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author | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
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committer | shmel1k <shmel1k@ydb.tech> | 2022-09-02 12:44:59 +0300 |
commit | 90d450f74722da7859d6f510a869f6c6908fd12f (patch) | |
tree | 538c718dedc76cdfe37ad6d01ff250dd930d9278 /contrib/libs/clapack/dlarre.c | |
parent | 01f64c1ecd0d4ffa9e3a74478335f1745f26cc75 (diff) | |
download | ydb-90d450f74722da7859d6f510a869f6c6908fd12f.tar.gz |
[] add metering mode to CLI
Diffstat (limited to 'contrib/libs/clapack/dlarre.c')
-rw-r--r-- | contrib/libs/clapack/dlarre.c | 861 |
1 files changed, 861 insertions, 0 deletions
diff --git a/contrib/libs/clapack/dlarre.c b/contrib/libs/clapack/dlarre.c new file mode 100644 index 0000000000..763c416234 --- /dev/null +++ b/contrib/libs/clapack/dlarre.c @@ -0,0 +1,861 @@ +/* dlarre.f -- translated by f2c (version 20061008). + You must link the resulting object file with libf2c: + on Microsoft Windows system, link with libf2c.lib; + on Linux or Unix systems, link with .../path/to/libf2c.a -lm + or, if you install libf2c.a in a standard place, with -lf2c -lm + -- in that order, at the end of the command line, as in + cc *.o -lf2c -lm + Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., + + http://www.netlib.org/f2c/libf2c.zip +*/ + +#include "f2c.h" +#include "blaswrap.h" + +/* Table of constant values */ + +static integer c__1 = 1; +static integer c__2 = 2; + +/* Subroutine */ int dlarre_(char *range, integer *n, doublereal *vl, + doublereal *vu, integer *il, integer *iu, doublereal *d__, doublereal + *e, doublereal *e2, doublereal *rtol1, doublereal *rtol2, doublereal * + spltol, integer *nsplit, integer *isplit, integer *m, doublereal *w, + doublereal *werr, doublereal *wgap, integer *iblock, integer *indexw, + doublereal *gers, doublereal *pivmin, doublereal *work, integer * + iwork, integer *info) +{ + /* System generated locals */ + integer i__1, i__2; + doublereal d__1, d__2, d__3; + + /* Builtin functions */ + double sqrt(doublereal), log(doublereal); + + /* Local variables */ + integer i__, j; + doublereal s1, s2; + integer mb; + doublereal gl; + integer in, mm; + doublereal gu; + integer cnt; + doublereal eps, tau, tmp, rtl; + integer cnt1, cnt2; + doublereal tmp1, eabs; + integer iend, jblk; + doublereal eold; + integer indl; + doublereal dmax__, emax; + integer wend, idum, indu; + doublereal rtol; + integer iseed[4]; + doublereal avgap, sigma; + extern logical lsame_(char *, char *); + integer iinfo; + extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, + doublereal *, integer *); + logical norep; + extern /* Subroutine */ int dlasq2_(integer *, doublereal *, integer *); + extern doublereal dlamch_(char *); + integer ibegin; + logical forceb; + integer irange; + doublereal sgndef; + extern /* Subroutine */ int dlarra_(integer *, doublereal *, doublereal *, + doublereal *, doublereal *, doublereal *, integer *, integer *, + integer *), dlarrb_(integer *, doublereal *, doublereal *, + integer *, integer *, doublereal *, doublereal *, integer *, + doublereal *, doublereal *, doublereal *, doublereal *, integer *, + doublereal *, doublereal *, integer *, integer *), dlarrc_(char * +, integer *, doublereal *, doublereal *, doublereal *, doublereal + *, doublereal *, integer *, integer *, integer *, integer *); + integer