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sstech.f 6.0 kB

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  1. *> \brief \b SSTECH
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * SUBROUTINE SSTECH( N, A, B, EIG, TOL, WORK, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER INFO, N
  15. * REAL TOL
  16. * ..
  17. * .. Array Arguments ..
  18. * REAL A( * ), B( * ), EIG( * ), WORK( * )
  19. * ..
  20. *
  21. *
  22. *> \par Purpose:
  23. * =============
  24. *>
  25. *> \verbatim
  26. *>
  27. *> Let T be the tridiagonal matrix with diagonal entries A(1) ,...,
  28. *> A(N) and offdiagonal entries B(1) ,..., B(N-1)). SSTECH checks to
  29. *> see if EIG(1) ,..., EIG(N) are indeed accurate eigenvalues of T.
  30. *> It does this by expanding each EIG(I) into an interval
  31. *> [SVD(I) - EPS, SVD(I) + EPS], merging overlapping intervals if
  32. *> any, and using Sturm sequences to count and verify whether each
  33. *> resulting interval has the correct number of eigenvalues (using
  34. *> SSTECT). Here EPS = TOL*MACHEPS*MAXEIG, where MACHEPS is the
  35. *> machine precision and MAXEIG is the absolute value of the largest
  36. *> eigenvalue. If each interval contains the correct number of
  37. *> eigenvalues, INFO = 0 is returned, otherwise INFO is the index of
  38. *> the first eigenvalue in the first bad interval.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] N
  45. *> \verbatim
  46. *> N is INTEGER
  47. *> The dimension of the tridiagonal matrix T.
  48. *> \endverbatim
  49. *>
  50. *> \param[in] A
  51. *> \verbatim
  52. *> A is REAL array, dimension (N)
  53. *> The diagonal entries of the tridiagonal matrix T.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] B
  57. *> \verbatim
  58. *> B is REAL array, dimension (N-1)
  59. *> The offdiagonal entries of the tridiagonal matrix T.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] EIG
  63. *> \verbatim
  64. *> EIG is REAL array, dimension (N)
  65. *> The purported eigenvalues to be checked.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] TOL
  69. *> \verbatim
  70. *> TOL is REAL
  71. *> Error tolerance for checking, a multiple of the
  72. *> machine precision.
  73. *> \endverbatim
  74. *>
  75. *> \param[out] WORK
  76. *> \verbatim
  77. *> WORK is REAL array, dimension (N)
  78. *> \endverbatim
  79. *>
  80. *> \param[out] INFO
  81. *> \verbatim
  82. *> INFO is INTEGER
  83. *> 0 if the eigenvalues are all correct (to within
  84. *> 1 +- TOL*MACHEPS*MAXEIG)
  85. *> >0 if the interval containing the INFO-th eigenvalue
  86. *> contains the incorrect number of eigenvalues.
  87. *> \endverbatim
  88. *
  89. * Authors:
  90. * ========
  91. *
  92. *> \author Univ. of Tennessee
  93. *> \author Univ. of California Berkeley
  94. *> \author Univ. of Colorado Denver
  95. *> \author NAG Ltd.
  96. *
  97. *> \date December 2016
  98. *
  99. *> \ingroup single_eig
  100. *
  101. * =====================================================================
  102. SUBROUTINE SSTECH( N, A, B, EIG, TOL, WORK, INFO )
  103. *
  104. * -- LAPACK test routine (version 3.7.0) --
  105. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  106. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  107. * December 2016
  108. *
  109. * .. Scalar Arguments ..
  110. INTEGER INFO, N
  111. REAL TOL
  112. * ..
  113. * .. Array Arguments ..
  114. REAL A( * ), B( * ), EIG( * ), WORK( * )
  115. * ..
  116. *
  117. * =====================================================================
  118. *
  119. * .. Parameters ..
  120. REAL ZERO
  121. PARAMETER ( ZERO = 0.0E0 )
  122. * ..
  123. * .. Local Scalars ..
