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/* dstemr.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "clapack.h"
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/* Table of constant values */
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static integer c__1 = 1;
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static doublereal c_b18 = .001;
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/* Subroutine */ int dstemr_(char *jobz, char *range, integer *n, doublereal *
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d__, doublereal *e, doublereal *vl, doublereal *vu, integer *il,
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integer *iu, integer *m, doublereal *w, doublereal *z__, integer *ldz,
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integer *nzc, integer *isuppz, logical *tryrac, doublereal *work,
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integer *lwork, integer *iwork, integer *liwork, integer *info)
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{
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/* System generated locals */
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integer z_dim1, z_offset, i__1, i__2;
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doublereal d__1, d__2;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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integer i__, j;
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doublereal r1, r2;
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integer jj;
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doublereal cs;
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integer in;
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doublereal sn, wl, wu;
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integer iil, iiu;
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doublereal eps, tmp;
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integer indd, iend, jblk, wend;
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doublereal rmin, rmax;
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integer itmp;
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doublereal tnrm;
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extern /* Subroutine */ int dlae2_(doublereal *, doublereal *, doublereal
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*, doublereal *, doublereal *);
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integer inde2, itmp2;
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doublereal rtol1, rtol2;
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
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integer *);
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doublereal scale;
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integer indgp;
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extern logical lsame_(char *, char *);
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integer iinfo, iindw, ilast;
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extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *), dswap_(integer *, doublereal *, integer
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*, doublereal *, integer *);
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integer lwmin;
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logical wantz;
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extern /* Subroutine */ int dlaev2_(doublereal *, doublereal *,
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doublereal *, doublereal *, doublereal *, doublereal *,
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doublereal *);
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extern doublereal dlamch_(char *);
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logical alleig;
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integer ibegin;
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logical indeig;
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integer iindbl;
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logical valeig;
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extern /* Subroutine */ int dlarrc_(char *, integer *, doublereal *,
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doublereal *, doublereal *, doublereal *, doublereal *, integer *,
