998 lines
24 KiB
C
998 lines
24 KiB
C
|
#include "clapack.h"
|
||
|
|
||
|
/* Subroutine */ int dlasd4_(integer *n, integer *i__, doublereal *d__,
|
||
|
doublereal *z__, doublereal *delta, doublereal *rho, doublereal *
|
||
|
sigma, doublereal *work, integer *info)
|
||
|
{
|
||
|
/* System generated locals */
|
||
|
integer i__1;
|
||
|
doublereal d__1;
|
||
|
|
||
|
/* Builtin functions */
|
||
|
double sqrt(doublereal);
|
||
|
|
||
|
/* Local variables */
|
||
|
doublereal a, b, c__;
|
||
|
integer j;
|
||
|
doublereal w, dd[3];
|
||
|
integer ii;
|
||
|
doublereal dw, zz[3];
|
||
|
integer ip1;
|
||
|
doublereal eta, phi, eps, tau, psi;
|
||
|
integer iim1, iip1;
|
||
|
doublereal dphi, dpsi;
|
||
|
integer iter;
|
||
|
doublereal temp, prew, sg2lb, sg2ub, temp1, temp2, dtiim, delsq, dtiip;
|
||
|
integer niter;
|
||
|
doublereal dtisq;
|
||
|
logical swtch;
|
||
|
doublereal dtnsq;
|
||
|
extern /* Subroutine */ int dlaed6_(integer *, logical *, doublereal *,
|
||
|
doublereal *, doublereal *, doublereal *, doublereal *, integer *)
|
||
|
, dlasd5_(integer *, doublereal *, doublereal *, doublereal *,
|
||
|
doublereal *, doublereal *, doublereal *);
|
||
|
doublereal delsq2, dtnsq1;
|
||
|
logical swtch3;
|
||
|
extern doublereal dlamch_(char *);
|
||
|
logical orgati;
|
||
|
doublereal erretm, dtipsq, rhoinv;
|
||
|
|
||
|
|
||
|
/* -- LAPACK auxiliary routine (version 3.1) -- */
|
||
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
||
|
/* November 2006 */
|
||
|
|
||
|
/* .. Scalar Arguments .. */
|
||
|
/* .. */
|
||
|
/* .. Array Arguments .. */
|
||
|
/* .. */
|
||
|
|
||
|
/* Purpose */
|
||
|
/* ======= */
|
||
|
|
||
|
/* This subroutine computes the square root of the I-th updated */
|
||
|
/* eigenvalue of a positive symmetric rank-one modification to */
|
||
|
/* a positive diagonal matrix whose entries are given as the squares */
|
||
|
/* of the corresponding entries in the array d, and that */
|
||
|
|
||
|
/* 0 <= D(i) < D(j) for i < j */
|
||
|
|
||
|
/* and that RHO > 0. This is arranged by the calling routine, and is */
|
||
|
/* no loss in generality. The rank-one modified system is thus */
|
||
|
|
||
|
/* diag( D ) * diag( D ) + RHO * Z * Z_transpose. */
|
||
|
|
||
|
/* where we assume the Euclidean norm of Z is 1. */
|
||
|
|
||
|
/* The method consists of approximating the rational functions in the */
|
||
|
/* secular equation by simpler interpolating rational functions. */
|
||
|
|
||
|
/* Arguments */
|
||
|
/* ========= */
|
||
|
|
||
|
/* N (input) INTEGER */
|
||
|
/* The length of all arrays. */
|
||
|
|
||
|
/* I (input) INTEGER */
|
||
|
/* The index of the eigenvalue to be computed. 1 <= I <= N. */
|
||
|
|
||
|
/* D (input) DOUBLE PRECISION array, dimension ( N ) */
|
||
|
/* The original eigenvalues. It is assumed that they are in */
|
||
|
/* order, 0 <= D(I) < D(J) for I < J. */
|
||
|
|
||
|
/* Z (input) DOUBLE PRECISION array, dimension ( N ) */
