LAPACK  3.6.1
LAPACK: Linear Algebra PACKage
dlaed7.f
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1 *> \brief \b DLAED7 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.
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download DLAED7 + dependencies
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11 *> [TGZ]</a>
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed7.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
22 * LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR,
23 * PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK,
24 * INFO )
25 *
26 * .. Scalar Arguments ..
27 * INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
28 * $ QSIZ, TLVLS
29 * DOUBLE PRECISION RHO
30 * ..
31 * .. Array Arguments ..
32 * INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
33 * $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
34 * DOUBLE PRECISION D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
35 * $ QSTORE( * ), WORK( * )
36 * ..
37 *
38 *
39 *> \par Purpose:
40 * =============
41 *>
42 *> \verbatim
43 *>
44 *> DLAED7 computes the updated eigensystem of a diagonal
45 *> matrix after modification by a rank-one symmetric matrix. This
46 *> routine is used only for the eigenproblem which requires all
47 *> eigenvalues and optionally eigenvectors of a dense symmetric matrix
48 *> that has been reduced to tridiagonal form. DLAED1 handles
49 *> the case in which all eigenvalues and eigenvectors of a symmetric
50 *> tridiagonal matrix are desired.
51 *>
52 *> T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
53 *>
54 *> where Z = Q**Tu, u is a vector of length N with ones in the
55 *> CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
56 *>
57 *> The eigenvectors of the original matrix are stored in Q, and the
58 *> eigenvalues are in D. The algorithm consists of three stages:
59 *>
60 *> The first stage consists of deflating the size of the problem
61 *> when there are multiple eigenvalues or if there is a zero in
62 *> the Z vector. For each such occurrence the dimension of the
63 *> secular equation problem is reduced by one. This stage is
64 *> performed by the routine DLAED8.
65 *>
66 *> The second stage consists of calculating the updated
67 *> eigenvalues. This is done by finding the roots of the secular
68 *> equation via the routine DLAED4 (as called by DLAED9).
69 *> This routine also calculates the eigenvectors of the current
70 *> problem.
71 *>
72 *> The final stage consists of computing the updated eigenvectors
73 *> directly using the updated eigenvalues. The eigenvectors for
74 *> the current problem are multiplied with the eigenvectors from
75 *> the overall problem.
76 *> \endverbatim
77 *
78 * Arguments:
79 * ==========
80 *
81 *> \param[in] ICOMPQ
82 *> \verbatim
83 *> ICOMPQ is INTEGER
84 *> = 0: Compute eigenvalues only.
85 *> = 1: Compute eigenvectors of original dense symmetric matrix
86 *> also. On entry, Q contains the orthogonal matrix used
87 *> to reduce the original matrix to tridiagonal form.
88 *> \endverbatim
89 *>
90 *> \param[in] N
91 *> \verbatim
92 *> N is INTEGER
93 *> The dimension of the symmetric tridiagonal matrix. N >= 0.
94 *> \endverbatim
95 *>
96 *> \param[in] QSIZ
97 *> \verbatim
98 *> QSIZ is INTEGER
99 *> The dimension of the orthogonal matrix used to reduce
100 *> the full matrix to tridiagonal form. QSIZ >= N if ICOMPQ = 1.
101 *> \endverbatim
102 *>
103 *> \param[in] TLVLS
104 *> \verbatim
105 *> TLVLS is INTEGER
106 *> The total number of merging levels in the overall divide and
107 *> conquer tree.
108 *> \endverbatim
109 *>
110 *> \param[in] CURLVL
111 *> \verbatim
112 *> CURLVL is INTEGER
113 *> The current level in the overall merge routine,
114 *> 0 <= CURLVL <= TLVLS.
115 *> \endverbatim
116 *>
117 *> \param[in] CURPBM
118 *> \verbatim
119 *> CURPBM is INTEGER
120 *> The current problem in the current level in the overall
121 *> merge routine (counting from upper left to lower right).
122 *> \endverbatim
123 *>
124 *> \param[in,out] D
125 *> \verbatim
126 *> D is DOUBLE PRECISION array, dimension (N)
127 *> On entry, the eigenvalues of the rank-1-perturbed matrix.