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integer *, integer *, integer *), dlarre_(char *,
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integer *, doublereal *, doublereal *, integer *, integer *,
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doublereal *, doublereal *, doublereal *, doublereal *,
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doublereal *, doublereal *, integer *, integer *, integer *,
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doublereal *, doublereal *, doublereal *, integer *, integer *,
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doublereal *, doublereal *, doublereal *, integer *, integer *);
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integer wbegin;
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doublereal safmin;
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extern /* Subroutine */ int dlarrj_(integer *, doublereal *, doublereal *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, doublereal *, integer *, doublereal *, doublereal *,
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integer *), xerbla_(char *, integer *);
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doublereal bignum;
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integer inderr, iindwk, indgrs, offset;
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extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *);
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extern /* Subroutine */ int dlarrr_(integer *, doublereal *, doublereal *,
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integer *), dlarrv_(integer *, doublereal *, doublereal *,
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doublereal *, doublereal *, doublereal *, integer *, integer *,
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integer *, integer *, doublereal *, doublereal *, doublereal *,
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doublereal *, doublereal *, doublereal *, integer *, integer *,
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doublereal *, doublereal *, integer *, integer *, doublereal *,
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integer *, integer *), dlasrt_(char *, integer *, doublereal *,
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integer *);
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doublereal thresh;
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integer iinspl, ifirst, indwrk, liwmin, nzcmin;
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doublereal pivmin;
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integer nsplit;
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doublereal smlnum;
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logical lquery, zquery;
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/* -- LAPACK computational routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DSTEMR computes selected eigenvalues and, optionally, eigenvectors */
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/* of a real symmetric tridiagonal matrix T. Any such unreduced matrix has */
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/* a well defined set of pairwise different real eigenvalues, the corresponding */
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/* real eigenvectors are pairwise orthogonal. */
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/* The spectrum may be computed either completely or partially by specifying */
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/* either an interval (VL,VU] or a range of indices IL:IU for the desired */
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/* eigenvalues. */
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/* Depending on the number of desired eigenvalues, these are computed either */
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/* by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are */
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/* computed by the use of various suitable L D L^T factorizations near clusters */
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/* of close eigenvalues (referred to as RRRs, Relatively Robust */
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|
/* Representations). An informal sketch of the algorithm follows. */
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/* For each unreduced block (submatrix) of T, */
