942 lines
21 KiB
C
942 lines
21 KiB
C
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#include "clapack.h"
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/* Subroutine */ int dlaed4_(integer *n, integer *i__, doublereal *d__,
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doublereal *z__, doublereal *delta, doublereal *rho, doublereal *dlam,
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integer *info)
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{
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/* System generated locals */
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integer i__1;
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doublereal d__1;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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doublereal a, b, c__;
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integer j;
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doublereal w;
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integer ii;
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doublereal dw, zz[3];
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integer ip1;
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doublereal del, eta, phi, eps, tau, psi;
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integer iim1, iip1;
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doublereal dphi, dpsi;
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integer iter;
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doublereal temp, prew, temp1, dltlb, dltub, midpt;
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integer niter;
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logical swtch;
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extern /* Subroutine */ int dlaed5_(integer *, doublereal *, doublereal *,
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doublereal *, doublereal *, doublereal *), dlaed6_(integer *,
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logical *, doublereal *, doublereal *, doublereal *, doublereal *,
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doublereal *, integer *);
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logical swtch3;
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extern doublereal dlamch_(char *);
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logical orgati;
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doublereal erretm, rhoinv;
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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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/* This subroutine computes the I-th updated eigenvalue of a symmetric */
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/* rank-one modification to a diagonal matrix whose elements are */
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/* given in the array d, and that */
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/* D(i) < D(j) for i < j */
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/* and that RHO > 0. This is arranged by the calling routine, and is */
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/* no loss in generality. The rank-one modified system is thus */
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/* diag( D ) + RHO * Z * Z_transpose. */
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/* where we assume the Euclidean norm of Z is 1. */
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/* The method consists of approximating the rational functions in the */
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/* secular equation by simpler interpolating rational functions. */
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/* Arguments */
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/* ========= */
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/* N (input) INTEGER */
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/* The length of all arrays. */
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/* I (input) INTEGER */
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/* The index of the eigenvalue to be computed. 1 <= I <= N. */
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/* D (input) DOUBLE PRECISION array, dimension (N) */
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/* The original eigenvalues. It is assumed that they are in */
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/* order, D(I) < D(J) for I < J. */
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/* Z (input) DOUBLE PRECISION array, dimension (N) */
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/* The components of the updating vector. */
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/* DELTA (output) DOUBLE PRECISION array, dimension (N) */
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/* If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th */
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/* component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 */
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/* for detail. The vector DELTA contains the information necessary */
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/* to construct the eigenvectors by DLAED3 and DLAED9. */
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/* RHO (input) DOUBLE PRECISION */
