SUBROUTINE DSYEVR( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, $ ABSTOL, M, W, Z, LDZ, ISUPPZ, WORK, LWORK, $ IWORK, LIWORK, INFO ) * * -- LAPACK driver routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 20, 2000 * * .. Scalar Arguments .. CHARACTER JOBZ, RANGE, UPLO INTEGER IL, INFO, IU, LDA, LDZ, LIWORK, LWORK, M, N DOUBLE PRECISION ABSTOL, VL, VU * .. * .. Array Arguments .. INTEGER ISUPPZ( * ), IWORK( * ) DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ), Z( LDZ, * ) * .. * * Purpose * ======= * * DSYEVR computes selected eigenvalues and, optionally, eigenvectors * of a real symmetric matrix T. Eigenvalues and eigenvectors can be * selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * Whenever possible, DSYEVR calls DSTEGR to compute the * eigenspectrum using Relatively Robust Representations. DSTEGR * computes eigenvalues by the dqds algorithm, while orthogonal * eigenvectors are computed from various "good" L D L^T representations * (also known as Relatively Robust Representations). Gram-Schmidt * orthogonalization is avoided as far as possible. More specifically, * the various steps of the algorithm are as follows. For the i-th * unreduced block of T, * (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T * is a relatively robust representation, * (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high * relative accuracy by the dqds algorithm, * (c) If there is a cluster of close eigenvalues, "choose" sigma_i * close to the cluster, and go to step (a), * (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T, * compute the corresponding eigenvector by forming a * rank-revealing twisted factorization. * The desired accuracy of the output can be specified by the input * parameter ABSTOL. * * For more details, see "A new O(n^2) algorithm for the symmetric * tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, * Computer Science Division Technical Report No. UCB//CSD-97-971, * UC Berkeley, May 1997. * * * Note 1 : DSYEVR calls DSTEGR when the full spectrum is requested * on machines which conform to the ieee-754 floating point standard. * DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and * when partial spectrum requests are made. * * Normal execution of DSTEGR may create NaNs and infinities and * hence may abort due to a floating point exception in environments * which do not handle NaNs and infinities in the ieee standard default * manner. * * Arguments * ========= * * JOBZ (input) CHARACTER*1 * = 'N': Compute eigenvalues only; * = 'V': Compute eigenvalues and eigenvectors. * * RANGE (input) 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. ********** For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and ********** DSTEIN are called * * UPLO (input) CHARACTER*1 * = 'U': Upper triangle of A is stored; * = 'L': Lower triangle of A is stored. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) 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, the lower triangle (if UPLO='L') or the upper * triangle (if UPLO='U') of A, including the diagonal, is * destroyed. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * VL (input) DOUBLE PRECISION * VU (input) DOUBLE PRECISION * If RANGE='V', the lower and upper bounds of the interval to * be searched for eigenvalues. VL < VU. * Not referenced if RANGE = 'A' or 'I'. * * IL (input) INTEGER * IU (input) INTEGER * If RANGE='I', the indices (in ascending order) of the * smallest and largest eigenvalues 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'. * * ABSTOL (input) 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. * * See "Computing Small Singular Values of Bidiagonal