1       SUBROUTINE DLASQ2( N, Z, INFO )
  2 *
  3 *  -- LAPACK routine (version 3.2)                                    --
  4 *
  5 *  -- Contributed by Osni Marques of the Lawrence Berkeley National   --
  6 *  -- Laboratory and Beresford Parlett of the Univ. of California at  --
  7 *  -- Berkeley                                                        --
  8 *  -- November 2008                                                   --
  9 *
 10 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 11 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 12 *
 13 *     .. Scalar Arguments ..
 14       INTEGER            INFO, N
 15 *     ..
 16 *     .. Array Arguments ..
 17       DOUBLE PRECISION   Z( * )
 18 *     ..
 19 *
 20 *  Purpose
 21 *  =======
 22 *
 23 *  DLASQ2 computes all the eigenvalues of the symmetric positive 
 24 *  definite tridiagonal matrix associated with the qd array Z to high
 25 *  relative accuracy are computed to high relative accuracy, in the
 26 *  absence of denormalization, underflow and overflow.
 27 *
 28 *  To see the relation of Z to the tridiagonal matrix, let L be a
 29 *  unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and
 30 *  let U be an upper bidiagonal matrix with 1's above and diagonal
 31 *  Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the
 32 *  symmetric tridiagonal to which it is similar.
 33 *
 34 *  Note : DLASQ2 defines a logical variable, IEEE, which is true
 35 *  on machines which follow ieee-754 floating-point standard in their
 36 *  handling of infinities and NaNs, and false otherwise. This variable
 37 *  is passed to DLASQ3.
 38 *
 39 *  Arguments
 40 *  =========
 41 *
 42 *  N     (input) INTEGER
 43 *        The number of rows and columns in the matrix. N >= 0.
 44 *
 45 *  Z     (input/output) DOUBLE PRECISION array, dimension ( 4*N )
 46 *        On entry Z holds the qd array. On exit, entries 1 to N hold
 47 *        the eigenvalues in decreasing order, Z( 2*N+1 ) holds the
 48 *        trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If
 49 *        N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 )
 50 *        holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of
 51 *        shifts that failed.
 52 *
 53 *  INFO  (output) INTEGER
 54 *        = 0: successful exit
 55 *        < 0: if the i-th argument is a scalar and had an illegal
 56 *             value, then INFO = -i, if the i-th argument is an
 57 *             array and the j-entry had an illegal value, then
 58 *             INFO = -(i*100+j)
 59 *        > 0: the algorithm failed
 60 *              = 1, a split was marked by a positive value in E
 61 *              = 2, current block of Z not diagonalized after 30*N
 62 *                   iterations (in inner while loop)
 63 *              = 3, termination criterion of outer while loop not met 
 64 *                   (program created more than N unreduced blocks)
 65 *
 66 *  Further Details
 67 *  ===============
 68 *  Local Variables: I0:N0 defines a current unreduced segment of Z.
 69 *  The shifts are accumulated in SIGMA. Iteration count is in ITER.
 70 *  Ping-pong is controlled by PP (alternates between 0 and 1).
 71 *
 72 *  =====================================================================
 73 *
 74 *     .. Parameters ..
 75       DOUBLE PRECISION   CBIAS
 76       PARAMETER          ( CBIAS = 1.50D0 )
 77       DOUBLE PRECISION   ZERO, HALF, ONE, TWO, FOUR, HUNDRD
 78       PARAMETER          ( ZERO = 0.0D0, HALF = 0.5D0, ONE = 1.0D0,
 79      $                     TWO = 2.0D0, FOUR = 4.0D0, HUNDRD = 100.0D0 )
 80 *     ..
 81 *     .. Local Scalars ..
 82       LOGICAL            IEEE
 83       INTEGER            I0, I4, IINFO, IPN4, ITER, IWHILA, IWHILB, K,
 84      $                   KMIN, N0, NBIG, NDIV, NFAIL, PP, SPLT, TTYPE
 85       DOUBLE PRECISION   D, DEE, DEEMIN, DESIG, DMIN, DMIN1, DMIN2, DN,
 86      $                   DN1, DN2, E, EMAX, EMIN, EPS, G, OLDEMN, QMAX,
 87      $                   QMIN, S, SAFMIN, SIGMA, T, TAU, TEMP, TOL,
 88      $                   TOL2, TRACE, ZMAX
 89 *     ..
