File:  [local] / rpl / lapack / lapack / dstebz.f
Revision 1.19: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:39:07 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b DSTEBZ
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DSTEBZ + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstebz.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstebz.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstebz.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E,
   22: *                          M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK,
   23: *                          INFO )
   24: *
   25: *       .. Scalar Arguments ..
   26: *       CHARACTER          ORDER, RANGE
   27: *       INTEGER            IL, INFO, IU, M, N, NSPLIT
   28: *       DOUBLE PRECISION   ABSTOL, VL, VU
   29: *       ..
   30: *       .. Array Arguments ..
   31: *       INTEGER            IBLOCK( * ), ISPLIT( * ), IWORK( * )
   32: *       DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * )
   33: *       ..
   34: *
   35: *
   36: *> \par Purpose:
   37: *  =============
   38: *>
   39: *> \verbatim
   40: *>
   41: *> DSTEBZ computes the eigenvalues of a symmetric tridiagonal
   42: *> matrix T.  The user may ask for all eigenvalues, all eigenvalues
   43: *> in the half-open interval (VL, VU], or the IL-th through IU-th
   44: *> eigenvalues.
   45: *>
   46: *> To avoid overflow, the matrix must be scaled so that its
   47: *> largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest
   48: *> accuracy, it should not be much smaller than that.
   49: *>
   50: *> See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal
   51: *> Matrix", Report CS41, Computer Science Dept., Stanford
   52: *> University, July 21, 1966.
   53: *> \endverbatim
   54: *
   55: *  Arguments:
   56: *  ==========
   57: *
   58: *> \param[in] RANGE
   59: *> \verbatim
   60: *>          RANGE is CHARACTER*1
   61: *>          = 'A': ("All")   all eigenvalues will be found.
   62: *>          = 'V': ("Value") all eigenvalues in the half-open interval
   63: *>                           (VL, VU] will be found.
   64: *>          = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
   65: *>                           entire matrix) will be found.
   66: *> \endverbatim
   67: *>
   68: *> \param[in] ORDER
   69: *> \verbatim
   70: *>          ORDER is CHARACTER*1
   71: *>          = 'B': ("By Block") the eigenvalues will be grouped by
   72: *>                              split-off block (see IBLOCK, ISPLIT) and
   73: *>                              ordered from smallest to largest within
   74: *>                              the block.
   75: *>          = 'E': ("Entire matrix")
   76: *>                              the eigenvalues for the entire matrix
   77: *>                              will be ordered from smallest to
   78: *>                              largest.
   79: *> \endverbatim
   80: *>
   81: *> \param[in] N
   82: *> \verbatim
   83: *>          N is INTEGER
   84: *>          The order of the tridiagonal matrix T.  N >= 0.
   85: *> \endverbatim
   86: *>
   87: *> \param[in] VL
   88: *> \verbatim
   89: *>          VL is DOUBLE PRECISION
   90: *>
   91: *>          If RANGE='V', the lower bound of the interval to
   92: *>          be searched for eigenvalues.  Eigenvalues less than or equal
   93: *>          to VL, or greater than VU, will not be returned.  VL < VU.
   94: *>          Not referenced if RANGE = 'A' or 'I'.
   95: *> \endverbatim
   96: *>
   97: *> \param[in] VU
   98: *> \verbatim
   99: *>          VU is DOUBLE PRECISION
  100: *>
  101: *>          If RANGE='V', the upper bound of the interval to
  102: *>          be searched for eigenvalues.  Eigenvalues less than or equal
  103: *>          to VL, or greater than VU, will not be returned.  VL < VU.
  104: *>          Not referenced if RANGE = 'A' or 'I'.
  105: *> \endverbatim
  106: *>
  107: *> \param[in] IL
  108: *> \verbatim
  109: *>          IL is INTEGER
  110: *>
  111: *>          If RANGE='I', the index of the
  112: *>          smallest eigenvalue to be returned.
  113: *>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  114: *>          Not referenced if RANGE = 'A' or 'V'.
  115: *> \endverbatim
  116: *>
  117: *> \param[in] IU
  118: *> \verbatim
  119: *>          IU is INTEGER
  120: *>
  121: *>          If RANGE='I', the index of the
  122: *>          largest eigenvalue to be returned.
