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998 lines
24 KiB
C
998 lines
24 KiB
C
#include "clapack.h"
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/* Subroutine */ int dlasd4_(integer *n, integer *i__, doublereal *d__,
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doublereal *z__, doublereal *delta, doublereal *rho, doublereal *
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sigma, doublereal *work, integer *info)
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{
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/* System generated locals */
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integer i__1;
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doublereal d__1;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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doublereal a, b, c__;
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integer j;
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doublereal w, dd[3];
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integer ii;
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doublereal dw, zz[3];
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integer ip1;
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doublereal eta, phi, eps, tau, psi;
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integer iim1, iip1;
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doublereal dphi, dpsi;
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integer iter;
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doublereal temp, prew, sg2lb, sg2ub, temp1, temp2, dtiim, delsq, dtiip;
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integer niter;
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doublereal dtisq;
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logical swtch;
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doublereal dtnsq;
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extern /* Subroutine */ int dlaed6_(integer *, logical *, doublereal *,
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doublereal *, doublereal *, doublereal *, doublereal *, integer *)
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, dlasd5_(integer *, doublereal *, doublereal *, doublereal *,
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doublereal *, doublereal *, doublereal *);
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doublereal delsq2, dtnsq1;
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logical swtch3;
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extern doublereal dlamch_(char *);
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logical orgati;
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doublereal erretm, dtipsq, rhoinv;
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/* -- LAPACK auxiliary 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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/* .. 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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/* This subroutine computes the square root of the I-th updated */
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/* eigenvalue of a positive symmetric rank-one modification to */
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/* a positive diagonal matrix whose entries are given as the squares */
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/* of the corresponding entries in the array d, and that */
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/* 0 <= D(i) < D(j) for i < j */
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/* and that RHO > 0. This is arranged by the calling routine, and is */
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/* no loss in generality. The rank-one modified system is thus */
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/* diag( D ) * diag( D ) + RHO * Z * Z_transpose. */
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/* where we assume the Euclidean norm of Z is 1. */
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/* The method consists of approximating the rational functions in the */
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/* secular equation by simpler interpolating rational functions. */
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/* Arguments */
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/* ========= */
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/* N (input) INTEGER */
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/* The length of all arrays. */
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/* I (input) INTEGER */
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/* The index of the eigenvalue to be computed. 1 <= I <= N. */
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/* D (input) DOUBLE PRECISION array, dimension ( N ) */
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/* The original eigenvalues. It is assumed that they are in */
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/* order, 0 <= D(I) < D(J) for I < J. */
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/* Z (input) DOUBLE PRECISION array, dimension ( N ) */
