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dlarre.f 32 kB

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  1. *> \brief \b DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLARRE + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarre.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarre.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarre.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2,
  22. * RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M,
  23. * W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN,
  24. * WORK, IWORK, INFO )
  25. *
  26. * .. Scalar Arguments ..
  27. * CHARACTER RANGE
  28. * INTEGER IL, INFO, IU, M, N, NSPLIT
  29. * DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
  33. * $ INDEXW( * )
  34. * DOUBLE PRECISION D( * ), E( * ), E2( * ), GERS( * ),
  35. * $ W( * ),WERR( * ), WGAP( * ), WORK( * )
  36. * ..
  37. *
  38. *
  39. *> \par Purpose:
  40. * =============
  41. *>
  42. *> \verbatim
  43. *>
  44. *> To find the desired eigenvalues of a given real symmetric
  45. *> tridiagonal matrix T, DLARRE sets any "small" off-diagonal
  46. *> elements to zero, and for each unreduced block T_i, it finds
  47. *> (a) a suitable shift at one end of the block's spectrum,
  48. *> (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and
  49. *> (c) eigenvalues of each L_i D_i L_i^T.
  50. *> The representations and eigenvalues found are then used by
  51. *> DSTEMR to compute the eigenvectors of T.
  52. *> The accuracy varies depending on whether bisection is used to
  53. *> find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to
  54. *> conpute all and then discard any unwanted one.
  55. *> As an added benefit, DLARRE also outputs the n
  56. *> Gerschgorin intervals for the matrices L_i D_i L_i^T.
  57. *> \endverbatim
  58. *
  59. * Arguments:
  60. * ==========
  61. *
  62. *> \param[in] RANGE
  63. *> \verbatim
  64. *> RANGE is CHARACTER*1
  65. *> = 'A': ("All") all eigenvalues will be found.
  66. *> = 'V': ("Value") all eigenvalues in the half-open interval
  67. *> (VL, VU] will be found.
  68. *> = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
  69. *> entire matrix) will be found.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] N
  73. *> \verbatim
  74. *> N is INTEGER
  75. *> The order of the matrix. N > 0.
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] VL
  79. *> \verbatim
  80. *> VL is DOUBLE PRECISION
  81. *> If RANGE='V', the lower bound for the eigenvalues.
  82. *> Eigenvalues less than or equal to VL, or greater than VU,
  83. *> will not be returned. VL < VU.
  84. *> If RANGE='I' or ='A', DLARRE computes bounds on the desired
  85. *> part of the spectrum.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] VU
  89. *> \verbatim
  90. *> VU is DOUBLE PRECISION
  91. *> If RANGE='V', the upper bound for the eigenvalues.
  92. *> Eigenvalues less than or equal to VL, or greater than VU,
  93. *> will not be returned. VL < VU.
  94. *> If RANGE='I' or ='A', DLARRE computes bounds on the desired
  95. *> part of the spectrum.
  96. *> \endverbatim
  97. *>
  98. *> \param[in] IL
  99. *> \verbatim
  100. *> IL is INTEGER
  101. *> If RANGE='I', the index of the
  102. *> smallest eigenvalue to be returned.
  103. *> 1 <= IL <= IU <= N.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] IU
  107. *> \verbatim
  108. *> IU is INTEGER
  109. *> If RANGE='I', the index of the
  110. *> largest eigenvalue to be returned.
  111. *> 1 <= IL <= IU <= N.
  112. *> \endverbatim
  113. *>
  114. *> \param[in,out] D
  115. *> \verbatim
  116. *> D is DOUBLE PRECISION array, dimension (N)
  117. *> On entry, the N diagonal elements of the tridiagonal
  118. *> matrix T.
  119. *> On exit, the N diagonal elements of the diagonal
  120. *> matrices D_i.
  121. *> \endverbatim
  122. *>
  123. *> \param[in,out] E
  124. *> \verbatim
  125. *> E is DOUBLE PRECISION array, dimension (N)
  126. *> On entry, the first (N-1) entries contain the subdiagonal
  127. *> elements of the tridiagonal matrix T; E(N) need not be set.
  128. *> On exit, E contains the subdiagonal elements of the unit
  129. *> bidiagonal matrices L_i. The entries E( ISPLIT( I ) ),
  130. *> 1 <= I <= NSPLIT, contain the base points sigma_i on output.
  131. *> \endverbatim
  132. *>
  133. *> \param[in,out] E2
  134. *> \verbatim
  135. *> E2 is DOUBLE PRECISION array, dimension (N)
  136. *> On entry, the first (N-1) entries contain the SQUARES of the
  137. *> subdiagonal elements of the tridiagonal matrix T;
  138. *> E2(N) need not be set.
