1       SUBROUTINE ZSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, RWORK,
  2      $                   LRWORK, IWORK, LIWORK, INFO )
  3 *
  4 *  -- LAPACK routine (version 3.2) --
  5 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  6 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  7 *     November 2006
  8 *
  9 *     .. Scalar Arguments ..
 10       CHARACTER          COMPZ
 11       INTEGER            INFO, LDZ, LIWORK, LRWORK, LWORK, N
 12 *     ..
 13 *     .. Array Arguments ..
 14       INTEGER            IWORK( * )
 15       DOUBLE PRECISION   D( * ), E( * ), RWORK( * )
 16       COMPLEX*16         WORK( * ), Z( LDZ, * )
 17 *     ..
 18 *
 19 *  Purpose
 20 *  =======
 21 *
 22 *  ZSTEDC computes all eigenvalues and, optionally, eigenvectors of a
 23 *  symmetric tridiagonal matrix using the divide and conquer method.
 24 *  The eigenvectors of a full or band complex Hermitian matrix can also
 25 *  be found if ZHETRD or ZHPTRD or ZHBTRD has been used to reduce this
 26 *  matrix to tridiagonal form.
 27 *
 28 *  This code makes very mild assumptions about floating point
 29 *  arithmetic. It will work on machines with a guard digit in
 30 *  add/subtract, or on those binary machines without guard digits
 31 *  which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
 32 *  It could conceivably fail on hexadecimal or decimal machines
 33 *  without guard digits, but we know of none.  See DLAED3 for details.
 34 *
 35 *  Arguments
 36 *  =========
 37 *
 38 *  COMPZ   (input) CHARACTER*1
 39 *          = 'N':  Compute eigenvalues only.
 40 *          = 'I':  Compute eigenvectors of tridiagonal matrix also.
 41 *          = 'V':  Compute eigenvectors of original Hermitian matrix
 42 *                  also.  On entry, Z contains the unitary matrix used
 43 *                  to reduce the original matrix to tridiagonal form.
 44 *
 45 *  N       (input) INTEGER
 46 *          The dimension of the symmetric tridiagonal matrix.  N >= 0.
 47 *
 48 *  D       (input/output) DOUBLE PRECISION array, dimension (N)
 49 *          On entry, the diagonal elements of the tridiagonal matrix.
 50 *          On exit, if INFO = 0, the eigenvalues in ascending order.
 51 *
 52 *  E       (input/output) DOUBLE PRECISION array, dimension (N-1)
 53 *          On entry, the subdiagonal elements of the tridiagonal matrix.
 54 *          On exit, E has been destroyed.
 55 *
 56 *  Z       (input/output) COMPLEX*16 array, dimension (LDZ,N)
 57 *          On entry, if COMPZ = 'V', then Z contains the unitary
 58 *          matrix used in the reduction to tridiagonal form.
 59 *          On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
 60 *          orthonormal eigenvectors of the original Hermitian matrix,
 61 *          and if COMPZ = 'I', Z contains the orthonormal eigenvectors
 62 *          of the symmetric tridiagonal matrix.
 63 *          If  COMPZ = 'N', then Z is not referenced.
 64 *
 65 *  LDZ     (input) INTEGER
 66 *          The leading dimension of the array Z.  LDZ >= 1.
 67 *          If eigenvectors are desired, then LDZ >= max(1,N).
 68 *
 69 *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
 70 *          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
 71 *
 72 *  LWORK   (input) INTEGER
 73 *          The dimension of the array WORK.
 74 *          If COMPZ = 'N' or 'I', or N <= 1, LWORK must be at least 1.
 75 *          If COMPZ = 'V' and N > 1, LWORK must be at least N*N.
 76 *          Note that for COMPZ = 'V', then if N is less than or
 77 *          equal to the minimum divide size, usually 25, then LWORK need
 78 *          only be 1.
 79 *
 80 *          If LWORK = -1, then a workspace query is assumed; the routine
 81 *          only calculates the optimal sizes of the WORK, RWORK and
 82 *          IWORK arrays, returns these values as the first entries of
 83 *          the WORK, RWORK and IWORK arrays, and no error message
 84 *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
 85 *
 86 *  RWORK   (workspace/output) DOUBLE PRECISION array,
 87 *                                         dimension (LRWORK)
 88 *          On exit, if INFO = 0, RWORK(1) returns the optimal LRWORK.
