|
|
|
/* dsterf.f -- translated by f2c (version 20061008).
|
|
|
|
You must link the resulting object file with libf2c:
|
|
|
|
on Microsoft Windows system, link with libf2c.lib;
|
|
|
|
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
|
|
|
|
or, if you install libf2c.a in a standard place, with -lf2c -lm
|
|
|
|
-- in that order, at the end of the command line, as in
|
|
|
|
cc *.o -lf2c -lm
|
|
|
|
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
|
|
|
|
|
|
|
|
http://www.netlib.org/f2c/libf2c.zip
|
|
|
|
*/
|
|
|
|
|
|
|
|
#include "clapack.h"
|
|
|
|
|
|
|
|
|
|
|
|
/* Table of constant values */
|
|
|
|
|
|
|
|
static integer c__0 = 0;
|
|
|
|
static integer c__1 = 1;
|
|
|
|
static doublereal c_b32 = 1.;
|
|
|
|
|
|
|
|
/* Subroutine */ int dsterf_(integer *n, doublereal *d__, doublereal *e,
|
|
|
|
integer *info)
|
|
|
|
{
|
|
|
|
/* System generated locals */
|
|
|
|
integer i__1;
|
|
|
|
doublereal d__1, d__2, d__3;
|
|
|
|
|
|
|
|
/* Builtin functions */
|
|
|
|
double sqrt(doublereal), d_sign(doublereal *, doublereal *);
|
|
|
|
|
|
|
|
/* Local variables */
|
|
|
|
doublereal c__;
|
|
|
|
integer i__, l, m;
|
|
|
|
doublereal p, r__, s;
|
|
|
|
integer l1;
|
|
|
|
doublereal bb, rt1, rt2, eps, rte;
|
|
|
|
integer lsv;
|
|
|
|
doublereal eps2, oldc;
|
|
|
|
integer lend, jtot;
|
|
|
|
extern /* Subroutine */ int dlae2_(doublereal *, doublereal *, doublereal
|
|
|
|
*, doublereal *, doublereal *);
|
|
|
|
doublereal gamma, alpha, sigma, anorm;
|
|
|
|
extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
|
|
|
|
integer iscale;
|
|
|
|
extern /* Subroutine */ int dlascl_(char *, integer *, integer *,
|
|
|
|
doublereal *, doublereal *, integer *, integer *, doublereal *,
|
|
|
|
integer *, integer *);
|
|
|
|
doublereal oldgam, safmin;
|
|
|
|
extern /* Subroutine */ int xerbla_(char *, integer *);
|
|
|
|
doublereal safmax;
|
|
|
|
extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *);
|
|
|
|
extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *,
|
|
|
|
integer *);
|
|
|
|
integer lendsv;
|
|
|
|
doublereal ssfmin;
|
|
|
|
integer nmaxit;
|
|
|
|
doublereal ssfmax;
|
|
|
|
|
|
|
|
|
|
|
|
/* -- LAPACK routine (version 3.2) -- */
|
|
|
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
|
|
|
/* November 2006 */
|
|
|
|
|
|
|
|
/* .. Scalar Arguments .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Array Arguments .. */
|
|
|
|
/* .. */
|
|
|
|
|
|
|
|
/* Purpose */
|
|
|
|
/* ======= */
|
|
|
|
