Пример #1
0
 int slaed7_(int *icompq, int *n, int *qsiz, 
	int *tlvls, int *curlvl, int *curpbm, float *d__, float *q, 
	int *ldq, int *indxq, float *rho, int *cutpnt, float *
	qstore, int *qptr, int *prmptr, int *perm, int *
	givptr, int *givcol, float *givnum, float *work, int *iwork, 
	int *info)
{
    /* System generated locals */
    int q_dim1, q_offset, i__1, i__2;

    /* Builtin functions */
    int pow_ii(int *, int *);

    /* Local variables */
    int i__, k, n1, n2, is, iw, iz, iq2, ptr, ldq2, indx, curr, indxc;
    extern  int sgemm_(char *, char *, int *, int *, 
	    int *, float *, float *, int *, float *, int *, float *, 
	    float *, int *);
    int indxp;
    extern  int slaed8_(int *, int *, int *, 
	    int *, float *, float *, int *, int *, float *, int *
, float *, float *, float *, int *, float *, int *, int *, 
	     int *, float *, int *, int *, int *), slaed9_(
	    int *, int *, int *, int *, float *, float *, 
	    int *, float *, float *, float *, float *, int *, int *), 
	    slaeda_(int *, int *, int *, int *, int *, 
	    int *, int *, int *, float *, float *, int *, float *
, float *, int *);
    int idlmda;
    extern  int xerbla_(char *, int *), slamrg_(
	    int *, int *, float *, int *, int *, int *);
    int coltyp;


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

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

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

/*  SLAED7 computes the updated eigensystem of a diagonal */
/*  matrix after modification by a rank-one symmetric matrix. This */
/*  routine is used only for the eigenproblem which requires all */
/*  eigenvalues and optionally eigenvectors of a dense symmetric matrix */
/*  that has been reduced to tridiagonal form.  SLAED1 handles */
/*  the case in which all eigenvalues and eigenvectors of a symmetric */
/*  tridiagonal matrix are desired. */

/*    T = Q(in) ( D(in) + RHO * Z*Z' ) Q'(in) = Q(out) * D(out) * Q'(out) */

/*     where Z = Q'u, u is a vector of length N with ones in the */
/*     CUTPNT and CUTPNT + 1 th elements and zeros elsewhere. */

/*     The eigenvectors of the original matrix are stored in Q, and the */
/*     eigenvalues are in D.  The algorithm consists of three stages: */

/*        The first stage consists of deflating the size of the problem */
/*        when there are multiple eigenvalues or if there is a zero in */
/*        the Z vector.  For each such occurence the dimension of the */
/*        secular equation problem is reduced by one.  This stage is */
/*        performed by the routine SLAED8. */

/*        The second stage consists of calculating the updated */
/*        eigenvalues. This is done by finding the roots of the secular */
/*        equation via the routine SLAED4 (as called by SLAED9). */
/*        This routine also calculates the eigenvectors of the current */
/*        problem. */

/*        The final stage consists of computing the updated eigenvectors */
/*        directly using the updated eigenvalues.  The eigenvectors for */
/*        the current problem are multiplied with the eigenvectors from */
/*        the overall problem. */

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

/*  ICOMPQ  (input) INTEGER */
/*          = 0:  Compute eigenvalues only. */
/*          = 1:  Compute eigenvectors of original dense symmetric matrix */
/*                also.  On entry, Q contains the orthogonal matrix used */
/*                to reduce the original matrix to tridiagonal form. */

/*  N      (input) INTEGER */
/*         The dimension of the symmetric tridiagonal matrix.  N >= 0. */

/*  QSIZ   (input) INTEGER */
/*         The dimension of the orthogonal matrix used to reduce */
/*         the full matrix to tridiagonal form.  QSIZ >= N if ICOMPQ = 1. */

/*  TLVLS  (input) INTEGER */
/*         The total number of merging levels in the overall divide and */
/*         conquer tree. */

/*  CURLVL (input) INTEGER */
/*         The current level in the overall merge routine, */
/*         0 <= CURLVL <= TLVLS. */

/*  CURPBM (input) INTEGER */
/*         The current problem in the current level in the overall */
/*         merge routine (counting from upper left to lower right). */

/*  D      (input/output) REAL array, dimension (N) */
/*         On entry, the eigenvalues of the rank-1-perturbed matrix. */
/*         On exit, the eigenvalues of the repaired matrix. */

/*  Q      (input/output) REAL array, dimension (LDQ, N) */
/*         On entry, the eigenvectors of the rank-1-perturbed matrix. */
/*         On exit, the eigenvectors of the repaired tridiagonal matrix. */

