SUBROUTINE DLAED2( K, N, N1, D, Q, LDQ, INDXQ, RHO, Z, DLAMDA, W,
$ Q2, INDX, INDXC, INDXP, COLTYP, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* .. Scalar Arguments ..
INTEGER INFO, K, LDQ, N, N1
DOUBLE PRECISION RHO
* ..
* .. Array Arguments ..
INTEGER COLTYP( * ), INDX( * ), INDXC( * ), INDXP( * ),
$ INDXQ( * )
DOUBLE PRECISION D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
$ W( * ), Z( * )
* ..
*
* Purpose
* =======
*
* DLAED2 merges the two sets of eigenvalues together into a single
* sorted set. Then it tries to deflate the size of the problem.
* There are two ways in which deflation can occur: when two or more
* eigenvalues are close together or if there is a tiny entry in the
* Z vector. For each such occurrence the order of the related secular
* equation problem is reduced by one.
*
* Arguments
* =========
*
* K (output) INTEGER
* The number of non-deflated eigenvalues, and the order of the
* related secular equation. 0 <= K <=N.
*
* N (input) INTEGER
* The dimension of the symmetric tridiagonal matrix. N >= 0.
*
* N1 (input) INTEGER
* The location of the last eigenvalue in the leading sub-matrix.
* min(1,N) <= N1 <= N/2.
*
* D (input/output) DOUBLE PRECISION array, dimension (N)
* On entry, D contains the eigenvalues of the two submatrices to
* be combined.
* On exit, D contains the trailing (N-K) updated eigenvalues
* (those which were deflated) sorted into increasing order.
*
* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
* On entry, Q contains the eigenvectors of two submatrices in
* the two square blocks with corners at (1,1), (N1,N1)
* and (N1+1, N1+1), (N,N).
* On exit, Q contains the trailing (N-K) updated eigenvectors
* (those which were deflated) in its last N-K columns.
*
* LDQ (input) INTEGER
* The leading dimension of the array Q. LDQ >= max(1,N).
*
* INDXQ (input/output) INTEGER array, dimension (N)
* The permutation which separately sorts the two sub-problems
* in D into ascending order. Note that elements in the second
* half of this permutation must first have N1 added to their
* values. Destroyed on exit.
*
* RHO (input/output) DOUBLE PRECISION
* On entry, the off-diagonal element associated with the rank-1
* cut which originally split the two submatrices which are now
* being recombined.
* On exit, RHO has been modified to the value required by
* DLAED3.
*
* Z (input) DOUBLE PRECISION array, dimension (N)
* On entry, Z contains the updating vector (the last
* row of the first sub-eigenvector matrix and the first row of
* the second sub-eigenvector matrix).
* On exit, the contents of Z have been destroyed by the updating
* process.
*
* DLAMDA (output) DOUBLE PRECISION array, dimension (N)
* A copy of the first K eigenvalues which will be used by
* DLAED3 to form the secular equation.
*
* W (output) DOUBLE PRECISION array, dimension (N)
* The first k values of the final deflation-altered z-vector
* which will be passed to DLAED3.
*
* Q2 (output) DOUBLE PRECISION array, dimension (N1**2+(N-N1)**2)
* A copy of the first K eigenvectors which will be used by
* DLAED3 in a matrix multiply (DGEMM) to solve for the new
* eigenvectors.
*
* INDX (workspace) INTEGER array, dimension (N)
* The permutation used to sort the contents of DLAMDA into
* ascending order.
*
* INDXC (output) INTEGER array, dimension (N)
* The permutation used to arrange the columns of the deflated
* Q matrix into three groups: the first group contains non-zero
* elements only at and above N1, the second contains
* non-zero elements only below N1, and the third is dense.
*
* INDXP (workspace) INTEGER array, dimension (N)
* The permutation used to place deflated values of D at the end
* of the array. INDXP(1:K) points to the nondeflated D-values
* and INDXP(K+1:N) points to the deflated eigenvalues.
*
* COLTYP (workspace/output) INTEGER array, dimension (N)
* During execution, a label which will indicate which of the
* following types a column in the Q2 matrix is:
* 1 : non-zero in the upper half only;
* 2 : dense;
* 3 : non-zero in the lower half only;
* 4 : deflated.
* On exit, COLTYP(i) is the number of columns of type i,
* for i=1 to 4 only.
*
* INFO (output) INTEGER
* = 0: successful exit.
* < 0: if INFO = -i, the i-th argument had an illegal value.
*
* Further Details
* ===============
*
* Based on contributions by
* Jeff Rutter, Computer Science Division, University of California
* at Berkeley, USA
* Modified by Francoise Tisseur, University of Tennessee.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION MONE, ZERO, ONE, TWO, EIGHT
PARAMETER ( MONE = -1.0D0, ZERO = 0.0D0, ONE = 1.0D0,
$ TWO = 2.0D0, EIGHT = 8.0D0 )
* ..
