chegv.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 257 行 · 第 1/2 页

</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      COMPLEX            ONE
      PARAMETER          ( ONE = ( 1.0E+0, 0.0E+0 ) )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      LOGICAL            LQUERY, UPPER, WANTZ
      CHARACTER          TRANS
      INTEGER            LWKOPT, NB, NEIG
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      LOGICAL            <a name="LSAME.121"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
      INTEGER            <a name="ILAENV.122"></a><a href="hfy-index.html#ILAENV">ILAENV</a>
      EXTERNAL           <a name="ILAENV.123"></a><a href="hfy-index.html#ILAENV">ILAENV</a>, <a name="LSAME.123"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="CHEEV.126"></a><a href="cheev.f.html#CHEEV.1">CHEEV</a>, <a name="CHEGST.126"></a><a href="chegst.f.html#CHEGST.1">CHEGST</a>, <a name="CPOTRF.126"></a><a href="cpotrf.f.html#CPOTRF.1">CPOTRF</a>, CTRMM, CTRSM, <a name="XERBLA.126"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input parameters.
</span><span class="comment">*</span><span class="comment">
</span>      WANTZ = <a name="LSAME.135"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOBZ, <span class="string">'V'</span> )
      UPPER = <a name="LSAME.136"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> )
      LQUERY = ( LWORK.EQ. -1 )
<span class="comment">*</span><span class="comment">
</span>      INFO = 0
      IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
         INFO = -1
      ELSE IF( .NOT.( WANTZ .OR. <a name="LSAME.142"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( JOBZ, <span class="string">'N'</span> ) ) ) THEN
         INFO = -2
      ELSE IF( .NOT.( UPPER .OR. <a name="LSAME.144"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'L'</span> ) ) ) THEN
         INFO = -3
      ELSE IF( N.LT.0 ) THEN
         INFO = -4
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -6
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -8
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( INFO.EQ.0 ) THEN
         NB = <a name="ILAENV.155"></a><a href="hfy-index.html#ILAENV">ILAENV</a>( 1, <span class="string">'<a name="CHETRD.155"></a><a href="chetrd.f.html#CHETRD.1">CHETRD</a>'</span>, UPLO, N, -1, -1, -1 )
         LWKOPT = MAX( 1, ( NB + 1 )*N )
         WORK( 1 ) = LWKOPT
<span class="comment">*</span><span class="comment">
</span>         IF( LWORK.LT.MAX( 1, 2*N-1 ) .AND. .NOT.LQUERY ) THEN
            INFO = -11
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.165"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="CHEGV.165"></a><a href="chegv.f.html#CHEGV.1">CHEGV</a> '</span>, -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span>      IF( N.EQ.0 )
     $   RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Form a Cholesky factorization of B.
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="CPOTRF.178"></a><a href="cpotrf.f.html#CPOTRF.1">CPOTRF</a>( UPLO, N, B, LDB, INFO )
      IF( INFO.NE.0 ) THEN
         INFO = N + INFO
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Transform problem to standard eigenvalue problem and solve.
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="CHEGST.186"></a><a href="chegst.f.html#CHEGST.1">CHEGST</a>( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
      CALL <a name="CHEEV.187"></a><a href="cheev.f.html#CHEEV.1">CHEEV</a>( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, INFO )
<span class="comment">*</span><span class="comment">
</span>      IF( WANTZ ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Backtransform eigenvectors to the original problem.
</span><span class="comment">*</span><span class="comment">
</span>         NEIG = N
         IF( INFO.GT.0 )
     $      NEIG = INFO - 1
         IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
</span><span class="comment">*</span><span class="comment">           backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
</span><span class="comment">*</span><span class="comment">
</span>            IF( UPPER ) THEN
               TRANS = <span class="string">'N'</span>
            ELSE
               TRANS = <span class="string">'C'</span>
            END IF
<span class="comment">*</span><span class="comment">
</span>            CALL CTRSM( <span class="string">'Left'</span>, UPLO, TRANS, <span class="string">'Non-unit'</span>, N, NEIG, ONE,
     $                  B, LDB, A, LDA )
<span class="comment">*</span><span class="comment">
</span>         ELSE IF( ITYPE.EQ.3 ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           For B*A*x=(lambda)*x;
</span><span class="comment">*</span><span class="comment">           backtransform eigenvectors: x = L*y or U'*y
</span><span class="comment">*</span><span class="comment">
</span>            IF( UPPER ) THEN
               TRANS = <span class="string">'C'</span>
            ELSE
               TRANS = <span class="string">'N'</span>
            END IF
<span class="comment">*</span><span class="comment">
</span>            CALL CTRMM( <span class="string">'Left'</span>, UPLO, TRANS, <span class="string">'Non-unit'</span>, N, NEIG, ONE,
     $                  B, LDB, A, LDA )
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span>      WORK( 1 ) = LWKOPT
<span class="comment">*</span><span class="comment">
</span>      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="CHEGV.230"></a><a href="chegv.f.html#CHEGV.1">CHEGV</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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