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dlaed1.f 8.5 kB

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  1. *> \brief \b DLAED1 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is tridiagonal.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLAED1 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaed1.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed1.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed1.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK, IWORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER CUTPNT, INFO, LDQ, N
  26. * DOUBLE PRECISION RHO
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER INDXQ( * ), IWORK( * )
  30. * DOUBLE PRECISION D( * ), Q( LDQ, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DLAED1 computes the updated eigensystem of a diagonal
  40. *> matrix after modification by a rank-one symmetric matrix. This
  41. *> routine is used only for the eigenproblem which requires all
  42. *> eigenvalues and eigenvectors of a tridiagonal matrix. DLAED7 handles
  43. *> the case in which eigenvalues only or eigenvalues and eigenvectors
  44. *> of a full symmetric matrix (which was reduced to tridiagonal form)
  45. *> are desired.
  46. *>
  47. *> T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
  48. *>
  49. *> where Z = Q**T*u, u is a vector of length N with ones in the
  50. *> CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
  51. *>
  52. *> The eigenvectors of the original matrix are stored in Q, and the
  53. *> eigenvalues are in D. The algorithm consists of three stages:
  54. *>
  55. *> The first stage consists of deflating the size of the problem
  56. *> when there are multiple eigenvalues or if there is a zero in
  57. *> the Z vector. For each such occurence the dimension of the
  58. *> secular equation problem is reduced by one. This stage is
  59. *> performed by the routine DLAED2.
  60. *>
  61. *> The second stage consists of calculating the updated
  62. *> eigenvalues. This is done by finding the roots of the secular
  63. *> equation via the routine DLAED4 (as called by DLAED3).
  64. *> This routine also calculates the eigenvectors of the current
  65. *> problem.
  66. *>
  67. *> The final stage consists of computing the updated eigenvectors
  68. *> directly using the updated eigenvalues. The eigenvectors for
  69. *> the current problem are multiplied with the eigenvectors from
  70. *> the overall problem.
  71. *> \endverbatim
  72. *
  73. * Arguments:
  74. * ==========
  75. *
  76. *> \param[in] N
  77. *> \verbatim
  78. *> N is INTEGER
  79. *> The dimension of the symmetric tridiagonal matrix. N >= 0.
  80. *> \endverbatim
  81. *>
  82. *> \param[in,out] D
  83. *> \verbatim
  84. *> D is DOUBLE PRECISION array, dimension (N)
  85. *> On entry, the eigenvalues of the rank-1-perturbed matrix.
  86. *> On exit, the eigenvalues of the repaired matrix.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] Q
  90. *> \verbatim
  91. *> Q is DOUBLE PRECISION array, dimension (LDQ,N)
  92. *> On entry, the eigenvectors of the rank-1-perturbed matrix.
  93. *> On exit, the eigenvectors of the repaired tridiagonal matrix.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDQ
  97. *> \verbatim
  98. *> LDQ is INTEGER
  99. *> The leading dimension of the array Q. LDQ >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[in,out] INDXQ
  103. *> \verbatim
  104. *> INDXQ is INTEGER array, dimension (N)
  105. *> On entry, the permutation which separately sorts the two
  106. *> subproblems in D into ascending order.
  107. *> On exit, the permutation which will reintegrate the
  108. *> subproblems back into sorted order,
  109. *> i.e. D( INDXQ( I = 1, N ) ) will be in ascending order.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] RHO
  113. *> \verbatim
  114. *> RHO is DOUBLE PRECISION
  115. *> The subdiagonal entry used to create the rank-1 modification.
  116. *> \endverbatim
  117. *>
  118. *> \param[in] CUTPNT
  119. *> \verbatim
  120. *> CUTPNT is INTEGER
  121. *> The location of the last eigenvalue in the leading sub-matrix.
  122. *> min(1,N) <= CUTPNT <= N/2.
  123. *> \endverbatim
  124. *>
  125. *> \param[out] WORK
  126. *> \verbatim
  127. *> WORK is DOUBLE PRECISION array, dimension (4*N + N**2)
  128. *> \endverbatim
  129. *>
  130. *> \param[out] IWORK
  131. *> \verbatim
  132. *> IWORK is INTEGER array, dimension (4*N)
  133. *> \endverbatim
  134. *>
  135. *> \param[out] INFO
  136. *> \verbatim
  137. *> INFO is INTEGER
  138. *> = 0: successful exit.
  139. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  140. *> > 0: if INFO = 1, an eigenvalue did not converge
  141. *> \endverbatim
  142. *
  143. * Authors:
  144. * ========
  145. *
  146. *> \author Univ. of Tennessee
  147. *> \author Univ. of California Berkeley
  148. *> \author Univ. of Colorado Denver
  149. *> \author NAG Ltd.
