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- *> \brief \b DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DLARRE + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarre.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarre.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarre.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2,
- * RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M,
- * W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN,
- * WORK, IWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER RANGE
- * INTEGER IL, INFO, IU, M, N, NSPLIT
- * DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
- * ..
- * .. Array Arguments ..
- * INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
- * $ INDEXW( * )
- * DOUBLE PRECISION D( * ), E( * ), E2( * ), GERS( * ),
- * $ W( * ),WERR( * ), WGAP( * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> To find the desired eigenvalues of a given real symmetric
- *> tridiagonal matrix T, DLARRE sets any "small" off-diagonal
- *> elements to zero, and for each unreduced block T_i, it finds
- *> (a) a suitable shift at one end of the block's spectrum,
- *> (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and
- *> (c) eigenvalues of each L_i D_i L_i^T.
- *> The representations and eigenvalues found are then used by
- *> DSTEMR to compute the eigenvectors of T.
- *> The accuracy varies depending on whether bisection is used to
- *> find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to
- *> conpute all and then discard any unwanted one.
- *> As an added benefit, DLARRE also outputs the n
- *> Gerschgorin intervals for the matrices L_i D_i L_i^T.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] RANGE
- *> \verbatim
- *> RANGE is CHARACTER*1
- *> = 'A': ("All") all eigenvalues will be found.
- *> = 'V': ("Value") all eigenvalues in the half-open interval
- *> (VL, VU] will be found.
- *> = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
- *> entire matrix) will be found.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix. N > 0.
- *> \endverbatim
- *>
- *> \param[in,out] VL
- *> \verbatim
- *> VL is DOUBLE PRECISION
- *> If RANGE='V', the lower bound for the eigenvalues.
- *> Eigenvalues less than or equal to VL, or greater than VU,
- *> will not be returned. VL < VU.
- *> If RANGE='I' or ='A', DLARRE computes bounds on the desired
- *> part of the spectrum.
- *> \endverbatim
- *>
- *> \param[in,out] VU
- *> \verbatim
- *> VU is DOUBLE PRECISION
- *> If RANGE='V', the upper bound for the eigenvalues.
- *> Eigenvalues less than or equal to VL, or greater than VU,
- *> will not be returned. VL < VU.
- *> If RANGE='I' or ='A', DLARRE computes bounds on the desired
- *> part of the spectrum.
- *> \endverbatim
- *>
- *> \param[in] IL
- *> \verbatim
- *> IL is INTEGER
- *> If RANGE='I', the index of the
- *> smallest eigenvalue to be returned.
- *> 1 <= IL <= IU <= N.
- *> \endverbatim
- *>
- *> \param[in] IU
- *> \verbatim
- *> IU is INTEGER
- *> If RANGE='I', the index of the
- *> largest eigenvalue to be returned.
- *> 1 <= IL <= IU <= N.
- *> \endverbatim
- *>
- *> \param[in,out] D
- *> \verbatim
- *> D is DOUBLE PRECISION array, dimension (N)
- *> On entry, the N diagonal elements of the tridiagonal
- *> matrix T.
- *> On exit, the N diagonal elements of the diagonal
- *> matrices D_i.
- *> \endverbatim
- *>
- *> \param[in,out] E
- *> \verbatim
- *> E is DOUBLE PRECISION array, dimension (N)
- *> On entry, the first (N-1) entries contain the subdiagonal
- *> elements of the tridiagonal matrix T; E(N) need not be set.
- *> On exit, E contains the subdiagonal elements of the unit
- *> bidiagonal matrices L_i. The entries E( ISPLIT( I ) ),
- *> 1 <= I <= NSPLIT, contain the base points sigma_i on output.
- *> \endverbatim
- *>
- *> \param[in,out] E2
- *> \verbatim
- *> E2 is DOUBLE PRECISION array, dimension (N)
- *> On entry, the first (N-1) entries contain the SQUARES of the
- *> subdiagonal elements of the tridiagonal matrix T;
- *> E2(N) need not be set.
- *> On exit, the entries E2( ISPLIT( I ) ),
- *> 1 <= I <= NSPLIT, have been set to zero
- *> \endverbatim
- *>
- *> \param[in] RTOL1
- *> \verbatim
- *> RTOL1 is DOUBLE PRECISION
- *> \endverbatim
- *>
- *> \param[in] RTOL2
- *> \verbatim
- *> RTOL2 is DOUBLE PRECISION
- *> Parameters for bisection.
