LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ claed7()

subroutine claed7 ( integer n,
integer cutpnt,
integer qsiz,
integer tlvls,
integer curlvl,
integer curpbm,
real, dimension( * ) d,
complex, dimension( ldq, * ) q,
integer ldq,
real rho,
integer, dimension( * ) indxq,
real, dimension( * ) qstore,
integer, dimension( * ) qptr,
integer, dimension( * ) prmptr,
integer, dimension( * ) perm,
integer, dimension( * ) givptr,
integer, dimension( 2, * ) givcol,
real, dimension( 2, * ) givnum,
complex, dimension( * ) work,
real, dimension( * ) rwork,
integer, dimension( * ) iwork,
integer info )

CLAED7 used by CSTEDC. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.

Download CLAED7 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> 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 occurrence 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.
!> 
Parameters
[in]N
!>          N is INTEGER
!>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
!> 
[in]CUTPNT
!>          CUTPNT is INTEGER
!>         Contains the location of the last eigenvalue in the leading
!>         sub-matrix.  min(1,N) <= CUTPNT <= N.
!> 
[in]QSIZ
!>          QSIZ is INTEGER
!>         The dimension of the unitary matrix used to reduce
!>         the full matrix to tridiagonal form.  QSIZ >= N.
!> 
[in]TLVLS
!>          TLVLS is INTEGER
!>         The total number of merging levels in the overall divide and
!>         conquer tree.
!> 
[in]CURLVL
!>          CURLVL is INTEGER
!>         The current level in the overall merge routine,
!>         0 <= curlvl <= tlvls.
!> 
[in]CURPBM
!>          CURPBM is INTEGER
!>         The current problem in the current level in the overall
!>         merge routine (counting from upper left to lower right).
!> 
[in,out]D
!>          D is REAL array, dimension (N)
!>         On entry, the eigenvalues of the rank-1-perturbed matrix.
!>         On exit, the eigenvalues of the repaired matrix.
!> 
[in,out]Q
!>          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.
!> 
[in]LDQ
!>          LDQ is INTEGER
!>         The leading dimension of the array Q.  LDQ >= max(1,N).
!> 
[in]RHO
!>          RHO is REAL
!>         Contains the subdiagonal element used to create the rank-1
!>         modification.
!> 
[out]INDXQ
!>          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.
!> 
[out]IWORK
!>          IWORK is INTEGER array, dimension (4*N)
!> 
[out]RWORK
!>          RWORK is REAL array,
!>                                 dimension (3*N+2*QSIZ*N)
!> 
[out]WORK
!>          WORK is COMPLEX array, dimension (QSIZ*N)
!> 
[in,out]QSTORE
!>          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.
!> 
[in,out]QPTR
!>          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.
!> 
[in]PRMPTR
!>          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.
!> 
[in]PERM
!>          PERM is INTEGER array, dimension (N lg N)
!>         Contains the permutations (from deflation and sorting) to be
!>         applied to each eigenblock.
!> 
[in]GIVPTR
!>          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.
!> 
[in]GIVCOL
!>          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.
!> 
[in]GIVNUM
!>          GIVNUM is REAL array, dimension (2, N lg N)
!>         Each number indicates the S value to be used in the
!>         corresponding Givens rotation.
!> 
[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.

Definition at line 243 of file claed7.f.

