1       SUBROUTINE ZHBGVX( JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB,
  2      $                   LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z,
  3      $                   LDZ, WORK, RWORK, IWORK, IFAIL, 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, KA, KB, LDAB, LDBB, LDQ, LDZ, M,
 13      $                   N
 14       DOUBLE PRECISION   ABSTOL, VL, VU
 15 *     ..
 16 *     .. Array Arguments ..
 17       INTEGER            IFAIL( * ), IWORK( * )
 18       DOUBLE PRECISION   RWORK( * ), W( * )
 19       COMPLEX*16         AB( LDAB, * ), BB( LDBB, * ), Q( LDQ, * ),
 20      $                   WORK( * ), Z( LDZ, * )
 21 *     ..
 22 *
 23 *  Purpose
 24 *  =======
 25 *
 26 *  ZHBGVX computes all the eigenvalues, and optionally, the eigenvectors
 27 *  of a complex generalized Hermitian-definite banded eigenproblem, of
 28 *  the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian
 29 *  and banded, and B is also positive definite.  Eigenvalues and
 30 *  eigenvectors can be selected by specifying either all eigenvalues,
 31 *  a range of values or a range of indices for the desired eigenvalues.
 32 *
 33 *  Arguments
 34 *  =========
 35 *
 36 *  JOBZ    (input) CHARACTER*1
 37 *          = 'N':  Compute eigenvalues only;
 38 *          = 'V':  Compute eigenvalues and eigenvectors.
 39 *
 40 *  RANGE   (input) CHARACTER*1
 41 *          = 'A': all eigenvalues will be found;
 42 *          = 'V': all eigenvalues in the half-open interval (VL,VU]
 43 *                 will be found;
 44 *          = 'I': the IL-th through IU-th eigenvalues will be found.
 45 *
 46 *  UPLO    (input) CHARACTER*1
 47 *          = 'U':  Upper triangles of A and B are stored;
 48 *          = 'L':  Lower triangles of A and B are stored.
 49 *
 50 *  N       (input) INTEGER
 51 *          The order of the matrices A and B.  N >= 0.
 52 *
 53 *  KA      (input) INTEGER
 54 *          The number of superdiagonals of the matrix A if UPLO = 'U',
 55 *          or the number of subdiagonals if UPLO = 'L'. KA >= 0.
 56 *
 57 *  KB      (input) INTEGER
 58 *          The number of superdiagonals of the matrix B if UPLO = 'U',
 59 *          or the number of subdiagonals if UPLO = 'L'. KB >= 0.
 60 *
 61 *  AB      (input/output) COMPLEX*16 array, dimension (LDAB, N)
 62 *          On entry, the upper or lower triangle of the Hermitian band
 63 *          matrix A, stored in the first ka+1 rows of the array.  The
 64 *          j-th column of A is stored in the j-th column of the array AB
 65 *          as follows:
 66 *          if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
 67 *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+ka).
 68 *
 69 *          On exit, the contents of AB are destroyed.
 70 *
 71 *  LDAB    (input) INTEGER
 72 *          The leading dimension of the array AB.  LDAB >= KA+1.
 73 *
 74 *  BB      (input/output) COMPLEX*16 array, dimension (LDBB, N)
 75 *          On entry, the upper or lower triangle of the Hermitian band
 76 *          matrix B, stored in the first kb+1 rows of the array.  The
 77 *          j-th column of B is stored in the j-th column of the array BB
 78 *          as follows:
 79 *          if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
 80 *          if UPLO = 'L', BB(1+i-j,j)    = B(i,j) for j<=i<=min(n,j+kb).
 81 *
 82 *          On exit, the factor S from the split Cholesky factorization
 83 *          B = S**H*S, as returned by ZPBSTF.
 84 *
 85 *  LDBB    (input) INTEGER
 86 *          The leading dimension of the array BB.  LDBB >= KB+1.
 87 *
 88 *  Q       (output) COMPLEX*16 array, dimension (LDQ, N)
 89 *          If JOBZ = 'V', the n-by-n matrix used in the reduction of
 90 *          A*x = (lambda)*B*x to standard form, i.e. C*x = (lambda)*x,
 91 *          and consequently C to tridiagonal form.