* .. Local Arrays ..
INTEGER CTOT( 4 ), PSM( 4 )
* ..
* .. Local Scalars ..
INTEGER CT, I, IMAX, IQ1, IQ2, J, JMAX, JS, K2, N1P1,
$ N2, NJ, PJ
DOUBLE PRECISION C, EPS, S, T, TAU, TOL
* ..
* .. External Functions ..
INTEGER IDAMAX
DOUBLE PRECISION DLAMCH, DLAPY2
EXTERNAL IDAMAX, DLAMCH, DLAPY2
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DLACPY, DLAMRG, DROT, DSCAL, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
*
IF( N.LT.0 ) THEN
INFO = -2
ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
INFO = -6
ELSE IF( MIN( 1, ( N / 2 ) ).GT.N1 .OR. ( N / 2 ).LT.N1 ) THEN
INFO = -3
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DLAED2', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
N2 = N - N1
N1P1 = N1 + 1
*
IF( RHO.LT.ZERO ) THEN
CALL DSCAL( N2, MONE, Z( N1P1 ), 1 )
END IF
*
* Normalize z so that norm(z) = 1. Since z is the concatenation of
* two normalized vectors, norm2(z) = sqrt(2).
*
T = ONE / SQRT( TWO )
CALL DSCAL( N, T, Z, 1 )
*
* RHO = ABS( norm(z)**2 * RHO )
*
RHO = ABS( TWO*RHO )
*
* Sort the eigenvalues into increasing order
*
DO 10 I = N1P1, N
INDXQ( I ) = INDXQ( I ) + N1
10 CONTINUE
*
* re-integrate the deflated parts from the last pass
*
DO 20 I = 1, N
DLAMDA( I ) = D( INDXQ( I ) )
20 CONTINUE
CALL DLAMRG( N1, N2, DLAMDA, 1, 1, INDXC )
DO 30 I = 1, N
INDX( I ) = INDXQ( INDXC( I ) )
30 CONTINUE
*
* Calculate the allowable deflation tolerance
*
IMAX = IDAMAX( N, Z, 1 )
JMAX = IDAMAX( N, D, 1 )
EPS = DLAMCH( 'Epsilon' )
TOL = EIGHT*EPS*MAX( ABS( D( JMAX ) ), ABS( Z( IMAX ) ) )
*
* If the rank-1 modifier is small enough, no more needs to be done
* except to reorganize Q so that its columns correspond with the
* elements in D.
*
IF( RHO*ABS( Z( IMAX ) ).LE.TOL ) THEN
K = 0
IQ2 = 1
DO 40 J = 1, N
I = INDX( J )
CALL DCOPY( N, Q( 1, I ), 1, Q2( IQ2 ), 1 )
DLAMDA( J ) = D( I )
IQ2 = IQ2 + N
40 CONTINUE
CALL DLACPY( 'A', N, N, Q2, N, Q, LDQ )
CALL DCOPY( N, DLAMDA, 1, D, 1 )
GO TO 190
END IF
*
* If there are multiple eigenvalues then the problem deflates. Here
* the number of equal eigenvalues are found. As each equal
* eigenvalue is found, an elementary reflector is computed to rotate
* the corresponding eigensubspace so that the corresponding
* components of Z are zero in this new basis.
*
DO 50 I = 1, N1
COLTYP( I ) = 1
50 CONTINUE
DO 60 I = N1P1, N
COLTYP( I ) = 3
60 CONTINUE
*
*
K = 0
K2 = N + 1
DO 70 J = 1, N
NJ = INDX( J )
IF( RHO*ABS( Z( NJ ) ).LE.TOL ) THEN
*
* Deflate due to small z component.
*
K2 = K2 - 1
COLTYP( NJ ) = 4
INDXP( K2 ) = NJ
IF( J.EQ.N )
$ GO TO 100
ELSE
PJ = NJ
GO TO 80
END IF
70 CONTINUE
80 CONTINUE
J = J + 1
NJ = INDX( J )
IF( J.GT.N )
$ GO TO 100
IF( RHO*ABS( Z( NJ ) ).LE.TOL ) THEN
*
* Deflate due to small z component.
*
K2 = K2 - 1
COLTYP( NJ ) = 4
INDXP( K2 ) = NJ
ELSE
*
* Check if eigenvalues are close enough to allow deflation.
*
S = Z( PJ )
C = Z( NJ )
*
* Find sqrt(a**2+b**2) without overflow or
* destructive underflow.
*
TAU = DLAPY2( C, S )
T = D( NJ ) - D( PJ )
C = C / TAU
S = -S / TAU
IF( ABS( T*C*S ).LE.TOL ) THEN
*
* Deflation is possible.
