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dlasq4.f 12 kB

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  1. *> \brief \b DLASQ4 computes an approximation to the smallest eigenvalue using values of d from the previous transform. Used by sbdsqr.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLASQ4 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasq4.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq4.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq4.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
  22. * DN1, DN2, TAU, TTYPE, G )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER I0, N0, N0IN, PP, TTYPE
  26. * DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION Z( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DLASQ4 computes an approximation TAU to the smallest eigenvalue
  39. *> using values of d from the previous transform.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] I0
  46. *> \verbatim
  47. *> I0 is INTEGER
  48. *> First index.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] N0
  52. *> \verbatim
  53. *> N0 is INTEGER
  54. *> Last index.
  55. *> \endverbatim
  56. *>
  57. *> \param[in] Z
  58. *> \verbatim
  59. *> Z is DOUBLE PRECISION array, dimension ( 4*N0 )
  60. *> Z holds the qd array.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] PP
  64. *> \verbatim
  65. *> PP is INTEGER
  66. *> PP=0 for ping, PP=1 for pong.
  67. *> \endverbatim
  68. *>
  69. *> \param[in] N0IN
  70. *> \verbatim
  71. *> N0IN is INTEGER
  72. *> The value of N0 at start of EIGTEST.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] DMIN
  76. *> \verbatim
  77. *> DMIN is DOUBLE PRECISION
  78. *> Minimum value of d.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] DMIN1
  82. *> \verbatim
  83. *> DMIN1 is DOUBLE PRECISION
  84. *> Minimum value of d, excluding D( N0 ).
  85. *> \endverbatim
  86. *>
  87. *> \param[in] DMIN2
  88. *> \verbatim
  89. *> DMIN2 is DOUBLE PRECISION
  90. *> Minimum value of d, excluding D( N0 ) and D( N0-1 ).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] DN
  94. *> \verbatim
  95. *> DN is DOUBLE PRECISION
  96. *> d(N)
  97. *> \endverbatim
  98. *>
  99. *> \param[in] DN1
  100. *> \verbatim
  101. *> DN1 is DOUBLE PRECISION
  102. *> d(N-1)
  103. *> \endverbatim
  104. *>
  105. *> \param[in] DN2
  106. *> \verbatim
  107. *> DN2 is DOUBLE PRECISION
  108. *> d(N-2)
  109. *> \endverbatim
  110. *>
  111. *> \param[out] TAU
  112. *> \verbatim
  113. *> TAU is DOUBLE PRECISION
  114. *> This is the shift.
  115. *> \endverbatim
  116. *>
  117. *> \param[out] TTYPE
  118. *> \verbatim
  119. *> TTYPE is INTEGER
  120. *> Shift type.
  121. *> \endverbatim
  122. *>
  123. *> \param[in,out] G
  124. *> \verbatim
  125. *> G is DOUBLE PRECISION
  126. *> G is passed as an argument in order to save its value between
  127. *> calls to DLASQ4.
  128. *> \endverbatim
  129. *
  130. * Authors:
  131. * ========
  132. *
  133. *> \author Univ. of Tennessee
  134. *> \author Univ. of California Berkeley
  135. *> \author Univ. of Colorado Denver
  136. *> \author NAG Ltd.
  137. *
  138. *> \date June 2016
  139. *
  140. *> \ingroup auxOTHERcomputational
  141. *
  142. *> \par Further Details:
  143. * =====================
  144. *>
  145. *> \verbatim
  146. *>
  147. *> CNST1 = 9/16
  148. *> \endverbatim
  149. *>
  150. * =====================================================================
  151. SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
  152. $ DN1, DN2, TAU, TTYPE, G )
  153. *
  154. * -- LAPACK computational routine (version 3.7.1) --
  155. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  156. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  157. * June 2016
  158. *
  159. * .. Scalar Arguments ..
  160. INTEGER I0, N0, N0IN, PP, TTYPE
  161. DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
  162. * ..
  163. * .. Array Arguments ..
  164. DOUBLE PRECISION Z( * )
  165. * ..
  166. *
  167. * =====================================================================
  168. *
  169. * .. Parameters ..
  170. DOUBLE PRECISION CNST1, CNST2, CNST3
  171. PARAMETER ( CNST1 = 0.5630D0, CNST2 = 1.010D0,
  172. $ CNST3 = 1.050D0 )
  173. DOUBLE PRECISION QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
  174. PARAMETER ( QURTR = 0.250D0, THIRD = 0.3330D0,
  175. $ HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0,
  176. $ TWO = 2.0D0, HUNDRD = 100.0D0 )
  177. * ..
