177 lines
5.0 KiB
C
177 lines
5.0 KiB
C
/* dlarrr.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 dlarrr_(integer *n, doublereal *d__, doublereal *e,
|
|
integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer i__1;
|
|
doublereal d__1;
|
|
|
|
/* Builtin functions */
|
|
double sqrt(doublereal);
|
|
|
|
/* Local variables */
|
|
integer i__;
|
|
doublereal eps, tmp, tmp2, rmin;
|
|
extern doublereal dlamch_(char *);
|
|
doublereal offdig, safmin;
|
|
logical yesrel;
|
|
doublereal smlnum, offdig2;
|
|
|
|
|
|
/* -- LAPACK auxiliary routine (version 3.2) -- */
|
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
|
/* November 2006 */
|
|
|
|
/* .. Scalar Arguments .. */
|
|
/* .. */
|
|
/* .. Array Arguments .. */
|
|
/* .. */
|
|
|
|
|
|
/* Purpose */
|
|
/* ======= */
|
|
|
|
/* Perform tests to decide whether the symmetric tridiagonal matrix T */
|
|
/* warrants expensive computations which guarantee high relative accuracy */
|
|
/* in the eigenvalues. */
|
|
|
|
/* Arguments */
|
|
/* ========= */
|
|
|
|
/* N (input) INTEGER */
|
|
/* The order of the matrix. N > 0. */
|
|
|
|
/* D (input) DOUBLE PRECISION array, dimension (N) */
|
|
/* The N diagonal elements of the tridiagonal matrix T. */
|
|
|
|
/* E (input/output) DOUBLE PRECISION array, dimension (N) */
|
|
/* On entry, the first (N-1) entries contain the subdiagonal */
|
|
/* elements of the tridiagonal matrix T; E(N) is set to ZERO. */
|
|
|
|
/* INFO (output) INTEGER */
|
|
/* INFO = 0(default) : the matrix warrants computations preserving */
|
|
/* relative accuracy. */
|
|
/* INFO = 1 : the matrix warrants computations guaranteeing */
|
|
/* only absolute accuracy. */
|
|
|
|
/* 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 .. */
|
|
|
|
/* As a default, do NOT go for relative-accuracy preserving computations. */
|
|
/* Parameter adjustments */
|
|
--e;
|
|
--d__;
|
|
|
|
/* Function Body */
|
|
*info = 1;
|
|
safmin = dlamch_("Safe minimum");
|
|
eps = dlamch_("Precision");
|
|
smlnum = safmin / eps;
|
|
rmin = sqrt(smlnum);
|
|
/* Tests for relative accuracy */
|
|
|
|
/* Test for scaled diagonal dominance */
|
|
/* Scale the diagonal entries to one and check whether the sum of the */
|
|
/* off-diagonals is less than one */
|
|
|
|
/* The sdd relative error bounds have a 1/(1- 2*x) factor in them, */
|
|
/* x = max(OFFDIG + OFFDIG2), so when x is close to 1/2, no relative */
|
|
/* accuracy is promised. In the notation of the code fragment below, */
|
|
/* 1/(1 - (OFFDIG + OFFDIG2)) is the condition number. */
|
|
/* We don't think it is worth going into "sdd mode" unless the relative */
|
|
/* condition number is reasonable, not 1/macheps. */
|
|
/* The threshold should be compatible with other thresholds used in the */
|
|
/* code. We set OFFDIG + OFFDIG2 <= .999 =: RELCOND, it corresponds */
|
|
/* to losing at most 3 decimal digits: 1 / (1 - (OFFDIG + OFFDIG2)) <= 1000 */
|
|
/* instead of the current OFFDIG + OFFDIG2 < 1 */
|
|
|
|
yesrel = TRUE_;
|
|
offdig = 0.;
|
|
tmp = sqrt((abs(d__[1])));
|
|
if (tmp < rmin) {
|
|
yesrel = FALSE_;
|
|
}
|
|
if (! yesrel) {
|
|
goto L11;
|
|
}
|
|
i__1 = *n;
|
|
for (i__ = 2; i__ <= i__1; ++i__) {
|
|
tmp2 = sqrt((d__1 = d__[i__], abs(d__1)));
|
|
if (tmp2 < rmin) {
|
|
yesrel = FALSE_;
|
|
}
|
|
if (! yesrel) {
|
|
goto L11;
|
|
}
|
|
offdig2 = (d__1 = e[i__ - 1], abs(d__1)) / (tmp * tmp2);
|
|
if (offdig + offdig2 >= .999) {
|
|
yesrel = FALSE_;
|
|
}
|
|
if (! yesrel) {
|
|
goto L11;
|
|
}
|
|
tmp = tmp2;
|
|
offdig = offdig2;
|
|
/* L10: */
|
|
}
|
|
L11:
|
|
if (yesrel) {
|
|
*info = 0;
|
|
return 0;
|
|
} else {
|
|
}
|
|
|
|
|
|
/* *** MORE TO BE IMPLEMENTED *** */
|
|
|
|
|
|
/* Test if the lower bidiagonal matrix L from T = L D L^T */
|
|
/* (zero shift facto) is well conditioned */
|
|
|
|
|
|
/* Test if the upper bidiagonal matrix U from T = U D U^T */
|
|
/* (zero shift facto) is well conditioned. */
|
|
/* In this case, the matrix needs to be flipped and, at the end */
|
|
/* of the eigenvector computation, the flip needs to be applied */
|
|
/* to the computed eigenvectors (and the support) */
|
|
|
|
|
|
return 0;
|
|
|
|
/* END OF DLARRR */
|
|
|
|
} /* dlarrr_ */
|