コード例 #1
0
ファイル: sstemr.c プロジェクト: CJACQUEL/flash-opencv
/* Subroutine */ int sstemr_(char *jobz, char *range, integer *n, real *d__, 
	real *e, real *vl, real *vu, integer *il, integer *iu, integer *m, 
	real *w, real *z__, integer *ldz, integer *nzc, integer *isuppz, 
	logical *tryrac, real *work, integer *lwork, integer *iwork, integer *
	liwork, integer *info)
{
    /* System generated locals */
    integer z_dim1, z_offset, i__1, i__2;
    real r__1, r__2;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__, j;
    real r1, r2;
    integer jj;
    real cs;
    integer in;
    real sn, wl, wu;
    integer iil, iiu;
    real eps, tmp;
    integer indd, iend, jblk, wend;
    real rmin, rmax;
    integer itmp;
    real tnrm;
    integer inde2;
    extern /* Subroutine */ int slae2_(real *, real *, real *, real *, real *)
	    ;
    integer itmp2;
    real rtol1, rtol2, scale;
    integer indgp;
    extern logical lsame_(char *, char *);
    integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    integer iindw, ilast, lwmin;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), sswap_(integer *, real *, integer *, real *, integer *
);
    logical wantz;
    extern /* Subroutine */ int slaev2_(real *, real *, real *, real *, real *
, real *, real *);
    logical alleig;
    integer ibegin;
    logical indeig;
    integer iindbl;
    logical valeig;
    extern doublereal slamch_(char *);
    integer wbegin;
    real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real bignum;
    integer inderr, iindwk, indgrs, offset;
    extern /* Subroutine */ int slarrc_(char *, integer *, real *, real *, 
	    real *, real *, real *, integer *, integer *, integer *, integer *
), slarre_(char *, integer *, real *, real *, integer *, 
	    integer *, real *, real *, real *, real *, real *, real *, 
	    integer *, integer *, integer *, real *, real *, real *, integer *
, integer *, real *, real *, real *, integer *, integer *)
	    ;
    real thresh;
    integer iinspl, indwrk, ifirst, liwmin, nzcmin;
    real pivmin;
    extern doublereal slanst_(char *, integer *, real *, real *);
    extern /* Subroutine */ int slarrj_(integer *, real *, real *, integer *, 
	    integer *, real *, integer *, real *, real *, real *, integer *, 
	    real *, real *, integer *), slarrr_(integer *, real *, real *, 
	    integer *);
    integer nsplit;
    extern /* Subroutine */ int slarrv_(integer *, real *, real *, real *, 
	    real *, real *, integer *, integer *, integer *, integer *, real *
, real *, real *, real *, real *, real *, integer *, integer *, 
	    real *, real *, integer *, integer *, real *, integer *, integer *
);
    real smlnum;
    extern /* Subroutine */ int slasrt_(char *, integer *, real *, integer *);
    logical lquery, zquery;


/*  -- LAPACK computational routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SSTEMR computes selected eigenvalues and, optionally, eigenvectors */
/*  of a real symmetric tridiagonal matrix T. Any such unreduced matrix has */
/*  a well defined set of pairwise different real eigenvalues, the corresponding */
/*  real eigenvectors are pairwise orthogonal. */

/*  The spectrum may be computed either completely or partially by specifying */
/*  either an interval (VL,VU] or a range of indices IL:IU for the desired */
/*  eigenvalues. */

/*  Depending on the number of desired eigenvalues, these are computed either */
/*  by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are */
/*  computed by the use of various suitable L D L^T factorizations near clusters */
/*  of close eigenvalues (referred to as RRRs, Relatively Robust */
/*  Representations). An informal sketch of the algorithm follows. */

/*  For each unreduced block (submatrix) of T, */
/*     (a) Compute T - sigma I  = L D L^T, so that L and D */
/*         define all the wanted eigenvalues to high relative accuracy. */
/*         This means that small relative changes in the entries of D and L */
/*         cause only small relative changes in the eigenvalues and */
/*         eigenvectors. The standard (unfactored) representation of the */
/*         tridiagonal matrix T does not have this property in general. */
/*     (b) Compute the eigenvalues to suitable accuracy. */
/*         If the eigenvectors are desired, the algorithm attains full */
/*         accuracy of the computed eigenvalues only right before */
/*         the corresponding vectors have to be computed, see steps c) and d). */
/*     (c) For each cluster of close eigenvalues, select a new */
/*         shift close to the cluster, find a new factorization, and refine */
/*         the shifted eigenvalues to suitable accuracy. */
/*     (d) For each eigenvalue with a large enough relative separation compute */
/*         the corresponding eigenvector by forming a rank revealing twisted */
/*         factorization. Go back to (c) for any clusters that remain. */

/*  For more details, see: */
/*  - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations */
/*    to compute orthogonal eigenvectors of symmetric tridiagonal matrices," */
/*    Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. */
/*  - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and */
/*    Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, */
/*    2004.  Also LAPACK Working Note 154. */
/*  - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric */
/*    tridiagonal eigenvalue/eigenvector problem", */
/*    Computer Science Division Technical Report No. UCB/CSD-97-971, */
/*    UC Berkeley, May 1997. */

