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zlarrv.f 44 kB

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  1. *> \brief \b ZLARRV computes the eigenvectors of the tridiagonal matrix T = L D LT given L, D and the eigenvalues of L D LT.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLARRV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlarrv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlarrv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlarrv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLARRV( N, VL, VU, D, L, PIVMIN,
  22. * ISPLIT, M, DOL, DOU, MINRGP,
  23. * RTOL1, RTOL2, W, WERR, WGAP,
  24. * IBLOCK, INDEXW, GERS, Z, LDZ, ISUPPZ,
  25. * WORK, IWORK, INFO )
  26. *
  27. * .. Scalar Arguments ..
  28. * INTEGER DOL, DOU, INFO, LDZ, M, N
  29. * DOUBLE PRECISION MINRGP, PIVMIN, RTOL1, RTOL2, VL, VU
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER IBLOCK( * ), INDEXW( * ), ISPLIT( * ),
  33. * $ ISUPPZ( * ), IWORK( * )
  34. * DOUBLE PRECISION D( * ), GERS( * ), L( * ), W( * ), WERR( * ),
  35. * $ WGAP( * ), WORK( * )
  36. * COMPLEX*16 Z( LDZ, * )
  37. * ..
  38. *
  39. *
  40. *> \par Purpose:
  41. * =============
  42. *>
  43. *> \verbatim
  44. *>
  45. *> ZLARRV computes the eigenvectors of the tridiagonal matrix
  46. *> T = L D L**T given L, D and APPROXIMATIONS to the eigenvalues of L D L**T.
  47. *> The input eigenvalues should have been computed by DLARRE.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] N
  54. *> \verbatim
  55. *> N is INTEGER
  56. *> The order of the matrix. N >= 0.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] VL
  60. *> \verbatim
  61. *> VL is DOUBLE PRECISION
  62. *> Lower bound of the interval that contains the desired
  63. *> eigenvalues. VL < VU. Needed to compute gaps on the left or right
  64. *> end of the extremal eigenvalues in the desired RANGE.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] VU
  68. *> \verbatim
  69. *> VU is DOUBLE PRECISION
  70. *> Upper bound of the interval that contains the desired
  71. *> eigenvalues. VL < VU. Needed to compute gaps on the left or right
  72. *> end of the extremal eigenvalues in the desired RANGE.
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] D
  76. *> \verbatim
  77. *> D is DOUBLE PRECISION array, dimension (N)
  78. *> On entry, the N diagonal elements of the diagonal matrix D.
  79. *> On exit, D may be overwritten.
  80. *> \endverbatim
  81. *>
  82. *> \param[in,out] L
  83. *> \verbatim
  84. *> L is DOUBLE PRECISION array, dimension (N)
  85. *> On entry, the (N-1) subdiagonal elements of the unit
  86. *> bidiagonal matrix L are in elements 1 to N-1 of L
  87. *> (if the matrix is not split.) At the end of each block
  88. *> is stored the corresponding shift as given by DLARRE.
  89. *> On exit, L is overwritten.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] PIVMIN
  93. *> \verbatim
  94. *> PIVMIN is DOUBLE PRECISION
  95. *> The minimum pivot allowed in the Sturm sequence.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] ISPLIT
  99. *> \verbatim
  100. *> ISPLIT is INTEGER array, dimension (N)
  101. *> The splitting points, at which T breaks up into blocks.
  102. *> The first block consists of rows/columns 1 to
  103. *> ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
  104. *> through ISPLIT( 2 ), etc.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] M
  108. *> \verbatim
  109. *> M is INTEGER
  110. *> The total number of input eigenvalues. 0 <= M <= N.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] DOL
  114. *> \verbatim
  115. *> DOL is INTEGER
  116. *> \endverbatim
  117. *>
  118. *> \param[in] DOU
  119. *> \verbatim
  120. *> DOU is INTEGER
  121. *> If the user wants to compute only selected eigenvectors from all
  122. *> the eigenvalues supplied, he can specify an index range DOL:DOU.
  123. *> Or else the setting DOL=1, DOU=M should be applied.
  124. *> Note that DOL and DOU refer to the order in which the eigenvalues
  125. *> are stored in W.
  126. *> If the user wants to compute only selected eigenpairs, then
  127. *> the columns DOL-1 to DOU+1 of the eigenvector space Z contain the
  128. *> computed eigenvectors. All other columns of Z are set to zero.
  129. *> \endverbatim
  130. *>
  131. *> \param[in] MINRGP
  132. *> \verbatim
  133. *> MINRGP is DOUBLE PRECISION
  134. *> \endverbatim
  135. *>
  136. *> \param[in] RTOL1
  137. *> \verbatim
  138. *> RTOL1 is DOUBLE PRECISION
  139. *> \endverbatim
  140. *>
  141. *> \param[in] RTOL2
  142. *> \verbatim
  143. *> RTOL2 is DOUBLE PRECISION
  144. *> Parameters for bisection.
  145. *> An interval [LEFT,RIGHT] has converged if
  146. *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
  147. *> \endverbatim
  148. *>
  149. *> \param[in,out] W
  150. *> \verbatim
  151. *> W is DOUBLE PRECISION array, dimension (N)
  152. *> The first M elements of W contain the APPROXIMATE eigenvalues for
  153. *> which eigenvectors are to be computed. The eigenvalues
  154. *> should be grouped by split-off block and ordered from
  155. *> smallest to largest within the block ( The output array
  156. *> W from DLARRE is expected here ). Furthermore, they are with
  157. *> respect to the shift of the corresponding root representation
  158. *> for their block. On exit, W holds the eigenvalues of the
  159. *> UNshifted matrix.
  160. *> \endverbatim
  161. *>
  162. *> \param[in,out] WERR
  163. *> \verbatim
  164. *> WERR is DOUBLE PRECISION array, dimension (N)
  165. *> The first M elements contain the semiwidth of the uncertainty
  166. *> interval of the corresponding eigenvalue in W
  167. *> \endverbatim
  168. *>
  169. *> \param[in,out] WGAP
  170. *> \verbatim
  171. *> WGAP is DOUBLE PRECISION array, dimension (N)
  172. *> The separation from the right neighbor eigenvalue in W.