 92 *          If JOBZ = 'N', the array Q is not referenced.
 93 *
 94 *  LDQ     (input) INTEGER
 95 *          The leading dimension of the array Q.  If JOBZ = 'N',
 96 *          LDQ >= 1. If JOBZ = 'V', LDQ >= max(1,N).
 97 *
 98 *  VL      (input) DOUBLE PRECISION
 99 *  VU      (input) DOUBLE PRECISION
100 *          If RANGE='V', the lower and upper bounds of the interval to
101 *          be searched for eigenvalues. VL < VU.
102 *          Not referenced if RANGE = 'A' or 'I'.
103 *
104 *  IL      (input) INTEGER
105 *  IU      (input) INTEGER
106 *          If RANGE='I', the indices (in ascending order) of the
107 *          smallest and largest eigenvalues to be returned.
108 *          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
109 *          Not referenced if RANGE = 'A' or 'V'.
110 *
111 *  ABSTOL  (input) DOUBLE PRECISION
112 *          The absolute error tolerance for the eigenvalues.
113 *          An approximate eigenvalue is accepted as converged
114 *          when it is determined to lie in an interval [a,b]
115 *          of width less than or equal to
116 *
117 *                  ABSTOL + EPS *   max( |a|,|b| ) ,
118 *
119 *          where EPS is the machine precision.  If ABSTOL is less than
120 *          or equal to zero, then  EPS*|T|  will be used in its place,
121 *          where |T| is the 1-norm of the tridiagonal matrix obtained
122 *          by reducing AP to tridiagonal form.
123 *
124 *          Eigenvalues will be computed most accurately when ABSTOL is
125 *          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
126 *          If this routine returns with INFO>0, indicating that some
127 *          eigenvectors did not converge, try setting ABSTOL to
128 *          2*DLAMCH('S').
129 *
130 *  M       (output) INTEGER
131 *          The total number of eigenvalues found.  0 <= M <= N.
132 *          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
133 *
134 *  W       (output) DOUBLE PRECISION array, dimension (N)
135 *          If INFO = 0, the eigenvalues in ascending order.
136 *
137 *  Z       (output) COMPLEX*16 array, dimension (LDZ, N)
138 *          If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
139 *          eigenvectors, with the i-th column of Z holding the
140 *          eigenvector associated with W(i). The eigenvectors are
141 *          normalized so that Z**H*B*Z = I.
142 *          If JOBZ = 'N', then Z is not referenced.
143 *
144 *  LDZ     (input) INTEGER
145 *          The leading dimension of the array Z.  LDZ >= 1, and if
146 *          JOBZ = 'V', LDZ >= N.
147 *
148 *  WORK    (workspace) COMPLEX*16 array, dimension (N)
149 *
150 *  RWORK   (workspace) DOUBLE PRECISION array, dimension (7*N)
151 *
152 *  IWORK   (workspace) INTEGER array, dimension (5*N)
153 *
154 *  IFAIL   (output) INTEGER array, dimension (N)
155 *          If JOBZ = 'V', then if INFO = 0, the first M elements of
156 *          IFAIL are zero.  If INFO > 0, then IFAIL contains the
157 *          indices of the eigenvectors that failed to converge.
158 *          If JOBZ = 'N', then IFAIL is not referenced.
159 *
160 *  INFO    (output) INTEGER
161 *          = 0:  successful exit
162 *          < 0:  if INFO = -i, the i-th argument had an illegal value
163 *          > 0:  if INFO = i, and i is:
164 *             <= N:  then i eigenvectors failed to converge.  Their
165 *                    indices are stored in array IFAIL.
166 *             > N:   if INFO = N + i, for 1 <= i <= N, then ZPBSTF
167 *                    returned INFO = i: B is not positive definite.
168 *                    The factorization of B could not be completed and
169 *                    no eigenvalues or eigenvectors were computed.
170 *
171 *  Further Details
172 *  ===============
173 *
174 *  Based on contributions by
175 *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
176 *
177 *  =====================================================================
178 *
179 *     .. Parameters ..
180       DOUBLE PRECISION   ZERO
181       PARAMETER          ( ZERO = 0.0D+0 )
182       COMPLEX*16         CZERO, CONE
183       PARAMETER          ( CZERO = ( 0.0D+00.0D+0 ),
184      $                   CONE = ( 1.0D+00.0D+0 ) )
185 *     ..
