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slarre.f 32 kB

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  1. *> \brief \b SLARRE 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 SLARRE + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slarre.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slarre.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slarre.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLARRE( 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. * REAL PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
  33. * $ INDEXW( * )
  34. * REAL 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, SLARRE 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. *> SSTEMR 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 SLASQ2) to
  54. *> compute all and then discard any unwanted one.
  55. *> As an added benefit, SLARRE 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 REAL
  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', SLARRE computes bounds on the desired
  85. *> part of the spectrum.
  86. *> \endverbatim
  87. *>
  88. *> \param[in,out] VU
  89. *> \verbatim
  90. *> VU is REAL
  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', SLARRE 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 REAL 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 REAL 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 REAL 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 REAL
  146. *> \endverbatim
  147. *>
  148. *> \param[in] RTOL2
  149. *> \verbatim
  150. *> RTOL2 is REAL
  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 REAL
  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 REAL 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 ( SLARRE may use the
  191. *> remaining N-M elements as workspace).
  192. *> \endverbatim
  193. *>
  194. *> \param[out] WERR
  195. *> \verbatim
  196. *> WERR is REAL 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 REAL 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 REAL 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 REAL
  236. *> The minimum pivot in the Sturm sequence for T.
  237. *> \endverbatim
  238. *>
  239. *> \param[out] WORK
  240. *> \verbatim
  241. *> WORK is REAL 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 SLARRE.
  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 SLARRD.
  261. *> = 2: No base representation could be found in MAXTRY iterations.
  262. *> Increasing MAXTRY and recompilation might be a remedy.
  263. *> =-3: Problem in SLARRB when computing the refined root
  264. *> representation for SLASQ2.
  265. *> =-4: Problem in SLARRB when preforming bisection on the
  266. *> desired part of the spectrum.
  267. *> =-5: Problem in SLASQ2.
  268. *> =-6: Problem in SLASQ2.
  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. *> \ingroup OTHERauxiliary
  280. *
  281. *> \par Further Details:
  282. * =====================
  283. *>
  284. *> \verbatim
  285. *>
  286. *> The base representations are required to suffer very little
  287. *> element growth and consequently define all their eigenvalues to
  288. *> high relative accuracy.
  289. *> \endverbatim
  290. *
  291. *> \par Contributors:
  292. * ==================
  293. *>
  294. *> Beresford Parlett, University of California, Berkeley, USA \n
  295. *> Jim Demmel, University of California, Berkeley, USA \n
  296. *> Inderjit Dhillon, University of Texas, Austin, USA \n
  297. *> Osni Marques, LBNL/NERSC, USA \n
  298. *> Christof Voemel, University of California, Berkeley, USA \n
  299. *>
  300. * =====================================================================
  301. SUBROUTINE SLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2,
  302. $ RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M,
  303. $ W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN,
  304. $ WORK, IWORK, INFO )
  305. *
  306. * -- LAPACK auxiliary routine --
  307. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  308. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  309. *
  310. * .. Scalar Arguments ..
  311. CHARACTER RANGE
  312. INTEGER IL, INFO, IU, M, N, NSPLIT
  313. REAL PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
  314. * ..
  315. * .. Array Arguments ..
  316. INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
  317. $ INDEXW( * )
  318. REAL D( * ), E( * ), E2( * ), GERS( * ),
  319. $ W( * ),WERR( * ), WGAP( * ), WORK( * )
  320. * ..
  321. *
  322. * =====================================================================
  323. *
  324. * .. Parameters ..
