|
- #include <math.h>
- #include <stdlib.h>
- #include <string.h>
- #include <stdio.h>
- #include <complex.h>
- #ifdef complex
- #undef complex
- #endif
- #ifdef I
- #undef I
- #endif
-
- #if defined(_WIN64)
- typedef long long BLASLONG;
- typedef unsigned long long BLASULONG;
- #else
- typedef long BLASLONG;
- typedef unsigned long BLASULONG;
- #endif
-
- #ifdef LAPACK_ILP64
- typedef BLASLONG blasint;
- #if defined(_WIN64)
- #define blasabs(x) llabs(x)
- #else
- #define blasabs(x) labs(x)
- #endif
- #else
- typedef int blasint;
- #define blasabs(x) abs(x)
- #endif
-
- typedef blasint integer;
-
- typedef unsigned int uinteger;
- typedef char *address;
- typedef short int shortint;
- typedef float real;
- typedef double doublereal;
- typedef struct { real r, i; } complex;
- typedef struct { doublereal r, i; } doublecomplex;
- #ifdef _MSC_VER
- static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
- static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
- static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
- static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
- #else
- static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
- static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
- static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
- #endif
- #define pCf(z) (*_pCf(z))
- #define pCd(z) (*_pCd(z))
- typedef blasint logical;
-
- typedef char logical1;
- typedef char integer1;
-
- #define TRUE_ (1)
- #define FALSE_ (0)
-
- /* Extern is for use with -E */
- #ifndef Extern
- #define Extern extern
- #endif
-
- /* I/O stuff */
-
- typedef int flag;
- typedef int ftnlen;
- typedef int ftnint;
-
- /*external read, write*/
- typedef struct
- { flag cierr;
- ftnint ciunit;
- flag ciend;
- char *cifmt;
- ftnint cirec;
- } cilist;
-
- /*internal read, write*/
- typedef struct
- { flag icierr;
- char *iciunit;
- flag iciend;
- char *icifmt;
- ftnint icirlen;
- ftnint icirnum;
- } icilist;
-
- /*open*/
- typedef struct
- { flag oerr;
- ftnint ounit;
- char *ofnm;
- ftnlen ofnmlen;
- char *osta;
- char *oacc;
- char *ofm;
- ftnint orl;
- char *oblnk;
- } olist;
-
- /*close*/
- typedef struct
- { flag cerr;
- ftnint cunit;
- char *csta;
- } cllist;
-
- /*rewind, backspace, endfile*/
- typedef struct
- { flag aerr;
- ftnint aunit;
- } alist;
-
- /* inquire */
- typedef struct
- { flag inerr;
- ftnint inunit;
- char *infile;
- ftnlen infilen;
- ftnint *inex; /*parameters in standard's order*/
- ftnint *inopen;
- ftnint *innum;
- ftnint *innamed;
- char *inname;
- ftnlen innamlen;
- char *inacc;
- ftnlen inacclen;
- char *inseq;
- ftnlen inseqlen;
- char *indir;
- ftnlen indirlen;
- char *infmt;
- ftnlen infmtlen;
- char *inform;
- ftnint informlen;
- char *inunf;
- ftnlen inunflen;
- ftnint *inrecl;
- ftnint *innrec;
- char *inblank;
- ftnlen inblanklen;
- } inlist;
-
- #define VOID void
-
- union Multitype { /* for multiple entry points */
- integer1 g;
- shortint h;
- integer i;
- /* longint j; */
- real r;
- doublereal d;
- complex c;
- doublecomplex z;
- };
-
- typedef union Multitype Multitype;
-
- struct Vardesc { /* for Namelist */
- char *name;
- char *addr;
- ftnlen *dims;
- int type;
- };
- typedef struct Vardesc Vardesc;
-
- struct Namelist {
- char *name;
- Vardesc **vars;
- int nvars;
- };
- typedef struct Namelist Namelist;
-
- #define abs(x) ((x) >= 0 ? (x) : -(x))
- #define dabs(x) (fabs(x))
- #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
- #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
- #define dmin(a,b) (f2cmin(a,b))
- #define dmax(a,b) (f2cmax(a,b))
- #define bit_test(a,b) ((a) >> (b) & 1)
- #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
- #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
-
- #define abort_() { sig_die("Fortran abort routine called", 1); }
- #define c_abs(z) (cabsf(Cf(z)))
- #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
- #ifdef _MSC_VER
- #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
- #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
- #else
- #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
- #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
- #endif
- #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
- #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
- #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
- //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
- #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
- #define d_abs(x) (fabs(*(x)))
- #define d_acos(x) (acos(*(x)))
- #define d_asin(x) (asin(*(x)))
- #define d_atan(x) (atan(*(x)))
- #define d_atn2(x, y) (atan2(*(x),*(y)))
- #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
- #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
- #define d_cos(x) (cos(*(x)))
- #define d_cosh(x) (cosh(*(x)))
- #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
- #define d_exp(x) (exp(*(x)))
- #define d_imag(z) (cimag(Cd(z)))
- #define r_imag(z) (cimagf(Cf(z)))
- #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
- #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
- #define d_log(x) (log(*(x)))
- #define d_mod(x, y) (fmod(*(x), *(y)))
- #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
- #define d_nint(x) u_nint(*(x))
- #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
- #define d_sign(a,b) u_sign(*(a),*(b))
- #define r_sign(a,b) u_sign(*(a),*(b))
- #define d_sin(x) (sin(*(x)))
