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997 lines
24 KiB
997 lines
24 KiB
#include "clapack.h" |
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/* Subroutine */ int dlasd4_(integer *n, integer *i__, doublereal *d__, |
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doublereal *z__, doublereal *delta, doublereal *rho, doublereal * |
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sigma, doublereal *work, integer *info) |
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{ |
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/* System generated locals */ |
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integer i__1; |
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doublereal d__1; |
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|
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/* Builtin functions */ |
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double sqrt(doublereal); |
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|
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/* Local variables */ |
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doublereal a, b, c__; |
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integer j; |
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doublereal w, dd[3]; |
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integer ii; |
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doublereal dw, zz[3]; |
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integer ip1; |
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doublereal eta, phi, eps, tau, psi; |
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integer iim1, iip1; |
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doublereal dphi, dpsi; |
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integer iter; |
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doublereal temp, prew, sg2lb, sg2ub, temp1, temp2, dtiim, delsq, dtiip; |
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integer niter; |
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doublereal dtisq; |
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logical swtch; |
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doublereal dtnsq; |
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extern /* Subroutine */ int dlaed6_(integer *, logical *, doublereal *, |
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doublereal *, doublereal *, doublereal *, doublereal *, integer *) |
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, dlasd5_(integer *, doublereal *, doublereal *, doublereal *, |
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doublereal *, doublereal *, doublereal *); |
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doublereal delsq2, dtnsq1; |
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logical swtch3; |
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extern doublereal dlamch_(char *); |
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logical orgati; |
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doublereal erretm, dtipsq, rhoinv; |
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/* -- LAPACK auxiliary routine (version 3.1) -- */ |
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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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|
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/* Purpose */ |
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/* ======= */ |
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/* This subroutine computes the square root of the I-th updated */ |
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/* eigenvalue of a positive symmetric rank-one modification to */ |
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/* a positive diagonal matrix whose entries are given as the squares */ |
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/* of the corresponding entries in the array d, and that */ |
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/* 0 <= D(i) < D(j) for i < j */ |
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/* and that RHO > 0. This is arranged by the calling routine, and is */ |
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/* no loss in generality. The rank-one modified system is thus */ |
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/* diag( D ) * diag( D ) + RHO * Z * Z_transpose. */ |
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/* where we assume the Euclidean norm of Z is 1. */ |
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/* The method consists of approximating the rational functions in the */ |
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/* secular equation by simpler interpolating rational functions. */ |
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/* Arguments */ |
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/* ========= */ |
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/* N (input) INTEGER */ |
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/* The length of all arrays. */ |
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/* I (input) INTEGER */ |
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/* The index of the eigenvalue to be computed. 1 <= I <= N. */ |
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/* D (input) DOUBLE PRECISION array, dimension ( N ) */ |
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/* The original eigenvalues. It is assumed that they are in */ |
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/* order, 0 <= D(I) < D(J) for I < J. */ |
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/* Z (input) DOUBLE PRECISION array, dimension ( N ) */ |