- *> An interval [LEFT,RIGHT] has converged if
- *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
- *> \endverbatim
- *>
- *> \param[in] SPLTOL
- *> \verbatim
- *> SPLTOL is DOUBLE PRECISION
- *> The threshold for splitting.
- *> \endverbatim
- *>
- *> \param[out] NSPLIT
- *> \verbatim
- *> NSPLIT is INTEGER
- *> The number of blocks T splits into. 1 <= NSPLIT <= N.
- *> \endverbatim
- *>
- *> \param[out] ISPLIT
- *> \verbatim
- *> ISPLIT is INTEGER array, dimension (N)
- *> The splitting points, at which T breaks up into blocks.
- *> The first block consists of rows/columns 1 to ISPLIT(1),
- *> the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
- *> etc., and the NSPLIT-th consists of rows/columns
- *> ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
- *> \endverbatim
- *>
- *> \param[out] M
- *> \verbatim
- *> M is INTEGER
- *> The total number of eigenvalues (of all L_i D_i L_i^T)
- *> found.
- *> \endverbatim
- *>
- *> \param[out] W
- *> \verbatim
- *> W is DOUBLE PRECISION array, dimension (N)
- *> The first M elements contain the eigenvalues. The
- *> eigenvalues of each of the blocks, L_i D_i L_i^T, are
- *> sorted in ascending order ( DLARRE may use the
- *> remaining N-M elements as workspace).
- *> \endverbatim
- *>
- *> \param[out] WERR
- *> \verbatim
- *> WERR is DOUBLE PRECISION array, dimension (N)
- *> The error bound on the corresponding eigenvalue in W.
- *> \endverbatim
- *>
- *> \param[out] WGAP
- *> \verbatim
- *> WGAP is DOUBLE PRECISION array, dimension (N)
- *> The separation from the right neighbor eigenvalue in W.
- *> The gap is only with respect to the eigenvalues of the same block
- *> as each block has its own representation tree.
- *> Exception: at the right end of a block we store the left gap
- *> \endverbatim
- *>
- *> \param[out] IBLOCK
- *> \verbatim
- *> IBLOCK is INTEGER array, dimension (N)
- *> The indices of the blocks (submatrices) associated with the
- *> corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue
- *> W(i) belongs to the first block from the top, =2 if W(i)
- *> belongs to the second block, etc.
- *> \endverbatim
- *>
- *> \param[out] INDEXW
- *> \verbatim
- *> INDEXW is INTEGER array, dimension (N)
- *> The indices of the eigenvalues within each block (submatrix);
- *> for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the
- *> i-th eigenvalue W(i) is the 10-th eigenvalue in block 2
- *> \endverbatim
- *>
- *> \param[out] GERS
- *> \verbatim
- *> GERS is DOUBLE PRECISION array, dimension (2*N)
- *> The N Gerschgorin intervals (the i-th Gerschgorin interval
- *> is (GERS(2*i-1), GERS(2*i)).
- *> \endverbatim
- *>
- *> \param[out] PIVMIN
- *> \verbatim
- *> PIVMIN is DOUBLE PRECISION
- *> The minimum pivot in the Sturm sequence for T.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is DOUBLE PRECISION array, dimension (6*N)
- *> Workspace.
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (5*N)
- *> Workspace.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> > 0: A problem occurred in DLARRE.
- *> < 0: One of the called subroutines signaled an internal problem.
- *> Needs inspection of the corresponding parameter IINFO
- *> for further information.
- *>
- *> =-1: Problem in DLARRD.
- *> = 2: No base representation could be found in MAXTRY iterations.
- *> Increasing MAXTRY and recompilation might be a remedy.
- *> =-3: Problem in DLARRB when computing the refined root
- *> representation for DLASQ2.
- *> =-4: Problem in DLARRB when preforming bisection on the
- *> desired part of the spectrum.
- *> =-5: Problem in DLASQ2.
- *> =-6: Problem in DLASQ2.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup OTHERauxiliary
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> The base representations are required to suffer very little
- *> element growth and consequently define all their eigenvalues to
- *> high relative accuracy.
