generic-library/opencv
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity
0c9eca7922
opencv/3rdparty/lapack/dsyevr.c

640 lines
22 KiB
C
Raw Blame History

#include "clapack.h"
/* Table of constant values */
static integer c__10 = 10;
static integer c__1 = 1;
static integer c__2 = 2;
static integer c__3 = 3;
static integer c__4 = 4;
static integer c_n1 = -1;
/* Subroutine */ int dsyevr_(char *jobz, char *range, char *uplo, integer *n,
doublereal *a, integer *lda, doublereal *vl, doublereal *vu, integer *
il, integer *iu, doublereal *abstol, integer *m, doublereal *w,
doublereal *z__, integer *ldz, integer *isuppz, doublereal *work,
integer *lwork, integer *iwork, integer *liwork, integer *info)
{
/* System generated locals */
integer a_dim1, a_offset, z_dim1, z_offset, i__1, i__2;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__, j, nb, jj;
doublereal eps, vll, vuu, tmp1;
integer indd, inde;
doublereal anrm;
integer imax;
doublereal rmin, rmax;
integer inddd, indee;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
doublereal sigma;
extern logical lsame_(char *, char *);
integer iinfo;
char order[1];
integer indwk;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *), dswap_(integer *, doublereal *, integer
*, doublereal *, integer *);
integer lwmin;
logical lower, wantz;
extern doublereal dlamch_(char *);
logical alleig, indeig;
integer iscale, ieeeok, indibl, indifl;
logical valeig;
doublereal safmin;
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
extern /* Subroutine */ int xerbla_(char *, integer *);
doublereal abstll, bignum;
integer indtau, indisp;
extern /* Subroutine */ int dstein_(integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *, integer *, doublereal *,
integer *, doublereal *, integer *, integer *, integer *),
dsterf_(integer *, doublereal *, doublereal *, integer *);
integer indiwo, indwkn;
extern doublereal dlansy_(char *, char *, integer *, doublereal *,
integer *, doublereal *);
extern /* Subroutine */ int dstebz_(char *, char *, integer *, doublereal
*, doublereal *, integer *, integer *, doublereal *, doublereal *,
doublereal *, integer *, integer *, doublereal *, integer *,
integer *, doublereal *, integer *, integer *),
dstemr_(char *, char *, integer *, doublereal *, doublereal *,
doublereal *, doublereal *, integer *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, integer *,
logical *, doublereal *, integer *, integer *, integer *, integer
*);
integer liwmin;
logical tryrac;
extern /* Subroutine */ int dormtr_(char *, char *, char *, integer *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
integer *, doublereal *, integer *, integer *);
integer llwrkn, llwork, nsplit;
doublereal smlnum;
extern /* Subroutine */ int dsytrd_(char *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
integer *, integer *);
integer lwkopt;
logical lquery;
/* -- LAPACK driver routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DSYEVR computes selected eigenvalues and, optionally, eigenvectors */
/* of a real symmetric matrix A. Eigenvalues and eigenvectors can be */
/* selected by specifying either a range of values or a range of */
/* indices for the desired eigenvalues. */
/* DSYEVR first reduces the matrix A to tridiagonal form T with a call */
/* to DSYTRD. Then, whenever possible, DSYEVR calls DSTEMR to compute */
/* the eigenspectrum using Relatively Robust Representations. DSTEMR */
/* computes eigenvalues by the dqds algorithm, while orthogonal */
/* eigenvectors are computed from various "good" L D L^T representations */
/* (also known as Relatively Robust Representations). Gram-Schmidt */
/* orthogonalization is avoided as far as possible. More specifically, */
/* the various steps of the algorithm are as follows. */
/* For each unreduced block (submatrix) of T, */
/* (a) Compute T - sigma I = L D L^T, so that L and D */
