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641 lines
20 KiB
C
641 lines
20 KiB
C
/* dlaebz.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "clapack.h"
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/* Subroutine */ int dlaebz_(integer *ijob, integer *nitmax, integer *n,
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integer *mmax, integer *minp, integer *nbmin, doublereal *abstol,
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doublereal *reltol, doublereal *pivmin, doublereal *d__, doublereal *
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e, doublereal *e2, integer *nval, doublereal *ab, doublereal *c__,
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integer *mout, integer *nab, doublereal *work, integer *iwork,
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integer *info)
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{
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/* System generated locals */
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integer nab_dim1, nab_offset, ab_dim1, ab_offset, i__1, i__2, i__3, i__4,
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i__5, i__6;
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doublereal d__1, d__2, d__3, d__4;
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/* Local variables */
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integer j, kf, ji, kl, jp, jit;
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doublereal tmp1, tmp2;
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integer itmp1, itmp2, kfnew, klnew;
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/* -- LAPACK auxiliary routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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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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/* DLAEBZ contains the iteration loops which compute and use the */
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/* function N(w), which is the count of eigenvalues of a symmetric */
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/* tridiagonal matrix T less than or equal to its argument w. It */
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/* performs a choice of two types of loops: */
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/* IJOB=1, followed by */
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/* IJOB=2: It takes as input a list of intervals and returns a list of */
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/* sufficiently small intervals whose union contains the same */
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/* eigenvalues as the union of the original intervals. */
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/* The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP. */
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/* The output interval (AB(j,1),AB(j,2)] will contain */
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/* eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT. */
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/* IJOB=3: It performs a binary search in each input interval */
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/* (AB(j,1),AB(j,2)] for a point w(j) such that */
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/* N(w(j))=NVAL(j), and uses C(j) as the starting point of */
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/* the search. If such a w(j) is found, then on output */
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/* AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output */
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/* (AB(j,1),AB(j,2)] will be a small interval containing the */
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/* point where N(w) jumps through NVAL(j), unless that point */
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/* lies outside the initial interval. */
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/* Note that the intervals are in all cases half-open intervals, */
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/* i.e., of the form (a,b] , which includes b but not a . */
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/* To avoid underflow, the matrix should be scaled so that its largest */
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/* element is no greater than overflow**(1/2) * underflow**(1/4) */
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/* in absolute value. To assure the most accurate computation */
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/* of small eigenvalues, the matrix should be scaled to be */
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/* not much smaller than that, either. */
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/* See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal */
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/* Matrix", Report CS41, Computer Science Dept., Stanford */
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/* University, July 21, 1966 */
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/* Note: the arguments are, in general, *not* checked for unreasonable */
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/* values. */
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/* Arguments */
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/* ========= */
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/* IJOB (input) INTEGER */
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/* Specifies what is to be done: */
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/* = 1: Compute NAB for the initial intervals. */
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/* = 2: Perform bisection iteration to find eigenvalues of T. */
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/* = 3: Perform bisection iteration to invert N(w), i.e., */
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/* to find a point which has a specified number of */