- *> \endverbatim
- *
- *> \par Contributors:
- * ==================
- *>
- *> Beresford Parlett, University of California, Berkeley, USA \n
- *> Jim Demmel, University of California, Berkeley, USA \n
- *> Inderjit Dhillon, University of Texas, Austin, USA \n
- *> Osni Marques, LBNL/NERSC, USA \n
- *> Christof Voemel, University of California, Berkeley, USA \n
- *>
- * =====================================================================
- SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2,
- $ RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M,
- $ W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN,
- $ WORK, IWORK, INFO )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- CHARACTER RANGE
- INTEGER IL, INFO, IU, M, N, NSPLIT
- DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
- * ..
- * .. Array Arguments ..
- INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
- $ INDEXW( * )
- DOUBLE PRECISION D( * ), E( * ), E2( * ), GERS( * ),
- $ W( * ),WERR( * ), WGAP( * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- DOUBLE PRECISION FAC, FOUR, FOURTH, FUDGE, HALF, HNDRD,
- $ MAXGROWTH, ONE, PERT, TWO, ZERO
- PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0,
- $ TWO = 2.0D0, FOUR=4.0D0,
- $ HNDRD = 100.0D0,
- $ PERT = 8.0D0,
- $ HALF = ONE/TWO, FOURTH = ONE/FOUR, FAC= HALF,
- $ MAXGROWTH = 64.0D0, FUDGE = 2.0D0 )
- INTEGER MAXTRY, ALLRNG, INDRNG, VALRNG
- PARAMETER ( MAXTRY = 6, ALLRNG = 1, INDRNG = 2,
- $ VALRNG = 3 )
- * ..
- * .. Local Scalars ..
- LOGICAL FORCEB, NOREP, USEDQD
- INTEGER CNT, CNT1, CNT2, I, IBEGIN, IDUM, IEND, IINFO,
- $ IN, INDL, INDU, IRANGE, J, JBLK, MB, MM,
- $ WBEGIN, WEND
- DOUBLE PRECISION AVGAP, BSRTOL, CLWDTH, DMAX, DPIVOT, EABS,
- $ EMAX, EOLD, EPS, GL, GU, ISLEFT, ISRGHT, RTL,
- $ RTOL, S1, S2, SAFMIN, SGNDEF, SIGMA, SPDIAM,
- $ TAU, TMP, TMP1
-
-
- * ..
- * .. Local Arrays ..
- INTEGER ISEED( 4 )
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DLAMCH
- EXTERNAL DLAMCH, LSAME
-
- * ..
- * .. External Subroutines ..
- EXTERNAL DCOPY, DLARNV, DLARRA, DLARRB, DLARRC, DLARRD,
- $ DLASQ2, DLARRK
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN
-
- * ..
- * .. Executable Statements ..
- *
-
- INFO = 0
- *
- * Quick return if possible
- *
- IF( N.LE.0 ) THEN
- RETURN
- END IF
- *
- * Decode RANGE
- *
- IF( LSAME( RANGE, 'A' ) ) THEN
- IRANGE = ALLRNG
- ELSE IF( LSAME( RANGE, 'V' ) ) THEN
- IRANGE = VALRNG
- ELSE IF( LSAME( RANGE, 'I' ) ) THEN
- IRANGE = INDRNG
- END IF
-
- M = 0
-
- * Get machine constants
- SAFMIN = DLAMCH( 'S' )
- EPS = DLAMCH( 'P' )
-
- * Set parameters
- RTL = SQRT(EPS)
- BSRTOL = SQRT(EPS)
-
- * Treat case of 1x1 matrix for quick return
- IF( N.EQ.1 ) THEN
- IF( (IRANGE.EQ.ALLRNG).OR.
- $ ((IRANGE.EQ.VALRNG).AND.(D(1).GT.VL).AND.(D(1).LE.VU)).OR.
