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547 lines
13 KiB
C
547 lines
13 KiB
C
#include "clapack.h"
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c__2 = 2;
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static integer c__10 = 10;
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static integer c__3 = 3;
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static integer c__4 = 4;
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static integer c__11 = 11;
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/* Subroutine */ int slasq2_(integer *n, real *z__, integer *info)
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{
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/* System generated locals */
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integer i__1, i__2, i__3;
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real r__1, r__2;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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real d__, e;
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integer k;
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real s, t;
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integer i0, i4, n0;
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real dn;
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integer pp;
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real dn1, dn2, eps, tau, tol;
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integer ipn4;
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real tol2;
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logical ieee;
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integer nbig;
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real dmin__, emin, emax;
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integer ndiv, iter;
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real qmin, temp, qmax, zmax;
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integer splt;
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real dmin1, dmin2;
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integer nfail;
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real desig, trace, sigma;
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integer iinfo, ttype;
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extern /* Subroutine */ int slazq3_(integer *, integer *, real *, integer
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*, real *, real *, real *, real *, integer *, integer *, integer *
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, logical *, integer *, real *, real *, real *, real *, real *,
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real *);
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extern doublereal slamch_(char *);
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integer iwhila, iwhilb;
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real oldemn, safmin;
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extern /* Subroutine */ int xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *);
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extern /* Subroutine */ int slasrt_(char *, integer *, real *, integer *);
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/* -- LAPACK routine (version 3.1) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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/* Modified to call SLAZQ3 in place of SLASQ3, 13 Feb 03, SJH. */
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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/* Purpose */
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/* ======= */
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/* SLASQ2 computes all the eigenvalues of the symmetric positive */
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/* definite tridiagonal matrix associated with the qd array Z to high */
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/* relative accuracy are computed to high relative accuracy, in the */
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/* absence of denormalization, underflow and overflow. */
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/* To see the relation of Z to the tridiagonal matrix, let L be a */
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/* unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and */
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/* let U be an upper bidiagonal matrix with 1's above and diagonal */
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/* Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the */
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/* symmetric tridiagonal to which it is similar. */
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/* Note : SLASQ2 defines a logical variable, IEEE, which is true */
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/* on machines which follow ieee-754 floating-point standard in their */
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/* handling of infinities and NaNs, and false otherwise. This variable */
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/* is passed to SLAZQ3. */
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/* Arguments */
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/* ========= */
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/* N (input) INTEGER */
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/* The number of rows and columns in the matrix. N >= 0. */
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/* Z (workspace) REAL array, dimension (4*N) */
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/* On entry Z holds the qd array. On exit, entries 1 to N hold */
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/* the eigenvalues in decreasing order, Z( 2*N+1 ) holds the */
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/* trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If */
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/* N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 ) */
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/* holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of */
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/* shifts that failed. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* < 0: if the i-th argument is a scalar and had an illegal */
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/* value, then INFO = -i, if the i-th argument is an */
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/* array and the j-entry had an illegal value, then */
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/* INFO = -(i*100+j) */
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/* > 0: the algorithm failed */
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/* = 1, a split was marked by a positive value in E */
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/* = 2, current block of Z not diagonalized after 30*N */
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/* iterations (in inner while loop) */
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/* = 3, termination criterion of outer while loop not met */
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/* (program created more than N unreduced blocks) */
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/* Further Details */
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/* =============== */
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/* Local Variables: I0:N0 defines a current unreduced segment of Z. */
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/* The shifts are accumulated in SIGMA. Iteration count is in ITER. */
