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sstemr.f 27 kB

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  1. *> \brief \b SSTEMR
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSTEMR + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sstemr.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sstemr.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sstemr.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
  22. * M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK,
  23. * IWORK, LIWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER JOBZ, RANGE
  27. * LOGICAL TRYRAC
  28. * INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N
  29. * REAL VL, VU
  30. * ..
  31. * .. Array Arguments ..
  32. * INTEGER ISUPPZ( * ), IWORK( * )
  33. * REAL D( * ), E( * ), W( * ), WORK( * )
  34. * REAL Z( LDZ, * )
  35. * ..
  36. *
  37. *
  38. *> \par Purpose:
  39. * =============
  40. *>
  41. *> \verbatim
  42. *>
  43. *> SSTEMR computes selected eigenvalues and, optionally, eigenvectors
  44. *> of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
  45. *> a well defined set of pairwise different real eigenvalues, the corresponding
  46. *> real eigenvectors are pairwise orthogonal.
  47. *>
  48. *> The spectrum may be computed either completely or partially by specifying
  49. *> either an interval (VL,VU] or a range of indices IL:IU for the desired
  50. *> eigenvalues.
  51. *>
  52. *> Depending on the number of desired eigenvalues, these are computed either
  53. *> by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
  54. *> computed by the use of various suitable L D L^T factorizations near clusters
  55. *> of close eigenvalues (referred to as RRRs, Relatively Robust
  56. *> Representations). An informal sketch of the algorithm follows.
  57. *>
  58. *> For each unreduced block (submatrix) of T,
  59. *> (a) Compute T - sigma I = L D L^T, so that L and D
  60. *> define all the wanted eigenvalues to high relative accuracy.
  61. *> This means that small relative changes in the entries of D and L
  62. *> cause only small relative changes in the eigenvalues and
  63. *> eigenvectors. The standard (unfactored) representation of the
  64. *> tridiagonal matrix T does not have this property in general.
  65. *> (b) Compute the eigenvalues to suitable accuracy.
  66. *> If the eigenvectors are desired, the algorithm attains full
  67. *> accuracy of the computed eigenvalues only right before
  68. *> the corresponding vectors have to be computed, see steps c) and d).
  69. *> (c) For each cluster of close eigenvalues, select a new
  70. *> shift close to the cluster, find a new factorization, and refine
  71. *> the shifted eigenvalues to suitable accuracy.
  72. *> (d) For each eigenvalue with a large enough relative separation compute
  73. *> the corresponding eigenvector by forming a rank revealing twisted
  74. *> factorization. Go back to (c) for any clusters that remain.
  75. *>
  76. *> For more details, see:
  77. *> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
  78. *> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
  79. *> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
  80. *> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
  81. *> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
  82. *> 2004. Also LAPACK Working Note 154.
  83. *> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
  84. *> tridiagonal eigenvalue/eigenvector problem",
  85. *> Computer Science Division Technical Report No. UCB/CSD-97-971,
  86. *> UC Berkeley, May 1997.
  87. *>
  88. *> Further Details
  89. *> 1.SSTEMR works only on machines which follow IEEE-754
  90. *> floating-point standard in their handling of infinities and NaNs.
  91. *> This permits the use of efficient inner loops avoiding a check for
  92. *> zero divisors.
  93. *> \endverbatim
  94. *
  95. * Arguments:
  96. * ==========
  97. *
  98. *> \param[in] JOBZ
  99. *> \verbatim
  100. *> JOBZ is CHARACTER*1
  101. *> = 'N': Compute eigenvalues only;
  102. *> = 'V': Compute eigenvalues and eigenvectors.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] RANGE
  106. *> \verbatim
  107. *> RANGE is CHARACTER*1
  108. *> = 'A': all eigenvalues will be found.
  109. *> = 'V': all eigenvalues in the half-open interval (VL,VU]
  110. *> will be found.
  111. *> = 'I': the IL-th through IU-th eigenvalues will be found.
