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opencv/3rdparty/lapack/dlarrb.c

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#include "clapack.h"
/* Subroutine */ int dlarrb_(integer *n, doublereal *d__, doublereal *lld,
integer *ifirst, integer *ilast, doublereal *rtol1, doublereal *rtol2,
integer *offset, doublereal *w, doublereal *wgap, doublereal *werr,
doublereal *work, integer *iwork, doublereal *pivmin, doublereal *
spdiam, integer *twist, integer *info)
{
/* System generated locals */
integer i__1;
doublereal d__1, d__2;
/* Builtin functions */
double log(doublereal);
/* Local variables */
integer i__, k, r__, i1, ii, ip;
doublereal gap, mid, tmp, back, lgap, rgap, left;
integer iter, nint, prev, next;
doublereal cvrgd, right, width;
extern integer dlaneg_(integer *, doublereal *, doublereal *, doublereal *
, doublereal *, integer *);
integer negcnt;
doublereal mnwdth;
integer olnint, maxitr;
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* Given the relatively robust representation(RRR) L D L^T, DLARRB */
/* does "limited" bisection to refine the eigenvalues of L D L^T, */
/* W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial */
/* guesses for these eigenvalues are input in W, the corresponding estimate */
/* of the error in these guesses and their gaps are input in WERR */
/* and WGAP, respectively. During bisection, intervals */
/* [left, right] are maintained by storing their mid-points and */
/* semi-widths in the arrays W and WERR respectively. */
/* Arguments */
/* ========= */
/* N (input) INTEGER */
/* The order of the matrix. */
/* D (input) DOUBLE PRECISION array, dimension (N) */
/* The N diagonal elements of the diagonal matrix D. */
/* LLD (input) DOUBLE PRECISION array, dimension (N-1) */
/* The (N-1) elements L(i)*L(i)*D(i). */
/* IFIRST (input) INTEGER */
/* The index of the first eigenvalue to be computed. */
/* ILAST (input) INTEGER */
/* The index of the last eigenvalue to be computed. */
/* RTOL1 (input) DOUBLE PRECISION */
/* RTOL2 (input) DOUBLE PRECISION */
/* Tolerance for the convergence of the bisection intervals. */
/* An interval [LEFT,RIGHT] has converged if */
/* RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) */
/* where GAP is the (estimated) distance to the nearest */
/* eigenvalue. */
/* OFFSET (input) INTEGER */
/* Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET */
/* through ILAST-OFFSET elements of these arrays are to be used. */
/* W (input/output) DOUBLE PRECISION array, dimension (N) */
/* On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are */
/* estimates of the eigenvalues of L D L^T indexed IFIRST throug */
/* ILAST. */
/* On output, these estimates are refined. */
/* WGAP (input/output) DOUBLE PRECISION array, dimension (N-1) */
/* On input, the (estimated) gaps between consecutive */
/* eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between */
/* eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST */
/* then WGAP(IFIRST-OFFSET) must be set to ZERO. */
/* On output, these gaps are refined. */
/* WERR (input/output) DOUBLE PRECISION array, dimension (N) */
/* On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are */
/* the errors in the estimates of the corresponding elements in W. */
/* On output, these errors are refined. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (2*N) */
/* Workspace. */
/* IWORK (workspace) INTEGER array, dimension (2*N) */
/* Workspace. */
/* PIVMIN (input) DOUBLE PRECISION */
/* The minimum pivot in the Sturm sequence. */
/* SPDIAM (input) DOUBLE PRECISION */
/* The spectral diameter of the matrix. */
/* TWIST (input) INTEGER */
/* The twist index for the twisted factorization that is used */
/* for the negcount. */
/* TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T */
/* TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T */
/* TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r) */
/* INFO (output) INTEGER */
/* Error flag. */
/* Further Details */
/* =============== */
/* 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 .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
--iwork;
--work;
--werr;
--wgap;
--w;
--lld;
--d__;
/* Function Body */
*info = 0;
maxitr = (integer) ((log(*spdiam + *pivmin) - log(*pivmin)) / log(2.)) +
