c This matrix diagonalization code was obtained from c www.netlib.org/eispack c subroutine ch(nm,n,ar,ai,w,matz,zr,zi,fv1,fv2,fm1,ierr) c integer i,j,n,nm,ierr,matz real ar(nm,n),ai(nm,n),w(n),zr(nm,n),zi(nm,n), x fv1(n),fv2(n),fm1(2,n) c c this subroutine calls the recommended sequence of c subroutines from the eigensystem subroutine package (eispack) c to find the eigenvalues and eigenvectors (if desired) c of a complex hermitian matrix. c c on input- c c nm must be set to the row dimension of the two-dimensional c array parameters as declared in the calling program c dimension statement, c c n is the order of the matrix a=(ar,ai), c c ar and ai contain the real and imaginary parts, c respectively, of the complex hermitian matrix, c c matz is an integer variable set equal to zero if c only eigenvalues are desired, otherwise it is set to c any non-zero integer for both eigenvalues and eigenvectors. c c on output- c c ar and ai contain information about the unitary transformations c used in the reduction to tridiagonal form in their full c lower triangles. their c strict upper triangles and the diagonal of ar are unaltered, c c w contains the eigenvalues in ascending order, c c zr and zi contain the real and imaginary parts, c respectively, of the eigenvectors if matz is not zero, c c ierr is an integer output variable set equal to an c error completion code described in section 2b of the c documentation. the normal completion code is zero, c c fv1, fv2, and fm1 are temporary storage arrays. c c questions and comments should be directed to b. s. garbow, c applied mathematics division, argonne national laboratory c c ------------------------------------------------------------------ c c c if (n .le. nm) go to 10 ierr = 10 * n go to 50 c 10 call htridi(nm,n,ar,ai,w,fv1,fv2,fm1) if (matz .ne. 0) go to 20 c .......... find eigenvalues only .......... call tqlrat(n,w,fv2,ierr) go to 50 c .......... find both eigenvalues and eigenvectors .......... 20 do 40 i = 1, n c do 30 j = 1, n zr(j,i) = 0.0 30 continue c zr(i,i) = 1.0 40 continue c call tql2(nm,n,w,fv1,zr,ierr) if (ierr .ne. 0) go to 50 call htribk(nm,n,ar,ai,fm1,n,zr,zi) 50 return end c c ---------------------------------------------------------------- c subroutine htridi(nm,n,ar,ai,d,e,e2,tau) c integer i,j,k,l,n,ii,nm,jp1 real ar(nm,n),ai(nm,n),d(n),e(n),e2(n),tau(2,n) real f,g,h,fi,gi,hh,si,scale c real sqrt,cabs,abs c complex cmplx c c this subroutine is a translation of a complex analogue of c the algol procedure tred1, num. math. 11, 181-195(1968) c by martin, reinsch, and wilkinson. c handbook for auto. comp., vol.ii-linear algebra, 212-226(1971). c c this subroutine reduces a complex hermitian matrix c to a real symmetric tridiagonal matrix using c unitary similarity transformations. c c on input- c c nm must be set to the row dimension of two-dimensional c array parameters as declared in the calling program c dimension statement, c c n is the order of the matrix, c c ar and ai contain the real and imaginary parts, c respectively, of the complex hermitian input matrix. c only the lower triangle of the matrix need be supplied. c c on output- c c ar and ai contain information about the unitary trans- c formations used in the reduction in their full lower c triangles. their strict upper triangles and the c diagonal of ar are unaltered, c c d contains the diagonal elements of the the tridiagonal matrix, c c e contains the subdiagonal elements of the tridiagonal c matrix in its last n-1 positions. e(1) is set to zero, c c e2 contains the squares of the corresponding elements of e. c e2 may coincide with e if the squares are not needed, c c tau contains further information about the transformations. c c arithmetic is real except for the use of the subroutines c cabs and cmplx in computing complex absolute values. c c questions and comments should