#include "clapack.h" /* Subroutine */ int dlaebz_(integer *ijob, integer *nitmax, integer *n, integer *mmax, integer *minp, integer *nbmin, doublereal *abstol, doublereal *reltol, doublereal *pivmin, doublereal *d__, doublereal * e, doublereal *e2, integer *nval, doublereal *ab, doublereal *c__, integer *mout, integer *nab, doublereal *work, integer *iwork, integer *info) { /* System generated locals */ integer nab_dim1, nab_offset, ab_dim1, ab_offset, i__1, i__2, i__3, i__4, i__5, i__6; doublereal d__1, d__2, d__3, d__4; /* Local variables */ integer j, kf, ji, kl, jp, jit; doublereal tmp1, tmp2; integer itmp1, itmp2, kfnew, klnew; /* -- LAPACK auxiliary routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DLAEBZ contains the iteration loops which compute and use the */ /* function N(w), which is the count of eigenvalues of a symmetric */ /* tridiagonal matrix T less than or equal to its argument w. It */ /* performs a choice of two types of loops: */ /* IJOB=1, followed by */ /* IJOB=2: It takes as input a list of intervals and returns a list of */ /* sufficiently small intervals whose union contains the same */ /* eigenvalues as the union of the original intervals. */ /* The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP. */ /* The output interval (AB(j,1),AB(j,2)] will contain */ /* eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT. */ /* IJOB=3: It performs a binary search in each input interval */ /* (AB(j,1),AB(j,2)] for a point w(j) such that */ /* N(w(j))=NVAL(j), and uses C(j) as the starting point of */ /* the search. If such a w(j) is found, then on output */ /* AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output */ /* (AB(j,1),AB(j,2)] will be a small interval containing the */ /* point where N(w) jumps through NVAL(j), unless that point */ /* lies outside the initial interval. */ /* Note that the intervals are in all cases half-open intervals, */ /* i.e., of the form (a,b] , which includes b but not a . */ /* To avoid underflow, the matrix should be scaled so that its largest */ /* element is no greater than overflow**(1/2) * underflow**(1/4) */ /* in absolute value. To assure the most accurate computation */ /* of small eigenvalues, the matrix should be scaled to be */ /* not much smaller than that, either. */ /* See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal */ /* Matrix", Report CS41, Computer Science Dept., Stanford */ /* University, July 21, 1966 */ /* Note: the arguments are, in general, *not* checked for unreasonable */ /* values. */ /* Arguments */ /* ========= */ /* IJOB (input) INTEGER */ /* Specifies what is to be done: */ /* = 1: Compute NAB for the initial intervals. */ /* = 2: Perform bisection iteration to find eigenvalues of T. */ /* = 3: Perform bisection iteration to invert N(w), i.e., */ /* to find a point which has a specified number of */ /* eigenvalues of T to its left. */ /* Other values will cause DLAEBZ to return with INFO=-1. */ /* NITMAX (input) INTEGER */ /* The maximum number of "levels" of bisection to be */ /* performed, i.e., an interval of width W will not be made */ /* smaller than 2^(-NITMAX) * W. If not all intervals */ /* have converged after NITMAX iterations, then INFO is set */ /* to the number of non-converged intervals. */ /* N (input) INTEGER */ /* The dimension n of the tridiagonal matrix T. It must be at */ /* least 1. */ /* MMAX (input) INTEGER */ /* The maximum