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/* Ping-pong is controlled by PP (alternates between 0 and 1). */
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/* ===================================================================== */
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Test the input arguments. */
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/* (in case SLASQ2 is not called by SLASQ1) */
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/* Parameter adjustments */
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--z__;
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/* Function Body */
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*info = 0;
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eps = slamch_("Precision");
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safmin = slamch_("Safe minimum");
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tol = eps * 100.f;
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/* Computing 2nd power */
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r__1 = tol;
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tol2 = r__1 * r__1;
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if (*n < 0) {
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*info = -1;
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xerbla_("SLASQ2", &c__1);
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return 0;
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} else if (*n == 0) {
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return 0;
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} else if (*n == 1) {
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/* 1-by-1 case. */
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if (z__[1] < 0.f) {
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*info = -201;
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xerbla_("SLASQ2", &c__2);
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}
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return 0;
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} else if (*n == 2) {
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/* 2-by-2 case. */
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if (z__[2] < 0.f || z__[3] < 0.f) {
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*info = -2;
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xerbla_("SLASQ2", &c__2);
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return 0;
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} else if (z__[3] > z__[1]) {
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d__ = z__[3];
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z__[3] = z__[1];
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z__[1] = d__;
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}
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z__[5] = z__[1] + z__[2] + z__[3];
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if (z__[2] > z__[3] * tol2) {
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t = (z__[1] - z__[3] + z__[2]) * .5f;
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s = z__[3] * (z__[2] / t);
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if (s <= t) {
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s = z__[3] * (z__[2] / (t * (sqrt(s / t + 1.f) + 1.f)));
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} else {
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s = z__[3] * (z__[2] / (t + sqrt(t) * sqrt(t + s)));
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}
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t = z__[1] + (s + z__[2]);
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z__[3] *= z__[1] / t;
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z__[1] = t;
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}
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z__[2] = z__[3];
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z__[6] = z__[2] + z__[1];
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return 0;
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}
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/* Check for negative data and compute sums of q's and e's. */
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z__[*n * 2] = 0.f;
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emin = z__[2];
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qmax = 0.f;
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zmax = 0.f;
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d__ = 0.f;
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e = 0.f;
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i__1 = *n - 1 << 1;
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for (k = 1; k <= i__1; k += 2) {
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if (z__[k] < 0.f) {
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*info = -(k + 200);
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xerbla_("SLASQ2", &c__2);
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return 0;
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} else if (z__[k + 1] < 0.f) {
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*info = -(k + 201);
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xerbla_("SLASQ2", &c__2);
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return 0;
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}
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d__ += z__[k];
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e += z__[k + 1];
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/* Computing MAX */
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r__1 = qmax, r__2 = z__[k];
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qmax = dmax(r__1,r__2);
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/* Computing MIN */
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r__1 = emin, r__2 = z__[k + 1];
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emin = dmin(r__1,r__2);
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/* Computing MAX */
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r__1 = max(qmax,zmax), r__2 = z__[k + 1];
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zmax = dmax(r__1,r__2);
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/* L10: */
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}
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if (z__[(*n << 1) - 1] < 0.f) {
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*info = -((*n << 1) + 199);
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xerbla_("SLASQ2", &c__2);
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return 0;
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}
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d__ += z__[(*n << 1) - 1];
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/* Computing MAX */
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r__1 = qmax, r__2 = z__[(*n << 1) - 1];
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qmax = dmax(r__1,r__2);
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zmax = dmax(qmax,zmax);
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/* Check for diagonality. */
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if (e == 0.f) {
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i__1 = *n;
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for (k = 2; k <= i__1; ++k) {
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z__[k] = z__[(k << 1) - 1];
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/* L20: */
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}
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slasrt_("D", n, &z__[1], &iinfo);