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/* eigenvalues of T to its left. */
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/* Other values will cause DLAEBZ to return with INFO=-1. */
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/* NITMAX (input) INTEGER */
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/* The maximum number of "levels" of bisection to be */
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/* performed, i.e., an interval of width W will not be made */
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/* smaller than 2^(-NITMAX) * W. If not all intervals */
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/* have converged after NITMAX iterations, then INFO is set */
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/* to the number of non-converged intervals. */
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/* N (input) INTEGER */
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/* The dimension n of the tridiagonal matrix T. It must be at */
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/* least 1. */
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/* MMAX (input) INTEGER */
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/* The maximum number of intervals. If more than MMAX intervals */
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/* are generated, then DLAEBZ will quit with INFO=MMAX+1. */
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/* MINP (input) INTEGER */
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/* The initial number of intervals. It may not be greater than */
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/* MMAX. */
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/* NBMIN (input) INTEGER */
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/* The smallest number of intervals that should be processed */
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/* using a vector loop. If zero, then only the scalar loop */
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/* will be used. */
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/* ABSTOL (input) DOUBLE PRECISION */
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/* The minimum (absolute) width of an interval. When an */
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/* interval is narrower than ABSTOL, or than RELTOL times the */
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/* larger (in magnitude) endpoint, then it is considered to be */
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/* sufficiently small, i.e., converged. This must be at least */
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/* zero. */
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/* RELTOL (input) DOUBLE PRECISION */
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/* The minimum relative width of an interval. When an interval */
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/* is narrower than ABSTOL, or than RELTOL times the larger (in */
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/* magnitude) endpoint, then it is considered to be */
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/* sufficiently small, i.e., converged. Note: this should */
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/* always be at least radix*machine epsilon. */
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/* PIVMIN (input) DOUBLE PRECISION */
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/* The minimum absolute value of a "pivot" in the Sturm */
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/* sequence loop. This *must* be at least max |e(j)**2| * */
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/* safe_min and at least safe_min, where safe_min is at least */
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/* the smallest number that can divide one without overflow. */
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/* D (input) DOUBLE PRECISION array, dimension (N) */
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/* The diagonal elements of the tridiagonal matrix T. */
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/* E (input) DOUBLE PRECISION array, dimension (N) */
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/* The offdiagonal elements of the tridiagonal matrix T in */
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/* positions 1 through N-1. E(N) is arbitrary. */
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/* E2 (input) DOUBLE PRECISION array, dimension (N) */
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/* The squares of the offdiagonal elements of the tridiagonal */
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/* matrix T. E2(N) is ignored. */
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/* NVAL (input/output) INTEGER array, dimension (MINP) */
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/* If IJOB=1 or 2, not referenced. */
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/* If IJOB=3, the desired values of N(w). The elements of NVAL */
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/* will be reordered to correspond with the intervals in AB. */
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/* Thus, NVAL(j) on output will not, in general be the same as */
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/* NVAL(j) on input, but it will correspond with the interval */
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/* (AB(j,1),AB(j,2)] on output. */
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/* AB (input/output) DOUBLE PRECISION array, dimension (MMAX,2) */
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/* The endpoints of the intervals. AB(j,1) is a(j), the left */
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/* endpoint of the j-th interval, and AB(j,2) is b(j), the */
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/* right endpoint of the j-th interval. The input intervals */
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/* will, in general, be modified, split, and reordered by the */