 90 *     .. External Subroutines ..
 91       EXTERNAL           DLASQ3, DLASRT, XERBLA
 92 *     ..
 93 *     .. External Functions ..
 94       INTEGER            ILAENV
 95       DOUBLE PRECISION   DLAMCH
 96       EXTERNAL           DLAMCH, ILAENV
 97 *     ..
 98 *     .. Intrinsic Functions ..
 99       INTRINSIC          ABSDBLEMAXMINSQRT
100 *     ..
101 *     .. Executable Statements ..
102 *      
103 *     Test the input arguments.
104 *     (in case DLASQ2 is not called by DLASQ1)
105 *
106       INFO = 0
107       EPS = DLAMCH( 'Precision' )
108       SAFMIN = DLAMCH( 'Safe minimum' )
109       TOL = EPS*HUNDRD
110       TOL2 = TOL**2
111 *
112       IF( N.LT.0 ) THEN
113          INFO = -1
114          CALL XERBLA( 'DLASQ2'1 )
115          RETURN
116       ELSE IF( N.EQ.0 ) THEN
117          RETURN
118       ELSE IF( N.EQ.1 ) THEN
119 *
120 *        1-by-1 case.
121 *
122          IF( Z( 1 ).LT.ZERO ) THEN
123             INFO = -201
124             CALL XERBLA( 'DLASQ2'2 )
125          END IF
126          RETURN
127       ELSE IF( N.EQ.2 ) THEN
128 *
129 *        2-by-2 case.
130 *
131          IF( Z( 2 ).LT.ZERO .OR. Z( 3 ).LT.ZERO ) THEN
132             INFO = -2
133             CALL XERBLA( 'DLASQ2'2 )
134             RETURN
135          ELSE IF( Z( 3 ).GT.Z( 1 ) ) THEN
136             D = Z( 3 )
137             Z( 3 ) = Z( 1 )
138             Z( 1 ) = D
139          END IF
140          Z( 5 ) = Z( 1 ) + Z( 2 ) + Z( 3 )
141          IF( Z( 2 ).GT.Z( 3 )*TOL2 ) THEN
142             T = HALF*( ( Z( 1 )-Z( 3 ) )+Z( 2 ) ) 
143             S = Z( 3 )*( Z( 2 ) / T )
144             IF( S.LE.T ) THEN
145                S = Z( 3 )*( Z( 2 ) / ( T*( ONE+SQRT( ONE+/ T ) ) ) )
146             ELSE
147                S = Z( 3 )*( Z( 2 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
148             END IF
149             T = Z( 1 ) + ( S+Z( 2 ) )
150             Z( 3 ) = Z( 3 )*( Z( 1 ) / T )
151             Z( 1 ) = T
152          END IF
153          Z( 2 ) = Z( 3 )
154          Z( 6 ) = Z( 2 ) + Z( 1 )
155          RETURN
156       END IF
157 *
158 *     Check for negative data and compute sums of q's and e's.
159 *
160       Z( 2*N ) = ZERO
161       EMIN = Z( 2 )
162       QMAX = ZERO
163       ZMAX = ZERO
164       D = ZERO
165       E = ZERO
166 *
167       DO 10 K = 12*( N-1 ), 2
168          IF( Z( K ).LT.ZERO ) THEN
169             INFO = -200+K )
170             CALL XERBLA( 'DLASQ2'2 )
171             RETURN
172          ELSE IF( Z( K+1 ).LT.ZERO ) THEN
173             INFO = -200+K+1 )
174             CALL XERBLA( 'DLASQ2'2 )
175             RETURN
176          END IF
177          D = D + Z( K )
178          E = E + Z( K+1 )
179          QMAX = MAX( QMAX, Z( K ) )
180          EMIN = MIN( EMIN, Z( K+1 ) )
181          ZMAX = MAX( QMAX, ZMAX, Z( K+1 ) )
182    10 CONTINUE
183       IF( Z( 2*N-1 ).LT.ZERO ) THEN
184          INFO = -200+2*N-1 )
185          CALL XERBLA( 'DLASQ2'2 )
186          RETURN
187       END IF
188       D = D + Z( 2*N-1 )
189       QMAX = MAX( QMAX, Z( 2*N-1 ) )
190       ZMAX = MAX( QMAX, ZMAX )
191 *
192 *     Check for diagonality.
