293 lines
10 KiB
FortranFixed
293 lines
10 KiB
FortranFixed
SUBROUTINE DSPGVX( ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU,
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$ IL, IU, ABSTOL, M, W, Z, LDZ, WORK, IWORK,
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$ IFAIL, INFO )
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*
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* -- LAPACK driver routine (version 3.1) --
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* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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* November 2006
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*
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* .. Scalar Arguments ..
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CHARACTER JOBZ, RANGE, UPLO
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INTEGER IL, INFO, ITYPE, IU, LDZ, M, N
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DOUBLE PRECISION ABSTOL, VL, VU
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* ..
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* .. Array Arguments ..
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INTEGER IFAIL( * ), IWORK( * )
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DOUBLE PRECISION AP( * ), BP( * ), W( * ), WORK( * ),
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$ Z( LDZ, * )
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* ..
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*
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* Purpose
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* =======
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*
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* DSPGVX computes selected eigenvalues, and optionally, eigenvectors
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* of a real generalized symmetric-definite eigenproblem, of the form
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* A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A
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* and B are assumed to be symmetric, stored in packed storage, and B
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* is also positive definite. Eigenvalues and eigenvectors can be
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* selected by specifying either a range of values or a range of indices
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* for the desired eigenvalues.
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*
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* Arguments
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* =========
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*
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* ITYPE (input) INTEGER
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* Specifies the problem type to be solved:
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* = 1: A*x = (lambda)*B*x
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* = 2: A*B*x = (lambda)*x
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* = 3: B*A*x = (lambda)*x
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*
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* JOBZ (input) CHARACTER*1
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* = 'N': Compute eigenvalues only;
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* = 'V': Compute eigenvalues and eigenvectors.
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*
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* RANGE (input) CHARACTER*1
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* = 'A': all eigenvalues will be found.
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* = 'V': all eigenvalues in the half-open interval (VL,VU]
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* will be found.
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* = 'I': the IL-th through IU-th eigenvalues will be found.
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*
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* UPLO (input) CHARACTER*1
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* = 'U': Upper triangle of A and B are stored;
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* = 'L': Lower triangle of A and B are stored.
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*
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* N (input) INTEGER
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* The order of the matrix pencil (A,B). N >= 0.
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*
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* AP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
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* On entry, the upper or lower triangle of the symmetric matrix
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* A, packed columnwise in a linear array. The j-th column of A
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* is stored in the array AP as follows:
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* if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
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* if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
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*
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* On exit, the contents of AP are destroyed.
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*
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* BP (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
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* On entry, the upper or lower triangle of the symmetric matrix
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* B, packed columnwise in a linear array. The j-th column of B
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* is stored in the array BP as follows:
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* if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
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* if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
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*
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* On exit, the triangular factor U or L from the Cholesky
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* factorization B = U**T*U or B = L*L**T, in the same storage
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* format as B.
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*
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* VL (input) DOUBLE PRECISION
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* VU (input) DOUBLE PRECISION
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* If RANGE='V', the lower and upper bounds of the interval to
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* be searched for eigenvalues. VL < VU.
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* Not referenced if RANGE = 'A' or 'I'.
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*
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* IL (input) INTEGER
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* IU (input) INTEGER
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* If RANGE='I', the indices (in ascending order) of the
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* smallest and largest eigenvalues to be returned.
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* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
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* Not referenced if RANGE = 'A' or 'V'.
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*
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* ABSTOL (input) DOUBLE PRECISION
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* The absolute error tolerance for the eigenvalues.
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* An approximate eigenvalue is accepted as converged
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* when it is determined to lie in an interval [a,b]
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* of width less than or equal to
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*
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* ABSTOL + EPS * max( |a|,|b| ) ,
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*
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* where EPS is the machine precision. If ABSTOL is less than
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* or equal to zero, then EPS*|T| will be used in its place,
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* where |T| is the 1-norm of the tridiagonal matrix obtained
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* by reducing A to tridiagonal form.
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*
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* Eigenvalues will be computed most accurately when ABSTOL is
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* set to twice the underflow threshold 2*DLAMCH('S'), not zero.
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* If this routine returns with INFO>0, indicating that some
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* eigenvectors did not converge, try setting ABSTOL to
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* 2*DLAMCH('S').
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*
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* M (output) INTEGER
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* The total number of eigenvalues found. 0 <= M <= N.
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* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
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*
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* W (output) DOUBLE PRECISION array, dimension (N)
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* On normal exit, the first M elements contain the selected
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* eigenvalues in ascending order.
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*
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* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M))
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* If JOBZ = 'N', then Z is not referenced.
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* If JOBZ = 'V', then if INFO = 0, the first M columns of Z
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* contain the orthonormal eigenvectors of the matrix A
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* corresponding to the selected eigenvalues, with the i-th
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* column of Z holding the eigenvector associated with W(i).
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* The eigenvectors are normalized as follows:
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* if ITYPE = 1 or 2, Z**T*B*Z = I;
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* if ITYPE = 3, Z**T*inv(B)*Z = I.
