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- *> \brief \b SLAED4 used by sstedc. Finds a single root of the secular equation.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download SLAED4 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaed4.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaed4.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaed4.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE SLAED4( N, I, D, Z, DELTA, RHO, DLAM, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER I, INFO, N
- * REAL DLAM, RHO
- * ..
- * .. Array Arguments ..
- * REAL D( * ), DELTA( * ), Z( * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> This subroutine computes the I-th updated eigenvalue of a symmetric
- *> rank-one modification to a diagonal matrix whose elements are
- *> given in the array d, and that
- *>
- *> D(i) < D(j) for i < j
- *>
- *> and that RHO > 0. This is arranged by the calling routine, and is
- *> no loss in generality. The rank-one modified system is thus
- *>
- *> diag( D ) + RHO * Z * Z_transpose.
- *>
- *> where we assume the Euclidean norm of Z is 1.
- *>
- *> The method consists of approximating the rational functions in the
- *> secular equation by simpler interpolating rational functions.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The length of all arrays.
- *> \endverbatim
- *>
- *> \param[in] I
- *> \verbatim
- *> I is INTEGER
- *> The index of the eigenvalue to be computed. 1 <= I <= N.
- *> \endverbatim
- *>
- *> \param[in] D
- *> \verbatim
- *> D is REAL array, dimension (N)
- *> The original eigenvalues. It is assumed that they are in
- *> order, D(I) < D(J) for I < J.
- *> \endverbatim
- *>
- *> \param[in] Z
- *> \verbatim
- *> Z is REAL array, dimension (N)
- *> The components of the updating vector.
- *> \endverbatim
- *>
- *> \param[out] DELTA
- *> \verbatim
- *> DELTA is REAL array, dimension (N)
- *> If N > 2, DELTA contains (D(j) - lambda_I) in its j-th
- *> component. If N = 1, then DELTA(1) = 1. If N = 2, see SLAED5
- *> for detail. The vector DELTA contains the information necessary
- *> to construct the eigenvectors by SLAED3 and SLAED9.
- *> \endverbatim
- *>
- *> \param[in] RHO
- *> \verbatim
- *> RHO is REAL
- *> The scalar in the symmetric updating formula.
- *> \endverbatim
- *>
- *> \param[out] DLAM
- *> \verbatim
- *> DLAM is REAL
- *> The computed lambda_I, the I-th updated eigenvalue.
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> > 0: if INFO = 1, the updating process failed.
- *> \endverbatim
- *
- *> \par Internal Parameters:
- * =========================
- *>
- *> \verbatim
- *> Logical variable ORGATI (origin-at-i?) is used for distinguishing
- *> whether D(i) or D(i+1) is treated as the origin.
- *>
- *> ORGATI = .true. origin at i
- *> ORGATI = .false. origin at i+1
- *>
- *> Logical variable SWTCH3 (switch-for-3-poles?) is for noting
- *> if we are working with THREE poles!
- *>
- *> MAXIT is the maximum number of iterations allowed for each
- *> eigenvalue.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date December 2016
- *
- *> \ingroup auxOTHERcomputational
- *
- *> \par Contributors:
- * ==================
- *>
- *> Ren-Cang Li, Computer Science Division, University of California
- *> at Berkeley, USA
- *>
- * =====================================================================
- SUBROUTINE SLAED4( N, I, D, Z, DELTA, RHO, DLAM, INFO )
- *
- * -- LAPACK computational routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * December 2016
- *
- * .. Scalar Arguments ..
- INTEGER I, INFO, N
- REAL DLAM, RHO
- * ..
- * .. Array Arguments ..
- REAL D( * ), DELTA( * ), Z( * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- INTEGER MAXIT
- PARAMETER ( MAXIT = 30 )
- REAL ZERO, ONE, TWO, THREE, FOUR, EIGHT, TEN
- PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0,
- $ THREE = 3.0E0, FOUR = 4.0E0, EIGHT = 8.0E0,
- $ TEN = 10.0E0 )
- * ..