/* define all the wanted eigenvalues to high relative accuracy. */
/* This means that small relative changes in the entries of D and L */
/* cause only small relative changes in the eigenvalues and */
/* eigenvectors. The standard (unfactored) representation of the */
/* tridiagonal matrix T does not have this property in general. */
/* (b) Compute the eigenvalues to suitable accuracy. */
/* If the eigenvectors are desired, the algorithm attains full */
/* accuracy of the computed eigenvalues only right before */
/* the corresponding vectors have to be computed, see steps c) and d). */
/* (c) For each cluster of close eigenvalues, select a new */
/* shift close to the cluster, find a new factorization, and refine */
/* the shifted eigenvalues to suitable accuracy. */
/* (d) For each eigenvalue with a large enough relative separation compute */
/* the corresponding eigenvector by forming a rank revealing twisted */
/* factorization. Go back to (c) for any clusters that remain. */
/* The desired accuracy of the output can be specified by the input */
/* parameter ABSTOL. */
/* For more details, see DSTEMR's documentation and: */
/* - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations */
/* to compute orthogonal eigenvectors of symmetric tridiagonal matrices," */
/* Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. */
/* - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and */
/* Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, */
/* 2004. Also LAPACK Working Note 154. */
/* - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric */
/* tridiagonal eigenvalue/eigenvector problem", */
/* Computer Science Division Technical Report No. UCB/CSD-97-971, */
/* UC Berkeley, May 1997. */
/* Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested */
/* on machines which conform to the ieee-754 floating point standard. */
/* DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and */
/* when partial spectrum requests are made. */
/* Normal execution of DSTEMR may create NaNs and infinities and */
/* hence may abort due to a floating point exception in environments */
/* which do not handle NaNs and infinities in the ieee standard default */
/* manner. */
/* Arguments */
/* ========= */
/* JOBZ (input) CHARACTER*1 */
/* = 'N': Compute eigenvalues only; */
/* = 'V': Compute eigenvalues and eigenvectors. */
/* RANGE (input) CHARACTER*1 */
/* = 'A': all eigenvalues will be found. */
/* = 'V': all eigenvalues in the half-open interval (VL,VU] */
/* will be found. */
/* = 'I': the IL-th through IU-th eigenvalues will be found. */
/* ********* For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and */
/* ********* DSTEIN are called */
/* UPLO (input) CHARACTER*1 */
/* = 'U': Upper triangle of A is stored; */
/* = 'L': Lower triangle of A is stored. */
/* N (input) INTEGER */
/* The order of the matrix A. N >= 0. */
/* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) */
/* On entry, the symmetric matrix A. If UPLO = 'U', the */
/* leading N-by-N upper triangular part of A contains the */
/* upper triangular part of the matrix A. If UPLO = 'L', */
/* the leading N-by-N lower triangular part of A contains */
/* the lower triangular part of the matrix A. */
/* On exit, the lower triangle (if UPLO='L') or the upper */
/* triangle (if UPLO='U') of A, including the diagonal, is */
/* destroyed. */
/* LDA (input) INTEGER */
/* The leading dimension of the array A. LDA >= max(1,N). */
/* VL (input) DOUBLE PRECISION */
/* VU (input) DOUBLE PRECISION */
/* If RANGE='V', the lower and upper bounds of the interval to */
/* be searched for eigenvalues. VL < VU. */
/* Not referenced if RANGE = 'A' or 'I'. */
/* IL (input) INTEGER */
/* IU (input) INTEGER */
/* If RANGE='I', the indices (in ascending order) of the */
/* smallest and largest eigenvalues to be returned. */
/* 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. */
