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sstedc.f 16 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 SSTEDC + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sstedc.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sstedc.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sstedc.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
  22. * LIWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER COMPZ
  26. * INTEGER INFO, LDZ, LIWORK, LWORK, N
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IWORK( * )
  30. * REAL D( * ), E( * ), WORK( * ), Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSTEDC computes all eigenvalues and, optionally, eigenvectors of a
  40. *> symmetric tridiagonal matrix using the divide and conquer method.
  41. *> The eigenvectors of a full or band real symmetric matrix can also be
  42. *> found if SSYTRD or SSPTRD or SSBTRD has been used to reduce this
  43. *> matrix to tridiagonal form.
  44. *>
  45. *> This code makes very mild assumptions about floating point
  46. *> arithmetic. It will work on machines with a guard digit in
  47. *> add/subtract, or on those binary machines without guard digits
  48. *> which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
  49. *> It could conceivably fail on hexadecimal or decimal machines
  50. *> without guard digits, but we know of none. See SLAED3 for details.
  51. *> \endverbatim
  52. *
  53. * Arguments:
  54. * ==========
  55. *
  56. *> \param[in] COMPZ
  57. *> \verbatim
  58. *> COMPZ is CHARACTER*1
  59. *> = 'N': Compute eigenvalues only.
  60. *> = 'I': Compute eigenvectors of tridiagonal matrix also.
  61. *> = 'V': Compute eigenvectors of original dense symmetric
  62. *> matrix also. On entry, Z contains the orthogonal
  63. *> matrix used to reduce the original matrix to
  64. *> tridiagonal form.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The dimension of the symmetric tridiagonal matrix. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in,out] D
  74. *> \verbatim
  75. *> D is REAL array, dimension (N)
  76. *> On entry, the diagonal elements of the tridiagonal matrix.
  77. *> On exit, if INFO = 0, the eigenvalues in ascending order.
  78. *> \endverbatim
  79. *>
  80. *> \param[in,out] E
  81. *> \verbatim
  82. *> E is REAL array, dimension (N-1)
  83. *> On entry, the subdiagonal elements of the tridiagonal matrix.
  84. *> On exit, E has been destroyed.
  85. *> \endverbatim
  86. *>
  87. *> \param[in,out] Z
  88. *> \verbatim
  89. *> Z is REAL array, dimension (LDZ,N)
  90. *> On entry, if COMPZ = 'V', then Z contains the orthogonal
  91. *> matrix used in the reduction to tridiagonal form.
  92. *> On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
  93. *> orthonormal eigenvectors of the original symmetric matrix,
  94. *> and if COMPZ = 'I', Z contains the orthonormal eigenvectors
  95. *> of the symmetric tridiagonal matrix.
  96. *> If COMPZ = 'N', then Z is not referenced.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] LDZ
  100. *> \verbatim
  101. *> LDZ is INTEGER
  102. *> The leading dimension of the array Z. LDZ >= 1.
  103. *> If eigenvectors are desired, then LDZ >= max(1,N).
  104. *> \endverbatim
  105. *>
  106. *> \param[out] WORK
  107. *> \verbatim
  108. *> WORK is REAL array, dimension (MAX(1,LWORK))
  109. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LWORK
  113. *> \verbatim
  114. *> LWORK is INTEGER
  115. *> The dimension of the array WORK.
  116. *> If COMPZ = 'N' or N <= 1 then LWORK must be at least 1.
  117. *> If COMPZ = 'V' and N > 1 then LWORK must be at least
  118. *> ( 1 + 3*N + 2*N*lg N + 4*N**2 ),
  119. *> where lg( N ) = smallest integer k such
  120. *> that 2**k >= N.
  121. *> If COMPZ = 'I' and N > 1 then LWORK must be at least
  122. *> ( 1 + 4*N + N**2 ).
  123. *> Note that for COMPZ = 'I' or 'V', then if N is less than or
  124. *> equal to the minimum divide size, usually 25, then LWORK need
  125. *> only be max(1,2*(N-1)).
  126. *>
  127. *> If LWORK = -1, then a workspace query is assumed; the routine
  128. *> only calculates the optimal size of the WORK array, returns
  129. *> this value as the first entry of the WORK array, and no error
  130. *> message related to LWORK is issued by XERBLA.
  131. *> \endverbatim
  132. *>
  133. *> \param[out] IWORK
  134. *> \verbatim
  135. *> IWORK is INTEGER array, dimension (MAX(1,LIWORK))
  136. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] LIWORK
  140. *> \verbatim
  141. *> LIWORK is INTEGER
  142. *> The dimension of the array IWORK.