  112. *> \endverbatim
  113. *>
  114. *> \param[in] N
  115. *> \verbatim
  116. *> N is INTEGER
  117. *> The order of the matrix. N >= 0.
  118. *> \endverbatim
  119. *>
  120. *> \param[in,out] D
  121. *> \verbatim
  122. *> D is REAL array, dimension (N)
  123. *> On entry, the N diagonal elements of the tridiagonal matrix
  124. *> T. On exit, D is overwritten.
  125. *> \endverbatim
  126. *>
  127. *> \param[in,out] E
  128. *> \verbatim
  129. *> E is REAL array, dimension (N)
  130. *> On entry, the (N-1) subdiagonal elements of the tridiagonal
  131. *> matrix T in elements 1 to N-1 of E. E(N) need not be set on
  132. *> input, but is used internally as workspace.
  133. *> On exit, E is overwritten.
  134. *> \endverbatim
  135. *>
  136. *> \param[in] VL
  137. *> \verbatim
  138. *> VL is REAL
  139. *>
  140. *> If RANGE='V', the lower bound of the interval to
  141. *> be searched for eigenvalues. VL < VU.
  142. *> Not referenced if RANGE = 'A' or 'I'.
  143. *> \endverbatim
  144. *>
  145. *> \param[in] VU
  146. *> \verbatim
  147. *> VU is REAL
  148. *>
  149. *> If RANGE='V', the upper bound of the interval to
  150. *> be searched for eigenvalues. VL < VU.
  151. *> Not referenced if RANGE = 'A' or 'I'.
  152. *> \endverbatim
  153. *>
  154. *> \param[in] IL
  155. *> \verbatim
  156. *> IL is INTEGER
  157. *>
  158. *> If RANGE='I', the index of the
  159. *> smallest eigenvalue to be returned.
  160. *> 1 <= IL <= IU <= N, if N > 0.
  161. *> Not referenced if RANGE = 'A' or 'V'.
  162. *> \endverbatim
  163. *>
  164. *> \param[in] IU
  165. *> \verbatim
  166. *> IU is INTEGER
  167. *>
  168. *> If RANGE='I', the index of the
  169. *> largest eigenvalue to be returned.
  170. *> 1 <= IL <= IU <= N, if N > 0.
  171. *> Not referenced if RANGE = 'A' or 'V'.
  172. *> \endverbatim
  173. *>
  174. *> \param[out] M
  175. *> \verbatim
  176. *> M is INTEGER
  177. *> The total number of eigenvalues found. 0 <= M <= N.
  178. *> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
  179. *> \endverbatim
  180. *>
  181. *> \param[out] W
  182. *> \verbatim
  183. *> W is REAL array, dimension (N)
  184. *> The first M elements contain the selected eigenvalues in
  185. *> ascending order.
  186. *> \endverbatim
  187. *>
  188. *> \param[out] Z
  189. *> \verbatim
  190. *> Z is REAL array, dimension (LDZ, max(1,M) )
  191. *> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
  192. *> contain the orthonormal eigenvectors of the matrix T
  193. *> corresponding to the selected eigenvalues, with the i-th
  194. *> column of Z holding the eigenvector associated with W(i).
  195. *> If JOBZ = 'N', then Z is not referenced.
  196. *> Note: the user must ensure that at least max(1,M) columns are
  197. *> supplied in the array Z; if RANGE = 'V', the exact value of M
  198. *> is not known in advance and can be computed with a workspace
  199. *> query by setting NZC = -1, see below.
  200. *> \endverbatim
  201. *>
  202. *> \param[in] LDZ
  203. *> \verbatim
  204. *> LDZ is INTEGER
  205. *> The leading dimension of the array Z. LDZ >= 1, and if
  206. *> JOBZ = 'V', then LDZ >= max(1,N).
  207. *> \endverbatim
  208. *>
  209. *> \param[in] NZC
  210. *> \verbatim
  211. *> NZC is INTEGER
  212. *> The number of eigenvectors to be held in the array Z.
  213. *> If RANGE = 'A', then NZC >= max(1,N).
  214. *> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
  215. *> If RANGE = 'I', then NZC >= IU-IL+1.