- $ ((IRANGE.EQ.INDRNG).AND.(IL.EQ.1).AND.(IU.EQ.1)) ) THEN
- M = 1
- W(1) = D(1)
- * The computation error of the eigenvalue is zero
- WERR(1) = ZERO
- WGAP(1) = ZERO
- IBLOCK( 1 ) = 1
- INDEXW( 1 ) = 1
- GERS(1) = D( 1 )
- GERS(2) = D( 1 )
- ENDIF
- * store the shift for the initial RRR, which is zero in this case
- E(1) = ZERO
- RETURN
- END IF
-
- * General case: tridiagonal matrix of order > 1
- *
- * Init WERR, WGAP. Compute Gerschgorin intervals and spectral diameter.
- * Compute maximum off-diagonal entry and pivmin.
- GL = D(1)
- GU = D(1)
- EOLD = ZERO
- EMAX = ZERO
- E(N) = ZERO
- DO 5 I = 1,N
- WERR(I) = ZERO
- WGAP(I) = ZERO
- EABS = ABS( E(I) )
- IF( EABS .GE. EMAX ) THEN
- EMAX = EABS
- END IF
- TMP1 = EABS + EOLD
- GERS( 2*I-1) = D(I) - TMP1
- GL = MIN( GL, GERS( 2*I - 1))
- GERS( 2*I ) = D(I) + TMP1
- GU = MAX( GU, GERS(2*I) )
- EOLD = EABS
- 5 CONTINUE
- * The minimum pivot allowed in the Sturm sequence for T
- PIVMIN = SAFMIN * MAX( ONE, EMAX**2 )
- * Compute spectral diameter. The Gerschgorin bounds give an
- * estimate that is wrong by at most a factor of SQRT(2)
- SPDIAM = GU - GL
-
- * Compute splitting points
- CALL DLARRA( N, D, E, E2, SPLTOL, SPDIAM,
- $ NSPLIT, ISPLIT, IINFO )
-
- * Can force use of bisection instead of faster DQDS.
- * Option left in the code for future multisection work.
- FORCEB = .FALSE.
-
- * Initialize USEDQD, DQDS should be used for ALLRNG unless someone
- * explicitly wants bisection.
- USEDQD = (( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB))
-
- IF( (IRANGE.EQ.ALLRNG) .AND. (.NOT. FORCEB) ) THEN
- * Set interval [VL,VU] that contains all eigenvalues
- VL = GL
- VU = GU
- ELSE
- * We call DLARRD to find crude approximations to the eigenvalues
- * in the desired range. In case IRANGE = INDRNG, we also obtain the
- * interval (VL,VU] that contains all the wanted eigenvalues.
- * An interval [LEFT,RIGHT] has converged if
- * RIGHT-LEFT.LT.RTOL*MAX(ABS(LEFT),ABS(RIGHT))
- * DLARRD needs a WORK of size 4*N, IWORK of size 3*N
- CALL DLARRD( RANGE, 'B', N, VL, VU, IL, IU, GERS,
- $ BSRTOL, D, E, E2, PIVMIN, NSPLIT, ISPLIT,
- $ MM, W, WERR, VL, VU, IBLOCK, INDEXW,
- $ WORK, IWORK, IINFO )
- IF( IINFO.NE.0 ) THEN
- INFO = -1
- RETURN
- ENDIF
- * Make sure that the entries M+1 to N in W, WERR, IBLOCK, INDEXW are 0
- DO 14 I = MM+1,N
- W( I ) = ZERO
- WERR( I ) = ZERO
- IBLOCK( I ) = 0
- INDEXW( I ) = 0
- 14 CONTINUE
- END IF
-
-
- ***
- * Loop over unreduced blocks
- IBEGIN = 1
- WBEGIN = 1
- DO 170 JBLK = 1, NSPLIT
- IEND = ISPLIT( JBLK )
- IN = IEND - IBEGIN + 1
-
- * 1 X 1 block
- IF( IN.EQ.1 ) THEN
- IF( (IRANGE.EQ.ALLRNG).OR.( (IRANGE.EQ.VALRNG).AND.