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/* The components of the updating vector. */ |
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/* DELTA (output) DOUBLE PRECISION array, dimension ( N ) */ |
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/* If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th */ |
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/* component. If N = 1, then DELTA(1) = 1. The vector DELTA */ |
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/* contains the information necessary to construct the */ |
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/* (singular) eigenvectors. */ |
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/* RHO (input) DOUBLE PRECISION */ |
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/* The scalar in the symmetric updating formula. */ |
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/* SIGMA (output) DOUBLE PRECISION */ |
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/* The computed sigma_I, the I-th updated eigenvalue. */ |
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/* WORK (workspace) DOUBLE PRECISION array, dimension ( N ) */ |
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/* If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th */ |
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/* component. If N = 1, then WORK( 1 ) = 1. */ |
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/* INFO (output) INTEGER */ |
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/* = 0: successful exit */ |
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/* > 0: if INFO = 1, the updating process failed. */ |
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/* Internal Parameters */ |
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/* =================== */ |
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/* Logical variable ORGATI (origin-at-i?) is used for distinguishing */ |
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/* whether D(i) or D(i+1) is treated as the origin. */ |
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/* ORGATI = .true. origin at i */ |
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/* ORGATI = .false. origin at i+1 */ |
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/* Logical variable SWTCH3 (switch-for-3-poles?) is for noting */ |
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/* if we are working with THREE poles! */ |
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/* MAXIT is the maximum number of iterations allowed for each */ |
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/* eigenvalue. */ |
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/* Further Details */ |
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/* =============== */ |
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/* Based on contributions by */ |
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/* Ren-Cang Li, Computer Science Division, University of California */ |
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/* at Berkeley, USA */ |
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/* ===================================================================== */ |
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/* .. Parameters .. */ |
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/* .. */ |
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/* .. Local Scalars .. */ |
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/* .. */ |
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/* .. Local Arrays .. */ |
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/* .. */ |
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/* .. External Subroutines .. */ |
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/* .. */ |
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/* .. External Functions .. */ |
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/* .. */ |
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/* .. Intrinsic Functions .. */ |
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/* .. */ |
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/* .. Executable Statements .. */ |
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/* Since this routine is called in an inner loop, we do no argument */ |
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/* checking. */ |
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/* Quick return for N=1 and 2. */ |
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/* Parameter adjustments */ |
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--work; |
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--delta; |
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--z__; |
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--d__; |
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/* Function Body */ |
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*info = 0; |
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if (*n == 1) { |
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/* Presumably, I=1 upon entry */ |
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*sigma = sqrt(d__[1] * d__[1] + *rho * z__[1] * z__[1]); |
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delta[1] = 1.; |
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work[1] = 1.; |
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return 0; |
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} |
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if (*n == 2) { |
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dlasd5_(i__, &d__[1], &z__[1], &delta[1], rho, sigma, &work[1]); |
