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slaed3.f 11 kB

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  1. *> \brief \b SLAED3 used by sstedc. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is tridiagonal.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLAED3 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaed3.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaed3.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaed3.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAED3( K, N, N1, D, Q, LDQ, RHO, DLAMDA, Q2, INDX,
  22. * CTOT, W, S, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER INFO, K, LDQ, N, N1
  26. * REAL RHO
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER CTOT( * ), INDX( * )
  30. * REAL D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
  31. * $ S( * ), W( * )
  32. * ..
  33. *
  34. *
  35. *> \par Purpose:
  36. * =============
  37. *>
  38. *> \verbatim
  39. *>
  40. *> SLAED3 finds the roots of the secular equation, as defined by the
  41. *> values in D, W, and RHO, between 1 and K. It makes the
  42. *> appropriate calls to SLAED4 and then updates the eigenvectors by
  43. *> multiplying the matrix of eigenvectors of the pair of eigensystems
  44. *> being combined by the matrix of eigenvectors of the K-by-K system
  45. *> which is solved here.
  46. *>
  47. *> This code makes very mild assumptions about floating point
  48. *> arithmetic. It will work on machines with a guard digit in
  49. *> add/subtract, or on those binary machines without guard digits
  50. *> which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
  51. *> It could conceivably fail on hexadecimal or decimal machines
  52. *> without guard digits, but we know of none.
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] K
  59. *> \verbatim
  60. *> K is INTEGER
  61. *> The number of terms in the rational function to be solved by
  62. *> SLAED4. K >= 0.
  63. *> \endverbatim
  64. *>
  65. *> \param[in] N
  66. *> \verbatim
  67. *> N is INTEGER
  68. *> The number of rows and columns in the Q matrix.
  69. *> N >= K (deflation may result in N>K).
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N1
  73. *> \verbatim
  74. *> N1 is INTEGER
  75. *> The location of the last eigenvalue in the leading submatrix.
  76. *> min(1,N) <= N1 <= N/2.
  77. *> \endverbatim
  78. *>
  79. *> \param[out] D
  80. *> \verbatim
  81. *> D is REAL array, dimension (N)
  82. *> D(I) contains the updated eigenvalues for
  83. *> 1 <= I <= K.
  84. *> \endverbatim
  85. *>
  86. *> \param[out] Q
  87. *> \verbatim
  88. *> Q is REAL array, dimension (LDQ,N)
  89. *> Initially the first K columns are used as workspace.
  90. *> On output the columns 1 to K contain
  91. *> the updated eigenvectors.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] LDQ
  95. *> \verbatim
  96. *> LDQ is INTEGER
  97. *> The leading dimension of the array Q. LDQ >= max(1,N).
  98. *> \endverbatim
  99. *>
  100. *> \param[in] RHO
  101. *> \verbatim
  102. *> RHO is REAL
  103. *> The value of the parameter in the rank one update equation.
  104. *> RHO >= 0 required.
  105. *> \endverbatim
  106. *>
  107. *> \param[in,out] DLAMDA
  108. *> \verbatim
  109. *> DLAMDA is REAL array, dimension (K)
  110. *> The first K elements of this array contain the old roots
  111. *> of the deflated updating problem. These are the poles
  112. *> of the secular equation. May be changed on output by
  113. *> having lowest order bit set to zero on Cray X-MP, Cray Y-MP,
  114. *> Cray-2, or Cray C-90, as described above.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] Q2
  118. *> \verbatim
  119. *> Q2 is REAL array, dimension (LDQ2*N)
  120. *> The first K columns of this matrix contain the non-deflated
  121. *> eigenvectors for the split problem.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] INDX
  125. *> \verbatim
  126. *> INDX is INTEGER array, dimension (N)
  127. *> The permutation used to arrange the columns of the deflated
  128. *> Q matrix into three groups (see SLAED2).
  129. *> The rows of the eigenvectors found by SLAED4 must be likewise
  130. *> permuted before the matrix multiply can take place.
  131. *> \endverbatim
  132. *>
  133. *> \param[in] CTOT
  134. *> \verbatim
  135. *> CTOT is INTEGER array, dimension (4)
  136. *> A count of the total number of the various types of columns
  137. *> in Q, as described in INDX. The fourth column type is any
  138. *> column which has been deflated.
