|
- *> \brief \b CLARRV computes the eigenvectors of the tridiagonal matrix T = L D LT given L, D and the eigenvalues of L D LT.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download CLARRV + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/clarrv.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/clarrv.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clarrv.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE CLARRV( N, VL, VU, D, L, PIVMIN,
- * ISPLIT, M, DOL, DOU, MINRGP,
- * RTOL1, RTOL2, W, WERR, WGAP,
- * IBLOCK, INDEXW, GERS, Z, LDZ, ISUPPZ,
- * WORK, IWORK, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER DOL, DOU, INFO, LDZ, M, N
- * REAL MINRGP, PIVMIN, RTOL1, RTOL2, VL, VU
- * ..
- * .. Array Arguments ..
- * INTEGER IBLOCK( * ), INDEXW( * ), ISPLIT( * ),
- * $ ISUPPZ( * ), IWORK( * )
- * REAL D( * ), GERS( * ), L( * ), W( * ), WERR( * ),
- * $ WGAP( * ), WORK( * )
- * COMPLEX Z( LDZ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CLARRV computes the eigenvectors of the tridiagonal matrix
- *> T = L D L**T given L, D and APPROXIMATIONS to the eigenvalues of L D L**T.
- *> The input eigenvalues should have been computed by SLARRE.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] VL
- *> \verbatim
- *> VL is REAL
- *> Lower bound of the interval that contains the desired
- *> eigenvalues. VL < VU. Needed to compute gaps on the left or right
- *> end of the extremal eigenvalues in the desired RANGE.
- *> \endverbatim
- *>
- *> \param[in] VU
- *> \verbatim
- *> VU is REAL
- *> Upper bound of the interval that contains the desired
- *> eigenvalues. VL < VU. Needed to compute gaps on the left or right
- *> end of the extremal eigenvalues in the desired RANGE.
- *> \endverbatim
- *>
- *> \param[in,out] D
- *> \verbatim
- *> D is REAL array, dimension (N)
- *> On entry, the N diagonal elements of the diagonal matrix D.
- *> On exit, D may be overwritten.
- *> \endverbatim
- *>
- *> \param[in,out] L
- *> \verbatim
- *> L is REAL array, dimension (N)
- *> On entry, the (N-1) subdiagonal elements of the unit
- *> bidiagonal matrix L are in elements 1 to N-1 of L
- *> (if the matrix is not split.) At the end of each block
- *> is stored the corresponding shift as given by SLARRE.
- *> On exit, L is overwritten.
- *> \endverbatim
- *>
- *> \param[in] PIVMIN
- *> \verbatim
- *> PIVMIN is REAL
- *> The minimum pivot allowed in the Sturm sequence.
- *> \endverbatim
- *>
- *> \param[in] ISPLIT
- *> \verbatim
- *> ISPLIT is INTEGER array, dimension (N)
- *> The splitting points, at which T breaks up into blocks.
- *> The first block consists of rows/columns 1 to
- *> ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
- *> through ISPLIT( 2 ), etc.
- *> \endverbatim
- *>
- *> \param[in] M
- *> \verbatim
- *> M is INTEGER
- *> The total number of input eigenvalues. 0 <= M <= N.
- *> \endverbatim
- *>
- *> \param[in] DOL
- *> \verbatim
- *> DOL is INTEGER
- *> \endverbatim
- *>
- *> \param[in] DOU
- *> \verbatim
- *> DOU is INTEGER
- *> If the user wants to compute only selected eigenvectors from all
- *> the eigenvalues supplied, he can specify an index range DOL:DOU.
- *> Or else the setting DOL=1, DOU=M should be applied.
- *> Note that DOL and DOU refer to the order in which the eigenvalues
- *> are stored in W.
- *> If the user wants to compute only selected eigenpairs, then
- *> the columns DOL-1 to DOU+1 of the eigenvector space Z contain the
- *> computed eigenvectors. All other columns of Z are set to zero.
- *> \endverbatim
- *>
- *> \param[in] MINRGP
- *> \verbatim
- *> MINRGP is REAL
- *> \endverbatim
- *>
- *> \param[in] RTOL1
- *> \verbatim
- *> RTOL1 is REAL
- *> \endverbatim
- *>
- *> \param[in] RTOL2
- *> \verbatim
- *> RTOL2 is REAL
- *> Parameters for bisection.
- *> An interval [LEFT,RIGHT] has converged if
- *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
- *> \endverbatim
- *>
- *> \param[in,out] W
- *> \verbatim
- *> W is REAL array, dimension (N)
- *> The first M elements of W contain the APPROXIMATE eigenvalues for
- *> which eigenvectors are to be computed. The eigenvalues
- *> should be grouped by split-off block and ordered from
- *> smallest to largest within the block ( The output array
- *> W from SLARRE is expected here ). Furthermore, they are with
- *> respect to the shift of the corresponding root representation
- *> for their block. On exit, W holds the eigenvalues of the
- *> UNshifted matrix.
- *> \endverbatim
- *>
- *> \param[in,out] WERR
- *> \verbatim
- *> WERR is REAL array, dimension (N)
- *> The first M elements contain the semiwidth of the uncertainty
- *> interval of the corresponding eigenvalue in W
- *> \endverbatim
- *>
- *> \param[in,out] WGAP
- *> \verbatim
- *> WGAP is REAL array, dimension (N)
- *> The separation from the right neighbor eigenvalue in W.
