generic-library/opencv
1
0
Fork 0
Code Issues Pull Requests Releases Wiki Activity
865b3ea523
opencv/3rdparty/lapack/dlaed4.c

955 lines
22 KiB
C
Raw Blame History

/* dlaed4.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 dlaed4_(integer *n, integer *i__, doublereal *d__,
doublereal *z__, doublereal *delta, doublereal *rho, doublereal *dlam,
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;
integer ii;
doublereal dw, zz[3];
integer ip1;
doublereal del, eta, phi, eps, tau, psi;
integer iim1, iip1;
doublereal dphi, dpsi;
integer iter;
doublereal temp, prew, temp1, dltlb, dltub, midpt;
integer niter;
logical swtch;
extern /* Subroutine */ int dlaed5_(integer *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *), dlaed6_(integer *,
logical *, doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, integer *);
logical swtch3;
extern doublereal dlamch_(char *);
logical orgati;
doublereal erretm, rhoinv;
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* This subroutine computes the I-th updated eigenvalue of a symmetric */
/* rank-one modification to a diagonal matrix whose elements are */
/* given in the array d, and that */
/* 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 ) + 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, 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 .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th */
/* component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 */
/* for detail. The vector DELTA contains the information necessary */
/* to construct the eigenvectors by DLAED3 and DLAED9. */
/* RHO (input) DOUBLE PRECISION */
/* The scalar in the symmetric updating formula. */
/* DLAM (output) DOUBLE PRECISION */
/* The computed lambda_I, the I-th updated eigenvalue. */
/* 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 Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. 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 */
--delta;
--z__;
--d__;
/* Function Body */
*info = 0;
if (*n == 1) {
/* Presumably, I=1 upon entry */
*dlam = d__[1] + *rho * z__[1] * z__[1];
delta[1] = 1.;
return 0;
}
if (*n == 2) {
dlaed5_(i__, &d__[1], &z__[1], &delta[1], rho, dlam);
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 */
midpt = *rho / 2.;
/* If ||Z||_2 is not one, then TEMP should be set to */
/* RHO * ||Z||_2^2 / TWO */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
delta[j] = d__[j] - d__[*i__] - midpt;
/* L10: */
}
psi = 0.;
i__1 = *n - 2;
for (j = 1; j <= i__1; ++j) {
psi += z__[j] * z__[j] / delta[j];
/* L20: */
}
c__ = rhoinv + psi;
w = c__ + z__[ii] * z__[ii] / delta[ii] + z__[*n] * z__[*n] / delta[*
n];
if (w <= 0.) {
temp = z__[*n - 1] * z__[*n - 1] / (d__[*n] - d__[*n - 1] + *rho)
+ z__[*n] * z__[*n] / *rho;
if (c__ <= temp) {
tau = *rho;
} else {
del = d__[*n] - d__[*n - 1];
a = -c__ * del + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n]
;
b = z__[*n] * z__[*n] * del;
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)+RHO/2 <= LAMBDA(N) < D(N)+TAU <= D(N)+RHO */
dltlb = midpt;
dltub = *rho;
} else {
del = d__[*n] - d__[*n - 1];
a = -c__ * del + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n];
b = z__[*n] * z__[*n] * del;
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) < D(N)+TAU < LAMBDA(N) < D(N)+RHO/2 */
dltlb = 0.;
dltub = midpt;
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
delta[j] = d__[j] - d__[*i__] - tau;
/* 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];
psi += z__[j] * temp;
dpsi += temp * temp;
erretm += psi;
/* L40: */
}
erretm = abs(erretm);
/* Evaluate PHI and the derivative DPHI */
temp = z__[*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;
/* Test for convergence */
if (abs(w) <= eps * erretm) {
*dlam = d__[*i__] + tau;
goto L250;
}
if (w <= 0.) {
dltlb = max(dltlb,tau);
} else {
dltub = min(dltub,tau);
}
/* Calculate the new step */
++niter;
c__ = w - delta[*n - 1] * dpsi - delta[*n] * dphi;
a = (delta[*n - 1] + delta[*n]) * w - delta[*n - 1] * delta[*n] * (
dpsi + dphi);
b = delta[*n - 1] * delta[*n] * w;
if (c__ < 0.) {
c__ = abs(c__);
}
if (c__ == 0.) {
/* ETA = B/A */
/* ETA = RHO - TAU */
eta = dltub - tau;
} 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 = 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;
/* L50: */
}
tau += 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] / delta[j];
psi += z__[j] * temp;
dpsi += temp * temp;
erretm += psi;
/* L60: */
}
erretm = abs(erretm);
/* Evaluate PHI and the derivative DPHI */
temp = z__[*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 <= 30; ++niter) {
/* Test for convergence */
if (abs(w) <= eps * erretm) {
*dlam = d__[*i__] + tau;
goto L250;
}
if (w <= 0.) {
dltlb = max(dltlb,tau);
} else {
dltub = min(dltub,tau);
}
/* Calculate the new step */
c__ = w - delta[*n - 1] * dpsi - delta[*n] * dphi;
a = (delta[*n - 1] + delta[*n]) * w - delta[*n - 1] * delta[*n] *
(dpsi + dphi);
b = delta[*n - 1] * delta[*n] * 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 = 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;
/* L70: */
}
tau += 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] / delta[j];
psi += z__[j] * temp;
dpsi += temp * temp;
erretm += psi;
/* L80: */
}
erretm = abs(erretm);
/* Evaluate PHI and the derivative DPHI */
temp = z__[*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;
*dlam = d__[*i__] + tau;
goto L250;
/* 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_ */
Reference in New Issue View Git Blame Copy Permalink