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/* The components of the updating vector. */
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/* DELTA (output) DOUBLE PRECISION array, dimension ( N ) */
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/* If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th */
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/* component. If N = 1, then DELTA(1) = 1. The vector DELTA */
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/* contains the information necessary to construct the */
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/* (singular) eigenvectors. */
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/* RHO (input) DOUBLE PRECISION */
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/* The scalar in the symmetric updating formula. */
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/* SIGMA (output) DOUBLE PRECISION */
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/* The computed sigma_I, the I-th updated eigenvalue. */
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/* WORK (workspace) DOUBLE PRECISION array, dimension ( N ) */
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/* If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th */
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/* component. If N = 1, then WORK( 1 ) = 1. */
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* > 0: if INFO = 1, the updating process failed. */
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/* Internal Parameters */
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/* =================== */
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/* Logical variable ORGATI (origin-at-i?) is used for distinguishing */
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/* whether D(i) or D(i+1) is treated as the origin. */
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/* ORGATI = .true. origin at i */
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/* ORGATI = .false. origin at i+1 */
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/* Logical variable SWTCH3 (switch-for-3-poles?) is for noting */
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/* if we are working with THREE poles! */
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/* MAXIT is the maximum number of iterations allowed for each */
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/* eigenvalue. */
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/* Further Details */
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/* =============== */
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/* Based on contributions by */
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/* Ren-Cang Li, Computer Science Division, University of California */
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/* at Berkeley, USA */
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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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/* .. Local Arrays .. */
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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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/* Since this routine is called in an inner loop, we do no argument */
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/* checking. */
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/* Quick return for N=1 and 2. */
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/* Parameter adjustments */
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--work;
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--delta;
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--z__;
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--d__;
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/* Function Body */
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*info = 0;
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if (*n == 1) {
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/* Presumably, I=1 upon entry */
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*sigma = sqrt(d__[1] * d__[1] + *rho * z__[1] * z__[1]);
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delta[1] = 1.;
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work[1] = 1.;
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return 0;
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}
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if (*n == 2) {
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dlasd5_(i__, &d__[1], &z__[1], &delta[1], rho, sigma, &work[1]);
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return 0;
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}
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/* Compute machine epsilon */
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eps = dlamch_("Epsilon");
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rhoinv = 1. / *rho;
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/* The case I = N */
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if (*i__ == *n) {
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/* Initialize some basic variables */
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ii = *n - 1;