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/* The scalar in the symmetric updating formula. */
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/* DLAM (output) DOUBLE PRECISION */
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/* The computed lambda_I, the I-th updated eigenvalue. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* > 0: if INFO = 1, the updating process failed. */
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/* Internal Parameters */
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/* =================== */
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/* Logical variable ORGATI (origin-at-i?) is used for distinguishing */
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/* whether D(i) or D(i+1) is treated as the origin. */
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/* ORGATI = .true. origin at i */
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/* ORGATI = .false. origin at i+1 */
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/* Logical variable SWTCH3 (switch-for-3-poles?) is for noting */
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/* if we are working with THREE poles! */
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/* MAXIT is the maximum number of iterations allowed for each */
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/* eigenvalue. */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Ren-Cang Li, 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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/* .. Local Arrays .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Since this routine is called in an inner loop, we do no argument */
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/* checking. */
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/* Quick return for N=1 and 2. */
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/* Parameter adjustments */
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--delta;
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--z__;
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--d__;
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/* Function Body */
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*info = 0;
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if (*n == 1) {
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/* Presumably, I=1 upon entry */
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*dlam = d__[1] + *rho * z__[1] * z__[1];
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delta[1] = 1.;
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return 0;
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}
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if (*n == 2) {
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dlaed5_(i__, &d__[1], &z__[1], &delta[1], rho, dlam);
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return 0;
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}
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/* Compute machine epsilon */
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eps = dlamch_("Epsilon");
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rhoinv = 1. / *rho;
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/* The case I = N */
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if (*i__ == *n) {
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/* Initialize some basic variables */
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ii = *n - 1;
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niter = 1;
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/* Calculate initial guess */
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midpt = *rho / 2.;
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/* If ||Z||_2 is not one, then TEMP should be set to */
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/* RHO * ||Z||_2^2 / TWO */
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] = d__[j] - d__[*i__] - midpt;
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/* L10: */
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}
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psi = 0.;
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i__1 = *n - 2;
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for (j = 1; j <= i__1; ++j) {
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psi += z__[j] * z__[j] / delta[j];
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/* L20: */
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}
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c__ = rhoinv + psi;
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w = c__ + z__[ii] * z__[ii] / delta[ii] + z__[*n] * z__[*n] / delta[*
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n];
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if (w <= 0.) {
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temp = z__[*n - 1] * z__[*n - 1] / (d__[*n] - d__[*n - 1] + *rho)
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+ z__[*n] * z__[*n] / *rho;
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if (c__ <= temp) {
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tau = *rho;
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} else {
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del = d__[*n] - d__[*n - 1];
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a = -c__ * del + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n]