  139. *> On exit, the entries E2( ISPLIT( I ) ),
  140. *> 1 <= I <= NSPLIT, have been set to zero
  141. *> \endverbatim
  142. *>
  143. *> \param[in] RTOL1
  144. *> \verbatim
  145. *> RTOL1 is DOUBLE PRECISION
  146. *> \endverbatim
  147. *>
  148. *> \param[in] RTOL2
  149. *> \verbatim
  150. *> RTOL2 is DOUBLE PRECISION
  151. *> Parameters for bisection.
  152. *> An interval [LEFT,RIGHT] has converged if
  153. *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
  154. *> \endverbatim
  155. *>
  156. *> \param[in] SPLTOL
  157. *> \verbatim
  158. *> SPLTOL is DOUBLE PRECISION
  159. *> The threshold for splitting.
  160. *> \endverbatim
  161. *>
  162. *> \param[out] NSPLIT
  163. *> \verbatim
  164. *> NSPLIT is INTEGER
  165. *> The number of blocks T splits into. 1 <= NSPLIT <= N.
  166. *> \endverbatim
  167. *>
  168. *> \param[out] ISPLIT
  169. *> \verbatim
  170. *> ISPLIT is INTEGER array, dimension (N)
  171. *> The splitting points, at which T breaks up into blocks.
  172. *> The first block consists of rows/columns 1 to ISPLIT(1),
  173. *> the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
  174. *> etc., and the NSPLIT-th consists of rows/columns
  175. *> ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
  176. *> \endverbatim
  177. *>
  178. *> \param[out] M
  179. *> \verbatim
  180. *> M is INTEGER
  181. *> The total number of eigenvalues (of all L_i D_i L_i^T)
  182. *> found.
  183. *> \endverbatim
  184. *>
  185. *> \param[out] W
  186. *> \verbatim
  187. *> W is DOUBLE PRECISION array, dimension (N)
  188. *> The first M elements contain the eigenvalues. The
  189. *> eigenvalues of each of the blocks, L_i D_i L_i^T, are
  190. *> sorted in ascending order ( DLARRE may use the
  191. *> remaining N-M elements as workspace).
  192. *> \endverbatim
  193. *>
  194. *> \param[out] WERR
  195. *> \verbatim
  196. *> WERR is DOUBLE PRECISION array, dimension (N)
  197. *> The error bound on the corresponding eigenvalue in W.
  198. *> \endverbatim
  199. *>
  200. *> \param[out] WGAP
  201. *> \verbatim
  202. *> WGAP is DOUBLE PRECISION array, dimension (N)
  203. *> The separation from the right neighbor eigenvalue in W.
  204. *> The gap is only with respect to the eigenvalues of the same block
  205. *> as each block has its own representation tree.
  206. *> Exception: at the right end of a block we store the left gap
  207. *> \endverbatim
  208. *>
  209. *> \param[out] IBLOCK
  210. *> \verbatim
  211. *> IBLOCK is INTEGER array, dimension (N)
  212. *> The indices of the blocks (submatrices) associated with the
  213. *> corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue
  214. *> W(i) belongs to the first block from the top, =2 if W(i)
  215. *> belongs to the second block, etc.
  216. *> \endverbatim
  217. *>
  218. *> \param[out] INDEXW
  219. *> \verbatim
  220. *> INDEXW is INTEGER array, dimension (N)
  221. *> The indices of the eigenvalues within each block (submatrix);
  222. *> for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the
  223. *> i-th eigenvalue W(i) is the 10-th eigenvalue in block 2
  224. *> \endverbatim
  225. *>
  226. *> \param[out] GERS
  227. *> \verbatim
  228. *> GERS is DOUBLE PRECISION array, dimension (2*N)
  229. *> The N Gerschgorin intervals (the i-th Gerschgorin interval
  230. *> is (GERS(2*i-1), GERS(2*i)).
  231. *> \endverbatim
  232. *>
  233. *> \param[out] PIVMIN
  234. *> \verbatim
  235. *> PIVMIN is DOUBLE PRECISION
  236. *> The minimum pivot in the Sturm sequence for T.
  237. *> \endverbatim
  238. *>
  239. *> \param[out] WORK
  240. *> \verbatim
  241. *> WORK is DOUBLE PRECISION array, dimension (6*N)
  242. *> Workspace.
  243. *> \endverbatim
  244. *>
  245. *> \param[out] IWORK
  246. *> \verbatim
  247. *> IWORK is INTEGER array, dimension (5*N)
  248. *> Workspace.
  249. *> \endverbatim
  250. *>
  251. *> \param[out] INFO
  252. *> \verbatim
  253. *> INFO is INTEGER
  254. *> = 0: successful exit
  255. *> > 0: A problem occurred in DLARRE.
  256. *> < 0: One of the called subroutines signaled an internal problem.
  257. *> Needs inspection of the corresponding parameter IINFO
  258. *> for further information.
  259. *>
  260. *> =-1: Problem in DLARRD.
  261. *> = 2: No base representation could be found in MAXTRY iterations.
  262. *> Increasing MAXTRY and recompilation might be a remedy.
