1       SUBROUTINE DSYGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB,
  2      $                   VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
  3      $                   LWORK, IWORK, IFAIL, INFO )
  4 *
  5 *  -- LAPACK driver routine (version 3.3.1) --
  6 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  7 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  8 *  -- April 2011                                                      --
  9 *
 10 *     .. Scalar Arguments ..
 11       CHARACTER          JOBZ, RANGE, UPLO
 12       INTEGER            IL, INFO, ITYPE, IU, LDA, LDB, LDZ, LWORK, M, N
 13       DOUBLE PRECISION   ABSTOL, VL, VU
 14 *     ..
 15 *     .. Array Arguments ..
 16       INTEGER            IFAIL( * ), IWORK( * )
 17       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), W( * ), WORK( * ),
 18      $                   Z( LDZ, * )
 19 *     ..
 20 *
 21 *  Purpose
 22 *  =======
 23 *
 24 *  DSYGVX computes selected eigenvalues, and optionally, eigenvectors
 25 *  of a real generalized symmetric-definite eigenproblem, of the form
 26 *  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A
 27 *  and B are assumed to be symmetric and B is also positive definite.
 28 *  Eigenvalues and eigenvectors can be selected by specifying either a
 29 *  range of values or a range of indices for the desired eigenvalues.
 30 *
 31 *  Arguments
 32 *  =========
 33 *
 34 *  ITYPE   (input) INTEGER
 35 *          Specifies the problem type to be solved:
 36 *          = 1:  A*x = (lambda)*B*x
 37 *          = 2:  A*B*x = (lambda)*x
 38 *          = 3:  B*A*x = (lambda)*x
 39 *
 40 *  JOBZ    (input) CHARACTER*1
 41 *          = 'N':  Compute eigenvalues only;
 42 *          = 'V':  Compute eigenvalues and eigenvectors.
 43 *
 44 *  RANGE   (input) CHARACTER*1
 45 *          = 'A': all eigenvalues will be found.
 46 *          = 'V': all eigenvalues in the half-open interval (VL,VU]
 47 *                 will be found.
 48 *          = 'I': the IL-th through IU-th eigenvalues will be found.
 49 *
 50 *  UPLO    (input) CHARACTER*1
 51 *          = 'U':  Upper triangle of A and B are stored;
 52 *          = 'L':  Lower triangle of A and B are stored.
 53 *
 54 *  N       (input) INTEGER
 55 *          The order of the matrix pencil (A,B).  N >= 0.
 56 *
 57 *  A       (input/output) DOUBLE PRECISION array, dimension (LDA, N)
 58 *          On entry, the symmetric matrix A.  If UPLO = 'U', the
 59 *          leading N-by-N upper triangular part of A contains the
 60 *          upper triangular part of the matrix A.  If UPLO = 'L',
 61 *          the leading N-by-N lower triangular part of A contains
 62 *          the lower triangular part of the matrix A.
 63 *
 64 *          On exit, the lower triangle (if UPLO='L') or the upper
 65 *          triangle (if UPLO='U') of A, including the diagonal, is
 66 *          destroyed.
 67 *
 68 *  LDA     (input) INTEGER
 69 *          The leading dimension of the array A.  LDA >= max(1,N).
 70 *
 71 *  B       (input/output) DOUBLE PRECISION array, dimension (LDB, N)
 72 *          On entry, the symmetric matrix B.  If UPLO = 'U', the
 73 *          leading N-by-N upper triangular part of B contains the
 74 *          upper triangular part of the matrix B.  If UPLO = 'L',
 75 *          the leading N-by-N lower triangular part of B contains
 76 *          the lower triangular part of the matrix B.
 77 *
 78 *          On exit, if INFO <= N, the part of B containing the matrix is
 79 *          overwritten by the triangular factor U or L from the Cholesky
 80 *          factorization B = U**T*U or B = L*L**T.
 81 *
 82 *  LDB     (input) INTEGER
 83 *          The leading dimension of the array B.  LDB >= max(1,N).
 84 *
 85 *  VL      (input) DOUBLE PRECISION
 86 *  VU      (input) DOUBLE PRECISION
 87 *          If RANGE='V', the lower and upper bounds of the interval to
 88 *          be searched for eigenvalues. VL < VU.
 89 *          Not referenced if RANGE = 'A' or 'I'.
 90 *
 91 *  IL      (input) INTEGER
 92 *  IU      (input) INTEGER
 93 *          If RANGE='I', the indices (in ascending order) of the
 94 *          smallest and largest eigenvalues to be returned.