- *> \endverbatim
- *>
- *> \param[in] IBLOCK
- *> \verbatim
- *> IBLOCK is INTEGER array, dimension (N)
- *> The indices of the blocks (submatrices) associated with the
- *> corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue
- *> W(i) belongs to the first block from the top, =2 if W(i)
- *> belongs to the second block, etc.
- *> \endverbatim
- *>
- *> \param[in] INDEXW
- *> \verbatim
- *> INDEXW is INTEGER array, dimension (N)
- *> The indices of the eigenvalues within each block (submatrix);
- *> for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the
- *> i-th eigenvalue W(i) is the 10-th eigenvalue in the second block.
- *> \endverbatim
- *>
- *> \param[in] GERS
- *> \verbatim
- *> GERS is REAL array, dimension (2*N)
- *> The N Gerschgorin intervals (the i-th Gerschgorin interval
- *> is (GERS(2*i-1), GERS(2*i)). The Gerschgorin intervals should
- *> be computed from the original UNshifted matrix.
- *> \endverbatim
- *>
- *> \param[out] Z
- *> \verbatim
- *> Z is COMPLEX array, dimension (LDZ, max(1,M) )
- *> If INFO = 0, the first M columns of Z contain the
- *> orthonormal eigenvectors of the matrix T
- *> corresponding to the input eigenvalues, with the i-th
- *> column of Z holding the eigenvector associated with W(i).
- *> Note: the user must ensure that at least max(1,M) columns are
- *> supplied in the array Z.
- *> \endverbatim
- *>
- *> \param[in] LDZ
- *> \verbatim
- *> LDZ is INTEGER
- *> The leading dimension of the array Z. LDZ >= 1, and if
- *> JOBZ = 'V', LDZ >= max(1,N).
- *> \endverbatim
- *>
- *> \param[out] ISUPPZ
- *> \verbatim
- *> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
- *> The support of the eigenvectors in Z, i.e., the indices
- *> indicating the nonzero elements in Z. The I-th eigenvector
- *> is nonzero only in elements ISUPPZ( 2*I-1 ) through
- *> ISUPPZ( 2*I ).
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is REAL array, dimension (12*N)
- *> \endverbatim
- *>
- *> \param[out] IWORK
- *> \verbatim
- *> IWORK is INTEGER array, dimension (7*N)
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *>
- *> > 0: A problem occurred in CLARRV.
- *> < 0: One of the called subroutines signaled an internal problem.
- *> Needs inspection of the corresponding parameter IINFO
- *> for further information.
- *>
- *> =-1: Problem in SLARRB when refining a child's eigenvalues.
- *> =-2: Problem in SLARRF when computing the RRR of a child.
- *> When a child is inside a tight cluster, it can be difficult
- *> to find an RRR. A partial remedy from the user's point of
- *> view is to make the parameter MINRGP smaller and recompile.
- *> However, as the orthogonality of the computed vectors is
- *> proportional to 1/MINRGP, the user should be aware that
- *> he might be trading in precision when he decreases MINRGP.
- *> =-3: Problem in SLARRB when refining a single eigenvalue
- *> after the Rayleigh correction was rejected.
- *> = 5: The Rayleigh Quotient Iteration failed to converge to
- *> full accuracy in MAXITR steps.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup complexOTHERauxiliary
- *
- *> \par Contributors:
- * ==================
- *>
- *> Beresford Parlett, University of California, Berkeley, USA \n
- *> Jim Demmel, University of California, Berkeley, USA \n
- *> Inderjit Dhillon, University of Texas, Austin, USA \n
- *> Osni Marques, LBNL/NERSC, USA \n
- *> Christof Voemel, University of California, Berkeley, USA
- *
- * =====================================================================
- SUBROUTINE CLARRV( N, VL, VU, D, L, PIVMIN,
- $ ISPLIT, M, DOL, DOU, MINRGP,
- $ RTOL1, RTOL2, W, WERR, WGAP,
- $ IBLOCK, INDEXW, GERS, Z, LDZ, ISUPPZ,
- $ WORK, IWORK, INFO )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER DOL, DOU, INFO, LDZ, M, N
- REAL MINRGP, PIVMIN, RTOL1, RTOL2, VL, VU
- * ..
- * .. Array Arguments ..
- INTEGER IBLOCK( * ), INDEXW( * ), ISPLIT( * ),
- $ ISUPPZ( * ), IWORK( * )
- REAL D( * ), GERS( * ), L( * ), W( * ), WERR( * ),
- $ WGAP( * ), WORK( * )
- COMPLEX Z( LDZ, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- INTEGER MAXITR
- PARAMETER ( MAXITR = 10 )
- COMPLEX CZERO
- PARAMETER ( CZERO = ( 0.0E0, 0.0E0 ) )
- REAL ZERO, ONE, TWO, THREE, FOUR, HALF
- PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0,
- $ TWO = 2.0E0, THREE = 3.0E0,
- $ FOUR = 4.0E0, HALF = 0.5E0)
- * ..
- * .. Local Scalars ..
