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slasq4.f 12 kB

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  1. *> \brief \b SLASQ4 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 SLASQ4 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slasq4.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slasq4.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slasq4.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLASQ4( 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. * REAL DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL Z( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SLASQ4 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 REAL 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 REAL
  78. *> Minimum value of d.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] DMIN1
  82. *> \verbatim
  83. *> DMIN1 is REAL
  84. *> Minimum value of d, excluding D( N0 ).
  85. *> \endverbatim
  86. *>
  87. *> \param[in] DMIN2
  88. *> \verbatim
  89. *> DMIN2 is REAL
  90. *> Minimum value of d, excluding D( N0 ) and D( N0-1 ).
  91. *> \endverbatim
  92. *>
  93. *> \param[in] DN
  94. *> \verbatim
  95. *> DN is REAL
  96. *> d(N)
  97. *> \endverbatim
  98. *>
  99. *> \param[in] DN1
  100. *> \verbatim
  101. *> DN1 is REAL
  102. *> d(N-1)
  103. *> \endverbatim
  104. *>
  105. *> \param[in] DN2
  106. *> \verbatim
  107. *> DN2 is REAL
  108. *> d(N-2)
  109. *> \endverbatim
  110. *>
  111. *> \param[out] TAU
  112. *> \verbatim
  113. *> TAU is REAL
  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 REAL
  126. *> G is passed as an argument in order to save its value between
  127. *> calls to SLASQ4.
  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. *> \ingroup auxOTHERcomputational
  139. *
  140. *> \par Further Details:
  141. * =====================
  142. *>
  143. *> \verbatim
  144. *>
  145. *> CNST1 = 9/16
  146. *> \endverbatim
  147. *>
  148. * =====================================================================
  149. SUBROUTINE SLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
  150. $ DN1, DN2, TAU, TTYPE, G )
  151. *
  152. * -- LAPACK computational routine --
  153. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  154. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  155. *
  156. * .. Scalar Arguments ..
  157. INTEGER I0, N0, N0IN, PP, TTYPE
  158. REAL DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
  159. * ..
  160. * .. Array Arguments ..
  161. REAL Z( * )
  162. * ..
  163. *
  164. * =====================================================================
  165. *
  166. * .. Parameters ..
  167. REAL CNST1, CNST2, CNST3
  168. PARAMETER ( CNST1 = 0.5630E0, CNST2 = 1.010E0,
  169. $ CNST3 = 1.050E0 )
  170. REAL QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
  171. PARAMETER ( QURTR = 0.250E0, THIRD = 0.3330E0,
  172. $ HALF = 0.50E0, ZERO = 0.0E0, ONE = 1.0E0,
  173. $ TWO = 2.0E0, HUNDRD = 100.0E0 )
  174. * ..
  175. * .. Local Scalars ..
  176. INTEGER I4, NN, NP
  177. REAL A2, B1, B2, GAM, GAP1, GAP2, S
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC MAX, MIN, SQRT
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. * A negative DMIN forces the shift to take that absolute value
  185. * TTYPE records the type of shift.
  186. *
  187. IF( DMIN.LE.ZERO ) THEN
  188. TAU = -DMIN
  189. TTYPE = -1
  190. RETURN
  191. END IF
  192. *
  193. NN = 4*N0 + PP
  194. IF( N0IN.EQ.N0 ) THEN
  195. *
  196. * No eigenvalues deflated.
  197. *
  198. IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
  199. *
  200. B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
  201. B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
  202. A2 = Z( NN-7 ) + Z( NN-5 )
  203. *
  204. * Cases 2 and 3.
  205. *
  206. IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
  207. GAP2 = DMIN2 - A2 - DMIN2*QURTR
  208. IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
  209. GAP1 = A2 - DN - ( B2 / GAP2 )*B2
  210. ELSE
  211. GAP1 = A2 - DN - ( B1+B2 )
  212. END IF
  213. IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
  214. S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
  215. TTYPE = -2
  216. ELSE
  217. S = ZERO
  218. IF( DN.GT.B1 )
  219. $ S = DN - B1
  220. IF( A2.GT.( B1+B2 ) )
  221. $ S = MIN( S, A2-( B1+B2 ) )
  222. S = MAX( S, THIRD*DMIN )
  223. TTYPE = -3
  224. END IF
  225. ELSE
  226. *
  227. * Case 4.
  228. *
  229. TTYPE = -4
  230. S = QURTR*DMIN
  231. IF( DMIN.EQ.DN ) THEN
  232. GAM = DN
  233. A2 = ZERO
  234. IF( Z( NN-5 ) .GT. Z( NN-7 ) )
  235. $ RETURN
  236. B2 = Z( NN-5 ) / Z( NN-7 )
  237. NP = NN - 9
  238. ELSE
  239. NP = NN - 2*PP
  240. GAM = DN1
  241. IF( Z( NP-4 ) .GT. Z( NP-2 ) )
  242. $ RETURN
  243. A2 = Z( NP-4 ) / Z( NP-2 )
  244. IF( Z( NN-9 ) .GT. Z( NN-11 ) )
  245. $ RETURN
  246. B2 = Z( NN-9 ) / Z( NN-11 )
  247. NP = NN - 13
  248. END IF
  249. *
  250. * Approximate contribution to norm squared from I < NN-1.