- #define d_sinh(x) (sinh(*(x)))
- #define d_sqrt(x) (sqrt(*(x)))
- #define d_tan(x) (tan(*(x)))
- #define d_tanh(x) (tanh(*(x)))
- #define i_abs(x) abs(*(x))
- #define i_dnnt(x) ((integer)u_nint(*(x)))
- #define i_len(s, n) (n)
- #define i_nint(x) ((integer)u_nint(*(x)))
- #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
- #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
- #define pow_si(B,E) spow_ui(*(B),*(E))
- #define pow_ri(B,E) spow_ui(*(B),*(E))
- #define pow_di(B,E) dpow_ui(*(B),*(E))
- #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
- #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
- #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
- #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
- #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
- #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
- #define sig_die(s, kill) { exit(1); }
- #define s_stop(s, n) {exit(0);}
- static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
- #define z_abs(z) (cabs(Cd(z)))
- #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
- #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
- #define myexit_() break;
- #define mycycle() continue;
- #define myceiling(w) {ceil(w)}
- #define myhuge(w) {HUGE_VAL}
- //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
- #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
-
- /* procedure parameter types for -A and -C++ */
-
-
- #ifdef __cplusplus
- typedef logical (*L_fp)(...);
- #else
- typedef logical (*L_fp)();
- #endif
-
- static float spow_ui(float x, integer n) {
- float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static double dpow_ui(double x, integer n) {
- double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #ifdef _MSC_VER
- static _Fcomplex cpow_ui(complex x, integer n) {
- complex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
- for(u = n; ; ) {
- if(u & 01) pow.r *= x.r, pow.i *= x.i;
- if(u >>= 1) x.r *= x.r, x.i *= x.i;
- else break;
- }
- }
- _Fcomplex p={pow.r, pow.i};
- return p;
- }
- #else
- static _Complex float cpow_ui(_Complex float x, integer n) {
- _Complex float pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- #ifdef _MSC_VER
- static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
- _Dcomplex pow={1.0,0.0}; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
- for(u = n; ; ) {
- if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
- if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
- else break;
- }
- }
- _Dcomplex p = {pow._Val[0], pow._Val[1]};
- return p;
- }
- #else
- static _Complex double zpow_ui(_Complex double x, integer n) {
- _Complex double pow=1.0; unsigned long int u;
- if(n != 0) {
- if(n < 0) n = -n, x = 1/x;
- for(u = n; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- #endif
- static integer pow_ii(integer x, integer n) {
- integer pow; unsigned long int u;
- if (n <= 0) {
- if (n == 0 || x == 1) pow = 1;
- else if (x != -1) pow = x == 0 ? 1/x : 0;
- else n = -n;
- }
- if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
- u = n;
- for(pow = 1; ; ) {
- if(u & 01) pow *= x;
- if(u >>= 1) x *= x;
- else break;
- }
- }
- return pow;
- }
- static integer dmaxloc_(double *w, integer s, integer e, integer *n)
- {
- double m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static integer smaxloc_(float *w, integer s, integer e, integer *n)
- {
- float m; integer i, mi;
- for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
- if (w[i-1]>m) mi=i ,m=w[i-1];
- return mi-s+1;
- }
- static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Fcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
- zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
- }
- }
- pCf(z) = zdotc;
- }
- #else
- _Complex float zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i]) * Cf(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
- }
- }
- pCf(z) = zdotc;
- }
- #endif
- static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
- integer n = *n_, incx = *incx_, incy = *incy_, i;
- #ifdef _MSC_VER
- _Dcomplex zdotc = {0.0, 0.0};
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
- zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
- zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
- }
- }
- pCd(z) = zdotc;
- }
- #else
- _Complex double zdotc = 0.0;
- if (incx == 1 && incy == 1) {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i]) * Cd(&y[i]);
- }
- } else {
- for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
- zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
- }
- }
- pCd(z) = zdotc;
- }
- #endif
- /* -- translated by f2c (version 20000121).
- You must link the resulting object file with the libraries:
- -lf2c -lm (in that order)
- */
-
-
-
-
- /* Table of constant values */
-
- static integer c__1 = 1;
- static integer c__2 = 2;
-
- /* > \brief \b DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each un
- reduced block Ti, finds base representations and eigenvalues. */
-
- /* =========== DOCUMENTATION =========== */
-
- /* Online html documentation available at */
- /* http://www.netlib.org/lapack/explore-html/ */
-
- /* > \htmlonly */
- /* > Download DLARRE + dependencies */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarre.
- f"> */
- /* > [TGZ]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarre.
- f"> */
- /* > [ZIP]</a> */
- /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarre.