193 *
194       IF( E.EQ.ZERO ) THEN
195          DO 20 K = 2, N
196             Z( K ) = Z( 2*K-1 )
197    20    CONTINUE
198          CALL DLASRT( 'D', N, Z, IINFO )
199          Z( 2*N-1 ) = D
200          RETURN
201       END IF
202 *
203       TRACE = D + E
204 *
205 *     Check for zero data.
206 *
207       IF( TRACE.EQ.ZERO ) THEN
208          Z( 2*N-1 ) = ZERO
209          RETURN
210       END IF
211 *         
212 *     Check whether the machine is IEEE conformable.
213 *         
214       IEEE = ILAENV( 10'DLASQ2''N'1234 ).EQ.1 .AND.
215      $       ILAENV( 11'DLASQ2''N'1234 ).EQ.1      
216 *         
217 *     Rearrange data for locality: Z=(q1,qq1,e1,ee1,q2,qq2,e2,ee2,...).
218 *
219       DO 30 K = 2*N, 2-2
220          Z( 2*K ) = ZERO 
221          Z( 2*K-1 ) = Z( K ) 
222          Z( 2*K-2 ) = ZERO 
223          Z( 2*K-3 ) = Z( K-1 ) 
224    30 CONTINUE
225 *
226       I0 = 1
227       N0 = N
228 *
229 *     Reverse the qd-array, if warranted.
230 *
231       IF( CBIAS*Z( 4*I0-3 ).LT.Z( 4*N0-3 ) ) THEN
232          IPN4 = 4*( I0+N0 )
233          DO 40 I4 = 4*I0, 2*( I0+N0-1 ), 4
234             TEMP = Z( I4-3 )
235             Z( I4-3 ) = Z( IPN4-I4-3 )
236             Z( IPN4-I4-3 ) = TEMP
237             TEMP = Z( I4-1 )
238             Z( I4-1 ) = Z( IPN4-I4-5 )
239             Z( IPN4-I4-5 ) = TEMP
240    40    CONTINUE
241       END IF
242 *
243 *     Initial split checking via dqd and Li's test.
244 *
245       PP = 0
246 *
247       DO 80 K = 12
248 *
249          D = Z( 4*N0+PP-3 )
250          DO 50 I4 = 4*( N0-1 ) + PP, 4*I0 + PP, -4
251             IF( Z( I4-1 ).LE.TOL2*D ) THEN
252                Z( I4-1 ) = -ZERO
253                D = Z( I4-3 )
254             ELSE
255                D = Z( I4-3 )*( D / ( D+Z( I4-1 ) ) )
256             END IF
257    50    CONTINUE
258 *
259 *        dqd maps Z to ZZ plus Li's test.
260 *
261          EMIN = Z( 4*I0+PP+1 )
262          D = Z( 4*I0+PP-3 )
263          DO 60 I4 = 4*I0 + PP, 4*( N0-1 ) + PP, 4
264             Z( I4-2*PP-2 ) = D + Z( I4-1 )
265             IF( Z( I4-1 ).LE.TOL2*D ) THEN
266                Z( I4-1 ) = -ZERO
267                Z( I4-2*PP-2 ) = D
268                Z( I4-2*PP ) = ZERO
269                D = Z( I4+1 )
270             ELSE IF( SAFMIN*Z( I4+1 ).LT.Z( I4-2*PP-2 ) .AND.
271      $               SAFMIN*Z( I4-2*PP-2 ).LT.Z( I4+1 ) ) THEN
272                TEMP = Z( I4+1 ) / Z( I4-2*PP-2 )
273                Z( I4-2*PP ) = Z( I4-1 )*TEMP
274                D = D*TEMP
275             ELSE
276                Z( I4-2*PP ) = Z( I4+1 )*( Z( I4-1 ) / Z( I4-2*PP-2 ) )
277                D = Z( I4+1 )*( D / Z( I4-2*PP-2 ) )
278             END IF
279             EMIN = MIN( EMIN, Z( I4-2*PP ) )
280    60    CONTINUE 
281          Z( 4*N0-PP-2 ) = D
282 *
283 *        Now find qmax.