wbegin; + extern /* Subroutine */ int dlarrd_(char *, char *, integer *, doublereal + *, doublereal *, integer *, integer *, doublereal *, doublereal *, + doublereal *, doublereal *, doublereal *, doublereal *, integer * +, integer *, integer *, doublereal *, doublereal *, doublereal *, + doublereal *, integer *, integer *, doublereal *, integer *, + integer *); + doublereal safmin, spdiam; + extern /* Subroutine */ int dlarrk_(integer *, integer *, doublereal *, + doublereal *, doublereal *, doublereal *, doublereal *, + doublereal *, doublereal *, doublereal *, integer *); + logical usedqd; + doublereal clwdth, isleft; + extern /* Subroutine */ int dlarnv_(integer *, integer *, integer *, + doublereal *); + doublereal isrght, bsrtol, dpivot; + + +/* -- LAPACK auxiliary routine (version 3.2) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* To find the desired eigenvalues of a given real symmetric */ +/* tridiagonal matrix T, DLARRE sets any "small" off-diagonal */ +/* elements to zero, and for each unreduced block T_i, it finds */ +/* (a) a suitable shift at one end of the block's spectrum, */ +/* (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and */ +/* (c) eigenvalues of each L_i D_i L_i^T. */ +/* The representations and eigenvalues found are then used by */ +/* DSTEMR to compute the eigenvectors of T. */ +/* The accuracy varies depending on whether bisection is used to */ +/* find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to */ +/* conpute all and then discard any unwanted one. */ +/* As an added benefit, DLARRE also outputs the n */ +/* Gerschgorin intervals for the matrices L_i D_i L_i^T. */ + +/* Arguments */ +/* ========= */ + +/* RANGE (input) CHARACTER */ +/* = 'A': ("All") all eigenvalues will be found. */ +/* = 'V': ("Value") all eigenvalues in the half-open interval */ +/* (VL, VU] will be found. */ +/* = 'I': ("Index") the IL-th through IU-th eigenvalues (of the */ +/* entire matrix) will be found. */ + +/* N (input) INTEGER */ +/* The order of the matrix. N > 0. */ + +/* VL (input/output) DOUBLE PRECISION */ +/* VU (input/output) DOUBLE PRECISION */ +/* If RANGE='V', the lower and upper bounds for the eigenvalues. */ +/* Eigenvalues less than or equal to VL, or greater than VU, */ +/* will not be returned. VL < VU. */ +/* If RANGE='I' or ='A', DLARRE computes bounds on the desired */ +/* part of the spectrum. */ + +/* 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. */ + +/* D (input/output) DOUBLE PRECISION array, dimension (N) */ +/* On entry, the N diagonal elements of the tridiagonal */ +/* matrix T. */ +/* On exit, the N diagonal elements of the diagonal */ +/* matrices D_i. */ + +/* E (input/output) DOUBLE PRECISION array, dimension (N) */ +/* On entry, the first (N-1) entries contain the subdiagonal */ +/* elements of the tridiagonal matrix T; E(N) need not be set. */ +/* On exit, E contains the subdiagonal elements of the unit */ +/* bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), */ +/* 1 <= I <= NSPLIT, contain the base points sigma_i on output. */ + +/* E2 (input/output) DOUBLE PRECISION array, dimension (N) */ +/* On entry, the first (N-1) entries contain the SQUARES of the */ +/* subdiagonal elements of the tridiagonal matrix T; */ +/* E2(N) need not be set. */ +/* On exit, the entries E2( ISPLIT( I ) ), */ +/* 1 <= I <= NSPLIT, have been set to zero */ + +/* RTOL1 (input) DOUBLE PRECISION */ +/* RTOL2 (input) DOUBLE PRECISION */ +/* Parameters for bisection. */ +/* An interval [LEFT,RIGHT] has converged if */ +/* RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) */ + +/* SPLTOL (input) DOUBLE PRECISION */ +/* The threshold for splitting. */ + +/* NSPLIT (output) INTEGER */ +/* The number of blocks T splits into. 1 <= NSPLIT <= N. */ + +/* ISPLIT (output) INTEGER array, dimension (N) */ +/* The splitting points, at which T breaks up into blocks. */ +/* The first block consists of rows/columns 1 to ISPLIT(1), */ +/* the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), */ +/* etc., and the NSPLIT-th consists of rows/columns */ +/* ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. */ + +/* M (output) INTEGER */ +/* The total number of eigenvalues (of all L_i D_i L_i^T) */ +/* found. */ + +/* W (output) DOUBLE PRECISION array, dimension (N) */ +/* The first M elements contain the eigenvalues. The */ +/* eigenvalues of each of the blocks, L_i D_i L_i^T, are */ +/* sorted in ascending order ( DLARRE may use the */ +/* remaining N-M elements as workspace). */ + +/* WERR (output) DOUBLE PRECISION array, dimension (N) */ +/* The error bound on the corresponding eigenvalue in W. */ + +/* WGAP (output) DOUBLE PRECISION array, dimension (N) */ +/* The separation from the right neighbor eigenvalue in W. */ +/* The gap is only with respect to the eigenvalues of the same block */ +/* as each block has its own representation tree. */ +/* Exception: at the right end of a block we store the left gap */ + +/* IBLOCK (output) INTEGER array, dimension (N) */ +/* The indices of the blocks (submatrices) associated with the */ +/* corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue */ +/* W(i) belongs to the first block from the top, =2 if W(i) */ +/* belongs to the second block, etc. */ + +/* INDEXW (output) INTEGER array, dimension (N) */ +/* The indices of the eigenvalues within each block (submatrix); */ +/* for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the */ +/* i-th eigenvalue W(i) is the 10-th eigenvalue in block 2 */ + +/* GERS (output) DOUBLE PRECISION array, dimension (2*N) */ +/* The N Gerschgorin intervals (the i-th Gerschgorin interval */ +/* is (GERS(2*i-1), GERS(2*i)). */ + +/* PIVMIN (output) DOUBLE PRECISION */ +/* The minimum pivot in the Sturm sequence for T. */ + +/* WORK (workspace) DOUBLE PRECISION array, dimension (6*N) */ +/* Workspace. */ + +/* IWORK (workspace) INTEGER array, dimension (5*N) */ +/* Workspace. */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* > 0: A problem occured in DLARRE. */ +/* < 0: One of the called subroutines signaled an internal problem. */ +/* Needs inspection of the corresponding parameter IINFO */ +/* for further information. */ + +/* =-1: Problem in DLARRD. */ +/* = 2: No base representation could be found in MAXTRY iterations. */ +/* Increasing MAXTRY and recompilation might be a remedy. */ +/* =-3: Problem in DLARRB when computing the refined root */ +/* representation for DLASQ2. */ +/* =-4: Problem in DLARRB when preforming bisection on the */ +/* desired part of the spectrum. */ +/* =-5: Problem in DLASQ2. */ +/* =-6: Problem in DLASQ2. */ + +/* Further Details */ +/* The base representations are required to suffer very little */ +/* element growth and consequently define all their eigenvalues to */ +/* high relative accuracy. */ +/* =============== */ + +/* 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 .. */ +/* .. */ +/* .. Local Arrays .