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sstebz.f 24 kB

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  1. *> \brief \b SSTEBZ
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSTEBZ + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sstebz.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sstebz.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sstebz.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E,
  22. * M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK,
  23. * INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER ORDER, RANGE
  27. * INTEGER IL, INFO, IU, M, N, NSPLIT
  28. * REAL ABSTOL, VL, VU
  29. * ..
  30. * .. Array Arguments ..
  31. * INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * )
  32. * REAL D( * ), E( * ), W( * ), WORK( * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> SSTEBZ computes the eigenvalues of a symmetric tridiagonal
  42. *> matrix T. The user may ask for all eigenvalues, all eigenvalues
  43. *> in the half-open interval (VL, VU], or the IL-th through IU-th
  44. *> eigenvalues.
  45. *>
  46. *> To avoid overflow, the matrix must be scaled so that its
  47. *> largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest
  48. *> accuracy, it should not be much smaller than that.
  49. *>
  50. *> See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal
  51. *> Matrix", Report CS41, Computer Science Dept., Stanford
  52. *> University, July 21, 1966.
  53. *> \endverbatim
  54. *
  55. * Arguments:
  56. * ==========
  57. *
  58. *> \param[in] RANGE
  59. *> \verbatim
  60. *> RANGE is CHARACTER*1
  61. *> = 'A': ("All") all eigenvalues will be found.
  62. *> = 'V': ("Value") all eigenvalues in the half-open interval
  63. *> (VL, VU] will be found.
  64. *> = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
  65. *> entire matrix) will be found.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] ORDER
  69. *> \verbatim
  70. *> ORDER is CHARACTER*1
  71. *> = 'B': ("By Block") the eigenvalues will be grouped by
  72. *> split-off block (see IBLOCK, ISPLIT) and
  73. *> ordered from smallest to largest within
  74. *> the block.
  75. *> = 'E': ("Entire matrix")
  76. *> the eigenvalues for the entire matrix
  77. *> will be ordered from smallest to
  78. *> largest.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] N
  82. *> \verbatim
  83. *> N is INTEGER
  84. *> The order of the tridiagonal matrix T. N >= 0.
  85. *> \endverbatim
  86. *>
  87. *> \param[in] VL
  88. *> \verbatim
  89. *> VL is REAL
  90. *>
  91. *> If RANGE='V', the lower bound of the interval to
  92. *> be searched for eigenvalues. Eigenvalues less than or equal
  93. *> to VL, or greater than VU, will not be returned. VL < VU.
  94. *> Not referenced if RANGE = 'A' or 'I'.
  95. *> \endverbatim
  96. *>
  97. *> \param[in] VU
  98. *> \verbatim
  99. *> VU is REAL
  100. *>
  101. *> If RANGE='V', the upper bound of the interval to
  102. *> be searched for eigenvalues. Eigenvalues less than or equal
  103. *> to VL, or greater than VU, will not be returned. VL < VU.
  104. *> Not referenced if RANGE = 'A' or 'I'.
  105. *> \endverbatim
  106. *>
  107. *> \param[in] IL
  108. *> \verbatim
  109. *> IL is INTEGER
  110. *>
  111. *> If RANGE='I', the index of the
  112. *> smallest eigenvalue to be returned.
  113. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  114. *> Not referenced if RANGE = 'A' or 'V'.
  115. *> \endverbatim
  116. *>
  117. *> \param[in] IU
  118. *> \verbatim
  119. *> IU is INTEGER
  120. *>
  121. *> If RANGE='I', the index of the
  122. *> largest eigenvalue to be returned.
  123. *> 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  124. *> Not referenced if RANGE = 'A' or 'V'.
  125. *> \endverbatim
  126. *>
  127. *> \param[in] ABSTOL
  128. *> \verbatim
  129. *> ABSTOL is REAL
  130. *> The absolute tolerance for the eigenvalues. An eigenvalue
  131. *> (or cluster) is considered to be located if it has been
  132. *> determined to lie in an interval whose width is ABSTOL or
  133. *> less. If ABSTOL is less than or equal to zero, then ULP*|T|
  134. *> will be used, where |T| means the 1-norm of T.
  135. *>
  136. *> Eigenvalues will be computed most accurately when ABSTOL is
  137. *> set to twice the underflow threshold 2*SLAMCH('S'), not zero.
