LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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sstemr.f
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1*> \brief \b SSTEMR
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download SSTEMR + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sstemr.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sstemr.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sstemr.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE SSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
22* M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK,
23* IWORK, LIWORK, INFO )
24*
25* .. Scalar Arguments ..
26* CHARACTER JOBZ, RANGE
27* LOGICAL TRYRAC
28* INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N
29* REAL VL, VU
30* ..
31* .. Array Arguments ..
32* INTEGER ISUPPZ( * ), IWORK( * )
33* REAL D( * ), E( * ), W( * ), WORK( * )
34* REAL Z( LDZ, * )
35* ..
36*
37*
38*> \par Purpose:
39* =============
40*>
41*> \verbatim
42*>
43*> SSTEMR computes selected eigenvalues and, optionally, eigenvectors
44*> of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
45*> a well defined set of pairwise different real eigenvalues, the corresponding
46*> real eigenvectors are pairwise orthogonal.
47*>
48*> The spectrum may be computed either completely or partially by specifying
49*> either an interval (VL,VU] or a range of indices IL:IU for the desired
50*> eigenvalues.
51*>
52*> Depending on the number of desired eigenvalues, these are computed either
53*> by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
54*> computed by the use of various suitable L D L^T factorizations near clusters
55*> of close eigenvalues (referred to as RRRs, Relatively Robust
56*> Representations). An informal sketch of the algorithm follows.
57*>
58*> For each unreduced block (submatrix) of T,
59*> (a) Compute T - sigma I = L D L^T, so that L and D
60*> define all the wanted eigenvalues to high relative accuracy.
61*> This means that small relative changes in the entries of D and L
62*> cause only small relative changes in the eigenvalues and
63*> eigenvectors. The standard (unfactored) representation of the
64*> tridiagonal matrix T does not have this property in general.
65*> (b) Compute the eigenvalues to suitable accuracy.
66*> If the eigenvectors are desired, the algorithm attains full
67*> accuracy of the computed eigenvalues only right before
68*> the corresponding vectors have to be computed, see steps c) and d).
69*> (c) For each cluster of close eigenvalues, select a new
70*> shift close to the cluster, find a new factorization, and refine
71*> the shifted eigenvalues to suitable accuracy.
72*> (d) For each eigenvalue with a large enough relative separation compute
73*> the corresponding eigenvector by forming a rank revealing twisted
74*> factorization. Go back to (c) for any clusters that remain.
75*>
76*> For more details, see:
77*> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
78*> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
79*> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
80*> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
81*> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
82*> 2004. Also LAPACK Working Note 154.
83*> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
84*> tridiagonal eigenvalue/eigenvector problem",
85*> Computer Science Division Technical Report No. UCB/CSD-97-971,
86*> UC Berkeley, May 1997.
87*>
88*> Further Details
89*> 1.SSTEMR works only on machines which follow IEEE-754
90*> floating-point standard in their handling of infinities and NaNs.
91*> This permits the use of efficient inner loops avoiding a check for
92*> zero divisors.
93*> \endverbatim
94*
95* Arguments:
96* ==========
97*
98*> \param[in] JOBZ
99*> \verbatim
100*> JOBZ is CHARACTER*1
101*> = 'N': Compute eigenvalues only;
102*> = 'V': Compute eigenvalues and eigenvectors.
103*> \endverbatim
104*>
105*> \param[in] RANGE
106*> \verbatim
107*> RANGE is CHARACTER*1
108*> = 'A': all eigenvalues will be found.
109*> = 'V': all eigenvalues in the half-open interval (VL,VU]
110*> will be found.
111*> = 'I': the IL-th through IU-th eigenvalues will be found.
112*> \endverbatim
113*>
114*> \param[in] N
115*> \verbatim
116*> N is INTEGER
117*> The order of the matrix. N >= 0.