  178. * .. Local Scalars ..
  179. INTEGER I4, NN, NP
  180. DOUBLE PRECISION A2, B1, B2, GAM, GAP1, GAP2, S
  181. * ..
  182. * .. Intrinsic Functions ..
  183. INTRINSIC MAX, MIN, SQRT
  184. * ..
  185. * .. Executable Statements ..
  186. *
  187. * A negative DMIN forces the shift to take that absolute value
  188. * TTYPE records the type of shift.
  189. *
  190. IF( DMIN.LE.ZERO ) THEN
  191. TAU = -DMIN
  192. TTYPE = -1
  193. RETURN
  194. END IF
  195. *
  196. NN = 4*N0 + PP
  197. IF( N0IN.EQ.N0 ) THEN
  198. *
  199. * No eigenvalues deflated.
  200. *
  201. IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
  202. *
  203. B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
  204. B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
  205. A2 = Z( NN-7 ) + Z( NN-5 )
  206. *
  207. * Cases 2 and 3.
  208. *
  209. IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
  210. GAP2 = DMIN2 - A2 - DMIN2*QURTR
  211. IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
  212. GAP1 = A2 - DN - ( B2 / GAP2 )*B2
  213. ELSE
  214. GAP1 = A2 - DN - ( B1+B2 )
  215. END IF
  216. IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
  217. S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
  218. TTYPE = -2
  219. ELSE
  220. S = ZERO
  221. IF( DN.GT.B1 )
  222. $ S = DN - B1
  223. IF( A2.GT.( B1+B2 ) )
  224. $ S = MIN( S, A2-( B1+B2 ) )
  225. S = MAX( S, THIRD*DMIN )
  226. TTYPE = -3
  227. END IF
  228. ELSE
  229. *
  230. * Case 4.
  231. *
  232. TTYPE = -4
  233. S = QURTR*DMIN
  234. IF( DMIN.EQ.DN ) THEN
  235. GAM = DN
  236. A2 = ZERO
  237. IF( Z( NN-5 ) .GT. Z( NN-7 ) )
  238. $ RETURN
  239. B2 = Z( NN-5 ) / Z( NN-7 )
  240. NP = NN - 9
  241. ELSE
  242. NP = NN - 2*PP
  243. GAM = DN1
  244. IF( Z( NP-4 ) .GT. Z( NP-2 ) )
  245. $ RETURN
  246. A2 = Z( NP-4 ) / Z( NP-2 )
  247. IF( Z( NN-9 ) .GT. Z( NN-11 ) )
  248. $ RETURN
  249. B2 = Z( NN-9 ) / Z( NN-11 )
  250. NP = NN - 13
  251. END IF
  252. *
  253. * Approximate contribution to norm squared from I < NN-1.
  254. *
  255. A2 = A2 + B2
  256. DO 10 I4 = NP, 4*I0 - 1 + PP, -4
  257. IF( B2.EQ.ZERO )
  258. $ GO TO 20
  259. B1 = B2
  260. IF( Z( I4 ) .GT. Z( I4-2 ) )
  261. $ RETURN
  262. B2 = B2*( Z( I4 ) / Z( I4-2 ) )
  263. A2 = A2 + B2
  264. IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
  265. $ GO TO 20
  266. 10 CONTINUE
  267. 20 CONTINUE
  268. A2 = CNST3*A2
  269. *
  270. * Rayleigh quotient residual bound.
  271. *
  272. IF( A2.LT.CNST1 )
  273. $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
  274. END IF
  275. ELSE IF( DMIN.EQ.DN2 ) THEN
  276. *
  277. * Case 5.
  278. *
  279. TTYPE = -5
  280. S = QURTR*DMIN
  281. *
  282. * Compute contribution to norm squared from I > NN-2.
  283. *
  284. NP = NN - 2*PP
  285. B1 = Z( NP-2 )
  286. B2 = Z( NP-6 )
  287. GAM = DN2
  288. IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 )
  289. $ RETURN
  290. A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
  291. *
  292. * Approximate contribution to norm squared from I < NN-2.
