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claed7.f 12 kB

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  1. *> \brief \b CLAED7 used by CSTEDC. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLAED7 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claed7.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claed7.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claed7.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAED7( N, CUTPNT, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
  22. * LDQ, RHO, INDXQ, QSTORE, QPTR, PRMPTR, PERM,
  23. * GIVPTR, GIVCOL, GIVNUM, WORK, RWORK, IWORK,
  24. * INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * INTEGER CURLVL, CURPBM, CUTPNT, INFO, LDQ, N, QSIZ,
  28. * $ TLVLS
  29. * REAL RHO
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
  33. * $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
  34. * REAL D( * ), GIVNUM( 2, * ), QSTORE( * ), RWORK( * )
  35. * COMPLEX Q( LDQ, * ), WORK( * )
  36. * ..
  37. *
  38. *
  39. *> \par Purpose:
  40. * =============
  41. *>
  42. *> \verbatim
  43. *>
  44. *> CLAED7 computes the updated eigensystem of a diagonal
  45. *> matrix after modification by a rank-one symmetric matrix. This
  46. *> routine is used only for the eigenproblem which requires all
  47. *> eigenvalues and optionally eigenvectors of a dense or banded
  48. *> Hermitian matrix that has been reduced to tridiagonal form.
  49. *>
  50. *> T = Q(in) ( D(in) + RHO * Z*Z**H ) Q**H(in) = Q(out) * D(out) * Q**H(out)
  51. *>
  52. *> where Z = Q**Hu, u is a vector of length N with ones in the
  53. *> CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
  54. *>
  55. *> The eigenvectors of the original matrix are stored in Q, and the
  56. *> eigenvalues are in D. The algorithm consists of three stages:
  57. *>
  58. *> The first stage consists of deflating the size of the problem
  59. *> when there are multiple eigenvalues or if there is a zero in
  60. *> the Z vector. For each such occurrence the dimension of the
  61. *> secular equation problem is reduced by one. This stage is
  62. *> performed by the routine SLAED2.
  63. *>
  64. *> The second stage consists of calculating the updated
  65. *> eigenvalues. This is done by finding the roots of the secular
  66. *> equation via the routine SLAED4 (as called by SLAED3).
  67. *> This routine also calculates the eigenvectors of the current
  68. *> problem.
  69. *>
  70. *> The final stage consists of computing the updated eigenvectors
  71. *> directly using the updated eigenvalues. The eigenvectors for
  72. *> the current problem are multiplied with the eigenvectors from
  73. *> the overall problem.
  74. *> \endverbatim
  75. *
  76. * Arguments:
  77. * ==========
  78. *
  79. *> \param[in] N
  80. *> \verbatim
  81. *> N is INTEGER
  82. *> The dimension of the symmetric tridiagonal matrix. N >= 0.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] CUTPNT
  86. *> \verbatim
  87. *> CUTPNT is INTEGER
  88. *> Contains the location of the last eigenvalue in the leading
  89. *> sub-matrix. min(1,N) <= CUTPNT <= N.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] QSIZ
  93. *> \verbatim
  94. *> QSIZ is INTEGER
  95. *> The dimension of the unitary matrix used to reduce
  96. *> the full matrix to tridiagonal form. QSIZ >= N.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] TLVLS
  100. *> \verbatim
  101. *> TLVLS is INTEGER
  102. *> The total number of merging levels in the overall divide and
  103. *> conquer tree.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] CURLVL
  107. *> \verbatim
  108. *> CURLVL is INTEGER
  109. *> The current level in the overall merge routine,
  110. *> 0 <= curlvl <= tlvls.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] CURPBM
  114. *> \verbatim
  115. *> CURPBM is INTEGER
  116. *> The current problem in the current level in the overall
  117. *> merge routine (counting from upper left to lower right).
  118. *> \endverbatim
  119. *>
  120. *> \param[in,out] D
  121. *> \verbatim
  122. *> D is REAL array, dimension (N)
  123. *> On entry, the eigenvalues of the rank-1-perturbed matrix.
  124. *> On exit, the eigenvalues of the repaired matrix.
  125. *> \endverbatim
  126. *>
  127. *> \param[in,out] Q
  128. *> \verbatim
  129. *> Q is COMPLEX array, dimension (LDQ,N)
  130. *> On entry, the eigenvectors of the rank-1-perturbed matrix.
  131. *> On exit, the eigenvectors of the repaired tridiagonal matrix.
  132. *> \endverbatim
  133. *>
  134. *> \param[in] LDQ
  135. *> \verbatim
  136. *> LDQ is INTEGER
  137. *> The leading dimension of the array Q. LDQ >= max(1,N).
  138. *> \endverbatim
  139. *>
  140. *> \param[in] RHO
  141. *> \verbatim
  142. *> RHO is REAL
  143. *> Contains the subdiagonal element used to create the rank-1
  144. *> modification.
