428 lines
13 KiB
C
428 lines
13 KiB
C
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#include "clapack.h"
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/* Table of constant values */
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static integer c__9 = 9;
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static integer c__0 = 0;
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static integer c__2 = 2;
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static doublereal c_b23 = 1.;
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static doublereal c_b24 = 0.;
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static integer c__1 = 1;
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/* Subroutine */ int dlaed0_(integer *icompq, integer *qsiz, integer *n,
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doublereal *d__, doublereal *e, doublereal *q, integer *ldq,
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doublereal *qstore, integer *ldqs, doublereal *work, integer *iwork,
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integer *info)
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{
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/* System generated locals */
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integer q_dim1, q_offset, qstore_dim1, qstore_offset, i__1, i__2;
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doublereal d__1;
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/* Builtin functions */
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double log(doublereal);
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integer pow_ii(integer *, integer *);
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/* Local variables */
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integer i__, j, k, iq, lgn, msd2, smm1, spm1, spm2;
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doublereal temp;
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integer curr;
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extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
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integer *, doublereal *, doublereal *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *);
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integer iperm;
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extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *);
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integer indxq, iwrem;
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extern /* Subroutine */ int dlaed1_(integer *, doublereal *, doublereal *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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integer *, integer *);
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integer iqptr;
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extern /* Subroutine */ int dlaed7_(integer *, integer *, integer *,
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integer *, integer *, integer *, doublereal *, doublereal *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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integer *, integer *, integer *, integer *, integer *, doublereal
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*, doublereal *, integer *, integer *);
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integer tlvls;
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extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
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doublereal *, integer *, doublereal *, integer *);
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integer igivcl;
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extern /* Subroutine */ int xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *);
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integer igivnm, submat, curprb, subpbs, igivpt;
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extern /* Subroutine */ int dsteqr_(char *, integer *, doublereal *,
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doublereal *, doublereal *, integer *, doublereal *, integer *);
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integer curlvl, matsiz, iprmpt, smlsiz;
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/* -- LAPACK routine (version 3.1) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DLAED0 computes all eigenvalues and corresponding eigenvectors of a */
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/* symmetric tridiagonal matrix using the divide and conquer method. */
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/* Arguments */
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/* ========= */
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/* ICOMPQ (input) INTEGER */
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/* = 0: Compute eigenvalues only. */
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/* = 1: Compute eigenvectors of original dense symmetric matrix */
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/* also. On entry, Q contains the orthogonal matrix used */
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/* to reduce the original matrix to tridiagonal form. */
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/* = 2: Compute eigenvalues and eigenvectors of tridiagonal */
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/* matrix. */
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/* QSIZ (input) INTEGER */
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/* The dimension of the orthogonal matrix used to reduce */
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/* the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. */
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/* N (input) INTEGER */
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/* The dimension of the symmetric tridiagonal matrix. N >= 0. */
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/* D (input/output) DOUBLE PRECISION array, dimension (N) */
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/* On entry, the main diagonal of the tridiagonal matrix. */
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/* On exit, its eigenvalues. */
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/* E (input) DOUBLE PRECISION array, dimension (N-1) */
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/* The off-diagonal elements of the tridiagonal matrix. */
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/* On exit, E has been destroyed. */
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/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */
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/* On entry, Q must contain an N-by-N orthogonal matrix. */
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/* If ICOMPQ = 0 Q is not referenced. */
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/* If ICOMPQ = 1 On entry, Q is a subset of the columns of the */
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/* orthogonal matrix used to reduce the full */
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/* matrix to tridiagonal form corresponding to */
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/* the subset of the full matrix which is being */
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/* decomposed at this time. */
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/* If ICOMPQ = 2 On entry, Q will be the identity matrix. */
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/* On exit, Q contains the eigenvectors of the */
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/* tridiagonal matrix. */
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/* LDQ (input) INTEGER */
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/* The leading dimension of the array Q. If eigenvectors are */
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/* desired, then LDQ >= max(1,N). In any case, LDQ >= 1. */
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/* QSTORE (workspace) DOUBLE PRECISION array, dimension (LDQS, N) */
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/* Referenced only when ICOMPQ = 1. Used to store parts of */
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/* the eigenvector matrix when the updating matrix multiplies */
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/* take place. */
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/* LDQS (input) INTEGER */
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/* The leading dimension of the array QSTORE. If ICOMPQ = 1, */
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/* then LDQS >= max(1,N). In any case, LDQS >= 1. */
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/* WORK (workspace) DOUBLE PRECISION array, */
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/* If ICOMPQ = 0 or 1, the dimension of WORK must be at least */