- $ ( D( IBEGIN ).GT.VL ).AND.( D( IBEGIN ).LE.VU ) )
- $ .OR. ( (IRANGE.EQ.INDRNG).AND.(IBLOCK(WBEGIN).EQ.JBLK))
- $ ) THEN
- M = M + 1
- W( M ) = D( IBEGIN )
- WERR(M) = ZERO
- * The gap for a single block doesn't matter for the later
- * algorithm and is assigned an arbitrary large value
- WGAP(M) = ZERO
- IBLOCK( M ) = JBLK
- INDEXW( M ) = 1
- WBEGIN = WBEGIN + 1
- ENDIF
- * E( IEND ) holds the shift for the initial RRR
- E( IEND ) = ZERO
- IBEGIN = IEND + 1
- GO TO 170
- END IF
- *
- * Blocks of size larger than 1x1
- *
- * E( IEND ) will hold the shift for the initial RRR, for now set it =0
- E( IEND ) = ZERO
- *
- * Find local outer bounds GL,GU for the block
- GL = D(IBEGIN)
- GU = D(IBEGIN)
- DO 15 I = IBEGIN , IEND
- GL = MIN( GERS( 2*I-1 ), GL )
- GU = MAX( GERS( 2*I ), GU )
- 15 CONTINUE
- SPDIAM = GU - GL
-
- IF(.NOT. ((IRANGE.EQ.ALLRNG).AND.(.NOT.FORCEB)) ) THEN
- * Count the number of eigenvalues in the current block.
- MB = 0
- DO 20 I = WBEGIN,MM
- IF( IBLOCK(I).EQ.JBLK ) THEN
- MB = MB+1
- ELSE
- GOTO 21
- ENDIF
- 20 CONTINUE
- 21 CONTINUE
-
- IF( MB.EQ.0) THEN
- * No eigenvalue in the current block lies in the desired range
- * E( IEND ) holds the shift for the initial RRR
- E( IEND ) = ZERO
- IBEGIN = IEND + 1
- GO TO 170
- ELSE
-
- * Decide whether dqds or bisection is more efficient
- USEDQD = ( (MB .GT. FAC*IN) .AND. (.NOT.FORCEB) )
- WEND = WBEGIN + MB - 1
- * Calculate gaps for the current block
- * In later stages, when representations for individual
- * eigenvalues are different, we use SIGMA = E( IEND ).
- SIGMA = ZERO
- DO 30 I = WBEGIN, WEND - 1
- WGAP( I ) = MAX( ZERO,
- $ W(I+1)-WERR(I+1) - (W(I)+WERR(I)) )
- 30 CONTINUE
- WGAP( WEND ) = MAX( ZERO,
- $ VU - SIGMA - (W( WEND )+WERR( WEND )))
- * Find local index of the first and last desired evalue.
- INDL = INDEXW(WBEGIN)
- INDU = INDEXW( WEND )
- ENDIF
- ENDIF
- IF(( (IRANGE.EQ.ALLRNG) .AND. (.NOT. FORCEB) ).OR.USEDQD) THEN
- * Case of DQDS
- * Find approximations to the extremal eigenvalues of the block
- CALL DLARRK( IN, 1, GL, GU, D(IBEGIN),
- $ E2(IBEGIN), PIVMIN, RTL, TMP, TMP1, IINFO )
- IF( IINFO.NE.0 ) THEN
- INFO = -1
- RETURN
- ENDIF
- ISLEFT = MAX(GL, TMP - TMP1
- $ - HNDRD * EPS* ABS(TMP - TMP1))
-
- CALL DLARRK( IN, IN, GL, GU, D(IBEGIN),
- $ E2(IBEGIN), PIVMIN, RTL, TMP, TMP1, IINFO )
- IF( IINFO.NE.0 ) THEN
- INFO = -1
- RETURN
- ENDIF
- ISRGHT = MIN(GU, TMP + TMP1
- $ + HNDRD * EPS * ABS(TMP + TMP1))
- * Improve the estimate of the spectral diameter
- SPDIAM = ISRGHT - ISLEFT
- ELSE
- * Case of bisection
- * Find approximations to the wanted extremal eigenvalues
- ISLEFT = MAX(GL, W(WBEGIN) - WERR(WBEGIN)
- $ - HNDRD * EPS*ABS(W(WBEGIN)- WERR(WBEGIN) ))
- ISRGHT = MIN(GU,W(WEND) + WERR(WEND)
- $ + HNDRD * EPS * ABS(W(WEND)+ WERR(WEND)))
- ENDIF
-
-
- * Decide whether the base representation for the current block
- * L_JBLK D_JBLK L_JBLK^T = T_JBLK - sigma_JBLK I
- * should be on the left or the right end of the current block.