118*> \endverbatim
119*>
120*> \param[in,out] D
121*> \verbatim
122*> D is REAL array, dimension (N)
123*> On entry, the N diagonal elements of the tridiagonal matrix
124*> T. On exit, D is overwritten.
125*> \endverbatim
126*>
127*> \param[in,out] E
128*> \verbatim
129*> E is REAL array, dimension (N)
130*> On entry, the (N-1) subdiagonal elements of the tridiagonal
131*> matrix T in elements 1 to N-1 of E. E(N) need not be set on
132*> input, but is used internally as workspace.
133*> On exit, E is overwritten.
134*> \endverbatim
135*>
136*> \param[in] VL
137*> \verbatim
138*> VL is REAL
139*>
140*> If RANGE='V', the lower bound of the interval to
141*> be searched for eigenvalues. VL < VU.
142*> Not referenced if RANGE = 'A' or 'I'.
143*> \endverbatim
144*>
145*> \param[in] VU
146*> \verbatim
147*> VU is REAL
148*>
149*> If RANGE='V', the upper bound of the interval to
150*> be searched for eigenvalues. VL < VU.
151*> Not referenced if RANGE = 'A' or 'I'.
152*> \endverbatim
153*>
154*> \param[in] IL
155*> \verbatim
156*> IL is INTEGER
157*>
158*> If RANGE='I', the index of the
159*> smallest eigenvalue to be returned.
160*> 1 <= IL <= IU <= N, if N > 0.
161*> Not referenced if RANGE = 'A' or 'V'.
162*> \endverbatim
163*>
164*> \param[in] IU
165*> \verbatim
166*> IU is INTEGER
167*>
168*> If RANGE='I', the index of the
169*> largest eigenvalue to be returned.
170*> 1 <= IL <= IU <= N, if N > 0.
171*> Not referenced if RANGE = 'A' or 'V'.
172*> \endverbatim
173*>
174*> \param[out] M
175*> \verbatim
176*> M is INTEGER
177*> The total number of eigenvalues found. 0 <= M <= N.
178*> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
179*> \endverbatim
180*>
181*> \param[out] W
182*> \verbatim
183*> W is REAL array, dimension (N)
184*> The first M elements contain the selected eigenvalues in
185*> ascending order.
186*> \endverbatim
187*>
188*> \param[out] Z
189*> \verbatim
190*> Z is REAL array, dimension (LDZ, max(1,M) )
191*> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
192*> contain the orthonormal eigenvectors of the matrix T
193*> corresponding to the selected eigenvalues, with the i-th
194*> column of Z holding the eigenvector associated with W(i).
195*> If JOBZ = 'N', then Z is not referenced.
196*> Note: the user must ensure that at least max(1,M) columns are
197*> supplied in the array Z; if RANGE = 'V', the exact value of M
198*> is not known in advance and can be computed with a workspace
199*> query by setting NZC = -1, see below.
200*> \endverbatim
201*>
202*> \param[in] LDZ
203*> \verbatim
204*> LDZ is INTEGER
205*> The leading dimension of the array Z. LDZ >= 1, and if
206*> JOBZ = 'V', then LDZ >= max(1,N).
207*> \endverbatim
208*>
209*> \param[in] NZC
210*> \verbatim
211*> NZC is INTEGER
212*> The number of eigenvectors to be held in the array Z.
213*> If RANGE = 'A', then NZC >= max(1,N).
214*> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
215*> If RANGE = 'I', then NZC >= IU-IL+1.
216*> If NZC = -1, then a workspace query is assumed; the
217*> routine calculates the number of columns of the array Z that
218*> are needed to hold the eigenvectors.
219*> This value is returned as the first entry of the Z array, and
220*> no error message related to NZC is issued by XERBLA.
