#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dsyevr_(char *jobz, char *range, char *uplo, integer *n, doublereal *a, integer *lda, doublereal *vl, doublereal *vu, integer * il, integer *iu, doublereal *abstol, integer *m, doublereal *w, doublereal *z__, integer *ldz, integer *isuppz, doublereal *work, integer *lwork, integer *iwork, integer *liwork, integer *info) { /* -- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DSYEVR computes selected eigenvalues and, optionally, eigenvectors of a real symmetric matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. DSYEVR first reduces the matrix A to tridiagonal form T with a call to DSYTRD. Then, whenever possible, DSYEVR calls DSTEMR to compute the eigenspectrum using Relatively Robust Representations. DSTEMR computes eigenvalues by the dqds algorithm, while orthogonal eigenvectors are computed from various "good" L D L^T representations (also known as Relatively Robust Representations). Gram-Schmidt orthogonalization is avoided as far as possible. More specifically, the various steps of the algorithm are as follows. For each unreduced block (submatrix) of T, (a) Compute T - sigma I = L D L^T, so that L and D define all the wanted eigenvalues to high relative accuracy. This means that small relative changes in the entries of D and L cause only small relative changes in the eigenvalues and eigenvectors. The standard (unfactored) representation of the tridiagonal matrix T does not have this property in general. (b) Compute the eigenvalues to suitable accuracy. If the eigenvectors are desired, the algorithm attains full accuracy of the computed eigenvalues only right before the corresponding vectors have to be computed, see steps c) and d). (c) For each cluster of close eigenvalues, select a new shift close to the cluster, find a new factorization, and refine the shifted eigenvalues to suitable accuracy. (d) For each eigenvalue with a large enough relative separation compute the corresponding eigenvector by forming a rank revealing twisted factorization. Go back to (c) for any clusters that remain. The desired accuracy of the output can be specified by the input parameter ABSTOL. For more details, see DSTEMR's documentation and: - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations to compute orthogonal eigenvectors of symmetric tridiagonal matrices," Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004. - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25, 2004. Also LAPACK Working Note 154. - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric tridiagonal eigenvalue/eigenvector problem", Computer Science Division Technical Report No. UCB/CSD-97-971, UC Berkeley, May 1997. Note 1 : DSYEVR calls DSTEMR when the full spectrum is requested on machines which conform to the ieee-754 floating point standard. DSYEVR calls DSTEBZ and SSTEIN on non-ieee machines and when partial spectrum requests are made. Normal execution of DSTEMR may create NaNs and infinities and hence may abort due to a floating point exception in environments which do not handle NaNs and infinities in the ieee standard default manner. Arguments ========= JOBZ (input) CHARACTER*1 = 'N': Compute eigenvalues only; = 'V': Compute eigenvalues and eigenvectors. RANGE (input) CHARACTER*1 = 'A': all eigenvalues will be found. = 'V': all eigenvalues in the half-open interval (VL,VU] will be found. = 'I': the IL-th through IU-th eigenvalues will be found. ********* For RANGE = 'V' or 'I' and IU - IL < N - 1, DSTEBZ and ********* DSTEIN are called UPLO (input) CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) DOUBLE PRECISION array, dimension (LDA, N) On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper triangular part of A contains the upper triangular part of the matrix A. If UPLO = 'L', the leading N-by-N lower triangular part of A contains the lower triangular part of the matrix A. On exit, the lower triangle (if UPLO='L') or the upper triangle (if UPLO='U') of A, including the diagonal, is destroyed. