LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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slaed2.f
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1*> \brief \b SLAED2 used by SSTEDC. Merges eigenvalues and deflates secular equation. Used when the original matrix is tridiagonal.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download SLAED2 + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaed2.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaed2.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaed2.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE SLAED2( K, N, N1, D, Q, LDQ, INDXQ, RHO, Z, DLAMDA, W,
22* Q2, INDX, INDXC, INDXP, COLTYP, INFO )
23*
24* .. Scalar Arguments ..
25* INTEGER INFO, K, LDQ, N, N1
26* REAL RHO
27* ..
28* .. Array Arguments ..
29* INTEGER COLTYP( * ), INDX( * ), INDXC( * ), INDXP( * ),
30* $ INDXQ( * )
31* REAL D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
32* $ W( * ), Z( * )
33* ..
34*
35*
36*> \par Purpose:
37* =============
38*>
39*> \verbatim
40*>
41*> SLAED2 merges the two sets of eigenvalues together into a single
42*> sorted set. Then it tries to deflate the size of the problem.
43*> There are two ways in which deflation can occur: when two or more
44*> eigenvalues are close together or if there is a tiny entry in the
45*> Z vector. For each such occurrence the order of the related secular
46*> equation problem is reduced by one.
47*> \endverbatim
48*
49* Arguments:
50* ==========
51*
52*> \param[out] K
53*> \verbatim
54*> K is INTEGER
55*> The number of non-deflated eigenvalues, and the order of the
56*> related secular equation. 0 <= K <=N.
57*> \endverbatim
58*>
59*> \param[in] N
60*> \verbatim
61*> N is INTEGER
62*> The dimension of the symmetric tridiagonal matrix. N >= 0.
63*> \endverbatim
64*>
65*> \param[in] N1
66*> \verbatim
67*> N1 is INTEGER
68*> The location of the last eigenvalue in the leading sub-matrix.
69*> min(1,N) <= N1 <= N/2.
70*> \endverbatim
71*>
72*> \param[in,out] D
73*> \verbatim
74*> D is REAL array, dimension (N)
75*> On entry, D contains the eigenvalues of the two submatrices to
76*> be combined.
77*> On exit, D contains the trailing (N-K) updated eigenvalues
78*> (those which were deflated) sorted into increasing order.
79*> \endverbatim
80*>
81*> \param[in,out] Q
82*> \verbatim
83*> Q is REAL array, dimension (LDQ, N)
84*> On entry, Q contains the eigenvectors of two submatrices in
85*> the two square blocks with corners at (1,1), (N1,N1)
86*> and (N1+1, N1+1), (N,N).
87*> On exit, Q contains the trailing (N-K) updated eigenvectors
88*> (those which were deflated) in its last N-K columns.
89*> \endverbatim
90*>
91*> \param[in] LDQ
92*> \verbatim
93*> LDQ is INTEGER
94*> The leading dimension of the array Q. LDQ >= max(1,N).
95*> \endverbatim
96*>
97*> \param[in,out] INDXQ
98*> \verbatim
99*> INDXQ is INTEGER array, dimension (N)
100*> The permutation which separately sorts the two sub-problems
101*> in D into ascending order. Note that elements in the second
102*> half of this permutation must first have N1 added to their
103*> values. Destroyed on exit.
104*> \endverbatim
105*>
106*> \param[in,out] RHO
107*> \verbatim
108*> RHO is REAL
109*> On entry, the off-diagonal element associated with the rank-1
110*> cut which originally split the two submatrices which are now
111*> being recombined.
112*> On exit, RHO has been modified to the value required by
113*> SLAED3.
114*> \endverbatim
115*>
116*> \param[in] Z
117*> \verbatim
118*> Z is REAL array, dimension (N)
119*> On entry, Z contains the updating vector (the last
120*> row of the first sub-eigenvector matrix and the first row of
121*> the second sub-eigenvector matrix).
122*> On exit, the contents of Z have been destroyed by the updating
123*> process.