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/* calculation. */
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/* C (input/output) DOUBLE PRECISION array, dimension (MMAX) */
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/* If IJOB=1, ignored. */
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/* If IJOB=2, workspace. */
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/* If IJOB=3, then on input C(j) should be initialized to the */
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/* first search point in the binary search. */
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/* MOUT (output) INTEGER */
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/* If IJOB=1, the number of eigenvalues in the intervals. */
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/* If IJOB=2 or 3, the number of intervals output. */
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/* If IJOB=3, MOUT will equal MINP. */
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/* NAB (input/output) INTEGER array, dimension (MMAX,2) */
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/* If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). */
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/* If IJOB=2, then on input, NAB(i,j) should be set. It must */
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/* satisfy the condition: */
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/* N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), */
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/* which means that in interval i only eigenvalues */
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/* NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, */
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/* NAB(i,j)=N(AB(i,j)), from a previous call to DLAEBZ with */
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/* IJOB=1. */
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/* On output, NAB(i,j) will contain */
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/* max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of */
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/* the input interval that the output interval */
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/* (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the */
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/* the input values of NAB(k,1) and NAB(k,2). */
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/* If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)), */
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/* unless N(w) > NVAL(i) for all search points w , in which */
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/* case NAB(i,1) will not be modified, i.e., the output */
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/* value will be the same as the input value (modulo */
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/* reorderings -- see NVAL and AB), or unless N(w) < NVAL(i) */
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/* for all search points w , in which case NAB(i,2) will */
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/* not be modified. Normally, NAB should be set to some */
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/* distinctive value(s) before DLAEBZ is called. */
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/* WORK (workspace) DOUBLE PRECISION array, dimension (MMAX) */
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/* Workspace. */
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/* IWORK (workspace) INTEGER array, dimension (MMAX) */
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/* Workspace. */
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/* INFO (output) INTEGER */
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/* = 0: All intervals converged. */
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/* = 1--MMAX: The last INFO intervals did not converge. */
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/* = MMAX+1: More than MMAX intervals were generated. */
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/* Further Details */
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/* =============== */
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/* This routine is intended to be called only by other LAPACK */
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/* routines, thus the interface is less user-friendly. It is intended */
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/* for two purposes: */
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/* (a) finding eigenvalues. In this case, DLAEBZ should have one or */
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/* more initial intervals set up in AB, and DLAEBZ should be called */
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/* with IJOB=1. This sets up NAB, and also counts the eigenvalues. */
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/* Intervals with no eigenvalues would usually be thrown out at */
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/* this point. Also, if not all the eigenvalues in an interval i */
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/* are desired, NAB(i,1) can be increased or NAB(i,2) decreased. */
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/* For example, set NAB(i,1)=NAB(i,2)-1 to get the largest */
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/* eigenvalue. DLAEBZ is then called with IJOB=2 and MMAX */
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/* no smaller than the value of MOUT returned by the call with */
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/* IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1 */
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/* through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the */
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/* tolerance specified by ABSTOL and RELTOL. */
