533 lines
15 KiB
C
533 lines
15 KiB
C
/* dlaed2.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "clapack.h"
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/* Table of constant values */
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static doublereal c_b3 = -1.;
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static integer c__1 = 1;
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/* Subroutine */ int dlaed2_(integer *k, integer *n, integer *n1, doublereal *
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d__, doublereal *q, integer *ldq, integer *indxq, doublereal *rho,
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doublereal *z__, doublereal *dlamda, doublereal *w, doublereal *q2,
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integer *indx, integer *indxc, integer *indxp, integer *coltyp,
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integer *info)
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{
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/* System generated locals */
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integer q_dim1, q_offset, i__1, i__2;
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doublereal d__1, d__2, d__3, d__4;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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doublereal c__;
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integer i__, j;
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doublereal s, t;
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integer k2, n2, ct, nj, pj, js, iq1, iq2, n1p1;
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doublereal eps, tau, tol;
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integer psm[4], imax, jmax;
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extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
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doublereal *, integer *, doublereal *, doublereal *);
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integer ctot[4];
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
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integer *), dcopy_(integer *, doublereal *, integer *, doublereal
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*, integer *);
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extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
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extern integer idamax_(integer *, doublereal *, integer *);
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extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *,
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integer *, integer *, integer *), dlacpy_(char *, integer *,
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integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
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/* -- LAPACK routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* DLAED2 merges the two sets of eigenvalues together into a single */
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/* sorted set. Then it tries to deflate the size of the problem. */
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/* There are two ways in which deflation can occur: when two or more */
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/* eigenvalues are close together or if there is a tiny entry in the */
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/* Z vector. For each such occurrence the order of the related secular */
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/* equation problem is reduced by one. */
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/* Arguments */
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/* ========= */
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/* K (output) INTEGER */
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/* The number of non-deflated eigenvalues, and the order of the */
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/* related secular equation. 0 <= K <=N. */
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/* N (input) INTEGER */
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/* The dimension of the symmetric tridiagonal matrix. N >= 0. */
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/* N1 (input) INTEGER */
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/* The location of the last eigenvalue in the leading sub-matrix. */
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/* min(1,N) <= N1 <= N/2. */
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/* D (input/output) DOUBLE PRECISION array, dimension (N) */
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/* On entry, D contains the eigenvalues of the two submatrices to */
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/* be combined. */
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/* On exit, D contains the trailing (N-K) updated eigenvalues */
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/* (those which were deflated) sorted into increasing order. */
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/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */
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/* On entry, Q contains the eigenvectors of two submatrices in */
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/* the two square blocks with corners at (1,1), (N1,N1) */
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/* and (N1+1, N1+1), (N,N). */
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/* On exit, Q contains the trailing (N-K) updated eigenvectors */
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/* (those which were deflated) in its last N-K columns. */
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/* LDQ (input) INTEGER */
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/* The leading dimension of the array Q. LDQ >= max(1,N). */
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/* INDXQ (input/output) INTEGER array, dimension (N) */
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/* The permutation which separately sorts the two sub-problems */
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/* in D into ascending order. Note that elements in the second */
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/* half of this permutation must first have N1 added to their */
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/* values. Destroyed on exit. */
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/* RHO (input/output) DOUBLE PRECISION */
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/* On entry, the off-diagonal element associated with the rank-1 */
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/* cut which originally split the two submatrices which are now */
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/* being recombined. */
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/* On exit, RHO has been modified to the value required by */
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/* DLAED3. */
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/* Z (input) DOUBLE PRECISION array, dimension (N) */
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/* On entry, Z contains the updating vector (the last */
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/* row of the first sub-eigenvector matrix and the first row of */
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/* the second sub-eigenvector matrix). */
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/* On exit, the contents of Z have been destroyed by the updating */
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/* process. */