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return 0; |
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} |
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/* Compute machine epsilon */ |
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eps = dlamch_("Epsilon"); |
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rhoinv = 1. / *rho; |
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/* The case I = N */ |
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if (*i__ == *n) { |
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/* Initialize some basic variables */ |
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ii = *n - 1; |
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niter = 1; |
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/* Calculate initial guess */ |
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temp = *rho / 2.; |
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/* If ||Z||_2 is not one, then TEMP should be set to */ |
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/* RHO * ||Z||_2^2 / TWO */ |
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temp1 = temp / (d__[*n] + sqrt(d__[*n] * d__[*n] + temp)); |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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work[j] = d__[j] + d__[*n] + temp1; |
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delta[j] = d__[j] - d__[*n] - temp1; |
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/* L10: */ |
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} |
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psi = 0.; |
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i__1 = *n - 2; |
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for (j = 1; j <= i__1; ++j) { |
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psi += z__[j] * z__[j] / (delta[j] * work[j]); |
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/* L20: */ |
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} |
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c__ = rhoinv + psi; |
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w = c__ + z__[ii] * z__[ii] / (delta[ii] * work[ii]) + z__[*n] * z__[* |
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n] / (delta[*n] * work[*n]); |
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if (w <= 0.) { |
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temp1 = sqrt(d__[*n] * d__[*n] + *rho); |
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temp = z__[*n - 1] * z__[*n - 1] / ((d__[*n - 1] + temp1) * (d__[* |
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n] - d__[*n - 1] + *rho / (d__[*n] + temp1))) + z__[*n] * |
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z__[*n] / *rho; |
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/* The following TAU is to approximate */ |
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/* SIGMA_n^2 - D( N )*D( N ) */ |
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if (c__ <= temp) { |
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tau = *rho; |
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} else { |
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delsq = (d__[*n] - d__[*n - 1]) * (d__[*n] + d__[*n - 1]); |
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a = -c__ * delsq + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[* |
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n]; |
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b = z__[*n] * z__[*n] * delsq; |
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if (a < 0.) { |
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tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a); |
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} else { |
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tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.); |
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} |
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} |
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/* It can be proved that */ |
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/* D(N)^2+RHO/2 <= SIGMA_n^2 < D(N)^2+TAU <= D(N)^2+RHO */ |
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} else { |
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delsq = (d__[*n] - d__[*n - 1]) * (d__[*n] + d__[*n - 1]); |
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a = -c__ * delsq + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n]; |
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b = z__[*n] * z__[*n] * delsq; |
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/* The following TAU is to approximate */ |
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/* SIGMA_n^2 - D( N )*D( N ) */ |
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if (a < 0.) { |
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tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a); |
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} else { |
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tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.); |
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} |
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/* It can be proved that */ |
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/* D(N)^2 < D(N)^2+TAU < SIGMA(N)^2 < D(N)^2+RHO/2 */ |
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} |
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/* The following ETA is to approximate SIGMA_n - D( N ) */ |
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eta = tau / (d__[*n] + sqrt(d__[*n] * d__[*n] + tau)); |