  325. REAL FAC, FOUR, FOURTH, FUDGE, HALF, HNDRD,
  326. $ MAXGROWTH, ONE, PERT, TWO, ZERO
  327. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0,
  328. $ TWO = 2.0E0, FOUR=4.0E0,
  329. $ HNDRD = 100.0E0,
  330. $ PERT = 4.0E0,
  331. $ HALF = ONE/TWO, FOURTH = ONE/FOUR, FAC= HALF,
  332. $ MAXGROWTH = 64.0E0, FUDGE = 2.0E0 )
  333. INTEGER MAXTRY, ALLRNG, INDRNG, VALRNG
  334. PARAMETER ( MAXTRY = 6, ALLRNG = 1, INDRNG = 2,
  335. $ VALRNG = 3 )
  336. * ..
  337. * .. Local Scalars ..
  338. LOGICAL FORCEB, NOREP, USEDQD
  339. INTEGER CNT, CNT1, CNT2, I, IBEGIN, IDUM, IEND, IINFO,
  340. $ IN, INDL, INDU, IRANGE, J, JBLK, MB, MM,
  341. $ WBEGIN, WEND
  342. REAL AVGAP, BSRTOL, CLWDTH, DMAX, DPIVOT, EABS,
  343. $ EMAX, EOLD, EPS, GL, GU, ISLEFT, ISRGHT, RTL,
  344. $ RTOL, S1, S2, SAFMIN, SGNDEF, SIGMA, SPDIAM,
  345. $ TAU, TMP, TMP1
  346. * ..
  347. * .. Local Arrays ..
  348. INTEGER ISEED( 4 )
  349. * ..
  350. * .. External Functions ..
  351. LOGICAL LSAME
  352. REAL SLAMCH
  353. EXTERNAL SLAMCH, LSAME
  354. * ..
  355. * .. External Subroutines ..
  356. EXTERNAL SCOPY, SLARNV, SLARRA, SLARRB, SLARRC, SLARRD,
  357. $ SLASQ2, SLARRK
  358. * ..
  359. * .. Intrinsic Functions ..
  360. INTRINSIC ABS, MAX, MIN
  361. * ..
  362. * .. Executable Statements ..
  363. *
  364. INFO = 0
  365. NSPLIT = 0
  366. M = 0
  367. *
  368. * Quick return if possible
  369. *
  370. IF( N.LE.0 ) THEN
  371. RETURN
  372. END IF
  373. *
  374. * Decode RANGE
  375. *
  376. IF( LSAME( RANGE, 'A' ) ) THEN
  377. IRANGE = ALLRNG
  378. ELSE IF( LSAME( RANGE, 'V' ) ) THEN
  379. IRANGE = VALRNG
  380. ELSE IF( LSAME( RANGE, 'I' ) ) THEN
  381. IRANGE = INDRNG
  382. END IF
  383. * Get machine constants
  384. SAFMIN = SLAMCH( 'S' )
  385. EPS = SLAMCH( 'P' )
  386. * Set parameters
  387. RTL = HNDRD*EPS
  388. * If one were ever to ask for less initial precision in BSRTOL,
  389. * one should keep in mind that for the subset case, the extremal
  390. * eigenvalues must be at least as accurate as the current setting
  391. * (eigenvalues in the middle need not as much accuracy)
  392. BSRTOL = SQRT(EPS)*(0.5E-3)
  393. * Treat case of 1x1 matrix for quick return
  394. IF( N.EQ.1 ) THEN
  395. IF( (IRANGE.EQ.ALLRNG).OR.
  396. $ ((IRANGE.EQ.VALRNG).AND.(D(1).GT.VL).AND.(D(1).LE.VU)).OR.
  397. $ ((IRANGE.EQ.INDRNG).AND.(IL.EQ.1).AND.(IU.EQ.1)) ) THEN
  398. M = 1
  399. W(1) = D(1)
  400. * The computation error of the eigenvalue is zero
  401. WERR(1) = ZERO
  402. WGAP(1) = ZERO
  403. IBLOCK( 1 ) = 1
  404. INDEXW( 1 ) = 1
  405. GERS(1) = D( 1 )
  406. GERS(2) = D( 1 )
  407. ENDIF
  408. * store the shift for the initial RRR, which is zero in this case
  409. E(1) = ZERO
  410. RETURN
  411. END IF
  412. * General case: tridiagonal matrix of order > 1
  413. *
  414. * Init WERR, WGAP. Compute Gerschgorin intervals and spectral diameter.
