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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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Move LAPACK trunk into position.
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+ SUBROUTINE DLAED0( ICOMPQ, QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS,
+ $ WORK, IWORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley 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