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. ABSTOL (input) DOUBLE PRECISION The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval [a,b] of width less than or equal to ABSTOL + EPS * max( |a|,|b| ) , where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing A to tridiagonal form. See "Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy," by Demmel and Kahan, LAPACK Working Note #3. If high relative accuracy is important, set ABSTOL to DLAMCH( 'Safe minimum' ). Doing so will guarantee that eigenvalues are computed to high relative accuracy when possible in future releases. The current code does not make any guarantees about high relative accuracy, but future releases will. See J. Barlow and J. Demmel, "Computing Accurate Eigensystems of Scaled Diagonally Dominant Matrices", LAPACK Working Note #7, for a discussion of which matrices define their eigenvalues to high relative accuracy. M (output) INTEGER The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1. W (output) DOUBLE PRECISION array, dimension (N) The first M elements contain the selected eigenvalues in ascending order. Z (output) DOUBLE PRECISION array, dimension (LDZ, max(1,M)) If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i). If JOBZ = 'N', then Z is not referenced. Note: the user must ensure that at least max(1,M) columns are supplied in the array Z; if RANGE = 'V', the exact value of M is not known in advance and an upper bound must be used. Supplying N columns is always safe. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N). ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) ) The support of the eigenvectors in Z, i.e., the indices indicating the nonzero elements in Z. The i-th eigenvector is nonzero only in elements ISUPPZ( 2*i-1 ) through ISUPPZ( 2*i ). ********* Implemented only for RANGE = 'A' or 'I' and IU - IL = N - 1 WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,26*N). For optimal efficiency, LWORK >= (NB+6)*N, where NB is the max of the blocksize for DSYTRD and DORMTR returned by ILAENV. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA. IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK)) On exit, if INFO = 0, IWORK(1) returns the optimal LWORK. LIWORK (input) INTEGER The dimension of the array IWORK. LIWORK >= max(1,10*N). If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the IWORK array, returns this value as the first entry of the IWORK array, and no error message related to LIWORK is issued by XERBLA. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: Internal error Further Details =============== Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA Ken Stanley, Computer Science Division, University of California at Berkeley, USA Jason Riedy, Computer Science Division, University of California at Berkeley, USA ===================================================================== Test the input parameters. Parameter adjustments */ /* Table of constant values */ static integer c__10 = 10; static integer c__1 = 1; static integer c__2 = 2; static integer c__3 = 3; static integer c__4 = 4; static integer c_n1 = -1; /* System generated locals */ integer a_dim1, a_offset, z_dim1, z_offset, i__1, i__2; doublereal d__1, d__2; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer i__, j, nb, jj; static doublereal eps, vll, vuu, tmp1; static integer indd, inde; static doublereal anrm; static integer imax; static doublereal rmin, rmax; static integer inddd, indee; extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, integer *); static doublereal sigma; extern logical lsame_(char *, char *); static integer iinfo; static char order[1]; static integer indwk; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *), dswap_(integer *, doublereal *, integer *, doublereal *, integer *); static integer lwmin; static logical lower, wantz; extern doublereal dlamch_(char *); static logical alleig, indeig; static integer iscale, ieeeok, indibl, indifl; static logical valeig; static doublereal safmin; extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); extern /* Subroutine */ int xerbla_(char *, integer *); static doublereal abstll, bignum; static integer indtau, indisp; extern /* Subroutine */ int dstein_(integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *, integer *), dsterf_(integer *, doublereal *, doublereal *, integer *); static integer indiwo, indwkn; extern doublereal dlansy_(char *, char *, integer *, doublereal *, integer *, doublereal *); extern /* Subroutine */ int dstebz_(char *, char *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dstemr_(char *, char *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, integer *, integer *, logical *, doublereal *, integer *, integer *, integer *, integer *); static integer liwmin; static logical tryrac; extern /* Subroutine */ int dormtr_(char *, char *, char *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, integer *); static integer llwrkn, llwork, nsplit; static doublereal smlnum; extern /* Subroutine */ int dsytrd_(char *, integer *, doublereal *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, integer *); static integer lwkopt; static logical lquery; a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; --w; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --isuppz; --work; --iwork; /* Function Body */ ieeeok = ilaenv_(&c__10, "DSYEVR", "N", &c__1, &c__2, &c__3, &c__4, ( ftnlen)6, (ftnlen)1); lower = lsame_(uplo, "L"); wantz = lsame_(jobz, "V"); alleig = lsame_(range, "A"); valeig = lsame_(range, "V"); indeig = lsame_(range, "I"); lquery = *lwork == -1 || *liwork == -1; /* Computing MAX */ i__1 = 1, i__2 = *n * 26; lwmin = max(i__1,i__2); /* Computing MAX */ i__1 = 1, i__2 = *n * 10; liwmin = max(i__1,i__2); *info = 0; if (! (wantz || lsame_(jobz, "N"))) { *info = -1; } else if (! (alleig || valeig || indeig)) { *info = -2; } else if (! (lower || lsame_(uplo, "U"))) { *info = -3; } else if (*n < 0) { *info = -4; } else if (*lda < max(1,*n)) { *info = -6; } else { if (valeig) { if (*n > 0 && *vu <= *vl) { *info = -8; } } else if (indeig) { if (*il < 1 || *il > max(1,*n)) { *info = -9; } else if (*iu < min(*n,*il) || *iu > *n) { *info = -10; } } } if (*info == 0) { if (*ldz < 1 || wantz && *ldz < *n) { *info = -15; } else if (*lwork < lwmin && ! lquery) { *info = -18; } else if (*liwork < liwmin && ! lquery) { *info = -20; } } if (*info == 0) { nb = ilaenv_(&c__1, "DSYTRD", uplo, n, &c_n1, &c_n1, &c_n1, (ftnlen)6, (ftnlen)1); /* Computing MAX */ i__1 = nb, i__2 = ilaenv_(&c__1, "DORMTR", uplo, n, &c_n1, &c_n1, & c_n1, (ftnlen)6, (ftnlen)1); nb = max(i__1,i__2); /* Computing MAX */ i__1 = (nb + 1) * *n; lwkopt = max(i__1,lwmin); work[1] = (doublereal) lwkopt; iwork[1] = liwmin; } if (*info != 0) { i__1 = -(*info); xerbla_("DSYEVR", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible */ *m = 0; if (*n == 0) { work[1] = 1.; return 0; } if (*n == 1) { work[1] = 7.; if (alleig || indeig) { *m = 1; w[1] = a[a_dim1 + 1]; } else { if (*vl < a[a_dim1 + 1] && *vu >= a[a_dim1 + 1]) { *m = 1; w[1] = a[a_dim1 + 1]; } } if (wantz) { z__[z_dim1 + 1] = 1.; } return 0; } /* Get machine constants. */ safmin = dlamch_("Safe minimum"); eps = dlamch_("Precision"); smlnum = safmin / eps; bignum = 1. / smlnum; rmin = sqrt(smlnum); /* Computing MIN */ d__1 = sqrt(bignum), d__2 = 1. / sqrt(sqrt(safmin)); rmax = min(d__1,d__2); /* Scale matrix to allowable range, if necessary. */ iscale = 0; abstll = *abstol; vll = *vl; vuu = *vu; anrm = dlansy_("M", uplo, n, &a[a_offset], lda, &work[1]); if (anrm > 0. && anrm < rmin) { iscale = 1; sigma = rmin / anrm; } else if (anrm > rmax) { iscale = 1; sigma = rmax / anrm; } if (iscale == 1) { if (lower) { i__1 = *n; for (j = 1; j <= i__1; ++j) { i__2 = *n - j + 1; dscal_(&i__2, &sigma, &a[j + j * a_dim1], &c__1); /* L10: */ } } else { i__1 = *n; for (j = 1; j <= i__1; ++j) { dscal_(&j, &sigma, &a[j * a_dim1 + 1], &c__1); /* L20: */ } } if (*abstol > 0.) { abstll = *abstol * sigma; } if (valeig) { vll = *vl * sigma; vuu = *vu * sigma; } } /* Initialize indices into workspaces. Note: The IWORK indices are used only if DSTERF or DSTEMR fail. WORK(INDTAU:INDTAU+N-1) stores the scalar factors of the elementary reflectors used in DSYTRD. */ indtau = 1; /* WORK(INDD:INDD+N-1) stores the tridiagonal's diagonal entries. */ indd = indtau + *n; /* WORK(INDE:INDE+N-1) stores the off-diagonal entries of the tridiagonal matrix from