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/* 1 + 3*N + 2*N*lg N + 2*N**2 */
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/* ( lg( N ) = smallest integer k */
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/* such that 2^k >= N ) */
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/* If ICOMPQ = 2, the dimension of WORK must be at least */
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/* 4*N + N**2. */
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/* IWORK (workspace) INTEGER array, */
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/* If ICOMPQ = 0 or 1, the dimension of IWORK must be at least */
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/* 6 + 6*N + 5*N*lg N. */
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/* ( lg( N ) = smallest integer k */
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/* such that 2^k >= N ) */
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/* If ICOMPQ = 2, the dimension of IWORK must be at least */
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/* 3 + 5*N. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit. */
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/* < 0: if INFO = -i, the i-th argument had an illegal value. */
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/* > 0: The algorithm failed to compute an eigenvalue while */
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/* working on the submatrix lying in rows and columns */
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/* INFO/(N+1) through mod(INFO,N+1). */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Jeff Rutter, Computer Science Division, University of California */
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/* at Berkeley, USA */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input parameters. */
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/* Parameter adjustments */
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--d__;
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--e;
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q_dim1 = *ldq;
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q_offset = 1 + q_dim1;
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q -= q_offset;
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qstore_dim1 = *ldqs;
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qstore_offset = 1 + qstore_dim1;
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qstore -= qstore_offset;
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--work;
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--iwork;
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/* Function Body */
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*info = 0;
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if (*icompq < 0 || *icompq > 2) {
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*info = -1;
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} else if (*icompq == 1 && *qsiz < max(0,*n)) {
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*info = -2;
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} else if (*n < 0) {
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*info = -3;
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} else if (*ldq < max(1,*n)) {
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*info = -7;
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} else if (*ldqs < max(1,*n)) {
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*info = -9;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DLAED0", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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smlsiz = ilaenv_(&c__9, "DLAED0", " ", &c__0, &c__0, &c__0, &c__0);
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/* Determine the size and placement of the submatrices, and save in */
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/* the leading elements of IWORK. */
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iwork[1] = *n;
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subpbs = 1;
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tlvls = 0;
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L10:
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if (iwork[subpbs] > smlsiz) {
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for (j = subpbs; j >= 1; --j) {
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iwork[j * 2] = (iwork[j] + 1) / 2;
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iwork[(j << 1) - 1] = iwork[j] / 2;
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/* L20: */
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}
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++tlvls;
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subpbs <<= 1;
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goto L10;
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}
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i__1 = subpbs;
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for (j = 2; j <= i__1; ++j) {
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iwork[j] += iwork[j - 1];
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/* L30: */
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}
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/* Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1 */
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/* using rank-1 modifications (cuts). */
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spm1 = subpbs - 1;
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i__1 = spm1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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submat = iwork[i__] + 1;
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smm1 = submat - 1;
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d__[smm1] -= (d__1 = e[smm1], abs(d__1));
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d__[submat] -= (d__1 = e[smm1], abs(d__1));
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/* L40: */
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}
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indxq = (*n << 2) + 3;
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if (*icompq != 2) {
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/* Set up workspaces for eigenvalues only/accumulate new vectors */
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/* routine */
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temp = log((doublereal) (*n)) / log(2.);
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lgn = (integer) temp;
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if (pow_ii(&c__2, &lgn) < *n) {
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++lgn;
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}
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if (pow_ii(&c__2, &lgn) < *n) {
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++lgn;
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}
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iprmpt = indxq + *n + 1;
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iperm = iprmpt + *n * lgn;
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iqptr = iperm + *n * lgn;
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igivpt = iqptr + *n + 2;
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igivcl = igivpt + *n * lgn;
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igivnm = 1;
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iq = igivnm + (*n << 1) * lgn;
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/* Computing 2nd power */
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i__1 = *n;
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iwrem = iq + i__1 * i__1 + 1;
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/* Initialize pointers */
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i__1 = subpbs;
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for (i__ = 0; i__ <= i__1; ++i__) {
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iwork[iprmpt + i__] = 1;
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iwork[igivpt + i__] = 1;
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/* L50: */
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}
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iwork[iqptr] = 1;
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}
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/* Solve each submatrix eigenproblem at the bottom of the divide and */
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/* conquer tree. */
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curr = 0;
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i__1 = spm1;
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for (i__ = 0; i__ <= i__1; ++i__) {
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if (i__ == 0) {