- * .. Local Scalars ..
- LOGICAL ORGATI, SWTCH, SWTCH3
- INTEGER II, IIM1, IIP1, IP1, ITER, J, NITER
- REAL A, B, C, DEL, DLTLB, DLTUB, DPHI, DPSI, DW,
- $ EPS, ERRETM, ETA, MIDPT, PHI, PREW, PSI,
- $ RHOINV, TAU, TEMP, TEMP1, W
- * ..
- * .. Local Arrays ..
- REAL ZZ( 3 )
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL SLAED5, SLAED6
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, MAX, MIN, SQRT
- * ..
- * .. Executable Statements ..
- *
- * Since this routine is called in an inner loop, we do no argument
- * checking.
- *
- * Quick return for N=1 and 2.
- *
- INFO = 0
- IF( N.EQ.1 ) THEN
- *
- * Presumably, I=1 upon entry
- *
- DLAM = D( 1 ) + RHO*Z( 1 )*Z( 1 )
- DELTA( 1 ) = ONE
- RETURN
- END IF
- IF( N.EQ.2 ) THEN
- CALL SLAED5( I, D, Z, DELTA, RHO, DLAM )
- RETURN
- END IF
- *
- * Compute machine epsilon
- *
- EPS = SLAMCH( 'Epsilon' )
- RHOINV = ONE / RHO
- *
- * The case I = N
- *
- IF( I.EQ.N ) THEN
- *
- * Initialize some basic variables
- *
- II = N - 1
- NITER = 1
- *
- * Calculate initial guess
- *
- MIDPT = RHO / TWO
- *
- * If ||Z||_2 is not one, then TEMP should be set to
- * RHO * ||Z||_2^2 / TWO
- *
- DO 10 J = 1, N
- DELTA( J ) = ( D( J )-D( I ) ) - MIDPT
- 10 CONTINUE
- *
- PSI = ZERO
- DO 20 J = 1, N - 2
- PSI = PSI + Z( J )*Z( J ) / DELTA( J )
- 20 CONTINUE
- *
- C = RHOINV + PSI
- W = C + Z( II )*Z( II ) / DELTA( II ) +
- $ Z( N )*Z( N ) / DELTA( N )
- *
- IF( W.LE.ZERO ) THEN
- TEMP = Z( N-1 )*Z( N-1 ) / ( D( N )-D( N-1 )+RHO ) +
- $ Z( N )*Z( N ) / RHO
- IF( C.LE.TEMP ) THEN
- TAU = RHO
- ELSE
- DEL = D( N ) - D( N-1 )
- A = -C*DEL + Z( N-1 )*Z( N-1 ) + Z( N )*Z( N )
- B = Z( N )*Z( N )*DEL
- IF( A.LT.ZERO ) THEN
- TAU = TWO*B / ( SQRT( A*A+FOUR*B*C )-A )
- ELSE
- TAU = ( A+SQRT( A*A+FOUR*B*C ) ) / ( TWO*C )
- END IF
- END IF
- *
- * It can be proved that
- * D(N)+RHO/2 <= LAMBDA(N) < D(N)+TAU <= D(N)+RHO
- *
- DLTLB = MIDPT
- DLTUB = RHO
- ELSE
- DEL = D( N ) - D( N-1 )
- A = -C*DEL + Z( N-1 )*Z( N-1 ) + Z( N )*Z( N )
- B = Z( N )*Z( N )*DEL
- IF( A.LT.ZERO ) THEN
- TAU = TWO*B / ( SQRT( A*A+FOUR*B*C )-A )
- ELSE
- TAU = ( A+SQRT( A*A+FOUR*B*C ) ) / ( TWO*C )
- END IF
- *
- * It can be proved that
- * D(N) < D(N)+TAU < LAMBDA(N) < D(N)+RHO/2
- *
- DLTLB = ZERO
- DLTUB = MIDPT
- END IF
- *
- DO 30 J = 1, N
- DELTA( J ) = ( D( J )-D( I ) ) - TAU
- 30 CONTINUE
- *
- * Evaluate PSI and the derivative DPSI
- *
- DPSI = ZERO
- PSI = ZERO
- ERRETM = ZERO
- DO 40 J = 1, II
- TEMP = Z( J ) / DELTA( J )
- PSI = PSI + Z( J )*TEMP
- DPSI = DPSI + TEMP*TEMP
- ERRETM = ERRETM + PSI
- 40 CONTINUE
- ERRETM = ABS( ERRETM )
- *
- * Evaluate PHI and the derivative DPHI
- *
- TEMP = Z( N ) / DELTA( N )
- PHI = Z( N )*TEMP
- DPHI = TEMP*TEMP