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niter = 1;
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/* Calculate initial guess */
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temp = *rho / 2.;
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/* If ||Z||_2 is not one, then TEMP should be set to */
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/* RHO * ||Z||_2^2 / TWO */
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temp1 = temp / (d__[*n] + sqrt(d__[*n] * d__[*n] + temp));
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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work[j] = d__[j] + d__[*n] + temp1;
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delta[j] = d__[j] - d__[*n] - temp1;
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/* L10: */
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}
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psi = 0.;
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i__1 = *n - 2;
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for (j = 1; j <= i__1; ++j) {
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psi += z__[j] * z__[j] / (delta[j] * work[j]);
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/* L20: */
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}
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c__ = rhoinv + psi;
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w = c__ + z__[ii] * z__[ii] / (delta[ii] * work[ii]) + z__[*n] * z__[*
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n] / (delta[*n] * work[*n]);
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if (w <= 0.) {
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temp1 = sqrt(d__[*n] * d__[*n] + *rho);
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temp = z__[*n - 1] * z__[*n - 1] / ((d__[*n - 1] + temp1) * (d__[*
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n] - d__[*n - 1] + *rho / (d__[*n] + temp1))) + z__[*n] *
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z__[*n] / *rho;
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/* The following TAU is to approximate */
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/* SIGMA_n^2 - D( N )*D( N ) */
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if (c__ <= temp) {
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tau = *rho;
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} else {
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delsq = (d__[*n] - d__[*n - 1]) * (d__[*n] + d__[*n - 1]);
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a = -c__ * delsq + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*
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n];
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b = z__[*n] * z__[*n] * delsq;
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if (a < 0.) {
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tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a);
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} else {
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tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.);
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}
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}
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/* It can be proved that */
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/* D(N)^2+RHO/2 <= SIGMA_n^2 < D(N)^2+TAU <= D(N)^2+RHO */
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} else {
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delsq = (d__[*n] - d__[*n - 1]) * (d__[*n] + d__[*n - 1]);
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a = -c__ * delsq + z__[*n - 1] * z__[*n - 1] + z__[*n] * z__[*n];
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b = z__[*n] * z__[*n] * delsq;
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/* The following TAU is to approximate */
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/* SIGMA_n^2 - D( N )*D( N ) */
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if (a < 0.) {
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tau = b * 2. / (sqrt(a * a + b * 4. * c__) - a);
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} else {
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tau = (a + sqrt(a * a + b * 4. * c__)) / (c__ * 2.);
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}
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/* It can be proved that */
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/* D(N)^2 < D(N)^2+TAU < SIGMA(N)^2 < D(N)^2+RHO/2 */
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}
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/* The following ETA is to approximate SIGMA_n - D( N ) */
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eta = tau / (d__[*n] + sqrt(d__[*n] * d__[*n] + tau));
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*sigma = d__[*n] + eta;
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] = d__[j] - d__[*i__] - eta;
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work[j] = d__[j] + d__[*i__] + eta;
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/* L30: */
