SRC/cheevr_2stage.f(3)

NAME
SRC/cheevr_2stage.f

SYNOPSIS

  Functions/Subroutines
subroutine cheevr_2stage (jobz, range, uplo, n, a, lda, vl, vu, il, iu, abstol, m, w, z, ldz, isuppz, work, lwork, rwork, lrwork, iwork, liwork, info)
CHEEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

Function/Subroutine Documentation

  subroutine cheevr_2stage (character jobz, character range, character uplo, integer n, complex, dimension( lda, * ) a, integer lda, real vl, real vu, integer il, integer iu, real abstol, integer m, real, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, integer, dimension( * ) isuppz, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer lrwork, integer, dimension( * ) iwork, integer liwork, integer info)

CHEEVR_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for HE matrices

Purpose:

    !>
    !> CHEEVR_2STAGE computes selected eigenvalues and, optionally, eigenvectors
    !> of a complex Hermitian matrix A using the 2stage technique for
    !> the reduction to tridiagonal.  Eigenvalues and eigenvectors can
    !> be selected by specifying either a range of values or a range of
    !> indices for the desired eigenvalues.
    !>
    !> CHEEVR_2STAGE first reduces the matrix A to tridiagonal form T with a call
    !> to CHETRD.  Then, whenever possible, CHEEVR_2STAGE calls CSTEMR to compute
    !> eigenspectrum using Relatively Robust Representations.  CSTEMR
    !> computes eigenvalues by the dqds algorithm, while orthogonal
    !> eigenvectors are computed from various  L D L^T representations
    !> (also known as Relatively Robust Representations). Gram-Schmidt
    !> orthogonalization is avoided as far as possible. More specifically,
    !> the various steps of the algorithm are as follows.
    !>
    !> For each unreduced block (submatrix) of T,
    !>    (a) Compute T - sigma I  = L D L^T, so that L and D
    !>        define all the wanted eigenvalues to high relative accuracy.
    !>        This means that small relative changes in the entries of D and L
    !>        cause only small relative changes in the eigenvalues and
    !>        eigenvectors. The standard (unfactored) representation of the
    !>        tridiagonal matrix T does not have this property in general.
    !>    (b) Compute the eigenvalues to suitable accuracy.
    !>        If the eigenvectors are desired, the algorithm attains full
    !>        accuracy of the computed eigenvalues only right before
    !>        the corresponding vectors have to be computed, see steps c) and d).
    !>    (c) For each cluster of close eigenvalues, select a new
    !>        shift close to the cluster, find a new factorization, and refine
    !>        the shifted eigenvalues to suitable accuracy.
    !>    (d) For each eigenvalue with a large enough relative separation compute
    !>        the corresponding eigenvector by forming a rank revealing twisted
    !>        factorization. Go back to (c) for any clusters that remain.
    !>
    !> The desired accuracy of the output can be specified by the input
    !> parameter ABSTOL.
    !>
    !> For more details, see CSTEMR's documentation and:
    !> - Inderjit S. Dhillon and Beresford N. Parlett:
    !>   Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
    !> - Inderjit Dhillon and Beresford Parlett:  SIAM Journal on Matrix Analysis and Applications, Vol. 25,
    !>   2004.  Also LAPACK Working Note 154.
    !> - Inderjit Dhillon: ,
    !>   Computer Science Division Technical Report No. UCB/CSD-97-971,
    !>   UC Berkeley, May 1997.
    !>
    !>
    !> Note 1 : CHEEVR_2STAGE calls CSTEMR when the full spectrum is requested
    !> on machines which conform to the ieee-754 floating point standard.
    !> CHEEVR_2STAGE calls SSTEBZ and CSTEIN on non-ieee machines and
    !> when partial spectrum requests are made.
    !>
    !> Normal execution of CSTEMR may create NaNs and infinities and
    !> hence may abort due to a floating point exception in environments
    !> which do not handle NaNs and infinities in the ieee standard default
    !> manner.
    !>

Parameters
    JOBZ

    !>          JOBZ is CHARACTER*1
    !>          = 'N':  Compute eigenvalues only;
    !>          = 'V':  Compute eigenvalues and eigenvectors.
    !>                  Not available in this release.
    !>

    RANGE

    !>          RANGE is CHARACTER*1
    !>          = 'A': all eigenvalues will be found.
    !>          = 'V': all eigenvalues in the half-open interval (VL,VU]
    !>                 will be found.
    !>          = 'I': the IL-th through IU-th eigenvalues will be found.
    !>          For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and
    !>          CSTEIN are called
    !>