number of intervals. If more than MMAX intervals */ /* are generated, then DLAEBZ will quit with INFO=MMAX+1. */ /* MINP (input) INTEGER */ /* The initial number of intervals. It may not be greater than */ /* MMAX. */ /* NBMIN (input) INTEGER */ /* The smallest number of intervals that should be processed */ /* using a vector loop. If zero, then only the scalar loop */ /* will be used. */ /* ABSTOL (input) DOUBLE PRECISION */ /* The minimum (absolute) width of an interval. When an */ /* interval is narrower than ABSTOL, or than RELTOL times the */ /* larger (in magnitude) endpoint, then it is considered to be */ /* sufficiently small, i.e., converged. This must be at least */ /* zero. */ /* RELTOL (input) DOUBLE PRECISION */ /* The minimum relative width of an interval. When an interval */ /* is narrower than ABSTOL, or than RELTOL times the larger (in */ /* magnitude) endpoint, then it is considered to be */ /* sufficiently small, i.e., converged. Note: this should */ /* always be at least radix*machine epsilon. */ /* PIVMIN (input) DOUBLE PRECISION */ /* The minimum absolute value of a "pivot" in the Sturm */ /* sequence loop. This *must* be at least max |e(j)**2| * */ /* safe_min and at least safe_min, where safe_min is at least */ /* the smallest number that can divide one without overflow. */ /* D (input) DOUBLE PRECISION array, dimension (N) */ /* The diagonal elements of the tridiagonal matrix T. */ /* E (input) DOUBLE PRECISION array, dimension (N) */ /* The offdiagonal elements of the tridiagonal matrix T in */ /* positions 1 through N-1. E(N) is arbitrary. */ /* E2 (input) DOUBLE PRECISION array, dimension (N) */ /* The squares of the offdiagonal elements of the tridiagonal */ /* matrix T. E2(N) is ignored. */ /* NVAL (input/output) INTEGER array, dimension (MINP) */ /* If IJOB=1 or 2, not referenced. */ /* If IJOB=3, the desired values of N(w). The elements of NVAL */ /* will be reordered to correspond with the intervals in AB. */ /* Thus, NVAL(j) on output will not, in general be the same as */ /* NVAL(j) on input, but it will correspond with the interval */ /* (AB(j,1),AB(j,2)] on output. */ /* AB (input/output) DOUBLE PRECISION array, dimension (MMAX,2) */ /* The endpoints of the intervals. AB(j,1) is a(j), the left */ /* endpoint of the j-th interval, and AB(j,2) is b(j), the */ /* right endpoint of the j-th interval. The input intervals */ /* will, in general, be modified, split, and reordered by the */ /* calculation. */ /* C (input/output) DOUBLE PRECISION array, dimension (MMAX) */ /* If IJOB=1, ignored. */ /* If IJOB=2, workspace. */ /* If IJOB=3, then on input C(j) should be initialized to the */ /* first search point in the binary search. */ /* MOUT (output) INTEGER */ /* If IJOB=1, the number of eigenvalues in the intervals. */ /* If IJOB=2 or 3, the number of intervals output. */ /* If IJOB=3, MOUT will equal MINP. */ /* NAB (input/output) INTEGER array, dimension (MMAX,2) */ /* If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). */ /* If IJOB=2, then on input, NAB(i,j) should be set. It must */ /* satisfy the condition: */ /* N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), */ /* which means that in interval i only eigenvalues */ /* NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, */ /* NAB(i,j)=N(AB(i,j)), from a previous call to DLAEBZ with */ /* IJOB=1. */ /* On output, NAB(i,j) will contain */ /* max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of */ /* the input interval that the output interval */ /* (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the */ /* the input values of NAB(k,1) and NAB(k,2). */ /* If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)), */ /* unless N(w) > NVAL(i) for all search points w , in which */ /* case NAB(i,1) will not be modified, i.e., the output */ /* value will be the same as the input value (modulo */ /* reorderings -- see NVAL and AB), or unless N(w) < NVAL(i) */ /* for all search points w , in which case NAB(i,2) will */ /* not be modified. Normally, NAB should be set to some */ /* distinctive value(s) before DLAEBZ is called. */ /* WORK (workspace) DOUBLE PRECISION array, dimension (MMAX) */ /* Workspace. */ /* IWORK (workspace) INTEGER array, dimension (MMAX) */ /* Workspace. */ /* INFO (output) INTEGER */ /* = 0: All intervals converged. */ /* = 1--MMAX: The last INFO intervals did not converge. */ /* = MMAX+1: More than MMAX intervals were generated. */ /* Further Details */ /* =============== */ /* This routine is intended to be called only by other LAPACK */ /* routines, thus the interface is less user-friendly. It is intended */ /* for two purposes: */ /* (a) finding eigenvalues. In this case, DLAEBZ should have one or */ /* more initial intervals set up in AB, and DLAEBZ should be called */ /* with IJOB=1. This sets up NAB, and also counts the eigenvalues. */ /* Intervals with no eigenvalues would usually be thrown out at */ /* this point. Also, if not all the eigenvalues in an interval i */ /* are desired, NAB(i,1) can be increased or NAB(i,2) decreased. */ /* For example, set NAB(i,1)=NAB(i,2)-1 to get the largest */ /* eigenvalue. DLAEBZ is then called with IJOB=2 and MMAX */ /* no smaller than the value of MOUT returned by the call with */ /* IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1 */ /* through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the */ /* tolerance specified by ABSTOL and RELTOL. */ /* (b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l). */ /* In this case, start with a Gershgorin interval (a,b). Set up */ /* AB to contain 2 search intervals, both initially (a,b). One */ /* NVAL element should contain f-1 and the other should contain l */ /* , while C should contain a and b, resp. NAB(i,1) should be -1 */ /* and NAB(i,2) should be N+1, to flag an error if the desired */ /* interval does not lie in (a,b). DLAEBZ is then called with */ /* IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals -- */ /* j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while */ /* if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r */ /* >= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and */ /* N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and */ /* w(l-r)=...=w(l+k) are handled similarly. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Check for Errors */ /* Parameter adjustments */ nab_dim1 = *mmax; nab_offset = 1 + nab_dim1; nab -= nab_offset; ab_dim1 = *mmax; ab_offset = 1 + ab_dim1; ab -= ab_offset; --d__; --e; --e2; --nval; --c__; --work; --iwork; /* Function Body */ *info = 0; if (*ijob < 1 || *ijob > 3) { *info = -1; return 0; } /* Initialize NAB */ if (*ijob == 1) { /* Compute the number of eigenvalues in the initial intervals. */ *mout = 0; /* DIR$ NOVECTOR */ i__1 = *minp; for (ji = 1; ji <= i__1; ++ji) { for (jp = 1; jp <= 2; ++jp) { tmp1 = d__[1] - ab[ji + jp * ab_dim1]; if (abs(tmp1) < *pivmin) { tmp1 = -(*pivmin); } nab[ji + jp * nab_dim1] = 0; if (tmp1 <= 0.) { nab[ji + jp * nab_dim1] = 1; } i__2 = *n; for (j = 2; j <= i__2; ++j) { tmp1 = d__[j] - e2[j - 1] / tmp1 - ab[ji + jp * ab_dim1]; if (abs(tmp1) < *pivmin) { tmp1 = -(*pivmin); } if (tmp1 <= 0.) { ++nab[ji + jp * nab_dim1]; } /* L10: */ } /* L20: */ } *mout = *mout + nab[ji + (nab_dim1 << 1)] - nab[ji + nab_dim1]; /* L30: */ } return 0; } /* Initialize for loop */ /* KF and KL have the following meaning: */ /* Intervals 1,...,KF-1 have converged. */ /* Intervals KF,...,KL still need to be refined. */ kf = 1; kl = *minp; /* If IJOB=2, initialize C. */ /* If IJOB=3, use the user-supplied starting point. */ if (*ijob == 2) { i__1 = *minp; for (ji = 1; ji <= i__1; ++ji) { c__[ji] = (ab[ji + ab_dim1] + ab[ji + (ab_dim1 << 1)]) * .5; /* L40: */ } } /* Iteration loop */ i__1 = *nitmax; for (jit = 1; jit <= i__1; ++jit) { /* Loop over intervals */ if (kl - kf + 1 >= *nbmin && *nbmin > 0) { /* Begin of Parallel Version of the loop */ i__2 = kl; for (ji = kf; ji <= i__2; ++ji) { /* Compute N(c), the number of eigenvalues less than c */ work[ji] = d__[1] - c__[ji]; iwork[ji] = 0; if (work[ji] <= *pivmin) { iwork[ji] = 1; /* Computing MIN */ d__1 = work[ji], d__2 = -(*pivmin); work[ji] = min(d__1,d__2); } i__3 = *n; for (j = 2; j <= i__3; ++j) { work[ji] = d__[j] - e2[j - 1] / work[ji] - c__[ji]; if (work[ji] <= *pivmin) { ++iwork[ji]; /* Computing MIN */ d__1 = work[ji], d__2 = -(*pivmin); work[ji] = min(d__1,d__2); } /* L50: */ } /* L60: */ } if (*ijob <= 2) { /* IJOB=2: Choose all intervals containing eigenvalues. */ klnew = kl; i__2 = kl; for (ji = kf; ji <= i__2; ++ji) { /* Insure that N(w) is monotone */ /* Computing MIN */ /* Computing MAX */ i__5 = nab[ji + nab_dim1], i__6 = iwork[ji]; i__3 = nab[ji + (nab_dim1 << 1)], i__4 = max(i__5,i__6); iwork[ji] = min(i__3,i__4); /* Update the Queue -- add intervals if both halves */ /* contain eigenvalues. */ if (iwork[ji] == nab[ji + (nab_dim1 << 1)]) { /* No eigenvalue in the upper interval: */ /* just use the lower interval. */ ab[ji + (ab_dim1 << 1)] = c__[ji]; } else if (iwork[ji] == nab[ji + nab_dim1]) { /* No eigenvalue in the lower interval: */ /* just use the upper interval. */ ab[ji + ab_dim1] = c__[ji]; } else { ++klnew; if (klnew <= *mmax) { /* Eigenvalue in both intervals -- add upper to */ /* queue. */ ab[klnew + (ab_dim1 << 1)] = ab[ji + (ab_dim1 << 1)]; nab[klnew + (nab_dim1 << 1)] = nab[ji + (nab_dim1 << 1)]; ab[klnew + ab_dim1] = c__[ji]; nab[klnew + nab_dim1] = iwork[ji]; ab[ji + (ab_dim1 << 1)] = c__[ji]; nab[ji + (nab_dim1 << 1)] = iwork[ji]; } else { *info = *mmax + 1; } } /* L70: */ } if (*info != 0) { return 0; } kl = klnew; } else { /* IJOB=3: Binary search. Keep only the interval containing */ /* w s.t. N(w) = NVAL */ i__2 = kl; for (ji = kf; ji <= i__2; ++ji) { if (iwork[ji] <= nval[ji]) { ab[ji + ab_dim1] = c__[ji]; nab[ji + nab_dim1] = iwork[ji]; } if (iwork[ji] >= nval[ji]) { ab[ji + (ab_dim1 << 1)] = c__[ji]; nab[ji + (nab_dim1 << 1)] = iwork[ji]; } /* L80: */ } } } else { /* End of Parallel Version of the loop */ /* Begin of Serial Version of the loop */ klnew = kl; i__2 = kl; for (ji = kf; ji <= i__2; ++ji) { /* Compute N(w), the number of eigenvalues less than w */ tmp1 = c__[ji]; tmp2 = d__[1] - tmp1; itmp1 = 0; if (tmp2 <= *pivmin) { itmp1 = 1; /* Computing