|
|
|
|
/* DSTERF computes all eigenvalues of a symmetric tridiagonal matrix */
|
|
|
|
/* using the Pal-Walker-Kahan variant of the QL or QR algorithm. */
|
|
|
|
|
|
|
|
/* Arguments */
|
|
|
|
/* ========= */
|
|
|
|
|
|
|
|
/* N (input) INTEGER */
|
|
|
|
/* The order of the matrix. N >= 0. */
|
|
|
|
|
|
|
|
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
|
|
|
|
/* On entry, the n diagonal elements of the tridiagonal matrix. */
|
|
|
|
/* On exit, if INFO = 0, the eigenvalues in ascending order. */
|
|
|
|
|
|
|
|
/* E (input/output) DOUBLE PRECISION array, dimension (N-1) */
|
|
|
|
/* On entry, the (n-1) subdiagonal elements of the tridiagonal */
|
|
|
|
/* matrix. */
|
|
|
|
/* On exit, E has been destroyed. */
|
|
|
|
|
|
|
|
/* INFO (output) INTEGER */
|
|
|
|
/* = 0: successful exit */
|
|
|
|
/* < 0: if INFO = -i, the i-th argument had an illegal value */
|
|
|
|
/* > 0: the algorithm failed to find all of the eigenvalues in */
|
|
|
|
/* a total of 30*N iterations; if INFO = i, then i */
|
|
|
|
/* elements of E have not converged to zero. */
|
|
|
|
|
|
|
|
/* ===================================================================== */
|
|
|
|
|
|
|
|
/* .. Parameters .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Local Scalars .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. External Functions .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. External Subroutines .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Intrinsic Functions .. */
|
|
|
|
/* .. */
|
|
|
|
/* .. Executable Statements .. */
|
|
|
|
|
|
|
|
/* Test the input parameters. */
|
|
|
|
|
|
|
|
/* Parameter adjustments */
|
|
|
|
--e;
|
|
|
|
--d__;
|
|
|
|
|
|
|
|
/* Function Body */
|
|
|
|
*info = 0;
|
|
|
|
|
|
|
|
/* Quick return if possible */
|
|
|
|
|
|
|
|
if (*n < 0) {
|
|
|
|
*info = -1;
|
|
|
|
i__1 = -(*info);
|
|
|
|
xerbla_("DSTERF", &i__1);
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
if (*n <= 1) {
|
|
|
|
return 0;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Determine the unit roundoff for this environment. */
|
|
|
|
|
|
|
|
eps = dlamch_("E");
|
|
|
|
/* Computing 2nd power */
|
|
|
|
d__1 = eps;
|
|
|
|
eps2 = d__1 * d__1;
|
|
|
|
safmin = dlamch_("S");
|
|
|
|
safmax = 1. / safmin;
|
|
|
|
ssfmax = sqrt(safmax) / 3.;
|
|
|
|
ssfmin = sqrt(safmin) / eps2;
|
|
|
|
|
|
|
|
/* Compute the eigenvalues of the tridiagonal matrix. */
|
|
|
|
|
|
|
|
nmaxit = *n * 30;
|
|
|
|
sigma = 0.;
|
|
|
|
jtot = 0;