/*  Notes: */
/*  1.SSTEMR works only on machines which follow IEEE-754 */
/*  floating-point standard in their handling of infinities and NaNs. */
/*  This permits the use of efficient inner loops avoiding a check for */
/*  zero divisors. */

/*  Arguments */
/*  ========= */

/*  JOBZ    (input) CHARACTER*1 */
/*          = 'N':  Compute eigenvalues only; */
/*          = 'V':  Compute eigenvalues and eigenvectors. */

/*  RANGE   (input) CHARACTER*1 */
/*          = 'A': all eigenvalues will be found. */
/*          = 'V': all eigenvalues in the half-open interval (VL,VU] */
/*                 will be found. */
/*          = 'I': the IL-th through IU-th eigenvalues will be found. */

/*  N       (input) INTEGER */
/*          The order of the matrix.  N >= 0. */

/*  D       (input/output) REAL array, dimension (N) */
/*          On entry, the N diagonal elements of the tridiagonal matrix */
/*          T. On exit, D is overwritten. */

/*  E       (input/output) REAL array, dimension (N) */
/*          On entry, the (N-1) subdiagonal elements of the tridiagonal */
/*          matrix T in elements 1 to N-1 of E. E(N) need not be set on */
/*          input, but is used internally as workspace. */
/*          On exit, E is overwritten. */

/*  VL      (input) REAL */
/*  VU      (input) REAL */
/*          If RANGE='V', the lower and upper bounds of the interval to */
/*          be searched for eigenvalues. VL < VU. */
/*          Not referenced if RANGE = 'A' or 'I'. */

/*  IL      (input) INTEGER */
/*  IU      (input) INTEGER */
/*          If RANGE='I', the indices (in ascending order) of the */
/*          smallest and largest eigenvalues to be returned. */
/*          1 <= IL <= IU <= N, if N > 0. */
/*          Not referenced if RANGE = 'A' or 'V'. */

/*  M       (output) INTEGER */
/*          The total number of eigenvalues found.  0 <= M <= N. */
/*          If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. */

/*  W       (output) REAL array, dimension (N) */
/*          The first M elements contain the selected eigenvalues in */
/*          ascending order. */

/*  Z       (output) REAL array, dimension (LDZ, max(1,M) ) */
/*          If JOBZ = 'V', and if INFO = 0, then the first M columns of Z */
/*          contain the orthonormal eigenvectors of the matrix T */
/*          corresponding to the selected eigenvalues, with the i-th */
/*          column of Z holding the eigenvector associated with W(i). */
/*          If JOBZ = 'N', then Z is not referenced. */
/*          Note: the user must ensure that at least max(1,M) columns are */
/*          supplied in the array Z; if RANGE = 'V', the exact value of M */
/*          is not known in advance and can be computed with a workspace */
/*          query by setting NZC = -1, see below. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z.  LDZ >= 1, and if */
/*          JOBZ = 'V', then LDZ >= max(1,N). */

/*  NZC     (input) INTEGER */
/*          The number of eigenvectors to be held in the array Z. */
/*          If RANGE = 'A', then NZC >= max(1,N). */
/*          If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU]. */
/*          If RANGE = 'I', then NZC >= IU-IL+1. */
/*          If NZC = -1, then a workspace query is assumed; the */
/*          routine calculates the number of columns of the array Z that */
/*          are needed to hold the eigenvectors. */
/*          This value is returned as the first entry of the Z array, and */
/*          no error message related to NZC is issued by XERBLA. */

/*  ISUPPZ  (output) INTEGER ARRAY, dimension ( 2*max(1,M) ) */
/*          The support of the eigenvectors in Z, i.e., the indices */
/*          indicating the nonzero elements in Z. The i-th computed eigenvector */
/*          is nonzero only in elements ISUPPZ( 2*i-1 ) through */
/*          ISUPPZ( 2*i ). This is relevant in the case when the matrix */
/*          is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0. */

/*  TRYRAC  (input/output) LOGICAL */
/*          If TRYRAC.EQ..TRUE., indicates that the code should check whether */
/*          the tridiagonal matrix defines its eigenvalues to high relative */
/*          accuracy.  If so, the code uses relative-accuracy preserving */
/*          algorithms that might be (a bit) slower depending on the matrix. */
/*          If the matrix does not define its eigenvalues to high relative */
/*          accuracy, the code can uses possibly faster algorithms. */
/*          If TRYRAC.EQ..FALSE., the code is not required to guarantee */
/*          relatively accurate eigenvalues and can use the fastest possible */
/*          techniques. */
/*          On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix */
/*          does not define its eigenvalues to high relative accuracy. */

/*  WORK    (workspace/output) REAL array, dimension (LWORK) */
/*          On exit, if INFO = 0, WORK(1) returns the optimal */
/*          (and minimal) LWORK. */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. LWORK >= max(1,18*N) */
/*          if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'. */
/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal size of the WORK array, returns */
/*          this value as the first entry of the WORK array, and no error */
/*          message related to LWORK is issued by XERBLA. */

