claed7.f

Go to the documentation of this file.

*> \brief \b CLAED7 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> \htmlonly
*> Download CLAED7 + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claed7.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claed7.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claed7.f"> 
*> [TXT]</a>
*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CLAED7( N, CUTPNT, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
*                          LDQ, RHO, INDXQ, QSTORE, QPTR, PRMPTR, PERM,
*                          GIVPTR, GIVCOL, GIVNUM, WORK, RWORK, IWORK,
*                          INFO )
* 
*       .. Scalar Arguments ..
*       INTEGER            CURLVL, CURPBM, CUTPNT, INFO, LDQ, N, QSIZ,
*      $                   TLVLS
*       REAL               RHO
*       ..
*       .. Array Arguments ..
*       INTEGER            GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
*      $                   IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
*       REAL               D( * ), GIVNUM( 2, * ), QSTORE( * ), RWORK( * )
*       COMPLEX            Q( LDQ, * ), WORK( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CLAED7 computes the updated eigensystem of a diagonal
*> matrix after modification by a rank-one symmetric matrix. This
*> routine is used only for the eigenproblem which requires all
*> eigenvalues and optionally eigenvectors of a dense or banded
*> Hermitian matrix that has been reduced to tridiagonal form.
*>
*>   T = Q(in) ( D(in) + RHO * Z*Z**H ) Q**H(in) = Q(out) * D(out) * Q**H(out)
*>
*>   where Z = Q**Hu, u is a vector of length N with ones in the
*>   CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
*>
*>    The eigenvectors of the original matrix are stored in Q, and the
*>    eigenvalues are in D.  The algorithm consists of three stages:
*>
*>       The first stage consists of deflating the size of the problem
*>       when there are multiple eigenvalues or if there is a zero in
*>       the Z vector.  For each such occurence the dimension of the
*>       secular equation problem is reduced by one.  This stage is
*>       performed by the routine SLAED2.
*>
*>       The second stage consists of calculating the updated
*>       eigenvalues. This is done by finding the roots of the secular
*>       equation via the routine SLAED4 (as called by SLAED3).
*>       This routine also calculates the eigenvectors of the current
*>       problem.
*>
*>       The final stage consists of computing the updated eigenvectors
*>       directly using the updated eigenvalues.  The eigenvectors for
*>       the current problem are multiplied with the eigenvectors from
*>       the overall problem.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
*> \endverbatim
*>
*> \param[in] CUTPNT
*> \verbatim
*>          CUTPNT is INTEGER
*>         Contains the location of the last eigenvalue in the leading
*>         sub-matrix.  min(1,N) <= CUTPNT <= N.
*> \endverbatim
*>
*> \param[in] QSIZ
*> \verbatim
*>          QSIZ is INTEGER
*>         The dimension of the unitary matrix used to reduce
*>         the full matrix to tridiagonal form.  QSIZ >= N.
*> \endverbatim
*>
*> \param[in] TLVLS
*> \verbatim
*>          TLVLS is INTEGER
*>         The total number of merging levels in the overall divide and
*>         conquer tree.
*> \endverbatim
*>
*> \param[in] CURLVL
*> \verbatim
*>          CURLVL is INTEGER
*>         The current level in the overall merge routine,
*>         0 <= curlvl <= tlvls.
*> \endverbatim
*>
*> \param[in] CURPBM
*> \verbatim
*>          CURPBM is INTEGER
*>         The current problem in the current level in the overall
*>         merge routine (counting from upper left to lower right).
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*>          D is REAL array, dimension (N)
*>         On entry, the eigenvalues of the rank-1-perturbed matrix.
*>         On exit, the eigenvalues of the repaired matrix.
*> \endverbatim
*>
*> \param[in,out] Q
*> \verbatim
*>          Q is COMPLEX array, dimension (LDQ,N)
*>         On entry, the eigenvectors of the rank-1-perturbed matrix.
*>         On exit, the eigenvectors of the repaired tridiagonal matrix.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*>          LDQ is INTEGER
*>         The leading dimension of the array Q.  LDQ >= max(1,N).
*> \endverbatim
*>
*> \param[in] RHO
*> \verbatim
*>          RHO is REAL
*>         Contains the subdiagonal element used to create the rank-1
*>         modification.
*> \endverbatim
*>
*> \param[out] INDXQ
*> \verbatim
*>          INDXQ is INTEGER array, dimension (N)
*>         This contains the permutation which will reintegrate the
*>         subproblem just solved back into sorted order,
*>         ie. D( INDXQ( I = 1, N ) ) will be in ascending order.
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*>          IWORK is INTEGER array, dimension (4*N)
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array,
*>                                 dimension (3*N+2*QSIZ*N)
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (QSIZ*N)
*> \endverbatim
*>
*> \param[in,out] QSTORE
*> \verbatim
*>          QSTORE is REAL array, dimension (N**2+1)
*>         Stores eigenvectors of submatrices encountered during
*>         divide and conquer, packed together. QPTR points to
*>         beginning of the submatrices.
*> \endverbatim
*>
*> \param[in,out] QPTR
*> \verbatim
*>          QPTR is INTEGER array, dimension (N+2)
*>         List of indices pointing to beginning of submatrices stored
*>         in QSTORE. The submatrices are numbered starting at the
*>         bottom left of the divide and conquer tree, from left to
*>         right and bottom to top.
*> \endverbatim
*>
*> \param[in] PRMPTR
*> \verbatim
*>          PRMPTR is INTEGER array, dimension (N lg N)
*>         Contains a list of pointers which indicate where in PERM a
*>         level's permutation is stored.  PRMPTR(i+1) - PRMPTR(i)
*>         indicates the size of the permutation and also the size of
*>         the full, non-deflated problem.
