Annotation of rpl/lapack/lapack/dlarrf.f, revision 1.6
1.1 bertrand 1: SUBROUTINE DLARRF( N, D, L, LD, CLSTRT, CLEND,
2: $ W, WGAP, WERR,
3: $ SPDIAM, CLGAPL, CLGAPR, PIVMIN, SIGMA,
4: $ DPLUS, LPLUS, WORK, INFO )
5: *
1.5 bertrand 6: * -- LAPACK auxiliary routine (version 3.2.2) --
1.1 bertrand 7: * -- LAPACK is a software package provided by Univ. of Tennessee, --
8: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.5 bertrand 9: * June 2010
1.1 bertrand 10: **
11: * .. Scalar Arguments ..
12: INTEGER CLSTRT, CLEND, INFO, N
13: DOUBLE PRECISION CLGAPL, CLGAPR, PIVMIN, SIGMA, SPDIAM
14: * ..
15: * .. Array Arguments ..
16: DOUBLE PRECISION D( * ), DPLUS( * ), L( * ), LD( * ),
17: $ LPLUS( * ), W( * ), WGAP( * ), WERR( * ), WORK( * )
18: * ..
19: *
20: * Purpose
21: * =======
22: *
23: * Given the initial representation L D L^T and its cluster of close
24: * eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ...
25: * W( CLEND ), DLARRF finds a new relatively robust representation
26: * L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the
27: * eigenvalues of L(+) D(+) L(+)^T is relatively isolated.
28: *
29: * Arguments
30: * =========
31: *
32: * N (input) INTEGER
33: * The order of the matrix (subblock, if the matrix splitted).
34: *
35: * D (input) DOUBLE PRECISION array, dimension (N)
36: * The N diagonal elements of the diagonal matrix D.
37: *
38: * L (input) DOUBLE PRECISION array, dimension (N-1)
39: * The (N-1) subdiagonal elements of the unit bidiagonal
40: * matrix L.
41: *
42: * LD (input) DOUBLE PRECISION array, dimension (N-1)
43: * The (N-1) elements L(i)*D(i).
44: *
45: * CLSTRT (input) INTEGER
46: * The index of the first eigenvalue in the cluster.
47: *
48: * CLEND (input) INTEGER
49: * The index of the last eigenvalue in the cluster.
50: *
1.5 bertrand 51: * W (input) DOUBLE PRECISION array, dimension
52: * dimension is >= (CLEND-CLSTRT+1)
1.1 bertrand 53: * The eigenvalue APPROXIMATIONS of L D L^T in ascending order.
54: * W( CLSTRT ) through W( CLEND ) form the cluster of relatively
55: * close eigenalues.
56: *
1.5 bertrand 57: * WGAP (input/output) DOUBLE PRECISION array, dimension
58: * dimension is >= (CLEND-CLSTRT+1)
1.1 bertrand 59: * The separation from the right neighbor eigenvalue in W.
60: *
1.5 bertrand 61: * WERR (input) DOUBLE PRECISION array, dimension
62: * dimension is >= (CLEND-CLSTRT+1)
1.1 bertrand 63: * WERR contain the semiwidth of the uncertainty
64: * interval of the corresponding eigenvalue APPROXIMATION in W
65: *
1.5 bertrand 66: * SPDIAM (input) DOUBLE PRECISION
67: * estimate of the spectral diameter obtained from the
1.1 bertrand 68: * Gerschgorin intervals
69: *
1.5 bertrand 70: * CLGAPL (input) DOUBLE PRECISION
71: *
72: * CLGAPR (input) DOUBLE PRECISION
73: * absolute gap on each end of the cluster.
1.1 bertrand 74: * Set by the calling routine to protect against shifts too close
75: * to eigenvalues outside the cluster.
76: *
77: * PIVMIN (input) DOUBLE PRECISION
78: * The minimum pivot allowed in the Sturm sequence.
79: *
80: * SIGMA (output) DOUBLE PRECISION
81: * The shift used to form L(+) D(+) L(+)^T.
82: *
83: * DPLUS (output) DOUBLE PRECISION array, dimension (N)
84: * The N diagonal elements of the diagonal matrix D(+).
85: *
86: * LPLUS (output) DOUBLE PRECISION array, dimension (N-1)
87: * The first (N-1) elements of LPLUS contain the subdiagonal
88: * elements of the unit bidiagonal matrix L(+).
89: *
90: * WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
91: * Workspace.
