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532 lines
15 KiB
532 lines
15 KiB
/* dlaed2.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 doublereal c_b3 = -1.; |
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static integer c__1 = 1; |
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/* Subroutine */ int dlaed2_(integer *k, integer *n, integer *n1, doublereal * |
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d__, doublereal *q, integer *ldq, integer *indxq, doublereal *rho, |
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doublereal *z__, doublereal *dlamda, doublereal *w, doublereal *q2, |
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integer *indx, integer *indxc, integer *indxp, integer *coltyp, |
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integer *info) |
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{ |
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/* System generated locals */ |
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integer q_dim1, q_offset, i__1, i__2; |
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doublereal d__1, d__2, d__3, d__4; |
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/* Builtin functions */ |
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double sqrt(doublereal); |
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/* Local variables */ |
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doublereal c__; |
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integer i__, j; |
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doublereal s, t; |
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integer k2, n2, ct, nj, pj, js, iq1, iq2, n1p1; |
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doublereal eps, tau, tol; |
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integer psm[4], imax, jmax; |
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extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, |
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doublereal *, integer *, doublereal *, doublereal *); |
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integer ctot[4]; |
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, |
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integer *), dcopy_(integer *, doublereal *, integer *, doublereal |
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*, integer *); |
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extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *); |
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extern integer idamax_(integer *, doublereal *, integer *); |
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extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *, |
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integer *, integer *, integer *), dlacpy_(char *, integer *, |
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integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *); |
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/* -- LAPACK 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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|
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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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/* DLAED2 merges the two sets of eigenvalues together into a single */ |
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/* sorted set. Then it tries to deflate the size of the problem. */ |
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/* There are two ways in which deflation can occur: when two or more */ |
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/* eigenvalues are close together or if there is a tiny entry in the */ |
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/* Z vector. For each such occurrence the order of the related secular */ |
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/* equation problem is reduced by one. */ |
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/* Arguments */ |
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/* ========= */ |
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/* K (output) INTEGER */ |
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/* The number of non-deflated eigenvalues, and the order of the */ |
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/* related secular equation. 0 <= K <=N. */ |
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/* N (input) INTEGER */ |
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/* The dimension of the symmetric tridiagonal matrix. N >= 0. */ |
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/* N1 (input) INTEGER */ |
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/* The location of the last eigenvalue in the leading sub-matrix. */ |
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/* min(1,N) <= N1 <= N/2. */ |
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/* D (input/output) DOUBLE PRECISION array, dimension (N) */ |
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/* On entry, D contains the eigenvalues of the two submatrices to */ |
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/* be combined. */ |
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/* On exit, D contains the trailing (N-K) updated eigenvalues */ |
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/* (those which were deflated) sorted into increasing order. */ |
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/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */ |
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/* On entry, Q contains the eigenvectors of two submatrices in */ |
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/* the two square blocks with corners at (1,1), (N1,N1) */ |
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/* and (N1+1, N1+1), (N,N). */ |
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/* On exit, Q contains the trailing (N-K) updated eigenvectors */ |
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/* (those which were deflated) in its last N-K columns. */ |
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/* LDQ (input) INTEGER */ |
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/* The leading dimension of the array Q. LDQ >= max(1,N). */ |
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/* INDXQ (input/output) INTEGER array, dimension (N) */ |
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/* The permutation which separately sorts the two sub-problems */ |
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/* in D into ascending order. Note that elements in the second */ |
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/* half of this permutation must first have N1 added to their */ |
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/* values. Destroyed on exit. */ |
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/* RHO (input/output) DOUBLE PRECISION */ |
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/* On entry, the off-diagonal element associated with the rank-1 */ |
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/* cut which originally split the two submatrices which are now */ |
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/* being recombined. */ |
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/* On exit, RHO has been modified to the value required by */ |
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/* DLAED3. */ |
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/* Z (input) DOUBLE PRECISION array, dimension (N) */ |
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/* On entry, Z contains the updating vector (the last */ |
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/* row of the first sub-eigenvector matrix and the first row of */ |
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/* the second sub-eigenvector matrix). */ |
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/* On exit, the contents of Z have been destroyed by the updating */ |
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/* process. */ |
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/* DLAMDA (output) DOUBLE PRECISION array, dimension (N) */ |
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/* A copy of the first K eigenvalues which will be used by */ |
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/* DLAED3 to form the secular equation. */ |
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/* W (output) DOUBLE PRECISION array, dimension (N) */ |
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/* The first k values of the final deflation-altered z-vector */ |
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/* which will be passed to DLAED3. */ |
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/* Q2 (output) DOUBLE PRECISION array, dimension (N1**2+(N-N1)**2) */ |