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*sigma = d__[*n] + eta; |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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delta[j] = d__[j] - d__[*i__] - eta; |
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work[j] = d__[j] + d__[*i__] + eta; |
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/* L30: */ |
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} |
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/* Evaluate PSI and the derivative DPSI */ |
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dpsi = 0.; |
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psi = 0.; |
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erretm = 0.; |
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i__1 = ii; |
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for (j = 1; j <= i__1; ++j) { |
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temp = z__[j] / (delta[j] * work[j]); |
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psi += z__[j] * temp; |
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dpsi += temp * temp; |
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erretm += psi; |
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/* L40: */ |
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} |
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erretm = abs(erretm); |
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/* Evaluate PHI and the derivative DPHI */ |
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temp = z__[*n] / (delta[*n] * work[*n]); |
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phi = z__[*n] * temp; |
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dphi = temp * temp; |
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi |
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+ dphi); |
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w = rhoinv + phi + psi; |
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/* Test for convergence */ |
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if (abs(w) <= eps * erretm) { |
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goto L240; |
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} |
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/* Calculate the new step */ |
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++niter; |
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dtnsq1 = work[*n - 1] * delta[*n - 1]; |
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dtnsq = work[*n] * delta[*n]; |
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c__ = w - dtnsq1 * dpsi - dtnsq * dphi; |
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a = (dtnsq + dtnsq1) * w - dtnsq * dtnsq1 * (dpsi + dphi); |
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b = dtnsq * dtnsq1 * w; |
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if (c__ < 0.) { |
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c__ = abs(c__); |
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} |
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if (c__ == 0.) { |
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eta = *rho - *sigma * *sigma; |
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} else if (a >= 0.) { |
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eta = (a + sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (c__ |
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* 2.); |
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} else { |
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eta = b * 2. / (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1))) |
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); |
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} |
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/* Note, eta should be positive if w is negative, and */ |
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/* eta should be negative otherwise. However, */ |
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/* if for some reason caused by roundoff, eta*w > 0, */ |
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/* we simply use one Newton step instead. This way */ |
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/* will guarantee eta*w < 0. */ |
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if (w * eta > 0.) { |
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eta = -w / (dpsi + dphi); |
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} |
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temp = eta - dtnsq; |
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if (temp > *rho) { |
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eta = *rho + dtnsq; |
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} |
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tau += eta; |
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eta /= *sigma + sqrt(eta + *sigma * *sigma); |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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delta[j] -= eta; |
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work[j] += eta; |
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/* L50: */ |
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} |
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*sigma += eta; |
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/* Evaluate PSI and the derivative DPSI */ |
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dpsi = 0.; |
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psi = 0.; |
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erretm = 0.; |