/* Not referenced if RANGE = 'A' or 'V'. */
/* ABSTOL (input) DOUBLE PRECISION */
/* The absolute error tolerance for the eigenvalues. */
/* An approximate eigenvalue is accepted as converged */
/* when it is determined to lie in an interval [a,b] */
/* of width less than or equal to */
/* ABSTOL + EPS * max( |a|,|b| ) , */
/* where EPS is the machine precision. If ABSTOL is less than */
/* or equal to zero, then EPS*|T| will be used in its place, */
/* where |T| is the 1-norm of the tridiagonal matrix obtained */
/* by reducing A to tridiagonal form. */
/* See "Computing Small Singular Values of Bidiagonal Matrices */
/* with Guaranteed High Relative Accuracy," by Demmel and */
/* Kahan, LAPACK Working Note #3. */
/* If high relative accuracy is important, set ABSTOL to */
/* DLAMCH( 'Safe minimum' ). Doing so will guarantee that */
/* eigenvalues are computed to high relative accuracy when */
/* possible in future releases. The current code does not */
/* make any guarantees about high relative accuracy, but */
/* future releases will. See J. Barlow and J. Demmel, */
/* "Computing Accurate Eigensystems of Scaled Diagonally */
/* Dominant Matrices", LAPACK Working Note #7, for a discussion */
/* of which matrices define their eigenvalues to high relative */
/* accuracy. */
/* M (output) INTEGER */
/* The total number of eigenvalues found. 0 <= M <= N. */
/* If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. */
/* W (output) DOUBLE PRECISION array, dimension (N) */
/* The first M elements contain the selected eigenvalues in */
/* ascending order. */
/* Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M)) */
/* If JOBZ = 'V', then if INFO = 0, the first M columns of Z */
/* contain the orthonormal eigenvectors of the matrix A */
/* corresponding to the selected eigenvalues, with the i-th */
/* column of Z holding the eigenvector associated with W(i). */
/* If JOBZ = 'N', then Z is not referenced. */
/* Note: the user must ensure that at least max(1,M) columns are */
/* supplied in the array Z; if RANGE = 'V', the exact value of M */
/* is not known in advance and an upper bound must be used. */
/* Supplying N columns is always safe. */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. LDZ >= 1, and if */
/* JOBZ = 'V', LDZ >= max(1,N). */
/* ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) ) */
/* The support of the eigenvectors in Z, i.e., the indices */
/* indicating the nonzero elements in Z. The i-th eigenvector */
/* is nonzero only in elements ISUPPZ( 2*i-1 ) through */
/* ISUPPZ( 2*i ). */
/* ********* Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 */
/* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) */
/* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. LWORK >= max(1,26*N). */
/* For optimal efficiency, LWORK >= (NB+6)*N, */
/* where NB is the max of the blocksize for DSYTRD and DORMTR */
/* returned by ILAENV. */
/* If LWORK = -1, then a workspace query is assumed; the routine */
/* only calculates the optimal size of the WORK array, returns */
/* this value as the first entry of the WORK array, and no error */
/* message related to LWORK is issued by XERBLA. */
/* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) */
/* On exit, if INFO = 0, IWORK(1) returns the optimal LWORK. */
/* LIWORK (input) INTEGER */
/* The dimension of the array IWORK. LIWORK >= max(1,10*N). */
/* If LIWORK = -1, then a workspace query is assumed; the */
/* routine only calculates the optimal size of the IWORK array, */
/* returns this value as the first entry of the IWORK array, and */
/* no error message related to LIWORK is issued by XERBLA. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* > 0: Internal error */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Inderjit Dhillon, IBM Almaden, USA */
/* Osni Marques, LBNL/NERSC, USA */