- ERRETM = EIGHT*( -PHI-PSI ) + ERRETM - PHI + RHOINV +
- $ ABS( TAU )*( DPSI+DPHI )
- *
- W = RHOINV + PHI + PSI
- *
- * Test for convergence
- *
- IF( ABS( W ).LE.EPS*ERRETM ) THEN
- DLAM = D( I ) + TAU
- GO TO 250
- END IF
- *
- IF( W.LE.ZERO ) THEN
- DLTLB = MAX( DLTLB, TAU )
- ELSE
- DLTUB = MIN( DLTUB, TAU )
- END IF
- *
- * Calculate the new step
- *
- NITER = NITER + 1
- C = W - DELTA( N-1 )*DPSI - DELTA( N )*DPHI
- A = ( DELTA( N-1 )+DELTA( N ) )*W -
- $ DELTA( N-1 )*DELTA( N )*( DPSI+DPHI )
- B = DELTA( N-1 )*DELTA( N )*W
- IF( C.LT.ZERO )
- $ C = ABS( C )
- IF( C.EQ.ZERO ) THEN
- * ETA = B/A
- * ETA = RHO - TAU
- ETA = DLTUB - TAU
- ELSE IF( A.GE.ZERO ) THEN
- ETA = ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C )
- ELSE
- ETA = TWO*B / ( A-SQRT( ABS( A*A-FOUR*B*C ) ) )
- END IF
- *
- * Note, eta should be positive if w is negative, and
- * eta should be negative otherwise. However,
- * if for some reason caused by roundoff, eta*w > 0,
- * we simply use one Newton step instead. This way
- * will guarantee eta*w < 0.
- *
- IF( W*ETA.GT.ZERO )
- $ ETA = -W / ( DPSI+DPHI )
- TEMP = TAU + ETA
- IF( TEMP.GT.DLTUB .OR. TEMP.LT.DLTLB ) THEN
- IF( W.LT.ZERO ) THEN
- ETA = ( DLTUB-TAU ) / TWO
- ELSE
- ETA = ( DLTLB-TAU ) / TWO
- END IF
- END IF
- DO 50 J = 1, N
- DELTA( J ) = DELTA( J ) - ETA
- 50 CONTINUE
- *
- TAU = TAU + ETA
- *
- * Evaluate PSI and the derivative DPSI
- *
- DPSI = ZERO
- PSI = ZERO
- ERRETM = ZERO
- DO 60 J = 1, II
- TEMP = Z( J ) / DELTA( J )
- PSI = PSI + Z( J )*TEMP
- DPSI = DPSI + TEMP*TEMP
- ERRETM = ERRETM + PSI
- 60 CONTINUE
- ERRETM = ABS( ERRETM )
- *
- * Evaluate PHI and the derivative DPHI
- *
- TEMP = Z( N ) / DELTA( N )
- PHI = Z( N )*TEMP
- DPHI = TEMP*TEMP
- ERRETM = EIGHT*( -PHI-PSI ) + ERRETM - PHI + RHOINV +
- $ ABS( TAU )*( DPSI+DPHI )
- *
- W = RHOINV + PHI + PSI
- *
- * Main loop to update the values of the array DELTA
- *
- ITER = NITER + 1
- *
- DO 90 NITER = ITER, MAXIT
- *
- * Test for convergence
- *
- IF( ABS( W ).LE.EPS*ERRETM ) THEN
- DLAM = D( I ) + TAU
- GO TO 250
- END IF
- *
- IF( W.LE.ZERO ) THEN
- DLTLB = MAX( DLTLB, TAU )
- ELSE
- DLTUB = MIN( DLTUB, TAU )
- END IF
- *
- * Calculate the new step
- *
- C = W - DELTA( N-1 )*DPSI - DELTA( N )*DPHI
- A = ( DELTA( N-1 )+DELTA( N ) )*W -
- $ DELTA( N-1 )*DELTA( N )*( DPSI+DPHI )
- B = DELTA( N-1 )*DELTA( N )*W
- IF( A.GE.ZERO ) THEN
- ETA = ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C )
- ELSE
- ETA = TWO*B / ( A-SQRT( ABS( A*A-FOUR*B*C ) ) )
- END IF
- *
- * Note, eta should be positive if w is negative, and
- * eta should be negative otherwise. However,
- * if for some reason caused by roundoff, eta*w > 0,
- * we simply use one Newton step instead. This way
- * will guarantee eta*w < 0.