  263. *> =-3: Problem in DLARRB when computing the refined root
  264. *> representation for DLASQ2.
  265. *> =-4: Problem in DLARRB when preforming bisection on the
  266. *> desired part of the spectrum.
  267. *> =-5: Problem in DLASQ2.
  268. *> =-6: Problem in DLASQ2.
  269. *> \endverbatim
  270. *
  271. * Authors:
  272. * ========
  273. *
  274. *> \author Univ. of Tennessee
  275. *> \author Univ. of California Berkeley
  276. *> \author Univ. of Colorado Denver
  277. *> \author NAG Ltd.
  278. *
  279. *> \date June 2016
  280. *
  281. *> \ingroup OTHERauxiliary
  282. *
  283. *> \par Further Details:
  284. * =====================
  285. *>
  286. *> \verbatim
  287. *>
  288. *> The base representations are required to suffer very little
  289. *> element growth and consequently define all their eigenvalues to
  290. *> high relative accuracy.
  291. *> \endverbatim
  292. *
  293. *> \par Contributors:
  294. * ==================
  295. *>
  296. *> Beresford Parlett, University of California, Berkeley, USA \n
  297. *> Jim Demmel, University of California, Berkeley, USA \n
  298. *> Inderjit Dhillon, University of Texas, Austin, USA \n
  299. *> Osni Marques, LBNL/NERSC, USA \n
  300. *> Christof Voemel, University of California, Berkeley, USA \n
  301. *>
  302. * =====================================================================
  303. SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2,
  304. $ RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M,
  305. $ W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN,
  306. $ WORK, IWORK, INFO )
  307. *
  308. * -- LAPACK auxiliary routine (version 3.8.0) --
  309. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  310. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  311. * June 2016
  312. *
  313. * .. Scalar Arguments ..
  314. CHARACTER RANGE
  315. INTEGER IL, INFO, IU, M, N, NSPLIT
  316. DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
  317. * ..
  318. * .. Array Arguments ..
  319. INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
  320. $ INDEXW( * )
  321. DOUBLE PRECISION D( * ), E( * ), E2( * ), GERS( * ),
  322. $ W( * ),WERR( * ), WGAP( * ), WORK( * )
  323. * ..
  324. *
  325. * =====================================================================
  326. *
  327. * .. Parameters ..
  328. DOUBLE PRECISION FAC, FOUR, FOURTH, FUDGE, HALF, HNDRD,
  329. $ MAXGROWTH, ONE, PERT, TWO, ZERO
  330. PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0,
  331. $ TWO = 2.0D0, FOUR=4.0D0,
  332. $ HNDRD = 100.0D0,
  333. $ PERT = 8.0D0,
  334. $ HALF = ONE/TWO, FOURTH = ONE/FOUR, FAC= HALF,
  335. $ MAXGROWTH = 64.0D0, FUDGE = 2.0D0 )
  336. INTEGER MAXTRY, ALLRNG, INDRNG, VALRNG
  337. PARAMETER ( MAXTRY = 6, ALLRNG = 1, INDRNG = 2,
  338. $ VALRNG = 3 )
  339. * ..
  340. * .. Local Scalars ..
  341. LOGICAL FORCEB, NOREP, USEDQD
  342. INTEGER CNT, CNT1, CNT2, I, IBEGIN, IDUM, IEND, IINFO,
  343. $ IN, INDL, INDU, IRANGE, J, JBLK, MB, MM,
  344. $ WBEGIN, WEND
  345. DOUBLE PRECISION AVGAP, BSRTOL, CLWDTH, DMAX, DPIVOT, EABS,
  346. $ EMAX, EOLD, EPS, GL, GU, ISLEFT, ISRGHT, RTL,
  347. $ RTOL, S1, S2, SAFMIN, SGNDEF, SIGMA, SPDIAM,
  348. $ TAU, TMP, TMP1
  349. * ..
  350. * .. Local Arrays ..
  351. INTEGER ISEED( 4 )
  352. * ..
  353. * .. External Functions ..
  354. LOGICAL LSAME
  355. DOUBLE PRECISION DLAMCH
  356. EXTERNAL DLAMCH, LSAME
  357. * ..
  358. * .. External Subroutines ..
  359. EXTERNAL DCOPY, DLARNV, DLARRA, DLARRB, DLARRC, DLARRD,
  360. $ DLASQ2, DLARRK
  361. * ..
  362. * .. Intrinsic Functions ..
  363. INTRINSIC ABS, MAX, MIN
  364. * ..
  365. * .. Executable Statements ..