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}
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/* Evaluate PSI and the derivative DPSI */
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dpsi = 0.;
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psi = 0.;
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erretm = 0.;
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i__1 = ii;
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for (j = 1; j <= i__1; ++j) {
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temp = z__[j] / (delta[j] * work[j]);
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psi += z__[j] * temp;
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dpsi += temp * temp;
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erretm += psi;
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/* L40: */
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}
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erretm = abs(erretm);
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/* Evaluate PHI and the derivative DPHI */
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temp = z__[*n] / (delta[*n] * work[*n]);
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phi = z__[*n] * temp;
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dphi = temp * temp;
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi
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+ dphi);
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w = rhoinv + phi + psi;
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/* Test for convergence */
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if (abs(w) <= eps * erretm) {
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goto L240;
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}
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/* Calculate the new step */
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++niter;
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dtnsq1 = work[*n - 1] * delta[*n - 1];
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dtnsq = work[*n] * delta[*n];
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c__ = w - dtnsq1 * dpsi - dtnsq * dphi;
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a = (dtnsq + dtnsq1) * w - dtnsq * dtnsq1 * (dpsi + dphi);
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b = dtnsq * dtnsq1 * w;
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if (c__ < 0.) {
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c__ = abs(c__);
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}
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if (c__ == 0.) {
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eta = *rho - *sigma * *sigma;
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} else if (a >= 0.) {
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eta = (a + sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (c__
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* 2.);
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} else {
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eta = b * 2. / (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))
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);
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}
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/* Note, eta should be positive if w is negative, and */
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/* eta should be negative otherwise. However, */
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/* if for some reason caused by roundoff, eta*w > 0, */
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/* we simply use one Newton step instead. This way */
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/* will guarantee eta*w < 0. */
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if (w * eta > 0.) {
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eta = -w / (dpsi + dphi);
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}
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temp = eta - dtnsq;
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if (temp > *rho) {
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eta = *rho + dtnsq;
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}
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tau += eta;
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eta /= *sigma + sqrt(eta + *sigma * *sigma);
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] -= eta;
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work[j] += eta;
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/* L50: */
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}
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*sigma += eta;
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/* Evaluate PSI and the derivative DPSI */
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dpsi = 0.;
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psi = 0.;
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erretm = 0.;
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i__1 = ii;
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for (j = 1; j <= i__1; ++j) {
