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opencv/3rdparty/lapack/dlaed2.c

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#include "clapack.h"
/* Table of constant values */
static doublereal c_b3 = -1.;
static integer c__1 = 1;
/* Subroutine */ int dlaed2_(integer *k, integer *n, integer *n1, doublereal *
d__, doublereal *q, integer *ldq, integer *indxq, doublereal *rho,
doublereal *z__, doublereal *dlamda, doublereal *w, doublereal *q2,
integer *indx, integer *indxc, integer *indxp, integer *coltyp,
integer *info)
{
/* System generated locals */
integer q_dim1, q_offset, i__1, i__2;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
doublereal c__;
integer i__, j;
doublereal s, t;
integer k2, n2, ct, nj, pj, js, iq1, iq2, n1p1;
doublereal eps, tau, tol;
integer psm[4], imax, jmax;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
integer ctot[4];
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *), dcopy_(integer *, doublereal *, integer *, doublereal
*, integer *);
extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *);
extern integer idamax_(integer *, doublereal *, integer *);
extern /* Subroutine */ int dlamrg_(integer *, integer *, doublereal *,
integer *, integer *, integer *), dlacpy_(char *, integer *,
integer *, doublereal *, integer *, doublereal *, integer *), xerbla_(char *, integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAED2 merges the two sets of eigenvalues together into a single */
/* sorted set. Then it tries to deflate the size of the problem. */
/* There are two ways in which deflation can occur: when two or more */
/* eigenvalues are close together or if there is a tiny entry in the */
/* Z vector. For each such occurrence the order of the related secular */
/* equation problem is reduced by one. */
/* Arguments */
/* ========= */
/* K (output) INTEGER */
/* The number of non-deflated eigenvalues, and the order of the */
/* related secular equation. 0 <= K <=N. */
/* N (input) INTEGER */
/* The dimension of the symmetric tridiagonal matrix. N >= 0. */
/* N1 (input) INTEGER */
/* The location of the last eigenvalue in the leading sub-matrix. */
/* min(1,N) <= N1 <= N/2. */
/* D (input/output) DOUBLE PRECISION array, dimension (N) */
/* On entry, D contains the eigenvalues of the two submatrices to */
/* be combined. */
/* On exit, D contains the trailing (N-K) updated eigenvalues */
/* (those which were deflated) sorted into increasing order. */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */
/* On entry, Q contains the eigenvectors of two submatrices in */
/* the two square blocks with corners at (1,1), (N1,N1) */
/* and (N1+1, N1+1), (N,N). */
/* On exit, Q contains the trailing (N-K) updated eigenvectors */
/* (those which were deflated) in its last N-K columns. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. LDQ >= max(1,N). */
/* INDXQ (input/output) INTEGER array, dimension (N) */
/* The permutation which separately sorts the two sub-problems */
/* in D into ascending order. Note that elements in the second */
/* half of this permutation must first have N1 added to their */
/* values. Destroyed on exit. */
/* RHO (input/output) DOUBLE PRECISION */
/* On entry, the off-diagonal element associated with the rank-1 */
/* cut which originally split the two submatrices which are now */
/* being recombined. */
/* On exit, RHO has been modified to the value required by */
/* DLAED3. */
/* Z (input) DOUBLE PRECISION array, dimension (N) */
/* On entry, Z contains the updating vector (the last */
/* row of the first sub-eigenvector matrix and the first row of */
/* the second sub-eigenvector matrix). */
/* On exit, the contents of Z have been destroyed by the updating */
/* process. */
/* DLAMDA (output) DOUBLE PRECISION array, dimension (N) */
/* A copy of the first K eigenvalues which will be used by */
/* DLAED3 to form the secular equation. */
/* W (output) DOUBLE PRECISION array, dimension (N) */
/* The first k values of the final deflation-altered z-vector */
/* which will be passed to DLAED3. */
/* Q2 (output) DOUBLE PRECISION array, dimension (N1**2+(N-N1)**2) */
