#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dlarrk_(integer *n, integer *iw, doublereal *gl, doublereal *gu, doublereal *d__, doublereal *e2, doublereal *pivmin, doublereal *reltol, doublereal *w, doublereal *werr, integer *info) { /* -- LAPACK auxiliary routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. 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 ========= N (input) INTEGER The order of the tridiagonal matrix T. N >= 0. IW (input) INTEGER The index of the eigenvalues to be returned. GL (input) DOUBLE PRECISION GU (input) DOUBLE PRECISION An upper and a lower bound on the eigenvalue. D (input) DOUBLE PRECISION array, dimension (N) The n 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. 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. W (output) DOUBLE PRECISION WERR (output) DOUBLE PRECISION The error bound on the corresponding eigenvalue approximation in W. INFO (output) INTEGER = 0: Eigenvalue converged = -1: Eigenvalue did NOT converge Internal Parameters =================== FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. ===================================================================== Get machine constants Parameter adjustments */ /* System generated locals */ integer i__1; doublereal d__1, d__2; /* Builtin functions */ double log(doublereal); /* Local variables */ static integer i__, it; static doublereal mid, eps, tmp1, tmp2, left, atoli, right; static integer itmax; static doublereal rtoli, tnorm; extern doublereal dlamch_(char *); static integer negcnt; --e2; --d__; /* Function Body */ eps = dlamch_("P"); /* Computing MAX */ d__1 = abs(*gl), d__2 = abs(*gu); tnorm = max(d__1,d__2); rtoli = *reltol; atoli = *pivmin * 4.; itmax = (integer) ((log(tnorm + *pivmin) - log(*pivmin)) / log(2.)) + 2; *info = -1; left = *gl - tnorm * 2. * eps * *n - *pivmin * 4.; right = *gu + tnorm * 2. * eps * *n + *pivmin * 4.; it = 0; L10: /* Check if interval converged or maximum number of iterations reached */ tmp1 = (d__1 = right - left, abs(d__1)); /* Computing MAX */ d__1 = abs(right), d__2 = abs(left); tmp2 = max(d__1,d__2); /* Computing MAX */ d__1 = max(atoli,*pivmin), d__2 = rtoli * tmp2; if (tmp1 < max(d__1,d__2)) { *info = 0; goto L30; } if (it > itmax) { goto L30; } /* Count number of negative pivots for mid-point */ ++it; mid = (left + right) * .5; negcnt = 0; tmp1 = d__[1] - mid; if (abs(tmp1) < *pivmin) { tmp1 = -(*pivmin); } if (tmp1 <= 0.) { ++negcnt; } i__1 = *n; for (i__ = 2; i__ <= i__1; ++i__) { tmp1 = d__[i__] - e2[i__ - 1] / tmp1 - mid; if (abs(tmp1) < *pivmin) { tmp1 = -(*pivmin); } if (tmp1 <= 0.) { ++negcnt; } /* L20: */ } if (negcnt >= *iw) { right = mid; } else { left = mid; } goto L10; L30: /* Converged or maximum number of iterations reached */ *w = (left + right) * .5; *werr = (d__1 = right - left, abs(d__1)) * .5; return 0; /* End of DLARRK */ } /* dlarrk_ */