92: *
1.5 bertrand 93: * INFO (output) INTEGER
94: * Signals processing OK (=0) or failure (=1)
95: *
1.1 bertrand 96: * Further Details
97: * ===============
98: *
99: * Based on contributions by
100: * Beresford Parlett, University of California, Berkeley, USA
101: * Jim Demmel, University of California, Berkeley, USA
102: * Inderjit Dhillon, University of Texas, Austin, USA
103: * Osni Marques, LBNL/NERSC, USA
104: * Christof Voemel, University of California, Berkeley, USA
105: *
106: * =====================================================================
107: *
108: * .. Parameters ..
109: DOUBLE PRECISION FOUR, MAXGROWTH1, MAXGROWTH2, ONE, QUART, TWO,
110: $ ZERO
111: PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
112: $ FOUR = 4.0D0, QUART = 0.25D0,
113: $ MAXGROWTH1 = 8.D0,
114: $ MAXGROWTH2 = 8.D0 )
115: * ..
116: * .. Local Scalars ..
117: LOGICAL DORRR1, FORCER, NOFAIL, SAWNAN1, SAWNAN2, TRYRRR1
118: INTEGER I, INDX, KTRY, KTRYMAX, SLEFT, SRIGHT, SHIFT
119: PARAMETER ( KTRYMAX = 1, SLEFT = 1, SRIGHT = 2 )
120: DOUBLE PRECISION AVGAP, BESTSHIFT, CLWDTH, EPS, FACT, FAIL,
121: $ FAIL2, GROWTHBOUND, LDELTA, LDMAX, LSIGMA,
122: $ MAX1, MAX2, MINGAP, OLDP, PROD, RDELTA, RDMAX,
123: $ RRR1, RRR2, RSIGMA, S, SMLGROWTH, TMP, ZNM2
124: * ..
125: * .. External Functions ..
126: LOGICAL DISNAN
127: DOUBLE PRECISION DLAMCH
128: EXTERNAL DISNAN, DLAMCH
129: * ..
130: * .. External Subroutines ..
131: EXTERNAL DCOPY
132: * ..
133: * .. Intrinsic Functions ..
134: INTRINSIC ABS
135: * ..
136: * .. Executable Statements ..
137: *
138: INFO = 0
139: FACT = DBLE(2**KTRYMAX)
140: EPS = DLAMCH( 'Precision' )
141: SHIFT = 0
142: FORCER = .FALSE.
143:
144:
145: * Note that we cannot guarantee that for any of the shifts tried,
146: * the factorization has a small or even moderate element growth.
147: * There could be Ritz values at both ends of the cluster and despite
148: * backing off, there are examples where all factorizations tried
149: * (in IEEE mode, allowing zero pivots & infinities) have INFINITE
150: * element growth.
151: * For this reason, we should use PIVMIN in this subroutine so that at
152: * least the L D L^T factorization exists. It can be checked afterwards
153: * whether the element growth caused bad residuals/orthogonality.
154:
155: * Decide whether the code should accept the best among all
156: * representations despite large element growth or signal INFO=1
157: NOFAIL = .TRUE.
158: *
159:
160: * Compute the average gap length of the cluster
161: CLWDTH = ABS(W(CLEND)-W(CLSTRT)) + WERR(CLEND) + WERR(CLSTRT)
162: AVGAP = CLWDTH / DBLE(CLEND-CLSTRT)
163: MINGAP = MIN(CLGAPL, CLGAPR)
164: * Initial values for shifts to both ends of cluster
165: LSIGMA = MIN(W( CLSTRT ),W( CLEND )) - WERR( CLSTRT )
166: RSIGMA = MAX(W( CLSTRT ),W( CLEND )) + WERR( CLEND )
167:
168: * Use a small fudge to make sure that we really shift to the outside
169: LSIGMA = LSIGMA - ABS(LSIGMA)* FOUR * EPS
170: RSIGMA = RSIGMA + ABS(RSIGMA)* FOUR * EPS
171:
172: * Compute upper bounds for how much to back off the initial shifts
173: LDMAX = QUART * MINGAP + TWO * PIVMIN
174: RDMAX = QUART * MINGAP + TWO * PIVMIN
175:
176: LDELTA = MAX(AVGAP,WGAP( CLSTRT ))/FACT
177: RDELTA = MAX(AVGAP,WGAP( CLEND-1 ))/FACT
178: *
179: * Initialize the record of the best representation found
180: *
181: S = DLAMCH( 'S' )
182: SMLGROWTH = ONE / S
183: FAIL = DBLE(N-1)*MINGAP/(SPDIAM*EPS)
184: FAIL2 = DBLE(N-1)*MINGAP/(SPDIAM*SQRT(EPS))
185: BESTSHIFT = LSIGMA
186: *
187: * while (KTRY <= KTRYMAX)
188: KTRY = 0
189: GROWTHBOUND = MAXGROWTH1*SPDIAM
190:
191: 5 CONTINUE
192: SAWNAN1 = .FALSE.