/*  IWORK   (workspace/output) INTEGER array, dimension (LIWORK) */
/*          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK. */

/*  LIWORK  (input) INTEGER */
/*          The dimension of the array IWORK.  LIWORK >= max(1,10*N) */
/*          if the eigenvectors are desired, and LIWORK >= max(1,8*N) */
/*          if only the eigenvalues are to be computed. */
/*          If LIWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal size of the IWORK array, */
/*          returns this value as the first entry of the IWORK array, and */
/*          no error message related to LIWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          On exit, INFO */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  if INFO = 1X, internal error in SLARRE, */
/*                if INFO = 2X, internal error in SLARRV. */
/*                Here, the digit X = ABS( IINFO ) < 10, where IINFO is */
/*                the nonzero error code returned by SLARRE or */
/*                SLARRV, respectively. */


/*  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 .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --d__;
    --e;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    --isuppz;
    --work;
    --iwork;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    alleig = lsame_(range, "A");
    valeig = lsame_(range, "V");
    indeig = lsame_(range, "I");

    lquery = *lwork == -1 || *liwork == -1;
    zquery = *nzc == -1;
/*     SSTEMR needs WORK of size 6*N, IWORK of size 3*N. */
/*     In addition, SLARRE needs WORK of size 6*N, IWORK of size 5*N. */
/*     Furthermore, SLARRV needs WORK of size 12*N, IWORK of size 7*N. */
    if (wantz) {
	lwmin = *n * 18;
	liwmin = *n * 10;
    } else {
/*        need less workspace if only the eigenvalues are wanted */
	lwmin = *n * 12;
	liwmin = *n << 3;
    }
    wl = 0.f;
    wu = 0.f;
    iil = 0;
    iiu = 0;
    if (valeig) {
/*        We do not reference VL, VU in the cases RANGE = 'I','A' */
/*        The interval (WL, WU] contains all the wanted eigenvalues. */
/*        It is either given by the user or computed in SLARRE. */
	wl = *vl;
	wu = *vu;
    } else if (indeig) {
/*        We do not reference IL, IU in the cases RANGE = 'V','A' */
	iil = *il;
	iiu = *iu;
    }

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
	*info = -1;
    } else if (! (alleig || valeig || indeig)) {
	*info = -2;
    } else if (*n < 0) {
	*info = -3;
    } else if (valeig && *n > 0 && wu <= wl) {
	*info = -7;
    } else if (indeig && (iil < 1 || iil > *n)) {
	*info = -8;
    } else if (indeig && (iiu < iil || iiu > *n)) {
	*info = -9;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
	*info = -13;
    } else if (*lwork < lwmin && ! lquery) {
	*info = -17;
    } else if (*liwork < liwmin && ! lquery) {
	*info = -19;
    }

/*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
/* Computing MIN */
    r__1 = sqrt(bignum), r__2 = 1.f / sqrt(sqrt(safmin));
    rmax = dmin(r__1,r__2);

    if (*info == 0) {
	work[1] = (real) lwmin;
	iwork[1] = liwmin;

	if (wantz && alleig) {
	    nzcmin = *n;
	} else if (wantz && valeig) {
	    slarrc_("T", n, vl, vu, &d__[1], &e[1], &safmin, &nzcmin, &itmp, &
		    itmp2, info);
	} else if (wantz && indeig) {
	    nzcmin = iiu - iil + 1;
	} else {
/*           WANTZ .EQ. FALSE. */
	    nzcmin = 0;
	}
	if (zquery && *info == 0) {
	    z__[z_dim1 + 1] = (real) nzcmin;
	} else if (*nzc < nzcmin && ! zquery) {
	    *info = -14;
	}
    }
    if (*info != 0) {

	i__1 = -(*info);
	xerbla_("SSTEMR", &i__1);

	return 0;
    } else if (lquery || zquery) {
	return 0;
    }

/*     Handle N = 0, 1, and 2 cases immediately */

    *m = 0;
    if (*n == 0) {
	return 0;
    }

    if (*n == 1) {
	if (alleig || indeig) {
	    *m = 1;
	    w[1] = d__[1];
	} else {
	    if (wl < d__[1] && wu >= d__[1]) {
		*m = 1;
		w[1] = d__[1];
	    }
	}
	if (wantz && ! zquery) {
	    z__[z_dim1 + 1] = 1.f;
	    isuppz[1] = 1;
	    isuppz[2] = 1;
	}
	return 0;
    }

