opencv/3rdparty/lapack/dlasq2.c

549 lines
13 KiB
C

#include "clapack.h"
/* Table of constant values */
static integer c__1 = 1;
static integer c__2 = 2;
static integer c__10 = 10;
static integer c__3 = 3;
static integer c__4 = 4;
static integer c__11 = 11;
/* Subroutine */ int dlasq2_(integer *n, doublereal *z__, integer *info)
{
/* System generated locals */
integer i__1, i__2, i__3;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
doublereal d__, e;
integer k;
doublereal s, t;
integer i0, i4, n0;
doublereal dn;
integer pp;
doublereal dn1, dn2, eps, tau, tol;
integer ipn4;
doublereal tol2;
logical ieee;
integer nbig;
doublereal dmin__, emin, emax;
integer ndiv, iter;
doublereal qmin, temp, qmax, zmax;
integer splt;
doublereal dmin1, dmin2;
integer nfail;
doublereal desig, trace, sigma;
integer iinfo, ttype;
extern /* Subroutine */ int dlazq3_(integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, doublereal *, doublereal *,
integer *, integer *, integer *, logical *, integer *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *);
extern doublereal dlamch_(char *);
integer iwhila, iwhilb;
doublereal oldemn, safmin;
extern /* Subroutine */ int xerbla_(char *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *);
extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *,
integer *);
/* -- LAPACK routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* Modified to call DLAZQ3 in place of DLASQ3, 13 Feb 03, SJH. */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLASQ2 computes all the eigenvalues of the symmetric positive */
/* definite tridiagonal matrix associated with the qd array Z to high */
/* relative accuracy are computed to high relative accuracy, in the */
/* absence of denormalization, underflow and overflow. */
/* To see the relation of Z to the tridiagonal matrix, let L be a */
/* unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and */
/* let U be an upper bidiagonal matrix with 1's above and diagonal */
/* Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the */
/* symmetric tridiagonal to which it is similar. */
/* Note : DLASQ2 defines a logical variable, IEEE, which is true */
/* on machines which follow ieee-754 floating-point standard in their */
/* handling of infinities and NaNs, and false otherwise. This variable */
/* is passed to DLAZQ3. */
/* Arguments */
/* ========= */
/* N (input) INTEGER */
/* The number of rows and columns in the matrix. N >= 0. */
/* Z (workspace) DOUBLE PRECISION array, dimension ( 4*N ) */
/* On entry Z holds the qd array. On exit, entries 1 to N hold */
/* the eigenvalues in decreasing order, Z( 2*N+1 ) holds the */
/* trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If */
/* N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 ) */
/* holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of */
