LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ dlaed7()

subroutine dlaed7 ( integer icompq,
integer n,
integer qsiz,
integer tlvls,
integer curlvl,
integer curpbm,
double precision, dimension( * ) d,
double precision, dimension( ldq, * ) q,
integer ldq,
integer, dimension( * ) indxq,
double precision rho,
integer cutpnt,
double precision, dimension( * ) qstore,
integer, dimension( * ) qptr,
integer, dimension( * ) prmptr,
integer, dimension( * ) perm,
integer, dimension( * ) givptr,
integer, dimension( 2, * ) givcol,
double precision, dimension( 2, * ) givnum,
double precision, dimension( * ) work,
integer, dimension( * ) iwork,
integer info )

DLAED7 used by DSTEDC. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.

Download DLAED7 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> DLAED7 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 symmetric matrix
!> that has been reduced to tridiagonal form.  DLAED1 handles
!> the case in which all eigenvalues and eigenvectors of a symmetric
!> tridiagonal matrix are desired.
!>
!>   T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
!>
!>    where Z = Q**Tu, 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 DLAED8.
!>
!>       The second stage consists of calculating the updated
!>       eigenvalues. This is done by finding the roots of the secular
!>       equation via the routine DLAED4 (as called by DLAED9).
!>       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]ICOMPQ
!>          ICOMPQ is INTEGER
!>          = 0:  Compute eigenvalues only.
!>          = 1:  Compute eigenvectors of original dense symmetric matrix
!>                also.  On entry, Q contains the orthogonal matrix used
!>                to reduce the original matrix to tridiagonal form.
!> 
[in]N
!>          N is INTEGER
!>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
!> 
[in]QSIZ
!>          QSIZ is INTEGER
!>         The dimension of the orthogonal matrix used to reduce
!>         the full matrix to tridiagonal form.  QSIZ >= N if ICOMPQ = 1.
!> 
[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 DOUBLE PRECISION 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 DOUBLE PRECISION 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).
!> 
[out]INDXQ
!>          INDXQ is INTEGER array, dimension (N)
!>         The permutation which will reintegrate the subproblem just
!>         solved back into sorted order, i.e., D( INDXQ( I = 1, N ) )
!>         will be in ascending order.
!> 
[in]RHO
!>          RHO is DOUBLE PRECISION
!>         The subdiagonal element used to create the rank-1
!>         modification.
!> 
[in]CUTPNT
!>          CUTPNT is INTEGER
!>         Contains the location of the last eigenvalue in the leading
!>         sub-matrix.  min(1,N) <= CUTPNT <= N.
!> 
[in,out]QSTORE
!>          QSTORE is DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (2, N lg N)
!>         Each number indicates the S value to be used in the
!>         corresponding Givens rotation.
!> 
[out]WORK
!>          WORK is DOUBLE PRECISION array, dimension (3*N+2*QSIZ*N)
!> 
[out]IWORK
!>          IWORK is INTEGER array, dimension (4*N)
!> 
[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 254 of file dlaed7.f.