  138. *> \endverbatim
  139. *>
  140. *> \param[in] D
  141. *> \verbatim
  142. *> D is REAL array, dimension (N)
  143. *> The n diagonal elements of the tridiagonal matrix T.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] E
  147. *> \verbatim
  148. *> E is REAL array, dimension (N-1)
  149. *> The (n-1) off-diagonal elements of the tridiagonal matrix T.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] M
  153. *> \verbatim
  154. *> M is INTEGER
  155. *> The actual number of eigenvalues found. 0 <= M <= N.
  156. *> (See also the description of INFO=2,3.)
  157. *> \endverbatim
  158. *>
  159. *> \param[out] NSPLIT
  160. *> \verbatim
  161. *> NSPLIT is INTEGER
  162. *> The number of diagonal blocks in the matrix T.
  163. *> 1 <= NSPLIT <= N.
  164. *> \endverbatim
  165. *>
  166. *> \param[out] W
  167. *> \verbatim
  168. *> W is REAL array, dimension (N)
  169. *> On exit, the first M elements of W will contain the
  170. *> eigenvalues. (SSTEBZ may use the remaining N-M elements as
  171. *> workspace.)
  172. *> \endverbatim
  173. *>
  174. *> \param[out] IBLOCK
  175. *> \verbatim
  176. *> IBLOCK is INTEGER array, dimension (N)
  177. *> At each row/column j where E(j) is zero or small, the
  178. *> matrix T is considered to split into a block diagonal
  179. *> matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which
  180. *> block (from 1 to the number of blocks) the eigenvalue W(i)
  181. *> belongs. (SSTEBZ may use the remaining N-M elements as
  182. *> workspace.)
  183. *> \endverbatim
  184. *>
  185. *> \param[out] ISPLIT
  186. *> \verbatim
  187. *> ISPLIT is INTEGER array, dimension (N)
  188. *> The splitting points, at which T breaks up into submatrices.
  189. *> The first submatrix consists of rows/columns 1 to ISPLIT(1),
  190. *> the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
  191. *> etc., and the NSPLIT-th consists of rows/columns
  192. *> ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
  193. *> (Only the first NSPLIT elements will actually be used, but
  194. *> since the user cannot know a priori what value NSPLIT will
  195. *> have, N words must be reserved for ISPLIT.)
  196. *> \endverbatim
  197. *>
  198. *> \param[out] WORK
  199. *> \verbatim
  200. *> WORK is REAL array, dimension (4*N)
  201. *> \endverbatim
  202. *>
  203. *> \param[out] IWORK
  204. *> \verbatim
  205. *> IWORK is INTEGER array, dimension (3*N)
  206. *> \endverbatim
  207. *>
  208. *> \param[out] INFO
  209. *> \verbatim
  210. *> INFO is INTEGER
  211. *> = 0: successful exit
  212. *> < 0: if INFO = -i, the i-th argument had an illegal value
  213. *> > 0: some or all of the eigenvalues failed to converge or
  214. *> were not computed:
  215. *> =1 or 3: Bisection failed to converge for some
  216. *> eigenvalues; these eigenvalues are flagged by a
  217. *> negative block number. The effect is that the
  218. *> eigenvalues may not be as accurate as the
  219. *> absolute and relative tolerances. This is
  220. *> generally caused by unexpectedly inaccurate
  221. *> arithmetic.
  222. *> =2 or 3: RANGE='I' only: Not all of the eigenvalues
  223. *> IL:IU were found.
  224. *> Effect: M < IU+1-IL
  225. *> Cause: non-monotonic arithmetic, causing the
  226. *> Sturm sequence to be non-monotonic.
  227. *> Cure: recalculate, using RANGE='A', and pick
  228. *> out eigenvalues IL:IU. In some cases,
  229. *> increasing the PARAMETER "FUDGE" may
  230. *> make things work.
  231. *> = 4: RANGE='I', and the Gershgorin interval
  232. *> initially used was too small. No eigenvalues
  233. *> were computed.
  234. *> Probable cause: your machine has sloppy
  235. *> floating-point arithmetic.
  236. *> Cure: Increase the PARAMETER "FUDGE",
  237. *> recompile, and try again.