    if (*n == 2) {
	if (! wantz) {
	    slae2_(&d__[1], &e[1], &d__[2], &r1, &r2);
	} else if (wantz && ! zquery) {
	    slaev2_(&d__[1], &e[1], &d__[2], &r1, &r2, &cs, &sn);
	}
	if (alleig || valeig && r2 > wl && r2 <= wu || indeig && iil == 1) {
	    ++(*m);
	    w[*m] = r2;
	    if (wantz && ! zquery) {
		z__[*m * z_dim1 + 1] = -sn;
		z__[*m * z_dim1 + 2] = cs;
/*              Note: At most one of SN and CS can be zero. */
		if (sn != 0.f) {
		    if (cs != 0.f) {
			isuppz[(*m << 1) - 1] = 1;
			isuppz[(*m << 1) - 1] = 2;
		    } else {
			isuppz[(*m << 1) - 1] = 1;
			isuppz[(*m << 1) - 1] = 1;
		    }
		} else {
		    isuppz[(*m << 1) - 1] = 2;
		    isuppz[*m * 2] = 2;
		}
	    }
	}
	if (alleig || valeig && r1 > wl && r1 <= wu || indeig && iiu == 2) {
	    ++(*m);
	    w[*m] = r1;
	    if (wantz && ! zquery) {
		z__[*m * z_dim1 + 1] = cs;
		z__[*m * z_dim1 + 2] = sn;
/*              Note: At most one of SN and CS can be zero. */
		if (sn != 0.f) {
		    if (cs != 0.f) {
			isuppz[(*m << 1) - 1] = 1;
			isuppz[(*m << 1) - 1] = 2;
		    } else {
			isuppz[(*m << 1) - 1] = 1;
			isuppz[(*m << 1) - 1] = 1;
		    }
		} else {
		    isuppz[(*m << 1) - 1] = 2;
		    isuppz[*m * 2] = 2;
		}
	    }
	}
	return 0;
    }
/*     Continue with general N */
    indgrs = 1;
    inderr = (*n << 1) + 1;
    indgp = *n * 3 + 1;
    indd = (*n << 2) + 1;
    inde2 = *n * 5 + 1;
    indwrk = *n * 6 + 1;

    iinspl = 1;
    iindbl = *n + 1;
    iindw = (*n << 1) + 1;
    iindwk = *n * 3 + 1;

/*     Scale matrix to allowable range, if necessary. */
/*     The allowable range is related to the PIVMIN parameter; see the */
/*     comments in SLARRD.  The preference for scaling small values */
/*     up is heuristic; we expect users' matrices not to be close to the */
/*     RMAX threshold. */

    scale = 1.f;
    tnrm = slanst_("M", n, &d__[1], &e[1]);
    if (tnrm > 0.f && tnrm < rmin) {
	scale = rmin / tnrm;
    } else if (tnrm > rmax) {
	scale = rmax / tnrm;
    }
    if (scale != 1.f) {
	sscal_(n, &scale, &d__[1], &c__1);
	i__1 = *n - 1;
	sscal_(&i__1, &scale, &e[1], &c__1);
	tnrm *= scale;
	if (valeig) {
/*           If eigenvalues in interval have to be found, */
/*           scale (WL, WU] accordingly */
	    wl *= scale;
	    wu *= scale;
	}
    }

/*     Compute the desired eigenvalues of the tridiagonal after splitting */
/*     into smaller subblocks if the corresponding off-diagonal elements */
/*     are small */
/*     THRESH is the splitting parameter for SLARRE */
/*     A negative THRESH forces the old splitting criterion based on the */
/*     size of the off-diagonal. A positive THRESH switches to splitting */
/*     which preserves relative accuracy. */

    if (*tryrac) {
/*        Test whether the matrix warrants the more expensive relative approach. */
	slarrr_(n, &d__[1], &e[1], &iinfo);
    } else {
/*        The user does not care about relative accurately eigenvalues */
	iinfo = -1;
    }
/*     Set the splitting criterion */
    if (iinfo == 0) {
	thresh = eps;
    } else {
	thresh = -eps;
/*        relative accuracy is desired but T does not guarantee it */
	*tryrac = FALSE_;
    }

    if (*tryrac) {
/*        Copy original diagonal, needed to guarantee relative accuracy */
	scopy_(n, &d__[1], &c__1, &work[indd], &c__1);
    }
/*     Store the squares of the offdiagonal values of T */
    i__1 = *n - 1;
    for (j = 1; j <= i__1; ++j) {
/* Computing 2nd power */
	r__1 = e[j];
	work[inde2 + j - 1] = r__1 * r__1;
/* L5: */
    }
/*     Set the tolerance parameters for bisection */
    if (! wantz) {
/*        SLARRE computes the eigenvalues to full precision. */
	rtol1 = eps * 4.f;
	rtol2 = eps * 4.f;
    } else {
/*        SLARRE computes the eigenvalues to less than full precision. */
/*        SLARRV will refine the eigenvalue approximations, and we can */
/*        need less accurate initial bisection in SLARRE. */
/*        Note: these settings do only affect the subset case and SLARRE */
/* Computing MAX */
	r__1 = sqrt(eps) * .05f, r__2 = eps * 4.f;
	rtol1 = dmax(r__1,r__2);
/* Computing MAX */
	r__1 = sqrt(eps) * .005f, r__2 = eps * 4.f;
	rtol2 = dmax(r__1,r__2);
    }
    slarre_(range, n, &wl, &wu, &iil, &iiu, &d__[1], &e[1], &work[inde2], &
	    rtol1, &rtol2, &thresh, &nsplit, &iwork[iinspl], m, &w[1], &work[
	    inderr], &work[indgp], &iwork[iindbl], &iwork[iindw], &work[
	    indgrs], &pivmin, &work[indwrk], &iwork[iindwk], &iinfo);
    if (iinfo != 0) {
	*info = abs(iinfo) + 10;
	return 0;
    }
/*     Note that if RANGE .NE. 'V', SLARRE computes bounds on the desired */
/*     part of the spectrum. All desired eigenvalues are contained in */
/*     (WL,WU] */
    if (wantz) {

