#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dlarrd_(char *range, char *order, integer *n, doublereal *vl, doublereal *vu, integer *il, integer *iu, doublereal *gers, doublereal *reltol, doublereal *d__, doublereal *e, doublereal *e2, doublereal *pivmin, integer *nsplit, integer *isplit, integer *m, doublereal *w, doublereal *werr, doublereal *wl, doublereal *wu, integer *iblock, integer *indexw, doublereal *work, integer *iwork, integer *info) { /* -- LAPACK auxiliary routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Arguments ========= RANGE (input) CHARACTER = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER (input) CHARACTER = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. VL (input) DOUBLE PRECISION VU (input) DOUBLE PRECISION If RANGE='V', the lower and upper bounds of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL (input) INTEGER IU (input) INTEGER If RANGE='I', the indices (in ascending order) of the smallest and largest eigenvalues to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. GERS (input) DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). RELTOL (input) DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. E2 (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal matrix T. PIVMIN (input) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence for T. NSPLIT (input) INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. ISPLIT (input) INTEGER array, dimension (N) The splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) M (output) INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) W (output) DOUBLE PRECISION array, dimension (N) On exit, the first M elements of W will contain the eigenvalue approximations. DLARRD computes an interval I_j = (a_j, b_j] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint W(j)= ( a_j + b_j)/2. The corresponding error is bounded by WERR(j) = abs( a_j - b_j)/2 WERR (output) DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue approximation in W. WL (output) DOUBLE PRECISION WU (output) DOUBLE PRECISION The interval (WL, WU] contains all the wanted eigenvalues. If RANGE='V', then WL=VL and WU=VU. If RANGE='A', then WL and WU are the global Gerschgorin bounds on the spectrum. If RANGE='I', then WL and WU are computed by DLAEBZ from the index range specified. IBLOCK (output) INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (DLARRD may use the remaining N-M elements as workspace.) INDEXW (output) INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= j and IBLOCK(i)=k imply that the i-th eigenvalue W(i) is the j-th eigenvalue in block k. WORK (workspace) DOUBLE PRECISION array, dimension (4*N) IWORK (workspace) INTEGER array, dimension (3*N) INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters =================== FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. Based on contributions by W. Kahan, University of California, Berkeley, USA Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA ===================================================================== Parameter adjustments */ /* Table of constant values */ static integer c__1 = 1; static integer c_n1 = -1; static integer c__3 = 3; static integer c__2 = 2; static integer c__0 = 0; /* System generated locals */ integer i__1, i__2, i__3; doublereal d__1, d__2; /* Builtin functions */ double log(doublereal); /* Local variables */ static integer i__, j, ib, ie, je, nb; static doublereal gl; static integer im, in; static doublereal gu; static integer iw, jee; static doublereal eps; static integer nwl; static doublereal wlu, wul; static integer nwu; static doublereal tmp1, tmp2; static integer iend, jblk, ioff, iout, itmp1, itmp2, jdisc; extern logical lsame_(char *, char *); static integer iinfo; static doublereal atoli; static integer iwoff, itmax; static doublereal