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slaed7.f 13 kB

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  1. *> \brief \b SLAED7 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLAED7 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaed7.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaed7.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaed7.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
  22. * LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR,
  23. * PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK,
  24. * INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
  28. * $ QSIZ, TLVLS
  29. * REAL RHO
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
  33. * $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
  34. * REAL D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
  35. * $ QSTORE( * ), WORK( * )
  36. * ..
  37. *
  38. *
  39. *> \par Purpose:
  40. * =============
  41. *>
  42. *> \verbatim
  43. *>
  44. *> SLAED7 computes the updated eigensystem of a diagonal
  45. *> matrix after modification by a rank-one symmetric matrix. This
  46. *> routine is used only for the eigenproblem which requires all
  47. *> eigenvalues and optionally eigenvectors of a dense symmetric matrix
  48. *> that has been reduced to tridiagonal form. SLAED1 handles
  49. *> the case in which all eigenvalues and eigenvectors of a symmetric
  50. *> tridiagonal matrix are desired.
  51. *>
  52. *> T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
  53. *>
  54. *> where Z = Q**Tu, u is a vector of length N with ones in the
  55. *> CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
  56. *>
  57. *> The eigenvectors of the original matrix are stored in Q, and the
  58. *> eigenvalues are in D. The algorithm consists of three stages:
  59. *>
  60. *> The first stage consists of deflating the size of the problem
  61. *> when there are multiple eigenvalues or if there is a zero in
  62. *> the Z vector. For each such occurrence the dimension of the
  63. *> secular equation problem is reduced by one. This stage is
  64. *> performed by the routine SLAED8.
  65. *>
  66. *> The second stage consists of calculating the updated
  67. *> eigenvalues. This is done by finding the roots of the secular
  68. *> equation via the routine SLAED4 (as called by SLAED9).
  69. *> This routine also calculates the eigenvectors of the current
  70. *> problem.
  71. *>
  72. *> The final stage consists of computing the updated eigenvectors
  73. *> directly using the updated eigenvalues. The eigenvectors for
  74. *> the current problem are multiplied with the eigenvectors from
  75. *> the overall problem.
  76. *> \endverbatim
  77. *
  78. * Arguments:
  79. * ==========
  80. *
  81. *> \param[in] ICOMPQ
  82. *> \verbatim
  83. *> ICOMPQ is INTEGER
  84. *> = 0: Compute eigenvalues only.
  85. *> = 1: Compute eigenvectors of original dense symmetric matrix
  86. *> also. On entry, Q contains the orthogonal matrix used
  87. *> to reduce the original matrix to tridiagonal form.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] N
  91. *> \verbatim
  92. *> N is INTEGER
  93. *> The dimension of the symmetric tridiagonal matrix. N >= 0.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] QSIZ
  97. *> \verbatim
  98. *> QSIZ is INTEGER
  99. *> The dimension of the orthogonal matrix used to reduce
  100. *> the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] TLVLS
  104. *> \verbatim
  105. *> TLVLS is INTEGER
  106. *> The total number of merging levels in the overall divide and
  107. *> conquer tree.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] CURLVL
  111. *> \verbatim
  112. *> CURLVL is INTEGER
  113. *> The current level in the overall merge routine,
  114. *> 0 <= CURLVL <= TLVLS.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] CURPBM
  118. *> \verbatim
  119. *> CURPBM is INTEGER
  120. *> The current problem in the current level in the overall
  121. *> merge routine (counting from upper left to lower right).
  122. *> \endverbatim
  123. *>
  124. *> \param[in,out] D
  125. *> \verbatim
  126. *> D is REAL array, dimension (N)
  127. *> On entry, the eigenvalues of the rank-1-perturbed matrix.
  128. *> On exit, the eigenvalues of the repaired matrix.
  129. *> \endverbatim
  130. *>
  131. *> \param[in,out] Q
  132. *> \verbatim
  133. *> Q is REAL array, dimension (LDQ, N)
  134. *> On entry, the eigenvectors of the rank-1-perturbed matrix.
  135. *> On exit, the eigenvectors of the repaired tridiagonal matrix.
  136. *> \endverbatim
  137. *>
  138. *> \param[in] LDQ
  139. *> \verbatim
  140. *> LDQ is INTEGER
  141. *> The leading dimension of the array Q. LDQ >= max(1,N).
  142. *> \endverbatim
  143. *>
  144. *> \param[out] INDXQ
  145. *> \verbatim
  146. *> INDXQ is INTEGER array, dimension (N)
  147. *> The permutation which will reintegrate the subproblem just
  148. *> solved back into sorted order, i.e., D( INDXQ( I = 1, N ) )
  149. *> will be in ascending order.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] RHO
  153. *> \verbatim
  154. *> RHO is REAL
  155. *> The subdiagonal element used to create the rank-1
  156. *> modification.
  157. *> \endverbatim
  158. *>
  159. *> \param[in] CUTPNT
  160. *> \verbatim
  161. *> CUTPNT is INTEGER
  162. *> Contains the location of the last eigenvalue in the leading
  163. *> sub-matrix. min(1,N) <= CUTPNT <= N.