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/* DLAMDA (output) DOUBLE PRECISION array, dimension (N) */
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/* A copy of the first K eigenvalues which will be used by */
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/* DLAED3 to form the secular equation. */
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/* W (output) DOUBLE PRECISION array, dimension (N) */
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/* The first k values of the final deflation-altered z-vector */
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/* which will be passed to DLAED3. */
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/* Q2 (output) DOUBLE PRECISION array, dimension (N1**2+(N-N1)**2) */
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/* A copy of the first K eigenvectors which will be used by */
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/* DLAED3 in a matrix multiply (DGEMM) to solve for the new */
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/* eigenvectors. */
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/* INDX (workspace) INTEGER array, dimension (N) */
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/* The permutation used to sort the contents of DLAMDA into */
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/* ascending order. */
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/* INDXC (output) INTEGER array, dimension (N) */
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/* The permutation used to arrange the columns of the deflated */
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/* Q matrix into three groups: the first group contains non-zero */
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/* elements only at and above N1, the second contains */
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/* non-zero elements only below N1, and the third is dense. */
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/* INDXP (workspace) INTEGER array, dimension (N) */
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/* The permutation used to place deflated values of D at the end */
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/* of the array. INDXP(1:K) points to the nondeflated D-values */
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/* and INDXP(K+1:N) points to the deflated eigenvalues. */
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/* COLTYP (workspace/output) INTEGER array, dimension (N) */
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/* During execution, a label which will indicate which of the */
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/* following types a column in the Q2 matrix is: */
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/* 1 : non-zero in the upper half only; */
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/* 2 : dense; */
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/* 3 : non-zero in the lower half only; */
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/* 4 : deflated. */
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/* On exit, COLTYP(i) is the number of columns of type i, */
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/* for i=1 to 4 only. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit. */
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/* < 0: if INFO = -i, the i-th argument had an illegal value. */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Jeff Rutter, Computer Science Division, University of California */
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/* at Berkeley, USA */
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/* Modified by Francoise Tisseur, University of Tennessee. */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Arrays .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input parameters. */
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/* Parameter adjustments */
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--d__;
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q_dim1 = *ldq;
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q_offset = 1 + q_dim1;
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q -= q_offset;
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--indxq;
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--z__;
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--dlamda;
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--w;
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--q2;
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--indx;
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--indxc;
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--indxp;
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--coltyp;
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/* Function Body */
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*info = 0;
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if (*n < 0) {
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*info = -2;
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} else if (*ldq < max(1,*n)) {
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*info = -6;
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} else /* if(complicated condition) */ {
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/* Computing MIN */
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i__1 = 1, i__2 = *n / 2;
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if (min(i__1,i__2) > *n1 || *n / 2 < *n1) {
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*info = -3;
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}
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DLAED2", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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n2 = *n - *n1;
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n1p1 = *n1 + 1;
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if (*rho < 0.) {
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dscal_(&n2, &c_b3, &z__[n1p1], &c__1);
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}
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/* Normalize z so that norm(z) = 1. Since z is the concatenation of */
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/* two normalized vectors, norm2(z) = sqrt(2). */
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t = 1. / sqrt(2.);
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dscal_(n, &t, &z__[1], &c__1);
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/* RHO = ABS( norm(z)**2 * RHO ) */
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*rho = (d__1 = *rho * 2., abs(d__1));
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/* Sort the eigenvalues into increasing order */
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i__1 = *n;
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for (i__ = n1p1; i__ <= i__1; ++i__) {
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indxq[i__] += *n1;
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/* L10: */
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}
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/* re-integrate the deflated parts from the last pass */
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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dlamda[i__] = d__[indxq[i__]];
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/* L20: */
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}
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dlamrg_(n1, &n2, &dlamda[1], &c__1, &c__1, &indxc[1]);
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i__1 = *n;
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for (i__ = 1; i__ <= i__1; ++i__) {