- * The strategy is to shift to the end which is "more populated"
- * Furthermore, decide whether to use DQDS for the computation of
- * the eigenvalue approximations at the end of DLARRE or bisection.
- * dqds is chosen if all eigenvalues are desired or the number of
- * eigenvalues to be computed is large compared to the blocksize.
- IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
- * If all the eigenvalues have to be computed, we use dqd
- USEDQD = .TRUE.
- * INDL is the local index of the first eigenvalue to compute
- INDL = 1
- INDU = IN
- * MB = number of eigenvalues to compute
- MB = IN
- WEND = WBEGIN + MB - 1
- * Define 1/4 and 3/4 points of the spectrum
- S1 = ISLEFT + FOURTH * SPDIAM
- S2 = ISRGHT - FOURTH * SPDIAM
- ELSE
- * DLARRD has computed IBLOCK and INDEXW for each eigenvalue
- * approximation.
- * choose sigma
- IF( USEDQD ) THEN
- S1 = ISLEFT + FOURTH * SPDIAM
- S2 = ISRGHT - FOURTH * SPDIAM
- ELSE
- TMP = MIN(ISRGHT,VU) - MAX(ISLEFT,VL)
- S1 = MAX(ISLEFT,VL) + FOURTH * TMP
- S2 = MIN(ISRGHT,VU) - FOURTH * TMP
- ENDIF
- ENDIF
-
- * Compute the negcount at the 1/4 and 3/4 points
- IF(MB.GT.1) THEN
- CALL DLARRC( 'T', IN, S1, S2, D(IBEGIN),
- $ E(IBEGIN), PIVMIN, CNT, CNT1, CNT2, IINFO)
- ENDIF
-
- IF(MB.EQ.1) THEN
- SIGMA = GL
- SGNDEF = ONE
- ELSEIF( CNT1 - INDL .GE. INDU - CNT2 ) THEN
- IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
- SIGMA = MAX(ISLEFT,GL)
- ELSEIF( USEDQD ) THEN
- * use Gerschgorin bound as shift to get pos def matrix
- * for dqds
- SIGMA = ISLEFT
- ELSE
- * use approximation of the first desired eigenvalue of the
- * block as shift
- SIGMA = MAX(ISLEFT,VL)
- ENDIF
- SGNDEF = ONE
- ELSE
- IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
- SIGMA = MIN(ISRGHT,GU)
- ELSEIF( USEDQD ) THEN
- * use Gerschgorin bound as shift to get neg def matrix
- * for dqds
- SIGMA = ISRGHT
- ELSE
- * use approximation of the first desired eigenvalue of the
- * block as shift
- SIGMA = MIN(ISRGHT,VU)
- ENDIF
- SGNDEF = -ONE
- ENDIF
-
-
- * An initial SIGMA has been chosen that will be used for computing
- * T - SIGMA I = L D L^T
- * Define the increment TAU of the shift in case the initial shift
- * needs to be refined to obtain a factorization with not too much
- * element growth.
- IF( USEDQD ) THEN
- * The initial SIGMA was to the outer end of the spectrum
- * the matrix is definite and we need not retreat.
- TAU = SPDIAM*EPS*N + TWO*PIVMIN
- TAU = MAX( TAU,TWO*EPS*ABS(SIGMA) )
- ELSE
- IF(MB.GT.1) THEN
- CLWDTH = W(WEND) + WERR(WEND) - W(WBEGIN) - WERR(WBEGIN)
- AVGAP = ABS(CLWDTH / DBLE(WEND-WBEGIN))
- IF( SGNDEF.EQ.ONE ) THEN
- TAU = HALF*MAX(WGAP(WBEGIN),AVGAP)
- TAU = MAX(TAU,WERR(WBEGIN))
- ELSE
- TAU = HALF*MAX(WGAP(WEND-1),AVGAP)
- TAU = MAX(TAU,WERR(WEND))
- ENDIF
- ELSE
- TAU = WERR(WBEGIN)
- ENDIF
- ENDIF
- *
- DO 80 IDUM = 1, MAXTRY
- * Compute L D L^T factorization of tridiagonal matrix T - sigma I.