  173. *> \endverbatim
  174. *>
  175. *> \param[in] IBLOCK
  176. *> \verbatim
  177. *> IBLOCK is INTEGER array, dimension (N)
  178. *> The indices of the blocks (submatrices) associated with the
  179. *> corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue
  180. *> W(i) belongs to the first block from the top, =2 if W(i)
  181. *> belongs to the second block, etc.
  182. *> \endverbatim
  183. *>
  184. *> \param[in] INDEXW
  185. *> \verbatim
  186. *> INDEXW is INTEGER array, dimension (N)
  187. *> The indices of the eigenvalues within each block (submatrix);
  188. *> for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the
  189. *> i-th eigenvalue W(i) is the 10-th eigenvalue in the second block.
  190. *> \endverbatim
  191. *>
  192. *> \param[in] GERS
  193. *> \verbatim
  194. *> GERS is DOUBLE PRECISION array, dimension (2*N)
  195. *> The N Gerschgorin intervals (the i-th Gerschgorin interval
  196. *> is (GERS(2*i-1), GERS(2*i)). The Gerschgorin intervals should
  197. *> be computed from the original UNshifted matrix.
  198. *> \endverbatim
  199. *>
  200. *> \param[out] Z
  201. *> \verbatim
  202. *> Z is COMPLEX*16 array, dimension (LDZ, max(1,M) )
  203. *> If INFO = 0, the first M columns of Z contain the
  204. *> orthonormal eigenvectors of the matrix T
  205. *> corresponding to the input eigenvalues, with the i-th
  206. *> column of Z holding the eigenvector associated with W(i).
  207. *> Note: the user must ensure that at least max(1,M) columns are
  208. *> supplied in the array Z.
  209. *> \endverbatim
  210. *>
  211. *> \param[in] LDZ
  212. *> \verbatim
  213. *> LDZ is INTEGER
  214. *> The leading dimension of the array Z. LDZ >= 1, and if
  215. *> JOBZ = 'V', LDZ >= max(1,N).
  216. *> \endverbatim
  217. *>
  218. *> \param[out] ISUPPZ
  219. *> \verbatim
  220. *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
  221. *> The support of the eigenvectors in Z, i.e., the indices
  222. *> indicating the nonzero elements in Z. The I-th eigenvector
  223. *> is nonzero only in elements ISUPPZ( 2*I-1 ) through
  224. *> ISUPPZ( 2*I ).
  225. *> \endverbatim
  226. *>
  227. *> \param[out] WORK
  228. *> \verbatim
  229. *> WORK is DOUBLE PRECISION array, dimension (12*N)
  230. *> \endverbatim
  231. *>
  232. *> \param[out] IWORK
  233. *> \verbatim
  234. *> IWORK is INTEGER array, dimension (7*N)
  235. *> \endverbatim
  236. *>
  237. *> \param[out] INFO
  238. *> \verbatim
  239. *> INFO is INTEGER
  240. *> = 0: successful exit
  241. *>
  242. *> > 0: A problem occurred in ZLARRV.
  243. *> < 0: One of the called subroutines signaled an internal problem.
  244. *> Needs inspection of the corresponding parameter IINFO
  245. *> for further information.
  246. *>
  247. *> =-1: Problem in DLARRB when refining a child's eigenvalues.
  248. *> =-2: Problem in DLARRF when computing the RRR of a child.
  249. *> When a child is inside a tight cluster, it can be difficult
  250. *> to find an RRR. A partial remedy from the user's point of
  251. *> view is to make the parameter MINRGP smaller and recompile.
  252. *> However, as the orthogonality of the computed vectors is
  253. *> proportional to 1/MINRGP, the user should be aware that
  254. *> he might be trading in precision when he decreases MINRGP.
  255. *> =-3: Problem in DLARRB when refining a single eigenvalue
  256. *> after the Rayleigh correction was rejected.
  257. *> = 5: The Rayleigh Quotient Iteration failed to converge to
  258. *> full accuracy in MAXITR steps.
  259. *> \endverbatim
  260. *
  261. * Authors:
  262. * ========
  263. *
  264. *> \author Univ. of Tennessee
  265. *> \author Univ. of California Berkeley
  266. *> \author Univ. of Colorado Denver
  267. *> \author NAG Ltd.
  268. *
  269. *> \date June 2016
  270. *
  271. *> \ingroup complex16OTHERauxiliary
  272. *
  273. *> \par Contributors:
  274. * ==================
  275. *>
  276. *> Beresford Parlett, University of California, Berkeley, USA \n
  277. *> Jim Demmel, University of California, Berkeley, USA \n
  278. *> Inderjit Dhillon, University of Texas, Austin, USA \n
  279. *> Osni Marques, LBNL/NERSC, USA \n
  280. *> Christof Voemel, University of California, Berkeley, USA
  281. *
  282. * =====================================================================
  283. SUBROUTINE ZLARRV( N, VL, VU, D, L, PIVMIN,
  284. $ ISPLIT, M, DOL, DOU, MINRGP,
  285. $ RTOL1, RTOL2, W, WERR, WGAP,
  286. $ IBLOCK, INDEXW, GERS, Z, LDZ, ISUPPZ,
  287. $ WORK, IWORK, INFO )
  288. *
  289. * -- LAPACK auxiliary routine (version 3.7.1) --
  290. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  291. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  292. * June 2016
  293. *
  294. * .. Scalar Arguments ..
  295. INTEGER DOL, DOU, INFO, LDZ, M, N
  296. DOUBLE PRECISION MINRGP, PIVMIN, RTOL1, RTOL2, VL, VU
  297. * ..
  298. * .. Array Arguments ..