- LOGICAL ESKIP, NEEDBS, STP2II, TRYRQC, USEDBS, USEDRQ
- INTEGER DONE, I, IBEGIN, IDONE, IEND, II, IINDC1,
- $ IINDC2, IINDR, IINDWK, IINFO, IM, IN, INDEIG,
- $ INDLD, INDLLD, INDWRK, ISUPMN, ISUPMX, ITER,
- $ ITMP1, J, JBLK, K, MINIWSIZE, MINWSIZE, NCLUS,
- $ NDEPTH, NEGCNT, NEWCLS, NEWFST, NEWFTT, NEWLST,
- $ NEWSIZ, OFFSET, OLDCLS, OLDFST, OLDIEN, OLDLST,
- $ OLDNCL, P, PARITY, Q, WBEGIN, WEND, WINDEX,
- $ WINDMN, WINDPL, ZFROM, ZTO, ZUSEDL, ZUSEDU,
- $ ZUSEDW
- INTEGER INDIN1, INDIN2
- REAL BSTRES, BSTW, EPS, FUDGE, GAP, GAPTOL, GL, GU,
- $ LAMBDA, LEFT, LGAP, MINGMA, NRMINV, RESID,
- $ RGAP, RIGHT, RQCORR, RQTOL, SAVGAP, SGNDEF,
- $ SIGMA, SPDIAM, SSIGMA, TAU, TMP, TOL, ZTZ
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. External Subroutines ..
- EXTERNAL CLAR1V, CLASET, CSSCAL, SCOPY, SLARRB,
- $ SLARRF
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, REAL, MAX, MIN
- INTRINSIC CMPLX
- * ..
- * .. Executable Statements ..
- * ..
-
- INFO = 0
- *
- * Quick return if possible
- *
- IF( (N.LE.0) .OR. (M.LE.0) ) THEN
- RETURN
- END IF
- *
- * The first N entries of WORK are reserved for the eigenvalues
- INDLD = N+1
- INDLLD= 2*N+1
- INDIN1 = 3*N + 1
- INDIN2 = 4*N + 1
- INDWRK = 5*N + 1
- MINWSIZE = 12 * N
-
- DO 5 I= 1,MINWSIZE
- WORK( I ) = ZERO
- 5 CONTINUE
-
- * IWORK(IINDR+1:IINDR+N) hold the twist indices R for the
- * factorization used to compute the FP vector
- IINDR = 0
- * IWORK(IINDC1+1:IINC2+N) are used to store the clusters of the current
- * layer and the one above.
- IINDC1 = N
- IINDC2 = 2*N
- IINDWK = 3*N + 1
-
- MINIWSIZE = 7 * N
- DO 10 I= 1,MINIWSIZE
- IWORK( I ) = 0
- 10 CONTINUE
-
- ZUSEDL = 1
- IF(DOL.GT.1) THEN
- * Set lower bound for use of Z
- ZUSEDL = DOL-1
- ENDIF
- ZUSEDU = M
- IF(DOU.LT.M) THEN
- * Set lower bound for use of Z
- ZUSEDU = DOU+1
- ENDIF
- * The width of the part of Z that is used
- ZUSEDW = ZUSEDU - ZUSEDL + 1
-
-
- CALL CLASET( 'Full', N, ZUSEDW, CZERO, CZERO,
- $ Z(1,ZUSEDL), LDZ )
-
- EPS = SLAMCH( 'Precision' )
- RQTOL = TWO * EPS
- *
- * Set expert flags for standard code.
- TRYRQC = .TRUE.
-
- IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN
- ELSE
- * Only selected eigenpairs are computed. Since the other evalues
- * are not refined by RQ iteration, bisection has to compute to full
- * accuracy.
- RTOL1 = FOUR * EPS
- RTOL2 = FOUR * EPS
- ENDIF
-
- * The entries WBEGIN:WEND in W, WERR, WGAP correspond to the
- * desired eigenvalues. The support of the nonzero eigenvector
- * entries is contained in the interval IBEGIN:IEND.
- * Remark that if k eigenpairs are desired, then the eigenvectors
- * are stored in k contiguous columns of Z.
-
- * DONE is the number of eigenvectors already computed
- DONE = 0
- IBEGIN = 1
- WBEGIN = 1
- DO 170 JBLK = 1, IBLOCK( M )
- IEND = ISPLIT( JBLK )
- SIGMA = L( IEND )
- * Find the eigenvectors of the submatrix indexed IBEGIN
- * through IEND.