193: SAWNAN2 = .FALSE.
194: * Ensure that we do not back off too much of the initial shifts
195: LDELTA = MIN(LDMAX,LDELTA)
196: RDELTA = MIN(RDMAX,RDELTA)
197:
198: * Compute the element growth when shifting to both ends of the cluster
199: * accept the shift if there is no element growth at one of the two ends
200:
201: * Left end
202: S = -LSIGMA
203: DPLUS( 1 ) = D( 1 ) + S
204: IF(ABS(DPLUS(1)).LT.PIVMIN) THEN
205: DPLUS(1) = -PIVMIN
206: * Need to set SAWNAN1 because refined RRR test should not be used
207: * in this case
208: SAWNAN1 = .TRUE.
209: ENDIF
210: MAX1 = ABS( DPLUS( 1 ) )
211: DO 6 I = 1, N - 1
212: LPLUS( I ) = LD( I ) / DPLUS( I )
213: S = S*LPLUS( I )*L( I ) - LSIGMA
214: DPLUS( I+1 ) = D( I+1 ) + S
215: IF(ABS(DPLUS(I+1)).LT.PIVMIN) THEN
216: DPLUS(I+1) = -PIVMIN
217: * Need to set SAWNAN1 because refined RRR test should not be used
218: * in this case
219: SAWNAN1 = .TRUE.
220: ENDIF
221: MAX1 = MAX( MAX1,ABS(DPLUS(I+1)) )
222: 6 CONTINUE
223: SAWNAN1 = SAWNAN1 .OR. DISNAN( MAX1 )
224:
225: IF( FORCER .OR.
226: $ (MAX1.LE.GROWTHBOUND .AND. .NOT.SAWNAN1 ) ) THEN
227: SIGMA = LSIGMA
228: SHIFT = SLEFT
229: GOTO 100
230: ENDIF
231:
232: * Right end
233: S = -RSIGMA
234: WORK( 1 ) = D( 1 ) + S
235: IF(ABS(WORK(1)).LT.PIVMIN) THEN
236: WORK(1) = -PIVMIN
237: * Need to set SAWNAN2 because refined RRR test should not be used
238: * in this case
239: SAWNAN2 = .TRUE.
240: ENDIF
241: MAX2 = ABS( WORK( 1 ) )
242: DO 7 I = 1, N - 1
243: WORK( N+I ) = LD( I ) / WORK( I )
244: S = S*WORK( N+I )*L( I ) - RSIGMA
245: WORK( I+1 ) = D( I+1 ) + S
246: IF(ABS(WORK(I+1)).LT.PIVMIN) THEN
247: WORK(I+1) = -PIVMIN
248: * Need to set SAWNAN2 because refined RRR test should not be used
249: * in this case
250: SAWNAN2 = .TRUE.
251: ENDIF
252: MAX2 = MAX( MAX2,ABS(WORK(I+1)) )
253: 7 CONTINUE
254: SAWNAN2 = SAWNAN2 .OR. DISNAN( MAX2 )
255:
256: IF( FORCER .OR.
257: $ (MAX2.LE.GROWTHBOUND .AND. .NOT.SAWNAN2 ) ) THEN
258: SIGMA = RSIGMA
259: SHIFT = SRIGHT
260: GOTO 100
261: ENDIF
262: * If we are at this point, both shifts led to too much element growth
263:
264: * Record the better of the two shifts (provided it didn't lead to NaN)
265: IF(SAWNAN1.AND.SAWNAN2) THEN
266: * both MAX1 and MAX2 are NaN
267: GOTO 50
268: ELSE
269: IF( .NOT.SAWNAN1 ) THEN
270: INDX = 1
271: IF(MAX1.LE.SMLGROWTH) THEN
272: SMLGROWTH = MAX1
273: BESTSHIFT = LSIGMA
274: ENDIF
275: ENDIF
276: IF( .NOT.SAWNAN2 ) THEN
277: IF(SAWNAN1 .OR. MAX2.LE.MAX1) INDX = 2
278: IF(MAX2.LE.SMLGROWTH) THEN
279: SMLGROWTH = MAX2
280: BESTSHIFT = RSIGMA
281: ENDIF
282: ENDIF
283: ENDIF
284:
285: * If we are here, both the left and the right shift led to
286: * element growth. If the element growth is moderate, then
287: * we may still accept the representation, if it passes a
288: * refined test for RRR. This test supposes that no NaN occurred.