  238. *> \endverbatim
  239. *
  240. *> \par Internal Parameters:
  241. * =========================
  242. *>
  243. *> \verbatim
  244. *> RELFAC REAL, default = 2.0e0
  245. *> The relative tolerance. An interval (a,b] lies within
  246. *> "relative tolerance" if b-a < RELFAC*ulp*max(|a|,|b|),
  247. *> where "ulp" is the machine precision (distance from 1 to
  248. *> the next larger floating point number.)
  249. *>
  250. *> FUDGE REAL, default = 2
  251. *> A "fudge factor" to widen the Gershgorin intervals. Ideally,
  252. *> a value of 1 should work, but on machines with sloppy
  253. *> arithmetic, this needs to be larger. The default for
  254. *> publicly released versions should be large enough to handle
  255. *> the worst machine around. Note that this has no effect
  256. *> on accuracy of the solution.
  257. *> \endverbatim
  258. *
  259. * Authors:
  260. * ========
  261. *
  262. *> \author Univ. of Tennessee
  263. *> \author Univ. of California Berkeley
  264. *> \author Univ. of Colorado Denver
  265. *> \author NAG Ltd.
  266. *
  267. *> \ingroup auxOTHERcomputational
  268. *
  269. * =====================================================================
  270. SUBROUTINE SSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E,
  271. $ M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK,
  272. $ INFO )
  273. *
  274. * -- LAPACK computational routine --
  275. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  276. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  277. *
  278. * .. Scalar Arguments ..
  279. CHARACTER ORDER, RANGE
  280. INTEGER IL, INFO, IU, M, N, NSPLIT
  281. REAL ABSTOL, VL, VU
  282. * ..
  283. * .. Array Arguments ..
  284. INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * )
  285. REAL D( * ), E( * ), W( * ), WORK( * )
  286. * ..
  287. *
  288. * =====================================================================
  289. *
  290. * .. Parameters ..
  291. REAL ZERO, ONE, TWO, HALF
  292. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0,
  293. $ HALF = 1.0E0 / TWO )
  294. REAL FUDGE, RELFAC
  295. PARAMETER ( FUDGE = 2.1E0, RELFAC = 2.0E0 )
  296. * ..
  297. * .. Local Scalars ..
  298. LOGICAL NCNVRG, TOOFEW
  299. INTEGER IB, IBEGIN, IDISCL, IDISCU, IE, IEND, IINFO,
  300. $ IM, IN, IOFF, IORDER, IOUT, IRANGE, ITMAX,
  301. $ ITMP1, IW, IWOFF, J, JB, JDISC, JE, NB, NWL,
  302. $ NWU
  303. REAL ATOLI, BNORM, GL, GU, PIVMIN, RTOLI, SAFEMN,
  304. $ TMP1, TMP2, TNORM, ULP, WKILL, WL, WLU, WU, WUL
  305. * ..
  306. * .. Local Arrays ..
  307. INTEGER IDUMMA( 1 )
  308. * ..
  309. * .. External Functions ..
  310. LOGICAL LSAME
  311. INTEGER ILAENV
  312. REAL SLAMCH
  313. EXTERNAL LSAME, ILAENV, SLAMCH
  314. * ..
  315. * .. External Subroutines ..
  316. EXTERNAL SLAEBZ, XERBLA
  317. * ..
  318. * .. Intrinsic Functions ..
  319. INTRINSIC ABS, INT, LOG, MAX, MIN, SQRT
  320. * ..
  321. * .. Executable Statements ..