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;
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b = z__[*n] * z__[*n] * del;
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if (a < 0.) {
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tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a);
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} else {
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tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.);
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}
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}
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/* It can be proved that */
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/* D(N)+RHO/2 <= LAMBDA(N) < D(N)+TAU <= D(N)+RHO */
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dltlb = midpt;
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dltub = *rho;
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} else {
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del = d__[*n] - d__[*n - 1];
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a = -c__ * del + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n];
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b = z__[*n] * z__[*n] * del;
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if (a < 0.) {
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tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a);
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} else {
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tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.);
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}
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/* It can be proved that */
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/* D(N) < D(N)+TAU < LAMBDA(N) < D(N)+RHO/2 */
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dltlb = 0.;
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dltub = midpt;
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}
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] = d__[j] - d__[*i__] - tau;
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/* L30: */
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}
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/* Evaluate PSI and the derivative DPSI */
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dpsi = 0.;
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psi = 0.;
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erretm = 0.;
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i__1 = ii;
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for (j = 1; j <= i__1; ++j) {
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temp = z__[j] / delta[j];
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psi += z__[j] * temp;
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dpsi += temp * temp;
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erretm += psi;
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/* L40: */
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}
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erretm = abs(erretm);
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/* Evaluate PHI and the derivative DPHI */
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temp = z__[*n] / delta[*n];
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phi = z__[*n] * temp;
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dphi = temp * temp;
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi
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+ dphi);
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w = rhoinv + phi + psi;
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/* Test for convergence */
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if (abs(w) <= eps * erretm) {
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*dlam = d__[*i__] + tau;
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goto L250;
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}
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if (w <= 0.) {
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dltlb = max(dltlb,tau);
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} else {
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dltub = min(dltub,tau);
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}
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/* Calculate the new step */
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++niter;
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c__ = w - delta[*n - 1] * dpsi - delta[*n] * dphi;
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a = (delta[*n - 1] + delta[*n]) * w - delta[*n - 1] * delta[*n] * (
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dpsi + dphi);
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b = delta[*n - 1] * delta[*n] * w;
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if (c__ < 0.) {
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c__ = abs(c__);
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}
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if (c__ == 0.) {
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/* ETA = B/A */
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/* ETA = RHO - TAU */
