summaryrefslogtreecommitdiff
path: root/src/lib/lapack/zsteqr.f
diff options
context:
space:
mode:
authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
commit8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch)
tree3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/zsteqr.f
parent9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff)
downloadscilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz
scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2
scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/zsteqr.f')
-rw-r--r--src/lib/lapack/zsteqr.f503
1 files changed, 0 insertions, 503 deletions
diff --git a/src/lib/lapack/zsteqr.f b/src/lib/lapack/zsteqr.f
deleted file mode 100644
index a72fdd96..00000000
--- a/src/lib/lapack/zsteqr.f
+++ /dev/null
@@ -1,503 +0,0 @@
- SUBROUTINE ZSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
-*
-* -- LAPACK routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- CHARACTER COMPZ
- INTEGER INFO, LDZ, N
-* ..
-* .. Array Arguments ..
- DOUBLE PRECISION D( * ), E( * ), WORK( * )
- COMPLEX*16 Z( LDZ, * )
-* ..
-*
-* Purpose
-* =======
-*
-* ZSTEQR computes all eigenvalues and, optionally, eigenvectors of a
-* symmetric tridiagonal matrix using the implicit QL or QR method.
-* The eigenvectors of a full or band complex Hermitian matrix can also
-* be found if ZHETRD or ZHPTRD or ZHBTRD has been used to reduce this
-* matrix to tridiagonal form.
-*
-* Arguments
-* =========
-*
-* COMPZ (input) CHARACTER*1
-* = 'N': Compute eigenvalues only.
-* = 'V': Compute eigenvalues and eigenvectors of the original
-* Hermitian matrix. On entry, Z must contain the
-* unitary matrix used to reduce the original matrix
-* to tridiagonal form.
-* = 'I': Compute eigenvalues and eigenvectors of the
-* tridiagonal matrix. Z is initialized to the identity
-* matrix.
-*
-* N (input) INTEGER
-* The order of the matrix. N >= 0.
-*
-* D (input/output) DOUBLE PRECISION array, dimension (N)
-* On entry, the diagonal elements of the tridiagonal matrix.
-* On exit, if INFO = 0, the eigenvalues in ascending order.
-*
-* E (input/output) DOUBLE PRECISION array, dimension (N-1)
-* On entry, the (n-1) subdiagonal elements of the tridiagonal
-* matrix.
-* On exit, E has been destroyed.
-*
-* Z (input/output) COMPLEX*16 array, dimension (LDZ, N)
-* On entry, if COMPZ = 'V', then Z contains the unitary
-* matrix used in the reduction to tridiagonal form.
-* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
-* orthonormal eigenvectors of the original Hermitian matrix,
-* and if COMPZ = 'I', Z contains the orthonormal eigenvectors
-* of the symmetric tridiagonal matrix.
-* If COMPZ = 'N', then Z is not referenced.
-*
-* LDZ (input) INTEGER
-* The leading dimension of the array Z. LDZ >= 1, and if
-* eigenvectors are desired, then LDZ >= max(1,N).
-*
-* WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2))
-* If COMPZ = 'N', then WORK is not referenced.
-*
-* INFO (output) INTEGER
-* = 0: successful exit
-* < 0: if INFO = -i, the i-th argument had an illegal value
-* > 0: the algorithm has failed to find all the eigenvalues in
-* a total of 30*N iterations; if INFO = i, then i
-* elements of E have not converged to zero; on exit, D
-* and E contain the elements of a symmetric tridiagonal
-* matrix which is unitarily similar to the original
-* matrix.
-*
-* =====================================================================
-*
-* .. Parameters ..
- DOUBLE PRECISION ZERO, ONE, TWO, THREE
- PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
- $ THREE = 3.0D0 )
- COMPLEX*16 CZERO, CONE
- PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ),
- $ CONE = ( 1.0D0, 0.0D0 ) )
- INTEGER MAXIT
- PARAMETER ( MAXIT = 30 )
-* ..