Matrices * with Guaranteed High Relative Accuracy," by Demmel and * Kahan, LAPACK Working Note #3. * * If high relative accuracy is important, set ABSTOL to * DLAMCH( 'Safe minimum' ). Doing so will guarantee that * eigenvalues are computed to high relative accuracy when * possible in future releases. The current code does not * make any guarantees about high relative accuracy, but * furutre releases will. See J. Barlow and J. Demmel, * "Computing Accurate Eigensystems of Scaled Diagonally * Dominant Matrices", LAPACK Working Note #7, for a discussion * of which matrices define their eigenvalues to high relative * accuracy. * * M (output) INTEGER * The total number of eigenvalues found. 0 <= M <= N. * If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. * * W (output) DOUBLE PRECISION array, dimension (N) * The first M elements contain the selected eigenvalues in * ascending order. * * Z (output) 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 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. * * LDZ (input) INTEGER * The leading dimension of the array Z. LDZ >= 1, and if * JOBZ = 'V', LDZ >= max(1,N). * * ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) ) * The support of the eigenvectors in Z, i.e., the indices * indicating the nonzero elements in Z. The i-th eigenvector * is nonzero only in elements ISUPPZ( 2*i-1 ) through * ISUPPZ( 2*i ). ********** Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 * * WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) * On exit, if INFO = 0, WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,26*N). * For optimal efficiency, LWORK >= (NB+6)*N, * where NB is the max of the blocksize for DSYTRD and DORMTR * 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. * * IWORK (workspace/output) INTEGER array, dimension (LIWORK) * On exit, if INFO = 0, IWORK(1) returns the optimal LWORK. * * LIWORK (input) INTEGER * The dimension of the array IWORK. LIWORK >= max(1,10*N). * * If LIWORK = -1, then a workspace query is assumed; the * routine only calculates the optimal size of the IWORK array, * returns this value as the first entry of the IWORK array, and * no error message related to LIWORK is issued by XERBLA. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: Internal error * * Further Details * =============== * * Based on contributions by * Inderjit Dhillon, IBM Almaden, USA * Osni Marques, LBNL/NERSC, USA * Ken Stanley, Computer Science Division, University of * California at Berkeley, USA * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL ALLEIG, INDEIG, LOWER, LQUERY, VALEIG, WANTZ CHARACTER ORDER INTEGER I, IEEEOK, IINFO, IMAX, INDD, INDDD, INDE, $ INDEE, INDIBL, INDIFL, INDISP, INDIWO, INDTAU, $ INDWK, INDWKN, ISCALE, ITMP1, J, JJ, LIWMIN, $ LLWORK, LLWRKN, LWKOPT, LWMIN, NB, NSPLIT DOUBLE PRECISION ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, $ SIGMA, SMLNUM, TMP1, VLL, VUU * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV DOUBLE PRECISION DLAMCH, DLANSY EXTERNAL LSAME, ILAENV, DLAMCH, DLANSY * .. * .. External Subroutines .. EXTERNAL DCOPY, DORMTR, DSCAL, DSTEBZ, DSTEGR, DSTEIN, $ DSTERF, DSWAP, DSYTRD, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * IEEEOK = ILAENV( 10, 'DSYEVR', 'N', 1, 2, 3, 4 ) * LOWER = LSAME( UPLO, 'L' ) WANTZ = LSAME( JOBZ, 'V' ) ALLEIG = LSAME( RANGE, 'A' ) VALEIG = LSAME( RANGE, 'V' ) INDEIG = LSAME( RANGE, 'I' ) * LQUERY = ( ( LWORK.EQ.-1 ) .OR. ( LIWORK.EQ.-1 ) ) * LWMIN = MAX( 1, 26*N ) LIWMIN = MAX( 1, 10*N ) * 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.