opencv/3rdparty/lapack/dlaed3.c

326 lines
10 KiB
C

#include "clapack.h"
/* Table of constant values */
static integer c__1 = 1;
static doublereal c_b22 = 1.;
static doublereal c_b23 = 0.;
/* Subroutine */ int dlaed3_(integer *k, integer *n, integer *n1, doublereal *
d__, doublereal *q, integer *ldq, doublereal *rho, doublereal *dlamda,
doublereal *q2, integer *indx, integer *ctot, doublereal *w,
doublereal *s, integer *info)
{
/* System generated locals */
integer q_dim1, q_offset, i__1, i__2;
doublereal d__1;
/* Builtin functions */
double sqrt(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
integer i__, j, n2, n12, ii, n23, iq2;
doublereal temp;
extern doublereal dnrm2_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *),
dcopy_(integer *, doublereal *, integer *, doublereal *, integer
*), dlaed4_(integer *, integer *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, integer *);
extern doublereal dlamc3_(doublereal *, doublereal *);
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *),
dlaset_(char *, integer *, integer *, doublereal *, doublereal *,
doublereal *, integer *), xerbla_(char *, integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAED3 finds the roots of the secular equation, as defined by the */
/* values in D, W, and RHO, between 1 and K. It makes the */
/* appropriate calls to DLAED4 and then updates the eigenvectors by */
/* multiplying the matrix of eigenvectors of the pair of eigensystems */
/* being combined by the matrix of eigenvectors of the K-by-K system */
/* which is solved here. */
/* This code makes very mild assumptions about floating point */
/* arithmetic. It will work on machines with a guard digit in */
/* add/subtract, or on those binary machines without guard digits */
/* which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. */
/* It could conceivably fail on hexadecimal or decimal machines */
/* without guard digits, but we know of none. */
/* Arguments */
/* ========= */
/* K (input) INTEGER */
/* The number of terms in the rational function to be solved by */
/* DLAED4. K >= 0. */
/* N (input) INTEGER */
/* The number of rows and columns in the Q matrix. */
/* N >= K (deflation may result in N>K). */
/* N1 (input) INTEGER */
/* The location of the last eigenvalue in the leading submatrix. */
/* min(1,N) <= N1 <= N/2. */
/* D (output) DOUBLE PRECISION array, dimension (N) */
/* D(I) contains the updated eigenvalues for */
/* 1 <= I <= K. */
/* Q (output) DOUBLE PRECISION array, dimension (LDQ,N) */
/* Initially the first K columns are used as workspace. */
/* On output the columns 1 to K contain */
/* the updated eigenvectors. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. LDQ >= max(1,N). */
/* RHO (input) DOUBLE PRECISION */
/* The value of the parameter in the rank one update equation. */
/* RHO >= 0 required. */
/* DLAMDA (input/output) DOUBLE PRECISION array, dimension (K) */
/* The first K elements of this array contain the old roots */
/* of the deflated updating problem. These are the poles */
/* of the secular equation. May be changed on output by */
/* having lowest order bit set to zero on Cray X-MP, Cray Y-MP, */
/* Cray-2, or Cray C-90, as described above. */
/* Q2 (input) DOUBLE PRECISION array, dimension (LDQ2, N) */
/* The first K columns of this matrix contain the non-deflated */
/* eigenvectors for the split problem. */
/* INDX (input) INTEGER array, dimension (N) */
/* The permutation used to arrange the columns of the deflated */
/* Q matrix into three groups (see DLAED2). */
/* The rows of the eigenvectors found by DLAED4 must be likewise */
/* permuted before the matrix multiply can take place. */
/* CTOT (input) INTEGER array, dimension (4) */
/* A count of the total number of the various types of columns */
/* in Q, as described in INDX. The fourth column type is any */
/* column which has been deflated. */
/* W (input/output) DOUBLE PRECISION array, dimension (K) */
/* The first K elements of this array contain the components */
/* of the deflation-adjusted updating vector. Destroyed on */
/* output. */
/* S (workspace) DOUBLE PRECISION array, dimension (N1 + 1)*K */
/* Will contain the eigenvectors of the repaired matrix which */
