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dlasq2.f
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*> \brief \b DLASQ2 computes all the eigenvalues of the symmetric positive definite tridiagonal matrix associated with the qd Array Z to high relative accuracy. Used by sbdsqr and sstegr.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASQ2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasq2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASQ2( N, Z, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION Z( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASQ2 computes all the eigenvalues of the symmetric positive
*> definite tridiagonal matrix associated with the qd array Z to high
*> relative accuracy are computed to high relative accuracy, in the
*> absence of denormalization, underflow and overflow.
*>
*> To see the relation of Z to the tridiagonal matrix, let L be a
*> unit lower bidiagonal matrix with subdiagonals Z(2,4,6,,..) and
*> let U be an upper bidiagonal matrix with 1's above and diagonal
*> Z(1,3,5,,..). The tridiagonal is L*U or, if you prefer, the
*> symmetric tridiagonal to which it is similar.
*>
*> Note : DLASQ2 defines a logical variable, IEEE, which is true
*> on machines which follow ieee-754 floating-point standard in their
*> handling of infinities and NaNs, and false otherwise. This variable
*> is passed to DLASQ3.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of rows and columns in the matrix. N >= 0.
*> \endverbatim
*>
*> \param[in,out] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension ( 4*N )
*> On entry Z holds the qd array. On exit, entries 1 to N hold
*> the eigenvalues in decreasing order, Z( 2*N+1 ) holds the
*> trace, and Z( 2*N+2 ) holds the sum of the eigenvalues. If
*> N > 2, then Z( 2*N+3 ) holds the iteration count, Z( 2*N+4 )
*> holds NDIVS/NIN^2, and Z( 2*N+5 ) holds the percentage of
*> shifts that failed.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if the i-th argument is a scalar and had an illegal
*> value, then INFO = -i, if the i-th argument is an
*> array and the j-entry had an illegal value, then
*> INFO = -(i*100+j)
*> > 0: the algorithm failed
*> = 1, a split was marked by a positive value in E
*> = 2, current block of Z not diagonalized after 100*N
*> iterations (in inner while loop). On exit Z holds
*> a qd array with the same eigenvalues as the given Z.
*> = 3, termination criterion of outer while loop not met
*> (program created more than N unreduced blocks)
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERcomputational
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> Local Variables: I0:N0 defines a current unreduced segment of Z.
*> The shifts are accumulated in SIGMA. Iteration count is in ITER.
*> Ping-pong is controlled by PP (alternates between 0 and 1).
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DLASQ2( N, Z, 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 ..
INTEGER INFO, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION Z( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION CBIAS
PARAMETER ( CBIAS = 1.50D0 )
DOUBLE PRECISION ZERO, HALF, ONE, TWO, FOUR, HUNDRD
PARAMETER ( ZERO = 0.0D0, HALF = 0.5D0, ONE = 1.0D0,
$ TWO = 2.0D0, FOUR = 4.0D0, HUNDRD = 100.0D0 )
* ..
* .. Local Scalars ..
LOGICAL IEEE
INTEGER I0, I1, I4, IINFO, IPN4, ITER, IWHILA, IWHILB,
$ K, KMIN, N0, N1, NBIG, NDIV, NFAIL, PP, SPLT,
$ TTYPE
DOUBLE PRECISION D, DEE, DEEMIN, DESIG, DMIN, DMIN1, DMIN2, DN,
$ DN1, DN2, E, EMAX, EMIN, EPS, G, OLDEMN, QMAX,
$ QMIN, S, SAFMIN, SIGMA, T, TAU, TEMP, TOL,
$ TOL2, TRACE, ZMAX, TEMPE, TEMPQ
* ..
* .. External Subroutines ..
EXTERNAL DLASQ3, DLASRT, XERBLA
* ..
* .. External Functions ..
INTEGER ILAENV
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH, ILAENV
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input arguments.
* (in case DLASQ2 is not called by DLASQ1)
*
INFO = 0
EPS = DLAMCH( 'Precision' )
SAFMIN = DLAMCH( 'Safe minimum' )
TOL = EPS*HUNDRD
TOL2 = TOL**2
*
IF( N.LT.0 ) THEN
INFO = -1
CALL XERBLA( 'DLASQ2', 1 )
RETURN
ELSE IF( N.EQ.0 ) THEN
RETURN
ELSE IF( N.EQ.1 ) THEN
*
* 1-by-1 case.
*
IF( Z( 1 ).LT.ZERO ) THEN
INFO = -201
CALL XERBLA( 'DLASQ2', 2 )
END IF
RETURN
ELSE IF( N.EQ.2 ) THEN
*
* 2-by-2 case.