  216. *> If NZC = -1, then a workspace query is assumed; the
  217. *> routine calculates the number of columns of the array Z that
  218. *> are needed to hold the eigenvectors.
  219. *> This value is returned as the first entry of the Z array, and
  220. *> no error message related to NZC is issued by XERBLA.
  221. *> \endverbatim
  222. *>
  223. *> \param[out] ISUPPZ
  224. *> \verbatim
  225. *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
  226. *> The support of the eigenvectors in Z, i.e., the indices
  227. *> indicating the nonzero elements in Z. The i-th computed eigenvector
  228. *> is nonzero only in elements ISUPPZ( 2*i-1 ) through
  229. *> ISUPPZ( 2*i ). This is relevant in the case when the matrix
  230. *> is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
  231. *> \endverbatim
  232. *>
  233. *> \param[in,out] TRYRAC
  234. *> \verbatim
  235. *> TRYRAC is LOGICAL
  236. *> If TRYRAC = .TRUE., indicates that the code should check whether
  237. *> the tridiagonal matrix defines its eigenvalues to high relative
  238. *> accuracy. If so, the code uses relative-accuracy preserving
  239. *> algorithms that might be (a bit) slower depending on the matrix.
  240. *> If the matrix does not define its eigenvalues to high relative
  241. *> accuracy, the code can uses possibly faster algorithms.
  242. *> If TRYRAC = .FALSE., the code is not required to guarantee
  243. *> relatively accurate eigenvalues and can use the fastest possible
  244. *> techniques.
  245. *> On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
  246. *> does not define its eigenvalues to high relative accuracy.
  247. *> \endverbatim
  248. *>
  249. *> \param[out] WORK
  250. *> \verbatim
  251. *> WORK is REAL array, dimension (LWORK)
  252. *> On exit, if INFO = 0, WORK(1) returns the optimal
  253. *> (and minimal) LWORK.
  254. *> \endverbatim
  255. *>
  256. *> \param[in] LWORK
  257. *> \verbatim
  258. *> LWORK is INTEGER
  259. *> The dimension of the array WORK. LWORK >= max(1,18*N)
  260. *> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
  261. *> If LWORK = -1, then a workspace query is assumed; the routine
  262. *> only calculates the optimal size of the WORK array, returns
  263. *> this value as the first entry of the WORK array, and no error
  264. *> message related to LWORK is issued by XERBLA.
  265. *> \endverbatim
  266. *>
  267. *> \param[out] IWORK
  268. *> \verbatim
  269. *> IWORK is INTEGER array, dimension (LIWORK)
  270. *> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
  271. *> \endverbatim
  272. *>
  273. *> \param[in] LIWORK
  274. *> \verbatim
  275. *> LIWORK is INTEGER
  276. *> The dimension of the array IWORK. LIWORK >= max(1,10*N)
  277. *> if the eigenvectors are desired, and LIWORK >= max(1,8*N)
  278. *> if only the eigenvalues are to be computed.
  279. *> If LIWORK = -1, then a workspace query is assumed; the
  280. *> routine only calculates the optimal size of the IWORK array,
  281. *> returns this value as the first entry of the IWORK array, and
  282. *> no error message related to LIWORK is issued by XERBLA.
  283. *> \endverbatim
  284. *>
  285. *> \param[out] INFO
  286. *> \verbatim
  287. *> INFO is INTEGER
  288. *> On exit, INFO
  289. *> = 0: successful exit
  290. *> < 0: if INFO = -i, the i-th argument had an illegal value
  291. *> > 0: if INFO = 1X, internal error in SLARRE,
  292. *> if INFO = 2X, internal error in SLARRV.
  293. *> Here, the digit X = ABS( IINFO ) < 10, where IINFO is
  294. *> the nonzero error code returned by SLARRE or
  295. *> SLARRV, respectively.
  296. *> \endverbatim
  297. *
  298. * Authors:
  299. * ========
  300. *
  301. *> \author Univ. of Tennessee
  302. *> \author Univ. of California Berkeley
  303. *> \author Univ. of Colorado Denver
  304. *> \author NAG Ltd.