be directed to b. s. garbow, c applied mathematics division, argonne national laboratory c c ------------------------------------------------------------------ c c c tau(1,n) = 1.0 tau(2,n) = 0.0 c do 100 i = 1, n 100 d(i) = ar(i,i) c .......... for i=n step -1 until 1 do -- .......... do 300 ii = 1, n i = n + 1 - ii l = i - 1 h = 0.0 scale = 0.0 if (l .lt. 1) go to 130 c .......... scale row (algol tol then not needed) .......... do 120 k = 1, l 120 scale = scale + abs(ar(i,k)) + abs(ai(i,k)) c if (scale .ne. 0.0) go to 140 tau(1,l) = 1.0 tau(2,l) = 0.0 130 e(i) = 0.0 e2(i) = 0.0 go to 290 c 140 do 150 k = 1, l ar(i,k) = ar(i,k) / scale ai(i,k) = ai(i,k) / scale h = h + ar(i,k) * ar(i,k) + ai(i,k) * ai(i,k) 150 continue c e2(i) = scale * scale * h g = sqrt(h) e(i) = scale * g f = cabs(cmplx(ar(i,l),ai(i,l))) c .......... form next diagonal element of matrix t .......... if (f .eq. 0.0) go to 160 tau(1,l) = (ai(i,l) * tau(2,i) - ar(i,l) * tau(1,i)) / f si = (ar(i,l) * tau(2,i) + ai(i,l) * tau(1,i)) / f h = h + f * g g = 1.0 + g / f ar(i,l) = g * ar(i,l) ai(i,l) = g * ai(i,l) if (l .eq. 1) go to 270 go to 170 160 tau(1,l) = -tau(1,i) si = tau(2,i) ar(i,l) = g 170 f = 0.0 c do 240 j = 1, l g = 0.0 gi = 0.0 c .......... form element of a*u .......... do 180 k = 1, j g = g + ar(j,k) * ar(i,k) + ai(j,k) * ai(i,k) gi = gi - ar(j,k) * ai(i,k) + ai(j,k) * ar(i,k) 180 continue c jp1 = j + 1 if (l .lt. jp1) go to 220 c do 200 k = jp1, l g = g + ar(k,j) * ar(i,k) - ai(k,j) * ai(i,k) gi = gi - ar(k,j) * ai(i,k) - ai(k,j) * ar(i,k) 200 continue c .......... form element of p .......... 220 e(j) = g / h tau(2,j) = gi / h f = f + e(j) * ar(i,j) - tau(2,j) * ai(i,j) 240 continue c hh = f / (h + h) c .......... form reduced a .......... do 260 j = 1, l f = ar(i,j) g = e(j) - hh * f e(j) = g fi = -ai(i,j) gi = tau(2,j) - hh * fi tau(2,j) = -gi c do 260 k = 1, j ar(j,k) = ar(j,k) - f * e(k) - g * ar(i,k) x + fi * tau(2,k) + gi * ai(i,k) ai(j,k) = ai(j,k) - f * tau(2,k) - g * ai(i,k) x - fi * e(k) - gi * ar(i,k) 260 continue c 270 do 280 k = 1, l ar(i,k) = scale * ar(i,k) ai(i,k) = scale * ai(i,k) 280 continue c tau(2,l) = -si 290 hh = d(i) d(i) = ar(i,i) ar(i,i) = hh ai(i,i) = scale * sqrt(h) 300 continue c return end c c ------------------------------------------------------------------ c subroutine tqlrat(n,d,e2,ierr) c integer i,j,l,m,n,ii,l1,mml,ierr real d(n),e2(n) real b,c,f,g,h,p,r,s,machep c real sqrt,abs,sign c c this subroutine is a translation of the algol procedure tqlrat, c algorithm 464, comm. acm 16, 689(1973) by reinsch. c c this subroutine finds the eigenvalues of a symmetric c tridiagonal matrix by the rational ql method. c c on input- c c n is the order of the matrix, c c d contains the diagonal elements of the input matrix, c c e2 contains the squares of the subdiagonal elements of the c input matrix in its last n-1 positions. e2(1) is arbitrary. c c on output- c c d contains the eigenvalues in ascending order. if an c error exit is made, the eigenvalues are correct and c ordered for indices 1,2,...ierr-1, but may not be c the smallest eigenvalues, c c e2 has been destroyed, c c ierr is set to c zero for normal return, c j if the j-th eigenvalue has not been c determined after 30 iterations. c c questions and comments should be directed to b. s. garbow, c applied mathematics division, argonne national laboratory c c ------------------------------------------------------------------ c c .......... machep is a machine dependent parameter specifying c the relative precision of floating point arithmetic. c .......... machep = 2.**(-47) c ierr = 0 if (n .eq. 1) go to 1001 c do 100 i = 2, n 100 e2(i-1) = e2(i) c f = 0.0 b = 0.0 e2(n) = 0.0 c do 290 l = 1, n j = 0 h = machep * (abs(d(l)) + sqrt(e2(l))) if (b .gt. h) go to 105 b = h c = b * b c .......... look for small squared sub-diagonal element .......... 