- f"> */
- /* > [TXT]</a> */
- /* > \endhtmlonly */
-
- /* Definition: */
- /* =========== */
-
- /* SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2, */
- /* RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, */
- /* W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, */
- /* WORK, IWORK, INFO ) */
-
- /* CHARACTER RANGE */
- /* INTEGER IL, INFO, IU, M, N, NSPLIT */
- /* DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU */
- /* INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ), */
- /* $ INDEXW( * ) */
- /* DOUBLE PRECISION D( * ), E( * ), E2( * ), GERS( * ), */
- /* $ W( * ),WERR( * ), WGAP( * ), WORK( * ) */
-
-
- /* > \par Purpose: */
- /* ============= */
- /* > */
- /* > \verbatim */
- /* > */
- /* > To find the desired eigenvalues of a given real symmetric */
- /* > tridiagonal matrix T, DLARRE sets any "small" off-diagonal */
- /* > elements to zero, and for each unreduced block T_i, it finds */
- /* > (a) a suitable shift at one end of the block's spectrum, */
- /* > (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and */
- /* > (c) eigenvalues of each L_i D_i L_i^T. */
- /* > The representations and eigenvalues found are then used by */
- /* > DSTEMR to compute the eigenvectors of T. */
- /* > The accuracy varies depending on whether bisection is used to */
- /* > find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to */
- /* > conpute all and then discard any unwanted one. */
- /* > As an added benefit, DLARRE also outputs the n */
- /* > Gerschgorin intervals for the matrices L_i D_i L_i^T. */
- /* > \endverbatim */
-
- /* Arguments: */
- /* ========== */
-
- /* > \param[in] RANGE */
- /* > \verbatim */
- /* > RANGE is CHARACTER*1 */
- /* > = 'A': ("All") all eigenvalues will be found. */
- /* > = 'V': ("Value") all eigenvalues in the half-open interval */
- /* > (VL, VU] will be found. */
- /* > = 'I': ("Index") the IL-th through IU-th eigenvalues (of the */
- /* > entire matrix) will be found. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] N */
- /* > \verbatim */
- /* > N is INTEGER */
- /* > The order of the matrix. N > 0. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] VL */
- /* > \verbatim */
- /* > VL is DOUBLE PRECISION */
- /* > If RANGE='V', the lower bound for the eigenvalues. */
- /* > Eigenvalues less than or equal to VL, or greater than VU, */
- /* > will not be returned. VL < VU. */
- /* > If RANGE='I' or ='A', DLARRE computes bounds on the desired */
- /* > part of the spectrum. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] VU */
- /* > \verbatim */
- /* > VU is DOUBLE PRECISION */
- /* > If RANGE='V', the upper bound for the eigenvalues. */
- /* > Eigenvalues less than or equal to VL, or greater than VU, */
- /* > will not be returned. VL < VU. */
- /* > If RANGE='I' or ='A', DLARRE computes bounds on the desired */
- /* > part of the spectrum. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] IL */
- /* > \verbatim */
- /* > IL is INTEGER */
- /* > If RANGE='I', the index of the */
- /* > smallest eigenvalue to be returned. */
- /* > 1 <= IL <= IU <= N. */
- /* > \endverbatim */
- /* > */
- /* > \param[in] IU */
- /* > \verbatim */
- /* > IU is INTEGER */
- /* > If RANGE='I', the index of the */
- /* > largest eigenvalue to be returned. */
- /* > 1 <= IL <= IU <= N. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] D */
- /* > \verbatim */
- /* > D is DOUBLE PRECISION array, dimension (N) */
- /* > On entry, the N diagonal elements of the tridiagonal */
- /* > matrix T. */
- /* > On exit, the N diagonal elements of the diagonal */
- /* > matrices D_i. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] E */
- /* > \verbatim */
- /* > E is DOUBLE PRECISION array, dimension (N) */
- /* > On entry, the first (N-1) entries contain the subdiagonal */
- /* > elements of the tridiagonal matrix T; E(N) need not be set. */
- /* > On exit, E contains the subdiagonal elements of the unit */
- /* > bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), */
- /* > 1 <= I <= NSPLIT, contain the base points sigma_i on output. */
- /* > \endverbatim */
- /* > */
- /* > \param[in,out] E2 */
- /* > \verbatim */
- /* > E2 is DOUBLE PRECISION array, dimension (N) */
- /* > On entry, the first (N-1) entries contain the SQUARES of the */
- /* > subdiagonal elements of the tridiagonal matrix T; */
- /* > E2(N) need not be set. */
- /* > On exit, the entries E2( ISPLIT( I ) ), */
- /* > 1 <= I <= NSPLIT, have been set to zero */
- /* > \endverbatim */
- /* > */
- /* > \param[in] RTOL1 */
- /* > \verbatim */
- /* > RTOL1 is DOUBLE PRECISION */
- /* > \endverbatim */
- /* > */
- /* > \param[in] RTOL2 */
- /* > \verbatim */
- /* > RTOL2 is DOUBLE PRECISION */
- /* > Parameters for bisection. */
- /* > An interval [LEFT,RIGHT] has converged if */
- /* > RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) */
