB, N)
*> On entry, the upper or lower triangle of the symmetric band
*> matrix A, stored in the first KD+1 rows of the array. The
*> j-th column of A is stored in the j-th column of the array AB
*> as follows:
*> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
*> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
*>
*> On exit, AB is overwritten by values generated during the
*> reduction to tridiagonal form. If UPLO = 'U', the first
*> superdiagonal and the diagonal of the tridiagonal matrix T
*> are returned in rows KD and KD+1 of AB, and if UPLO = 'L',
*> the diagonal and first subdiagonal of T are returned in the
*> first two rows of AB.
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*> LDAB is INTEGER
*> The leading dimension of the array AB. LDAB >= KD + 1.
*> \endverbatim
*>
*> \param[out] Q
*> \verbatim
*> Q is DOUBLE PRECISION array, dimension (LDQ, N)
*> If JOBZ = 'V', the N-by-N orthogonal matrix used in the
*> reduction to tridiagonal form.
*> If JOBZ = 'N', the array Q is not referenced.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*> LDQ is INTEGER
*> The leading dimension of the array Q. If JOBZ = 'V', then
*> LDQ >= max(1,N).
*> \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 AB 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)
*> The first M elements contain 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 (LWORK)
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> 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, 7*N, dimension) where
*> dimension = (2KD+1)*N + KD*NTHREADS + 2*N
*> where KD is the size of the band.
*> 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.
*> \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.
*
*> \date June 2016
*
*> \ingroup doubleOTHEReigen
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> 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
*>
*> \endverbatim
*
* =====================================================================
SUBROUTINE DSBEVX_2STAGE( JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q,
$ LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z,
$ LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
*
IMPLICIT NONE
*
* -- LAPACK driver routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* June 2016
*
* .. Scalar Arguments ..
CHARACTER JOBZ, RANGE, UPLO
INTEGER IL, INFO, IU, KD, LDAB, LDQ, LDZ, M, N, LWORK
DOUBLE PRECISION ABSTOL, VL, VU
* ..
* .. Array Arguments ..
INTEGER IFAIL( * ), IWORK( * )
DOUBLE PRECISION AB( LDAB, * ), Q( LDQ, * ), W( * ), WORK( * ),
$ Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
LOGICAL ALLEIG, INDEIG, LOWER, TEST, VALEIG, WANTZ,
$ LQUERY
CHARACTER ORDER
INTEGER I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
$ INDISP, INDIWO, INDWRK, ISCALE, ITMP1, J, JJ,
$ LLWORK, LWMIN, LHTRD, LWTRD, IB, INDHOUS,
$ NSPLIT
DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
$ SIGMA, SMLNUM, TMP1, VLL, VUU
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV2STAGE
DOUBLE PRECISION DLAMCH, DLANSB
EXTERNAL LSAME, DLAMCH, DLANSB, ILAENV2STAGE
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DGEMV, DLACPY, DLASCL, DSCAL,
$ DSTEBZ, DSTEIN, DSTEQR, DSTERF, DSWAP, XERBLA,
$ DSYTRD_SB2ST
* ..