- * Store D in WORK(1:IN), L in WORK(IN+1:2*IN), and reciprocals of
- * pivots in WORK(2*IN+1:3*IN)
- DPIVOT = D( IBEGIN ) - SIGMA
- WORK( 1 ) = DPIVOT
- DMAX = ABS( WORK(1) )
- J = IBEGIN
- DO 70 I = 1, IN - 1
- WORK( 2*IN+I ) = ONE / WORK( I )
- TMP = E( J )*WORK( 2*IN+I )
- WORK( IN+I ) = TMP
- DPIVOT = ( D( J+1 )-SIGMA ) - TMP*E( J )
- WORK( I+1 ) = DPIVOT
- DMAX = MAX( DMAX, ABS(DPIVOT) )
- J = J + 1
- 70 CONTINUE
- * check for element growth
- IF( DMAX .GT. MAXGROWTH*SPDIAM ) THEN
- NOREP = .TRUE.
- ELSE
- NOREP = .FALSE.
- ENDIF
- IF( USEDQD .AND. .NOT.NOREP ) THEN
- * Ensure the definiteness of the representation
- * All entries of D (of L D L^T) must have the same sign
- DO 71 I = 1, IN
- TMP = SGNDEF*WORK( I )
- IF( TMP.LT.ZERO ) NOREP = .TRUE.
- 71 CONTINUE
- ENDIF
- IF(NOREP) THEN
- * Note that in the case of IRANGE=ALLRNG, we use the Gerschgorin
- * shift which makes the matrix definite. So we should end up
- * here really only in the case of IRANGE = VALRNG or INDRNG.
- IF( IDUM.EQ.MAXTRY-1 ) THEN
- IF( SGNDEF.EQ.ONE ) THEN
- * The fudged Gerschgorin shift should succeed
- SIGMA =
- $ GL - FUDGE*SPDIAM*EPS*N - FUDGE*TWO*PIVMIN
- ELSE
- SIGMA =
- $ GU + FUDGE*SPDIAM*EPS*N + FUDGE*TWO*PIVMIN
- END IF
- ELSE
- SIGMA = SIGMA - SGNDEF * TAU
- TAU = TWO * TAU
- END IF
- ELSE
- * an initial RRR is found
- GO TO 83
- END IF
- 80 CONTINUE
- * if the program reaches this point, no base representation could be
- * found in MAXTRY iterations.
- INFO = 2
- RETURN
-
- 83 CONTINUE
- * At this point, we have found an initial base representation
- * T - SIGMA I = L D L^T with not too much element growth.
- * Store the shift.
- E( IEND ) = SIGMA
- * Store D and L.
- CALL DCOPY( IN, WORK, 1, D( IBEGIN ), 1 )
- CALL DCOPY( IN-1, WORK( IN+1 ), 1, E( IBEGIN ), 1 )
-
-
- IF(MB.GT.1 ) THEN
- *
- * Perturb each entry of the base representation by a small
- * (but random) relative amount to overcome difficulties with
- * glued matrices.
- *
- DO 122 I = 1, 4
- ISEED( I ) = 1
- 122 CONTINUE
-
- CALL DLARNV(2, ISEED, 2*IN-1, WORK(1))
- DO 125 I = 1,IN-1
- D(IBEGIN+I-1) = D(IBEGIN+I-1)*(ONE+EPS*PERT*WORK(I))
- E(IBEGIN+I-1) = E(IBEGIN+I-1)*(ONE+EPS*PERT*WORK(IN+I))
- 125 CONTINUE
- D(IEND) = D(IEND)*(ONE+EPS*FOUR*WORK(IN))
- *
- ENDIF
- *
- * Don't update the Gerschgorin intervals because keeping track
- * of the updates would be too much work in DLARRV.
- * We update W instead and use it to locate the proper Gerschgorin
- * intervals.
-
- * Compute the required eigenvalues of L D L' by bisection or dqds
- IF ( .NOT.USEDQD ) THEN
- * If DLARRD has been used, shift the eigenvalue approximations
- * according to their representation. This is necessary for
- * a uniform DLARRV since dqds computes eigenvalues of the
- * shifted representation. In DLARRV, W will always hold the
- * UNshifted eigenvalue approximation.