- /* > \endverbatim */
- /* > */
- /* > \param[in] SPLTOL */
- /* > \verbatim */
- /* > SPLTOL is DOUBLE PRECISION */
- /* > The threshold for splitting. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] NSPLIT */
- /* > \verbatim */
- /* > NSPLIT is INTEGER */
- /* > The number of blocks T splits into. 1 <= NSPLIT <= N. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] 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., and the NSPLIT-th consists of rows/columns */
- /* > ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] M */
- /* > \verbatim */
- /* > M is INTEGER */
- /* > The total number of eigenvalues (of all L_i D_i L_i^T) */
- /* > found. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] W */
- /* > \verbatim */
- /* > W is DOUBLE PRECISION array, dimension (N) */
- /* > The first M elements contain the eigenvalues. The */
- /* > eigenvalues of each of the blocks, L_i D_i L_i^T, are */
- /* > sorted in ascending order ( DLARRE may use the */
- /* > remaining N-M elements as workspace). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] WERR */
- /* > \verbatim */
- /* > WERR is DOUBLE PRECISION array, dimension (N) */
- /* > The error bound on the corresponding eigenvalue in W. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] WGAP */
- /* > \verbatim */
- /* > WGAP is DOUBLE PRECISION array, dimension (N) */
- /* > The separation from the right neighbor eigenvalue in W. */
- /* > The gap is only with respect to the eigenvalues of the same block */
- /* > as each block has its own representation tree. */
- /* > Exception: at the right end of a block we store the left gap */
- /* > \endverbatim */
- /* > */
- /* > \param[out] 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[out] 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 block 2 */
- /* > \endverbatim */
- /* > */
- /* > \param[out] GERS */
- /* > \verbatim */
- /* > GERS is DOUBLE PRECISION array, dimension (2*N) */
- /* > The N Gerschgorin intervals (the i-th Gerschgorin interval */
- /* > is (GERS(2*i-1), GERS(2*i)). */
- /* > \endverbatim */
- /* > */
- /* > \param[out] PIVMIN */
- /* > \verbatim */
- /* > PIVMIN is DOUBLE PRECISION */
- /* > The minimum pivot in the Sturm sequence for T. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] WORK */
- /* > \verbatim */
- /* > WORK is DOUBLE PRECISION array, dimension (6*N) */
- /* > Workspace. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] IWORK */
- /* > \verbatim */
- /* > IWORK is INTEGER array, dimension (5*N) */
- /* > Workspace. */
- /* > \endverbatim */
- /* > */
- /* > \param[out] INFO */
- /* > \verbatim */
- /* > INFO is INTEGER */
- /* > = 0: successful exit */
- /* > > 0: A problem occurred in DLARRE. */
- /* > < 0: One of the called subroutines signaled an internal problem. */
- /* > Needs inspection of the corresponding parameter IINFO */
- /* > for further information. */
- /* > */
- /* > =-1: Problem in DLARRD. */
- /* > = 2: No base representation could be found in MAXTRY iterations. */
- /* > Increasing MAXTRY and recompilation might be a remedy. */
- /* > =-3: Problem in DLARRB when computing the refined root */
- /* > representation for DLASQ2. */
- /* > =-4: Problem in DLARRB when preforming bisection on the */
- /* > desired part of the spectrum. */
- /* > =-5: Problem in DLASQ2. */
- /* > =-6: Problem in DLASQ2. */
- /* > \endverbatim */
-
- /* Authors: */
- /* ======== */
-
- /* > \author Univ. of Tennessee */
- /* > \author Univ. of California Berkeley */
- /* > \author Univ. of Colorado Denver */
- /* > \author NAG Ltd. */
-
- /* > \date June 2016 */
-
- /* > \ingroup OTHERauxiliary */
-
- /* > \par Further Details: */
- /* ===================== */
- /* > */
- /* > \verbatim */
- /* > */
- /* > The base representations are required to suffer very little */
- /* > element growth and consequently define all their eigenvalues to */
- /* > high relative accuracy. */
- /* > \endverbatim */
-
- /* > \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 \n */
- /* > */
- /* ===================================================================== */
- /* Subroutine */ void dlarre_(char *range, integer *n, doublereal *vl,
- doublereal *vu, integer *il, integer *iu, doublereal *d__, doublereal
- *e, doublereal *e2, doublereal *rtol1, doublereal *rtol2, doublereal *
- spltol, integer *nsplit, integer *isplit, integer *m, doublereal *w,
- doublereal *werr, doublereal *wgap, integer *iblock, integer *indexw,
- doublereal *gers, doublereal *pivmin, doublereal *work, integer *
- iwork, integer *info)
- {
- /* System generated locals */
- integer i__1, i__2;
- doublereal d__1, d__2, d__3;
-
- /* Local variables */
- doublereal eabs;
- integer iend, jblk;
- doublereal eold;
- integer indl;
- doublereal dmax__, emax;
- integer wend, idum, indu;
- doublereal rtol;
