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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dlasq2.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
download | scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2 scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip |
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dlasq2.f')
-rw-r--r-- | src/lib/lapack/dlasq2.f | 448 |
1 files changed, 0 insertions, 448 deletions
diff --git a/src/lib/lapack/dlasq2.f b/src/lib/lapack/dlasq2.f deleted file mode 100644 index b6b79aeb..00000000 --- a/src/lib/lapack/dlasq2.f +++ /dev/null @@ -1,448 +0,0 @@ - SUBROUTINE DLASQ2( N, Z, INFO ) -* -* -- LAPACK routine (version 3.1) -- -* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. -* November 2006 -* -* Modified to call DLAZQ3 in place of DLASQ3, 13 Feb 03, SJH. -* -* .. Scalar Arguments .. - INTEGER INFO, N -* .. -* .. Array Arguments .. - DOUBLE PRECISION Z( * ) -* .. -* -* Purpose -* ======= -* -* DLASQ2 computes all the eigenvalues of the symmetric positive -* definite tridiagonal matrix associated with the qd array Z to high -* relative accuracy are computed to high relative accuracy, in the -* absence of denormalization, underflow and overflow. -* -* To see the relation of Z to the tridiagonal matrix, let L be a -* unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and -* let U be an upper bidiagonal matrix with 1's above and diagonal -* Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the -* symmetric tridiagonal to which it is similar. -* -* Note : DLASQ2 defines a logical variable, IEEE, which is true -* on machines which follow ieee-754 floating-point standard in their -* handling of infinities and NaNs, and false otherwise. This variable -* is passed to DLAZQ3. -* -* Arguments -* ========= -* -* N (input) INTEGER -* The number of rows and columns in the matrix. N >= 0. -* -* Z (workspace) DOUBLE PRECISION array, dimension ( 4*N ) -* On entry Z holds the qd array. On exit, entries 1 to N hold -* the eigenvalues in decreasing order, Z( 2*N+1 ) holds the -* trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If -* N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 ) -* holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of -* shifts that failed. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if the i-th argument is a scalar and had an illegal -* value, then INFO = -i, if the i-th argument is an -* array and the j-entry had an illegal value, then -* INFO = -(i*100+j) -* > 0: the algorithm failed -* = 1, a split was marked by a positive value in E -* = 2, current block of Z not diagonalized after 30*N -* iterations (in inner while loop) -* = 3, termination criterion