/* will be multiplied by the previously accumulated eigenvectors */
/* to update the system. */
/* LDS (input) INTEGER */
/* The leading dimension of S. LDS >= max(1,K). */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* > 0: if INFO = 1, an eigenvalue did not converge */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Jeff Rutter, Computer Science Division, University of California */
/* at Berkeley, USA */
/* Modified by Francoise Tisseur, University of Tennessee. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input parameters. */
/* Parameter adjustments */
--d__;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--dlamda;
--q2;
--indx;
--ctot;
--w;
--s;
/* Function Body */
*info = 0;
if (*k < 0) {
*info = -1;
} else if (*n < *k) {
*info = -2;
} else if (*ldq < max(1,*n)) {
*info = -6;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLAED3", &i__1);
return 0;
}
/* Quick return if possible */
if (*k == 0) {
return 0;
}
/* Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can */
/* be computed with high relative accuracy (barring over/underflow). */
/* This is a problem on machines without a guard digit in */
/* add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2). */
/* The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I), */
/* which on any of these machines zeros out the bottommost */
/* bit of DLAMDA(I) if it is 1; this makes the subsequent */
/* subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation */
/* occurs. On binary machines with a guard digit (almost all */
/* machines) it does not change DLAMDA(I) at all. On hexadecimal */
/* and decimal machines with a guard digit, it slightly */
/* changes the bottommost bits of DLAMDA(I). It does not account */
/* for hexadecimal or decimal machines without guard digits */
/* (we know of none). We use a subroutine call to compute */
/* 2*DLAMBDA(I) to prevent optimizing compilers from eliminating */
/* this code. */
i__1 = *k;
for (i__ = 1; i__ <= i__1; ++i__) {
dlamda[i__] = dlamc3_(&dlamda[i__], &dlamda[i__]) - dlamda[i__];
/* L10: */
}
i__1 = *k;
for (j = 1; j <= i__1; ++j) {
dlaed4_(k, &j, &dlamda[1], &w[1], &q[j * q_dim1 + 1], rho, &d__[j],
info);
/* If the zero finder fails, the computation is terminated. */
if (*info != 0) {
goto L120;
}
/* L20: */
}
if (*k == 1) {
goto L110;
}
if (*k == 2) {
i__1 = *k;
for (j = 1; j <= i__1; ++j) {
w[1] = q[j * q_dim1 + 1];
w[2] = q[j * q_dim1 + 2];
ii = indx[1];
q[j * q_dim1 + 1] = w[ii];
ii = indx[2];
q[j * q_dim1 + 2] = w[ii];
/* L30: */
}
goto L110;
}
/* Compute updated W. */
dcopy_(k, &w[1], &c__1, &s[1], &c__1);
/* Initialize W(I) = Q(I,I) */
i__1 = *ldq + 1;
dcopy_(k, &q[q_offset], &i__1, &w[1], &c__1);
i__1 = *k;
for (j = 1; j <= i__1; ++j) {
i__2 = j - 1;
for (i__ = 1; i__ <= i__2; ++i__) {
w[i__] *= q[i__ + j * q_dim1] / (dlamda[i__] - dlamda[j]);
/* L40: */
}
i__2 = *k;
for (i__ = j + 1; i__ <= i__2; ++i__) {
w[i__] *= q[i__ + j * q_dim1] / (dlamda[i__] - dlamda[j]);
/* L50: */
}
/* L60: */
}
i__1 = *k;
for (i__ = 1; i__ <= i__1; ++i__) {
d__1 = sqrt(-w[i__]);
w[i__] = d_sign(&d__1, &s[i__]);
/* L70: */
}
/* Compute eigenvectors of the modified rank-1 modification. */
i__1 = *k;
for (j = 1; j <= i__1; ++j) {
i__2 = *k;
for (i__ = 1; i__ <= i__2; ++i__) {
s[i__] = w[i__] / q[i__ + j * q_dim1];
/* L80: */
}
temp = dnrm2_(k, &s[1], &c__1);
i__2 = *k;
for (i__ = 1; i__ <= i__2; ++i__) {
ii = indx[i__];
q[i__ + j * q_dim1] = s[ii] / temp;
/* L90: */
}
/* L100: */
}
/* Compute the updated eigenvectors. */
L110:
n2 = *n - *n1;
n12 = ctot[1] + ctot[2];
n23 = ctot[2] + ctot[3];
dlacpy_("A", &n23, k, &q[ctot[1] + 1 + q_dim1], ldq, &s[1], &n23);
iq2 = *n1 * n12 + 1;
if (n23 != 0) {
dgemm_("N", "N", &n2, k, &n23, &c_b22, &q2[iq2], &n2, &s[1], &n23, &
c_b23, &q[*n1 + 1 + q_dim1], ldq);
} else {
dlaset_("A", &n2, k, &c_b23, &c_b23, &q[*n1 + 1 + q_dim1], ldq);
}
dlacpy_("A", &n12, k, &q[q_offset], ldq, &s[1], &n12);
if (n12 != 0) {
dgemm_("N", "N", n1, k, &n12, &c_b22, &q2[1], n1, &s[1], &n12, &c_b23,
&q[q_offset], ldq);
} else {
dlaset_("A", n1, k, &c_b23, &c_b23, &q[q_dim1 + 1], ldq);
}
L120:
return 0;
/* End of DLAED3 */
} /* dlaed3_ */