* .. 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' )
LOWER = LSAME( UPLO, 'L' )
LQUERY = ( LWORK.EQ.-1 )
*
INFO = 0
IF( .NOT.( LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -1
ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
INFO = -2
ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
INFO = -3
ELSE IF( N.LT.0 ) THEN
INFO = -4
ELSE IF( KD.LT.0 ) THEN
INFO = -5
ELSE IF( LDAB.LT.KD+1 ) THEN
INFO = -7
ELSE IF( WANTZ .AND. LDQ.LT.MAX( 1, N ) ) THEN
INFO = -9
ELSE
IF( VALEIG ) THEN
IF( N.GT.0 .AND. VU.LE.VL )
$ INFO = -11
ELSE IF( INDEIG ) THEN
IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN
INFO = -12
ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
INFO = -13
END IF
END IF
END IF
IF( INFO.EQ.0 ) THEN
IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) )
$ INFO = -18
END IF
*
IF( INFO.EQ.0 ) THEN
IF( N.LE.1 ) THEN
LWMIN = 1
WORK( 1 ) = LWMIN
ELSE
IB = ILAENV2STAGE( 2, 'DSYTRD_SB2ST', JOBZ,
$ N, KD, -1, -1 )
LHTRD = ILAENV2STAGE( 3, 'DSYTRD_SB2ST', JOBZ,
$ N, KD, IB, -1 )
LWTRD = ILAENV2STAGE( 4, 'DSYTRD_SB2ST', JOBZ,
$ N, KD, IB, -1 )
LWMIN = 2*N + LHTRD + LWTRD
WORK( 1 ) = LWMIN
ENDIF
*
IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY )
$ INFO = -20
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DSBEVX_2STAGE ', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Quick return if possible
*
M = 0
IF( N.EQ.0 )
$ RETURN
*
IF( N.EQ.1 ) THEN
M = 1
IF( LOWER ) THEN
TMP1 = AB( 1, 1 )
ELSE
TMP1 = AB( KD+1, 1 )
END IF
IF( VALEIG ) THEN
IF( .NOT.( VL.LT.TMP1 .AND. VU.GE.TMP1 ) )
$ M = 0
END IF
IF( M.EQ.1 ) THEN
W( 1 ) = TMP1
IF( WANTZ )
$ Z( 1, 1 ) = ONE
END IF
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 = DLANSB( 'M', UPLO, N, KD, AB, LDAB, WORK )
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 ) THEN
IF( LOWER ) THEN
CALL DLASCL( 'B', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
ELSE
CALL DLASCL( 'Q', KD, KD, ONE, SIGMA, N, N, AB, LDAB, INFO )
END IF
IF( ABSTOL.GT.0 )
$ ABSTLL = ABSTOL*SIGMA
IF( VALEIG ) THEN
VLL = VL*SIGMA
VUU = VU*SIGMA
END IF
END IF
*
* Call DSYTRD_SB2ST to reduce symmetric band matrix to tridiagonal form.
*
INDD = 1
INDE = INDD + N
INDHOUS = INDE + N
INDWRK = INDHOUS + LHTRD
LLWORK = LWORK - INDWRK + 1
*
CALL DSYTRD_SB2ST( "N", JOBZ, UPLO, N, KD, AB, LDAB, WORK( INDD ),
$ WORK( INDE ), WORK( INDHOUS ), LHTRD,
$ WORK( INDWRK ), LLWORK, IINFO )
*
* If all eigenvalues are desired and ABSTOL is less than or equal
* to zero, then call DSTERF or SSTEQR. If this fails for some
* eigenvalue, then try DSTEBZ.
*
TEST = .FALSE.
IF (INDEIG) THEN
IF (IL.EQ.1 .AND. IU.EQ.N) THEN
TEST = .TRUE.
END IF
END IF
IF ((ALLEIG .OR. TEST) .AND. (ABSTOL.LE.ZERO)) THEN
CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
INDEE = INDWRK + 2*N
IF( .NOT.WANTZ ) THEN
CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
CALL DSTERF( N, W, WORK( INDEE ), INFO )
ELSE
CALL DLACPY( 'A', N, N, Q, LDQ, Z, LDZ )
CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
CALL DSTEQR( JOBZ, N, W, WORK( INDEE ), Z, LDZ,
$ WORK( INDWRK ), INFO )
IF( INFO.EQ.0 ) THEN
DO 10 I = 1, N
IFAIL( I ) = 0
10 CONTINUE
END IF
END IF
IF( INFO.EQ.0 ) THEN
M = N
GO TO 30
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.
*
DO 20 J = 1, M
CALL DCOPY( N, Z( 1, J ), 1, WORK( 1 ), 1 )
CALL DGEMV( 'N', N, N, ONE, Q, LDQ, WORK, 1, ZERO,
$ Z( 1, J ), 1 )
20 CONTINUE
END IF
*
* If matrix was scaled, then rescale eigenvalues appropriately.
*
30 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 50 J = 1, M - 1
I = 0
TMP1 = W( J )
DO 40 JJ = J + 1, M
IF( W( JJ ).LT.TMP1 ) THEN
I = JJ
TMP1 = W( JJ )
END IF
40 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
50 CONTINUE
END IF
*
* Set WORK(1) to optimal workspace size.
*
WORK( 1 ) = LWMIN
*
RETURN
*
* End of DSBEVX_2STAGE
*
END