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temp = z__[j] / (work[j] * delta[j]);
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psi += z__[j] * temp;
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dpsi += temp * temp;
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erretm += psi;
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/* L60: */
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}
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erretm = abs(erretm);
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/* Evaluate PHI and the derivative DPHI */
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temp = z__[*n] / (work[*n] * delta[*n]);
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phi = z__[*n] * temp;
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dphi = temp * temp;
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (dpsi
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+ dphi);
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w = rhoinv + phi + psi;
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/* Main loop to update the values of the array DELTA */
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iter = niter + 1;
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for (niter = iter; niter <= 20; ++niter) {
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/* Test for convergence */
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if (abs(w) <= eps * erretm) {
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goto L240;
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}
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/* Calculate the new step */
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dtnsq1 = work[*n - 1] * delta[*n - 1];
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dtnsq = work[*n] * delta[*n];
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c__ = w - dtnsq1 * dpsi - dtnsq * dphi;
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a = (dtnsq + dtnsq1) * w - dtnsq1 * dtnsq * (dpsi + dphi);
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b = dtnsq1 * dtnsq * w;
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if (a >= 0.) {
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eta = (a + sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (
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c__ * 2.);
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} else {
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eta = b * 2. / (a - sqrt((d__1 = a * a - b * 4. * c__, abs(
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d__1))));
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}
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/* Note, eta should be positive if w is negative, and */
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/* eta should be negative otherwise. However, */
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/* if for some reason caused by roundoff, eta*w > 0, */
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/* we simply use one Newton step instead. This way */
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/* will guarantee eta*w < 0. */
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if (w * eta > 0.) {
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eta = -w / (dpsi + dphi);
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}
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temp = eta - dtnsq;
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if (temp <= 0.) {
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eta /= 2.;
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}
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tau += eta;
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eta /= *sigma + sqrt(eta + *sigma * *sigma);
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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delta[j] -= eta;
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work[j] += eta;
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/* L70: */
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}
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*sigma += eta;
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/* Evaluate PSI and the derivative DPSI */
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dpsi = 0.;
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psi = 0.;
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erretm = 0.;
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i__1 = ii;
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for (j = 1; j <= i__1; ++j) {
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temp = z__[j] / (work[j] * delta[j]);
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psi += z__[j] * temp;
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dpsi += temp * temp;
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erretm += psi;
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/* L80: */
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}
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erretm = abs(erretm);
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/* Evaluate PHI and the derivative DPHI */