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/* (b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l). */
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/* In this case, start with a Gershgorin interval (a,b). Set up */
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/* AB to contain 2 search intervals, both initially (a,b). One */
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/* NVAL element should contain f-1 and the other should contain l */
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/* , while C should contain a and b, resp. NAB(i,1) should be -1 */
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/* and NAB(i,2) should be N+1, to flag an error if the desired */
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/* interval does not lie in (a,b). DLAEBZ is then called with */
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/* IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals -- */
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/* j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while */
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/* if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r */
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/* >= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and */
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/* N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and */
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/* w(l-r)=...=w(l+k) are handled similarly. */
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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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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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/* Check for Errors */
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/* Parameter adjustments */
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nab_dim1 = *mmax;
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nab_offset = 1 + nab_dim1;
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nab -= nab_offset;
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ab_dim1 = *mmax;
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ab_offset = 1 + ab_dim1;
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ab -= ab_offset;
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--d__;
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--e;
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--e2;
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--nval;
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--c__;
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--work;
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--iwork;
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/* Function Body */
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*info = 0;
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if (*ijob < 1 || *ijob > 3) {
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*info = -1;
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return 0;
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}
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/* Initialize NAB */
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if (*ijob == 1) {
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/* Compute the number of eigenvalues in the initial intervals. */
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*mout = 0;
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/* DIR$ NOVECTOR */
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i__1 = *minp;
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for (ji = 1; ji <= i__1; ++ji) {
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for (jp = 1; jp <= 2; ++jp) {
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tmp1 = d__[1] - ab[ji + jp * ab_dim1];
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if (abs(tmp1) < *pivmin) {
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tmp1 = -(*pivmin);
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}
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nab[ji + jp * nab_dim1] = 0;
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if (tmp1 <= 0.) {
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nab[ji + jp * nab_dim1] = 1;
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}
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i__2 = *n;
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for (j = 2; j <= i__2; ++j) {
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tmp1 = d__[j] - e2[j - 1] / tmp1 - ab[ji + jp * ab_dim1];
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if (abs(tmp1) < *pivmin) {
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tmp1 = -(*pivmin);
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}
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if (tmp1 <= 0.) {
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++nab[ji + jp * nab_dim1];
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}
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/* L10: */
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}
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/* L20: */
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}
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*mout = *mout + nab[ji + (nab_dim1 << 1)] - nab[ji + nab_dim1];
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/* L30: */
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}
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return 0;
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}
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/* Initialize for loop */
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/* KF and KL have the following meaning: */
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/* Intervals 1,...,KF-1 have converged. */
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/* Intervals KF,...,KL still need to be refined. */