221*> \endverbatim
222*>
223*> \param[out] ISUPPZ
224*> \verbatim
225*> ISUPPZ is INTEGER array, dimension ( 2*max(1,M) )
226*> The support of the eigenvectors in Z, i.e., the indices
227*> indicating the nonzero elements in Z. The i-th computed eigenvector
228*> is nonzero only in elements ISUPPZ( 2*i-1 ) through
229*> ISUPPZ( 2*i ). This is relevant in the case when the matrix
230*> is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
231*> \endverbatim
232*>
233*> \param[in,out] TRYRAC
234*> \verbatim
235*> TRYRAC is LOGICAL
236*> If TRYRAC = .TRUE., indicates that the code should check whether
237*> the tridiagonal matrix defines its eigenvalues to high relative
238*> accuracy. If so, the code uses relative-accuracy preserving
239*> algorithms that might be (a bit) slower depending on the matrix.
240*> If the matrix does not define its eigenvalues to high relative
241*> accuracy, the code can uses possibly faster algorithms.
242*> If TRYRAC = .FALSE., the code is not required to guarantee
243*> relatively accurate eigenvalues and can use the fastest possible
244*> techniques.
245*> On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
246*> does not define its eigenvalues to high relative accuracy.
247*> \endverbatim
248*>
249*> \param[out] WORK
250*> \verbatim
251*> WORK is REAL array, dimension (LWORK)
252*> On exit, if INFO = 0, WORK(1) returns the optimal
253*> (and minimal) LWORK.
254*> \endverbatim
255*>
256*> \param[in] LWORK
257*> \verbatim
258*> LWORK is INTEGER
259*> The dimension of the array WORK. LWORK >= max(1,18*N)
260*> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
261*> If LWORK = -1, then a workspace query is assumed; the routine
262*> only calculates the optimal size of the WORK array, returns
263*> this value as the first entry of the WORK array, and no error
264*> message related to LWORK is issued by XERBLA.
265*> \endverbatim
266*>
267*> \param[out] IWORK
268*> \verbatim
269*> IWORK is INTEGER array, dimension (LIWORK)
270*> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
271*> \endverbatim
272*>
273*> \param[in] LIWORK
274*> \verbatim
275*> LIWORK is INTEGER
276*> The dimension of the array IWORK. LIWORK >= max(1,10*N)
277*> if the eigenvectors are desired, and LIWORK >= max(1,8*N)
278*> if only the eigenvalues are to be computed.
279*> If LIWORK = -1, then a workspace query is assumed; the
280*> routine only calculates the optimal size of the IWORK array,
281*> returns this value as the first entry of the IWORK array, and
282*> no error message related to LIWORK is issued by XERBLA.
283*> \endverbatim
284*>
285*> \param[out] INFO
286*> \verbatim
287*> INFO is INTEGER
288*> On exit, INFO
289*> = 0: successful exit
290*> < 0: if INFO = -i, the i-th argument had an illegal value
291*> > 0: if INFO = 1X, internal error in SLARRE,
292*> if INFO = 2X, internal error in SLARRV.
293*> Here, the digit X = ABS( IINFO ) < 10, where IINFO is
294*> the nonzero error code returned by SLARRE or
295*> SLARRV, respectively.
296*> \endverbatim
297*
298* Authors:
299* ========
300*
301*> \author Univ. of Tennessee
302*> \author Univ. of California Berkeley
303*> \author Univ. of Colorado Denver
304*> \author NAG Ltd.
305*
306*> \ingroup realOTHERcomputational
307*
308*> \par Contributors:
309* ==================
310*>
311*> Beresford Parlett, University of California, Berkeley, USA \n
312*> Jim Demmel, University of California, Berkeley, USA \n
313*> Inderjit Dhillon, University of Texas, Austin, USA \n
314*> Osni Marques, LBNL/NERSC, USA \n
315*> Christof Voemel, University of California, Berkeley, USA
316*
317* =====================================================================
318 SUBROUTINE sstemr( JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
319 $ M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK,
320 $ IWORK, LIWORK, INFO )
321*
322* -- LAPACK computational routine --
323* -- LAPACK is a software package provided by Univ. of Tennessee, --
324* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
325*
326* .. Scalar Arguments ..