  164. *> \endverbatim
  165. *>
  166. *> \param[in,out] QSTORE
  167. *> \verbatim
  168. *> QSTORE is REAL array, dimension (N**2+1)
  169. *> Stores eigenvectors of submatrices encountered during
  170. *> divide and conquer, packed together. QPTR points to
  171. *> beginning of the submatrices.
  172. *> \endverbatim
  173. *>
  174. *> \param[in,out] QPTR
  175. *> \verbatim
  176. *> QPTR is INTEGER array, dimension (N+2)
  177. *> List of indices pointing to beginning of submatrices stored
  178. *> in QSTORE. The submatrices are numbered starting at the
  179. *> bottom left of the divide and conquer tree, from left to
  180. *> right and bottom to top.
  181. *> \endverbatim
  182. *>
  183. *> \param[in] PRMPTR
  184. *> \verbatim
  185. *> PRMPTR is INTEGER array, dimension (N lg N)
  186. *> Contains a list of pointers which indicate where in PERM a
  187. *> level's permutation is stored. PRMPTR(i+1) - PRMPTR(i)
  188. *> indicates the size of the permutation and also the size of
  189. *> the full, non-deflated problem.
  190. *> \endverbatim
  191. *>
  192. *> \param[in] PERM
  193. *> \verbatim
  194. *> PERM is INTEGER array, dimension (N lg N)
  195. *> Contains the permutations (from deflation and sorting) to be
  196. *> applied to each eigenblock.
  197. *> \endverbatim
  198. *>
  199. *> \param[in] GIVPTR
  200. *> \verbatim
  201. *> GIVPTR is INTEGER array, dimension (N lg N)
  202. *> Contains a list of pointers which indicate where in GIVCOL a
  203. *> level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i)
  204. *> indicates the number of Givens rotations.
  205. *> \endverbatim
  206. *>
  207. *> \param[in] GIVCOL
  208. *> \verbatim
  209. *> GIVCOL is INTEGER array, dimension (2, N lg N)
  210. *> Each pair of numbers indicates a pair of columns to take place
  211. *> in a Givens rotation.
  212. *> \endverbatim
  213. *>
  214. *> \param[in] GIVNUM
  215. *> \verbatim
  216. *> GIVNUM is REAL array, dimension (2, N lg N)
  217. *> Each number indicates the S value to be used in the
  218. *> corresponding Givens rotation.
  219. *> \endverbatim
  220. *>
  221. *> \param[out] WORK
  222. *> \verbatim
  223. *> WORK is REAL array, dimension (3*N+2*QSIZ*N)
  224. *> \endverbatim
  225. *>
  226. *> \param[out] IWORK
  227. *> \verbatim
  228. *> IWORK is INTEGER array, dimension (4*N)
  229. *> \endverbatim
  230. *>
  231. *> \param[out] INFO
  232. *> \verbatim
  233. *> INFO is INTEGER
  234. *> = 0: successful exit.
  235. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  236. *> > 0: if INFO = 1, an eigenvalue did not converge
  237. *> \endverbatim
  238. *
  239. * Authors:
  240. * ========
  241. *
  242. *> \author Univ. of Tennessee
  243. *> \author Univ. of California Berkeley
  244. *> \author Univ. of Colorado Denver
  245. *> \author NAG Ltd.
  246. *
  247. *> \date June 2016
  248. *
  249. *> \ingroup auxOTHERcomputational
  250. *
  251. *> \par Contributors:
  252. * ==================
  253. *>
  254. *> Jeff Rutter, Computer Science Division, University of California
  255. *> at Berkeley, USA
  256. *
  257. * =====================================================================
  258. SUBROUTINE SLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
  259. $ LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR,
  260. $ PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK,
  261. $ INFO )
  262. *
  263. * -- LAPACK computational routine (version 3.7.0) --
  264. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  265. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  266. * June 2016
  267. *
  268. * .. Scalar Arguments ..
  269. INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
  270. $ QSIZ, TLVLS
  271. REAL RHO
  272. * ..
  273. * .. Array Arguments ..
  274. INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
  275. $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
  276. REAL D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
  277. $ QSTORE( * ), WORK( * )
  278. * ..
  279. *
  280. * =====================================================================
  281. *
  282. * .. Parameters ..
  283. REAL ONE, ZERO
  284. PARAMETER ( ONE = 1.0E0, ZERO = 0.0E0 )
  285. * ..
  286. * .. Local Scalars ..
  287. INTEGER COLTYP, CURR, I, IDLMDA, INDX, INDXC, INDXP,
  288. $ IQ2, IS, IW, IZ, K, LDQ2, N1, N2, PTR
  289. * ..
  290. * .. External Subroutines ..
  291. EXTERNAL SGEMM, SLAED8, SLAED9, SLAEDA, SLAMRG, XERBLA
  292. * ..