  150. *
  151. *> \date September 2012
  152. *
  153. *> \ingroup auxOTHERcomputational
  154. *
  155. *> \par Contributors:
  156. * ==================
  157. *>
  158. *> Jeff Rutter, Computer Science Division, University of California
  159. *> at Berkeley, USA \n
  160. *> Modified by Francoise Tisseur, University of Tennessee
  161. *>
  162. * =====================================================================
  163. SUBROUTINE DLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK, IWORK,
  164. $ INFO )
  165. *
  166. * -- LAPACK computational routine (version 3.4.2) --
  167. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  168. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  169. * September 2012
  170. *
  171. * .. Scalar Arguments ..
  172. INTEGER CUTPNT, INFO, LDQ, N
  173. DOUBLE PRECISION RHO
  174. * ..
  175. * .. Array Arguments ..
  176. INTEGER INDXQ( * ), IWORK( * )
  177. DOUBLE PRECISION D( * ), Q( LDQ, * ), WORK( * )
  178. * ..
  179. *
  180. * =====================================================================
  181. *
  182. * .. Local Scalars ..
  183. INTEGER COLTYP, I, IDLMDA, INDX, INDXC, INDXP, IQ2, IS,
  184. $ IW, IZ, K, N1, N2, ZPP1
  185. * ..
  186. * .. External Subroutines ..
  187. EXTERNAL DCOPY, DLAED2, DLAED3, DLAMRG, XERBLA
  188. * ..
  189. * .. Intrinsic Functions ..
  190. INTRINSIC MAX, MIN
  191. * ..
  192. * .. Executable Statements ..
  193. *
  194. * Test the input parameters.
  195. *
  196. INFO = 0
  197. *
  198. IF( N.LT.0 ) THEN
  199. INFO = -1
  200. ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
  201. INFO = -4
  202. ELSE IF( MIN( 1, N / 2 ).GT.CUTPNT .OR. ( N / 2 ).LT.CUTPNT ) THEN
  203. INFO = -7
  204. END IF
  205. IF( INFO.NE.0 ) THEN
  206. CALL XERBLA( 'DLAED1', -INFO )
  207. RETURN
  208. END IF
  209. *
  210. * Quick return if possible
  211. *
  212. IF( N.EQ.0 )
  213. $ RETURN
  214. *
  215. * The following values are integer pointers which indicate
  216. * the portion of the workspace
  217. * used by a particular array in DLAED2 and DLAED3.
  218. *
  219. IZ = 1
  220. IDLMDA = IZ + N
  221. IW = IDLMDA + N
  222. IQ2 = IW + N
  223. *
  224. INDX = 1
  225. INDXC = INDX + N
  226. COLTYP = INDXC + N
  227. INDXP = COLTYP + N
  228. *
  229. *
  230. * Form the z-vector which consists of the last row of Q_1 and the
  231. * first row of Q_2.
  232. *
  233. CALL DCOPY( CUTPNT, Q( CUTPNT, 1 ), LDQ, WORK( IZ ), 1 )
  234. ZPP1 = CUTPNT + 1
  235. CALL DCOPY( N-CUTPNT, Q( ZPP1, ZPP1 ), LDQ, WORK( IZ+CUTPNT ), 1 )
  236. *
  237. * Deflate eigenvalues.
  238. *
  239. CALL DLAED2( K, N, CUTPNT, D, Q, LDQ, INDXQ, RHO, WORK( IZ ),
  240. $ WORK( IDLMDA ), WORK( IW ), WORK( IQ2 ),
  241. $ IWORK( INDX ), IWORK( INDXC ), IWORK( INDXP ),
  242. $ IWORK( COLTYP ), INFO )
  243. *
  244. IF( INFO.NE.0 )
  245. $ GO TO 20
  246. *
  247. * Solve Secular Equation.
  248. *
  249. IF( K.NE.0 ) THEN
  250. IS = ( IWORK( COLTYP )+IWORK( COLTYP+1 ) )*CUTPNT +
  251. $ ( IWORK( COLTYP+1 )+IWORK( COLTYP+2 ) )*( N-CUTPNT ) + IQ2
  252. CALL DLAED3( K, N, CUTPNT, D, Q, LDQ, RHO, WORK( IDLMDA ),
  253. $ WORK( IQ2 ), IWORK( INDXC ), IWORK( COLTYP ),
  254. $ WORK( IW ), WORK( IS ), INFO )
  255. IF( INFO.NE.0 )
  256. $ GO TO 20
  257. *
  258. * Prepare the INDXQ sorting permutation.
  259. *
  260. N1 = K
  261. N2 = N - K
  262. CALL DLAMRG( N1, N2, D, 1, -1, INDXQ )
  263. ELSE
  264. DO 10 I = 1, N
  265. INDXQ( I ) = I
  266. 10 CONTINUE
  267. END IF
  268. *
  269. 20 CONTINUE
  270. RETURN
  271. *
  272. * End of DLAED1
  273. *
  274. END