File:  [local] / rpl / lapack / lapack / dlaed1.f
Revision 1.12: download - view: text, annotated - select for diffs - revision graph
Fri Dec 14 12:30:22 2012 UTC (11 years, 5 months ago) by bertrand
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Mise à jour de Lapack vers la version 3.4.2 et des scripts de compilation
pour rplcas. En particulier, le Makefile.am de giac a été modifié pour ne
compiler que le répertoire src.

    1: *> \brief \b DLAED1 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is tridiagonal.
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download DLAED1 + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaed1.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed1.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed1.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK, IWORK,
   22: *                          INFO )
   23:    24: *       .. Scalar Arguments ..
   25: *       INTEGER            CUTPNT, INFO, LDQ, N
   26: *       DOUBLE PRECISION   RHO
   27: *       ..
   28: *       .. Array Arguments ..
   29: *       INTEGER            INDXQ( * ), IWORK( * )
   30: *       DOUBLE PRECISION   D( * ), Q( LDQ, * ), WORK( * )
   31: *       ..
   32: *  
   33: *
   34: *> \par Purpose:
   35: *  =============
   36: *>
   37: *> \verbatim
   38: *>
   39: *> DLAED1 computes the updated eigensystem of a diagonal
   40: *> matrix after modification by a rank-one symmetric matrix.  This
   41: *> routine is used only for the eigenproblem which requires all
   42: *> eigenvalues and eigenvectors of a tridiagonal matrix.  DLAED7 handles
   43: *> the case in which eigenvalues only or eigenvalues and eigenvectors
   44: *> of a full symmetric matrix (which was reduced to tridiagonal form)
   45: *> are desired.
   46: *>
   47: *>   T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
   48: *>
   49: *>    where Z = Q**T*u, u is a vector of length N with ones in the
   50: *>    CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
   51: *>
   52: *>    The eigenvectors of the original matrix are stored in Q, and the
   53: *>    eigenvalues are in D.  The algorithm consists of three stages:
   54: *>
   55: *>       The first stage consists of deflating the size of the problem
   56: *>       when there are multiple eigenvalues or if there is a zero in
   57: *>       the Z vector.  For each such occurence the dimension of the
   58: *>       secular equation problem is reduced by one.  This stage is
   59: *>       performed by the routine DLAED2.
   60: *>
   61: *>       The second stage consists of calculating the updated
   62: *>       eigenvalues. This is done by finding the roots of the secular
   63: *>       equation via the routine DLAED4 (as called by DLAED3).
   64: *>       This routine also calculates the eigenvectors of the current
   65: *>       problem.
   66: *>
   67: *>       The final stage consists of computing the updated eigenvectors
   68: *>       directly using the updated eigenvalues.  The eigenvectors for
   69: *>       the current problem are multiplied with the eigenvectors from
   70: *>       the overall problem.
   71: *> \endverbatim
   72: *
   73: *  Arguments:
   74: *  ==========
   75: *
   76: *> \param[in] N
   77: *> \verbatim
   78: *>          N is INTEGER
   79: *>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
   80: *> \endverbatim
   81: *>
   82: *> \param[in,out] D
   83: *> \verbatim
   84: *>          D is DOUBLE PRECISION array, dimension (N)
   85: *>         On entry, the eigenvalues of the rank-1-perturbed matrix.
   86: *>         On exit, the eigenvalues of the repaired matrix.
   87: *> \endverbatim
   88: *>
   89: *> \param[in,out] Q
   90: *> \verbatim
   91: *>          Q is DOUBLE PRECISION array, dimension (LDQ,N)
   92: *>         On entry, the eigenvectors of the rank-1-perturbed matrix.
   93: *>         On exit, the eigenvectors of the repaired tridiagonal matrix.
   94: *> \endverbatim
   95: *>
   96: *> \param[in] LDQ
   97: *> \verbatim
   98: *>          LDQ is INTEGER
   99: *>         The leading dimension of the array Q.  LDQ >= max(1,N).
  100: *> \endverbatim
  101: *>
  102: *> \param[in,out] INDXQ
  103: *> \verbatim
  104: *>          INDXQ is INTEGER array, dimension (N)
  105: *>         On entry, the permutation which separately sorts the two
  106: *>         subproblems in D into ascending order.
  107: *>         On exit, the permutation which will reintegrate the
  108: *>         subproblems back into sorted order,
  109: *>         i.e. D( INDXQ( I = 1, N ) ) will be in ascending order.
  110: *> \endverbatim
  111: *>
  112: *> \param[in] RHO
  113: *> \verbatim
  114: *>          RHO is DOUBLE PRECISION
  115: *>         The subdiagonal entry used to create the rank-1 modification.
  116: *> \endverbatim
  117: *>
  118: *> \param[in] CUTPNT
  119: *> \verbatim
  120: *>          CUTPNT is INTEGER
  121: *>         The location of the last eigenvalue in the leading sub-matrix.
  122: *>         min(1,N) <= CUTPNT <= N/2.
  123: *> \endverbatim
  124: *>
  125: *> \param[out] WORK
  126: *> \verbatim
  127: *>          WORK is DOUBLE PRECISION array, dimension (4*N + N**2)
  128: *> \endverbatim
  129: *>
  130: *> \param[out] IWORK
  131: *> \verbatim
  132: *>          IWORK is INTEGER array, dimension (4*N)
  133: *> \endverbatim
  134: *>
  135: *> \param[out] INFO
  136: *> \verbatim
  137: *>          INFO is INTEGER
  138: *>          = 0:  successful exit.
  139: *>          < 0:  if INFO = -i, the i-th argument had an illegal value.