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eta = dltub - tau;
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} else if (a >= 0.) {
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eta = (a + sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (c__
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* 2.);
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} else {
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eta = b * 2. / (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))
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);
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}
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/* Note, eta should be positive if w is negative, and */
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/* eta should be negative otherwise. However, */
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/* if for some reason caused by roundoff, eta*w > 0, */
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/* we simply use one Newton step instead. This way */
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/* will guarantee eta*w < 0. */
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if (w * eta > 0.) {
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eta = -w / (dpsi + dphi);
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}
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temp = tau + eta;
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if (temp > dltub || temp < dltlb) {
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if (w < 0.) {
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eta = (dltub - tau) / 2.;
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} else {
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eta = (dltlb - tau) / 2.;
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}
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}
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] -= eta;
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/* L50: */
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}
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tau += eta;
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/* Evaluate PSI and the derivative DPSI */
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dpsi = 0.;
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psi = 0.;
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erretm = 0.;
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i__1 = ii;
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for (j = 1; j <= i__1; ++j) {
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temp = z__[j] / delta[j];
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psi += z__[j] * temp;
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dpsi += temp * temp;
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erretm += psi;
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/* L60: */
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}
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erretm = abs(erretm);
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/* Evaluate PHI and the derivative DPHI */
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temp = z__[*n] / delta[*n];
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phi = z__[*n] * temp;
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dphi = temp * temp;
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi
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+ dphi);
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w = rhoinv + phi + psi;
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/* Main loop to update the values of the array DELTA */
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iter = niter + 1;
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for (niter = iter; niter <= 30; ++niter) {
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/* Test for convergence */
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if (abs(w) <= eps * erretm) {
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*dlam = d__[*i__] + tau;
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goto L250;
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}
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if (w <= 0.) {
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dltlb = max(dltlb,tau);
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} else {
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dltub = min(dltub,tau);
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}
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/* Calculate the new step */
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c__ = w - delta[*n - 1] * dpsi - delta[*n] * dphi;
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a = (delta[*n - 1] + delta[*n]) * w - delta[*n - 1] * delta[*n] *
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(dpsi + dphi);
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b = delta[*n - 1] * delta[*n] * w;
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if (a >= 0.) {
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eta = (a + sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (
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c__ * 2.);
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} else {
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eta = b * 2. / (a - sqrt((d__1 = a * a - b * 4. * c__, abs(