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/* (a) Compute T - sigma I = L D L^T, so that L and D */
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/* define all the wanted eigenvalues to high relative accuracy. */
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/* This means that small relative changes in the entries of D and L */
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/* cause only small relative changes in the eigenvalues and */
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/* eigenvectors. The standard (unfactored) representation of the */
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/* tridiagonal matrix T does not have this property in general. */
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/* (b) Compute the eigenvalues to suitable accuracy. */
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/* If the eigenvectors are desired, the algorithm attains full */
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|
/* accuracy of the computed eigenvalues only right before */
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/* the corresponding vectors have to be computed, see steps c) and d). */
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/* (c) For each cluster of close eigenvalues, select a new */
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/* shift close to the cluster, find a new factorization, and refine */
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/* the shifted eigenvalues to suitable accuracy. */
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/* (d) For each eigenvalue with a large enough relative separation compute */
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/* the corresponding eigenvector by forming a rank revealing twisted */
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/* factorization. Go back to (c) for any clusters that remain. */
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/* For more details, see: */
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/* - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations */
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|
/* to compute orthogonal eigenvectors of symmetric tridiagonal matrices," */
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|
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/* Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. */
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/* - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and */
|
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|
|
/* Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, */
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|
|
/* 2004. Also LAPACK Working Note 154. */
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|
|
/* - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric */
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|
/* tridiagonal eigenvalue/eigenvector problem", */
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|
|
/* Computer Science Division Technical Report No. UCB/CSD-97-971, */
|
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|
|
/* UC Berkeley, May 1997. */
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/* Notes: */
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|
|
/* 1.DSTEMR works only on machines which follow IEEE-754 */
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|
/* floating-point standard in their handling of infinities and NaNs. */
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|
/* This permits the use of efficient inner loops avoiding a check for */
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|
/* zero divisors. */
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/* Arguments */
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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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/* 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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/* N (input) INTEGER */
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/* The order of the matrix. N >= 0. */
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/* D (input/output) DOUBLE PRECISION array, dimension (N) */
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/* On entry, the N diagonal elements of the tridiagonal matrix */