- *
- IF( W*ETA.GT.ZERO )
- $ ETA = -W / ( DPSI+DPHI )
- TEMP = TAU + ETA
- IF( TEMP.GT.DLTUB .OR. TEMP.LT.DLTLB ) THEN
- IF( W.LT.ZERO ) THEN
- ETA = ( DLTUB-TAU ) / TWO
- ELSE
- ETA = ( DLTLB-TAU ) / TWO
- END IF
- END IF
- DO 70 J = 1, N
- DELTA( J ) = DELTA( J ) - ETA
- 70 CONTINUE
- *
- TAU = TAU + ETA
- *
- * Evaluate PSI and the derivative DPSI
- *
- DPSI = ZERO
- PSI = ZERO
- ERRETM = ZERO
- DO 80 J = 1, II
- TEMP = Z( J ) / DELTA( J )
- PSI = PSI + Z( J )*TEMP
- DPSI = DPSI + TEMP*TEMP
- ERRETM = ERRETM + PSI
- 80 CONTINUE
- ERRETM = ABS( ERRETM )
- *
- * Evaluate PHI and the derivative DPHI
- *
- TEMP = Z( N ) / DELTA( N )
- PHI = Z( N )*TEMP
- DPHI = TEMP*TEMP
- ERRETM = EIGHT*( -PHI-PSI ) + ERRETM - PHI + RHOINV +
- $ ABS( TAU )*( DPSI+DPHI )
- *
- W = RHOINV + PHI + PSI
- 90 CONTINUE
- *
- * Return with INFO = 1, NITER = MAXIT and not converged
- *
- INFO = 1
- DLAM = D( I ) + TAU
- GO TO 250
- *
- * End for the case I = N
- *
- ELSE
- *
- * The case for I < N
- *
- NITER = 1
- IP1 = I + 1
- *
- * Calculate initial guess
- *
- DEL = D( IP1 ) - D( I )
- MIDPT = DEL / TWO
- DO 100 J = 1, N
- DELTA( J ) = ( D( J )-D( I ) ) - MIDPT
- 100 CONTINUE
- *
- PSI = ZERO
- DO 110 J = 1, I - 1
- PSI = PSI + Z( J )*Z( J ) / DELTA( J )
- 110 CONTINUE
- *
- PHI = ZERO
- DO 120 J = N, I + 2, -1
- PHI = PHI + Z( J )*Z( J ) / DELTA( J )
- 120 CONTINUE
- C = RHOINV + PSI + PHI
- W = C + Z( I )*Z( I ) / DELTA( I ) +
- $ Z( IP1 )*Z( IP1 ) / DELTA( IP1 )
- *
- IF( W.GT.ZERO ) THEN
- *
- * d(i)< the ith eigenvalue < (d(i)+d(i+1))/2
- *
- * We choose d(i) as origin.
- *
- ORGATI = .TRUE.