  123: *>          1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0.
  124: *>          Not referenced if RANGE = 'A' or 'V'.
  125: *> \endverbatim
  126: *>
  127: *> \param[in] ABSTOL
  128: *> \verbatim
  129: *>          ABSTOL is DOUBLE PRECISION
  130: *>          The absolute tolerance for the eigenvalues.  An eigenvalue
  131: *>          (or cluster) is considered to be located if it has been
  132: *>          determined to lie in an interval whose width is ABSTOL or
  133: *>          less.  If ABSTOL is less than or equal to zero, then ULP*|T|
  134: *>          will be used, where |T| means the 1-norm of T.
  135: *>
  136: *>          Eigenvalues will be computed most accurately when ABSTOL is
  137: *>          set to twice the underflow threshold 2*DLAMCH('S'), not zero.
  138: *> \endverbatim
  139: *>
  140: *> \param[in] D
  141: *> \verbatim
  142: *>          D is DOUBLE PRECISION array, dimension (N)
  143: *>          The n diagonal elements of the tridiagonal matrix T.
  144: *> \endverbatim
  145: *>
  146: *> \param[in] E
  147: *> \verbatim
  148: *>          E is DOUBLE PRECISION array, dimension (N-1)
  149: *>          The (n-1) off-diagonal elements of the tridiagonal matrix T.
  150: *> \endverbatim
  151: *>
  152: *> \param[out] M
  153: *> \verbatim
  154: *>          M is INTEGER
  155: *>          The actual number of eigenvalues found. 0 <= M <= N.
  156: *>          (See also the description of INFO=2,3.)
  157: *> \endverbatim
  158: *>
  159: *> \param[out] NSPLIT
  160: *> \verbatim
  161: *>          NSPLIT is INTEGER
  162: *>          The number of diagonal blocks in the matrix T.
  163: *>          1 <= NSPLIT <= N.
  164: *> \endverbatim
  165: *>
  166: *> \param[out] W
  167: *> \verbatim
  168: *>          W is DOUBLE PRECISION array, dimension (N)
  169: *>          On exit, the first M elements of W will contain the
  170: *>          eigenvalues.  (DSTEBZ may use the remaining N-M elements as
  171: *>          workspace.)
  172: *> \endverbatim
  173: *>
  174: *> \param[out] IBLOCK
  175: *> \verbatim
  176: *>          IBLOCK is INTEGER array, dimension (N)
  177: *>          At each row/column j where E(j) is zero or small, the
  178: *>          matrix T is considered to split into a block diagonal
  179: *>          matrix.  On exit, if INFO = 0, IBLOCK(i) specifies to which
  180: *>          block (from 1 to the number of blocks) the eigenvalue W(i)
  181: *>          belongs.  (DSTEBZ may use the remaining N-M elements as
  182: *>          workspace.)
  183: *> \endverbatim
  184: *>
  185: *> \param[out] ISPLIT
  186: *> \verbatim
  187: *>          ISPLIT is INTEGER array, dimension (N)
  188: *>          The splitting points, at which T breaks up into submatrices.
  189: *>          The first submatrix consists of rows/columns 1 to ISPLIT(1),
  190: *>          the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
  191: *>          etc., and the NSPLIT-th consists of rows/columns
  192: *>          ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
  193: *>          (Only the first NSPLIT elements will actually be used, but
  194: *>          since the user cannot know a priori what value NSPLIT will
  195: *>          have, N words must be reserved for ISPLIT.)
  196: *> \endverbatim
  197: *>
  198: *> \param[out] WORK
  199: *> \verbatim
  200: *>          WORK is DOUBLE PRECISION array, dimension (4*N)
  201: *> \endverbatim
  202: *>
  203: *> \param[out] IWORK
  204: *> \verbatim
  205: *>          IWORK is INTEGER array, dimension (3*N)
  206: *> \endverbatim
  207: *>
  208: *> \param[out] INFO
  209: *> \verbatim
  210: *>          INFO is INTEGER
  211: *>          = 0:  successful exit
  212: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  213: *>          > 0:  some or all of the eigenvalues failed to converge or
  214: *>                were not computed:
  215: *>                =1 or 3: Bisection failed to converge for some
  216: *>                        eigenvalues; these eigenvalues are flagged by a
  217: *>                        negative block number.  The effect is that the
  218: *>                        eigenvalues may not be as accurate as the
  219: *>                        absolute and relative tolerances.  This is
  220: *>                        generally caused by unexpectedly inaccurate
  221: *>                        arithmetic.