327 CHARACTER JOBZ, RANGE
328 LOGICAL TRYRAC
329 INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N
330 REAL VL, VU
331* ..
332* .. Array Arguments ..
333 INTEGER ISUPPZ( * ), IWORK( * )
334 REAL D( * ), E( * ), W( * ), WORK( * )
335 REAL Z( LDZ, * )
336* ..
337*
338* =====================================================================
339*
340* .. Parameters ..
341 REAL ZERO, ONE, FOUR, MINRGP
342 PARAMETER ( ZERO = 0.0e0, one = 1.0e0,
343 $ four = 4.0e0,
344 $ minrgp = 3.0e-3 )
345* ..
346* .. Local Scalars ..
347 LOGICAL ALLEIG, INDEIG, LQUERY, VALEIG, WANTZ, ZQUERY
348 INTEGER I, IBEGIN, IEND, IFIRST, IIL, IINDBL, IINDW,
349 $ iindwk, iinfo, iinspl, iiu, ilast, in, indd,
350 $ inde2, inderr, indgp, indgrs, indwrk, itmp,
351 $ itmp2, j, jblk, jj, liwmin, lwmin, nsplit,
352 $ nzcmin, offset, wbegin, wend
353 REAL BIGNUM, CS, EPS, PIVMIN, R1, R2, RMAX, RMIN,
354 $ RTOL1, RTOL2, SAFMIN, SCALE, SMLNUM, SN,
355 $ thresh, tmp, tnrm, wl, wu
356* ..
357* ..
358* .. External Functions ..
359 LOGICAL LSAME
360 REAL SLAMCH, SLANST
361 EXTERNAL lsame, slamch, slanst
362* ..
363* .. External Subroutines ..
364 EXTERNAL scopy, slae2, slaev2, slarrc, slarre, slarrj,
366* ..
367* .. Intrinsic Functions ..
368 INTRINSIC max, min, sqrt
369* ..
370* .. Executable Statements ..
371*
372* Test the input parameters.
373*
374 wantz = lsame( jobz, 'V' )
375 alleig = lsame( range, 'A' )
376 valeig = lsame( range, 'V' )
377 indeig = lsame( range, 'I' )
378*
379 lquery = ( ( lwork.EQ.-1 ).OR.( liwork.EQ.-1 ) )
380 zquery = ( nzc.EQ.-1 )
381
382* SSTEMR needs WORK of size 6*N, IWORK of size 3*N.
383* In addition, SLARRE needs WORK of size 6*N, IWORK of size 5*N.
384* Furthermore, SLARRV needs WORK of size 12*N, IWORK of size 7*N.
385 IF( wantz ) THEN
386 lwmin = 18*n
387 liwmin = 10*n
388 ELSE
389* need less workspace if only the eigenvalues are wanted
390 lwmin = 12*n
391 liwmin = 8*n
392 ENDIF
393
394 wl = zero
395 wu = zero
396 iil = 0
397 iiu = 0
398 nsplit = 0
399
400 IF( valeig ) THEN
401* We do not reference VL, VU in the cases RANGE = 'I','A'
402* The interval (WL, WU] contains all the wanted eigenvalues.
403* It is either given by the user or computed in SLARRE.