128 *> On exit, the eigenvalues of the repaired matrix.
129 *> \endverbatim
130 *>
131 *> \param[in,out] Q
132 *> \verbatim
133 *> Q is DOUBLE PRECISION array, dimension (LDQ, N)
134 *> On entry, the eigenvectors of the rank-1-perturbed matrix.
135 *> On exit, the eigenvectors of the repaired tridiagonal matrix.
136 *> \endverbatim
137 *>
138 *> \param[in] LDQ
139 *> \verbatim
140 *> LDQ is INTEGER
141 *> The leading dimension of the array Q. LDQ >= max(1,N).
142 *> \endverbatim
143 *>
144 *> \param[out] INDXQ
145 *> \verbatim
146 *> INDXQ is INTEGER array, dimension (N)
147 *> The permutation which will reintegrate the subproblem just
148 *> solved back into sorted order, i.e., D( INDXQ( I = 1, N ) )
149 *> will be in ascending order.
150 *> \endverbatim
151 *>
152 *> \param[in] RHO
153 *> \verbatim
154 *> RHO is DOUBLE PRECISION
155 *> The subdiagonal element used to create the rank-1
156 *> modification.
157 *> \endverbatim
158 *>
159 *> \param[in] CUTPNT
160 *> \verbatim
161 *> CUTPNT is INTEGER
162 *> Contains the location of the last eigenvalue in the leading
163 *> sub-matrix. min(1,N) <= CUTPNT <= N.
164 *> \endverbatim
165 *>
166 *> \param[in,out] QSTORE
167 *> \verbatim
168 *> QSTORE is DOUBLE PRECISION array, dimension (N**2+1)
169 *> Stores eigenvectors of submatrices encountered during
170 *> divide and conquer, packed together. QPTR points to
171 *> beginning of the submatrices.
172 *> \endverbatim
173 *>
174 *> \param[in,out] QPTR
175 *> \verbatim
176 *> QPTR is INTEGER array, dimension (N+2)
177 *> List of indices pointing to beginning of submatrices stored
178 *> in QSTORE. The submatrices are numbered starting at the
179 *> bottom left of the divide and conquer tree, from left to
180 *> right and bottom to top.
181 *> \endverbatim
182 *>
183 *> \param[in] PRMPTR
184 *> \verbatim
185 *> PRMPTR is INTEGER array, dimension (N lg N)
186 *> Contains a list of pointers which indicate where in PERM a
187 *> level's permutation is stored. PRMPTR(i+1) - PRMPTR(i)
188 *> indicates the size of the permutation and also the size of
189 *> the full, non-deflated problem.
190 *> \endverbatim
191 *>
192 *> \param[in] PERM
193 *> \verbatim
194 *> PERM is INTEGER array, dimension (N lg N)
195 *> Contains the permutations (from deflation and sorting) to be
196 *> applied to each eigenblock.
197 *> \endverbatim
198 *>
199 *> \param[in] GIVPTR
200 *> \verbatim
201 *> GIVPTR is INTEGER array, dimension (N lg N)
202 *> Contains a list of pointers which indicate where in GIVCOL a
203 *> level's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i)
204 *> indicates the number of Givens rotations.
205 *> \endverbatim
206 *>
207 *> \param[in] GIVCOL
208 *> \verbatim
209 *> GIVCOL is INTEGER array, dimension (2, N lg N)
210 *> Each pair of numbers indicates a pair of columns to take place
211 *> in a Givens rotation.
212 *> \endverbatim
213 *>
214 *> \param[in] GIVNUM
215 *> \verbatim
216 *> GIVNUM is DOUBLE PRECISION array, dimension (2, N lg N)
217 *> Each number indicates the S value to be used in the
218 *> corresponding Givens rotation.