  222: *>                =2 or 3: RANGE='I' only: Not all of the eigenvalues
  223: *>                        IL:IU were found.
  224: *>                        Effect: M < IU+1-IL
  225: *>                        Cause:  non-monotonic arithmetic, causing the
  226: *>                                Sturm sequence to be non-monotonic.
  227: *>                        Cure:   recalculate, using RANGE='A', and pick
  228: *>                                out eigenvalues IL:IU.  In some cases,
  229: *>                                increasing the PARAMETER "FUDGE" may
  230: *>                                make things work.
  231: *>                = 4:    RANGE='I', and the Gershgorin interval
  232: *>                        initially used was too small.  No eigenvalues
  233: *>                        were computed.
  234: *>                        Probable cause: your machine has sloppy
  235: *>                                        floating-point arithmetic.
  236: *>                        Cure: Increase the PARAMETER "FUDGE",
  237: *>                              recompile, and try again.
  238: *> \endverbatim
  239: *
  240: *> \par Internal Parameters:
  241: *  =========================
  242: *>
  243: *> \verbatim
  244: *>  RELFAC  DOUBLE PRECISION, default = 2.0e0
  245: *>          The relative tolerance.  An interval (a,b] lies within
  246: *>          "relative tolerance" if  b-a < RELFAC*ulp*max(|a|,|b|),
  247: *>          where "ulp" is the machine precision (distance from 1 to
  248: *>          the next larger floating point number.)
  249: *>
  250: *>  FUDGE   DOUBLE PRECISION, default = 2
  251: *>          A "fudge factor" to widen the Gershgorin intervals.  Ideally,
  252: *>          a value of 1 should work, but on machines with sloppy
  253: *>          arithmetic, this needs to be larger.  The default for
  254: *>          publicly released versions should be large enough to handle
  255: *>          the worst machine around.  Note that this has no effect
  256: *>          on accuracy of the solution.
  257: *> \endverbatim
  258: *
  259: *  Authors:
  260: *  ========
  261: *
  262: *> \author Univ. of Tennessee
  263: *> \author Univ. of California Berkeley
  264: *> \author Univ. of Colorado Denver
  265: *> \author NAG Ltd.
  266: *
  267: *> \ingroup auxOTHERcomputational
  268: *
  269: *  =====================================================================
  270:       SUBROUTINE DSTEBZ( RANGE, ORDER, N, VL, VU, IL, IU, ABSTOL, D, E,
  271:      $                   M, NSPLIT, W, IBLOCK, ISPLIT, WORK, IWORK,
  272:      $                   INFO )
  273: *
  274: *  -- LAPACK computational routine --
  275: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  276: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  277: *
  278: *     .. Scalar Arguments ..
  279:       CHARACTER          ORDER, RANGE
  280:       INTEGER            IL, INFO, IU, M, N, NSPLIT
  281:       DOUBLE PRECISION   ABSTOL, VL, VU
  282: *     ..
  283: *     .. Array Arguments ..
  284:       INTEGER            IBLOCK( * ), ISPLIT( * ), IWORK( * )
  285:       DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * )
  286: *     ..
  287: *
  288: *  =====================================================================
  289: *
  290: *     .. Parameters ..
  291:       DOUBLE PRECISION   ZERO, ONE, TWO, HALF
  292:       PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
  293:      $                   HALF = 1.0D0 / TWO )
  294:       DOUBLE PRECISION   FUDGE, RELFAC
  295:       PARAMETER          ( FUDGE = 2.1D0, RELFAC = 2.0D0 )
  296: *     ..
  297: *     .. Local Scalars ..