  299. INTEGER IBLOCK( * ), INDEXW( * ), ISPLIT( * ),
  300. $ ISUPPZ( * ), IWORK( * )
  301. DOUBLE PRECISION D( * ), GERS( * ), L( * ), W( * ), WERR( * ),
  302. $ WGAP( * ), WORK( * )
  303. COMPLEX*16 Z( LDZ, * )
  304. * ..
  305. *
  306. * =====================================================================
  307. *
  308. * .. Parameters ..
  309. INTEGER MAXITR
  310. PARAMETER ( MAXITR = 10 )
  311. COMPLEX*16 CZERO
  312. PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ) )
  313. DOUBLE PRECISION ZERO, ONE, TWO, THREE, FOUR, HALF
  314. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0,
  315. $ TWO = 2.0D0, THREE = 3.0D0,
  316. $ FOUR = 4.0D0, HALF = 0.5D0)
  317. * ..
  318. * .. Local Scalars ..
  319. LOGICAL ESKIP, NEEDBS, STP2II, TRYRQC, USEDBS, USEDRQ
  320. INTEGER DONE, I, IBEGIN, IDONE, IEND, II, IINDC1,
  321. $ IINDC2, IINDR, IINDWK, IINFO, IM, IN, INDEIG,
  322. $ INDLD, INDLLD, INDWRK, ISUPMN, ISUPMX, ITER,
  323. $ ITMP1, J, JBLK, K, MINIWSIZE, MINWSIZE, NCLUS,
  324. $ NDEPTH, NEGCNT, NEWCLS, NEWFST, NEWFTT, NEWLST,
  325. $ NEWSIZ, OFFSET, OLDCLS, OLDFST, OLDIEN, OLDLST,
  326. $ OLDNCL, P, PARITY, Q, WBEGIN, WEND, WINDEX,
  327. $ WINDMN, WINDPL, ZFROM, ZTO, ZUSEDL, ZUSEDU,
  328. $ ZUSEDW
  329. INTEGER INDIN1, INDIN2
  330. DOUBLE PRECISION BSTRES, BSTW, EPS, FUDGE, GAP, GAPTOL, GL, GU,
  331. $ LAMBDA, LEFT, LGAP, MINGMA, NRMINV, RESID,
  332. $ RGAP, RIGHT, RQCORR, RQTOL, SAVGAP, SGNDEF,
  333. $ SIGMA, SPDIAM, SSIGMA, TAU, TMP, TOL, ZTZ
  334. * ..
  335. * .. External Functions ..
  336. DOUBLE PRECISION DLAMCH
  337. EXTERNAL DLAMCH
  338. * ..
  339. * .. External Subroutines ..
  340. EXTERNAL DCOPY, DLARRB, DLARRF, ZDSCAL, ZLAR1V,
  341. $ ZLASET
  342. * ..
  343. * .. Intrinsic Functions ..
  344. INTRINSIC ABS, DBLE, MAX, MIN
  345. INTRINSIC DCMPLX
  346. * ..
  347. * .. Executable Statements ..
  348. * ..
  349. INFO = 0
  350. *
  351. * Quick return if possible
  352. *
  353. IF( N.LE.0 ) THEN
  354. RETURN
  355. END IF
  356. *
  357. * The first N entries of WORK are reserved for the eigenvalues
  358. INDLD = N+1
  359. INDLLD= 2*N+1
  360. INDIN1 = 3*N + 1
  361. INDIN2 = 4*N + 1
  362. INDWRK = 5*N + 1
  363. MINWSIZE = 12 * N
  364. DO 5 I= 1,MINWSIZE
  365. WORK( I ) = ZERO
  366. 5 CONTINUE
  367. * IWORK(IINDR+1:IINDR+N) hold the twist indices R for the
  368. * factorization used to compute the FP vector
  369. IINDR = 0
  370. * IWORK(IINDC1+1:IINC2+N) are used to store the clusters of the current
  371. * layer and the one above.
  372. IINDC1 = N
  373. IINDC2 = 2*N
  374. IINDWK = 3*N + 1
  375. MINIWSIZE = 7 * N
  376. DO 10 I= 1,MINIWSIZE
  377. IWORK( I ) = 0
  378. 10 CONTINUE
  379. ZUSEDL = 1
  380. IF(DOL.GT.1) THEN
  381. * Set lower bound for use of Z
  382. ZUSEDL = DOL-1
  383. ENDIF
  384. ZUSEDU = M
  385. IF(DOU.LT.M) THEN
  386. * Set lower bound for use of Z
  387. ZUSEDU = DOU+1
  388. ENDIF
  389. * The width of the part of Z that is used
  390. ZUSEDW = ZUSEDU - ZUSEDL + 1
  391. CALL ZLASET( 'Full', N, ZUSEDW, CZERO, CZERO,
  392. $ Z(1,ZUSEDL), LDZ )
  393. EPS = DLAMCH( 'Precision' )
  394. RQTOL = TWO * EPS
  395. *
  396. * Set expert flags for standard code.
  397. TRYRQC = .TRUE.
  398. IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN
  399. ELSE
  400. * Only selected eigenpairs are computed. Since the other evalues
  401. * are not refined by RQ iteration, bisection has to compute to full
  402. * accuracy.
  403. RTOL1 = FOUR * EPS
  404. RTOL2 = FOUR * EPS
  405. ENDIF
  406. * The entries WBEGIN:WEND in W, WERR, WGAP correspond to the
  407. * desired eigenvalues. The support of the nonzero eigenvector
  408. * entries is contained in the interval IBEGIN:IEND.
  409. * Remark that if k eigenpairs are desired, then the eigenvectors
  410. * are stored in k contiguous columns of Z.
  411. * DONE is the number of eigenvectors already computed
  412. DONE = 0
  413. IBEGIN = 1
  414. WBEGIN = 1
  415. DO 170 JBLK = 1, IBLOCK( M )
  416. IEND = ISPLIT( JBLK )
  417. SIGMA = L( IEND )
  418. * Find the eigenvectors of the submatrix indexed IBEGIN
  419. * through IEND.