|
||
|
/* The components of the updating vector. */
|
||
|
|
||
|
/* DELTA (output) DOUBLE PRECISION array, dimension ( N ) */
|
||
|
/* If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th */
|
||
|
/* component. If N = 1, then DELTA(1) = 1. The vector DELTA */
|
||
|
/* contains the information necessary to construct the */
|
||
|
/* (singular) eigenvectors. */
|
||
|
|
||
|
/* RHO (input) DOUBLE PRECISION */
|
||
|
/* The scalar in the symmetric updating formula. */
|
||
|
|
||
|
/* SIGMA (output) DOUBLE PRECISION */
|
||
|
/* The computed sigma_I, the I-th updated eigenvalue. */
|
||
|
|
||
|
/* WORK (workspace) DOUBLE PRECISION array, dimension ( N ) */
|
||
|
/* If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th */
|
||
|
/* component. If N = 1, then WORK( 1 ) = 1. */
|
||
|
|
||
|
/* INFO (output) INTEGER */
|
||
|
/* = 0: successful exit */
|
||
|
/* > 0: if INFO = 1, the updating process failed. */
|
||
|
|
||
|
/* Internal Parameters */
|
||
|
/* =================== */
|
||
|
|
||
|
/* Logical variable ORGATI (origin-at-i?) is used for distinguishing */
|
||
|
/* whether D(i) or D(i+1) is treated as the origin. */
|
||
|
|
||
|
/* ORGATI = .true. origin at i */
|
||
|
/* ORGATI = .false. origin at i+1 */
|
||
|
|
||
|
/* Logical variable SWTCH3 (switch-for-3-poles?) is for noting */
|
||
|
/* if we are working with THREE poles! */
|
||
|
|
||
|
/* MAXIT is the maximum number of iterations allowed for each */
|
||
|
/* eigenvalue. */
|
||
|
|
||
|
/* Further Details */
|
||
|
/* =============== */
|
||
|
|
||
|
/* Based on contributions by */
|
||
|
/* Ren-Cang Li, Computer Science Division, University of California */
|
||
|
/* at Berkeley, USA */
|
||
|
|
||
|
/* ===================================================================== */
|
||
|
|
||
|
/* .. Parameters .. */
|
||
|
/* .. */
|
||
|
/* .. Local Scalars .. */
|
||
|
/* .. */
|
||
|
/* .. Local Arrays .. */
|
||
|
/* .. */
|
||
|
/* .. External Subroutines .. */
|
||
|
/* .. */
|
||
|
/* .. External Functions .. */
|
||
|
/* .. */
|
||
|
/* .. Intrinsic Functions .. */
|
||
|
/* .. */
|
||
|
/* .. Executable Statements .. */
|
||
|
|
||
|
/* Since this routine is called in an inner loop, we do no argument */
|
||
|
/* checking. */
|
||
|
|
||
|
/* Quick return for N=1 and 2. */
|
||
|
|
||
|
/* Parameter adjustments */
|
||
|
--work;
|
||
|
--delta;
|
||
|
--z__;
|
||
|
--d__;
|
||
|
|
||
|
/* Function Body */
|
||
|
*info = 0;
|
||
|
if (*n == 1) {
|
||
|
|
||
|
/* Presumably, I=1 upon entry */
|
||
|
|
||
|
*sigma = sqrt(d__[1] * d__[1] + *rho * z__[1] * z__[1]);
|
||
|
delta[1] = 1.;
|
||
|
work[1] = 1.;
|
||
|
return 0;
|
||
|
}
|
||
|
if (*n == 2) {
|
||
|
dlasd5_(i__, &d__[1], &z__[1], &delta[1], rho, sigma, &work[1]);
|
||
|
return 0;
|
||
|
}
|
||
|
|
||
|
/* Compute machine epsilon */
|
||
|
|
||
|
eps = dlamch_("Epsilon");
|
||
|
rhoinv = 1. / *rho;
|
||
|
|
||
|
/* The case I = N */
|
||