  298:       LOGICAL            NCNVRG, TOOFEW
  299:       INTEGER            IB, IBEGIN, IDISCL, IDISCU, IE, IEND, IINFO,
  300:      $                   IM, IN, IOFF, IORDER, IOUT, IRANGE, ITMAX,
  301:      $                   ITMP1, IW, IWOFF, J, JB, JDISC, JE, NB, NWL,
  302:      $                   NWU
  303:       DOUBLE PRECISION   ATOLI, BNORM, GL, GU, PIVMIN, RTOLI, SAFEMN,
  304:      $                   TMP1, TMP2, TNORM, ULP, WKILL, WL, WLU, WU, WUL
  305: *     ..
  306: *     .. Local Arrays ..
  307:       INTEGER            IDUMMA( 1 )
  308: *     ..
  309: *     .. External Functions ..
  310:       LOGICAL            LSAME
  311:       INTEGER            ILAENV
  312:       DOUBLE PRECISION   DLAMCH
  313:       EXTERNAL           LSAME, ILAENV, DLAMCH
  314: *     ..
  315: *     .. External Subroutines ..
  316:       EXTERNAL           DLAEBZ, XERBLA
  317: *     ..
  318: *     .. Intrinsic Functions ..
  319:       INTRINSIC          ABS, INT, LOG, MAX, MIN, SQRT
  320: *     ..
  321: *     .. Executable Statements ..
  322: *
  323:       INFO = 0
  324: *
  325: *     Decode RANGE
  326: *
  327:       IF( LSAME( RANGE, 'A' ) ) THEN
  328:          IRANGE = 1
  329:       ELSE IF( LSAME( RANGE, 'V' ) ) THEN
  330:          IRANGE = 2
  331:       ELSE IF( LSAME( RANGE, 'I' ) ) THEN
  332:          IRANGE = 3
  333:       ELSE
  334:          IRANGE = 0
  335:       END IF
  336: *
  337: *     Decode ORDER
  338: *
  339:       IF( LSAME( ORDER, 'B' ) ) THEN
  340:          IORDER = 2
  341:       ELSE IF( LSAME( ORDER, 'E' ) ) THEN
  342:          IORDER = 1
  343:       ELSE
  344:          IORDER = 0
  345:       END IF
  346: *
  347: *     Check for Errors
  348: *
  349:       IF( IRANGE.LE.0 ) THEN
  350:          INFO = -1
  351:       ELSE IF( IORDER.LE.0 ) THEN
  352:          INFO = -2
  353:       ELSE IF( N.LT.0 ) THEN
  354:          INFO = -3
  355:       ELSE IF( IRANGE.EQ.2 ) THEN
  356:          IF( VL.GE.VU )
  357:      $      INFO = -5
  358:       ELSE IF( IRANGE.EQ.3 .AND. ( IL.LT.1 .OR. IL.GT.MAX( 1, N ) ) )
  359:      $          THEN
  360:          INFO = -6
  361:       ELSE IF( IRANGE.EQ.3 .AND. ( IU.LT.MIN( N, IL ) .OR. IU.GT.N ) )
  362:      $          THEN
  363:          INFO = -7
  364:       END IF
  365: *
  366:       IF( INFO.NE.0 ) THEN
  367:          CALL XERBLA( 'DSTEBZ', -INFO )
  368:          RETURN
  369:       END IF
  370: *
  371: *     Initialize error flags
  372: *
  373:       INFO = 0
  374:       NCNVRG = .FALSE.
  375:       TOOFEW = .FALSE.
  376: *
  377: *     Quick return if possible
  378: *
  379:       M = 0
  380:       IF( N.EQ.0 )
  381:      $   RETURN
  382: *
  383: *     Simplifications:
  384: *
  385:       IF( IRANGE.EQ.3 .AND. IL.EQ.1 .AND. IU.EQ.N )
  386:      $   IRANGE = 1
  387: *
  388: *     Get machine constants
  389: *     NB is the minimum vector length for vector bisection, or 0
  390: *     if only scalar is to be done.