  420. WEND = WBEGIN - 1
  421. 15 CONTINUE
  422. IF( WEND.LT.M ) THEN
  423. IF( IBLOCK( WEND+1 ).EQ.JBLK ) THEN
  424. WEND = WEND + 1
  425. GO TO 15
  426. END IF
  427. END IF
  428. IF( WEND.LT.WBEGIN ) THEN
  429. IBEGIN = IEND + 1
  430. GO TO 170
  431. ELSEIF( (WEND.LT.DOL).OR.(WBEGIN.GT.DOU) ) THEN
  432. IBEGIN = IEND + 1
  433. WBEGIN = WEND + 1
  434. GO TO 170
  435. END IF
  436. * Find local spectral diameter of the block
  437. GL = GERS( 2*IBEGIN-1 )
  438. GU = GERS( 2*IBEGIN )
  439. DO 20 I = IBEGIN+1 , IEND
  440. GL = MIN( GERS( 2*I-1 ), GL )
  441. GU = MAX( GERS( 2*I ), GU )
  442. 20 CONTINUE
  443. SPDIAM = GU - GL
  444. * OLDIEN is the last index of the previous block
  445. OLDIEN = IBEGIN - 1
  446. * Calculate the size of the current block
  447. IN = IEND - IBEGIN + 1
  448. * The number of eigenvalues in the current block
  449. IM = WEND - WBEGIN + 1
  450. * This is for a 1x1 block
  451. IF( IBEGIN.EQ.IEND ) THEN
  452. DONE = DONE+1
  453. Z( IBEGIN, WBEGIN ) = DCMPLX( ONE, ZERO )
  454. ISUPPZ( 2*WBEGIN-1 ) = IBEGIN
  455. ISUPPZ( 2*WBEGIN ) = IBEGIN
  456. W( WBEGIN ) = W( WBEGIN ) + SIGMA
  457. WORK( WBEGIN ) = W( WBEGIN )
  458. IBEGIN = IEND + 1
  459. WBEGIN = WBEGIN + 1
  460. GO TO 170
  461. END IF
  462. * The desired (shifted) eigenvalues are stored in W(WBEGIN:WEND)
  463. * Note that these can be approximations, in this case, the corresp.
  464. * entries of WERR give the size of the uncertainty interval.
  465. * The eigenvalue approximations will be refined when necessary as
  466. * high relative accuracy is required for the computation of the
  467. * corresponding eigenvectors.
  468. CALL DCOPY( IM, W( WBEGIN ), 1,
  469. $ WORK( WBEGIN ), 1 )
  470. * We store in W the eigenvalue approximations w.r.t. the original
  471. * matrix T.
  472. DO 30 I=1,IM
  473. W(WBEGIN+I-1) = W(WBEGIN+I-1)+SIGMA
  474. 30 CONTINUE
  475. * NDEPTH is the current depth of the representation tree
  476. NDEPTH = 0
  477. * PARITY is either 1 or 0
  478. PARITY = 1
  479. * NCLUS is the number of clusters for the next level of the
  480. * representation tree, we start with NCLUS = 1 for the root
  481. NCLUS = 1
  482. IWORK( IINDC1+1 ) = 1
  483. IWORK( IINDC1+2 ) = IM
  484. * IDONE is the number of eigenvectors already computed in the current
  485. * block
  486. IDONE = 0
  487. * loop while( IDONE.LT.IM )
  488. * generate the representation tree for the current block and
  489. * compute the eigenvectors
  490. 40 CONTINUE
  491. IF( IDONE.LT.IM ) THEN
  492. * This is a crude protection against infinitely deep trees
  493. IF( NDEPTH.GT.M ) THEN
  494. INFO = -2
  495. RETURN
  496. ENDIF
  497. * breadth first processing of the current level of the representation
  498. * tree: OLDNCL = number of clusters on current level
  499. OLDNCL = NCLUS
  500. * reset NCLUS to count the number of child clusters
  501. NCLUS = 0
  502. *
  503. PARITY = 1 - PARITY
  504. IF( PARITY.EQ.0 ) THEN
  505. OLDCLS = IINDC1
  506. NEWCLS = IINDC2
  507. ELSE
  508. OLDCLS = IINDC2
  509. NEWCLS = IINDC1
  510. END IF
  511. * Process the clusters on the current level
  512. DO 150 I = 1, OLDNCL
  513. J = OLDCLS + 2*I
  514. * OLDFST, OLDLST = first, last index of current cluster.
  515. * cluster indices start with 1 and are relative
  516. * to WBEGIN when accessing W, WGAP, WERR, Z
  517. OLDFST = IWORK( J-1 )
  518. OLDLST = IWORK( J )
  519. IF( NDEPTH.GT.0 ) THEN
  520. * Retrieve relatively robust representation (RRR) of cluster
  521. * that has been computed at the previous level
  522. * The RRR is stored in Z and overwritten once the eigenvectors
  523. * have been computed or when the cluster is refined
  524. IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN
  525. * Get representation from location of the leftmost evalue
  526. * of the cluster
  527. J = WBEGIN + OLDFST - 1
  528. ELSE
  529. IF(WBEGIN+OLDFST-1.LT.DOL) THEN
  530. * Get representation from the left end of Z array
  531. J = DOL - 1
  532. ELSEIF(WBEGIN+OLDFST-1.GT.DOU) THEN
  533. * Get representation from the right end of Z array
  534. J = DOU
  535. ELSE
  536. J = WBEGIN + OLDFST - 1
  537. ENDIF
  538. ENDIF
  539. DO 45 K = 1, IN - 1
  540. D( IBEGIN+K-1 ) = DBLE( Z( IBEGIN+K-1,
  541. $ J ) )
  542. L( IBEGIN+K-1 ) = DBLE( Z( IBEGIN+K-1,
  543. $ J+1 ) )
  544. 45 CONTINUE
  545. D( IEND ) = DBLE( Z( IEND, J ) )
  546. SIGMA = DBLE( Z( IEND, J+1 ) )
  547. * Set the corresponding entries in Z to zero
  548. CALL ZLASET( 'Full', IN, 2, CZERO, CZERO,
  549. $ Z( IBEGIN, J), LDZ )
  550. END IF
  551. * Compute DL and DLL of current RRR
  552. DO 50 J = IBEGIN, IEND-1
  553. TMP = D( J )*L( J )
  554. WORK( INDLD-1+J ) = TMP
  555. WORK( INDLLD-1+J ) = TMP*L( J )
  556. 50 CONTINUE
  557. IF( NDEPTH.GT.0 ) THEN
  558. * P and Q are index of the first and last eigenvalue to compute
  559. * within the current block
  560. P = INDEXW( WBEGIN-1+OLDFST )
  561. Q = INDEXW( WBEGIN-1+OLDLST )
  562. * Offset for the arrays WORK, WGAP and WERR, i.e., the P-OFFSET
  563. * through the Q-OFFSET elements of these arrays are to be used.
