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- *> \brief \b SSTECH
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SSTECH( N, A, B, EIG, TOL, WORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, N
- * REAL TOL
- * ..
- * .. Array Arguments ..
- * REAL A( * ), B( * ), EIG( * ), WORK( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> Let T be the tridiagonal matrix with diagonal entries A(1) ,...,
- *> A(N) and offdiagonal entries B(1) ,..., B(N-1)). SSTECH checks to
- *> see if EIG(1) ,..., EIG(N) are indeed accurate eigenvalues of T.
- *> It does this by expanding each EIG(I) into an interval
- *> [SVD(I) - EPS, SVD(I) + EPS], merging overlapping intervals if
- *> any, and using Sturm sequences to count and verify whether each
- *> resulting interval has the correct number of eigenvalues (using
- *> SSTECT). Here EPS = TOL*MACHEPS*MAXEIG, where MACHEPS is the
- *> machine precision and MAXEIG is the absolute value of the largest
- *> eigenvalue. If each interval contains the correct number of
- *> eigenvalues, INFO = 0 is returned, otherwise INFO is the index of
- *> the first eigenvalue in the first bad interval.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The dimension of the tridiagonal matrix T.
- *> \endverbatim
- *>
- *> \param[in] A
- *> \verbatim
- *> A is REAL array, dimension (N)
- *> The diagonal entries of the tridiagonal matrix T.
- *> \endverbatim
- *>
- *> \param[in] B
- *> \verbatim
- *> B is REAL array, dimension (N-1)
- *> The offdiagonal entries of the tridiagonal matrix T.
- *> \endverbatim
- *>
- *> \param[in] EIG
- *> \verbatim
- *> EIG is REAL array, dimension (N)
- *> The purported eigenvalues to be checked.
- *> \endverbatim
- *>
- *> \param[in] TOL
- *> \verbatim
- *> TOL is REAL
- *> Error tolerance for checking, a multiple of the
- *> machine precision.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> 0 if the eigenvalues are all correct (to within
- *> 1 +- TOL*MACHEPS*MAXEIG)
- *> >0 if the interval containing the INFO-th eigenvalue
- *> contains the incorrect number of eigenvalues.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date November 2011
- *
- *> \ingroup single_eig
- *
- * =====================================================================
- SUBROUTINE SSTECH( N, A, B, EIG, TOL, WORK, INFO )
- *
- * -- LAPACK test routine (version 3.4.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * November 2011
- *
- * .. Scalar Arguments ..
- INTEGER INFO, N
- REAL TOL
- * ..
- * .. Array Arguments ..
- REAL A( * ), B( * ), EIG( * ), WORK( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO
- PARAMETER ( ZERO = 0.0E0 )
- * ..
- * .. Local Scalars ..
- INTEGER BPNT, COUNT, I, ISUB, J, NUML, NUMU, TPNT
- REAL EMIN, EPS, LOWER, MX, TUPPR, UNFLEP, UPPER
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL SSTECT
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX
- * ..
- * .. Executable Statements ..
- *
- * Check input parameters
- *
- INFO = 0
- IF( N.EQ.0 )
- $ RETURN
- IF( N.LT.0 ) THEN
- INFO = -1
- RETURN
- END IF
- IF( TOL.LT.ZERO ) THEN
- INFO = -5
- RETURN
- END IF
- *
- * Get machine constants
- *
- EPS = SLAMCH( 'Epsilon' )*SLAMCH( 'Base' )
- UNFLEP = SLAMCH( 'Safe minimum' ) / EPS
- EPS = TOL*EPS
- *
- * Compute maximum absolute eigenvalue, error tolerance
- *
- MX = ABS( EIG( 1 ) )
- DO 10 I = 2, N
- MX = MAX( MX, ABS( EIG( I ) ) )
- 10 CONTINUE
- EPS = MAX( EPS*MX, UNFLEP )
- *
- * Sort eigenvalues from EIG into WORK
- *
- DO 20 I = 1, N
- WORK( I ) = EIG( I )
- 20 CONTINUE
- DO 40 I = 1, N - 1
- ISUB = 1
- EMIN = WORK( 1 )
- DO 30 J = 2, N + 1 - I
- IF( WORK( J ).LT.EMIN ) THEN
- ISUB = J
- EMIN = WORK( J )
- END IF
- 30 CONTINUE
- IF( ISUB.NE.N+1-I ) THEN
- WORK( ISUB ) = WORK( N+1-I )
- WORK( N+1-I ) = EMIN
- END IF
- 40 CONTINUE
- *
- * TPNT points to singular value at right endpoint of interval
- * BPNT points to singular value at left endpoint of interval
- *
- TPNT = 1
- BPNT = 1
- *
- * Begin loop over all intervals
- *
- 50 CONTINUE
- UPPER = WORK( TPNT ) + EPS
- LOWER = WORK( BPNT ) - EPS
- *
- * Begin loop merging overlapping intervals
- *
- 60 CONTINUE
- IF( BPNT.EQ.N )
- $ GO TO 70
- TUPPR = WORK( BPNT+1 ) + EPS
- IF( TUPPR.LT.LOWER )
- $ GO TO 70
- *
- * Merge
- *
- BPNT = BPNT + 1
- LOWER = WORK( BPNT ) - EPS
- GO TO 60
- 70 CONTINUE
- *
- * Count singular values in interval [ LOWER, UPPER ]
- *
- CALL SSTECT( N, A, B, LOWER, NUML )
- CALL SSTECT( N, A, B, UPPER, NUMU )
- COUNT = NUMU - NUML
- IF( COUNT.NE.BPNT-TPNT+1 ) THEN
- *
- * Wrong number of singular values in interval
- *
- INFO = TPNT
- GO TO 80
- END IF
- TPNT = BPNT + 1
- BPNT = TPNT
- IF( TPNT.LE.N )
- $ GO TO 50
- 80 CONTINUE
- RETURN
- *
- * End of SSTECH
- *
- END
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