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sstebz.f 24 kB

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  1. *> \brief \b SSTEBZ
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSTEBZ + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sstebz.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sstebz.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sstebz.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E,
  22. * M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK,
  23. * INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER ORDER, RANGE
  27. * INTEGER IL, INFO, IU, M, N, NSPLIT
  28. * REAL ABSTOL, VL, VU
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * )
  32. * REAL D( * ), E( * ), W( * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> SSTEBZ computes the eigenvalues of a symmetric tridiagonal
  42. *> matrix T. The user may ask for all eigenvalues, all eigenvalues
  43. *> in the half-open interval (VL, VU], or the IL-th through IU-th
  44. *> eigenvalues.
  45. *>
  46. *> To avoid overflow, the matrix must be scaled so that its
  47. *> largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest
  48. *> accuracy, it should not be much smaller than that.
  49. *>
  50. *> See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal
  51. *> Matrix", Report CS41, Computer Science Dept., Stanford
  52. *> University, July 21, 1966.
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] RANGE
  59. *> \verbatim
  60. *> RANGE is CHARACTER*1
  61. *> = 'A': ("All") all eigenvalues will be found.
  62. *> = 'V': ("Value") all eigenvalues in the half-open interval
  63. *> (VL, VU] will be found.
  64. *> = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
  65. *> entire matrix) will be found.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] ORDER
  69. *> \verbatim
  70. *> ORDER is CHARACTER*1
  71. *> = 'B': ("By Block") the eigenvalues will be grouped by
  72. *> split-off block (see IBLOCK, ISPLIT) and
  73. *> ordered from smallest to largest within
  74. *> the block.
  75. *> = 'E': ("Entire matrix")
  76. *> the eigenvalues for the entire matrix
  77. *> will be ordered from smallest to
  78. *> largest.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] N
  82. *> \verbatim
  83. *> N is INTEGER
  84. *> The order of the tridiagonal matrix T. N >= 0.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] VL
  88. *> \verbatim
  89. *> VL is REAL
  90. *>
  91. *> If RANGE='V', the lower bound of the interval to
  92. *> be searched for eigenvalues. Eigenvalues less than or equal
  93. *> to VL, or greater than VU, will not be returned. VL < VU.
  94. *> Not referenced if RANGE = 'A' or 'I'.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] VU
  98. *> \verbatim
  99. *> VU is REAL
  100. *>
  101. *> If RANGE='V', the upper bound of the interval to
  102. *> be searched for eigenvalues. Eigenvalues less than or equal
  103. *> to VL, or greater than VU, will not be returned. VL < VU.
  104. *> Not referenced if RANGE = 'A' or 'I'.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] IL
  108. *> \verbatim
  109. *> IL is INTEGER
  110. *>
  111. *> If RANGE='I', the index of the
  112. *> smallest eigenvalue to be returned.
  113. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  114. *> Not referenced if RANGE = 'A' or 'V'.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] IU
  118. *> \verbatim
  119. *> IU is INTEGER
  120. *>
  121. *> If RANGE='I', the index of the
  122. *> largest eigenvalue to be returned.
  123. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  124. *> Not referenced if RANGE = 'A' or 'V'.
  125. *> \endverbatim
  126. *>
  127. *> \param[in] ABSTOL
  128. *> \verbatim
  129. *> ABSTOL is REAL
  130. *> The absolute tolerance for the eigenvalues. An eigenvalue
  131. *> (or cluster) is considered to be located if it has been
  132. *> determined to lie in an interval whose width is ABSTOL or
  133. *> less. If ABSTOL is less than or equal to zero, then ULP*|T|
  134. *> will be used, where |T| means the 1-norm of T.
  135. *>
  136. *> Eigenvalues will be computed most accurately when ABSTOL is
  137. *> set to twice the underflow threshold 2*SLAMCH('S'), not zero.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] D
  141. *> \verbatim
  142. *> D is REAL array, dimension (N)
  143. *> The n diagonal elements of the tridiagonal matrix T.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] E
  147. *> \verbatim
  148. *> E is REAL array, dimension (N-1)
  149. *> The (n-1) off-diagonal elements of the tridiagonal matrix T.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] M
  153. *> \verbatim
  154. *> M is INTEGER
  155. *> The actual number of eigenvalues found. 0 <= M <= N.