- WEND = WBEGIN - 1
- 15 CONTINUE
- IF( WEND.LT.M ) THEN
- IF( IBLOCK( WEND+1 ).EQ.JBLK ) THEN
- WEND = WEND + 1
- GO TO 15
- END IF
- END IF
- IF( WEND.LT.WBEGIN ) THEN
- IBEGIN = IEND + 1
- GO TO 170
- ELSEIF( (WEND.LT.DOL).OR.(WBEGIN.GT.DOU) ) THEN
- IBEGIN = IEND + 1
- WBEGIN = WEND + 1
- GO TO 170
- END IF
-
- * Find local spectral diameter of the block
- GL = GERS( 2*IBEGIN-1 )
- GU = GERS( 2*IBEGIN )
- DO 20 I = IBEGIN+1 , IEND
- GL = MIN( GERS( 2*I-1 ), GL )
- GU = MAX( GERS( 2*I ), GU )
- 20 CONTINUE
- SPDIAM = GU - GL
-
- * OLDIEN is the last index of the previous block
- OLDIEN = IBEGIN - 1
- * Calculate the size of the current block
- IN = IEND - IBEGIN + 1
- * The number of eigenvalues in the current block
- IM = WEND - WBEGIN + 1
-
- * This is for a 1x1 block
- IF( IBEGIN.EQ.IEND ) THEN
- DONE = DONE+1
- Z( IBEGIN, WBEGIN ) = CMPLX( ONE, ZERO )
- ISUPPZ( 2*WBEGIN-1 ) = IBEGIN
- ISUPPZ( 2*WBEGIN ) = IBEGIN
- W( WBEGIN ) = W( WBEGIN ) + SIGMA
- WORK( WBEGIN ) = W( WBEGIN )
- IBEGIN = IEND + 1
- WBEGIN = WBEGIN + 1
- GO TO 170
- END IF
-
- * The desired (shifted) eigenvalues are stored in W(WBEGIN:WEND)
- * Note that these can be approximations, in this case, the corresp.
- * entries of WERR give the size of the uncertainty interval.
- * The eigenvalue approximations will be refined when necessary as
- * high relative accuracy is required for the computation of the
- * corresponding eigenvectors.
- CALL SCOPY( IM, W( WBEGIN ), 1,
- $ WORK( WBEGIN ), 1 )
-
- * We store in W the eigenvalue approximations w.r.t. the original
- * matrix T.
- DO 30 I=1,IM
- W(WBEGIN+I-1) = W(WBEGIN+I-1)+SIGMA
- 30 CONTINUE
-
-
- * NDEPTH is the current depth of the representation tree
- NDEPTH = 0
- * PARITY is either 1 or 0
- PARITY = 1
- * NCLUS is the number of clusters for the next level of the
- * representation tree, we start with NCLUS = 1 for the root
- NCLUS = 1
- IWORK( IINDC1+1 ) = 1
- IWORK( IINDC1+2 ) = IM
-
- * IDONE is the number of eigenvectors already computed in the current
- * block
- IDONE = 0
- * loop while( IDONE.LT.IM )
- * generate the representation tree for the current block and
- * compute the eigenvectors
- 40 CONTINUE
- IF( IDONE.LT.IM ) THEN
- * This is a crude protection against infinitely deep trees
- IF( NDEPTH.GT.M ) THEN
- INFO = -2
- RETURN
- ENDIF
- * breadth first processing of the current level of the representation
- * tree: OLDNCL = number of clusters on current level
- OLDNCL = NCLUS
- * reset NCLUS to count the number of child clusters
- NCLUS = 0
- *
- PARITY = 1 - PARITY
- IF( PARITY.EQ.0 ) THEN
- OLDCLS = IINDC1
- NEWCLS = IINDC2
- ELSE
- OLDCLS = IINDC2
- NEWCLS = IINDC1
- END IF
- * Process the clusters on the current level
- DO 150 I = 1, OLDNCL
- J = OLDCLS + 2*I
- * OLDFST, OLDLST = first, last index of current cluster.
- * cluster indices start with 1 and are relative
- * to WBEGIN when accessing W, WGAP, WERR, Z
- OLDFST = IWORK( J-1 )
- OLDLST = IWORK( J )
- IF( NDEPTH.GT.0 ) THEN
- * Retrieve relatively robust representation (RRR) of cluster
- * that has been computed at the previous level
- * The RRR is stored in Z and overwritten once the eigenvectors
- * have been computed or when the cluster is refined
-
- IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN
- * Get representation from location of the leftmost evalue
- * of the cluster
- J = WBEGIN + OLDFST - 1
- ELSE
- IF(WBEGIN+OLDFST-1.LT.DOL) THEN
- * Get representation from the left end of Z array
- J = DOL - 1
- ELSEIF(WBEGIN+OLDFST-1.GT.DOU) THEN
- * Get representation from the right end of Z array
- J = DOU
- ELSE
- J = WBEGIN + OLDFST - 1
- ENDIF
- ENDIF
- DO 45 K = 1, IN - 1
- D( IBEGIN+K-1 ) = REAL( Z( IBEGIN+K-1,
- $ J ) )
- L( IBEGIN+K-1 ) = REAL( Z( IBEGIN+K-1,
- $ J+1 ) )
- 45 CONTINUE
- D( IEND ) = REAL( Z( IEND, J ) )
- SIGMA = REAL( Z( IEND, J+1 ) )
-
- * Set the corresponding entries in Z to zero
- CALL CLASET( 'Full', IN, 2, CZERO, CZERO,
- $ Z( IBEGIN, J), LDZ )
- END IF
-
- * Compute DL and DLL of current RRR
- DO 50 J = IBEGIN, IEND-1
- TMP = D( J )*L( J )
- WORK( INDLD-1+J ) = TMP
- WORK( INDLLD-1+J ) = TMP*L( J )
- 50 CONTINUE
-
- IF( NDEPTH.GT.0 ) THEN
- * P and Q are index of the first and last eigenvalue to compute
- * within the current block
- P = INDEXW( WBEGIN-1+OLDFST )
- Q = INDEXW( WBEGIN-1+OLDLST )
- * Offset for the arrays WORK, WGAP and WERR, i.e., the P-OFFSET
- * through the Q-OFFSET elements of these arrays are to be used.