/*        Compute the desired eigenvectors corresponding to the computed */
/*        eigenvalues */

	slarrv_(n, &wl, &wu, &d__[1], &e[1], &pivmin, &iwork[iinspl], m, &
		c__1, m, &c_b18, &rtol1, &rtol2, &w[1], &work[inderr], &work[
		indgp], &iwork[iindbl], &iwork[iindw], &work[indgrs], &z__[
		z_offset], ldz, &isuppz[1], &work[indwrk], &iwork[iindwk], &
		iinfo);
	if (iinfo != 0) {
	    *info = abs(iinfo) + 20;
	    return 0;
	}
    } else {
/*        SLARRE computes eigenvalues of the (shifted) root representation */
/*        SLARRV returns the eigenvalues of the unshifted matrix. */
/*        However, if the eigenvectors are not desired by the user, we need */
/*        to apply the corresponding shifts from SLARRE to obtain the */
/*        eigenvalues of the original matrix. */
	i__1 = *m;
	for (j = 1; j <= i__1; ++j) {
	    itmp = iwork[iindbl + j - 1];
	    w[j] += e[iwork[iinspl + itmp - 1]];
/* L20: */
	}
    }

    if (*tryrac) {
/*        Refine computed eigenvalues so that they are relatively accurate */
/*        with respect to the original matrix T. */
	ibegin = 1;
	wbegin = 1;
	i__1 = iwork[iindbl + *m - 1];
	for (jblk = 1; jblk <= i__1; ++jblk) {
	    iend = iwork[iinspl + jblk - 1];
	    in = iend - ibegin + 1;
	    wend = wbegin - 1;
/*           check if any eigenvalues have to be refined in this block */
L36:
	    if (wend < *m) {
		if (iwork[iindbl + wend] == jblk) {
		    ++wend;
		    goto L36;
		}
	    }
	    if (wend < wbegin) {
		ibegin = iend + 1;
		goto L39;
	    }
	    offset = iwork[iindw + wbegin - 1] - 1;
	    ifirst = iwork[iindw + wbegin - 1];
	    ilast = iwork[iindw + wend - 1];
	    rtol2 = eps * 4.f;
	    slarrj_(&in, &work[indd + ibegin - 1], &work[inde2 + ibegin - 1], 
		    &ifirst, &ilast, &rtol2, &offset, &w[wbegin], &work[
		    inderr + wbegin - 1], &work[indwrk], &iwork[iindwk], &
		    pivmin, &tnrm, &iinfo);
	    ibegin = iend + 1;
	    wbegin = wend + 1;
L39:
	    ;
	}
    }

/*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (scale != 1.f) {
	r__1 = 1.f / scale;
	sscal_(m, &r__1, &w[1], &c__1);
    }

/*     If eigenvalues are not in increasing order, then sort them, */
/*     possibly along with eigenvectors. */

    if (nsplit > 1) {
	if (! wantz) {
	    slasrt_("I", m, &w[1], &iinfo);
	    if (iinfo != 0) {
		*info = 3;
		return 0;
	    }
	} else {
	    i__1 = *m - 1;
	    for (j = 1; j <= i__1; ++j) {
		i__ = 0;
		tmp = w[j];
		i__2 = *m;
		for (jj = j + 1; jj <= i__2; ++jj) {
		    if (w[jj] < tmp) {
			i__ = jj;
			tmp = w[jj];
		    }
/* L50: */
		}
		if (i__ != 0) {
		    w[i__] = w[j];
		    w[j] = tmp;
		    if (wantz) {
			sswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * 
				z_dim1 + 1], &c__1);
			itmp = isuppz[(i__ << 1) - 1];
			isuppz[(i__ << 1) - 1] = isuppz[(j << 1) - 1];
			isuppz[(j << 1) - 1] = itmp;
			itmp = isuppz[i__ * 2];
			isuppz[i__ * 2] = isuppz[j * 2];
			isuppz[j * 2] = itmp;
		    }
		}
/* L60: */
	    }
	}
    }


    work[1] = (real) lwmin;
    iwork[1] = liwmin;
    return 0;

/*     End of SSTEMR */

} /* sstemr_ */
コード例 #2
0
ファイル: sstegr.c プロジェクト: nimanshr/antelope_contrib
/* Subroutine */ int sstegr_(char *jobz, char *range, integer *n, real *d__,
                             real *e, real *vl, real *vu, integer *il, integer *iu, real *abstol,
                             integer *m, real *w, real *z__, integer *ldz, integer *isuppz, real *
                             work, integer *lwork, integer *iwork, integer *liwork, integer *info)
{
    /*  -- LAPACK computational routine (version 3.0) --
           Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
           Courant Institute, Argonne National Lab, and Rice University
           June 30, 1999