  305. *
  306. *> \ingroup realOTHERcomputational
  307. *
  308. *> \par Contributors:
  309. * ==================
  310. *>
  311. *> Beresford Parlett, University of California, Berkeley, USA \n
  312. *> Jim Demmel, University of California, Berkeley, USA \n
  313. *> Inderjit Dhillon, University of Texas, Austin, USA \n
  314. *> Osni Marques, LBNL/NERSC, USA \n
  315. *> Christof Voemel, University of California, Berkeley, USA
  316. *
  317. * =====================================================================
  318. SUBROUTINE SSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
  319. $ M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK,
  320. $ IWORK, LIWORK, INFO )
  321. *
  322. * -- LAPACK computational routine --
  323. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  324. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  325. *
  326. * .. Scalar Arguments ..
  327. CHARACTER JOBZ, RANGE
  328. LOGICAL TRYRAC
  329. INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N
  330. REAL VL, VU
  331. * ..
  332. * .. Array Arguments ..
  333. INTEGER ISUPPZ( * ), IWORK( * )
  334. REAL D( * ), E( * ), W( * ), WORK( * )
  335. REAL Z( LDZ, * )
  336. * ..
  337. *
  338. * =====================================================================
  339. *
  340. * .. Parameters ..
  341. REAL ZERO, ONE, FOUR, MINRGP
  342. PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0,
  343. $ FOUR = 4.0E0,
  344. $ MINRGP = 3.0E-3 )
  345. * ..
  346. * .. Local Scalars ..
  347. LOGICAL ALLEIG, INDEIG, LQUERY, VALEIG, WANTZ, ZQUERY
  348. INTEGER I, IBEGIN, IEND, IFIRST, IIL, IINDBL, IINDW,
  349. $ IINDWK, IINFO, IINSPL, IIU, ILAST, IN, INDD,
  350. $ INDE2, INDERR, INDGP, INDGRS, INDWRK, ITMP,
  351. $ ITMP2, J, JBLK, JJ, LIWMIN, LWMIN, NSPLIT,
  352. $ NZCMIN, OFFSET, WBEGIN, WEND
  353. REAL BIGNUM, CS, EPS, PIVMIN, R1, R2, RMAX, RMIN,
  354. $ RTOL1, RTOL2, SAFMIN, SCALE, SMLNUM, SN,
  355. $ THRESH, TMP, TNRM, WL, WU
  356. * ..
  357. * ..
  358. * .. External Functions ..
  359. LOGICAL LSAME
  360. REAL SLAMCH, SLANST
  361. EXTERNAL LSAME, SLAMCH, SLANST
  362. * ..
  363. * .. External Subroutines ..
  364. EXTERNAL SCOPY, SLAE2, SLAEV2, SLARRC, SLARRE, SLARRJ,
  365. $ SLARRR, SLARRV, SLASRT, SSCAL, SSWAP, XERBLA
  366. * ..
  367. * .. Intrinsic Functions ..
  368. INTRINSIC MAX, MIN, SQRT
  369. * ..
  370. * .. Executable Statements ..
  371. *
  372. * Test the input parameters.
  373. *
  374. WANTZ = LSAME( JOBZ, 'V' )
  375. ALLEIG = LSAME( RANGE, 'A' )
  376. VALEIG = LSAME( RANGE, 'V' )
  377. INDEIG = LSAME( RANGE, 'I' )
  378. *
  379. LQUERY = ( ( LWORK.EQ.-1 ).OR.( LIWORK.EQ.-1 ) )
  380. ZQUERY = ( NZC.EQ.-1 )
  381. * SSTEMR needs WORK of size 6*N, IWORK of size 3*N.
  382. * In addition, SLARRE needs WORK of size 6*N, IWORK of size 5*N.
  383. * Furthermore, SLARRV needs WORK of size 12*N, IWORK of size 7*N.