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d__1))));
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}
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/* Note, eta should be positive if w is negative, and */
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/* eta should be negative otherwise. However, */
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/* if for some reason caused by roundoff, eta*w > 0, */
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/* we simply use one Newton step instead. This way */
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/* will guarantee eta*w < 0. */
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if (w * eta > 0.) {
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eta = -w / (dpsi + dphi);
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}
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temp = tau + eta;
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if (temp > dltub || temp < dltlb) {
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if (w < 0.) {
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eta = (dltub - tau) / 2.;
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} else {
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eta = (dltlb - tau) / 2.;
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}
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}
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] -= eta;
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/* L70: */
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}
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tau += eta;
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/* Evaluate PSI and the derivative DPSI */
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dpsi = 0.;
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psi = 0.;
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erretm = 0.;
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i__1 = ii;
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for (j = 1; j <= i__1; ++j) {
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temp = z__[j] / delta[j];
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psi += z__[j] * temp;
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dpsi += temp * temp;
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erretm += psi;
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/* L80: */
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}
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erretm = abs(erretm);
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/* Evaluate PHI and the derivative DPHI */
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temp = z__[*n] / delta[*n];
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phi = z__[*n] * temp;
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dphi = temp * temp;
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (
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dpsi + dphi);
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w = rhoinv + phi + psi;
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/* L90: */
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}
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/* Return with INFO = 1, NITER = MAXIT and not converged */
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*info = 1;
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*dlam = d__[*i__] + tau;
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goto L250;
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|
||
|
/* End for the case I = N */
|
||
|
|
||
|
} else {
|
||
|
|
||
|
/* The case for I < N */
|
||
|
|
||
|
niter = 1;
|
||
|
ip1 = *i__ + 1;
|
||
|
|
||
|
/* Calculate initial guess */
|
||
|
|
||
|
del = d__[ip1] - d__[*i__];
|
||
|
midpt = del / 2.;
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] = d__[j] - d__[*i__] - midpt;
|
||
|
/* L100: */
|
||
|
}
|
||
|
|
||
|
psi = 0.;
|
||
|
i__1 = *i__ - 1;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
psi += z__[j] * z__[j] / delta[j];
|
||
|
/* L110: */
|
||
|
}
|
||
|
|
||
|
phi = 0.;
|
||
|
i__1 = *i__ + 2;
|
||
|
for (j = *n; j >= i__1; --j) {
|
||
|
phi += z__[j] * z__[j] / delta[j];
|
||
|
/* L120: */
|
||
|
}
|
||
|
c__ = rhoinv + psi + phi;
|
||
|
w = c__ + z__[*i__] * z__[*i__] / delta[*i__] + z__[ip1] * z__[ip1] /
|
||
|
delta[ip1];
|
||
|
|
||
|
if (w > 0.) {
|
||
|
|
||
|
/* d(i)< the ith eigenvalue < (d(i)+d(i+1))/2 */
|
||
|
|
||
|
/* We choose d(i) as origin. */
|
||
|
|
||
|
orgati = TRUE_;
|
||
|
a = c__ * del + z__[*i__] * z__[*i__] + z__[ip1] * z__[ip1];
|
||
|
b = z__[*i__] * z__[*i__] * del;
|
||
|
if (a > 0.) {
|
||
|
tau = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, abs(
|
||
|
d__1))));
|
||
|
} else {
|
||
|
tau = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (
|
||
|
c__ * 2.);
|
||
|
}
|
||
|
dltlb = 0.;
|
||
|
dltub = midpt;
|
||
|
} else {
|
||
|
|
||
|
/* (d(i)+d(i+1))/2 <= the ith eigenvalue < d(i+1) */
|
||
|
|
||
|
/* We choose d(i+1) as origin. */
|
||
|
|
||
|
orgati = FALSE_;
|
||
|
a = c__ * del - z__[*i__] * z__[*i__] - z__[ip1] * z__[ip1];
|
||
|
b = z__[ip1] * z__[ip1] * del;
|
||
|
if (a < 0.) {
|
||
|
tau = b * 2. / (a - sqrt((d__1 = a * a + b * 4. * c__, abs(
|
||
|
d__1))));
|
||
|
} else {
|
||
|
