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
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
|
*> \brief \b DSTEMR
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSTEMR + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstemr.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstemr.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstemr.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
* M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK,
* IWORK, LIWORK, INFO )
*
* .. Scalar Arguments ..
* CHARACTER JOBZ, RANGE
* LOGICAL TRYRAC
* INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N
* DOUBLE PRECISION VL, VU
* ..
* .. Array Arguments ..
* INTEGER ISUPPZ( * ), IWORK( * )
* DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * )
* DOUBLE PRECISION Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSTEMR computes selected eigenvalues and, optionally, eigenvectors
*> of a real symmetric tridiagonal matrix T. Any such unreduced matrix has
*> a well defined set of pairwise different real eigenvalues, the corresponding
*> real eigenvectors are pairwise orthogonal.
*>
*> The spectrum may be computed either completely or partially by specifying
*> either an interval (VL,VU] or a range of indices IL:IU for the desired
*> eigenvalues.
*>
*> Depending on the number of desired eigenvalues, these are computed either
*> by bisection or the dqds algorithm. Numerically orthogonal eigenvectors are
*> computed by the use of various suitable L D L^T factorizations near clusters
*> of close eigenvalues (referred to as RRRs, Relatively Robust
*> Representations). An informal sketch of the algorithm follows.
*>
*> For each unreduced block (submatrix) of T,
*> (a) Compute T - sigma I = L D L^T, so that L and D
*> define all the wanted eigenvalues to high relative accuracy.
*> This means that small relative changes in the entries of D and L
*> cause only small relative changes in the eigenvalues and
*> eigenvectors. The standard (unfactored) representation of the
*> tridiagonal matrix T does not have this property in general.
*> (b) Compute the eigenvalues to suitable accuracy.
*> If the eigenvectors are desired, the algorithm attains full
*> accuracy of the computed eigenvalues only right before
*> the corresponding vectors have to be computed, see steps c) and d).
*> (c) For each cluster of close eigenvalues, select a new
*> shift close to the cluster, find a new factorization, and refine
*> the shifted eigenvalues to suitable accuracy.
*> (d) For each eigenvalue with a large enough relative separation compute
*> the corresponding eigenvector by forming a rank revealing twisted
*> factorization. Go back to (c) for any clusters that remain.
*>
*> For more details, see:
*> - Inderjit S. Dhillon and Beresford N. Parlett: "Multiple representations
*> to compute orthogonal eigenvectors of symmetric tridiagonal matrices,"
*> Linear Algebra and its Applications, 387(1), pp. 1-28, August 2004.
*> - Inderjit Dhillon and Beresford Parlett: "Orthogonal Eigenvectors and
*> Relative Gaps," SIAM Journal on Matrix Analysis and Applications, Vol. 25,
*> 2004. Also LAPACK Working Note 154.
*> - Inderjit Dhillon: "A new O(n^2) algorithm for the symmetric
*> tridiagonal eigenvalue/eigenvector problem",
*> Computer Science Division Technical Report No. UCB/CSD-97-971,
*> UC Berkeley, May 1997.
*>
*> Further Details
*> 1.DSTEMR works only on machines which follow IEEE-754
*> floating-point standard in their handling of infinities and NaNs.
*> This permits the use of efficient inner loops avoiding a check for
*> zero divisors.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] JOBZ
*> \verbatim
*> JOBZ is CHARACTER*1
*> = 'N': Compute eigenvalues only;
*> = 'V': Compute eigenvalues and eigenvectors.
*> \endverbatim
*>
*> \param[in] RANGE
*> \verbatim
*> RANGE is CHARACTER*1
*> = 'A': all eigenvalues will be found.
*> = 'V': all eigenvalues in the half-open interval (VL,VU]
*> will be found.
*> = 'I': the IL-th through IU-th eigenvalues will be found.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix. N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> On entry, the N diagonal elements of the tridiagonal matrix
*> T. On exit, D is overwritten.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*> E is DOUBLE PRECISION array, dimension (N)
*> On entry, the (N-1) subdiagonal elements of the tridiagonal
*> matrix T in elements 1 to N-1 of E. E(N) need not be set on
*> input, but is used internally as workspace.
*> On exit, E is overwritten.