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/* A copy of the first K eigenvectors which will be used by */ |
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/* DLAED3 in a matrix multiply (DGEMM) to solve for the new */ |
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/* eigenvectors. */ |
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/* INDX (workspace) INTEGER array, dimension (N) */ |
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/* The permutation used to sort the contents of DLAMDA into */ |
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/* ascending order. */ |
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/* INDXC (output) INTEGER array, dimension (N) */ |
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/* The permutation used to arrange the columns of the deflated */ |
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/* Q matrix into three groups: the first group contains non-zero */ |
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/* elements only at and above N1, the second contains */ |
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/* non-zero elements only below N1, and the third is dense. */ |
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/* INDXP (workspace) INTEGER array, dimension (N) */ |
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/* The permutation used to place deflated values of D at the end */ |
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/* of the array. INDXP(1:K) points to the nondeflated D-values */ |
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/* and INDXP(K+1:N) points to the deflated eigenvalues. */ |
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/* COLTYP (workspace/output) INTEGER array, dimension (N) */ |
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/* During execution, a label which will indicate which of the */ |
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/* following types a column in the Q2 matrix is: */ |
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/* 1 : non-zero in the upper half only; */ |
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/* 2 : dense; */ |
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/* 3 : non-zero in the lower half only; */ |
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/* 4 : deflated. */ |
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/* On exit, COLTYP(i) is the number of columns of type i, */ |
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/* for i=1 to 4 only. */ |
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/* INFO (output) INTEGER */ |
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/* = 0: successful exit. */ |
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/* < 0: if INFO = -i, the i-th argument had an illegal value. */ |
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/* Further Details */ |
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/* =============== */ |
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/* Based on contributions by */ |
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/* Jeff Rutter, Computer Science Division, University of California */ |
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/* at Berkeley, USA */ |
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/* Modified by Francoise Tisseur, University of Tennessee. */ |
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/* ===================================================================== */ |
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/* .. Parameters .. */ |
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/* .. */ |
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/* .. Local Arrays .. */ |
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/* .. */ |
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/* .. Local Scalars .. */ |
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/* .. */ |
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/* .. External Functions .. */ |
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/* .. */ |
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/* .. External Subroutines .. */ |
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/* .. */ |
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/* .. Intrinsic Functions .. */ |
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/* .. */ |
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/* .. Executable Statements .. */ |
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/* Test the input parameters. */ |
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/* Parameter adjustments */ |
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--d__; |
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q_dim1 = *ldq; |
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q_offset = 1 + q_dim1; |
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q -= q_offset; |
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--indxq; |
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--z__; |
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--dlamda; |
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--w; |
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--q2; |
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--indx; |
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--indxc; |
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--indxp; |
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--coltyp; |
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/* Function Body */ |
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*info = 0; |
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if (*n < 0) { |
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*info = -2; |
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} else if (*ldq < max(1,*n)) { |
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*info = -6; |
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} else /* if(complicated condition) */ { |
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/* Computing MIN */ |
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i__1 = 1, i__2 = *n / 2; |
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if (min(i__1,i__2) > *n1 || *n / 2 < *n1) { |
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*info = -3; |
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} |
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} |
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if (*info != 0) { |
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i__1 = -(*info); |
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xerbla_("DLAED2", &i__1); |
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return 0; |
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} |
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/* Quick return if possible */ |
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if (*n == 0) { |
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return 0; |
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} |
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n2 = *n - *n1; |
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n1p1 = *n1 + 1; |
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if (*rho < 0.) { |
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dscal_(&n2, &c_b3, &z__[n1p1], &c__1); |
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} |
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/* Normalize z so that norm(z) = 1. Since z is the concatenation of */ |
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/* two normalized vectors, norm2(z) = sqrt(2). */ |
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t = 1. / sqrt(2.); |
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dscal_(n, &t, &z__[1], &c__1); |
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/* RHO = ABS( norm(z)**2 * RHO ) */ |
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*rho = (d__1 = *rho * 2., abs(d__1)); |
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/* Sort the eigenvalues into increasing order */ |
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i__1 = *n; |
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for (i__ = n1p1; i__ <= i__1; ++i__) { |
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indxq[i__] += *n1; |
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/* L10: */ |
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} |
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/* re-integrate the deflated parts from the last pass */ |
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i__1 = *n; |
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for (i__ = 1; i__ <= i__1; ++i__) { |
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dlamda[i__] = d__[indxq[i__]]; |
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/* L20: */ |
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} |