219 *> \endverbatim
220 *>
221 *> \param[out] WORK
222 *> \verbatim
223 *> WORK is DOUBLE PRECISION array, dimension (3*N+2*QSIZ*N)
224 *> \endverbatim
225 *>
226 *> \param[out] IWORK
227 *> \verbatim
228 *> IWORK is INTEGER array, dimension (4*N)
229 *> \endverbatim
230 *>
231 *> \param[out] INFO
232 *> \verbatim
233 *> INFO is INTEGER
234 *> = 0: successful exit.
235 *> < 0: if INFO = -i, the i-th argument had an illegal value.
236 *> > 0: if INFO = 1, an eigenvalue did not converge
237 *> \endverbatim
238 *
239 * Authors:
240 * ========
241 *
242 *> \author Univ. of Tennessee
243 *> \author Univ. of California Berkeley
244 *> \author Univ. of Colorado Denver
245 *> \author NAG Ltd.
246 *
247 *> \date June 2016
248 *
249 *> \ingroup auxOTHERcomputational
250 *
251 *> \par Contributors:
252 * ==================
253 *>
254 *> Jeff Rutter, Computer Science Division, University of California
255 *> at Berkeley, USA
256 *
257 * =====================================================================
258  SUBROUTINE dlaed7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
259  $ ldq, indxq, rho, cutpnt, qstore, qptr, prmptr,
260  $ perm, givptr, givcol, givnum, work, iwork,
261  $ info )
262 *
263 * -- LAPACK computational routine (version 3.6.1) --
264 * -- LAPACK is a software package provided by Univ. of Tennessee, --
265 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
266 * June 2016
267 *
268 * .. Scalar Arguments ..
269  INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
270  $ qsiz, tlvls
271  DOUBLE PRECISION RHO
272 * ..
273 * .. Array Arguments ..
274  INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
275  $ iwork( * ), perm( * ), prmptr( * ), qptr( * )
276  DOUBLE PRECISION D( * ), GIVNUM( 2, * ), Q( ldq, * ),
277  $ qstore( * ), work( * )
278 * ..
279 *
280 * =====================================================================
281 *
282 * .. Parameters ..
283  DOUBLE PRECISION ONE, ZERO
284  parameter ( one = 1.0d0, zero = 0.0d0 )
285 * ..
286 * .. Local Scalars ..
287  INTEGER COLTYP, CURR, I, IDLMDA, INDX, INDXC, INDXP,
288  $ iq2, is, iw, iz, k, ldq2, n1, n2, ptr
289 * ..
290 * .. External Subroutines ..
291  EXTERNAL dgemm, dlaed8, dlaed9, dlaeda, dlamrg, xerbla
292 * ..
293 * .. Intrinsic Functions ..
294  INTRINSIC max, min
295 * ..
296 * .. Executable Statements ..
297 *
298 * Test the input parameters.
299 *
300  info = 0
301 *
302  IF( icompq.LT.0 .OR. icompq.GT.1 ) THEN
303  info = -1
304  ELSE IF( n.LT.0 ) THEN
305  info = -2
306  ELSE IF( icompq.EQ.1 .AND. qsiz.LT.n ) THEN
307  info = -3
308  ELSE IF( ldq.LT.max( 1, n ) ) THEN
309  info = -9
310  ELSE IF( min( 1, n ).GT.cutpnt .OR. n.LT.cutpnt ) THEN
311  info = -12
312  END IF
313  IF( info.NE.0 ) THEN
314  CALL xerbla( 'DLAED7', -info )
315  RETURN
316  END IF
317 *
318 * Quick return if possible
319 *
320  IF( n.EQ.0 )
321  $ RETURN
322 *
323 * The following values are for bookkeeping purposes only. They are
324 * integer pointers which indicate the portion of the workspace
325 * used by a particular array in DLAED8 and DLAED9.
326 *
327  IF( icompq.EQ.1 ) THEN
328  ldq2 = qsiz
329  ELSE
330  ldq2 = n
331  END IF
332 *
333  iz = 1
334  idlmda = iz + n
335  iw = idlmda + n
336  iq2 = iw + n
337  is = iq2 + n*ldq2
338 *
339  indx = 1
340  indxc = indx + n
341  coltyp = indxc + n
342  indxp = coltyp + n
343 *
344 * Form the z-vector which consists of the last row of Q_1 and the
345 * first row of Q_2.