  564. * OFFSET = P-OLDFST
  565. OFFSET = INDEXW( WBEGIN ) - 1
  566. * perform limited bisection (if necessary) to get approximate
  567. * eigenvalues to the precision needed.
  568. CALL DLARRB( IN, D( IBEGIN ),
  569. $ WORK(INDLLD+IBEGIN-1),
  570. $ P, Q, RTOL1, RTOL2, OFFSET,
  571. $ WORK(WBEGIN),WGAP(WBEGIN),WERR(WBEGIN),
  572. $ WORK( INDWRK ), IWORK( IINDWK ),
  573. $ PIVMIN, SPDIAM, IN, IINFO )
  574. IF( IINFO.NE.0 ) THEN
  575. INFO = -1
  576. RETURN
  577. ENDIF
  578. * We also recompute the extremal gaps. W holds all eigenvalues
  579. * of the unshifted matrix and must be used for computation
  580. * of WGAP, the entries of WORK might stem from RRRs with
  581. * different shifts. The gaps from WBEGIN-1+OLDFST to
  582. * WBEGIN-1+OLDLST are correctly computed in DLARRB.
  583. * However, we only allow the gaps to become greater since
  584. * this is what should happen when we decrease WERR
  585. IF( OLDFST.GT.1) THEN
  586. WGAP( WBEGIN+OLDFST-2 ) =
  587. $ MAX(WGAP(WBEGIN+OLDFST-2),
  588. $ W(WBEGIN+OLDFST-1)-WERR(WBEGIN+OLDFST-1)
  589. $ - W(WBEGIN+OLDFST-2)-WERR(WBEGIN+OLDFST-2) )
  590. ENDIF
  591. IF( WBEGIN + OLDLST -1 .LT. WEND ) THEN
  592. WGAP( WBEGIN+OLDLST-1 ) =
  593. $ MAX(WGAP(WBEGIN+OLDLST-1),
  594. $ W(WBEGIN+OLDLST)-WERR(WBEGIN+OLDLST)
  595. $ - W(WBEGIN+OLDLST-1)-WERR(WBEGIN+OLDLST-1) )
  596. ENDIF
  597. * Each time the eigenvalues in WORK get refined, we store
  598. * the newly found approximation with all shifts applied in W
  599. DO 53 J=OLDFST,OLDLST
  600. W(WBEGIN+J-1) = WORK(WBEGIN+J-1)+SIGMA
  601. 53 CONTINUE
  602. END IF
  603. * Process the current node.
  604. NEWFST = OLDFST
  605. DO 140 J = OLDFST, OLDLST
  606. IF( J.EQ.OLDLST ) THEN
  607. * we are at the right end of the cluster, this is also the
  608. * boundary of the child cluster
  609. NEWLST = J
  610. ELSE IF ( WGAP( WBEGIN + J -1).GE.
  611. $ MINRGP* ABS( WORK(WBEGIN + J -1) ) ) THEN
  612. * the right relative gap is big enough, the child cluster
  613. * (NEWFST,..,NEWLST) is well separated from the following
  614. NEWLST = J
  615. ELSE
  616. * inside a child cluster, the relative gap is not
  617. * big enough.
  618. GOTO 140
  619. END IF
  620. * Compute size of child cluster found
  621. NEWSIZ = NEWLST - NEWFST + 1
  622. * NEWFTT is the place in Z where the new RRR or the computed
  623. * eigenvector is to be stored
  624. IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN
  625. * Store representation at location of the leftmost evalue
  626. * of the cluster
  627. NEWFTT = WBEGIN + NEWFST - 1
  628. ELSE
  629. IF(WBEGIN+NEWFST-1.LT.DOL) THEN
  630. * Store representation at the left end of Z array
  631. NEWFTT = DOL - 1
  632. ELSEIF(WBEGIN+NEWFST-1.GT.DOU) THEN
  633. * Store representation at the right end of Z array
  634. NEWFTT = DOU
  635. ELSE
  636. NEWFTT = WBEGIN + NEWFST - 1
  637. ENDIF
  638. ENDIF
  639. IF( NEWSIZ.GT.1) THEN
  640. *
  641. * Current child is not a singleton but a cluster.
  642. * Compute and store new representation of child.
  643. *
  644. *
  645. * Compute left and right cluster gap.
  646. *
  647. * LGAP and RGAP are not computed from WORK because
  648. * the eigenvalue approximations may stem from RRRs
  649. * different shifts. However, W hold all eigenvalues
  650. * of the unshifted matrix. Still, the entries in WGAP
  651. * have to be computed from WORK since the entries
  652. * in W might be of the same order so that gaps are not
  653. * exhibited correctly for very close eigenvalues.