- A = C*DEL + Z( I )*Z( I ) + Z( IP1 )*Z( IP1 )
- B = Z( I )*Z( I )*DEL
- IF( A.GT.ZERO ) THEN
- TAU = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) )
- ELSE
- TAU = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C )
- END IF
- DLTLB = ZERO
- DLTUB = MIDPT
- ELSE
- *
- * (d(i)+d(i+1))/2 <= the ith eigenvalue < d(i+1)
- *
- * We choose d(i+1) as origin.
- *
- ORGATI = .FALSE.
- A = C*DEL - Z( I )*Z( I ) - Z( IP1 )*Z( IP1 )
- B = Z( IP1 )*Z( IP1 )*DEL
- IF( A.LT.ZERO ) THEN
- TAU = TWO*B / ( A-SQRT( ABS( A*A+FOUR*B*C ) ) )
- ELSE
- TAU = -( A+SQRT( ABS( A*A+FOUR*B*C ) ) ) / ( TWO*C )
- END IF
- DLTLB = -MIDPT
- DLTUB = ZERO
- END IF
- *
- IF( ORGATI ) THEN
- DO 130 J = 1, N
- DELTA( J ) = ( D( J )-D( I ) ) - TAU
- 130 CONTINUE
- ELSE
- DO 140 J = 1, N
- DELTA( J ) = ( D( J )-D( IP1 ) ) - TAU
- 140 CONTINUE
- END IF
- IF( ORGATI ) THEN
- II = I
- ELSE
- II = I + 1
- END IF
- IIM1 = II - 1
- IIP1 = II + 1
- *
- * Evaluate PSI and the derivative DPSI
- *
- DPSI = ZERO
- PSI = ZERO
- ERRETM = ZERO
- DO 150 J = 1, IIM1
- TEMP = Z( J ) / DELTA( J )
- PSI = PSI + Z( J )*TEMP
- DPSI = DPSI + TEMP*TEMP
- ERRETM = ERRETM + PSI
- 150 CONTINUE
- ERRETM = ABS( ERRETM )
- *
- * Evaluate PHI and the derivative DPHI
- *
- DPHI = ZERO
- PHI = ZERO
- DO 160 J = N, IIP1, -1
- TEMP = Z( J ) / DELTA( J )
- PHI = PHI + Z( J )*TEMP
- DPHI = DPHI + TEMP*TEMP
- ERRETM = ERRETM + PHI
- 160 CONTINUE
- *
- W = RHOINV + PHI + PSI
- *
- * W is the value of the secular function with
- * its ii-th element removed.
- *
- SWTCH3 = .FALSE.
- IF( ORGATI ) THEN
- IF( W.LT.ZERO )
- $ SWTCH3 = .TRUE.
- ELSE
- IF( W.GT.ZERO )
- $ SWTCH3 = .TRUE.
- END IF
- IF( II.EQ.1 .OR. II.EQ.N )
- $ SWTCH3 = .FALSE.