  143. *> If COMPZ = 'N' or N <= 1 then LIWORK must be at least 1.
  144. *> If COMPZ = 'V' and N > 1 then LIWORK must be at least
  145. *> ( 6 + 6*N + 5*N*lg N ).
  146. *> If COMPZ = 'I' and N > 1 then LIWORK must be at least
  147. *> ( 3 + 5*N ).
  148. *> Note that for COMPZ = 'I' or 'V', then if N is less than or
  149. *> equal to the minimum divide size, usually 25, then LIWORK
  150. *> need only be 1.
  151. *>
  152. *> If LIWORK = -1, then a workspace query is assumed; the
  153. *> routine only calculates the optimal size of the IWORK array,
  154. *> returns this value as the first entry of the IWORK array, and
  155. *> no error message related to LIWORK is issued by XERBLA.
  156. *> \endverbatim
  157. *>
  158. *> \param[out] INFO
  159. *> \verbatim
  160. *> INFO is INTEGER
  161. *> = 0: successful exit.
  162. *> < 0: if INFO = -i, the i-th argument had an illegal value.
  163. *> > 0: The algorithm failed to compute an eigenvalue while
  164. *> working on the submatrix lying in rows and columns
  165. *> INFO/(N+1) through mod(INFO,N+1).
  166. *> \endverbatim
  167. *
  168. * Authors:
  169. * ========
  170. *
  171. *> \author Univ. of Tennessee
  172. *> \author Univ. of California Berkeley
  173. *> \author Univ. of Colorado Denver
  174. *> \author NAG Ltd.
  175. *
  176. *> \date November 2011
  177. *
  178. *> \ingroup auxOTHERcomputational
  179. *
  180. *> \par Contributors:
  181. * ==================
  182. *>
  183. *> Jeff Rutter, Computer Science Division, University of California
  184. *> at Berkeley, USA \n
  185. *> Modified by Francoise Tisseur, University of Tennessee
  186. *>
  187. * =====================================================================
  188. SUBROUTINE SSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
  189. $ LIWORK, INFO )
  190. *
  191. * -- LAPACK computational routine (version 3.4.0) --
  192. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  193. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  194. * November 2011
  195. *
  196. * .. Scalar Arguments ..
  197. CHARACTER COMPZ
  198. INTEGER INFO, LDZ, LIWORK, LWORK, N
  199. * ..
  200. * .. Array Arguments ..
  201. INTEGER IWORK( * )
  202. REAL D( * ), E( * ), WORK( * ), Z( LDZ, * )
  203. * ..
  204. *
  205. * =====================================================================
  206. *
  207. * .. Parameters ..
  208. REAL ZERO, ONE, TWO
  209. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 )
  210. * ..
  211. * .. Local Scalars ..
  212. LOGICAL LQUERY
  213. INTEGER FINISH, I, ICOMPZ, II, J, K, LGN, LIWMIN,
  214. $ LWMIN, M, SMLSIZ, START, STOREZ, STRTRW
  215. REAL EPS, ORGNRM, P, TINY
  216. * ..
  217. * .. External Functions ..
  218. LOGICAL LSAME
  219. INTEGER ILAENV
  220. REAL SLAMCH, SLANST
  221. EXTERNAL ILAENV, LSAME, SLAMCH, SLANST
  222. * ..
  223. * .. External Subroutines ..
  224. EXTERNAL SGEMM, SLACPY, SLAED0, SLASCL, SLASET, SLASRT,
  225. $ SSTEQR, SSTERF, SSWAP, XERBLA
  226. * ..
  227. * .. Intrinsic Functions ..
  228. INTRINSIC ABS, INT, LOG, MAX, MOD, REAL, SQRT
  229. * ..
  230. * .. Executable Statements ..
  231. *
  232. * Test the input parameters.