 89 *
 90 *  LRWORK  (input) INTEGER
 91 *          The dimension of the array RWORK.
 92 *          If COMPZ = 'N' or N <= 1, LRWORK must be at least 1.
 93 *          If COMPZ = 'V' and N > 1, LRWORK must be at least
 94 *                         1 + 3*N + 2*N*lg N + 3*N**2 ,
 95 *                         where lg( N ) = smallest integer k such
 96 *                         that 2**k >= N.
 97 *          If COMPZ = 'I' and N > 1, LRWORK must be at least
 98 *                         1 + 4*N + 2*N**2 .
 99 *          Note that for COMPZ = 'I' or 'V', then if N is less than or
100 *          equal to the minimum divide size, usually 25, then LRWORK
101 *          need only be max(1,2*(N-1)).
102 *
103 *          If LRWORK = -1, then a workspace query is assumed; the
104 *          routine only calculates the optimal sizes of the WORK, RWORK
105 *          and IWORK arrays, returns these values as the first entries
106 *          of the WORK, RWORK and IWORK arrays, and no error message
107 *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
108 *
109 *  IWORK   (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
110 *          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
111 *
112 *  LIWORK  (input) INTEGER
113 *          The dimension of the array IWORK.
114 *          If COMPZ = 'N' or N <= 1, LIWORK must be at least 1.
115 *          If COMPZ = 'V' or N > 1,  LIWORK must be at least
116 *                                    6 + 6*N + 5*N*lg N.
117 *          If COMPZ = 'I' or N > 1,  LIWORK must be at least
118 *                                    3 + 5*N .
119 *          Note that for COMPZ = 'I' or 'V', then if N is less than or
120 *          equal to the minimum divide size, usually 25, then LIWORK
121 *          need only be 1.
122 *
123 *          If LIWORK = -1, then a workspace query is assumed; the
124 *          routine only calculates the optimal sizes of the WORK, RWORK
125 *          and IWORK arrays, returns these values as the first entries
126 *          of the WORK, RWORK and IWORK arrays, and no error message
127 *          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
128 *
129 *  INFO    (output) INTEGER
130 *          = 0:  successful exit.
131 *          < 0:  if INFO = -i, the i-th argument had an illegal value.
132 *          > 0:  The algorithm failed to compute an eigenvalue while
133 *                working on the submatrix lying in rows and columns
134 *                INFO/(N+1) through mod(INFO,N+1).
135 *
136 *  Further Details
137 *  ===============
138 *
139 *  Based on contributions by
140 *     Jeff Rutter, Computer Science Division, University of California
141 *     at Berkeley, USA
142 *
143 *  =====================================================================
144 *
145 *     .. Parameters ..
146       DOUBLE PRECISION   ZERO, ONE, TWO
147       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
148 *     ..
149 *     .. Local Scalars ..
150       LOGICAL            LQUERY
151       INTEGER            FINISH, I, ICOMPZ, II, J, K, LGN, LIWMIN, LL,
152      $                   LRWMIN, LWMIN, M, SMLSIZ, START
153       DOUBLE PRECISION   EPS, ORGNRM, P, TINY
154 *     ..
155 *     .. External Functions ..
156       LOGICAL            LSAME
157       INTEGER            ILAENV
158       DOUBLE PRECISION   DLAMCH, DLANST
159       EXTERNAL           LSAME, ILAENV, DLAMCH, DLANST
160 *     ..
161 *     .. External Subroutines ..
162       EXTERNAL           DLASCL, DLASET, DSTEDC, DSTEQR, DSTERF, XERBLA,
163      $                   ZLACPY, ZLACRM, ZLAED0, ZSTEQR, ZSWAP
164 *     ..
165 *     .. Intrinsic Functions ..
166       INTRINSIC          ABSDBLEINTLOGMAXMODSQRT
167 *     ..
168 *     .. Executable Statements ..
169 *
170 *     Test the input parameters.
