1       SUBROUTINE DSPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU,
  2      $                   ABSTOL, M, W, Z, LDZ, WORK, IWORK, IFAIL,
  3      $                   INFO )
  4 *
  5 *  -- LAPACK driver routine (version 3.2) --
  6 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  7 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  8 *     November 2006
  9 *
 10 *     .. Scalar Arguments ..
 11       CHARACTER          JOBZ, RANGE, UPLO
 12       INTEGER            IL, INFO, IU, LDZ, M, N
 13       DOUBLE PRECISION   ABSTOL, VL, VU
 14 *     ..
 15 *     .. Array Arguments ..
 16       INTEGER            IFAIL( * ), IWORK( * )
 17       DOUBLE PRECISION   AP( * ), W( * ), WORK( * ), Z( LDZ, * )
 18 *     ..
 19 *
 20 *  Purpose
 21 *  =======
 22 *
 23 *  DSPEVX computes selected eigenvalues and, optionally, eigenvectors
 24 *  of a real symmetric matrix A in packed storage.  Eigenvalues/vectors
 25 *  can be selected by specifying either a range of values or a range of
 26 *  indices for the desired eigenvalues.
 27 *
 28 *  Arguments
 29 *  =========
 30 *
 31 *  JOBZ    (input) CHARACTER*1
 32 *          = 'N':  Compute eigenvalues only;
 33 *          = 'V':  Compute eigenvalues and eigenvectors.
 34 *
 35 *  RANGE   (input) CHARACTER*1
 36 *          = 'A': all eigenvalues will be found;
 37 *          = 'V': all eigenvalues in the half-open interval (VL,VU]
 38 *                 will be found;
 39 *          = 'I': the IL-th through IU-th eigenvalues will be found.
 40 *
 41 *  UPLO    (input) CHARACTER*1
 42 *          = 'U':  Upper triangle of A is stored;
 43 *          = 'L':  Lower triangle of A is stored.
 44 *
 45 *  N       (input) INTEGER
 46 *          The order of the matrix A.  N >= 0.
 47 *
 48 *  AP      (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
 49 *          On entry, the upper or lower triangle of the symmetric matrix
 50 *          A, packed columnwise in a linear array.  The j-th column of A
 51 *          is stored in the array AP as follows:
 52 *          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
 53 *          if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
 54 *
 55 *          On exit, AP is overwritten by values generated during the
 56 *          reduction to tridiagonal form.  If UPLO = 'U', the diagonal
 57 *          and first superdiagonal of the tridiagonal matrix T overwrite
 58 *          the corresponding elements of A, and if UPLO = 'L', the
 59 *          diagonal and first subdiagonal of T overwrite the
 60 *          corresponding elements of A.
 61 *
 62 *  VL      (input) DOUBLE PRECISION
 63 *  VU      (input) DOUBLE PRECISION
 64 *          If RANGE='V', the lower and upper bounds of the interval to
 65 *          be searched for eigenvalues. VL < VU.
 66 *          Not referenced if RANGE = 'A' or 'I'.
 67 *
 68 *  IL      (input) INTEGER
 69 *  IU      (input) INTEGER
 70 *          If RANGE='I', the indices (in ascending order) of the
 71 *          smallest and largest eigenvalues to be returned.
 72 *          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
 73 *          Not referenced if RANGE = 'A' or 'V'.
 74 *
 75 *  ABSTOL  (input) DOUBLE PRECISION
 76 *          The absolute error tolerance for the eigenvalues.
 77 *          An approximate eigenvalue is accepted as converged
 78 *          when it is determined to lie in an interval [a,b]
 79 *          of width less than or equal to
 80 *
 81 *                  ABSTOL + EPS *   max( |a|,|b| ) ,
 82 *
 83 *          where EPS is the machine precision.  If ABSTOL is less than
 84 *          or equal to zero, then  EPS*|T|  will be used in its place,
 85 *          where |T| is the 1-norm of the tridiagonal matrix obtained
 86 *          by reducing AP to tridiagonal form.
