Annotation of rpl/lapack/lapack/dlaed7.f, revision 1.9
1.9 ! bertrand 1: *> \brief \b DLAED7
! 2: *
! 3: * =========== DOCUMENTATION ===========
! 4: *
! 5: * Online html documentation available at
! 6: * http://www.netlib.org/lapack/explore-html/
! 7: *
! 8: *> \htmlonly
! 9: *> Download DLAED7 + dependencies
! 10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaed7.f">
! 11: *> [TGZ]</a>
! 12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed7.f">
! 13: *> [ZIP]</a>
! 14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed7.f">
! 15: *> [TXT]</a>
! 16: *> \endhtmlonly
! 17: *
! 18: * Definition:
! 19: * ===========
! 20: *
! 21: * SUBROUTINE DLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
! 22: * LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR,
! 23: * PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK,
! 24: * INFO )
! 25: *
! 26: * .. Scalar Arguments ..
! 27: * INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
! 28: * $ QSIZ, TLVLS
! 29: * DOUBLE PRECISION RHO
! 30: * ..
! 31: * .. Array Arguments ..
! 32: * INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
! 33: * $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
! 34: * DOUBLE PRECISION D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
! 35: * $ QSTORE( * ), WORK( * )
! 36: * ..
! 37: *
! 38: *
! 39: *> \par Purpose:
! 40: * =============
! 41: *>
! 42: *> \verbatim
! 43: *>
! 44: *> DLAED7 computes the updated eigensystem of a diagonal
! 45: *> matrix after modification by a rank-one symmetric matrix. This
! 46: *> routine is used only for the eigenproblem which requires all
! 47: *> eigenvalues and optionally eigenvectors of a dense symmetric matrix
! 48: *> that has been reduced to tridiagonal form. DLAED1 handles
! 49: *> the case in which all eigenvalues and eigenvectors of a symmetric
! 50: *> tridiagonal matrix are desired.
! 51: *>
! 52: *> T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
! 53: *>
! 54: *> where Z = Q**Tu, u is a vector of length N with ones in the
! 55: *> CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
! 56: *>
! 57: *> The eigenvectors of the original matrix are stored in Q, and the
! 58: *> eigenvalues are in D. The algorithm consists of three stages:
! 59: *>
! 60: *> The first stage consists of deflating the size of the problem
! 61: *> when there are multiple eigenvalues or if there is a zero in
! 62: *> the Z vector. For each such occurence the dimension of the
! 63: *> secular equation problem is reduced by one. This stage is
! 64: *> performed by the routine DLAED8.
! 65: *>
! 66: *> The second stage consists of calculating the updated
! 67: *> eigenvalues. This is done by finding the roots of the secular
! 68: *> equation via the routine DLAED4 (as called by DLAED9).
! 69: *> This routine also calculates the eigenvectors of the current
! 70: *> problem.
! 71: *>
! 72: *> The final stage consists of computing the updated eigenvectors
! 73: *> directly using the updated eigenvalues. The eigenvectors for
! 74: *> the current problem are multiplied with the eigenvectors from
! 75: *> the overall problem.
! 76: *> \endverbatim
! 77: *
! 78: * Arguments:
! 79: * ==========
! 80: *
! 81: *> \param[in] ICOMPQ
! 82: *> \verbatim
! 83: *> ICOMPQ is INTEGER
! 84: *> = 0: Compute eigenvalues only.
! 85: *> = 1: Compute eigenvectors of original dense symmetric matrix
! 86: *> also. On entry, Q contains the orthogonal matrix used
! 87: *> to reduce the original matrix to tridiagonal form.
! 88: *> \endverbatim
! 89: *>
! 90: *> \param[in] N
! 91: *> \verbatim
! 92: *> N is INTEGER
! 93: *> The dimension of the symmetric tridiagonal matrix. N >= 0.
! 94: *> \endverbatim
! 95: *>
! 96: *> \param[in] QSIZ
! 97: *> \verbatim
! 98: *> QSIZ is INTEGER
! 99: *> The dimension of the orthogonal matrix used to reduce
! 100: *> the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1.