171 *
172       INFO = 0
173       LQUERY = ( LWORK.EQ.-1 .OR. LRWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
174 *
175       IF( LSAME( COMPZ, 'N' ) ) THEN
176          ICOMPZ = 0
177       ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
178          ICOMPZ = 1
179       ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
180          ICOMPZ = 2
181       ELSE
182          ICOMPZ = -1
183       END IF
184       IF( ICOMPZ.LT.0 ) THEN
185          INFO = -1
186       ELSE IF( N.LT.0 ) THEN
187          INFO = -2
188       ELSE IF( ( LDZ.LT.1 ) .OR.
189      $         ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX1, N ) ) ) THEN
190          INFO = -6
191       END IF
192 *
193       IF( INFO.EQ.0 ) THEN
194 *
195 *        Compute the workspace requirements
196 *
197          SMLSIZ = ILAENV( 9'ZSTEDC'' '0000 )
198          IF( N.LE.1 .OR. ICOMPZ.EQ.0 ) THEN
199             LWMIN = 1
200             LIWMIN = 1
201             LRWMIN = 1
202          ELSE IF( N.LE.SMLSIZ ) THEN
203             LWMIN = 1
204             LIWMIN = 1
205             LRWMIN = 2*( N - 1 )
206          ELSE IF( ICOMPZ.EQ.1 ) THEN
207             LGN = INTLOGDBLE( N ) ) / LOG( TWO ) )
208             IF2**LGN.LT.N )
209      $         LGN = LGN + 1
210             IF2**LGN.LT.N )
211      $         LGN = LGN + 1
212             LWMIN = N*N
213             LRWMIN = 1 + 3*+ 2*N*LGN + 3*N**2
214             LIWMIN = 6 + 6*+ 5*N*LGN
215          ELSE IF( ICOMPZ.EQ.2 ) THEN
216             LWMIN = 1
217             LRWMIN = 1 + 4*+ 2*N**2
218             LIWMIN = 3 + 5*N
219          END IF
220          WORK( 1 ) = LWMIN
221          RWORK( 1 ) = LRWMIN
222          IWORK( 1 ) = LIWMIN
223 *
224          IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
225             INFO = -8
226          ELSE IF( LRWORK.LT.LRWMIN .AND. .NOT.LQUERY ) THEN
227             INFO = -10
228          ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
229             INFO = -12
230          END IF
231       END IF
232 *
233       IF( INFO.NE.0 ) THEN
234          CALL XERBLA( 'ZSTEDC'-INFO )
235          RETURN
236       ELSE IF( LQUERY ) THEN
237          RETURN
238       END IF
239 *
240 *     Quick return if possible
241 *
242       IF( N.EQ.0 )
243      $   RETURN
244       IF( N.EQ.1 ) THEN
245          IF( ICOMPZ.NE.0 )
246      $      Z( 11 ) = ONE
247          RETURN
248       END IF
249 *
250 *     If the following conditional clause is removed, then the routine
251 *     will use the Divide and Conquer routine to compute only the
252 *     eigenvalues, which requires (3N + 3N**2) real workspace and
253 *     (2 + 5N + 2N lg(N)) integer workspace.
254 *     Since on many architectures DSTERF is much faster than any other
255 *     algorithm for finding eigenvalues only, it is used here
256 *     as the default. If the conditional clause is removed, then
257 *     information on the size of workspace needs to be changed.
258 *
259 *     If COMPZ = 'N', use DSTERF to compute the eigenvalues.
260 *
261       IF( ICOMPZ.EQ.0 ) THEN
262          CALL DSTERF( N, D, E, INFO )
263          GO TO 70
264       END IF
265 *
266 *     If N is smaller than the minimum divide size (SMLSIZ+1), then
267 *     solve the problem with another solver.
268 *
269       IF( N.LE.SMLSIZ ) THEN
270 *
271          CALL ZSTEQR( COMPZ, N, D, E, Z, LDZ, RWORK, INFO )
272 *
273       ELSE
274 *
275 *        If COMPZ = 'I', we simply call DSTEDC instead.
276 *
277          IF( ICOMPZ.EQ.2 ) THEN
278             CALL DLASET( 'Full', N, N, ZERO, ONE, RWORK, N )
279             LL = N*+ 1
280             CALL DSTEDC( 'I', N, D, E, RWORK, N,
281      $                   RWORK( LL ), LRWORK-LL+1, IWORK, LIWORK, INFO )
282             DO 20 J = 1, N
283                DO 10 I = 1, N
284                   Z( I, J ) = RWORK( ( J-1 )*N+I )
285    10          CONTINUE
286    20       CONTINUE
287             GO TO 70
288          END IF
289 *
290 *        From now on, only option left to be handled is COMPZ = 'V',
291 *        i.e. ICOMPZ = 1.