- *
- TEMP = Z( II ) / DELTA( II )
- DW = DPSI + DPHI + TEMP*TEMP
- TEMP = Z( II )*TEMP
- W = W + TEMP
- ERRETM = EIGHT*( PHI-PSI ) + ERRETM + TWO*RHOINV +
- $ THREE*ABS( TEMP ) + ABS( TAU )*DW
- *
- * Test for convergence
- *
- IF( ABS( W ).LE.EPS*ERRETM ) THEN
- IF( ORGATI ) THEN
- DLAM = D( I ) + TAU
- ELSE
- DLAM = D( IP1 ) + TAU
- END IF
- GO TO 250
- END IF
- *
- IF( W.LE.ZERO ) THEN
- DLTLB = MAX( DLTLB, TAU )
- ELSE
- DLTUB = MIN( DLTUB, TAU )
- END IF
- *
- * Calculate the new step
- *
- NITER = NITER + 1
- IF( .NOT.SWTCH3 ) THEN
- IF( ORGATI ) THEN
- C = W - DELTA( IP1 )*DW - ( D( I )-D( IP1 ) )*
- $ ( Z( I ) / DELTA( I ) )**2
- ELSE
- C = W - DELTA( I )*DW - ( D( IP1 )-D( I ) )*
- $ ( Z( IP1 ) / DELTA( IP1 ) )**2
- END IF
- A = ( DELTA( I )+DELTA( IP1 ) )*W -
- $ DELTA( I )*DELTA( IP1 )*DW
- B = DELTA( I )*DELTA( IP1 )*W
- IF( C.EQ.ZERO ) THEN
- IF( A.EQ.ZERO ) THEN
- IF( ORGATI ) THEN
- A = Z( I )*Z( I ) + DELTA( IP1 )*DELTA( IP1 )*
- $ ( DPSI+DPHI )
- ELSE
- A = Z( IP1 )*Z( IP1 ) + DELTA( I )*DELTA( I )*
- $ ( DPSI+DPHI )
- END IF
- END IF
- ETA = B / A
- ELSE IF( A.LE.ZERO ) THEN
- ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C )
- ELSE
- ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) )
- END IF
- ELSE
- *
- * Interpolation using THREE most relevant poles
- *
- TEMP = RHOINV + PSI + PHI
- IF( ORGATI ) THEN
- TEMP1 = Z( IIM1 ) / DELTA( IIM1 )
- TEMP1 = TEMP1*TEMP1
- C = TEMP - DELTA( IIP1 )*( DPSI+DPHI ) -
- $ ( D( IIM1 )-D( IIP1 ) )*TEMP1
- ZZ( 1 ) = Z( IIM1 )*Z( IIM1 )
- ZZ( 3 ) = DELTA( IIP1 )*DELTA( IIP1 )*
- $ ( ( DPSI-TEMP1 )+DPHI )
- ELSE
- TEMP1 = Z( IIP1 ) / DELTA( IIP1 )
- TEMP1 = TEMP1*TEMP1
- C = TEMP - DELTA( IIM1 )*( DPSI+DPHI ) -
- $ ( D( IIP1 )-D( IIM1 ) )*TEMP1
- ZZ( 1 ) = DELTA( IIM1 )*DELTA( IIM1 )*
- $ ( DPSI+( DPHI-TEMP1 ) )
- ZZ( 3 ) = Z( IIP1 )*Z( IIP1 )
- END IF
- ZZ( 2 ) = Z( II )*Z( II )
- CALL SLAED6( NITER, ORGATI, C, DELTA( IIM1 ), ZZ, W, ETA,
- $ INFO )
- IF( INFO.NE.0 )
- $ GO TO 250
- END IF
- *
- * Note, eta should be positive if w is negative, and
- * eta should be negative otherwise. However,
- * if for some reason caused by roundoff, eta*w > 0,
- * we simply use one Newton step instead. This way
- * will guarantee eta*w < 0.
- *
- IF( W*ETA.GE.ZERO )
- $ ETA = -W / DW
- TEMP = TAU + ETA
- IF( TEMP.GT.DLTUB .OR. TEMP.LT.DLTLB ) THEN
- IF( W.LT.ZERO ) THEN
- ETA = ( DLTUB-TAU ) / TWO
- ELSE
- ETA = ( DLTLB-TAU ) / TWO
- END IF
- END IF
- *
- PREW = W
- *
- DO 180 J = 1, N
- DELTA( J ) = DELTA( J ) - ETA
- 180 CONTINUE
- *
- * Evaluate PSI and the derivative DPSI
- *
- DPSI = ZERO
- PSI = ZERO
- ERRETM = ZERO
- DO 190 J = 1, IIM1
- TEMP = Z( J ) / DELTA( J )
- PSI = PSI + Z( J )*TEMP
- DPSI = DPSI + TEMP*TEMP
- ERRETM = ERRETM + PSI
- 190 CONTINUE
- ERRETM = ABS( ERRETM )
- *
- * Evaluate PHI and the derivative DPHI
- *
- DPHI = ZERO
- PHI = ZERO
- DO 200 J = N, IIP1, -1
- TEMP = Z( J ) / DELTA( J )
- PHI = PHI + Z( J )*TEMP
- DPHI = DPHI + TEMP*TEMP
- ERRETM = ERRETM + PHI
- 200 CONTINUE
- *
- TEMP = Z( II ) / DELTA( II )
- DW = DPSI + DPHI + TEMP*TEMP
- TEMP = Z( II )*TEMP
- W = RHOINV + PHI + PSI + TEMP
- ERRETM = EIGHT*( PHI-PSI ) + ERRETM + TWO*RHOINV +
- $ THREE*ABS( TEMP ) + ABS( TAU+ETA )*DW
- *
- SWTCH = .FALSE.