*> \endverbatim
*>
*> \param[in] VL
*> \verbatim
*> VL is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in] VU
*> \verbatim
*> VU is DOUBLE PRECISION
*>
*> If RANGE='V', the lower and upper bounds of the interval to
*> be searched for eigenvalues. VL < VU.
*> Not referenced if RANGE = 'A' or 'I'.
*> \endverbatim
*>
*> \param[in] IL
*> \verbatim
*> IL is INTEGER
*> \endverbatim
*>
*> \param[in] IU
*> \verbatim
*> IU is INTEGER
*>
*> If RANGE='I', the indices (in ascending order) of the
*> smallest and largest eigenvalues to be returned.
*> 1 <= IL <= IU <= N, if N > 0.
*> Not referenced if RANGE = 'A' or 'V'.
*> \endverbatim
*>
*> \param[out] M
*> \verbatim
*> M is INTEGER
*> The total number of eigenvalues found. 0 <= M <= N.
*> If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
*> \endverbatim
*>
*> \param[out] W
*> \verbatim
*> W is DOUBLE PRECISION array, dimension (N)
*> The first M elements contain the selected eigenvalues in
*> ascending order.
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension (LDZ, max(1,M) )
*> If JOBZ = 'V', and if INFO = 0, then the first M columns of Z
*> contain the orthonormal eigenvectors of the matrix T
*> corresponding to the selected eigenvalues, with the i-th
*> column of Z holding the eigenvector associated with W(i).
*> If JOBZ = 'N', then Z is not referenced.
*> Note: the user must ensure that at least max(1,M) columns are
*> supplied in the array Z; if RANGE = 'V', the exact value of M
*> is not known in advance and can be computed with a workspace
*> query by setting NZC = -1, see below.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*> LDZ is INTEGER
*> The leading dimension of the array Z. LDZ >= 1, and if
*> JOBZ = 'V', then LDZ >= max(1,N).
*> \endverbatim
*>
*> \param[in] NZC
*> \verbatim
*> NZC is INTEGER
*> The number of eigenvectors to be held in the array Z.
*> If RANGE = 'A', then NZC >= max(1,N).
*> If RANGE = 'V', then NZC >= the number of eigenvalues in (VL,VU].
*> If RANGE = 'I', then NZC >= IU-IL+1.
*> If NZC = -1, then a workspace query is assumed; the
*> routine calculates the number of columns of the array Z that
*> are needed to hold the eigenvectors.
*> This value is returned as the first entry of the Z array, and
*> no error message related to NZC is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] ISUPPZ
*> \verbatim
*> ISUPPZ is INTEGER ARRAY, dimension ( 2*max(1,M) )
*> The support of the eigenvectors in Z, i.e., the indices
*> indicating the nonzero elements in Z. The i-th computed eigenvector
*> is nonzero only in elements ISUPPZ( 2*i-1 ) through
*> ISUPPZ( 2*i ). This is relevant in the case when the matrix
*> is split. ISUPPZ is only accessed when JOBZ is 'V' and N > 0.
*> \endverbatim
*>
*> \param[in,out] TRYRAC
*> \verbatim
*> TRYRAC is LOGICAL
*> If TRYRAC.EQ..TRUE., indicates that the code should check whether
*> the tridiagonal matrix defines its eigenvalues to high relative
*> accuracy. If so, the code uses relative-accuracy preserving
*> algorithms that might be (a bit) slower depending on the matrix.
*> If the matrix does not define its eigenvalues to high relative
*> accuracy, the code can uses possibly faster algorithms.
*> If TRYRAC.EQ..FALSE., the code is not required to guarantee
*> relatively accurate eigenvalues and can use the fastest possible
*> techniques.
*> On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
*> does not define its eigenvalues to high relative accuracy.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension (LWORK)
*> On exit, if INFO = 0, WORK(1) returns the optimal
*> (and minimal) LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK. LWORK >= max(1,18*N)
*> if JOBZ = 'V', and LWORK >= max(1,12*N) if JOBZ = 'N'.
*> If LWORK = -1, then a workspace query is assumed; the routine
*> only calculates the optimal size of the WORK array, returns
*> this value as the first entry of the WORK array, and no error
*> message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*> IWORK is INTEGER array, dimension (LIWORK)
*> On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
*> \endverbatim
*>
*> \param[in] LIWORK
*> \verbatim
*> LIWORK is INTEGER
*> The dimension of the array IWORK. LIWORK >= max(1,10*N)
*> if the eigenvectors are desired, and LIWORK >= max(1,8*N)
*> if only the eigenvalues are to be computed.