292 *
293 *        Scale.
294 *
295          ORGNRM = DLANST( 'M', N, D, E )
296          IF( ORGNRM.EQ.ZERO )
297      $      GO TO 70
298 *
299          EPS = DLAMCH( 'Epsilon' )
300 *
301          START = 1
302 *
303 *        while ( START <= N )
304 *
305    30    CONTINUE
306          IF( START.LE.N ) THEN
307 *
308 *           Let FINISH be the position of the next subdiagonal entry
309 *           such that E( FINISH ) <= TINY or FINISH = N if no such
310 *           subdiagonal exists.  The matrix identified by the elements
311 *           between START and FINISH constitutes an independent
312 *           sub-problem.
313 *
314             FINISH = START
315    40       CONTINUE
316             IF( FINISH.LT.N ) THEN
317                TINY = EPS*SQRTABS( D( FINISH ) ) )*
318      $                    SQRTABS( D( FINISH+1 ) ) )
319                IFABS( E( FINISH ) ).GT.TINY ) THEN
320                   FINISH = FINISH + 1
321                   GO TO 40
322                END IF
323             END IF
324 *
325 *           (Sub) Problem determined.  Compute its size and solve it.
326 *
327             M = FINISH - START + 1
328             IF( M.GT.SMLSIZ ) THEN
329 *
330 *              Scale.
331 *
332                ORGNRM = DLANST( 'M', M, D( START ), E( START ) )
333                CALL DLASCL( 'G'00, ORGNRM, ONE, M, 1, D( START ), M,
334      $                      INFO )
335                CALL DLASCL( 'G'00, ORGNRM, ONE, M-11, E( START ),
336      $                      M-1, INFO )
337 *
338                CALL ZLAED0( N, M, D( START ), E( START ), Z( 1, START ),
339      $                      LDZ, WORK, N, RWORK, IWORK, INFO )
340                IF( INFO.GT.0 ) THEN
341                   INFO = ( INFO / ( M+1 )+START-1 )*( N+1 ) +
342      $                   MOD( INFO, ( M+1 ) ) + START - 1
343                   GO TO 70
344                END IF
345 *
346 *              Scale back.
347 *
348                CALL DLASCL( 'G'00, ONE, ORGNRM, M, 1, D( START ), M,
349      $                      INFO )
350 *
351             ELSE
352                CALL DSTEQR( 'I', M, D( START ), E( START ), RWORK, M,
353      $                      RWORK( M*M+1 ), INFO )
354                CALL ZLACRM( N, M, Z( 1, START ), LDZ, RWORK, M, WORK, N,
355      $                      RWORK( M*M+1 ) )
356                CALL ZLACPY( 'A', N, M, WORK, N, Z( 1, START ), LDZ )
357                IF( INFO.GT.0 ) THEN
358                   INFO = START*( N+1 ) + FINISH
359                   GO TO 70
360                END IF
361             END IF
362 *
363             START = FINISH + 1
364             GO TO 30
365          END IF
366 *
367 *        endwhile
368 *
369 *        If the problem split any number of times, then the eigenvalues
370 *        will not be properly ordered.  Here we permute the eigenvalues
371 *        (and the associated eigenvectors) into ascending order.
372 *
373          IF( M.NE.N ) THEN
374 *
375 *           Use Selection Sort to minimize swaps of eigenvectors
376 *
377             DO 60 II = 2, N
378                I = II - 1
379                K = I
380                P = D( I )
381                DO 50 J = II, N
382                   IF( D( J ).LT.P ) THEN
383                      K = J
384                      P = D( J )
385                   END IF
386    50          CONTINUE
387                IF( K.NE.I ) THEN
388                   D( K ) = D( I )
389                   D( I ) = P
390                   CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
391                END IF
392    60       CONTINUE
393          END IF
394       END IF
395 *
396    70 CONTINUE
397       WORK( 1 ) = LWMIN
398       RWORK( 1 ) = LRWMIN
399       IWORK( 1 ) = LIWMIN
400 *
401       RETURN
402 *
403 *     End of ZSTEDC
404 *
405       END