105 do 110 m = l, n if (e2(m) .le. c) go to 120 c .......... e2(n) is always zero, so there is no exit c through the bottom of the loop .......... 110 continue c 120 if (m .eq. l) go to 210 130 if (j .eq. 30) go to 1000 j = j + 1 c .......... form shift .......... l1 = l + 1 s = sqrt(e2(l)) g = d(l) p = (d(l1) - g) / (2.0 * s) r = sqrt(p*p+1.0) d(l) = s / (p + sign(r,p)) h = g - d(l) c do 140 i = l1, n 140 d(i) = d(i) - h c f = f + h c .......... rational ql transformation .......... g = d(m) if (g .eq. 0.0) g = b h = g s = 0.0 mml = m - l c .......... for i=m-1 step -1 until l do -- .......... do 200 ii = 1, mml i = m - ii p = g * h r = p + e2(i) e2(i+1) = s * r s = e2(i) / r d(i+1) = h + s * (h + d(i)) g = d(i) - e2(i) / g if (g .eq. 0.0) g = b h = g * p / r 200 continue c c e2(l) = s * g d(l) = h c .......... guard against underflow in convergence test .......... if (h .eq. 0.0) go to 210 if (abs(e2(l)) .le. abs(c/h)) go to 210 e2(l) = h * e2(l) if (e2(l) .ne. 0.0) go to 130 210 p = d(l) + f c ......... order eigenvalues .......... if (l .eq. 1) go to 250 c .......... for i=l step -1 until 2 do -- .......... do 230 ii = 2, l i = l + 2 - ii if (p .ge. d(i-1)) go to 270 d(i) = d(i-1) 230 continue c 250 i = 1 270 d(i) = p 290 continue c go to 1001 c .......... set error -- no convergence to an c eigenvalue after 30 iterations ********** 1000 ierr = l 1001 return end c c ------------------------------------------------------------------ c subroutine tql2(nm,n,d,e,z,ierr) c integer i,j,k,l,m,n,ii,l1,nm,mml,ierr real d(n),e(n),z(nm,n) real b,c,f,g,h,p,r,s,machep c real sqrt,abs,sign c c this subroutine is a translation of the algol procedure tql2, c num. math. 11, 293-306(1968) by bowdler, martin, reinsch, and c wilkinson. c handbook for auto. comp., vol.ii-linear algebra, 227-240(1971). c c this subroutine finds the eigenvalues and eigenvectors c of a symmetric tridiagonal matrix by the ql method. c the eigenvectors of a full symmetric matrix can also c be found if tred2 has been used to reduce this c full matrix to tridiagonal form. c c on input- c c nm must be set to the row dimension of two-dimensional c array parameters as declared in the calling program c dimension statement, c c n is the order of the matrix, c c d contains the diagonal elements of the input matrix, c c e contains the subdiagonal elements of the input matrix c in its last n-1 positions. e(1) is arbitrary, c c z contains the transformation matrix produced in the c reduction by tred2, if performed. if the eigenvectors c of the tridiagonal matrix are desired, z must contain c the identity matrix. c c on output- c c d contains the eigenvalues in ascending order. if an c error exit is made, the eigenvalues are correct but c unordered for indices 1,2,...,ierr-1, c c e has been destroyed, c c z contains orthonormal eigenvectors of the symmetric c tridiagonal (or full) matrix. if an error exit is made, c z contains the eigenvectors associated with the stored c eigenvalues, c c ierr is set to c zero for normal return, c j if the j-th eigenvalue has not been c determined after 30 iterations. c c questions and comments should be directed to b. s. garbow, c applied mathematics division, argonne national laboratory c c ------------------------------------------------------------------ c c .......... machep is a machine dependent parameter specifying c the relative precision of floating point arithmetic. c .......... machep = 2.**(-47) c ierr = 0 if (n .eq. 1) go to 1001 c do 100 i = 2, n 100 e(i-1) = e(i) c f = 0.0 b = 0.0 e(n) = 0.0 c do 240 l = 1, n j = 0 h = machep * (abs(d(l)) + abs(e(l))) if (b .lt. h) b = h c .......... look for small sub-diagonal element .......... do 110 m = l, n if (abs(e(m)) .le. b) go to 120 c .......... e(n) is always zero, so there is no exit c through the bottom of the loop .......... 