  391: *
  392:       SAFEMN = DLAMCH( 'S' )
  393:       ULP = DLAMCH( 'P' )
  394:       RTOLI = ULP*RELFAC
  395:       NB = ILAENV( 1, 'DSTEBZ', ' ', N, -1, -1, -1 )
  396:       IF( NB.LE.1 )
  397:      $   NB = 0
  398: *
  399: *     Special Case when N=1
  400: *
  401:       IF( N.EQ.1 ) THEN
  402:          NSPLIT = 1
  403:          ISPLIT( 1 ) = 1
  404:          IF( IRANGE.EQ.2 .AND. ( VL.GE.D( 1 ) .OR. VU.LT.D( 1 ) ) ) THEN
  405:             M = 0
  406:          ELSE
  407:             W( 1 ) = D( 1 )
  408:             IBLOCK( 1 ) = 1
  409:             M = 1
  410:          END IF
  411:          RETURN
  412:       END IF
  413: *
  414: *     Compute Splitting Points
  415: *
  416:       NSPLIT = 1
  417:       WORK( N ) = ZERO
  418:       PIVMIN = ONE
  419: *
  420:       DO 10 J = 2, N
  421:          TMP1 = E( J-1 )**2
  422:          IF( ABS( D( J )*D( J-1 ) )*ULP**2+SAFEMN.GT.TMP1 ) THEN
  423:             ISPLIT( NSPLIT ) = J - 1
  424:             NSPLIT = NSPLIT + 1
  425:             WORK( J-1 ) = ZERO
  426:          ELSE
  427:             WORK( J-1 ) = TMP1
  428:             PIVMIN = MAX( PIVMIN, TMP1 )
  429:          END IF
  430:    10 CONTINUE
  431:       ISPLIT( NSPLIT ) = N
  432:       PIVMIN = PIVMIN*SAFEMN
  433: *
  434: *     Compute Interval and ATOLI
  435: *
  436:       IF( IRANGE.EQ.3 ) THEN
  437: *
  438: *        RANGE='I': Compute the interval containing eigenvalues
  439: *                   IL through IU.
  440: *
  441: *        Compute Gershgorin interval for entire (split) matrix
  442: *        and use it as the initial interval
  443: *
  444:          GU = D( 1 )
  445:          GL = D( 1 )
  446:          TMP1 = ZERO
  447: *
  448:          DO 20 J = 1, N - 1
  449:             TMP2 = SQRT( WORK( J ) )
  450:             GU = MAX( GU, D( J )+TMP1+TMP2 )
  451:             GL = MIN( GL, D( J )-TMP1-TMP2 )
  452:             TMP1 = TMP2
  453:    20    CONTINUE
  454: *
  455:          GU = MAX( GU, D( N )+TMP1 )
  456:          GL = MIN( GL, D( N )-TMP1 )
  457:          TNORM = MAX( ABS( GL ), ABS( GU ) )
  458:          GL = GL - FUDGE*TNORM*ULP*N - FUDGE*TWO*PIVMIN
  459:          GU = GU + FUDGE*TNORM*ULP*N + FUDGE*PIVMIN
  460: *
  461: *        Compute Iteration parameters
  462: *
  463:          ITMAX = INT( ( LOG( TNORM+PIVMIN )-LOG( PIVMIN ) ) /
  464:      $           LOG( TWO ) ) + 2
  465:          IF( ABSTOL.LE.ZERO ) THEN
  466:             ATOLI = ULP*TNORM
  467:          ELSE
  468:             ATOLI = ABSTOL
  469:          END IF
  470: *
  471:          WORK( N+1 ) = GL
  472:          WORK( N+2 ) = GL
  473:          WORK( N+3 ) = GU
  474:          WORK( N+4 ) = GU
  475:          WORK( N+5 ) = GL
  476:          WORK( N+6 ) = GU