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kf = 1;
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kl = *minp;
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/* If IJOB=2, initialize C. */
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/* If IJOB=3, use the user-supplied starting point. */
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if (*ijob == 2) {
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i__1 = *minp;
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for (ji = 1; ji <= i__1; ++ji) {
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c__[ji] = (ab[ji + ab_dim1] + ab[ji + (ab_dim1 << 1)]) * .5;
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/* L40: */
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}
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}
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/* Iteration loop */
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i__1 = *nitmax;
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for (jit = 1; jit <= i__1; ++jit) {
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/* Loop over intervals */
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if (kl - kf + 1 >= *nbmin && *nbmin > 0) {
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/* Begin of Parallel Version of the loop */
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i__2 = kl;
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for (ji = kf; ji <= i__2; ++ji) {
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/* Compute N(c), the number of eigenvalues less than c */
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work[ji] = d__[1] - c__[ji];
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iwork[ji] = 0;
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if (work[ji] <= *pivmin) {
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iwork[ji] = 1;
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/* Computing MIN */
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d__1 = work[ji], d__2 = -(*pivmin);
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work[ji] = min(d__1,d__2);
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}
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i__3 = *n;
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for (j = 2; j <= i__3; ++j) {
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work[ji] = d__[j] - e2[j - 1] / work[ji] - c__[ji];
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if (work[ji] <= *pivmin) {
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++iwork[ji];
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/* Computing MIN */
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d__1 = work[ji], d__2 = -(*pivmin);
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work[ji] = min(d__1,d__2);
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}
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/* L50: */
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}
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/* L60: */
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}
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if (*ijob <= 2) {
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/* IJOB=2: Choose all intervals containing eigenvalues. */
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klnew = kl;
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i__2 = kl;
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for (ji = kf; ji <= i__2; ++ji) {
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/* Insure that N(w) is monotone */
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/* Computing MIN */
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/* Computing MAX */
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i__5 = nab[ji + nab_dim1], i__6 = iwork[ji];
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i__3 = nab[ji + (nab_dim1 << 1)], i__4 = max(i__5,i__6);
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iwork[ji] = min(i__3,i__4);
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/* Update the Queue -- add intervals if both halves */
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/* contain eigenvalues. */
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if (iwork[ji] == nab[ji + (nab_dim1 << 1)]) {
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/* No eigenvalue in the upper interval: */
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/* just use the lower interval. */
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ab[ji + (ab_dim1 << 1)] = c__[ji];
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} else if (iwork[ji] == nab[ji + nab_dim1]) {
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/* No eigenvalue in the lower interval: */
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/* just use the upper interval. */
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ab[ji + ab_dim1] = c__[ji];
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} else {
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++klnew;
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if (klnew <= *mmax) {
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/* Eigenvalue in both intervals -- add upper to */
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/* queue. */
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ab[klnew + (ab_dim1 << 1)] = ab[ji + (ab_dim1 <<
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1)];
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nab[klnew + (nab_dim1 << 1)] = nab[ji + (nab_dim1
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<< 1)];
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ab[klnew + ab_dim1] = c__[ji];
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nab[klnew + nab_dim1] = iwork[ji];
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ab[ji + (ab_dim1 << 1)] = c__[ji];
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nab[ji + (nab_dim1 << 1)] = iwork[ji];