*
IF( Z( 2 ).LT.ZERO .OR. Z( 3 ).LT.ZERO ) THEN
INFO = -2
CALL XERBLA( 'DLASQ2', 2 )
RETURN
ELSE IF( Z( 3 ).GT.Z( 1 ) ) THEN
D = Z( 3 )
Z( 3 ) = Z( 1 )
Z( 1 ) = D
END IF
Z( 5 ) = Z( 1 ) + Z( 2 ) + Z( 3 )
IF( Z( 2 ).GT.Z( 3 )*TOL2 ) THEN
T = HALF*( ( Z( 1 )-Z( 3 ) )+Z( 2 ) )
S = Z( 3 )*( Z( 2 ) / T )
IF( S.LE.T ) THEN
S = Z( 3 )*( Z( 2 ) / ( T*( ONE+SQRT( ONE+S / T ) ) ) )
ELSE
S = Z( 3 )*( Z( 2 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
END IF
T = Z( 1 ) + ( S+Z( 2 ) )
Z( 3 ) = Z( 3 )*( Z( 1 ) / T )
Z( 1 ) = T
END IF
Z( 2 ) = Z( 3 )
Z( 6 ) = Z( 2 ) + Z( 1 )
RETURN
END IF
*
* Check for negative data and compute sums of q's and e's.
*
Z( 2*N ) = ZERO
EMIN = Z( 2 )
QMAX = ZERO
ZMAX = ZERO
D = ZERO
E = ZERO
*
DO 10 K = 1, 2*( N-1 ), 2
IF( Z( K ).LT.ZERO ) THEN
INFO = -( 200+K )
CALL XERBLA( 'DLASQ2', 2 )
RETURN
ELSE IF( Z( K+1 ).LT.ZERO ) THEN
INFO = -( 200+K+1 )
CALL XERBLA( 'DLASQ2', 2 )
RETURN
END IF
D = D + Z( K )
E = E + Z( K+1 )
QMAX = MAX( QMAX, Z( K ) )
EMIN = MIN( EMIN, Z( K+1 ) )
ZMAX = MAX( QMAX, ZMAX, Z( K+1 ) )
10 CONTINUE
IF( Z( 2*N-1 ).LT.ZERO ) THEN
INFO = -( 200+2*N-1 )
CALL XERBLA( 'DLASQ2', 2 )
RETURN
END IF
D = D + Z( 2*N-1 )
QMAX = MAX( QMAX, Z( 2*N-1 ) )
ZMAX = MAX( QMAX, ZMAX )
*
* Check for diagonality.
*
IF( E.EQ.ZERO ) THEN
DO 20 K = 2, N
Z( K ) = Z( 2*K-1 )
20 CONTINUE
CALL DLASRT( 'D', N, Z, IINFO )
Z( 2*N-1 ) = D
RETURN
END IF
*
TRACE = D + E
*
* Check for zero data.
*
IF( TRACE.EQ.ZERO ) THEN
Z( 2*N-1 ) = ZERO
RETURN
END IF
*
* Check whether the machine is IEEE conformable.
*
IEEE = ILAENV( 10, 'DLASQ2', 'N', 1, 2, 3, 4 ).EQ.1 .AND.
$ ILAENV( 11, 'DLASQ2', 'N', 1, 2, 3, 4 ).EQ.1
*
* Rearrange data for locality: Z=(q1,qq1,e1,ee1,q2,qq2,e2,ee2,...).
*
DO 30 K = 2*N, 2, -2
Z( 2*K ) = ZERO
Z( 2*K-1 ) = Z( K )
Z( 2*K-2 ) = ZERO
Z( 2*K-3 ) = Z( K-1 )
30 CONTINUE
*
I0 = 1
N0 = N
*
* Reverse the qd-array, if warranted.
*
IF( CBIAS*Z( 4*I0-3 ).LT.Z( 4*N0-3 ) ) THEN
IPN4 = 4*( I0+N0 )
DO 40 I4 = 4*I0, 2*( I0+N0-1 ), 4
TEMP = Z( I4-3 )
Z( I4-3 ) = Z( IPN4-I4-3 )
Z( IPN4-I4-3 ) = TEMP
TEMP = Z( I4-1 )
Z( I4-1 ) = Z( IPN4-I4-5 )
Z( IPN4-I4-5 ) = TEMP
40 CONTINUE
END IF
*
* Initial split checking via dqd and Li's test.
*
PP = 0
*
DO 80 K = 1, 2
*
D = Z( 4*N0+PP-3 )
DO 50 I4 = 4*( N0-1 ) + PP, 4*I0 + PP, -4
IF( Z( I4-1 ).LE.TOL2*D ) THEN
Z( I4-1 ) = -ZERO
D = Z( I4-3 )
ELSE
D = Z( I4-3 )*( D / ( D+Z( I4-1 ) ) )
END IF
50 CONTINUE
*
* dqd maps Z to ZZ plus Li's test.
