#include "clapack.h" /* Table of constant values */ static integer c__2 = 2; static integer c__1 = 1; static integer c_n1 = -1; /* Subroutine */ int dstein_(integer *n, doublereal *d__, doublereal *e, integer *m, doublereal *w, integer *iblock, integer *isplit, doublereal *z__, integer *ldz, doublereal *work, integer *iwork, integer *ifail, integer *info) { /* System generated locals */ integer z_dim1, z_offset, i__1, i__2, i__3; doublereal d__1, d__2, d__3, d__4, d__5; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer i__, j, b1, j1, bn; doublereal xj, scl, eps, sep, nrm, tol; integer its; doublereal xjm, ztr, eps1; integer jblk, nblk; extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, integer *); integer jmax; extern doublereal dnrm2_(integer *, doublereal *, integer *); extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, integer *); integer iseed[4], gpind, iinfo; extern doublereal dasum_(integer *, doublereal *, integer *); extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), daxpy_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *); doublereal ortol; integer indrv1, indrv2, indrv3, indrv4, indrv5; extern doublereal dlamch_(char *); extern /* Subroutine */ int dlagtf_(integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, integer * , integer *); extern integer idamax_(integer *, doublereal *, integer *); extern /* Subroutine */ int xerbla_(char *, integer *), dlagts_( integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *); integer nrmchk; extern /* Subroutine */ int dlarnv_(integer *, integer *, integer *, doublereal *); integer blksiz; doublereal onenrm, dtpcrt, pertol; /* -- LAPACK routine (version 3.1) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DSTEIN computes the eigenvectors of a real symmetric tridiagonal */ /* matrix T corresponding to specified eigenvalues, using inverse */ /* iteration. */ /* The maximum number of iterations allowed for each eigenvector is */ /* specified by an internal parameter MAXITS (currently set to 5). */ /* Arguments */ /* ========= */ /* N (input) INTEGER */ /* The order of the matrix. N >= 0. */ /* D (input) DOUBLE PRECISION array, dimension (N) */ /* The n diagonal elements of the tridiagonal matrix T. */ /* E (input) DOUBLE PRECISION array, dimension (N-1) */ /* The (n-1) subdiagonal elements of the tridiagonal matrix */ /* T, in elements 1 to N-1. */ /* M (input) INTEGER */ /* The number of eigenvectors to be found. 0 <= M <= N. */ /* W (input) DOUBLE PRECISION array, dimension (N) */ /* The first M elements of W contain the eigenvalues for */ /* which eigenvectors are to be computed. The eigenvalues */ /* should be grouped by split-off block and ordered from */ /* smallest to largest within the block. ( The output array */ /* W from DSTEBZ with ORDER = 'B' is expected here. ) */ /* IBLOCK (input) INTEGER array, dimension (N) */ /* The submatrix indices associated with the corresponding */ /* eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to */ /* the first submatrix from the top, =2 if W(i) belongs to */ /* the second submatrix, etc. ( The output array IBLOCK */ /* from DSTEBZ is expected here. ) */ /* ISPLIT (input) INTEGER array, dimension (N) */ /* The splitting points, at which T breaks up into submatrices. */ /* The first