DSYTRD. */ inde = indd + *n; /* WORK(INDDD:INDDD+N-1) is a copy of the diagonal entries over -written by DSTEMR (the DSTERF path copies the diagonal to W). */ inddd = inde + *n; /* WORK(INDEE:INDEE+N-1) is a copy of the off-diagonal entries over -written while computing the eigenvalues in DSTERF and DSTEMR. */ indee = inddd + *n; /* INDWK is the starting offset of the left-over workspace, and LLWORK is the remaining workspace size. */ indwk = indee + *n; llwork = *lwork - indwk + 1; /* IWORK(INDIBL:INDIBL+M-1) corresponds to IBLOCK in DSTEBZ and stores the block indices of each of the M<=N eigenvalues. */ indibl = 1; /* IWORK(INDISP:INDISP+NSPLIT-1) corresponds to ISPLIT in DSTEBZ and stores the starting and finishing indices of each block. */ indisp = indibl + *n; /* IWORK(INDIFL:INDIFL+N-1) stores the indices of eigenvectors that corresponding to eigenvectors that fail to converge in DSTEIN. This information is discarded; if any fail, the driver returns INFO > 0. */ indifl = indisp + *n; /* INDIWO is the offset of the remaining integer workspace. */ indiwo = indisp + *n; /* Call DSYTRD to reduce symmetric matrix to tridiagonal form. */ dsytrd_(uplo, n, &a[a_offset], lda, &work[indd], &work[inde], &work[ indtau], &work[indwk], &llwork, &iinfo); /* If all eigenvalues are desired then call DSTERF or DSTEMR and DORMTR. */ if ((alleig || indeig && *il == 1 && *iu == *n) && ieeeok == 1) { if (! wantz) { dcopy_(n, &work[indd], &c__1, &w[1], &c__1); i__1 = *n - 1; dcopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1); dsterf_(n, &w[1], &work[indee], info); } else { i__1 = *n - 1; dcopy_(&i__1, &work[inde], &c__1, &work[indee], &c__1); dcopy_(n, &work[indd], &c__1, &work[inddd], &c__1); if (*abstol <= *n * 0. * eps) { tryrac = TRUE_; } else { tryrac = FALSE_; } dstemr_(jobz, "A", n, &work[inddd], &work[indee], vl, vu, il, iu, m, &w[1], &z__[z_offset], ldz, n, &isuppz[1], &tryrac, & work[indwk], lwork, &iwork[1], liwork, info); /* Apply orthogonal matrix used in reduction to tridiagonal form to eigenvectors returned by DSTEIN. */ if (wantz && *info == 0) { indwkn = inde; llwrkn = *lwork - indwkn + 1; dormtr_("L", uplo, "N", n, m, &a[a_offset], lda, &work[indtau] , &z__[z_offset], ldz, &work[indwkn], &llwrkn, &iinfo); } } if (*info == 0) { /* Everything worked. Skip DSTEBZ/DSTEIN. IWORK(:) are undefined. */ *m = *n; goto L30; } *info = 0; } /* Otherwise, call DSTEBZ and, if eigenvectors are desired, DSTEIN. Also call DSTEBZ and DSTEIN if DSTEMR fails. */ if (wantz) { *(unsigned char *)order = 'B'; } else { *(unsigned char *)order = 'E'; } dstebz_(range, order, n, &vll, &vuu, il, iu, &abstll, &work[indd], &work[ inde], m, &nsplit, &w[1], &iwork[indibl], &iwork[indisp], &work[ indwk], &iwork[indiwo], info); if (wantz) { dstein_(n, &work[indd], &work[inde], m, &w[1], &iwork[indibl], &iwork[ indisp], &z__[z_offset], ldz, &work[indwk], &iwork[indiwo], & iwork[indifl], info); /* Apply orthogonal matrix used in reduction to tridiagonal form to eigenvectors returned by DSTEIN. */ indwkn = inde; llwrkn = *lwork - indwkn + 1; dormtr_("L", uplo, "N", n, m, &a[a_offset], lda, &work[indtau], &z__[ z_offset], ldz, &work[indwkn], &llwrkn, &iinfo); } /* If matrix was scaled, then rescale eigenvalues appropriately. Jump here if DSTEMR/DSTEIN succeeded. */ L30: if (iscale == 1) { if (*info == 0) { imax = *m; } else { imax = *info - 1; } d__1 = 1. / sigma; dscal_(&imax, &d__1, &w[1], &c__1); } /* If eigenvalues are not in order, then sort them, along with eigenvectors. Note: We do not sort the IFAIL portion of IWORK. It may not be initialized (if DSTEMR/DSTEIN succeeded), and we do not return this detailed information to the user. */ if (wantz) { i__1 = *m - 1; for (j = 1; j <= i__1; ++j) { i__ = 0; tmp1 = w[j]; i__2 = *m; for (jj = j + 1; jj <= i__2; ++jj) { if (w[jj] < tmp1) { i__ = jj; tmp1 = w[jj]; } /* L40: */ } if (i__ != 0) { w[i__] = w[j]; w[j] = tmp1; dswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[j * z_dim1 + 1], &c__1); } /* L50: */ } } /* Set WORK(1) to optimal workspace size. */ work[1] = (doublereal) lwkopt; iwork[1] = liwmin; return 0; /* End of DSYEVR */ } /* dsyevr_ */