  322. *
  323. INFO = 0
  324. *
  325. * Decode RANGE
  326. *
  327. IF( LSAME( RANGE, 'A' ) ) THEN
  328. IRANGE = 1
  329. ELSE IF( LSAME( RANGE, 'V' ) ) THEN
  330. IRANGE = 2
  331. ELSE IF( LSAME( RANGE, 'I' ) ) THEN
  332. IRANGE = 3
  333. ELSE
  334. IRANGE = 0
  335. END IF
  336. *
  337. * Decode ORDER
  338. *
  339. IF( LSAME( ORDER, 'B' ) ) THEN
  340. IORDER = 2
  341. ELSE IF( LSAME( ORDER, 'E' ) ) THEN
  342. IORDER = 1
  343. ELSE
  344. IORDER = 0
  345. END IF
  346. *
  347. * Check for Errors
  348. *
  349. IF( IRANGE.LE.0 ) THEN
  350. INFO = -1
  351. ELSE IF( IORDER.LE.0 ) THEN
  352. INFO = -2
  353. ELSE IF( N.LT.0 ) THEN
  354. INFO = -3
  355. ELSE IF( IRANGE.EQ.2 ) THEN
  356. IF( VL.GE.VU ) INFO = -5
  357. ELSE IF( IRANGE.EQ.3 .AND. ( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) )
  358. $ THEN
  359. INFO = -6
  360. ELSE IF( IRANGE.EQ.3 .AND. ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) )
  361. $ THEN
  362. INFO = -7
  363. END IF
  364. *
  365. IF( INFO.NE.0 ) THEN
  366. CALL XERBLA( 'SSTEBZ', -INFO )
  367. RETURN
  368. END IF
  369. *
  370. * Initialize error flags
  371. *
  372. INFO = 0
  373. NCNVRG = .FALSE.
  374. TOOFEW = .FALSE.
  375. *
  376. * Quick return if possible
  377. *
  378. M = 0
  379. IF( N.EQ.0 )
  380. $ RETURN
  381. *
  382. * Simplifications:
  383. *
  384. IF( IRANGE.EQ.3 .AND. IL.EQ.1 .AND. IU.EQ.N )
  385. $ IRANGE = 1
  386. *
  387. * Get machine constants
  388. * NB is the minimum vector length for vector bisection, or 0
  389. * if only scalar is to be done.
  390. *
  391. SAFEMN = SLAMCH( 'S' )
  392. ULP = SLAMCH( 'P' )
  393. RTOLI = ULP*RELFAC
  394. NB = ILAENV( 1, 'SSTEBZ', ' ', N, -1, -1, -1 )
  395. IF( NB.LE.1 )
  396. $ NB = 0
  397. *
  398. * Special Case when N=1
  399. *
  400. IF( N.EQ.1 ) THEN
  401. NSPLIT = 1
  402. ISPLIT( 1 ) = 1
  403. IF( IRANGE.EQ.2 .AND. ( VL.GE.D( 1 ) .OR. VU.LT.D( 1 ) ) ) THEN
  404. M = 0
  405. ELSE
  406. W( 1 ) = D( 1 )
  407. IBLOCK( 1 ) = 1
  408. M = 1
  409. END IF
  410. RETURN
  411. END IF
  412. *
  413. * Compute Splitting Points
  414. *
  415. NSPLIT = 1
  416. WORK( N ) = ZERO
  417. PIVMIN = ONE
  418. *
  419. DO 10 J = 2, N
  420. TMP1 = E( J-1 )**2
  421. IF( ABS( D( J )*D( J-1 ) )*ULP**2+SAFEMN.GT.TMP1 ) THEN
  422. ISPLIT( NSPLIT ) = J - 1
  423. NSPLIT = NSPLIT + 1
  424. WORK( J-1 ) = ZERO
  425. ELSE
  426. WORK( J-1 ) = TMP1
  427. PIVMIN = MAX( PIVMIN, TMP1 )
  428. END IF
  429. 10 CONTINUE
  430. ISPLIT( NSPLIT ) = N
  431. PIVMIN = PIVMIN*SAFEMN
  432. *
  433. * Compute Interval and ATOLI
  434. *
  435. IF( IRANGE.EQ.3 ) THEN
  436. *
  437. * RANGE='I': Compute the interval containing eigenvalues
  438. * IL through IU.
