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- *> \brief \b SLAED3 used by sstedc. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is tridiagonal.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SLAED3 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaed3.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaed3.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaed3.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SLAED3( K, N, N1, D, Q, LDQ, RHO, DLAMDA, Q2, INDX,
- * CTOT, W, S, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, K, LDQ, N, N1
- * REAL RHO
- * ..
- * .. Array Arguments ..
- * INTEGER CTOT( * ), INDX( * )
- * REAL D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
- * $ S( * ), W( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> SLAED3 finds the roots of the secular equation, as defined by the
- *> values in D, W, and RHO, between 1 and K. It makes the
- *> appropriate calls to SLAED4 and then updates the eigenvectors by
- *> multiplying the matrix of eigenvectors of the pair of eigensystems
- *> being combined by the matrix of eigenvectors of the K-by-K system
- *> which is solved here.
- *>
- *> This code makes very mild assumptions about floating point
- *> arithmetic. It will work on machines with a guard digit in
- *> add/subtract, or on those binary machines without guard digits
- *> which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
- *> It could conceivably fail on hexadecimal or decimal machines
- *> without guard digits, but we know of none.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] K
- *> \verbatim
- *> K is INTEGER
- *> The number of terms in the rational function to be solved by
- *> SLAED4. K >= 0.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The number of rows and columns in the Q matrix.
- *> N >= K (deflation may result in N>K).
- *> \endverbatim
- *>
- *> \param[in] N1
- *> \verbatim
- *> N1 is INTEGER
- *> The location of the last eigenvalue in the leading submatrix.
- *> min(1,N) <= N1 <= N/2.
- *> \endverbatim
- *>
- *> \param[out] D
- *> \verbatim
- *> D is REAL array, dimension (N)
- *> D(I) contains the updated eigenvalues for
- *> 1 <= I <= K.
- *> \endverbatim
- *>
- *> \param[out] Q
- *> \verbatim
- *> Q is REAL array, dimension (LDQ,N)
- *> Initially the first K columns are used as workspace.
- *> On output the columns 1 to K contain
- *> the updated eigenvectors.
- *> \endverbatim
- *>
- *> \param[in] LDQ
- *> \verbatim
- *> LDQ is INTEGER
- *> The leading dimension of the array Q. LDQ >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] RHO
- *> \verbatim
- *> RHO is REAL
- *> The value of the parameter in the rank one update equation.
- *> RHO >= 0 required.
- *> \endverbatim
- *>
- *> \param[in,out] DLAMDA
- *> \verbatim
- *> DLAMDA is REAL array, dimension (K)
- *> The first K elements of this array contain the old roots
- *> of the deflated updating problem. These are the poles
- *> of the secular equation. May be changed on output by
- *> having lowest order bit set to zero on Cray X-MP, Cray Y-MP,
- *> Cray-2, or Cray C-90, as described above.
- *> \endverbatim
- *>
- *> \param[in] Q2
- *> \verbatim
- *> Q2 is REAL array, dimension (LDQ2*N)
- *> The first K columns of this matrix contain the non-deflated
- *> eigenvectors for the split problem.
- *> \endverbatim
- *>
- *> \param[in] INDX
- *> \verbatim
- *> INDX is INTEGER array, dimension (N)
- *> The permutation used to arrange the columns of the deflated
- *> Q matrix into three groups (see SLAED2).
- *> The rows of the eigenvectors found by SLAED4 must be likewise
- *> permuted before the matrix multiply can take place.
- *> \endverbatim
- *>
- *> \param[in] CTOT
- *> \verbatim
- *> CTOT is INTEGER array, dimension (4)
- *> A count of the total number of the various types of columns
- *> in Q, as described in INDX. The fourth column type is any
- *> column which has been deflated.
- *> \endverbatim
- *>
- *> \param[in,out] W
- *> \verbatim
- *> W is REAL array, dimension (K)
- *> The first K elements of this array contain the components
- *> of the deflation-adjusted updating vector. Destroyed on
- *> output.
- *> \endverbatim
- *>
- *> \param[out] S
- *> \verbatim
- *> S is REAL array, dimension (N1 + 1)*K
- *> Will contain the eigenvectors of the repaired matrix which
- *> will be multiplied by the previously accumulated eigenvectors
- *> to update the system.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit.
- *> < 0: if INFO = -i, the i-th argument had an illegal value.
- *> > 0: if INFO = 1, an eigenvalue did not converge
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date June 2017
- *
- *> \ingroup auxOTHERcomputational
- *
- *> \par Contributors:
- * ==================
- *>
- *> Jeff Rutter, Computer Science Division, University of California
- *> at Berkeley, USA \n
- *> Modified by Francoise Tisseur, University of Tennessee
- *>
- * =====================================================================
- SUBROUTINE SLAED3( K, N, N1, D, Q, LDQ, RHO, DLAMDA, Q2, INDX,
- $ CTOT, W, S, INFO )
- *
- * -- LAPACK computational routine (version 3.7.1) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * June 2017
- *
- * .. Scalar Arguments ..
- INTEGER INFO, K, LDQ, N, N1
- REAL RHO
- * ..
- * .. Array Arguments ..