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + + /* Parameter adjustments */ + --iwork; + --work; + --gers; + --indexw; + --iblock; + --wgap; + --werr; + --w; + --isplit; + --e2; + --e; + --d__; + + /* Function Body */ + *info = 0; + +/* Decode RANGE */ + + if (lsame_(range, "A")) { + irange = 1; + } else if (lsame_(range, "V")) { + irange = 3; + } else if (lsame_(range, "I")) { + irange = 2; + } + *m = 0; +/* Get machine constants */ + safmin = dlamch_("S"); + eps = dlamch_("P"); +/* Set parameters */ + rtl = sqrt(eps); + bsrtol = sqrt(eps); +/* Treat case of 1x1 matrix for quick return */ + if (*n == 1) { + if (irange == 1 || irange == 3 && d__[1] > *vl && d__[1] <= *vu || + irange == 2 && *il == 1 && *iu == 1) { + *m = 1; + w[1] = d__[1]; +/* The computation error of the eigenvalue is zero */ + werr[1] = 0.; + wgap[1] = 0.; + iblock[1] = 1; + indexw[1] = 1; + gers[1] = d__[1]; + gers[2] = d__[1]; + } +/* store the shift for the initial RRR, which is zero in this case */ + e[1] = 0.; + return 0; + } +/* General case: tridiagonal matrix of order > 1 */ + +/* Init WERR, WGAP. Compute Gerschgorin intervals and spectral diameter. */ +/* Compute maximum off-diagonal entry and pivmin. */ + gl = d__[1]; + gu = d__[1]; + eold = 0.; + emax = 0.; + e[*n] = 0.; + i__1 = *n; + for (i__ = 1; i__ <= i__1; ++i__) { + werr[i__] = 0.; + wgap[i__] = 0.; + eabs = (d__1 = e[i__], abs(d__1)); + if (eabs >= emax) { + emax = eabs; + } + tmp1 = eabs + eold; + gers[(i__ << 1) - 1] = d__[i__] - tmp1; +/* Computing MIN */ + d__1 = gl, d__2 = gers[(i__ << 1) - 1]; + gl = min(d__1,d__2); + gers[i__ * 2] = d__[i__] + tmp1; +/* Computing MAX */ + d__1 = gu, d__2 = gers[i__ * 2]; + gu = max(d__1,d__2); + eold = eabs; +/* L5: */ + } +/* The minimum pivot allowed in the Sturm sequence for T */ +/* Computing MAX */ +/* Computing 2nd power */ + d__3 = emax; + d__1 = 1., d__2 = d__3 * d__3; + *pivmin = safmin * max(d__1,d__2); +/* Compute spectral diameter. The Gerschgorin bounds give an */ +/* estimate that is wrong by at most a factor of SQRT(2) */ + spdiam = gu - gl; +/* Compute splitting points */ + dlarra_(n, &d__[1], &e[1], &e2[1], spltol, &spdiam, nsplit, &isplit[1], & + iinfo); +/* Can force use of bisection instead of faster DQDS. */ +/* Option left in the code for future multisection work. */ + forceb = FALSE_; +/* Initialize USEDQD, DQDS should be used for ALLRNG unless someone */ +/* explicitly wants bisection. */ + usedqd = irange == 1 && ! forceb; + if (irange == 1 && ! forceb) { +/* Set interval [VL,VU] that contains all eigenvalues */ + *vl = gl; + *vu = gu; + } else { +/* We call DLARRD to find crude approximations to the eigenvalues */ +/* in the desired range. In case IRANGE = INDRNG, we also obtain the */ +/* interval (VL,VU] that contains all the wanted eigenvalues. */ +/* An interval [LEFT,RIGHT] has converged if */ +/* RIGHT-LEFT.LT.RTOL*MAX(ABS(LEFT),ABS(RIGHT)) */ +/* DLARRD needs a WORK of size 4*N, IWORK of size 3*N */ + dlarrd_(range, "B", n, vl, vu, il, iu, &gers[1], &bsrtol, &d__[1], &e[ + 1], &e2[1], pivmin, nsplit, &isplit[1], &mm, &w[1], &werr[1], + vl, vu, &iblock[1], &indexw[1], &work[1], &iwork[1], &iinfo); + if (iinfo != 0) { + *info = -1; + return 0; + } +/* Make sure that the entries