|
|
||
|
if (*i__ == *n) {
|
||
|
|
||
|
/* Initialize some basic variables */
|
||
|
|
||
|
ii = *n - 1;
|
||
|
niter = 1;
|
||
|
|
||
|
/* Calculate initial guess */
|
||
|
|
||
|
temp = *rho / 2.;
|
||
|
|
||
|
/* If ||Z||_2 is not one, then TEMP should be set to */
|
||
|
/* RHO * ||Z||_2^2 / TWO */
|
||
|
|
||
|
temp1 = temp / (d__[*n] + sqrt(d__[*n] * d__[*n] + temp));
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
work[j] = d__[j] + d__[*n] + temp1;
|
||
|
delta[j] = d__[j] - d__[*n] - temp1;
|
||
|
/* L10: */
|
||
|
}
|
||
|
|
||
|
psi = 0.;
|
||
|
i__1 = *n - 2;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
psi += z__[j] * z__[j] / (delta[j] * work[j]);
|
||
|
/* L20: */
|
||
|
}
|
||
|
|
||
|
c__ = rhoinv + psi;
|
||
|
w = c__ + z__[ii] * z__[ii] / (delta[ii] * work[ii]) + z__[*n] * z__[*
|
||
|
n] / (delta[*n] * work[*n]);
|
||
|
|
||
|
if (w <= 0.) {
|
||
|
temp1 = sqrt(d__[*n] * d__[*n] + *rho);
|
||
|
temp = z__[*n - 1] * z__[*n - 1] / ((d__[*n - 1] + temp1) * (d__[*
|
||
|
n] - d__[*n - 1] + *rho / (d__[*n] + temp1))) + z__[*n] *
|
||
|
z__[*n] / *rho;
|
||
|
|
||
|
/* The following TAU is to approximate */
|
||
|
/* SIGMA_n^2 - D( N )*D( N ) */
|
||
|
|
||
|
if (c__ <= temp) {
|
||
|
tau = *rho;
|
||
|
} else {
|
||
|
delsq = (d__[*n] - d__[*n - 1]) * (d__[*n] + d__[*n - 1]);
|
||
|
a = -c__ * delsq + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*
|
||
|
n];
|
||
|
b = z__[*n] * z__[*n] * delsq;
|
||
|
if (a < 0.) {
|
||
|
tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a);
|
||
|
} else {
|
||
|
tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.);
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* It can be proved that */
|
||
|
/* D(N)^2+RHO/2 <= SIGMA_n^2 < D(N)^2+TAU <= D(N)^2+RHO */
|
||
|
|
||
|
} else {
|
||
|
delsq = (d__[*n] - d__[*n - 1]) * (d__[*n] + d__[*n - 1]);
|
||
|
a = -c__ * delsq + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n];
|
||
|
b = z__[*n] * z__[*n] * delsq;
|
||
|
|
||
|
/* The following TAU is to approximate */
|
||
|
/* SIGMA_n^2 - D( N )*D( N ) */
|
||
|
|
||
|
if (a < 0.) {
|
||
|
tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a);
|
||
|
} else {
|
||
|
tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.);
|
||
|
}
|
||
|
|
||
|
/* It can be proved that */
|
||
|
/* D(N)^2 < D(N)^2+TAU < SIGMA(N)^2 < D(N)^2+RHO/2 */
|
||
|
|
||
|
}
|
||
|
|
||
|
/* The following ETA is to approximate SIGMA_n - D( N ) */
|
||
|
|
||
|
eta = tau / (d__[*n] + sqrt(d__[*n] * d__[*n] + tau));
|
||
|
|
||
|
*sigma = d__[*n] + eta;
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] = d__[j] - d__[*i__] - eta;
|
||
|
work[j] = d__[j] + d__[*i__] + eta;
|
||
|
/* L30: */
|
||
|
}
|
||
|
|
||
|
/* Evaluate PSI and the derivative DPSI */
|
||
|
|
||
|
dpsi = 0.;
|
||
|
psi = 0.;
|
||
|
erretm = 0.;
|
||
|
i__1 = ii;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
temp = z__[j] / (delta[j] * work[j]);