  233. *
  234. INFO = 0
  235. LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
  236. *
  237. IF( LSAME( COMPZ, 'N' ) ) THEN
  238. ICOMPZ = 0
  239. ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
  240. ICOMPZ = 1
  241. ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
  242. ICOMPZ = 2
  243. ELSE
  244. ICOMPZ = -1
  245. END IF
  246. IF( ICOMPZ.LT.0 ) THEN
  247. INFO = -1
  248. ELSE IF( N.LT.0 ) THEN
  249. INFO = -2
  250. ELSE IF( ( LDZ.LT.1 ) .OR.
  251. $ ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
  252. INFO = -6
  253. END IF
  254. *
  255. IF( INFO.EQ.0 ) THEN
  256. *
  257. * Compute the workspace requirements
  258. *
  259. SMLSIZ = ILAENV( 9, 'SSTEDC', ' ', 0, 0, 0, 0 )
  260. IF( N.LE.1 .OR. ICOMPZ.EQ.0 ) THEN
  261. LIWMIN = 1
  262. LWMIN = 1
  263. ELSE IF( N.LE.SMLSIZ ) THEN
  264. LIWMIN = 1
  265. LWMIN = 2*( N - 1 )
  266. ELSE
  267. LGN = INT( LOG( REAL( N ) )/LOG( TWO ) )
  268. IF( 2**LGN.LT.N )
  269. $ LGN = LGN + 1
  270. IF( 2**LGN.LT.N )
  271. $ LGN = LGN + 1
  272. IF( ICOMPZ.EQ.1 ) THEN
  273. LWMIN = 1 + 3*N + 2*N*LGN + 4*N**2
  274. LIWMIN = 6 + 6*N + 5*N*LGN
  275. ELSE IF( ICOMPZ.EQ.2 ) THEN
  276. LWMIN = 1 + 4*N + N**2
  277. LIWMIN = 3 + 5*N
  278. END IF
  279. END IF
  280. WORK( 1 ) = LWMIN
  281. IWORK( 1 ) = LIWMIN
  282. *
  283. IF( LWORK.LT.LWMIN .AND. .NOT. LQUERY ) THEN
  284. INFO = -8
  285. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT. LQUERY ) THEN
  286. INFO = -10
  287. END IF
  288. END IF
  289. *
  290. IF( INFO.NE.0 ) THEN
  291. CALL XERBLA( 'SSTEDC', -INFO )
  292. RETURN
  293. ELSE IF (LQUERY) THEN
  294. RETURN
  295. END IF
  296. *
  297. * Quick return if possible
  298. *
  299. IF( N.EQ.0 )
  300. $ RETURN
  301. IF( N.EQ.1 ) THEN
  302. IF( ICOMPZ.NE.0 )
  303. $ Z( 1, 1 ) = ONE
  304. RETURN
  305. END IF
  306. *
  307. * If the following conditional clause is removed, then the routine
  308. * will use the Divide and Conquer routine to compute only the
  309. * eigenvalues, which requires (3N + 3N**2) real workspace and
  310. * (2 + 5N + 2N lg(N)) integer workspace.
  311. * Since on many architectures SSTERF is much faster than any other
  312. * algorithm for finding eigenvalues only, it is used here
  313. * as the default. If the conditional clause is removed, then
  314. * information on the size of workspace needs to be changed.
  315. *
  316. * If COMPZ = 'N', use SSTERF to compute the eigenvalues.
  317. *
  318. IF( ICOMPZ.EQ.0 ) THEN
  319. CALL SSTERF( N, D, E, INFO )
  320. GO TO 50
  321. END IF
  322. *
  323. * If N is smaller than the minimum divide size (SMLSIZ+1), then
  324. * solve the problem with another solver.
  325. *
  326. IF( N.LE.SMLSIZ ) THEN
  327. *
  328. CALL SSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
  329. *
  330. ELSE
  331. *
  332. * If COMPZ = 'V', the Z matrix must be stored elsewhere for later
  333. * use.
  334. *
  335. IF( ICOMPZ.EQ.1 ) THEN
  336. STOREZ = 1 + N*N
  337. ELSE
  338. STOREZ = 1
  339. END IF
  340. *
  341. IF( ICOMPZ.EQ.2 ) THEN
  342. CALL SLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
  343. END IF
  344. *
  345. * Scale.
  346. *
  347. ORGNRM = SLANST( 'M', N, D, E )
  348. IF( ORGNRM.EQ.ZERO )
  349. $ GO TO 50
  350. *
  351. EPS = SLAMCH( 'Epsilon' )
  352. *
  353. START = 1
  354. *
  355. * while ( START <= N )
  356. *
  357. 10 CONTINUE
  358. IF( START.LE.N ) THEN
  359. *
  360. * Let FINISH be the position of the next subdiagonal entry
  361. * such that E( FINISH ) <= TINY or FINISH = N if no such
  362. * subdiagonal exists. The matrix identified by the elements
  363. * between START and FINISH constitutes an independent
  364. * sub-problem.