 95 *          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
 96 *          Not referenced if RANGE = 'A' or 'V'.
 97 *
 98 *  ABSTOL  (input) DOUBLE PRECISION
 99 *          The absolute error tolerance for the eigenvalues.
100 *          An approximate eigenvalue is accepted as converged
101 *          when it is determined to lie in an interval [a,b]
102 *          of width less than or equal to
103 *
104 *                  ABSTOL + EPS *   max( |a|,|b| ) ,
105 *
106 *          where EPS is the machine precision.  If ABSTOL is less than
107 *          or equal to zero, then  EPS*|T|  will be used in its place,
108 *          where |T| is the 1-norm of the tridiagonal matrix obtained
109 *          by reducing A to tridiagonal form.
110 *
111 *          Eigenvalues will be computed most accurately when ABSTOL is
112 *          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
113 *          If this routine returns with INFO>0, indicating that some
114 *          eigenvectors did not converge, try setting ABSTOL to
115 *          2*DLAMCH('S').
116 *
117 *  M       (output) INTEGER
118 *          The total number of eigenvalues found.  0 <= M <= N.
119 *          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
120 *
121 *  W       (output) DOUBLE PRECISION array, dimension (N)
122 *          On normal exit, the first M elements contain the selected
123 *          eigenvalues in ascending order.
124 *
125 *  Z       (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
126 *          If JOBZ = 'N', then Z is not referenced.
127 *          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
128 *          contain the orthonormal eigenvectors of the matrix A
129 *          corresponding to the selected eigenvalues, with the i-th
130 *          column of Z holding the eigenvector associated with W(i).
131 *          The eigenvectors are normalized as follows:
132 *          if ITYPE = 1 or 2, Z**T*B*Z = I;
133 *          if ITYPE = 3, Z**T*inv(B)*Z = I.
134 *
135 *          If an eigenvector fails to converge, then that column of Z
136 *          contains the latest approximation to the eigenvector, and the
137 *          index of the eigenvector is returned in IFAIL.
138 *          Note: the user must ensure that at least max(1,M) columns are
139 *          supplied in the array Z; if RANGE = 'V', the exact value of M
140 *          is not known in advance and an upper bound must be used.
141 *
142 *  LDZ     (input) INTEGER
143 *          The leading dimension of the array Z.  LDZ >= 1, and if
144 *          JOBZ = 'V', LDZ >= max(1,N).
145 *
146 *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
147 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
148 *
149 *  LWORK   (input) INTEGER
150 *          The length of the array WORK.  LWORK >= max(1,8*N).
151 *          For optimal efficiency, LWORK >= (NB+3)*N,
152 *          where NB is the blocksize for DSYTRD returned by ILAENV.
153 *
154 *          If LWORK = -1, then a workspace query is assumed; the routine
155 *          only calculates the optimal size of the WORK array, returns
156 *          this value as the first entry of the WORK array, and no error
157 *          message related to LWORK is issued by XERBLA.
158 *
159 *  IWORK   (workspace) INTEGER array, dimension (5*N)
160 *
161 *  IFAIL   (output) INTEGER array, dimension (N)
162 *          If JOBZ = 'V', then if INFO = 0, the first M elements of
163 *          IFAIL are zero.  If INFO > 0, then IFAIL contains the
164 *          indices of the eigenvectors that failed to converge.
165 *          If JOBZ = 'N', then IFAIL is not referenced.
166 *
167 *  INFO    (output) INTEGER
168 *          = 0:  successful exit
169 *          < 0:  if INFO = -i, the i-th argument had an illegal value
170 *          > 0:  DPOTRF or DSYEVX returned an error code:
171 *             <= N:  if INFO = i, DSYEVX failed to converge;
172 *                    i eigenvectors failed to converge.  Their indices
173 *                    are stored in array IFAIL.
174 *             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
175 *                    minor of order i of B is not positive definite.
176 *                    The factorization of B could not be completed and
177 *                    no eigenvalues or eigenvectors were computed.
178 *
179 *  Further Details
180 *  ===============
181 *
182 *  Based on contributions by
183 *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
184 *
185 * =====================================================================
186 *
187 *     .. Parameters ..
188       DOUBLE PRECISION   ONE
189       PARAMETER          ( ONE = 1.0D+0 )
190 *     ..
191 *     .. Local Scalars ..
192       LOGICAL            ALLEIG, INDEIG, LQUERY, UPPER, VALEIG, WANTZ
193       CHARACTER          TRANS
194       INTEGER            LWKMIN, LWKOPT, NB
195 *     ..
196 *     .. External Functions ..