  156. *> (See also the description of INFO=2,3.)
  157. *> \endverbatim
  158. *>
  159. *> \param[out] NSPLIT
  160. *> \verbatim
  161. *> NSPLIT is INTEGER
  162. *> The number of diagonal blocks in the matrix T.
  163. *> 1 <= NSPLIT <= N.
  164. *> \endverbatim
  165. *>
  166. *> \param[out] W
  167. *> \verbatim
  168. *> W is REAL array, dimension (N)
  169. *> On exit, the first M elements of W will contain the
  170. *> eigenvalues. (SSTEBZ may use the remaining N-M elements as
  171. *> workspace.)
  172. *> \endverbatim
  173. *>
  174. *> \param[out] IBLOCK
  175. *> \verbatim
  176. *> IBLOCK is INTEGER array, dimension (N)
  177. *> At each row/column j where E(j) is zero or small, the
  178. *> matrix T is considered to split into a block diagonal
  179. *> matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which
  180. *> block (from 1 to the number of blocks) the eigenvalue W(i)
  181. *> belongs. (SSTEBZ may use the remaining N-M elements as
  182. *> workspace.)
  183. *> \endverbatim
  184. *>
  185. *> \param[out] ISPLIT
  186. *> \verbatim
  187. *> ISPLIT is INTEGER array, dimension (N)
  188. *> The splitting points, at which T breaks up into submatrices.
  189. *> The first submatrix consists of rows/columns 1 to ISPLIT(1),
  190. *> the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
  191. *> etc., and the NSPLIT-th consists of rows/columns
  192. *> ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
  193. *> (Only the first NSPLIT elements will actually be used, but
  194. *> since the user cannot know a priori what value NSPLIT will
  195. *> have, N words must be reserved for ISPLIT.)
  196. *> \endverbatim
  197. *>
  198. *> \param[out] WORK
  199. *> \verbatim
  200. *> WORK is REAL array, dimension (4*N)
  201. *> \endverbatim
  202. *>
  203. *> \param[out] IWORK
  204. *> \verbatim
  205. *> IWORK is INTEGER array, dimension (3*N)
  206. *> \endverbatim
  207. *>
  208. *> \param[out] INFO
  209. *> \verbatim
  210. *> INFO is INTEGER
  211. *> = 0: successful exit
  212. *> < 0: if INFO = -i, the i-th argument had an illegal value
  213. *> > 0: some or all of the eigenvalues failed to converge or
  214. *> were not computed:
  215. *> =1 or 3: Bisection failed to converge for some
  216. *> eigenvalues; these eigenvalues are flagged by a
  217. *> negative block number. The effect is that the
  218. *> eigenvalues may not be as accurate as the
  219. *> absolute and relative tolerances. This is
  220. *> generally caused by unexpectedly inaccurate
  221. *> arithmetic.
  222. *> =2 or 3: RANGE='I' only: Not all of the eigenvalues
  223. *> IL:IU were found.
  224. *> Effect: M < IU+1-IL
  225. *> Cause: non-monotonic arithmetic, causing the
  226. *> Sturm sequence to be non-monotonic.
  227. *> Cure: recalculate, using RANGE='A', and pick
  228. *> out eigenvalues IL:IU. In some cases,
  229. *> increasing the PARAMETER "FUDGE" may
  230. *> make things work.
  231. *> = 4: RANGE='I', and the Gershgorin interval
  232. *> initially used was too small. No eigenvalues
  233. *> were computed.
  234. *> Probable cause: your machine has sloppy
  235. *> floating-point arithmetic.
  236. *> Cure: Increase the PARAMETER "FUDGE",
  237. *> recompile, and try again.
  238. *> \endverbatim
  239. *
  240. *> \par Internal Parameters:
  241. * =========================
  242. *>
  243. *> \verbatim
  244. *> RELFAC REAL, default = 2.0e0
  245. *> The relative tolerance. An interval (a,b] lies within
  246. *> "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|),
  247. *> where "ulp" is the machine precision (distance from 1 to
  248. *> the next larger floating point number.)
  249. *>
  250. *> FUDGE REAL, default = 2
  251. *> A "fudge factor" to widen the Gershgorin intervals. Ideally,
  252. *> a value of 1 should work, but on machines with sloppy
  253. *> arithmetic, this needs to be larger. The default for
  254. *> publicly released versions should be large enough to handle
  255. *> the worst machine around. Note that this has no effect
  256. *> on accuracy of the solution.