  654. IF( NEWFST.EQ.1 ) THEN
  655. LGAP = MAX( ZERO,
  656. $ W(WBEGIN)-WERR(WBEGIN) - VL )
  657. ELSE
  658. LGAP = WGAP( WBEGIN+NEWFST-2 )
  659. ENDIF
  660. RGAP = WGAP( WBEGIN+NEWLST-1 )
  661. *
  662. * Compute left- and rightmost eigenvalue of child
  663. * to high precision in order to shift as close
  664. * as possible and obtain as large relative gaps
  665. * as possible
  666. *
  667. DO 55 K =1,2
  668. IF(K.EQ.1) THEN
  669. P = INDEXW( WBEGIN-1+NEWFST )
  670. ELSE
  671. P = INDEXW( WBEGIN-1+NEWLST )
  672. ENDIF
  673. OFFSET = INDEXW( WBEGIN ) - 1
  674. CALL DLARRB( IN, D(IBEGIN),
  675. $ WORK( INDLLD+IBEGIN-1 ),P,P,
  676. $ RQTOL, RQTOL, OFFSET,
  677. $ WORK(WBEGIN),WGAP(WBEGIN),
  678. $ WERR(WBEGIN),WORK( INDWRK ),
  679. $ IWORK( IINDWK ), PIVMIN, SPDIAM,
  680. $ IN, IINFO )
  681. 55 CONTINUE
  682. *
  683. IF((WBEGIN+NEWLST-1.LT.DOL).OR.
  684. $ (WBEGIN+NEWFST-1.GT.DOU)) THEN
  685. * if the cluster contains no desired eigenvalues
  686. * skip the computation of that branch of the rep. tree
  687. *
  688. * We could skip before the refinement of the extremal
  689. * eigenvalues of the child, but then the representation
  690. * tree could be different from the one when nothing is
  691. * skipped. For this reason we skip at this place.
  692. IDONE = IDONE + NEWLST - NEWFST + 1
  693. GOTO 139
  694. ENDIF
  695. *
  696. * Compute RRR of child cluster.
  697. * Note that the new RRR is stored in Z
  698. *
  699. * DLARRF needs LWORK = 2*N
  700. CALL DLARRF( IN, D( IBEGIN ), L( IBEGIN ),
  701. $ WORK(INDLD+IBEGIN-1),
  702. $ NEWFST, NEWLST, WORK(WBEGIN),
  703. $ WGAP(WBEGIN), WERR(WBEGIN),
  704. $ SPDIAM, LGAP, RGAP, PIVMIN, TAU,
  705. $ WORK( INDIN1 ), WORK( INDIN2 ),
  706. $ WORK( INDWRK ), IINFO )
  707. * In the complex case, DLARRF cannot write
  708. * the new RRR directly into Z and needs an intermediate
  709. * workspace
  710. DO 56 K = 1, IN-1
  711. Z( IBEGIN+K-1, NEWFTT ) =
  712. $ DCMPLX( WORK( INDIN1+K-1 ), ZERO )
  713. Z( IBEGIN+K-1, NEWFTT+1 ) =
  714. $ DCMPLX( WORK( INDIN2+K-1 ), ZERO )
  715. 56 CONTINUE
  716. Z( IEND, NEWFTT ) =
  717. $ DCMPLX( WORK( INDIN1+IN-1 ), ZERO )
  718. IF( IINFO.EQ.0 ) THEN
  719. * a new RRR for the cluster was found by DLARRF
  720. * update shift and store it
  721. SSIGMA = SIGMA + TAU
  722. Z( IEND, NEWFTT+1 ) = DCMPLX( SSIGMA, ZERO )
  723. * WORK() are the midpoints and WERR() the semi-width
  724. * Note that the entries in W are unchanged.
  725. DO 116 K = NEWFST, NEWLST
  726. FUDGE =
  727. $ THREE*EPS*ABS(WORK(WBEGIN+K-1))
  728. WORK( WBEGIN + K - 1 ) =
  729. $ WORK( WBEGIN + K - 1) - TAU
  730. FUDGE = FUDGE +
  731. $ FOUR*EPS*ABS(WORK(WBEGIN+K-1))
  732. * Fudge errors
  733. WERR( WBEGIN + K - 1 ) =
  734. $ WERR( WBEGIN + K - 1 ) + FUDGE
  735. * Gaps are not fudged. Provided that WERR is small
  736. * when eigenvalues are close, a zero gap indicates
  737. * that a new representation is needed for resolving
  738. * the cluster. A fudge could lead to a wrong decision
  739. * of judging eigenvalues 'separated' which in
  740. * reality are not. This could have a negative impact
  741. * on the orthogonality of the computed eigenvectors.
  742. 116 CONTINUE
  743. NCLUS = NCLUS + 1
  744. K = NEWCLS + 2*NCLUS
  745. IWORK( K-1 ) = NEWFST
  746. IWORK( K ) = NEWLST
  747. ELSE
  748. INFO = -2
  749. RETURN
  750. ENDIF
  751. ELSE
  752. *
  753. * Compute eigenvector of singleton
  754. *
  755. ITER = 0
  756. *
  757. TOL = FOUR * LOG(DBLE(IN)) * EPS
  758. *
  759. K = NEWFST
  760. WINDEX = WBEGIN + K - 1
  761. WINDMN = MAX(WINDEX - 1,1)
  762. WINDPL = MIN(WINDEX + 1,M)
  763. LAMBDA = WORK( WINDEX )
  764. DONE = DONE + 1
  765. * Check if eigenvector computation is to be skipped
  766. IF((WINDEX.LT.DOL).OR.
  767. $ (WINDEX.GT.DOU)) THEN
  768. ESKIP = .TRUE.
  769. GOTO 125
  770. ELSE
  771. ESKIP = .FALSE.
  772. ENDIF
  773. LEFT = WORK( WINDEX ) - WERR( WINDEX )
  774. RIGHT = WORK( WINDEX ) + WERR( WINDEX )
  775. INDEIG = INDEXW( WINDEX )
  776. * Note that since we compute the eigenpairs for a child,
  777. * all eigenvalue approximations are w.r.t the same shift.
  778. * In this case, the entries in WORK should be used for
  779. * computing the gaps since they exhibit even very small
  780. * differences in the eigenvalues, as opposed to the
  781. * entries in W which might "look" the same.