- integer i__, j, iseed[4];
- doublereal avgap, sigma;
- extern logical lsame_(char *, char *);
- integer iinfo;
- extern /* Subroutine */ void dcopy_(integer *, doublereal *, integer *,
- doublereal *, integer *);
- logical norep;
- doublereal s1, s2;
- extern /* Subroutine */ void dlasq2_(integer *, doublereal *, integer *);
- integer mb;
- doublereal gl;
- integer in;
- extern doublereal dlamch_(char *);
- integer mm;
- doublereal gu;
- integer ibegin;
- logical forceb;
- integer irange;
- doublereal sgndef;
- extern /* Subroutine */ void dlarra_(integer *, doublereal *, doublereal *,
- doublereal *, doublereal *, doublereal *, integer *, integer *,
- integer *), dlarrb_(integer *, doublereal *, doublereal *,
- integer *, integer *, doublereal *, doublereal *, integer *,
- doublereal *, doublereal *, doublereal *, doublereal *, integer *,
- doublereal *, doublereal *, integer *, integer *), dlarrc_(char *
- , integer *, doublereal *, doublereal *, doublereal *, doublereal
- *, doublereal *, integer *, integer *, integer *, integer *);
- integer wbegin;
- doublereal safmin, spdiam;
- extern /* Subroutine */ void dlarrd_(char *, char *, integer *, doublereal
- *, doublereal *, integer *, integer *, doublereal *, doublereal *,
- doublereal *, doublereal *, doublereal *, doublereal *, integer *
- , integer *, integer *, doublereal *, doublereal *, doublereal *,
- doublereal *, integer *, integer *, doublereal *, integer *,
- integer *), dlarrk_(integer *, integer *,
- doublereal *, doublereal *, doublereal *, doublereal *,
- doublereal *, doublereal *, doublereal *, doublereal *, integer *)
- ;
- logical usedqd;
- doublereal clwdth, isleft;
- extern /* Subroutine */ void dlarnv_(integer *, integer *, integer *,
- doublereal *);
- doublereal isrght, bsrtol, dpivot;
- integer cnt;
- doublereal eps, tau, tmp, rtl;
- integer cnt1, cnt2;
- doublereal tmp1;
-
-
- /* -- LAPACK auxiliary routine (version 3.8.0) -- */
- /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
- /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
- /* June 2016 */
-
-
- /* ===================================================================== */
-
-
- /* Parameter adjustments */
- --iwork;
- --work;
- --gers;
- --indexw;
- --iblock;
- --wgap;
- --werr;
- --w;
- --isplit;
- --e2;
- --e;
- --d__;
-
- /* Function Body */
- *info = 0;
-
- /* Quick return if possible */
-
- if (*n <= 0) {
- return;
- }
-
- /* Decode RANGE */
-
- if (lsame_(range, "A")) {
- irange = 1;
- } else if (lsame_(range, "V")) {
- irange = 3;
- } else if (lsame_(range, "I")) {
- irange = 2;
- }
- *m = 0;
- /* Get machine constants */
- safmin = dlamch_("S");
- eps = dlamch_("P");
- /* Set parameters */
- rtl = sqrt(eps);
- bsrtol = sqrt(eps);
- /* Treat case of 1x1 matrix for quick return */
- if (*n == 1) {
- if (irange == 1 || irange == 3 && d__[1] > *vl && d__[1] <= *vu ||
- irange == 2 && *il == 1 && *iu == 1) {
- *m = 1;
- w[1] = d__[1];
- /* The computation error of the eigenvalue is zero */
- werr[1] = 0.;
- wgap[1] = 0.;
- iblock[1] = 1;
- indexw[1] = 1;
- gers[1] = d__[1];
- gers[2] = d__[1];
- }
- /* store the shift for the initial RRR, which is zero in this case */
- e[1] = 0.;
- return;
- }
- /* General case: tridiagonal matrix of order > 1 */
-
- /* Init WERR, WGAP. Compute Gerschgorin intervals and spectral diameter. */
- /* Compute maximum off-diagonal entry and pivmin. */
- gl = d__[1];
- gu = d__[1];
- eold = 0.;
- emax = 0.;
- e[*n] = 0.;
- i__1 = *n;
- for (i__ = 1; i__ <= i__1; ++i__) {
- werr[i__] = 0.;
- wgap[i__] = 0.;
- eabs = (d__1 = e[i__], abs(d__1));
- if (eabs >= emax) {
- emax = eabs;
- }
- tmp1 = eabs + eold;
- gers[(i__ << 1) - 1] = d__[i__] - tmp1;
- /* Computing MIN */
- d__1 = gl, d__2 = gers[(i__ << 1) - 1];
- gl = f2cmin(d__1,d__2);
- gers[i__ * 2] = d__[i__] + tmp1;
- /* Computing MAX */
- d__1 = gu, d__2 = gers[i__ * 2];
- gu = f2cmax(d__1,d__2);
- eold = eabs;
- /* L5: */
- }
- /* The minimum pivot allowed in the Sturm sequence for T */
- /* Computing MAX */
- /* Computing 2nd power */
- d__3 = emax;
- d__1 = 1., d__2 = d__3 * d__3;
- *pivmin = safmin * f2cmax(d__1,d__2);
- /* Compute spectral diameter. The Gerschgorin bounds give an */
- /* estimate that is wrong by at most a factor of SQRT(2) */
- spdiam = gu - gl;
- /* Compute splitting points */
- dlarra_(n, &d__[1], &e[1], &e2[1], spltol, &spdiam, nsplit, &isplit[1], &
- iinfo);
- /* Can force use of bisection instead of faster DQDS. */
- /* Option left in the code for future multisection work. */
- forceb = FALSE_;
- /* Initialize USEDQD, DQDS should be used for ALLRNG unless someone */
- /* explicitly wants bisection. */
- usedqd = irange == 1 && ! forceb;
- if (irange == 1 && ! forceb) {
- /* Set interval [VL,VU] that contains all eigenvalues */
- *vl = gl;
- *vu = gu;
- } else {