  257. *> \endverbatim
  258. *
  259. * Authors:
  260. * ========
  261. *
  262. *> \author Univ. of Tennessee
  263. *> \author Univ. of California Berkeley
  264. *> \author Univ. of Colorado Denver
  265. *> \author NAG Ltd.
  266. *
  267. *> \date June 2016
  268. *
  269. *> \ingroup auxOTHERcomputational
  270. *
  271. * =====================================================================
  272. SUBROUTINE SSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E,
  273. $ M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK,
  274. $ INFO )
  275. *
  276. * -- LAPACK computational routine (version 3.7.0) --
  277. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  278. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  279. * June 2016
  280. *
  281. * .. Scalar Arguments ..
  282. CHARACTER ORDER, RANGE
  283. INTEGER IL, INFO, IU, M, N, NSPLIT
  284. REAL ABSTOL, VL, VU
  285. * ..
  286. * .. Array Arguments ..
  287. INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * )
  288. REAL D( * ), E( * ), W( * ), WORK( * )
  289. * ..
  290. *
  291. * =====================================================================
  292. *
  293. * .. Parameters ..
  294. REAL ZERO, ONE, TWO, HALF
  295. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0,
  296. $ HALF = 1.0E0 / TWO )
  297. REAL FUDGE, RELFAC
  298. PARAMETER ( FUDGE = 2.1E0, RELFAC = 2.0E0 )
  299. * ..
  300. * .. Local Scalars ..
  301. LOGICAL NCNVRG, TOOFEW
  302. INTEGER IB, IBEGIN, IDISCL, IDISCU, IE, IEND, IINFO,
  303. $ IM, IN, IOFF, IORDER, IOUT, IRANGE, ITMAX,
  304. $ ITMP1, IW, IWOFF, J, JB, JDISC, JE, NB, NWL,
  305. $ NWU
  306. REAL ATOLI, BNORM, GL, GU, PIVMIN, RTOLI, SAFEMN,
  307. $ TMP1, TMP2, TNORM, ULP, WKILL, WL, WLU, WU, WUL
  308. * ..
  309. * .. Local Arrays ..
  310. INTEGER IDUMMA( 1 )
  311. * ..
  312. * .. External Functions ..
  313. LOGICAL LSAME
  314. INTEGER ILAENV
  315. REAL SLAMCH
  316. EXTERNAL LSAME, ILAENV, SLAMCH
  317. * ..
  318. * .. External Subroutines ..
  319. EXTERNAL SLAEBZ, XERBLA
  320. * ..
  321. * .. Intrinsic Functions ..
  322. INTRINSIC ABS, INT, LOG, MAX, MIN, SQRT
  323. * ..
  324. * .. Executable Statements ..
