#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int cstein_(integer *n, real *d__, real *e, integer *m, real *w, integer *iblock, integer *isplit, complex *z__, integer *ldz, real *work, integer *iwork, integer *ifail, integer *info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= CSTEIN computes the eigenvectors of a real symmetric tridiagonal matrix T corresponding to specified eigenvalues, using inverse iteration. The maximum number of iterations allowed for each eigenvector is specified by an internal parameter MAXITS (currently set to 5). Although the eigenvectors are real, they are stored in a complex array, which may be passed to CUNMTR or CUPMTR for back transformation to the eigenvectors of a complex Hermitian matrix which was reduced to tridiagonal form. Arguments ========= N (input) INTEGER The order of the matrix. N >= 0. D (input) REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) REAL array, dimension (N-1) The (n-1) subdiagonal elements of the tridiagonal matrix T, stored in elements 1 to N-1. M (input) INTEGER The number of eigenvectors to be found. 0 <= M <= N. W (input) REAL array, dimension (N) The first M elements of W contain the eigenvalues for which eigenvectors are to be computed. The eigenvalues should be grouped by split-off block and ordered from smallest to largest within the block. ( The output array W from SSTEBZ with ORDER = 'B' is expected here. ) IBLOCK (input) INTEGER array, dimension (N) The submatrix indices associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first submatrix from the top, =2 if W(i) belongs to the second submatrix, etc. ( The output array IBLOCK from SSTEBZ is expected here. ) ISPLIT (input) INTEGER array, dimension (N) The splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 through ISPLIT( 2 ), etc. ( The output array ISPLIT from SSTEBZ is expected here. ) Z (output) COMPLEX array, dimension (LDZ, M) The computed eigenvectors. The eigenvector associated with the eigenvalue W(i) is stored in the i-th column of Z. Any vector which fails to converge is set to its current iterate after MAXITS iterations. The imaginary parts of the eigenvectors are set to zero. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= max(1,N). WORK (workspace) REAL array, dimension (5*N) IWORK (workspace) INTEGER array, dimension (N) IFAIL (output) INTEGER array, dimension (M) On normal exit, all elements of IFAIL are zero. If one or more eigenvectors fail to converge after MAXITS iterations, then their indices are stored in array IFAIL. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: if INFO = i, then i eigenvectors failed to converge in MAXITS iterations. Their indices are stored in array IFAIL. Internal Parameters =================== MAXITS INTEGER, default = 5 The maximum number of iterations performed. EXTRA INTEGER, default = 2 The number of iterations performed after norm growth criterion is satisfied, should be at least 1. ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static integer c__2 = 2; static integer c__1 = 1; static integer c_n1 = -1; /* System generated locals */ integer z_dim1, z_offset, i__1, i__2, i__3, i__4, i__5; real r__1, r__2, r__3, r__4, r__5; complex q__1; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer i__, j, b1, j1, bn, jr; static real xj, scl, eps, ctr, sep, nrm, tol; static integer its; static real xjm, eps1; static integer jblk, nblk, jmax; extern doublereal snrm2_(integer *, real *, integer *); static integer iseed[4], gpind, iinfo; extern /* Subroutine */ int sscal_(integer *, real *, real *, integer *); extern doublereal sasum_(integer *, real *, integer *); extern /* Subroutine */ int scopy_(integer *, real *, integer *, real *, integer *); static real ortol; static integer indrv1, indrv2, indrv3, indrv4, indrv5; extern doublereal slamch_(char *); extern /* Subroutine */ int xerbla_(char *, integer *), slagtf_( integer *, real *, real *, real *, real *, real *, real *, integer *, integer *); static integer nrmchk; extern integer isamax_(integer *, real *, integer *); extern /* Subroutine */ int slagts_(integer *, integer *, real *, real *, real *, real *, integer *, real *, real *, integer *); static integer blksiz; static real onenrm, pertol; extern /* Subroutine */ int slarnv_(integer *, integer *, integer *, real *); static real stpcrt; --d__; --e; --w; --iblock; --isplit; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --work; --iwork; --ifail; /* Function Body */ *info = 0; i__1 = *m; for (i__ = 1; i__ <= i__1; ++i__) { ifail[i__] = 0; /* L10: */ } if (*n < 0) { *info = -1; } else if (*m < 0 || *m > *n) { *info = -4; } else if (*ldz < max(1,*n)) { *info = -9; } else { i__1 = *m; for (j = 2; j <= i__1; ++j) { if (iblock[j] < iblock[j - 1]) { *info = -6; goto L30; } if (iblock[j] == iblock[j - 1] && w[j] < w[j - 1]) { *info = -5; goto L30; } /* L20: */ } L30: ; } if (*info != 0) { i__1 = -(*info); xerbla_("CSTEIN", &i__1); return 0; } /* Quick return if possible */ if (*n == 0 || *m == 0) { return 0; } else if (*n == 1) { i__1 = z_dim1 + 1; z__[i__1].r = 1.f, z__[i__1].i = 0.f; return 0; } /* Get machine constants. */ eps = slamch_("Precision"); /* Initialize seed for random number generator SLARNV. */ for (i__ = 1; i__ <= 4; ++i__) { iseed[i__ - 1] = 1; /* L40: */ } /* Initialize pointers. */ indrv1 = 0; indrv2 = indrv1 + *n; indrv3 = indrv2 + *n; indrv4 = indrv3 + *n; indrv5 = indrv4 + *n; /* Compute eigenvectors of matrix blocks. */ j1 = 1; i__1 = iblock[*m]; for (nblk = 1; nblk <= i__1; ++nblk) { /* Find starting and ending indices of block nblk. */ if (nblk == 1) { b1 = 1; } else { b1 = isplit[nblk - 1] + 1; } bn = isplit[nblk]; blksiz = bn - b1 + 1; if (blksiz == 1) { goto L60; } gpind = b1; /* Compute reorthogonalization criterion and stopping criterion. */ onenrm = (r__1 = d__[b1], dabs(r__1)) + (r__2 = e[b1], dabs(r__2)); /* Computing MAX */ r__3 = onenrm, r__4 = (r__1 = d__[bn], dabs(r__1)) + (r__2 = e[bn - 1] , dabs(r__2)); onenrm = dmax(r__3,r__4); i__2 = bn - 1; for (i__ = b1 + 1; i__ <= i__2; ++i__) { /* Computing MAX */ r__4 = onenrm, r__5 = (r__1 = d__[i__], dabs(r__1)) + (r__2 = e[ i__ - 1], dabs(r__2)) + (r__3 = e[i__], dabs(r__3)); onenrm = dmax(r__4,r__5); /* L50: */ } ortol = onenrm * .001f; stpcrt = sqrt(.1f / blksiz); /* Loop through eigenvalues of block nblk. */ L60: jblk = 0; i__2 = *m; for (j = j1; j <= i__2; ++j) { if (iblock[j] != nblk) { j1 = j; goto L180; } ++jblk; xj = w[j]; /* Skip all the work if the block size is one. */ if (blksiz == 1) { work[indrv1 + 1] = 1.f; goto L140; } /* If eigenvalues j and j-1 are too close, add a relatively small perturbation. */ if (jblk > 1) { eps1 = (r__1 = eps * xj, dabs(r__1)); pertol = eps1 * 10.f; sep = xj - xjm; if (sep < pertol) { xj = xjm + pertol; } } its = 0; nrmchk = 0; /* Get random starting vector. */ slarnv_(&c__2, iseed, &blksiz, &work[indrv1 + 1]); /* Copy the matrix T so it won't be destroyed in factorization. */ scopy_(&blksiz, &d__[b1], &c__1, &work[indrv4 + 1], &c__1); i__3 = blksiz - 1; scopy_(&i__3, &e[b1], &c__1, &work[indrv2 + 2], &c__1); i__3 = blksiz - 1; scopy_(&i__3, &e[b1], &c__1, &work[indrv3 + 1], &c__1); /* Compute LU factors with partial pivoting ( PT = LU ) */ tol = 0.f; slagtf_(&blksiz, &work[indrv4 + 1], &xj, &work[indrv2 + 2], &work[ indrv3 + 1], &tol, &work[indrv5 + 1], &iwork[1], &iinfo); /* Update iteration count. */ L70: ++its; if (its > 5) { goto L120; } /* Normalize and scale the righthand side vector Pb. Computing MAX */ r__2 = eps, r__3 = (r__1 = work[indrv4 + blksiz], dabs(r__1)); scl = blksiz * onenrm * dmax(r__2,r__3) / sasum_(&blksiz, &work[ indrv1 + 1], &c__1); sscal_(&blksiz, &scl, &work[indrv1 + 1], &c__1); /* Solve the system LU = Pb. */ slagts_(&c_n1, &blksiz, &work[indrv4 + 1], &work[indrv2 + 2], & work[indrv3 + 1], &work[indrv5 + 1], &iwork[1], &work[ indrv1 + 1], &tol, &iinfo); /* Reorthogonalize by modified Gram-Schmidt if eigenvalues are close enough. */ if (jblk == 1) { goto L110; } if ((r__1 = xj - xjm, dabs(r__1)) > ortol) { gpind = j; } if (gpind != j) { i__3 = j - 1; for (i__ = gpind; i__ <= i__3; ++i__) { ctr = 0.f; i__4 = blksiz; for (jr = 1; jr <= i__4; ++jr) { i__5 = b1 - 1 + jr + i__ * z_dim1; ctr += work[indrv1 + jr] * z__[i__5].r; /* L80: */ } i__4 = blksiz; for (jr = 1; jr <= i__4; ++jr) { i__5 = b1 - 1 + jr + i__ * z_dim1; work[indrv1 + jr] -= ctr * z__[i__5].r; /* L90: */ } /* L100: */ } } /* Check the infinity norm of the iterate. */ L110: jmax = isamax_(&blksiz, &work[indrv1 + 1], &c__1); nrm = (r__1 = work[indrv1 + jmax], dabs(r__1)); /* Continue for additional iterations after norm reaches stopping criterion. */ if (nrm < stpcrt) { goto L70; } ++nrmchk; if (nrmchk < 3) { goto L70; } goto L130; /* If stopping criterion was not satisfied, update info and store eigenvector number in array ifail. */ L120: ++(*info); ifail[*info] = j; /* Accept iterate as jth eigenvector. */ L130: scl = 1.f / snrm2_(&blksiz, &work[indrv1 + 1], &c__1); jmax = isamax_(&blksiz, &work[indrv1 + 1], &c__1); if (work[indrv1 + jmax] < 0.f) { scl = -scl; } sscal_(&blksiz, &scl, &work[indrv1 + 1], &c__1); L140: i__3 = *n; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = i__ + j * z_dim1; z__[i__4].r = 0.f, z__[i__4].i = 0.f; /* L150: */ } i__3 = blksiz; for (i__ = 1; i__ <= i__3; ++i__) { i__4 = b1 + i__ - 1 + j * z_dim1; i__5 = indrv1 + i__; q__1.r = work[i__5], q__1.i = 0.f; z__[i__4].r = q__1.r, z__[i__4].i = q__1.i; /* L160: */ } /* Save the shift to check eigenvalue spacing at next iteration. */ xjm = xj; /* L170: */ } L180: ; } return 0; /* End of CSTEIN */ } /* cstein_ */