tau = -(a + sqrt((d__1 = a * a + b * 4. * c__, abs(d__1)))) /
|
||
|
(c__ * 2.);
|
||
|
}
|
||
|
dltlb = -midpt;
|
||
|
dltub = 0.;
|
||
|
}
|
||
|
|
||
|
if (orgati) {
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] = d__[j] - d__[*i__] - tau;
|
||
|
/* L130: */
|
||
|
}
|
||
|
} else {
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] = d__[j] - d__[ip1] - tau;
|
||
|
/* L140: */
|
||
|
}
|
||
|
}
|
||
|
if (orgati) {
|
||
|
ii = *i__;
|
||
|
} else {
|
||
|
ii = *i__ + 1;
|
||
|
}
|
||
|
iim1 = ii - 1;
|
||
|
iip1 = ii + 1;
|
||
|
|
||
|
/* Evaluate PSI and the derivative DPSI */
|
||
|
|
||
|
dpsi = 0.;
|
||
|
psi = 0.;
|
||
|
erretm = 0.;
|
||
|
i__1 = iim1;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
temp = z__[j] / delta[j];
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L150: */
|
||
|
}
|
||
|
erretm = abs(erretm);
|
||
|
|
||
|
/* Evaluate PHI and the derivative DPHI */
|
||
|
|
||
|
dphi = 0.;
|
||
|
phi = 0.;
|
||
|
i__1 = iip1;
|
||
|
for (j = *n; j >= i__1; --j) {
|
||
|
temp = z__[j] / delta[j];
|
||
|
phi += z__[j] * temp;
|
||
|
dphi += temp * temp;
|
||
|
erretm += phi;
|
||
|
/* L160: */
|
||
|
}
|
||
|
|
||
|
w = rhoinv + phi + psi;
|
||
|
|
||
|
/* W is the value of the secular function with */
|
||
|
/* its ii-th element removed. */
|
||
|
|
||
|
swtch3 = FALSE_;
|
||
|
if (orgati) {
|
||
|
if (w < 0.) {
|
||
|
swtch3 = TRUE_;
|
||
|
}
|
||
|
} else {
|
||
|
if (w > 0.) {
|
||
|
swtch3 = TRUE_;
|
||
|
}
|
||
|
}
|
||
|
if (ii == 1 || ii == *n) {
|
||
|
swtch3 = FALSE_;
|
||
|
}
|
||
|
|
||
|
temp = z__[ii] / delta[ii];
|
||
|
dw = dpsi + dphi + temp * temp;
|
||
|
temp = z__[ii] * temp;
|
||
|
w += temp;
|
||
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. +
|
||
|
abs(tau) * dw;
|
||
|
|
||
|
/* Test for convergence */
|
||
|
|
||
|
if (abs(w) <= eps * erretm) {
|
||
|
if (orgati) {
|
||
|
*dlam = d__[*i__] + tau;
|
||
|
} else {
|
||
|
*dlam = d__[ip1] + tau;
|
||
|
}
|
||
|
goto L250;
|
||
|
}
|
||
|
|
||
|
if (w <= 0.) {
|
||
|
dltlb = max(dltlb,tau);
|
||
|
} else {
|
||
|
dltub = min(dltub,tau);
|
||
|
}
|
||
|
|
||
|
/* Calculate the new step */
|
||
|
|
||
|
++niter;
|
||
|
if (! swtch3) {
|
||
|
if (orgati) {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[*i__] / delta[*i__];
|
||
|
c__ = w - delta[ip1] * dw - (d__[*i__] - d__[ip1]) * (d__1 *
|
||
|
d__1);
|
||
|
} else {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[ip1] / delta[ip1];
|
||
|
c__ = w - delta[*i__] * dw - (d__[ip1] - d__[*i__]) * (d__1 *
|
||
|
d__1);
|
||
|
}
|
||
|
a = (delta[*i__] + delta[ip1]) * w - delta[*i__] * delta[ip1] *
|
||
|
dw;
|
||
|
b = delta[*i__] * delta[ip1] * w;
|
||
|
if (c__ == 0.) {
|
||
|
if (a == 0.) {
|
||
|
if (orgati) {
|
||
|
a = z__[*i__] * z__[*i__] + delta[ip1] * delta[ip1] *
|
||
|
(dpsi + dphi);
|
||
|
} else {
|
||
|
a = z__[ip1] * z__[ip1] + delta[*i__] * delta[*i__] *
|
||
|
(dpsi + dphi);
|
||
|
}
|
||
|
}
|
||
|
eta = b / a;
|
||
|
} else if (a <= 0.) {
|
||
|
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (
|
||
|
c__ * 2.);
|
||
|
} else {
|
||
|
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, abs(
|
||
|
d__1))));
|
||
|
}
|
||
|
} else {
|
||
|
|
||
|
/* Interpolation using THREE most relevant poles */
|
||
|
|
||
|
temp = rhoinv + psi + phi;
|
||
|
if (orgati) {
|
||
|
temp1 = z__[iim1] / delta[iim1];
|
||
|
temp1 *= temp1;
|
||
|
c__ = temp - delta[iip1] * (dpsi + dphi) - (d__[iim1] - d__[
|
||
|
iip1]) * temp1;
|
||
|
zz[0] = z__[iim1] * z__[iim1];
|
||
|
zz[2] = delta[iip1] * delta[iip1] * (dpsi - temp1 + dphi);
|
||
|
} else {
|
||
|
temp1 = z__[iip1] / delta[iip1];
|
||
|
temp1 *= temp1;
|
||
|
c__ = temp - delta[iim1] * (dpsi + dphi) - (d__[iip1] - d__[
|
||
|
iim1]) * temp1;
|
||
|
zz[0] = delta[iim1] * delta[iim1] * (dpsi + (dphi - temp1));
|
||
|
zz[2] = z__[iip1] * z__[iip1];
|
||
|
}
|
||
|
zz[1] = z__[ii] * z__[ii];
|
||
|
dlaed6_(&niter, &orgati, &c__, &delta[iim1], zz, &w, &eta, info);
|
||
|
if (*info != 0) {
|
||
|
goto L250;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Note, eta should be positive if w is negative, and */
|
||
|
/* eta should be negative otherwise. However, */
|
||
|
/* if for some reason caused by roundoff, eta*w > 0, */
|
||
|
/* we simply use one Newton step instead. This way */
|
||
|
/* will guarantee eta*w < 0. */
|
||
|
|
||
|
if (w * eta >= 0.) {
|
||
|
eta = -w / dw;
|
||
|
}
|
||
|
temp = tau + eta;
|
||
|
if (temp > dltub || temp < dltlb) {
|
||
|
if (w < 0.) {
|
||
|
eta = (dltub - tau) / 2.;
|
||
|
} else {
|
||
|
eta = (dltlb - tau) / 2.;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
prew = w;
|
||
|
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] -= eta;
|
||
|
/* L180: */
|
||
|
}
|
||
|
|
||
|
/* Evaluate PSI and the derivative DPSI */
|
||
|
|
||
|
dpsi = 0.;
|
||
|
psi = 0.;
|
||
|
erretm = 0.;
|
||
|
i__1 = iim1;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
temp = z__[j] / delta[j];
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L190: */
|
||
|
}
|
||
|
erretm = abs(erretm);
|
||
|
|
||
|
/* Evaluate PHI and the derivative DPHI */
|
||
|
|
||
|
dphi = 0.;
|
||
|
phi = 0.;
|
||
|
i__1 = iip1;
|
||
|
for (j = *n; j >= i__1; --j) {
|
||
|
temp = z__[j] / delta[j];
|
||
|
phi += z__[j] * temp;
|
||
|
dphi += temp * temp;
|
||
|
erretm += phi;
|
||
|
/* L200: */
|
||
|
}
|
||
|
|
||
|
temp = z__[ii] / delta[ii];
|
||
|
dw = dpsi + dphi + temp * temp;