/* Ken Stanley, Computer Science Division, University of */
/* California at Berkeley, USA */
/* Jason Riedy, Computer Science Division, University of */
/* California at Berkeley, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
--w;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
--isuppz;
--work;
--iwork;
/* Function Body */
ieeeok = ilaenv_(&c__10, "DSYEVR", "N", &c__1, &c__2, &c__3, &c__4);
lower = lsame_(uplo, "L");
wantz = lsame_(jobz, "V");
alleig = lsame_(range, "A");
valeig = lsame_(range, "V");
indeig = lsame_(range, "I");
lquery = *lwork == -1 || *liwork == -1;
/* Computing MAX */
i__1 = 1, i__2 = *n * 26;
lwmin = max(i__1,i__2);
/* Computing MAX */
i__1 = 1, i__2 = *n * 10;
liwmin = max(i__1,i__2);
*info = 0;
if (! (wantz || lsame_(jobz, "N"))) {
*info = -1;
} else if (! (alleig || valeig || indeig)) {
*info = -2;
} else if (! (lower || lsame_(uplo, "U"))) {
*info = -3;
} else if (*n < 0) {
*info = -4;
} else if (*lda < max(1,*n)) {
*info = -6;
} else {
if (valeig) {
if (*n > 0 && *vu <= *vl) {
*info = -8;
}
} else if (indeig) {
if (*il < 1 || *il > max(1,*n)) {
*info = -9;
} else if (*iu < min(*n,*il) || *iu > *n) {
*info = -10;
}
}
}
if (*info == 0) {
if (*ldz < 1 || wantz && *ldz < *n) {
*info = -15;
} else if (*lwork < lwmin && ! lquery) {
*info = -18;
} else if (*liwork < liwmin && ! lquery) {
*info = -20;
}
}
if (*info == 0) {
nb = ilaenv_(&c__1, "DSYTRD", uplo, n, &c_n1, &c_n1, &c_n1);
/* Computing MAX */
i__1 = nb, i__2 = ilaenv_(&c__1, "DORMTR", uplo, n, &c_n1, &c_n1, &
c_n1);
nb = max(i__1,i__2);
/* Computing MAX */
i__1 = (nb + 1) * *n;
lwkopt = max(i__1,lwmin);
work[1] = (doublereal) lwkopt;
iwork[1] = liwmin;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DSYEVR", &i__1);
return 0;
} else if (lquery) {
return 0;
}
/* Quick return if possible */
*m = 0;
if (*n == 0) {
work[1] = 1.;
return 0;
}
if (*n == 1) {
work[1] = 7.;
if (alleig || indeig) {
*m = 1;
w[1] = a[a_dim1 + 1];
} else {
if (*vl < a[a_dim1 + 1] && *vu >= a[a_dim1 + 1]) {
*m = 1;
w[1] = a[a_dim1 + 1];
}
}
if (wantz) {
z__[z_dim1 + 1] = 1.;
}
return 0;
}
/* Get machine constants. */
safmin = dlamch_("Safe minimum");
eps = dlamch_("Precision");
smlnum = safmin / eps;
bignum = 1. / smlnum;
rmin = sqrt(smlnum);
/* Computing MIN */
d__1 = sqrt(bignum), d__2 = 1. / sqrt(sqrt(safmin));
rmax = min(d__1,d__2);
/* Scale matrix to allowable range, if necessary. */
iscale = 0;
abstll = *abstol;
vll = *vl;
vuu = *vu;
anrm = dlansy_("M", uplo, n, &a[a_offset], lda, &work[1]);
if (anrm > 0. && anrm < rmin) {
iscale = 1;
sigma = rmin / anrm;
} else if (anrm > rmax) {
iscale = 1;
sigma = rmax / anrm;
}
if (iscale == 1) {
if (lower) {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *n - j + 1;
dscal_(&i__2, &sigma, &a[j + j * a_dim1], &c__1);
/* L10: */
}
} else {
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
dscal_(&j, &sigma, &a[j * a_dim1 + 1], &c__1);
/* L20: */
}
}
if (*abstol > 0.) {
abstll = *abstol * sigma;
}
if (valeig) {
vll = *vl * sigma;
vuu = *vu * sigma;
}
}
/* Initialize indices into workspaces. Note: The IWORK indices are */
/* used only if DSTERF or DSTEMR fail. */
/* WORK(INDTAU:INDTAU+N-1) stores the scalar factors of the */
/* elementary reflectors used in DSYTRD. */
indtau = 1;
/* WORK(INDD:INDD+N-1) stores the tridiagonal's diagonal entries. */
indd = indtau + *n;
/* WORK(INDE:INDE+N-1) stores the off-diagonal entries of the */
/* tridiagonal matrix from DSYTRD. */
inde = indd + *n;
/* WORK(INDDD:INDDD+N-1) is a copy of the diagonal entries over */
/* -written by DSTEMR (the DSTERF path copies the diagonal to W). */
inddd = inde + *n;
/* WORK(INDEE:INDEE+N-1) is a copy of the off-diagonal entries over */
/* -written while computing the eigenvalues in DSTERF and DSTEMR. */
indee = inddd + *n;
/* INDWK is the starting offset of the left-over workspace, and */
/* LLWORK is the remaining workspace size. */