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L40: */
|
||
|
}
|
||
|
erretm = abs(erretm);
|
||
|
|
||
|
/* Evaluate PHI and the derivative DPHI */
|
||
|
|
||
|
temp = z__[*n] / (delta[*n] * work[*n]);
|
||
|
phi = z__[*n] * temp;
|
||
|
dphi = temp * temp;
|
||
|
erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi
|
||
|
+ dphi);
|
||
|
|
||
|
w = rhoinv + phi + psi;
|
||
|
|
||
|
/* Test for convergence */
|
||
|
|
||
|
if (abs(w) <= eps * erretm) {
|
||
|
goto L240;
|
||
|
}
|
||
|
|
||
|
/* Calculate the new step */
|
||
|
|
||
|
++niter;
|
||
|
dtnsq1 = work[*n - 1] * delta[*n - 1];
|
||
|
dtnsq = work[*n] * delta[*n];
|
||
|
c__ = w - dtnsq1 * dpsi - dtnsq * dphi;
|
||
|
a = (dtnsq + dtnsq1) * w - dtnsq * dtnsq1 * (dpsi + dphi);
|
||
|
b = dtnsq * dtnsq1 * w;
|
||
|
if (c__ < 0.) {
|
||
|
c__ = abs(c__);
|
||
|
}
|
||
|
if (c__ == 0.) {
|
||
|
eta = *rho - *sigma * *sigma;
|
||
|
} 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)))
|
||
|
);
|
||
|
}
|
||
|
|
||
|
/* 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 / (dpsi + dphi);
|
||
|
}
|
||
|
temp = eta - dtnsq;
|
||
|
if (temp > *rho) {
|
||
|
eta = *rho + dtnsq;
|
||
|
}
|
||
|
|
||
|
tau += eta;
|
||
|
eta /= *sigma + sqrt(eta + *sigma * *sigma);
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] -= eta;
|
||
|
work[j] += eta;
|
||
|
/* L50: */
|
||
|
}
|
||
|
|
||
|
*sigma += eta;
|
||
|
|
||
|
/* Evaluate PSI and the derivative DPSI */
|
||
|
|
||
|
dpsi = 0.;
|
||
|
psi = 0.;
|
||
|
erretm = 0.;
|
||
|
i__1 = ii;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
temp = z__[j] / (work[j] * delta[j]);
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L60: */
|
||
|
}
|
||
|
erretm = abs(erretm);
|
||
|
|
||
|
/* Evaluate PHI and the derivative DPHI */
|
||
|
|
||
|
temp = z__[*n] / (work[*n] * delta[*n]);
|
||
|
phi = z__[*n] * temp;
|
||
|
dphi = temp * temp;
|
||
|
erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi
|
||
|
+ dphi);
|
||
|
|
||
|
w = rhoinv + phi + psi;
|
||
|
|
||
|
/* Main loop to update the values of the array DELTA */
|
||
|
|
||
|
iter = niter + 1;
|
||
|
|
||
|
for (niter = iter; niter <= 20; ++niter) {
|
||
|
|
||
|
/* Test for convergence */
|
||
|
|
||
|
if (abs(w) <= eps * erretm) {
|
||
|
goto L240;
|
||
|
}
|
||
|
|
||
|
/* Calculate the new step */
|
||
|
|
||
|
dtnsq1 = work[*n - 1] * delta[*n - 1];
|
||
|
dtnsq = work[*n] * delta[*n];
|
||
|
c__ = w - dtnsq1 * dpsi - dtnsq * dphi;
|
||
|
a = (dtnsq + dtnsq1) * w - dtnsq1 * dtnsq * (dpsi + dphi);
|
||
|
b = dtnsq1 * dtnsq * w;
|
||
|
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))));
|
||
|
}
|
||
|
|
||
|
/* 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 / (dpsi + dphi);
|
||
|
}
|
||
|
temp = eta - dtnsq;
|
||
|
if (temp <= 0.) {
|
||
|
eta /= 2.;
|
||
|
}
|
||
|
|
||
|
tau += eta;
|
||
|
eta /= *sigma + sqrt(eta + *sigma * *sigma);
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