  477:          IWORK( 1 ) = -1
  478:          IWORK( 2 ) = -1
  479:          IWORK( 3 ) = N + 1
  480:          IWORK( 4 ) = N + 1
  481:          IWORK( 5 ) = IL - 1
  482:          IWORK( 6 ) = IU
  483: *
  484:          CALL DLAEBZ( 3, ITMAX, N, 2, 2, NB, ATOLI, RTOLI, PIVMIN, D, E,
  485:      $                WORK, IWORK( 5 ), WORK( N+1 ), WORK( N+5 ), IOUT,
  486:      $                IWORK, W, IBLOCK, IINFO )
  487: *
  488:          IF( IWORK( 6 ).EQ.IU ) THEN
  489:             WL = WORK( N+1 )
  490:             WLU = WORK( N+3 )
  491:             NWL = IWORK( 1 )
  492:             WU = WORK( N+4 )
  493:             WUL = WORK( N+2 )
  494:             NWU = IWORK( 4 )
  495:          ELSE
  496:             WL = WORK( N+2 )
  497:             WLU = WORK( N+4 )
  498:             NWL = IWORK( 2 )
  499:             WU = WORK( N+3 )
  500:             WUL = WORK( N+1 )
  501:             NWU = IWORK( 3 )
  502:          END IF
  503: *
  504:          IF( NWL.LT.0 .OR. NWL.GE.N .OR. NWU.LT.1 .OR. NWU.GT.N ) THEN
  505:             INFO = 4
  506:             RETURN
  507:          END IF
  508:       ELSE
  509: *
  510: *        RANGE='A' or 'V' -- Set ATOLI
  511: *
  512:          TNORM = MAX( ABS( D( 1 ) )+ABS( E( 1 ) ),
  513:      $           ABS( D( N ) )+ABS( E( N-1 ) ) )
  514: *
  515:          DO 30 J = 2, N - 1
  516:             TNORM = MAX( TNORM, ABS( D( J ) )+ABS( E( J-1 ) )+
  517:      $              ABS( E( J ) ) )
  518:    30    CONTINUE
  519: *
  520:          IF( ABSTOL.LE.ZERO ) THEN
  521:             ATOLI = ULP*TNORM
  522:          ELSE
  523:             ATOLI = ABSTOL
  524:          END IF
  525: *
  526:          IF( IRANGE.EQ.2 ) THEN
  527:             WL = VL
  528:             WU = VU
  529:          ELSE
  530:             WL = ZERO
  531:             WU = ZERO
  532:          END IF
  533:       END IF
  534: *
  535: *     Find Eigenvalues -- Loop Over Blocks and recompute NWL and NWU.
  536: *     NWL accumulates the number of eigenvalues .le. WL,
  537: *     NWU accumulates the number of eigenvalues .le. WU
  538: *
  539:       M = 0
  540:       IEND = 0
  541:       INFO = 0
  542:       NWL = 0
  543:       NWU = 0
  544: *
  545:       DO 70 JB = 1, NSPLIT
  546:          IOFF = IEND
  547:          IBEGIN = IOFF + 1
  548:          IEND = ISPLIT( JB )
  549:          IN = IEND - IOFF
  550: *
  551:          IF( IN.EQ.1 ) THEN
  552: *
  553: *           Special Case -- IN=1
  554: *
  555:             IF( IRANGE.EQ.1 .OR. WL.GE.D( IBEGIN )-PIVMIN )
  556:      $         NWL = NWL + 1
  557:             IF( IRANGE.EQ.1 .OR. WU.GE.D( IBEGIN )-PIVMIN )
  558:      $         NWU = NWU + 1
  559:             IF( IRANGE.EQ.1 .OR. ( WL.LT.D( IBEGIN )-PIVMIN .AND. WU.GE.
