LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ slaed9()

subroutine slaed9 ( integer  K,
integer  KSTART,
integer  KSTOP,
integer  N,
real, dimension( * )  D,
real, dimension( ldq, * )  Q,
integer  LDQ,
real  RHO,
real, dimension( * )  DLAMDA,
real, dimension( * )  W,
real, dimension( lds, * )  S,
integer  LDS,
integer  INFO 
)

SLAED9 used by SSTEDC. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is dense.

Download SLAED9 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 SLAED9 finds the roots of the secular equation, as defined by the
 values in D, Z, and RHO, between KSTART and KSTOP.  It makes the
 appropriate calls to SLAED4 and then stores the new matrix of
 eigenvectors for use in calculating the next level of Z vectors.
Parameters
[in]K
          K is INTEGER
          The number of terms in the rational function to be solved by
          SLAED4.  K >= 0.
[in]KSTART
          KSTART is INTEGER
[in]KSTOP
          KSTOP is INTEGER
          The updated eigenvalues Lambda(I), KSTART <= I <= KSTOP
          are to be computed.  1 <= KSTART <= KSTOP <= K.
[in]N
          N is INTEGER
          The number of rows and columns in the Q matrix.
          N >= K (delation may result in N > K).
[out]D
          D is REAL array, dimension (N)
          D(I) contains the updated eigenvalues
          for KSTART <= I <= KSTOP.
[out]Q
          Q is REAL array, dimension (LDQ,N)
[in]LDQ
          LDQ is INTEGER
          The leading dimension of the array Q.  LDQ >= max( 1, N ).
[in]RHO
          RHO is REAL
          The value of the parameter in the rank one update equation.
          RHO >= 0 required.
[in]DLAMDA
          DLAMDA is REAL array, dimension (K)
          The first K elements of this array contain the old roots
          of the deflated updating problem.  These are the poles
          of the secular equation.
[in]W
          W is REAL array, dimension (K)
          The first K elements of this array contain the components
          of the deflation-adjusted updating vector.
[out]S
          S is REAL array, dimension (LDS, K)
          Will contain the eigenvectors of the repaired matrix which
          will be stored for subsequent Z vector calculation and
          multiplied by the previously accumulated eigenvectors
          to update the system.
[in]LDS
          LDS is INTEGER
          The leading dimension of S.  LDS >= max( 1, K ).
[out]INFO
          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
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Jeff Rutter, Computer Science Division, University of California at Berkeley, USA

Definition at line 154 of file slaed9.f.

156*
157* -- LAPACK computational routine --
158* -- LAPACK is a software package provided by Univ. of Tennessee, --
159* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
160*
161* .. Scalar Arguments ..
162 INTEGER INFO, K, KSTART, KSTOP, LDQ, LDS, N
163 REAL RHO
164* ..
165* .. Array Arguments ..
166 REAL D( * ), DLAMDA( * ), Q( LDQ, * ), S( LDS, * ),
167 $ W( * )
168* ..
169*
170* =====================================================================
171*
172* .. Local Scalars ..
173 INTEGER I, J
174 REAL TEMP
175* ..
176* .. External Functions ..
177 REAL SLAMC3, SNRM2
178 EXTERNAL slamc3, snrm2
179* ..
180* .. External Subroutines ..
181 EXTERNAL scopy, slaed4, xerbla
182* ..
183* .. Intrinsic Functions ..
184 INTRINSIC max, sign, sqrt
185* ..
186* .. Executable Statements ..
187*
188* Test the input parameters.
189*
190 info = 0
191*
192 IF( k.LT.0 ) THEN
193 info = -1
194 ELSE IF( kstart.LT.1 .OR. kstart.GT.max( 1, k ) ) THEN
195 info = -2
196 ELSE IF( max( 1, kstop ).LT.kstart .OR. kstop.GT.max( 1, k ) )
197 $ THEN
198 info = -3
199 ELSE IF( n.LT.k ) THEN
200 info = -4
201 ELSE IF( ldq.LT.max( 1, k ) ) THEN
202 info = -7
203 ELSE IF( lds.LT.max( 1, k ) ) THEN
204 info = -12
205 END IF
206 IF( info.NE.0 ) THEN
207 CALL xerbla( 'SLAED9', -info )
208 RETURN
209 END IF
210*
211* Quick return if possible
212*
213 IF( k.EQ.0 )
214 $ RETURN
215*
216* Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
217* be computed with high relative accuracy (barring over/underflow).
218* This is a problem on machines without a guard digit in
219* add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
220* The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
221* which on any of these machines zeros out the bottommost
222* bit of DLAMDA(I) if it is 1; this makes the subsequent
223* subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
224* occurs. On binary machines with a guard digit (almost all
225* machines) it does not change DLAMDA(I) at all. On hexadecimal
226* and decimal machines with a guard digit, it slightly
227* changes the bottommost bits of DLAMDA(I). It does not account
228* for hexadecimal or decimal machines without guard digits
229* (we know of none). We use a subroutine call to compute
230* 2*DLAMBDA(I) to prevent optimizing compilers from eliminating
231* this code.
232*
233 DO 10 i = 1, n
234 dlamda( i ) = slamc3( dlamda( i ), dlamda( i ) ) - dlamda( i )
235 10 CONTINUE
236*
237 DO 20 j = kstart, kstop
238 CALL slaed4( k, j, dlamda, w, q( 1, j ), rho, d( j ), info )
239*
240* If the zero finder fails, the computation is terminated.
241*
242 IF( info.NE.0 )
243 $ GO TO 120
244 20 CONTINUE
245*
246 IF( k.EQ.1 .OR. k.EQ.2 ) THEN
247 DO 40 i = 1, k
248 DO 30 j = 1, k
249 s( j, i ) = q( j, i )
250 30 CONTINUE
251 40 CONTINUE
252 GO TO 120
253 END IF
254*
255* Compute updated W.
256*
257 CALL scopy( k, w, 1, s, 1 )
258*
259* Initialize W(I) = Q(I,I)
260*
261 CALL scopy( k, q, ldq+1, w, 1 )
262 DO 70 j = 1, k
263 DO 50 i = 1, j - 1
264 w( i ) = w( i )*( q( i, j ) / ( dlamda( i )-dlamda( j ) ) )
265 50 CONTINUE
266 DO 60 i = j + 1, k
267 w( i ) = w( i )*( q( i, j ) / ( dlamda( i )-dlamda( j ) ) )
268 60 CONTINUE
269 70 CONTINUE
270 DO 80 i = 1, k
271 w( i ) = sign( sqrt( -w( i ) ), s( i, 1 ) )
272 80 CONTINUE
273*
274* Compute eigenvectors of the modified rank-1 modification.
275*
276 DO 110 j = 1, k
277 DO 90 i = 1, k
278 q( i, j ) = w( i ) / q( i, j )
279 90 CONTINUE
280 temp = snrm2( k, q( 1, j ), 1 )
281 DO 100 i = 1, k
282 s( i, j ) = q( i, j ) / temp
283 100 CONTINUE
284 110 CONTINUE
285*
286 120 CONTINUE
287 RETURN
288*
289* End of SLAED9
290*
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine slaed4(N, I, D, Z, DELTA, RHO, DLAM, INFO)
SLAED4 used by SSTEDC. Finds a single root of the secular equation.
Definition: slaed4.f:145
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
real(wp) function snrm2(n, x, incx)
SNRM2
Definition: snrm2.f90:89
real function slamc3(A, B)
SLAMC3
Definition: slamch.f:169
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