*> If LIWORK = -1, then a workspace query is assumed; the
*> routine only calculates the optimal size of the IWORK array,
*> returns this value as the first entry of the IWORK array, and
*> no error message related to LIWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> On exit, INFO
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: if INFO = 1X, internal error in DLARRE,
*> if INFO = 2X, internal error in DLARRV.
*> Here, the digit X = ABS( IINFO ) < 10, where IINFO is
*> the nonzero error code returned by DLARRE or
*> DLARRV, respectively.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleOTHERcomputational
*
*> \par Contributors:
* ==================
*>
*> Beresford Parlett, University of California, Berkeley, USA \n
*> Jim Demmel, University of California, Berkeley, USA \n
*> Inderjit Dhillon, University of Texas, Austin, USA \n
*> Osni Marques, LBNL/NERSC, USA \n
*> Christof Voemel, University of California, Berkeley, USA
*
* =====================================================================
SUBROUTINE DSTEMR( JOBZ, RANGE, N, D, E, VL, VU, IL, IU,
$ M, W, Z, LDZ, NZC, ISUPPZ, TRYRAC, WORK, LWORK,
$ IWORK, LIWORK, INFO )
*
* -- LAPACK computational routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
CHARACTER JOBZ, RANGE
LOGICAL TRYRAC
INTEGER IL, INFO, IU, LDZ, NZC, LIWORK, LWORK, M, N
DOUBLE PRECISION VL, VU
* ..
* .. Array Arguments ..
INTEGER ISUPPZ( * ), IWORK( * )
DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * )
DOUBLE PRECISION Z( LDZ, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, FOUR, MINRGP
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0,
$ FOUR = 4.0D0,
$ MINRGP = 1.0D-3 )
* ..
* .. Local Scalars ..
LOGICAL ALLEIG, INDEIG, LQUERY, VALEIG, WANTZ, ZQUERY
INTEGER I, IBEGIN, IEND, IFIRST, IIL, IINDBL, IINDW,
$ IINDWK, IINFO, IINSPL, IIU, ILAST, IN, INDD,
$ INDE2, INDERR, INDGP, INDGRS, INDWRK, ITMP,
$ ITMP2, J, JBLK, JJ, LIWMIN, LWMIN, NSPLIT,
$ NZCMIN, OFFSET, WBEGIN, WEND
DOUBLE PRECISION BIGNUM, CS, EPS, PIVMIN, R1, R2, RMAX, RMIN,
$ RTOL1, RTOL2, SAFMIN, SCALE, SMLNUM, SN,
$ THRESH, TMP, TNRM, WL, WU
* ..
* ..
* .. External Functions ..
LOGICAL LSAME
DOUBLE PRECISION DLAMCH, DLANST
EXTERNAL LSAME, DLAMCH, DLANST
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DLAE2, DLAEV2, DLARRC, DLARRE, DLARRJ,
$ DLARRR, DLARRV, DLASRT, DSCAL, DSWAP, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
WANTZ = LSAME( JOBZ, 'V' )
ALLEIG = LSAME( RANGE, 'A' )
VALEIG = LSAME( RANGE, 'V' )
INDEIG = LSAME( RANGE, 'I' )
*
LQUERY = ( ( LWORK.EQ.-1 ).OR.( LIWORK.EQ.-1 ) )
ZQUERY = ( NZC.EQ.-1 )
* DSTEMR needs WORK of size 6*N, IWORK of size 3*N.
* In addition, DLARRE needs WORK of size 6*N, IWORK of size 5*N.
* Furthermore, DLARRV needs WORK of size 12*N, IWORK of size 7*N.
IF( WANTZ ) THEN
LWMIN = 18*N
LIWMIN = 10*N
ELSE
* need less workspace if only the eigenvalues are wanted
LWMIN = 12*N
LIWMIN = 8*N
ENDIF
WL = ZERO
WU = ZERO
IIL = 0
IIU = 0
NSPLIT = 0
IF( VALEIG ) THEN
* We do not reference VL, VU in the cases RANGE = 'I','A'
* The interval (WL, WU] contains all the wanted eigenvalues.
* It is either given by the user or computed in DLARRE.
