441 lines
12 KiB
C
441 lines
12 KiB
C
/* slar1v.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 slar1v_(integer *n, integer *b1, integer *bn, real *
|
|
lambda, real *d__, real *l, real *ld, real *lld, real *pivmin, real *
|
|
gaptol, real *z__, logical *wantnc, integer *negcnt, real *ztz, real *
|
|
mingma, integer *r__, integer *isuppz, real *nrminv, real *resid,
|
|
real *rqcorr, real *work)
|
|
{
|
|
/* System generated locals */
|
|
integer i__1;
|
|
real r__1, r__2, r__3;
|
|
|
|
/* Builtin functions */
|
|
double sqrt(doublereal);
|
|
|
|
/* Local variables */
|
|
integer i__;
|
|
real s;
|
|
integer r1, r2;
|
|
real eps, tmp;
|
|
integer neg1, neg2, indp, inds;
|
|
real dplus;
|
|
extern doublereal slamch_(char *);
|
|
integer indlpl, indumn;
|
|
extern logical sisnan_(real *);
|
|
real 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 */
|
|
/* ======= */
|
|
|
|
/* SLAR1V 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) REAL */
|
|
/* 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) REAL array, dimension (N-1) */
|
|
/* The (n-1) subdiagonal elements of the unit bidiagonal matrix */
|
|
/* L, in elements 1 to N-1. */
|
|
|
|
/* D (input) REAL array, dimension (N) */
|
|
/* The n diagonal elements of the diagonal matrix D. */
|
|
|
|
/* LD (input) REAL array, dimension (N-1) */
|
|
/* The n-1 elements L(i)*D(i). */
|
|
|
|
/* LLD (input) REAL array, dimension (N-1) */
|
|
/* The n-1 elements L(i)*L(i)*D(i). */
|
|
|
|
/* PIVMIN (input) REAL */
|
|
/* The minimum pivot in the Sturm sequence. */
|
|
|
|
/* GAPTOL (input) REAL */
|
|
/* Tolerance that indicates when eigenvector entries are negligible */
|
|
/* w.r.t. their contribution to the residual. */
|
|
|
|
/* Z (input/output) REAL 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) REAL */
|
|
/* The square of the 2-norm of Z. */
|
|
|
|
/* MINGMA (output) REAL */
|
|
/* 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) REAL */
|
|
/* NRMINV = 1/SQRT( ZTZ ) */
|
|
|
|
/* RESID (output) REAL */
|
|
/* The residual of the FP vector. */
|
|
/* RESID = ABS( MINGMA )/SQRT( ZTZ ) */
|
|
|
|
/* RQCORR (output) REAL */
|
|
/* The Rayleigh Quotient correction to LAMBDA. */
|
|
/* RQCORR = MINGMA*TMP */
|
|
|
|
/* WORK (workspace) REAL 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 = slamch_("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.f;
|
|
} 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.f) {
|
|
++neg1;
|
|
}
|
|
work[inds + i__] = s * work[indlpl + i__] * l[i__];
|
|
s = work[inds + i__] - *lambda;
|
|
/* L50: */
|
|
}
|
|
sawnan1 = sisnan_(&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 = sisnan_(&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 (dabs(dplus) < *pivmin) {
|
|
dplus = -(*pivmin);
|
|
}
|
|
work[indlpl + i__] = ld[i__] / dplus;
|
|
if (dplus < 0.f) {
|
|
++neg1;
|
|
}
|
|
work[inds + i__] = s * work[indlpl + i__] * l[i__];
|
|
if (work[indlpl + i__] == 0.f) {
|
|
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 (dabs(dplus) < *pivmin) {
|
|
dplus = -(*pivmin);
|
|
}
|
|
work[indlpl + i__] = ld[i__] / dplus;
|
|
work[inds + i__] = s * work[indlpl + i__] * l[i__];
|
|
if (work[indlpl + i__] == 0.f) {
|
|
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.f) {
|
|
++neg2;
|
|
}
|
|
work[indumn + i__] = l[i__] * tmp;
|
|
work[indp + i__ - 1] = work[indp + i__] * tmp - *lambda;
|
|
/* L80: */
|
|
}
|
|
tmp = work[indp + r1 - 1];
|
|
sawnan2 = sisnan_(&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 (dabs(dminus) < *pivmin) {
|
|
dminus = -(*pivmin);
|
|
}
|
|
tmp = d__[i__] / dminus;
|
|
if (dminus < 0.f) {
|
|
++neg2;
|
|
}
|
|
work[indumn + i__] = l[i__] * tmp;
|
|
work[indp + i__ - 1] = work[indp + i__] * tmp - *lambda;
|
|
if (tmp == 0.f) {
|
|
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.f) {
|
|
++neg1;
|
|
}
|
|
if (*wantnc) {
|
|
*negcnt = neg1 + neg2;
|
|
} else {
|
|
*negcnt = -1;
|
|
}
|
|
if (dabs(*mingma) == 0.f) {
|
|
*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.f) {
|
|
tmp = eps * work[inds + i__];
|
|
}
|
|
if (dabs(tmp) <= dabs(*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.f;
|
|
*ztz = 1.f;
|
|
|
|
/* 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 (((r__1 = z__[i__], dabs(r__1)) + (r__2 = z__[i__ + 1], dabs(
|
|
r__2))) * (r__3 = ld[i__], dabs(r__3)) < *gaptol) {
|
|
z__[i__] = 0.f;
|
|
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.f) {
|
|
z__[i__] = -(ld[i__ + 1] / ld[i__]) * z__[i__ + 2];
|
|
} else {
|
|
z__[i__] = -(work[indlpl + i__] * z__[i__ + 1]);
|
|
}
|
|
if (((r__1 = z__[i__], dabs(r__1)) + (r__2 = z__[i__ + 1], dabs(
|
|
r__2))) * (r__3 = ld[i__], dabs(r__3)) < *gaptol) {
|
|
z__[i__] = 0.f;
|
|
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 (((r__1 = z__[i__], dabs(r__1)) + (r__2 = z__[i__ + 1], dabs(
|
|
r__2))) * (r__3 = ld[i__], dabs(r__3)) < *gaptol) {
|
|
z__[i__ + 1] = 0.f;
|
|
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.f) {
|
|
z__[i__ + 1] = -(ld[i__ - 1] / ld[i__]) * z__[i__ - 1];
|
|
} else {
|
|
z__[i__ + 1] = -(work[indumn + i__] * z__[i__]);
|
|
}
|
|
if (((r__1 = z__[i__], dabs(r__1)) + (r__2 = z__[i__ + 1], dabs(
|
|
r__2))) * (r__3 = ld[i__], dabs(r__3)) < *gaptol) {
|
|
z__[i__ + 1] = 0.f;
|
|
isuppz[2] = i__;
|
|
goto L280;
|
|
}
|
|
*ztz += z__[i__ + 1] * z__[i__ + 1];
|
|
/* L270: */
|
|
}
|
|
L280:
|
|
;
|
|
}
|
|
|
|
/* Compute quantities for convergence test */
|
|
|
|
tmp = 1.f / *ztz;
|
|
*nrminv = sqrt(tmp);
|
|
*resid = dabs(*mingma) * *nrminv;
|
|
*rqcorr = *mingma * tmp;
|
|
|
|
|
|
return 0;
|
|
|
|
/* End of SLAR1V */
|
|
|
|
} /* slar1v_ */
|