  384. IF( WANTZ ) THEN
  385. LWMIN = 18*N
  386. LIWMIN = 10*N
  387. ELSE
  388. * need less workspace if only the eigenvalues are wanted
  389. LWMIN = 12*N
  390. LIWMIN = 8*N
  391. ENDIF
  392. WL = ZERO
  393. WU = ZERO
  394. IIL = 0
  395. IIU = 0
  396. NSPLIT = 0
  397. IF( VALEIG ) THEN
  398. * We do not reference VL, VU in the cases RANGE = 'I','A'
  399. * The interval (WL, WU] contains all the wanted eigenvalues.
  400. * It is either given by the user or computed in SLARRE.
  401. WL = VL
  402. WU = VU
  403. ELSEIF( INDEIG ) THEN
  404. * We do not reference IL, IU in the cases RANGE = 'V','A'
  405. IIL = IL
  406. IIU = IU
  407. ENDIF
  408. *
  409. INFO = 0
  410. IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
  411. INFO = -1
  412. ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
  413. INFO = -2
  414. ELSE IF( N.LT.0 ) THEN
  415. INFO = -3
  416. ELSE IF( VALEIG .AND. N.GT.0 .AND. WU.LE.WL ) THEN
  417. INFO = -7
  418. ELSE IF( INDEIG .AND. ( IIL.LT.1 .OR. IIL.GT.N ) ) THEN
  419. INFO = -8
  420. ELSE IF( INDEIG .AND. ( IIU.LT.IIL .OR. IIU.GT.N ) ) THEN
  421. INFO = -9
  422. ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
  423. INFO = -13
  424. ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
  425. INFO = -17
  426. ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
  427. INFO = -19
  428. END IF
  429. *
  430. * Get machine constants.
  431. *
  432. SAFMIN = SLAMCH( 'Safe minimum' )
  433. EPS = SLAMCH( 'Precision' )
  434. SMLNUM = SAFMIN / EPS
  435. BIGNUM = ONE / SMLNUM
  436. RMIN = SQRT( SMLNUM )
  437. RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
  438. *
  439. IF( INFO.EQ.0 ) THEN
  440. WORK( 1 ) = LWMIN
  441. IWORK( 1 ) = LIWMIN
  442. *
  443. IF( WANTZ .AND. ALLEIG ) THEN
  444. NZCMIN = N
  445. ELSE IF( WANTZ .AND. VALEIG ) THEN
  446. CALL SLARRC( 'T', N, VL, VU, D, E, SAFMIN,
  447. $ NZCMIN, ITMP, ITMP2, INFO )
  448. ELSE IF( WANTZ .AND. INDEIG ) THEN
  449. NZCMIN = IIU-IIL+1
  450. ELSE
  451. * WANTZ .EQ. FALSE.
  452. NZCMIN = 0
  453. ENDIF
  454. IF( ZQUERY .AND. INFO.EQ.0 ) THEN
  455. Z( 1,1 ) = NZCMIN
  456. ELSE IF( NZC.LT.NZCMIN .AND. .NOT.ZQUERY ) THEN
  457. INFO = -14
  458. END IF
  459. END IF
  460. IF( INFO.NE.0 ) THEN
  461. *
  462. CALL XERBLA( 'SSTEMR', -INFO )
  463. *
  464. RETURN
  465. ELSE IF( LQUERY .OR. ZQUERY ) THEN
  466. RETURN
  467. END IF
  468. *
  469. * Handle N = 0, 1, and 2 cases immediately
  470. *
  471. M = 0
  472. IF( N.EQ.0 )
  473. $ RETURN
  474. *
  475. IF( N.EQ.1 ) THEN
  476. IF( ALLEIG .OR. INDEIG ) THEN
  477. M = 1
  478. W( 1 ) = D( 1 )
  479. ELSE
  480. IF( WL.LT.D( 1 ) .AND. WU.GE.D( 1 ) ) THEN
  481. M = 1
  482. W( 1 ) = D( 1 )
  483. END IF
  484. END IF
  485. IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
  486. Z( 1, 1 ) = ONE
  487. ISUPPZ(1) = 1
  488. ISUPPZ(2) = 1
  489. END IF
  490. RETURN
  491. END IF
  492. *
  493. IF( N.EQ.2 ) THEN
  494. IF( .NOT.WANTZ ) THEN
  495. CALL SLAE2( D(1), E(1), D(2), R1, R2 )
  496. ELSE IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
  497. CALL SLAEV2( D(1), E(1), D(2), R1, R2, CS, SN )
  498. END IF
  499. IF( ALLEIG.OR.
  500. $ (VALEIG.AND.(R2.GT.WL).AND.
