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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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Moving lapack to right place
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- 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