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indx[i__] = indxq[indxc[i__]];
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/* L30: */
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}
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/* Calculate the allowable deflation tolerance */
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imax = idamax_(n, &z__[1], &c__1);
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jmax = idamax_(n, &d__[1], &c__1);
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eps = dlamch_("Epsilon");
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/* Computing MAX */
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d__3 = (d__1 = d__[jmax], abs(d__1)), d__4 = (d__2 = z__[imax], abs(d__2))
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;
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tol = eps * 8. * max(d__3,d__4);
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/* If the rank-1 modifier is small enough, no more needs to be done */
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/* except to reorganize Q so that its columns correspond with the */
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/* elements in D. */
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if (*rho * (d__1 = z__[imax], abs(d__1)) <= tol) {
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*k = 0;
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iq2 = 1;
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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i__ = indx[j];
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dcopy_(n, &q[i__ * q_dim1 + 1], &c__1, &q2[iq2], &c__1);
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dlamda[j] = d__[i__];
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iq2 += *n;
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/* L40: */
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}
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dlacpy_("A", n, n, &q2[1], n, &q[q_offset], ldq);
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dcopy_(n, &dlamda[1], &c__1, &d__[1], &c__1);
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goto L190;
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}
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/* If there are multiple eigenvalues then the problem deflates. Here */
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/* the number of equal eigenvalues are found. As each equal */
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/* eigenvalue is found, an elementary reflector is computed to rotate */
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/* the corresponding eigensubspace so that the corresponding */
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/* components of Z are zero in this new basis. */
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i__1 = *n1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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coltyp[i__] = 1;
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/* L50: */
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}
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i__1 = *n;
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for (i__ = n1p1; i__ <= i__1; ++i__) {
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coltyp[i__] = 3;
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/* L60: */
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}
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*k = 0;
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k2 = *n + 1;
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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nj = indx[j];
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if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) {
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/* Deflate due to small z component. */
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--k2;
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coltyp[nj] = 4;
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indxp[k2] = nj;
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if (j == *n) {
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goto L100;
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}
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} else {
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pj = nj;
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goto L80;
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}
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/* L70: */
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}
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L80:
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++j;
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nj = indx[j];
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if (j > *n) {
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goto L100;
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}
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if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) {
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/* Deflate due to small z component. */
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--k2;
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coltyp[nj] = 4;
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indxp[k2] = nj;
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} else {
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/* Check if eigenvalues are close enough to allow deflation. */
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s = z__[pj];
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c__ = z__[nj];
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/* Find sqrt(a**2+b**2) without overflow or */
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/* destructive underflow. */
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tau = dlapy2_(&c__, &s);
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t = d__[nj] - d__[pj];
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c__ /= tau;
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s = -s / tau;
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if ((d__1 = t * c__ * s, abs(d__1)) <= tol) {
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/* Deflation is possible. */
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z__[nj] = tau;
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z__[pj] = 0.;
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if (coltyp[nj] != coltyp[pj]) {
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coltyp[nj] = 2;
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}
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coltyp[pj] = 4;
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drot_(n, &q[pj * q_dim1 + 1], &c__1, &q[nj * q_dim1 + 1], &c__1, &
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c__, &s);
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/* Computing 2nd power */
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d__1 = c__;
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/* Computing 2nd power */
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d__2 = s;
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t = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2);
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/* Computing 2nd power */
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d__1 = s;
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/* Computing 2nd power */
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d__2 = c__;