/* shifts that failed. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if the i-th argument is a scalar and had an illegal */
/* value, then INFO = -i, if the i-th argument is an */
/* array and the j-entry had an illegal value, then */
/* INFO = -(i*100+j) */
/* > 0: the algorithm failed */
/* = 1, a split was marked by a positive value in E */
/* = 2, current block of Z not diagonalized after 30*N */
/* iterations (in inner while loop) */
/* = 3, termination criterion of outer while loop not met */
/* (program created more than N unreduced blocks) */
/* Further Details */
/* =============== */
/* Local Variables: I0:N0 defines a current unreduced segment of Z. */
/* The shifts are accumulated in SIGMA. Iteration count is in ITER. */
/* Ping-pong is controlled by PP (alternates between 0 and 1). */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Test the input arguments. */
/* (in case DLASQ2 is not called by DLASQ1) */
/* Parameter adjustments */
--z__;
/* Function Body */
*info = 0;
eps = dlamch_("Precision");
safmin = dlamch_("Safe minimum");
tol = eps * 100.;
/* Computing 2nd power */
d__1 = tol;
tol2 = d__1 * d__1;
if (*n < 0) {
*info = -1;
xerbla_("DLASQ2", &c__1);
return 0;
} else if (*n == 0) {
return 0;
} else if (*n == 1) {
/* 1-by-1 case. */
if (z__[1] < 0.) {
*info = -201;
xerbla_("DLASQ2", &c__2);
}
return 0;
} else if (*n == 2) {
/* 2-by-2 case. */
if (z__[2] < 0. || z__[3] < 0.) {
*info = -2;
xerbla_("DLASQ2", &c__2);
return 0;
} else if (z__[3] > z__[1]) {
d__ = z__[3];
z__[3] = z__[1];
z__[1] = d__;
}
z__[5] = z__[1] + z__[2] + z__[3];
if (z__[2] > z__[3] * tol2) {
t = (z__[1] - z__[3] + z__[2]) * .5;
s = z__[3] * (z__[2] / t);
if (s <= t) {
s = z__[3] * (z__[2] / (t * (sqrt(s / t + 1.) + 1.)));
} else {
s = z__[3] * (z__[2] / (t + sqrt(t) * sqrt(t + s)));
}
t = z__[1] + (s + z__[2]);
z__[3] *= z__[1] / t;
z__[1] = t;
}
z__[2] = z__[3];
z__[6] = z__[2] + z__[1];
return 0;
}
/* Check for negative data and compute sums of q's and e's. */
z__[*n * 2] = 0.;
emin = z__[2];
qmax = 0.;
zmax = 0.;
d__ = 0.;
e = 0.;
i__1 = *n - 1 << 1;
for (k = 1; k <= i__1; k += 2) {
if (z__[k] < 0.) {
*info = -(k + 200);
xerbla_("DLASQ2", &c__2);
return 0;
} else if (z__[k + 1] < 0.) {
*info = -(k + 201);
xerbla_("DLASQ2", &c__2);
return 0;
}
d__ += z__[k];
e += z__[k + 1];
/* Computing MAX */
d__1 = qmax, d__2 = z__[k];
qmax = max(d__1,d__2);
/* Computing MIN */
d__1 = emin, d__2 = z__[k + 1];
emin = min(d__1,d__2);
/* Computing MAX */
d__1 = max(qmax,zmax), d__2 = z__[k + 1];
zmax = max(d__1,d__2);
/* L10: */
}
if (z__[(*n << 1) - 1] < 0.) {
*info = -((*n << 1) + 199);
xerbla_("DLASQ2", &c__2);
return 0;
}
d__ += z__[(*n << 1) - 1];
/* Computing MAX */
d__1 = qmax, d__2 = z__[(*n << 1) - 1];
qmax = max(d__1,d__2);
zmax = max(qmax,zmax);
/* Check for diagonality. */
if (e == 0.) {
i__1 = *n;
for (k = 2; k <= i__1; ++k) {
z__[k] = z__[(k << 1) - 1];
/* L20: */
}
dlasrt_("D", n, &z__[1], &iinfo);