- * OFFSET = P-OLDFST
- OFFSET = INDEXW( WBEGIN ) - 1
- * perform limited bisection (if necessary) to get approximate
- * eigenvalues to the precision needed.
- CALL SLARRB( IN, D( IBEGIN ),
- $ WORK(INDLLD+IBEGIN-1),
- $ P, Q, RTOL1, RTOL2, OFFSET,
- $ WORK(WBEGIN),WGAP(WBEGIN),WERR(WBEGIN),
- $ WORK( INDWRK ), IWORK( IINDWK ),
- $ PIVMIN, SPDIAM, IN, IINFO )
- IF( IINFO.NE.0 ) THEN
- INFO = -1
- RETURN
- ENDIF
- * We also recompute the extremal gaps. W holds all eigenvalues
- * of the unshifted matrix and must be used for computation
- * of WGAP, the entries of WORK might stem from RRRs with
- * different shifts. The gaps from WBEGIN-1+OLDFST to
- * WBEGIN-1+OLDLST are correctly computed in SLARRB.
- * However, we only allow the gaps to become greater since
- * this is what should happen when we decrease WERR
- IF( OLDFST.GT.1) THEN
- WGAP( WBEGIN+OLDFST-2 ) =
- $ MAX(WGAP(WBEGIN+OLDFST-2),
- $ W(WBEGIN+OLDFST-1)-WERR(WBEGIN+OLDFST-1)
- $ - W(WBEGIN+OLDFST-2)-WERR(WBEGIN+OLDFST-2) )
- ENDIF
- IF( WBEGIN + OLDLST -1 .LT. WEND ) THEN
- WGAP( WBEGIN+OLDLST-1 ) =
- $ MAX(WGAP(WBEGIN+OLDLST-1),
- $ W(WBEGIN+OLDLST)-WERR(WBEGIN+OLDLST)
- $ - W(WBEGIN+OLDLST-1)-WERR(WBEGIN+OLDLST-1) )
- ENDIF
- * Each time the eigenvalues in WORK get refined, we store
- * the newly found approximation with all shifts applied in W
- DO 53 J=OLDFST,OLDLST
- W(WBEGIN+J-1) = WORK(WBEGIN+J-1)+SIGMA
- 53 CONTINUE
- END IF
-
- * Process the current node.
- NEWFST = OLDFST
- DO 140 J = OLDFST, OLDLST
- IF( J.EQ.OLDLST ) THEN
- * we are at the right end of the cluster, this is also the
- * boundary of the child cluster
- NEWLST = J
- ELSE IF ( WGAP( WBEGIN + J -1).GE.
- $ MINRGP* ABS( WORK(WBEGIN + J -1) ) ) THEN
- * the right relative gap is big enough, the child cluster
- * (NEWFST,..,NEWLST) is well separated from the following
- NEWLST = J
- ELSE
- * inside a child cluster, the relative gap is not
- * big enough.
- GOTO 140
- END IF
-
- * Compute size of child cluster found
- NEWSIZ = NEWLST - NEWFST + 1
-
- * NEWFTT is the place in Z where the new RRR or the computed
- * eigenvector is to be stored
- IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN
- * Store representation at location of the leftmost evalue
- * of the cluster
- NEWFTT = WBEGIN + NEWFST - 1
- ELSE
- IF(WBEGIN+NEWFST-1.LT.DOL) THEN
- * Store representation at the left end of Z array
- NEWFTT = DOL - 1
- ELSEIF(WBEGIN+NEWFST-1.GT.DOU) THEN
- * Store representation at the right end of Z array
- NEWFTT = DOU
- ELSE
- NEWFTT = WBEGIN + NEWFST - 1
- ENDIF
- ENDIF
-
- IF( NEWSIZ.GT.1) THEN
- *
- * Current child is not a singleton but a cluster.
- * Compute and store new representation of child.
- *
- *
- * Compute left and right cluster gap.
- *
- * LGAP and RGAP are not computed from WORK because
- * the eigenvalue approximations may stem from RRRs
- * different shifts. However, W hold all eigenvalues
- * of the unshifted matrix. Still, the entries in WGAP
- * have to be computed from WORK since the entries
- * in W might be of the same order so that gaps are not
- * exhibited correctly for very close eigenvalues.
- IF( NEWFST.EQ.1 ) THEN
- LGAP = MAX( ZERO,
- $ W(WBEGIN)-WERR(WBEGIN) - VL )
- ELSE
- LGAP = WGAP( WBEGIN+NEWFST-2 )
- ENDIF
- RGAP = WGAP( WBEGIN+NEWLST-1 )
- *
- * Compute left- and rightmost eigenvalue of child
- * to high precision in order to shift as close
- * as possible and obtain as large relative gaps
- * as possible
- *
- DO 55 K =1,2
- IF(K.EQ.1) THEN
- P = INDEXW( WBEGIN-1+NEWFST )
- ELSE
- P = INDEXW( WBEGIN-1+NEWLST )
- ENDIF
- OFFSET = INDEXW( WBEGIN ) - 1
- CALL SLARRB( IN, D(IBEGIN),
- $ WORK( INDLLD+IBEGIN-1 ),P,P,
- $ RQTOL, RQTOL, OFFSET,
- $ WORK(WBEGIN),WGAP(WBEGIN),
- $ WERR(WBEGIN),WORK( INDWRK ),
- $ IWORK( IINDWK ), PIVMIN, SPDIAM,
- $ IN, IINFO )
- 55 CONTINUE
- *
- IF((WBEGIN+NEWLST-1.LT.DOL).OR.