        Purpose
        =======

       SSTEGR computes selected eigenvalues and, optionally, eigenvectors
       of a real symmetric tridiagonal matrix T.  Eigenvalues and
       eigenvectors can be selected by specifying either a range of values
       or a range of indices for the desired eigenvalues. The eigenvalues
       are computed by the dqds algorithm, while orthogonal eigenvectors are
       computed from various ``good'' L D L^T representations (also known as
       Relatively Robust Representations). Gram-Schmidt orthogonalization is
       avoided as far as possible. More specifically, the various steps of
       the algorithm are as follows. For the i-th unreduced block of T,
           (a) Compute T - sigma_i = L_i D_i L_i^T, such that L_i D_i L_i^T
               is a relatively robust representation,
           (b) Compute the eigenvalues, lambda_j, of L_i D_i L_i^T to high
               relative accuracy by the dqds algorithm,
           (c) If there is a cluster of close eigenvalues, "choose" sigma_i
               close to the cluster, and go to step (a),
           (d) Given the approximate eigenvalue lambda_j of L_i D_i L_i^T,
               compute the corresponding eigenvector by forming a
               rank-revealing twisted factorization.
        The desired accuracy of the output can be specified by the input
        parameter ABSTOL.

        For more details, see "A new O(n^2) algorithm for the symmetric
        tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
        Computer Science Division Technical Report No. UCB/CSD-97-971,
        UC Berkeley, May 1997.

        Note 1 : Currently SSTEGR is only set up to find ALL the n
        eigenvalues and eigenvectors of T in O(n^2) time
        Note 2 : Currently the routine SSTEIN is called when an appropriate
        sigma_i cannot be chosen in step (c) above. SSTEIN invokes modified
        Gram-Schmidt when eigenvalues are close.
        Note 3 : SSTEGR works only on machines which follow ieee-754
        floating-point standard in their handling of infinities and NaNs.
        Normal execution of SSTEGR may create NaNs and infinities and hence
        may abort due to a floating point exception in environments which
        do not conform to the ieee standard.

        Arguments
        =========

        JOBZ    (input) CHARACTER*1
                = 'N':  Compute eigenvalues only;
                = 'V':  Compute eigenvalues and eigenvectors.

        RANGE   (input) CHARACTER*1
                = 'A': all eigenvalues will be found.
                = 'V': all eigenvalues in the half-open interval (VL,VU]
                       will be found.
                = 'I': the IL-th through IU-th eigenvalues will be found.
       ********* Only RANGE = 'A' is currently supported *********************

        N       (input) INTEGER
                The order of the matrix.  N >= 0.

        D       (input/output) REAL array, dimension (N)
                On entry, the n diagonal elements of the tridiagonal matrix
                T. On exit, D is overwritten.

        E       (input/output) REAL array, dimension (N)
                On entry, the (n-1) subdiagonal elements of the tridiagonal
                matrix T in elements 1 to N-1 of E; E(N) need not be set.
                On exit, E is overwritten.

        VL      (input) REAL
        VU      (input) REAL
                If RANGE='V', the lower and upper bounds of the interval to
                be searched for eigenvalues. VL < VU.
                Not referenced if RANGE = 'A' or 'I'.

        IL      (input) INTEGER
        IU      (input) INTEGER
                If RANGE='I', the indices (in ascending order) of the
                smallest and largest eigenvalues to be returned.
                1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
                Not referenced if RANGE = 'A' or 'V'.

        ABSTOL  (input) REAL
                The absolute error tolerance for the
                eigenvalues/eigenvectors. IF JOBZ = 'V', the eigenvalues and
                eigenvectors output have residual norms bounded by ABSTOL,
                and the dot products between different eigenvectors are
                bounded by ABSTOL. If ABSTOL is less than N*EPS*|T|, then
                N*EPS*|T| will be used in its place, where EPS is the
                machine precision and |T| is the 1-norm of the tridiagonal
                matrix. The eigenvalues are computed to an accuracy of
                EPS*|T| irrespective of ABSTOL. If high relative accuracy
                is important, set ABSTOL to DLAMCH( 'Safe minimum' ).
                See Barlow and Demmel "Computing Accurate Eigensystems of
                Scaled Diagonally Dominant Matrices", LAPACK Working Note #7
                for a discussion of which matrices define their eigenvalues
                to high relative accuracy.

        M       (output) INTEGER
                The total number of eigenvalues found.  0 <= M <= N.
                If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.

        W       (output) REAL array, dimension (N)
                The first M elements contain the selected eigenvalues in
                ascending order.

        Z       (output) REAL array, dimension (LDZ, max(1,M) )
                If JOBZ = 'V', then if INFO = 0, the first M columns of Z
                contain the orthonormal eigenvectors of the matrix T
                corresponding to the selected eigenvalues, with the i-th
                column of Z holding the eigenvector associated with W(i).
                If JOBZ = 'N', then Z is not referenced.
                Note: the user must ensure that at least max(1,M) columns are
                supplied in the array Z; if RANGE = 'V', the exact value of M
                is not known in advance and an upper bound must be used.