  145. *> \endverbatim
  146. *>
  147. *> \param[out] INDXQ
  148. *> \verbatim
  149. *> INDXQ is INTEGER array, dimension (N)
  150. *> This contains the permutation which will reintegrate the
  151. *> subproblem just solved back into sorted order,
  152. *> ie. D( INDXQ( I = 1, N ) ) will be in ascending order.
  153. *> \endverbatim
  154. *>
  155. *> \param[out] IWORK
  156. *> \verbatim
  157. *> IWORK is INTEGER array, dimension (4*N)
  158. *> \endverbatim
  159. *>
  160. *> \param[out] RWORK
  161. *> \verbatim
  162. *> RWORK is REAL array,
  163. *> dimension (3*N+2*QSIZ*N)
  164. *> \endverbatim
  165. *>
  166. *> \param[out] WORK
  167. *> \verbatim
  168. *> WORK is COMPLEX array, dimension (QSIZ*N)
  169. *> \endverbatim
  170. *>
  171. *> \param[in,out] QSTORE
  172. *> \verbatim
  173. *> QSTORE is REAL array, dimension (N**2+1)
  174. *> Stores eigenvectors of submatrices encountered during
  175. *> divide and conquer, packed together. QPTR points to
  176. *> beginning of the submatrices.
  177. *> \endverbatim
  178. *>
  179. *> \param[in,out] QPTR
  180. *> \verbatim
  181. *> QPTR is INTEGER array, dimension (N+2)
  182. *> List of indices pointing to beginning of submatrices stored
  183. *> in QSTORE. The submatrices are numbered starting at the
  184. *> bottom left of the divide and conquer tree, from left to
  185. *> right and bottom to top.
  186. *> \endverbatim
  187. *>
  188. *> \param[in] PRMPTR
  189. *> \verbatim
  190. *> PRMPTR is INTEGER array, dimension (N lg N)
  191. *> Contains a list of pointers which indicate where in PERM a
  192. *> level's permutation is stored. PRMPTR(i+1) - PRMPTR(i)
  193. *> indicates the size of the permutation and also the size of
  194. *> the full, non-deflated problem.
  195. *> \endverbatim
  196. *>
  197. *> \param[in] PERM
  198. *> \verbatim
  199. *> PERM is INTEGER array, dimension (N lg N)
  200. *> Contains the permutations (from deflation and sorting) to be
  201. *> applied to each eigenblock.
  202. *> \endverbatim
  203. *>
  204. *> \param[in] GIVPTR
  205. *> \verbatim
  206. *> GIVPTR is INTEGER array, dimension (N lg N)
  207. *> Contains a list of pointers which indicate where in GIVCOL a
  208. *> level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i)
  209. *> indicates the number of Givens rotations.
  210. *> \endverbatim
  211. *>
  212. *> \param[in] GIVCOL
  213. *> \verbatim
  214. *> GIVCOL is INTEGER array, dimension (2, N lg N)
  215. *> Each pair of numbers indicates a pair of columns to take place
  216. *> in a Givens rotation.
  217. *> \endverbatim
  218. *>
  219. *> \param[in] GIVNUM
  220. *> \verbatim
  221. *> GIVNUM is REAL array, dimension (2, N lg N)
  222. *> Each number indicates the S value to be used in the
  223. *> corresponding Givens rotation.
  224. *> \endverbatim
  225. *>
  226. *> \param[out] INFO
  227. *> \verbatim
  228. *> INFO is INTEGER
  229. *> = 0: successful exit.
  230. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  231. *> > 0: if INFO = 1, an eigenvalue did not converge
  232. *> \endverbatim
  233. *
  234. * Authors:
  235. * ========
  236. *
  237. *> \author Univ. of Tennessee
  238. *> \author Univ. of California Berkeley
  239. *> \author Univ. of Colorado Denver
  240. *> \author NAG Ltd.
  241. *
  242. *> \ingroup complexOTHERcomputational
  243. *
  244. * =====================================================================
  245. SUBROUTINE CLAED7( N, CUTPNT, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
  246. $ LDQ, RHO, INDXQ, QSTORE, QPTR, PRMPTR, PERM,
  247. $ GIVPTR, GIVCOL, GIVNUM, WORK, RWORK, IWORK,
  248. $ INFO )
  249. *
  250. * -- LAPACK computational routine --
  251. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  252. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  253. *
  254. * .. Scalar Arguments ..
  255. INTEGER CURLVL, CURPBM, CUTPNT, INFO, LDQ, N, QSIZ,
  256. $ TLVLS
  257. REAL RHO
  258. * ..
  259. * .. Array Arguments ..
  260. INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
  261. $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
  262. REAL D( * ), GIVNUM( 2, * ), QSTORE( * ), RWORK( * )
  263. COMPLEX Q( LDQ, * ), WORK( * )
  264. * ..
  265. *
  266. * =====================================================================
  267. *
  268. * .. Local Scalars ..