  139. *> \endverbatim
  140. *>
  141. *> \param[in,out] W
  142. *> \verbatim
  143. *> W is REAL array, dimension (K)
  144. *> The first K elements of this array contain the components
  145. *> of the deflation-adjusted updating vector. Destroyed on
  146. *> output.
  147. *> \endverbatim
  148. *>
  149. *> \param[out] S
  150. *> \verbatim
  151. *> S is REAL array, dimension (N1 + 1)*K
  152. *> Will contain the eigenvectors of the repaired matrix which
  153. *> will be multiplied by the previously accumulated eigenvectors
  154. *> to update the system.
  155. *> \endverbatim
  156. *>
  157. *> \param[out] INFO
  158. *> \verbatim
  159. *> INFO is INTEGER
  160. *> = 0: successful exit.
  161. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  162. *> > 0: if INFO = 1, an eigenvalue did not converge
  163. *> \endverbatim
  164. *
  165. * Authors:
  166. * ========
  167. *
  168. *> \author Univ. of Tennessee
  169. *> \author Univ. of California Berkeley
  170. *> \author Univ. of Colorado Denver
  171. *> \author NAG Ltd.
  172. *
  173. *> \date June 2017
  174. *
  175. *> \ingroup auxOTHERcomputational
  176. *
  177. *> \par Contributors:
  178. * ==================
  179. *>
  180. *> Jeff Rutter, Computer Science Division, University of California
  181. *> at Berkeley, USA \n
  182. *> Modified by Francoise Tisseur, University of Tennessee
  183. *>
  184. * =====================================================================
  185. SUBROUTINE SLAED3( K, N, N1, D, Q, LDQ, RHO, DLAMDA, Q2, INDX,
  186. $ CTOT, W, S, INFO )
  187. *
  188. * -- LAPACK computational routine (version 3.7.1) --
  189. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  190. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  191. * June 2017
  192. *
  193. * .. Scalar Arguments ..
  194. INTEGER INFO, K, LDQ, N, N1
  195. REAL RHO
  196. * ..
  197. * .. Array Arguments ..
  198. INTEGER CTOT( * ), INDX( * )
  199. REAL D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
  200. $ S( * ), W( * )
  201. * ..
  202. *
  203. * =====================================================================
  204. *
  205. * .. Parameters ..
  206. REAL ONE, ZERO
  207. PARAMETER ( ONE = 1.0E0, ZERO = 0.0E0 )
  208. * ..
  209. * .. Local Scalars ..
  210. INTEGER I, II, IQ2, J, N12, N2, N23
  211. REAL TEMP
  212. * ..
  213. * .. External Functions ..
  214. REAL SLAMC3, SNRM2
  215. EXTERNAL SLAMC3, SNRM2
  216. * ..
  217. * .. External Subroutines ..
  218. EXTERNAL SCOPY, SGEMM, SLACPY, SLAED4, SLASET, XERBLA
  219. * ..
  220. * .. Intrinsic Functions ..
  221. INTRINSIC MAX, SIGN, SQRT
  222. * ..
  223. * .. Executable Statements ..
  224. *
  225. * Test the input parameters.
  226. *
  227. INFO = 0
  228. *
  229. IF( K.LT.0 ) THEN
  230. INFO = -1
  231. ELSE IF( N.LT.K ) THEN
  232. INFO = -2
  233. ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
  234. INFO = -6
  235. END IF
  236. IF( INFO.NE.0 ) THEN
  237. CALL XERBLA( 'SLAED3', -INFO )
  238. RETURN
  239. END IF
  240. *
  241. * Quick return if possible
  242. *
  243. IF( K.EQ.0 )
  244. $ RETURN
  245. *
  246. * Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
  247. * be computed with high relative accuracy (barring over/underflow).
  248. * This is a problem on machines without a guard digit in
  249. * add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
  250. * The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
  251. * which on any of these machines zeros out the bottommost
  252. * bit of DLAMDA(I) if it is 1; this makes the subsequent
  253. * subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
  254. * occurs. On binary machines with a guard digit (almost all
  255. * machines) it does not change DLAMDA(I) at all. On hexadecimal
  256. * and decimal machines with a guard digit, it slightly
  257. * changes the bottommost bits of DLAMDA(I). It does not account
  258. * for hexadecimal or decimal machines without guard digits
  259. * (we know of none). We use a subroutine call to compute
  260. * 2*DLAMBDA(I) to prevent optimizing compilers from eliminating
  261. * this code.