|
||
|
temp = z__[ii] * temp;
|
||
|
w = rhoinv + phi + psi + temp;
|
||
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. + (
|
||
|
d__1 = tau + eta, abs(d__1)) * dw;
|
||
|
|
||
|
swtch = FALSE_;
|
||
|
if (orgati) {
|
||
|
if (-w > abs(prew) / 10.) {
|
||
|
swtch = TRUE_;
|
||
|
}
|
||
|
} else {
|
||
|
if (w > abs(prew) / 10.) {
|
||
|
swtch = TRUE_;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
tau += eta;
|
||
|
|
||
|
/* Main loop to update the values of the array DELTA */
|
||
|
|
||
|
iter = niter + 1;
|
||
|
|
||
|
for (niter = iter; niter <= 30; ++niter) {
|
||
|
|
||
|
/* Test for convergence */
|
||
|
|
||
|
if (abs(w) <= eps * erretm) {
|
||
|
if (orgati) {
|
||
|
*dlam = d__[*i__] + tau;
|
||
|
} else {
|
||
|
*dlam = d__[ip1] + tau;
|
||
|
}
|
||
|
goto L250;
|
||
|
}
|
||
|
|
||
|
if (w <= 0.) {
|
||
|
dltlb = max(dltlb,tau);
|
||
|
} else {
|
||
|
dltub = min(dltub,tau);
|
||
|
}
|
||
|
|
||
|
/* Calculate the new step */
|
||
|
|
||
|
if (! swtch3) {
|
||
|
if (! swtch) {
|
||
|
if (orgati) {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[*i__] / delta[*i__];
|
||
|
c__ = w - delta[ip1] * dw - (d__[*i__] - d__[ip1]) * (
|
||
|
d__1 * d__1);
|
||
|
} else {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[ip1] / delta[ip1];
|
||
|
c__ = w - delta[*i__] * dw - (d__[ip1] - d__[*i__]) *
|
||
|
(d__1 * d__1);
|
||
|
}
|
||
|
} else {
|
||
|
temp = z__[ii] / delta[ii];
|
||
|
if (orgati) {
|
||
|
dpsi += temp * temp;
|
||
|
} else {
|
||
|
dphi += temp * temp;
|
||
|
}
|
||
|
c__ = w - delta[*i__] * dpsi - delta[ip1] * dphi;
|
||
|
}
|
||
|
a = (delta[*i__] + delta[ip1]) * w - delta[*i__] * delta[ip1]
|
||
|
* dw;
|
||
|
b = delta[*i__] * delta[ip1] * w;
|
||
|
if (c__ == 0.) {
|
||
|
if (a == 0.) {
|
||
|
if (! swtch) {
|
||
|
if (orgati) {
|
||
|
a = z__[*i__] * z__[*i__] + delta[ip1] *
|
||
|
delta[ip1] * (dpsi + dphi);
|
||
|
} else {
|
||
|
a = z__[ip1] * z__[ip1] + delta[*i__] * delta[
|
||
|
*i__] * (dpsi + dphi);
|
||
|
}
|
||
|
} else {
|
||
|
a = delta[*i__] * delta[*i__] * dpsi + delta[ip1]
|
||
|
* delta[ip1] * dphi;
|
||
|
}
|
||
|
}
|
||
|
eta = b / a;
|
||
|
} else if (a <= 0.) {
|
||
|
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1))))
|
||
|
/ (c__ * 2.);
|
||
|
} else {
|
||
|
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__,
|
||
|
abs(d__1))));
|
||
|
}
|
||
|
} else {
|
||
|
|
||
|
/* Interpolation using THREE most relevant poles */
|
||
|
|
||
|
temp = rhoinv + psi + phi;
|
||
|
if (swtch) {
|
||
|
c__ = temp - delta[iim1] * dpsi - delta[iip1] * dphi;
|
||
|
zz[0] = delta[iim1] * delta[iim1] * dpsi;
|
||
|
zz[2] = delta[iip1] * delta[iip1] * dphi;
|
||
|
} else {
|
||
|
if (orgati) {
|
||
|
temp1 = z__[iim1] / delta[iim1];
|
||
|
temp1 *= temp1;
|
||
|
c__ = temp - delta[iip1] * (dpsi + dphi) - (d__[iim1]
|
||
|
- d__[iip1]) * temp1;
|
||
|
zz[0] = z__[iim1] * z__[iim1];
|
||
|
zz[2] = delta[iip1] * delta[iip1] * (dpsi - temp1 +
|
||
|
dphi);
|
||
|
} else {
|
||
|
temp1 = z__[iip1] / delta[iip1];
|
||
|
temp1 *= temp1;
|
||
|
c__ = temp - delta[iim1] * (dpsi + dphi) - (d__[iip1]
|
||
|
- d__[iim1]) * temp1;
|
||
|
zz[0] = delta[iim1] * delta[iim1] * (dpsi + (dphi -
|
||
|
temp1));
|
||
|
zz[2] = z__[iip1] * z__[iip1];
|
||
|
}
|
||
|
}
|
||
|
dlaed6_(&niter, &orgati, &c__, &delta[iim1], zz, &w, &eta,
|
||
|
info);
|
||
|
if (*info != 0) {
|
||
|
goto L250;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Note, eta should be positive if w is negative, and */
|
||
|
/* eta should be negative otherwise. However, */
|
||
|
/* if for some reason caused by roundoff, eta*w > 0, */
|
||
|
/* we simply use one Newton step instead. This way */
|
||
|
/* will guarantee eta*w < 0. */
|
||
|
|
||
|
if (w * eta >= 0.) {
|
||
|
eta = -w / dw;
|
||
|
}
|
||
|
temp = tau + eta;
|
||
|
if (temp > dltub || temp < dltlb) {
|
||
|
if (w < 0.) {
|
||
|
eta = (dltub - tau) / 2.;
|
||
|
} else {
|
||
|
eta = (dltlb - tau) / 2.;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] -= eta;
|
||
|
/* L210: */
|
||
|
}
|
||
|
|
||
|
tau += eta;
|
||
|
prew = w;
|
||
|
|
||
|
/* Evaluate PSI and the derivative DPSI */
|
||
|
|
||
|
dpsi = 0.;
|
||
|
psi = 0.;
|
||
|
erretm = 0.;
|
||
|
i__1 = iim1;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
temp = z__[j] / delta[j];
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L220: */
|
||
|
}
|
||
|
erretm = abs(erretm);
|
||
|
|
||
|
/* Evaluate PHI and the derivative DPHI */
|
||
|
|
||
|
dphi = 0.;
|
||
|
phi = 0.;
|
||
|
i__1 = iip1;
|
||
|
for (j = *n; j >= i__1; --j) {
|
||
|
temp = z__[j] / delta[j];
|
||
|
phi += z__[j] * temp;
|
||
|
dphi += temp * temp;
|
||
|
erretm += phi;
|
||
|
/* L230: */
|
||
|
}
|
||
|
|
||
|
temp = z__[ii] / delta[ii];
|
||
|
dw = dpsi + dphi + temp * temp;
|
||
|
temp = z__[ii] * temp;
|
||
|
w = rhoinv + phi + psi + temp;
|
||
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3.
|
||
|
+ abs(tau) * dw;
|
||
|
if (w * prew > 0. && abs(w) > abs(prew) / 10.) {
|
||
|
swtch = ! swtch;
|
||
|
}
|
||
|
|
||
|
/* L240: */
|
||
|
}
|
||
|
|
||
|
/* Return with INFO = 1, NITER = MAXIT and not converged */
|
||
|
|
||
|
*info = 1;
|
||
|
if (orgati) {
|
||
|
*dlam = d__[*i__] + tau;
|
||
|
} else {
|
||
|
*dlam = d__[ip1] + tau;
|
||
|
}
|
||
|
|
||
|
}
|
||
|
|
||
|
L250:
|
||
|
|
||
|
return 0;
|
||
|
|
||
|
/* End of DLAED4 */
|
||
|
|
||
|
} /* dlaed4_ */
|