  366. *
  367. INFO = 0
  368. *
  369. * Quick return if possible
  370. *
  371. IF( N.LE.0 ) THEN
  372. RETURN
  373. END IF
  374. *
  375. * Decode RANGE
  376. *
  377. IF( LSAME( RANGE, 'A' ) ) THEN
  378. IRANGE = ALLRNG
  379. ELSE IF( LSAME( RANGE, 'V' ) ) THEN
  380. IRANGE = VALRNG
  381. ELSE IF( LSAME( RANGE, 'I' ) ) THEN
  382. IRANGE = INDRNG
  383. END IF
  384. M = 0
  385. * Get machine constants
  386. SAFMIN = DLAMCH( 'S' )
  387. EPS = DLAMCH( 'P' )
  388. * Set parameters
  389. RTL = SQRT(EPS)
  390. BSRTOL = SQRT(EPS)
  391. * Treat case of 1x1 matrix for quick return
  392. IF( N.EQ.1 ) THEN
  393. IF( (IRANGE.EQ.ALLRNG).OR.
  394. $ ((IRANGE.EQ.VALRNG).AND.(D(1).GT.VL).AND.(D(1).LE.VU)).OR.
  395. $ ((IRANGE.EQ.INDRNG).AND.(IL.EQ.1).AND.(IU.EQ.1)) ) THEN
  396. M = 1
  397. W(1) = D(1)
  398. * The computation error of the eigenvalue is zero
  399. WERR(1) = ZERO
  400. WGAP(1) = ZERO
  401. IBLOCK( 1 ) = 1
  402. INDEXW( 1 ) = 1
  403. GERS(1) = D( 1 )
  404. GERS(2) = D( 1 )
  405. ENDIF
  406. * store the shift for the initial RRR, which is zero in this case
  407. E(1) = ZERO
  408. RETURN
  409. END IF
  410. * General case: tridiagonal matrix of order > 1
  411. *
  412. * Init WERR, WGAP. Compute Gerschgorin intervals and spectral diameter.
  413. * Compute maximum off-diagonal entry and pivmin.
  414. GL = D(1)
  415. GU = D(1)
  416. EOLD = ZERO
  417. EMAX = ZERO
  418. E(N) = ZERO
  419. DO 5 I = 1,N
  420. WERR(I) = ZERO
  421. WGAP(I) = ZERO
  422. EABS = ABS( E(I) )
  423. IF( EABS .GE. EMAX ) THEN
  424. EMAX = EABS
  425. END IF
  426. TMP1 = EABS + EOLD
  427. GERS( 2*I-1) = D(I) - TMP1
  428. GL = MIN( GL, GERS( 2*I - 1))
  429. GERS( 2*I ) = D(I) + TMP1
  430. GU = MAX( GU, GERS(2*I) )
  431. EOLD = EABS
  432. 5 CONTINUE
  433. * The minimum pivot allowed in the Sturm sequence for T
  434. PIVMIN = SAFMIN * MAX( ONE, EMAX**2 )
  435. * Compute spectral diameter. The Gerschgorin bounds give an
  436. * estimate that is wrong by at most a factor of SQRT(2)
  437. SPDIAM = GU - GL
  438. * Compute splitting points
  439. CALL DLARRA( N, D, E, E2, SPLTOL, SPDIAM,
  440. $ NSPLIT, ISPLIT, IINFO )
  441. * Can force use of bisection instead of faster DQDS.
  442. * Option left in the code for future multisection work.
  443. FORCEB = .FALSE.
  444. * Initialize USEDQD, DQDS should be used for ALLRNG unless someone
  445. * explicitly wants bisection.
  446. USEDQD = (( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB))
  447. IF( (IRANGE.EQ.ALLRNG) .AND. (.NOT. FORCEB) ) THEN
  448. * Set interval [VL,VU] that contains all eigenvalues
  449. VL = GL
  450. VU = GU
  451. ELSE
  452. * We call DLARRD to find crude approximations to the eigenvalues
  453. * in the desired range. In case IRANGE = INDRNG, we also obtain the
  454. * interval (VL,VU] that contains all the wanted eigenvalues.
  455. * An interval [LEFT,RIGHT] has converged if
  456. * RIGHT-LEFT.LT.RTOL*MAX(ABS(LEFT),ABS(RIGHT))
  457. * DLARRD needs a WORK of size 4*N, IWORK of size 3*N
  458. CALL DLARRD( RANGE, 'B', N, VL, VU, IL, IU, GERS,
  459. $ BSRTOL, D, E, E2, PIVMIN, NSPLIT, ISPLIT,
  460. $ MM, W, WERR, VL, VU, IBLOCK, INDEXW,
  461. $ WORK, IWORK, IINFO )