 87 *
 88 *          Eigenvalues will be computed most accurately when ABSTOL is
 89 *          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
 90 *          If this routine returns with INFO>0, indicating that some
 91 *          eigenvectors did not converge, try setting ABSTOL to
 92 *          2*DLAMCH('S').
 93 *
 94 *          See "Computing Small Singular Values of Bidiagonal Matrices
 95 *          with Guaranteed High Relative Accuracy," by Demmel and
 96 *          Kahan, LAPACK Working Note #3.
 97 *
 98 *  M       (output) INTEGER
 99 *          The total number of eigenvalues found.  0 <= M <= N.
100 *          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
101 *
102 *  W       (output) DOUBLE PRECISION array, dimension (N)
103 *          If INFO = 0, the selected eigenvalues in ascending order.
104 *
105 *  Z       (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
106 *          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
107 *          contain the orthonormal eigenvectors of the matrix A
108 *          corresponding to the selected eigenvalues, with the i-th
109 *          column of Z holding the eigenvector associated with W(i).
110 *          If an eigenvector fails to converge, then that column of Z
111 *          contains the latest approximation to the eigenvector, and the
112 *          index of the eigenvector is returned in IFAIL.
113 *          If JOBZ = 'N', then Z is not referenced.
114 *          Note: the user must ensure that at least max(1,M) columns are
115 *          supplied in the array Z; if RANGE = 'V', the exact value of M
116 *          is not known in advance and an upper bound must be used.
117 *
118 *  LDZ     (input) INTEGER
119 *          The leading dimension of the array Z.  LDZ >= 1, and if
120 *          JOBZ = 'V', LDZ >= max(1,N).
121 *
122 *  WORK    (workspace) DOUBLE PRECISION array, dimension (8*N)
123 *
124 *  IWORK   (workspace) INTEGER array, dimension (5*N)
125 *
126 *  IFAIL   (output) INTEGER array, dimension (N)
127 *          If JOBZ = 'V', then if INFO = 0, the first M elements of
128 *          IFAIL are zero.  If INFO > 0, then IFAIL contains the
129 *          indices of the eigenvectors that failed to converge.
130 *          If JOBZ = 'N', then IFAIL is not referenced.
131 *
132 *  INFO    (output) INTEGER
133 *          = 0:  successful exit
134 *          < 0:  if INFO = -i, the i-th argument had an illegal value
135 *          > 0:  if INFO = i, then i eigenvectors failed to converge.
136 *                Their indices are stored in array IFAIL.
137 *
138 *  =====================================================================
139 *
140 *     .. Parameters ..
141       DOUBLE PRECISION   ZERO, ONE
142       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0 )
143 *     ..
144 *     .. Local Scalars ..
145       LOGICAL            ALLEIG, INDEIG, TEST, VALEIG, WANTZ
146       CHARACTER          ORDER
147       INTEGER            I, IINFO, IMAX, INDD, INDE, INDEE, INDIBL,
148      $                   INDISP, INDIWO, INDTAU, INDWRK, ISCALE, ITMP1,
149      $                   J, JJ, NSPLIT
150       DOUBLE PRECISION   ABSTLL, ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN,
151      $                   SIGMA, SMLNUM, TMP1, VLL, VUU
152 *     ..
153 *     .. External Functions ..
154       LOGICAL            LSAME
155       DOUBLE PRECISION   DLAMCH, DLANSP
156       EXTERNAL           LSAME, DLAMCH, DLANSP
157 *     ..
158 *     .. External Subroutines ..
159       EXTERNAL           DCOPY, DOPGTR, DOPMTR, DSCAL, DSPTRD, DSTEBZ,
160      $                   DSTEIN, DSTEQR, DSTERF, DSWAP, XERBLA
161 *     ..
162 *     .. Intrinsic Functions ..
163       INTRINSIC          MAXMINSQRT
164 *     ..
165 *     .. Executable Statements ..
166 *
167 *     Test the input parameters.
