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280 lines
8.2 KiB
280 lines
8.2 KiB
2 years ago
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*> \brief \b CHPGV
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download CHPGV + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chpgv.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chpgv.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chpgv.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
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* RWORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER JOBZ, UPLO
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* INTEGER INFO, ITYPE, LDZ, N
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* ..
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* .. Array Arguments ..
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* REAL RWORK( * ), W( * )
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* COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> CHPGV computes all the eigenvalues and, optionally, the eigenvectors
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*> of a complex generalized Hermitian-definite eigenproblem, of the form
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*> A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x.
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*> Here A and B are assumed to be Hermitian, stored in packed format,
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*> and B is also positive definite.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] ITYPE
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*> \verbatim
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*> ITYPE is 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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*> \endverbatim
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*>
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*> \param[in] JOBZ
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*> \verbatim
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*> JOBZ is CHARACTER*1
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*> = 'N': Compute eigenvalues only;
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*> = 'V': Compute eigenvalues and eigenvectors.
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*> \endverbatim
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*>
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> = 'U': Upper triangles of A and B are stored;
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*> = 'L': Lower triangles of A and B are stored.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrices A and B. N >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] AP
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*> \verbatim
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*> AP is COMPLEX array, dimension (N*(N+1)/2)
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*> On entry, the upper or lower triangle of the Hermitian 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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*> \endverbatim
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*>
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*> \param[in,out] BP
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*> \verbatim
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*> BP is COMPLEX array, dimension (N*(N+1)/2)
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*> On entry, the upper or lower triangle of the Hermitian 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**H*U or B = L*L**H, in the same storage
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*> format as B.
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*> \endverbatim
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*>
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*> \param[out] W
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*> \verbatim
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*> W is REAL array, dimension (N)
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*> If INFO = 0, the eigenvalues in ascending order.
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*> \endverbatim
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*>
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*> \param[out] Z
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*> \verbatim
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*> Z is COMPLEX array, dimension (LDZ, N)
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*> If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of
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*> eigenvectors. The eigenvectors are normalized as follows:
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*> if ITYPE = 1 or 2, Z**H*B*Z = I;
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*> if ITYPE = 3, Z**H*inv(B)*Z = I.
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*> If JOBZ = 'N', then Z is not referenced.
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*> \endverbatim
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*>
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*> \param[in] LDZ
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*> \verbatim
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*> LDZ is 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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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX array, dimension (max(1, 2*N-1))
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*> \endverbatim
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*>
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*> \param[out] RWORK
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*> \verbatim
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*> RWORK is REAL array, dimension (max(1, 3*N-2))
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is 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: CPPTRF or CHPEV returned an error code:
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*> <= N: if INFO = i, CHPEV failed to converge;
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*> i off-diagonal elements of an intermediate
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*> tridiagonal form did not convergeto zero;
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*> > N: if INFO = N + i, for 1 <= i <= n, then the leading
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*> principal minor of order i of B is not positive.
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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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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup complexOTHEReigen
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*
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* =====================================================================
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SUBROUTINE CHPGV( ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK,
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$ RWORK, INFO )
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*
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* -- LAPACK driver routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER JOBZ, UPLO
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INTEGER INFO, ITYPE, LDZ, N
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* ..
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* .. Array Arguments ..
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REAL RWORK( * ), W( * )
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COMPLEX AP( * ), BP( * ), WORK( * ), Z( LDZ, * )
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* ..
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*
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* =====================================================================
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*
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* .. Local Scalars ..
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LOGICAL UPPER, WANTZ
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CHARACTER TRANS
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INTEGER J, NEIG
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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 CHPEV, CHPGST, CPPTRF, CTPMV, CTPSV, XERBLA
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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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WANTZ = LSAME( JOBZ, 'V' )
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UPPER = LSAME( UPLO, 'U' )
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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.( UPPER .OR. LSAME( UPLO, 'L' ) ) ) THEN
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INFO = -3
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ELSE IF( N.LT.0 ) THEN
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INFO = -4
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ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
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INFO = -9
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'CHPGV ', -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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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 CPPTRF( 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 CHPGST( ITYPE, UPLO, N, AP, BP, INFO )
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CALL CHPEV( JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, 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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NEIG = N
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IF( INFO.GT.0 )
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$ NEIG = 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)**H*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 = 'C'
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END IF
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*
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DO 10 J = 1, NEIG
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CALL CTPSV( 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**H*y
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*
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IF( UPPER ) THEN
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TRANS = 'C'
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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, NEIG
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CALL CTPMV( 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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RETURN
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*
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* End of CHPGV
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*
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END
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