    UPLO

    !>          UPLO is CHARACTER*1
    !>          = 'U':  Upper triangle of A is stored;
    !>          = 'L':  Lower triangle of A is stored.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrix A.  N >= 0.
    !>

    A

    !>          A is COMPLEX array, dimension (LDA, N)
    !>          On entry, the Hermitian matrix A.  If UPLO = 'U', the
    !>          leading N-by-N upper triangular part of A contains the
    !>          upper triangular part of the matrix A.  If UPLO = 'L',
    !>          the leading N-by-N lower triangular part of A contains
    !>          the lower triangular part of the matrix A.
    !>          On exit, the lower triangle (if UPLO='L') or the upper
    !>          triangle (if UPLO='U') of A, including the diagonal, is
    !>          destroyed.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,N).
    !>

    VL

    !>          VL is REAL
    !>          If RANGE='V', the lower bound of the interval to
    !>          be searched for eigenvalues. VL < VU.
    !>          Not referenced if RANGE = 'A' or 'I'.
    !>

    VU

    !>          VU is REAL
    !>          If RANGE='V', the upper bound of the interval to
    !>          be searched for eigenvalues. VL < VU.
    !>          Not referenced if RANGE = 'A' or 'I'.
    !>

    IL

    !>          IL is INTEGER
    !>          If RANGE='I', the index of the
    !>          smallest eigenvalue to be returned.
    !>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
    !>          Not referenced if RANGE = 'A' or 'V'.
    !>

    IU

    !>          IU is INTEGER
    !>          If RANGE='I', the index of the
    !>          largest eigenvalue to be returned.
    !>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
    !>          Not referenced if RANGE = 'A' or 'V'.
    !>

    ABSTOL

    !>          ABSTOL is REAL
    !>          The absolute error tolerance for the eigenvalues.
    !>          An approximate eigenvalue is accepted as converged
    !>          when it is determined to lie in an interval [a,b]
    !>          of width less than or equal to
    !>
    !>                  ABSTOL + EPS *   max( |a|,|b| ) ,
    !>
    !>          where EPS is the machine precision.  If ABSTOL is less than
    !>          or equal to zero, then  EPS*|T|  will be used in its place,
    !>          where |T| is the 1-norm of the tridiagonal matrix obtained
    !>          by reducing A to tridiagonal form.
    !>
    !>          See  by Demmel and
    !>          Kahan, LAPACK Working Note #3.
    !>
    !>          If high relative accuracy is important, set ABSTOL to
    !>          SLAMCH( 'Safe minimum' ).  Doing so will guarantee that
    !>          eigenvalues are computed to high relative accuracy when
    !>          possible in future releases.  The current code does not
    !>          make any guarantees about high relative accuracy, but
    !>          future releases will. See J. Barlow and J. Demmel,
    !>          , LAPACK Working Note #7, for a discussion
    !>          of which matrices define their eigenvalues to high relative
    !>          accuracy.
    !>

    M

    !>          M is INTEGER
    !>          The total number of eigenvalues found.  0 <= M <= N.
    !>          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
    !>

    W

    !>          W is REAL array, dimension (N)
    !>          The first M elements contain the selected eigenvalues in
    !>          ascending order.
    !>

    Z

    !>          Z is COMPLEX array, dimension (LDZ, max(1,M))
    !>          If JOBZ = 'V', then if INFO = 0, the first M columns of Z
    !>          contain the orthonormal eigenvectors of the matrix A
    !>          corresponding to the selected eigenvalues, with the i-th
    !>          column of Z holding the eigenvector associated with W(i).
    !>          If JOBZ = 'N', then Z is not referenced.
    !>          Note: the user must ensure that at least max(1,M) columns are
    !>          supplied in the array Z; if RANGE = 'V', the exact value of M
    !>          is not known in advance and an upper bound must be used.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1, and if
    !>          JOBZ = 'V', LDZ >= max(1,N).
    !>

    ISUPPZ

    !>          ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
    !>          The support of the eigenvectors in Z, i.e., the indices
    !>          indicating the nonzero elements in Z. The i-th eigenvector
    !>          is nonzero only in elements ISUPPZ( 2*i-1 ) through
    !>          ISUPPZ( 2*i ). This is an output of CSTEMR (tridiagonal
    !>          matrix). The support of the eigenvectors of A is typically
    !>          1:N because of the unitary transformations applied by CUNMTR.
    !>          Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1
    !>