- INTEGER CTOT( * ), INDX( * )
- REAL D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
- $ S( * ), W( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ONE, ZERO
- PARAMETER ( ONE = 1.0E0, ZERO = 0.0E0 )
- * ..
- * .. Local Scalars ..
- INTEGER I, II, IQ2, J, N12, N2, N23
- REAL TEMP
- * ..
- * .. External Functions ..
- REAL SLAMC3, SNRM2
- EXTERNAL SLAMC3, SNRM2
- * ..
- * .. External Subroutines ..
- EXTERNAL SCOPY, SGEMM, SLACPY, SLAED4, SLASET, XERBLA
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX, SIGN, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- *
- IF( K.LT.0 ) THEN
- INFO = -1
- ELSE IF( N.LT.K ) THEN
- INFO = -2
- ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
- INFO = -6
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'SLAED3', -INFO )
- RETURN
- END IF
- *
- * Quick return if possible
- *
- IF( K.EQ.0 )
- $ RETURN
- *
- * Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
- * be computed with high relative accuracy (barring over/underflow).
- * This is a problem on machines without a guard digit in
- * add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
- * The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
- * which on any of these machines zeros out the bottommost
- * bit of DLAMDA(I) if it is 1; this makes the subsequent
- * subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
- * occurs. On binary machines with a guard digit (almost all
- * machines) it does not change DLAMDA(I) at all. On hexadecimal
- * and decimal machines with a guard digit, it slightly
- * changes the bottommost bits of DLAMDA(I). It does not account
- * for hexadecimal or decimal machines without guard digits
- * (we know of none). We use a subroutine call to compute
- * 2*DLAMBDA(I) to prevent optimizing compilers from eliminating
- * this code.
- *
- DO 10 I = 1, K
- DLAMDA( I ) = SLAMC3( DLAMDA( I ), DLAMDA( I ) ) - DLAMDA( I )
- 10 CONTINUE
- *
- DO 20 J = 1, K
- CALL SLAED4( K, J, DLAMDA, W, Q( 1, J ), RHO, D( J ), INFO )
- *
- * If the zero finder fails, the computation is terminated.
- *
- IF( INFO.NE.0 )
- $ GO TO 120
- 20 CONTINUE
- *
- IF( K.EQ.1 )
- $ GO TO 110
- IF( K.EQ.2 ) THEN
- DO 30 J = 1, K
- W( 1 ) = Q( 1, J )
- W( 2 ) = Q( 2, J )
- II = INDX( 1 )
- Q( 1, J ) = W( II )
- II = INDX( 2 )
- Q( 2, J ) = W( II )
- 30 CONTINUE
- GO TO 110
- END IF
- *
- * Compute updated W.
- *
- CALL SCOPY( K, W, 1, S, 1 )
- *
- * Initialize W(I) = Q(I,I)
- *
- CALL SCOPY( K, Q, LDQ+1, W, 1 )
- DO 60 J = 1, K
- DO 40 I = 1, J - 1
- W( I ) = W( I )*( Q( I, J ) / ( DLAMDA( I )-DLAMDA( J ) ) )
- 40 CONTINUE
- DO 50 I = J + 1, K
- W( I ) = W( I )*( Q( I, J ) / ( DLAMDA( I )-DLAMDA( J ) ) )
- 50 CONTINUE
- 60 CONTINUE
- DO 70 I = 1, K
- W( I ) = SIGN( SQRT( -W( I ) ), S( I ) )
- 70 CONTINUE
- *
- * Compute eigenvectors of the modified rank-1 modification.
- *
- DO 100 J = 1, K
- DO 80 I = 1, K
- S( I ) = W( I ) / Q( I, J )
- 80 CONTINUE
- TEMP = SNRM2( K, S, 1 )
- DO 90 I = 1, K
- II = INDX( I )
- Q( I, J ) = S( II ) / TEMP
- 90 CONTINUE
- 100 CONTINUE
- *
- * Compute the updated eigenvectors.
- *
- 110 CONTINUE
- *
- N2 = N - N1
- N12 = CTOT( 1 ) + CTOT( 2 )
- N23 = CTOT( 2 ) + CTOT( 3 )
- *
- CALL SLACPY( 'A', N23, K, Q( CTOT( 1 )+1, 1 ), LDQ, S, N23 )
- IQ2 = N1*N12 + 1
- IF( N23.NE.0 ) THEN
- CALL SGEMM( 'N', 'N', N2, K, N23, ONE, Q2( IQ2 ), N2, S, N23,
- $ ZERO, Q( N1+1, 1 ), LDQ )
- ELSE
- CALL SLASET( 'A', N2, K, ZERO, ZERO, Q( N1+1, 1 ), LDQ )
- END IF
- *
- CALL SLACPY( 'A', N12, K, Q, LDQ, S, N12 )
- IF( N12.NE.0 ) THEN
- CALL SGEMM( 'N', 'N', N1, K, N12, ONE, Q2, N1, S, N12, ZERO, Q,
- $ LDQ )
- ELSE
- CALL SLASET( 'A', N1, K, ZERO, ZERO, Q( 1, 1 ), LDQ )
- END IF
- *
- *
- 120 CONTINUE
- RETURN
- *
- * End of SLAED3
- *
- END
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