delta[j] -= eta;
|
||
|
work[j] += eta;
|
||
|
/* L70: */
|
||
|
}
|
||
|
|
||
|
*sigma += eta;
|
||
|
|
||
|
/* Evaluate PSI and the derivative DPSI */
|
||
|
|
||
|
dpsi = 0.;
|
||
|
psi = 0.;
|
||
|
erretm = 0.;
|
||
|
i__1 = ii;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
temp = z__[j] / (work[j] * delta[j]);
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L80: */
|
||
|
}
|
||
|
erretm = abs(erretm);
|
||
|
|
||
|
/* Evaluate PHI and the derivative DPHI */
|
||
|
|
||
|
temp = z__[*n] / (work[*n] * delta[*n]);
|
||
|
phi = z__[*n] * temp;
|
||
|
dphi = temp * temp;
|
||
|
erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (
|
||
|
dpsi + dphi);
|
||
|
|
||
|
w = rhoinv + phi + psi;
|
||
|
/* L90: */
|
||
|
}
|
||
|
|
||
|
/* Return with INFO = 1, NITER = MAXIT and not converged */
|
||
|
|
||
|
*info = 1;
|
||
|
goto L240;
|
||
|
|
||
|
/* End for the case I = N */
|
||
|
|
||
|
} else {
|
||
|
|
||
|
/* The case for I < N */
|
||
|
|
||
|
niter = 1;
|
||
|
ip1 = *i__ + 1;
|
||
|
|
||
|
/* Calculate initial guess */
|
||
|
|
||
|
delsq = (d__[ip1] - d__[*i__]) * (d__[ip1] + d__[*i__]);
|
||
|
delsq2 = delsq / 2.;
|
||
|
temp = delsq2 / (d__[*i__] + sqrt(d__[*i__] * d__[*i__] + delsq2));
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
work[j] = d__[j] + d__[*i__] + temp;
|
||
|
delta[j] = d__[j] - d__[*i__] - temp;
|
||
|
/* L100: */
|
||
|
}
|
||
|
|
||
|
psi = 0.;
|
||
|
i__1 = *i__ - 1;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
psi += z__[j] * z__[j] / (work[j] * delta[j]);
|
||
|
/* L110: */
|
||
|
}
|
||
|
|
||
|
phi = 0.;
|
||
|
i__1 = *i__ + 2;
|
||
|
for (j = *n; j >= i__1; --j) {
|
||
|
phi += z__[j] * z__[j] / (work[j] * delta[j]);
|
||
|
/* L120: */
|
||
|
}
|
||
|
c__ = rhoinv + psi + phi;
|
||
|
w = c__ + z__[*i__] * z__[*i__] / (work[*i__] * delta[*i__]) + z__[
|
||
|
ip1] * z__[ip1] / (work[ip1] * delta[ip1]);
|
||
|
|
||
|
if (w > 0.) {
|
||
|
|
||
|
/* d(i)^2 < the ith sigma^2 < (d(i)^2+d(i+1)^2)/2 */
|
||
|
|
||
|
/* We choose d(i) as origin. */
|
||
|
|
||
|
orgati = TRUE_;
|
||
|
sg2lb = 0.;
|
||
|
sg2ub = delsq2;
|
||
|
a = c__ * delsq + z__[*i__] * z__[*i__] + z__[ip1] * z__[ip1];
|
||
|
b = z__[*i__] * z__[*i__] * delsq;
|
||
|
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.);
|
||
|
}
|
||
|
|
||
|
/* TAU now is an estimation of SIGMA^2 - D( I )^2. The */
|
||
|
/* following, however, is the corresponding estimation of */
|
||
|
/* SIGMA - D( I ). */
|
||
|
|
||
|
eta = tau / (d__[*i__] + sqrt(d__[*i__] * d__[*i__] + tau));
|
||
|
} else {
|
||
|
|
||
|
/* (d(i)^2+d(i+1)^2)/2 <= the ith sigma^2 < d(i+1)^2/2 */
|
||
|
|
||
|
/* We choose d(i+1) as origin. */
|
||
|
|
||
|
orgati = FALSE_;
|
||
|
sg2lb = -delsq2;
|
||
|
sg2ub = 0.;
|
||
|
a = c__ * delsq - z__[*i__] * z__[*i__] - z__[ip1] * z__[ip1];
|
||
|
b = z__[ip1] * z__[ip1] * delsq;
|
||
|
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.);
|
||
|
}
|
||
|
|
||
|
