#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dsteqr_(char *compz, integer *n, doublereal *d__, doublereal *e, doublereal *z__, integer *ldz, doublereal *work, integer *info) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DSTEQR computes all eigenvalues and, optionally, eigenvectors of a symmetric tridiagonal matrix using the implicit QL or QR method. The eigenvectors of a full or band symmetric matrix can also be found if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to tridiagonal form. Arguments ========= COMPZ (input) CHARACTER*1 = 'N': Compute eigenvalues only. = 'V': Compute eigenvalues and eigenvectors of the original symmetric matrix. On entry, Z must contain the orthogonal matrix used to reduce the original matrix to tridiagonal form. = 'I': Compute eigenvalues and eigenvectors of the tridiagonal matrix. Z is initialized to the identity matrix. N (input) INTEGER The order of the matrix. N >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the diagonal elements of the tridiagonal matrix. On exit, if INFO = 0, the eigenvalues in ascending order. E (input/output) DOUBLE PRECISION array, dimension (N-1) On entry, the (n-1) subdiagonal elements of the tridiagonal matrix. On exit, E has been destroyed. Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) On entry, if COMPZ = 'V', then Z contains the orthogonal matrix used in the reduction to tridiagonal form. On exit, if INFO = 0, then if COMPZ = 'V', Z contains the orthonormal eigenvectors of the original symmetric matrix, and if COMPZ = 'I', Z contains the orthonormal eigenvectors of the symmetric tridiagonal matrix. If COMPZ = 'N', then Z is not referenced. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if eigenvectors are desired, then LDZ >= max(1,N). WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2)) If COMPZ = 'N', then WORK is not referenced. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: the algorithm has failed to find all the eigenvalues in a total of 30*N iterations; if INFO = i, then i elements of E have not converged to zero; on exit, D and E contain the elements of a symmetric tridiagonal matrix which is orthogonally similar to the original matrix. ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static doublereal c_b9 = 0.; static doublereal c_b10 = 1.; static integer c__0 = 0; static integer c__1 = 1; static integer c__2 = 2; /* System generated locals */ integer z_dim1, z_offset, i__1, i__2; doublereal d__1, d__2; /* Builtin functions */ double sqrt(doublereal), d_sign(doublereal *, doublereal *); /* Local variables */ static doublereal b, c__, f, g; static integer i__, j, k, l, m; static doublereal p, r__, s; static integer l1, ii, mm, lm1, mm1, nm1; static doublereal rt1, rt2, eps; static integer lsv; static doublereal tst, eps2; static integer lend, jtot; extern /* Subroutine */ int dlae2_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *); extern logical lsame_(char *, char *); extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *); static doublereal anorm; extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, doublereal *, integer *), dlaev2_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *); static integer lendm1, lendp1; extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *); static integer iscale; extern /* Subroutine */ int dlascl_(char *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *); static doublereal safmin; extern /* Subroutine */ int dlartg_(doublereal *, doublereal *, doublereal *, doublereal *, doublereal *); static doublereal safmax; extern /* Subroutine */ int xerbla_(char *, integer *); extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *); extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *, integer *); static integer lendsv; static doublereal ssfmin; static integer nmaxit, icompz; static doublereal ssfmax; --d__; --e; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --work; /* Function Body */ *info = 0; if (lsame_(compz, "N")) { icompz = 0; } else if (lsame_(compz, "V")) { icompz = 1; } else if (lsame_(compz, "I")) { icompz = 2; } else { icompz = -1; } if (icompz < 0) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*ldz < 1 || icompz > 0 && *ldz < max(1,*n)) { *info = -6; } if (*info != 0) { i__1 = -(*info); xerbla_("DSTEQR", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } if (*n == 1) { if (icompz == 2) { z__[z_dim1 + 1] = 1.; } return 0; } /* Determine the unit roundoff and over/underflow thresholds. */ eps = dlamch_("E"); /* Computing 2nd power */ d__1 = eps; eps2 = d__1 * d__1; safmin = dlamch_("S"); safmax = 1. / safmin; ssfmax = sqrt(safmax) / 3.; ssfmin = sqrt(safmin) / eps2; /* Compute the eigenvalues and eigenvectors of the tridiagonal matrix. */ if (icompz == 2) { dlaset_("Full", n, n, &c_b9, &c_b10, &z__[z_offset], ldz); } nmaxit = *n * 30; jtot = 0; /* Determine where the matrix splits and choose QL or QR iteration for each block, according to whether top or bottom diagonal element is smaller. */ l1 = 1; nm1 = *n - 1; L10: if (l1 > *n) { goto L160; } if (l1 > 1) { e[l1 - 1] = 0.; } if (l1 <= nm1) { i__1 = nm1; for (m = l1; m <= i__1; ++m) { tst = (d__1 = e[m], abs(d__1)); if (tst == 0.) { goto L30; } if (tst <= sqrt((d__1 = d__[m], abs(d__1))) * sqrt((d__2 = d__[m + 1], abs(d__2))) * eps) { e[m] = 0.; goto L30; } /* L20: */ } } m = *n; L30: l = l1; lsv = l; lend = m; lendsv = lend; l1 = m + 1; if (lend == l) { goto L10; } /* Scale submatrix in rows and columns L to LEND */ i__1 = lend - l + 1; anorm = dlanst_("I", &i__1, &d__[l], &e[l]); iscale = 0; if (anorm == 0.) { goto L10; } if (anorm > ssfmax) { iscale = 1; i__1 = lend - l + 1; dlascl_("G", &c__0, &c__0, &anorm, &ssfmax, &i__1, &c__1, &d__[l], n, info); i__1 = lend - l; dlascl_("G", &c__0, &c__0, &anorm, &ssfmax, &i__1, &c__1, &e[l], n, info); } else if (anorm < ssfmin) { iscale = 2; i__1 = lend - l + 1; dlascl_("G", &c__0, &c__0, &anorm, &ssfmin, &i__1, &c__1, &d__[l], n, info); i__1 = lend - l; dlascl_("G", &c__0, &c__0, &anorm, &ssfmin, &i__1, &c__1, &e[l], n, info); } /* Choose between QL and QR iteration */ if ((d__1 = d__[lend], abs(d__1)) < (d__2 = d__[l], abs(d__2))) { lend = lsv; l = lendsv; } if (lend > l) { /* QL Iteration Look for small subdiagonal element. */ L40: if (l != lend) { lendm1 = lend - 1; i__1 = lendm1; for (m = l; m <= i__1; ++m) { /* Computing 2nd power */ d__2 = (d__1 = e[m], abs(d__1)); tst = d__2 * d__2; if (tst <= eps2 * (d__1 = d__[m], abs(d__1)) * (d__2 = d__[m + 1], abs(d__2)) + safmin) { goto L60; } /* L50: */ } } m = lend; L60: if (m < lend) { e[m] = 0.; } p = d__[l]; if (m == l) { goto L80; } /* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 to compute its eigensystem. */ if (m == l + 1) { if (icompz > 0) { dlaev2_(&d__[l], &e[l], &d__[l + 1], &rt1, &rt2, &c__, &s); work[l] = c__; work[*n - 1 + l] = s; dlasr_("R", "V", "B", n, &c__2, &work[l], &work[*n - 1 + l], & z__[l * z_dim1 + 1], ldz); } else { dlae2_(&d__[l], &e[l], &d__[l + 1], &rt1, &rt2); } d__[l] = rt1; d__[l + 1] = rt2; e[l] = 0.; l += 2; if (l <= lend) { goto L40; } goto L140; } if (jtot == nmaxit) { goto L140; } ++jtot; /* Form shift. */ g = (d__[l + 1] - p) / (e[l] * 2.); r__ = dlapy2_(&g, &c_b10); g = d__[m] - p + e[l] / (g + d_sign(&r__, &g)); s = 1.; c__ = 1.; p = 0.; /* Inner loop */ mm1 = m - 1; i__1 = l; for (i__ = mm1; i__ >= i__1; --i__) { f = s * e[i__]; b = c__ * e[i__]; dlartg_(&g, &f, &c__, &s, &r__); if (i__ != m - 