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*
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* If an eigenvector fails to converge, then that column of Z
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* contains the latest approximation to the eigenvector, and the
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* index of the eigenvector is returned in IFAIL.
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* Note: the user must ensure that at least max(1,M) columns are
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* supplied in the array Z; if RANGE = 'V', the exact value of M
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* is not known in advance and an upper bound must be used.
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*
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* LDZ (input) INTEGER
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* The leading dimension of the array Z. LDZ >= 1, and if
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* JOBZ = 'V', LDZ >= max(1,N).
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*
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* WORK (workspace) DOUBLE PRECISION array, dimension (8*N)
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*
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* IWORK (workspace) INTEGER array, dimension (5*N)
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*
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* IFAIL (output) INTEGER array, dimension (N)
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* If JOBZ = 'V', then if INFO = 0, the first M elements of
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* IFAIL are zero. If INFO > 0, then IFAIL contains the
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* indices of the eigenvectors that failed to converge.
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* If JOBZ = 'N', then IFAIL is not referenced.
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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* > 0: DPPTRF or DSPEVX returned an error code:
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* <= N: if INFO = i, DSPEVX failed to converge;
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* i eigenvectors failed to converge. Their indices
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* are stored in array IFAIL.
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* > N: if INFO = N + i, for 1 <= i <= N, then the leading
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* minor of order i of B is not positive definite.
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* The factorization of B could not be completed and
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* no eigenvalues or eigenvectors were computed.
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*
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* Further Details
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* ===============
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*
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* Based on contributions by
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* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
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*
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* =====================================================================
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*
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* .. Local Scalars ..
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LOGICAL ALLEIG, INDEIG, UPPER, VALEIG, WANTZ
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CHARACTER TRANS
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INTEGER J
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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EXTERNAL LSAME
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* ..
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* .. External Subroutines ..
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EXTERNAL DPPTRF, DSPEVX, DSPGST, DTPMV, DTPSV, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MIN
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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UPPER = LSAME( UPLO, 'U' )
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WANTZ = LSAME( JOBZ, 'V' )
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ALLEIG = LSAME( RANGE, 'A' )
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VALEIG = LSAME( RANGE, 'V' )
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INDEIG = LSAME( RANGE, 'I' )
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*
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INFO = 0
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IF( ITYPE.LT.1 .OR. ITYPE.GT.3 ) THEN
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INFO = -1
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ELSE IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
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INFO = -2
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ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
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INFO = -3
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ELSE IF( .NOT.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
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INFO = -4
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ELSE IF( N.LT.0 ) THEN
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INFO = -5
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ELSE
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IF( VALEIG ) THEN
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IF( N.GT.0 .AND. VU.LE.VL ) THEN
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INFO = -9
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END IF
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ELSE IF( INDEIG ) THEN
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IF( IL.LT.1 ) THEN
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INFO = -10
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ELSE IF( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) THEN
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INFO = -11
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END IF
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END IF
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END IF
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IF( INFO.EQ.0 ) THEN
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IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
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INFO = -16
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END IF
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END IF
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*
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DSPGVX', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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M = 0
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IF( N.EQ.0 )
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$ RETURN
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*
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* Form a Cholesky factorization of B.
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*
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CALL DPPTRF( UPLO, N, BP, INFO )
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IF( INFO.NE.0 ) THEN
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INFO = N + INFO
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RETURN
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END IF
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*
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* Transform problem to standard eigenvalue problem and solve.
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*
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CALL DSPGST( ITYPE, UPLO, N, AP, BP, INFO )
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CALL DSPEVX( JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M,
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$ W, Z, LDZ, WORK, IWORK, IFAIL, INFO )
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*
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IF( WANTZ ) THEN
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*
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* Backtransform eigenvectors to the original problem.
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*
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IF( INFO.GT.0 )
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$ M = INFO - 1
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IF( ITYPE.EQ.1 .OR. ITYPE.EQ.2 ) THEN
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*
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* For A*x=(lambda)*B*x and A*B*x=(lambda)*x;
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* backtransform eigenvectors: x = inv(L)'*y or inv(U)*y
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*
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IF( UPPER ) THEN
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TRANS = 'N'
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ELSE
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TRANS = 'T'
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END IF
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*
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DO 10 J = 1, M
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CALL DTPSV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
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$ 1 )
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10 CONTINUE
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*
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ELSE IF( ITYPE.EQ.3 ) THEN
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*
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* For B*A*x=(lambda)*x;
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* backtransform eigenvectors: x = L*y or U'*y
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*
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IF( UPPER ) THEN
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TRANS = 'T'
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ELSE
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TRANS = 'N'
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END IF
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*
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DO 20 J = 1, M
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CALL DTPMV( UPLO, TRANS, 'Non-unit', N, BP, Z( 1, J ),
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$ 1 )
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20 CONTINUE
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END IF
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END IF
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*
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RETURN
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*
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* End of DSPGVX
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*
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END
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