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|
/* T. On exit, D is overwritten. */
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/* E (input/output) DOUBLE PRECISION array, dimension (N) */
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|
/* On entry, the (N-1) subdiagonal elements of the tridiagonal */
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|
/* matrix T in elements 1 to N-1 of E. E(N) need not be set on */
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/* input, but is used internally as workspace. */
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/* On exit, E is overwritten. */
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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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/* 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. */
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|
/* Not referenced if RANGE = 'A' or 'V'. */
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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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/* W (output) DOUBLE PRECISION array, dimension (N) */
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|
/* The first M elements contain the selected eigenvalues in */
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/* ascending order. */
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/* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M) ) */
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|
/* If JOBZ = 'V', and if INFO = 0, then the first M columns of Z */
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|
/* contain the orthonormal eigenvectors of the matrix T */
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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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|
/* If JOBZ = 'N', then Z is not referenced. */
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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 can be computed with a workspace */
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|
/* query by setting NZC = -1, see below. */
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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', then LDZ >= max(1,N). */
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|
/* NZC (input) INTEGER */
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|
/* The number of eigenvectors to be held in the array Z. */
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|
/* If RANGE = 'A', then NZC >= max(1,N). */
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|
/* If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]. */
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|
/* If RANGE = 'I', then NZC >= IU-IL+1. */
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|
/* If NZC = -1, then a workspace query is assumed; the */
|
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|
|
/* routine calculates the number of columns of the array Z that */
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|
|
/* are needed to hold the eigenvectors. */
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|
/* This value is returned as the first entry of the Z array, and */
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|
|
/* no error message related to NZC is issued by XERBLA. */
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|
|
/* ISUPPZ (output) INTEGER ARRAY, dimension ( 2*max(1,M) ) */
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|
/* The support of the eigenvectors in Z, i.e., the indices */
|
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|
|
/* indicating the nonzero elements in Z. The i-th computed eigenvector */
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|
/* is nonzero only in elements ISUPPZ( 2*i-1 ) through */
|
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|
|
/* ISUPPZ( 2*i ). This is relevant in the case when the matrix */
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|
/* is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. */
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|
/* TRYRAC (input/output) LOGICAL */
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|
|
/* If TRYRAC.EQ..TRUE., indicates that the code should check whether */