*
EMIN = Z( 4*I0+PP+1 )
D = Z( 4*I0+PP-3 )
DO 60 I4 = 4*I0 + PP, 4*( N0-1 ) + PP, 4
Z( I4-2*PP-2 ) = D + Z( I4-1 )
IF( Z( I4-1 ).LE.TOL2*D ) THEN
Z( I4-1 ) = -ZERO
Z( I4-2*PP-2 ) = D
Z( I4-2*PP ) = ZERO
D = Z( I4+1 )
ELSE IF( SAFMIN*Z( I4+1 ).LT.Z( I4-2*PP-2 ) .AND.
$ SAFMIN*Z( I4-2*PP-2 ).LT.Z( I4+1 ) ) THEN
TEMP = Z( I4+1 ) / Z( I4-2*PP-2 )
Z( I4-2*PP ) = Z( I4-1 )*TEMP
D = D*TEMP
ELSE
Z( I4-2*PP ) = Z( I4+1 )*( Z( I4-1 ) / Z( I4-2*PP-2 ) )
D = Z( I4+1 )*( D / Z( I4-2*PP-2 ) )
END IF
EMIN = MIN( EMIN, Z( I4-2*PP ) )
60 CONTINUE
Z( 4*N0-PP-2 ) = D
*
* Now find qmax.
*
QMAX = Z( 4*I0-PP-2 )
DO 70 I4 = 4*I0 - PP + 2, 4*N0 - PP - 2, 4
QMAX = MAX( QMAX, Z( I4 ) )
70 CONTINUE
*
* Prepare for the next iteration on K.
*
PP = 1 - PP
80 CONTINUE
*
* Initialise variables to pass to DLASQ3.
*
TTYPE = 0
DMIN1 = ZERO
DMIN2 = ZERO
DN = ZERO
DN1 = ZERO
DN2 = ZERO
G = ZERO
TAU = ZERO
*
ITER = 2
NFAIL = 0
NDIV = 2*( N0-I0 )
*
DO 160 IWHILA = 1, N + 1
IF( N0.LT.1 )
$ GO TO 170
*
* While array unfinished do
*
* E(N0) holds the value of SIGMA when submatrix in I0:N0
* splits from the rest of the array, but is negated.
*
DESIG = ZERO
IF( N0.EQ.N ) THEN
SIGMA = ZERO
ELSE
SIGMA = -Z( 4*N0-1 )
END IF
IF( SIGMA.LT.ZERO ) THEN
INFO = 1
RETURN
END IF
*
* Find last unreduced submatrix's top index I0, find QMAX and
* EMIN. Find Gershgorin-type bound if Q's much greater than E's.
*
EMAX = ZERO
IF( N0.GT.I0 ) THEN
EMIN = ABS( Z( 4*N0-5 ) )
ELSE
EMIN = ZERO
END IF
QMIN = Z( 4*N0-3 )
QMAX = QMIN
DO 90 I4 = 4*N0, 8, -4
IF( Z( I4-5 ).LE.ZERO )
$ GO TO 100
IF( QMIN.GE.FOUR*EMAX ) THEN
QMIN = MIN( QMIN, Z( I4-3 ) )
EMAX = MAX( EMAX, Z( I4-5 ) )
END IF
QMAX = MAX( QMAX, Z( I4-7 )+Z( I4-5 ) )
EMIN = MIN( EMIN, Z( I4-5 ) )
90 CONTINUE
I4 = 4
*
100 CONTINUE
I0 = I4 / 4
PP = 0
*
IF( N0-I0.GT.1 ) THEN
DEE = Z( 4*I0-3 )
DEEMIN = DEE
KMIN = I0
DO 110 I4 = 4*I0+1, 4*N0-3, 4
DEE = Z( I4 )*( DEE /( DEE+Z( I4-2 ) ) )
IF( DEE.LE.DEEMIN ) THEN
DEEMIN = DEE
KMIN = ( I4+3 )/4
END IF
110 CONTINUE
IF( (KMIN-I0)*2.LT.N0-KMIN .AND.
$ DEEMIN.LE.HALF*Z(4*N0-3) ) THEN
IPN4 = 4*( I0+N0 )
PP = 2
DO 120 I4 = 4*I0, 2*( I0+N0-1 ), 4
TEMP = Z( I4-3 )
Z( I4-3 ) = Z( IPN4-I4-3 )
Z( IPN4-I4-3 ) = TEMP
TEMP = Z( I4-2 )
Z( I4-2 ) = Z( IPN4-I4-2 )
Z( IPN4-I4-2 ) = TEMP
TEMP = Z( I4-1 )
Z( I4-1 ) = Z( IPN4-I4-5 )
Z( IPN4-I4-5 ) = TEMP
TEMP = Z( I4 )
Z( I4 ) = Z( IPN4-I4-4 )
Z( IPN4-I4-4 ) = TEMP
120 CONTINUE
END IF
END IF
*
* Put -(initial shift) into DMIN.