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dlamrg_(n1, &n2, &dlamda[1], &c__1, &c__1, &indxc[1]); |
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i__1 = *n; |
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for (i__ = 1; i__ <= i__1; ++i__) { |
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indx[i__] = indxq[indxc[i__]]; |
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/* L30: */ |
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} |
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/* Calculate the allowable deflation tolerance */ |
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imax = idamax_(n, &z__[1], &c__1); |
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jmax = idamax_(n, &d__[1], &c__1); |
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eps = dlamch_("Epsilon"); |
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/* Computing MAX */ |
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d__3 = (d__1 = d__[jmax], abs(d__1)), d__4 = (d__2 = z__[imax], abs(d__2)) |
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; |
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tol = eps * 8. * max(d__3,d__4); |
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/* If the rank-1 modifier is small enough, no more needs to be done */ |
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/* except to reorganize Q so that its columns correspond with the */ |
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/* elements in D. */ |
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if (*rho * (d__1 = z__[imax], abs(d__1)) <= tol) { |
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*k = 0; |
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iq2 = 1; |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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i__ = indx[j]; |
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dcopy_(n, &q[i__ * q_dim1 + 1], &c__1, &q2[iq2], &c__1); |
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dlamda[j] = d__[i__]; |
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iq2 += *n; |
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/* L40: */ |
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} |
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dlacpy_("A", n, n, &q2[1], n, &q[q_offset], ldq); |
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dcopy_(n, &dlamda[1], &c__1, &d__[1], &c__1); |
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goto L190; |
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} |
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/* If there are multiple eigenvalues then the problem deflates. Here */ |
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/* the number of equal eigenvalues are found. As each equal */ |
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/* eigenvalue is found, an elementary reflector is computed to rotate */ |
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/* the corresponding eigensubspace so that the corresponding */ |
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/* components of Z are zero in this new basis. */ |
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i__1 = *n1; |
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for (i__ = 1; i__ <= i__1; ++i__) { |
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coltyp[i__] = 1; |
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/* L50: */ |
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} |
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i__1 = *n; |
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for (i__ = n1p1; i__ <= i__1; ++i__) { |
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coltyp[i__] = 3; |
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/* L60: */ |
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} |
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*k = 0; |
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k2 = *n + 1; |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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nj = indx[j]; |
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if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) { |
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/* Deflate due to small z component. */ |
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--k2; |
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coltyp[nj] = 4; |
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indxp[k2] = nj; |
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if (j == *n) { |
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goto L100; |
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} |
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} else { |
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pj = nj; |
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goto L80; |
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} |
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/* L70: */ |
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} |
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L80: |
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++j; |
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nj = indx[j]; |
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if (j > *n) { |
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goto L100; |
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} |
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if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) { |
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/* Deflate due to small z component. */ |
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--k2; |
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coltyp[nj] = 4; |
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indxp[k2] = nj; |
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} else { |
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/* Check if eigenvalues are close enough to allow deflation. */ |
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s = z__[pj]; |
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c__ = z__[nj]; |
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/* Find sqrt(a**2+b**2) without overflow or */ |
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/* destructive underflow. */ |
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tau = dlapy2_(&c__, &s); |
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t = d__[nj] - d__[pj]; |
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c__ /= tau; |
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s = -s / tau; |
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if ((d__1 = t * c__ * s, abs(d__1)) <= tol) { |
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/* Deflation is possible. */ |
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z__[nj] = tau; |
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z__[pj] = 0.; |
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if (coltyp[nj] != coltyp[pj]) { |
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coltyp[nj] = 2; |
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} |
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coltyp[pj] = 4; |
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drot_(n, &q[pj * q_dim1 + 1], &c__1, &q[nj * q_dim1 + 1], &c__1, & |
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c__, &s); |
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/* Computing 2nd power */ |
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d__1 = c__; |
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/* Computing 2nd power */ |
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d__2 = s; |
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t = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2); |
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/* Computing 2nd power */ |
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d__1 = s; |
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/* Computing 2nd power */ |
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d__2 = c__; |
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d__[nj] = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2); |
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d__[pj] = t; |
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--k2; |
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i__ = 1; |
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L90: |
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if (k2 + i__ <= *n) { |
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if (d__[pj] < d__[indxp[k2 + i__]]) { |
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indxp[k2 + i__ - 1] = indxp[k2 + i__]; |
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indxp[k2 + i__] = pj; |