  124. INTEGER BPNT, COUNT, I, ISUB, J, NUML, NUMU, TPNT
  125. REAL EMIN, EPS, LOWER, MX, TUPPR, UNFLEP, UPPER
  126. * ..
  127. * .. External Functions ..
  128. REAL SLAMCH
  129. EXTERNAL SLAMCH
  130. * ..
  131. * .. External Subroutines ..
  132. EXTERNAL SSTECT
  133. * ..
  134. * .. Intrinsic Functions ..
  135. INTRINSIC ABS, MAX
  136. * ..
  137. * .. Executable Statements ..
  138. *
  139. * Check input parameters
  140. *
  141. INFO = 0
  142. IF( N.EQ.0 )
  143. $ RETURN
  144. IF( N.LT.0 ) THEN
  145. INFO = -1
  146. RETURN
  147. END IF
  148. IF( TOL.LT.ZERO ) THEN
  149. INFO = -5
  150. RETURN
  151. END IF
  152. *
  153. * Get machine constants
  154. *
  155. EPS = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' )
  156. UNFLEP = SLAMCH( 'Safe minimum' ) / EPS
  157. EPS = TOL*EPS
  158. *
  159. * Compute maximum absolute eigenvalue, error tolerance
  160. *
  161. MX = ABS( EIG( 1 ) )
  162. DO 10 I = 2, N
  163. MX = MAX( MX, ABS( EIG( I ) ) )
  164. 10 CONTINUE
  165. EPS = MAX( EPS*MX, UNFLEP )
  166. *
  167. * Sort eigenvalues from EIG into WORK
  168. *
  169. DO 20 I = 1, N
  170. WORK( I ) = EIG( I )
  171. 20 CONTINUE
  172. DO 40 I = 1, N - 1
  173. ISUB = 1
  174. EMIN = WORK( 1 )
  175. DO 30 J = 2, N + 1 - I
  176. IF( WORK( J ).LT.EMIN ) THEN
  177. ISUB = J
  178. EMIN = WORK( J )
  179. END IF
  180. 30 CONTINUE
  181. IF( ISUB.NE.N+1-I ) THEN
  182. WORK( ISUB ) = WORK( N+1-I )
  183. WORK( N+1-I ) = EMIN
  184. END IF
  185. 40 CONTINUE
  186. *
  187. * TPNT points to singular value at right endpoint of interval
  188. * BPNT points to singular value at left endpoint of interval
  189. *
  190. TPNT = 1
  191. BPNT = 1
  192. *
  193. * Begin loop over all intervals
  194. *
  195. 50 CONTINUE
  196. UPPER = WORK( TPNT ) + EPS
  197. LOWER = WORK( BPNT ) - EPS
  198. *
  199. * Begin loop merging overlapping intervals
  200. *
  201. 60 CONTINUE
  202. IF( BPNT.EQ.N )
  203. $ GO TO 70
  204. TUPPR = WORK( BPNT+1 ) + EPS
  205. IF( TUPPR.LT.LOWER )
  206. $ GO TO 70
  207. *
  208. * Merge
  209. *
  210. BPNT = BPNT + 1
  211. LOWER = WORK( BPNT ) - EPS
  212. GO TO 60
  213. 70 CONTINUE
  214. *
  215. * Count singular values in interval [ LOWER, UPPER ]
  216. *
  217. CALL SSTECT( N, A, B, LOWER, NUML )
  218. CALL SSTECT( N, A, B, UPPER, NUMU )
  219. COUNT = NUMU - NUML
  220. IF( COUNT.NE.BPNT-TPNT+1 ) THEN
  221. *
  222. * Wrong number of singular values in interval
  223. *
  224. INFO = TPNT
  225. GO TO 80
  226. END IF
  227. TPNT = BPNT + 1
  228. BPNT = TPNT
  229. IF( TPNT.LE.N )
  230. $ GO TO 50
  231. 80 CONTINUE
  232. RETURN
  233. *
  234. * End of SSTECH
  235. *
  236. END