1       SUBROUTINE ZHEGVX( ITYPE, JOBZ, RANGE, UPLO, N, A, LDA, B, LDB,
  2      $                   VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK,
  3      $                   LWORK, RWORK, 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   RWORK( * ), W( * )
 18       COMPLEX*16         A( LDA, * ), B( LDB, * ), WORK( * ),
 19      $                   Z( LDZ, * )
 20 *     ..
 21 *
 22 *  Purpose
 23 *  =======
 24 *
 25 *  ZHEGVX computes selected eigenvalues, and optionally, eigenvectors
 26 *  of a complex generalized Hermitian-definite eigenproblem, of the form
 27 *  A*x=(lambda)*B*x,  A*Bx=(lambda)*x,  or B*A*x=(lambda)*x.  Here A and
 28 *  B are assumed to be Hermitian and B is also positive definite.
 29 *  Eigenvalues and eigenvectors can be selected by specifying either a
 30 *  range of values or a range of indices for the desired eigenvalues.
 31 *
 32 *  Arguments
 33 *  =========
 34 *
 35 *  ITYPE   (input) INTEGER
 36 *          Specifies the problem type to be solved:
 37 *          = 1:  A*x = (lambda)*B*x
 38 *          = 2:  A*B*x = (lambda)*x
 39 *          = 3:  B*A*x = (lambda)*x
 40 *
 41 *  JOBZ    (input) CHARACTER*1
 42 *          = 'N':  Compute eigenvalues only;
 43 *          = 'V':  Compute eigenvalues and eigenvectors.
 44 *
 45 *  RANGE   (input) CHARACTER*1
 46 *          = 'A': all eigenvalues will be found.
 47 *          = 'V': all eigenvalues in the half-open interval (VL,VU]
 48 *                 will be found.
 49 *          = 'I': the IL-th through IU-th eigenvalues will be found.
 50 **
 51 *  UPLO    (input) CHARACTER*1
 52 *          = 'U':  Upper triangles of A and B are stored;
 53 *          = 'L':  Lower triangles of A and B are stored.
 54 *
 55 *  N       (input) INTEGER
 56 *          The order of the matrices A and B.  N >= 0.
 57 *
 58 *  A       (input/output) COMPLEX*16 array, dimension (LDA, N)
 59 *          On entry, the Hermitian matrix A.  If UPLO = 'U', the
 60 *          leading N-by-N upper triangular part of A contains the
 61 *          upper triangular part of the matrix A.  If UPLO = 'L',
 62 *          the leading N-by-N lower triangular part of A contains
 63 *          the lower triangular part of the matrix A.
 64 *
 65 *          On exit,  the lower triangle (if UPLO='L') or the upper
 66 *          triangle (if UPLO='U') of A, including the diagonal, is
 67 *          destroyed.
 68 *
 69 *  LDA     (input) INTEGER
 70 *          The leading dimension of the array A.  LDA >= max(1,N).
 71 *
 72 *  B       (input/output) COMPLEX*16 array, dimension (LDB, N)
 73 *          On entry, the Hermitian matrix B.  If UPLO = 'U', the
 74 *          leading N-by-N upper triangular part of B contains the
 75 *          upper triangular part of the matrix B.  If UPLO = 'L',
 76 *          the leading N-by-N lower triangular part of B contains
 77 *          the lower triangular part of the matrix B.
 78 *
 79 *          On exit, if INFO <= N, the part of B containing the matrix is
 80 *          overwritten by the triangular factor U or L from the Cholesky
 81 *          factorization B = U**H*U or B = L*L**H.
 82 *
 83 *  LDB     (input) INTEGER
 84 *          The leading dimension of the array B.  LDB >= max(1,N).
 85 *
 86 *  VL      (input) DOUBLE PRECISION
 87 *  VU      (input) DOUBLE PRECISION
 88 *          If RANGE='V', the lower and upper bounds of the interval to
 89 *          be searched for eigenvalues. VL < VU.
 90 *          Not referenced if RANGE = 'A' or 'I'.
 91 *
 92 *  IL      (input) INTEGER
 93 *  IU      (input) INTEGER
 94 *          If RANGE='I', the indices (in ascending order) of the
 95 *          smallest and largest eigenvalues to be returned.
 96 *          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
 97 *          Not referenced if RANGE = 'A' or 'V'.
 98 *
 99 *  ABSTOL  (input) DOUBLE PRECISION
100 *          The absolute error tolerance for the eigenvalues.