  269. INTEGER COLTYP, CURR, I, IDLMDA, INDX,
  270. $ INDXC, INDXP, IQ, IW, IZ, K, N1, N2, PTR
  271. * ..
  272. * .. External Subroutines ..
  273. EXTERNAL CLACRM, CLAED8, SLAED9, SLAEDA, SLAMRG, XERBLA
  274. * ..
  275. * .. Intrinsic Functions ..
  276. INTRINSIC MAX, MIN
  277. * ..
  278. * .. Executable Statements ..
  279. *
  280. * Test the input parameters.
  281. *
  282. INFO = 0
  283. *
  284. * IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.1 ) THEN
  285. * INFO = -1
  286. * ELSE IF( N.LT.0 ) THEN
  287. IF( N.LT.0 ) THEN
  288. INFO = -1
  289. ELSE IF( MIN( 1, N ).GT.CUTPNT .OR. N.LT.CUTPNT ) THEN
  290. INFO = -2
  291. ELSE IF( QSIZ.LT.N ) THEN
  292. INFO = -3
  293. ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
  294. INFO = -9
  295. END IF
  296. IF( INFO.NE.0 ) THEN
  297. CALL XERBLA( 'CLAED7', -INFO )
  298. RETURN
  299. END IF
  300. *
  301. * Quick return if possible
  302. *
  303. IF( N.EQ.0 )
  304. $ RETURN
  305. *
  306. * The following values are for bookkeeping purposes only. They are
  307. * integer pointers which indicate the portion of the workspace
  308. * used by a particular array in SLAED2 and SLAED3.
  309. *
  310. IZ = 1
  311. IDLMDA = IZ + N
  312. IW = IDLMDA + N
  313. IQ = IW + N
  314. *
  315. INDX = 1
  316. INDXC = INDX + N
  317. COLTYP = INDXC + N
  318. INDXP = COLTYP + N
  319. *
  320. * Form the z-vector which consists of the last row of Q_1 and the
  321. * first row of Q_2.
  322. *
  323. PTR = 1 + 2**TLVLS
  324. DO 10 I = 1, CURLVL - 1
  325. PTR = PTR + 2**( TLVLS-I )
  326. 10 CONTINUE
  327. CURR = PTR + CURPBM
  328. CALL SLAEDA( N, TLVLS, CURLVL, CURPBM, PRMPTR, PERM, GIVPTR,
  329. $ GIVCOL, GIVNUM, QSTORE, QPTR, RWORK( IZ ),
  330. $ RWORK( IZ+N ), INFO )
  331. *
  332. * When solving the final problem, we no longer need the stored data,
  333. * so we will overwrite the data from this level onto the previously
  334. * used storage space.
  335. *
  336. IF( CURLVL.EQ.TLVLS ) THEN
  337. QPTR( CURR ) = 1
  338. PRMPTR( CURR ) = 1
  339. GIVPTR( CURR ) = 1
  340. END IF
  341. *
  342. * Sort and Deflate eigenvalues.
  343. *
  344. CALL CLAED8( K, N, QSIZ, Q, LDQ, D, RHO, CUTPNT, RWORK( IZ ),
  345. $ RWORK( IDLMDA ), WORK, QSIZ, RWORK( IW ),
  346. $ IWORK( INDXP ), IWORK( INDX ), INDXQ,
  347. $ PERM( PRMPTR( CURR ) ), GIVPTR( CURR+1 ),
  348. $ GIVCOL( 1, GIVPTR( CURR ) ),
  349. $ GIVNUM( 1, GIVPTR( CURR ) ), INFO )
  350. PRMPTR( CURR+1 ) = PRMPTR( CURR ) + N
  351. GIVPTR( CURR+1 ) = GIVPTR( CURR+1 ) + GIVPTR( CURR )
  352. *
  353. * Solve Secular Equation.
  354. *
  355. IF( K.NE.0 ) THEN
  356. CALL SLAED9( K, 1, K, N, D, RWORK( IQ ), K, RHO,
  357. $ RWORK( IDLMDA ), RWORK( IW ),
  358. $ QSTORE( QPTR( CURR ) ), K, INFO )
  359. CALL CLACRM( QSIZ, K, WORK, QSIZ, QSTORE( QPTR( CURR ) ), K, Q,
  360. $ LDQ, RWORK( IQ ) )
  361. QPTR( CURR+1 ) = QPTR( CURR ) + K**2
  362. IF( INFO.NE.0 ) THEN
  363. RETURN
  364. END IF
  365. *
  366. * Prepare the INDXQ sorting premutation.
  367. *
  368. N1 = K
  369. N2 = N - K
  370. CALL SLAMRG( N1, N2, D, 1, -1, INDXQ )
  371. ELSE
  372. QPTR( CURR+1 ) = QPTR( CURR )
  373. DO 20 I = 1, N
  374. INDXQ( I ) = I
  375. 20 CONTINUE
  376. END IF
  377. *
  378. RETURN
  379. *
  380. * End of CLAED7
  381. *
  382. END