- /* We call DLARRD to find crude approximations to the eigenvalues */
- /* in the desired range. In case IRANGE = INDRNG, we also obtain the */
- /* interval (VL,VU] that contains all the wanted eigenvalues. */
- /* An interval [LEFT,RIGHT] has converged if */
- /* RIGHT-LEFT.LT.RTOL*MAX(ABS(LEFT),ABS(RIGHT)) */
- /* DLARRD needs a WORK of size 4*N, IWORK of size 3*N */
- dlarrd_(range, "B", n, vl, vu, il, iu, &gers[1], &bsrtol, &d__[1], &e[
- 1], &e2[1], pivmin, nsplit, &isplit[1], &mm, &w[1], &werr[1],
- vl, vu, &iblock[1], &indexw[1], &work[1], &iwork[1], &iinfo);
- if (iinfo != 0) {
- *info = -1;
- return;
- }
- /* Make sure that the entries M+1 to N in W, WERR, IBLOCK, INDEXW are 0 */
- i__1 = *n;
- for (i__ = mm + 1; i__ <= i__1; ++i__) {
- w[i__] = 0.;
- werr[i__] = 0.;
- iblock[i__] = 0;
- indexw[i__] = 0;
- /* L14: */
- }
- }
- /* ** */
- /* Loop over unreduced blocks */
- ibegin = 1;
- wbegin = 1;
- i__1 = *nsplit;
- for (jblk = 1; jblk <= i__1; ++jblk) {
- iend = isplit[jblk];
- in = iend - ibegin + 1;
- /* 1 X 1 block */
- if (in == 1) {
- if (irange == 1 || irange == 3 && d__[ibegin] > *vl && d__[ibegin]
- <= *vu || irange == 2 && iblock[wbegin] == jblk) {
- ++(*m);
- w[*m] = d__[ibegin];
- werr[*m] = 0.;
- /* The gap for a single block doesn't matter for the later */
- /* algorithm and is assigned an arbitrary large value */
- wgap[*m] = 0.;
- iblock[*m] = jblk;
- indexw[*m] = 1;
- ++wbegin;
- }
- /* E( IEND ) holds the shift for the initial RRR */
- e[iend] = 0.;
- ibegin = iend + 1;
- goto L170;
- }
-
- /* Blocks of size larger than 1x1 */
-
- /* E( IEND ) will hold the shift for the initial RRR, for now set it =0 */
- e[iend] = 0.;
-
- /* Find local outer bounds GL,GU for the block */
- gl = d__[ibegin];
- gu = d__[ibegin];
- i__2 = iend;
- for (i__ = ibegin; i__ <= i__2; ++i__) {
- /* Computing MIN */
- d__1 = gers[(i__ << 1) - 1];
- gl = f2cmin(d__1,gl);
- /* Computing MAX */
- d__1 = gers[i__ * 2];
- gu = f2cmax(d__1,gu);
- /* L15: */
- }
- spdiam = gu - gl;
- if (! (irange == 1 && ! forceb)) {
- /* Count the number of eigenvalues in the current block. */
- mb = 0;
- i__2 = mm;
- for (i__ = wbegin; i__ <= i__2; ++i__) {
- if (iblock[i__] == jblk) {
- ++mb;
- } else {
- goto L21;
- }
- /* L20: */
- }
- L21:
- if (mb == 0) {
- /* No eigenvalue in the current block lies in the desired range */
- /* E( IEND ) holds the shift for the initial RRR */
- e[iend] = 0.;
- ibegin = iend + 1;
- goto L170;
- } else {
- /* Decide whether dqds or bisection is more efficient */
- usedqd = (doublereal) mb > in * .5 && ! forceb;
- wend = wbegin + mb - 1;
- /* Calculate gaps for the current block */
- /* In later stages, when representations for individual */
- /* eigenvalues are different, we use SIGMA = E( IEND ). */
- sigma = 0.;
- i__2 = wend - 1;
- for (i__ = wbegin; i__ <= i__2; ++i__) {
- /* Computing MAX */
- d__1 = 0., d__2 = w[i__ + 1] - werr[i__ + 1] - (w[i__] +
- werr[i__]);
- wgap[i__] = f2cmax(d__1,d__2);
- /* L30: */
- }
- /* Computing MAX */
- d__1 = 0., d__2 = *vu - sigma - (w[wend] + werr[wend]);
- wgap[wend] = f2cmax(d__1,d__2);
- /* Find local index of the first and last desired evalue. */
- indl = indexw[wbegin];
- indu = indexw[wend];
- }
- }
- if (irange == 1 && ! forceb || usedqd) {
- /* Case of DQDS */
- /* Find approximations to the extremal eigenvalues of the block */
- dlarrk_(&in, &c__1, &gl, &gu, &d__[ibegin], &e2[ibegin], pivmin, &
- rtl, &tmp, &tmp1, &iinfo);
- if (iinfo != 0) {
- *info = -1;
- return;
- }
- /* Computing MAX */
- d__2 = gl, d__3 = tmp - tmp1 - eps * 100. * (d__1 = tmp - tmp1,
- abs(d__1));
- isleft = f2cmax(d__2,d__3);
- dlarrk_(&in, &in, &gl, &gu, &d__[ibegin], &e2[ibegin], pivmin, &
- rtl, &tmp, &tmp1, &iinfo);
- if (iinfo != 0) {
- *info = -1;
- return;
- }
- /* Computing MIN */
- d__2 = gu, d__3 = tmp + tmp1 + eps * 100. * (d__1 = tmp + tmp1,
- abs(d__1));
- isrght = f2cmin(d__2,d__3);
- /* Improve the estimate of the spectral diameter */
- spdiam = isrght - isleft;
- } else {
- /* Case of bisection */
- /* Find approximations to the wanted extremal eigenvalues */
- /* Computing MAX */
- d__2 = gl, d__3 = w[wbegin] - werr[wbegin] - eps * 100. * (d__1 =
- w[wbegin] - werr[wbegin], abs(d__1));
- isleft = f2cmax(d__2,d__3);
- /* Computing MIN */
- d__2 = gu, d__3 = w[wend] + werr[wend] + eps * 100. * (d__1 = w[
- wend] + werr[wend], abs(d__1));
- isrght = f2cmin(d__2,d__3);
- }
- /* Decide whether the base representation for the current block */
- /* L_JBLK D_JBLK L_JBLK^T = T_JBLK - sigma_JBLK I */
- /* should be on the left or the right end of the current block. */
- /* The strategy is to shift to the end which is "more populated" */
- /* Furthermore, decide whether to use DQDS for the computation of */
- /* the eigenvalue approximations at the end of DLARRE or bisection. */
- /* dqds is chosen if all eigenvalues are desired or the number of */
