diff libcruft/lapack/cheev.f @ 7789:82be108cc558

First attempt at single precision tyeps * * * corrections to qrupdate single precision routines * * * prefer demotion to single over promotion to double * * * Add single precision support to log2 function * * * Trivial PROJECT file update * * * Cache optimized hermitian/transpose methods * * * Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author David Bateman <dbateman@free.fr>
date Sun, 27 Apr 2008 22:34:17 +0200
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/cheev.f	Sun Apr 27 22:34:17 2008 +0200
@@ -0,0 +1,218 @@
+      SUBROUTINE CHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK,
+     $                  INFO )
+*
+*  -- LAPACK driver routine (version 3.1) --
+*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+*     November 2006
+*
+*     .. Scalar Arguments ..
+      CHARACTER          JOBZ, UPLO
+      INTEGER            INFO, LDA, LWORK, N
+*     ..
+*     .. Array Arguments ..
+      REAL               RWORK( * ), W( * )
+      COMPLEX            A( LDA, * ), WORK( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  CHEEV computes all eigenvalues and, optionally, eigenvectors of a
+*  complex Hermitian matrix A.
+*
+*  Arguments
+*  =========
+*
+*  JOBZ    (input) CHARACTER*1
+*          = 'N':  Compute eigenvalues only;
+*          = 'V':  Compute eigenvalues and eigenvectors.
+*
+*  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) 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
+*          orthonormal eigenvectors of the matrix A.
+*          If JOBZ = 'N', then 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).
+*
+*  W       (output) REAL array, dimension (N)
+*          If INFO = 0, the eigenvalues in ascending order.
+*
+*  WORK    (workspace/output) COMPLEX array, dimension (MAX(1,LWORK))
+*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+*  LWORK   (input) 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.
+*
+*  RWORK   (workspace) REAL array, dimension (max(1, 3*N-2))
+*
+*  INFO    (output) INTEGER
+*          = 0:  successful exit
+*          < 0:  if INFO = -i, the i-th argument had an illegal value
+*          > 0:  if INFO = i, the algorithm failed to converge; i
+*                off-diagonal elements of an intermediate tridiagonal
+*                form did not converge to zero.
+*
+*  =====================================================================
+*
+*     .. Parameters ..
+      REAL               ZERO, ONE
+      PARAMETER          ( ZERO = 0.0E0, ONE = 1.0E0 )
+      COMPLEX            CONE
+      PARAMETER          ( CONE = ( 1.0E0, 0.0E0 ) )
+*     ..
+*     .. Local Scalars ..
+      LOGICAL            LOWER, LQUERY, WANTZ
+      INTEGER            IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE,
+     $                   LLWORK, LWKOPT, NB
+      REAL               ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA,
+     $                   SMLNUM
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      INTEGER            ILAENV
+      REAL               CLANHE, SLAMCH
+      EXTERNAL           ILAENV, LSAME, CLANHE, SLAMCH
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           CHETRD, CLASCL, CSTEQR, CUNGTR, SSCAL, SSTERF,
+     $                   XERBLA
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          MAX, SQRT
+*     ..
+*     .. Executable Statements ..
+*
+*     Test the input parameters.
+*
+      WANTZ = LSAME( JOBZ, 'V' )
+      LOWER = LSAME( UPLO, 'L' )
+      LQUERY = ( LWORK.EQ.-1 )
+*
+      INFO = 0
+      IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
+         INFO = -1
+      ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN
+         INFO = -2
+      ELSE IF( N.LT.0 ) THEN
+         INFO = -3
+      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+         INFO = -5
+      END IF
+*
+      IF( INFO.EQ.0 ) THEN
+         NB = ILAENV( 1, 'CHETRD', UPLO, N, -1, -1, -1 )
+         LWKOPT = MAX( 1, ( NB+1 )*N )
+         WORK( 1 ) = LWKOPT
+*
+         IF( LWORK.LT.MAX( 1, 2*N-1 ) .AND. .NOT.LQUERY )
+     $      INFO = -8
+      END IF
+*
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'CHEEV ', -INFO )
+         RETURN
+      ELSE IF( LQUERY ) THEN
+         RETURN
+      END IF
+*
+*     Quick return if possible
+*
+      IF( N.EQ.0 ) THEN
+         RETURN
+      END IF
+*
+      IF( N.EQ.1 ) THEN
+         W( 1 ) = A( 1, 1 )
+         WORK( 1 ) = 1
+         IF( WANTZ )
+     $      A( 1, 1 ) = CONE
+         RETURN
+      END IF
+*
+*     Get machine constants.
+*
+      SAFMIN = SLAMCH( 'Safe minimum' )
+      EPS = SLAMCH( 'Precision' )
+      SMLNUM = SAFMIN / EPS
+      BIGNUM = ONE / SMLNUM
+      RMIN = SQRT( SMLNUM )
+      RMAX = SQRT( BIGNUM )
+*
+*     Scale matrix to allowable range, if necessary.
+*
+      ANRM = CLANHE( 'M', UPLO, N, A, LDA, RWORK )
+      ISCALE = 0
+      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 )
+     $   CALL CLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO )
+*
+*     Call CHETRD to reduce Hermitian matrix to tridiagonal form.
+*
+      INDE = 1
+      INDTAU = 1
+      INDWRK = INDTAU + N
+      LLWORK = LWORK - INDWRK + 1
+      CALL CHETRD( UPLO, N, A, LDA, W, RWORK( INDE ), WORK( INDTAU ),
+     $             WORK( INDWRK ), LLWORK, IINFO )
+*
+*     For eigenvalues only, call SSTERF.  For eigenvectors, first call
+*     CUNGTR to generate the unitary matrix, then call CSTEQR.
+*
+      IF( .NOT.WANTZ ) THEN
+         CALL SSTERF( N, W, RWORK( INDE ), INFO )
+      ELSE
+         CALL CUNGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
+     $                LLWORK, IINFO )
+         INDWRK = INDE + N
+         CALL CSTEQR( JOBZ, N, W, RWORK( INDE ), A, LDA,
+     $                RWORK( INDWRK ), INFO )
+      END IF
+*
+*     If matrix was scaled, then rescale eigenvalues appropriately.
+*
+      IF( ISCALE.EQ.1 ) THEN
+         IF( INFO.EQ.0 ) THEN
+            IMAX = N
+         ELSE
+            IMAX = INFO - 1
+         END IF
+         CALL SSCAL( IMAX, ONE / SIGMA, W, 1 )
+      END IF
+*
+*     Set WORK(1) to optimal complex workspace size.
+*
+      WORK( 1 ) = LWKOPT
+*
+      RETURN
+*
+*     End of CHEEV
+*
+      END