  501. $ (R2.LE.WU)).OR.
  502. $ (INDEIG.AND.(IIL.EQ.1)) ) THEN
  503. M = M+1
  504. W( M ) = R2
  505. IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
  506. Z( 1, M ) = -SN
  507. Z( 2, M ) = CS
  508. * Note: At most one of SN and CS can be zero.
  509. IF (SN.NE.ZERO) THEN
  510. IF (CS.NE.ZERO) THEN
  511. ISUPPZ(2*M-1) = 1
  512. ISUPPZ(2*M) = 2
  513. ELSE
  514. ISUPPZ(2*M-1) = 1
  515. ISUPPZ(2*M) = 1
  516. END IF
  517. ELSE
  518. ISUPPZ(2*M-1) = 2
  519. ISUPPZ(2*M) = 2
  520. END IF
  521. ENDIF
  522. ENDIF
  523. IF( ALLEIG.OR.
  524. $ (VALEIG.AND.(R1.GT.WL).AND.
  525. $ (R1.LE.WU)).OR.
  526. $ (INDEIG.AND.(IIU.EQ.2)) ) THEN
  527. M = M+1
  528. W( M ) = R1
  529. IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
  530. Z( 1, M ) = CS
  531. Z( 2, M ) = SN
  532. * Note: At most one of SN and CS can be zero.
  533. IF (SN.NE.ZERO) THEN
  534. IF (CS.NE.ZERO) THEN
  535. ISUPPZ(2*M-1) = 1
  536. ISUPPZ(2*M) = 2
  537. ELSE
  538. ISUPPZ(2*M-1) = 1
  539. ISUPPZ(2*M) = 1
  540. END IF
  541. ELSE
  542. ISUPPZ(2*M-1) = 2
  543. ISUPPZ(2*M) = 2
  544. END IF
  545. ENDIF
  546. ENDIF
  547. ELSE
  548. * Continue with general N
  549. INDGRS = 1
  550. INDERR = 2*N + 1
  551. INDGP = 3*N + 1
  552. INDD = 4*N + 1
  553. INDE2 = 5*N + 1
  554. INDWRK = 6*N + 1
  555. *
  556. IINSPL = 1
  557. IINDBL = N + 1
  558. IINDW = 2*N + 1
  559. IINDWK = 3*N + 1
  560. *
  561. * Scale matrix to allowable range, if necessary.
  562. * The allowable range is related to the PIVMIN parameter; see the
  563. * comments in SLARRD. The preference for scaling small values
  564. * up is heuristic; we expect users' matrices not to be close to the
  565. * RMAX threshold.
  566. *
  567. SCALE = ONE
  568. TNRM = SLANST( 'M', N, D, E )
  569. IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
  570. SCALE = RMIN / TNRM
  571. ELSE IF( TNRM.GT.RMAX ) THEN
  572. SCALE = RMAX / TNRM
  573. END IF
  574. IF( SCALE.NE.ONE ) THEN
  575. CALL SSCAL( N, SCALE, D, 1 )
  576. CALL SSCAL( N-1, SCALE, E, 1 )
  577. TNRM = TNRM*SCALE
  578. IF( VALEIG ) THEN
  579. * If eigenvalues in interval have to be found,
  580. * scale (WL, WU] accordingly
  581. WL = WL*SCALE
  582. WU = WU*SCALE
  583. ENDIF
  584. END IF
  585. *
  586. * Compute the desired eigenvalues of the tridiagonal after splitting
  587. * into smaller subblocks if the corresponding off-diagonal elements
  588. * are small
  589. * THRESH is the splitting parameter for SLARRE
  590. * A negative THRESH forces the old splitting criterion based on the
  591. * size of the off-diagonal. A positive THRESH switches to splitting
  592. * which preserves relative accuracy.