  415. * Compute maximum off-diagonal entry and pivmin.
  416. GL = D(1)
  417. GU = D(1)
  418. EOLD = ZERO
  419. EMAX = ZERO
  420. E(N) = ZERO
  421. DO 5 I = 1,N
  422. WERR(I) = ZERO
  423. WGAP(I) = ZERO
  424. EABS = ABS( E(I) )
  425. IF( EABS .GE. EMAX ) THEN
  426. EMAX = EABS
  427. END IF
  428. TMP1 = EABS + EOLD
  429. GERS( 2*I-1) = D(I) - TMP1
  430. GL = MIN( GL, GERS( 2*I - 1))
  431. GERS( 2*I ) = D(I) + TMP1
  432. GU = MAX( GU, GERS(2*I) )
  433. EOLD = EABS
  434. 5 CONTINUE
  435. * The minimum pivot allowed in the Sturm sequence for T
  436. PIVMIN = SAFMIN * MAX( ONE, EMAX**2 )
  437. * Compute spectral diameter. The Gerschgorin bounds give an
  438. * estimate that is wrong by at most a factor of SQRT(2)
  439. SPDIAM = GU - GL
  440. * Compute splitting points
  441. CALL SLARRA( N, D, E, E2, SPLTOL, SPDIAM,
  442. $ NSPLIT, ISPLIT, IINFO )
  443. * Can force use of bisection instead of faster DQDS.
  444. * Option left in the code for future multisection work.
  445. FORCEB = .FALSE.
  446. * Initialize USEDQD, DQDS should be used for ALLRNG unless someone
  447. * explicitly wants bisection.
  448. USEDQD = (( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB))
  449. IF( (IRANGE.EQ.ALLRNG) .AND. (.NOT. FORCEB) ) THEN
  450. * Set interval [VL,VU] that contains all eigenvalues
  451. VL = GL
  452. VU = GU
  453. ELSE
  454. * We call SLARRD to find crude approximations to the eigenvalues
  455. * in the desired range. In case IRANGE = INDRNG, we also obtain the
  456. * interval (VL,VU] that contains all the wanted eigenvalues.
  457. * An interval [LEFT,RIGHT] has converged if
  458. * RIGHT-LEFT.LT.RTOL*MAX(ABS(LEFT),ABS(RIGHT))
  459. * SLARRD needs a WORK of size 4*N, IWORK of size 3*N
  460. CALL SLARRD( RANGE, 'B', N, VL, VU, IL, IU, GERS,
  461. $ BSRTOL, D, E, E2, PIVMIN, NSPLIT, ISPLIT,
  462. $ MM, W, WERR, VL, VU, IBLOCK, INDEXW,
  463. $ WORK, IWORK, IINFO )