404 wl = vl
405 wu = vu
406 ELSEIF( indeig ) THEN
407* We do not reference IL, IU in the cases RANGE = 'V','A'
408 iil = il
409 iiu = iu
410 ENDIF
411*
412 info = 0
413 IF( .NOT.( wantz .OR. lsame( jobz, 'N' ) ) ) THEN
414 info = -1
415 ELSE IF( .NOT.( alleig .OR. valeig .OR. indeig ) ) THEN
416 info = -2
417 ELSE IF( n.LT.0 ) THEN
418 info = -3
419 ELSE IF( valeig .AND. n.GT.0 .AND. wu.LE.wl ) THEN
420 info = -7
421 ELSE IF( indeig .AND. ( iil.LT.1 .OR. iil.GT.n ) ) THEN
422 info = -8
423 ELSE IF( indeig .AND. ( iiu.LT.iil .OR. iiu.GT.n ) ) THEN
424 info = -9
425 ELSE IF( ldz.LT.1 .OR. ( wantz .AND. ldz.LT.n ) ) THEN
426 info = -13
427 ELSE IF( lwork.LT.lwmin .AND. .NOT.lquery ) THEN
428 info = -17
429 ELSE IF( liwork.LT.liwmin .AND. .NOT.lquery ) THEN
430 info = -19
431 END IF
432*
433* Get machine constants.
434*
435 safmin = slamch( 'Safe minimum' )
436 eps = slamch( 'Precision' )
437 smlnum = safmin / eps
438 bignum = one / smlnum
439 rmin = sqrt( smlnum )
440 rmax = min( sqrt( bignum ), one / sqrt( sqrt( safmin ) ) )
441*
442 IF( info.EQ.0 ) THEN
443 work( 1 ) = lwmin
444 iwork( 1 ) = liwmin
445*
446 IF( wantz .AND. alleig ) THEN
447 nzcmin = n
448 ELSE IF( wantz .AND. valeig ) THEN
449 CALL slarrc( 'T', n, vl, vu, d, e, safmin,
450 $ nzcmin, itmp, itmp2, info )
451 ELSE IF( wantz .AND. indeig ) THEN
452 nzcmin = iiu-iil+1
453 ELSE
454* WANTZ .EQ. FALSE.
455 nzcmin = 0
456 ENDIF
457 IF( zquery .AND. info.EQ.0 ) THEN
458 z( 1,1 ) = nzcmin
459 ELSE IF( nzc.LT.nzcmin .AND. .NOT.zquery ) THEN
460 info = -14
461 END IF
462 END IF
463
464 IF( info.NE.0 ) THEN
465*
466 CALL xerbla( 'SSTEMR', -info )
467*
468 RETURN
469 ELSE IF( lquery .OR. zquery ) THEN
470 RETURN
471 END IF
472*
473* Handle N = 0, 1, and 2 cases immediately
474*
475 m = 0
476 IF( n.EQ.0 )
477 $ RETURN
478*
479 IF( n.EQ.1 ) THEN
480 IF( alleig .OR. indeig ) THEN
481 m = 1
482 w( 1 ) = d( 1 )
483 ELSE
484 IF( wl.LT.d( 1 ) .AND. wu.GE.d( 1 ) ) THEN
485 m = 1
486 w( 1 ) = d( 1 )
487 END IF
488 END IF
489 IF( wantz.AND.(.NOT.zquery) ) THEN
490 z( 1, 1 ) = one
491 isuppz(1) = 1
492 isuppz(2) = 1
493 END IF
494 RETURN
495 END IF
496*
497 IF( n.EQ.2 ) THEN
498 IF( .NOT.wantz ) THEN
499 CALL slae2( d(1), e(1), d(2), r1, r2 )
500 ELSE IF( wantz.AND.(.NOT.zquery) ) THEN
501 CALL slaev2( d(1), e(1), d(2), r1, r2, cs, sn )
502 END IF
503 IF( alleig.OR.
504 $ (valeig.AND.(r2.GT.wl).AND.
505 $ (r2.LE.wu)).OR.
506 $ (indeig.AND.(iil.EQ.1)) ) THEN
507 m = m+1
508 w( m ) = r2
509 IF( wantz.AND.(.NOT.zquery) ) THEN
510 z( 1, m ) = -sn
511 z( 2, m ) = cs
512* Note: At most one of SN and CS can be zero.