101 *          An approximate eigenvalue is accepted as converged
102 *          when it is determined to lie in an interval [a,b]
103 *          of width less than or equal to
104 *
105 *                  ABSTOL + EPS *   max( |a|,|b| ) ,
106 *
107 *          where EPS is the machine precision.  If ABSTOL is less than
108 *          or equal to zero, then  EPS*|T|  will be used in its place,
109 *          where |T| is the 1-norm of the tridiagonal matrix obtained
110 *          by reducing A to tridiagonal form.
111 *
112 *          Eigenvalues will be computed most accurately when ABSTOL is
113 *          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
114 *          If this routine returns with INFO>0, indicating that some
115 *          eigenvectors did not converge, try setting ABSTOL to
116 *          2*DLAMCH('S').
117 *
118 *  M       (output) INTEGER
119 *          The total number of eigenvalues found.  0 <= M <= N.
120 *          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
121 *
122 *  W       (output) DOUBLE PRECISION array, dimension (N)
123 *          The first M elements contain the selected
124 *          eigenvalues in ascending order.
125 *
126 *  Z       (output) COMPLEX*16 array, dimension (LDZ, max(1,M))
127 *          If JOBZ = 'N', then Z is not referenced.
128 *          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
129 *          contain the orthonormal eigenvectors of the matrix A
130 *          corresponding to the selected eigenvalues, with the i-th
131 *          column of Z holding the eigenvector associated with W(i).
132 *          The eigenvectors are normalized as follows:
133 *          if ITYPE = 1 or 2, Z**T*B*Z = I;
134 *          if ITYPE = 3, Z**T*inv(B)*Z = I.
135 *
136 *          If an eigenvector fails to converge, then that column of Z
137 *          contains the latest approximation to the eigenvector, and the
138 *          index of the eigenvector is returned in IFAIL.
139 *          Note: the user must ensure that at least max(1,M) columns are
140 *          supplied in the array Z; if RANGE = 'V', the exact value of M
141 *          is not known in advance and an upper bound must be used.
142 *
143 *  LDZ     (input) INTEGER
144 *          The leading dimension of the array Z.  LDZ >= 1, and if
145 *          JOBZ = 'V', LDZ >= max(1,N).
146 *
147 *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
148 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
149 *
150 *  LWORK   (input) INTEGER
151 *          The length of the array WORK.  LWORK >= max(1,2*N).
152 *          For optimal efficiency, LWORK >= (NB+1)*N,
153 *          where NB is the blocksize for ZHETRD returned by ILAENV.
154 *
155 *          If LWORK = -1, then a workspace query is assumed; the routine
156 *          only calculates the optimal size of the WORK array, returns
157 *          this value as the first entry of the WORK array, and no error
158 *          message related to LWORK is issued by XERBLA.
159 *
160 *  RWORK   (workspace) DOUBLE PRECISION array, dimension (7*N)
161 *
162 *  IWORK   (workspace) INTEGER array, dimension (5*N)
163 *
164 *  IFAIL   (output) INTEGER array, dimension (N)
165 *          If JOBZ = 'V', then if INFO = 0, the first M elements of
166 *          IFAIL are zero.  If INFO > 0, then IFAIL contains the
167 *          indices of the eigenvectors that failed to converge.
168 *          If JOBZ = 'N', then IFAIL is not referenced.
169 *
170 *  INFO    (output) INTEGER
171 *          = 0:  successful exit
172 *          < 0:  if INFO = -i, the i-th argument had an illegal value
173 *          > 0:  ZPOTRF or ZHEEVX returned an error code:
174 *             <= N:  if INFO = i, ZHEEVX failed to converge;
175 *                    i eigenvectors failed to converge.  Their indices
176 *                    are stored in array IFAIL.
177 *             > N:   if INFO = N + i, for 1 <= i <= N, then the leading
178 *                    minor of order i of B is not positive definite.
179 *                    The factorization of B could not be completed and
180 *                    no eigenvalues or eigenvectors were computed.
181 *
182 *  Further Details
183 *  ===============
184 *
185 *  Based on contributions by
186 *     Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
187 *
188 *  =====================================================================
189 *
190 *     .. Parameters ..
191       COMPLEX*16         CONE
192       PARAMETER          ( CONE = ( 1.0D+00.0D+0 ) )
193 *     ..
194 *     .. Local Scalars ..
195       LOGICAL            ALLEIG, INDEIG, LQUERY, UPPER, VALEIG, WANTZ
196       CHARACTER          TRANS
197       INTEGER            LWKOPT, NB
198 *     ..
199 *     .. External Functions ..
200       LOGICAL            LSAME
201       INTEGER            ILAENV
202       EXTERNAL           LSAME, ILAENV
203 *     ..
204 *     .. External Subroutines ..