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z__[(*n << 1) - 1] = d__;
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return 0;
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}
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trace = d__ + e;
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/* Check for zero data. */
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if (trace == 0.f) {
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z__[(*n << 1) - 1] = 0.f;
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return 0;
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}
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/* Check whether the machine is IEEE conformable. */
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ieee = ilaenv_(&c__10, "SLASQ2", "N", &c__1, &c__2, &c__3, &c__4) == 1 && ilaenv_(&c__11, "SLASQ2", "N", &c__1, &c__2,
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&c__3, &c__4) == 1;
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/* Rearrange data for locality: Z=(q1,qq1,e1,ee1,q2,qq2,e2,ee2,...). */
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for (k = *n << 1; k >= 2; k += -2) {
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z__[k * 2] = 0.f;
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z__[(k << 1) - 1] = z__[k];
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z__[(k << 1) - 2] = 0.f;
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z__[(k << 1) - 3] = z__[k - 1];
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/* L30: */
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}
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i0 = 1;
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n0 = *n;
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/* Reverse the qd-array, if warranted. */
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if (z__[(i0 << 2) - 3] * 1.5f < z__[(n0 << 2) - 3]) {
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ipn4 = i0 + n0 << 2;
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i__1 = i0 + n0 - 1 << 1;
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for (i4 = i0 << 2; i4 <= i__1; i4 += 4) {
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temp = z__[i4 - 3];
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z__[i4 - 3] = z__[ipn4 - i4 - 3];
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z__[ipn4 - i4 - 3] = temp;
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temp = z__[i4 - 1];
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z__[i4 - 1] = z__[ipn4 - i4 - 5];
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z__[ipn4 - i4 - 5] = temp;
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/* L40: */
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}
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}
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/* Initial split checking via dqd and Li's test. */
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pp = 0;
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for (k = 1; k <= 2; ++k) {
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d__ = z__[(n0 << 2) + pp - 3];
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i__1 = (i0 << 2) + pp;
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for (i4 = (n0 - 1 << 2) + pp; i4 >= i__1; i4 += -4) {
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if (z__[i4 - 1] <= tol2 * d__) {
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z__[i4 - 1] = -0.f;
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d__ = z__[i4 - 3];
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} else {
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d__ = z__[i4 - 3] * (d__ / (d__ + z__[i4 - 1]));
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}
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/* L50: */
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}
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/* dqd maps Z to ZZ plus Li's test. */
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emin = z__[(i0 << 2) + pp + 1];
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d__ = z__[(i0 << 2) + pp - 3];
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i__1 = (n0 - 1 << 2) + pp;
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for (i4 = (i0 << 2) + pp; i4 <= i__1; i4 += 4) {
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z__[i4 - (pp << 1) - 2] = d__ + z__[i4 - 1];
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if (z__[i4 - 1] <= tol2 * d__) {
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z__[i4 - 1] = -0.f;
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z__[i4 - (pp << 1) - 2] = d__;
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z__[i4 - (pp << 1)] = 0.f;
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d__ = z__[i4 + 1];
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} else if (safmin * z__[i4 + 1] < z__[i4 - (pp << 1) - 2] &&
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safmin * z__[i4 - (pp << 1) - 2] < z__[i4 + 1]) {
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temp = z__[i4 + 1] / z__[i4 - (pp << 1) - 2];
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z__[i4 - (pp << 1)] = z__[i4 - 1] * temp;
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d__ *= temp;
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} else {
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z__[i4 - (pp << 1)] = z__[i4 + 1] * (z__[i4 - 1] / z__[i4 - (
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pp << 1) - 2]);
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d__ = z__[i4 + 1] * (d__ / z__[i4 - (pp << 1) - 2]);
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}
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/* Computing MIN */
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r__1 = emin, r__2 = z__[i4 - (pp << 1)];
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emin = dmin(r__1,r__2);
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/* L60: */
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}
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z__[(n0 << 2) - pp - 2] = d__;
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/* Now find qmax. */
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qmax = z__[(i0 << 2) - pp - 2];
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i__1 = (n0 << 2) - pp - 2;
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for (i4 = (i0 << 2) - pp + 2; i4 <= i__1; i4 += 4) {
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/* Computing MAX */
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r__1 = qmax, r__2 = z__[i4];
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qmax = dmax(r__1,r__2);
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/* L70: */
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}
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/* Prepare for the next iteration on K. */
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pp = 1 - pp;
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/* L80: */
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}
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/* Initialise variables to pass to SLAZQ3 */
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ttype = 0;
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dmin1 = 0.f;
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dmin2 = 0.f;
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dn = 0.f;
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dn1 = 0.f;
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dn2 = 0.f;
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tau = 0.f;
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iter = 2;