513 IF (sn.NE.zero) THEN
514 IF (cs.NE.zero) THEN
515 isuppz(2*m-1) = 1
516 isuppz(2*m) = 2
517 ELSE
518 isuppz(2*m-1) = 1
519 isuppz(2*m) = 1
520 END IF
521 ELSE
522 isuppz(2*m-1) = 2
523 isuppz(2*m) = 2
524 END IF
525 ENDIF
526 ENDIF
527 IF( alleig.OR.
528 $ (valeig.AND.(r1.GT.wl).AND.
529 $ (r1.LE.wu)).OR.
530 $ (indeig.AND.(iiu.EQ.2)) ) THEN
531 m = m+1
532 w( m ) = r1
533 IF( wantz.AND.(.NOT.zquery) ) THEN
534 z( 1, m ) = cs
535 z( 2, m ) = sn
536* Note: At most one of SN and CS can be zero.
537 IF (sn.NE.zero) THEN
538 IF (cs.NE.zero) THEN
539 isuppz(2*m-1) = 1
540 isuppz(2*m) = 2
541 ELSE
542 isuppz(2*m-1) = 1
543 isuppz(2*m) = 1
544 END IF
545 ELSE
546 isuppz(2*m-1) = 2
547 isuppz(2*m) = 2
548 END IF
549 ENDIF
550 ENDIF
551 ELSE
552
553* Continue with general N
554
555 indgrs = 1
556 inderr = 2*n + 1
557 indgp = 3*n + 1
558 indd = 4*n + 1
559 inde2 = 5*n + 1
560 indwrk = 6*n + 1
561*
562 iinspl = 1
563 iindbl = n + 1
564 iindw = 2*n + 1
565 iindwk = 3*n + 1
566*
567* Scale matrix to allowable range, if necessary.
568* The allowable range is related to the PIVMIN parameter; see the
569* comments in SLARRD. The preference for scaling small values
570* up is heuristic; we expect users' matrices not to be close to the
571* RMAX threshold.
572*
573 scale = one
574 tnrm = slanst( 'M', n, d, e )
575 IF( tnrm.GT.zero .AND. tnrm.LT.rmin ) THEN
576 scale = rmin / tnrm
577 ELSE IF( tnrm.GT.rmax ) THEN
578 scale = rmax / tnrm
579 END IF
580 IF( scale.NE.one ) THEN
581 CALL sscal( n, scale, d, 1 )
582 CALL sscal( n-1, scale, e, 1 )
583 tnrm = tnrm*scale
584 IF( valeig ) THEN
585* If eigenvalues in interval have to be found,
586* scale (WL, WU] accordingly
587 wl = wl*scale
588 wu = wu*scale
589 ENDIF
590 END IF
591*
592* Compute the desired eigenvalues of the tridiagonal after splitting
593* into smaller subblocks if the corresponding off-diagonal elements
594* are small
595* THRESH is the splitting parameter for SLARRE
596* A negative THRESH forces the old splitting criterion based on the
597* size of the off-diagonal. A positive THRESH switches to splitting
598* which preserves relative accuracy.
599*
600 IF( tryrac ) THEN
601* Test whether the matrix warrants the more expensive relative approach.
602 CALL slarrr( n, d, e, iinfo )
603 ELSE
604* The user does not care about relative accurately eigenvalues
605 iinfo = -1
606 ENDIF
607* Set the splitting criterion
608 IF (iinfo.EQ.0) THEN
609 thresh = eps
610 ELSE
611 thresh = -eps
612* relative accuracy is desired but T does not guarantee it
613 tryrac = .false.
614 ENDIF
615*
616 IF( tryrac ) THEN
617* Copy original diagonal, needed to guarantee relative accuracy
618 CALL scopy(n,d,1,work(indd),1)
619 ENDIF
620* Store the squares of the offdiagonal values of T
621 DO 5 j = 1, n-1
622 work( inde2+j-1 ) = e(j)**2
623 5 CONTINUE
624
625* Set the tolerance parameters for bisection
626 IF( .NOT.wantz ) THEN
627* SLARRE computes the eigenvalues to full precision.