WL = VL
WU = VU
ELSEIF( INDEIG ) THEN
* We do not reference IL, IU in the cases RANGE = 'V','A'
IIL = IL
IIU = IU
ENDIF
*
INFO = 0
IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN
INFO = -1
ELSE IF( .NOT.( ALLEIG .OR. VALEIG .OR. INDEIG ) ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( VALEIG .AND. N.GT.0 .AND. WU.LE.WL ) THEN
INFO = -7
ELSE IF( INDEIG .AND. ( IIL.LT.1 .OR. IIL.GT.N ) ) THEN
INFO = -8
ELSE IF( INDEIG .AND. ( IIU.LT.IIL .OR. IIU.GT.N ) ) THEN
INFO = -9
ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.N ) ) THEN
INFO = -13
ELSE IF( LWORK.LT.LWMIN .AND. .NOT.LQUERY ) THEN
INFO = -17
ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT.LQUERY ) THEN
INFO = -19
END IF
*
* Get machine constants.
*
SAFMIN = DLAMCH( 'Safe minimum' )
EPS = DLAMCH( 'Precision' )
SMLNUM = SAFMIN / EPS
BIGNUM = ONE / SMLNUM
RMIN = SQRT( SMLNUM )
RMAX = MIN( SQRT( BIGNUM ), ONE / SQRT( SQRT( SAFMIN ) ) )
*
IF( INFO.EQ.0 ) THEN
WORK( 1 ) = LWMIN
IWORK( 1 ) = LIWMIN
*
IF( WANTZ .AND. ALLEIG ) THEN
NZCMIN = N
ELSE IF( WANTZ .AND. VALEIG ) THEN
CALL DLARRC( 'T', N, VL, VU, D, E, SAFMIN,
$ NZCMIN, ITMP, ITMP2, INFO )
ELSE IF( WANTZ .AND. INDEIG ) THEN
NZCMIN = IIU-IIL+1
ELSE
* WANTZ .EQ. FALSE.
NZCMIN = 0
ENDIF
IF( ZQUERY .AND. INFO.EQ.0 ) THEN
Z( 1,1 ) = NZCMIN
ELSE IF( NZC.LT.NZCMIN .AND. .NOT.ZQUERY ) THEN
INFO = -14
END IF
END IF
IF( INFO.NE.0 ) THEN
*
CALL XERBLA( 'DSTEMR', -INFO )
*
RETURN
ELSE IF( LQUERY .OR. ZQUERY ) THEN
RETURN
END IF
*
* Handle N = 0, 1, and 2 cases immediately
*
M = 0
IF( N.EQ.0 )
$ RETURN
*
IF( N.EQ.1 ) THEN
IF( ALLEIG .OR. INDEIG ) THEN
M = 1
W( 1 ) = D( 1 )
ELSE
IF( WL.LT.D( 1 ) .AND. WU.GE.D( 1 ) ) THEN
M = 1
W( 1 ) = D( 1 )
END IF
END IF
IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
Z( 1, 1 ) = ONE
ISUPPZ(1) = 1
ISUPPZ(2) = 1
END IF
RETURN
END IF
*
IF( N.EQ.2 ) THEN
IF( .NOT.WANTZ ) THEN
CALL DLAE2( D(1), E(1), D(2), R1, R2 )
ELSE IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
CALL DLAEV2( D(1), E(1), D(2), R1, R2, CS, SN )
END IF
IF( ALLEIG.OR.
$ (VALEIG.AND.(R2.GT.WL).AND.
$ (R2.LE.WU)).OR.
$ (INDEIG.AND.(IIL.EQ.1)) ) THEN
M = M+1
W( M ) = R2
IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
Z( 1, M ) = -SN
Z( 2, M ) = CS
* Note: At most one of SN and CS can be zero.
IF (SN.NE.ZERO) THEN
IF (CS.NE.ZERO) THEN
ISUPPZ(2*M-1) = 1
ISUPPZ(2*M) = 2
ELSE
ISUPPZ(2*M-1) = 1
ISUPPZ(2*M) = 1
END IF
ELSE
ISUPPZ(2*M-1) = 2
ISUPPZ(2*M) = 2
END IF
ENDIF
ENDIF
IF( ALLEIG.OR.
$ (VALEIG.AND.(R1.GT.WL).AND.
$ (R1.LE.WU)).OR.