wkill, rtoli, uflow, tnorm; extern doublereal dlamch_(char *); static integer ibegin; extern /* Subroutine */ int dlaebz_(integer *, integer *, integer *, integer *, integer *, integer *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *); static integer irange, idiscl, idumma[1]; static doublereal spdiam; extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); static integer idiscu; static logical ncnvrg, toofew; --iwork; --work; --indexw; --iblock; --werr; --w; --isplit; --e2; --e; --d__; --gers; /* Function Body */ *info = 0; /* Decode RANGE */ if (lsame_(range, "A")) { irange = 1; } else if (lsame_(range, "V")) { irange = 2; } else if (lsame_(range, "I")) { irange = 3; } else { irange = 0; } /* Check for Errors */ if (irange <= 0) { *info = -1; } else if (! (lsame_(order, "B") || lsame_(order, "E"))) { *info = -2; } else if (*n < 0) { *info = -3; } else if (irange == 2) { if (*vl >= *vu) { *info = -5; } } else if (irange == 3 && (*il < 1 || *il > max(1,*n))) { *info = -6; } else if (irange == 3 && (*iu < min(*n,*il) || *iu > *n)) { *info = -7; } if (*info != 0) { return 0; } /* Initialize error flags */ *info = 0; ncnvrg = FALSE_; toofew = FALSE_; /* Quick return if possible */ *m = 0; if (*n == 0) { return 0; } /* Simplification: */ if (irange == 3 && *il == 1 && *iu == *n) { irange = 1; } /* Get machine constants */ eps = dlamch_("P"); uflow = dlamch_("U"); /* Special Case when N=1 Treat case of 1x1 matrix for quick return */ if (*n == 1) { if (irange == 1 || irange == 2 && d__[1] > *vl && d__[1] <= *vu || irange == 3 && *il == 1 && *iu == 1) { *m = 1; w[1] = d__[1]; /* The computation error of the eigenvalue is zero */ werr[1] = 0.; iblock[1] = 1; indexw[1] = 1; } return 0; } /* NB is the minimum vector length for vector bisection, or 0 if only scalar is to be done. */ nb = ilaenv_(&c__1, "DSTEBZ", " ", n, &c_n1, &c_n1, &c_n1, (ftnlen)6, ( ftnlen)1); if (nb <= 1) { nb = 0; } /* Find global spectral radius */ gl = d__[1]; gu = d__[1]; i__1 = *n; for (i__ = 1; i__ <= i__1; ++i__) { /* Computing MIN */ d__1 = gl, d__2 = gers[(i__ << 1) - 1]; gl = min(d__1,d__2); /* Computing MAX */ d__1 = gu, d__2 = gers[i__ * 2]; gu = max(d__1,d__2); /* L5: */ } /* Compute global Gerschgorin bounds and spectral diameter Computing MAX */ d__1 = abs(gl), d__2 = abs(gu); tnorm = max(d__1,d__2); gl = gl - tnorm * 2. * eps * *n - *pivmin * 4.; gu = gu + tnorm * 2. * eps * *n + *pivmin * 4.; spdiam = gu - gl; /* Input arguments for DLAEBZ: The relative tolerance. An interval (a,b] lies within "relative tolerance" if b-a < RELTOL*max(|a|,|b|), */ rtoli = *reltol; /* Set the absolute tolerance for interval convergence to zero to force interval convergence based on relative size of the interval. This is dangerous because intervals might not converge when RELTOL is small. But at least a very small number should be selected so that for strongly graded matrices, the code can get relatively accurate eigenvalues. */ atoli = uflow * 4. + *pivmin * 4.; if (irange == 3) { /* RANGE='I': Compute an interval containing eigenvalues IL through IU. The initial interval [GL,GU] from the global Gerschgorin bounds GL and GU is refined by DLAEBZ. */ itmax = (integer) ((log(tnorm + *pivmin) - log(*pivmin)) / log(2.)) + 2; work[*n + 1] = gl; work[*n + 2] = gl; work[*n + 3] = gu; work[*n + 4] = gu; work[*n + 5] = gl; work[*n + 6] = gu; iwork[1] = -1; iwork[2] = -1; iwork[3] = *n + 1; iwork[4] = *n + 1; iwork[5] = *il - 1; iwork[6] = *iu; dlaebz_(&c__3, &itmax, n, &c__2, &c__2, &nb, &atoli, &rtoli, pivmin, & d__[1], &e[1], &e2[1], &iwork[5], &work[*n + 1], &work[*n + 5] , &iout, &iwork[1], &w[1], &iblock[1], &iinfo); if (iinfo != 0) { *info = iinfo; return 0; } /* On exit, output intervals may not be ordered by ascending negcount */ if (iwork[6] == *iu) { *wl = work[*n + 1]; wlu = work[*n + 3]; nwl = iwork[1]; *wu = work[*n + 4]; wul = work[*n + 2]; nwu = iwork[4]; } else { *wl = work[*n + 2]; wlu = work[*n + 4]; nwl = iwork[2]; *wu = work[*n + 3]; wul = work[*n + 1]; nwu = iwork[3]; } /* On exit, the interval [WL, WLU] contains a value with negcount NWL, and [WUL, WU] contains a value with negcount NWU. */ if (nwl < 0 || nwl >= *n || nwu < 1 || nwu > *n) { *info = 4; return 0; } } else if (irange == 2) { *wl = *vl; *wu = *vu; } else if (irange == 1) { *wl = gl; *wu = gu; } /* Find Eigenvalues -- Loop Over blocks and recompute NWL and NWU. NWL accumulates the number of eigenvalues .le. WL, NWU accumulates the number of eigenvalues .le. WU */ *m = 0; iend = 0; *info = 0; nwl = 0; nwu = 0; i__1 = *nsplit; for (jblk = 1; jblk <= i__1; ++jblk) { ioff = iend; ibegin = ioff + 1; iend = isplit[jblk]; in = iend - ioff; if (in == 1) { /* 1x1 block */ if (*wl >= d__[ibegin] - *pivmin) { ++nwl; } if (*wu >= d__[ibegin] - *pivmin) { ++nwu; } if (irange == 1 || *wl < d__[ibegin] - *pivmin && *wu >= d__[ ibegin] - *pivmin) { ++(*m); w[*m] = d__[ibegin]; werr[*m] = 0.; /* The gap for a single block doesn't matter for the later algorithm and is assigned an arbitrary large value */ iblock[*m] = jblk; indexw[*m] = 1; } /* Disabled 2x2 case because of a failure on the following matrix RANGE = 'I', IL = IU = 4 Original Tridiagonal, d = [ -0.150102010615740E+00 -0.849897989384260E+00 -0.128208148052635E-15 0.128257718286320E-15 ]; e = [ -0.357171383266986E+00 -0.180411241501588E-15 -0.175152352710251E-15 ]; ELSE IF( IN.EQ.2 ) THEN * 2x2 block DISC = SQRT( (HALF*(D(IBEGIN)-D(IEND)))**2 + E(IBEGIN)**2 ) TMP1 = HALF*(D(IBEGIN)+D(IEND)) L1 = TMP1 - DISC IF( WL.GE. L1-PIVMIN ) $ NWL = NWL + 1 IF( WU.GE. L1-PIVMIN ) $ NWU = NWU + 1 IF( IRANGE.EQ.ALLRNG .OR. ( WL.LT.L1-PIVMIN .AND. WU.GE. $ L1-PIVMIN ) ) THEN M = M + 1 W( M ) = L1 * The uncertainty of eigenvalues of a 2x2 matrix is very small WERR( M ) = EPS * ABS( W( M ) ) * TWO IBLOCK( M ) = JBLK INDEXW( M ) = 1 ENDIF L2 = TMP1 + DISC IF( WL.GE. L2-PIVMIN ) $ NWL = NWL + 1 IF( WU.GE. L2-PIVMIN ) $ NWU = NWU + 1 IF( IRANGE.EQ.ALLRNG .OR. ( WL.LT.L2-PIVMIN .AND. WU.GE. $ L2-PIVMIN ) ) THEN M = M + 1 W( M ) = L2 * The uncertainty of eigenvalues of a 2x2 matrix is very small WERR( M ) = EPS * ABS( W( M ) ) * TWO IBLOCK( M ) = JBLK INDEXW( M ) = 2 ENDIF */ } else { /* General Case - block of size IN >= 2 Compute local Gerschgorin interval and use it as the initial interval for DLAEBZ */ gu = d__[ibegin]; gl = d__[ibegin]; tmp1 = 0.; i__2 = iend; for (j = ibegin; j <= i__2; ++j) { /* Computing MIN */ d__1 = gl, d__2 = gers[(j << 1) - 1]; gl = min(d__1,d__2); /* Computing MAX */ d__1 = gu, d__2 = gers[j * 2]; gu = max(d__1,d__2); /* L40: */ } spdiam = gu - gl; gl = gl - spdiam * 2. * eps * in - *pivmin * 2.; gu = gu + spdiam * 2. * eps * in + *pivmin * 2.; if (irange > 1) { if (gu < *wl) { /* the local block contains none of the wanted eigenvalues */ nwl += in; nwu += in; goto L70; } /* refine search interval if possible, only range (WL,WU] matters */ gl = max(gl,*wl); gu = min(gu,*wu); if (gl >= gu) { goto L70; } } /* Find negcount of initial interval boundaries GL and GU */ work[*n + 1] = gl; work[*n + in + 1] = gu; dlaebz_(&c__1, &c__0, &in, &in, &c__1, &nb, &atoli, &rtoli, pivmin, &d__[ibegin], &e[ibegin], &e2[ibegin], idumma, & work[*n + 1], &work[*n + (in << 1) + 1], &im, &iwork[1], & w[*m + 1], &iblock[*m + 1], &iinfo); if (iinfo != 0) { *info = iinfo; return 0; } nwl += iwork[1]; nwu += iwork[in + 1]; iwoff = *m - iwork[1]; /* Compute Eigenvalues */ itmax = (integer) ((log(gu - gl + *pivmin) - log(*pivmin)) / log( 2.)) + 2; dlaebz_(&c__2, &itmax, &in, &in, &c__1, &nb, &atoli, &rtoli, pivmin, &d__[ibegin], &e[ibegin], &e2[ibegin], idumma, & work[*n + 1], &work[*n + (in << 1) + 1], &iout, &iwork[1], &w[*m + 1], &iblock[*m + 1], &iinfo); if (iinfo != 0) { *info = iinfo; return 0; } /* Copy eigenvalues into W and IBLOCK Use -JBLK for block number for unconverged eigenvalues. Loop over the number of output intervals from DLAEBZ */ i__2 = iout; for (j = 1; j <= i__2; ++j) { /* eigenvalue approximation is middle point of interval */ tmp1 = (work[j + *n] + work[j + in + *n]) * .5; /* semi length of error interval */ tmp2 = (d__1 = work[j + *n] - work[j + in + *n], abs(d__1)) * .5; if (j > iout - iinfo) { /* Flag non-convergence. */ ncnvrg = TRUE_; ib = -jblk; } else { ib = jblk; } i__3 = iwork[j + in] + iwoff; for (je = iwork[j] + 1 + iwoff; je <= i__3; ++je) { w[je] = tmp1; werr[je] = tmp2; indexw[je] = je - iwoff; iblock[je] = ib; /* L50: */ } /* L60: */ } *m += im; } L70: ; } /* If RANGE='I', then (WL,WU) contains eigenvalues NWL+1,...,NWU If NWL+1 < IL or NWU > IU, discard extra eigenvalues. */ if (irange == 3) { idiscl = *il - 1 - nwl; idiscu = nwu - *iu; if (idiscl > 0) { im = 0; i__1 = *m; for (je = 1; je <= i__1; ++je) { /* Remove some of the smallest eigenvalues from the left so that at the end IDISCL =0. Move all eigenvalues up to the left. */ if (w[je] <= wlu && idiscl > 0) { --idiscl; } else { ++im; w[im] = w[je]; werr[im] = werr[je]; indexw[im] = indexw[je]; iblock[im] = iblock[je]; } /* L80: */ } *m = im; } if (idiscu > 0) { /* Remove some of the largest eigenvalues from the right so that at the end IDISCU =0. Move all eigenvalues up to the left. */ im = *m + 1; for (je = *m; je >= 1; --je) { if (w[je] >= wul && idiscu > 0) { --idiscu; } else { --im; w[im] = w[je]; werr[im] = werr[je]; indexw[im] = indexw[je]; iblock[im] = iblock[je]; } /* L81: */ } jee = 0; i__1 = *m; for (je = im; je <= i__1; ++je) { ++jee; w[jee] = w[je]; werr[jee] = werr[je]; indexw[jee] = indexw[je]; iblock[jee] = iblock[je]; /* L82: */ } *m = *m - im + 1; } if (idiscl > 0 || idiscu > 0) { /* Code to deal with effects of bad arithmetic. (If N(w) is monotone non-decreasing, this should never happen.) Some low eigenvalues to be discarded are not in (WL,WLU], or high eigenvalues to be discarded are not in (WUL,WU] so just kill off the smallest IDISCL/largest IDISCU eigenvalues, by marking the corresponding IBLOCK = 0 */ if (idiscl > 0) { wkill = *wu; i__1 = idiscl; for (jdisc = 1; jdisc <= i__1; ++jdisc) { iw = 0; i__2 = *m; for (je = 1; je <= i__2; ++je) { if (iblock[je] != 0 && (w[je] < wkill || iw == 0)) { iw = je; wkill = w[je]; } /* L90: */ } iblock[iw] = 0; /* L100: */ } } if (idiscu > 0) { wkill = *wl; i__1 = idiscu; for (jdisc = 1; jdisc <= i__1; ++jdisc) { iw = 0; i__2 = *m; for (je = 1; je <= i__2; ++je) { if (iblock[je] != 0 && (w[je] >= wkill || iw == 0)) { iw = je; wkill = w[je]; } /* L110: */ } iblock[iw] = 0; /* L120: */ } } /* Now erase all eigenvalues with IBLOCK set to zero */ im = 0; i__1 = *m; for (je = 1; je <= i__1; ++je) { if (iblock[je] != 0) { ++im; w[im] = w[je]; werr[im] = werr[je]; indexw[im] = indexw[je]; iblock[im] = iblock[je]; } /* L130: */ } *m = im; } if (idiscl < 0 || idiscu < 0) { toofew = TRUE_; } } if (irange == 1 && *m != *n || irange == 3 && *m != *iu - *il + 1) { toofew = TRUE_; } /* If ORDER='B', do nothing the eigenvalues are already sorted by block. If ORDER='E', sort the eigenvalues from smallest to largest */ if (lsame_(order, "E") && *nsplit > 1) { i__1 = *m - 1; for (je = 1; je <= i__1; ++je) { ie = 0; tmp1 = w[je]; i__2 = *m; for (j = je + 1; j <= i__2; ++j) { if (w[j] < tmp1) { ie = j; tmp1 = w[j]; } /* L140: */ } if (ie != 0) { tmp2 = werr[ie]; itmp1 = iblock[ie]; itmp2 = indexw[ie]; w[ie] = w[je]; werr[ie] = werr[je]; iblock[ie] = iblock[je]; indexw[ie] = indexw[je]; w[je] = tmp1; werr[je] = tmp2; iblock[je] = itmp1; indexw[je] = itmp2; } /* L150: */ } } *info = 0; if (ncnvrg) { ++(*info); } if (toofew) { *info += 2; } return 0; /* End of DLARRD */ } /* dlarrd_ */