/*  LDQ    (input) INTEGER */
/*         The leading dimension of the array Q.  LDQ >= MAX(1,N). */

/*  INDXQ  (output) INTEGER array, dimension (N) */
/*         The permutation which will reintegrate the subproblem just */
/*         solved back into sorted order, i.e., D( INDXQ( I = 1, N ) ) */
/*         will be in ascending order. */

/*  RHO    (input) REAL */
/*         The subdiagonal element used to create the rank-1 */
/*         modification. */

/*  CUTPNT (input) INTEGER */
/*         Contains the location of the last eigenvalue in the leading */
/*         sub-matrix.  MIN(1,N) <= CUTPNT <= N. */

/*  QSTORE (input/output) REAL array, dimension (N**2+1) */
/*         Stores eigenvectors of submatrices encountered during */
/*         divide and conquer, packed together. QPTR points to */
/*         beginning of the submatrices. */

/*  QPTR   (input/output) INTEGER array, dimension (N+2) */
/*         List of indices pointing to beginning of submatrices stored */
/*         in QSTORE. The submatrices are numbered starting at the */
/*         bottom left of the divide and conquer tree, from left to */
/*         right and bottom to top. */

/*  PRMPTR (input) INTEGER array, dimension (N lg N) */
/*         Contains a list of pointers which indicate where in PERM a */
/*         level's permutation is stored.  PRMPTR(i+1) - PRMPTR(i) */
/*         indicates the size of the permutation and also the size of */
/*         the full, non-deflated problem. */

/*  PERM   (input) INTEGER array, dimension (N lg N) */
/*         Contains the permutations (from deflation and sorting) to be */
/*         applied to each eigenblock. */

/*  GIVPTR (input) INTEGER array, dimension (N lg N) */
/*         Contains a list of pointers which indicate where in GIVCOL a */
/*         level's Givens rotations are stored.  GIVPTR(i+1) - GIVPTR(i) */
/*         indicates the number of Givens rotations. */

/*  GIVCOL (input) INTEGER array, dimension (2, N lg N) */
/*         Each pair of numbers indicates a pair of columns to take place */
/*         in a Givens rotation. */

/*  GIVNUM (input) REAL array, dimension (2, N lg N) */
/*         Each number indicates the S value to be used in the */
/*         corresponding Givens rotation. */

/*  WORK   (workspace) REAL array, dimension (3*N+QSIZ*N) */

/*  IWORK  (workspace) INTEGER array, dimension (4*N) */

/*  INFO   (output) INTEGER */
/*          = 0:  successful exit. */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  if INFO = 1, an eigenvalue did not converge */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*     Jeff Rutter, Computer Science Division, University of California */
/*     at Berkeley, USA */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    --d__;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --indxq;
    --qstore;
    --qptr;
    --prmptr;
    --perm;
    --givptr;
    givcol -= 3;
    givnum -= 3;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;

    if (*icompq < 0 || *icompq > 1) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*icompq == 1 && *qsiz < *n) {
	*info = -4;
    } else if (*ldq < MAX(1,*n)) {
	*info = -9;
    } else if (MIN(1,*n) > *cutpnt || *n < *cutpnt) {
	*info = -12;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SLAED7", &i__1);
	return 0;
    }

/*     Quick return if possible */

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

/*     The following values are for bookkeeping purposes only.  They are */
/*     int pointers which indicate the portion of the workspace */
/*     used by a particular array in SLAED8 and SLAED9. */

    if (*icompq == 1) {
	ldq2 = *qsiz;
    } else {
	ldq2 = *n;
    }

    iz = 1;
    idlmda = iz + *n;
    iw = idlmda + *n;
    iq2 = iw + *n;
    is = iq2 + *n * ldq2;

    indx = 1;
    indxc = indx + *n;
    coltyp = indxc + *n;
    indxp = coltyp + *n;

/*     Form the z-vector which consists of the last row of Q_1 and the */
/*     first row of Q_2. */

    ptr = pow_ii(&c__2, tlvls) + 1;
    i__1 = *curlvl - 1;
    for (i__ = 1; i__ <= i__1; ++i__) {
	i__2 = *tlvls - i__;
	ptr += pow_ii(&c__2, &i__2);
/* L10: */
    }
    curr = ptr + *curpbm;
    slaeda_(n, tlvls, curlvl, curpbm, &prmptr[1], &perm[1], &givptr[1], &
	    givcol[3], &givnum[3], &qstore[1], &qptr[1], &work[iz], &work[iz 
	    + *n], info);