/* TAU now is an estimation of SIGMA^2 - D( IP1 )^2. The */
|
||
|
/* following, however, is the corresponding estimation of */
|
||
|
/* SIGMA - D( IP1 ). */
|
||
|
|
||
|
eta = tau / (d__[ip1] + sqrt((d__1 = d__[ip1] * d__[ip1] + tau,
|
||
|
abs(d__1))));
|
||
|
}
|
||
|
|
||
|
if (orgati) {
|
||
|
ii = *i__;
|
||
|
*sigma = d__[*i__] + eta;
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
work[j] = d__[j] + d__[*i__] + eta;
|
||
|
delta[j] = d__[j] - d__[*i__] - eta;
|
||
|
/* L130: */
|
||
|
}
|
||
|
} else {
|
||
|
ii = *i__ + 1;
|
||
|
*sigma = d__[ip1] + eta;
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
work[j] = d__[j] + d__[ip1] + eta;
|
||
|
delta[j] = d__[j] - d__[ip1] - eta;
|
||
|
/* L140: */
|
||
|
}
|
||
|
}
|
||
|
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] / (work[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] / (work[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] / (work[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) {
|
||
|
goto L240;
|
||
|
}
|
||
|
|
||
|
if (w <= 0.) {
|
||
|
sg2lb = max(sg2lb,tau);
|
||
|
} else {
|
||
|
sg2ub = min(sg2ub,tau);
|
||
|
}
|
||
|
|
||
|
/* Calculate the new step */
|
||
|
|
||
|
++niter;
|
||
|
if (! swtch3) {
|
||
|
dtipsq = work[ip1] * delta[ip1];
|
||
|
dtisq = work[*i__] * delta[*i__];
|
||
|
if (orgati) {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[*i__] / dtisq;
|
||
|
c__ = w - dtipsq * dw + delsq * (d__1 * d__1);
|
||
|
} else {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[ip1] / dtipsq;
|
||
|
c__ = w - dtisq * dw - delsq * (d__1 * d__1);
|
||
|
}
|
||
|
a = (dtipsq + dtisq) * w - dtipsq * dtisq * dw;
|
||
|
b = dtipsq * dtisq * w;
|
||
|
if (c__ == 0.) {
|
||
|
if (a == 0.) {
|
||
|
if (orgati) {
|
||
|
a = z__[*i__] * z__[*i__] + dtipsq * dtipsq * (dpsi +
|
||
|
dphi);
|
||
|
} else {
|
||
|
a = z__[ip1] * z__[ip1] + dtisq * dtisq * (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 */
|
||
|
|
||
|
dtiim = work[iim1] * delta[iim1];
|
||
|
dtiip = work[iip1] * delta[iip1];
|
||
|
temp = rhoinv + psi + phi;
|
||
|
if (orgati) {
|
||
|
temp1 = z__[iim1] / dtiim;
|
||
|
temp1 *= temp1;
|
||
|
c__ = temp - dtiip * (dpsi + dphi) - (d__[iim1] - d__[iip1]) *
|
||
|
(d__[iim1] + d__[iip1]) * temp1;
|
||
|
zz[0] = z__[iim1] * z__[iim1];
|
||
|
if (dpsi < temp1) {
|
||
|
zz[2] = dtiip * dtiip * dphi;
|
||
|
} else {
|
||
|
zz[2] = dtiip * dtiip * (dpsi - temp1 + dphi);
|
||
|
}
|
||
|
} else {
|
||
|
temp1 = z__[iip1] / dtiip;
|
||
|
temp1 *= temp1;
|
||
|
c__ = temp - dtiim * (dpsi + dphi) - (d__[iip1] - d__[iim1]) *
|
||
|
(d__[iim1] + d__[iip1]) * temp1;
|
||
|
if (dphi < temp1) {
|
||
|
zz[0] = dtiim * dtiim * dpsi;
|
||
|
} else {
|
||
|
zz[0] = dtiim * dtiim * (dpsi + (dphi - temp1));
|
||
|
}
|
||
|
zz[2] = z__[iip1] * z__[iip1];
|
||
|
}
|
||
|
zz[1] = z__[ii] * z__[ii];
|
||
|
dd[0] = dtiim;
|
||
|
dd[1] = delta[ii] * work[ii];
|
||
|
dd[2] = dtiip;
|
||
|