-* .. Local Scalars ..
- INTEGER I, ICOMPZ, II, ISCALE, J, JTOT, K, L, L1, LEND,
- $ LENDM1, LENDP1, LENDSV, LM1, LSV, M, MM, MM1,
- $ NM1, NMAXIT
- DOUBLE PRECISION ANORM, B, C, EPS, EPS2, F, G, P, R, RT1, RT2,
- $ S, SAFMAX, SAFMIN, SSFMAX, SSFMIN, TST
-* ..
-* .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DLAMCH, DLANST, DLAPY2
- EXTERNAL LSAME, DLAMCH, DLANST, DLAPY2
-* ..
-* .. External Subroutines ..
- EXTERNAL DLAE2, DLAEV2, DLARTG, DLASCL, DLASRT, XERBLA,
- $ ZLASET, ZLASR, ZSWAP
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, SIGN, SQRT
-* ..
-* .. Executable Statements ..
-*
-* Test the input parameters.
-*
- INFO = 0
-*
- IF( LSAME( COMPZ, 'N' ) ) THEN
- ICOMPZ = 0
- ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
- ICOMPZ = 1
- ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
- ICOMPZ = 2
- ELSE
- ICOMPZ = -1
- END IF
- IF( ICOMPZ.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1,
- $ N ) ) ) THEN
- INFO = -6
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'ZSTEQR', -INFO )
- RETURN
- END IF
-*
-* Quick return if possible
-*
- IF( N.EQ.0 )
- $ RETURN
-*
- IF( N.EQ.1 ) THEN
- IF( ICOMPZ.EQ.2 )
- $ Z( 1, 1 ) = CONE
- RETURN
- END IF
-*
-* Determine the unit roundoff and over/underflow thresholds.
-*
- EPS = DLAMCH( 'E' )
- EPS2 = EPS**2
- SAFMIN = DLAMCH( 'S' )
- SAFMAX = ONE / SAFMIN
- SSFMAX = SQRT( SAFMAX ) / THREE
- SSFMIN = SQRT( SAFMIN ) / EPS2
-*
-* Compute the eigenvalues and eigenvectors of the tridiagonal
-* matrix.
-*
- IF( ICOMPZ.EQ.2 )
- $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
-*
- NMAXIT = N*MAXIT
- JTOT = 0
-*
-* Determine where the matrix splits and choose QL or QR iteration
-* for each block, according to whether top or bottom diagonal
-* element is smaller.
-*
- L1 = 1
- NM1 = N - 1
-*
- 10 CONTINUE
- IF( L1.GT.N )
- $ GO TO 160
- IF( L1.GT.1 )
- $ E( L1-1 ) = ZERO
- IF( L1.LE.NM1 ) THEN
- DO 20 M = L1, NM1
- TST = ABS( E( M ) )
- IF( TST.EQ.ZERO )
- $ GO TO 30
- IF( TST.LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+
- $ 1 ) ) ) )*EPS ) THEN
- E( M ) = ZERO
- GO TO 30
- END IF
- 20 CONTINUE
- END IF
- M = N
-*
- 30 CONTINUE
- L = L1
- LSV = L
- LEND = M
- LENDSV = LEND
- L1 = M + 1
- IF( LEND.EQ.L )
- $ GO TO 10
-*
-* Scale submatrix in rows and columns L to LEND
-*
- ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) )
- ISCALE = 0
- IF( ANORM.EQ.ZERO )
- $ GO TO 10
- IF( ANORM.GT.SSFMAX ) THEN
- ISCALE = 1
- CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N,
- $ INFO )
- CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N,
- $ INFO )
- ELSE IF( ANORM.LT.SSFMIN ) THEN
- ISCALE = 2
- CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N,
- $ INFO )
- CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N,
- $ INFO )
- END IF
-*
-* Choose between QL and QR iteration
-*
- IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN
- LEND = LSV
- L = LENDSV
- END IF
-*
- IF( LEND.GT.L ) THEN
-*
-* QL Iteration
-*
-* Look for small subdiagonal element.