205       EXTERNAL           XERBLA, ZHEEVX, ZHEGST, ZPOTRF, ZTRMM, ZTRSM
206 *     ..
207 *     .. Intrinsic Functions ..
208       INTRINSIC          MAXMIN
209 *     ..
210 *     .. Executable Statements ..
211 *
212 *     Test the input parameters.
213 *
214       WANTZ = LSAME( JOBZ, 'V' )
215       UPPER = LSAME( UPLO, 'U' )
216       ALLEIG = LSAME( RANGE'A' )
217       VALEIG = LSAME( RANGE'V' )
218       INDEIG = LSAME( RANGE'I' )
219       LQUERY = ( LWORK.EQ.-1 )
220 *
221       INFO = 0
222       IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
223          INFO = -1
224       ELSE IF.NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
225          INFO = -2
226       ELSE IF.NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
227          INFO = -3
228       ELSE IF.NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
229          INFO = -4
230       ELSE IF( N.LT.0 ) THEN
231          INFO = -5
232       ELSE IF( LDA.LT.MAX1, N ) ) THEN
233          INFO = -7
234       ELSE IF( LDB.LT.MAX1, N ) ) THEN
235          INFO = -9
236       ELSE
237          IF( VALEIG ) THEN
238             IF( N.GT.0 .AND. VU.LE.VL )
239      $         INFO = -11
240          ELSE IF( INDEIG ) THEN
241             IF( IL.LT.1 .OR. IL.GT.MAX1, N ) ) THEN
242                INFO = -12
243             ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
244                INFO = -13
245             END IF
246          END IF
247       END IF
248       IF (INFO.EQ.0THEN
249          IF (LDZ.LT.1 .OR. (WANTZ .AND. LDZ.LT.N)) THEN
250             INFO = -18
251          END IF
252       END IF
253 *
254       IF( INFO.EQ.0 ) THEN
255          NB = ILAENV( 1'ZHETRD', UPLO, N, -1-1-1 )
256          LWKOPT = MAX1, ( NB + 1 )*N )
257          WORK( 1 ) = LWKOPT
258 *
259          IF( LWORK.LT.MAX12*N ) .AND. .NOT.LQUERY ) THEN
260             INFO = -20
261          END IF
262       END IF
263 *
264       IF( INFO.NE.0 ) THEN
265          CALL XERBLA( 'ZHEGVX'-INFO )
266          RETURN
267       ELSE IF( LQUERY ) THEN
268          RETURN
269       END IF
270 *
271 *     Quick return if possible
272 *
273       M = 0
274       IF( N.EQ.0 ) THEN
275          RETURN
276       END IF
277 *
278 *     Form a Cholesky factorization of B.
279 *
280       CALL ZPOTRF( UPLO, N, B, LDB, INFO )
281       IF( INFO.NE.0 ) THEN
282          INFO = N + INFO
283          RETURN
284       END IF
285 *
286 *     Transform problem to standard eigenvalue problem and solve.
287 *
288       CALL ZHEGST( ITYPE, UPLO, N, A, LDA, B, LDB, INFO )
289       CALL ZHEEVX( JOBZ, RANGE, UPLO, N, A, LDA, VL, VU, IL, IU, ABSTOL,
290      $             M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL,
291      $             INFO )
292 *
293       IF( WANTZ ) THEN
294 *
295 *        Backtransform eigenvectors to the original problem.
296 *
297          IF( INFO.GT.0 )
298      $      M = INFO - 1
299          IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
300 *
301 *           For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
302 *           backtransform eigenvectors: x = inv(L)**H *y or inv(U)*y
303 *
304             IF( UPPER ) THEN
305                TRANS = 'N'
306             ELSE
307                TRANS = 'C'
308             END IF
309 *
310             CALL ZTRSM( 'Left', UPLO, TRANS, 'Non-unit', N, M, CONE, B,
311      $                  LDB, Z, LDZ )
312 *
313          ELSE IF( ITYPE.EQ.3 ) THEN
314 *
315 *           For B*A*x=(lambda)*x;
316 *           backtransform eigenvectors: x = L*y or U**H *y
317 *
318             IF( UPPER ) THEN
319                TRANS = 'C'
320             ELSE
321                TRANS = 'N'
322             END IF
323 *
324             CALL ZTRMM( 'Left', UPLO, TRANS, 'Non-unit', N, M, CONE, B,
325      $                  LDB, Z, LDZ )
326          END IF
327       END IF
328 *
329 *     Set WORK(1) to optimal complex workspace size.
330 *
331       WORK( 1 ) = LWKOPT
332 *
333       RETURN
334 *
335 *     End of ZHEGVX
336 *
337       END