  464. IF( IINFO.NE.0 ) THEN
  465. INFO = -1
  466. RETURN
  467. ENDIF
  468. * Make sure that the entries M+1 to N in W, WERR, IBLOCK, INDEXW are 0
  469. DO 14 I = MM+1,N
  470. W( I ) = ZERO
  471. WERR( I ) = ZERO
  472. IBLOCK( I ) = 0
  473. INDEXW( I ) = 0
  474. 14 CONTINUE
  475. END IF
  476. ***
  477. * Loop over unreduced blocks
  478. IBEGIN = 1
  479. WBEGIN = 1
  480. DO 170 JBLK = 1, NSPLIT
  481. IEND = ISPLIT( JBLK )
  482. IN = IEND - IBEGIN + 1
  483. * 1 X 1 block
  484. IF( IN.EQ.1 ) THEN
  485. IF( (IRANGE.EQ.ALLRNG).OR.( (IRANGE.EQ.VALRNG).AND.
  486. $ ( D( IBEGIN ).GT.VL ).AND.( D( IBEGIN ).LE.VU ) )
  487. $ .OR. ( (IRANGE.EQ.INDRNG).AND.(IBLOCK(WBEGIN).EQ.JBLK))
  488. $ ) THEN
  489. M = M + 1
  490. W( M ) = D( IBEGIN )
  491. WERR(M) = ZERO
  492. * The gap for a single block doesn't matter for the later
  493. * algorithm and is assigned an arbitrary large value
  494. WGAP(M) = ZERO
  495. IBLOCK( M ) = JBLK
  496. INDEXW( M ) = 1
  497. WBEGIN = WBEGIN + 1
  498. ENDIF
  499. * E( IEND ) holds the shift for the initial RRR
  500. E( IEND ) = ZERO
  501. IBEGIN = IEND + 1
  502. GO TO 170
  503. END IF
  504. *
  505. * Blocks of size larger than 1x1
  506. *
  507. * E( IEND ) will hold the shift for the initial RRR, for now set it =0
  508. E( IEND ) = ZERO
  509. *
  510. * Find local outer bounds GL,GU for the block
  511. GL = D(IBEGIN)
  512. GU = D(IBEGIN)
  513. DO 15 I = IBEGIN , IEND
  514. GL = MIN( GERS( 2*I-1 ), GL )
  515. GU = MAX( GERS( 2*I ), GU )
  516. 15 CONTINUE
  517. SPDIAM = GU - GL
  518. IF(.NOT. ((IRANGE.EQ.ALLRNG).AND.(.NOT.FORCEB)) ) THEN
  519. * Count the number of eigenvalues in the current block.
  520. MB = 0
  521. DO 20 I = WBEGIN,MM
  522. IF( IBLOCK(I).EQ.JBLK ) THEN
  523. MB = MB+1
  524. ELSE
  525. GOTO 21
  526. ENDIF
  527. 20 CONTINUE
  528. 21 CONTINUE
  529. IF( MB.EQ.0) THEN
  530. * No eigenvalue in the current block lies in the desired range
  531. * E( IEND ) holds the shift for the initial RRR
  532. E( IEND ) = ZERO
  533. IBEGIN = IEND + 1
  534. GO TO 170
  535. ELSE
  536. * Decide whether dqds or bisection is more efficient
  537. USEDQD = ( (MB .GT. FAC*IN) .AND. (.NOT.FORCEB) )
  538. WEND = WBEGIN + MB - 1
  539. * Calculate gaps for the current block
  540. * In later stages, when representations for individual
  541. * eigenvalues are different, we use SIGMA = E( IEND ).
  542. SIGMA = ZERO
  543. DO 30 I = WBEGIN, WEND - 1
  544. WGAP( I ) = MAX( ZERO,
  545. $ W(I+1)-WERR(I+1) - (W(I)+WERR(I)) )
  546. 30 CONTINUE
  547. WGAP( WEND ) = MAX( ZERO,
  548. $ VU - SIGMA - (W( WEND )+WERR( WEND )))
  549. * Find local index of the first and last desired evalue.