M+1 to N in W, WERR, IBLOCK, INDEXW are 0 */ + i__1 = *n; + for (i__ = mm + 1; i__ <= i__1; ++i__) { + w[i__] = 0.; + werr[i__] = 0.; + iblock[i__] = 0; + indexw[i__] = 0; +/* L14: */ + } + } +/* ** */ +/* Loop over unreduced blocks */ + ibegin = 1; + wbegin = 1; + i__1 = *nsplit; + for (jblk = 1; jblk <= i__1; ++jblk) { + iend = isplit[jblk]; + in = iend - ibegin + 1; +/* 1 X 1 block */ + if (in == 1) { + if (irange == 1 || irange == 3 && d__[ibegin] > *vl && d__[ibegin] + <= *vu || irange == 2 && iblock[wbegin] == jblk) { + ++(*m); + w[*m] = d__[ibegin]; + werr[*m] = 0.; +/* The gap for a single block doesn't matter for the later */ +/* algorithm and is assigned an arbitrary large value */ + wgap[*m] = 0.; + iblock[*m] = jblk; + indexw[*m] = 1; + ++wbegin; + } +/* E( IEND ) holds the shift for the initial RRR */ + e[iend] = 0.; + ibegin = iend + 1; + goto L170; + } + +/* Blocks of size larger than 1x1 */ + +/* E( IEND ) will hold the shift for the initial RRR, for now set it =0 */ + e[iend] = 0.; + +/* Find local outer bounds GL,GU for the block */ + gl = d__[ibegin]; + gu = d__[ibegin]; + i__2 = iend; + for (i__ = ibegin; i__ <= i__2; ++i__) { +/* Computing MIN */ + d__1 = gers[(i__ << 1) - 1]; + gl = min(d__1,gl); +/* Computing MAX */ + d__1 = gers[i__ * 2]; + gu = max(d__1,gu); +/* L15: */ + } + spdiam = gu - gl; + if (! (irange == 1 && ! forceb)) { +/* Count the number of eigenvalues in the current block. */ + mb = 0; + i__2 = mm; + for (i__ = wbegin; i__ <= i__2; ++i__) { + if (iblock[i__] == jblk) { + ++mb; + } else { + goto L21; + } +/* L20: */ + } +L21: + if (mb == 0) { +/* No eigenvalue in the current block lies in the desired range */ +/* E( IEND ) holds the shift for the initial RRR */ + e[iend] = 0.; + ibegin = iend + 1; + goto L170; + } else { +/* Decide whether dqds or bisection is more efficient */ + usedqd = (doublereal) mb > in * .5 && ! forceb; + wend = wbegin + mb - 1; +/* Calculate gaps for the current block */ +/* In later stages, when representations for individual */ +/* eigenvalues are different, we use SIGMA = E( IEND ). */ + sigma = 0.; + i__2 = wend - 1; + for (i__ = wbegin; i__ <= i__2; ++i__) { +/* Computing MAX */ + d__1 = 0., d__2 = w[i__ + 1] - werr[i__ + 1] - (w[i__] + + werr[i__]); + wgap[i__] = max(d__1,d__2); +/* L30: */ + } +/* Computing MAX */ + d__1 = 0., d__2 = *vu - sigma - (w[wend] + werr[wend]); + wgap[wend] = max(d__1,d__2); +/* Find local index of the first and last desired evalue. */ + indl = indexw[wbegin]; + indu = indexw[wend]; + } + } + if (irange == 1 && ! forceb || usedqd) { +/* Case of DQDS */ +/* Find approximations to the extremal eigenvalues of the block */ + dlarrk_(&in, &c__1, &gl, &gu, &d__[ibegin], &e2[ibegin], pivmin, & + rtl, &tmp, &tmp1, &iinfo); + if (iinfo != 0) { + *info = -1; + return 0; + } +/* Computing MAX */ + d__2 = gl, d__3 = tmp - tmp1 - eps * 100. * (d__1 = tmp - tmp1, + abs(d__1)); + isleft = max(d__2,d__3); + dlarrk_(&in, &in, &gl, &gu, &d__[ibegin], &e2[ibegin], pivmin, & + rtl, &tmp, &tmp1, &iinfo); + if (iinfo != 0) { + *info = -1; + return 0; + } +/* Computing MIN */ + d__2 = gu, d__3 = tmp + tmp1 + eps * 100. * (d__1 = tmp + tmp1, + abs(d__1)); + isrght = min(d__2,d__3); +/* Improve the estimate of the spectral diameter */ + spdiam = isrght - isleft; + } else { +/* Case of bisection */ +/* Find approximations to the wanted extremal eigenvalues */ +/* Computing MAX */ + d__2 = gl, d__3 = w[wbegin] - werr[wbegin] - eps * 100. * (d__1 = + w[wbegin] - werr[wbegin], abs(d__1)); + isleft = max(d__2,d__3); +/* Computing MIN */ + d__2 = gu, d__3 = w[wend] + werr[wend] + eps * 100. * (d__1 = w[ + wend] + werr[wend], abs(d__1)); + isrght = min(d__2,d__3); + } +/* Decide whether the base representation for the current block */ +/* L_JBLK D_JBLK L_JBLK^T = T_JBLK - sigma_JBLK I */ +/* should be on the left or the right end of the current block. */ +/* The strategy is to shift to the end which is "more populated" */ +/* Furthermore, decide whether to use DQDS for the computation of */ +/* the eigenvalue approximations at the end of DLARRE or bisection. */ +/* dqds is chosen if all eigenvalues are desired or the number of */ +/* eigenvalues to be computed is large compared to the blocksize. */ + if (irange == 1 && ! forceb) { +/* If all the eigenvalues have to be computed, we use dqd */ + usedqd = TRUE_; +/* INDL is the local index of the first eigenvalue to compute */ + indl = 1; + indu = in; +/* MB = number of eigenvalues to compute */ + mb = in; + wend = wbegin + mb - 1; +/* Define 1/4 and 3/4 points of the spectrum */ + s1 = isleft + spdiam * .25; + s2 = isrght - spdiam * .25; + } else { +/* DLARRD has computed IBLOCK and INDEXW for each eigenvalue */ +/* approximation. */ +/* choose sigma */ + if (usedqd) { + s1 = isleft + spdiam * .25; + s2 = isrght - spdiam * .25; + } else { + tmp = min(isrght,*vu) - max(isleft,*vl); + s1 = max(isleft,*vl) + tmp * .25; + s2 = min(isrght,*vu) - tmp * .25; + } + } +/* Compute the negcount at the 1/4 and 3/4 points */ + if (mb > 1) { + dlarrc_("T", &in, &s1, &s2, &d__[ibegin], &e[ibegin], pivmin, & + cnt, &cnt1, &cnt2, &iinfo); + } + if (mb == 1) { + sigma = gl; + sgndef = 1.; + } else if (cnt1 - indl >= indu - cnt2) { + if (irange == 1 && ! forceb) { + sigma = max(isleft,gl); + } else if (usedqd) { +/* use Gerschgorin bound as shift to get pos def matrix */ +/* for dqds */ + sigma = isleft; + } else { +/* use approximation of the first desired eigenvalue of the */ +/* block as shift */ + sigma = max(isleft,*vl); + } + sgndef = 1.; + } else { + if (irange == 1 && ! forceb) { + sigma = min(isrght,gu); + } else if (usedqd) { +/* use Gerschgorin bound as shift to get neg def matrix */ +/* for dqds */ + sigma = isrght; + } else { +/* use approximation of the first desired eigenvalue of the */ +/* block as shift */ + sigma = min(isrght,*vu); + } + sgndef = -1.; + } +/* An initial SIGMA has been chosen that will be used for computing */ +/* T - SIGMA I = L D L^T */ +/* Define the increment TAU of the shift in case the initial shift */ +/* needs to be refined to obtain a factorization with not too much */ +/* element growth. */ + if (usedqd) { +/* The initial SIGMA was to the outer end of the spectrum */ +/* the matrix is definite and we need not retreat. */ + tau = spdiam * eps * *n + *pivmin * 2.; + } else { + if (mb > 1) { + clwdth = w[wend] + werr[wend] - w[wbegin] - werr[wbegin]; + avgap = (d__1 = clwdth / (doublereal) (wend - wbegin), abs( + d__1)); + if (sgndef == 1.) { +/* Computing MAX */ + d__1 = wgap[wbegin]; + tau = max(d__1,avgap) * .5; +/* Computing MAX */ + d__1 = tau, d__2 = werr[wbegin]; + tau = max(d__1,d__2); + } else { +/* Computing MAX */ + d__1 = wgap[wend - 1]; + tau = max(d__1,avgap) * .5; +/* Computing MAX */ + d__1 = tau, d__2 = werr[wend]; + tau = max(d__1,d__2); + } + } else { + tau = werr[wbegin]; + } + } + + for (idum = 1; idum <= 6; ++idum) { +/* Compute L D L^T factorization of tridiagonal matrix T - sigma I. */ +/* Store D in WORK(1:IN), L in WORK(IN+1:2*IN), and reciprocals of */ +/* pivots in WORK(2*IN+1:3*IN) */ + dpivot = d__[ibegin] - sigma; + work[1] = dpivot; + dmax__ = abs(work[1]); + j = ibegin; + i__2 = in - 1; + for (i__ = 1; i__ <= i__2; ++i__) { + work[(in << 1) + i__] = 1. / work[i__]; + tmp = e[j] * work[(in << 1) + i__]; + work[in + i__] = tmp; + dpivot = d__[j + 1] - sigma - tmp * e[j]; + work[i__ + 1] = dpivot; +/* Computing MAX */ + d__1 = dmax__, d__2 = abs(dpivot); + dmax__ = max(d__1,d__2); + ++j; +/* L70: */ + } +/* check for element growth */ + if (dmax__ > spdiam * 64.) { + norep = TRUE_; + } else { + norep = FALSE_; + } + if (usedqd && ! norep) { +/* Ensure the definiteness of the representation */ +/* All entries of D (of L D L^T) must have the same sign */ + i__2 = in; + for (i__ = 1; i__ <= i__2; ++i__) { + tmp = sgndef * work[i__]; + if (tmp < 0.) { + norep = TRUE_; + } +/* L71: */ + } + } + if (norep) { +/* Note that in the case of IRANGE=ALLRNG, we use the Gerschgorin */ +/* shift which makes the matrix definite. So we should end up */ +/* here really only in the case of IRANGE = VALRNG or INDRNG. */ + if (idum == 5) { + if (sgndef == 1.) { +/* The fudged Gerschgorin shift should succeed */ + sigma = gl - spdiam * 2. * eps * *n - *pivmin * 4.; + } else { + sigma = gu + spdiam * 2. * eps * *n + *pivmin * 4.; + } + } else { + sigma -= sgndef * tau; + tau *= 2.; + } + } else { +/* an initial RRR is found */ + goto L83; + } +/* L80: */ + } +/* if the program reaches this point, no base representation could be */ +/* found in MAXTRY iterations. */ + *info = 2; + return 0; +L83: +/* At this point, we have found an initial base representation */ +/* T - SIGMA I = L D L^T with not too much element growth. */ +/* Store the shift. */ + e[iend] = sigma; +/* Store D and L. */ + dcopy_(&in, &work[1], &c__1, &d__[ibegin], &c__1); + i__2 = in - 1; + dcopy_(&i__2, &work[in + 1], &c__1, &e[ibegin], &c__1); + if (mb > 1) { + +/* Perturb each entry of the base representation by a small */ +/* (but random) relative amount to overcome difficulties with */ +/* glued matrices. */ + + for (i__ = 1; i__ <= 4; ++i__) { + iseed[i__ - 1] = 1; +/* L122: */ + } + i__2 = (in << 1) - 1; + dlarnv_(&c__2, iseed, &i__2, &work[1]); + i__2 = in - 1; + for (i__ = 1; i__ <= i__2; ++i__) { + d__[ibegin + i__ - 1] *= eps * 8. * work[i__] + 1.; + e[ibegin + i__ - 1] *= eps * 8. * work[in + i__] + 1.; +/* L125: */ + } + d__[iend] *= eps * 4. * work[in] + 1.; + + } + +/* Don't update the Gerschgorin intervals because keeping track */ +/* of the updates would be too much work in DLARRV. */ +/* We update W instead and use it to locate the proper Gerschgorin */ +/* intervals. */ +/* Compute the required eigenvalues of L D L' by bisection or dqds */ + if (! usedqd) { +/* If DLARRD has been used, shift the eigenvalue approximations */ +/* according to their representation. This is necessary for */ +/* a uniform DLARRV since dqds computes eigenvalues of the */ +/* shifted representation. In DLARRV, W will always hold the */ +/* UNshifted eigenvalue approximation. */ + i__2 = wend; + for (j = wbegin; j <= i__2; ++j) { + w[j] -= sigma; + werr[j] += (d__1 = w[j], abs(d__1)) * eps; +/* L134: */ + } +/* call DLARRB to reduce eigenvalue error of the approximations */ +/* from DLARRD */ + i__2 = iend - 1; + for (i__ = ibegin; i__ <= i__2; ++i__) { +/* Computing 2nd power */ + d__1 = e[i__]; + work[i__] = d__[i__] * (d__1 * d__1); +/* L135: */ + } +/* use bisection to find EV from INDL to INDU */ + i__2 = indl - 1; + dlarrb_(&in, &d__[ibegin], &work[ibegin], &indl, &indu, rtol1, + rtol2, &i__2, &w[wbegin], &wgap[wbegin], &werr[wbegin], & + work[(*n << 1) + 1], &iwork[1], pivmin, &spdiam, &in, & + iinfo); + if (iinfo != 0) { + *info = -4; + return 0; + } +/* DLARRB computes all gaps correctly except for the last one */ +/* Record distance to VU/GU */ +/* Computing MAX */ + d__1 = 0., d__2 = *vu - sigma - (w[wend] + werr[wend]); + wgap[wend] = max(d__1,d__2); + i__2 = indu; + for (i__ = indl; i__ <= i__2; ++i__) { + ++(*m); + iblock[*m] = jblk; + indexw[*m] = i__; +/* L138: */ + } + } else { +/* Call dqds to get all eigs (and then possibly delete unwanted */ +/* eigenvalues). */ +/* Note that dqds finds the eigenvalues of the L D L^T representation */ +/* of T to high relative accuracy. High relative accuracy */ +/* might be lost when the shift of the RRR is subtracted to obtain */ +/* the eigenvalues of T. However, T is not guaranteed to define its */ +/* eigenvalues to high relative accuracy anyway. */ +/* Set RTOL to the order of the tolerance used in DLASQ2 */ +/* This is an ESTIMATED error, the worst case bound is 4*N*EPS */ +/* which is usually too large and requires unnecessary work to be */ +/* done by bisection when computing the eigenvectors */ + rtol = log((doublereal) in) * 4. * eps; + j = ibegin; + i__2 = in - 1; + for (i__ = 1; i__ <= i__2; ++i__) { + work[(i__ << 1) - 1] = (d__1 = d__[j], abs(d__1)); + work[i__ * 2] = e[j] * e[j] * work[(i__ << 1) - 1]; + ++j; +/* L140: */ + } + work[(in << 1) - 1] = (d__1 = d__[iend], abs(d__1)); + work[in * 2] = 0.; + dlasq2_(&in, &work[1], &iinfo); + if (iinfo != 0) { +/* If IINFO = -5 then an index is part of a tight cluster */ +/* and should be changed. The index is in IWORK(1) and the */ +/* gap is in WORK(N+1) */ + *info = -5; + return 0; + } else { +/* Test that all eigenvalues are positive as expected */ + i__2 = in; + for (i__ = 1; i__ <= i__2; ++i__) { + if (work[i__] < 0.) { + *info = -6; + return 0; + } +/* L149: */ + } + } + if (sgndef > 0.) { + i__2 = indu; + for (i__ = indl; i__ <= i__2; ++i__) { + ++(*m); + w[*m] = work[in - i__ + 1]; + iblock[*m] = jblk; + indexw[*m] = i__; +/* L150: */ + } + } else { + i__2 = indu; + for (i__ = indl; i__ <= i__2; ++i__) { + ++(*m); + w[*m] = -work[i__]; + iblock[*m] = jblk; + indexw[*m] = i__; +/* L160: */ + } + } + i__2 = *m; + for (i__ = *m - mb + 1; i__ <= i__2; ++i__) { +/* the value of RTOL below should be the tolerance in DLASQ2 */ + werr[i__] = rtol * (d__1 = w[i__], abs(d__1)); +/* L165: */ + } + i__2 = *m - 1; + for (i__ = *m - mb + 1; i__ <= i__2; ++i__) { +/* compute the right gap between the intervals */ +/* Computing MAX */ + d__1 = 0., d__2 = w[i__ + 1] - werr[i__ + 1] - (w[i__] + werr[ + i__]); + wgap[i__] = max(d__1,d__2); +/* L166: */ + } +/* Computing MAX */ + d__1 = 0., d__2 = *vu - sigma - (w[*m] + werr[*m]); + wgap[*m] = max(d__1,d__2); + } +/* proceed with next block */ + ibegin = iend + 1; + wbegin = wend + 1; +L170: + ; + } + + return 0; + +/* end of DLARRE */ + +} /* dlarre_ */ |