submatrix consists of rows/columns 1 to */ /* ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 */ /* through ISPLIT( 2 ), etc. */ /* ( The output array ISPLIT from DSTEBZ is expected here. ) */ /* Z (output) DOUBLE PRECISION array, dimension (LDZ, M) */ /* The computed eigenvectors. The eigenvector associated */ /* with the eigenvalue W(i) is stored in the i-th column of */ /* Z. Any vector which fails to converge is set to its current */ /* iterate after MAXITS iterations. */ /* LDZ (input) INTEGER */ /* The leading dimension of the array Z. LDZ >= max(1,N). */ /* WORK (workspace) DOUBLE PRECISION array, dimension (5*N) */ /* IWORK (workspace) INTEGER array, dimension (N) */ /* IFAIL (output) INTEGER array, dimension (M) */ /* On normal exit, all elements of IFAIL are zero. */ /* If one or more eigenvectors fail to converge after */ /* MAXITS iterations, then their indices are stored in */ /* array IFAIL. */ /* INFO (output) INTEGER */ /* = 0: successful exit. */ /* < 0: if INFO = -i, the i-th argument had an illegal value */ /* > 0: if INFO = i, then i eigenvectors failed to converge */ /* in MAXITS iterations. Their indices are stored in */ /* array IFAIL. */ /* Internal Parameters */ /* =================== */ /* MAXITS INTEGER, default = 5 */ /* The maximum number of iterations performed. */ /* EXTRA INTEGER, default = 2 */ /* The number of iterations performed after norm growth */ /* criterion is satisfied, should be at least 1. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Local Arrays .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ --d__; --e; --w; --iblock; --isplit; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --work; --iwork; --ifail; /* Function Body */ *info = 0; i__1 = *m; for (i__ = 1; i__ <= i__1; ++i__) { ifail[i__] = 0; /* L10: */ } if (*n < 0) { *info = -1; } else if (*m < 0 || *m > *n) { *info = -4; } else if (*ldz < max(1,*n)) { *info = -9; } else { i__1 = *m; for (j = 2; j <= i__1; ++j) { if (iblock[j] < iblock[j - 1]) { *info = -6; goto L30; } if (iblock[j] == iblock[j - 1] && w[j] < w[j - 1]) { *info = -5; goto L30; } /* L20: */ } L30: ; } if (*info != 0) { i__1 = -(*info); xerbla_("DSTEIN", &i__1); return 0; } /* Quick return if possible */ if (*n == 0 || *m == 0) { return 0; } else if (*n == 1) { z__[z_dim1 + 1] = 1.; return 0; } /* Get machine constants. */ eps = dlamch_("Precision"); /* Initialize seed for random number generator DLARNV. */ for (i__ = 1; i__ <= 4; ++i__) { iseed[i__ - 1] = 1; /* L40: */ } /* Initialize pointers. */ indrv1 = 0; indrv2 = indrv1 + *n; indrv3 = indrv2 + *n; indrv4 = indrv3 + *n; indrv5 = indrv4 + *n; /* Compute eigenvectors of matrix blocks. */ j1 = 1; i__1 = iblock[*m]; for (nblk = 1; nblk <= i__1; ++nblk) { /* Find starting and ending indices of block nblk. */ if (nblk == 1) { b1 = 1; } else { b1 = isplit[nblk - 1] + 1; } bn = isplit[nblk]; blksiz = bn - b1 + 1; if (blksiz == 1) { goto L60; } gpind = b1; /* Compute reorthogonalization criterion and stopping criterion. */ onenrm = (d__1 = d__[b1], abs(d__1)) + (d__2 = e[b1], abs(d__2)); /* Computing MAX */ d__3 = onenrm, d__4 = (d__1 = d__[bn], abs(d__1)) + (d__2 = e[bn - 1], abs(d__2)); onenrm = max(d__3,d__4); i__2 = bn - 1; for (i__ = b1 + 1; i__ <= i__2; ++i__) { /* Computing MAX */ d__4 = onenrm, d__5 = (d__1 = d__[i__], abs(d__1)) + (d__2 = e[ i__ - 1], abs(d__2)) + (d__3 = e[i__], abs(d__3)); onenrm = max(d__4,d__5); /* L50: */ } ortol = onenrm * .001; dtpcrt = sqrt(.1 / blksiz); /* Loop through eigenvalues of block nblk. */ L60: jblk = 0; i__2 = *m; for (j = j1; j <= i__2; ++j) { if (iblock[j] != nblk) { j1 = j; goto L160; } ++jblk; xj = w[j]; /* Skip all the work if the block size is one. */ if (blksiz == 1) { work[indrv1 + 1] = 1.; goto L120; } /* If eigenvalues j and j-1 are too close, add a relatively */ /* small perturbation. */ if (jblk > 1) { eps1 = (d__1 = eps * xj, abs(d__1)); pertol = eps1 * 10.; sep = xj - xjm; if (sep < pertol) { xj = xjm + pertol; } } its = 0; nrmchk = 0; /* Get random starting vector. */ dlarnv_(&c__2, iseed, &blksiz, &work[indrv1 + 1]); /* Copy the matrix T so it won't be destroyed in factorization. */ dcopy_(&blksiz, &d__[b1], &c__1, &work[indrv4 + 1], &c__1); i__3 = blksiz - 1; dcopy_(&i__3, &e[b1], &c__1, &work[indrv2 + 2], &c__1); i__3 = blksiz - 1; dcopy_(&i__3, &e[b1], &c__1, &work[indrv3 + 1], &c__1); /* Compute LU factors with partial pivoting ( PT = LU ) */ tol = 0.; dlagtf_(&blksiz, &work[indrv4 + 1], &xj, &work[indrv2 + 2], &work[ indrv3 + 1], &tol, &work[indrv5 + 1], &iwork[1], &iinfo); /* Update iteration count. */ L70: ++its; if (its > 5) { goto L100; } /* Normalize and scale the righthand side vector Pb. */ /* Computing MAX */ d__2 = eps, d__3 = (d__1 = work[indrv4 + blksiz], abs(d__1)); scl = blksiz * onenrm * max(d__2,d__3) / dasum_(&blksiz, &work[ indrv1 + 1], &c__1); dscal_(&blksiz, &scl, &work[indrv1 + 1], &c__1); /* Solve the system LU = Pb. */ dlagts_(&c_n1, &blksiz, &work[indrv4 + 1], &work[indrv2 + 2], & work[indrv3 + 1], &work[indrv5 + 1], &iwork[1], &work[ indrv1 + 1], &tol, &iinfo); /* Reorthogonalize by modified Gram-Schmidt if eigenvalues are */ /* close enough. */ if (jblk == 1) { goto L90; } if ((d__1 = xj - xjm, abs(d__1)) > ortol) { gpind = j; } if (gpind != j) { i__3 = j - 1; for (i__ = gpind; i__ <= i__3; ++i__) { ztr = -ddot_(&blksiz, &work[indrv1 + 1], &c__1, &z__[b1 + i__ * z_dim1], &c__1); daxpy_(&blksiz, &ztr, &z__[b1 + i__ * z_dim1], &c__1, & work[indrv1 + 1], &c__1); /* L80: */ } } /* Check the infinity norm of the iterate. */ L90: jmax = idamax_(&blksiz, &work[indrv1 + 1], &c__1); nrm = (d__1 = work[indrv1 + jmax], abs(d__1)); /* Continue for additional iterations after norm reaches */ /* stopping criterion. */ if (nrm < dtpcrt) { goto L70; } ++nrmchk; if (nrmchk < 3) { goto L70; } goto L110; /* If stopping criterion was not satisfied, update info and */ /* store eigenvector number in array ifail. */ L100: ++(*info); ifail[*info] = j; /* Accept iterate as jth eigenvector. */ L110: scl = 1. / dnrm2_(&blksiz, &work[indrv1 + 1], &c__1); jmax = idamax_(&blksiz, &work[indrv1 + 1], &c__1); if (work[indrv1 + jmax] < 0.) { scl = -scl; } dscal_(&blksiz, &scl, &work[indrv1 + 1], &c__1); L120: i__3 = *n; for (i__ = 1; i__ <= i__3; ++i__) { z__[i__ + j * z_dim1] = 0.; /* L130: */ } i__3 = blksiz; for (i__ = 1; i__ <= i__3; ++i__) { z__[b1 + i__ - 1 + j * z_dim1] = work[indrv1 + i__]; /* L140: */ } /* Save the shift to check eigenvalue spacing at next */ /* iteration. */ xjm = xj; /* L150: */ } L160: ; } return 0; /* End of DSTEIN */ } /* dstein_ */