  140: *>          > 0:  if INFO = 1, an eigenvalue did not converge
  141: *> \endverbatim
  142: *
  143: *  Authors:
  144: *  ========
  145: *
  146: *> \author Univ. of Tennessee 
  147: *> \author Univ. of California Berkeley 
  148: *> \author Univ. of Colorado Denver 
  149: *> \author NAG Ltd. 
  150: *
  151: *> \date September 2012
  152: *
  153: *> \ingroup auxOTHERcomputational
  154: *
  155: *> \par Contributors:
  156: *  ==================
  157: *>
  158: *> Jeff Rutter, Computer Science Division, University of California
  159: *> at Berkeley, USA \n
  160: *>  Modified by Francoise Tisseur, University of Tennessee
  161: *>
  162: *  =====================================================================
  163:       SUBROUTINE DLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK, IWORK,
  164:      $                   INFO )
  165: *
  166: *  -- LAPACK computational routine (version 3.4.2) --
  167: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  168: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  169: *     September 2012
  170: *
  171: *     .. Scalar Arguments ..
  172:       INTEGER            CUTPNT, INFO, LDQ, N
  173:       DOUBLE PRECISION   RHO
  174: *     ..
  175: *     .. Array Arguments ..
  176:       INTEGER            INDXQ( * ), IWORK( * )
  177:       DOUBLE PRECISION   D( * ), Q( LDQ, * ), WORK( * )
  178: *     ..
  179: *
  180: *  =====================================================================
  181: *
  182: *     .. Local Scalars ..
  183:       INTEGER            COLTYP, I, IDLMDA, INDX, INDXC, INDXP, IQ2, IS,
  184:      $                   IW, IZ, K, N1, N2, ZPP1
  185: *     ..
  186: *     .. External Subroutines ..
  187:       EXTERNAL           DCOPY, DLAED2, DLAED3, DLAMRG, XERBLA
  188: *     ..
  189: *     .. Intrinsic Functions ..
  190:       INTRINSIC          MAX, MIN
  191: *     ..
  192: *     .. Executable Statements ..
  193: *
  194: *     Test the input parameters.
  195: *
  196:       INFO = 0
  197: *
  198:       IF( N.LT.0 ) THEN
  199:          INFO = -1
  200:       ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
  201:          INFO = -4
  202:       ELSE IF( MIN( 1, N / 2 ).GT.CUTPNT .OR. ( N / 2 ).LT.CUTPNT ) THEN
  203:          INFO = -7
  204:       END IF
  205:       IF( INFO.NE.0 ) THEN
  206:          CALL XERBLA( 'DLAED1', -INFO )
  207:          RETURN
  208:       END IF
  209: *
  210: *     Quick return if possible
  211: *
  212:       IF( N.EQ.0 )
  213:      $   RETURN
  214: *
  215: *     The following values are integer pointers which indicate
  216: *     the portion of the workspace
  217: *     used by a particular array in DLAED2 and DLAED3.
  218: *
  219:       IZ = 1
  220:       IDLMDA = IZ + N
  221:       IW = IDLMDA + N
  222:       IQ2 = IW + N
  223: *
  224:       INDX = 1
  225:       INDXC = INDX + N
  226:       COLTYP = INDXC + N
  227:       INDXP = COLTYP + N
  228: *
  229: *
  230: *     Form the z-vector which consists of the last row of Q_1 and the
  231: *     first row of Q_2.
  232: *
  233:       CALL DCOPY( CUTPNT, Q( CUTPNT, 1 ), LDQ, WORK( IZ ), 1 )
  234:       ZPP1 = CUTPNT + 1
  235:       CALL DCOPY( N-CUTPNT, Q( ZPP1, ZPP1 ), LDQ, WORK( IZ+CUTPNT ), 1 )
  236: *
  237: *     Deflate eigenvalues.
  238: *
  239:       CALL DLAED2( K, N, CUTPNT, D, Q, LDQ, INDXQ, RHO, WORK( IZ ),
  240:      $             WORK( IDLMDA ), WORK( IW ), WORK( IQ2 ),
  241:      $             IWORK( INDX ), IWORK( INDXC ), IWORK( INDXP ),
  242:      $             IWORK( COLTYP ), INFO )
  243: *
  244:       IF( INFO.NE.0 )
  245:      $   GO TO 20
  246: *
  247: *     Solve Secular Equation.
  248: *
  249:       IF( K.NE.0 ) THEN
  250:          IS = ( IWORK( COLTYP )+IWORK( COLTYP+1 ) )*CUTPNT +
  251:      $        ( IWORK( COLTYP+1 )+IWORK( COLTYP+2 ) )*( N-CUTPNT ) + IQ2
  252:          CALL DLAED3( K, N, CUTPNT, D, Q, LDQ, RHO, WORK( IDLMDA ),
  253:      $                WORK( IQ2 ), IWORK( INDXC ), IWORK( COLTYP ),
  254:      $                WORK( IW ), WORK( IS ), INFO )
  255:          IF( INFO.NE.0 )
  256:      $      GO TO 20
  257: *
  258: *     Prepare the INDXQ sorting permutation.
  259: *
  260:          N1 = K
  261:          N2 = N - K
  262:          CALL DLAMRG( N1, N2, D, 1, -1, INDXQ )
  263:       ELSE
  264:          DO 10 I = 1, N
  265:             INDXQ( I ) = I
  266:    10    CONTINUE
  267:       END IF
  268: *
  269:    20 CONTINUE
  270:       RETURN
  271: *
  272: *     End of DLAED1
  273: *
  274:       END

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