dlaed6_(&niter, &orgati, &c__, dd, zz, &w, &eta, info);
|
||
|
if (*info != 0) {
|
||
|
goto L240;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* 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;
|
||
|
}
|
||
|
if (orgati) {
|
||
|
temp1 = work[*i__] * delta[*i__];
|
||
|
temp = eta - temp1;
|
||
|
} else {
|
||
|
temp1 = work[ip1] * delta[ip1];
|
||
|
temp = eta - temp1;
|
||
|
}
|
||
|
if (temp > sg2ub || temp < sg2lb) {
|
||
|
if (w < 0.) {
|
||
|
eta = (sg2ub - tau) / 2.;
|
||
|
} else {
|
||
|
eta = (sg2lb - tau) / 2.;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
tau += eta;
|
||
|
eta /= *sigma + sqrt(*sigma * *sigma + eta);
|
||
|
|
||
|
prew = w;
|
||
|
|
||
|
*sigma += eta;
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
work[j] += eta;
|
||
|
delta[j] -= eta;
|
||
|
/* L170: */
|
||
|
}
|
||
|
|
||
|
/* 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] / (work[j] * delta[j]);
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L180: */
|
||
|
}
|
||
|
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] / (work[j] * delta[j]);
|
||
|
phi += z__[j] * temp;
|
||
|
dphi += temp * temp;
|
||
|
erretm += phi;
|
||
|
/* L190: */
|
||
|
}
|
||
|
|
||
|
temp = z__[ii] / (work[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 <= 0.) {
|
||
|
sg2lb = max(sg2lb,tau);
|
||
|
} else {
|
||
|
sg2ub = min(sg2ub,tau);
|
||
|
}
|
||
|
|
||
|
swtch = FALSE_;
|
||
|
if (orgati) {
|
||
|
if (-w > abs(prew) / 10.) {
|
||
|
swtch = TRUE_;
|
||
|
}
|
||
|
} else {
|
||
|
if (w > abs(prew) / 10.) {
|
||
|
swtch = TRUE_;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* Main loop to update the values of the array DELTA and WORK */
|
||
|
|
||
|
iter = niter + 1;
|
||
|
|
||
|
for (niter = iter; niter <= 20; ++niter) {
|
||
|
|
||
|
/* Test for convergence */
|
||
|
|
||
|
if (abs(w) <= eps * erretm) {
|
||
|
goto L240;
|
||
|
}
|
||
|
|
||
|
/* Calculate the new step */
|
||
|
|
||
|
if (! swtch3) {
|
||
|
dtipsq = work[ip1] * delta[ip1];
|
||
|
dtisq = work[*i__] * delta[*i__];
|
||
|
if (! swtch) {
|
||
|
if (orgati) {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[*i__] / dtisq;
|
||
|
c__ = w - dtipsq * dw + delsq * (d__1 * d__1);
|
||
|
} else {
|
||
|
/* Computing 2nd power */
|
||
|
d__1 = z__[ip1] / dtipsq;
|
||
|
c__ = w - dtisq * dw - delsq * (d__1 * d__1);
|
||
|
}
|
||
|
} else {
|
||
|
temp = z__[ii] / (work[ii] * delta[ii]);
|
||
|
if (orgati) {
|
||
|
dpsi += temp * temp;
|
||
|
} else {
|
||
|
dphi += temp * temp;
|
||
|
}
|
||
|
c__ = w - dtisq * dpsi - dtipsq * dphi;
|
||
|
}
|
||
|
a = (dtipsq + dtisq) * w - dtipsq * dtisq * dw;
|
||
|
b = dtipsq * dtisq * w;
|
||
|
if (c__ == 0.) {
|
||
|
if (a == 0.) {
|
||
|
if (! swtch) {
|
||
|
if (orgati) {
|
||
|
a = z__[*i__] * z__[*i__] + dtipsq * dtipsq *
|
||
|
(dpsi + dphi);
|
||
|
} else {
|
||
|
a = z__[ip1] * z__[ip1] + dtisq * dtisq * (
|
||
|
dpsi + dphi);
|
||
|
}
|
||
|
} else {
|
||
|
