aboutsummaryrefslogtreecommitdiffstats
path: root/contrib/libs/clapack/dlarrk.c
blob: aab5fc33112da9667167dac3d55a9cadea5d5a11 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
/* dlarrk.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"

/* Subroutine */ int dlarrk_(integer *n, integer *iw, doublereal *gl, 
	doublereal *gu, doublereal *d__, doublereal *e2, doublereal *pivmin, 
	doublereal *reltol, doublereal *w, doublereal *werr, integer *info)
{
    /* System generated locals */
    integer i__1;
    doublereal d__1, d__2;

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

    /* Local variables */
    integer i__, it;
    doublereal mid, eps, tmp1, tmp2, left, atoli, right;
    integer itmax;
    doublereal rtoli, tnorm;
    extern doublereal dlamch_(char *);
    integer negcnt;


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

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

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

/*  DLARRK computes one eigenvalue of a symmetric tridiagonal */
/*  matrix T to suitable accuracy. This is an auxiliary code to be */
/*  called from DSTEMR. */

/*  To avoid overflow, the matrix must be scaled so that its */
/*  largest element is no greater than overflow**(1/2) * */
/*  underflow**(1/4) in absolute value, and for greatest */
/*  accuracy, it should not be much smaller than that. */

/*  See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal */
/*  Matrix", Report CS41, Computer Science Dept., Stanford */
/*  University, July 21, 1966. */

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

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

/*  IW      (input) INTEGER */
/*          The index of the eigenvalues to be returned. */

/*  GL      (input) DOUBLE PRECISION */
/*  GU      (input) DOUBLE PRECISION */
/*          An upper and a lower bound on the eigenvalue. */

/*  D       (input) DOUBLE PRECISION array, dimension (N) */
/*          The n diagonal elements of the tridiagonal matrix T. */

/*  E2      (input) DOUBLE PRECISION array, dimension (N-1) */
/*          The (n-1) squared off-diagonal elements of the tridiagonal matrix T. */

/*  PIVMIN  (input) DOUBLE PRECISION */
/*          The minimum pivot allowed in the Sturm sequence for T. */

/*  RELTOL  (input) DOUBLE PRECISION */
/*          The minimum relative width of an interval.  When an interval */
/*          is narrower than RELTOL times the larger (in */
/*          magnitude) endpoint, then it is considered to be */
/*          sufficiently small, i.e., converged.  Note: this should */
/*          always be at least radix*machine epsilon. */

/*  W       (output) DOUBLE PRECISION */

/*  WERR    (output) DOUBLE PRECISION */
/*          The error bound on the corresponding eigenvalue approximation */
/*          in W. */

/*  INFO    (output) INTEGER */
/*          = 0:       Eigenvalue converged */
/*          = -1:      Eigenvalue did NOT converge */

/*  Internal Parameters */
/*  =================== */

/*  FUDGE   DOUBLE PRECISION, default = 2 */
/*          A "fudge factor" to widen the Gershgorin intervals. */

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

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

/*     Get machine constants */
    /* Parameter adjustments */
    --e2;
    --d__;

    /* Function Body */
    eps = dlamch_("P");
/* Computing MAX */
    d__1 = abs(*gl), d__2 = abs(*gu);
    tnorm = max(d__1,d__2);
    rtoli = *reltol;
    atoli = *pivmin * 4.;
    itmax = (integer) ((log(tnorm + *pivmin) - log(*pivmin)) / log(2.)) + 2;
    *info = -1;
    left = *gl - tnorm * 2. * eps * *n - *pivmin * 4.;
    right = *gu + tnorm * 2. * eps * *n + *pivmin * 4.;
    it = 0;
L10:

/*     Check if interval converged or maximum number of iterations reached */

    tmp1 = (d__1 = right - left, abs(d__1));
/* Computing MAX */
    d__1 = abs(right), d__2 = abs(left);
    tmp2 = max(d__1,d__2);
/* Computing MAX */
    d__1 = max(atoli,*pivmin), d__2 = rtoli * tmp2;
    if (tmp1 < max(d__1,d__2)) {
	*info = 0;
	goto L30;
    }
    if (it > itmax) {
	goto L30;
    }

/*     Count number of negative pivots for mid-point */

    ++it;
    mid = (left + right) * .5;
    negcnt = 0;
    tmp1 = d__[1] - mid;
    if (abs(tmp1) < *pivmin) {
	tmp1 = -(*pivmin);
    }
    if (tmp1 <= 0.) {
	++negcnt;
    }

    i__1 = *n;
    for (i__ = 2; i__ <= i__1; ++i__) {
	tmp1 = d__[i__] - e2[i__ - 1] / tmp1 - mid;
	if (abs(tmp1) < *pivmin) {
	    tmp1 = -(*pivmin);
	}
	if (tmp1 <= 0.) {
	    ++negcnt;
	}
/* L20: */
    }
    if (negcnt >= *iw) {
	right = mid;
    } else {
	left = mid;
    }
    goto L10;
L30:

/*     Converged or maximum number of iterations reached */

    *w = (left + right) * .5;
    *werr = (d__1 = right - left, abs(d__1)) * .5;
    return 0;

/*     End of DLARRK */

} /* dlarrk_ */