  782. IF( K .EQ. 1) THEN
  783. * In the case RANGE='I' and with not much initial
  784. * accuracy in LAMBDA and VL, the formula
  785. * LGAP = MAX( ZERO, (SIGMA - VL) + LAMBDA )
  786. * can lead to an overestimation of the left gap and
  787. * thus to inadequately early RQI 'convergence'.
  788. * Prevent this by forcing a small left gap.
  789. LGAP = EPS*MAX(ABS(LEFT),ABS(RIGHT))
  790. ELSE
  791. LGAP = WGAP(WINDMN)
  792. ENDIF
  793. IF( K .EQ. IM) THEN
  794. * In the case RANGE='I' and with not much initial
  795. * accuracy in LAMBDA and VU, the formula
  796. * can lead to an overestimation of the right gap and
  797. * thus to inadequately early RQI 'convergence'.
  798. * Prevent this by forcing a small right gap.
  799. RGAP = EPS*MAX(ABS(LEFT),ABS(RIGHT))
  800. ELSE
  801. RGAP = WGAP(WINDEX)
  802. ENDIF
  803. GAP = MIN( LGAP, RGAP )
  804. IF(( K .EQ. 1).OR.(K .EQ. IM)) THEN
  805. * The eigenvector support can become wrong
  806. * because significant entries could be cut off due to a
  807. * large GAPTOL parameter in LAR1V. Prevent this.
  808. GAPTOL = ZERO
  809. ELSE
  810. GAPTOL = GAP * EPS
  811. ENDIF
  812. ISUPMN = IN
  813. ISUPMX = 1
  814. * Update WGAP so that it holds the minimum gap
  815. * to the left or the right. This is crucial in the
  816. * case where bisection is used to ensure that the
  817. * eigenvalue is refined up to the required precision.
  818. * The correct value is restored afterwards.
  819. SAVGAP = WGAP(WINDEX)
  820. WGAP(WINDEX) = GAP
  821. * We want to use the Rayleigh Quotient Correction
  822. * as often as possible since it converges quadratically
  823. * when we are close enough to the desired eigenvalue.
  824. * However, the Rayleigh Quotient can have the wrong sign
  825. * and lead us away from the desired eigenvalue. In this
  826. * case, the best we can do is to use bisection.
  827. USEDBS = .FALSE.
  828. USEDRQ = .FALSE.
  829. * Bisection is initially turned off unless it is forced
  830. NEEDBS = .NOT.TRYRQC
  831. 120 CONTINUE
  832. * Check if bisection should be used to refine eigenvalue
  833. IF(NEEDBS) THEN
  834. * Take the bisection as new iterate
  835. USEDBS = .TRUE.
  836. ITMP1 = IWORK( IINDR+WINDEX )
  837. OFFSET = INDEXW( WBEGIN ) - 1
  838. CALL DLARRB( IN, D(IBEGIN),
  839. $ WORK(INDLLD+IBEGIN-1),INDEIG,INDEIG,
  840. $ ZERO, TWO*EPS, OFFSET,
  841. $ WORK(WBEGIN),WGAP(WBEGIN),
  842. $ WERR(WBEGIN),WORK( INDWRK ),
  843. $ IWORK( IINDWK ), PIVMIN, SPDIAM,
  844. $ ITMP1, IINFO )
  845. IF( IINFO.NE.0 ) THEN
  846. INFO = -3
  847. RETURN
  848. ENDIF
  849. LAMBDA = WORK( WINDEX )
  850. * Reset twist index from inaccurate LAMBDA to
  851. * force computation of true MINGMA
  852. IWORK( IINDR+WINDEX ) = 0
  853. ENDIF
  854. * Given LAMBDA, compute the eigenvector.
  855. CALL ZLAR1V( IN, 1, IN, LAMBDA, D( IBEGIN ),
  856. $ L( IBEGIN ), WORK(INDLD+IBEGIN-1),
  857. $ WORK(INDLLD+IBEGIN-1),
  858. $ PIVMIN, GAPTOL, Z( IBEGIN, WINDEX ),
  859. $ .NOT.USEDBS, NEGCNT, ZTZ, MINGMA,
  860. $ IWORK( IINDR+WINDEX ), ISUPPZ( 2*WINDEX-1 ),
  861. $ NRMINV, RESID, RQCORR, WORK( INDWRK ) )
  862. IF(ITER .EQ. 0) THEN
  863. BSTRES = RESID
  864. BSTW = LAMBDA
  865. ELSEIF(RESID.LT.BSTRES) THEN
  866. BSTRES = RESID
  867. BSTW = LAMBDA
  868. ENDIF
  869. ISUPMN = MIN(ISUPMN,ISUPPZ( 2*WINDEX-1 ))
  870. ISUPMX = MAX(ISUPMX,ISUPPZ( 2*WINDEX ))
  871. ITER = ITER + 1
  872. * sin alpha <= |resid|/gap
  873. * Note that both the residual and the gap are
  874. * proportional to the matrix, so ||T|| doesn't play
  875. * a role in the quotient
  876. *
  877. * Convergence test for Rayleigh-Quotient iteration
  878. * (omitted when Bisection has been used)
  879. *
  880. IF( RESID.GT.TOL*GAP .AND. ABS( RQCORR ).GT.
  881. $ RQTOL*ABS( LAMBDA ) .AND. .NOT. USEDBS)
  882. $ THEN
  883. * We need to check that the RQCORR update doesn't
  884. * move the eigenvalue away from the desired one and
  885. * towards a neighbor. -> protection with bisection
  886. IF(INDEIG.LE.NEGCNT) THEN
  887. * The wanted eigenvalue lies to the left
  888. SGNDEF = -ONE
  889. ELSE
  890. * The wanted eigenvalue lies to the right
  891. SGNDEF = ONE
  892. ENDIF
  893. * We only use the RQCORR if it improves the
  894. * the iterate reasonably.