  439. *
  440. * Compute Gershgorin interval for entire (split) matrix
  441. * and use it as the initial interval
  442. *
  443. GU = D( 1 )
  444. GL = D( 1 )
  445. TMP1 = ZERO
  446. *
  447. DO 20 J = 1, N - 1
  448. TMP2 = SQRT( WORK( J ) )
  449. GU = MAX( GU, D( J )+TMP1+TMP2 )
  450. GL = MIN( GL, D( J )-TMP1-TMP2 )
  451. TMP1 = TMP2
  452. 20 CONTINUE
  453. *
  454. GU = MAX( GU, D( N )+TMP1 )
  455. GL = MIN( GL, D( N )-TMP1 )
  456. TNORM = MAX( ABS( GL ), ABS( GU ) )
  457. GL = GL - FUDGE*TNORM*ULP*N - FUDGE*TWO*PIVMIN
  458. GU = GU + FUDGE*TNORM*ULP*N + FUDGE*PIVMIN
  459. *
  460. * Compute Iteration parameters
  461. *
  462. ITMAX = INT( ( LOG( TNORM+PIVMIN )-LOG( PIVMIN ) ) /
  463. $ LOG( TWO ) ) + 2
  464. IF( ABSTOL.LE.ZERO ) THEN
  465. ATOLI = ULP*TNORM
  466. ELSE
  467. ATOLI = ABSTOL
  468. END IF
  469. *
  470. WORK( N+1 ) = GL
  471. WORK( N+2 ) = GL
  472. WORK( N+3 ) = GU
  473. WORK( N+4 ) = GU
  474. WORK( N+5 ) = GL
  475. WORK( N+6 ) = GU
  476. IWORK( 1 ) = -1
  477. IWORK( 2 ) = -1
  478. IWORK( 3 ) = N + 1
  479. IWORK( 4 ) = N + 1
  480. IWORK( 5 ) = IL - 1
  481. IWORK( 6 ) = IU
  482. *
  483. CALL SLAEBZ( 3, ITMAX, N, 2, 2, NB, ATOLI, RTOLI, PIVMIN, D, E,
  484. $ WORK, IWORK( 5 ), WORK( N+1 ), WORK( N+5 ), IOUT,
  485. $ IWORK, W, IBLOCK, IINFO )
  486. *
  487. IF( IWORK( 6 ).EQ.IU ) THEN
  488. WL = WORK( N+1 )
  489. WLU = WORK( N+3 )
  490. NWL = IWORK( 1 )
  491. WU = WORK( N+4 )
  492. WUL = WORK( N+2 )
  493. NWU = IWORK( 4 )
  494. ELSE
  495. WL = WORK( N+2 )
  496. WLU = WORK( N+4 )
  497. NWL = IWORK( 2 )
  498. WU = WORK( N+3 )
  499. WUL = WORK( N+1 )
  500. NWU = IWORK( 3 )
  501. END IF
  502. *
  503. IF( NWL.LT.0 .OR. NWL.GE.N .OR. NWU.LT.1 .OR. NWU.GT.N ) THEN
  504. INFO = 4
  505. RETURN
  506. END IF
  507. ELSE
  508. *
  509. * RANGE='A' or 'V' -- Set ATOLI
  510. *
  511. TNORM = MAX( ABS( D( 1 ) )+ABS( E( 1 ) ),
  512. $ ABS( D( N ) )+ABS( E( N-1 ) ) )
  513. *
  514. DO 30 J = 2, N - 1
  515. TNORM = MAX( TNORM, ABS( D( J ) )+ABS( E( J-1 ) )+
  516. $ ABS( E( J ) ) )
  517. 30 CONTINUE
  518. *
  519. IF( ABSTOL.LE.ZERO ) THEN
  520. ATOLI = ULP*TNORM
  521. ELSE
  522. ATOLI = ABSTOL
  523. END IF
  524. *
  525. IF( IRANGE.EQ.2 ) THEN
  526. WL = VL
  527. WU = VU
  528. ELSE
  529. WL = ZERO
  530. WU = ZERO
  531. END IF
  532. END IF
  533. *
  534. * Find Eigenvalues -- Loop Over Blocks and recompute NWL and NWU.
