LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
dlaed9.f
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1 *> \brief \b DLAED9 used by sstedc. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is dense.
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DLAED9( K, KSTART, KSTOP, N, D, Q, LDQ, RHO, DLAMDA, W,
22 * S, LDS, INFO )
23 *
24 * .. Scalar Arguments ..
25 * INTEGER INFO, K, KSTART, KSTOP, LDQ, LDS, N
26 * DOUBLE PRECISION RHO
27 * ..
28 * .. Array Arguments ..
29 * DOUBLE PRECISION D( * ), DLAMDA( * ), Q( LDQ, * ), S( LDS, * ),
30 * \$ W( * )
31 * ..
32 *
33 *
34 *> \par Purpose:
35 * =============
36 *>
37 *> \verbatim
38 *>
39 *> DLAED9 finds the roots of the secular equation, as defined by the
40 *> values in D, Z, and RHO, between KSTART and KSTOP. It makes the
41 *> appropriate calls to DLAED4 and then stores the new matrix of
42 *> eigenvectors for use in calculating the next level of Z vectors.
43 *> \endverbatim
44 *
45 * Arguments:
46 * ==========
47 *
48 *> \param[in] K
49 *> \verbatim
50 *> K is INTEGER
51 *> The number of terms in the rational function to be solved by
52 *> DLAED4. K >= 0.
53 *> \endverbatim
54 *>
55 *> \param[in] KSTART
56 *> \verbatim
57 *> KSTART is INTEGER
58 *> \endverbatim
59 *>
60 *> \param[in] KSTOP
61 *> \verbatim
62 *> KSTOP is INTEGER
63 *> The updated eigenvalues Lambda(I), KSTART <= I <= KSTOP
64 *> are to be computed. 1 <= KSTART <= KSTOP <= K.
65 *> \endverbatim
66 *>
67 *> \param[in] N
68 *> \verbatim
69 *> N is INTEGER
70 *> The number of rows and columns in the Q matrix.
71 *> N >= K (delation may result in N > K).
72 *> \endverbatim
73 *>
74 *> \param[out] D
75 *> \verbatim
76 *> D is DOUBLE PRECISION array, dimension (N)
77 *> D(I) contains the updated eigenvalues
78 *> for KSTART <= I <= KSTOP.
79 *> \endverbatim
80 *>
81 *> \param[out] Q
82 *> \verbatim
83 *> Q is DOUBLE PRECISION array, dimension (LDQ,N)
84 *> \endverbatim
85 *>
86 *> \param[in] LDQ
87 *> \verbatim
88 *> LDQ is INTEGER
89 *> The leading dimension of the array Q. LDQ >= max( 1, N ).
90 *> \endverbatim
91 *>
92 *> \param[in] RHO
93 *> \verbatim
94 *> RHO is DOUBLE PRECISION
95 *> The value of the parameter in the rank one update equation.
96 *> RHO >= 0 required.
97 *> \endverbatim
98 *>
99 *> \param[in] DLAMDA
100 *> \verbatim
101 *> DLAMDA is DOUBLE PRECISION array, dimension (K)
102 *> The first K elements of this array contain the old roots
103 *> of the deflated updating problem. These are the poles
104 *> of the secular equation.
105 *> \endverbatim
106 *>
107 *> \param[in] W
108 *> \verbatim
109 *> W is DOUBLE PRECISION array, dimension (K)
110 *> The first K elements of this array contain the components
111 *> of the deflation-adjusted updating vector.
112 *> \endverbatim
113 *>
114 *> \param[out] S
115 *> \verbatim
116 *> S is DOUBLE PRECISION array, dimension (LDS, K)
117 *> Will contain the eigenvectors of the repaired matrix which
118 *> will be stored for subsequent Z vector calculation and
119 *> multiplied by the previously accumulated eigenvectors
120 *> to update the system.
121 *> \endverbatim
122 *>
123 *> \param[in] LDS
124 *> \verbatim
125 *> LDS is INTEGER
126 *> The leading dimension of S. LDS >= max( 1, K ).
127 *> \endverbatim
128 *>
129 *> \param[out] INFO
130 *> \verbatim
131 *> INFO is INTEGER
132 *> = 0: successful exit.
133 *> < 0: if INFO = -i, the i-th argument had an illegal value.
134 *> > 0: if INFO = 1, an eigenvalue did not converge
135 *> \endverbatim
136 *
137 * Authors:
138 * ========
139 *
140 *> \author Univ. of Tennessee
141 *> \author Univ. of California Berkeley
142 *> \author Univ. of Colorado Denver
143 *> \author NAG Ltd.
144 *
145 *> \date September 2012
146 *
147 *> \ingroup auxOTHERcomputational
148 *
149 *> \par Contributors:
150 * ==================
151 *>
152 *> Jeff Rutter, Computer Science Division, University of California
153 *> at Berkeley, USA
154 *
155 * =====================================================================
156  SUBROUTINE dlaed9( K, KSTART, KSTOP, N, D, Q, LDQ, RHO, DLAMDA, W,
157  \$ s, lds, info )
158 *
159 * -- LAPACK computational routine (version 3.4.2) --
160 * -- LAPACK is a software package provided by Univ. of Tennessee, --
161 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
162 * September 2012
163 *
164 * .. Scalar Arguments ..