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} else {
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*info = *mmax + 1;
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}
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}
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/* L70: */
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}
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if (*info != 0) {
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return 0;
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}
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kl = klnew;
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} else {
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/* IJOB=3: Binary search. Keep only the interval containing */
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/* w s.t. N(w) = NVAL */
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i__2 = kl;
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for (ji = kf; ji <= i__2; ++ji) {
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if (iwork[ji] <= nval[ji]) {
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ab[ji + ab_dim1] = c__[ji];
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nab[ji + nab_dim1] = iwork[ji];
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}
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if (iwork[ji] >= nval[ji]) {
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ab[ji + (ab_dim1 << 1)] = c__[ji];
|
|
nab[ji + (nab_dim1 << 1)] = iwork[ji];
|
|
}
|
|
/* L80: */
|
|
}
|
|
}
|
|
|
|
} else {
|
|
|
|
/* End of Parallel Version of the loop */
|
|
|
|
/* Begin of Serial Version of the loop */
|
|
|
|
klnew = kl;
|
|
i__2 = kl;
|
|
for (ji = kf; ji <= i__2; ++ji) {
|
|
|
|
/* Compute N(w), the number of eigenvalues less than w */
|
|
|
|
tmp1 = c__[ji];
|
|
tmp2 = d__[1] - tmp1;
|
|
itmp1 = 0;
|
|
if (tmp2 <= *pivmin) {
|
|
itmp1 = 1;
|
|
/* Computing MIN */
|
|
d__1 = tmp2, d__2 = -(*pivmin);
|
|
tmp2 = min(d__1,d__2);
|
|
}
|
|
|
|
/* A series of compiler directives to defeat vectorization */
|
|
/* for the next loop */
|
|
|
|
/* $PL$ CMCHAR=' ' */
|
|
/* DIR$ NEXTSCALAR */
|
|
/* $DIR SCALAR */
|
|
/* DIR$ NEXT SCALAR */
|
|
/* VD$L NOVECTOR */
|
|
/* DEC$ NOVECTOR */
|
|
/* VD$ NOVECTOR */
|
|
/* VDIR NOVECTOR */
|
|
/* VOCL LOOP,SCALAR */
|
|
/* IBM PREFER SCALAR */
|
|
/* $PL$ CMCHAR='*' */
|
|
|
|
i__3 = *n;
|
|
for (j = 2; j <= i__3; ++j) {
|
|
tmp2 = d__[j] - e2[j - 1] / tmp2 - tmp1;
|
|
if (tmp2 <= *pivmin) {
|
|
++itmp1;
|
|
/* Computing MIN */
|
|
d__1 = tmp2, d__2 = -(*pivmin);
|
|
tmp2 = min(d__1,d__2);
|
|
}
|
|
/* L90: */
|
|
}
|
|
|
|
if (*ijob <= 2) {
|
|
|
|
/* IJOB=2: Choose all intervals containing eigenvalues. */
|
|
|
|
/* Insure that N(w) is monotone */
|
|
|
|
/* Computing MIN */
|
|
/* Computing MAX */
|
|
i__5 = nab[ji + nab_dim1];
|
|
i__3 = nab[ji + (nab_dim1 << 1)], i__4 = max(i__5,itmp1);
|
|
itmp1 = min(i__3,i__4);
|
|
|
|
/* Update the Queue -- add intervals if both halves */
|
|
/* contain eigenvalues. */
|
|
|
|
if (itmp1 == nab[ji + (nab_dim1 << 1)]) {
|
|
|
|
/* No eigenvalue in the upper interval: */
|
|
/* just use the lower interval. */
|
|
|
|
ab[ji + (ab_dim1 << 1)] = tmp1;
|
|
|
|
} else if (itmp1 == nab[ji + nab_dim1]) {
|
|
|
|
/* No eigenvalue in the lower interval: */
|
|
/* just use the upper interval. */
|
|
|
|
ab[ji + ab_dim1] = tmp1;
|
|
} else if (klnew < *mmax) {
|
|
|
|
/* Eigenvalue in both intervals -- add upper to queue. */
|
|
|
|
++klnew;
|
|
ab[klnew + (ab_dim1 << 1)] = ab[ji + (ab_dim1 << 1)];
|
|
nab[klnew + (nab_dim1 << 1)] = nab[ji + (nab_dim1 <<
|
|
1)];
|
|
ab[klnew + ab_dim1] = tmp1;
|
|
nab[klnew + nab_dim1] = itmp1;
|
|
ab[ji + (ab_dim1 << 1)] = tmp1;
|
|
nab[ji + (nab_dim1 << 1)] = itmp1;
|
|
} else {
|
|
*info = *mmax + 1;
|
|
return 0;
|
|
}
|
|
} else {
|
|
|
|
/* IJOB=3: Binary search. Keep only the interval */
|
|
/* containing w s.t. N(w) = NVAL */
|
|
|
|
if (itmp1 <= nval[ji]) {
|
|
ab[ji + ab_dim1] = tmp1;
|
|
nab[ji + nab_dim1] = itmp1;
|
|
}
|
|
if (itmp1 >= nval[ji]) {
|
|
ab[ji + (ab_dim1 << 1)] = tmp1;
|
|
nab[ji + (nab_dim1 << 1)] = itmp1;
|
|
}
|
|
}
|
|
/* L100: */
|
|
}
|
|
kl = klnew;
|
|
|
|
/* End of Serial Version of the loop */
|
|
|
|
}
|
|
|
|
/* Check for convergence */
|
|
|
|
kfnew = kf;
|
|
i__2 = kl;
|
|
for (ji = kf; ji <= i__2; ++ji) {
|
|
tmp1 = (d__1 = ab[ji + (ab_dim1 << 1)] - ab[ji + ab_dim1], abs(
|
|
d__1));
|
|
/* Computing MAX */
|
|
d__3 = (d__1 = ab[ji + (ab_dim1 << 1)], abs(d__1)), d__4 = (d__2 =
|
|
ab[ji + ab_dim1], abs(d__2));
|
|
tmp2 = max(d__3,d__4);
|
|
/* Computing MAX */
|
|
d__1 = max(*abstol,*pivmin), d__2 = *reltol * tmp2;
|
|
if (tmp1 < max(d__1,d__2) || nab[ji + nab_dim1] >= nab[ji + (
|
|
nab_dim1 << 1)]) {
|
|
|
|
/* Converged -- Swap with position KFNEW, */
|
|
/* then increment KFNEW */
|
|
|
|
if (ji > kfnew) {
|
|
tmp1 = ab[ji + ab_dim1];
|
|
tmp2 = ab[ji + (ab_dim1 << 1)];
|
|
itmp1 = nab[ji + nab_dim1];
|
|
itmp2 = nab[ji + (nab_dim1 << 1)];
|
|
ab[ji + ab_dim1] = ab[kfnew + ab_dim1];
|
|
ab[ji + (ab_dim1 << 1)] = ab[kfnew + (ab_dim1 << 1)];
|
|
nab[ji + nab_dim1] = nab[kfnew + nab_dim1];
|
|
nab[ji + (nab_dim1 << 1)] = nab[kfnew + (nab_dim1 << 1)];
|
|
ab[kfnew + ab_dim1] = tmp1;
|
|
ab[kfnew + (ab_dim1 << 1)] = tmp2;
|
|
nab[kfnew + nab_dim1] = itmp1;
|
|
nab[kfnew + (nab_dim1 << 1)] = itmp2;
|
|
if (*ijob == 3) {
|
|
itmp1 = nval[ji];
|
|
nval[ji] = nval[kfnew];
|
|
nval[kfnew] = itmp1;
|
|
}
|
|
}
|
|
++kfnew;
|
|
}
|
|
/* L110: */
|
|
}
|
|
kf = kfnew;
|
|
|
|
/* Choose Midpoints */
|
|
|
|
i__2 = kl;
|
|
for (ji = kf; ji <= i__2; ++ji) {
|
|
c__[ji] = (ab[ji + ab_dim1] + ab[ji + (ab_dim1 << 1)]) * .5;
|
|
/* L120: */
|
|
}
|
|
|
|
/* If no more intervals to refine, quit. */
|
|
|
|
if (kf > kl) {
|
|
goto L140;
|
|
}
|
|
/* L130: */
|
|
}
|
|
|
|
/* Converged */
|
|
|
|
L140:
|
|
/* Computing MAX */
|
|
i__1 = kl + 1 - kf;
|
|
*info = max(i__1,0);
|
|
*mout = kl;
|
|
|
|
return 0;
|
|
|
|
/* End of DLAEBZ */
|
|
|
|
} /* dlaebz_ */
|