|
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|
|
/* the tridiagonal matrix defines its eigenvalues to high relative */
|
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|
|
/* accuracy. If so, the code uses relative-accuracy preserving */
|
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|
|
/* algorithms that might be (a bit) slower depending on the matrix. */
|
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|
|
/* If the matrix does not define its eigenvalues to high relative */
|
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|
|
/* accuracy, the code can uses possibly faster algorithms. */
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|
|
/* If TRYRAC.EQ..FALSE., the code is not required to guarantee */
|
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|
/* relatively accurate eigenvalues and can use the fastest possible */
|
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|
/* techniques. */
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|
/* On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix */
|
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|
|
/* does not define its eigenvalues to high relative accuracy. */
|
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|
/* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) */
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|
/* On exit, if INFO = 0, WORK(1) returns the optimal */
|
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|
|
/* (and minimal) LWORK. */
|
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|
|
/* LWORK (input) INTEGER */
|
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|
|
/* The dimension of the array WORK. LWORK >= max(1,18*N) */
|
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|
|
/* if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'. */
|
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|
|
/* If LWORK = -1, then a workspace query is assumed; the routine */
|
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|
|
/* only calculates the optimal size of the WORK array, returns */
|
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|
|
/* this value as the first entry of the WORK array, and no error */
|
|
|
|
/* message related to LWORK is issued by XERBLA. */
|
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|
|
|
|
|
|
/* IWORK (workspace/output) INTEGER array, dimension (LIWORK) */
|
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|
|
/* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */
|
|
|
|
|
|
|
|
/* LIWORK (input) INTEGER */
|
|
|
|
/* The dimension of the array IWORK. LIWORK >= max(1,10*N) */
|
|
|
|
/* if the eigenvectors are desired, and LIWORK >= max(1,8*N) */
|
|
|
|
/* if only the eigenvalues are to be computed. */
|
|
|
|
/* If LIWORK = -1, then a workspace query is assumed; the */
|
|
|
|
/* routine only calculates the optimal size of the IWORK array, */
|
|
|
|
/* returns this value as the first entry of the IWORK array, and */
|
|
|
|
/* no error message related to LIWORK is issued by XERBLA. */
|
|
|
|
|
|
|
|
/* INFO (output) INTEGER */
|
|
|
|
/* On exit, INFO */
|
|
|
|
/* = 0: successful exit */
|
|
|
|
/* < 0: if INFO = -i, the i-th argument had an illegal value */
|
|
|
|
/* > 0: if INFO = 1X, internal error in DLARRE, */
|
|
|
|
/* if INFO = 2X, internal error in DLARRV. */
|
|
|
|
/* Here, the digit X = ABS( IINFO ) < 10, where IINFO is */
|
|
|
|
/* the nonzero error code returned by DLARRE or */
|
|
|
|
/* DLARRV, respectively. */
|
|
|
|
|
|
|
|
|
|
|
|
/* Further Details */
|
|
|
|
/* =============== */
|
|
|
|
|
|
|
|
/* Based on contributions by */
|
|
|
|
/* Beresford Parlett, University of California, Berkeley, USA */
|
|
|
|
/* Jim Demmel, University of California, Berkeley, USA */
|
|
|
|
/* Inderjit Dhillon, University of Texas, Austin, USA */
|
|
|
|
/* Osni Marques, LBNL/NERSC, USA */
|
|
|
|
/* Christof Voemel, University of California, Berkeley, USA */
|
|
|
|
|
|
|
|
/* ===================================================================== */
|
|
|
|
|
|
|
|
/* .. Parameters .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Local Scalars .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. External Functions .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. External Subroutines .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Intrinsic Functions .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Executable Statements .. */