  550. INDL = INDEXW(WBEGIN)
  551. INDU = INDEXW( WEND )
  552. ENDIF
  553. ENDIF
  554. IF(( (IRANGE.EQ.ALLRNG) .AND. (.NOT. FORCEB) ).OR.USEDQD) THEN
  555. * Case of DQDS
  556. * Find approximations to the extremal eigenvalues of the block
  557. CALL SLARRK( IN, 1, GL, GU, D(IBEGIN),
  558. $ E2(IBEGIN), PIVMIN, RTL, TMP, TMP1, IINFO )
  559. IF( IINFO.NE.0 ) THEN
  560. INFO = -1
  561. RETURN
  562. ENDIF
  563. ISLEFT = MAX(GL, TMP - TMP1
  564. $ - HNDRD * EPS* ABS(TMP - TMP1))
  565. CALL SLARRK( IN, IN, GL, GU, D(IBEGIN),
  566. $ E2(IBEGIN), PIVMIN, RTL, TMP, TMP1, IINFO )
  567. IF( IINFO.NE.0 ) THEN
  568. INFO = -1
  569. RETURN
  570. ENDIF
  571. ISRGHT = MIN(GU, TMP + TMP1
  572. $ + HNDRD * EPS * ABS(TMP + TMP1))
  573. * Improve the estimate of the spectral diameter
  574. SPDIAM = ISRGHT - ISLEFT
  575. ELSE
  576. * Case of bisection
  577. * Find approximations to the wanted extremal eigenvalues
  578. ISLEFT = MAX(GL, W(WBEGIN) - WERR(WBEGIN)
  579. $ - HNDRD * EPS*ABS(W(WBEGIN)- WERR(WBEGIN) ))
  580. ISRGHT = MIN(GU,W(WEND) + WERR(WEND)
  581. $ + HNDRD * EPS * ABS(W(WEND)+ WERR(WEND)))
  582. ENDIF
  583. * Decide whether the base representation for the current block
  584. * L_JBLK D_JBLK L_JBLK^T = T_JBLK - sigma_JBLK I
  585. * should be on the left or the right end of the current block.
  586. * The strategy is to shift to the end which is "more populated"
  587. * Furthermore, decide whether to use DQDS for the computation of
  588. * the eigenvalue approximations at the end of SLARRE or bisection.
  589. * dqds is chosen if all eigenvalues are desired or the number of
  590. * eigenvalues to be computed is large compared to the blocksize.
  591. IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
  592. * If all the eigenvalues have to be computed, we use dqd
  593. USEDQD = .TRUE.
  594. * INDL is the local index of the first eigenvalue to compute
  595. INDL = 1
  596. INDU = IN
  597. * MB = number of eigenvalues to compute
  598. MB = IN
  599. WEND = WBEGIN + MB - 1
  600. * Define 1/4 and 3/4 points of the spectrum
  601. S1 = ISLEFT + FOURTH * SPDIAM
  602. S2 = ISRGHT - FOURTH * SPDIAM
  603. ELSE
  604. * SLARRD has computed IBLOCK and INDEXW for each eigenvalue
  605. * approximation.
  606. * choose sigma
  607. IF( USEDQD ) THEN
  608. S1 = ISLEFT + FOURTH * SPDIAM
  609. S2 = ISRGHT - FOURTH * SPDIAM
  610. ELSE
  611. TMP = MIN(ISRGHT,VU) - MAX(ISLEFT,VL)
  612. S1 = MAX(ISLEFT,VL) + FOURTH * TMP
  613. S2 = MIN(ISRGHT,VU) - FOURTH * TMP
  614. ENDIF
  615. ENDIF
  616. * Compute the negcount at the 1/4 and 3/4 points
  617. IF(MB.GT.1) THEN
  618. CALL SLARRC( 'T', IN, S1, S2, D(IBEGIN),
  619. $ E(IBEGIN), PIVMIN, CNT, CNT1, CNT2, IINFO)
  620. ENDIF
  621. IF(MB.EQ.1) THEN
  622. SIGMA = GL
  623. SGNDEF = ONE
  624. ELSEIF( CNT1 - INDL .GE. INDU - CNT2 ) THEN
  625. IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
  626. SIGMA = MAX(ISLEFT,GL)
  627. ELSEIF( USEDQD ) THEN
  628. * use Gerschgorin bound as shift to get pos def matrix
  629. * for dqds
  630. SIGMA = ISLEFT
  631. ELSE
  632. * use approximation of the first desired eigenvalue of the
  633. * block as shift
  634. SIGMA = MAX(ISLEFT,VL)
  635. ENDIF
  636. SGNDEF = ONE
  637. ELSE
  638. IF( ( IRANGE.EQ.ALLRNG ) .AND. (.NOT.FORCEB) ) THEN
  639. SIGMA = MIN(ISRGHT,GU)
  640. ELSEIF( USEDQD ) THEN
  641. * use Gerschgorin bound as shift to get neg def matrix
  642. * for dqds
  643. SIGMA = ISRGHT
  644. ELSE
  645. * use approximation of the first desired eigenvalue of the
  646. * block as shift
  647. SIGMA = MIN(ISRGHT,VU)
  648. ENDIF
  649. SGNDEF = -ONE
  650. ENDIF
  651. * An initial SIGMA has been chosen that will be used for computing
  652. * T - SIGMA I = L D L^T
  653. * Define the increment TAU of the shift in case the initial shift
  654. * needs to be refined to obtain a factorization with not too much
  655. * element growth.
