1
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 |
SUBROUTINE DLAED0( ICOMPQ, QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS,
$ WORK, IWORK, 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 ICOMPQ, INFO, LDQ, LDQS, N, QSIZ * .. * .. Array Arguments .. INTEGER IWORK( * ) DOUBLE PRECISION D( * ), E( * ), Q( LDQ, * ), QSTORE( LDQS, * ), $ WORK( * ) * .. * * Purpose * ======= * * DLAED0 computes all eigenvalues and corresponding eigenvectors of a * symmetric tridiagonal matrix using the divide and conquer method. * * Arguments * ========= * * ICOMPQ (input) INTEGER * = 0: Compute eigenvalues only. * = 1: Compute eigenvectors of original dense symmetric matrix * also. On entry, Q contains the orthogonal matrix used * to reduce the original matrix to tridiagonal form. * = 2: Compute eigenvalues and eigenvectors of tridiagonal * matrix. * * QSIZ (input) INTEGER * The dimension of the orthogonal matrix used to reduce * the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1. * * N (input) INTEGER * The dimension of the symmetric tridiagonal matrix. N >= 0. * * D (input/output) DOUBLE PRECISION array, dimension (N) * On entry, the main diagonal of the tridiagonal matrix. * On exit, its eigenvalues. * * E (input) DOUBLE PRECISION array, dimension (N-1) * The off-diagonal elements of the tridiagonal matrix. * On exit, E has been destroyed. * * Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) * On entry, Q must contain an N-by-N orthogonal matrix. * If ICOMPQ = 0 Q is not referenced. * If ICOMPQ = 1 On entry, Q is a subset of the columns of the * orthogonal matrix used to reduce the full * matrix to tridiagonal form corresponding to * the subset of the full matrix which is being * decomposed at this time. * If ICOMPQ = 2 On entry, Q will be the identity matrix. * On exit, Q contains the eigenvectors of the * tridiagonal matrix. * * LDQ (input) INTEGER * The leading dimension of the array Q. If eigenvectors are * desired, then LDQ >= max(1,N). In any case, LDQ >= 1. * * QSTORE (workspace) DOUBLE PRECISION array, dimension (LDQS, N) * Referenced only when ICOMPQ = 1. Used to store parts of * the eigenvector matrix when the updating matrix multiplies * take place. * * LDQS (input) INTEGER * The leading dimension of the array QSTORE. If ICOMPQ = 1, * then LDQS >= max(1,N). In any case, LDQS >= 1. * * WORK (workspace) DOUBLE PRECISION array, * If ICOMPQ = 0 or 1, the dimension of WORK must be at least * 1 + 3*N + 2*N*lg N + 2*N**2 * ( lg( N ) = smallest integer k * such that 2^k >= N ) * If ICOMPQ = 2, the dimension of WORK must be at least * 4*N + N**2. * * IWORK (workspace) INTEGER array, * If ICOMPQ = 0 or 1, the dimension of IWORK must be at least * 6 + 6*N + 5*N*lg N. * ( lg( N ) = smallest integer k * such that 2^k >= N ) * If ICOMPQ = 2, the dimension of IWORK must be at least * 3 + 5*N. * * INFO (output) INTEGER * = 0: successful exit. * < 0: if INFO = -i, the i-th argument had an illegal value. * > 0: The algorithm failed to compute an eigenvalue while * working on the submatrix lying in rows and columns * INFO/(N+1) through mod(INFO,N+1). * * Further Details * =============== * * Based on contributions by * Jeff Rutter, Computer Science Division, University of California * at Berkeley, USA * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO PARAMETER ( ZERO = 0.D0, ONE = 1.D0, TWO = 2.D0 ) * .. * .. Local Scalars .. INTEGER CURLVL, CURPRB, CURR, I, IGIVCL, IGIVNM, $ IGIVPT, INDXQ, IPERM, IPRMPT, IQ, IQPTR, IWREM, $ J, K, LGN, MATSIZ, MSD2, SMLSIZ, SMM1, SPM1, $ SPM2, SUBMAT, SUBPBS, TLVLS DOUBLE PRECISION TEMP * .. * .. External Subroutines .. EXTERNAL DCOPY, DGEMM, DLACPY, DLAED1, DLAED7, DSTEQR, $ XERBLA * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, INT, LOG, MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 * IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.2 ) THEN INFO = -1 ELSE IF( ( ICOMPQ.EQ.1 ) .AND. ( QSIZ.LT.MAX( 0, N ) ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDQS.LT.MAX( 1, N ) ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DLAED0', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * SMLSIZ = ILAENV( 9, 'DLAED0', ' ', 0, 0, 0, 0 ) * * Determine the size and placement of the submatrices, and save in * the leading elements of IWORK. * IWORK( 1 ) = N SUBPBS = 1 TLVLS = 0 10 CONTINUE IF( IWORK( SUBPBS ).GT.SMLSIZ ) THEN DO 20 J = SUBPBS, 1, -1 IWORK( 2*J ) = ( IWORK( J )+1 ) / 2 IWORK( 2*J-1 ) = IWORK( J ) / 2 20 CONTINUE TLVLS = TLVLS + 1 SUBPBS = 2*SUBPBS GO TO 10 END IF DO 30 J = 2, SUBPBS IWORK( J ) = IWORK( J ) + IWORK( J-1 ) 30 CONTINUE * * Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1 * using rank-1 modifications (cuts). * SPM1 = SUBPBS - 1 DO 40 I = 1, SPM1 SUBMAT = IWORK( I ) + 1 SMM1 = SUBMAT - 1 D( SMM1 ) = D( SMM1 ) - ABS( E( SMM1 ) ) D( SUBMAT ) = D( SUBMAT ) - ABS( E( SMM1 ) ) 40 CONTINUE * INDXQ = 4*N + 3 IF( ICOMPQ.NE.2 ) THEN * * Set up workspaces for eigenvalues only/accumulate new vectors * routine * TEMP = LOG( DBLE( N ) ) / LOG( TWO ) LGN = INT( TEMP ) IF( 2**LGN.LT.N ) $ LGN = LGN + 1 IF( 2**LGN.LT.N ) $ LGN = LGN + 1 IPRMPT = INDXQ + N + 1 IPERM = IPRMPT + N*LGN IQPTR = IPERM + N*LGN IGIVPT = IQPTR + N + 2 IGIVCL = IGIVPT + N*LGN * IGIVNM = 1 IQ = IGIVNM + 2*N*LGN IWREM = IQ + N**2 + 1 * * Initialize pointers * DO 50 I = 0, SUBPBS IWORK( IPRMPT+I ) = 1 IWORK( IGIVPT+I ) = 1 50 CONTINUE IWORK( IQPTR ) = 1 END IF * * Solve each submatrix eigenproblem at the bottom of the divide and * conquer tree. * CURR = 0 DO 70 I = 0, SPM1 IF( I.EQ.0 ) THEN SUBMAT = 1 MATSIZ = IWORK( 1 ) ELSE SUBMAT = IWORK( I ) + 1 MATSIZ = IWORK( I+1 ) - IWORK( I ) END IF IF( ICOMPQ.EQ.2 ) THEN CALL DSTEQR( 'I', MATSIZ, D( SUBMAT ), E( SUBMAT ), $ Q( SUBMAT, SUBMAT ), LDQ, WORK, INFO ) IF( INFO.NE.0 ) $ GO TO 130 ELSE CALL DSTEQR( 'I', MATSIZ, D( SUBMAT ), E( SUBMAT ), $ WORK( IQ-1+IWORK( IQPTR+CURR ) ), MATSIZ, WORK, $ INFO ) IF( INFO.NE.0 ) $ GO TO 130 IF( ICOMPQ.EQ.1 ) THEN CALL DGEMM( 'N', 'N', QSIZ, MATSIZ, MATSIZ, ONE, $ Q( 1, SUBMAT ), LDQ, WORK( IQ-1+IWORK( IQPTR+ $ CURR ) ), MATSIZ, ZERO, QSTORE( 1, SUBMAT ), $ LDQS ) END IF IWORK( IQPTR+CURR+1 ) = IWORK( IQPTR+CURR ) + MATSIZ**2 CURR = CURR + 1 END IF K = 1 DO 60 J = SUBMAT, IWORK( I+1 ) IWORK( INDXQ+J ) = K K = K + 1 60 CONTINUE 70 CONTINUE * * Successively merge eigensystems of adjacent submatrices * into eigensystem for the corresponding larger matrix. * * while ( SUBPBS > 1 ) * CURLVL = 1 80 CONTINUE IF( SUBPBS.GT.1 ) THEN SPM2 = SUBPBS - 2 DO 90 I = 0, SPM2, 2 IF( I.EQ.0 ) THEN SUBMAT = 1 MATSIZ = IWORK( 2 ) MSD2 = IWORK( 1 ) CURPRB = 0 ELSE SUBMAT = IWORK( I ) + 1 MATSIZ = IWORK( I+2 ) - IWORK( I ) MSD2 = MATSIZ / 2 CURPRB = CURPRB + 1 END IF * * Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2) * into an eigensystem of size MATSIZ. * DLAED1 is used only for the full eigensystem of a tridiagonal * matrix. * DLAED7 handles the cases in which eigenvalues only or eigenvalues * and eigenvectors of a full symmetric matrix (which was reduced to * tridiagonal form) are desired. * IF( ICOMPQ.EQ.2 ) THEN CALL DLAED1( MATSIZ, D( SUBMAT ), Q( SUBMAT, SUBMAT ), $ LDQ, IWORK( INDXQ+SUBMAT ), $ E( SUBMAT+MSD2-1 ), MSD2, WORK, $ IWORK( SUBPBS+1 ), INFO ) ELSE CALL DLAED7( ICOMPQ, MATSIZ, QSIZ, TLVLS, CURLVL, CURPRB, $ D( SUBMAT ), QSTORE( 1, SUBMAT ), LDQS, $ IWORK( INDXQ+SUBMAT ), E( SUBMAT+MSD2-1 ), $ MSD2, WORK( IQ ), IWORK( IQPTR ), $ IWORK( IPRMPT ), IWORK( IPERM ), $ IWORK( IGIVPT ), IWORK( IGIVCL ), $ WORK( IGIVNM ), WORK( IWREM ), $ IWORK( SUBPBS+1 ), INFO ) END IF IF( INFO.NE.0 ) $ GO TO 130 IWORK( I / 2+1 ) = IWORK( I+2 ) 90 CONTINUE SUBPBS = SUBPBS / 2 CURLVL = CURLVL + 1 GO TO 80 END IF * * end while * * Re-merge the eigenvalues/vectors which were deflated at the final * merge step. * IF( ICOMPQ.EQ.1 ) THEN DO 100 I = 1, N J = IWORK( INDXQ+I ) WORK( I ) = D( J ) CALL DCOPY( QSIZ, QSTORE( 1, J ), 1, Q( 1, I ), 1 ) 100 CONTINUE CALL DCOPY( N, WORK, 1, D, 1 ) ELSE IF( ICOMPQ.EQ.2 ) THEN DO 110 I = 1, N J = IWORK( INDXQ+I ) WORK( I ) = D( J ) CALL DCOPY( N, Q( 1, J ), 1, WORK( N*I+1 ), 1 ) 110 CONTINUE CALL DCOPY( N, WORK, 1, D, 1 ) CALL DLACPY( 'A', N, N, WORK( N+1 ), N, Q, LDQ ) ELSE DO 120 I = 1, N J = IWORK( INDXQ+I ) WORK( I ) = D( J ) 120 CONTINUE CALL DCOPY( N, WORK, 1, D, 1 ) END IF GO TO 140 * 130 CONTINUE INFO = SUBMAT*( N+1 ) + SUBMAT + MATSIZ - 1 * 140 CONTINUE RETURN * * End of DLAED0 * END |