  293. *
  294. IF( N0-I0.GT.2 ) THEN
  295. B2 = Z( NN-13 ) / Z( NN-15 )
  296. A2 = A2 + B2
  297. DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
  298. IF( B2.EQ.ZERO )
  299. $ GO TO 40
  300. B1 = B2
  301. IF( Z( I4 ) .GT. Z( I4-2 ) )
  302. $ RETURN
  303. B2 = B2*( Z( I4 ) / Z( I4-2 ) )
  304. A2 = A2 + B2
  305. IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
  306. $ GO TO 40
  307. 30 CONTINUE
  308. 40 CONTINUE
  309. A2 = CNST3*A2
  310. END IF
  311. *
  312. IF( A2.LT.CNST1 )
  313. $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
  314. ELSE
  315. *
  316. * Case 6, no information to guide us.
  317. *
  318. IF( TTYPE.EQ.-6 ) THEN
  319. G = G + THIRD*( ONE-G )
  320. ELSE IF( TTYPE.EQ.-18 ) THEN
  321. G = QURTR*THIRD
  322. ELSE
  323. G = QURTR
  324. END IF
  325. S = G*DMIN
  326. TTYPE = -6
  327. END IF
  328. *
  329. ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
  330. *
  331. * One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
  332. *
  333. IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN
  334. *
  335. * Cases 7 and 8.
  336. *
  337. TTYPE = -7
  338. S = THIRD*DMIN1
  339. IF( Z( NN-5 ).GT.Z( NN-7 ) )
  340. $ RETURN
  341. B1 = Z( NN-5 ) / Z( NN-7 )
  342. B2 = B1
  343. IF( B2.EQ.ZERO )
  344. $ GO TO 60
  345. DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
  346. A2 = B1
  347. IF( Z( I4 ).GT.Z( I4-2 ) )
  348. $ RETURN
  349. B1 = B1*( Z( I4 ) / Z( I4-2 ) )
  350. B2 = B2 + B1
  351. IF( HUNDRD*MAX( B1, A2 ).LT.B2 )
  352. $ GO TO 60
  353. 50 CONTINUE
  354. 60 CONTINUE
  355. B2 = SQRT( CNST3*B2 )
  356. A2 = DMIN1 / ( ONE+B2**2 )
  357. GAP2 = HALF*DMIN2 - A2
  358. IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
  359. S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
  360. ELSE
  361. S = MAX( S, A2*( ONE-CNST2*B2 ) )
  362. TTYPE = -8
  363. END IF
  364. ELSE
  365. *
  366. * Case 9.
  367. *
  368. S = QURTR*DMIN1
  369. IF( DMIN1.EQ.DN1 )
  370. $ S = HALF*DMIN1
  371. TTYPE = -9
  372. END IF
  373. *
  374. ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
  375. *
  376. * Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
  377. *
  378. * Cases 10 and 11.
  379. *
  380. IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN
  381. TTYPE = -10
  382. S = THIRD*DMIN2
  383. IF( Z( NN-5 ).GT.Z( NN-7 ) )
  384. $ RETURN
  385. B1 = Z( NN-5 ) / Z( NN-7 )
  386. B2 = B1
  387. IF( B2.EQ.ZERO )
  388. $ GO TO 80
  389. DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
  390. IF( Z( I4 ).GT.Z( I4-2 ) )
  391. $ RETURN
  392. B1 = B1*( Z( I4 ) / Z( I4-2 ) )
  393. B2 = B2 + B1
  394. IF( HUNDRD*B1.LT.B2 )
  395. $ GO TO 80
  396. 70 CONTINUE
  397. 80 CONTINUE
  398. B2 = SQRT( CNST3*B2 )
  399. A2 = DMIN2 / ( ONE+B2**2 )
  400. GAP2 = Z( NN-7 ) + Z( NN-9 ) -
  401. $ SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
  402. IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
  403. S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
  404. ELSE
  405. S = MAX( S, A2*( ONE-CNST2*B2 ) )
  406. END IF
  407. ELSE
  408. S = QURTR*DMIN2
  409. TTYPE = -11
  410. END IF
  411. ELSE IF( N0IN.GT.( N0+2 ) ) THEN
  412. *
  413. * Case 12, more than two eigenvalues deflated. No information.
  414. *
  415. S = ZERO
  416. TTYPE = -12
  417. END IF
  418. *
  419. TAU = S
  420. RETURN
  421. *
  422. * End of DLASQ4
  423. *
  424. END