|
|
|
|
|
|
|
|
/* Determine where the matrix splits and choose QL or QR iteration */
|
|
|
|
/* for each block, according to whether top or bottom diagonal */
|
|
|
|
/* element is smaller. */
|
|
|
|
|
|
|
|
l1 = 1;
|
|
|
|
|
|
|
|
L10:
|
|
|
|
if (l1 > *n) {
|
|
|
|
goto L170;
|
|
|
|
}
|
|
|
|
if (l1 > 1) {
|
|
|
|
e[l1 - 1] = 0.;
|
|
|
|
}
|
|
|
|
i__1 = *n - 1;
|
|
|
|
for (m = l1; m <= i__1; ++m) {
|
|
|
|
if ((d__3 = e[m], abs(d__3)) <= sqrt((d__1 = d__[m], abs(d__1))) *
|
|
|
|
sqrt((d__2 = d__[m + 1], abs(d__2))) * eps) {
|
|
|
|
e[m] = 0.;
|
|
|
|
goto L30;
|
|
|
|
}
|
|
|
|
/* L20: */
|
|
|
|
}
|
|
|
|
m = *n;
|
|
|
|
|
|
|
|
L30:
|
|
|
|
l = l1;
|
|
|
|
lsv = l;
|
|
|
|
lend = m;
|
|
|
|
lendsv = lend;
|
|
|
|
l1 = m + 1;
|
|
|
|
if (lend == l) {
|
|
|
|
goto L10;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Scale submatrix in rows and columns L to LEND */
|
|
|
|
|
|
|
|
i__1 = lend - l + 1;
|
|
|
|
anorm = dlanst_("I", &i__1, &d__[l], &e[l]);
|
|
|
|
iscale = 0;
|
|
|
|
if (anorm > ssfmax) {
|
|
|
|
iscale = 1;
|
|
|
|
i__1 = lend - l + 1;
|
|
|
|
dlascl_("G", &c__0, &c__0, &anorm, &ssfmax, &i__1, &c__1, &d__[l], n,
|
|
|
|
info);
|
|
|
|
i__1 = lend - l;
|
|
|
|
dlascl_("G", &c__0, &c__0, &anorm, &ssfmax, &i__1, &c__1, &e[l], n,
|
|
|
|
info);
|
|
|
|
} else if (anorm < ssfmin) {
|
|
|
|
iscale = 2;
|
|
|
|
i__1 = lend - l + 1;
|
|
|
|
dlascl_("G", &c__0, &c__0, &anorm, &ssfmin, &i__1, &c__1, &d__[l], n,
|
|
|
|
info);
|
|
|
|
i__1 = lend - l;
|
|
|
|
dlascl_("G", &c__0, &c__0, &anorm, &ssfmin, &i__1, &c__1, &e[l], n,
|
|
|
|
info);
|
|
|
|
}
|
|
|
|
|
|
|
|
i__1 = lend - 1;
|
|
|
|
for (i__ = l; i__ <= i__1; ++i__) {
|
|
|
|
/* Computing 2nd power */
|
|
|
|
d__1 = e[i__];
|
|
|
|
e[i__] = d__1 * d__1;
|
|
|
|
/* L40: */
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Choose between QL and QR iteration */
|
|
|
|
|
|
|
|
if ((d__1 = d__[lend], abs(d__1)) < (d__2 = d__[l], abs(d__2))) {
|
|
|
|
lend = lsv;
|
|
|
|
l = lendsv;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (lend >= l) {
|
|
|
|
|
|
|
|
/* QL Iteration */
|
|
|
|
|
|
|
|
/* Look for small subdiagonal element. */
|
|
|
|
|
|
|
|
L50:
|
|
|
|
if (l != lend) {
|
|
|
|
i__1 = lend - 1;
|
|
|
|
for (m = l; m <= i__1; ++m) {
|
|
|
|
if ((d__2 = e[m], abs(d__2)) <= eps2 * (d__1 = d__[m] * d__[m
|
|
|
|
+ 1], abs(d__1))) {
|
|
|
|
goto L70;
|
|
|
|
}
|
|
|
|
/* L60: */
|
|
|
|
}
|
|
|
|
}
|
|
|
|
m = lend;
|
|
|
|
|
|
|
|
L70:
|
|
|
|
if (m < lend) {