168 *
169       WANTZ = LSAME( JOBZ, 'V' )
170       ALLEIG = LSAME( RANGE'A' )
171       VALEIG = LSAME( RANGE'V' )
172       INDEIG = LSAME( RANGE'I' )
173 *
174       INFO = 0
175       IF.NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
176          INFO = -1
177       ELSE IF.NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
178          INFO = -2
179       ELSE IF.NOT.( LSAME( UPLO, 'L' ) .OR. LSAME( UPLO, 'U' ) ) )
180      $          THEN
181          INFO = -3
182       ELSE IF( N.LT.0 ) THEN
183          INFO = -4
184       ELSE
185          IF( VALEIG ) THEN
186             IF( N.GT.0 .AND. VU.LE.VL )
187      $         INFO = -7
188          ELSE IF( INDEIG ) THEN
189             IF( IL.LT.1 .OR. IL.GT.MAX1, N ) ) THEN
190                INFO = -8
191             ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
192                INFO = -9
193             END IF
194          END IF
195       END IF
196       IF( INFO.EQ.0 ) THEN
197          IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) )
198      $      INFO = -14
199       END IF
200 *
201       IF( INFO.NE.0 ) THEN
202          CALL XERBLA( 'DSPEVX'-INFO )
203          RETURN
204       END IF
205 *
206 *     Quick return if possible
207 *
208       M = 0
209       IF( N.EQ.0 )
210      $   RETURN
211 *
212       IF( N.EQ.1 ) THEN
213          IF( ALLEIG .OR. INDEIG ) THEN
214             M = 1
215             W( 1 ) = AP( 1 )
216          ELSE
217             IF( VL.LT.AP( 1 ) .AND. VU.GE.AP( 1 ) ) THEN
218                M = 1
219                W( 1 ) = AP( 1 )
220             END IF
221          END IF
222          IF( WANTZ )
223      $      Z( 11 ) = ONE
224          RETURN
225       END IF
226 *
227 *     Get machine constants.
228 *
229       SAFMIN = DLAMCH( 'Safe minimum' )
230       EPS = DLAMCH( 'Precision' )
231       SMLNUM = SAFMIN / EPS
232       BIGNUM = ONE / SMLNUM
233       RMIN = SQRT( SMLNUM )
234       RMAX = MINSQRT( BIGNUM ), ONE / SQRTSQRT( SAFMIN ) ) )
235 *
236 *     Scale matrix to allowable range, if necessary.
237 *
238       ISCALE = 0
239       ABSTLL = ABSTOL
240       IF( VALEIG ) THEN
241          VLL = VL
242          VUU = VU
243       ELSE
244          VLL = ZERO
245          VUU = ZERO
246       END IF
247       ANRM = DLANSP( 'M', UPLO, N, AP, WORK )
248       IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN
249          ISCALE = 1
250          SIGMA = RMIN / ANRM
251       ELSE IF( ANRM.GT.RMAX ) THEN
252          ISCALE = 1
253          SIGMA = RMAX / ANRM
254       END IF
255       IF( ISCALE.EQ.1 ) THEN
256          CALL DSCAL( ( N*( N+1 ) ) / 2, SIGMA, AP, 1 )
257          IF( ABSTOL.GT.0 )
258      $      ABSTLL = ABSTOL*SIGMA
259          IF( VALEIG ) THEN
260             VLL = VL*SIGMA
261             VUU = VU*SIGMA
262          END IF
263       END IF
264 *
265 *     Call DSPTRD to reduce symmetric packed matrix to tridiagonal form.
266 *
267       INDTAU = 1
268       INDE = INDTAU + N
269       INDD = INDE + N
270       INDWRK = INDD + N
271       CALL DSPTRD( UPLO, N, AP, WORK( INDD ), WORK( INDE ),
272      $             WORK( INDTAU ), IINFO )
273 *
274 *     If all eigenvalues are desired and ABSTOL is less than or equal
275 *     to zero, then call DSTERF or DOPGTR and SSTEQR.  If this fails
276 *     for some eigenvalue, then try DSTEBZ.