*
DMIN = -MAX( ZERO, QMIN-TWO*SQRT( QMIN )*SQRT( EMAX ) )
*
* Now I0:N0 is unreduced.
* PP = 0 for ping, PP = 1 for pong.
* PP = 2 indicates that flipping was applied to the Z array and
* and that the tests for deflation upon entry in DLASQ3
* should not be performed.
*
NBIG = 100*( N0-I0+1 )
DO 140 IWHILB = 1, NBIG
IF( I0.GT.N0 )
$ GO TO 150
*
* While submatrix unfinished take a good dqds step.
*
CALL DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
$ ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
$ DN2, G, TAU )
*
PP = 1 - PP
*
* When EMIN is very small check for splits.
*
IF( PP.EQ.0 .AND. N0-I0.GE.3 ) THEN
IF( Z( 4*N0 ).LE.TOL2*QMAX .OR.
$ Z( 4*N0-1 ).LE.TOL2*SIGMA ) THEN
SPLT = I0 - 1
QMAX = Z( 4*I0-3 )
EMIN = Z( 4*I0-1 )
OLDEMN = Z( 4*I0 )
DO 130 I4 = 4*I0, 4*( N0-3 ), 4
IF( Z( I4 ).LE.TOL2*Z( I4-3 ) .OR.
$ Z( I4-1 ).LE.TOL2*SIGMA ) THEN
Z( I4-1 ) = -SIGMA
SPLT = I4 / 4
QMAX = ZERO
EMIN = Z( I4+3 )
OLDEMN = Z( I4+4 )
ELSE
QMAX = MAX( QMAX, Z( I4+1 ) )
EMIN = MIN( EMIN, Z( I4-1 ) )
OLDEMN = MIN( OLDEMN, Z( I4 ) )
END IF
130 CONTINUE
Z( 4*N0-1 ) = EMIN
Z( 4*N0 ) = OLDEMN
I0 = SPLT + 1
END IF
END IF
*
140 CONTINUE
*
INFO = 2
*
* Maximum number of iterations exceeded, restore the shift
* SIGMA and place the new d's and e's in a qd array.
* This might need to be done for several blocks
*
I1 = I0
N1 = N0
145 CONTINUE
TEMPQ = Z( 4*I0-3 )
Z( 4*I0-3 ) = Z( 4*I0-3 ) + SIGMA
DO K = I0+1, N0
TEMPE = Z( 4*K-5 )
Z( 4*K-5 ) = Z( 4*K-5 ) * (TEMPQ / Z( 4*K-7 ))
TEMPQ = Z( 4*K-3 )
Z( 4*K-3 ) = Z( 4*K-3 ) + SIGMA + TEMPE - Z( 4*K-5 )
END DO
*
* Prepare to do this on the previous block if there is one
*
IF( I1.GT.1 ) THEN
N1 = I1-1
DO WHILE( ( I1.GE.2 ) .AND. ( Z(4*I1-5).GE.ZERO ) )
I1 = I1 - 1
END DO
SIGMA = -Z(4*N1-1)
GO TO 145
END IF
DO K = 1, N
Z( 2*K-1 ) = Z( 4*K-3 )
*
* Only the block 1..N0 is unfinished. The rest of the e's
* must be essentially zero, although sometimes other data
* has been stored in them.
*
IF( K.LT.N0 ) THEN
Z( 2*K ) = Z( 4*K-1 )
ELSE
Z( 2*K ) = 0
END IF
END DO
RETURN
*
* end IWHILB
*
150 CONTINUE
*
160 CONTINUE
*
INFO = 3
RETURN
*
* end IWHILA
*
170 CONTINUE
*
* Move q's to the front.
*
DO 180 K = 2, N
Z( K ) = Z( 4*K-3 )
180 CONTINUE
*
* Sort and compute sum of eigenvalues.
*
CALL DLASRT( 'D', N, Z, IINFO )
*
E = ZERO
DO 190 K = N, 1, -1
E = E + Z( K )
190 CONTINUE
*
* Store trace, sum(eigenvalues) and information on performance.
*
Z( 2*N+1 ) = TRACE
Z( 2*N+2 ) = E
Z( 2*N+3 ) = DBLE( ITER )
Z( 2*N+4 ) = DBLE( NDIV ) / DBLE( N**2 )
Z( 2*N+5 ) = HUNDRD*NFAIL / DBLE( ITER )
RETURN
*
* End of DLASQ2
*
END
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