  560:      $          D( IBEGIN )-PIVMIN ) ) THEN
  561:                M = M + 1
  562:                W( M ) = D( IBEGIN )
  563:                IBLOCK( M ) = JB
  564:             END IF
  565:          ELSE
  566: *
  567: *           General Case -- IN > 1
  568: *
  569: *           Compute Gershgorin Interval
  570: *           and use it as the initial interval
  571: *
  572:             GU = D( IBEGIN )
  573:             GL = D( IBEGIN )
  574:             TMP1 = ZERO
  575: *
  576:             DO 40 J = IBEGIN, IEND - 1
  577:                TMP2 = ABS( E( J ) )
  578:                GU = MAX( GU, D( J )+TMP1+TMP2 )
  579:                GL = MIN( GL, D( J )-TMP1-TMP2 )
  580:                TMP1 = TMP2
  581:    40       CONTINUE
  582: *
  583:             GU = MAX( GU, D( IEND )+TMP1 )
  584:             GL = MIN( GL, D( IEND )-TMP1 )
  585:             BNORM = MAX( ABS( GL ), ABS( GU ) )
  586:             GL = GL - FUDGE*BNORM*ULP*IN - FUDGE*PIVMIN
  587:             GU = GU + FUDGE*BNORM*ULP*IN + FUDGE*PIVMIN
  588: *
  589: *           Compute ATOLI for the current submatrix
  590: *
  591:             IF( ABSTOL.LE.ZERO ) THEN
  592:                ATOLI = ULP*MAX( ABS( GL ), ABS( GU ) )
  593:             ELSE
  594:                ATOLI = ABSTOL
  595:             END IF
  596: *
  597:             IF( IRANGE.GT.1 ) THEN
  598:                IF( GU.LT.WL ) THEN
  599:                   NWL = NWL + IN
  600:                   NWU = NWU + IN
  601:                   GO TO 70
  602:                END IF
  603:                GL = MAX( GL, WL )
  604:                GU = MIN( GU, WU )
  605:                IF( GL.GE.GU )
  606:      $            GO TO 70
  607:             END IF
  608: *
  609: *           Set Up Initial Interval
  610: *
  611:             WORK( N+1 ) = GL
  612:             WORK( N+IN+1 ) = GU
  613:             CALL DLAEBZ( 1, 0, IN, IN, 1, NB, ATOLI, RTOLI, PIVMIN,
  614:      $                   D( IBEGIN ), E( IBEGIN ), WORK( IBEGIN ),
  615:      $                   IDUMMA, WORK( N+1 ), WORK( N+2*IN+1 ), IM,
  616:      $                   IWORK, W( M+1 ), IBLOCK( M+1 ), IINFO )
  617: *
  618:             NWL = NWL + IWORK( 1 )
  619:             NWU = NWU + IWORK( IN+1 )
  620:             IWOFF = M - IWORK( 1 )
  621: *
  622: *           Compute Eigenvalues
  623: *
  624:             ITMAX = INT( ( LOG( GU-GL+PIVMIN )-LOG( PIVMIN ) ) /
  625:      $              LOG( TWO ) ) + 2
  626:             CALL DLAEBZ( 2, ITMAX, IN, IN, 1, NB, ATOLI, RTOLI, PIVMIN,
  627:      $                   D( IBEGIN ), E( IBEGIN ), WORK( IBEGIN ),
  628:      $                   IDUMMA, WORK( N+1 ), WORK( N+2*IN+1 ), IOUT,
  629:      $                   IWORK, W( M+1 ), IBLOCK( M+1 ), IINFO )
  630: *
  631: *           Copy Eigenvalues Into W and IBLOCK
  632: *           Use -JB for block number for unconverged eigenvalues.
  633: *
  634:             DO 60 J = 1, IOUT
  635:                TMP1 = HALF*( WORK( J+N )+WORK( J+IN+N ) )
  636: *
  637: *              Flag non-convergence.
  638: *
  639:                IF( J.GT.IOUT-IINFO ) THEN
  640:                   NCNVRG = .TRUE.
  641:                   IB = -JB
  642:                ELSE
  643:                   IB = JB
  644:                END IF
  645:                DO 50 JE = IWORK( J ) + 1 + IWOFF,
  646:      $                 IWORK( J+IN ) + IWOFF
  647:                   W( JE ) = TMP1
  648:                   IBLOCK( JE ) = IB
  649:    50          CONTINUE
  650:    60       CONTINUE
  651: *
  652:             M = M + IM
  653:          END IF
  654:    70 CONTINUE
  655: *
  656: *     If RANGE='I', then (WL,WU) contains eigenvalues NWL+1,...,NWU
  657: *     If NWL+1 < IL or NWU > IU, discard extra eigenvalues.
