aboutsummaryrefslogtreecommitdiffstats
path: root/contrib/libs/clapack/sstevr.c
blob: 279446ae0ae6bec634751e7faeecf01b77463c01 (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
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
/* sstevr.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__10 = 10;
static integer c__1 = 1;
static integer c__2 = 2;
static integer c__3 = 3;
static integer c__4 = 4;

/* Subroutine */ int sstevr_(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)
{
    /* 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, jj;
    real eps, vll, vuu, tmp1;
    integer imax;
    real rmin, rmax;
    logical test;
    real tnrm, sigma;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *);
    char order[1];
    integer lwmin;
    extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, 
	    integer *), sswap_(integer *, real *, integer *, real *, integer *
);
    logical wantz, alleig, indeig;
    integer iscale, ieeeok, indibl, indifl;
    logical valeig;
    extern doublereal slamch_(char *);
    real safmin;
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    real bignum;
    integer indisp, indiwo, liwmin;
    logical tryrac;
    extern doublereal slanst_(char *, integer *, real *, real *);
    extern /* Subroutine */ int sstein_(integer *, real *, real *, integer *, 
	    real *, integer *, integer *, real *, integer *, real *, integer *
, integer *, integer *), ssterf_(integer *, real *, real *, 
	    integer *);
    integer nsplit;
    extern /* Subroutine */ int sstebz_(char *, char *, integer *, real *, 
	    real *, integer *, integer *, real *, real *, real *, integer *, 
	    integer *, real *, integer *, integer *, real *, integer *, 
	    integer *);
    real smlnum;
    extern /* Subroutine */ int sstemr_(char *, char *, integer *, real *, 
	    real *, real *, real *, integer *, integer *, integer *, real *, 
	    real *, integer *, integer *, integer *, logical *, real *, 
	    integer *, integer *, integer *, integer *);
    logical lquery;


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

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

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

/*  SSTEVR 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. */

/*  Whenever possible, SSTEVR calls SSTEMR to compute the */
/*  eigenspectrum using Relatively Robust Representations.  SSTEMR */
/*  computes eigenvalues 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 : SSTEVR calls SSTEMR when the full spectrum is requested */
/*  on machines which conform to the ieee-754 floating point standard. */
/*  SSTEVR calls SSTEBZ and SSTEIN on non-ieee machines and */
/*  when partial spectrum requests are made. */

/*  Normal execution of SSTEMR may create NaNs and infinities and */
/*  hence may abort due to a floating point exception in environments */
/*  which do not handle NaNs and infinities in the ieee standard default */
/*  manner. */

/*  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. */
/* ********* For RANGE = 'V' or 'I' and IU - IL < N - 1, SSTEBZ and */
/* ********* SSTEIN are called */

/*  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 */
/*          A. */
/*          On exit, D may be multiplied by a constant factor chosen */
/*          to avoid over/underflow in computing the eigenvalues. */

/*  E       (input/output) REAL array, dimension (max(1,N-1)) */
/*          On entry, the (n-1) subdiagonal elements of the tridiagonal */
/*          matrix A in elements 1 to N-1 of E. */
/*          On exit, E may be multiplied by a constant factor chosen */
/*          to avoid over/underflow in computing the eigenvalues. */

/*  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. */
/*          An approximate eigenvalue is accepted as converged */
/*          when it is determined to lie in an interval [a,b] */
/*          of width less than or equal to */

/*                  ABSTOL + EPS *   max( |a|,|b| ) , */

/*          where EPS is the machine precision.  If ABSTOL is less than */
/*          or equal to zero, then  EPS*|T|  will be used in its place, */
/*          where |T| is the 1-norm of the tridiagonal matrix obtained */
/*          by reducing A to tridiagonal form. */

/*          See "Computing Small Singular Values of Bidiagonal Matrices */
/*          with Guaranteed High Relative Accuracy," by Demmel and */
/*          Kahan, LAPACK Working Note #3. */

/*          If high relative accuracy is important, set ABSTOL to */
/*          SLAMCH( 'Safe minimum' ).  Doing so will guarantee that */
/*          eigenvalues are computed to high relative accuracy when */
/*          possible in future releases.  The current code does not */
/*          make any guarantees about high relative accuracy, but */
/*          future releases will. See J. Barlow and J. 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 A */
/*          corresponding to the selected eigenvalues, with the i-th */
/*          column of Z holding the eigenvector associated with W(i). */
/*          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 ). */
/* ********* Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 */

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

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK.  LWORK >= 20*N. */

/*          If LWORK = -1, then a workspace query is assumed; the routine */
/*          only calculates the optimal sizes of the WORK and IWORK */
/*          arrays, returns these values as the first entries of the WORK */
/*          and IWORK arrays, and no error message related to LWORK or */
/*          LIWORK is issued by XERBLA. */

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

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

/*          If LIWORK = -1, then a workspace query is assumed; the */
/*          routine only calculates the optimal sizes of the WORK and */
/*          IWORK arrays, returns these values as the first entries of */
/*          the WORK and IWORK arrays, and no error message related to */
/*          LWORK or LIWORK is issued by XERBLA. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */
/*          > 0:  Internal error */

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

/*  Based on contributions by */
/*     Inderjit Dhillon, IBM Almaden, USA */
/*     Osni Marques, LBNL/NERSC, USA */
/*     Ken Stanley, Computer Science Division, University of */
/*       California at Berkeley, USA */
/*     Jason Riedy, Computer Science Division, University of */
/*       California at 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 */
    ieeeok = ilaenv_(&c__10, "SSTEVR", "N", &c__1, &c__2, &c__3, &c__4);