$ (INDEIG.AND.(IIU.EQ.2)) ) THEN
M = M+1
W( M ) = R1
IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
Z( 1, M ) = CS
Z( 2, M ) = SN
* Note: At most one of SN and CS can be zero.
IF (SN.NE.ZERO) THEN
IF (CS.NE.ZERO) THEN
ISUPPZ(2*M-1) = 1
ISUPPZ(2*M) = 2
ELSE
ISUPPZ(2*M-1) = 1
ISUPPZ(2*M) = 1
END IF
ELSE
ISUPPZ(2*M-1) = 2
ISUPPZ(2*M) = 2
END IF
ENDIF
ENDIF
ELSE
* Continue with general N
INDGRS = 1
INDERR = 2*N + 1
INDGP = 3*N + 1
INDD = 4*N + 1
INDE2 = 5*N + 1
INDWRK = 6*N + 1
*
IINSPL = 1
IINDBL = N + 1
IINDW = 2*N + 1
IINDWK = 3*N + 1
*
* Scale matrix to allowable range, if necessary.
* The allowable range is related to the PIVMIN parameter; see the
* comments in DLARRD. The preference for scaling small values
* up is heuristic; we expect users' matrices not to be close to the
* RMAX threshold.
*
SCALE = ONE
TNRM = DLANST( 'M', N, D, E )
IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
SCALE = RMIN / TNRM
ELSE IF( TNRM.GT.RMAX ) THEN
SCALE = RMAX / TNRM
END IF
IF( SCALE.NE.ONE ) THEN
CALL DSCAL( N, SCALE, D, 1 )
CALL DSCAL( N-1, SCALE, E, 1 )
TNRM = TNRM*SCALE
IF( VALEIG ) THEN
* If eigenvalues in interval have to be found,
* scale (WL, WU] accordingly
WL = WL*SCALE
WU = WU*SCALE
ENDIF
END IF
*
* Compute the desired eigenvalues of the tridiagonal after splitting
* into smaller subblocks if the corresponding off-diagonal elements
* are small
* THRESH is the splitting parameter for DLARRE
* A negative THRESH forces the old splitting criterion based on the
* size of the off-diagonal. A positive THRESH switches to splitting
* which preserves relative accuracy.
*
IF( TRYRAC ) THEN
* Test whether the matrix warrants the more expensive relative approach.
CALL DLARRR( N, D, E, IINFO )
ELSE
* The user does not care about relative accurately eigenvalues
IINFO = -1
ENDIF
* Set the splitting criterion
IF (IINFO.EQ.0) THEN
THRESH = EPS
ELSE
THRESH = -EPS
* relative accuracy is desired but T does not guarantee it
TRYRAC = .FALSE.
ENDIF
*
IF( TRYRAC ) THEN
* Copy original diagonal, needed to guarantee relative accuracy
CALL DCOPY(N,D,1,WORK(INDD),1)
ENDIF
* Store the squares of the offdiagonal values of T
DO 5 J = 1, N-1
WORK( INDE2+J-1 ) = E(J)**2
5 CONTINUE
* Set the tolerance parameters for bisection
IF( .NOT.WANTZ ) THEN
* DLARRE computes the eigenvalues to full precision.
RTOL1 = FOUR * EPS
RTOL2 = FOUR * EPS
ELSE
* DLARRE computes the eigenvalues to less than full precision.
* DLARRV will refine the eigenvalue approximations, and we can
* need less accurate initial bisection in DLARRE.
* Note: these settings do only affect the subset case and DLARRE
RTOL1 = SQRT(EPS)
RTOL2 = MAX( SQRT(EPS)*5.0D-3, FOUR * EPS )
ENDIF
CALL DLARRE( RANGE, N, WL, WU, IIL, IIU, D, E,
$ WORK(INDE2), RTOL1, RTOL2, THRESH, NSPLIT,
$ IWORK( IINSPL ), M, W, WORK( INDERR ),
$ WORK( INDGP ), IWORK( IINDBL ),
$ IWORK( IINDW ), WORK( INDGRS ), PIVMIN,
$ WORK( INDWRK ), IWORK( IINDWK ), IINFO )
IF( IINFO.NE.0 ) THEN
INFO = 10 + ABS( IINFO )
RETURN
END IF
* Note that if RANGE .NE. 'V', DLARRE computes bounds on the desired
* part of the spectrum. All desired eigenvalues are contained in
* (WL,WU]
IF( WANTZ ) THEN
*
* Compute the desired eigenvectors corresponding to the computed
* eigenvalues
*
CALL DLARRV( N, WL, WU, D, E,
$ PIVMIN, IWORK( IINSPL ), M,
$ 1, M, MINRGP, RTOL1, RTOL2,
$ W, WORK( INDERR ), WORK( INDGP ), IWORK( IINDBL ),
$ IWORK( IINDW ), WORK( INDGRS ), Z, LDZ,
$ ISUPPZ, WORK( INDWRK ), IWORK( IINDWK ), IINFO )
IF( IINFO.NE.0 ) THEN
INFO = 20 + ABS( IINFO )
RETURN
END IF
ELSE
* DLARRE computes eigenvalues of the (shifted) root representation
* DLARRV returns the eigenvalues of the unshifted matrix.