  325. *
  326. INFO = 0
  327. *
  328. * Decode RANGE
  329. *
  330. IF( LSAME( RANGE, 'A' ) ) THEN
  331. IRANGE = 1
  332. ELSE IF( LSAME( RANGE, 'V' ) ) THEN
  333. IRANGE = 2
  334. ELSE IF( LSAME( RANGE, 'I' ) ) THEN
  335. IRANGE = 3
  336. ELSE
  337. IRANGE = 0
  338. END IF
  339. *
  340. * Decode ORDER
  341. *
  342. IF( LSAME( ORDER, 'B' ) ) THEN
  343. IORDER = 2
  344. ELSE IF( LSAME( ORDER, 'E' ) ) THEN
  345. IORDER = 1
  346. ELSE
  347. IORDER = 0
  348. END IF
  349. *
  350. * Check for Errors
  351. *
  352. IF( IRANGE.LE.0 ) THEN
  353. INFO = -1
  354. ELSE IF( IORDER.LE.0 ) THEN
  355. INFO = -2
  356. ELSE IF( N.LT.0 ) THEN
  357. INFO = -3
  358. ELSE IF( IRANGE.EQ.2 ) THEN
  359. IF( VL.GE.VU ) INFO = -5
  360. ELSE IF( IRANGE.EQ.3 .AND. ( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) )
  361. $ THEN
  362. INFO = -6
  363. ELSE IF( IRANGE.EQ.3 .AND. ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) )
  364. $ THEN
  365. INFO = -7
  366. END IF
  367. *
  368. IF( INFO.NE.0 ) THEN
  369. CALL XERBLA( 'SSTEBZ', -INFO )
  370. RETURN
  371. END IF
  372. *
  373. * Initialize error flags
  374. *
  375. INFO = 0
  376. NCNVRG = .FALSE.
  377. TOOFEW = .FALSE.
  378. *
  379. * Quick return if possible
  380. *
  381. M = 0
  382. IF( N.EQ.0 )
  383. $ RETURN
  384. *
  385. * Simplifications:
  386. *
  387. IF( IRANGE.EQ.3 .AND. IL.EQ.1 .AND. IU.EQ.N )
  388. $ IRANGE = 1
  389. *
  390. * Get machine constants
  391. * NB is the minimum vector length for vector bisection, or 0
  392. * if only scalar is to be done.
  393. *
  394. SAFEMN = SLAMCH( 'S' )
  395. ULP = SLAMCH( 'P' )
  396. RTOLI = ULP*RELFAC
  397. NB = ILAENV( 1, 'SSTEBZ', ' ', N, -1, -1, -1 )
  398. IF( NB.LE.1 )
  399. $ NB = 0
  400. *
  401. * Special Case when N=1
  402. *
  403. IF( N.EQ.1 ) THEN
  404. NSPLIT = 1
  405. ISPLIT( 1 ) = 1
  406. IF( IRANGE.EQ.2 .AND. ( VL.GE.D( 1 ) .OR. VU.LT.D( 1 ) ) ) THEN
  407. M = 0
  408. ELSE
  409. W( 1 ) = D( 1 )
  410. IBLOCK( 1 ) = 1
  411. M = 1
  412. END IF
  413. RETURN
  414. END IF
  415. *
  416. * Compute Splitting Points
  417. *
  418. NSPLIT = 1
  419. WORK( N ) = ZERO
  420. PIVMIN = ONE
  421. *
  422. DO 10 J = 2, N
  423. TMP1 = E( J-1 )**2
  424. IF( ABS( D( J )*D( J-1 ) )*ULP**2+SAFEMN.GT.TMP1 ) THEN
  425. ISPLIT( NSPLIT ) = J - 1
  426. NSPLIT = NSPLIT + 1
  427. WORK( J-1 ) = ZERO
  428. ELSE
  429. WORK( J-1 ) = TMP1
  430. PIVMIN = MAX( PIVMIN, TMP1 )
  431. END IF
  432. 10 CONTINUE
  433. ISPLIT( NSPLIT ) = N
  434. PIVMIN = PIVMIN*SAFEMN
  435. *
