generic-library/opencv
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity
6b5df89532
opencv/3rdparty/lapack/dlar1v.c

442 lines
12 KiB
C
Raw Blame History

/* dlar1v.f -- translated by f2c (version 20061008).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "clapack.h"
/* Subroutine */ int dlar1v_(integer *n, integer *b1, integer *bn, doublereal
*lambda, doublereal *d__, doublereal *l, doublereal *ld, doublereal *
lld, doublereal *pivmin, doublereal *gaptol, doublereal *z__, logical
*wantnc, integer *negcnt, doublereal *ztz, doublereal *mingma,
integer *r__, integer *isuppz, doublereal *nrminv, doublereal *resid,
doublereal *rqcorr, doublereal *work)
{
/* System generated locals */
integer i__1;
doublereal d__1, d__2, d__3;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__;
doublereal s;
integer r1, r2;
doublereal eps, tmp;
integer neg1, neg2, indp, inds;
doublereal dplus;
extern doublereal dlamch_(char *);
extern logical disnan_(doublereal *);
integer indlpl, indumn;
doublereal dminus;
logical sawnan1, sawnan2;
/* -- LAPACK auxiliary routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAR1V computes the (scaled) r-th column of the inverse of */
/* the sumbmatrix in rows B1 through BN of the tridiagonal matrix */
/* L D L^T - sigma I. When sigma is close to an eigenvalue, the */
/* computed vector is an accurate eigenvector. Usually, r corresponds */
/* to the index where the eigenvector is largest in magnitude. */
/* The following steps accomplish this computation : */
/* (a) Stationary qd transform, L D L^T - sigma I = L(+) D(+) L(+)^T, */
/* (b) Progressive qd transform, L D L^T - sigma I = U(-) D(-) U(-)^T, */
/* (c) Computation of the diagonal elements of the inverse of */
/* L D L^T - sigma I by combining the above transforms, and choosing */
/* r as the index where the diagonal of the inverse is (one of the) */
/* largest in magnitude. */
/* (d) Computation of the (scaled) r-th column of the inverse using the */
/* twisted factorization obtained by combining the top part of the */
/* the stationary and the bottom part of the progressive transform. */
/* Arguments */
/* ========= */
/* N (input) INTEGER */
/* The order of the matrix L D L^T. */
/* B1 (input) INTEGER */
/* First index of the submatrix of L D L^T. */
/* BN (input) INTEGER */
/* Last index of the submatrix of L D L^T. */
/* LAMBDA (input) DOUBLE PRECISION */
/* The shift. In order to compute an accurate eigenvector, */
/* LAMBDA should be a good approximation to an eigenvalue */
/* of L D L^T. */
/* L (input) DOUBLE PRECISION array, dimension (N-1) */
/* The (n-1) subdiagonal elements of the unit bidiagonal matrix */
/* L, in elements 1 to N-1. */
/* D (input) DOUBLE PRECISION array, dimension (N) */
/* The n diagonal elements of the diagonal matrix D. */
/* LD (input) DOUBLE PRECISION array, dimension (N-1) */
/* The n-1 elements L(i)*D(i). */
/* LLD (input) DOUBLE PRECISION array, dimension (N-1) */
/* The n-1 elements L(i)*L(i)*D(i). */
/* PIVMIN (input) DOUBLE PRECISION */
/* The minimum pivot in the Sturm sequence. */
/* GAPTOL (input) DOUBLE PRECISION */
/* Tolerance that indicates when eigenvector entries are negligible */
/* w.r.t. their contribution to the residual. */
/* Z (input/output) DOUBLE PRECISION array, dimension (N) */
/* On input, all entries of Z must be set to 0. */
/* On output, Z contains the (scaled) r-th column of the */
/* inverse. The scaling is such that Z(R) equals 1. */
/* WANTNC (input) LOGICAL */