284 *
285          QMAX = Z( 4*I0-PP-2 )
286          DO 70 I4 = 4*I0 - PP + 24*N0 - PP - 24
287             QMAX = MAX( QMAX, Z( I4 ) )
288    70    CONTINUE
289 *
290 *        Prepare for the next iteration on K.
291 *
292          PP = 1 - PP
293    80 CONTINUE
294 *
295 *     Initialise variables to pass to DLASQ3.
296 *
297       TTYPE = 0
298       DMIN1 = ZERO
299       DMIN2 = ZERO
300       DN    = ZERO
301       DN1   = ZERO
302       DN2   = ZERO
303       G     = ZERO
304       TAU   = ZERO
305 *
306       ITER = 2
307       NFAIL = 0
308       NDIV = 2*( N0-I0 )
309 *
310       DO 160 IWHILA = 1, N + 1
311          IF( N0.LT.1 ) 
312      $      GO TO 170
313 *
314 *        While array unfinished do 
315 *
316 *        E(N0) holds the value of SIGMA when submatrix in I0:N0
317 *        splits from the rest of the array, but is negated.
318 *      
319          DESIG = ZERO
320          IF( N0.EQ.N ) THEN
321             SIGMA = ZERO
322          ELSE
323             SIGMA = -Z( 4*N0-1 )
324          END IF
325          IF( SIGMA.LT.ZERO ) THEN
326             INFO = 1
327             RETURN
328          END IF
329 *
330 *        Find last unreduced submatrix's top index I0, find QMAX and
331 *        EMIN. Find Gershgorin-type bound if Q's much greater than E's.
332 *
333          EMAX = ZERO 
334          IF( N0.GT.I0 ) THEN
335             EMIN = ABS( Z( 4*N0-5 ) )
336          ELSE
337             EMIN = ZERO
338          END IF
339          QMIN = Z( 4*N0-3 )
340          QMAX = QMIN
341          DO 90 I4 = 4*N0, 8-4
342             IF( Z( I4-5 ).LE.ZERO )
343      $         GO TO 100
344             IF( QMIN.GE.FOUR*EMAX ) THEN
345                QMIN = MIN( QMIN, Z( I4-3 ) )
346                EMAX = MAX( EMAX, Z( I4-5 ) )
347             END IF
348             QMAX = MAX( QMAX, Z( I4-7 )+Z( I4-5 ) )
349             EMIN = MIN( EMIN, Z( I4-5 ) )
350    90    CONTINUE
351          I4 = 4 
352 *
353   100    CONTINUE
354          I0 = I4 / 4
355          PP = 0
356 *
357          IF( N0-I0.GT.1 ) THEN
358             DEE = Z( 4*I0-3 )
359             DEEMIN = DEE
360             KMIN = I0
361             DO 110 I4 = 4*I0+14*N0-34
362                DEE = Z( I4 )*( DEE /( DEE+Z( I4-2 ) ) )
363                IF( DEE.LE.DEEMIN ) THEN
364                   DEEMIN = DEE
365                   KMIN = ( I4+3 )/4
366                END IF
367   110       CONTINUE
368             IF( (KMIN-I0)*2.LT.N0-KMIN .AND. 
369      $         DEEMIN.LE.HALF*Z(4*N0-3) ) THEN
370                IPN4 = 4*( I0+N0 )
371                PP = 2
372                DO 120 I4 = 4*I0, 2*( I0+N0-1 ), 4
373                   TEMP = Z( I4-3 )
374                   Z( I4-3 ) = Z( IPN4-I4-3 )
375                   Z( IPN4-I4-3 ) = TEMP
376                   TEMP = Z( I4-2 )
377                   Z( I4-2 ) = Z( IPN4-I4-2 )
378                   Z( IPN4-I4-2 ) = TEMP
379                   TEMP = Z( I4-1 )
380                   Z( I4-1 ) = Z( IPN4-I4-5 )
381                   Z( IPN4-I4-5 ) = TEMP
382                   TEMP = Z( I4 )
383                   Z( I4 ) = Z( IPN4-I4-4 )
384                   Z( IPN4-I4-4 ) = TEMP
385   120          CONTINUE
386             END IF
387          END IF
388 *
389 *        Put -(initial shift) into DMIN.