  436. * Compute Interval and ATOLI
  437. *
  438. IF( IRANGE.EQ.3 ) THEN
  439. *
  440. * RANGE='I': Compute the interval containing eigenvalues
  441. * IL through IU.
  442. *
  443. * Compute Gershgorin interval for entire (split) matrix
  444. * and use it as the initial interval
  445. *
  446. GU = D( 1 )
  447. GL = D( 1 )
  448. TMP1 = ZERO
  449. *
  450. DO 20 J = 1, N - 1
  451. TMP2 = SQRT( WORK( J ) )
  452. GU = MAX( GU, D( J )+TMP1+TMP2 )
  453. GL = MIN( GL, D( J )-TMP1-TMP2 )
  454. TMP1 = TMP2
  455. 20 CONTINUE
  456. *
  457. GU = MAX( GU, D( N )+TMP1 )
  458. GL = MIN( GL, D( N )-TMP1 )
  459. TNORM = MAX( ABS( GL ), ABS( GU ) )
  460. GL = GL - FUDGE*TNORM*ULP*N - FUDGE*TWO*PIVMIN
  461. GU = GU + FUDGE*TNORM*ULP*N + FUDGE*PIVMIN
  462. *
  463. * Compute Iteration parameters
  464. *
  465. ITMAX = INT( ( LOG( TNORM+PIVMIN )-LOG( PIVMIN ) ) /
  466. $ LOG( TWO ) ) + 2
  467. IF( ABSTOL.LE.ZERO ) THEN
  468. ATOLI = ULP*TNORM
  469. ELSE
  470. ATOLI = ABSTOL
  471. END IF
  472. *
  473. WORK( N+1 ) = GL
  474. WORK( N+2 ) = GL
  475. WORK( N+3 ) = GU
  476. WORK( N+4 ) = GU
  477. WORK( N+5 ) = GL
  478. WORK( N+6 ) = GU
  479. IWORK( 1 ) = -1
  480. IWORK( 2 ) = -1
  481. IWORK( 3 ) = N + 1
  482. IWORK( 4 ) = N + 1
  483. IWORK( 5 ) = IL - 1
  484. IWORK( 6 ) = IU
  485. *
  486. CALL SLAEBZ( 3, ITMAX, N, 2, 2, NB, ATOLI, RTOLI, PIVMIN, D, E,
  487. $ WORK, IWORK( 5 ), WORK( N+1 ), WORK( N+5 ), IOUT,
  488. $ IWORK, W, IBLOCK, IINFO )
  489. *
  490. IF( IWORK( 6 ).EQ.IU ) THEN
  491. WL = WORK( N+1 )
  492. WLU = WORK( N+3 )
  493. NWL = IWORK( 1 )
  494. WU = WORK( N+4 )
  495. WUL = WORK( N+2 )
  496. NWU = IWORK( 4 )
  497. ELSE
  498. WL = WORK( N+2 )
  499. WLU = WORK( N+4 )
  500. NWL = IWORK( 2 )
  501. WU = WORK( N+3 )
  502. WUL = WORK( N+1 )
  503. NWU = IWORK( 3 )
  504. END IF
  505. *
  506. IF( NWL.LT.0 .OR. NWL.GE.N .OR. NWU.LT.1 .OR. NWU.GT.N ) THEN
  507. INFO = 4
  508. RETURN
  509. END IF
  510. ELSE
  511. *
  512. * RANGE='A' or 'V' -- Set ATOLI
  513. *
  514. TNORM = MAX( ABS( D( 1 ) )+ABS( E( 1 ) ),
  515. $ ABS( D( N ) )+ABS( E( N-1 ) ) )
  516. *
  517. DO 30 J = 2, N - 1
  518. TNORM = MAX( TNORM, ABS( D( J ) )+ABS( E( J-1 ) )+
  519. $ ABS( E( J ) ) )
  520. 30 CONTINUE
  521. *
  522. IF( ABSTOL.LE.ZERO ) THEN
  523. ATOLI = ULP*TNORM
  524. ELSE
  525. ATOLI = ABSTOL
  526. END IF
  527. *
  528. IF( IRANGE.EQ.2 ) THEN
  529. WL = VL
  530. WU = VU
  531. ELSE
  532. WL = ZERO
  533. WU = ZERO
  534. END IF
  535. END IF
  536. *
  537. * Find Eigenvalues -- Loop Over Blocks and recompute NWL and NWU.