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN INFO = -3 ELSE IF( N.LT.0 ) THEN INFO = -4 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -6 ELSE IF( VALEIG ) THEN IF( N.GT.0 .AND. VU.LE.VL ) $ INFO = -8 ELSE IF( INDEIG ) THEN IF( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) THEN INFO = -9 ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN INFO = -10 END IF END IF END IF IF( INFO.EQ.0 ) THEN IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN INFO = -15 ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN INFO = -18 ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN INFO = -20 END IF END IF * IF( INFO.EQ.0 ) THEN NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 ) NB = MAX( NB, ILAENV( 1, 'ZUNMTR', UPLO, N, -1, -1, -1 ) ) LWKOPT = MAX( ( NB+1 )*N, LWMIN ) WORK( 1 ) = LWKOPT IWORK( 1 ) = LIWMIN END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DSYEVR', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * M = 0 IF( N.EQ.0 ) THEN WORK( 1 ) = 1 RETURN END IF * IF( N.EQ.1 ) THEN WORK( 1 ) = 7 IF( ALLEIG .OR. INDEIG ) THEN M = 1 W( 1 ) = A( 1, 1 ) ELSE IF( VL.LT.A( 1, 1 ) .AND. VU.GE.A( 1, 1 ) ) THEN M = 1 W( 1 ) = A( 1, 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 VLL = VL VUU = VU ANRM = DLANSY( 'M', UPLO, N, A, LDA, 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 DO 10 J = 1, N CALL DSCAL( N-J+1, SIGMA, A( J, J ), 1 ) 10 CONTINUE ELSE DO 20 J = 1, N CALL DSCAL( J, SIGMA, A( 1, J ), 1 ) 20 CONTINUE END IF IF( ABSTOL.GT.0 ) $ ABSTLL = ABSTOL*SIGMA IF( VALEIG ) THEN VLL = VL*SIGMA VUU = VU*SIGMA END IF END IF * * Call DSYTRD to reduce symmetric matrix to tridiagonal form. * INDTAU = 1 INDE = INDTAU + N INDD = INDE + N INDEE = INDD + N INDDD = INDEE + N INDIFL = INDDD + N INDWK = INDIFL + N LLWORK = LWORK - INDWK + 1 CALL DSYTRD( UPLO, N, A, LDA, WORK( INDD ), WORK( INDE ), $ WORK( INDTAU ), WORK( INDWK ), LLWORK, IINFO ) * * If all eigenvalues are desired * then call DSTERF or SSTEGR and DORMTR. * IF( ( ALLEIG .OR. ( INDEIG .AND. IL.EQ.1 .AND. IU.EQ.N ) ) .AND. $ IEEEOK.EQ.1 ) THEN IF( .NOT.WANTZ ) THEN CALL DCOPY( N, WORK( INDD ), 1, W, 1 ) CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 ) CALL DSTERF( N, W, WORK( INDEE ), INFO ) ELSE CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 ) CALL DCOPY( N, WORK( INDD ), 1, WORK( INDDD ), 1 ) * CALL DSTEGR( JOBZ, 'A', N, WORK( INDDD ), WORK( INDEE ), $ VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, ISUPPZ, $ WORK( INDWK ), LWORK, IWORK, LIWORK, INFO ) * * * * Apply orthogonal matrix used in reduction to tridiagonal * form to eigenvectors returned by DSTEIN. * IF( WANTZ .AND. INFO.EQ.0 ) THEN INDWKN = INDE LLWRKN = LWORK - INDWKN + 1 CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, $ WORK( INDTAU ), Z, LDZ, WORK( INDWKN ), $ LLWRKN, IINFO ) 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. * Also call DSTEBZ and SSTEIN if SSTEGR fails. * IF( WANTZ ) THEN ORDER = 'B' ELSE ORDER = 'E' END IF INDIFL = 1 INDIBL = INDIFL + N 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( INDWK ), $ IWORK( INDIWO ), INFO ) * IF( WANTZ ) THEN CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W, $ IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ, $ WORK( INDWK ), IWORK( INDIWO ), IWORK( INDIFL ), $ INFO ) * * Apply orthogonal matrix used in reduction to tridiagonal * form to eigenvectors returned by DSTEIN. * INDWKN = INDE LLWRKN = LWORK - INDWKN + 1 CALL DORMTR( 'L', UPLO, 'N', N, M, A, LDA, WORK( INDTAU ), Z, $ LDZ, WORK( INDWKN ), LLWRKN, IINFO ) 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 ) END IF 50 CONTINUE END IF * * Set WORK(1) to optimal workspace size. * WORK( 1 ) = LWKOPT IWORK( 1 ) = LIWMIN * RETURN * * End of DSYEVR * END