        LDZ     (input) INTEGER
                The leading dimension of the array Z.  LDZ >= 1, and if
                JOBZ = 'V', LDZ >= max(1,N).

        ISUPPZ  (output) INTEGER ARRAY, dimension ( 2*max(1,M) )
                The support of the eigenvectors in Z, i.e., the indices
                indicating the nonzero elements in Z. The i-th eigenvector
                is nonzero only in elements ISUPPZ( 2*i-1 ) through
                ISUPPZ( 2*i ).

        WORK    (workspace/output) REAL array, dimension (LWORK)
                On exit, if INFO = 0, WORK(1) returns the optimal
                (and minimal) LWORK.

        LWORK   (input) INTEGER
                The dimension of the array WORK.  LWORK >= max(1,18*N)

                If LWORK = -1, then a workspace query is assumed; the routine
                only calculates the optimal size of the WORK array, returns
                this value as the first entry of the WORK array, and no error
                message related to LWORK is issued by XERBLA.

        IWORK   (workspace/output) INTEGER array, dimension (LIWORK)
                On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

        LIWORK  (input) INTEGER
                The dimension of the array IWORK.  LIWORK >= max(1,10*N)

                If LIWORK = -1, then a workspace query is assumed; the
                routine only calculates the optimal size of the IWORK array,
                returns this value as the first entry of the IWORK array, and
                no error message related to LIWORK is issued by XERBLA.

        INFO    (output) INTEGER
                = 0:  successful exit
                < 0:  if INFO = -i, the i-th argument had an illegal value
                > 0:  if INFO = 1, internal error in SLARRE,
                      if INFO = 2, internal error in SLARRV.

        Further Details
        ===============

        Based on contributions by
           Inderjit Dhillon, IBM Almaden, USA
           Osni Marques, LBNL/NERSC, USA

        =====================================================================


           Test the input parameters.

           Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static real c_b14 = 0.f;

    /* System generated locals */
    integer z_dim1, z_offset, i__1, i__2;
    real r__1, r__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static integer iend;
    static real rmin, rmax;
    static integer itmp;
    static real tnrm;
    static integer i__, j;
    static real scale;
    extern logical lsame_(char *, char *);
    static integer iinfo;
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    static integer lwmin;
    extern /* Subroutine */ int sswap_(integer *, real *, integer *, real *,
                                       integer *);
    static logical wantz;
    static integer jj;
    static logical alleig, indeig;
    static integer ibegin, iindbl;
    static logical valeig;
    extern doublereal slamch_(char *);
    static real safmin;
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static real bignum;
    static integer iindwk, indgrs, indwof;
    extern /* Subroutine */ int slarre_(integer *, real *, real *, real *,
                                        integer *, integer *, integer *, real *, real *, real *, real *,
                                        integer *), slaset_(char *, integer *, integer *, real *, real *,
                                                real *, integer *);
    static real thresh;
    static integer iinspl, indwrk, liwmin;
    extern doublereal slanst_(char *, integer *, real *, real *);
    static integer nsplit;
    extern /* Subroutine */ int slarrv_(integer *, real *, real *, integer *,
                                        integer *, real *, integer *, real *, real *, real *, integer *,
                                        integer *, real *, integer *, integer *);
    static real smlnum;
    static logical lquery;
    static real eps, tol, tmp;
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]


    --d__;
    --e;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1 * 1;
    z__ -= z_offset;
    --isuppz;
    --work;
    --iwork;

    /* Function Body */
    wantz = lsame_(jobz, "V");
    alleig = lsame_(range, "A");
    valeig = lsame_(range, "V");
    indeig = lsame_(range, "I");

    lquery = *lwork == -1 || *liwork == -1;
    lwmin = *n * 18;
    liwmin = *n * 10;

    *info = 0;
    if (! (wantz || lsame_(jobz, "N"))) {
        *info = -1;
    } else if (! (alleig || valeig || indeig)) {
        *info = -2;

        /*     The following two lines need to be removed once the
               RANGE = 'V' and RANGE = 'I' options are provided. */

    } else if (valeig || indeig) {
        *info = -2;
    } else if (*n < 0) {
        *info = -3;
    } else if (valeig && *n > 0 && *vu <= *vl) {
        *info = -7;
    } else if (indeig && *il < 1) {
        *info = -8;
        /*     The following change should be made in DSTEVX also, otherwise
               IL can be specified as N+1 and IU as N.
               ELSE IF( INDEIG .AND. ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) ) THEN */
    } else if (indeig && (*iu < *il || *iu > *n)) {
        *info = -9;
    } else if (*ldz < 1 || wantz && *ldz < *n) {
        *info = -14;
    } else if (*lwork < lwmin && ! lquery) {
        *info = -17;
    } else if (*liwork < liwmin && ! lquery) {
        *info = -19;
    }
    if (*info == 0) {
        work[1] = (real) lwmin;
        iwork[1] = liwmin;
    }

    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("SSTEGR", &i__1);
        return 0;
    } else if (lquery) {
        return 0;
    }