248*
249* -- LAPACK computational routine --
250* -- LAPACK is a software package provided by Univ. of Tennessee, --
251* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
252*
253* .. Scalar Arguments ..
254 INTEGER CURLVL, CURPBM, CUTPNT, INFO, LDQ, N, QSIZ,
255 $ TLVLS
256 REAL RHO
257* ..
258* .. Array Arguments ..
259 INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
260 $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
261 REAL D( * ), GIVNUM( 2, * ), QSTORE( * ), RWORK( * )
262 COMPLEX Q( LDQ, * ), WORK( * )
263* ..
264*
265* =====================================================================
266*
267* .. Local Scalars ..
268 INTEGER COLTYP, CURR, I, IDLMDA, INDX,
269 $ INDXC, INDXP, IQ, IW, IZ, K, N1, N2, PTR
270* ..
271* .. External Subroutines ..
272 EXTERNAL clacrm, claed8, slaed9, slaeda, slamrg,
273 $ xerbla
274* ..
275* .. Intrinsic Functions ..
276 INTRINSIC max, min
277* ..
278* .. Executable Statements ..
279*
280* Test the input parameters.
281*
282 info = 0
283*
284* IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.1 ) THEN
285* INFO = -1
286* ELSE IF( N.LT.0 ) THEN
287 IF( n.LT.0 ) THEN
288 info = -1
289 ELSE IF( min( 1, n ).GT.cutpnt .OR. n.LT.cutpnt ) THEN
290 info = -2
291 ELSE IF( qsiz.LT.n ) THEN
292 info = -3
293 ELSE IF( ldq.LT.max( 1, n ) ) THEN
294 info = -9
295 END IF
296 IF( info.NE.0 ) THEN
297 CALL xerbla( 'CLAED7', -info )
298 RETURN
299 END IF
300*
301* Quick return if possible
302*
303 IF( n.EQ.0 )
304 $ RETURN
305*
306* The following values are for bookkeeping purposes only. They are
307* integer pointers which indicate the portion of the workspace
308* used by a particular array in SLAED2 and SLAED3.
309*
310 iz = 1
311 idlmda = iz + n
312 iw = idlmda + n
313 iq = iw + n
314*
315 indx = 1
316 indxc = indx + n
317 coltyp = indxc + n
318 indxp = coltyp + n
319*
320* Form the z-vector which consists of the last row of Q_1 and the
321* first row of Q_2.
322*
323 ptr = 1 + 2**tlvls
324 DO 10 i = 1, curlvl - 1
325 ptr = ptr + 2**( tlvls-i )
326 10 CONTINUE
327 curr = ptr + curpbm
328 CALL slaeda( n, tlvls, curlvl, curpbm, prmptr, perm, givptr,
329 $ givcol, givnum, qstore, qptr, rwork( iz ),
330 $ rwork( iz+n ), info )
331*
332* When solving the final problem, we no longer need the stored data,
333* so we will overwrite the data from this level onto the previously
334* used storage space.
335*
336 IF( curlvl.EQ.tlvls ) THEN
337 qptr( curr ) = 1
338 prmptr( curr ) = 1
339 givptr( curr ) = 1
340 END IF
341*
342* Sort and Deflate eigenvalues.
343*
344 CALL claed8( k, n, qsiz, q, ldq, d, rho, cutpnt, rwork( iz ),
345 $ rwork( idlmda ), work, qsiz, rwork( iw ),
346 $ iwork( indxp ), iwork( indx ), indxq,
347 $ perm( prmptr( curr ) ), givptr( curr+1 ),
348 $ givcol( 1, givptr( curr ) ),
349 $ givnum( 1, givptr( curr ) ), info )
350 prmptr( curr+1 ) = prmptr( curr ) + n
351 givptr( curr+1 ) = givptr( curr+1 ) + givptr( curr )
352*
353* Solve Secular Equation.
354*
355 IF( k.NE.0 ) THEN
356 CALL slaed9( k, 1, k, n, d, rwork( iq ), k, rho,
357 $ rwork( idlmda ), rwork( iw ),
358 $ qstore( qptr( curr ) ), k, info )
359 CALL clacrm( qsiz, k, work, qsiz, qstore( qptr( curr ) ), k,
360 $ q,
361 $ ldq, rwork( iq ) )
362 qptr( curr+1 ) = qptr( curr ) + k**2
363 IF( info.NE.0 ) THEN
364 RETURN
365 END IF
366*
367* Prepare the INDXQ sorting permutation.
368*
369 n1 = k
370 n2 = n - k
371 CALL slamrg( n1, n2, d, 1, -1, indxq )
372 ELSE
373 qptr( curr+1 ) = qptr( curr )
374 DO 20 i = 1, n
375 indxq( i ) = i
376 20 CONTINUE
377 END IF
378*
379 RETURN
380*
381* End of CLAED7
382*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine clacrm(m, n, a, lda, b, ldb, c, ldc, rwork)
CLACRM multiplies a complex matrix by a square real matrix.
Definition clacrm.f:112
subroutine claed8(k, n, qsiz, q, ldq, d, rho, cutpnt, z, dlambda, q2, ldq2, w, indxp, indx, indxq, perm, givptr, givcol, givnum, info)
CLAED8 used by CSTEDC. Merges eigenvalues and deflates secular equation. Used when the original matri...
Definition claed8.f:227
subroutine slaed9(k, kstart, kstop, n, d, q, ldq, rho, dlambda, w, s, lds, info)
SLAED9 used by SSTEDC. Finds the roots of the secular equation and updates the eigenvectors....
Definition slaed9.f:155
subroutine slaeda(n, tlvls, curlvl, curpbm, prmptr, perm, givptr, givcol, givnum, q, qptr, z, ztemp, info)
SLAEDA used by SSTEDC. Computes the Z vector determining the rank-one modification of the diagonal ma...
Definition slaeda.f:165
subroutine slamrg(n1, n2, a, strd1, strd2, index)
SLAMRG creates a permutation list to merge the entries of two independently sorted sets into a single...
Definition slamrg.f:97
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