    WORK

    !>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          LWORK is INTEGER
    !>          The dimension of the array WORK.
    !>          If N <= 1,               LWORK must be at least 1.
    !>          If JOBZ = 'N' and N > 1, LWORK must be queried.
    !>                                   LWORK = MAX(1, 26*N, dimension) where
    !>                                   dimension = max(stage1,stage2) + (KD+1)*N + N
    !>                                             = N*KD + N*max(KD+1,FACTOPTNB)
    !>                                               + max(2*KD*KD, KD*NTHREADS)
    !>                                               + (KD+1)*N + N
    !>                                   where KD is the blocking size of the reduction,
    !>                                   FACTOPTNB is the blocking used by the QR or LQ
    !>                                   algorithm, usually FACTOPTNB=128 is a good choice
    !>                                   NTHREADS is the number of threads used when
    !>                                   openMP compilation is enabled, otherwise =1.
    !>          If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available
    !>
    !>          If LWORK = -1, then a workspace query is assumed; the routine
    !>          only calculates the optimal sizes of the WORK, RWORK and
    !>          IWORK arrays, returns these values as the first entries of
    !>          the WORK, RWORK and IWORK arrays, and no error message
    !>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
    !>

    RWORK

    !>          RWORK is REAL array, dimension (MAX(1,LRWORK))
    !>          On exit, if INFO = 0, RWORK(1) returns the optimal
    !>          (and minimal) LRWORK.
    !>

    LRWORK

    !>          LRWORK is INTEGER
    !>          The length of the array RWORK.
    !>          If N <= 1, LRWORK >= 1, else LRWORK >= 24*N.
    !>
    !>          If LRWORK = -1, then a workspace query is assumed; the
    !>          routine only calculates the optimal sizes of the WORK, RWORK
    !>          and IWORK arrays, returns these values as the first entries
    !>          of the WORK, RWORK and IWORK arrays, and no error message
    !>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
    !>

    IWORK

    !>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
    !>          On exit, if INFO = 0, IWORK(1) returns the optimal
    !>          (and minimal) LIWORK.
    !>

    LIWORK

    !>          LIWORK is INTEGER
    !>          The dimension of the array IWORK.
    !>          If N <= 1, LIWORK >= 1, else LIWORK >= 10*N.
    !>
    !>          If LIWORK = -1, then a workspace query is assumed; the
    !>          routine only calculates the optimal sizes of the WORK, RWORK
    !>          and IWORK arrays, returns these values as the first entries
    !>          of the WORK, RWORK and IWORK arrays, and no error message
    !>          related to LWORK or LRWORK or LIWORK is issued by XERBLA.
    !>

    INFO

    !>          INFO is INTEGER
    !>          = 0:  successful exit
    !>          < 0:  if INFO = -i, the i-th argument had an illegal value
    !>          > 0:  Internal error
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:
    Inderjit Dhillon, IBM Almaden, USA
     Osni Marques, LBNL/NERSC, USA
     Ken Stanley, Computer Science Division, University of California at Berkeley, USA
     Jason Riedy, Computer Science Division, University of California at Berkeley, USA

Further Details:

    !>
    !>  All details about the 2stage techniques are available in:
    !>
    !>  Azzam Haidar, Hatem Ltaief, and Jack Dongarra.
    !>  Parallel reduction to condensed forms for symmetric eigenvalue problems
    !>  using aggregated fine-grained and memory-aware kernels. In Proceedings
    !>  of 2011 International Conference for High Performance Computing,
    !>  Networking, Storage and Analysis (SC '11), New York, NY, USA,
    !>  Article 8 , 11 pages.
    !>  http://doi.acm.org/10.1145/2063384.2063394
    !>
    !>  A. Haidar, J. Kurzak, P. Luszczek, 2013.
    !>  An improved parallel singular value algorithm and its implementation
    !>  for multicore hardware, In Proceedings of 2013 International Conference
    !>  for High Performance Computing, Networking, Storage and Analysis (SC '13).
    !>  Denver, Colorado, USA, 2013.
    !>  Article 90, 12 pages.
    !>  http://doi.acm.org/10.1145/2503210.2503292
    !>
    !>  A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra.
    !>  A novel hybrid CPU-GPU generalized eigensolver for electronic structure
    !>  calculations based on fine-grained memory aware tasks.
    !>  International Journal of High Performance Computing Applications.
    !>  Volume 28 Issue 2, Pages 196-209, May 2014.
    !>  http://hpc.sagepub.com/content/28/2/196
    !>
    !>

Definition at line 405 of file cheevr_2stage.f.

Author

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