z__[(*n << 1) - 1] = d__;
return 0;
}
trace = d__ + e;
/* Check for zero data. */
if (trace == 0.) {
z__[(*n << 1) - 1] = 0.;
return 0;
}
/* Check whether the machine is IEEE conformable. */
ieee = ilaenv_(&c__10, "DLASQ2", "N", &c__1, &c__2, &c__3, &c__4) == 1 && ilaenv_(&c__11, "DLASQ2", "N", &c__1, &c__2,
&c__3, &c__4) == 1;
/* Rearrange data for locality: Z=(q1,qq1,e1,ee1,q2,qq2,e2,ee2,...). */
for (k = *n << 1; k >= 2; k += -2) {
z__[k * 2] = 0.;
z__[(k << 1) - 1] = z__[k];
z__[(k << 1) - 2] = 0.;
z__[(k << 1) - 3] = z__[k - 1];
/* L30: */
}
i0 = 1;
n0 = *n;
/* Reverse the qd-array, if warranted. */
if (z__[(i0 << 2) - 3] * 1.5 < z__[(n0 << 2) - 3]) {
ipn4 = i0 + n0 << 2;
i__1 = i0 + n0 - 1 << 1;
for (i4 = i0 << 2; i4 <= i__1; i4 += 4) {
temp = z__[i4 - 3];
z__[i4 - 3] = z__[ipn4 - i4 - 3];
z__[ipn4 - i4 - 3] = temp;
temp = z__[i4 - 1];
z__[i4 - 1] = z__[ipn4 - i4 - 5];
z__[ipn4 - i4 - 5] = temp;
/* L40: */
}
}
/* Initial split checking via dqd and Li's test. */
pp = 0;
for (k = 1; k <= 2; ++k) {
d__ = z__[(n0 << 2) + pp - 3];
i__1 = (i0 << 2) + pp;
for (i4 = (n0 - 1 << 2) + pp; i4 >= i__1; i4 += -4) {
if (z__[i4 - 1] <= tol2 * d__) {
z__[i4 - 1] = -0.;
d__ = z__[i4 - 3];
} else {
d__ = z__[i4 - 3] * (d__ / (d__ + z__[i4 - 1]));
}
/* L50: */
}
/* dqd maps Z to ZZ plus Li's test. */
emin = z__[(i0 << 2) + pp + 1];
d__ = z__[(i0 << 2) + pp - 3];
i__1 = (n0 - 1 << 2) + pp;
for (i4 = (i0 << 2) + pp; i4 <= i__1; i4 += 4) {
z__[i4 - (pp << 1) - 2] = d__ + z__[i4 - 1];
if (z__[i4 - 1] <= tol2 * d__) {
z__[i4 - 1] = -0.;
z__[i4 - (pp << 1) - 2] = d__;
z__[i4 - (pp << 1)] = 0.;
d__ = z__[i4 + 1];
} else if (safmin * z__[i4 + 1] < z__[i4 - (pp << 1) - 2] &&
safmin * z__[i4 - (pp << 1) - 2] < z__[i4 + 1]) {
temp = z__[i4 + 1] / z__[i4 - (pp << 1) - 2];
z__[i4 - (pp << 1)] = z__[i4 - 1] * temp;
d__ *= temp;
} else {
z__[i4 - (pp << 1)] = z__[i4 + 1] * (z__[i4 - 1] / z__[i4 - (
pp << 1) - 2]);
d__ = z__[i4 + 1] * (d__ / z__[i4 - (pp << 1) - 2]);
}
/* Computing MIN */
d__1 = emin, d__2 = z__[i4 - (pp << 1)];
emin = min(d__1,d__2);
/* L60: */
}
z__[(n0 << 2) - pp - 2] = d__;
/* Now find qmax. */
qmax = z__[(i0 << 2) - pp - 2];
i__1 = (n0 << 2) - pp - 2;
for (i4 = (i0 << 2) - pp + 2; i4 <= i__1; i4 += 4) {
/* Computing MAX */
d__1 = qmax, d__2 = z__[i4];
qmax = max(d__1,d__2);
/* L70: */
}
/* Prepare for the next iteration on K. */
pp = 1 - pp;
/* L80: */
}
/* Initialise variables to pass to DLAZQ3 */
ttype = 0;
dmin1 = 0.;
dmin2 = 0.;
dn = 0.;
dn1 = 0.;
dn2 = 0.;
tau = 0.;
iter = 2;
nfail = 0;
ndiv = n0 - i0 << 1;
i__1 = *n + 1;
for (iwhila = 1; iwhila <= i__1; ++iwhila) {
if (n0 < 1) {
goto L150;
}
/* While array unfinished do */
/* E(N0) holds the value of SIGMA when submatrix in I0:N0 */
/* splits from the rest of the array, but is negated. */
desig = 0.;
if (n0 == *n) {
sigma = 0.;
} else {
sigma = -z__[(n0 << 2) - 1];
}
if (sigma < 0.) {