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i__1 = ii; |
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for (j = 1; j <= i__1; ++j) { |
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temp = z__[j] / (work[j] * delta[j]); |
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psi += z__[j] * temp; |
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dpsi += temp * temp; |
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erretm += psi; |
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/* L60: */ |
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} |
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erretm = abs(erretm); |
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/* Evaluate PHI and the derivative DPHI */ |
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temp = z__[*n] / (work[*n] * delta[*n]); |
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phi = z__[*n] * temp; |
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dphi = temp * temp; |
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi |
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+ dphi); |
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w = rhoinv + phi + psi; |
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/* Main loop to update the values of the array DELTA */ |
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iter = niter + 1; |
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for (niter = iter; niter <= 20; ++niter) { |
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/* Test for convergence */ |
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if (abs(w) <= eps * erretm) { |
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goto L240; |
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} |
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/* Calculate the new step */ |
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dtnsq1 = work[*n - 1] * delta[*n - 1]; |
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dtnsq = work[*n] * delta[*n]; |
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c__ = w - dtnsq1 * dpsi - dtnsq * dphi; |
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a = (dtnsq + dtnsq1) * w - dtnsq1 * dtnsq * (dpsi + dphi); |
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b = dtnsq1 * dtnsq * w; |
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if (a >= 0.) { |
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eta = (a + sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / ( |
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c__ * 2.); |
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} else { |
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eta = b * 2. / (a - sqrt((d__1 = a * a - b * 4. * c__, abs( |
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d__1)))); |
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} |
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/* Note, eta should be positive if w is negative, and */ |
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/* eta should be negative otherwise. However, */ |
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/* if for some reason caused by roundoff, eta*w > 0, */ |
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/* we simply use one Newton step instead. This way */ |
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/* will guarantee eta*w < 0. */ |
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if (w * eta > 0.) { |
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eta = -w / (dpsi + dphi); |
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} |
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temp = eta - dtnsq; |
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if (temp <= 0.) { |
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eta /= 2.; |
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} |
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tau += eta; |
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eta /= *sigma + sqrt(eta + *sigma * *sigma); |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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delta[j] -= eta; |
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work[j] += eta; |
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/* L70: */ |
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} |
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*sigma += eta; |
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/* Evaluate PSI and the derivative DPSI */ |
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dpsi = 0.; |
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psi = 0.; |
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erretm = 0.; |
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i__1 = ii; |
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for (j = 1; j <= i__1; ++j) { |
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temp = z__[j] / (work[j] * delta[j]); |
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psi += z__[j] * temp; |
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dpsi += temp * temp; |
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erretm += psi; |
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/* L80: */ |
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} |
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erretm = abs(erretm); |
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/* Evaluate PHI and the derivative DPHI */ |
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temp = z__[*n] / (work[*n] * delta[*n]); |
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phi = z__[*n] * temp; |