110 continue c 120 if (m .eq. l) go to 220 130 if (j .eq. 30) go to 1000 j = j + 1 c ........ form shift .......... l1 = l + 1 g = d(l) p = (d(l1) - g) / (2.0 * e(l)) r = sqrt(p*p+1.0) d(l) = e(l) / (p + sign(r,p)) h = g - d(l) c do 140 i = l1, n 140 d(i) = d(i) - h c f = f + h c .......... ql transformation .......... p = d(m) c = 1.0 s = 0.0 mml = m - l c .......... for i=m-1 step -1 until l do -- .......... do 200 ii = 1, mml i = m - ii g = c * e(i) h = c * p if (abs(p) .lt. abs(e(i))) go to 150 c = e(i) / p r = sqrt(c*c+1.0) e(i+1) = s * p * r s = c / r c = 1.0 / r go to 160 150 c = p / e(i) r = sqrt(c*c+1.0) e(i+1) = s * e(i) * r s = 1.0 / r c = c * s 160 p = c * d(i) - s * g d(i+1) = h + s * (c * g + s * d(i)) c .......... form vector .......... do 180 k = 1, n h = z(k,i+1) z(k,i+1) = s * z(k,i) + c * h z(k,i) = c * z(k,i) - s * h 180 continue c 200 continue c e(l) = s * p d(l) = c * p if (abs(e(l)) .gt. b) go to 130 220 d(l) = d(l) + f 240 continue c .......... order eigenvalues and eigenvectors .......... do 300 ii = 2, n i = ii - 1 k = i p = d(i) c do 260 j = ii, n if (d(j) .ge. p) go to 260 k = j p = d(j) 260 continue c if (k .eq. i) go to 300 d(k) = d(i) d(i) = p c do 280 j = 1, n p = z(j,i) z(j,i) = z(j,k) z(j,k) = p 280 continue c 300 continue c go to 1001 c .......... set error -- no convergence to an c eigenvalue after 30 iterations .......... 1000 ierr = l 1001 return end c c ------------------------------------------------------------------ c subroutine htribk(nm,n,ar,ai,tau,m,zr,zi) c integer i,j,k,l,m,n,nm real ar(nm,n),ai(nm,n),tau(2,n),zr(nm,m),zi(nm,m) real h,s,si c c this subroutine is a translation of a complex analogue of c the algol procedure trbak1, num. math. 11, 181-195(1968) c by martin, reinsch, and wilkinson. c handbook for auto. comp., vol.ii-linear algebra, 212-226(1971). c c this subroutine forms the eigenvectors of a complex hermitian c matrix by back transforming those of the corresponding c real symmetric tridiagonal matrix determined by htridi. c c on input- c c nm must be set to the row dimension of two-dimensional c array parameters as declared in the calling program c dimension statement, c c n is the order of the matrix, c c ar and ai contain information about the unitary trans- c formations used in the reduction by htridi in their c full lower triangles except for the diagonal of ar, c c tau contains further information about the transformations, c c m is the number of eigenvectors to be back transformed, c c zr contains the eigenvectors to be back transformed c in its first m columns. c c on output- c c zr and zi contain the real and imaginary parts, c respectively, of the transformed eigenvectors c in their first m columns. c c note that the last component of each returned vector c is real and that vector euclidean norms are preserved. c c questions and comments should be directed to b. s. garbow, c applied mathematics division, argonne national laboratory c c ------------------------------------------------------------------ c if (m .eq. 0) go to 200 c .......... transform the eigenvectors of the real symmetric c tridiagonal matrix to those of the hermitian c tridiagonal matrix. .......... do 50 k = 1, n c do 50 j = 1, m zi(k,j) = -zr(k,j) * tau(2,k) zr(k,j) = zr(k,j) * tau(1,k) 50 continue c if (n .eq. 1) go to 200 c .......... recover and apply the householder matrices .......... do 140 i = 2, n l = i - 1 h = ai(i,i) if (h .eq. 0.0) go to 140 c do 130 j = 1, m s = 0.0 si = 0.0 c do 110 k = 1, l s = s + ar(i,k) * zr(k,j) - ai(i,k) * zi(k,j) si = si + ar(i,k) * zi(k,j) + ai(i,k) * zr(k,j) 110 continue c .......... double divisions avoid possible underflow .......... s = (s / h) / h si = (si / h) / h c do 120 k = 1, l zr(k,j) = zr(k,j) - s * ar(i,k) - si * ai(i,k) zi(k,j) = zi(k,j) - si * ar(i,k) + s * ai(i,k) 120 continue c 130 continue c 140 continue c 200 return end