a = dtisq * dtisq * dpsi + dtipsq * dtipsq * 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 */
|
||
|
|
||
|
dtiim = work[iim1] * delta[iim1];
|
||
|
dtiip = work[iip1] * delta[iip1];
|
||
|
temp = rhoinv + psi + phi;
|
||
|
if (swtch) {
|
||
|
c__ = temp - dtiim * dpsi - dtiip * dphi;
|
||
|
zz[0] = dtiim * dtiim * dpsi;
|
||
|
zz[2] = dtiip * dtiip * dphi;
|
||
|
} else {
|
||
|
if (orgati) {
|
||
|
temp1 = z__[iim1] / dtiim;
|
||
|
temp1 *= temp1;
|
||
|
temp2 = (d__[iim1] - d__[iip1]) * (d__[iim1] + d__[
|
||
|
iip1]) * temp1;
|
||
|
c__ = temp - dtiip * (dpsi + dphi) - temp2;
|
||
|
zz[0] = z__[iim1] * z__[iim1];
|
||
|
if (dpsi < temp1) {
|
||
|
zz[2] = dtiip * dtiip * dphi;
|
||
|
} else {
|
||
|
zz[2] = dtiip * dtiip * (dpsi - temp1 + dphi);
|
||
|
}
|
||
|
} else {
|
||
|
temp1 = z__[iip1] / dtiip;
|
||
|
temp1 *= temp1;
|
||
|
temp2 = (d__[iip1] - d__[iim1]) * (d__[iim1] + d__[
|
||
|
iip1]) * temp1;
|
||
|
c__ = temp - dtiim * (dpsi + dphi) - temp2;
|
||
|
if (dphi < temp1) {
|
||
|
zz[0] = dtiim * dtiim * dpsi;
|
||
|
} else {
|
||
|
zz[0] = dtiim * dtiim * (dpsi + (dphi - temp1));
|
||
|
}
|
||
|
zz[2] = z__[iip1] * z__[iip1];
|
||
|
}
|
||
|
}
|
||
|
dd[0] = dtiim;
|
||
|
dd[1] = delta[ii] * work[ii];
|
||
|
dd[2] = dtiip;
|
||
|
dlaed6_(&niter, &orgati, &c__, dd, zz, &w, &eta, info);
|
||
|
if (*info != 0) {
|
||
|
goto L240;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
/* 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;
|
||
|
}
|
||
|
if (orgati) {
|
||
|
temp1 = work[*i__] * delta[*i__];
|
||
|
temp = eta - temp1;
|
||
|
} else {
|
||
|
temp1 = work[ip1] * delta[ip1];
|
||
|
temp = eta - temp1;
|
||
|
}
|
||
|
if (temp > sg2ub || temp < sg2lb) {
|
||
|
if (w < 0.) {
|
||
|
eta = (sg2ub - tau) / 2.;
|
||
|
} else {
|
||
|
eta = (sg2lb - tau) / 2.;
|
||
|
}
|
||
|
}
|
||
|
|
||
|
tau += eta;
|
||
|
eta /= *sigma + sqrt(*sigma * *sigma + eta);
|
||
|
|
||
|
*sigma += eta;
|
||
|
i__1 = *n;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
work[j] += eta;
|
||
|
delta[j] -= eta;
|
||
|
/* L200: */
|
||
|
}
|
||
|
|
||
|
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] / (work[j] * delta[j]);
|
||
|
psi += z__[j] * temp;
|
||
|
dpsi += temp * temp;
|
||
|
erretm += psi;
|
||
|
/* L210: */
|
||
|
}
|
||
|
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] / (work[j] * delta[j]);
|
||
|
phi += z__[j] * temp;
|
||
|
dphi += temp * temp;
|
||
|
erretm += phi;
|
||
|
/* L220: */
|
||
|
}
|
||
|
|
||
|
temp = z__[ii] / (work[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;
|
||
|
}
|
||
|
|
||
|
if (w <= 0.) {
|
||
|
sg2lb = max(sg2lb,tau);
|
||
|
} else {
|
||
|
sg2ub = min(sg2ub,tau);
|
||
|
}
|
||
|
|
||
|
/* L230: */
|
||
|
}
|
||
|
|
||
|
/* Return with INFO = 1, NITER = MAXIT and not converged */
|
||
|
|
||
|
*info = 1;
|
||
|
|
||
|
}
|
||
|
|
||
|
L240:
|
||
|
return 0;
|
||
|
|
||
|
/* End of DLASD4 */
|
||
|
|
||
|
} /* dlasd4_ */
|