  251. *
  252. A2 = A2 + B2
  253. DO 10 I4 = NP, 4*I0 - 1 + PP, -4
  254. IF( B2.EQ.ZERO )
  255. $ GO TO 20
  256. B1 = B2
  257. IF( Z( I4 ) .GT. Z( I4-2 ) )
  258. $ RETURN
  259. B2 = B2*( Z( I4 ) / Z( I4-2 ) )
  260. A2 = A2 + B2
  261. IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
  262. $ GO TO 20
  263. 10 CONTINUE
  264. 20 CONTINUE
  265. A2 = CNST3*A2
  266. *
  267. * Rayleigh quotient residual bound.
  268. *
  269. IF( A2.LT.CNST1 )
  270. $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
  271. END IF
  272. ELSE IF( DMIN.EQ.DN2 ) THEN
  273. *
  274. * Case 5.
  275. *
  276. TTYPE = -5
  277. S = QURTR*DMIN
  278. *
  279. * Compute contribution to norm squared from I > NN-2.
  280. *
  281. NP = NN - 2*PP
  282. B1 = Z( NP-2 )
  283. B2 = Z( NP-6 )
  284. GAM = DN2
  285. IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 )
  286. $ RETURN
  287. A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
  288. *
  289. * Approximate contribution to norm squared from I < NN-2.
  290. *
  291. IF( N0-I0.GT.2 ) THEN
  292. B2 = Z( NN-13 ) / Z( NN-15 )
  293. A2 = A2 + B2
  294. DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
  295. IF( B2.EQ.ZERO )
  296. $ GO TO 40
  297. B1 = B2
  298. IF( Z( I4 ) .GT. Z( I4-2 ) )
  299. $ RETURN
  300. B2 = B2*( Z( I4 ) / Z( I4-2 ) )
  301. A2 = A2 + B2
  302. IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
  303. $ GO TO 40
  304. 30 CONTINUE
  305. 40 CONTINUE
  306. A2 = CNST3*A2
  307. END IF
  308. *
  309. IF( A2.LT.CNST1 )
  310. $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
  311. ELSE
  312. *
  313. * Case 6, no information to guide us.
  314. *
  315. IF( TTYPE.EQ.-6 ) THEN
  316. G = G + THIRD*( ONE-G )
  317. ELSE IF( TTYPE.EQ.-18 ) THEN
  318. G = QURTR*THIRD
  319. ELSE
  320. G = QURTR
  321. END IF
  322. S = G*DMIN
  323. TTYPE = -6
  324. END IF
  325. *
  326. ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
  327. *
  328. * One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
  329. *
  330. IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN
  331. *
  332. * Cases 7 and 8.
  333. *
  334. TTYPE = -7
  335. S = THIRD*DMIN1
  336. IF( Z( NN-5 ).GT.Z( NN-7 ) )
  337. $ RETURN
  338. B1 = Z( NN-5 ) / Z( NN-7 )
  339. B2 = B1
  340. IF( B2.EQ.ZERO )
  341. $ GO TO 60
  342. DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
  343. A2 = B1
  344. IF( Z( I4 ).GT.Z( I4-2 ) )
  345. $ RETURN
  346. B1 = B1*( Z( I4 ) / Z( I4-2 ) )
  347. B2 = B2 + B1
  348. IF( HUNDRD*MAX( B1, A2 ).LT.B2 )
  349. $ GO TO 60
  350. 50 CONTINUE
  351. 60 CONTINUE
  352. B2 = SQRT( CNST3*B2 )
  353. A2 = DMIN1 / ( ONE+B2**2 )
  354. GAP2 = HALF*DMIN2 - A2
  355. IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
  356. S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
  357. ELSE
  358. S = MAX( S, A2*( ONE-CNST2*B2 ) )
  359. TTYPE = -8
  360. END IF
  361. ELSE
  362. *
  363. * Case 9.
  364. *
  365. S = QURTR*DMIN1
  366. IF( DMIN1.EQ.DN1 )
  367. $ S = HALF*DMIN1
  368. TTYPE = -9
  369. END IF
  370. *
  371. ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
  372. *
  373. * Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
  374. *
  375. * Cases 10 and 11.
  376. *
  377. IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN
  378. TTYPE = -10
  379. S = THIRD*DMIN2
  380. IF( Z( NN-5 ).GT.Z( NN-7 ) )
  381. $ RETURN
  382. B1 = Z( NN-5 ) / Z( NN-7 )
  383. B2 = B1
  384. IF( B2.EQ.ZERO )
  385. $ GO TO 80
  386. DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
  387. IF( Z( I4 ).GT.Z( I4-2 ) )
  388. $ RETURN
  389. B1 = B1*( Z( I4 ) / Z( I4-2 ) )
  390. B2 = B2 + B1
  391. IF( HUNDRD*B1.LT.B2 )
  392. $ GO TO 80
  393. 70 CONTINUE
  394. 80 CONTINUE
  395. B2 = SQRT( CNST3*B2 )
  396. A2 = DMIN2 / ( ONE+B2**2 )
  397. GAP2 = Z( NN-7 ) + Z( NN-9 ) -
  398. $ SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
  399. IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
  400. S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
  401. ELSE
  402. S = MAX( S, A2*( ONE-CNST2*B2 ) )
  403. END IF
  404. ELSE
  405. S = QURTR*DMIN2
  406. TTYPE = -11
  407. END IF
  408. ELSE IF( N0IN.GT.( N0+2 ) ) THEN
  409. *
  410. * Case 12, more than two eigenvalues deflated. No information.
  411. *
  412. S = ZERO
  413. TTYPE = -12
  414. END IF
  415. *
  416. TAU = S
  417. RETURN
  418. *
  419. * End of SLASQ4
  420. *
  421. END