  656. IF( USEDQD ) THEN
  657. * The initial SIGMA was to the outer end of the spectrum
  658. * the matrix is definite and we need not retreat.
  659. TAU = SPDIAM*EPS*N + TWO*PIVMIN
  660. TAU = MAX( TAU,TWO*EPS*ABS(SIGMA) )
  661. ELSE
  662. IF(MB.GT.1) THEN
  663. CLWDTH = W(WEND) + WERR(WEND) - W(WBEGIN) - WERR(WBEGIN)
  664. AVGAP = ABS(CLWDTH / REAL(WEND-WBEGIN))
  665. IF( SGNDEF.EQ.ONE ) THEN
  666. TAU = HALF*MAX(WGAP(WBEGIN),AVGAP)
  667. TAU = MAX(TAU,WERR(WBEGIN))
  668. ELSE
  669. TAU = HALF*MAX(WGAP(WEND-1),AVGAP)
  670. TAU = MAX(TAU,WERR(WEND))
  671. ENDIF
  672. ELSE
  673. TAU = WERR(WBEGIN)
  674. ENDIF
  675. ENDIF
  676. *
  677. DO 80 IDUM = 1, MAXTRY
  678. * Compute L D L^T factorization of tridiagonal matrix T - sigma I.
  679. * Store D in WORK(1:IN), L in WORK(IN+1:2*IN), and reciprocals of
  680. * pivots in WORK(2*IN+1:3*IN)
  681. DPIVOT = D( IBEGIN ) - SIGMA
  682. WORK( 1 ) = DPIVOT
  683. DMAX = ABS( WORK(1) )
  684. J = IBEGIN
  685. DO 70 I = 1, IN - 1
  686. WORK( 2*IN+I ) = ONE / WORK( I )
  687. TMP = E( J )*WORK( 2*IN+I )
  688. WORK( IN+I ) = TMP
  689. DPIVOT = ( D( J+1 )-SIGMA ) - TMP*E( J )
  690. WORK( I+1 ) = DPIVOT
  691. DMAX = MAX( DMAX, ABS(DPIVOT) )
  692. J = J + 1
  693. 70 CONTINUE
  694. * check for element growth
  695. IF( DMAX .GT. MAXGROWTH*SPDIAM ) THEN
  696. NOREP = .TRUE.
  697. ELSE
  698. NOREP = .FALSE.
  699. ENDIF
  700. IF( USEDQD .AND. .NOT.NOREP ) THEN
  701. * Ensure the definiteness of the representation
  702. * All entries of D (of L D L^T) must have the same sign
  703. DO 71 I = 1, IN
  704. TMP = SGNDEF*WORK( I )
  705. IF( TMP.LT.ZERO ) NOREP = .TRUE.
  706. 71 CONTINUE
  707. ENDIF
  708. IF(NOREP) THEN
  709. * Note that in the case of IRANGE=ALLRNG, we use the Gerschgorin
  710. * shift which makes the matrix definite. So we should end up
  711. * here really only in the case of IRANGE = VALRNG or INDRNG.