  535. * NWL accumulates the number of eigenvalues .le. WL,
  536. * NWU accumulates the number of eigenvalues .le. WU
  537. *
  538. M = 0
  539. IEND = 0
  540. INFO = 0
  541. NWL = 0
  542. NWU = 0
  543. *
  544. DO 70 JB = 1, NSPLIT
  545. IOFF = IEND
  546. IBEGIN = IOFF + 1
  547. IEND = ISPLIT( JB )
  548. IN = IEND - IOFF
  549. *
  550. IF( IN.EQ.1 ) THEN
  551. *
  552. * Special Case -- IN=1
  553. *
  554. IF( IRANGE.EQ.1 .OR. WL.GE.D( IBEGIN )-PIVMIN )
  555. $ NWL = NWL + 1
  556. IF( IRANGE.EQ.1 .OR. WU.GE.D( IBEGIN )-PIVMIN )
  557. $ NWU = NWU + 1
  558. IF( IRANGE.EQ.1 .OR. ( WL.LT.D( IBEGIN )-PIVMIN .AND. WU.GE.
  559. $ D( IBEGIN )-PIVMIN ) ) THEN
  560. M = M + 1
  561. W( M ) = D( IBEGIN )
  562. IBLOCK( M ) = JB
  563. END IF
  564. ELSE
  565. *
  566. * General Case -- IN > 1
  567. *
  568. * Compute Gershgorin Interval
  569. * and use it as the initial interval
  570. *
  571. GU = D( IBEGIN )
  572. GL = D( IBEGIN )
  573. TMP1 = ZERO
  574. *
  575. DO 40 J = IBEGIN, IEND - 1
  576. TMP2 = ABS( E( J ) )
  577. GU = MAX( GU, D( J )+TMP1+TMP2 )
  578. GL = MIN( GL, D( J )-TMP1-TMP2 )
  579. TMP1 = TMP2
  580. 40 CONTINUE
  581. *
  582. GU = MAX( GU, D( IEND )+TMP1 )
  583. GL = MIN( GL, D( IEND )-TMP1 )
  584. BNORM = MAX( ABS( GL ), ABS( GU ) )
  585. GL = GL - FUDGE*BNORM*ULP*IN - FUDGE*PIVMIN
  586. GU = GU + FUDGE*BNORM*ULP*IN + FUDGE*PIVMIN
  587. *
  588. * Compute ATOLI for the current submatrix
  589. *
  590. IF( ABSTOL.LE.ZERO ) THEN
  591. ATOLI = ULP*MAX( ABS( GL ), ABS( GU ) )
  592. ELSE
  593. ATOLI = ABSTOL
  594. END IF
  595. *
  596. IF( IRANGE.GT.1 ) THEN
  597. IF( GU.LT.WL ) THEN
  598. NWL = NWL + IN
  599. NWU = NWU + IN
  600. GO TO 70
  601. END IF
  602. GL = MAX( GL, WL )
  603. GU = MIN( GU, WU )
  604. IF( GL.GE.GU )
  605. $ GO TO 70
  606. END IF
  607. *
  608. * Set Up Initial Interval
  609. *
  610. WORK( N+1 ) = GL
  611. WORK( N+IN+1 ) = GU
  612. CALL SLAEBZ( 1, 0, IN, IN, 1, NB, ATOLI, RTOLI, PIVMIN,
  613. $ D( IBEGIN ), E( IBEGIN ), WORK( IBEGIN ),
  614. $ IDUMMA, WORK( N+1 ), WORK( N+2*IN+1 ), IM,
  615. $ IWORK, W( M+1 ), IBLOCK( M+1 ), IINFO )
  616. *
  617. NWL = NWL + IWORK( 1 )
  618. NWU = NWU + IWORK( IN+1 )
  619. IWOFF = M - IWORK( 1 )
  620. *
  621. * Compute Eigenvalues
  622. *
  623. ITMAX = INT( ( LOG( GU-GL+PIVMIN )-LOG( PIVMIN ) ) /
  624. $ LOG( TWO ) ) + 2
  625. CALL SLAEBZ( 2, ITMAX, IN, IN, 1, NB, ATOLI, RTOLI, PIVMIN,
  626. $ D( IBEGIN ), E( IBEGIN ), WORK( IBEGIN ),
  627. $ IDUMMA, WORK( N+1 ), WORK( N+2*IN+1 ), IOUT,
  628. $ IWORK, W( M+1 ), IBLOCK( M+1 ), IINFO )
  629. *
  630. * Copy Eigenvalues Into W and IBLOCK
  631. * Use -JB for block number for unconverged eigenvalues.
  632. *
  633. DO 60 J = 1, IOUT
  634. TMP1 = HALF*( WORK( J+N )+WORK( J+IN+N ) )
  635. *
  636. * Flag non-convergence.
  637. *
  638. IF( J.GT.IOUT-IINFO ) THEN
  639. NCNVRG = .TRUE.
  640. IB = -JB
  641. ELSE
  642. IB = JB
  643. END IF
  644. DO 50 JE = IWORK( J ) + 1 + IWOFF,
  645. $ IWORK( J+IN ) + IWOFF
  646. W( JE ) = TMP1
  647. IBLOCK( JE ) = IB
  648. 50 CONTINUE
  649. 60 CONTINUE
  650. *
  651. M = M + IM
  652. END IF
  653. 70 CONTINUE
  654. *
  655. * If RANGE='I', then (WL,WU) contains eigenvalues NWL+1,...,NWU
  656. * If NWL+1 < IL or NWU > IU, discard extra eigenvalues.