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temp = z__[*n] / (work[*n] * delta[*n]);
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phi = z__[*n] * temp;
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dphi = temp * temp;
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erretm = (-phi - psi) * 8. + erretm - phi + rhoinv + abs(tau) * (
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dpsi + dphi);
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w = rhoinv + phi + psi;
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/* L90: */
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}
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/* Return with INFO = 1, NITER = MAXIT and not converged */
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*info = 1;
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goto L240;
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/* End for the case I = N */
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} else {
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/* The case for I < N */
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niter = 1;
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ip1 = *i__ + 1;
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/* Calculate initial guess */
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delsq = (d__[ip1] - d__[*i__]) * (d__[ip1] + d__[*i__]);
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delsq2 = delsq / 2.;
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temp = delsq2 / (d__[*i__] + sqrt(d__[*i__] * d__[*i__] + delsq2));
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i__1 = *n;
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for (j = 1; j <= i__1; ++j) {
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work[j] = d__[j] + d__[*i__] + temp;
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delta[j] = d__[j] - d__[*i__] - temp;
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/* L100: */
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}
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psi = 0.;
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i__1 = *i__ - 1;
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for (j = 1; j <= i__1; ++j) {
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psi += z__[j] * z__[j] / (work[j] * delta[j]);
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/* L110: */
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}
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phi = 0.;
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i__1 = *i__ + 2;
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for (j = *n; j >= i__1; --j) {
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phi += z__[j] * z__[j] / (work[j] * delta[j]);
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/* L120: */
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}
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c__ = rhoinv + psi + phi;
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w = c__ + z__[*i__] * z__[*i__] / (work[*i__] * delta[*i__]) + z__[
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ip1] * z__[ip1] / (work[ip1] * delta[ip1]);
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if (w > 0.) {
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/* d(i)^2 < the ith sigma^2 < (d(i)^2+d(i+1)^2)/2 */
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/* We choose d(i) as origin. */
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orgati = TRUE_;
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sg2lb = 0.;
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sg2ub = delsq2;
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a = c__ * delsq + z__[*i__] * z__[*i__] + z__[ip1] * z__[ip1];
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b = z__[*i__] * z__[*i__] * delsq;
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if (a > 0.) {
|
|
tau = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, abs(
|
|
d__1))));
|
|
} else {
|
|
tau = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (
|
|
c__ * 2.);
|
|
}
|
|
|
|
/* TAU now is an estimation of SIGMA^2 - D( I )^2. The */
|
|
/* following, however, is the corresponding estimation of */
|
|
/* SIGMA - D( I ). */
|
|
|
|
eta = tau / (d__[*i__] + sqrt(d__[*i__] * d__[*i__] + tau));
|
|
} else {
|
|
|
|
/* (d(i)^2+d(i+1)^2)/2 <= the ith sigma^2 < d(i+1)^2/2 */
|
|
|
|
/* We choose d(i+1) as origin. */
|
|
|
|
orgati = FALSE_;
|
|
sg2lb = -delsq2;
|
|
sg2ub = 0.;
|
|
a = c__ * delsq - z__[*i__] * z__[*i__] - z__[ip1] * z__[ip1];
|
|
b = z__[ip1] * z__[ip1] * delsq;
|
|
if (a < 0.) {
|
|
tau = b * 2. / (a - sqrt((d__1 = a * a + b * 4. * c__, abs(
|
|
d__1))));
|
|
} else {
|
|
tau = -(a + sqrt((d__1 = a * a + b * 4. * c__, abs(d__1)))) /
|
|
(c__ * 2.);
|
|
}
|
|
|
|
/* TAU now is an estimation of SIGMA^2 - D( IP1 )^2. The */
|
|
/* following, however, is the corresponding estimation of */
|
|
/* SIGMA - D( IP1 ). */
|
|
|
|
eta = tau / (d__[ip1] + sqrt((d__1 = d__[ip1] * d__[ip1] + tau,
|
|
abs(d__1))));
|
|
}
|
|
|
|
if (orgati) {
|
|
ii = *i__;
|
|
*sigma = d__[*i__] + eta;