/* Specifies whether NEGCNT has to be computed. */
/* NEGCNT (output) INTEGER */
/* If WANTNC is .TRUE. then NEGCNT = the number of pivots < pivmin */
/* in the matrix factorization L D L^T, and NEGCNT = -1 otherwise. */
/* ZTZ (output) DOUBLE PRECISION */
/* The square of the 2-norm of Z. */
/* MINGMA (output) DOUBLE PRECISION */
/* The reciprocal of the largest (in magnitude) diagonal */
/* element of the inverse of L D L^T - sigma I. */
/* R (input/output) INTEGER */
/* The twist index for the twisted factorization used to */
/* compute Z. */
/* On input, 0 <= R <= N. If R is input as 0, R is set to */
/* the index where (L D L^T - sigma I)^{-1} is largest */
/* in magnitude. If 1 <= R <= N, R is unchanged. */
/* On output, R contains the twist index used to compute Z. */
/* Ideally, R designates the position of the maximum entry in the */
/* eigenvector. */
/* ISUPPZ (output) INTEGER array, dimension (2) */
/* The support of the vector in Z, i.e., the vector Z is */
/* nonzero only in elements ISUPPZ(1) through ISUPPZ( 2 ). */
/* NRMINV (output) DOUBLE PRECISION */
/* NRMINV = 1/SQRT( ZTZ ) */
/* RESID (output) DOUBLE PRECISION */
/* The residual of the FP vector. */
/* RESID = ABS( MINGMA )/SQRT( ZTZ ) */
/* RQCORR (output) DOUBLE PRECISION */
/* The Rayleigh Quotient correction to LAMBDA. */
/* RQCORR = MINGMA*TMP */
/* WORK (workspace) DOUBLE PRECISION array, dimension (4*N) */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Beresford Parlett, University of California, Berkeley, USA */
/* Jim Demmel, University of California, Berkeley, USA */
/* Inderjit Dhillon, University of Texas, Austin, USA */
/* Osni Marques, LBNL/NERSC, USA */
/* Christof Voemel, University of California, Berkeley, USA */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
--work;
--isuppz;
--z__;
--lld;
--ld;
--l;
--d__;
/* Function Body */
eps = dlamch_("Precision");
if (*r__ == 0) {
r1 = *b1;
r2 = *bn;
} else {
r1 = *r__;
r2 = *r__;
}
/* Storage for LPLUS */
indlpl = 0;
/* Storage for UMINUS */
indumn = *n;
inds = (*n << 1) + 1;
indp = *n * 3 + 1;
if (*b1 == 1) {
work[inds] = 0.;
} else {
work[inds + *b1 - 1] = lld[*b1 - 1];
}
/* Compute the stationary transform (using the differential form) */
/* until the index R2. */
sawnan1 = FALSE_;
neg1 = 0;
s = work[inds + *b1 - 1] - *lambda;
i__1 = r1 - 1;
for (i__ = *b1; i__ <= i__1; ++i__) {
dplus = d__[i__] + s;
work[indlpl + i__] = ld[i__] / dplus;
if (dplus < 0.) {
++neg1;
}
work[inds + i__] = s * work[indlpl + i__] * l[i__];
s = work[inds + i__] - *lambda;
/* L50: */
}
sawnan1 = disnan_(&s);
if (sawnan1) {
goto L60;
}
i__1 = r2 - 1;
for (i__ = r1; i__ <= i__1; ++i__) {
dplus = d__[i__] + s;
work[indlpl + i__] = ld[i__] / dplus;
work[inds + i__] = s * work[indlpl + i__] * l[i__];
s = work[inds + i__] - *lambda;
/* L51: */
}
sawnan1 = disnan_(&s);
L60:
if (sawnan1) {
/* Runs a slower version of the above loop if a NaN is detected */
neg1 = 0;
s = work[inds + *b1 - 1] - *lambda;
i__1 = r1 - 1;
for (i__ = *b1; i__ <= i__1; ++i__) {
dplus = d__[i__] + s;
if (abs(dplus) < *pivmin) {
dplus = -(*pivmin);
}
work[indlpl + i__] = ld[i__] / dplus;
if (dplus < 0.) {
++neg1;
}
work[inds + i__] = s * work[indlpl + i__] * l[i__];
if (work[indlpl + i__] == 0.) {
work[inds + i__] = lld[i__];
}
s = work[inds + i__] - *lambda;
/* L70: */
}
i__1 = r2 - 1;
for (i__ = r1; i__ <= i__1; ++i__) {
dplus = d__[i__] + s;
if (abs(dplus) < *pivmin) {
dplus = -(*pivmin);
}
work[indlpl + i__] = ld[i__] / dplus;