277 *
278       TEST = .FALSE.
279       IF (INDEIG) THEN
280          IF (IL.EQ.1 .AND. IU.EQ.N) THEN
281             TEST = .TRUE.
282          END IF
283       END IF
284       IF ((ALLEIG .OR. TEST) .AND. (ABSTOL.LE.ZERO)) THEN
285          CALL DCOPY( N, WORK( INDD ), 1, W, 1 )
286          INDEE = INDWRK + 2*N
287          IF.NOT.WANTZ ) THEN
288             CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
289             CALL DSTERF( N, W, WORK( INDEE ), INFO )
290          ELSE
291             CALL DOPGTR( UPLO, N, AP, WORK( INDTAU ), Z, LDZ,
292      $                   WORK( INDWRK ), IINFO )
293             CALL DCOPY( N-1, WORK( INDE ), 1, WORK( INDEE ), 1 )
294             CALL DSTEQR( JOBZ, N, W, WORK( INDEE ), Z, LDZ,
295      $                   WORK( INDWRK ), INFO )
296             IF( INFO.EQ.0 ) THEN
297                DO 10 I = 1, N
298                   IFAIL( I ) = 0
299    10          CONTINUE
300             END IF
301          END IF
302          IF( INFO.EQ.0 ) THEN
303             M = N
304             GO TO 20
305          END IF
306          INFO = 0
307       END IF
308 *
309 *     Otherwise, call DSTEBZ and, if eigenvectors are desired, SSTEIN.
310 *
311       IF( WANTZ ) THEN
312          ORDER = 'B'
313       ELSE
314          ORDER = 'E'
315       END IF
316       INDIBL = 1
317       INDISP = INDIBL + N
318       INDIWO = INDISP + N
319       CALL DSTEBZ( RANGE, ORDER, N, VLL, VUU, IL, IU, ABSTLL,
320      $             WORK( INDD ), WORK( INDE ), M, NSPLIT, W,
321      $             IWORK( INDIBL ), IWORK( INDISP ), WORK( INDWRK ),
322      $             IWORK( INDIWO ), INFO )
323 *
324       IF( WANTZ ) THEN
325          CALL DSTEIN( N, WORK( INDD ), WORK( INDE ), M, W,
326      $                IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
327      $                WORK( INDWRK ), IWORK( INDIWO ), IFAIL, INFO )
328 *
329 *        Apply orthogonal matrix used in reduction to tridiagonal
330 *        form to eigenvectors returned by DSTEIN.
331 *
332          CALL DOPMTR( 'L', UPLO, 'N', N, M, AP, WORK( INDTAU ), Z, LDZ,
333      $                WORK( INDWRK ), IINFO )
334       END IF
335 *
336 *     If matrix was scaled, then rescale eigenvalues appropriately.
337 *
338    20 CONTINUE
339       IF( ISCALE.EQ.1 ) THEN
340          IF( INFO.EQ.0 ) THEN
341             IMAX = M
342          ELSE
343             IMAX = INFO - 1
344          END IF
345          CALL DSCAL( IMAX, ONE / SIGMA, W, 1 )
346       END IF
347 *
348 *     If eigenvalues are not in order, then sort them, along with
349 *     eigenvectors.
350 *
351       IF( WANTZ ) THEN
352          DO 40 J = 1, M - 1
353             I = 0
354             TMP1 = W( J )
355             DO 30 JJ = J + 1, M
356                IF( W( JJ ).LT.TMP1 ) THEN
357                   I = JJ
358                   TMP1 = W( JJ )
359                END IF
360    30       CONTINUE
361 *
362             IF( I.NE.0 ) THEN
363                ITMP1 = IWORK( INDIBL+I-1 )
364                W( I ) = W( J )
365                IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
366                W( J ) = TMP1
367                IWORK( INDIBL+J-1 ) = ITMP1
368                CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
369                IF( INFO.NE.0 ) THEN
370                   ITMP1 = IFAIL( I )
371                   IFAIL( I ) = IFAIL( J )
372                   IFAIL( J ) = ITMP1
373                END IF
374             END IF
375    40    CONTINUE
376       END IF
377 *
378       RETURN
379 *
380 *     End of DSPEVX
381 *
382       END