289: * Moreover, we use the refined RRR test only for isolated clusters.
290: IF((CLWDTH.LT.MINGAP/DBLE(128)) .AND.
291: $ (MIN(MAX1,MAX2).LT.FAIL2)
292: $ .AND.(.NOT.SAWNAN1).AND.(.NOT.SAWNAN2)) THEN
293: DORRR1 = .TRUE.
294: ELSE
295: DORRR1 = .FALSE.
296: ENDIF
297: TRYRRR1 = .TRUE.
298: IF( TRYRRR1 .AND. DORRR1 ) THEN
299: IF(INDX.EQ.1) THEN
300: TMP = ABS( DPLUS( N ) )
301: ZNM2 = ONE
302: PROD = ONE
303: OLDP = ONE
304: DO 15 I = N-1, 1, -1
305: IF( PROD .LE. EPS ) THEN
306: PROD =
307: $ ((DPLUS(I+1)*WORK(N+I+1))/(DPLUS(I)*WORK(N+I)))*OLDP
308: ELSE
309: PROD = PROD*ABS(WORK(N+I))
310: END IF
311: OLDP = PROD
312: ZNM2 = ZNM2 + PROD**2
313: TMP = MAX( TMP, ABS( DPLUS( I ) * PROD ))
314: 15 CONTINUE
315: RRR1 = TMP/( SPDIAM * SQRT( ZNM2 ) )
316: IF (RRR1.LE.MAXGROWTH2) THEN
317: SIGMA = LSIGMA
318: SHIFT = SLEFT
319: GOTO 100
320: ENDIF
321: ELSE IF(INDX.EQ.2) THEN
322: TMP = ABS( WORK( N ) )
323: ZNM2 = ONE
324: PROD = ONE
325: OLDP = ONE
326: DO 16 I = N-1, 1, -1
327: IF( PROD .LE. EPS ) THEN
328: PROD = ((WORK(I+1)*LPLUS(I+1))/(WORK(I)*LPLUS(I)))*OLDP
329: ELSE
330: PROD = PROD*ABS(LPLUS(I))
331: END IF
332: OLDP = PROD
333: ZNM2 = ZNM2 + PROD**2
334: TMP = MAX( TMP, ABS( WORK( I ) * PROD ))
335: 16 CONTINUE
336: RRR2 = TMP/( SPDIAM * SQRT( ZNM2 ) )
337: IF (RRR2.LE.MAXGROWTH2) THEN
338: SIGMA = RSIGMA
339: SHIFT = SRIGHT
340: GOTO 100
341: ENDIF
342: END IF
343: ENDIF
344:
345: 50 CONTINUE
346:
347: IF (KTRY.LT.KTRYMAX) THEN
348: * If we are here, both shifts failed also the RRR test.
349: * Back off to the outside
350: LSIGMA = MAX( LSIGMA - LDELTA,
351: $ LSIGMA - LDMAX)
352: RSIGMA = MIN( RSIGMA + RDELTA,
353: $ RSIGMA + RDMAX )
354: LDELTA = TWO * LDELTA
355: RDELTA = TWO * RDELTA
356: KTRY = KTRY + 1
357: GOTO 5
358: ELSE
359: * None of the representations investigated satisfied our
360: * criteria. Take the best one we found.
361: IF((SMLGROWTH.LT.FAIL).OR.NOFAIL) THEN
362: LSIGMA = BESTSHIFT
363: RSIGMA = BESTSHIFT
364: FORCER = .TRUE.
365: GOTO 5
366: ELSE
367: INFO = 1
368: RETURN
369: ENDIF
370: END IF
371:
372: 100 CONTINUE
373: IF (SHIFT.EQ.SLEFT) THEN
374: ELSEIF (SHIFT.EQ.SRIGHT) THEN
375: * store new L and D back into DPLUS, LPLUS
376: CALL DCOPY( N, WORK, 1, DPLUS, 1 )
377: CALL DCOPY( N-1, WORK(N+1), 1, LPLUS, 1 )
378: ENDIF
379:
380: RETURN
381: *
382: * End of DLARRF
383: *
384: END
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