*info = 1;
return 0;
}
/* Find last unreduced submatrix's top index I0, find QMAX and */
/* EMIN. Find Gershgorin-type bound if Q's much greater than E's. */
emax = 0.;
if (n0 > i0) {
emin = (d__1 = z__[(n0 << 2) - 5], abs(d__1));
} else {
emin = 0.;
}
qmin = z__[(n0 << 2) - 3];
qmax = qmin;
for (i4 = n0 << 2; i4 >= 8; i4 += -4) {
if (z__[i4 - 5] <= 0.) {
goto L100;
}
if (qmin >= emax * 4.) {
/* Computing MIN */
d__1 = qmin, d__2 = z__[i4 - 3];
qmin = min(d__1,d__2);
/* Computing MAX */
d__1 = emax, d__2 = z__[i4 - 5];
emax = max(d__1,d__2);
}
/* Computing MAX */
d__1 = qmax, d__2 = z__[i4 - 7] + z__[i4 - 5];
qmax = max(d__1,d__2);
/* Computing MIN */
d__1 = emin, d__2 = z__[i4 - 5];
emin = min(d__1,d__2);
/* L90: */
}
i4 = 4;
L100:
i0 = i4 / 4;
/* Store EMIN for passing to DLAZQ3. */
z__[(n0 << 2) - 1] = emin;
/* Put -(initial shift) into DMIN. */
/* Computing MAX */
d__1 = 0., d__2 = qmin - sqrt(qmin) * 2. * sqrt(emax);
dmin__ = -max(d__1,d__2);
/* Now I0:N0 is unreduced. PP = 0 for ping, PP = 1 for pong. */
pp = 0;
nbig = (n0 - i0 + 1) * 30;
i__2 = nbig;
for (iwhilb = 1; iwhilb <= i__2; ++iwhilb) {
if (i0 > n0) {
goto L130;
}
/* While submatrix unfinished take a good dqds step. */
dlazq3_(&i0, &n0, &z__[1], &pp, &dmin__, &sigma, &desig, &qmax, &
nfail, &iter, &ndiv, &ieee, &ttype, &dmin1, &dmin2, &dn, &
dn1, &dn2, &tau);
pp = 1 - pp;
/* When EMIN is very small check for splits. */
if (pp == 0 && n0 - i0 >= 3) {
if (z__[n0 * 4] <= tol2 * qmax || z__[(n0 << 2) - 1] <= tol2 *
sigma) {
splt = i0 - 1;
qmax = z__[(i0 << 2) - 3];
emin = z__[(i0 << 2) - 1];
oldemn = z__[i0 * 4];
i__3 = n0 - 3 << 2;
for (i4 = i0 << 2; i4 <= i__3; i4 += 4) {
if (z__[i4] <= tol2 * z__[i4 - 3] || z__[i4 - 1] <=
tol2 * sigma) {
z__[i4 - 1] = -sigma;
splt = i4 / 4;
qmax = 0.;
emin = z__[i4 + 3];
oldemn = z__[i4 + 4];
} else {
/* Computing MAX */
d__1 = qmax, d__2 = z__[i4 + 1];
qmax = max(d__1,d__2);
/* Computing MIN */
d__1 = emin, d__2 = z__[i4 - 1];
emin = min(d__1,d__2);
/* Computing MIN */
d__1 = oldemn, d__2 = z__[i4];
oldemn = min(d__1,d__2);
}
/* L110: */
}
z__[(n0 << 2) - 1] = emin;
z__[n0 * 4] = oldemn;
i0 = splt + 1;
}
}
/* L120: */
}
*info = 2;
return 0;
/* end IWHILB */
L130:
/* L140: */
;
}
*info = 3;
return 0;
/* end IWHILA */
L150:
/* Move q's to the front. */
i__1 = *n;
for (k = 2; k <= i__1; ++k) {
z__[k] = z__[(k << 2) - 3];
/* L160: */
}
/* Sort and compute sum of eigenvalues. */
dlasrt_("D", n, &z__[1], &iinfo);
e = 0.;
for (k = *n; k >= 1; --k) {
e += z__[k];
/* L170: */
}
/* Store trace, sum(eigenvalues) and information on performance. */
z__[(*n << 1) + 1] = trace;
z__[(*n << 1) + 2] = e;
z__[(*n << 1) + 3] = (doublereal) iter;
/* Computing 2nd power */
i__1 = *n;
z__[(*n << 1) + 4] = (doublereal) ndiv / (doublereal) (i__1 * i__1);
z__[(*n << 1) + 5] = nfail * 100. / (doublereal) iter;
return 0;
/* End of DLASQ2 */
} /* dlasq2_ */