  895. IF( ( RQCORR*SGNDEF.GE.ZERO )
  896. $ .AND.( LAMBDA + RQCORR.LE. RIGHT)
  897. $ .AND.( LAMBDA + RQCORR.GE. LEFT)
  898. $ ) THEN
  899. USEDRQ = .TRUE.
  900. * Store new midpoint of bisection interval in WORK
  901. IF(SGNDEF.EQ.ONE) THEN
  902. * The current LAMBDA is on the left of the true
  903. * eigenvalue
  904. LEFT = LAMBDA
  905. * We prefer to assume that the error estimate
  906. * is correct. We could make the interval not
  907. * as a bracket but to be modified if the RQCORR
  908. * chooses to. In this case, the RIGHT side should
  909. * be modified as follows:
  910. * RIGHT = MAX(RIGHT, LAMBDA + RQCORR)
  911. ELSE
  912. * The current LAMBDA is on the right of the true
  913. * eigenvalue
  914. RIGHT = LAMBDA
  915. * See comment about assuming the error estimate is
  916. * correct above.
  917. * LEFT = MIN(LEFT, LAMBDA + RQCORR)
  918. ENDIF
  919. WORK( WINDEX ) =
  920. $ HALF * (RIGHT + LEFT)
  921. * Take RQCORR since it has the correct sign and
  922. * improves the iterate reasonably
  923. LAMBDA = LAMBDA + RQCORR
  924. * Update width of error interval
  925. WERR( WINDEX ) =
  926. $ HALF * (RIGHT-LEFT)
  927. ELSE
  928. NEEDBS = .TRUE.
  929. ENDIF
  930. IF(RIGHT-LEFT.LT.RQTOL*ABS(LAMBDA)) THEN
  931. * The eigenvalue is computed to bisection accuracy
  932. * compute eigenvector and stop
  933. USEDBS = .TRUE.
  934. GOTO 120
  935. ELSEIF( ITER.LT.MAXITR ) THEN
  936. GOTO 120
  937. ELSEIF( ITER.EQ.MAXITR ) THEN
  938. NEEDBS = .TRUE.
  939. GOTO 120
  940. ELSE
  941. INFO = 5
  942. RETURN
  943. END IF
  944. ELSE
  945. STP2II = .FALSE.
  946. IF(USEDRQ .AND. USEDBS .AND.
  947. $ BSTRES.LE.RESID) THEN
  948. LAMBDA = BSTW
  949. STP2II = .TRUE.
  950. ENDIF
  951. IF (STP2II) THEN
  952. * improve error angle by second step
  953. CALL ZLAR1V( IN, 1, IN, LAMBDA,
  954. $ D( IBEGIN ), L( IBEGIN ),
  955. $ WORK(INDLD+IBEGIN-1),
  956. $ WORK(INDLLD+IBEGIN-1),
  957. $ PIVMIN, GAPTOL, Z( IBEGIN, WINDEX ),
  958. $ .NOT.USEDBS, NEGCNT, ZTZ, MINGMA,
  959. $ IWORK( IINDR+WINDEX ),
  960. $ ISUPPZ( 2*WINDEX-1 ),
  961. $ NRMINV, RESID, RQCORR, WORK( INDWRK ) )
  962. ENDIF
  963. WORK( WINDEX ) = LAMBDA
  964. END IF
  965. *
  966. * Compute FP-vector support w.r.t. whole matrix
  967. *
  968. ISUPPZ( 2*WINDEX-1 ) = ISUPPZ( 2*WINDEX-1 )+OLDIEN
  969. ISUPPZ( 2*WINDEX ) = ISUPPZ( 2*WINDEX )+OLDIEN
  970. ZFROM = ISUPPZ( 2*WINDEX-1 )
  971. ZTO = ISUPPZ( 2*WINDEX )
  972. ISUPMN = ISUPMN + OLDIEN
  973. ISUPMX = ISUPMX + OLDIEN
  974. * Ensure vector is ok if support in the RQI has changed
  975. IF(ISUPMN.LT.ZFROM) THEN
  976. DO 122 II = ISUPMN,ZFROM-1
  977. Z( II, WINDEX ) = ZERO
  978. 122 CONTINUE
  979. ENDIF
  980. IF(ISUPMX.GT.ZTO) THEN
  981. DO 123 II = ZTO+1,ISUPMX
  982. Z( II, WINDEX ) = ZERO
  983. 123 CONTINUE
  984. ENDIF
  985. CALL ZDSCAL( ZTO-ZFROM+1, NRMINV,
  986. $ Z( ZFROM, WINDEX ), 1 )
  987. 125 CONTINUE
  988. * Update W
  989. W( WINDEX ) = LAMBDA+SIGMA
  990. * Recompute the gaps on the left and right
  991. * But only allow them to become larger and not
  992. * smaller (which can only happen through "bad"
  993. * cancellation and doesn't reflect the theory
  994. * where the initial gaps are underestimated due
  995. * to WERR being too crude.)
  996. IF(.NOT.ESKIP) THEN
  997. IF( K.GT.1) THEN
  998. WGAP( WINDMN ) = MAX( WGAP(WINDMN),
  999. $ W(WINDEX)-WERR(WINDEX)
  1000. $ - W(WINDMN)-WERR(WINDMN) )
  1001. ENDIF
  1002. IF( WINDEX.LT.WEND ) THEN
  1003. WGAP( WINDEX ) = MAX( SAVGAP,
  1004. $ W( WINDPL )-WERR( WINDPL )
  1005. $ - W( WINDEX )-WERR( WINDEX) )
  1006. ENDIF
  1007. ENDIF
  1008. IDONE = IDONE + 1
  1009. ENDIF
  1010. * here ends the code for the current child
  1011. *
  1012. 139 CONTINUE
  1013. * Proceed to any remaining child nodes
  1014. NEWFST = J + 1
  1015. 140 CONTINUE
  1016. 150 CONTINUE
  1017. NDEPTH = NDEPTH + 1
  1018. GO TO 40
  1019. END IF
  1020. IBEGIN = IEND + 1
  1021. WBEGIN = WEND + 1
  1022. 170 CONTINUE
  1023. *
  1024. RETURN
  1025. *
  1026. * End of ZLARRV
  1027. *
  1028. END