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++i__; |
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goto L90; |
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} else { |
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indxp[k2 + i__ - 1] = pj; |
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} |
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} else { |
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indxp[k2 + i__ - 1] = pj; |
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} |
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pj = nj; |
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} else { |
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++(*k); |
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dlamda[*k] = d__[pj]; |
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w[*k] = z__[pj]; |
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indxp[*k] = pj; |
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pj = nj; |
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} |
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} |
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goto L80; |
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L100: |
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/* Record the last eigenvalue. */ |
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++(*k); |
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dlamda[*k] = d__[pj]; |
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w[*k] = z__[pj]; |
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indxp[*k] = pj; |
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/* Count up the total number of the various types of columns, then */ |
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/* form a permutation which positions the four column types into */ |
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/* four uniform groups (although one or more of these groups may be */ |
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/* empty). */ |
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for (j = 1; j <= 4; ++j) { |
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ctot[j - 1] = 0; |
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/* L110: */ |
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} |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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ct = coltyp[j]; |
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++ctot[ct - 1]; |
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/* L120: */ |
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} |
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/* PSM(*) = Position in SubMatrix (of types 1 through 4) */ |
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psm[0] = 1; |
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psm[1] = ctot[0] + 1; |
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psm[2] = psm[1] + ctot[1]; |
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psm[3] = psm[2] + ctot[2]; |
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*k = *n - ctot[3]; |
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/* Fill out the INDXC array so that the permutation which it induces */ |
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/* will place all type-1 columns first, all type-2 columns next, */ |
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/* then all type-3's, and finally all type-4's. */ |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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js = indxp[j]; |
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ct = coltyp[js]; |
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indx[psm[ct - 1]] = js; |
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indxc[psm[ct - 1]] = j; |
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++psm[ct - 1]; |
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/* L130: */ |
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} |
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/* Sort the eigenvalues and corresponding eigenvectors into DLAMDA */ |
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/* and Q2 respectively. The eigenvalues/vectors which were not */ |
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/* deflated go into the first K slots of DLAMDA and Q2 respectively, */ |
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/* while those which were deflated go into the last N - K slots. */ |
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i__ = 1; |
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iq1 = 1; |
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iq2 = (ctot[0] + ctot[1]) * *n1 + 1; |
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i__1 = ctot[0]; |
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for (j = 1; j <= i__1; ++j) { |
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js = indx[i__]; |
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dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1); |
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z__[i__] = d__[js]; |
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++i__; |
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iq1 += *n1; |
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/* L140: */ |
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} |
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i__1 = ctot[1]; |
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for (j = 1; j <= i__1; ++j) { |
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js = indx[i__]; |
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dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1); |
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dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1); |
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z__[i__] = d__[js]; |
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++i__; |
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iq1 += *n1; |
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iq2 += n2; |
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/* L150: */ |
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} |
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i__1 = ctot[2]; |
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for (j = 1; j <= i__1; ++j) { |
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js = indx[i__]; |
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dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1); |
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z__[i__] = d__[js]; |
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++i__; |
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iq2 += n2; |
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/* L160: */ |
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} |
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iq1 = iq2; |
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i__1 = ctot[3]; |
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for (j = 1; j <= i__1; ++j) { |
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js = indx[i__]; |
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dcopy_(n, &q[js * q_dim1 + 1], &c__1, &q2[iq2], &c__1); |
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iq2 += *n; |
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z__[i__] = d__[js]; |
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++i__; |
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/* L170: */ |
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} |
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/* The deflated eigenvalues and their corresponding vectors go back */ |
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/* into the last N - K slots of D and Q respectively. */ |
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dlacpy_("A", n, &ctot[3], &q2[iq1], n, &q[(*k + 1) * q_dim1 + 1], ldq); |
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i__1 = *n - *k; |
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dcopy_(&i__1, &z__[*k + 1], &c__1, &d__[*k + 1], &c__1); |
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/* Copy CTOT into COLTYP for referencing in DLAED3. */ |
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for (j = 1; j <= 4; ++j) { |
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coltyp[j] = ctot[j - 1]; |
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/* L180: */ |
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} |
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L190: |
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return 0; |
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/* End of DLAED2 */ |
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} /* dlaed2_ */
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