186 *     .. Local Scalars ..
187       LOGICAL            ALLEIG, INDEIG, TEST, UPPER, VALEIG, WANTZ
188       CHARACTER          ORDER, VECT
189       INTEGER            I, IINFO, INDD, INDE, INDEE, INDIBL, INDISP,
190      $                   INDIWK, INDRWK, INDWRK, ITMP1, J, JJ, NSPLIT
191       DOUBLE PRECISION   TMP1
192 *     ..
193 *     .. External Functions ..
194       LOGICAL            LSAME
195       EXTERNAL           LSAME
196 *     ..
197 *     .. External Subroutines ..
198       EXTERNAL           DCOPY, DSTEBZ, DSTERF, XERBLA, ZCOPY, ZGEMV,
199      $                   ZHBGST, ZHBTRD, ZLACPY, ZPBSTF, ZSTEIN, ZSTEQR,
200      $                   ZSWAP
201 *     ..
202 *     .. Intrinsic Functions ..
203       INTRINSIC          MIN
204 *     ..
205 *     .. Executable Statements ..
206 *
207 *     Test the input parameters.
208 *
209       WANTZ = LSAME( JOBZ, 'V' )
210       UPPER = LSAME( UPLO, 'U' )
211       ALLEIG = LSAME( RANGE'A' )
212       VALEIG = LSAME( RANGE'V' )
213       INDEIG = LSAME( RANGE'I' )
214 *
215       INFO = 0
216       IF.NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
217          INFO = -1
218       ELSE IF.NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
219          INFO = -2
220       ELSE IF.NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
221          INFO = -3
222       ELSE IF( N.LT.0 ) THEN
223          INFO = -4
224       ELSE IF( KA.LT.0 ) THEN
225          INFO = -5
226       ELSE IF( KB.LT.0 .OR. KB.GT.KA ) THEN
227          INFO = -6
228       ELSE IF( LDAB.LT.KA+1 ) THEN
229          INFO = -8
230       ELSE IF( LDBB.LT.KB+1 ) THEN
231          INFO = -10
232       ELSE IF( LDQ.LT.1 .OR. ( WANTZ .AND. LDQ.LT.N ) ) THEN
233          INFO = -12
234       ELSE
235          IF( VALEIG ) THEN
236             IF( N.GT.0 .AND. VU.LE.VL )
237      $         INFO = -14
238          ELSE IF( INDEIG ) THEN
239             IF( IL.LT.1 .OR. IL.GT.MAX1, N ) ) THEN
240                INFO = -15
241             ELSE IF ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
242                INFO = -16
243             END IF
244          END IF
245       END IF
246       IF( INFO.EQ.0THEN
247          IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
248             INFO = -21
249          END IF
250       END IF
251 *
252       IF( INFO.NE.0 ) THEN
253          CALL XERBLA( 'ZHBGVX'-INFO )
254          RETURN
255       END IF
256 *
257 *     Quick return if possible
258 *
259       M = 0
260       IF( N.EQ.0 )
261      $   RETURN
262 *
263 *     Form a split Cholesky factorization of B.
264 *
265       CALL ZPBSTF( UPLO, N, KB, BB, LDBB, INFO )
266       IF( INFO.NE.0 ) THEN
267          INFO = N + INFO
268          RETURN
269       END IF
270 *
271 *     Transform problem to standard eigenvalue problem.
272 *
273       CALL ZHBGST( JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ,
274      $             WORK, RWORK, IINFO )
275 *
276 *     Solve the standard eigenvalue problem.
277 *     Reduce Hermitian band matrix to tridiagonal form.
278 *
279       INDD = 1
280       INDE = INDD + N
281       INDRWK = INDE + N
282       INDWRK = 1
283       IF( WANTZ ) THEN
284          VECT = 'U'
285       ELSE
286          VECT = 'N'
287       END IF
288       CALL ZHBTRD( VECT, UPLO, N, KA, AB, LDAB, RWORK( INDD ),
289      $             RWORK( INDE ), Q, LDQ, WORK( INDWRK ), IINFO )
290 *
291 *     If all eigenvalues are desired and ABSTOL is less than or equal
292 *     to zero, then call DSTERF or ZSTEQR.  If this fails for some
293 *     eigenvalue, then try DSTEBZ.