|
|
|
|
|
|
|
|
/* Test the input parameters. */
|
|
|
|
|
|
|
|
/* Parameter adjustments */
|
|
|
|
--d__;
|
|
|
|
--e;
|
|
|
|
--w;
|
|
|
|
z_dim1 = *ldz;
|
|
|
|
z_offset = 1 + z_dim1;
|
|
|
|
z__ -= z_offset;
|
|
|
|
--isuppz;
|
|
|
|
--work;
|
|
|
|
--iwork;
|
|
|
|
|
|
|
|
/* Function Body */
|
|
|
|
wantz = lsame_(jobz, "V");
|
|
|
|
alleig = lsame_(range, "A");
|
|
|
|
valeig = lsame_(range, "V");
|
|
|
|
indeig = lsame_(range, "I");
|
|
|
|
|
|
|
|
lquery = *lwork == -1 || *liwork == -1;
|
|
|
|
zquery = *nzc == -1;
|
|
|
|
/* DSTEMR needs WORK of size 6*N, IWORK of size 3*N. */
|
|
|
|
/* In addition, DLARRE needs WORK of size 6*N, IWORK of size 5*N. */
|
|
|
|
/* Furthermore, DLARRV needs WORK of size 12*N, IWORK of size 7*N. */
|
|
|
|
if (wantz) {
|
|
|
|
lwmin = *n * 18;
|
|
|
|
liwmin = *n * 10;
|
|
|
|
} else {
|
|
|
|
/* need less workspace if only the eigenvalues are wanted */
|
|
|
|
lwmin = *n * 12;
|
|
|
|
liwmin = *n << 3;
|
|
|
|
}
|
|
|
|
wl = 0.;
|
|
|
|
wu = 0.;
|
|
|
|
iil = 0;
|
|
|
|
iiu = 0;
|
|
|
|
if (valeig) {
|
|
|
|
/* We do not reference VL, VU in the cases RANGE = 'I','A' */
|
|
|
|
/* The interval (WL, WU] contains all the wanted eigenvalues. */
|
|
|
|
/* It is either given by the user or computed in DLARRE. */
|
|
|
|
wl = *vl;
|
|
|
|
wu = *vu;
|
|
|
|
} else if (indeig) {
|
|
|
|
/* We do not reference IL, IU in the cases RANGE = 'V','A' */
|
|
|
|
iil = *il;
|
|
|
|
iiu = *iu;
|
|
|
|
}
|
|
|
|
|
|
|
|
*info = 0;
|
|
|
|
if (! (wantz || lsame_(jobz, "N"))) {
|
|
|
|
*info = -1;
|
|
|
|
} else if (! (alleig || valeig || indeig)) {
|
|
|
|
*info = -2;
|
|
|
|
} else if (*n < 0) {
|
|
|
|
*info = -3;
|
|
|
|
} else if (valeig && *n > 0 && wu <= wl) {
|
|
|
|
*info = -7;
|
|
|
|
} else if (indeig && (iil < 1 || iil > *n)) {
|
|
|
|
*info = -8;
|
|
|
|
} else if (indeig && (iiu < iil || iiu > *n)) {
|
|
|
|
*info = -9;
|
|
|
|
} else if (*ldz < 1 || wantz && *ldz < *n) {
|
|
|
|
*info = -13;
|
|
|
|
} else if (*lwork < lwmin && ! lquery) {
|
|
|
|
*info = -17;
|
|
|
|
} else if (*liwork < liwmin && ! lquery) {
|
|
|
|
*info = -19;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Get machine constants. */
|
|
|
|
|
|
|
|
safmin = dlamch_("Safe minimum");
|
|
|
|
eps = dlamch_("Precision");
|
|
|
|
smlnum = safmin / eps;
|
|
|
|
bignum = 1. / smlnum;
|
|
|
|
rmin = sqrt(smlnum);
|
|
|
|
/* Computing MIN */
|
|
|
|
d__1 = sqrt(bignum), d__2 = 1. / sqrt(sqrt(safmin));
|
|
|
|
rmax = min(d__1,d__2);
|
|
|
|
|
|
|
|
if (*info == 0) {
|
|
|
|
work[1] = (doublereal) lwmin;
|
|
|
|
iwork[1] = liwmin;
|
|
|
|
|
|
|
|
if (wantz && alleig) {
|
|
|
|
nzcmin = *n;
|
|
|
|
} else if (wantz && valeig) {
|
|
|
|
dlarrc_("T", n, vl, vu, &d__[1], &e[1], &safmin, &nzcmin, &itmp, &
|
|
|
|
itmp2, info);
|
|
|
|
} else if (wantz && indeig) {
|
|
|
|
nzcmin = iiu - iil + 1;
|
|
|
|
} else {
|
|
|
|
/* WANTZ .EQ. FALSE. */
|
|
|
|
nzcmin = 0;
|
|
|
|
}
|
|
|
|
if (zquery && *info == 0) {
|
|
|
|
z__[z_dim1 + 1] = (doublereal) nzcmin;
|
|
|
|
} else if (*nzc < nzcmin && ! zquery) {
|
|
|
|
*info = -14;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
if (*info != 0) {
|
|
|
|
|
|
|
|
i__1 = -(*info);
|
|
|
|
xerbla_("DSTEMR", &i__1);
|
|
|
|
|
|
|
|
return 0;
|
|
|
|
} else if (lquery || zquery) {
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Handle N = 0, 1, and 2 cases immediately */
|
|
|
|
|
|
|
|
*m = 0;
|
|
|
|
if (*n == 0) {
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (*n == 1) {
|
|
|
|
if (alleig || indeig) {
|
|
|
|
*m = 1;
|
|
|
|
w[1] = d__[1];
|
|
|
|
} else {
|
|
|
|
if (wl < d__[1] && wu >= d__[1]) {
|
|
|
|
*m = 1;
|
|
|
|
w[1] = d__[1];
|
|
|
|
}
|
|
|
|
}
|
|
|
|
if (wantz && ! zquery) {
|
|
|
|
z__[z_dim1 + 1] = 1.;
|
|
|
|
isuppz[1] = 1;
|
|
|
|
isuppz[2] = 1;
|
|
|
|
}
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (*n == 2) {
|
|
|
|
if (! wantz) {
|
|
|
|
dlae2_(&d__[1], &e[1], &d__[2], &r1, &r2);
|
|
|
|
} else if (wantz && ! zquery) {
|
|
|
|
dlaev2_(&d__[1], &e[1], &d__[2], &r1, &r2, &cs, &sn);
|
|
|
|
}
|
|
|
|
if (alleig || valeig && r2 > wl && r2 <= wu || indeig && iil == 1) {
|
|
|
|
++(*m);
|
|
|
|
w[*m] = r2;
|
|
|
|
if (wantz && ! zquery) {
|
|
|
|
z__[*m * z_dim1 + 1] = -sn;
|
|
|
|