! 101: *> \endverbatim
! 102: *>
! 103: *> \param[in] TLVLS
! 104: *> \verbatim
! 105: *> TLVLS is INTEGER
! 106: *> The total number of merging levels in the overall divide and
! 107: *> conquer tree.
! 108: *> \endverbatim
! 109: *>
! 110: *> \param[in] CURLVL
! 111: *> \verbatim
! 112: *> CURLVL is INTEGER
! 113: *> The current level in the overall merge routine,
! 114: *> 0 <= CURLVL <= TLVLS.
! 115: *> \endverbatim
! 116: *>
! 117: *> \param[in] CURPBM
! 118: *> \verbatim
! 119: *> CURPBM is INTEGER
! 120: *> The current problem in the current level in the overall
! 121: *> merge routine (counting from upper left to lower right).
! 122: *> \endverbatim
! 123: *>
! 124: *> \param[in,out] D
! 125: *> \verbatim
! 126: *> D is DOUBLE PRECISION array, dimension (N)
! 127: *> On entry, the eigenvalues of the rank-1-perturbed matrix.
! 128: *> On exit, the eigenvalues of the repaired matrix.
! 129: *> \endverbatim
! 130: *>
! 131: *> \param[in,out] Q
! 132: *> \verbatim
! 133: *> Q is DOUBLE PRECISION array, dimension (LDQ, N)
! 134: *> On entry, the eigenvectors of the rank-1-perturbed matrix.
! 135: *> On exit, the eigenvectors of the repaired tridiagonal matrix.
! 136: *> \endverbatim
! 137: *>
! 138: *> \param[in] LDQ
! 139: *> \verbatim
! 140: *> LDQ is INTEGER
! 141: *> The leading dimension of the array Q. LDQ >= max(1,N).
! 142: *> \endverbatim
! 143: *>
! 144: *> \param[out] INDXQ
! 145: *> \verbatim
! 146: *> INDXQ is INTEGER array, dimension (N)
! 147: *> The permutation which will reintegrate the subproblem just
! 148: *> solved back into sorted order, i.e., D( INDXQ( I = 1, N ) )
! 149: *> will be in ascending order.
! 150: *> \endverbatim
! 151: *>
! 152: *> \param[in] RHO
! 153: *> \verbatim
! 154: *> RHO is DOUBLE PRECISION
! 155: *> The subdiagonal element used to create the rank-1
! 156: *> modification.
! 157: *> \endverbatim
! 158: *>
! 159: *> \param[in] CUTPNT
! 160: *> \verbatim
! 161: *> CUTPNT is INTEGER
! 162: *> Contains the location of the last eigenvalue in the leading
! 163: *> sub-matrix. min(1,N) <= CUTPNT <= N.
! 164: *> \endverbatim
! 165: *>
! 166: *> \param[in,out] QSTORE
! 167: *> \verbatim
! 168: *> QSTORE is DOUBLE PRECISION array, dimension (N**2+1)
! 169: *> Stores eigenvectors of submatrices encountered during
! 170: *> divide and conquer, packed together. QPTR points to
! 171: *> beginning of the submatrices.
! 172: *> \endverbatim
! 173: *>
! 174: *> \param[in,out] QPTR
! 175: *> \verbatim
! 176: *> QPTR is INTEGER array, dimension (N+2)
! 177: *> List of indices pointing to beginning of submatrices stored
! 178: *> in QSTORE. The submatrices are numbered starting at the
! 179: *> bottom left of the divide and conquer tree, from left to
! 180: *> right and bottom to top.
! 181: *> \endverbatim
! 182: *>
! 183: *> \param[in] PRMPTR
! 184: *> \verbatim
! 185: *> PRMPTR is INTEGER array, dimension (N lg N)
! 186: *> Contains a list of pointers which indicate where in PERM a
! 187: *> level's permutation is stored. PRMPTR(i+1) - PRMPTR(i)
! 188: *> indicates the size of the permutation and also the size of
! 189: *> the full, non-deflated problem.
! 190: *> \endverbatim
! 191: *>
! 192: *> \param[in] PERM
! 193: *> \verbatim
! 194: *> PERM is INTEGER array, dimension (N lg N)
! 195: *> Contains the permutations (from deflation and sorting) to be
! 196: *> applied to each eigenblock.