197       LOGICAL            LSAME
198       INTEGER            ILAENV
199       EXTERNAL           LSAME, ILAENV
200 *     ..
201 *     .. External Subroutines ..
202       EXTERNAL           DPOTRF, DSYEVX, DSYGST, DTRMM, DTRSM, XERBLA
203 *     ..
204 *     .. Intrinsic Functions ..
205       INTRINSIC          MAXMIN
206 *     ..
207 *     .. Executable Statements ..
208 *
209 *     Test the input parameters.
210 *
211       UPPER = LSAME( UPLO, 'U' )
212       WANTZ = LSAME( JOBZ, 'V' )
213       ALLEIG = LSAME( RANGE'A' )
214       VALEIG = LSAME( RANGE'V' )
215       INDEIG = LSAME( RANGE'I' )
216       LQUERY = ( LWORK.EQ.-1 )
217 *
218       INFO = 0
219       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
220          INFO = -1
221       ELSE IF.NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
222          INFO = -2
223       ELSE IF.NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
224          INFO = -3
225       ELSE IF.NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
226          INFO = -4
227       ELSE IF( N.LT.0 ) THEN
228          INFO = -5
229       ELSE IF( LDA.LT.MAX1, N ) ) THEN
230          INFO = -7
231       ELSE IF( LDB.LT.MAX1, N ) ) THEN
232          INFO = -9
233       ELSE
234          IF( VALEIG ) THEN
235             IF( N.GT.0 .AND. VU.LE.VL )
236      $         INFO = -11
237          ELSE IF( INDEIG ) THEN
238             IF( IL.LT.1 .OR. IL.GT.MAX1, N ) ) THEN
239                INFO = -12
240             ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
241                INFO = -13
242             END IF
243          END IF
244       END IF
245       IF (INFO.EQ.0THEN
246          IF (LDZ.LT.1 .OR. (WANTZ .AND. LDZ.LT.N)) THEN
247             INFO = -18
248          END IF
249       END IF
250 *
251       IF( INFO.EQ.0 ) THEN
252          LWKMIN = MAX18*N )
253          NB = ILAENV( 1'DSYTRD', UPLO, N, -1-1-1 )
254          LWKOPT = MAX( LWKMIN, ( NB + 3 )*N )
255          WORK( 1 ) = LWKOPT
256 *
257          IF( LWORK.LT.LWKMIN .AND. .NOT.LQUERY ) THEN
258             INFO = -20
259          END IF
260       END IF
261 *
262       IF( INFO.NE.0 ) THEN
263          CALL XERBLA( 'DSYGVX'-INFO )
264          RETURN
265       ELSE IF( LQUERY ) THEN
266          RETURN
267       END IF
268 *
269 *     Quick return if possible
270 *
271       M = 0
272       IF( N.EQ.0 ) THEN
273          RETURN
274       END IF
275 *
276 *     Form a Cholesky factorization of B.
277 *
278       CALL DPOTRF( UPLO, N, B, LDB, INFO )
279       IF( INFO.NE.0 ) THEN
280          INFO = N + INFO
281          RETURN
282       END IF
283 *
284 *     Transform problem to standard eigenvalue problem and solve.
285 *
286       CALL DSYGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
287       CALL DSYEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL,
288      $             M, W, Z, LDZ, WORK, LWORK, IWORK, IFAIL, INFO )
289 *
290       IF( WANTZ ) THEN
291 *
292 *        Backtransform eigenvectors to the original problem.
293 *
294          IF( INFO.GT.0 )
295      $      M = INFO - 1
296          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
297 *
298 *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
299 *           backtransform eigenvectors: x = inv(L)**T*y or inv(U)*y
300 *
301             IF( UPPER ) THEN
302                TRANS = 'N'
303             ELSE
304                TRANS = 'T'
305             END IF
306 *
307             CALL DTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, M, ONE, B,
308      $                  LDB, Z, LDZ )
309 *
310          ELSE IF( ITYPE.EQ.3 ) THEN
311 *
312 *           For B*A*x=(lambda)*x;
313 *           backtransform eigenvectors: x = L*y or U**T*y
314 *
315             IF( UPPER ) THEN
316                TRANS = 'T'
317             ELSE
318                TRANS = 'N'
319             END IF
320 *
321             CALL DTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, M, ONE, B,
322      $                  LDB, Z, LDZ )
323          END IF
324       END IF
325 *
326 *     Set WORK(1) to optimal workspace size.
327 *
328       WORK( 1 ) = LWKOPT
329 *
330       RETURN
331 *
332 *     End of DSYGVX
333 *
334       END