/*     When solving the final problem, we no longer need the stored data, */
/*     so we will overwrite the data from this level onto the previously */
/*     used storage space. */

    if (*curlvl == *tlvls) {
	qptr[curr] = 1;
	prmptr[curr] = 1;
	givptr[curr] = 1;
    }

/*     Sort and Deflate eigenvalues. */

    slaed8_(icompq, &k, n, qsiz, &d__[1], &q[q_offset], ldq, &indxq[1], rho, 
	    cutpnt, &work[iz], &work[idlmda], &work[iq2], &ldq2, &work[iw], &
	    perm[prmptr[curr]], &givptr[curr + 1], &givcol[(givptr[curr] << 1)
	     + 1], &givnum[(givptr[curr] << 1) + 1], &iwork[indxp], &iwork[
	    indx], info);
    prmptr[curr + 1] = prmptr[curr] + *n;
    givptr[curr + 1] += givptr[curr];

/*     Solve Secular Equation. */

    if (k != 0) {
	slaed9_(&k, &c__1, &k, n, &d__[1], &work[is], &k, rho, &work[idlmda], 
		&work[iw], &qstore[qptr[curr]], &k, info);
	if (*info != 0) {
	    goto L30;
	}
	if (*icompq == 1) {
	    sgemm_("N", "N", qsiz, &k, &k, &c_b10, &work[iq2], &ldq2, &qstore[
		    qptr[curr]], &k, &c_b11, &q[q_offset], ldq);
	}
/* Computing 2nd power */
	i__1 = k;
	qptr[curr + 1] = qptr[curr] + i__1 * i__1;

/*     Prepare the INDXQ sorting permutation. */

	n1 = k;
	n2 = *n - k;
	slamrg_(&n1, &n2, &d__[1], &c__1, &c_n1, &indxq[1]);
    } else {
	qptr[curr + 1] = qptr[curr];
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    indxq[i__] = i__;
/* L20: */
	}
    }

L30:
    return 0;

/*     End of SLAED7 */

} /* slaed7_ */
Пример #2
0
/* Subroutine */ int slaed7_(integer *icompq, integer *n, integer *qsiz, 
	integer *tlvls, integer *curlvl, integer *curpbm, real *d__, real *q, 
	integer *ldq, integer *indxq, real *rho, integer *cutpnt, real *
	qstore, integer *qptr, integer *prmptr, integer *perm, integer *
	givptr, integer *givcol, real *givnum, real *work, integer *iwork, 
	integer *info)
{
    /* System generated locals */
    integer q_dim1, q_offset, i__1, i__2;

    /* Builtin functions */
    integer pow_ii(integer *, integer *);

    /* Local variables */
    static integer indx, curr, i__, k, indxc;
    extern /* Subroutine */ int sgemm_(char *, char *, integer *, integer *, 
	    integer *, real *, real *, integer *, real *, integer *, real *, 
	    real *, integer *);
    static integer indxp, n1, n2;
    extern /* Subroutine */ int slaed8_(integer *, integer *, integer *, 
	    integer *, real *, real *, integer *, integer *, real *, integer *
	    , real *, real *, real *, integer *, real *, integer *, integer *,
	     integer *, real *, integer *, integer *, integer *), slaed9_(
	    integer *, integer *, integer *, integer *, real *, real *, 
	    integer *, real *, real *, real *, real *, integer *, integer *), 
	    slaeda_(integer *, integer *, integer *, integer *, integer *, 
	    integer *, integer *, integer *, real *, real *, integer *, real *
	    , real *, integer *);
    static integer idlmda, is, iw, iz;
    extern /* Subroutine */ int xerbla_(char *, integer *), slamrg_(
	    integer *, integer *, real *, integer *, integer *, integer *);
    static integer coltyp, iq2, ptr, ldq2;


#define givcol_ref(a_1,a_2) givcol[(a_2)*2 + a_1]
#define givnum_ref(a_1,a_2) givnum[(a_2)*2 + a_1]


/*  -- LAPACK routine (instrumented to count operations, version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       September 30, 1994   

       Common block to return operation count and iteration count   
       ITCNT is unchanged, OPS is only incremented   

    Purpose   
    =======   

    SLAED7 computes the updated eigensystem of a diagonal   
    matrix after modification by a rank-one symmetric matrix. This   
    routine is used only for the eigenproblem which requires all   
    eigenvalues and optionally eigenvectors of a dense symmetric matrix   
    that has been reduced to tridiagonal form.  SLAED1 handles   
    the case in which all eigenvalues and eigenvectors of a symmetric   
    tridiagonal matrix are desired.   