-*
- 40 CONTINUE
- IF( L.NE.LEND ) THEN
- LENDM1 = LEND - 1
- DO 50 M = L, LENDM1
- TST = ABS( E( M ) )**2
- IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M+1 ) )+
- $ SAFMIN )GO TO 60
- 50 CONTINUE
- END IF
-*
- M = LEND
-*
- 60 CONTINUE
- IF( M.LT.LEND )
- $ E( M ) = ZERO
- P = D( L )
- IF( M.EQ.L )
- $ GO TO 80
-*
-* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
-* to compute its eigensystem.
-*
- IF( M.EQ.L+1 ) THEN
- IF( ICOMPZ.GT.0 ) THEN
- CALL DLAEV2( D( L ), E( L ), D( L+1 ), RT1, RT2, C, S )
- WORK( L ) = C
- WORK( N-1+L ) = S
- CALL ZLASR( 'R', 'V', 'B', N, 2, WORK( L ),
- $ WORK( N-1+L ), Z( 1, L ), LDZ )
- ELSE
- CALL DLAE2( D( L ), E( L ), D( L+1 ), RT1, RT2 )
- END IF
- D( L ) = RT1
- D( L+1 ) = RT2
- E( L ) = ZERO
- L = L + 2
- IF( L.LE.LEND )
- $ GO TO 40
- GO TO 140
- END IF
-*
- IF( JTOT.EQ.NMAXIT )
- $ GO TO 140
- JTOT = JTOT + 1
-*
-* Form shift.
-*
- G = ( D( L+1 )-P ) / ( TWO*E( L ) )
- R = DLAPY2( G, ONE )
- G = D( M ) - P + ( E( L ) / ( G+SIGN( R, G ) ) )
-*
- S = ONE
- C = ONE
- P = ZERO
-*
-* Inner loop
-*
- MM1 = M - 1
- DO 70 I = MM1, L, -1
- F = S*E( I )
- B = C*E( I )
- CALL DLARTG( G, F, C, S, R )
- IF( I.NE.M-1 )
- $ E( I+1 ) = R
- G = D( I+1 ) - P
- R = ( D( I )-G )*S + TWO*C*B
- P = S*R
- D( I+1 ) = G + P
- G = C*R - B
-*
-* If eigenvectors are desired, then save rotations.
-*
- IF( ICOMPZ.GT.0 ) THEN
- WORK( I ) = C
- WORK( N-1+I ) = -S
- END IF
-*
- 70 CONTINUE
-*
-* If eigenvectors are desired, then apply saved rotations.
-*
- IF( ICOMPZ.GT.0 ) THEN
- MM = M - L + 1
- CALL ZLASR( 'R', 'V', 'B', N, MM, WORK( L ), WORK( N-1+L ),
- $ Z( 1, L ), LDZ )
- END IF
-*
- D( L ) = D( L ) - P
- E( L ) = G
- GO TO 40
-*
-* Eigenvalue found.
-*
- 80 CONTINUE
- D( L ) = P
-*
- L = L + 1
- IF( L.LE.LEND )
- $ GO TO 40
- GO TO 140
-*
- ELSE
-*
-* QR Iteration
-*
-* Look for small superdiagonal element.
-*
- 90 CONTINUE
- IF( L.NE.LEND ) THEN
- LENDP1 = LEND + 1
- DO 100 M = L, LENDP1, -1
- TST = ABS( E( M-1 ) )**2
- IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M-1 ) )+
- $ SAFMIN )GO TO 110
- 100 CONTINUE
- END IF
-*
- M = LEND
-*
- 110 CONTINUE
- IF( M.GT.LEND )
- $ E( M-1 ) = ZERO
- P = D( L )
- IF( M.EQ.L )
- $ GO TO 130
-*
-* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
-* to compute its eigensystem.