! 197: *> \endverbatim
! 198: *>
! 199: *> \param[in] GIVPTR
! 200: *> \verbatim
! 201: *> GIVPTR is INTEGER array, dimension (N lg N)
! 202: *> Contains a list of pointers which indicate where in GIVCOL a
! 203: *> level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i)
! 204: *> indicates the number of Givens rotations.
! 205: *> \endverbatim
! 206: *>
! 207: *> \param[in] GIVCOL
! 208: *> \verbatim
! 209: *> GIVCOL is INTEGER array, dimension (2, N lg N)
! 210: *> Each pair of numbers indicates a pair of columns to take place
! 211: *> in a Givens rotation.
! 212: *> \endverbatim
! 213: *>
! 214: *> \param[in] GIVNUM
! 215: *> \verbatim
! 216: *> GIVNUM is DOUBLE PRECISION array, dimension (2, N lg N)
! 217: *> Each number indicates the S value to be used in the
! 218: *> corresponding Givens rotation.
! 219: *> \endverbatim
! 220: *>
! 221: *> \param[out] WORK
! 222: *> \verbatim
! 223: *> WORK is DOUBLE PRECISION array, dimension (3*N+2*QSIZ*N)
! 224: *> \endverbatim
! 225: *>
! 226: *> \param[out] IWORK
! 227: *> \verbatim
! 228: *> IWORK is INTEGER array, dimension (4*N)
! 229: *> \endverbatim
! 230: *>
! 231: *> \param[out] INFO
! 232: *> \verbatim
! 233: *> INFO is INTEGER
! 234: *> = 0: successful exit.
! 235: *> < 0: if INFO = -i, the i-th argument had an illegal value.
! 236: *> > 0: if INFO = 1, an eigenvalue did not converge
! 237: *> \endverbatim
! 238: *
! 239: * Authors:
! 240: * ========
! 241: *
! 242: *> \author Univ. of Tennessee
! 243: *> \author Univ. of California Berkeley
! 244: *> \author Univ. of Colorado Denver
! 245: *> \author NAG Ltd.
! 246: *
! 247: *> \date November 2011
! 248: *
! 249: *> \ingroup auxOTHERcomputational
! 250: *
! 251: *> \par Contributors:
! 252: * ==================
! 253: *>
! 254: *> Jeff Rutter, Computer Science Division, University of California
! 255: *> at Berkeley, USA
! 256: *
! 257: * =====================================================================
1.1 bertrand 258: SUBROUTINE DLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
259: $ LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR,
260: $ PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK,
261: $ INFO )
262: *
1.9 ! bertrand 263: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 264: * -- LAPACK is a software package provided by Univ. of Tennessee, --
265: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9 ! bertrand 266: * November 2011
1.1 bertrand 267: *
268: * .. Scalar Arguments ..
269: INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
270: $ QSIZ, TLVLS
271: DOUBLE PRECISION RHO
272: * ..
273: * .. Array Arguments ..
274: INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
275: $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
276: DOUBLE PRECISION D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
277: $ QSTORE( * ), WORK( * )
278: * ..
279: *
280: * =====================================================================
281: *
282: * .. Parameters ..
283: DOUBLE PRECISION ONE, ZERO
284: PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0 )
285: * ..
286: * .. Local Scalars ..
287: INTEGER COLTYP, CURR, I, IDLMDA, INDX, INDXC, INDXP,
288: $ IQ2, IS, IW, IZ, K, LDQ2, N1, N2, PTR
289: * ..
290: * .. External Subroutines ..
291: EXTERNAL DGEMM, DLAED8, DLAED9, DLAEDA, DLAMRG, XERBLA
292: * ..
293: * .. Intrinsic Functions ..
294: INTRINSIC MAX, MIN
295: * ..
296: * .. Executable Statements ..
297: *
298: * Test the input parameters.