628 rtol1 = four * eps
629 rtol2 = four * eps
630 ELSE
631* SLARRE computes the eigenvalues to less than full precision.
632* SLARRV will refine the eigenvalue approximations, and we can
633* need less accurate initial bisection in SLARRE.
634* Note: these settings do only affect the subset case and SLARRE
635 rtol1 = max( sqrt(eps)*5.0e-2, four * eps )
636 rtol2 = max( sqrt(eps)*5.0e-3, four * eps )
637 ENDIF
638 CALL slarre( range, n, wl, wu, iil, iiu, d, e,
639 $ work(inde2), rtol1, rtol2, thresh, nsplit,
640 $ iwork( iinspl ), m, w, work( inderr ),
641 $ work( indgp ), iwork( iindbl ),
642 $ iwork( iindw ), work( indgrs ), pivmin,
643 $ work( indwrk ), iwork( iindwk ), iinfo )
644 IF( iinfo.NE.0 ) THEN
645 info = 10 + abs( iinfo )
646 RETURN
647 END IF
648* Note that if RANGE .NE. 'V', SLARRE computes bounds on the desired
649* part of the spectrum. All desired eigenvalues are contained in
650* (WL,WU]
651
652
653 IF( wantz ) THEN
654*
655* Compute the desired eigenvectors corresponding to the computed
656* eigenvalues
657*
658 CALL slarrv( n, wl, wu, d, e,
659 $ pivmin, iwork( iinspl ), m,
660 $ 1, m, minrgp, rtol1, rtol2,
661 $ w, work( inderr ), work( indgp ), iwork( iindbl ),
662 $ iwork( iindw ), work( indgrs ), z, ldz,
663 $ isuppz, work( indwrk ), iwork( iindwk ), iinfo )
664 IF( iinfo.NE.0 ) THEN
665 info = 20 + abs( iinfo )
666 RETURN
667 END IF
668 ELSE
669* SLARRE computes eigenvalues of the (shifted) root representation
670* SLARRV returns the eigenvalues of the unshifted matrix.
671* However, if the eigenvectors are not desired by the user, we need
672* to apply the corresponding shifts from SLARRE to obtain the
673* eigenvalues of the original matrix.
674 DO 20 j = 1, m
675 itmp = iwork( iindbl+j-1 )
676 w( j ) = w( j ) + e( iwork( iinspl+itmp-1 ) )
677 20 CONTINUE
678 END IF
679*
680
681 IF ( tryrac ) THEN
682* Refine computed eigenvalues so that they are relatively accurate
683* with respect to the original matrix T.
684 ibegin = 1
685 wbegin = 1
686 DO 39 jblk = 1, iwork( iindbl+m-1 )
687 iend = iwork( iinspl+jblk-1 )
688 in = iend - ibegin + 1
689 wend = wbegin - 1
690* check if any eigenvalues have to be refined in this block
691 36 CONTINUE
692 IF( wend.LT.m ) THEN
693 IF( iwork( iindbl+wend ).EQ.jblk ) THEN
694 wend = wend + 1
695 GO TO 36
696 END IF
697 END IF
698 IF( wend.LT.wbegin ) THEN
699 ibegin = iend + 1
700 GO TO 39
701 END IF
702
703 offset = iwork(iindw+wbegin-1)-1
704 ifirst = iwork(iindw+wbegin-1)
705 ilast = iwork(iindw+wend-1)
706 rtol2 = four * eps
707 CALL slarrj( in,
708 $ work(indd+ibegin-1), work(inde2+ibegin-1),
709 $ ifirst, ilast, rtol2, offset, w(wbegin),
710 $ work( inderr+wbegin-1 ),
711 $ work( indwrk ), iwork( iindwk ), pivmin,
712 $ tnrm, iinfo )
713 ibegin = iend + 1
714 wbegin = wend + 1
715 39 CONTINUE
716 ENDIF
717*
718* If matrix was scaled, then rescale eigenvalues appropriately.