      T = Q(in) ( D(in) + RHO * Z*Z' ) Q'(in) = Q(out) * D(out) * Q'(out)   

       where Z = Q'u, u is a vector of length N with ones in the   
       CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.   

       The eigenvectors of the original matrix are stored in Q, and the   
       eigenvalues are in D.  The algorithm consists of three stages:   

          The first stage consists of deflating the size of the problem   
          when there are multiple eigenvalues or if there is a zero in   
          the Z vector.  For each such occurence the dimension of the   
          secular equation problem is reduced by one.  This stage is   
          performed by the routine SLAED8.   

          The second stage consists of calculating the updated   
          eigenvalues. This is done by finding the roots of the secular   
          equation via the routine SLAED4 (as called by SLAED9).   
          This routine also calculates the eigenvectors of the current   
          problem.   

          The final stage consists of computing the updated eigenvectors   
          directly using the updated eigenvalues.  The eigenvectors for   
          the current problem are multiplied with the eigenvectors from   
          the overall problem.   

    Arguments   
    =========   

    ICOMPQ  (input) INTEGER   
            = 0:  Compute eigenvalues only.   
            = 1:  Compute eigenvectors of original dense symmetric matrix   
                  also.  On entry, Q contains the orthogonal matrix used   
                  to reduce the original matrix to tridiagonal form.   

    N      (input) INTEGER   
           The dimension of the symmetric tridiagonal matrix.  N >= 0.   

    QSIZ   (input) INTEGER   
           The dimension of the orthogonal matrix used to reduce   
           the full matrix to tridiagonal form.  QSIZ >= N if ICOMPQ = 1.   

    TLVLS  (input) INTEGER   
           The total number of merging levels in the overall divide and   
           conquer tree.   

    CURLVL (input) INTEGER   
           The current level in the overall merge routine,   
           0 <= CURLVL <= TLVLS.   

    CURPBM (input) INTEGER   
           The current problem in the current level in the overall   
           merge routine (counting from upper left to lower right).   

    D      (input/output) REAL array, dimension (N)   
           On entry, the eigenvalues of the rank-1-perturbed matrix.   
           On exit, the eigenvalues of the repaired matrix.   

    Q      (input/output) REAL array, dimension (LDQ, N)   
           On entry, the eigenvectors of the rank-1-perturbed matrix.   
           On exit, the eigenvectors of the repaired tridiagonal matrix.   

    LDQ    (input) INTEGER   
           The leading dimension of the array Q.  LDQ >= max(1,N).   

    INDXQ  (output) INTEGER array, dimension (N)   
           The permutation which will reintegrate the subproblem just   
           solved back into sorted order, i.e., D( INDXQ( I = 1, N ) )   
           will be in ascending order.   

    RHO    (input) REAL   
           The subdiagonal element used to create the rank-1   
           modification.   

    CUTPNT (input) INTEGER   
           Contains the location of the last eigenvalue in the leading   
           sub-matrix.  min(1,N) <= CUTPNT <= N.   

    QSTORE (input/output) REAL array, dimension (N**2+1)   
           Stores eigenvectors of submatrices encountered during   
           divide and conquer, packed together. QPTR points to   
           beginning of the submatrices.   

    QPTR   (input/output) INTEGER array, dimension (N+2)   
           List of indices pointing to beginning of submatrices stored   
           in QSTORE. The submatrices are numbered starting at the   
           bottom left of the divide and conquer tree, from left to   
           right and bottom to top.   

    PRMPTR (input) INTEGER array, dimension (N lg N)   
           Contains a list of pointers which indicate where in PERM a   
           level's permutation is stored.  PRMPTR(i+1) - PRMPTR(i)   
           indicates the size of the permutation and also the size of   
           the full, non-deflated problem.   

    PERM   (input) INTEGER array, dimension (N lg N)   
           Contains the permutations (from deflation and sorting) to be   
           applied to each eigenblock.   

    GIVPTR (input) INTEGER array, dimension (N lg N)   
           Contains a list of pointers which indicate where in GIVCOL a   
           level's Givens rotations are stored.  GIVPTR(i+1) - GIVPTR(i)   
           indicates the number of Givens rotations.   

    GIVCOL (input) INTEGER array, dimension (2, N lg N)   
           Each pair of numbers indicates a pair of columns to take place   
           in a Givens rotation.   