* However, if the eigenvectors are not desired by the user, we need
* to apply the corresponding shifts from DLARRE to obtain the
* eigenvalues of the original matrix.
DO 20 J = 1, M
ITMP = IWORK( IINDBL+J-1 )
W( J ) = W( J ) + E( IWORK( IINSPL+ITMP-1 ) )
20 CONTINUE
END IF
*
IF ( TRYRAC ) THEN
* Refine computed eigenvalues so that they are relatively accurate
* with respect to the original matrix T.
IBEGIN = 1
WBEGIN = 1
DO 39 JBLK = 1, IWORK( IINDBL+M-1 )
IEND = IWORK( IINSPL+JBLK-1 )
IN = IEND - IBEGIN + 1
WEND = WBEGIN - 1
* check if any eigenvalues have to be refined in this block
36 CONTINUE
IF( WEND.LT.M ) THEN
IF( IWORK( IINDBL+WEND ).EQ.JBLK ) THEN
WEND = WEND + 1
GO TO 36
END IF
END IF
IF( WEND.LT.WBEGIN ) THEN
IBEGIN = IEND + 1
GO TO 39
END IF
OFFSET = IWORK(IINDW+WBEGIN-1)-1
IFIRST = IWORK(IINDW+WBEGIN-1)
ILAST = IWORK(IINDW+WEND-1)
RTOL2 = FOUR * EPS
CALL DLARRJ( IN,
$ WORK(INDD+IBEGIN-1), WORK(INDE2+IBEGIN-1),
$ IFIRST, ILAST, RTOL2, OFFSET, W(WBEGIN),
$ WORK( INDERR+WBEGIN-1 ),
$ WORK( INDWRK ), IWORK( IINDWK ), PIVMIN,
$ TNRM, IINFO )
IBEGIN = IEND + 1
WBEGIN = WEND + 1
39 CONTINUE
ENDIF
*
* If matrix was scaled, then rescale eigenvalues appropriately.
*
IF( SCALE.NE.ONE ) THEN
CALL DSCAL( M, ONE / SCALE, W, 1 )
END IF
END IF
*
* If eigenvalues are not in increasing order, then sort them,
* possibly along with eigenvectors.
*
IF( NSPLIT.GT.1 .OR. N.EQ.2 ) THEN
IF( .NOT. WANTZ ) THEN
CALL DLASRT( 'I', M, W, IINFO )
IF( IINFO.NE.0 ) THEN
INFO = 3
RETURN
END IF
ELSE
DO 60 J = 1, M - 1
I = 0
TMP = W( J )
DO 50 JJ = J + 1, M
IF( W( JJ ).LT.TMP ) THEN
I = JJ
TMP = W( JJ )
END IF
50 CONTINUE
IF( I.NE.0 ) THEN
W( I ) = W( J )
W( J ) = TMP
IF( WANTZ ) THEN
CALL DSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
ITMP = ISUPPZ( 2*I-1 )
ISUPPZ( 2*I-1 ) = ISUPPZ( 2*J-1 )
ISUPPZ( 2*J-1 ) = ITMP
ITMP = ISUPPZ( 2*I )
ISUPPZ( 2*I ) = ISUPPZ( 2*J )
ISUPPZ( 2*J ) = ITMP
END IF
END IF
60 CONTINUE
END IF
ENDIF
*
*
WORK( 1 ) = LWMIN
IWORK( 1 ) = LIWMIN
RETURN
*
* End of DSTEMR
*
END
|