  462. IF( IINFO.NE.0 ) THEN
  463. INFO = -1
  464. RETURN
  465. ENDIF
  466. * Make sure that the entries M+1 to N in W, WERR, IBLOCK, INDEXW are 0
  467. DO 14 I = MM+1,N
  468. W( I ) = ZERO
  469. WERR( I ) = ZERO
  470. IBLOCK( I ) = 0
  471. INDEXW( I ) = 0
  472. 14 CONTINUE
  473. END IF
  474. ***
  475. * Loop over unreduced blocks
  476. IBEGIN = 1
  477. WBEGIN = 1
  478. DO 170 JBLK = 1, NSPLIT
  479. IEND = ISPLIT( JBLK )
  480. IN = IEND - IBEGIN + 1
  481. * 1 X 1 block
  482. IF( IN.EQ.1 ) THEN
  483. IF( (IRANGE.EQ.ALLRNG).OR.( (IRANGE.EQ.VALRNG).AND.
  484. $ ( D( IBEGIN ).GT.VL ).AND.( D( IBEGIN ).LE.VU ) )
  485. $ .OR. ( (IRANGE.EQ.INDRNG).AND.(IBLOCK(WBEGIN).EQ.JBLK))
  486. $ ) THEN
  487. M = M + 1
  488. W( M ) = D( IBEGIN )
  489. WERR(M) = ZERO
  490. * The gap for a single block doesn't matter for the later
  491. * algorithm and is assigned an arbitrary large value
  492. WGAP(M) = ZERO
  493. IBLOCK( M ) = JBLK
  494. INDEXW( M ) = 1
  495. WBEGIN = WBEGIN + 1
  496. ENDIF
  497. * E( IEND ) holds the shift for the initial RRR
  498. E( IEND ) = ZERO
  499. IBEGIN = IEND + 1
  500. GO TO 170
  501. END IF
  502. *
  503. * Blocks of size larger than 1x1
  504. *
  505. * E( IEND ) will hold the shift for the initial RRR, for now set it =0
  506. E( IEND ) = ZERO
  507. *
  508. * Find local outer bounds GL,GU for the block
  509. GL = D(IBEGIN)
  510. GU = D(IBEGIN)
  511. DO 15 I = IBEGIN , IEND
  512. GL = MIN( GERS( 2*I-1 ), GL )
  513. GU = MAX( GERS( 2*I ), GU )
  514. 15 CONTINUE
  515. SPDIAM = GU - GL
  516. IF(.NOT. ((IRANGE.EQ.ALLRNG).AND.(.NOT.FORCEB)) ) THEN
  517. * Count the number of eigenvalues in the current block.
  518. MB = 0
  519. DO 20 I = WBEGIN,MM
  520. IF( IBLOCK(I).EQ.JBLK ) THEN
  521. MB = MB+1
  522. ELSE
  523. GOTO 21
  524. ENDIF
  525. 20 CONTINUE
  526. 21 CONTINUE
  527. IF( MB.EQ.0) THEN
  528. * No eigenvalue in the current block lies in the desired range
  529. * E( IEND ) holds the shift for the initial RRR
  530. E( IEND ) = ZERO
  531. IBEGIN = IEND + 1
  532. GO TO 170
  533. ELSE
  534. * Decide whether dqds or bisection is more efficient
  535. USEDQD = ( (MB .GT. FAC*IN) .AND. (.NOT.FORCEB) )
  536. WEND = WBEGIN + MB - 1
  537. * Calculate gaps for the current block
  538. * In later stages, when representations for individual
  539. * eigenvalues are different, we use SIGMA = E( IEND ).
  540. SIGMA = ZERO
  541. DO 30 I = WBEGIN, WEND - 1
  542. WGAP( I ) = MAX( ZERO,
  543. $ W(I+1)-WERR(I+1) - (W(I)+WERR(I)) )
  544. 30 CONTINUE
  545. WGAP( WEND ) = MAX( ZERO,
  546. $ VU - SIGMA - (W( WEND )+WERR( WEND )))
  547. * Find local index of the first and last desired evalue.
  548. INDL = INDEXW(WBEGIN)
  549. INDU = INDEXW( WEND )
  550. ENDIF
  551. ENDIF
  552. IF(( (IRANGE.EQ.ALLRNG) .AND. (.NOT. FORCEB) ).OR.USEDQD) THEN
  553. * Case of DQDS
  554. * Find approximations to the extremal eigenvalues of the block
  555. CALL DLARRK( IN, 1, GL, GU, D(IBEGIN),
  556. $ E2(IBEGIN), PIVMIN, RTL, TMP, TMP1, IINFO )
  557. IF( IINFO.NE.0 ) THEN
  558. INFO = -1
  559. RETURN
  560. ENDIF
  561. ISLEFT = MAX(GL, TMP - TMP1
  562. $ - HNDRD * EPS* ABS(TMP - TMP1))
  563. CALL DLARRK( IN, IN, GL, GU, D(IBEGIN),
  564. $ E2(IBEGIN), PIVMIN, RTL, TMP, TMP1, IINFO )
  565. IF( IINFO.NE.0 ) THEN
  566. INFO = -1
  567. RETURN
  568. ENDIF
  569. ISRGHT = MIN(GU, TMP + TMP1
  570. $ + HNDRD * EPS * ABS(TMP + TMP1))
  571. * Improve the estimate of the spectral diameter
  572. SPDIAM = ISRGHT - ISLEFT
  573. ELSE
  574. * Case of bisection
  575. * Find approximations to the wanted extremal eigenvalues
  576. ISLEFT = MAX(GL, W(WBEGIN) - WERR(WBEGIN)
  577. $ - HNDRD * EPS*ABS(W(WBEGIN)- WERR(WBEGIN) ))
  578. ISRGHT = MIN(GU,W(WEND) + WERR(WEND)
  579. $ + HNDRD * EPS * ABS(W(WEND)+ WERR(WEND)))
  580. ENDIF
  581. * Decide whether the base representation for the current block
  582. * L_JBLK D_JBLK L_JBLK^T = T_JBLK - sigma_JBLK I
  583. * should be on the left or the right end of the current block.