  365. *
  366. FINISH = START
  367. 20 CONTINUE
  368. IF( FINISH.LT.N ) THEN
  369. TINY = EPS*SQRT( ABS( D( FINISH ) ) )*
  370. $ SQRT( ABS( D( FINISH+1 ) ) )
  371. IF( ABS( E( FINISH ) ).GT.TINY ) THEN
  372. FINISH = FINISH + 1
  373. GO TO 20
  374. END IF
  375. END IF
  376. *
  377. * (Sub) Problem determined. Compute its size and solve it.
  378. *
  379. M = FINISH - START + 1
  380. IF( M.EQ.1 ) THEN
  381. START = FINISH + 1
  382. GO TO 10
  383. END IF
  384. IF( M.GT.SMLSIZ ) THEN
  385. *
  386. * Scale.
  387. *
  388. ORGNRM = SLANST( 'M', M, D( START ), E( START ) )
  389. CALL SLASCL( 'G', 0, 0, ORGNRM, ONE, M, 1, D( START ), M,
  390. $ INFO )
  391. CALL SLASCL( 'G', 0, 0, ORGNRM, ONE, M-1, 1, E( START ),
  392. $ M-1, INFO )
  393. *
  394. IF( ICOMPZ.EQ.1 ) THEN
  395. STRTRW = 1
  396. ELSE
  397. STRTRW = START
  398. END IF
  399. CALL SLAED0( ICOMPZ, N, M, D( START ), E( START ),
  400. $ Z( STRTRW, START ), LDZ, WORK( 1 ), N,
  401. $ WORK( STOREZ ), IWORK, INFO )
  402. IF( INFO.NE.0 ) THEN
  403. INFO = ( INFO / ( M+1 )+START-1 )*( N+1 ) +
  404. $ MOD( INFO, ( M+1 ) ) + START - 1
  405. GO TO 50
  406. END IF
  407. *
  408. * Scale back.
  409. *
  410. CALL SLASCL( 'G', 0, 0, ONE, ORGNRM, M, 1, D( START ), M,
  411. $ INFO )
  412. *
  413. ELSE
  414. IF( ICOMPZ.EQ.1 ) THEN
  415. *
  416. * Since QR won't update a Z matrix which is larger than
  417. * the length of D, we must solve the sub-problem in a
  418. * workspace and then multiply back into Z.
  419. *
  420. CALL SSTEQR( 'I', M, D( START ), E( START ), WORK, M,
  421. $ WORK( M*M+1 ), INFO )
  422. CALL SLACPY( 'A', N, M, Z( 1, START ), LDZ,
  423. $ WORK( STOREZ ), N )
  424. CALL SGEMM( 'N', 'N', N, M, M, ONE,
  425. $ WORK( STOREZ ), N, WORK, M, ZERO,
  426. $ Z( 1, START ), LDZ )
  427. ELSE IF( ICOMPZ.EQ.2 ) THEN
  428. CALL SSTEQR( 'I', M, D( START ), E( START ),
  429. $ Z( START, START ), LDZ, WORK, INFO )
  430. ELSE
  431. CALL SSTERF( M, D( START ), E( START ), INFO )
  432. END IF
  433. IF( INFO.NE.0 ) THEN
  434. INFO = START*( N+1 ) + FINISH
  435. GO TO 50
  436. END IF
  437. END IF
  438. *
  439. START = FINISH + 1
  440. GO TO 10
  441. END IF
  442. *
  443. * endwhile
  444. *
  445. * If the problem split any number of times, then the eigenvalues
  446. * will not be properly ordered. Here we permute the eigenvalues
  447. * (and the associated eigenvectors) into ascending order.
  448. *
  449. IF( M.NE.N ) THEN
  450. IF( ICOMPZ.EQ.0 ) THEN
  451. *
  452. * Use Quick Sort
  453. *
  454. CALL SLASRT( 'I', N, D, INFO )
  455. *
  456. ELSE
  457. *
  458. * Use Selection Sort to minimize swaps of eigenvectors
  459. *
  460. DO 40 II = 2, N
  461. I = II - 1
  462. K = I
  463. P = D( I )
  464. DO 30 J = II, N
  465. IF( D( J ).LT.P ) THEN
  466. K = J
  467. P = D( J )
  468. END IF
  469. 30 CONTINUE
  470. IF( K.NE.I ) THEN
  471. D( K ) = D( I )
  472. D( I ) = P
  473. CALL SSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
  474. END IF
  475. 40 CONTINUE
  476. END IF
  477. END IF
  478. END IF
  479. *
  480. 50 CONTINUE
  481. WORK( 1 ) = LWMIN
  482. IWORK( 1 ) = LIWMIN
  483. *
  484. RETURN
  485. *
  486. * End of SSTEDC
  487. *
  488. END