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
work[j] = d__[j] + d__[*i__] + eta;
|
|
delta[j] = d__[j] - d__[*i__] - eta;
|
|
/* L130: */
|
|
}
|
|
} else {
|
|
ii = *i__ + 1;
|
|
*sigma = d__[ip1] + eta;
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
work[j] = d__[j] + d__[ip1] + eta;
|
|
delta[j] = d__[j] - d__[ip1] - eta;
|
|
/* L140: */
|
|
}
|
|
}
|
|
iim1 = ii - 1;
|
|
iip1 = ii + 1;
|
|
|
|
/* Evaluate PSI and the derivative DPSI */
|
|
|
|
dpsi = 0.;
|
|
psi = 0.;
|
|
erretm = 0.;
|
|
i__1 = iim1;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
temp = z__[j] / (work[j] * delta[j]);
|
|
psi += z__[j] * temp;
|
|
dpsi += temp * temp;
|
|
erretm += psi;
|
|
/* L150: */
|
|
}
|
|
erretm = abs(erretm);
|
|
|
|
/* Evaluate PHI and the derivative DPHI */
|
|
|
|
dphi = 0.;
|
|
phi = 0.;
|
|
i__1 = iip1;
|
|
for (j = *n; j >= i__1; --j) {
|
|
temp = z__[j] / (work[j] * delta[j]);
|
|
phi += z__[j] * temp;
|
|
dphi += temp * temp;
|
|
erretm += phi;
|
|
/* L160: */
|
|
}
|
|
|
|
w = rhoinv + phi + psi;
|
|
|
|
/* W is the value of the secular function with */
|
|
/* its ii-th element removed. */
|
|
|
|
swtch3 = FALSE_;
|
|
if (orgati) {
|
|
if (w < 0.) {
|
|
swtch3 = TRUE_;
|
|
}
|
|
} else {
|
|
if (w > 0.) {
|
|
swtch3 = TRUE_;
|
|
}
|
|
}
|
|
if (ii == 1 || ii == *n) {
|
|
swtch3 = FALSE_;
|
|
}
|
|
|
|
temp = z__[ii] / (work[ii] * delta[ii]);
|
|
dw = dpsi + dphi + temp * temp;
|
|
temp = z__[ii] * temp;
|
|
w += temp;
|
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. +
|
|
abs(tau) * dw;
|
|
|
|
/* Test for convergence */
|
|
|
|
if (abs(w) <= eps * erretm) {
|
|
goto L240;
|
|
}
|
|
|
|
if (w <= 0.) {
|
|
sg2lb = max(sg2lb,tau);
|
|
} else {
|
|
sg2ub = min(sg2ub,tau);
|
|
}
|
|
|
|
/* Calculate the new step */
|
|
|
|
++niter;
|
|
if (! swtch3) {
|
|
dtipsq = work[ip1] * delta[ip1];
|
|
dtisq = work[*i__] * delta[*i__];
|
|
if (orgati) {
|
|
/* Computing 2nd power */
|
|
d__1 = z__[*i__] / dtisq;
|
|
c__ = w - dtipsq * dw + delsq * (d__1 * d__1);
|
|
} else {
|
|
/* Computing 2nd power */
|
|
d__1 = z__[ip1] / dtipsq;
|
|
c__ = w - dtisq * dw - delsq * (d__1 * d__1);
|
|
}
|
|
a = (dtipsq + dtisq) * w - dtipsq * dtisq * dw;
|
|
b = dtipsq * dtisq * w;
|
|
if (c__ == 0.) {
|
|
if (a == 0.) {
|
|
if (orgati) {
|
|
a = z__[*i__] * z__[*i__] + dtipsq * dtipsq * (dpsi +
|
|
dphi);
|
|
} else {
|
|
a = z__[ip1] * z__[ip1] + dtisq * dtisq * (dpsi +
|
|
dphi);
|
|
}
|
|
}
|
|
eta = b / a;
|
|
} else if (a <= 0.) {
|
|
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1)))) / (
|
|
c__ * 2.);
|
|
} else {
|
|
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, abs(
|
|
d__1))));
|
|
}
|
|
} else {
|
|
|
|
/* Interpolation using THREE most relevant poles */
|
|
|
|
dtiim = work[iim1] * delta[iim1];
|
|
dtiip = work[iip1] * delta[iip1];
|
|
temp = rhoinv + psi + phi;
|
|
if (orgati) {
|
|
temp1 = z__[iim1] / dtiim;
|
|
temp1 *= temp1;
|
|
c__ = temp - dtiip * (dpsi + dphi) - (d__[iim1] - d__[iip1]) *
|
|
(d__[iim1] + d__[iip1]) * temp1;
|
|
zz[0] = z__[iim1] * z__[iim1];
|
|
if (dpsi < temp1) {
|
|
zz[2] = dtiip * dtiip * dphi;
|
|
} else {
|
|
zz[2] = dtiip * dtiip * (dpsi - temp1 + dphi);
|
|
}
|
|
} else {
|
|
temp1 = z__[iip1] / dtiip;
|
|
temp1 *= temp1;
|
|
c__ = temp - dtiim * (dpsi + dphi) - (d__[iip1] - d__[iim1]) *
|
|
(d__[iim1] + d__[iip1]) * temp1;
|
|
if (dphi < temp1) {
|
|
zz[0] = dtiim * dtiim * dpsi;
|
|
} else {
|
|
zz[0] = dtiim * dtiim * (dpsi + (dphi - temp1));
|
|
}
|
|
zz[2] = z__[iip1] * z__[iip1];
|
|
}
|
|
zz[1] = z__[ii] * z__[ii];
|
|
dd[0] = dtiim;
|
|
dd[1] = delta[ii] * work[ii];
|
|
dd[2] = dtiip;
|
|
dlaed6_(&niter, &orgati, &c__, dd, zz, &w, &eta, info);
|
|
if (*info != 0) {
|
|
goto L240;
|
|
}
|
|
}
|
|
|
|
/* Note, eta should be positive if w is negative, and */
|
|
/* eta should be negative otherwise. However, */
|
|
/* if for some reason caused by roundoff, eta*w > 0, */
|
|
/* we simply use one Newton step instead. This way */
|
|
/* will guarantee eta*w < 0. */
|
|
|
|
if (w * eta >= 0.) {
|
|
eta = -w / dw;
|
|
}
|
|
if (orgati) {
|
|
temp1 = work[*i__] * delta[*i__];
|
|
temp = eta - temp1;
|
|
} else {
|
|
temp1 = work[ip1] * delta[ip1];
|
|
temp = eta - temp1;
|
|
}
|
|
if (temp > sg2ub || temp < sg2lb) {
|
|
if (w < 0.) {
|
|
eta = (sg2ub - tau) / 2.;
|
|
} else {
|
|
eta = (sg2lb - tau) / 2.;
|
|
}
|
|
}
|
|
|
|
tau += eta;
|
|
eta /= *sigma + sqrt(*sigma * *sigma + eta);
|
|
|
|
prew = w;
|
|
|
|
*sigma += eta;
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
work[j] += eta;
|
|
delta[j] -= eta;
|
|
/* L170: */
|
|
}
|
|
|
|
/* Evaluate PSI and the derivative DPSI */
|
|
|
|
dpsi = 0.;
|
|
psi = 0.;
|
|
erretm = 0.;
|
|
i__1 = iim1;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
temp = z__[j] / (work[j] * delta[j]);
|
|
psi += z__[j] * temp;
|
|
dpsi += temp * temp;
|
|
erretm += psi;
|
|
/* L180: */
|
|
}
|
|
erretm = abs(erretm);
|
|
|
|
/* Evaluate PHI and the derivative DPHI */
|
|
|
|
dphi = 0.;
|
|
phi = 0.;
|
|
i__1 = iip1;
|
|
for (j = *n; j >= i__1; --j) {
|
|
temp = z__[j] / (work[j] * delta[j]);
|
|
phi += z__[j] * temp;
|
|
dphi += temp * temp;
|
|
erretm += phi;
|
|
/* L190: */
|
|
}
|
|
|
|
temp = z__[ii] / (work[ii] * delta[ii]);
|
|