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dphi = temp * temp; |
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * ( |
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dpsi + dphi); |
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w = rhoinv + phi + psi; |
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/* L90: */ |
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} |
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/* Return with INFO = 1, NITER = MAXIT and not converged */ |
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*info = 1; |
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goto L240; |
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/* End for the case I = N */ |
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} else { |
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/* The case for I < N */ |
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niter = 1; |
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ip1 = *i__ + 1; |
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/* Calculate initial guess */ |
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delsq = (d__[ip1] - d__[*i__]) * (d__[ip1] + d__[*i__]); |
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delsq2 = delsq / 2.; |
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temp = delsq2 / (d__[*i__] + sqrt(d__[*i__] * d__[*i__] + delsq2)); |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
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work[j] = d__[j] + d__[*i__] + temp; |
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delta[j] = d__[j] - d__[*i__] - temp; |
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/* L100: */ |
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} |
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psi = 0.; |
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i__1 = *i__ - 1; |
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for (j = 1; j <= i__1; ++j) { |
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psi += z__[j] * z__[j] / (work[j] * delta[j]); |
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/* L110: */ |
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} |
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phi = 0.; |
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i__1 = *i__ + 2; |
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for (j = *n; j >= i__1; --j) { |
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phi += z__[j] * z__[j] / (work[j] * delta[j]); |
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/* L120: */ |
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} |
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c__ = rhoinv + psi + phi; |
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w = c__ + z__[*i__] * z__[*i__] / (work[*i__] * delta[*i__]) + z__[ |
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ip1] * z__[ip1] / (work[ip1] * delta[ip1]); |
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if (w > 0.) { |
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/* d(i)^2 < the ith sigma^2 < (d(i)^2+d(i+1)^2)/2 */ |
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/* We choose d(i) as origin. */ |
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orgati = TRUE_; |
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sg2lb = 0.; |
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sg2ub = delsq2; |
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a = c__ * delsq + z__[*i__] * z__[*i__] + z__[ip1] * z__[ip1]; |
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b = z__[*i__] * z__[*i__] * delsq; |
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if (a > 0.) { |
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tau = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, abs( |
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d__1)))); |
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} else { |
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tau = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / ( |
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c__ * 2.); |
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} |
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/* TAU now is an estimation of SIGMA^2 - D( I )^2. The */ |
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/* following, however, is the corresponding estimation of */ |
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/* SIGMA - D( I ). */ |
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eta = tau / (d__[*i__] + sqrt(d__[*i__] * d__[*i__] + tau)); |
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} else { |
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/* (d(i)^2+d(i+1)^2)/2 <= the ith sigma^2 < d(i+1)^2/2 */ |
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/* We choose d(i+1) as origin. */ |
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orgati = FALSE_; |
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sg2lb = -delsq2; |
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sg2ub = 0.; |
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a = c__ * delsq - z__[*i__] * z__[*i__] - z__[ip1] * z__[ip1]; |
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b = z__[ip1] * z__[ip1] * delsq; |
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if (a < 0.) { |
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tau = b * 2. / (a - sqrt((d__1 = a * a + b * 4. * c__, abs( |
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d__1)))); |
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} else { |
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tau = -(a + sqrt((d__1 = a * a + b * 4. * c__, abs(d__1)))) / |