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submat = 1;
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matsiz = iwork[1];
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} else {
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submat = iwork[i__] + 1;
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matsiz = iwork[i__ + 1] - iwork[i__];
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}
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if (*icompq == 2) {
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dsteqr_("I", &matsiz, &d__[submat], &e[submat], &q[submat +
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submat * q_dim1], ldq, &work[1], info);
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if (*info != 0) {
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goto L130;
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}
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} else {
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dsteqr_("I", &matsiz, &d__[submat], &e[submat], &work[iq - 1 +
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iwork[iqptr + curr]], &matsiz, &work[1], info);
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if (*info != 0) {
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goto L130;
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}
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if (*icompq == 1) {
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dgemm_("N", "N", qsiz, &matsiz, &matsiz, &c_b23, &q[submat *
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q_dim1 + 1], ldq, &work[iq - 1 + iwork[iqptr + curr]],
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&matsiz, &c_b24, &qstore[submat * qstore_dim1 + 1],
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ldqs);
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}
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/* Computing 2nd power */
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i__2 = matsiz;
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iwork[iqptr + curr + 1] = iwork[iqptr + curr] + i__2 * i__2;
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++curr;
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}
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k = 1;
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i__2 = iwork[i__ + 1];
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for (j = submat; j <= i__2; ++j) {
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iwork[indxq + j] = k;
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++k;
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/* L60: */
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}
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/* L70: */
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}
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/* Successively merge eigensystems of adjacent submatrices */
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/* into eigensystem for the corresponding larger matrix. */
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/* while ( SUBPBS > 1 ) */
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curlvl = 1;
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L80:
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if (subpbs > 1) {
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spm2 = subpbs - 2;
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i__1 = spm2;
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for (i__ = 0; i__ <= i__1; i__ += 2) {
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if (i__ == 0) {
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submat = 1;
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matsiz = iwork[2];
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msd2 = iwork[1];
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curprb = 0;
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} else {
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submat = iwork[i__] + 1;
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matsiz = iwork[i__ + 2] - iwork[i__];
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msd2 = matsiz / 2;
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++curprb;
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}
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/* Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2) */
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/* into an eigensystem of size MATSIZ. */
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/* DLAED1 is used only for the full eigensystem of a tridiagonal */
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/* matrix. */
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/* DLAED7 handles the cases in which eigenvalues only or eigenvalues */
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/* and eigenvectors of a full symmetric matrix (which was reduced to */
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/* tridiagonal form) are desired. */
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if (*icompq == 2) {
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dlaed1_(&matsiz, &d__[submat], &q[submat + submat * q_dim1],
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ldq, &iwork[indxq + submat], &e[submat + msd2 - 1], &
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msd2, &work[1], &iwork[subpbs + 1], info);
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} else {
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dlaed7_(icompq, &matsiz, qsiz, &tlvls, &curlvl, &curprb, &d__[
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submat], &qstore[submat * qstore_dim1 + 1], ldqs, &
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iwork[indxq + submat], &e[submat + msd2 - 1], &msd2, &
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work[iq], &iwork[iqptr], &iwork[iprmpt], &iwork[iperm]
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, &iwork[igivpt], &iwork[igivcl], &work[igivnm], &
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work[iwrem], &iwork[subpbs + 1], info);
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}
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if (*info != 0) {
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goto L130;
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}
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iwork[i__ / 2 + 1] = iwork[i__ + 2];
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/* L90: */
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}
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subpbs /= 2;
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++curlvl;
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goto L80;
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}
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/* end while */
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/* Re-merge the eigenvalues/vectors which were deflated at the final */
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/* merge step. */
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if (*icompq == 1) {
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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j = iwork[indxq + i__];
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work[i__] = d__[j];
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dcopy_(qsiz, &qstore[j * qstore_dim1 + 1], &c__1, &q[i__ * q_dim1
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+ 1], &c__1);
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/* L100: */
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}
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dcopy_(n, &work[1], &c__1, &d__[1], &c__1);
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} else if (*icompq == 2) {
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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j = iwork[indxq + i__];
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work[i__] = d__[j];
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dcopy_(n, &q[j * q_dim1 + 1], &c__1, &work[*n * i__ + 1], &c__1);
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/* L110: */
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}
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dcopy_(n, &work[1], &c__1, &d__[1], &c__1);
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dlacpy_("A", n, n, &work[*n + 1], n, &q[q_offset], ldq);
|
||
|
} else {
|
||
|
i__1 = *n;
|
||
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
||
|
j = iwork[indxq + i__];
|
||
|
work[i__] = d__[j];
|
||
|
/* L120: */
|
||
|
}
|
||
|
dcopy_(n, &work[1], &c__1, &d__[1], &c__1);
|
||
|
}
|
||
|
goto L140;
|
||
|
|
||
|
L130:
|
||
|
*info = submat * (*n + 1) + submat + matsiz - 1;
|
||
|
|
||
|
L140:
|
||
|
return 0;
|
||
|
|
||
|
/* End of DLAED0 */
|
||
|
|
||
|
} /* dlaed0_ */
|