- IF( ORGATI ) THEN
- IF( -W.GT.ABS( PREW ) / TEN )
- $ SWTCH = .TRUE.
- ELSE
- IF( W.GT.ABS( PREW ) / TEN )
- $ SWTCH = .TRUE.
- END IF
- *
- TAU = TAU + ETA
- *
- * Main loop to update the values of the array DELTA
- *
- ITER = NITER + 1
- *
- DO 240 NITER = ITER, MAXIT
- *
- * Test for convergence
- *
- IF( ABS( W ).LE.EPS*ERRETM ) THEN
- IF( ORGATI ) THEN
- DLAM = D( I ) + TAU
- ELSE
- DLAM = D( IP1 ) + TAU
- END IF
- GO TO 250
- END IF
- *
- IF( W.LE.ZERO ) THEN
- DLTLB = MAX( DLTLB, TAU )
- ELSE
- DLTUB = MIN( DLTUB, TAU )
- END IF
- *
- * Calculate the new step
- *
- IF( .NOT.SWTCH3 ) THEN
- IF( .NOT.SWTCH ) THEN
- IF( ORGATI ) THEN
- C = W - DELTA( IP1 )*DW -
- $ ( D( I )-D( IP1 ) )*( Z( I ) / DELTA( I ) )**2
- ELSE
- C = W - DELTA( I )*DW - ( D( IP1 )-D( I ) )*
- $ ( Z( IP1 ) / DELTA( IP1 ) )**2
- END IF
- ELSE
- TEMP = Z( II ) / DELTA( II )
- IF( ORGATI ) THEN
- DPSI = DPSI + TEMP*TEMP
- ELSE
- DPHI = DPHI + TEMP*TEMP
- END IF
- C = W - DELTA( I )*DPSI - DELTA( IP1 )*DPHI
- END IF
- A = ( DELTA( I )+DELTA( IP1 ) )*W -
- $ DELTA( I )*DELTA( IP1 )*DW
- B = DELTA( I )*DELTA( IP1 )*W
- IF( C.EQ.ZERO ) THEN
- IF( A.EQ.ZERO ) THEN
- IF( .NOT.SWTCH ) THEN
- IF( ORGATI ) THEN
- A = Z( I )*Z( I ) + DELTA( IP1 )*
- $ DELTA( IP1 )*( DPSI+DPHI )
- ELSE
- A = Z( IP1 )*Z( IP1 ) +
- $ DELTA( I )*DELTA( I )*( DPSI+DPHI )
- END IF
- ELSE
- A = DELTA( I )*DELTA( I )*DPSI +
- $ DELTA( IP1 )*DELTA( IP1 )*DPHI
- END IF
- END IF
- ETA = B / A
- ELSE IF( A.LE.ZERO ) THEN
- ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C )
- ELSE
- ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) )
- END IF
- ELSE
- *
- * Interpolation using THREE most relevant poles
- *
- TEMP = RHOINV + PSI + PHI
- IF( SWTCH ) THEN
- C = TEMP - DELTA( IIM1 )*DPSI - DELTA( IIP1 )*DPHI
- ZZ( 1 ) = DELTA( IIM1 )*DELTA( IIM1 )*DPSI
- ZZ( 3 ) = DELTA( IIP1 )*DELTA( IIP1 )*DPHI
- ELSE
- IF( ORGATI ) THEN
- TEMP1 = Z( IIM1 ) / DELTA( IIM1 )
- TEMP1 = TEMP1*TEMP1
- C = TEMP - DELTA( IIP1 )*( DPSI+DPHI ) -
- $ ( D( IIM1 )-D( IIP1 ) )*TEMP1
- ZZ( 1 ) = Z( IIM1 )*Z( IIM1 )