-*
- IF( M.EQ.L-1 ) THEN
- IF( ICOMPZ.GT.0 ) THEN
- CALL DLAEV2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2, C, S )
- WORK( M ) = C
- WORK( N-1+M ) = S
- CALL ZLASR( 'R', 'V', 'F', N, 2, WORK( M ),
- $ WORK( N-1+M ), Z( 1, L-1 ), LDZ )
- ELSE
- CALL DLAE2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2 )
- END IF
- D( L-1 ) = RT1
- D( L ) = RT2
- E( L-1 ) = ZERO
- L = L - 2
- IF( L.GE.LEND )
- $ GO TO 90
- GO TO 140
- END IF
-*
- IF( JTOT.EQ.NMAXIT )
- $ GO TO 140
- JTOT = JTOT + 1
-*
-* Form shift.
-*
- G = ( D( L-1 )-P ) / ( TWO*E( L-1 ) )
- R = DLAPY2( G, ONE )
- G = D( M ) - P + ( E( L-1 ) / ( G+SIGN( R, G ) ) )
-*
- S = ONE
- C = ONE
- P = ZERO
-*
-* Inner loop
-*
- LM1 = L - 1
- DO 120 I = M, LM1
- F = S*E( I )
- B = C*E( I )
- CALL DLARTG( G, F, C, S, R )
- IF( I.NE.M )
- $ E( I-1 ) = R
- G = D( I ) - P
- R = ( D( I+1 )-G )*S + TWO*C*B
- P = S*R
- D( I ) = G + P
- G = C*R - B
-*
-* If eigenvectors are desired, then save rotations.
-*
- IF( ICOMPZ.GT.0 ) THEN
- WORK( I ) = C
- WORK( N-1+I ) = S
- END IF
-*
- 120 CONTINUE
-*
-* If eigenvectors are desired, then apply saved rotations.
-*
- IF( ICOMPZ.GT.0 ) THEN
- MM = L - M + 1
- CALL ZLASR( 'R', 'V', 'F', N, MM, WORK( M ), WORK( N-1+M ),
- $ Z( 1, M ), LDZ )
- END IF
-*
- D( L ) = D( L ) - P
- E( LM1 ) = G
- GO TO 90
-*
-* Eigenvalue found.
-*
- 130 CONTINUE
- D( L ) = P
-*
- L = L - 1
- IF( L.GE.LEND )
- $ GO TO 90
- GO TO 140
-*
- END IF
-*
-* Undo scaling if necessary
-*
- 140 CONTINUE
- IF( ISCALE.EQ.1 ) THEN
- CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1,
- $ D( LSV ), N, INFO )
- CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV, 1, E( LSV ),
- $ N, INFO )
- ELSE IF( ISCALE.EQ.2 ) THEN
- CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1,
- $ D( LSV ), N, INFO )
- CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV, 1, E( LSV ),
- $ N, INFO )
- END IF
-*
-* Check for no convergence to an eigenvalue after a total
-* of N*MAXIT iterations.
-*
- IF( JTOT.EQ.NMAXIT ) THEN
- DO 150 I = 1, N - 1
- IF( E( I ).NE.ZERO )
- $ INFO = INFO + 1
- 150 CONTINUE
- RETURN
- END IF
- GO TO 10
-*
-* Order eigenvalues and eigenvectors.
-*
- 160 CONTINUE
- IF( ICOMPZ.EQ.0 ) THEN
-*
-* Use Quick Sort
-*
- CALL DLASRT( 'I', N, D, INFO )
-*
- ELSE
-*
-* Use Selection Sort to minimize swaps of eigenvectors
-*
- DO 180 II = 2, N
- I = II - 1
- K = I
- P = D( I )
- DO 170 J = II, N
- IF( D( J ).LT.P ) THEN
- K = J
- P = D( J )
- END IF
- 170 CONTINUE
- IF( K.NE.I ) THEN
- D( K ) = D( I )
- D( I ) = P
- CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
- END IF
- 180 CONTINUE
- END IF
- RETURN
-*
-* End of ZSTEQR
-*
- END