- $ (WBEGIN+NEWFST-1.GT.DOU)) THEN
- * if the cluster contains no desired eigenvalues
- * skip the computation of that branch of the rep. tree
- *
- * We could skip before the refinement of the extremal
- * eigenvalues of the child, but then the representation
- * tree could be different from the one when nothing is
- * skipped. For this reason we skip at this place.
- IDONE = IDONE + NEWLST - NEWFST + 1
- GOTO 139
- ENDIF
- *
- * Compute RRR of child cluster.
- * Note that the new RRR is stored in Z
- *
- * SLARRF needs LWORK = 2*N
- CALL SLARRF( IN, D( IBEGIN ), L( IBEGIN ),
- $ WORK(INDLD+IBEGIN-1),
- $ NEWFST, NEWLST, WORK(WBEGIN),
- $ WGAP(WBEGIN), WERR(WBEGIN),
- $ SPDIAM, LGAP, RGAP, PIVMIN, TAU,
- $ WORK( INDIN1 ), WORK( INDIN2 ),
- $ WORK( INDWRK ), IINFO )
- * In the complex case, SLARRF cannot write
- * the new RRR directly into Z and needs an intermediate
- * workspace
- DO 56 K = 1, IN-1
- Z( IBEGIN+K-1, NEWFTT ) =
- $ CMPLX( WORK( INDIN1+K-1 ), ZERO )
- Z( IBEGIN+K-1, NEWFTT+1 ) =
- $ CMPLX( WORK( INDIN2+K-1 ), ZERO )
- 56 CONTINUE
- Z( IEND, NEWFTT ) =
- $ CMPLX( WORK( INDIN1+IN-1 ), ZERO )
- IF( IINFO.EQ.0 ) THEN
- * a new RRR for the cluster was found by SLARRF
- * update shift and store it
- SSIGMA = SIGMA + TAU
- Z( IEND, NEWFTT+1 ) = CMPLX( SSIGMA, ZERO )
- * WORK() are the midpoints and WERR() the semi-width
- * Note that the entries in W are unchanged.
- DO 116 K = NEWFST, NEWLST
- FUDGE =
- $ THREE*EPS*ABS(WORK(WBEGIN+K-1))
- WORK( WBEGIN + K - 1 ) =
- $ WORK( WBEGIN + K - 1) - TAU
- FUDGE = FUDGE +
- $ FOUR*EPS*ABS(WORK(WBEGIN+K-1))
- * Fudge errors
- WERR( WBEGIN + K - 1 ) =
- $ WERR( WBEGIN + K - 1 ) + FUDGE
- * Gaps are not fudged. Provided that WERR is small
- * when eigenvalues are close, a zero gap indicates
- * that a new representation is needed for resolving
- * the cluster. A fudge could lead to a wrong decision
- * of judging eigenvalues 'separated' which in
- * reality are not. This could have a negative impact
- * on the orthogonality of the computed eigenvectors.
- 116 CONTINUE
-
- NCLUS = NCLUS + 1
- K = NEWCLS + 2*NCLUS
- IWORK( K-1 ) = NEWFST
- IWORK( K ) = NEWLST
- ELSE
- INFO = -2
- RETURN
- ENDIF
- ELSE
- *
- * Compute eigenvector of singleton
- *
- ITER = 0
- *
- TOL = FOUR * LOG(REAL(IN)) * EPS
- *
- K = NEWFST
- WINDEX = WBEGIN + K - 1
- WINDMN = MAX(WINDEX - 1,1)
- WINDPL = MIN(WINDEX + 1,M)
- LAMBDA = WORK( WINDEX )
- DONE = DONE + 1
- * Check if eigenvector computation is to be skipped
- IF((WINDEX.LT.DOL).OR.
- $ (WINDEX.GT.DOU)) THEN
- ESKIP = .TRUE.
- GOTO 125
- ELSE
- ESKIP = .FALSE.
- ENDIF
- LEFT = WORK( WINDEX ) - WERR( WINDEX )
- RIGHT = WORK( WINDEX ) + WERR( WINDEX )
- INDEIG = INDEXW( WINDEX )
- * Note that since we compute the eigenpairs for a child,
- * all eigenvalue approximations are w.r.t the same shift.
- * In this case, the entries in WORK should be used for
- * computing the gaps since they exhibit even very small
- * differences in the eigenvalues, as opposed to the
- * entries in W which might "look" the same.
-
- IF( K .EQ. 1) THEN
- * In the case RANGE='I' and with not much initial
- * accuracy in LAMBDA and VL, the formula
- * LGAP = MAX( ZERO, (SIGMA - VL) + LAMBDA )
- * can lead to an overestimation of the left gap and
- * thus to inadequately early RQI 'convergence'.
- * Prevent this by forcing a small left gap.