*> \endverbatim
*>
*> \param[in] PERM
*> \verbatim
*>          PERM is INTEGER array, dimension (N lg N)
*>         Contains the permutations (from deflation and sorting) to be
*>         applied to each eigenblock.
*> \endverbatim
*>
*> \param[in] GIVPTR
*> \verbatim
*>          GIVPTR is INTEGER array, dimension (N lg N)
*>         Contains a list of pointers which indicate where in GIVCOL a
*>         level's Givens rotations are stored.  GIVPTR(i+1) - GIVPTR(i)
*>         indicates the number of Givens rotations.
*> \endverbatim
*>
*> \param[in] GIVCOL
*> \verbatim
*>          GIVCOL is INTEGER array, dimension (2, N lg N)
*>         Each pair of numbers indicates a pair of columns to take place
*>         in a Givens rotation.
*> \endverbatim
*>
*> \param[in] GIVNUM
*> \verbatim
*>          GIVNUM is REAL array, dimension (2, N lg N)
*>         Each number indicates the S value to be used in the
*>         corresponding Givens rotation.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit.
*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
*>          > 0:  if INFO = 1, an eigenvalue did not converge
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date September 2012
*
*> \ingroup complexOTHERcomputational
*
*  =====================================================================
      SUBROUTINE claed7( N, CUTPNT, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
     $                   ldq, rho, indxq, qstore, qptr, prmptr, perm,
     $                   givptr, givcol, givnum, work, rwork, iwork,
     $                   info )
*
*  -- LAPACK computational routine (version 3.4.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     September 2012
*
*     .. Scalar Arguments ..
      INTEGER            curlvl, curpbm, cutpnt, info, ldq, n, qsiz,
     $                   tlvls
      REAL               rho
*     ..
*     .. Array Arguments ..
      INTEGER            givcol( 2, * ), givptr( * ), indxq( * ),
     $                   iwork( * ), perm( * ), prmptr( * ), qptr( * )
      REAL               d( * ), givnum( 2, * ), qstore( * ), rwork( * )
      COMPLEX            q( ldq, * ), work( * )
*     ..
*
*  =====================================================================
*
*     .. Local Scalars ..
      INTEGER            coltyp, curr, i, idlmda, indx,
     $                   indxc, indxp, iq, iw, iz, k, n1, n2, ptr
*     ..
*     .. External Subroutines ..
      EXTERNAL           clacrm, claed8, slaed9, slaeda, slamrg, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max, min
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
*
*     IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.1 ) THEN
*        INFO = -1
*     ELSE IF( N.LT.0 ) THEN
      IF( n.LT.0 ) THEN
         info = -1
      ELSE IF( min( 1, n ).GT.cutpnt .OR. n.LT.cutpnt ) THEN
         info = -2
      ELSE IF( qsiz.LT.n ) THEN
         info = -3
      ELSE IF( ldq.LT.max( 1, n ) ) THEN
         info = -9
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'CLAED7', -info )
         return
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   return
*
*     The following values are for bookkeeping purposes only.  They are
*     integer pointers which indicate the portion of the workspace
*     used by a particular array in SLAED2 and SLAED3.
*
      iz = 1
      idlmda = iz + n
      iw = idlmda + n
      iq = iw + n
*
      indx = 1
      indxc = indx + n
      coltyp = indxc + n
      indxp = coltyp + n
*
*     Form the z-vector which consists of the last row of Q_1 and the
*     first row of Q_2.
*
      ptr = 1 + 2**tlvls
      DO 10 i = 1, curlvl - 1
         ptr = ptr + 2**( tlvls-i )
   10 continue
      curr = ptr + curpbm
      CALL slaeda( n, tlvls, curlvl, curpbm, prmptr, perm, givptr,
     $             givcol, givnum, qstore, qptr, rwork( iz ),
     $             rwork( iz+n ), info )
*
*     When solving the final problem, we no longer need the stored data,
*     so we will overwrite the data from this level onto the previously
*     used storage space.
*
      IF( curlvl.EQ.tlvls ) THEN
         qptr( curr ) = 1
         prmptr( curr ) = 1
         givptr( curr ) = 1
      END IF
*
*     Sort and Deflate eigenvalues.
*
      CALL claed8( k, n, qsiz, q, ldq, d, rho, cutpnt, rwork( iz ),
     $             rwork( idlmda ), work, qsiz, rwork( iw ),
     $             iwork( indxp ), iwork( indx ), indxq,
     $             perm( prmptr( curr ) ), givptr( curr+1 ),
     $             givcol( 1, givptr( curr ) ),
     $             givnum( 1, givptr( curr ) ), info )
      prmptr( curr+1 ) = prmptr( curr ) + n
      givptr( curr+1 ) = givptr( curr+1 ) + givptr( curr )
*
*     Solve Secular Equation.
*
      IF( k.NE.0 ) THEN
         CALL slaed9( k, 1, k, n, d, rwork( iq ), k, rho,
     $                rwork( idlmda ), rwork( iw ),
     $                qstore( qptr( curr ) ), k, info )
         CALL clacrm( qsiz, k, work, qsiz, qstore( qptr( curr ) ), k, q,
     $                ldq, rwork( iq ) )
         qptr( curr+1 ) = qptr( curr ) + k**2
         IF( info.NE.0 ) THEN
            return
         END IF
*
*     Prepare the INDXQ sorting premutation.
*
         n1 = k
         n2 = n - k
         CALL slamrg( n1, n2, d, 1, -1, indxq )
      ELSE
         qptr( curr+1 ) = qptr( curr )
         DO 20 i = 1, n
            indxq( i ) = i
   20    continue
      END IF
*
      return
*
*     End of CLAED7
*
      END