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(c__ * 2.); |
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} |
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/* TAU now is an estimation of SIGMA^2 - D( IP1 )^2. The */ |
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/* following, however, is the corresponding estimation of */ |
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/* SIGMA - D( IP1 ). */ |
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eta = tau / (d__[ip1] + sqrt((d__1 = d__[ip1] * d__[ip1] + tau, |
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abs(d__1)))); |
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} |
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if (orgati) { |
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ii = *i__; |
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*sigma = d__[*i__] + eta; |
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i__1 = *n; |
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for (j = 1; j <= i__1; ++j) { |
|
work[j] = d__[j] + d__[*i__] + eta; |
|
delta[j] = d__[j] - d__[*i__] - eta; |
|
/* L130: */ |
|
} |
|
} else { |
|
ii = *i__ + 1; |
|
*sigma = d__[ip1] + eta; |
|
i__1 = *n; |
|
for (j = 1; j <= i__1; ++j) { |
|
work[j] = d__[j] + d__[ip1] + eta; |
|
delta[j] = d__[j] - d__[ip1] - eta; |
|
/* L140: */ |
|
} |
|
} |
|
iim1 = ii - 1; |
|
iip1 = ii + 1; |
|
|
|
/* Evaluate PSI and the derivative DPSI */ |
|
|
|
dpsi = 0.; |
|
psi = 0.; |
|
erretm = 0.; |
|
i__1 = iim1; |
|
for (j = 1; j <= i__1; ++j) { |
|
temp = z__[j] / (work[j] * delta[j]); |
|
psi += z__[j] * temp; |
|
dpsi += temp * temp; |
|
erretm += psi; |
|
/* L150: */ |
|
} |
|
erretm = abs(erretm); |
|
|
|
/* Evaluate PHI and the derivative DPHI */ |
|
|
|
dphi = 0.; |
|
phi = 0.; |
|
i__1 = iip1; |
|
for (j = *n; j >= i__1; --j) { |
|
temp = z__[j] / (work[j] * delta[j]); |
|
phi += z__[j] * temp; |
|
dphi += temp * temp; |
|
erretm += phi; |
|
/* L160: */ |
|
} |
|
|
|
w = rhoinv + phi + psi; |
|
|
|
/* W is the value of the secular function with */ |
|
/* its ii-th element removed. */ |
|
|
|
swtch3 = FALSE_; |
|
if (orgati) { |
|
if (w < 0.) { |
|
swtch3 = TRUE_; |
|
} |
|
} else { |
|
if (w > 0.) { |
|
swtch3 = TRUE_; |
|
} |
|
} |
|
if (ii == 1 || ii == *n) { |
|
swtch3 = FALSE_; |
|
} |
|
|
|
temp = z__[ii] / (work[ii] * delta[ii]); |
|
dw = dpsi + dphi + temp * temp; |
|
temp = z__[ii] * temp; |
|
w += temp; |
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. + |
|
abs(tau) * dw; |
|
|
|
/* Test for convergence */ |
|
|
|
if (abs(w) <= eps * erretm) { |
|
goto L240; |
|
} |
|
|
|
if (w <= 0.) { |
|
sg2lb = max(sg2lb,tau); |
|
} else { |
|
sg2ub = min(sg2ub,tau); |
|
} |
|
|
|
/* Calculate the new step */ |
|
|
|
++niter; |
|
if (! swtch3) { |
|
dtipsq = work[ip1] * delta[ip1]; |
|
dtisq = work[*i__] * delta[*i__]; |
|
if (orgati) { |
|
/* Computing 2nd power */ |
|
d__1 = z__[*i__] / dtisq; |
|
c__ = w - dtipsq * dw + delsq * (d__1 * d__1); |
|
} else { |
|
/* Computing 2nd power */ |
|
d__1 = z__[ip1] / dtipsq; |
|
c__ = w - dtisq * dw - delsq * (d__1 * d__1); |
|
} |
|
a = (dtipsq + dtisq) * w - dtipsq * dtisq * dw; |
|
b = dtipsq * dtisq * w; |
|
if (c__ == 0.) { |
|
if (a == 0.) { |
|
if (orgati) { |
|
a = z__[*i__] * z__[*i__] + dtipsq * dtipsq * (dpsi + |
|
dphi); |
|
} else { |
|
a = z__[ip1] * z__[ip1] + dtisq * dtisq * (dpsi + |
|
dphi); |
|
} |
|
} |
|
eta = b / a; |
|
} else if (a <= 0.) { |
|
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / ( |
|
c__ * 2.); |
|
} else { |
|
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, abs( |
|
d__1)))); |
|
} |
|
} else { |
|
|
|
/* Interpolation using THREE most relevant poles */ |
|
|
|
dtiim = work[iim1] * delta[iim1]; |
|
dtiip = work[iip1] * delta[iip1]; |
|
temp = rhoinv + psi + phi; |
|
if (orgati) { |
|
temp1 = z__[iim1] / dtiim; |
|
temp1 *= temp1; |
|
c__ = temp - dtiip * (dpsi + dphi) - (d__[iim1] - d__[iip1]) * |
|
(d__[iim1] + d__[iip1]) * temp1; |
|
zz[0] = z__[iim1] * z__[iim1]; |
|
if (dpsi < temp1) { |
|
zz[2] = dtiip * dtiip * dphi; |
|
} else { |
|
zz[2] = dtiip * dtiip * (dpsi - temp1 + dphi); |
|
} |
|
} else { |
|
temp1 = z__[iip1] / dtiip; |
|
temp1 *= temp1; |
|
c__ = temp - dtiim * (dpsi + dphi) - (d__[iip1] - d__[iim1]) * |
|
(d__[iim1] + d__[iip1]) * temp1; |
|
if (dphi < temp1) { |
|
zz[0] = dtiim * dtiim * dpsi; |
|
} else { |
|
zz[0] = dtiim * dtiim * (dpsi + (dphi - temp1)); |
|
} |
|
zz[2] = z__[iip1] * z__[iip1]; |
|
} |
|
zz[1] = z__[ii] * z__[ii]; |
|
dd[0] = dtiim; |
|
dd[1] = delta[ii] * work[ii]; |
|
dd[2] = dtiip; |
|
dlaed6_(&niter, &orgati, &c__, dd, zz, &w, &eta, info); |
|
if (*info != 0) { |
|
goto L240; |
|
} |
|
} |
|
|
|
/* Note, eta should be positive if w is negative, and */ |
|
/* eta should be negative otherwise. However, */ |
|
/* if for some reason caused by roundoff, eta*w > 0, */ |
|
/* we simply use one Newton step instead. This way */ |
|
/* will guarantee eta*w < 0. */ |
|
|
|
if (w * eta >= 0.) { |
|
eta = -w / dw; |
|
} |
|
if (orgati) { |
|
temp1 = work[*i__] * delta[*i__]; |
|
temp = eta - temp1; |
|
} else { |
|
temp1 = work[ip1] * delta[ip1]; |
|
temp = eta - temp1; |
|
} |
|
if (temp > sg2ub || temp < sg2lb) { |
|
if (w < 0.) { |
|
eta = (sg2ub - tau) / 2.; |
|
} else { |
|
eta = (sg2lb - tau) / 2.; |
|
} |
|
} |
|
|
|
tau += eta; |
|
eta /= *sigma + sqrt(*sigma * *sigma + eta); |
|
|
|
prew = w; |
|
|
|
*sigma += eta; |
|
i__1 = *n; |
|
for (j = 1; j <= i__1; ++j) { |
|
work[j] += eta; |
|
delta[j] -= eta; |
|
/* L170: */ |
|
} |
|
|
|
/* Evaluate PSI and the derivative DPSI */ |
|
|
|
dpsi = 0.; |
|
psi = 0.; |
|
erretm = 0.; |
|
i__1 = iim1; |