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

    lquery = *lwork == -1 || *liwork == -1;
/* Computing MAX */
    i__1 = 1, i__2 = *n * 20;
    lwmin = max(i__1,i__2);
/* Computing MAX */
    i__1 = 1, i__2 = *n * 10;
    liwmin = max(i__1,i__2);


    *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) {
	    if (*n > 0 && *vu <= *vl) {
		*info = -7;
	    }
	} else if (indeig) {
	    if (*il < 1 || *il > max(1,*n)) {
		*info = -8;
	    } else if (*iu < min(*n,*il) || *iu > *n) {
		*info = -9;
	    }
	}
    }
    if (*info == 0) {
	if (*ldz < 1 || wantz && *ldz < *n) {
	    *info = -14;
	}
    }

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

	if (*lwork < lwmin && ! lquery) {
	    *info = -17;
	} else if (*liwork < liwmin && ! lquery) {
	    *info = -19;
	}
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("SSTEVR", &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__[z_dim1 + 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. */

    iscale = 0;
    vll = *vl;
    vuu = *vu;

    tnrm = slanst_("M", n, &d__[1], &e[1]);
    if (tnrm > 0.f && tnrm < rmin) {
	iscale = 1;
	sigma = rmin / tnrm;
    } else if (tnrm > rmax) {
	iscale = 1;
	sigma = rmax / tnrm;
    }
    if (iscale == 1) {
	sscal_(n, &sigma, &d__[1], &c__1);
	i__1 = *n - 1;
	sscal_(&i__1, &sigma, &e[1], &c__1);
	if (valeig) {
	    vll = *vl * sigma;
	    vuu = *vu * sigma;
	}
    }
/*     Initialize indices into workspaces.  Note: These indices are used only */
/*     if SSTERF or SSTEMR fail. */
/*     IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in SSTEBZ and */
/*     stores the block indices of each of the M<=N eigenvalues. */
    indibl = 1;
/*     IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in SSTEBZ and */
/*     stores the starting and finishing indices of each block. */
    indisp = indibl + *n;
/*     IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors */
/*     that corresponding to eigenvectors that fail to converge in */
/*     SSTEIN.  This information is discarded; if any fail, the driver */
/*     returns INFO > 0. */
    indifl = indisp + *n;
/*     INDIWO is the offset of the remaining integer workspace. */
    indiwo = indisp + *n;

/*     If all eigenvalues are desired, then */
/*     call SSTERF or SSTEMR.  If this fails for some eigenvalue, then */
/*     try SSTEBZ. */


    test = FALSE_;
    if (indeig) {
	if (*il == 1 && *iu == *n) {
	    test = TRUE_;
	}
    }
    if ((alleig || test) && ieeeok == 1) {
	i__1 = *n - 1;
	scopy_(&i__1, &e[1], &c__1, &work[1], &c__1);
	if (! wantz) {
	    scopy_(n, &d__[1], &c__1, &w[1], &c__1);
	    ssterf_(n, &w[1], &work[1], info);
	} else {
	    scopy_(n, &d__[1], &c__1, &work[*n + 1], &c__1);
	    if (*abstol <= *n * 2.f * eps) {
		tryrac = TRUE_;
	    } else {
		tryrac = FALSE_;
	    }
	    i__1 = *lwork - (*n << 1);
	    sstemr_(jobz, "A", n, &work[*n + 1], &work[1], vl, vu, il, iu, m, 
		    &w[1], &z__[z_offset], ldz, n, &isuppz[1], &tryrac, &work[
		    (*n << 1) + 1], &i__1, &iwork[1], liwork, info);

	}
	if (*info == 0) {
	    *m = *n;
	    goto L10;
	}
	*info = 0;
    }

/*     Otherwise, call SSTEBZ and, if eigenvectors are desired, SSTEIN. */

    if (wantz) {
	*(unsigned char *)order = 'B';
    } else {
	*(unsigned char *)order = 'E';
    }
    sstebz_(range, order, n, &vll, &vuu, il, iu, abstol, &d__[1], &e[1], m, &
	    nsplit, &w[1], &iwork[indibl], &iwork[indisp], &work[1], &iwork[
	    indiwo], info);

    if (wantz) {
	sstein_(n, &d__[1], &e[1], m, &w[1], &iwork[indibl], &iwork[indisp], &
		z__[z_offset], ldz, &work[1], &iwork[indiwo], &iwork[indifl], 
		info);
    }

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

L10:
    if (iscale == 1) {
	if (*info == 0) {
	    imax = *m;
	} else {
	    imax = *info - 1;
	}
	r__1 = 1.f / sigma;
	sscal_(&imax, &r__1, &w[1], &c__1);
    }

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

    if (wantz) {
	i__1 = *m - 1;
	for (j = 1; j <= i__1; ++j) {
	    i__ = 0;
	    tmp1 = w[j];
	    i__2 = *m;
	    for (jj = j + 1; jj <= i__2; ++jj) {
		if (w[jj] < tmp1) {
		    i__ = jj;
		    tmp1 = w[jj];
		}
/* L20: */
	    }

	    if (i__ != 0) {
		w[i__] = w[j];
		w[j] = tmp1;
		sswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * z_dim1 + 1], 
			 &c__1);
	    }
/* L30: */
	}
    }

/*      Causes problems with tests 19 & 20: */
/*      IF (wantz .and. INDEIG ) Z( 1,1) = Z(1,1) / 1.002 + .002 */


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

/*     End of SSTEVR */

} /* sstevr_ */