294 *
295       TEST = .FALSE.
296       IF( INDEIG ) THEN
297          IF( IL.EQ.1 .AND. IU.EQ.N ) THEN
298             TEST = .TRUE.
299          END IF
300       END IF
301       IF( ( ALLEIG .OR. TEST ) .AND. ( ABSTOL.LE.ZERO ) ) THEN
302          CALL DCOPY( N, RWORK( INDD ), 1, W, 1 )
303          INDEE = INDRWK + 2*N
304          CALL DCOPY( N-1, RWORK( INDE ), 1, RWORK( INDEE ), 1 )
305          IF.NOT.WANTZ ) THEN
306             CALL DSTERF( N, W, RWORK( INDEE ), INFO )
307          ELSE
308             CALL ZLACPY( 'A', N, N, Q, LDQ, Z, LDZ )
309             CALL ZSTEQR( JOBZ, N, W, RWORK( INDEE ), Z, LDZ,
310      $                   RWORK( INDRWK ), INFO )
311             IF( INFO.EQ.0 ) THEN
312                DO 10 I = 1, N
313                   IFAIL( I ) = 0
314    10          CONTINUE
315             END IF
316          END IF
317          IF( INFO.EQ.0 ) THEN
318             M = N
319             GO TO 30
320          END IF
321          INFO = 0
322       END IF
323 *
324 *     Otherwise, call DSTEBZ and, if eigenvectors are desired,
325 *     call ZSTEIN.
326 *
327       IF( WANTZ ) THEN
328          ORDER = 'B'
329       ELSE
330          ORDER = 'E'
331       END IF
332       INDIBL = 1
333       INDISP = INDIBL + N
334       INDIWK = INDISP + N
335       CALL DSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL,
336      $             RWORK( INDD ), RWORK( INDE ), M, NSPLIT, W,
337      $             IWORK( INDIBL ), IWORK( INDISP ), RWORK( INDRWK ),
338      $             IWORK( INDIWK ), INFO )
339 *
340       IF( WANTZ ) THEN
341          CALL ZSTEIN( N, RWORK( INDD ), RWORK( INDE ), M, W,
342      $                IWORK( INDIBL ), IWORK( INDISP ), Z, LDZ,
343      $                RWORK( INDRWK ), IWORK( INDIWK ), IFAIL, INFO )
344 *
345 *        Apply unitary matrix used in reduction to tridiagonal
346 *        form to eigenvectors returned by ZSTEIN.
347 *
348          DO 20 J = 1, M
349             CALL ZCOPY( N, Z( 1, J ), 1, WORK( 1 ), 1 )
350             CALL ZGEMV( 'N', N, N, CONE, Q, LDQ, WORK, 1, CZERO,
351      $                  Z( 1, J ), 1 )
352    20    CONTINUE
353       END IF
354 *
355    30 CONTINUE
356 *
357 *     If eigenvalues are not in order, then sort them, along with
358 *     eigenvectors.
359 *
360       IF( WANTZ ) THEN
361          DO 50 J = 1, M - 1
362             I = 0
363             TMP1 = W( J )
364             DO 40 JJ = J + 1, M
365                IF( W( JJ ).LT.TMP1 ) THEN
366                   I = JJ
367                   TMP1 = W( JJ )
368                END IF
369    40       CONTINUE
370 *
371             IF( I.NE.0 ) THEN
372                ITMP1 = IWORK( INDIBL+I-1 )
373                W( I ) = W( J )
374                IWORK( INDIBL+I-1 ) = IWORK( INDIBL+J-1 )
375                W( J ) = TMP1
376                IWORK( INDIBL+J-1 ) = ITMP1
377                CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
378                IF( INFO.NE.0 ) THEN
379                   ITMP1 = IFAIL( I )
380                   IFAIL( I ) = IFAIL( J )
381                   IFAIL( J ) = ITMP1
382                END IF
383             END IF
384    50    CONTINUE
385       END IF
386 *
387       RETURN
388 *
389 *     End of ZHBGVX
390 *
391       END