|
|
|
|
e[m] = 0.;
|
|
|
|
}
|
|
|
|
p = d__[l];
|
|
|
|
if (m == l) {
|
|
|
|
goto L90;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* If remaining matrix is 2 by 2, use DLAE2 to compute its */
|
|
|
|
/* eigenvalues. */
|
|
|
|
|
|
|
|
if (m == l + 1) {
|
|
|
|
rte = sqrt(e[l]);
|
|
|
|
dlae2_(&d__[l], &rte, &d__[l + 1], &rt1, &rt2);
|
|
|
|
d__[l] = rt1;
|
|
|
|
d__[l + 1] = rt2;
|
|
|
|
e[l] = 0.;
|
|
|
|
l += 2;
|
|
|
|
if (l <= lend) {
|
|
|
|
goto L50;
|
|
|
|
}
|
|
|
|
goto L150;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (jtot == nmaxit) {
|
|
|
|
goto L150;
|
|
|
|
}
|
|
|
|
++jtot;
|
|
|
|
|
|
|
|
/* Form shift. */
|
|
|
|
|
|
|
|
rte = sqrt(e[l]);
|
|
|
|
sigma = (d__[l + 1] - p) / (rte * 2.);
|
|
|
|
r__ = dlapy2_(&sigma, &c_b32);
|
|
|
|
sigma = p - rte / (sigma + d_sign(&r__, &sigma));
|
|
|
|
|
|
|
|
c__ = 1.;
|
|
|
|
s = 0.;
|
|
|
|
gamma = d__[m] - sigma;
|
|
|
|
p = gamma * gamma;
|
|
|
|
|
|
|
|
/* Inner loop */
|
|
|
|
|
|
|
|
i__1 = l;
|
|
|
|
for (i__ = m - 1; i__ >= i__1; --i__) {
|
|
|
|
bb = e[i__];
|
|
|
|
r__ = p + bb;
|
|
|
|
if (i__ != m - 1) {
|
|
|
|
e[i__ + 1] = s * r__;
|
|
|
|
}
|
|
|
|
oldc = c__;
|
|
|
|
c__ = p / r__;
|
|
|
|
s = bb / r__;
|
|
|
|
oldgam = gamma;
|
|
|
|
alpha = d__[i__];
|
|
|
|
gamma = c__ * (alpha - sigma) - s * oldgam;
|
|
|
|
d__[i__ + 1] = oldgam + (alpha - gamma);
|
|
|
|
if (c__ != 0.) {
|
|
|
|
p = gamma * gamma / c__;
|
|
|
|
} else {
|
|
|
|
p = oldc * bb;
|
|
|
|
}
|
|
|
|
/* L80: */
|
|
|
|
}
|
|
|
|
|
|
|
|
e[l] = s * p;
|
|
|
|
d__[l] = sigma + gamma;
|
|
|
|
goto L50;
|
|
|
|
|
|
|
|
/* Eigenvalue found. */
|
|
|
|
|
|
|
|
L90:
|
|
|
|
d__[l] = p;
|
|
|
|
|
|
|
|
++l;
|
|
|
|
if (l <= lend) {
|
|
|
|
goto L50;
|
|
|
|
}
|
|
|
|
goto L150;
|
|
|
|
|
|
|
|
} else {
|
|
|
|
|
|
|
|
/* QR Iteration */
|
|
|
|
|
|
|
|
/* Look for small superdiagonal element. */
|
|
|
|
|
|
|
|
L100:
|
|
|
|
i__1 = lend + 1;
|
|
|
|
for (m = l; m >= i__1; --m) {
|
|
|
|
if ((d__2 = e[m - 1], abs(d__2)) <= eps2 * (d__1 = d__[m] * d__[m
|
|
|
|
- 1], abs(d__1))) {
|
|
|
|
goto L120;
|
|
|
|
}
|
|
|
|
/* L110: */
|
|
|
|
}
|
|
|
|
m = lend;
|
|
|
|
|
|
|
|
L120:
|
|
|
|
if (m > lend) {
|
|
|
|
e[m - 1] = 0.;
|
|
|
|
}
|
|
|
|
p = d__[l];
|
|
|
|
if (m == l) {
|
|
|
|
goto L140;
|
|
|
|
}
|
|
|
|
|
|
|
|
/* If remaining matrix is 2 by 2, use DLAE2 to compute its */
|
|
|
|
/* eigenvalues. */
|
|
|
|
|
|
|
|
if (m == l - 1) {
|
|
|
|
rte = sqrt(e[l - 1]);
|
|
|
|