of outer while loop not met -* (program created more than N unreduced blocks) -* -* Further Details -* =============== -* Local Variables: I0:N0 defines a current unreduced segment of Z. -* The shifts are accumulated in SIGMA. Iteration count is in ITER. -* Ping-pong is controlled by PP (alternates between 0 and 1). -* -* ===================================================================== -* -* .. Parameters .. - DOUBLE PRECISION CBIAS - PARAMETER ( CBIAS = 1.50D0 ) - DOUBLE PRECISION ZERO, HALF, ONE, TWO, FOUR, HUNDRD - PARAMETER ( ZERO = 0.0D0, HALF = 0.5D0, ONE = 1.0D0, - $ TWO = 2.0D0, FOUR = 4.0D0, HUNDRD = 100.0D0 ) -* .. -* .. Local Scalars .. - LOGICAL IEEE - INTEGER I0, I4, IINFO, IPN4, ITER, IWHILA, IWHILB, K, - $ N0, NBIG, NDIV, NFAIL, PP, SPLT, TTYPE - DOUBLE PRECISION D, DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, E, - $ EMAX, EMIN, EPS, OLDEMN, QMAX, QMIN, S, SAFMIN, - $ SIGMA, T, TAU, TEMP, TOL, TOL2, TRACE, ZMAX -* .. -* .. External Subroutines .. - EXTERNAL DLAZQ3, DLASRT, XERBLA -* .. -* .. External Functions .. - INTEGER ILAENV - DOUBLE PRECISION DLAMCH - EXTERNAL DLAMCH, ILAENV -* .. -* .. Intrinsic Functions .. - INTRINSIC ABS, DBLE, MAX, MIN, SQRT -* .. -* .. Executable Statements .. -* -* Test the input arguments. -* (in case DLASQ2 is not called by DLASQ1) -* - INFO = 0 - EPS = DLAMCH( 'Precision' ) - SAFMIN = DLAMCH( 'Safe minimum' ) - TOL = EPS*HUNDRD - TOL2 = TOL**2 -* - IF( N.LT.0 ) THEN - INFO = -1 - CALL XERBLA( 'DLASQ2', 1 ) - RETURN - ELSE IF( N.EQ.0 ) THEN - RETURN - ELSE IF( N.EQ.1 ) THEN -* -* 1-by-1 case. -* - IF( Z( 1 ).LT.ZERO ) THEN - INFO = -201 - CALL XERBLA( 'DLASQ2', 2 ) - END IF - RETURN - ELSE IF( N.EQ.2 ) THEN -* -* 2-by-2 case. -* - IF( Z( 2 ).LT.ZERO .OR. Z( 3 ).LT.ZERO ) THEN - INFO = -2 - CALL XERBLA( 'DLASQ2', 2 ) - RETURN - ELSE IF( Z( 3 ).GT.Z( 1 ) ) THEN - D = Z( 3 ) - Z( 3 ) = Z( 1 ) - Z( 1 ) = D - END IF - Z( 5 ) = Z( 1 ) + Z( 2 ) + Z( 3 ) - IF( Z( 2 ).GT.Z( 3 )*TOL2 ) THEN - T = HALF*( ( Z( 1 )-Z( 3 ) )+Z( 2 ) ) - S = Z( 3 )*( Z( 2 ) / T ) - IF( S.LE.T ) THEN - S = Z( 3 )*( Z( 2 ) / ( T*( ONE+SQRT( ONE+S / T ) ) ) ) - ELSE - S = Z( 3 )*( Z( 2 ) / ( T+SQRT( T )*SQRT( T+S ) ) ) - END IF - T = Z( 1 ) + ( S+Z( 2 ) ) - Z( 3 ) = Z( 3 )*( Z( 1 ) / T ) - Z( 1 ) = T - END IF - Z( 2 ) = Z( 3 ) - Z( 6 ) = Z( 2 ) + Z( 1 ) - RETURN - END IF -* -* Check for negative data and compute sums of q's and e's. -* - Z( 2*N ) = ZERO - EMIN = Z( 2 ) - QMAX = ZERO - ZMAX = ZERO - D = ZERO - E = ZERO -* - DO 10 K = 1, 2*( N-1 ), 2 - IF( Z( K ).LT.ZERO ) THEN - INFO = -( 200+K ) - CALL XERBLA( 'DLASQ2', 2 ) - RETURN - ELSE IF( Z( K+1 ).LT.ZERO ) THEN - INFO = -( 200+K+1 ) - CALL XERBLA( 'DLASQ2', 2 ) - RETURN - END IF - D = D + Z( K ) - E = E + Z( K+1 ) - QMAX = MAX( QMAX, Z( K ) ) - EMIN = MIN( EMIN, Z( K+1 ) ) - ZMAX = MAX( QMAX, ZMAX, Z( K+1 ) ) - 10 CONTINUE - IF( Z( 2*N-1 ).LT.ZERO ) THEN - INFO = -( 200+2*N-1 ) - CALL XERBLA( 'DLASQ2', 2 ) - RETURN - END IF - D = D + Z( 2*N-1 ) - QMAX = MAX( QMAX, Z( 2*N-1 ) ) - ZMAX = MAX( QMAX, ZMAX ) -* -* Check for diagonality. -* - IF( E.EQ.ZERO ) THEN - DO 20 K = 2, N - Z( K ) = Z( 2*K-1 ) - 20 CONTINUE - CALL DLASRT( 'D', N, Z, IINFO ) - Z( 2*N-1 ) = D - RETURN - END IF -* - TRACE = D + E -* -* Check for zero data. -* - IF( TRACE.EQ.ZERO ) THEN - Z( 2*N-1 ) = ZERO - RETURN - END IF -* -* Check whether the machine is IEEE conformable. -* - IEEE = ILAENV( 10, 'DLASQ2', 'N', 1, 2, 3, 4 ).EQ.1 .AND. - $ ILAENV( 11, 'DLASQ2', 'N', 1, 2, 3, 4 ).EQ.1 -* -* Rearrange data for locality: Z=(q1,qq1,e1,ee1,q2,qq2,e2,ee2,...). -* - DO 30 K = 2*N, 2, -2 - Z( 2*K ) = ZERO - Z( 2*K-1 ) = Z( K ) - Z( 2*K-2 ) = ZERO - Z( 2*K-3 ) = Z( K-1 ) - 30 CONTINUE -* - I0 = 1 - N0 = N -* -* Reverse the qd-array, if warranted. -* - IF( CBIAS*Z( 4*I0-3 ).LT.Z( 4*N0-3 ) ) THEN - IPN4 = 4*( I0+N0 ) - DO 40 I4 = 4*I0, 2*( I0+N0-1 ), 4 - TEMP = Z( I4-3 ) - Z( I4-3 ) = Z( IPN4-I4-3 ) - Z( IPN4-I4-3 ) = TEMP - TEMP = Z( I4-1 ) - Z( I4-1 ) = Z( IPN4-I4-5 ) - Z( IPN4-I4-5 ) = TEMP - 40 CONTINUE - END IF -* -* Initial split checking via dqd and Li's test. -* - PP = 0 -* - DO 80 K = 1, 2 -* - D = Z( 4*N0+PP-3 ) - DO 50 I4 = 4*( N0-1 ) + PP, 4*I0 + PP, -4 - IF( Z( I4-1 ).LE.TOL2*D ) THEN - Z( I4-1 ) = -ZERO - D = Z( I4-3 ) - ELSE - D = Z( I4-3 )*( D / ( D+Z( I4-1 ) ) ) - END IF - 50 CONTINUE -* -* dqd maps Z to ZZ plus Li's test. -* - EMIN = Z( 4*I0+PP+1 ) - D = Z( 4*I0+PP-3 ) - DO 60 I4 = 4*I0 + PP, 4*( N0-1 ) + PP, 4 - Z( I4-2*PP-2 ) = D + Z( I4-1 ) - IF( Z( I4-1 ).LE.TOL2*D ) THEN - Z( I4-1 ) = -ZERO - Z( I4-2*PP-2 ) = D - Z( I4-2*PP ) = ZERO - D = Z( I4+1 ) - ELSE IF( SAFMIN*Z( I4+1 ).LT.Z( I4-2*PP-2 ) .AND. - $ SAFMIN*Z( I4-2*PP-2 ).LT.Z( I4+1 ) ) THEN - TEMP = Z( I4+1 ) / Z( I4-2*PP-2 ) - Z( I4-2*PP ) = Z( I4-1 )*TEMP - D = D*TEMP - ELSE - Z( I4-2*PP ) = Z( I4+1 )*( Z( I4-1 ) / Z( I4-2*PP-2 ) ) - D = Z( I4+1 )*( D / Z( I4-2*PP-2 ) ) - END IF - EMIN = MIN( EMIN, Z( I4-2*PP ) ) - 60 CONTINUE - Z( 4*N0-PP-2 ) = D -* -* Now find qmax. -* - QMAX = Z( 4*I0-PP-2 ) - DO 70 I4 = 4*I0 - PP + 2, 4*N0 - PP - 2, 4 - QMAX = MAX( QMAX, Z( I4 ) ) - 70 CONTINUE -* -* Prepare for the next iteration on K. -* - PP = 1 - PP - 80 CONTINUE -* -* Initialise variables to pass to DLAZQ3 -* - TTYPE = 0 - DMIN1 = ZERO - DMIN2 = ZERO - DN = ZERO - DN1 = ZERO - DN2 = ZERO - TAU = ZERO -* - ITER = 2 - NFAIL = 0 - NDIV = 2*( N0-I0 ) -* - DO 140 IWHILA = 1, N + 1 - IF( N0.LT.1 ) - $ GO TO 150 -* -* While array unfinished do -* -* E(N0) holds the value of SIGMA when submatrix in I0:N0 -* splits from the rest of the array, but is negated. -* - DESIG = ZERO - IF( N0.EQ.N ) THEN - SIGMA = ZERO - ELSE - SIGMA = -Z( 4*N0-1 ) - END IF - IF( SIGMA.LT.ZERO ) THEN - INFO = 1 - RETURN - END IF -* -* Find last unreduced submatrix's top index I0, find QMAX and -* EMIN. Find Gershgorin-type bound if Q's much greater than E's. -* - EMAX = ZERO - IF( N0.GT.I0 ) THEN - EMIN = ABS( Z( 4*N0-5 ) ) - ELSE - EMIN = ZERO - END IF - QMIN = Z( 4*N0-3 ) - QMAX = QMIN - DO 90 I4 = 4*N0, 8, -4 - IF( Z( I4-5 ).LE.ZERO ) - $ GO TO 100 - IF( QMIN.GE.FOUR*EMAX ) THEN - QMIN = MIN( QMIN, Z( I4-3 ) ) - EMAX = MAX( EMAX, Z( I4-5 ) ) - END IF - QMAX = MAX( QMAX, Z( I4-7 )+Z( I4-5 ) ) - EMIN = MIN( EMIN, Z( I4-5 ) ) - 90 CONTINUE - I4 = 4 -* - 100 CONTINUE - I0 = I4 / 4 -* -* Store EMIN for passing to DLAZQ3. -* - Z( 4*N0-1 ) = EMIN -* -* Put -(initial shift) into DMIN. -* - DMIN = -MAX( ZERO, QMIN-TWO*SQRT( QMIN )*SQRT( EMAX ) ) -* -* Now I0:N0 is unreduced. PP = 0 for ping, PP = 1 for pong. -* - PP = 0 -* - NBIG = 30*( N0-I0+1 ) - DO 120 IWHILB = 1, NBIG - IF( I0.GT.N0 ) - $ GO TO 130 -* -* While submatrix unfinished take a good dqds step. -* - CALL DLAZQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL, - $ ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1, - $ DN2, TAU ) -* - PP = 1 - PP -* -* When EMIN is very small check for splits. -* - IF( PP.EQ.0 .AND. N0-I0.GE.3 ) THEN - IF( Z( 4*N0 ).LE.TOL2*QMAX .OR. - $ Z( 4*N0-1 ).LE.TOL2*SIGMA ) THEN - SPLT = I0 - 1 - QMAX = Z( 4*I0-3 ) - EMIN = Z( 4*I0-1 ) - OLDEMN = Z( 4*I0 ) - DO 110 I4 = 4*I0, 4*( N0-3 ), 4 - IF( Z( I4 ).LE.TOL2*Z( I4-3 ) .OR. - $ Z( I4-1 ).LE.TOL2*SIGMA ) THEN - Z( I4-1 ) = -SIGMA - SPLT = I4 / 4 - QMAX = ZERO - EMIN = Z( I4+3 ) - OLDEMN = Z( I4+4 ) - ELSE - QMAX = MAX( QMAX, Z( I4+1 ) ) - EMIN = MIN( EMIN, Z( I4-1 ) ) - OLDEMN = MIN( OLDEMN, Z( I4 ) ) - END IF - 110 CONTINUE - Z( 4*N0-1 ) = EMIN - Z( 4*N0 ) = OLDEMN - I0 = SPLT + 1 - END IF - END IF -* - 120 CONTINUE -* - INFO = 2 - RETURN -* -* end IWHILB -* - 130 CONTINUE -* - 140 CONTINUE -* - INFO = 3 - RETURN -* -* end IWHILA -* - 150 CONTINUE -* -* Move q's to the front. -* - DO 160 K = 2, N - Z( K ) = Z( 4*K-3 ) - 160 CONTINUE -* -* Sort and compute sum of eigenvalues. -* - CALL DLASRT( 'D', N, Z, IINFO ) -* - E = ZERO - DO 170 K = N, 1, -1 - E = E + Z( K ) - 170 CONTINUE -* -* Store trace, sum(eigenvalues) and information on performance. -* - Z( 2*N+1 ) = TRACE - Z( 2*N+2 ) = E - Z( 2*N+3 ) = DBLE( ITER ) - Z( 2*N+4 ) = DBLE( NDIV ) / DBLE( N**2 ) - Z( 2*N+5 ) = HUNDRD*NFAIL / DBLE( ITER ) - RETURN -* -* End of DLASQ2 -* - END |