259*
260* -- LAPACK computational routine --
261* -- LAPACK is a software package provided by Univ. of Tennessee, --
262* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
263*
264* .. Scalar Arguments ..
265 INTEGER CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
266 $ QSIZ, TLVLS
267 DOUBLE PRECISION RHO
268* ..
269* .. Array Arguments ..
270 INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
271 $ IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
272 DOUBLE PRECISION D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
273 $ QSTORE( * ), WORK( * )
274* ..
275*
276* =====================================================================
277*
278* .. Parameters ..
279 DOUBLE PRECISION ONE, ZERO
280 parameter( one = 1.0d0, zero = 0.0d0 )
281* ..
282* .. Local Scalars ..
283 INTEGER COLTYP, CURR, I, IDLMDA, INDX, INDXC, INDXP,
284 $ IQ2, IS, IW, IZ, K, LDQ2, N1, N2, PTR
285* ..
286* .. External Subroutines ..
287 EXTERNAL dgemm, dlaed8, dlaed9, dlaeda, dlamrg,
288 $ xerbla
289* ..
290* .. Intrinsic Functions ..
291 INTRINSIC max, min
292* ..
293* .. Executable Statements ..
294*
295* Test the input parameters.
296*
297 info = 0
298*
299 IF( icompq.LT.0 .OR. icompq.GT.1 ) THEN
300 info = -1
301 ELSE IF( n.LT.0 ) THEN
302 info = -2
303 ELSE IF( icompq.EQ.1 .AND. qsiz.LT.n ) THEN
304 info = -3
305 ELSE IF( ldq.LT.max( 1, n ) ) THEN
306 info = -9
307 ELSE IF( min( 1, n ).GT.cutpnt .OR. n.LT.cutpnt ) THEN
308 info = -12
309 END IF
310 IF( info.NE.0 ) THEN
311 CALL xerbla( 'DLAED7', -info )
312 RETURN
313 END IF
314*
315* Quick return if possible
316*
317 IF( n.EQ.0 )
318 $ RETURN
319*
320* The following values are for bookkeeping purposes only. They are
321* integer pointers which indicate the portion of the workspace
322* used by a particular array in DLAED8 and DLAED9.
323*
324 IF( icompq.EQ.1 ) THEN
325 ldq2 = qsiz
326 ELSE
327 ldq2 = n
328 END IF
329*
330 iz = 1
331 idlmda = iz + n
332 iw = idlmda + n
333 iq2 = iw + n
334 is = iq2 + n*ldq2
335*
336 indx = 1
337 indxc = indx + n
338 coltyp = indxc + n
339 indxp = coltyp + n
340*
341* Form the z-vector which consists of the last row of Q_1 and the
342* first row of Q_2.
343*
344 ptr = 1 + 2**tlvls
345 DO 10 i = 1, curlvl - 1
346 ptr = ptr + 2**( tlvls-i )
347 10 CONTINUE
348 curr = ptr + curpbm
349 CALL dlaeda( n, tlvls, curlvl, curpbm, prmptr, perm, givptr,
350 $ givcol, givnum, qstore, qptr, work( iz ),
351 $ work( iz+n ), info )
352*
353* When solving the final problem, we no longer need the stored data,
354* so we will overwrite the data from this level onto the previously
355* used storage space.
356*
357 IF( curlvl.EQ.tlvls ) THEN
358 qptr( curr ) = 1
359 prmptr( curr ) = 1
360 givptr( curr ) = 1
361 END IF
362*
363* Sort and Deflate eigenvalues.
364*
365 CALL dlaed8( icompq, k, n, qsiz, d, q, ldq, indxq, rho, cutpnt,
366 $ work( iz ), work( idlmda ), work( iq2 ), ldq2,
367 $ work( iw ), perm( prmptr( curr ) ), givptr( curr+1 ),
368 $ givcol( 1, givptr( curr ) ),
369 $ givnum( 1, givptr( curr ) ), iwork( indxp ),
370 $ iwork( indx ), info )
371 prmptr( curr+1 ) = prmptr( curr ) + n
372 givptr( curr+1 ) = givptr( curr+1 ) + givptr( curr )
373*
374* Solve Secular Equation.
375*
376 IF( k.NE.0 ) THEN
377 CALL dlaed9( k, 1, k, n, d, work( is ), k, rho,
378 $ work( idlmda ),
379 $ work( iw ), qstore( qptr( curr ) ), k, info )
380 IF( info.NE.0 )
381 $ GO TO 30
382 IF( icompq.EQ.1 ) THEN
383 CALL dgemm( 'N', 'N', qsiz, k, k, one, work( iq2 ), ldq2,
384 $ qstore( qptr( curr ) ), k, zero, q, ldq )
385 END IF
386 qptr( curr+1 ) = qptr( curr ) + k**2
387*
388* Prepare the INDXQ sorting permutation.
389*
390 n1 = k
391 n2 = n - k
392 CALL dlamrg( n1, n2, d, 1, -1, indxq )
393 ELSE
394 qptr( curr+1 ) = qptr( curr )
395 DO 20 i = 1, n
396 indxq( i ) = i
397 20 CONTINUE
398 END IF
399*
400 30 CONTINUE
401 RETURN
402*
403* End of DLAED7
404*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
DGEMM
Definition dgemm.f:188
subroutine dlaed8(icompq, k, n, qsiz, d, q, ldq, indxq, rho, cutpnt, z, dlambda, q2, ldq2, w, perm, givptr, givcol, givnum, indxp, indx, info)
DLAED8 used by DSTEDC. Merges eigenvalues and deflates secular equation. Used when the original matri...
Definition dlaed8.f:241
subroutine dlaed9(k, kstart, kstop, n, d, q, ldq, rho, dlambda, w, s, lds, info)
DLAED9 used by DSTEDC. Finds the roots of the secular equation and updates the eigenvectors....
Definition dlaed9.f:155
subroutine dlaeda(n, tlvls, curlvl, curpbm, prmptr, perm, givptr, givcol, givnum, q, qptr, z, ztemp, info)
DLAEDA used by DSTEDC. Computes the Z vector determining the rank-one modification of the diagonal ma...
Definition dlaeda.f:165
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:97
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