indwk = indee + *n;
llwork = *lwork - indwk + 1;
/* IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in DSTEBZ and */
/* stores the block indices of each of the M<=N eigenvalues. */
indibl = 1;
/* IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in DSTEBZ and */
/* stores the starting and finishing indices of each block. */
indisp = indibl + *n;
/* IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors */
/* that corresponding to eigenvectors that fail to converge in */
/* DSTEIN. This information is discarded; if any fail, the driver */
/* returns INFO > 0. */
indifl = indisp + *n;
/* INDIWO is the offset of the remaining integer workspace. */
indiwo = indisp + *n;
/* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */
dsytrd_(uplo, n, &a[a_offset], lda, &work[indd], &work[inde], &work[
indtau], &work[indwk], &llwork, &iinfo);
/* If all eigenvalues are desired */
/* then call DSTERF or DSTEMR and DORMTR. */
if ((alleig || indeig && *il == 1 && *iu == *n) && ieeeok == 1) {
if (! wantz) {
dcopy_(n, &work[indd], &c__1, &w[1], &c__1);
i__1 = *n - 1;
dcopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1);
dsterf_(n, &w[1], &work[indee], info);
} else {
i__1 = *n - 1;
dcopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1);
dcopy_(n, &work[indd], &c__1, &work[inddd], &c__1);
if (*abstol <= *n * 0. * eps) {
tryrac = TRUE_;
} else {
tryrac = FALSE_;
}
dstemr_(jobz, "A", n, &work[inddd], &work[indee], vl, vu, il, iu,
m, &w[1], &z__[z_offset], ldz, n, &isuppz[1], &tryrac, &
work[indwk], lwork, &iwork[1], liwork, info);
/* Apply orthogonal matrix used in reduction to tridiagonal */
/* form to eigenvectors returned by DSTEIN. */
if (wantz && *info == 0) {
indwkn = inde;
llwrkn = *lwork - indwkn + 1;
dormtr_("L", uplo, "N", n, m, &a[a_offset], lda, &work[indtau]
, &z__[z_offset], ldz, &work[indwkn], &llwrkn, &iinfo);
}
}
if (*info == 0) {
/* Everything worked. Skip DSTEBZ/DSTEIN. IWORK(:) are */
/* undefined. */
*m = *n;
goto L30;
}
*info = 0;
}
/* Otherwise, call DSTEBZ and, if eigenvectors are desired, DSTEIN. */
/* Also call DSTEBZ and DSTEIN if DSTEMR fails. */
if (wantz) {
*(unsigned char *)order = 'B';
} else {
*(unsigned char *)order = 'E';
}
dstebz_(range, order, n, &vll, &vuu, il, iu, &abstll, &work[indd], &work[
inde], m, &nsplit, &w[1], &iwork[indibl], &iwork[indisp], &work[
indwk], &iwork[indiwo], info);
if (wantz) {
dstein_(n, &work[indd], &work[inde], m, &w[1], &iwork[indibl], &iwork[
indisp], &z__[z_offset], ldz, &work[indwk], &iwork[indiwo], &
iwork[indifl], info);
/* Apply orthogonal matrix used in reduction to tridiagonal */
/* form to eigenvectors returned by DSTEIN. */
indwkn = inde;
llwrkn = *lwork - indwkn + 1;
dormtr_("L", uplo, "N", n, m, &a[a_offset], lda, &work[indtau], &z__[
z_offset], ldz, &work[indwkn], &llwrkn, &iinfo);
}
/* If matrix was scaled, then rescale eigenvalues appropriately. */
/* Jump here if DSTEMR/DSTEIN succeeded. */
L30:
if (iscale == 1) {
if (*info == 0) {
imax = *m;
} else {
imax = *info - 1;
}
d__1 = 1. / sigma;
dscal_(&imax, &d__1, &w[1], &c__1);
}
/* If eigenvalues are not in order, then sort them, along with */
/* eigenvectors. Note: We do not sort the IFAIL portion of IWORK. */
/* It may not be initialized (if DSTEMR/DSTEIN succeeded), and we do */
/* not return this detailed information to the user. */
if (wantz) {
i__1 = *m - 1;
for (j = 1; j <= i__1; ++j) {
i__ = 0;
tmp1 = w[j];
i__2 = *m;
for (jj = j + 1; jj <= i__2; ++jj) {
if (w[jj] < tmp1) {
i__ = jj;
tmp1 = w[jj];
}
/* L40: */
}
if (i__ != 0) {
w[i__] = w[j];
w[j] = tmp1;
dswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * z_dim1 + 1],
&c__1);
}
/* L50: */
}
}
/* Set WORK(1) to optimal workspace size. */
work[1] = (doublereal) lwkopt;
iwork[1] = liwmin;
return 0;
/* End of DSYEVR */
} /* dsyevr_ */
Reference in New Issue View Git Blame Copy Permalink