299: *
300: INFO = 0
301: *
302: IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.1 ) THEN
303: INFO = -1
304: ELSE IF( N.LT.0 ) THEN
305: INFO = -2
306: ELSE IF( ICOMPQ.EQ.1 .AND. QSIZ.LT.N ) THEN
307: INFO = -4
308: ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
309: INFO = -9
310: ELSE IF( MIN( 1, N ).GT.CUTPNT .OR. N.LT.CUTPNT ) THEN
311: INFO = -12
312: END IF
313: IF( INFO.NE.0 ) THEN
314: CALL XERBLA( 'DLAED7', -INFO )
315: RETURN
316: END IF
317: *
318: * Quick return if possible
319: *
320: IF( N.EQ.0 )
321: $ RETURN
322: *
323: * The following values are for bookkeeping purposes only. They are
324: * integer pointers which indicate the portion of the workspace
325: * used by a particular array in DLAED8 and DLAED9.
326: *
327: IF( ICOMPQ.EQ.1 ) THEN
328: LDQ2 = QSIZ
329: ELSE
330: LDQ2 = N
331: END IF
332: *
333: IZ = 1
334: IDLMDA = IZ + N
335: IW = IDLMDA + N
336: IQ2 = IW + N
337: IS = IQ2 + N*LDQ2
338: *
339: INDX = 1
340: INDXC = INDX + N
341: COLTYP = INDXC + N
342: INDXP = COLTYP + N
343: *
344: * Form the z-vector which consists of the last row of Q_1 and the
345: * first row of Q_2.
346: *
347: PTR = 1 + 2**TLVLS
348: DO 10 I = 1, CURLVL - 1
349: PTR = PTR + 2**( TLVLS-I )
350: 10 CONTINUE
351: CURR = PTR + CURPBM
352: CALL DLAEDA( N, TLVLS, CURLVL, CURPBM, PRMPTR, PERM, GIVPTR,
353: $ GIVCOL, GIVNUM, QSTORE, QPTR, WORK( IZ ),
354: $ WORK( IZ+N ), INFO )
355: *
356: * When solving the final problem, we no longer need the stored data,
357: * so we will overwrite the data from this level onto the previously
358: * used storage space.
359: *
360: IF( CURLVL.EQ.TLVLS ) THEN
361: QPTR( CURR ) = 1
362: PRMPTR( CURR ) = 1
363: GIVPTR( CURR ) = 1
364: END IF
365: *
366: * Sort and Deflate eigenvalues.
367: *
368: CALL DLAED8( ICOMPQ, K, N, QSIZ, D, Q, LDQ, INDXQ, RHO, CUTPNT,
369: $ WORK( IZ ), WORK( IDLMDA ), WORK( IQ2 ), LDQ2,
370: $ WORK( IW ), PERM( PRMPTR( CURR ) ), GIVPTR( CURR+1 ),
371: $ GIVCOL( 1, GIVPTR( CURR ) ),
372: $ GIVNUM( 1, GIVPTR( CURR ) ), IWORK( INDXP ),
373: $ IWORK( INDX ), INFO )
374: PRMPTR( CURR+1 ) = PRMPTR( CURR ) + N
375: GIVPTR( CURR+1 ) = GIVPTR( CURR+1 ) + GIVPTR( CURR )
376: *
377: * Solve Secular Equation.
378: *
379: IF( K.NE.0 ) THEN
380: CALL DLAED9( K, 1, K, N, D, WORK( IS ), K, RHO, WORK( IDLMDA ),
381: $ WORK( IW ), QSTORE( QPTR( CURR ) ), K, INFO )
382: IF( INFO.NE.0 )
383: $ GO TO 30
384: IF( ICOMPQ.EQ.1 ) THEN
385: CALL DGEMM( 'N', 'N', QSIZ, K, K, ONE, WORK( IQ2 ), LDQ2,
386: $ QSTORE( QPTR( CURR ) ), K, ZERO, Q, LDQ )
387: END IF
388: QPTR( CURR+1 ) = QPTR( CURR ) + K**2
389: *
390: * Prepare the INDXQ sorting permutation.
391: *
392: N1 = K
393: N2 = N - K
394: CALL DLAMRG( N1, N2, D, 1, -1, INDXQ )
395: ELSE
396: QPTR( CURR+1 ) = QPTR( CURR )
397: DO 20 I = 1, N
398: INDXQ( I ) = I
399: 20 CONTINUE
400: END IF
401: *
402: 30 CONTINUE
403: RETURN
404: *
405: * End of DLAED7
406: *
407: END
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