work[inds + i__] = s * work[indlpl + i__] * l[i__];
if (work[indlpl + i__] == 0.) {
work[inds + i__] = lld[i__];
}
s = work[inds + i__] - *lambda;
/* L71: */
}
}
/* Compute the progressive transform (using the differential form) */
/* until the index R1 */
sawnan2 = FALSE_;
neg2 = 0;
work[indp + *bn - 1] = d__[*bn] - *lambda;
i__1 = r1;
for (i__ = *bn - 1; i__ >= i__1; --i__) {
dminus = lld[i__] + work[indp + i__];
tmp = d__[i__] / dminus;
if (dminus < 0.) {
++neg2;
}
work[indumn + i__] = l[i__] * tmp;
work[indp + i__ - 1] = work[indp + i__] * tmp - *lambda;
/* L80: */
}
tmp = work[indp + r1 - 1];
sawnan2 = disnan_(&tmp);
if (sawnan2) {
/* Runs a slower version of the above loop if a NaN is detected */
neg2 = 0;
i__1 = r1;
for (i__ = *bn - 1; i__ >= i__1; --i__) {
dminus = lld[i__] + work[indp + i__];
if (abs(dminus) < *pivmin) {
dminus = -(*pivmin);
}
tmp = d__[i__] / dminus;
if (dminus < 0.) {
++neg2;
}
work[indumn + i__] = l[i__] * tmp;
work[indp + i__ - 1] = work[indp + i__] * tmp - *lambda;
if (tmp == 0.) {
work[indp + i__ - 1] = d__[i__] - *lambda;
}
/* L100: */
}
}
/* Find the index (from R1 to R2) of the largest (in magnitude) */
/* diagonal element of the inverse */
*mingma = work[inds + r1 - 1] + work[indp + r1 - 1];
if (*mingma < 0.) {
++neg1;
}
if (*wantnc) {
*negcnt = neg1 + neg2;
} else {
*negcnt = -1;
}
if (abs(*mingma) == 0.) {
*mingma = eps * work[inds + r1 - 1];
}
*r__ = r1;
i__1 = r2 - 1;
for (i__ = r1; i__ <= i__1; ++i__) {
tmp = work[inds + i__] + work[indp + i__];
if (tmp == 0.) {
tmp = eps * work[inds + i__];
}
if (abs(tmp) <= abs(*mingma)) {
*mingma = tmp;
*r__ = i__ + 1;
}
/* L110: */
}
/* Compute the FP vector: solve N^T v = e_r */
isuppz[1] = *b1;
isuppz[2] = *bn;
z__[*r__] = 1.;
*ztz = 1.;
/* Compute the FP vector upwards from R */
if (! sawnan1 && ! sawnan2) {
i__1 = *b1;
for (i__ = *r__ - 1; i__ >= i__1; --i__) {
z__[i__] = -(work[indlpl + i__] * z__[i__ + 1]);
if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
z__[i__] = 0.;
isuppz[1] = i__ + 1;
goto L220;
}
*ztz += z__[i__] * z__[i__];
/* L210: */
}
L220:
;
} else {
/* Run slower loop if NaN occurred. */
i__1 = *b1;
for (i__ = *r__ - 1; i__ >= i__1; --i__) {
if (z__[i__ + 1] == 0.) {
z__[i__] = -(ld[i__ + 1] / ld[i__]) * z__[i__ + 2];
} else {
z__[i__] = -(work[indlpl + i__] * z__[i__ + 1]);
}
if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
z__[i__] = 0.;
isuppz[1] = i__ + 1;
goto L240;
}
*ztz += z__[i__] * z__[i__];
/* L230: */
}
L240:
;
}
/* Compute the FP vector downwards from R in blocks of size BLKSIZ */
if (! sawnan1 && ! sawnan2) {
i__1 = *bn - 1;
for (i__ = *r__; i__ <= i__1; ++i__) {
z__[i__ + 1] = -(work[indumn + i__] * z__[i__]);
if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
z__[i__ + 1] = 0.;
isuppz[2] = i__;
goto L260;
}
*ztz += z__[i__ + 1] * z__[i__ + 1];
/* L250: */
}
L260:
;
} else {
/* Run slower loop if NaN occurred. */
i__1 = *bn - 1;
for (i__ = *r__; i__ <= i__1; ++i__) {
if (z__[i__] == 0.) {
z__[i__ + 1] = -(ld[i__ - 1] / ld[i__]) * z__[i__ - 1];
} else {
z__[i__ + 1] = -(work[indumn + i__] * z__[i__]);
}
if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
z__[i__ + 1] = 0.;
isuppz[2] = i__;
goto L280;
}
*ztz += z__[i__ + 1] * z__[i__ + 1];
/* L270: */
}
L280:
;
}
/* Compute quantities for convergence test */
tmp = 1. / *ztz;
*nrminv = sqrt(tmp);
*resid = abs(*mingma) * *nrminv;
*rqcorr = *mingma * tmp;
return 0;
/* End of DLAR1V */
} /* dlar1v_ */
Reference in New Issue View Git Blame Copy Permalink