- /* eigenvalues to be computed is large compared to the blocksize. */
- if (irange == 1 && ! forceb) {
- /* If all the eigenvalues have to be computed, we use dqd */
- usedqd = TRUE_;
- /* INDL is the local index of the first eigenvalue to compute */
- indl = 1;
- indu = in;
- /* MB = number of eigenvalues to compute */
- mb = in;
- wend = wbegin + mb - 1;
- /* Define 1/4 and 3/4 points of the spectrum */
- s1 = isleft + spdiam * .25;
- s2 = isrght - spdiam * .25;
- } else {
- /* DLARRD has computed IBLOCK and INDEXW for each eigenvalue */
- /* approximation. */
- /* choose sigma */
- if (usedqd) {
- s1 = isleft + spdiam * .25;
- s2 = isrght - spdiam * .25;
- } else {
- tmp = f2cmin(isrght,*vu) - f2cmax(isleft,*vl);
- s1 = f2cmax(isleft,*vl) + tmp * .25;
- s2 = f2cmin(isrght,*vu) - tmp * .25;
- }
- }
- /* Compute the negcount at the 1/4 and 3/4 points */
- if (mb > 1) {
- dlarrc_("T", &in, &s1, &s2, &d__[ibegin], &e[ibegin], pivmin, &
- cnt, &cnt1, &cnt2, &iinfo);
- }
- if (mb == 1) {
- sigma = gl;
- sgndef = 1.;
- } else if (cnt1 - indl >= indu - cnt2) {
- if (irange == 1 && ! forceb) {
- sigma = f2cmax(isleft,gl);
- } else if (usedqd) {
- /* use Gerschgorin bound as shift to get pos def matrix */
- /* for dqds */
- sigma = isleft;
- } else {
- /* use approximation of the first desired eigenvalue of the */
- /* block as shift */
- sigma = f2cmax(isleft,*vl);
- }
- sgndef = 1.;
- } else {
- if (irange == 1 && ! forceb) {
- sigma = f2cmin(isrght,gu);
- } else if (usedqd) {
- /* use Gerschgorin bound as shift to get neg def matrix */
- /* for dqds */
- sigma = isrght;
- } else {
- /* use approximation of the first desired eigenvalue of the */
- /* block as shift */
- sigma = f2cmin(isrght,*vu);
- }
- sgndef = -1.;
- }
- /* An initial SIGMA has been chosen that will be used for computing */
- /* T - SIGMA I = L D L^T */
- /* Define the increment TAU of the shift in case the initial shift */
- /* needs to be refined to obtain a factorization with not too much */
- /* element growth. */
- if (usedqd) {
- /* The initial SIGMA was to the outer end of the spectrum */
- /* the matrix is definite and we need not retreat. */
- tau = spdiam * eps * *n + *pivmin * 2.;
- /* Computing MAX */
- d__1 = tau, d__2 = eps * 2. * abs(sigma);
- tau = f2cmax(d__1,d__2);
- } else {
- if (mb > 1) {
- clwdth = w[wend] + werr[wend] - w[wbegin] - werr[wbegin];
- avgap = (d__1 = clwdth / (doublereal) (wend - wbegin), abs(
- d__1));
- if (sgndef == 1.) {
- /* Computing MAX */
- d__1 = wgap[wbegin];
- tau = f2cmax(d__1,avgap) * .5;
- /* Computing MAX */
- d__1 = tau, d__2 = werr[wbegin];
- tau = f2cmax(d__1,d__2);
- } else {
- /* Computing MAX */
- d__1 = wgap[wend - 1];
- tau = f2cmax(d__1,avgap) * .5;
- /* Computing MAX */
- d__1 = tau, d__2 = werr[wend];
- tau = f2cmax(d__1,d__2);
- }
- } else {
- tau = werr[wbegin];
- }
- }
-
- for (idum = 1; idum <= 6; ++idum) {
- /* Compute L D L^T factorization of tridiagonal matrix T - sigma I. */
- /* Store D in WORK(1:IN), L in WORK(IN+1:2*IN), and reciprocals of */
- /* pivots in WORK(2*IN+1:3*IN) */
- dpivot = d__[ibegin] - sigma;
- work[1] = dpivot;
- dmax__ = abs(work[1]);
- j = ibegin;
- i__2 = in - 1;
- for (i__ = 1; i__ <= i__2; ++i__) {
- work[(in << 1) + i__] = 1. / work[i__];
- tmp = e[j] * work[(in << 1) + i__];
- work[in + i__] = tmp;
- dpivot = d__[j + 1] - sigma - tmp * e[j];
- work[i__ + 1] = dpivot;
- /* Computing MAX */
- d__1 = dmax__, d__2 = abs(dpivot);
- dmax__ = f2cmax(d__1,d__2);
- ++j;
- /* L70: */
- }
- /* check for element growth */
- if (dmax__ > spdiam * 64.) {
- norep = TRUE_;
- } else {
- norep = FALSE_;
- }
- if (usedqd && ! norep) {
- /* Ensure the definiteness of the representation */
- /* All entries of D (of L D L^T) must have the same sign */
- i__2 = in;
- for (i__ = 1; i__ <= i__2; ++i__) {
- tmp = sgndef * work[i__];
- if (tmp < 0.) {
- norep = TRUE_;
- }
- /* L71: */
- }
- }
- if (norep) {
- /* Note that in the case of IRANGE=ALLRNG, we use the Gerschgorin */
- /* shift which makes the matrix definite. So we should end up */
- /* here really only in the case of IRANGE = VALRNG or INDRNG. */
- if (idum == 5) {
- if (sgndef == 1.) {
- /* The fudged Gerschgorin shift should succeed */
- sigma = gl - spdiam * 2. * eps * *n - *pivmin * 4.;
- } else {
- sigma = gu + spdiam * 2. * eps * *n + *pivmin * 4.;
- }
- } else {
- sigma -= sgndef * tau;
- tau *= 2.;
- }
- } else {
- /* an initial RRR is found */
- goto L83;
- }
- /* L80: */
- }
- /* if the program reaches this point, no base representation could be */
- /* found in MAXTRY iterations. */
- *info = 2;
- return;
- L83:
- /* At this point, we have found an initial base representation */
- /* T - SIGMA I = L D L^T with not too much element growth. */
- /* Store the shift. */
- e[iend] = sigma;
- /* Store D and L. */
- dcopy_(&in, &work[1], &c__1, &d__[ibegin], &c__1);