  712. IF( IDUM.EQ.MAXTRY-1 ) THEN
  713. IF( SGNDEF.EQ.ONE ) THEN
  714. * The fudged Gerschgorin shift should succeed
  715. SIGMA =
  716. $ GL - FUDGE*SPDIAM*EPS*N - FUDGE*TWO*PIVMIN
  717. ELSE
  718. SIGMA =
  719. $ GU + FUDGE*SPDIAM*EPS*N + FUDGE*TWO*PIVMIN
  720. END IF
  721. ELSE
  722. SIGMA = SIGMA - SGNDEF * TAU
  723. TAU = TWO * TAU
  724. END IF
  725. ELSE
  726. * an initial RRR is found
  727. GO TO 83
  728. END IF
  729. 80 CONTINUE
  730. * if the program reaches this point, no base representation could be
  731. * found in MAXTRY iterations.
  732. INFO = 2
  733. RETURN
  734. 83 CONTINUE
  735. * At this point, we have found an initial base representation
  736. * T - SIGMA I = L D L^T with not too much element growth.
  737. * Store the shift.
  738. E( IEND ) = SIGMA
  739. * Store D and L.
  740. CALL SCOPY( IN, WORK, 1, D( IBEGIN ), 1 )
  741. CALL SCOPY( IN-1, WORK( IN+1 ), 1, E( IBEGIN ), 1 )
  742. IF(MB.GT.1 ) THEN
  743. *
  744. * Perturb each entry of the base representation by a small
  745. * (but random) relative amount to overcome difficulties with
  746. * glued matrices.
  747. *
  748. DO 122 I = 1, 4
  749. ISEED( I ) = 1
  750. 122 CONTINUE
  751. CALL SLARNV(2, ISEED, 2*IN-1, WORK(1))
  752. DO 125 I = 1,IN-1
  753. D(IBEGIN+I-1) = D(IBEGIN+I-1)*(ONE+EPS*PERT*WORK(I))
  754. E(IBEGIN+I-1) = E(IBEGIN+I-1)*(ONE+EPS*PERT*WORK(IN+I))
  755. 125 CONTINUE
  756. D(IEND) = D(IEND)*(ONE+EPS*FOUR*WORK(IN))
  757. *
  758. ENDIF
  759. *
  760. * Don't update the Gerschgorin intervals because keeping track
  761. * of the updates would be too much work in SLARRV.
  762. * We update W instead and use it to locate the proper Gerschgorin
  763. * intervals.
  764. * Compute the required eigenvalues of L D L' by bisection or dqds
  765. IF ( .NOT.USEDQD ) THEN
  766. * If SLARRD has been used, shift the eigenvalue approximations
  767. * according to their representation. This is necessary for
  768. * a uniform SLARRV since dqds computes eigenvalues of the
  769. * shifted representation. In SLARRV, W will always hold the
  770. * UNshifted eigenvalue approximation.
  771. DO 134 J=WBEGIN,WEND
  772. W(J) = W(J) - SIGMA
  773. WERR(J) = WERR(J) + ABS(W(J)) * EPS
  774. 134 CONTINUE
  775. * call SLARRB to reduce eigenvalue error of the approximations
  776. * from SLARRD
  777. DO 135 I = IBEGIN, IEND-1
  778. WORK( I ) = D( I ) * E( I )**2
  779. 135 CONTINUE
  780. * use bisection to find EV from INDL to INDU
  781. CALL SLARRB(IN, D(IBEGIN), WORK(IBEGIN),
  782. $ INDL, INDU, RTOL1, RTOL2, INDL-1,
  783. $ W(WBEGIN), WGAP(WBEGIN), WERR(WBEGIN),
  784. $ WORK( 2*N+1 ), IWORK, PIVMIN, SPDIAM,
  785. $ IN, IINFO )
  786. IF( IINFO .NE. 0 ) THEN
  787. INFO = -4
  788. RETURN
  789. END IF
  790. * SLARRB computes all gaps correctly except for the last one
  791. * Record distance to VU/GU
  792. WGAP( WEND ) = MAX( ZERO,
  793. $ ( VU-SIGMA ) - ( W( WEND ) + WERR( WEND ) ) )
  794. DO 138 I = INDL, INDU
  795. M = M + 1
  796. IBLOCK(M) = JBLK
  797. INDEXW(M) = I
  798. 138 CONTINUE
  799. ELSE
  800. * Call dqds to get all eigs (and then possibly delete unwanted
  801. * eigenvalues).