719*
720 IF( scale.NE.one ) THEN
721 CALL sscal( m, one / scale, w, 1 )
722 END IF
723 END IF
724*
725* If eigenvalues are not in increasing order, then sort them,
726* possibly along with eigenvectors.
727*
728 IF( nsplit.GT.1 .OR. n.EQ.2 ) THEN
729 IF( .NOT. wantz ) THEN
730 CALL slasrt( 'I', m, w, iinfo )
731 IF( iinfo.NE.0 ) THEN
732 info = 3
733 RETURN
734 END IF
735 ELSE
736 DO 60 j = 1, m - 1
737 i = 0
738 tmp = w( j )
739 DO 50 jj = j + 1, m
740 IF( w( jj ).LT.tmp ) THEN
741 i = jj
742 tmp = w( jj )
743 END IF
744 50 CONTINUE
745 IF( i.NE.0 ) THEN
746 w( i ) = w( j )
747 w( j ) = tmp
748 IF( wantz ) THEN
749 CALL sswap( n, z( 1, i ), 1, z( 1, j ), 1 )
750 itmp = isuppz( 2*i-1 )
751 isuppz( 2*i-1 ) = isuppz( 2*j-1 )
752 isuppz( 2*j-1 ) = itmp
753 itmp = isuppz( 2*i )
754 isuppz( 2*i ) = isuppz( 2*j )
755 isuppz( 2*j ) = itmp
756 END IF
757 END IF
758 60 CONTINUE
759 END IF
760 ENDIF
761*
762*
763 work( 1 ) = lwmin
764 iwork( 1 ) = liwmin
765 RETURN
766*
767* End of SSTEMR
768*
769 END
subroutine slarrr(N, D, E, INFO)
SLARRR performs tests to decide whether the symmetric tridiagonal matrix T warrants expensive computa...
Definition: slarrr.f:94
subroutine slarrc(JOBT, N, VL, VU, D, E, PIVMIN, EIGCNT, LCNT, RCNT, INFO)
SLARRC computes the number of eigenvalues of the symmetric tridiagonal matrix.
Definition: slarrc.f:137
subroutine slarre(RANGE, N, VL, VU, IL, IU, D, E, E2, RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, WORK, IWORK, INFO)
SLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduce...
Definition: slarre.f:305
subroutine slarrj(N, D, E2, IFIRST, ILAST, RTOL, OFFSET, W, WERR, WORK, IWORK, PIVMIN, SPDIAM, INFO)
SLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T.
Definition: slarrj.f:168
subroutine slae2(A, B, C, RT1, RT2)
SLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.
Definition: slae2.f:102
subroutine slaev2(A, B, C, RT1, RT2, CS1, SN1)
SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.
Definition: slaev2.f:120
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine slasrt(ID, N, D, INFO)
SLASRT sorts numbers in increasing or decreasing order.
Definition: slasrt.f:88
subroutine slarrv(N, VL, VU, D, L, PIVMIN, ISPLIT, M, DOL, DOU, MINRGP, RTOL1, RTOL2, W, WERR, WGAP, IBLOCK, INDEXW, GERS, Z, LDZ, ISUPPZ, WORK, IWORK, INFO)
SLARRV computes the eigenvectors of the tridiagonal matrix T = L D LT given L, D and the eigenvalues ...
Definition: slarrv.f:292
subroutine sstemr(JOBZ, RANGE, N, D, E, VL, VU, IL, IU, M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK, IWORK, LIWORK, INFO)
SSTEMR
Definition: sstemr.f:321
subroutine sswap(N, SX, INCX, SY, INCY)
SSWAP
Definition: sswap.f:82
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:79