*
Z( NJ ) = TAU
Z( PJ ) = ZERO
IF( COLTYP( NJ ).NE.COLTYP( PJ ) )
$ COLTYP( NJ ) = 2
COLTYP( PJ ) = 4
CALL DROT( N, Q( 1, PJ ), 1, Q( 1, NJ ), 1, C, S )
T = D( PJ )*C**2 + D( NJ )*S**2
D( NJ ) = D( PJ )*S**2 + D( NJ )*C**2
D( PJ ) = T
K2 = K2 - 1
I = 1
90 CONTINUE
IF( K2+I.LE.N ) THEN
IF( D( PJ ).LT.D( INDXP( K2+I ) ) ) THEN
INDXP( K2+I-1 ) = INDXP( K2+I )
INDXP( K2+I ) = PJ
I = I + 1
GO TO 90
ELSE
INDXP( K2+I-1 ) = PJ
END IF
ELSE
INDXP( K2+I-1 ) = PJ
END IF
PJ = NJ
ELSE
K = K + 1
DLAMDA( K ) = D( PJ )
W( K ) = Z( PJ )
INDXP( K ) = PJ
PJ = NJ
END IF
END IF
GO TO 80
100 CONTINUE
*
* Record the last eigenvalue.
*
K = K + 1
DLAMDA( K ) = D( PJ )
W( K ) = Z( PJ )
INDXP( K ) = PJ
*
* Count up the total number of the various types of columns, then
* form a permutation which positions the four column types into
* four uniform groups (although one or more of these groups may be
* empty).
*
DO 110 J = 1, 4
CTOT( J ) = 0
110 CONTINUE
DO 120 J = 1, N
CT = COLTYP( J )
CTOT( CT ) = CTOT( CT ) + 1
120 CONTINUE
*
* PSM(*) = Position in SubMatrix (of types 1 through 4)
*
PSM( 1 ) = 1
PSM( 2 ) = 1 + CTOT( 1 )
PSM( 3 ) = PSM( 2 ) + CTOT( 2 )
PSM( 4 ) = PSM( 3 ) + CTOT( 3 )
K = N - CTOT( 4 )
*
* Fill out the INDXC array so that the permutation which it induces
* will place all type-1 columns first, all type-2 columns next,
* then all type-3's, and finally all type-4's.
*
DO 130 J = 1, N
JS = INDXP( J )
CT = COLTYP( JS )
INDX( PSM( CT ) ) = JS
INDXC( PSM( CT ) ) = J
PSM( CT ) = PSM( CT ) + 1
130 CONTINUE
*
* Sort the eigenvalues and corresponding eigenvectors into DLAMDA
* and Q2 respectively. The eigenvalues/vectors which were not
* deflated go into the first K slots of DLAMDA and Q2 respectively,
* while those which were deflated go into the last N - K slots.
*
I = 1
IQ1 = 1
IQ2 = 1 + ( CTOT( 1 )+CTOT( 2 ) )*N1
DO 140 J = 1, CTOT( 1 )
JS = INDX( I )
CALL DCOPY( N1, Q( 1, JS ), 1, Q2( IQ1 ), 1 )
Z( I ) = D( JS )
I = I + 1
IQ1 = IQ1 + N1
140 CONTINUE
*
DO 150 J = 1, CTOT( 2 )
JS = INDX( I )
CALL DCOPY( N1, Q( 1, JS ), 1, Q2( IQ1 ), 1 )
CALL DCOPY( N2, Q( N1+1, JS ), 1, Q2( IQ2 ), 1 )
Z( I ) = D( JS )
I = I + 1
IQ1 = IQ1 + N1
IQ2 = IQ2 + N2
150 CONTINUE
*
DO 160 J = 1, CTOT( 3 )
JS = INDX( I )
CALL DCOPY( N2, Q( N1+1, JS ), 1, Q2( IQ2 ), 1 )
Z( I ) = D( JS )
I = I + 1
IQ2 = IQ2 + N2
160 CONTINUE
*
IQ1 = IQ2
DO 170 J = 1, CTOT( 4 )
JS = INDX( I )
CALL DCOPY( N, Q( 1, JS ), 1, Q2( IQ2 ), 1 )
IQ2 = IQ2 + N
Z( I ) = D( JS )
I = I + 1
170 CONTINUE
*
* The deflated eigenvalues and their corresponding vectors go back
* into the last N - K slots of D and Q respectively.
*
CALL DLACPY( 'A', N, CTOT( 4 ), Q2( IQ1 ), N, Q( 1, K+1 ), LDQ )
CALL DCOPY( N-K, Z( K+1 ), 1, D( K+1 ), 1 )
*
* Copy CTOT into COLTYP for referencing in DLAED3.
*
DO 180 J = 1, 4
COLTYP( J ) = CTOT( J )
180 CONTINUE
*
190 CONTINUE
RETURN
*
* End of DLAED2
*
END