2;
mnwdth = *pivmin * 2.;
r__ = *twist;
if (r__ < 1 || r__ > *n) {
r__ = *n;
}
/* Initialize unconverged intervals in [ WORK(2*I-1), WORK(2*I) ]. */
/* The Sturm Count, Count( WORK(2*I-1) ) is arranged to be I-1, while */
/* Count( WORK(2*I) ) is stored in IWORK( 2*I ). The integer IWORK( 2*I-1 ) */
/* for an unconverged interval is set to the index of the next unconverged */
/* interval, and is -1 or 0 for a converged interval. Thus a linked */
/* list of unconverged intervals is set up. */
i1 = *ifirst;
/* The number of unconverged intervals */
nint = 0;
/* The last unconverged interval found */
prev = 0;
rgap = wgap[i1 - *offset];
i__1 = *ilast;
for (i__ = i1; i__ <= i__1; ++i__) {
k = i__ << 1;
ii = i__ - *offset;
left = w[ii] - werr[ii];
right = w[ii] + werr[ii];
lgap = rgap;
rgap = wgap[ii];
gap = min(lgap,rgap);
/* Make sure that [LEFT,RIGHT] contains the desired eigenvalue */
/* Compute negcount from dstqds facto L+D+L+^T = L D L^T - LEFT */
/* Do while( NEGCNT(LEFT).GT.I-1 ) */
back = werr[ii];
L20:
negcnt = dlaneg_(n, &d__[1], &lld[1], &left, pivmin, &r__);
if (negcnt > i__ - 1) {
left -= back;
back *= 2.;
goto L20;
}
/* Do while( NEGCNT(RIGHT).LT.I ) */
/* Compute negcount from dstqds facto L+D+L+^T = L D L^T - RIGHT */
back = werr[ii];
L50:
negcnt = dlaneg_(n, &d__[1], &lld[1], &right, pivmin, &r__);
if (negcnt < i__) {
right += back;
back *= 2.;
goto L50;
}
width = (d__1 = left - right, abs(d__1)) * .5;
/* Computing MAX */
d__1 = abs(left), d__2 = abs(right);
tmp = max(d__1,d__2);
/* Computing MAX */
d__1 = *rtol1 * gap, d__2 = *rtol2 * tmp;
cvrgd = max(d__1,d__2);
if (width <= cvrgd || width <= mnwdth) {
/* This interval has already converged and does not need refinement. */
/* (Note that the gaps might change through refining the */
/* eigenvalues, however, they can only get bigger.) */
/* Remove it from the list. */
iwork[k - 1] = -1;
/* Make sure that I1 always points to the first unconverged interval */
if (i__ == i1 && i__ < *ilast) {
i1 = i__ + 1;
}
if (prev >= i1 && i__ <= *ilast) {
iwork[(prev << 1) - 1] = i__ + 1;
}
} else {
/* unconverged interval found */
prev = i__;
++nint;
iwork[k - 1] = i__ + 1;
iwork[k] = negcnt;
}
work[k - 1] = left;
work[k] = right;
/* L75: */
}
/* Do while( NINT.GT.0 ), i.e. there are still unconverged intervals */
/* and while (ITER.LT.MAXITR) */
iter = 0;
L80:
prev = i1 - 1;
i__ = i1;
olnint = nint;
i__1 = olnint;
for (ip = 1; ip <= i__1; ++ip) {
k = i__ << 1;
ii = i__ - *offset;
rgap = wgap[ii];
lgap = rgap;
if (ii > 1) {
lgap = wgap[ii - 1];
}
gap = min(lgap,rgap);
next = iwork[k - 1];
left = work[k - 1];
right = work[k];
mid = (left + right) * .5;
/* semiwidth of interval */
width = right - mid;
/* Computing MAX */
d__1 = abs(left), d__2 = abs(right);
tmp = max(d__1,d__2);
/* Computing MAX */
d__1 = *rtol1 * gap, d__2 = *rtol2 * tmp;
cvrgd = max(d__1,d__2);
if (width <= cvrgd || width <= mnwdth || iter == maxitr) {
/* reduce number of unconverged intervals */
--nint;
/* Mark interval as converged. */
iwork[k - 1] = 0;
if (i1 == i__) {
i1 = next;
} else {
/* Prev holds the last unconverged interval previously examined */
if (prev >= i1) {
iwork[(prev << 1) - 1] = next;
}
}
i__ = next;
goto L100;
}
prev = i__;
/* Perform one bisection step */
negcnt = dlaneg_(n, &d__[1], &lld[1], &mid, pivmin, &r__);
if (negcnt <= i__ - 1) {
work[k - 1] = mid;
} else {
work[k] = mid;
}
i__ = next;
L100:
;
}
++iter;
/* do another loop if there are still unconverged intervals */
/* However, in the last iteration, all intervals are accepted */
/* since this is the best we can do. */
if (nint > 0 && iter <= maxitr) {
goto L80;
}
/* At this point, all the intervals have converged */
i__1 = *ilast;
for (i__ = *ifirst; i__ <= i__1; ++i__) {
k = i__ << 1;
ii = i__ - *offset;
/* All intervals marked by '0' have been refined. */
if (iwork[k - 1] == 0) {
w[ii] = (work[k - 1] + work[k]) * .5;
werr[ii] = work[k] - w[ii];
}
/* L110: */
}
i__1 = *ilast;
for (i__ = *ifirst + 1; i__ <= i__1; ++i__) {
k = i__ << 1;
ii = i__ - *offset;
/* Computing MAX */
d__1 = 0., d__2 = w[ii] - werr[ii] - w[ii - 1] - werr[ii - 1];
wgap[ii - 1] = max(d__1,d__2);
/* L111: */
}
return 0;
/* End of DLARRB */
} /* dlarrb_ */
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