- ZZ( 3 ) = DELTA( IIP1 )*DELTA( IIP1 )*
- $ ( ( DPSI-TEMP1 )+DPHI )
- ELSE
- TEMP1 = Z( IIP1 ) / DELTA( IIP1 )
- TEMP1 = TEMP1*TEMP1
- C = TEMP - DELTA( IIM1 )*( DPSI+DPHI ) -
- $ ( D( IIP1 )-D( IIM1 ) )*TEMP1
- ZZ( 1 ) = DELTA( IIM1 )*DELTA( IIM1 )*
- $ ( DPSI+( DPHI-TEMP1 ) )
- ZZ( 3 ) = Z( IIP1 )*Z( IIP1 )
- END IF
- END IF
- CALL SLAED6( NITER, ORGATI, C, DELTA( IIM1 ), ZZ, W, ETA,
- $ INFO )
- IF( INFO.NE.0 )
- $ GO TO 250
- END IF
- *
- * Note, eta should be positive if w is negative, and
- * eta should be negative otherwise. However,
- * if for some reason caused by roundoff, eta*w > 0,
- * we simply use one Newton step instead. This way
- * will guarantee eta*w < 0.
- *
- IF( W*ETA.GE.ZERO )
- $ ETA = -W / DW
- TEMP = TAU + ETA
- IF( TEMP.GT.DLTUB .OR. TEMP.LT.DLTLB ) THEN
- IF( W.LT.ZERO ) THEN
- ETA = ( DLTUB-TAU ) / TWO
- ELSE
- ETA = ( DLTLB-TAU ) / TWO
- END IF
- END IF
- *
- DO 210 J = 1, N
- DELTA( J ) = DELTA( J ) - ETA
- 210 CONTINUE
- *
- TAU = TAU + ETA
- PREW = W
- *
- * Evaluate PSI and the derivative DPSI
- *
- DPSI = ZERO
- PSI = ZERO
- ERRETM = ZERO
- DO 220 J = 1, IIM1
- TEMP = Z( J ) / DELTA( J )
- PSI = PSI + Z( J )*TEMP
- DPSI = DPSI + TEMP*TEMP
- ERRETM = ERRETM + PSI
- 220 CONTINUE
- ERRETM = ABS( ERRETM )
- *
- * Evaluate PHI and the derivative DPHI
- *
- DPHI = ZERO
- PHI = ZERO
- DO 230 J = N, IIP1, -1
- TEMP = Z( J ) / DELTA( J )
- PHI = PHI + Z( J )*TEMP
- DPHI = DPHI + TEMP*TEMP
- ERRETM = ERRETM + PHI
- 230 CONTINUE
- *
- TEMP = Z( II ) / DELTA( II )
- DW = DPSI + DPHI + TEMP*TEMP
- TEMP = Z( II )*TEMP
- W = RHOINV + PHI + PSI + TEMP
- ERRETM = EIGHT*( PHI-PSI ) + ERRETM + TWO*RHOINV +
- $ THREE*ABS( TEMP ) + ABS( TAU )*DW
- IF( W*PREW.GT.ZERO .AND. ABS( W ).GT.ABS( PREW ) / TEN )
- $ SWTCH = .NOT.SWTCH
- *
- 240 CONTINUE
- *
- * Return with INFO = 1, NITER = MAXIT and not converged
- *
- INFO = 1
- IF( ORGATI ) THEN
- DLAM = D( I ) + TAU
- ELSE
- DLAM = D( IP1 ) + TAU
- END IF
- *
- END IF
- *
- 250 CONTINUE
- *
- RETURN
- *
- * End of SLAED4
- *
- END
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