z__[*m * z_dim1 + 2] = cs;
|
|
|
|
/* Note: At most one of SN and CS can be zero. */
|
|
|
|
if (sn != 0.) {
|
|
|
|
if (cs != 0.) {
|
|
|
|
isuppz[(*m << 1) - 1] = 1;
|
|
|
|
isuppz[(*m << 1) - 1] = 2;
|
|
|
|
} else {
|
|
|
|
isuppz[(*m << 1) - 1] = 1;
|
|
|
|
isuppz[(*m << 1) - 1] = 1;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
isuppz[(*m << 1) - 1] = 2;
|
|
|
|
isuppz[*m * 2] = 2;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
if (alleig || valeig && r1 > wl && r1 <= wu || indeig && iiu == 2) {
|
|
|
|
++(*m);
|
|
|
|
w[*m] = r1;
|
|
|
|
if (wantz && ! zquery) {
|
|
|
|
z__[*m * z_dim1 + 1] = cs;
|
|
|
|
z__[*m * z_dim1 + 2] = sn;
|
|
|
|
/* Note: At most one of SN and CS can be zero. */
|
|
|
|
if (sn != 0.) {
|
|
|
|
if (cs != 0.) {
|
|
|
|
isuppz[(*m << 1) - 1] = 1;
|
|
|
|
isuppz[(*m << 1) - 1] = 2;
|
|
|
|
} else {
|
|
|
|
isuppz[(*m << 1) - 1] = 1;
|
|
|
|
isuppz[(*m << 1) - 1] = 1;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
isuppz[(*m << 1) - 1] = 2;
|
|
|
|
isuppz[*m * 2] = 2;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
/* Continue with general N */
|
|
|
|
indgrs = 1;
|
|
|
|
inderr = (*n << 1) + 1;
|
|
|
|
indgp = *n * 3 + 1;
|
|
|
|
indd = (*n << 2) + 1;
|
|
|
|
inde2 = *n * 5 + 1;
|
|
|
|
indwrk = *n * 6 + 1;
|
|
|
|
|
|
|
|
iinspl = 1;
|
|
|
|
iindbl = *n + 1;
|
|
|
|
iindw = (*n << 1) + 1;
|
|
|
|
iindwk = *n * 3 + 1;
|
|
|
|
|
|
|
|
/* Scale matrix to allowable range, if necessary. */
|
|
|
|
/* The allowable range is related to the PIVMIN parameter; see the */
|
|
|
|
/* comments in DLARRD. The preference for scaling small values */
|
|
|
|
/* up is heuristic; we expect users' matrices not to be close to the */
|
|
|
|
/* RMAX threshold. */
|
|
|
|
|
|
|
|
scale = 1.;
|
|
|
|
tnrm = dlanst_("M", n, &d__[1], &e[1]);
|
|
|
|
if (tnrm > 0. && tnrm < rmin) {
|
|
|
|
scale = rmin / tnrm;
|
|
|
|
} else if (tnrm > rmax) {
|
|
|
|
scale = rmax / tnrm;
|
|
|
|
}
|
|
|
|
if (scale != 1.) {
|
|
|
|
dscal_(n, &scale, &d__[1], &c__1);
|
|
|
|
i__1 = *n - 1;
|
|
|
|
dscal_(&i__1, &scale, &e[1], &c__1);
|
|
|
|
tnrm *= scale;
|
|
|
|
if (valeig) {
|
|
|
|
/* If eigenvalues in interval have to be found, */
|
|
|
|
/* scale (WL, WU] accordingly */
|
|
|
|
wl *= scale;
|
|
|
|
wu *= scale;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Compute the desired eigenvalues of the tridiagonal after splitting */
|
|
|
|
/* into smaller subblocks if the corresponding off-diagonal elements */
|
|
|
|
/* are small */
|
|
|
|
/* THRESH is the splitting parameter for DLARRE */
|
|
|
|
/* A negative THRESH forces the old splitting criterion based on the */
|
|
|
|
/* size of the off-diagonal. A positive THRESH switches to splitting */
|
|
|
|
/* which preserves relative accuracy. */
|
|
|
|
|
|
|
|
if (*tryrac) {
|
|
|
|
/* Test whether the matrix warrants the more expensive relative approach. */
|
|
|
|
dlarrr_(n, &d__[1], &e[1], &iinfo);
|
|
|
|
} else {
|
|
|
|
/* The user does not care about relative accurately eigenvalues */
|
|
|
|
iinfo = -1;
|
|
|
|
}
|
|
|
|
/* Set the splitting criterion */
|
|
|
|
if (iinfo == 0) {
|
|
|
|
thresh = eps;
|
|
|
|
} else {
|
|
|
|
thresh = -eps;
|
|
|
|
/* relative accuracy is desired but T does not guarantee it */
|
|
|
|
*tryrac = FALSE_;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (*tryrac) {
|
|
|
|
/* Copy original diagonal, needed to guarantee relative accuracy */
|
|
|
|
dcopy_(n, &d__[1], &c__1, &work[indd], &c__1);
|
|
|
|
}
|
|
|
|
/* Store the squares of the offdiagonal values of T */
|
|
|
|
i__1 = *n - 1;
|
|
|
|
for (j = 1; j <= i__1; ++j) {
|
|
|
|
/* Computing 2nd power */
|
|
|
|
d__1 = e[j];
|
|
|
|
work[inde2 + j - 1] = d__1 * d__1;
|
|
|
|
/* L5: */
|
|
|
|
}
|
|
|
|
/* Set the tolerance parameters for bisection */
|
|
|
|
if (! wantz) {
|
|
|
|
/* DLARRE computes the eigenvalues to full precision. */
|
|
|
|
rtol1 = eps * 4.;
|
|
|
|
rtol2 = eps * 4.;
|
|
|
|
} else {
|
|
|
|
/* DLARRE computes the eigenvalues to less than full precision. */
|
|
|
|
/* DLARRV will refine the eigenvalue approximations, and we can */
|
|
|
|
/* need less accurate initial bisection in DLARRE. */
|
|
|
|
/* Note: these settings do only affect the subset case and DLARRE */
|
|
|
|
rtol1 = sqrt(eps);
|
|
|
|
/* Computing MAX */
|
|
|
|
d__1 = sqrt(eps) * .005, d__2 = eps * 4.;
|
|
|
|
rtol2 = max(d__1,d__2);
|
