dsygv function
void
dsygv()
Implementation
void dsygv(
final int ITYPE,
final String JOBZ,
final String UPLO,
final int N,
final Matrix<double> A_,
final int LDA,
final Matrix<double> B_,
final int LDB,
final Array<double> W_,
final Array<double> WORK_,
final int LWORK,
final Box<int> INFO,
) {
final A = A_.having(ld: LDA);
final B = B_.having(ld: LDB);
final W = W_.having();
final WORK = WORK_.having();
const ONE = 1.0;
bool LQUERY, UPPER, WANTZ;
String TRANS;
int LWKMIN, LWKOPT = 0, NB, NEIG;
// Test the input parameters.
WANTZ = lsame(JOBZ, 'V');
UPPER = lsame(UPLO, 'U');
LQUERY = (LWORK == -1);
INFO.value = 0;
if (ITYPE < 1 || ITYPE > 3) {
INFO.value = -1;
} else if (!(WANTZ || lsame(JOBZ, 'N'))) {
INFO.value = -2;
} else if (!(UPPER || lsame(UPLO, 'L'))) {
INFO.value = -3;
} else if (N < 0) {
INFO.value = -4;
} else if (LDA < max(1, N)) {
INFO.value = -6;
} else if (LDB < max(1, N)) {
INFO.value = -8;
}
if (INFO.value == 0) {
LWKMIN = max(1, 3 * N - 1);
NB = ilaenv(1, 'DSYTRD', UPLO, N, -1, -1, -1);
LWKOPT = max(LWKMIN, (NB + 2) * N);
WORK[1] = LWKOPT.toDouble();
if (LWORK < LWKMIN && !LQUERY) {
INFO.value = -11;
}
}
if (INFO.value != 0) {
xerbla('DSYGV', -INFO.value);
return;
} else if (LQUERY) {
return;
}
// Quick return if possible
if (N == 0) return;
// Form a Cholesky factorization of B.
dpotrf(UPLO, N, B, LDB, INFO);
if (INFO.value != 0) {
INFO.value = N + INFO.value;
return;
}
// Transform problem to standard eigenvalue problem and solve.
dsygst(ITYPE, UPLO, N, A, LDA, B, LDB, INFO);
dsyev(JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO);
if (WANTZ) {
// Backtransform eigenvectors to the original problem.
NEIG = N;
if (INFO.value > 0) NEIG = INFO.value - 1;
if (ITYPE == 1 || ITYPE == 2) {
// For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
// backtransform eigenvectors: x = inv(L)**T*y or inv(U)*y
if (UPPER) {
TRANS = 'N';
} else {
TRANS = 'T';
}
dtrsm('Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE, B, LDB, A, LDA);
} else if (ITYPE == 3) {
// For B*A*x=(lambda)*x;
// backtransform eigenvectors: x = L*y or U**T*y
if (UPPER) {
TRANS = 'T';
} else {
TRANS = 'N';
}
dtrmm('Left', UPLO, TRANS, 'Non-unit', N, NEIG, ONE, B, LDB, A, LDA);
}
}
WORK[1] = LWKOPT.toDouble();
}