    GIVNUM (input) REAL array, dimension (2, N lg N)   
           Each number indicates the S value to be used in the   
           corresponding Givens rotation.   

    WORK   (workspace) REAL array, dimension (3*N+QSIZ*N)   

    IWORK  (workspace) INTEGER array, dimension (4*N)   

    INFO   (output) INTEGER   
            = 0:  successful exit.   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   
            > 0:  if INFO = 1, an eigenvalue did not converge   

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

    Based on contributions by   
       Jeff Rutter, Computer Science Division, University of California   
       at Berkeley, USA   

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


       Test the input parameters.   

       Parameter adjustments */
    --d__;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1 * 1;
    q -= q_offset;
    --indxq;
    --qstore;
    --qptr;
    --prmptr;
    --perm;
    --givptr;
    givcol -= 3;
    givnum -= 3;
    --work;
    --iwork;

    /* Function Body */
    *info = 0;

    if (*icompq < 0 || *icompq > 1) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*icompq == 1 && *qsiz < *n) {
	*info = -4;
    } else if (*ldq < max(1,*n)) {
	*info = -9;
    } else if (min(1,*n) > *cutpnt || *n < *cutpnt) {
	*info = -12;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SLAED7", &i__1);
	return 0;
    }

/*     Quick return if possible */

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

/*     The following values are for bookkeeping purposes only.  They are   
       integer pointers which indicate the portion of the workspace   
       used by a particular array in SLAED8 and SLAED9. */

    if (*icompq == 1) {
	ldq2 = *qsiz;
    } else {
	ldq2 = *n;
    }

    iz = 1;
    idlmda = iz + *n;
    iw = idlmda + *n;
    iq2 = iw + *n;
    is = iq2 + *n * ldq2;

    indx = 1;
    indxc = indx + *n;
    coltyp = indxc + *n;
    indxp = coltyp + *n;

/*     Form the z-vector which consists of the last row of Q_1 and the   
       first row of Q_2. */

    ptr = pow_ii(&c__2, tlvls) + 1;
    i__1 = *curlvl - 1;
    for (i__ = 1; i__ <= i__1; ++i__) {
	i__2 = *tlvls - i__;
	ptr += pow_ii(&c__2, &i__2);
/* L10: */
    }
    curr = ptr + *curpbm;
    slaeda_(n, tlvls, curlvl, curpbm, &prmptr[1], &perm[1], &givptr[1], &
	    givcol[3], &givnum[3], &qstore[1], &qptr[1], &work[iz], &work[iz 
	    + *n], info);

/*     When solving the final problem, we no longer need the stored data,   
       so we will overwrite the data from this level onto the previously   
       used storage space. */

    if (*curlvl == *tlvls) {
	qptr[curr] = 1;
	prmptr[curr] = 1;
	givptr[curr] = 1;
    }

/*     Sort and Deflate eigenvalues. */

    slaed8_(icompq, &k, n, qsiz, &d__[1], &q[q_offset], ldq, &indxq[1], rho, 
	    cutpnt, &work[iz], &work[idlmda], &work[iq2], &ldq2, &work[iw], &
	    perm[prmptr[curr]], &givptr[curr + 1], &givcol_ref(1, givptr[curr]
	    ), &givnum_ref(1, givptr[curr]), &iwork[indxp], &iwork[indx], 
	    info);
    prmptr[curr + 1] = prmptr[curr] + *n;
    givptr[curr + 1] += givptr[curr];

/*     Solve Secular Equation. */

    if (k != 0) {
	slaed9_(&k, &c__1, &k, n, &d__[1], &work[is], &k, rho, &work[idlmda], 
		&work[iw], &qstore[qptr[curr]], &k, info);
	if (*info != 0) {
	    goto L30;
	}
	if (*icompq == 1) {
	    latime_1.ops += (real) (*qsiz) * 2 * k * k;
	    sgemm_("N", "N", qsiz, &k, &k, &c_b10, &work[iq2], &ldq2, &qstore[
		    qptr[curr]], &k, &c_b11, &q[q_offset], ldq);
	}
/* Computing 2nd power */
	i__1 = k;
	qptr[curr + 1] = qptr[curr] + i__1 * i__1;

/*     Prepare the INDXQ sorting permutation. */

	n1 = k;
	n2 = *n - k;
	slamrg_(&n1, &n2, &d__[1], &c__1, &c_n1, &indxq[1]);
    } else {
	qptr[curr + 1] = qptr[curr];
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    indxq[i__] = i__;
/* L20: */
	}
    }

L30:
    return 0;

/*     End of SLAED7 */

} /* slaed7_ */