- LGAP = EPS*MAX(ABS(LEFT),ABS(RIGHT))
- ELSE
- LGAP = WGAP(WINDMN)
- ENDIF
- IF( K .EQ. IM) THEN
- * In the case RANGE='I' and with not much initial
- * accuracy in LAMBDA and VU, the formula
- * can lead to an overestimation of the right gap and
- * thus to inadequately early RQI 'convergence'.
- * Prevent this by forcing a small right gap.
- RGAP = EPS*MAX(ABS(LEFT),ABS(RIGHT))
- ELSE
- RGAP = WGAP(WINDEX)
- ENDIF
- GAP = MIN( LGAP, RGAP )
- IF(( K .EQ. 1).OR.(K .EQ. IM)) THEN
- * The eigenvector support can become wrong
- * because significant entries could be cut off due to a
- * large GAPTOL parameter in LAR1V. Prevent this.
- GAPTOL = ZERO
- ELSE
- GAPTOL = GAP * EPS
- ENDIF
- ISUPMN = IN
- ISUPMX = 1
- * Update WGAP so that it holds the minimum gap
- * to the left or the right. This is crucial in the
- * case where bisection is used to ensure that the
- * eigenvalue is refined up to the required precision.
- * The correct value is restored afterwards.
- SAVGAP = WGAP(WINDEX)
- WGAP(WINDEX) = GAP
- * We want to use the Rayleigh Quotient Correction
- * as often as possible since it converges quadratically
- * when we are close enough to the desired eigenvalue.
- * However, the Rayleigh Quotient can have the wrong sign
- * and lead us away from the desired eigenvalue. In this
- * case, the best we can do is to use bisection.
- USEDBS = .FALSE.
- USEDRQ = .FALSE.
- * Bisection is initially turned off unless it is forced
- NEEDBS = .NOT.TRYRQC
- 120 CONTINUE
- * Check if bisection should be used to refine eigenvalue
- IF(NEEDBS) THEN
- * Take the bisection as new iterate
- USEDBS = .TRUE.
- ITMP1 = IWORK( IINDR+WINDEX )
- OFFSET = INDEXW( WBEGIN ) - 1
- CALL SLARRB( IN, D(IBEGIN),
- $ WORK(INDLLD+IBEGIN-1),INDEIG,INDEIG,
- $ ZERO, TWO*EPS, OFFSET,
- $ WORK(WBEGIN),WGAP(WBEGIN),
- $ WERR(WBEGIN),WORK( INDWRK ),
- $ IWORK( IINDWK ), PIVMIN, SPDIAM,
- $ ITMP1, IINFO )
- IF( IINFO.NE.0 ) THEN
- INFO = -3
- RETURN
- ENDIF
- LAMBDA = WORK( WINDEX )
- * Reset twist index from inaccurate LAMBDA to
- * force computation of true MINGMA
- IWORK( IINDR+WINDEX ) = 0
- ENDIF
- * Given LAMBDA, compute the eigenvector.
- CALL CLAR1V( IN, 1, IN, LAMBDA, D( IBEGIN ),
- $ L( IBEGIN ), WORK(INDLD+IBEGIN-1),
- $ WORK(INDLLD+IBEGIN-1),
- $ PIVMIN, GAPTOL, Z( IBEGIN, WINDEX ),
- $ .NOT.USEDBS, NEGCNT, ZTZ, MINGMA,
- $ IWORK( IINDR+WINDEX ), ISUPPZ( 2*WINDEX-1 ),
- $ NRMINV, RESID, RQCORR, WORK( INDWRK ) )
- IF(ITER .EQ. 0) THEN
- BSTRES = RESID
- BSTW = LAMBDA
- ELSEIF(RESID.LT.BSTRES) THEN
- BSTRES = RESID
- BSTW = LAMBDA
- ENDIF
- ISUPMN = MIN(ISUPMN,ISUPPZ( 2*WINDEX-1 ))
- ISUPMX = MAX(ISUPMX,ISUPPZ( 2*WINDEX ))
- ITER = ITER + 1
-
- * sin alpha <= |resid|/gap
- * Note that both the residual and the gap are
- * proportional to the matrix, so ||T|| doesn't play
- * a role in the quotient
-
- *
- * Convergence test for Rayleigh-Quotient iteration
- * (omitted when Bisection has been used)
- *
- IF( RESID.GT.TOL*GAP .AND. ABS( RQCORR ).GT.
- $ RQTOL*ABS( LAMBDA ) .AND. .NOT. USEDBS)
- $ THEN
- * We need to check that the RQCORR update doesn't
- * move the eigenvalue away from the desired one and
- * towards a neighbor. -> protection with bisection
- IF(INDEIG.LE.NEGCNT) THEN
- * The wanted eigenvalue lies to the left
- SGNDEF = -ONE
- ELSE
- * The wanted eigenvalue lies to the right
- SGNDEF = ONE
- ENDIF
- * We only use the RQCORR if it improves the
- * the iterate reasonably.
- IF( ( RQCORR*SGNDEF.GE.ZERO )
- $ .AND.( LAMBDA + RQCORR.LE. RIGHT)
- $ .AND.( LAMBDA + RQCORR.GE. LEFT)
- $ ) THEN
- USEDRQ = .TRUE.