390 *
391          DMIN = -MAX( ZERO, QMIN-TWO*SQRT( QMIN )*SQRT( EMAX ) )
392 *
393 *        Now I0:N0 is unreduced. 
394 *        PP = 0 for ping, PP = 1 for pong.
395 *        PP = 2 indicates that flipping was applied to the Z array and
396 *               and that the tests for deflation upon entry in DLASQ3 
397 *               should not be performed.
398 *
399          NBIG = 30*( N0-I0+1 )
400          DO 140 IWHILB = 1, NBIG
401             IF( I0.GT.N0 ) 
402      $         GO TO 150
403 *
404 *           While submatrix unfinished take a good dqds step.
405 *
406             CALL DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
407      $                   ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
408      $                   DN2, G, TAU )
409 *
410             PP = 1 - PP
411 *
412 *           When EMIN is very small check for splits.
413 *
414             IF( PP.EQ.0 .AND. N0-I0.GE.3 ) THEN
415                IF( Z( 4*N0 ).LE.TOL2*QMAX .OR.
416      $             Z( 4*N0-1 ).LE.TOL2*SIGMA ) THEN
417                   SPLT = I0 - 1
418                   QMAX = Z( 4*I0-3 )
419                   EMIN = Z( 4*I0-1 )
420                   OLDEMN = Z( 4*I0 )
421                   DO 130 I4 = 4*I0, 4*( N0-3 ), 4
422                      IF( Z( I4 ).LE.TOL2*Z( I4-3 ) .OR.
423      $                   Z( I4-1 ).LE.TOL2*SIGMA ) THEN
424                         Z( I4-1 ) = -SIGMA
425                         SPLT = I4 / 4
426                         QMAX = ZERO
427                         EMIN = Z( I4+3 )
428                         OLDEMN = Z( I4+4 )
429                      ELSE
430                         QMAX = MAX( QMAX, Z( I4+1 ) )
431                         EMIN = MIN( EMIN, Z( I4-1 ) )
432                         OLDEMN = MIN( OLDEMN, Z( I4 ) )
433                      END IF
434   130             CONTINUE
435                   Z( 4*N0-1 ) = EMIN
436                   Z( 4*N0 ) = OLDEMN
437                   I0 = SPLT + 1
438                END IF
439             END IF
440 *
441   140    CONTINUE
442 *
443          INFO = 2
444          RETURN
445 *
446 *        end IWHILB
447 *
448   150    CONTINUE
449 *
450   160 CONTINUE
451 *
452       INFO = 3
453       RETURN
454 *
455 *     end IWHILA   
456 *
457   170 CONTINUE
458 *      
459 *     Move q's to the front.
460 *      
461       DO 180 K = 2, N
462          Z( K ) = Z( 4*K-3 )
463   180 CONTINUE
464 *      
465 *     Sort and compute sum of eigenvalues.
466 *
467       CALL DLASRT( 'D', N, Z, IINFO )
468 *
469       E = ZERO
470       DO 190 K = N, 1-1
471          E = E + Z( K )
472   190 CONTINUE
473 *
474 *     Store trace, sum(eigenvalues) and information on performance.
475 *
476       Z( 2*N+1 ) = TRACE 
477       Z( 2*N+2 ) = E
478       Z( 2*N+3 ) = DBLE( ITER )
479       Z( 2*N+4 ) = DBLE( NDIV ) / DBLE( N**2 )
480       Z( 2*N+5 ) = HUNDRD*NFAIL / DBLE( ITER )
481       RETURN
482 *
483 *     End of DLASQ2
484 *
485       END