*> \brief \b DSTEIN * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DSTEIN + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, * IWORK, IFAIL, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDZ, M, N * .. * .. Array Arguments .. * INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ), * $ IWORK( * ) * DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DSTEIN computes the eigenvectors of a real symmetric tridiagonal *> matrix T corresponding to specified eigenvalues, using inverse *> iteration. *> *> The maximum number of iterations allowed for each eigenvector is *> specified by an internal parameter MAXITS (currently set to 5). *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix. N >= 0. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (N) *> The n diagonal elements of the tridiagonal matrix T. *> \endverbatim *> *> \param[in] E *> \verbatim *> E is DOUBLE PRECISION array, dimension (N-1) *> The (n-1) subdiagonal elements of the tridiagonal matrix *> T, in elements 1 to N-1. *> \endverbatim *> *> \param[in] M *> \verbatim *> M is INTEGER *> The number of eigenvectors to be found. 0 <= M <= N. *> \endverbatim *> *> \param[in] W *> \verbatim *> W is DOUBLE PRECISION array, dimension (N) *> The first M elements of W contain the eigenvalues for *> which eigenvectors are to be computed. The eigenvalues *> should be grouped by split-off block and ordered from *> smallest to largest within the block. ( The output array *> W from DSTEBZ with ORDER = 'B' is expected here. ) *> \endverbatim *> *> \param[in] IBLOCK *> \verbatim *> IBLOCK is INTEGER array, dimension (N) *> The submatrix indices associated with the corresponding *> eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to *> the first submatrix from the top, =2 if W(i) belongs to *> the second submatrix, etc. ( The output array IBLOCK *> from DSTEBZ is expected here. ) *> \endverbatim *> *> \param[in] ISPLIT *> \verbatim *> ISPLIT is INTEGER array, dimension (N) *> The splitting points, at which T breaks up into submatrices. *> The first submatrix consists of rows/columns 1 to *> ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 *> through ISPLIT( 2 ), etc. *> ( The output array ISPLIT from DSTEBZ is expected here. ) *> \endverbatim *> *> \param[out] Z *> \verbatim *> Z is DOUBLE PRECISION array, dimension (LDZ, M) *> The computed eigenvectors. The eigenvector associated *> with the eigenvalue W(i) is stored in the i-th column of *> Z. Any vector which fails to converge is set to its current *> iterate after MAXITS iterations. *> \endverbatim *> *> \param[in] LDZ *> \verbatim *> LDZ is INTEGER *> The leading dimension of the array Z. LDZ >= max(1,N). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (5*N) *> \endverbatim *> *> \param[out] IWORK *> \verbatim *> IWORK is INTEGER array, dimension (N) *> \endverbatim *> *> \param[out] IFAIL *> \verbatim *> IFAIL is INTEGER array, dimension (M) *> On normal exit, all elements of IFAIL are zero. *> If one or more eigenvectors fail to converge after *> MAXITS iterations, then their indices are stored in *> array IFAIL. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit. *> < 0: if INFO = -i, the i-th argument had an illegal value *> > 0: if INFO = i, then i eigenvectors failed to converge *> in MAXITS iterations. Their indices are stored in *> array IFAIL. *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> MAXITS INTEGER, default = 5 *> The maximum number of iterations performed. *> *> EXTRA INTEGER, default = 2 *> The number of iterations performed after norm growth *> criterion is satisfied, should be at least 1. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup doubleOTHERcomputational * * ===================================================================== SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK, $ IWORK, IFAIL, INFO ) * * -- LAPACK computational routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. INTEGER INFO, LDZ, M, N * .. * .. Array Arguments .. INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ), $ IWORK( * ) DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TEN, ODM3, ODM1 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TEN = 1.0D+1, $ ODM3 = 1.0D-3, ODM1 = 1.0D-1 ) INTEGER MAXITS, EXTRA PARAMETER ( MAXITS = 5, EXTRA = 2 ) * .. * .. Local Scalars .. INTEGER B1, BLKSIZ, BN, GPIND, I, IINFO, INDRV1, $ INDRV2, INDRV3, INDRV4, INDRV5, ITS, J, J1, $ JBLK, JMAX, NBLK, NRMCHK DOUBLE PRECISION DTPCRT, EPS, EPS1, NRM, ONENRM, ORTOL, PERTOL, $ SCL, SEP, TOL, XJ, XJM, ZTR * .. * .. Local Arrays .. INTEGER ISEED( 4 ) * .. * .. External Functions .. INTEGER IDAMAX DOUBLE PRECISION DASUM, DDOT, DLAMCH, DNRM2 EXTERNAL IDAMAX, DASUM, DDOT, DLAMCH, DNRM2 * .. * .. External Subroutines .. EXTERNAL DAXPY, DCOPY, DLAGTF, DLAGTS, DLARNV, DSCAL, $ XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 DO 10 I = 1, M IFAIL( I ) = 0 10 CONTINUE * IF( N.LT.0 ) THEN INFO = -1 ELSE IF( M.LT.0 .OR. M.GT.N ) THEN INFO = -4 ELSE IF( LDZ.LT.MAX( 1, N ) ) THEN INFO = -9 ELSE DO 20 J = 2, M IF( IBLOCK( J ).LT.IBLOCK( J-1 ) ) THEN INFO = -6 GO TO 30 END IF IF( IBLOCK( J ).EQ.IBLOCK( J-1 ) .AND. W( J ).LT.W( J-1 ) ) $ THEN INFO = -5 GO TO 30 END IF 20 CONTINUE 30 CONTINUE END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'DSTEIN', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. M.EQ.0 ) THEN RETURN ELSE IF( N.EQ.1 ) THEN Z( 1, 1 ) = ONE RETURN END IF * * Get machine constants. * EPS = DLAMCH( 'Precision' ) * * Initialize seed for random number generator DLARNV. * DO 40 I = 1, 4 ISEED( I ) = 1 40 CONTINUE * * Initialize pointers. * INDRV1 = 0 INDRV2 = INDRV1 + N INDRV3 = INDRV2 + N INDRV4 = INDRV3 + N INDRV5 = INDRV4 + N * * Compute eigenvectors of matrix blocks. * J1 = 1 DO 160 NBLK = 1, IBLOCK( M ) * * Find starting and ending indices of block nblk. * IF( NBLK.EQ.1 ) THEN B1 = 1 ELSE B1 = ISPLIT( NBLK-1 ) + 1 END IF BN = ISPLIT( NBLK ) BLKSIZ = BN - B1 + 1 IF( BLKSIZ.EQ.1 ) $ GO TO 60 GPIND = B1 * * Compute reorthogonalization criterion and stopping criterion. * ONENRM = ABS( D( B1 ) ) + ABS( E( B1 ) ) ONENRM = MAX( ONENRM, ABS( D( BN ) )+ABS( E( BN-1 ) ) ) DO 50 I = B1 + 1, BN - 1 ONENRM = MAX( ONENRM, ABS( D( I ) )+ABS( E( I-1 ) )+ $ ABS( E( I ) ) ) 50 CONTINUE ORTOL = ODM3*ONENRM * DTPCRT = SQRT( ODM1 / BLKSIZ ) * * Loop through eigenvalues of block nblk. * 60 CONTINUE JBLK = 0 DO 150 J = J1, M IF( IBLOCK( J ).NE.NBLK ) THEN J1 = J GO TO 160 END IF JBLK = JBLK + 1 XJ = W( J ) * * Skip all the work if the block size is one. * IF( BLKSIZ.EQ.1 ) THEN WORK( INDRV1+1 ) = ONE GO TO 120 END IF * * If eigenvalues j and j-1 are too close, add a relatively * small perturbation. * IF( JBLK.GT.1 ) THEN EPS1 = ABS( EPS*XJ ) PERTOL = TEN*EPS1 SEP = XJ - XJM IF( SEP.LT.PERTOL ) $ XJ = XJM + PERTOL END IF * ITS = 0 NRMCHK = 0 * * Get random starting vector. * CALL DLARNV( 2, ISEED, BLKSIZ, WORK( INDRV1+1 ) ) * * Copy the matrix T so it won't be destroyed in factorization. * CALL DCOPY( BLKSIZ, D( B1 ), 1, WORK( INDRV4+1 ), 1 ) CALL DCOPY( BLKSIZ-1, E( B1 ), 1, WORK( INDRV2+2 ), 1 ) CALL DCOPY( BLKSIZ-1, E( B1 ), 1, WORK( INDRV3+1 ), 1 ) * * Compute LU factors with partial pivoting ( PT = LU ) * TOL = ZERO CALL DLAGTF( BLKSIZ, WORK( INDRV4+1 ), XJ, WORK( INDRV2+2 ), $ WORK( INDRV3+1 ), TOL, WORK( INDRV5+1 ), IWORK, $ IINFO ) * * Update iteration count. * 70 CONTINUE ITS = ITS + 1 IF( ITS.GT.MAXITS ) $ GO TO 100 * * Normalize and scale the righthand side vector Pb. * SCL = BLKSIZ*ONENRM*MAX( EPS, $ ABS( WORK( INDRV4+BLKSIZ ) ) ) / $ DASUM( BLKSIZ, WORK( INDRV1+1 ), 1 ) CALL DSCAL( BLKSIZ, SCL, WORK( INDRV1+1 ), 1 ) * * Solve the system LU = Pb. * CALL DLAGTS( -1, BLKSIZ, WORK( INDRV4+1 ), WORK( INDRV2+2 ), $ WORK( INDRV3+1 ), WORK( INDRV5+1 ), IWORK, $ WORK( INDRV1+1 ), TOL, IINFO ) * * Reorthogonalize by modified Gram-Schmidt if eigenvalues are * close enough. * IF( JBLK.EQ.1 ) $ GO TO 90 IF( ABS( XJ-XJM ).GT.ORTOL ) $ GPIND = J IF( GPIND.NE.J ) THEN DO 80 I = GPIND, J - 1 ZTR = -DDOT( BLKSIZ, WORK( INDRV1+1 ), 1, Z( B1, I ), $ 1 ) CALL DAXPY( BLKSIZ, ZTR, Z( B1, I ), 1, $ WORK( INDRV1+1 ), 1 ) 80 CONTINUE END IF * * Check the infinity norm of the iterate. * 90 CONTINUE JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 ) NRM = ABS( WORK( INDRV1+JMAX ) ) * * Continue for additional iterations after norm reaches * stopping criterion. * IF( NRM.LT.DTPCRT ) $ GO TO 70 NRMCHK = NRMCHK + 1 IF( NRMCHK.LT.EXTRA+1 ) $ GO TO 70 * GO TO 110 * * If stopping criterion was not satisfied, update info and * store eigenvector number in array ifail. * 100 CONTINUE INFO = INFO + 1 IFAIL( INFO ) = J * * Accept iterate as jth eigenvector. * 110 CONTINUE SCL = ONE / DNRM2( BLKSIZ, WORK( INDRV1+1 ), 1 ) JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 ) IF( WORK( INDRV1+JMAX ).LT.ZERO ) $ SCL = -SCL CALL DSCAL( BLKSIZ, SCL, WORK( INDRV1+1 ), 1 ) 120 CONTINUE DO 130 I = 1, N Z( I, J ) = ZERO 130 CONTINUE DO 140 I = 1, BLKSIZ Z( B1+I-1, J ) = WORK( INDRV1+I ) 140 CONTINUE * * Save the shift to check eigenvalue spacing at next * iteration. * XJM = XJ * 150 CONTINUE 160 CONTINUE * RETURN * * End of DSTEIN * END