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d__[nj] = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2);
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d__[pj] = t;
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--k2;
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i__ = 1;
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L90:
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if (k2 + i__ <= *n) {
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if (d__[pj] < d__[indxp[k2 + i__]]) {
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indxp[k2 + i__ - 1] = indxp[k2 + i__];
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indxp[k2 + i__] = pj;
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++i__;
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goto L90;
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} else {
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indxp[k2 + i__ - 1] = pj;
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}
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} else {
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indxp[k2 + i__ - 1] = pj;
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}
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pj = nj;
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} else {
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++(*k);
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dlamda[*k] = d__[pj];
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w[*k] = z__[pj];
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indxp[*k] = pj;
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pj = nj;
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}
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}
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goto L80;
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L100:
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/* Record the last eigenvalue. */
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++(*k);
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dlamda[*k] = d__[pj];
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w[*k] = z__[pj];
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indxp[*k] = pj;
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/* Count up the total number of the various types of columns, then */
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/* form a permutation which positions the four column types into */
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/* four uniform groups (although one or more of these groups may be */
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/* empty). */
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for (j = 1; j <= 4; ++j) {
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ctot[j - 1] = 0;
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/* L110: */
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}
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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ct = coltyp[j];
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++ctot[ct - 1];
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/* L120: */
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}
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/* PSM(*) = Position in SubMatrix (of types 1 through 4) */
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psm[0] = 1;
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psm[1] = ctot[0] + 1;
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psm[2] = psm[1] + ctot[1];
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psm[3] = psm[2] + ctot[2];
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*k = *n - ctot[3];
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/* Fill out the INDXC array so that the permutation which it induces */
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/* will place all type-1 columns first, all type-2 columns next, */
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/* then all type-3's, and finally all type-4's. */
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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js = indxp[j];
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ct = coltyp[js];
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indx[psm[ct - 1]] = js;
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indxc[psm[ct - 1]] = j;
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++psm[ct - 1];
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/* L130: */
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}
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/* Sort the eigenvalues and corresponding eigenvectors into DLAMDA */
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/* and Q2 respectively. The eigenvalues/vectors which were not */
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/* deflated go into the first K slots of DLAMDA and Q2 respectively, */
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/* while those which were deflated go into the last N - K slots. */
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i__ = 1;
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iq1 = 1;
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iq2 = (ctot[0] + ctot[1]) * *n1 + 1;
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i__1 = ctot[0];
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for (j = 1; j <= i__1; ++j) {
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js = indx[i__];
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dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1);
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z__[i__] = d__[js];
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++i__;
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iq1 += *n1;
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/* L140: */
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}
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i__1 = ctot[1];
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for (j = 1; j <= i__1; ++j) {
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js = indx[i__];
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dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1);
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dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1);
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z__[i__] = d__[js];
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++i__;
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iq1 += *n1;
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iq2 += n2;
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/* L150: */
|
|
}
|
|
|
|
i__1 = ctot[2];
|
|
for (j = 1; j <= i__1; ++j) {
|
|
js = indx[i__];
|
|
dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1);
|
|
z__[i__] = d__[js];
|
|
++i__;
|
|
iq2 += n2;
|
|
/* L160: */
|
|
}
|
|
|
|
iq1 = iq2;
|
|
i__1 = ctot[3];
|
|
for (j = 1; j <= i__1; ++j) {
|
|
js = indx[i__];
|
|
dcopy_(n, &q[js * q_dim1 + 1], &c__1, &q2[iq2], &c__1);
|
|
iq2 += *n;
|
|
z__[i__] = d__[js];
|
|
++i__;
|
|
/* L170: */
|
|
}
|
|
|
|
/* The deflated eigenvalues and their corresponding vectors go back */
|
|
/* into the last N - K slots of D and Q respectively. */
|
|
|
|
dlacpy_("A", n, &ctot[3], &q2[iq1], n, &q[(*k + 1) * q_dim1 + 1], ldq);
|
|
i__1 = *n - *k;
|
|
dcopy_(&i__1, &z__[*k + 1], &c__1, &d__[*k + 1], &c__1);
|
|
|
|
/* Copy CTOT into COLTYP for referencing in DLAED3. */
|
|
|
|
for (j = 1; j <= 4; ++j) {
|
|
coltyp[j] = ctot[j - 1];
|
|
/* L180: */
|
|
}
|
|
|
|
L190:
|
|
return 0;
|
|
|
|
/* End of DLAED2 */
|
|
|
|
} /* dlaed2_ */
|