  802. * Note that dqds finds the eigenvalues of the L D L^T representation
  803. * of T to high relative accuracy. High relative accuracy
  804. * might be lost when the shift of the RRR is subtracted to obtain
  805. * the eigenvalues of T. However, T is not guaranteed to define its
  806. * eigenvalues to high relative accuracy anyway.
  807. * Set RTOL to the order of the tolerance used in SLASQ2
  808. * This is an ESTIMATED error, the worst case bound is 4*N*EPS
  809. * which is usually too large and requires unnecessary work to be
  810. * done by bisection when computing the eigenvectors
  811. RTOL = LOG(REAL(IN)) * FOUR * EPS
  812. J = IBEGIN
  813. DO 140 I = 1, IN - 1
  814. WORK( 2*I-1 ) = ABS( D( J ) )
  815. WORK( 2*I ) = E( J )*E( J )*WORK( 2*I-1 )
  816. J = J + 1
  817. 140 CONTINUE
  818. WORK( 2*IN-1 ) = ABS( D( IEND ) )
  819. WORK( 2*IN ) = ZERO
  820. CALL SLASQ2( IN, WORK, IINFO )
  821. IF( IINFO .NE. 0 ) THEN
  822. * If IINFO = -5 then an index is part of a tight cluster
  823. * and should be changed. The index is in IWORK(1) and the
  824. * gap is in WORK(N+1)
  825. INFO = -5
  826. RETURN
  827. ELSE
  828. * Test that all eigenvalues are positive as expected
  829. DO 149 I = 1, IN
  830. IF( WORK( I ).LT.ZERO ) THEN
  831. INFO = -6
  832. RETURN
  833. ENDIF
  834. 149 CONTINUE
  835. END IF
  836. IF( SGNDEF.GT.ZERO ) THEN
  837. DO 150 I = INDL, INDU
  838. M = M + 1
  839. W( M ) = WORK( IN-I+1 )
  840. IBLOCK( M ) = JBLK
  841. INDEXW( M ) = I
  842. 150 CONTINUE
  843. ELSE
  844. DO 160 I = INDL, INDU
  845. M = M + 1
  846. W( M ) = -WORK( I )
  847. IBLOCK( M ) = JBLK
  848. INDEXW( M ) = I
  849. 160 CONTINUE
  850. END IF
  851. DO 165 I = M - MB + 1, M
  852. * the value of RTOL below should be the tolerance in SLASQ2
  853. WERR( I ) = RTOL * ABS( W(I) )
  854. 165 CONTINUE
  855. DO 166 I = M - MB + 1, M - 1
  856. * compute the right gap between the intervals
  857. WGAP( I ) = MAX( ZERO,
  858. $ W(I+1)-WERR(I+1) - (W(I)+WERR(I)) )
  859. 166 CONTINUE
  860. WGAP( M ) = MAX( ZERO,
  861. $ ( VU-SIGMA ) - ( W( M ) + WERR( M ) ) )
  862. END IF
  863. * proceed with next block
  864. IBEGIN = IEND + 1
  865. WBEGIN = WEND + 1
  866. 170 CONTINUE
  867. *
  868. RETURN
  869. *
  870. * End of SLARRE
  871. *
  872. END