346 *
347  ptr = 1 + 2**tlvls
348  DO 10 i = 1, curlvl - 1
349  ptr = ptr + 2**( tlvls-i )
350  10 CONTINUE
351  curr = ptr + curpbm
352  CALL dlaeda( n, tlvls, curlvl, curpbm, prmptr, perm, givptr,
353  $ givcol, givnum, qstore, qptr, work( iz ),
354  $ work( iz+n ), info )
355 *
356 * When solving the final problem, we no longer need the stored data,
357 * so we will overwrite the data from this level onto the previously
358 * used storage space.
359 *
360  IF( curlvl.EQ.tlvls ) THEN
361  qptr( curr ) = 1
362  prmptr( curr ) = 1
363  givptr( curr ) = 1
364  END IF
365 *
366 * Sort and Deflate eigenvalues.
367 *
368  CALL dlaed8( icompq, k, n, qsiz, d, q, ldq, indxq, rho, cutpnt,
369  $ work( iz ), work( idlmda ), work( iq2 ), ldq2,
370  $ work( iw ), perm( prmptr( curr ) ), givptr( curr+1 ),
371  $ givcol( 1, givptr( curr ) ),
372  $ givnum( 1, givptr( curr ) ), iwork( indxp ),
373  $ iwork( indx ), info )
374  prmptr( curr+1 ) = prmptr( curr ) + n
375  givptr( curr+1 ) = givptr( curr+1 ) + givptr( curr )
376 *
377 * Solve Secular Equation.
378 *
379  IF( k.NE.0 ) THEN
380  CALL dlaed9( k, 1, k, n, d, work( is ), k, rho, work( idlmda ),
381  $ work( iw ), qstore( qptr( curr ) ), k, info )
382  IF( info.NE.0 )
383  $ GO TO 30
384  IF( icompq.EQ.1 ) THEN
385  CALL dgemm( 'N', 'N', qsiz, k, k, one, work( iq2 ), ldq2,
386  $ qstore( qptr( curr ) ), k, zero, q, ldq )
387  END IF
388  qptr( curr+1 ) = qptr( curr ) + k**2
389 *
390 * Prepare the INDXQ sorting permutation.
391 *
392  n1 = k
393  n2 = n - k
394  CALL dlamrg( n1, n2, d, 1, -1, indxq )
395  ELSE
396  qptr( curr+1 ) = qptr( curr )
397  DO 20 i = 1, n
398  indxq( i ) = i
399  20 CONTINUE
400  END IF
401 *
402  30 CONTINUE
403  RETURN
404 *
405 * End of DLAED7
406 *
407  END
subroutine dlaed9(K, KSTART, KSTOP, N, D, Q, LDQ, RHO, DLAMDA, W, S, LDS, INFO)
DLAED9 used by sstedc. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is dense.
Definition: dlaed9.f:158
subroutine dlamrg(N1, N2, A, DTRD1, DTRD2, INDEX)
DLAMRG creates a permutation list to merge the entries of two independently sorted sets into a single...
Definition: dlamrg.f:101
subroutine dgemm(TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, BETA, C, LDC)
DGEMM
Definition: dgemm.f:189
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dlaed8(ICOMPQ, K, N, QSIZ, D, Q, LDQ, INDXQ, RHO, CUTPNT, Z, DLAMDA, Q2, LDQ2, W, PERM, GIVPTR, GIVCOL, GIVNUM, INDXP, INDX, INFO)
DLAED8 used by sstedc. Merges eigenvalues and deflates secular equation. Used when the original matri...
Definition: dlaed8.f:245
subroutine dlaed7(ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q, LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR, PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK, INFO)
DLAED7 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a ...
Definition: dlaed7.f:262
subroutine dlaeda(N, TLVLS, CURLVL, CURPBM, PRMPTR, PERM, GIVPTR, GIVCOL, GIVNUM, Q, QPTR, Z, ZTEMP, INFO)
DLAEDA used by sstedc. Computes the Z vector determining the rank-one modification of the diagonal ma...
Definition: dlaeda.f:168