|
|
|
}
|
|
|
|
dlarre_(range, n, &wl, &wu, &iil, &iiu, &d__[1], &e[1], &work[inde2], &
|
|
|
|
rtol1, &rtol2, &thresh, &nsplit, &iwork[iinspl], m, &w[1], &work[
|
|
|
|
inderr], &work[indgp], &iwork[iindbl], &iwork[iindw], &work[
|
|
|
|
indgrs], &pivmin, &work[indwrk], &iwork[iindwk], &iinfo);
|
|
|
|
if (iinfo != 0) {
|
|
|
|
*info = abs(iinfo) + 10;
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
/* Note that if RANGE .NE. 'V', DLARRE computes bounds on the desired */
|
|
|
|
/* part of the spectrum. All desired eigenvalues are contained in */
|
|
|
|
/* (WL,WU] */
|
|
|
|
if (wantz) {
|
|
|
|
|
|
|
|
/* Compute the desired eigenvectors corresponding to the computed */
|
|
|
|
/* eigenvalues */
|
|
|
|
|
|
|
|
dlarrv_(n, &wl, &wu, &d__[1], &e[1], &pivmin, &iwork[iinspl], m, &
|
|
|
|
c__1, m, &c_b18, &rtol1, &rtol2, &w[1], &work[inderr], &work[
|
|
|
|
indgp], &iwork[iindbl], &iwork[iindw], &work[indgrs], &z__[
|
|
|
|
z_offset], ldz, &isuppz[1], &work[indwrk], &iwork[iindwk], &
|
|
|
|
iinfo);
|
|
|
|
if (iinfo != 0) {
|
|
|
|
*info = abs(iinfo) + 20;
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
/* DLARRE computes eigenvalues of the (shifted) root representation */
|
|
|
|
/* DLARRV returns the eigenvalues of the unshifted matrix. */
|
|
|
|
/* However, if the eigenvectors are not desired by the user, we need */
|
|
|
|
/* to apply the corresponding shifts from DLARRE to obtain the */
|
|
|
|
/* eigenvalues of the original matrix. */
|
|
|
|
i__1 = *m;
|
|
|
|
for (j = 1; j <= i__1; ++j) {
|
|
|
|
itmp = iwork[iindbl + j - 1];
|
|
|
|
w[j] += e[iwork[iinspl + itmp - 1]];
|
|
|
|
/* L20: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
if (*tryrac) {
|
|
|
|
/* Refine computed eigenvalues so that they are relatively accurate */
|
|
|
|
/* with respect to the original matrix T. */
|
|
|
|
ibegin = 1;
|
|
|
|
wbegin = 1;
|
|
|
|
i__1 = iwork[iindbl + *m - 1];
|
|
|
|
for (jblk = 1; jblk <= i__1; ++jblk) {
|
|
|
|
iend = iwork[iinspl + jblk - 1];
|
|
|
|
in = iend - ibegin + 1;
|
|
|
|
wend = wbegin - 1;
|
|
|
|
/* check if any eigenvalues have to be refined in this block */
|
|
|
|
L36:
|
|
|
|
if (wend < *m) {
|
|
|
|
if (iwork[iindbl + wend] == jblk) {
|
|
|
|
++wend;
|
|
|
|
goto L36;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
if (wend < wbegin) {
|
|
|
|
ibegin = iend + 1;
|
|
|
|
goto L39;
|
|
|
|
}
|
|
|
|
offset = iwork[iindw + wbegin - 1] - 1;
|
|
|
|
ifirst = iwork[iindw + wbegin - 1];
|
|
|
|
ilast = iwork[iindw + wend - 1];
|
|
|
|
rtol2 = eps * 4.;
|
|
|
|
dlarrj_(&in, &work[indd + ibegin - 1], &work[inde2 + ibegin - 1],
|
|
|
|
&ifirst, &ilast, &rtol2, &offset, &w[wbegin], &work[
|
|
|
|
inderr + wbegin - 1], &work[indwrk], &iwork[iindwk], &
|
|
|
|
pivmin, &tnrm, &iinfo);
|
|
|
|
ibegin = iend + 1;
|
|
|
|
wbegin = wend + 1;
|
|
|
|
L39:
|
|
|
|
;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
/* If matrix was scaled, then rescale eigenvalues appropriately. */
|
|
|
|
|
|
|
|
if (scale != 1.) {
|
|
|
|
d__1 = 1. / scale;
|
|
|
|
dscal_(m, &d__1, &w[1], &c__1);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* If eigenvalues are not in increasing order, then sort them, */
|
|
|
|
/* possibly along with eigenvectors. */
|
|
|
|
|
|
|
|
if (nsplit > 1) {
|
|
|
|
if (! wantz) {
|
|
|
|
dlasrt_("I", m, &w[1], &iinfo);
|
|
|
|
if (iinfo != 0) {
|
|
|
|
*info = 3;
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
i__1 = *m - 1;
|
|
|
|
for (j = 1; j <= i__1; ++j) {
|
|
|
|
i__ = 0;
|
|
|
|
tmp = w[j];
|
|
|
|
i__2 = *m;
|
|
|
|
for (jj = j + 1; jj <= i__2; ++jj) {
|
|
|
|
if (w[jj] < tmp) {
|
|
|
|
i__ = jj;
|
|
|
|
tmp = w[jj];
|
|
|
|
}
|
|
|
|
/* L50: */
|
|
|
|
}
|
|
|
|
if (i__ != 0) {
|
|
|
|
w[i__] = w[j];
|
|
|
|
w[j] = tmp;
|
|
|
|
if (wantz) {
|
|
|
|
dswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j *
|
|
|
|
z_dim1 + 1], &c__1);
|
|
|
|
itmp = isuppz[(i__ << 1) - 1];
|
|
|
|
isuppz[(i__ << 1) - 1] = isuppz[(j << 1) - 1];
|
|
|
|
isuppz[(j << 1) - 1] = itmp;
|
|
|
|
itmp = isuppz[i__ * 2];
|
|
|
|
isuppz[i__ * 2] = isuppz[j * 2];
|
|
|
|
isuppz[j * 2] = itmp;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
/* L60: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
work[1] = (doublereal) lwmin;
|
|
|
|
iwork[1] = liwmin;
|
|
|
|
return 0;
|
|
|
|
|
|
|
|
/* End of DSTEMR */
|
|
|
|
|
|
|
|
} /* dstemr_ */
|