  293. * .. Intrinsic Functions ..
  294. INTRINSIC MAX, MIN
  295. * ..
  296. * .. Executable Statements ..
  297. *
  298. * Test the input parameters.
  299. *
  300. INFO = 0
  301. *
  302. IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.1 ) THEN
  303. INFO = -1
  304. ELSE IF( N.LT.0 ) THEN
  305. INFO = -2
  306. ELSE IF( ICOMPQ.EQ.1 .AND. QSIZ.LT.N ) THEN
  307. INFO = -3
  308. ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
  309. INFO = -9
  310. ELSE IF( MIN( 1, N ).GT.CUTPNT .OR. N.LT.CUTPNT ) THEN
  311. INFO = -12
  312. END IF
  313. IF( INFO.NE.0 ) THEN
  314. CALL XERBLA( 'SLAED7', -INFO )
  315. RETURN
  316. END IF
  317. *
  318. * Quick return if possible
  319. *
  320. IF( N.EQ.0 )
  321. $ RETURN
  322. *
  323. * The following values are for bookkeeping purposes only. They are
  324. * integer pointers which indicate the portion of the workspace
  325. * used by a particular array in SLAED8 and SLAED9.
  326. *
  327. IF( ICOMPQ.EQ.1 ) THEN
  328. LDQ2 = QSIZ
  329. ELSE
  330. LDQ2 = N
  331. END IF
  332. *
  333. IZ = 1
  334. IDLMDA = IZ + N
  335. IW = IDLMDA + N
  336. IQ2 = IW + N
  337. IS = IQ2 + N*LDQ2
  338. *
  339. INDX = 1
  340. INDXC = INDX + N
  341. COLTYP = INDXC + N
  342. INDXP = COLTYP + N
  343. *
  344. * Form the z-vector which consists of the last row of Q_1 and the
  345. * first row of Q_2.
  346. *
  347. PTR = 1 + 2**TLVLS
  348. DO 10 I = 1, CURLVL - 1
  349. PTR = PTR + 2**( TLVLS-I )
  350. 10 CONTINUE
  351. CURR = PTR + CURPBM
  352. CALL SLAEDA( N, TLVLS, CURLVL, CURPBM, PRMPTR, PERM, GIVPTR,
  353. $ GIVCOL, GIVNUM, QSTORE, QPTR, WORK( IZ ),
  354. $ WORK( IZ+N ), INFO )
  355. *
  356. * When solving the final problem, we no longer need the stored data,
  357. * so we will overwrite the data from this level onto the previously
  358. * used storage space.
  359. *
  360. IF( CURLVL.EQ.TLVLS ) THEN
  361. QPTR( CURR ) = 1
  362. PRMPTR( CURR ) = 1
  363. GIVPTR( CURR ) = 1
  364. END IF
  365. *
  366. * Sort and Deflate eigenvalues.
  367. *
  368. CALL SLAED8( ICOMPQ, K, N, QSIZ, D, Q, LDQ, INDXQ, RHO, CUTPNT,
  369. $ WORK( IZ ), WORK( IDLMDA ), WORK( IQ2 ), LDQ2,
  370. $ WORK( IW ), PERM( PRMPTR( CURR ) ), GIVPTR( CURR+1 ),
  371. $ GIVCOL( 1, GIVPTR( CURR ) ),
  372. $ GIVNUM( 1, GIVPTR( CURR ) ), IWORK( INDXP ),
  373. $ IWORK( INDX ), INFO )
  374. PRMPTR( CURR+1 ) = PRMPTR( CURR ) + N
  375. GIVPTR( CURR+1 ) = GIVPTR( CURR+1 ) + GIVPTR( CURR )
  376. *
  377. * Solve Secular Equation.
  378. *
  379. IF( K.NE.0 ) THEN
  380. CALL SLAED9( K, 1, K, N, D, WORK( IS ), K, RHO, WORK( IDLMDA ),
  381. $ WORK( IW ), QSTORE( QPTR( CURR ) ), K, INFO )
  382. IF( INFO.NE.0 )
  383. $ GO TO 30
  384. IF( ICOMPQ.EQ.1 ) THEN
  385. CALL SGEMM( 'N', 'N', QSIZ, K, K, ONE, WORK( IQ2 ), LDQ2,
  386. $ QSTORE( QPTR( CURR ) ), K, ZERO, Q, LDQ )
  387. END IF
  388. QPTR( CURR+1 ) = QPTR( CURR ) + K**2
  389. *
  390. * Prepare the INDXQ sorting permutation.
  391. *
  392. N1 = K
  393. N2 = N - K
  394. CALL SLAMRG( N1, N2, D, 1, -1, INDXQ )
  395. ELSE
  396. QPTR( CURR+1 ) = QPTR( CURR )
  397. DO 20 I = 1, N
  398. INDXQ( I ) = I
  399. 20 CONTINUE
  400. END IF
  401. *
  402. 30 CONTINUE
  403. RETURN
  404. *
  405. * End of SLAED7
  406. *
  407. END