1) { e[i__ + 1] = r__; } g = d__[i__ + 1] - p; r__ = (d__[i__] - g) * s + c__ * 2. * b; p = s * r__; d__[i__ + 1] = g + p; g = c__ * r__ - b; /* If eigenvectors are desired, then save rotations. */ if (icompz > 0) { work[i__] = c__; work[*n - 1 + i__] = -s; } /* L70: */ } /* If eigenvectors are desired, then apply saved rotations. */ if (icompz > 0) { mm = m - l + 1; dlasr_("R", "V", "B", n, &mm, &work[l], &work[*n - 1 + l], &z__[l * z_dim1 + 1], ldz); } d__[l] -= p; e[l] = g; goto L40; /* Eigenvalue found. */ L80: d__[l] = p; ++l; if (l <= lend) { goto L40; } goto L140; } else { /* QR Iteration Look for small superdiagonal element. */ L90: if (l != lend) { lendp1 = lend + 1; i__1 = lendp1; for (m = l; m >= i__1; --m) { /* Computing 2nd power */ d__2 = (d__1 = e[m - 1], abs(d__1)); tst = d__2 * d__2; if (tst <= eps2 * (d__1 = d__[m], abs(d__1)) * (d__2 = d__[m - 1], abs(d__2)) + safmin) { goto L110; } /* L100: */ } } m = lend; L110: if (m > lend) { e[m - 1] = 0.; } p = d__[l]; if (m == l) { goto L130; } /* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 to compute its eigensystem. */ if (m == l - 1) { if (icompz > 0) { dlaev2_(&d__[l - 1], &e[l - 1], &d__[l], &rt1, &rt2, &c__, &s) ; work[m] = c__; work[*n - 1 + m] = s; dlasr_("R", "V", "F", n, &c__2, &work[m], &work[*n - 1 + m], & z__[(l - 1) * z_dim1 + 1], ldz); } else { dlae2_(&d__[l - 1], &e[l - 1], &d__[l], &rt1, &rt2); } d__[l - 1] = rt1; d__[l] = rt2; e[l - 1] = 0.; l += -2; if (l >= lend) { goto L90; } goto L140; } if (jtot == nmaxit) { goto L140; } ++jtot; /* Form shift. */ g = (d__[l - 1] - p) / (e[l - 1] * 2.); r__ = dlapy2_(&g, &c_b10); g = d__[m] - p + e[l - 1] / (g + d_sign(&r__, &g)); s = 1.; c__ = 1.; p = 0.; /* Inner loop */ lm1 = l - 1; i__1 = lm1; for (i__ = m; i__ <= i__1; ++i__) { f = s * e[i__]; b = c__ * e[i__]; dlartg_(&g, &f, &c__, &s, &r__); if (i__ != m) { e[i__ - 1] = r__; } g = d__[i__] - p; r__ = (d__[i__ + 1] - g) * s + c__ * 2. * b; p = s * r__; d__[i__] = g + p; g = c__ * r__ - b; /* If eigenvectors are desired, then save rotations. */ if (icompz > 0) { work[i__] = c__; work[*n - 1 + i__] = s; } /* L120: */ } /* If eigenvectors are desired, then apply saved rotations. */ if (icompz > 0) { mm = l - m + 1; dlasr_("R", "V", "F", n, &mm, &work[m], &work[*n - 1 + m], &z__[m * z_dim1 + 1], ldz); } d__[l] -= p; e[lm1] = g; goto L90; /* Eigenvalue found. */ L130: d__[l] = p; --l; if (l >= lend) { goto L90; } goto L140; } /* Undo scaling if necessary */ L140: if (iscale == 1) { i__1 = lendsv - lsv + 1; dlascl_("G", &c__0, &c__0, &ssfmax, &anorm, &i__1, &c__1, &d__[lsv], n, info); i__1 = lendsv - lsv; dlascl_("G", &c__0, &c__0, &ssfmax, &anorm, &i__1, &c__1, &e[lsv], n, info); } else if (iscale == 2) { i__1 = lendsv - lsv + 1; dlascl_("G", &c__0, &c__0, &ssfmin, &anorm, &i__1, &c__1, &d__[lsv], n, info); i__1 = lendsv - lsv; dlascl_("G", &c__0, &c__0, &ssfmin, &anorm, &i__1, &c__1, &e[lsv], n, info); } /* Check for no convergence to an eigenvalue after a total of N*MAXIT iterations. */ if (jtot < nmaxit) { goto L10; } i__1 = *n - 1; for (i__ = 1; i__ <= i__1; ++i__) { if (e[i__] != 0.) { ++(*info); } /* L150: */ } goto L190; /* Order eigenvalues and eigenvectors. */ L160: if (icompz == 0) { /* Use Quick Sort */ dlasrt_("I", n, &d__[1], info); } else { /* Use Selection Sort to minimize swaps of eigenvectors */ i__1 = *n; for (ii = 2; ii <= i__1; ++ii) { i__ = ii - 1; k = i__; p = d__[i__]; i__2 = *n; for (j = ii; j <= i__2; ++j) { if (d__[j] < p) { k = j; p = d__[j]; } /* L170: */ } if (k != i__) { d__[k] = d__[i__]; d__[i__] = p; dswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[k * z_dim1 + 1], &c__1); } /* L180: */ } } L190: return 0; /* End of DSTEQR */ } /* dsteqr_ */