165  INTEGER INFO, K, KSTART, KSTOP, LDQ, LDS, N
166  DOUBLE PRECISION RHO
167 * ..
168 * .. Array Arguments ..
169  DOUBLE PRECISION D( * ), DLAMDA( * ), Q( ldq, * ), S( lds, * ),
170  \$ w( * )
171 * ..
172 *
173 * =====================================================================
174 *
175 * .. Local Scalars ..
176  INTEGER I, J
177  DOUBLE PRECISION TEMP
178 * ..
179 * .. External Functions ..
180  DOUBLE PRECISION DLAMC3, DNRM2
181  EXTERNAL dlamc3, dnrm2
182 * ..
183 * .. External Subroutines ..
184  EXTERNAL dcopy, dlaed4, xerbla
185 * ..
186 * .. Intrinsic Functions ..
187  INTRINSIC max, sign, sqrt
188 * ..
189 * .. Executable Statements ..
190 *
191 * Test the input parameters.
192 *
193  info = 0
194 *
195  IF( k.LT.0 ) THEN
196  info = -1
197  ELSE IF( kstart.LT.1 .OR. kstart.GT.max( 1, k ) ) THEN
198  info = -2
199  ELSE IF( max( 1, kstop ).LT.kstart .OR. kstop.GT.max( 1, k ) )
200  \$ THEN
201  info = -3
202  ELSE IF( n.LT.k ) THEN
203  info = -4
204  ELSE IF( ldq.LT.max( 1, k ) ) THEN
205  info = -7
206  ELSE IF( lds.LT.max( 1, k ) ) THEN
207  info = -12
208  END IF
209  IF( info.NE.0 ) THEN
210  CALL xerbla( 'DLAED9', -info )
211  RETURN
212  END IF
213 *
214 * Quick return if possible
215 *
216  IF( k.EQ.0 )
217  \$ RETURN
218 *
219 * Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
220 * be computed with high relative accuracy (barring over/underflow).
221 * This is a problem on machines without a guard digit in
222 * add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
223 * The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
224 * which on any of these machines zeros out the bottommost
225 * bit of DLAMDA(I) if it is 1; this makes the subsequent
226 * subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
227 * occurs. On binary machines with a guard digit (almost all
228 * machines) it does not change DLAMDA(I) at all. On hexadecimal
229 * and decimal machines with a guard digit, it slightly
230 * changes the bottommost bits of DLAMDA(I). It does not account
231 * for hexadecimal or decimal machines without guard digits
232 * (we know of none). We use a subroutine call to compute
233 * 2*DLAMBDA(I) to prevent optimizing compilers from eliminating
234 * this code.
235 *
236  DO 10 i = 1, n
237  dlamda( i ) = dlamc3( dlamda( i ), dlamda( i ) ) - dlamda( i )
238  10 CONTINUE
239 *
240  DO 20 j = kstart, kstop
241  CALL dlaed4( k, j, dlamda, w, q( 1, j ), rho, d( j ), info )
242 *
243 * If the zero finder fails, the computation is terminated.
244 *
245  IF( info.NE.0 )
246  \$ GO TO 120
247  20 CONTINUE
248 *
249  IF( k.EQ.1 .OR. k.EQ.2 ) THEN
250  DO 40 i = 1, k
251  DO 30 j = 1, k
252  s( j, i ) = q( j, i )
253  30 CONTINUE
254  40 CONTINUE
255  GO TO 120
256  END IF
257 *
258 * Compute updated W.
259 *
260  CALL dcopy( k, w, 1, s, 1 )
261 *
262 * Initialize W(I) = Q(I,I)
263 *
264  CALL dcopy( k, q, ldq+1, w, 1 )
265  DO 70 j = 1, k
266  DO 50 i = 1, j - 1
267  w( i ) = w( i )*( q( i, j ) / ( dlamda( i )-dlamda( j ) ) )
268  50 CONTINUE
269  DO 60 i = j + 1, k
270  w( i ) = w( i )*( q( i, j ) / ( dlamda( i )-dlamda( j ) ) )
271  60 CONTINUE
272  70 CONTINUE
273  DO 80 i = 1, k
274  w( i ) = sign( sqrt( -w( i ) ), s( i, 1 ) )
275  80 CONTINUE
276 *
277 * Compute eigenvectors of the modified rank-1 modification.
278 *
279  DO 110 j = 1, k
280  DO 90 i = 1, k
281  q( i, j ) = w( i ) / q( i, j )
282  90 CONTINUE
283  temp = dnrm2( k, q( 1, j ), 1 )
284  DO 100 i = 1, k
285  s( i, j ) = q( i, j ) / temp
286  100 CONTINUE
287  110 CONTINUE
288 *
289  120 CONTINUE
290  RETURN
291 *
292 * End of DLAED9
293 *
294  END
subroutine dlaed9(K, KSTART, KSTOP, N, D, Q, LDQ, RHO, DLAMDA, W, S, LDS, INFO)
DLAED9 used by sstedc. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is dense.
Definition: dlaed9.f:158
subroutine dcopy(N, DX, INCX, DY, INCY)
DCOPY
Definition: dcopy.f:53
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dlaed4(N, I, D, Z, DELTA, RHO, DLAM, INFO)
DLAED4 used by sstedc. Finds a single root of the secular equation.
Definition: dlaed4.f:147