MIN */ d__1 = tmp2, d__2 = -(*pivmin); tmp2 = min(d__1,d__2); } /* A series of compiler directives to defeat vectorization */ /* for the next loop */ /* $PL$ CMCHAR=' ' */ /* DIR$ NEXTSCALAR */ /* $DIR SCALAR */ /* DIR$ NEXT SCALAR */ /* VD$L NOVECTOR */ /* DEC$ NOVECTOR */ /* VD$ NOVECTOR */ /* VDIR NOVECTOR */ /* VOCL LOOP,SCALAR */ /* IBM PREFER SCALAR */ /* $PL$ CMCHAR='*' */ i__3 = *n; for (j = 2; j <= i__3; ++j) { tmp2 = d__[j] - e2[j - 1] / tmp2 - tmp1; if (tmp2 <= *pivmin) { ++itmp1; /* Computing MIN */ d__1 = tmp2, d__2 = -(*pivmin); tmp2 = min(d__1,d__2); } /* L90: */ } if (*ijob <= 2) { /* IJOB=2: Choose all intervals containing eigenvalues. */ /* Insure that N(w) is monotone */ /* Computing MIN */ /* Computing MAX */ i__5 = nab[ji + nab_dim1]; i__3 = nab[ji + (nab_dim1 << 1)], i__4 = max(i__5,itmp1); itmp1 = min(i__3,i__4); /* Update the Queue -- add intervals if both halves */ /* contain eigenvalues. */ if (itmp1 == nab[ji + (nab_dim1 << 1)]) { /* No eigenvalue in the upper interval: */ /* just use the lower interval. */ ab[ji + (ab_dim1 << 1)] = tmp1; } else if (itmp1 == nab[ji + nab_dim1]) { /* No eigenvalue in the lower interval: */ /* just use the upper interval. */ ab[ji + ab_dim1] = tmp1; } else if (klnew < *mmax) { /* Eigenvalue in both intervals -- add upper to queue. */ ++klnew; ab[klnew + (ab_dim1 << 1)] = ab[ji + (ab_dim1 << 1)]; nab[klnew + (nab_dim1 << 1)] = nab[ji + (nab_dim1 << 1)]; ab[klnew + ab_dim1] = tmp1; nab[klnew + nab_dim1] = itmp1; ab[ji + (ab_dim1 << 1)] = tmp1; nab[ji + (nab_dim1 << 1)] = itmp1; } else { *info = *mmax + 1; return 0; } } else { /* IJOB=3: Binary search. Keep only the interval */ /* containing w s.t. N(w) = NVAL */ if (itmp1 <= nval[ji]) { ab[ji + ab_dim1] = tmp1; nab[ji + nab_dim1] = itmp1; } if (itmp1 >= nval[ji]) { ab[ji + (ab_dim1 << 1)] = tmp1; nab[ji + (nab_dim1 << 1)] = itmp1; } } /* L100: */ } kl = klnew; /* End of Serial Version of the loop */ } /* Check for convergence */ kfnew = kf; i__2 = kl; for (ji = kf; ji <= i__2; ++ji) { tmp1 = (d__1 = ab[ji + (ab_dim1 << 1)] - ab[ji + ab_dim1], abs( d__1)); /* Computing MAX */ d__3 = (d__1 = ab[ji + (ab_dim1 << 1)], abs(d__1)), d__4 = (d__2 = ab[ji + ab_dim1], abs(d__2)); tmp2 = max(d__3,d__4); /* Computing MAX */ d__1 = max(*abstol,*pivmin), d__2 = *reltol * tmp2; if (tmp1 < max(d__1,d__2) || nab[ji + nab_dim1] >= nab[ji + ( nab_dim1 << 1)]) { /* Converged -- Swap with position KFNEW, */ /* then increment KFNEW */ if (ji > kfnew) { tmp1 = ab[ji + ab_dim1]; tmp2 = ab[ji + (ab_dim1 << 1)]; itmp1 = nab[ji + nab_dim1]; itmp2 = nab[ji + (nab_dim1 << 1)]; ab[ji + ab_dim1] = ab[kfnew + ab_dim1]; ab[ji + (ab_dim1 << 1)] = ab[kfnew + (ab_dim1 << 1)]; nab[ji + nab_dim1] = nab[kfnew + nab_dim1]; nab[ji + (nab_dim1 << 1)] = nab[kfnew + (nab_dim1 << 1)]; ab[kfnew + ab_dim1] = tmp1; ab[kfnew + (ab_dim1 << 1)] = tmp2; nab[kfnew + nab_dim1] = itmp1; nab[kfnew + (nab_dim1 << 1)] = itmp2; if (*ijob == 3) { itmp1 = nval[ji]; nval[ji] = nval[kfnew]; nval[kfnew] = itmp1; } } ++kfnew; } /* L110: */ } kf = kfnew; /* Choose Midpoints */ i__2 = kl; for (ji = kf; ji <= i__2; ++ji) { c__[ji] = (ab[ji + ab_dim1] + ab[ji + (ab_dim1 << 1)]) * .5; /* L120: */ } /* If no more intervals to refine, quit. */ if (kf > kl) { goto L140; } /* L130: */ } /* Converged */ L140: /* Computing MAX */ i__1 = kl + 1 - kf; *info = max(i__1,0); *mout = kl; return 0; /* End of DLAEBZ */ } /* dlaebz_ */