    /*     Quick return if possible */

    *m = 0;
    if (*n == 0) {
        return 0;
    }

    if (*n == 1) {
        if (alleig || indeig) {
            *m = 1;
            w[1] = d__[1];
        } else {
            if (*vl < d__[1] && *vu >= d__[1]) {
                *m = 1;
                w[1] = d__[1];
            }
        }
        if (wantz) {
            z___ref(1, 1) = 1.f;
        }
        return 0;
    }

    /*     Get machine constants. */

    safmin = slamch_("Safe minimum");
    eps = slamch_("Precision");
    smlnum = safmin / eps;
    bignum = 1.f / smlnum;
    rmin = sqrt(smlnum);
    /* Computing MIN */
    r__1 = sqrt(bignum), r__2 = 1.f / sqrt(sqrt(safmin));
    rmax = dmin(r__1,r__2);

    /*     Scale matrix to allowable range, if necessary. */

    scale = 1.f;
    tnrm = slanst_("M", n, &d__[1], &e[1]);
    if (tnrm > 0.f && tnrm < rmin) {
        scale = rmin / tnrm;
    } else if (tnrm > rmax) {
        scale = rmax / tnrm;
    }
    if (scale != 1.f) {
        sscal_(n, &scale, &d__[1], &c__1);
        i__1 = *n - 1;
        sscal_(&i__1, &scale, &e[1], &c__1);
        tnrm *= scale;
    }
    indgrs = 1;
    indwof = (*n << 1) + 1;
    indwrk = *n * 3 + 1;

    iinspl = 1;
    iindbl = *n + 1;
    iindwk = (*n << 1) + 1;

    slaset_("Full", n, n, &c_b14, &c_b14, &z__[z_offset], ldz);

    /*     Compute the desired eigenvalues of the tridiagonal after splitting
           into smaller subblocks if the corresponding of-diagonal elements
           are small */

    thresh = eps * tnrm;
    slarre_(n, &d__[1], &e[1], &thresh, &nsplit, &iwork[iinspl], m, &w[1], &
            work[indwof], &work[indgrs], &work[indwrk], &iinfo);
    if (iinfo != 0) {
        *info = 1;
        return 0;
    }

    if (wantz) {

        /*        Compute the desired eigenvectors corresponding to the computed
                  eigenvalues

           Computing MAX */
        r__1 = *abstol, r__2 = (real) (*n) * thresh;
        tol = dmax(r__1,r__2);
        ibegin = 1;
        i__1 = nsplit;
        for (i__ = 1; i__ <= i__1; ++i__) {
            iend = iwork[iinspl + i__ - 1];
            i__2 = iend;
            for (j = ibegin; j <= i__2; ++j) {
                iwork[iindbl + j - 1] = i__;
                /* L10: */
            }
            ibegin = iend + 1;
            /* L20: */
        }

        slarrv_(n, &d__[1], &e[1], &iwork[iinspl], m, &w[1], &iwork[iindbl], &
                work[indgrs], &tol, &z__[z_offset], ldz, &isuppz[1], &work[
                    indwrk], &iwork[iindwk], &iinfo);
        if (iinfo != 0) {
            *info = 2;
            return 0;
        }

    }

    ibegin = 1;
    i__1 = nsplit;
    for (i__ = 1; i__ <= i__1; ++i__) {
        iend = iwork[iinspl + i__ - 1];
        i__2 = iend;
        for (j = ibegin; j <= i__2; ++j) {
            w[j] += work[indwof + i__ - 1];
            /* L30: */
        }
        ibegin = iend + 1;
        /* L40: */
    }

    /*     If matrix was scaled, then rescale eigenvalues appropriately. */

    if (scale != 1.f) {
        r__1 = 1.f / scale;
        sscal_(m, &r__1, &w[1], &c__1);
    }

    /*     If eigenvalues are not in order, then sort them, along with
           eigenvectors. */

    if (nsplit > 1) {
        i__1 = *m - 1;
        for (j = 1; j <= i__1; ++j) {
            i__ = 0;
            tmp = w[j];
            i__2 = *m;
            for (jj = j + 1; jj <= i__2; ++jj) {
                if (w[jj] < tmp) {
                    i__ = jj;
                    tmp = w[jj];
                }
                /* L50: */
            }
            if (i__ != 0) {
                w[i__] = w[j];
                w[j] = tmp;
                if (wantz) {
                    sswap_(n, &z___ref(1, i__), &c__1, &z___ref(1, j), &c__1);
                    itmp = isuppz[(i__ << 1) - 1];
                    isuppz[(i__ << 1) - 1] = isuppz[(j << 1) - 1];
                    isuppz[(j << 1) - 1] = itmp;
                    itmp = isuppz[i__ * 2];
                    isuppz[i__ * 2] = isuppz[j * 2];
                    isuppz[j * 2] = itmp;
                }
            }
            /* L60: */
        }
    }

    work[1] = (real) lwmin;
    iwork[1] = liwmin;
    return 0;

    /*     End of SSTEGR */

} /* sstegr_ */