dlae2_(&d__[l], &rte, &d__[l - 1], &rt1, &rt2);
|
|
|
|
d__[l] = rt1;
|
|
|
|
d__[l - 1] = rt2;
|
|
|
|
e[l - 1] = 0.;
|
|
|
|
l += -2;
|
|
|
|
if (l >= lend) {
|
|
|
|
goto L100;
|
|
|
|
}
|
|
|
|
goto L150;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (jtot == nmaxit) {
|
|
|
|
goto L150;
|
|
|
|
}
|
|
|
|
++jtot;
|
|
|
|
|
|
|
|
/* Form shift. */
|
|
|
|
|
|
|
|
rte = sqrt(e[l - 1]);
|
|
|
|
sigma = (d__[l - 1] - p) / (rte * 2.);
|
|
|
|
r__ = dlapy2_(&sigma, &c_b32);
|
|
|
|
sigma = p - rte / (sigma + d_sign(&r__, &sigma));
|
|
|
|
|
|
|
|
c__ = 1.;
|
|
|
|
s = 0.;
|
|
|
|
gamma = d__[m] - sigma;
|
|
|
|
p = gamma * gamma;
|
|
|
|
|
|
|
|
/* Inner loop */
|
|
|
|
|
|
|
|
i__1 = l - 1;
|
|
|
|
for (i__ = m; i__ <= i__1; ++i__) {
|
|
|
|
bb = e[i__];
|
|
|
|
r__ = p + bb;
|
|
|
|
if (i__ != m) {
|
|
|
|
e[i__ - 1] = s * r__;
|
|
|
|
}
|
|
|
|
oldc = c__;
|
|
|
|
c__ = p / r__;
|
|
|
|
s = bb / r__;
|
|
|
|
oldgam = gamma;
|
|
|
|
alpha = d__[i__ + 1];
|
|
|
|
gamma = c__ * (alpha - sigma) - s * oldgam;
|
|
|
|
d__[i__] = oldgam + (alpha - gamma);
|
|
|
|
if (c__ != 0.) {
|
|
|
|
p = gamma * gamma / c__;
|
|
|
|
} else {
|
|
|
|
p = oldc * bb;
|
|
|
|
}
|
|
|
|
/* L130: */
|
|
|
|
}
|
|
|
|
|
|
|
|
e[l - 1] = s * p;
|
|
|
|
d__[l] = sigma + gamma;
|
|
|
|
goto L100;
|
|
|
|
|
|
|
|
/* Eigenvalue found. */
|
|
|
|
|
|
|
|
L140:
|
|
|
|
d__[l] = p;
|
|
|
|
|
|
|
|
--l;
|
|
|
|
if (l >= lend) {
|
|
|
|
goto L100;
|
|
|
|
}
|
|
|
|
goto L150;
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Undo scaling if necessary */
|
|
|
|
|
|
|
|
L150:
|
|
|
|
if (iscale == 1) {
|
|
|
|
i__1 = lendsv - lsv + 1;
|
|
|
|
dlascl_("G", &c__0, &c__0, &ssfmax, &anorm, &i__1, &c__1, &d__[lsv],
|
|
|
|
n, info);
|
|
|
|
}
|
|
|
|
if (iscale == 2) {
|
|
|
|
i__1 = lendsv - lsv + 1;
|
|
|
|
dlascl_("G", &c__0, &c__0, &ssfmin, &anorm, &i__1, &c__1, &d__[lsv],
|
|
|
|
n, info);
|
|
|
|
}
|
|
|
|
|
|
|
|
/* Check for no convergence to an eigenvalue after a total */
|
|
|
|
/* of N*MAXIT iterations. */
|
|
|
|
|
|
|
|
if (jtot < nmaxit) {
|
|
|
|
goto L10;
|
|
|
|
}
|
|
|
|
i__1 = *n - 1;
|
|
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
|
|
if (e[i__] != 0.) {
|
|
|
|
++(*info);
|
|
|
|
}
|
|
|
|
/* L160: */
|
|
|
|
}
|
|
|
|
goto L180;
|
|
|
|
|
|
|
|
/* Sort eigenvalues in increasing order. */
|
|
|
|
|
|
|
|
L170:
|
|
|
|
dlasrt_("I", n, &d__[1], info);
|
|
|
|
|
|
|
|
L180:
|
|
|
|
return 0;
|
|
|
|
|
|
|
|
/* End of DSTERF */
|
|
|
|
|
|
|
|
} /* dsterf_ */
|