  538. * NWL accumulates the number of eigenvalues .le. WL,
  539. * NWU accumulates the number of eigenvalues .le. WU
  540. *
  541. M = 0
  542. IEND = 0
  543. INFO = 0
  544. NWL = 0
  545. NWU = 0
  546. *
  547. DO 70 JB = 1, NSPLIT
  548. IOFF = IEND
  549. IBEGIN = IOFF + 1
  550. IEND = ISPLIT( JB )
  551. IN = IEND - IOFF
  552. *
  553. IF( IN.EQ.1 ) THEN
  554. *
  555. * Special Case -- IN=1
  556. *
  557. IF( IRANGE.EQ.1 .OR. WL.GE.D( IBEGIN )-PIVMIN )
  558. $ NWL = NWL + 1
  559. IF( IRANGE.EQ.1 .OR. WU.GE.D( IBEGIN )-PIVMIN )
  560. $ NWU = NWU + 1
  561. IF( IRANGE.EQ.1 .OR. ( WL.LT.D( IBEGIN )-PIVMIN .AND. WU.GE.
  562. $ D( IBEGIN )-PIVMIN ) ) THEN
  563. M = M + 1
  564. W( M ) = D( IBEGIN )
  565. IBLOCK( M ) = JB
  566. END IF
  567. ELSE
  568. *
  569. * General Case -- IN > 1
  570. *
  571. * Compute Gershgorin Interval
  572. * and use it as the initial interval
  573. *
  574. GU = D( IBEGIN )
  575. GL = D( IBEGIN )
  576. TMP1 = ZERO
  577. *
  578. DO 40 J = IBEGIN, IEND - 1
  579. TMP2 = ABS( E( J ) )
  580. GU = MAX( GU, D( J )+TMP1+TMP2 )
  581. GL = MIN( GL, D( J )-TMP1-TMP2 )
  582. TMP1 = TMP2
  583. 40 CONTINUE
  584. *
  585. GU = MAX( GU, D( IEND )+TMP1 )
  586. GL = MIN( GL, D( IEND )-TMP1 )
  587. BNORM = MAX( ABS( GL ), ABS( GU ) )
  588. GL = GL - FUDGE*BNORM*ULP*IN - FUDGE*PIVMIN
  589. GU = GU + FUDGE*BNORM*ULP*IN + FUDGE*PIVMIN
  590. *
  591. * Compute ATOLI for the current submatrix
  592. *
  593. IF( ABSTOL.LE.ZERO ) THEN
  594. ATOLI = ULP*MAX( ABS( GL ), ABS( GU ) )
  595. ELSE
  596. ATOLI = ABSTOL
  597. END IF
  598. *
  599. IF( IRANGE.GT.1 ) THEN
  600. IF( GU.LT.WL ) THEN
  601. NWL = NWL + IN
  602. NWU = NWU + IN
  603. GO TO 70
  604. END IF
  605. GL = MAX( GL, WL )
  606. GU = MIN( GU, WU )
  607. IF( GL.GE.GU )
  608. $ GO TO 70
  609. END IF
  610. *
  611. * Set Up Initial Interval
  612. *
  613. WORK( N+1 ) = GL
  614. WORK( N+IN+1 ) = GU
  615. CALL SLAEBZ( 1, 0, IN, IN, 1, NB, ATOLI, RTOLI, PIVMIN,
  616. $ D( IBEGIN ), E( IBEGIN ), WORK( IBEGIN ),
  617. $ IDUMMA, WORK( N+1 ), WORK( N+2*IN+1 ), IM,
  618. $ IWORK, W( M+1 ), IBLOCK( M+1 ), IINFO )
  619. *
  620. NWL = NWL + IWORK( 1 )
  621. NWU = NWU + IWORK( IN+1 )
  622. IWOFF = M - IWORK( 1 )
  623. *
  624. * Compute Eigenvalues
  625. *
  626. ITMAX = INT( ( LOG( GU-GL+PIVMIN )-LOG( PIVMIN ) ) /
  627. $ LOG( TWO ) ) + 2
  628. CALL SLAEBZ( 2, ITMAX, IN, IN, 1, NB, ATOLI, RTOLI, PIVMIN,
  629. $ D( IBEGIN ), E( IBEGIN ), WORK( IBEGIN ),
  630. $ IDUMMA, WORK( N+1 ), WORK( N+2*IN+1 ), IOUT,
  631. $ IWORK, W( M+1 ), IBLOCK( M+1 ), IINFO )
  632. *
  633. * Copy Eigenvalues Into W and IBLOCK
  634. * Use -JB for block number for unconverged eigenvalues.
  635. *
  636. DO 60 J = 1, IOUT
  637. TMP1 = HALF*( WORK( J+N )+WORK( J+IN+N ) )
  638. *
  639. * Flag non-convergence.
  640. *
  641. IF( J.GT.IOUT-IINFO ) THEN
  642. NCNVRG = .TRUE.
  643. IB = -JB
  644. ELSE
  645. IB = JB
  646. END IF
  647. DO 50 JE = IWORK( J ) + 1 + IWOFF,
  648. $ IWORK( J+IN ) + IWOFF
  649. W( JE ) = TMP1
  650. IBLOCK( JE ) = IB
  651. 50 CONTINUE
  652. 60 CONTINUE
  653. *
  654. M = M + IM
  655. END IF
  656. 70 CONTINUE
  657. *
  658. * If RANGE='I', then (WL,WU) contains eigenvalues NWL+1,...,NWU
  659. * If NWL+1 < IL or NWU > IU, discard extra eigenvalues.