  658: *
  659:       IF( IRANGE.EQ.3 ) THEN
  660:          IM = 0
  661:          IDISCL = IL - 1 - NWL
  662:          IDISCU = NWU - IU
  663: *
  664:          IF( IDISCL.GT.0 .OR. IDISCU.GT.0 ) THEN
  665:             DO 80 JE = 1, M
  666:                IF( W( JE ).LE.WLU .AND. IDISCL.GT.0 ) THEN
  667:                   IDISCL = IDISCL - 1
  668:                ELSE IF( W( JE ).GE.WUL .AND. IDISCU.GT.0 ) THEN
  669:                   IDISCU = IDISCU - 1
  670:                ELSE
  671:                   IM = IM + 1
  672:                   W( IM ) = W( JE )
  673:                   IBLOCK( IM ) = IBLOCK( JE )
  674:                END IF
  675:    80       CONTINUE
  676:             M = IM
  677:          END IF
  678:          IF( IDISCL.GT.0 .OR. IDISCU.GT.0 ) THEN
  679: *
  680: *           Code to deal with effects of bad arithmetic:
  681: *           Some low eigenvalues to be discarded are not in (WL,WLU],
  682: *           or high eigenvalues to be discarded are not in (WUL,WU]
  683: *           so just kill off the smallest IDISCL/largest IDISCU
  684: *           eigenvalues, by simply finding the smallest/largest
  685: *           eigenvalue(s).
  686: *
  687: *           (If N(w) is monotone non-decreasing, this should never
  688: *               happen.)
  689: *
  690:             IF( IDISCL.GT.0 ) THEN
  691:                WKILL = WU
  692:                DO 100 JDISC = 1, IDISCL
  693:                   IW = 0
  694:                   DO 90 JE = 1, M
  695:                      IF( IBLOCK( JE ).NE.0 .AND.
  696:      $                   ( W( JE ).LT.WKILL .OR. IW.EQ.0 ) ) THEN
  697:                         IW = JE
  698:                         WKILL = W( JE )
  699:                      END IF
  700:    90             CONTINUE
  701:                   IBLOCK( IW ) = 0
  702:   100          CONTINUE
  703:             END IF
  704:             IF( IDISCU.GT.0 ) THEN
  705: *
  706:                WKILL = WL
  707:                DO 120 JDISC = 1, IDISCU
  708:                   IW = 0
  709:                   DO 110 JE = 1, M
  710:                      IF( IBLOCK( JE ).NE.0 .AND.
  711:      $                   ( W( JE ).GT.WKILL .OR. IW.EQ.0 ) ) THEN
  712:                         IW = JE
  713:                         WKILL = W( JE )
  714:                      END IF
  715:   110             CONTINUE
  716:                   IBLOCK( IW ) = 0
  717:   120          CONTINUE
  718:             END IF
  719:             IM = 0
  720:             DO 130 JE = 1, M
  721:                IF( IBLOCK( JE ).NE.0 ) THEN
  722:                   IM = IM + 1
  723:                   W( IM ) = W( JE )
  724:                   IBLOCK( IM ) = IBLOCK( JE )
  725:                END IF
  726:   130       CONTINUE
  727:             M = IM
  728:          END IF
  729:          IF( IDISCL.LT.0 .OR. IDISCU.LT.0 ) THEN
  730:             TOOFEW = .TRUE.
  731:          END IF
  732:       END IF
  733: *
  734: *     If ORDER='B', do nothing -- the eigenvalues are already sorted
  735: *        by block.
  736: *     If ORDER='E', sort the eigenvalues from smallest to largest
  737: *
  738:       IF( IORDER.EQ.1 .AND. NSPLIT.GT.1 ) THEN
  739:          DO 150 JE = 1, M - 1
  740:             IE = 0
  741:             TMP1 = W( JE )
  742:             DO 140 J = JE + 1, M
  743:                IF( W( J ).LT.TMP1 ) THEN
  744:                   IE = J
  745:                   TMP1 = W( J )
  746:                END IF
  747:   140       CONTINUE
  748: *
  749:             IF( IE.NE.0 ) THEN
  750:                ITMP1 = IBLOCK( IE )
  751:                W( IE ) = W( JE )
  752:                IBLOCK( IE ) = IBLOCK( JE )
  753:                W( JE ) = TMP1
  754:                IBLOCK( JE ) = ITMP1
  755:             END IF
  756:   150    CONTINUE
  757:       END IF
  758: *
  759:       INFO = 0
  760:       IF( NCNVRG )
  761:      $   INFO = INFO + 1
  762:       IF( TOOFEW )
  763:      $   INFO = INFO + 2
  764:       RETURN
  765: *
  766: *     End of DSTEBZ
  767: *
  768:       END

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