|
for (j = 1; j <= i__1; ++j) { |
|
temp = z__[j] / (work[j] * delta[j]); |
|
psi += z__[j] * temp; |
|
dpsi += temp * temp; |
|
erretm += psi; |
|
/* L180: */ |
|
} |
|
erretm = abs(erretm); |
|
|
|
/* Evaluate PHI and the derivative DPHI */ |
|
|
|
dphi = 0.; |
|
phi = 0.; |
|
i__1 = iip1; |
|
for (j = *n; j >= i__1; --j) { |
|
temp = z__[j] / (work[j] * delta[j]); |
|
phi += z__[j] * temp; |
|
dphi += temp * temp; |
|
erretm += phi; |
|
/* L190: */ |
|
} |
|
|
|
temp = z__[ii] / (work[ii] * delta[ii]); |
|
dw = dpsi + dphi + temp * temp; |
|
temp = z__[ii] * temp; |
|
w = rhoinv + phi + psi + temp; |
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. + |
|
abs(tau) * dw; |
|
|
|
if (w <= 0.) { |
|
sg2lb = max(sg2lb,tau); |
|
} else { |
|
sg2ub = min(sg2ub,tau); |
|
} |
|
|
|
swtch = FALSE_; |
|
if (orgati) { |
|
if (-w > abs(prew) / 10.) { |
|
swtch = TRUE_; |
|
} |
|
} else { |
|
if (w > abs(prew) / 10.) { |
|
swtch = TRUE_; |
|
} |
|
} |
|
|
|
/* Main loop to update the values of the array DELTA and WORK */ |
|
|
|
iter = niter + 1; |
|
|
|
for (niter = iter; niter <= 20; ++niter) { |
|
|
|
/* Test for convergence */ |
|
|
|
if (abs(w) <= eps * erretm) { |
|
goto L240; |
|
} |
|
|
|
/* Calculate the new step */ |
|
|
|
if (! swtch3) { |
|
dtipsq = work[ip1] * delta[ip1]; |
|
dtisq = work[*i__] * delta[*i__]; |
|
if (! swtch) { |
|
if (orgati) { |
|
/* Computing 2nd power */ |
|
d__1 = z__[*i__] / dtisq; |
|
c__ = w - dtipsq * dw + delsq * (d__1 * d__1); |
|
} else { |
|
/* Computing 2nd power */ |
|
d__1 = z__[ip1] / dtipsq; |
|
c__ = w - dtisq * dw - delsq * (d__1 * d__1); |
|
} |
|
} else { |
|
temp = z__[ii] / (work[ii] * delta[ii]); |
|
if (orgati) { |
|
dpsi += temp * temp; |
|
} else { |
|
dphi += temp * temp; |
|
} |
|
c__ = w - dtisq * dpsi - dtipsq * dphi; |
|
} |
|
a = (dtipsq + dtisq) * w - dtipsq * dtisq * dw; |
|
b = dtipsq * dtisq * w; |
|
if (c__ == 0.) { |
|
if (a == 0.) { |
|
if (! swtch) { |
|
if (orgati) { |
|
a = z__[*i__] * z__[*i__] + dtipsq * dtipsq * |
|
(dpsi + dphi); |
|
} else { |
|
a = z__[ip1] * z__[ip1] + dtisq * dtisq * ( |
|
dpsi + dphi); |
|
} |
|
} else { |
|
a = dtisq * dtisq * dpsi + dtipsq * dtipsq * dphi; |
|
} |
|
} |
|
eta = b / a; |
|
} else if (a <= 0.) { |
|
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) |
|
/ (c__ * 2.); |
|
} else { |
|
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, |
|
abs(d__1)))); |
|
} |
|
} else { |
|
|
|
/* Interpolation using THREE most relevant poles */ |
|
|
|
dtiim = work[iim1] * delta[iim1]; |
|
dtiip = work[iip1] * delta[iip1]; |
|
temp = rhoinv + psi + phi; |
|
if (swtch) { |
|
c__ = temp - dtiim * dpsi - dtiip * dphi; |
|
zz[0] = dtiim * dtiim * dpsi; |
|
zz[2] = dtiip * dtiip * dphi; |
|
} else { |
|
if (orgati) { |
|
temp1 = z__[iim1] / dtiim; |
|
temp1 *= temp1; |
|
temp2 = (d__[iim1] - d__[iip1]) * (d__[iim1] + d__[ |
|
iip1]) * temp1; |
|
c__ = temp - dtiip * (dpsi + dphi) - temp2; |
|
zz[0] = z__[iim1] * z__[iim1]; |
|
if (dpsi < temp1) { |
|
zz[2] = dtiip * dtiip * dphi; |
|
} else { |
|
zz[2] = dtiip * dtiip * (dpsi - temp1 + dphi); |
|
} |
|
} else { |
|
temp1 = z__[iip1] / dtiip; |
|
temp1 *= temp1; |
|
temp2 = (d__[iip1] - d__[iim1]) * (d__[iim1] + d__[ |
|
iip1]) * temp1; |
|
c__ = temp - dtiim * (dpsi + dphi) - temp2; |
|
if (dphi < temp1) { |
|
zz[0] = dtiim * dtiim * dpsi; |
|
} else { |
|
zz[0] = dtiim * dtiim * (dpsi + (dphi - temp1)); |
|
} |
|
zz[2] = z__[iip1] * z__[iip1]; |
|
} |
|
} |
|
dd[0] = dtiim; |
|
dd[1] = delta[ii] * work[ii]; |
|
dd[2] = dtiip; |
|
dlaed6_(&niter, &orgati, &c__, dd, zz, &w, &eta, info); |
|
if (*info != 0) { |
|
goto L240; |
|
} |
|
} |
|
|
|
/* Note, eta should be positive if w is negative, and */ |
|
/* eta should be negative otherwise. However, */ |
|
/* if for some reason caused by roundoff, eta*w > 0, */ |
|
/* we simply use one Newton step instead. This way */ |
|
/* will guarantee eta*w < 0. */ |
|
|
|
if (w * eta >= 0.) { |
|
eta = -w / dw; |
|
} |
|
if (orgati) { |
|
temp1 = work[*i__] * delta[*i__]; |
|
temp = eta - temp1; |
|
} else { |
|
temp1 = work[ip1] * delta[ip1]; |
|
temp = eta - temp1; |
|
} |
|
if (temp > sg2ub || temp < sg2lb) { |
|
if (w < 0.) { |
|
eta = (sg2ub - tau) / 2.; |
|
} else { |
|
eta = (sg2lb - tau) / 2.; |
|
} |
|
} |
|
|
|
tau += eta; |
|
eta /= *sigma + sqrt(*sigma * *sigma + eta); |
|
|
|
*sigma += eta; |
|
i__1 = *n; |
|
for (j = 1; j <= i__1; ++j) { |
|
work[j] += eta; |
|
delta[j] -= eta; |
|
/* L200: */ |
|
} |
|
|
|
prew = w; |
|
|
|
/* Evaluate PSI and the derivative DPSI */ |
|
|
|
dpsi = 0.; |
|
psi = 0.; |
|
erretm = 0.; |
|
i__1 = iim1; |
|
for (j = 1; j <= i__1; ++j) { |
|
temp = z__[j] / (work[j] * delta[j]); |
|
psi += z__[j] * temp; |
|
dpsi += temp * temp; |
|
erretm += psi; |
|
/* L210: */ |
|
} |
|
erretm = abs(erretm); |
|
|
|
/* Evaluate PHI and the derivative DPHI */ |
|
|
|
dphi = 0.; |
|
phi = 0.; |
|
i__1 = iip1; |
|
for (j = *n; j >= i__1; --j) { |
|
temp = z__[j] / (work[j] * delta[j]); |
|
phi += z__[j] * temp; |
|
dphi += temp * temp; |
|
erretm += phi; |
|
/* L220: */ |
|
} |
|
|
|
temp = z__[ii] / (work[ii] * delta[ii]); |
|
dw = dpsi + dphi + temp * temp; |
|
temp = z__[ii] * temp; |
|
w = rhoinv + phi + psi + temp; |
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. |
|
+ abs(tau) * dw; |
|
if (w * prew > 0. && abs(w) > abs(prew) / 10.) { |
|
swtch = ! swtch; |
|
} |
|
|
|
if (w <= 0.) { |
|
sg2lb = max(sg2lb,tau); |
|
} else { |
|
sg2ub = min(sg2ub,tau); |
|
} |
|
|
|
/* L230: */ |
|
} |
|
|
|
/* Return with INFO = 1, NITER = MAXIT and not converged */ |
|
|
|
*info = 1; |
|
|
|
} |
|
|
|
L240: |
|
return 0; |
|
|
|
/* End of DLASD4 */ |
|
|
|
} /* dlasd4_ */
|
|
|