  660. *
  661. IF( IRANGE.EQ.3 ) THEN
  662. IM = 0
  663. IDISCL = IL - 1 - NWL
  664. IDISCU = NWU - IU
  665. *
  666. IF( IDISCL.GT.0 .OR. IDISCU.GT.0 ) THEN
  667. DO 80 JE = 1, M
  668. IF( W( JE ).LE.WLU .AND. IDISCL.GT.0 ) THEN
  669. IDISCL = IDISCL - 1
  670. ELSE IF( W( JE ).GE.WUL .AND. IDISCU.GT.0 ) THEN
  671. IDISCU = IDISCU - 1
  672. ELSE
  673. IM = IM + 1
  674. W( IM ) = W( JE )
  675. IBLOCK( IM ) = IBLOCK( JE )
  676. END IF
  677. 80 CONTINUE
  678. M = IM
  679. END IF
  680. IF( IDISCL.GT.0 .OR. IDISCU.GT.0 ) THEN
  681. *
  682. * Code to deal with effects of bad arithmetic:
  683. * Some low eigenvalues to be discarded are not in (WL,WLU],
  684. * or high eigenvalues to be discarded are not in (WUL,WU]
  685. * so just kill off the smallest IDISCL/largest IDISCU
  686. * eigenvalues, by simply finding the smallest/largest
  687. * eigenvalue(s).
  688. *
  689. * (If N(w) is monotone non-decreasing, this should never
  690. * happen.)
  691. *
  692. IF( IDISCL.GT.0 ) THEN
  693. WKILL = WU
  694. DO 100 JDISC = 1, IDISCL
  695. IW = 0
  696. DO 90 JE = 1, M
  697. IF( IBLOCK( JE ).NE.0 .AND.
  698. $ ( W( JE ).LT.WKILL .OR. IW.EQ.0 ) ) THEN
  699. IW = JE
  700. WKILL = W( JE )
  701. END IF
  702. 90 CONTINUE
  703. IBLOCK( IW ) = 0
  704. 100 CONTINUE
  705. END IF
  706. IF( IDISCU.GT.0 ) THEN
  707. *
  708. WKILL = WL
  709. DO 120 JDISC = 1, IDISCU
  710. IW = 0
  711. DO 110 JE = 1, M
  712. IF( IBLOCK( JE ).NE.0 .AND.
  713. $ ( W( JE ).GT.WKILL .OR. IW.EQ.0 ) ) THEN
  714. IW = JE
  715. WKILL = W( JE )
  716. END IF
  717. 110 CONTINUE
  718. IBLOCK( IW ) = 0
  719. 120 CONTINUE
  720. END IF
  721. IM = 0
  722. DO 130 JE = 1, M
  723. IF( IBLOCK( JE ).NE.0 ) THEN
  724. IM = IM + 1
  725. W( IM ) = W( JE )
  726. IBLOCK( IM ) = IBLOCK( JE )
  727. END IF
  728. 130 CONTINUE
  729. M = IM
  730. END IF
  731. IF( IDISCL.LT.0 .OR. IDISCU.LT.0 ) THEN
  732. TOOFEW = .TRUE.
  733. END IF
  734. END IF
  735. *
  736. * If ORDER='B', do nothing -- the eigenvalues are already sorted
  737. * by block.
  738. * If ORDER='E', sort the eigenvalues from smallest to largest
  739. *
  740. IF( IORDER.EQ.1 .AND. NSPLIT.GT.1 ) THEN
  741. DO 150 JE = 1, M - 1
  742. IE = 0
  743. TMP1 = W( JE )
  744. DO 140 J = JE + 1, M
  745. IF( W( J ).LT.TMP1 ) THEN
  746. IE = J
  747. TMP1 = W( J )
  748. END IF
  749. 140 CONTINUE
  750. *
  751. IF( IE.NE.0 ) THEN
  752. ITMP1 = IBLOCK( IE )
  753. W( IE ) = W( JE )
  754. IBLOCK( IE ) = IBLOCK( JE )
  755. W( JE ) = TMP1
  756. IBLOCK( JE ) = ITMP1
  757. END IF
  758. 150 CONTINUE
  759. END IF
  760. *
  761. INFO = 0
  762. IF( NCNVRG )
  763. $ INFO = INFO + 1
  764. IF( TOOFEW )
  765. $ INFO = INFO + 2
  766. RETURN
  767. *
  768. * End of SSTEBZ
  769. *
  770. END