#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dlarrf_(integer *n, doublereal *d__, doublereal *l, doublereal *ld, integer *clstrt, integer *clend, doublereal *w, doublereal *wgap, doublereal *werr, doublereal *spdiam, doublereal * clgapl, doublereal *clgapr, doublereal *pivmin, doublereal *sigma, doublereal *dplus, doublereal *lplus, doublereal *work, integer *info) { /* -- LAPACK auxiliary routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 * Purpose ======= Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), DLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated. Arguments ========= N (input) INTEGER The order of the matrix (subblock, if the matrix splitted). D (input) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. L (input) DOUBLE PRECISION array, dimension (N-1) The (N-1) subdiagonal elements of the unit bidiagonal matrix L. LD (input) DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*D(i). CLSTRT (input) INTEGER The index of the first eigenvalue in the cluster. CLEND (input) INTEGER The index of the last eigenvalue in the cluster. W (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1) The eigenvalue APPROXIMATIONS of L D L^T in ascending order. W( CLSTRT ) through W( CLEND ) form the cluster of relatively close eigenalues. WGAP (input/output) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1) The separation from the right neighbor eigenvalue in W. WERR (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1) WERR contain the semiwidth of the uncertainty interval of the corresponding eigenvalue APPROXIMATION in W SPDIAM (input) estimate of the spectral diameter obtained from the Gerschgorin intervals CLGAPL, CLGAPR (input) absolute gap on each end of the cluster. Set by the calling routine to protect against shifts too close to eigenvalues outside the cluster. PIVMIN (input) DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence. SIGMA (output) DOUBLE PRECISION The shift used to form L(+) D(+) L(+)^T. DPLUS (output) DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D(+). LPLUS (output) DOUBLE PRECISION array, dimension (N-1) The first (N-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+). WORK (workspace) DOUBLE PRECISION array, dimension (2*N) Workspace. Further Details =============== Based on contributions by 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; /* System generated locals */ integer i__1; doublereal d__1, d__2, d__3; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ static integer i__; static doublereal s, bestshift, smlgrowth, eps, tmp, max1, max2, rrr1, rrr2, znm2, growthbound, fail, fact, oldp; static integer indx; static doublereal prod; static integer ktry; static doublereal fail2, avgap, ldmax, rdmax; static integer shift; extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, doublereal *, integer *); static logical dorrr1; extern doublereal dlamch_(char *); static doublereal ldelta; static logical nofail; static doublereal mingap, lsigma, rdelta; extern logical disnan_(doublereal *); static logical forcer; static doublereal rsigma, clwdth; static logical sawnan1, sawnan2, tryrrr1; --work; --lplus; --dplus; --werr; --wgap; --w; --ld; --l; --d__; /* Function Body */ *info = 0; fact = 2.; eps = dlamch_("Precision"); shift = 0; forcer = FALSE_; /* Note that we cannot guarantee that for any of the shifts tried, the factorization has a small or even moderate element growth. There could be Ritz values at both ends of the cluster and despite backing off, there are examples where all factorizations tried (in IEEE mode, allowing zero pivots & infinities) have INFINITE element growth. For this reason, we should use PIVMIN in this subroutine so that at least the L D L^T factorization exists. It can be checked afterwards whether the element growth caused bad residuals/orthogonality. Decide whether the code should accept the best among all representations despite large element growth or signal INFO=1 */ nofail = TRUE_; /* Compute the average gap length of the cluster */ clwdth = (d__1 = w[*clend] - w[*clstrt], abs(d__1)) + werr[*clend] + werr[ *clstrt]; avgap = clwdth / (doublereal) (*clend - *clstrt); mingap = min(*clgapl,*clgapr); /* Initial values for shifts to both ends of cluster Computing MIN */ d__1 = w[*clstrt], d__2 = w[*clend]; lsigma = min(d__1,d__2) - werr[*clstrt]; /* Computing MAX */ d__1 = w[*clstrt], d__2 = w[*clend]; rsigma = max(d__1,d__2) + werr[*clend]; /* Use a small fudge to make sure that we really shift to the outside */ lsigma -= abs(lsigma) * 4. * eps; rsigma += abs(rsigma) * 4. * eps; /* Compute upper bounds for how much to back off the initial shifts */ ldmax = mingap * .25 + *pivmin * 2.; rdmax = mingap * .25 + *pivmin * 2.; /* Computing MAX */ d__1 = avgap, d__2 = wgap[*clstrt]; ldelta = max(d__1,d__2) / fact; /* Computing MAX */ d__1 = avgap, d__2 = wgap[*clend - 1]; rdelta = max(d__1,d__2) / fact; /* Initialize the record of the best representation found */ s = dlamch_("S"); smlgrowth = 1. / s; fail = (doublereal) (*n - 1) * mingap / (*spdiam * eps); fail2 = (doublereal) (*n - 1) * mingap / (*spdiam * sqrt(eps)); bestshift = lsigma; /* while (KTRY <= KTRYMAX) */ ktry = 0; growthbound = *spdiam * 8.; L5: sawnan1 = FALSE_; sawnan2 = FALSE_; /* Ensure that we do not back off too much of the initial shifts */ ldelta = min(ldmax,ldelta); rdelta = min(rdmax,rdelta); /* Compute the element growth when shifting to both ends of the cluster accept the shift if there is no element growth at one of the two ends Left end */ s = -lsigma; dplus[1] = d__[1] + s; if (abs(dplus[1]) < *pivmin) { dplus[1] = -(*pivmin); /* Need to set SAWNAN1 because refined RRR test should not be used in this case */ sawnan1 = TRUE_; } max1 = abs(dplus[1]); i__1 = *n - 1; for (i__ = 1; i__ <= i__1; ++i__) { lplus[i__] = ld[i__] / dplus[i__]; s = s * lplus[i__] * l[i__] - lsigma; dplus[i__ + 1] = d__[i__ + 1] + s; if ((d__1 = dplus[i__ + 1], abs(d__1)) < *pivmin) { dplus[i__ + 1] = -(*pivmin); /* Need to set SAWNAN1 because refined RRR test should not be used in this case */ sawnan1 = TRUE_; } /* Computing MAX */ d__2 = max1, d__3 = (d__1 = dplus[i__ + 1], abs(d__1)); max1 = max(d__2,d__3); /* L6: */ } sawnan1 = sawnan1 || disnan_(&max1); if (forcer || max1 <= growthbound && ! sawnan1) { *sigma = lsigma; shift = 1; goto L100; } /* Right end */ s = -rsigma; work[1] = d__[1] + s; if (abs(work[1]) < *pivmin) { work[1] = -(*pivmin); /* Need to set SAWNAN2 because refined RRR test should not be used in this case */ sawnan2 = TRUE_; } max2 = abs(work[1]); i__1 = *n - 1; for (i__ = 1; i__ <= i__1; ++i__) { work[*n + i__] = ld[i__] / work[i__]; s = s * work[*n + i__] * l[i__] - rsigma; work[i__ + 1] = d__[i__ + 1] + s; if ((d__1 = work[i__ + 1], abs(d__1)) < *pivmin) { work[i__ + 1] = -(*pivmin); /* Need to set SAWNAN2 because refined RRR test should not be used in this case */ sawnan2 = TRUE_; } /* Computing MAX */ d__2 = max2, d__3 = (d__1 = work[i__ + 1], abs(d__1)); max2 = max(d__2,d__3); /* L7: */ } sawnan2 = sawnan2 || disnan_(&max2); if (forcer || max2 <= growthbound && ! sawnan2) { *sigma = rsigma; shift = 2; goto L100; } /* If we are at this point, both shifts led to too much element growth Record the better of the two shifts (provided it didn't lead to NaN) */ if (sawnan1 && sawnan2) { /* both MAX1 and MAX2 are NaN */ goto L50; } else { if (! sawnan1) { indx = 1; if (max1 <= smlgrowth) { smlgrowth = max1; bestshift = lsigma; } } if (! sawnan2) { if (sawnan1 || max2 <= max1) { indx = 2; } if (max2 <= smlgrowth) { smlgrowth = max2; bestshift = rsigma; } } } /* If we are here, both the left and the right shift led to element growth. If the element growth is moderate, then we may still accept the representation, if it passes a refined test for RRR. This test supposes that no NaN occurred. Moreover, we use the refined RRR test only for isolated clusters. */ if (clwdth < mingap / 128. && min(max1,max2) < fail2 && ! sawnan1 && ! sawnan2) { dorrr1 = TRUE_; } else { dorrr1 = FALSE_; } tryrrr1 = TRUE_; if (tryrrr1 && dorrr1) { if (indx == 1) { tmp = (d__1 = dplus[*n], abs(d__1)); znm2 = 1.; prod = 1.; oldp = 1.; for (i__ = *n - 1; i__ >= 1; --i__) { if (prod <= eps) { prod = dplus[i__ + 1] * work[*n + i__ + 1] / (dplus[i__] * work[*n + i__]) * oldp; } else { prod *= (d__1 = work[*n + i__], abs(d__1)); } oldp = prod; /* Computing 2nd power */ d__1 = prod; znm2 += d__1 * d__1; /* Computing MAX */ d__2 = tmp, d__3 = (d__1 = dplus[i__] * prod, abs(d__1)); tmp = max(d__2,d__3); /* L15: */ } rrr1 = tmp / (*spdiam * sqrt(znm2)); if (rrr1 <= 8.) { *sigma = lsigma; shift = 1; goto L100; } } else if (indx == 2) { tmp = (d__1 = work[*n], abs(d__1)); znm2 = 1.; prod = 1.; oldp = 1.; for (i__ = *n - 1; i__ >= 1; --i__) { if (prod <= eps) { prod = work[i__ + 1] * lplus[i__ + 1] / (work[i__] * lplus[i__]) * oldp; } else { prod *= (d__1 = lplus[i__], abs(d__1)); } oldp = prod; /* Computing 2nd power */ d__1 = prod; znm2 += d__1 * d__1; /* Computing MAX */ d__2 = tmp, d__3 = (d__1 = work[i__] * prod, abs(d__1)); tmp = max(d__2,d__3); /* L16: */ } rrr2 = tmp / (*spdiam * sqrt(znm2)); if (rrr2 <= 8.) { *sigma = rsigma; shift = 2; goto L100; } } } L50: if (ktry < 1) { /* If we are here, both shifts failed also the RRR test. Back off to the outside Computing MAX */ d__1 = lsigma - ldelta, d__2 = lsigma - ldmax; lsigma = max(d__1,d__2); /* Computing MIN */ d__1 = rsigma + rdelta, d__2 = rsigma + rdmax; rsigma = min(d__1,d__2); ldelta *= 2.; rdelta *= 2.; ++ktry; goto L5; } else { /* None of the representations investigated satisfied our criteria. Take the best one we found. */ if (smlgrowth < fail || nofail) { lsigma = bestshift; rsigma = bestshift; forcer = TRUE_; goto L5; } else { *info = 1; return 0; } } L100: if (shift == 1) { } else if (shift == 2) { /* store new L and D back into DPLUS, LPLUS */ dcopy_(n, &work[1], &c__1, &dplus[1], &c__1); i__1 = *n - 1; dcopy_(&i__1, &work[*n + 1], &c__1, &lplus[1], &c__1); } return 0; /* End of DLARRF */ } /* dlarrf_ */