  262. *
  263. DO 10 I = 1, K
  264. DLAMDA( I ) = SLAMC3( DLAMDA( I ), DLAMDA( I ) ) - DLAMDA( I )
  265. 10 CONTINUE
  266. *
  267. DO 20 J = 1, K
  268. CALL SLAED4( K, J, DLAMDA, W, Q( 1, J ), RHO, D( J ), INFO )
  269. *
  270. * If the zero finder fails, the computation is terminated.
  271. *
  272. IF( INFO.NE.0 )
  273. $ GO TO 120
  274. 20 CONTINUE
  275. *
  276. IF( K.EQ.1 )
  277. $ GO TO 110
  278. IF( K.EQ.2 ) THEN
  279. DO 30 J = 1, K
  280. W( 1 ) = Q( 1, J )
  281. W( 2 ) = Q( 2, J )
  282. II = INDX( 1 )
  283. Q( 1, J ) = W( II )
  284. II = INDX( 2 )
  285. Q( 2, J ) = W( II )
  286. 30 CONTINUE
  287. GO TO 110
  288. END IF
  289. *
  290. * Compute updated W.
  291. *
  292. CALL SCOPY( K, W, 1, S, 1 )
  293. *
  294. * Initialize W(I) = Q(I,I)
  295. *
  296. CALL SCOPY( K, Q, LDQ+1, W, 1 )
  297. DO 60 J = 1, K
  298. DO 40 I = 1, J - 1
  299. W( I ) = W( I )*( Q( I, J ) / ( DLAMDA( I )-DLAMDA( J ) ) )
  300. 40 CONTINUE
  301. DO 50 I = J + 1, K
  302. W( I ) = W( I )*( Q( I, J ) / ( DLAMDA( I )-DLAMDA( J ) ) )
  303. 50 CONTINUE
  304. 60 CONTINUE
  305. DO 70 I = 1, K
  306. W( I ) = SIGN( SQRT( -W( I ) ), S( I ) )
  307. 70 CONTINUE
  308. *
  309. * Compute eigenvectors of the modified rank-1 modification.
  310. *
  311. DO 100 J = 1, K
  312. DO 80 I = 1, K
  313. S( I ) = W( I ) / Q( I, J )
  314. 80 CONTINUE
  315. TEMP = SNRM2( K, S, 1 )
  316. DO 90 I = 1, K
  317. II = INDX( I )
  318. Q( I, J ) = S( II ) / TEMP
  319. 90 CONTINUE
  320. 100 CONTINUE
  321. *
  322. * Compute the updated eigenvectors.
  323. *
  324. 110 CONTINUE
  325. *
  326. N2 = N - N1
  327. N12 = CTOT( 1 ) + CTOT( 2 )
  328. N23 = CTOT( 2 ) + CTOT( 3 )
  329. *
  330. CALL SLACPY( 'A', N23, K, Q( CTOT( 1 )+1, 1 ), LDQ, S, N23 )
  331. IQ2 = N1*N12 + 1
  332. IF( N23.NE.0 ) THEN
  333. CALL SGEMM( 'N', 'N', N2, K, N23, ONE, Q2( IQ2 ), N2, S, N23,
  334. $ ZERO, Q( N1+1, 1 ), LDQ )
  335. ELSE
  336. CALL SLASET( 'A', N2, K, ZERO, ZERO, Q( N1+1, 1 ), LDQ )
  337. END IF
  338. *
  339. CALL SLACPY( 'A', N12, K, Q, LDQ, S, N12 )
  340. IF( N12.NE.0 ) THEN
  341. CALL SGEMM( 'N', 'N', N1, K, N12, ONE, Q2, N1, S, N12, ZERO, Q,
  342. $ LDQ )
  343. ELSE
  344. CALL SLASET( 'A', N1, K, ZERO, ZERO, Q( 1, 1 ), LDQ )
  345. END IF
  346. *
  347. *
  348. 120 CONTINUE
  349. RETURN
  350. *
  351. * End of SLAED3
  352. *
  353. END