  593. *
  594. IF( TRYRAC ) THEN
  595. * Test whether the matrix warrants the more expensive relative approach.
  596. CALL SLARRR( N, D, E, IINFO )
  597. ELSE
  598. * The user does not care about relative accurately eigenvalues
  599. IINFO = -1
  600. ENDIF
  601. * Set the splitting criterion
  602. IF (IINFO.EQ.0) THEN
  603. THRESH = EPS
  604. ELSE
  605. THRESH = -EPS
  606. * relative accuracy is desired but T does not guarantee it
  607. TRYRAC = .FALSE.
  608. ENDIF
  609. *
  610. IF( TRYRAC ) THEN
  611. * Copy original diagonal, needed to guarantee relative accuracy
  612. CALL SCOPY(N,D,1,WORK(INDD),1)
  613. ENDIF
  614. * Store the squares of the offdiagonal values of T
  615. DO 5 J = 1, N-1
  616. WORK( INDE2+J-1 ) = E(J)**2
  617. 5 CONTINUE
  618. * Set the tolerance parameters for bisection
  619. IF( .NOT.WANTZ ) THEN
  620. * SLARRE computes the eigenvalues to full precision.
  621. RTOL1 = FOUR * EPS
  622. RTOL2 = FOUR * EPS
  623. ELSE
  624. * SLARRE computes the eigenvalues to less than full precision.
  625. * SLARRV will refine the eigenvalue approximations, and we can
  626. * need less accurate initial bisection in SLARRE.
  627. * Note: these settings do only affect the subset case and SLARRE
  628. RTOL1 = MAX( SQRT(EPS)*5.0E-2, FOUR * EPS )
  629. RTOL2 = MAX( SQRT(EPS)*5.0E-3, FOUR * EPS )
  630. ENDIF
  631. CALL SLARRE( RANGE, N, WL, WU, IIL, IIU, D, E,
  632. $ WORK(INDE2), RTOL1, RTOL2, THRESH, NSPLIT,
  633. $ IWORK( IINSPL ), M, W, WORK( INDERR ),
  634. $ WORK( INDGP ), IWORK( IINDBL ),
  635. $ IWORK( IINDW ), WORK( INDGRS ), PIVMIN,
  636. $ WORK( INDWRK ), IWORK( IINDWK ), IINFO )
  637. IF( IINFO.NE.0 ) THEN
  638. INFO = 10 + ABS( IINFO )
  639. RETURN
  640. END IF
  641. * Note that if RANGE .NE. 'V', SLARRE computes bounds on the desired
  642. * part of the spectrum. All desired eigenvalues are contained in
  643. * (WL,WU]
  644. IF( WANTZ ) THEN
  645. *
  646. * Compute the desired eigenvectors corresponding to the computed
  647. * eigenvalues
  648. *
  649. CALL SLARRV( N, WL, WU, D, E,
  650. $ PIVMIN, IWORK( IINSPL ), M,
  651. $ 1, M, MINRGP, RTOL1, RTOL2,
  652. $ W, WORK( INDERR ), WORK( INDGP ), IWORK( IINDBL ),
  653. $ IWORK( IINDW ), WORK( INDGRS ), Z, LDZ,
  654. $ ISUPPZ, WORK( INDWRK ), IWORK( IINDWK ), IINFO )
  655. IF( IINFO.NE.0 ) THEN
  656. INFO = 20 + ABS( IINFO )
  657. RETURN
  658. END IF
  659. ELSE
  660. * SLARRE computes eigenvalues of the (shifted) root representation
  661. * SLARRV returns the eigenvalues of the unshifted matrix.
  662. * However, if the eigenvectors are not desired by the user, we need
  663. * to apply the corresponding shifts from SLARRE to obtain the
  664. * eigenvalues of the original matrix.