  657. *
  658. IF( IRANGE.EQ.3 ) THEN
  659. IM = 0
  660. IDISCL = IL - 1 - NWL
  661. IDISCU = NWU - IU
  662. *
  663. IF( IDISCL.GT.0 .OR. IDISCU.GT.0 ) THEN
  664. DO 80 JE = 1, M
  665. IF( W( JE ).LE.WLU .AND. IDISCL.GT.0 ) THEN
  666. IDISCL = IDISCL - 1
  667. ELSE IF( W( JE ).GE.WUL .AND. IDISCU.GT.0 ) THEN
  668. IDISCU = IDISCU - 1
  669. ELSE
  670. IM = IM + 1
  671. W( IM ) = W( JE )
  672. IBLOCK( IM ) = IBLOCK( JE )
  673. END IF
  674. 80 CONTINUE
  675. M = IM
  676. END IF
  677. IF( IDISCL.GT.0 .OR. IDISCU.GT.0 ) THEN
  678. *
  679. * Code to deal with effects of bad arithmetic:
  680. * Some low eigenvalues to be discarded are not in (WL,WLU],
  681. * or high eigenvalues to be discarded are not in (WUL,WU]
  682. * so just kill off the smallest IDISCL/largest IDISCU
  683. * eigenvalues, by simply finding the smallest/largest
  684. * eigenvalue(s).
  685. *
  686. * (If N(w) is monotone non-decreasing, this should never
  687. * happen.)
  688. *
  689. IF( IDISCL.GT.0 ) THEN
  690. WKILL = WU
  691. DO 100 JDISC = 1, IDISCL
  692. IW = 0
  693. DO 90 JE = 1, M
  694. IF( IBLOCK( JE ).NE.0 .AND.
  695. $ ( W( JE ).LT.WKILL .OR. IW.EQ.0 ) ) THEN
  696. IW = JE
  697. WKILL = W( JE )
  698. END IF
  699. 90 CONTINUE
  700. IBLOCK( IW ) = 0
  701. 100 CONTINUE
  702. END IF
  703. IF( IDISCU.GT.0 ) THEN
  704. *
  705. WKILL = WL
  706. DO 120 JDISC = 1, IDISCU
  707. IW = 0
  708. DO 110 JE = 1, M
  709. IF( IBLOCK( JE ).NE.0 .AND.
  710. $ ( W( JE ).GT.WKILL .OR. IW.EQ.0 ) ) THEN
  711. IW = JE
  712. WKILL = W( JE )
  713. END IF
  714. 110 CONTINUE
  715. IBLOCK( IW ) = 0
  716. 120 CONTINUE
  717. END IF
  718. IM = 0
  719. DO 130 JE = 1, M
  720. IF( IBLOCK( JE ).NE.0 ) THEN
  721. IM = IM + 1
  722. W( IM ) = W( JE )
  723. IBLOCK( IM ) = IBLOCK( JE )
  724. END IF
  725. 130 CONTINUE
  726. M = IM
  727. END IF
  728. IF( IDISCL.LT.0 .OR. IDISCU.LT.0 ) THEN
  729. TOOFEW = .TRUE.
  730. END IF
  731. END IF
  732. *
  733. * If ORDER='B', do nothing -- the eigenvalues are already sorted
  734. * by block.
  735. * If ORDER='E', sort the eigenvalues from smallest to largest
  736. *
  737. IF( IORDER.EQ.1 .AND. NSPLIT.GT.1 ) THEN
  738. DO 150 JE = 1, M - 1
  739. IE = 0
  740. TMP1 = W( JE )
  741. DO 140 J = JE + 1, M
  742. IF( W( J ).LT.TMP1 ) THEN
  743. IE = J
  744. TMP1 = W( J )
  745. END IF
  746. 140 CONTINUE
  747. *
  748. IF( IE.NE.0 ) THEN
  749. ITMP1 = IBLOCK( IE )
  750. W( IE ) = W( JE )
  751. IBLOCK( IE ) = IBLOCK( JE )
  752. W( JE ) = TMP1
  753. IBLOCK( JE ) = ITMP1
  754. END IF
  755. 150 CONTINUE
  756. END IF
  757. *
  758. INFO = 0
  759. IF( NCNVRG )
  760. $ INFO = INFO + 1
  761. IF( TOOFEW )
  762. $ INFO = INFO + 2
  763. RETURN
  764. *
  765. * End of SSTEBZ
  766. *
  767. END