/* A copy of the first K eigenvectors which will be used by */
/* DLAED3 in a matrix multiply (DGEMM) to solve for the new */
/* eigenvectors. */
/* INDX (workspace) INTEGER array, dimension (N) */
/* The permutation used to sort the contents of DLAMDA into */
/* ascending order. */
/* INDXC (output) INTEGER array, dimension (N) */
/* The permutation used to arrange the columns of the deflated */
/* Q matrix into three groups: the first group contains non-zero */
/* elements only at and above N1, the second contains */
/* non-zero elements only below N1, and the third is dense. */
/* INDXP (workspace) INTEGER array, dimension (N) */
/* The permutation used to place deflated values of D at the end */
/* of the array. INDXP(1:K) points to the nondeflated D-values */
/* and INDXP(K+1:N) points to the deflated eigenvalues. */
/* COLTYP (workspace/output) INTEGER array, dimension (N) */
/* During execution, a label which will indicate which of the */
/* following types a column in the Q2 matrix is: */
/* 1 : non-zero in the upper half only; */
/* 2 : dense; */
/* 3 : non-zero in the lower half only; */
/* 4 : deflated. */
/* On exit, COLTYP(i) is the number of columns of type i, */
/* for i=1 to 4 only. */
/* INFO (output) INTEGER */
/* = 0: successful exit. */
/* < 0: if INFO = -i, the i-th argument had an illegal value. */
/* Further Details */
/* =============== */
/* Based on contributions by */
/* Jeff Rutter, Computer Science Division, University of California */
/* at Berkeley, USA */
/* Modified by Francoise Tisseur, University of Tennessee. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. 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;
--z__;
--dlamda;
--w;
--q2;
--indx;
--indxc;
--indxp;
--coltyp;
/* Function Body */
*info = 0;
if (*n < 0) {
*info = -2;
} else if (*ldq < max(1,*n)) {
*info = -6;
} else /* if(complicated condition) */ {
/* Computing MIN */
i__1 = 1, i__2 = *n / 2;
if (min(i__1,i__2) > *n1 || *n / 2 < *n1) {
*info = -3;
}
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DLAED2", &i__1);
return 0;
}
/* Quick return if possible */
if (*n == 0) {
return 0;
}
n2 = *n - *n1;
n1p1 = *n1 + 1;
if (*rho < 0.) {
dscal_(&n2, &c_b3, &z__[n1p1], &c__1);
}
/* Normalize z so that norm(z) = 1. Since z is the concatenation of */
/* two normalized vectors, norm2(z) = sqrt(2). */
t = 1. / sqrt(2.);
dscal_(n, &t, &z__[1], &c__1);
/* RHO = ABS( norm(z)**2 * RHO ) */
*rho = (d__1 = *rho * 2., abs(d__1));
/* Sort the eigenvalues into increasing order */
i__1 = *n;
for (i__ = n1p1; i__ <= i__1; ++i__) {
indxq[i__] += *n1;
/* L10: */
}
/* re-integrate the deflated parts from the last pass */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
dlamda[i__] = d__[indxq[i__]];
/* L20: */
}
dlamrg_(n1, &n2, &dlamda[1], &c__1, &c__1, &indxc[1]);
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
indx[i__] = indxq[indxc[i__]];
/* L30: */
}
/* Calculate the allowable deflation tolerance */
imax = idamax_(n, &z__[1], &c__1);
jmax = idamax_(n, &d__[1], &c__1);
eps = dlamch_("Epsilon");
/* Computing MAX */
d__3 = (d__1 = d__[jmax], abs(d__1)), d__4 = (d__2 = z__[imax], abs(d__2))
;
tol = eps * 8. * max(d__3,d__4);
/* If the rank-1 modifier is small enough, no more needs to be done */
/* except to reorganize Q so that its columns correspond with the */
/* elements in D. */
if (*rho * (d__1 = z__[imax], abs(d__1)) <= tol) {
*k = 0;
iq2 = 1;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__ = indx[j];
dcopy_(n, &q[i__ * q_dim1 + 1], &c__1, &q2[iq2], &c__1);
dlamda[j] = d__[i__];
iq2 += *n;
/* L40: */
}
dlacpy_("A", n, n, &q2[1], n, &q[q_offset], ldq);
dcopy_(n, &dlamda[1], &c__1, &d__[1], &c__1);
goto L190;
}
/* If there are multiple eigenvalues then the problem deflates. Here */
/* the number of equal eigenvalues are found. As each equal */
/* eigenvalue is found, an elementary reflector is computed to rotate */
/* the corresponding eigensubspace so that the corresponding */
/* components of Z are zero in this new basis. */
i__1 = *n1;
for (i__ = 1; i__ <= i__1; ++i__) {
coltyp[i__] = 1;
/* L50: */
}
i__1 = *n;
for (i__ = n1p1; i__ <= i__1; ++i__) {