  584. * The strategy is to shift to the end which is "more populated"
  585. * Furthermore, decide whether to use DQDS for the computation of
  586. * the eigenvalue approximations at the end of DLARRE or bisection.
  587. * dqds is chosen if all eigenvalues are desired or the number of
  588. * eigenvalues to be computed is large compared to the blocksize.
  589. IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
  590. * If all the eigenvalues have to be computed, we use dqd
  591. USEDQD = .TRUE.
  592. * INDL is the local index of the first eigenvalue to compute
  593. INDL = 1
  594. INDU = IN
  595. * MB = number of eigenvalues to compute
  596. MB = IN
  597. WEND = WBEGIN + MB - 1
  598. * Define 1/4 and 3/4 points of the spectrum
  599. S1 = ISLEFT + FOURTH * SPDIAM
  600. S2 = ISRGHT - FOURTH * SPDIAM
  601. ELSE
  602. * DLARRD has computed IBLOCK and INDEXW for each eigenvalue
  603. * approximation.
  604. * choose sigma
  605. IF( USEDQD ) THEN
  606. S1 = ISLEFT + FOURTH * SPDIAM
  607. S2 = ISRGHT - FOURTH * SPDIAM
  608. ELSE
  609. TMP = MIN(ISRGHT,VU) - MAX(ISLEFT,VL)
  610. S1 = MAX(ISLEFT,VL) + FOURTH * TMP
  611. S2 = MIN(ISRGHT,VU) - FOURTH * TMP
  612. ENDIF
  613. ENDIF
  614. * Compute the negcount at the 1/4 and 3/4 points
  615. IF(MB.GT.1) THEN
  616. CALL DLARRC( 'T', IN, S1, S2, D(IBEGIN),
  617. $ E(IBEGIN), PIVMIN, CNT, CNT1, CNT2, IINFO)
  618. ENDIF
  619. IF(MB.EQ.1) THEN
  620. SIGMA = GL
  621. SGNDEF = ONE
  622. ELSEIF( CNT1 - INDL .GE. INDU - CNT2 ) THEN
  623. IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
  624. SIGMA = MAX(ISLEFT,GL)
  625. ELSEIF( USEDQD ) THEN
  626. * use Gerschgorin bound as shift to get pos def matrix
  627. * for dqds
  628. SIGMA = ISLEFT
  629. ELSE
  630. * use approximation of the first desired eigenvalue of the
  631. * block as shift
  632. SIGMA = MAX(ISLEFT,VL)
  633. ENDIF
  634. SGNDEF = ONE
  635. ELSE
  636. IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
  637. SIGMA = MIN(ISRGHT,GU)
  638. ELSEIF( USEDQD ) THEN
  639. * use Gerschgorin bound as shift to get neg def matrix
  640. * for dqds
  641. SIGMA = ISRGHT
  642. ELSE
  643. * use approximation of the first desired eigenvalue of the
  644. * block as shift
  645. SIGMA = MIN(ISRGHT,VU)
  646. ENDIF
  647. SGNDEF = -ONE
  648. ENDIF
  649. * An initial SIGMA has been chosen that will be used for computing
  650. * T - SIGMA I = L D L^T
  651. * Define the increment TAU of the shift in case the initial shift
  652. * needs to be refined to obtain a factorization with not too much
  653. * element growth.
  654. IF( USEDQD ) THEN
  655. * The initial SIGMA was to the outer end of the spectrum
  656. * the matrix is definite and we need not retreat.
  657. TAU = SPDIAM*EPS*N + TWO*PIVMIN
  658. TAU = MAX( TAU,TWO*EPS*ABS(SIGMA) )
  659. ELSE
  660. IF(MB.GT.1) THEN
  661. CLWDTH = W(WEND) + WERR(WEND) - W(WBEGIN) - WERR(WBEGIN)
  662. AVGAP = ABS(CLWDTH / DBLE(WEND-WBEGIN))
  663. IF( SGNDEF.EQ.ONE ) THEN
  664. TAU = HALF*MAX(WGAP(WBEGIN),AVGAP)
  665. TAU = MAX(TAU,WERR(WBEGIN))
  666. ELSE
  667. TAU = HALF*MAX(WGAP(WEND-1),AVGAP)
  668. TAU = MAX(TAU,WERR(WEND))
  669. ENDIF
  670. ELSE
  671. TAU = WERR(WBEGIN)
  672. ENDIF
  673. ENDIF
  674. *
  675. DO 80 IDUM = 1, MAXTRY
  676. * Compute L D L^T factorization of tridiagonal matrix T - sigma I.