  665. DO 20 J = 1, M
  666. ITMP = IWORK( IINDBL+J-1 )
  667. W( J ) = W( J ) + E( IWORK( IINSPL+ITMP-1 ) )
  668. 20 CONTINUE
  669. END IF
  670. *
  671. IF ( TRYRAC ) THEN
  672. * Refine computed eigenvalues so that they are relatively accurate
  673. * with respect to the original matrix T.
  674. IBEGIN = 1
  675. WBEGIN = 1
  676. DO 39 JBLK = 1, IWORK( IINDBL+M-1 )
  677. IEND = IWORK( IINSPL+JBLK-1 )
  678. IN = IEND - IBEGIN + 1
  679. WEND = WBEGIN - 1
  680. * check if any eigenvalues have to be refined in this block
  681. 36 CONTINUE
  682. IF( WEND.LT.M ) THEN
  683. IF( IWORK( IINDBL+WEND ).EQ.JBLK ) THEN
  684. WEND = WEND + 1
  685. GO TO 36
  686. END IF
  687. END IF
  688. IF( WEND.LT.WBEGIN ) THEN
  689. IBEGIN = IEND + 1
  690. GO TO 39
  691. END IF
  692. OFFSET = IWORK(IINDW+WBEGIN-1)-1
  693. IFIRST = IWORK(IINDW+WBEGIN-1)
  694. ILAST = IWORK(IINDW+WEND-1)
  695. RTOL2 = FOUR * EPS
  696. CALL SLARRJ( IN,
  697. $ WORK(INDD+IBEGIN-1), WORK(INDE2+IBEGIN-1),
  698. $ IFIRST, ILAST, RTOL2, OFFSET, W(WBEGIN),
  699. $ WORK( INDERR+WBEGIN-1 ),
  700. $ WORK( INDWRK ), IWORK( IINDWK ), PIVMIN,
  701. $ TNRM, IINFO )
  702. IBEGIN = IEND + 1
  703. WBEGIN = WEND + 1
  704. 39 CONTINUE
  705. ENDIF
  706. *
  707. * If matrix was scaled, then rescale eigenvalues appropriately.
  708. *
  709. IF( SCALE.NE.ONE ) THEN
  710. CALL SSCAL( M, ONE / SCALE, W, 1 )
  711. END IF
  712. END IF
  713. *
  714. * If eigenvalues are not in increasing order, then sort them,
  715. * possibly along with eigenvectors.
  716. *
  717. IF( NSPLIT.GT.1 .OR. N.EQ.2 ) THEN
  718. IF( .NOT. WANTZ ) THEN
  719. CALL SLASRT( 'I', M, W, IINFO )
  720. IF( IINFO.NE.0 ) THEN
  721. INFO = 3
  722. RETURN
  723. END IF
  724. ELSE
  725. DO 60 J = 1, M - 1
  726. I = 0
  727. TMP = W( J )
  728. DO 50 JJ = J + 1, M
  729. IF( W( JJ ).LT.TMP ) THEN
  730. I = JJ
  731. TMP = W( JJ )
  732. END IF
  733. 50 CONTINUE
  734. IF( I.NE.0 ) THEN
  735. W( I ) = W( J )
  736. W( J ) = TMP
  737. IF( WANTZ ) THEN
  738. CALL SSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
  739. ITMP = ISUPPZ( 2*I-1 )
  740. ISUPPZ( 2*I-1 ) = ISUPPZ( 2*J-1 )
  741. ISUPPZ( 2*J-1 ) = ITMP
  742. ITMP = ISUPPZ( 2*I )
  743. ISUPPZ( 2*I ) = ISUPPZ( 2*J )
  744. ISUPPZ( 2*J ) = ITMP
  745. END IF
  746. END IF
  747. 60 CONTINUE
  748. END IF
  749. ENDIF
  750. *
  751. *
  752. WORK( 1 ) = LWMIN
  753. IWORK( 1 ) = LIWMIN
  754. RETURN
  755. *
  756. * End of SSTEMR
  757. *
  758. END