- * Store new midpoint of bisection interval in WORK
- IF(SGNDEF.EQ.ONE) THEN
- * The current LAMBDA is on the left of the true
- * eigenvalue
- LEFT = LAMBDA
- * We prefer to assume that the error estimate
- * is correct. We could make the interval not
- * as a bracket but to be modified if the RQCORR
- * chooses to. In this case, the RIGHT side should
- * be modified as follows:
- * RIGHT = MAX(RIGHT, LAMBDA + RQCORR)
- ELSE
- * The current LAMBDA is on the right of the true
- * eigenvalue
- RIGHT = LAMBDA
- * See comment about assuming the error estimate is
- * correct above.
- * LEFT = MIN(LEFT, LAMBDA + RQCORR)
- ENDIF
- WORK( WINDEX ) =
- $ HALF * (RIGHT + LEFT)
- * Take RQCORR since it has the correct sign and
- * improves the iterate reasonably
- LAMBDA = LAMBDA + RQCORR
- * Update width of error interval
- WERR( WINDEX ) =
- $ HALF * (RIGHT-LEFT)
- ELSE
- NEEDBS = .TRUE.
- ENDIF
- IF(RIGHT-LEFT.LT.RQTOL*ABS(LAMBDA)) THEN
- * The eigenvalue is computed to bisection accuracy
- * compute eigenvector and stop
- USEDBS = .TRUE.
- GOTO 120
- ELSEIF( ITER.LT.MAXITR ) THEN
- GOTO 120
- ELSEIF( ITER.EQ.MAXITR ) THEN
- NEEDBS = .TRUE.
- GOTO 120
- ELSE
- INFO = 5
- RETURN
- END IF
- ELSE
- STP2II = .FALSE.
- IF(USEDRQ .AND. USEDBS .AND.
- $ BSTRES.LE.RESID) THEN
- LAMBDA = BSTW
- STP2II = .TRUE.
- ENDIF
- IF (STP2II) THEN
- * improve error angle by second step
- CALL CLAR1V( IN, 1, IN, LAMBDA,
- $ D( IBEGIN ), L( IBEGIN ),
- $ WORK(INDLD+IBEGIN-1),
- $ WORK(INDLLD+IBEGIN-1),
- $ PIVMIN, GAPTOL, Z( IBEGIN, WINDEX ),
- $ .NOT.USEDBS, NEGCNT, ZTZ, MINGMA,
- $ IWORK( IINDR+WINDEX ),
- $ ISUPPZ( 2*WINDEX-1 ),
- $ NRMINV, RESID, RQCORR, WORK( INDWRK ) )
- ENDIF
- WORK( WINDEX ) = LAMBDA
- END IF
- *
- * Compute FP-vector support w.r.t. whole matrix
- *
- ISUPPZ( 2*WINDEX-1 ) = ISUPPZ( 2*WINDEX-1 )+OLDIEN
- ISUPPZ( 2*WINDEX ) = ISUPPZ( 2*WINDEX )+OLDIEN
- ZFROM = ISUPPZ( 2*WINDEX-1 )
- ZTO = ISUPPZ( 2*WINDEX )
- ISUPMN = ISUPMN + OLDIEN
- ISUPMX = ISUPMX + OLDIEN
- * Ensure vector is ok if support in the RQI has changed
- IF(ISUPMN.LT.ZFROM) THEN
- DO 122 II = ISUPMN,ZFROM-1
- Z( II, WINDEX ) = ZERO
- 122 CONTINUE
- ENDIF
- IF(ISUPMX.GT.ZTO) THEN
- DO 123 II = ZTO+1,ISUPMX
- Z( II, WINDEX ) = ZERO
- 123 CONTINUE
- ENDIF
- CALL CSSCAL( ZTO-ZFROM+1, NRMINV,
- $ Z( ZFROM, WINDEX ), 1 )
- 125 CONTINUE
- * Update W
- W( WINDEX ) = LAMBDA+SIGMA
- * Recompute the gaps on the left and right
- * But only allow them to become larger and not
- * smaller (which can only happen through "bad"
- * cancellation and doesn't reflect the theory
- * where the initial gaps are underestimated due
- * to WERR being too crude.)
- IF(.NOT.ESKIP) THEN
- IF( K.GT.1) THEN
- WGAP( WINDMN ) = MAX( WGAP(WINDMN),
- $ W(WINDEX)-WERR(WINDEX)
- $ - W(WINDMN)-WERR(WINDMN) )
- ENDIF
- IF( WINDEX.LT.WEND ) THEN
- WGAP( WINDEX ) = MAX( SAVGAP,
- $ W( WINDPL )-WERR( WINDPL )
- $ - W( WINDEX )-WERR( WINDEX) )
- ENDIF
- ENDIF
- IDONE = IDONE + 1
- ENDIF
- * here ends the code for the current child
- *
- 139 CONTINUE
- * Proceed to any remaining child nodes
- NEWFST = J + 1
- 140 CONTINUE
- 150 CONTINUE
- NDEPTH = NDEPTH + 1
- GO TO 40
- END IF
- IBEGIN = IEND + 1
- WBEGIN = WEND + 1
- 170 CONTINUE
- *
-
- RETURN
- *
- * End of CLARRV
- *
- END
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