  677. * Store D in WORK(1:IN), L in WORK(IN+1:2*IN), and reciprocals of
  678. * pivots in WORK(2*IN+1:3*IN)
  679. DPIVOT = D( IBEGIN ) - SIGMA
  680. WORK( 1 ) = DPIVOT
  681. DMAX = ABS( WORK(1) )
  682. J = IBEGIN
  683. DO 70 I = 1, IN - 1
  684. WORK( 2*IN+I ) = ONE / WORK( I )
  685. TMP = E( J )*WORK( 2*IN+I )
  686. WORK( IN+I ) = TMP
  687. DPIVOT = ( D( J+1 )-SIGMA ) - TMP*E( J )
  688. WORK( I+1 ) = DPIVOT
  689. DMAX = MAX( DMAX, ABS(DPIVOT) )
  690. J = J + 1
  691. 70 CONTINUE
  692. * check for element growth
  693. IF( DMAX .GT. MAXGROWTH*SPDIAM ) THEN
  694. NOREP = .TRUE.
  695. ELSE
  696. NOREP = .FALSE.
  697. ENDIF
  698. IF( USEDQD .AND. .NOT.NOREP ) THEN
  699. * Ensure the definiteness of the representation
  700. * All entries of D (of L D L^T) must have the same sign
  701. DO 71 I = 1, IN
  702. TMP = SGNDEF*WORK( I )
  703. IF( TMP.LT.ZERO ) NOREP = .TRUE.
  704. 71 CONTINUE
  705. ENDIF
  706. IF(NOREP) THEN
  707. * Note that in the case of IRANGE=ALLRNG, we use the Gerschgorin
  708. * shift which makes the matrix definite. So we should end up
  709. * here really only in the case of IRANGE = VALRNG or INDRNG.
  710. IF( IDUM.EQ.MAXTRY-1 ) THEN
  711. IF( SGNDEF.EQ.ONE ) THEN
  712. * The fudged Gerschgorin shift should succeed
  713. SIGMA =
  714. $ GL - FUDGE*SPDIAM*EPS*N - FUDGE*TWO*PIVMIN
  715. ELSE
  716. SIGMA =
  717. $ GU + FUDGE*SPDIAM*EPS*N + FUDGE*TWO*PIVMIN
  718. END IF
  719. ELSE
  720. SIGMA = SIGMA - SGNDEF * TAU
  721. TAU = TWO * TAU
  722. END IF
  723. ELSE
  724. * an initial RRR is found
  725. GO TO 83
  726. END IF
  727. 80 CONTINUE
  728. * if the program reaches this point, no base representation could be
  729. * found in MAXTRY iterations.
  730. INFO = 2
  731. RETURN
  732. 83 CONTINUE
  733. * At this point, we have found an initial base representation
  734. * T - SIGMA I = L D L^T with not too much element growth.
  735. * Store the shift.
  736. E( IEND ) = SIGMA
  737. * Store D and L.
  738. CALL DCOPY( IN, WORK, 1, D( IBEGIN ), 1 )
  739. CALL DCOPY( IN-1, WORK( IN+1 ), 1, E( IBEGIN ), 1 )
  740. IF(MB.GT.1 ) THEN
  741. *
  742. * Perturb each entry of the base representation by a small
  743. * (but random) relative amount to overcome difficulties with
  744. * glued matrices.
  745. *
  746. DO 122 I = 1, 4
  747. ISEED( I ) = 1
  748. 122 CONTINUE
  749. CALL DLARNV(2, ISEED, 2*IN-1, WORK(1))
  750. DO 125 I = 1,IN-1
  751. D(IBEGIN+I-1) = D(IBEGIN+I-1)*(ONE+EPS*PERT*WORK(I))
  752. E(IBEGIN+I-1) = E(IBEGIN+I-1)*(ONE+EPS*PERT*WORK(IN+I))
  753. 125 CONTINUE
  754. D(IEND) = D(IEND)*(ONE+EPS*FOUR*WORK(IN))
  755. *
  756. ENDIF
  757. *
  758. * Don't update the Gerschgorin intervals because keeping track
  759. * of the updates would be too much work in DLARRV.
  760. * We update W instead and use it to locate the proper Gerschgorin
  761. * intervals.
  762. * Compute the required eigenvalues of L D L' by bisection or dqds
  763. IF ( .NOT.USEDQD ) THEN
  764. * If DLARRD has been used, shift the eigenvalue approximations
  765. * according to their representation. This is necessary for
  766. * a uniform DLARRV since dqds computes eigenvalues of the
  767. * shifted representation. In DLARRV, W will always hold the
  768. * UNshifted eigenvalue approximation.