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nfail = 0;
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ndiv = n0 - i0 << 1;
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i__1 = *n + 1;
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for (iwhila = 1; iwhila <= i__1; ++iwhila) {
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if (n0 < 1) {
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goto L150;
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}
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/* While array unfinished do */
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/* E(N0) holds the value of SIGMA when submatrix in I0:N0 */
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/* splits from the rest of the array, but is negated. */
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desig = 0.f;
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if (n0 == *n) {
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sigma = 0.f;
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} else {
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sigma = -z__[(n0 << 2) - 1];
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}
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if (sigma < 0.f) {
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*info = 1;
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return 0;
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}
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/* Find last unreduced submatrix's top index I0, find QMAX and */
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/* EMIN. Find Gershgorin-type bound if Q's much greater than E's. */
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emax = 0.f;
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if (n0 > i0) {
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emin = (r__1 = z__[(n0 << 2) - 5], dabs(r__1));
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} else {
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emin = 0.f;
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}
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qmin = z__[(n0 << 2) - 3];
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qmax = qmin;
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for (i4 = n0 << 2; i4 >= 8; i4 += -4) {
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if (z__[i4 - 5] <= 0.f) {
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goto L100;
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}
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if (qmin >= emax * 4.f) {
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/* Computing MIN */
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r__1 = qmin, r__2 = z__[i4 - 3];
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qmin = dmin(r__1,r__2);
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/* Computing MAX */
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r__1 = emax, r__2 = z__[i4 - 5];
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emax = dmax(r__1,r__2);
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}
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/* Computing MAX */
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r__1 = qmax, r__2 = z__[i4 - 7] + z__[i4 - 5];
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qmax = dmax(r__1,r__2);
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/* Computing MIN */
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r__1 = emin, r__2 = z__[i4 - 5];
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emin = dmin(r__1,r__2);
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/* L90: */
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}
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i4 = 4;
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L100:
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i0 = i4 / 4;
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/* Store EMIN for passing to SLAZQ3. */
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z__[(n0 << 2) - 1] = emin;
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/* Put -(initial shift) into DMIN. */
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/* Computing MAX */
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r__1 = 0.f, r__2 = qmin - sqrt(qmin) * 2.f * sqrt(emax);
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dmin__ = -dmax(r__1,r__2);
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/* Now I0:N0 is unreduced. PP = 0 for ping, PP = 1 for pong. */
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pp = 0;
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nbig = (n0 - i0 + 1) * 30;
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i__2 = nbig;
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for (iwhilb = 1; iwhilb <= i__2; ++iwhilb) {
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if (i0 > n0) {
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goto L130;
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}
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/* While submatrix unfinished take a good dqds step. */
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slazq3_(&i0, &n0, &z__[1], &pp, &dmin__, &sigma, &desig, &qmax, &
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nfail, &iter, &ndiv, &ieee, &ttype, &dmin1, &dmin2, &dn, &
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dn1, &dn2, &tau);
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pp = 1 - pp;
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/* When EMIN is very small check for splits. */
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if (pp == 0 && n0 - i0 >= 3) {
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if (z__[n0 * 4] <= tol2 * qmax || z__[(n0 << 2) - 1] <= tol2 *
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sigma) {
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splt = i0 - 1;
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qmax = z__[(i0 << 2) - 3];
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emin = z__[(i0 << 2) - 1];
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oldemn = z__[i0 * 4];
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i__3 = n0 - 3 << 2;
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for (i4 = i0 << 2; i4 <= i__3; i4 += 4) {
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if (z__[i4] <= tol2 * z__[i4 - 3] || z__[i4 - 1] <=
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tol2 * sigma) {
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z__[i4 - 1] = -sigma;
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splt = i4 / 4;
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qmax = 0.f;
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emin = z__[i4 + 3];
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oldemn = z__[i4 + 4];
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} else {
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|
/* Computing MAX */
|
|
r__1 = qmax, r__2 = z__[i4 + 1];
|
|
qmax = dmax(r__1,r__2);
|
|
/* Computing MIN */
|
|
r__1 = emin, r__2 = z__[i4 - 1];
|
|
emin = dmin(r__1,r__2);
|
|
/* Computing MIN */
|
|
r__1 = oldemn, r__2 = z__[i4];
|
|
oldemn = dmin(r__1,r__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. */
|
|
|
|
slasrt_("D", n, &z__[1], &iinfo);
|
|
|
|
e = 0.f;
|
|
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] = (real) iter;
|
|
/* Computing 2nd power */
|
|
i__1 = *n;
|
|
z__[(*n << 1) + 4] = (real) ndiv / (real) (i__1 * i__1);
|
|
z__[(*n << 1) + 5] = nfail * 100.f / (real) iter;
|
|
return 0;
|
|
|
|
/* End of SLASQ2 */
|
|
|
|
} /* slasq2_ */
|