coltyp[i__] = 3;
/* L60: */
}
*k = 0;
k2 = *n + 1;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
nj = indx[j];
if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
coltyp[nj] = 4;
indxp[k2] = nj;
if (j == *n) {
goto L100;
}
} else {
pj = nj;
goto L80;
}
/* L70: */
}
L80:
++j;
nj = indx[j];
if (j > *n) {
goto L100;
}
if (*rho * (d__1 = z__[nj], abs(d__1)) <= tol) {
/* Deflate due to small z component. */
--k2;
coltyp[nj] = 4;
indxp[k2] = nj;
} else {
/* Check if eigenvalues are close enough to allow deflation. */
s = z__[pj];
c__ = z__[nj];
/* Find sqrt(a**2+b**2) without overflow or */
/* destructive underflow. */
tau = dlapy2_(&c__, &s);
t = d__[nj] - d__[pj];
c__ /= tau;
s = -s / tau;
if ((d__1 = t * c__ * s, abs(d__1)) <= tol) {
/* Deflation is possible. */
z__[nj] = tau;
z__[pj] = 0.;
if (coltyp[nj] != coltyp[pj]) {
coltyp[nj] = 2;
}
coltyp[pj] = 4;
drot_(n, &q[pj * q_dim1 + 1], &c__1, &q[nj * q_dim1 + 1], &c__1, &
c__, &s);
/* Computing 2nd power */
d__1 = c__;
/* Computing 2nd power */
d__2 = s;
t = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2);
/* Computing 2nd power */
d__1 = s;
/* Computing 2nd power */
d__2 = c__;
d__[nj] = d__[pj] * (d__1 * d__1) + d__[nj] * (d__2 * d__2);
d__[pj] = t;
--k2;
i__ = 1;
L90:
if (k2 + i__ <= *n) {
if (d__[pj] < d__[indxp[k2 + i__]]) {
indxp[k2 + i__ - 1] = indxp[k2 + i__];
indxp[k2 + i__] = pj;
++i__;
goto L90;
} else {
indxp[k2 + i__ - 1] = pj;
}
} else {
indxp[k2 + i__ - 1] = pj;
}
pj = nj;
} else {
++(*k);
dlamda[*k] = d__[pj];
w[*k] = z__[pj];
indxp[*k] = pj;
pj = nj;
}
}
goto L80;
L100:
/* Record the last eigenvalue. */
++(*k);
dlamda[*k] = d__[pj];
w[*k] = z__[pj];
indxp[*k] = pj;
/* Count up the total number of the various types of columns, then */
/* form a permutation which positions the four column types into */
/* four uniform groups (although one or more of these groups may be */
/* empty). */
for (j = 1; j <= 4; ++j) {
ctot[j - 1] = 0;
/* L110: */
}
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
ct = coltyp[j];
++ctot[ct - 1];
/* L120: */
}
/* PSM(*) = Position in SubMatrix (of types 1 through 4) */
psm[0] = 1;
psm[1] = ctot[0] + 1;
psm[2] = psm[1] + ctot[1];
psm[3] = psm[2] + ctot[2];
*k = *n - ctot[3];
/* Fill out the INDXC array so that the permutation which it induces */
/* will place all type-1 columns first, all type-2 columns next, */
/* then all type-3's, and finally all type-4's. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
js = indxp[j];
ct = coltyp[js];
indx[psm[ct - 1]] = js;
indxc[psm[ct - 1]] = j;
++psm[ct - 1];
/* L130: */
}
/* Sort the eigenvalues and corresponding eigenvectors into DLAMDA */
/* and Q2 respectively. The eigenvalues/vectors which were not */
/* deflated go into the first K slots of DLAMDA and Q2 respectively, */
/* while those which were deflated go into the last N - K slots. */
i__ = 1;
iq1 = 1;
iq2 = (ctot[0] + ctot[1]) * *n1 + 1;
i__1 = ctot[0];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1);
z__[i__] = d__[js];
++i__;
iq1 += *n1;
/* L140: */
}
i__1 = ctot[1];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(n1, &q[js * q_dim1 + 1], &c__1, &q2[iq1], &c__1);
dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1);
z__[i__] = d__[js];
++i__;
iq1 += *n1;
iq2 += n2;
/* L150: */
}
i__1 = ctot[2];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(&n2, &q[*n1 + 1 + js * q_dim1], &c__1, &q2[iq2], &c__1);
z__[i__] = d__[js];
++i__;
iq2 += n2;
/* L160: */
}
iq1 = iq2;
i__1 = ctot[3];
for (j = 1; j <= i__1; ++j) {
js = indx[i__];
dcopy_(n, &q[js * q_dim1 + 1], &c__1, &q2[iq2], &c__1);
iq2 += *n;
z__[i__] = d__[js];
++i__;
/* L170: */
}
/* The deflated eigenvalues and their corresponding vectors go back */
/* into the last N - K slots of D and Q respectively. */
dlacpy_("A", n, &ctot[3], &q2[iq1], n, &q[(*k + 1) * q_dim1 + 1], ldq);
i__1 = *n - *k;
dcopy_(&i__1, &z__[*k + 1], &c__1, &d__[*k + 1], &c__1);
/* Copy CTOT into COLTYP for referencing in DLAED3. */
for (j = 1; j <= 4; ++j) {
coltyp[j] = ctot[j - 1];
/* L180: */
}
L190:
return 0;
/* End of DLAED2 */
} /* dlaed2_ */
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