- i__2 = in - 1;
- dcopy_(&i__2, &work[in + 1], &c__1, &e[ibegin], &c__1);
- if (mb > 1) {
-
- /* Perturb each entry of the base representation by a small */
- /* (but random) relative amount to overcome difficulties with */
- /* glued matrices. */
-
- for (i__ = 1; i__ <= 4; ++i__) {
- iseed[i__ - 1] = 1;
- /* L122: */
- }
- i__2 = (in << 1) - 1;
- dlarnv_(&c__2, iseed, &i__2, &work[1]);
- i__2 = in - 1;
- for (i__ = 1; i__ <= i__2; ++i__) {
- d__[ibegin + i__ - 1] *= eps * 8. * work[i__] + 1.;
- e[ibegin + i__ - 1] *= eps * 8. * work[in + i__] + 1.;
- /* L125: */
- }
- d__[iend] *= eps * 4. * work[in] + 1.;
-
- }
-
- /* Don't update the Gerschgorin intervals because keeping track */
- /* of the updates would be too much work in DLARRV. */
- /* We update W instead and use it to locate the proper Gerschgorin */
- /* intervals. */
- /* Compute the required eigenvalues of L D L' by bisection or dqds */
- if (! usedqd) {
- /* If DLARRD has been used, shift the eigenvalue approximations */
- /* according to their representation. This is necessary for */
- /* a uniform DLARRV since dqds computes eigenvalues of the */
- /* shifted representation. In DLARRV, W will always hold the */
- /* UNshifted eigenvalue approximation. */
- i__2 = wend;
- for (j = wbegin; j <= i__2; ++j) {
- w[j] -= sigma;
- werr[j] += (d__1 = w[j], abs(d__1)) * eps;
- /* L134: */
- }
- /* call DLARRB to reduce eigenvalue error of the approximations */
- /* from DLARRD */
- i__2 = iend - 1;
- for (i__ = ibegin; i__ <= i__2; ++i__) {
- /* Computing 2nd power */
- d__1 = e[i__];
- work[i__] = d__[i__] * (d__1 * d__1);
- /* L135: */
- }
- /* use bisection to find EV from INDL to INDU */
- i__2 = indl - 1;
- dlarrb_(&in, &d__[ibegin], &work[ibegin], &indl, &indu, rtol1,
- rtol2, &i__2, &w[wbegin], &wgap[wbegin], &werr[wbegin], &
- work[(*n << 1) + 1], &iwork[1], pivmin, &spdiam, &in, &
- iinfo);
- if (iinfo != 0) {
- *info = -4;
- return;
- }
- /* DLARRB computes all gaps correctly except for the last one */
- /* Record distance to VU/GU */
- /* Computing MAX */
- d__1 = 0., d__2 = *vu - sigma - (w[wend] + werr[wend]);
- wgap[wend] = f2cmax(d__1,d__2);
- i__2 = indu;
- for (i__ = indl; i__ <= i__2; ++i__) {
- ++(*m);
- iblock[*m] = jblk;
- indexw[*m] = i__;
- /* L138: */
- }
- } else {
- /* Call dqds to get all eigs (and then possibly delete unwanted */
- /* eigenvalues). */
- /* Note that dqds finds the eigenvalues of the L D L^T representation */
- /* of T to high relative accuracy. High relative accuracy */
- /* might be lost when the shift of the RRR is subtracted to obtain */
- /* the eigenvalues of T. However, T is not guaranteed to define its */
- /* eigenvalues to high relative accuracy anyway. */
- /* Set RTOL to the order of the tolerance used in DLASQ2 */
- /* This is an ESTIMATED error, the worst case bound is 4*N*EPS */
- /* which is usually too large and requires unnecessary work to be */
- /* done by bisection when computing the eigenvectors */
- rtol = log((doublereal) in) * 4. * eps;
- j = ibegin;
- i__2 = in - 1;
- for (i__ = 1; i__ <= i__2; ++i__) {
- work[(i__ << 1) - 1] = (d__1 = d__[j], abs(d__1));
- work[i__ * 2] = e[j] * e[j] * work[(i__ << 1) - 1];
- ++j;
- /* L140: */
- }
- work[(in << 1) - 1] = (d__1 = d__[iend], abs(d__1));
- work[in * 2] = 0.;
- dlasq2_(&in, &work[1], &iinfo);
- if (iinfo != 0) {
- /* If IINFO = -5 then an index is part of a tight cluster */
- /* and should be changed. The index is in IWORK(1) and the */
- /* gap is in WORK(N+1) */
- *info = -5;
- return;
- } else {
- /* Test that all eigenvalues are positive as expected */
- i__2 = in;
- for (i__ = 1; i__ <= i__2; ++i__) {
- if (work[i__] < 0.) {
- *info = -6;
- return;
- }
- /* L149: */
- }
- }
- if (sgndef > 0.) {
- i__2 = indu;
- for (i__ = indl; i__ <= i__2; ++i__) {
- ++(*m);
- w[*m] = work[in - i__ + 1];
- iblock[*m] = jblk;
- indexw[*m] = i__;
- /* L150: */
- }
- } else {
- i__2 = indu;
- for (i__ = indl; i__ <= i__2; ++i__) {
- ++(*m);
- w[*m] = -work[i__];
- iblock[*m] = jblk;
- indexw[*m] = i__;
- /* L160: */
- }
- }
- i__2 = *m;
- for (i__ = *m - mb + 1; i__ <= i__2; ++i__) {
- /* the value of RTOL below should be the tolerance in DLASQ2 */
- werr[i__] = rtol * (d__1 = w[i__], abs(d__1));
- /* L165: */
- }
- i__2 = *m - 1;
- for (i__ = *m - mb + 1; i__ <= i__2; ++i__) {
- /* compute the right gap between the intervals */
- /* Computing MAX */
- d__1 = 0., d__2 = w[i__ + 1] - werr[i__ + 1] - (w[i__] + werr[
- i__]);
- wgap[i__] = f2cmax(d__1,d__2);
- /* L166: */
- }
- /* Computing MAX */
- d__1 = 0., d__2 = *vu - sigma - (w[*m] + werr[*m]);
- wgap[*m] = f2cmax(d__1,d__2);
- }
- /* proceed with next block */
- ibegin = iend + 1;
- wbegin = wend + 1;
- L170:
- ;
- }
-
- return;
-
- /* end of DLARRE */
-
- } /* dlarre_ */
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