- DO 134 J=WBEGIN,WEND
- W(J) = W(J) - SIGMA
- WERR(J) = WERR(J) + ABS(W(J)) * EPS
- 134 CONTINUE
- * call DLARRB to reduce eigenvalue error of the approximations
- * from DLARRD
- DO 135 I = IBEGIN, IEND-1
- WORK( I ) = D( I ) * E( I )**2
- 135 CONTINUE
- * use bisection to find EV from INDL to INDU
- CALL DLARRB(IN, D(IBEGIN), WORK(IBEGIN),
- $ INDL, INDU, RTOL1, RTOL2, INDL-1,
- $ W(WBEGIN), WGAP(WBEGIN), WERR(WBEGIN),
- $ WORK( 2*N+1 ), IWORK, PIVMIN, SPDIAM,
- $ IN, IINFO )
- IF( IINFO .NE. 0 ) THEN
- INFO = -4
- RETURN
- END IF
- * DLARRB computes all gaps correctly except for the last one
- * Record distance to VU/GU
- WGAP( WEND ) = MAX( ZERO,
- $ ( VU-SIGMA ) - ( W( WEND ) + WERR( WEND ) ) )
- DO 138 I = INDL, INDU
- M = M + 1
- IBLOCK(M) = JBLK
- INDEXW(M) = I
- 138 CONTINUE
- ELSE
- * Call dqds to get all eigs (and then possibly delete unwanted
- * eigenvalues).
- * Note that dqds finds the eigenvalues of the L D L^T representation
- * of T to high relative accuracy. High relative accuracy
- * might be lost when the shift of the RRR is subtracted to obtain
- * the eigenvalues of T. However, T is not guaranteed to define its
- * eigenvalues to high relative accuracy anyway.
- * Set RTOL to the order of the tolerance used in DLASQ2
- * This is an ESTIMATED error, the worst case bound is 4*N*EPS
- * which is usually too large and requires unnecessary work to be
- * done by bisection when computing the eigenvectors
- RTOL = LOG(DBLE(IN)) * FOUR * EPS
- J = IBEGIN
- DO 140 I = 1, IN - 1
- WORK( 2*I-1 ) = ABS( D( J ) )
- WORK( 2*I ) = E( J )*E( J )*WORK( 2*I-1 )
- J = J + 1
- 140 CONTINUE
- WORK( 2*IN-1 ) = ABS( D( IEND ) )
- WORK( 2*IN ) = ZERO
- CALL DLASQ2( IN, WORK, IINFO )
- IF( IINFO .NE. 0 ) THEN
- * If IINFO = -5 then an index is part of a tight cluster
- * and should be changed. The index is in IWORK(1) and the
- * gap is in WORK(N+1)
- INFO = -5
- RETURN
- ELSE
- * Test that all eigenvalues are positive as expected
- DO 149 I = 1, IN
- IF( WORK( I ).LT.ZERO ) THEN
- INFO = -6
- RETURN
- ENDIF
- 149 CONTINUE
- END IF
- IF( SGNDEF.GT.ZERO ) THEN
- DO 150 I = INDL, INDU
- M = M + 1
- W( M ) = WORK( IN-I+1 )
- IBLOCK( M ) = JBLK
- INDEXW( M ) = I
- 150 CONTINUE
- ELSE
- DO 160 I = INDL, INDU
- M = M + 1
- W( M ) = -WORK( I )
- IBLOCK( M ) = JBLK
- INDEXW( M ) = I
- 160 CONTINUE
- END IF
-
- DO 165 I = M - MB + 1, M
- * the value of RTOL below should be the tolerance in DLASQ2
- WERR( I ) = RTOL * ABS( W(I) )
- 165 CONTINUE
- DO 166 I = M - MB + 1, M - 1
- * compute the right gap between the intervals
- WGAP( I ) = MAX( ZERO,
- $ W(I+1)-WERR(I+1) - (W(I)+WERR(I)) )
- 166 CONTINUE
- WGAP( M ) = MAX( ZERO,
- $ ( VU-SIGMA ) - ( W( M ) + WERR( M ) ) )
- END IF
- * proceed with next block
- IBEGIN = IEND + 1
- WBEGIN = WEND + 1
- 170 CONTINUE
- *
-
- RETURN
- *
- * End of DLARRE
- *
- END
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