dw = dpsi + dphi + temp * temp;
|
|
temp = z__[ii] * temp;
|
|
w = rhoinv + phi + psi + temp;
|
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3. +
|
|
abs(tau) * dw;
|
|
|
|
if (w <= 0.) {
|
|
sg2lb = max(sg2lb,tau);
|
|
} else {
|
|
sg2ub = min(sg2ub,tau);
|
|
}
|
|
|
|
swtch = FALSE_;
|
|
if (orgati) {
|
|
if (-w > abs(prew) / 10.) {
|
|
swtch = TRUE_;
|
|
}
|
|
} else {
|
|
if (w > abs(prew) / 10.) {
|
|
swtch = TRUE_;
|
|
}
|
|
}
|
|
|
|
/* Main loop to update the values of the array DELTA and WORK */
|
|
|
|
iter = niter + 1;
|
|
|
|
for (niter = iter; niter <= 20; ++niter) {
|
|
|
|
/* Test for convergence */
|
|
|
|
if (abs(w) <= eps * erretm) {
|
|
goto L240;
|
|
}
|
|
|
|
/* Calculate the new step */
|
|
|
|
if (! swtch3) {
|
|
dtipsq = work[ip1] * delta[ip1];
|
|
dtisq = work[*i__] * delta[*i__];
|
|
if (! swtch) {
|
|
if (orgati) {
|
|
/* Computing 2nd power */
|
|
d__1 = z__[*i__] / dtisq;
|
|
c__ = w - dtipsq * dw + delsq * (d__1 * d__1);
|
|
} else {
|
|
/* Computing 2nd power */
|
|
d__1 = z__[ip1] / dtipsq;
|
|
c__ = w - dtisq * dw - delsq * (d__1 * d__1);
|
|
}
|
|
} else {
|
|
temp = z__[ii] / (work[ii] * delta[ii]);
|
|
if (orgati) {
|
|
dpsi += temp * temp;
|
|
} else {
|
|
dphi += temp * temp;
|
|
}
|
|
c__ = w - dtisq * dpsi - dtipsq * dphi;
|
|
}
|
|
a = (dtipsq + dtisq) * w - dtipsq * dtisq * dw;
|
|
b = dtipsq * dtisq * w;
|
|
if (c__ == 0.) {
|
|
if (a == 0.) {
|
|
if (! swtch) {
|
|
if (orgati) {
|
|
a = z__[*i__] * z__[*i__] + dtipsq * dtipsq *
|
|
(dpsi + dphi);
|
|
} else {
|
|
a = z__[ip1] * z__[ip1] + dtisq * dtisq * (
|
|
dpsi + dphi);
|
|
}
|
|
} else {
|
|
a = dtisq * dtisq * dpsi + dtipsq * dtipsq * dphi;
|
|
}
|
|
}
|
|
eta = b / a;
|
|
} else if (a <= 0.) {
|
|
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, abs(d__1))))
|
|
/ (c__ * 2.);
|
|
} else {
|
|
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__,
|
|
abs(d__1))));
|
|
}
|
|
} else {
|
|
|
|
/* Interpolation using THREE most relevant poles */
|
|
|
|
dtiim = work[iim1] * delta[iim1];
|
|
dtiip = work[iip1] * delta[iip1];
|
|
temp = rhoinv + psi + phi;
|
|
if (swtch) {
|
|
c__ = temp - dtiim * dpsi - dtiip * dphi;
|
|
zz[0] = dtiim * dtiim * dpsi;
|
|
zz[2] = dtiip * dtiip * dphi;
|
|
} else {
|
|
if (orgati) {
|
|
temp1 = z__[iim1] / dtiim;
|
|
temp1 *= temp1;
|
|
temp2 = (d__[iim1] - d__[iip1]) * (d__[iim1] + d__[
|
|
iip1]) * temp1;
|
|
c__ = temp - dtiip * (dpsi + dphi) - temp2;
|
|
zz[0] = z__[iim1] * z__[iim1];
|
|
if (dpsi < temp1) {
|
|
zz[2] = dtiip * dtiip * dphi;
|
|
} else {
|
|
zz[2] = dtiip * dtiip * (dpsi - temp1 + dphi);
|
|
}
|
|
} else {
|
|
temp1 = z__[iip1] / dtiip;
|
|
temp1 *= temp1;
|
|
temp2 = (d__[iip1] - d__[iim1]) * (d__[iim1] + d__[
|
|
iip1]) * temp1;
|
|
c__ = temp - dtiim * (dpsi + dphi) - temp2;
|
|
if (dphi < temp1) {
|
|
zz[0] = dtiim * dtiim * dpsi;
|
|
} else {
|
|
zz[0] = dtiim * dtiim * (dpsi + (dphi - temp1));
|
|
}
|
|
zz[2] = z__[iip1] * z__[iip1];
|
|
}
|
|
}
|
|
dd[0] = dtiim;
|
|
dd[1] = delta[ii] * work[ii];
|
|
dd[2] = dtiip;
|
|
dlaed6_(&niter, &orgati, &c__, dd, zz, &w, &eta, info);
|
|
if (*info != 0) {
|
|
goto L240;
|
|
}
|
|
}
|
|
|
|
/* Note, eta should be positive if w is negative, and */
|
|
/* eta should be negative otherwise. However, */
|
|
/* if for some reason caused by roundoff, eta*w > 0, */
|
|
/* we simply use one Newton step instead. This way */
|
|
/* will guarantee eta*w < 0. */
|
|
|
|
if (w * eta >= 0.) {
|
|
eta = -w / dw;
|
|
}
|
|
if (orgati) {
|
|
temp1 = work[*i__] * delta[*i__];
|
|
temp = eta - temp1;
|
|
} else {
|
|
temp1 = work[ip1] * delta[ip1];
|
|
temp = eta - temp1;
|
|
}
|
|
if (temp > sg2ub || temp < sg2lb) {
|
|
if (w < 0.) {
|
|
eta = (sg2ub - tau) / 2.;
|
|
} else {
|
|
eta = (sg2lb - tau) / 2.;
|
|
}
|
|
}
|
|
|
|
tau += eta;
|
|
eta /= *sigma + sqrt(*sigma * *sigma + eta);
|
|
|
|
*sigma += eta;
|
|
i__1 = *n;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
work[j] += eta;
|
|
delta[j] -= eta;
|
|
/* L200: */
|
|
}
|
|
|
|
prew = w;
|
|
|
|
/* Evaluate PSI and the derivative DPSI */
|
|
|
|
dpsi = 0.;
|
|
psi = 0.;
|
|
erretm = 0.;
|
|
i__1 = iim1;
|
|
for (j = 1; j <= i__1; ++j) {
|
|
temp = z__[j] / (work[j] * delta[j]);
|
|
psi += z__[j] * temp;
|
|
dpsi += temp * temp;
|
|
erretm += psi;
|
|
/* L210: */
|
|
}
|
|
erretm = abs(erretm);
|
|
|
|
/* Evaluate PHI and the derivative DPHI */
|
|
|
|
dphi = 0.;
|
|
phi = 0.;
|
|
i__1 = iip1;
|
|
for (j = *n; j >= i__1; --j) {
|
|
temp = z__[j] / (work[j] * delta[j]);
|
|
phi += z__[j] * temp;
|
|
dphi += temp * temp;
|
|
erretm += phi;
|
|
/* L220: */
|
|
}
|
|
|
|
temp = z__[ii] / (work[ii] * delta[ii]);
|
|
dw = dpsi + dphi + temp * temp;
|
|
temp = z__[ii] * temp;
|
|
w = rhoinv + phi + psi + temp;
|
|
erretm = (phi - psi) * 8. + erretm + rhoinv * 2. + abs(temp) * 3.
|
|
+ abs(tau) * dw;
|
|
if (w * prew > 0. && abs(w) > abs(prew) / 10.) {
|
|
swtch = ! swtch;
|
|
}
|
|
|
|
if (w <= 0.) {
|
|
sg2lb = max(sg2lb,tau);
|
|
} else {
|
|
sg2ub = min(sg2ub,tau);
|
|
}
|
|
|
|
/* L230: */
|
|
}
|
|
|
|
/* Return with INFO = 1, NITER = MAXIT and not converged */
|
|
|
|
*info = 1;
|
|
|
|
}
|
|
|
|
L240:
|
|
return 0;
|
|
|
|
/* End of DLASD4 */
|
|
|
|
} /* dlasd4_ */
|