  769. DO 134 J=WBEGIN,WEND
  770. W(J) = W(J) - SIGMA
  771. WERR(J) = WERR(J) + ABS(W(J)) * EPS
  772. 134 CONTINUE
  773. * call DLARRB to reduce eigenvalue error of the approximations
  774. * from DLARRD
  775. DO 135 I = IBEGIN, IEND-1
  776. WORK( I ) = D( I ) * E( I )**2
  777. 135 CONTINUE
  778. * use bisection to find EV from INDL to INDU
  779. CALL DLARRB(IN, D(IBEGIN), WORK(IBEGIN),
  780. $ INDL, INDU, RTOL1, RTOL2, INDL-1,
  781. $ W(WBEGIN), WGAP(WBEGIN), WERR(WBEGIN),
  782. $ WORK( 2*N+1 ), IWORK, PIVMIN, SPDIAM,
  783. $ IN, IINFO )
  784. IF( IINFO .NE. 0 ) THEN
  785. INFO = -4
  786. RETURN
  787. END IF
  788. * DLARRB computes all gaps correctly except for the last one
  789. * Record distance to VU/GU
  790. WGAP( WEND ) = MAX( ZERO,
  791. $ ( VU-SIGMA ) - ( W( WEND ) + WERR( WEND ) ) )
  792. DO 138 I = INDL, INDU
  793. M = M + 1
  794. IBLOCK(M) = JBLK
  795. INDEXW(M) = I
  796. 138 CONTINUE
  797. ELSE
  798. * Call dqds to get all eigs (and then possibly delete unwanted
  799. * eigenvalues).
  800. * Note that dqds finds the eigenvalues of the L D L^T representation
  801. * of T to high relative accuracy. High relative accuracy
  802. * might be lost when the shift of the RRR is subtracted to obtain
  803. * the eigenvalues of T. However, T is not guaranteed to define its
  804. * eigenvalues to high relative accuracy anyway.
  805. * Set RTOL to the order of the tolerance used in DLASQ2
  806. * This is an ESTIMATED error, the worst case bound is 4*N*EPS
  807. * which is usually too large and requires unnecessary work to be
  808. * done by bisection when computing the eigenvectors
  809. RTOL = LOG(DBLE(IN)) * FOUR * EPS
  810. J = IBEGIN
  811. DO 140 I = 1, IN - 1
  812. WORK( 2*I-1 ) = ABS( D( J ) )
  813. WORK( 2*I ) = E( J )*E( J )*WORK( 2*I-1 )
  814. J = J + 1
  815. 140 CONTINUE
  816. WORK( 2*IN-1 ) = ABS( D( IEND ) )
  817. WORK( 2*IN ) = ZERO
  818. CALL DLASQ2( IN, WORK, IINFO )
  819. IF( IINFO .NE. 0 ) THEN
  820. * If IINFO = -5 then an index is part of a tight cluster
  821. * and should be changed. The index is in IWORK(1) and the
  822. * gap is in WORK(N+1)
  823. INFO = -5
  824. RETURN
  825. ELSE
  826. * Test that all eigenvalues are positive as expected
  827. DO 149 I = 1, IN
  828. IF( WORK( I ).LT.ZERO ) THEN
  829. INFO = -6
  830. RETURN
  831. ENDIF
  832. 149 CONTINUE
  833. END IF
  834. IF( SGNDEF.GT.ZERO ) THEN
  835. DO 150 I = INDL, INDU
  836. M = M + 1
  837. W( M ) = WORK( IN-I+1 )
  838. IBLOCK( M ) = JBLK
  839. INDEXW( M ) = I
  840. 150 CONTINUE
  841. ELSE
  842. DO 160 I = INDL, INDU
  843. M = M + 1
  844. W( M ) = -WORK( I )
  845. IBLOCK( M ) = JBLK
  846. INDEXW( M ) = I
  847. 160 CONTINUE
  848. END IF
  849. DO 165 I = M - MB + 1, M
  850. * the value of RTOL below should be the tolerance in DLASQ2
  851. WERR( I ) = RTOL * ABS( W(I) )
  852. 165 CONTINUE
  853. DO 166 I = M - MB + 1, M - 1
  854. * compute the right gap between the intervals
  855. WGAP( I ) = MAX( ZERO,
  856. $ W(I+1)-WERR(I+1) - (W(I)+WERR(I)) )
  857. 166 CONTINUE
  858. WGAP( M ) = MAX( ZERO,
  859. $ ( VU-SIGMA ) - ( W( M ) + WERR( M ) ) )
  860. END IF
  861. * proceed with next block
  862. IBEGIN = IEND + 1
  863. WBEGIN = WEND + 1
  864. 170 CONTINUE
  865. *
  866. RETURN
  867. *
  868. * end of DLARRE
  869. *
  870. END