124*> \endverbatim
125*>
126*> \param[out] DLAMDA
127*> \verbatim
128*> DLAMDA is REAL array, dimension (N)
129*> A copy of the first K eigenvalues which will be used by
130*> SLAED3 to form the secular equation.
131*> \endverbatim
132*>
133*> \param[out] W
134*> \verbatim
135*> W is REAL array, dimension (N)
136*> The first k values of the final deflation-altered z-vector
137*> which will be passed to SLAED3.
138*> \endverbatim
139*>
140*> \param[out] Q2
141*> \verbatim
142*> Q2 is REAL array, dimension (N1**2+(N-N1)**2)
143*> A copy of the first K eigenvectors which will be used by
144*> SLAED3 in a matrix multiply (SGEMM) to solve for the new
145*> eigenvectors.
146*> \endverbatim
147*>
148*> \param[out] INDX
149*> \verbatim
150*> INDX is INTEGER array, dimension (N)
151*> The permutation used to sort the contents of DLAMDA into
152*> ascending order.
153*> \endverbatim
154*>
155*> \param[out] INDXC
156*> \verbatim
157*> INDXC is INTEGER array, dimension (N)
158*> The permutation used to arrange the columns of the deflated
159*> Q matrix into three groups: the first group contains non-zero
160*> elements only at and above N1, the second contains
161*> non-zero elements only below N1, and the third is dense.
162*> \endverbatim
163*>
164*> \param[out] INDXP
165*> \verbatim
166*> INDXP is INTEGER array, dimension (N)
167*> The permutation used to place deflated values of D at the end
168*> of the array. INDXP(1:K) points to the nondeflated D-values
169*> and INDXP(K+1:N) points to the deflated eigenvalues.
170*> \endverbatim
171*>
172*> \param[out] COLTYP
173*> \verbatim
174*> COLTYP is INTEGER array, dimension (N)
175*> During execution, a label which will indicate which of the
176*> following types a column in the Q2 matrix is:
177*> 1 : non-zero in the upper half only;
178*> 2 : dense;
179*> 3 : non-zero in the lower half only;
180*> 4 : deflated.
181*> On exit, COLTYP(i) is the number of columns of type i,
182*> for i=1 to 4 only.
183*> \endverbatim
184*>
185*> \param[out] INFO
186*> \verbatim
187*> INFO is INTEGER
188*> = 0: successful exit.
189*> < 0: if INFO = -i, the i-th argument had an illegal value.
190*> \endverbatim
191*
192* Authors:
193* ========
194*
195*> \author Univ. of Tennessee
196*> \author Univ. of California Berkeley
197*> \author Univ. of Colorado Denver
198*> \author NAG Ltd.
199*
200*> \ingroup auxOTHERcomputational
201*
202*> \par Contributors:
203* ==================
204*>
205*> Jeff Rutter, Computer Science Division, University of California
206*> at Berkeley, USA \n
207*> Modified by Francoise Tisseur, University of Tennessee
208*>
209* =====================================================================
210 SUBROUTINE slaed2( K, N, N1, D, Q, LDQ, INDXQ, RHO, Z, DLAMDA, W,
211 $ Q2, INDX, INDXC, INDXP, COLTYP, INFO )
212*
213* -- LAPACK computational routine --
214* -- LAPACK is a software package provided by Univ. of Tennessee, --
215* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
216*
217* .. Scalar Arguments ..
218 INTEGER INFO, K, LDQ, N, N1
219 REAL RHO
220* ..
221* .. Array Arguments ..
222 INTEGER COLTYP( * ), INDX( * ), INDXC( * ), INDXP( * ),
223 $ indxq( * )
224 REAL D( * ), DLAMDA( * ), Q( LDQ, * ), Q2( * ),
225 $ w( * ), z( * )
226* ..
227*
228* =====================================================================
229*
230* .. Parameters ..
231 REAL MONE, ZERO, ONE, TWO, EIGHT
232 parameter( mone = -1.0e0, zero = 0.0e0, one = 1.0e0,
233 $ two = 2.0e0, eight = 8.0e0 )
234* ..
235* .. Local Arrays ..
236 INTEGER CTOT( 4 ), PSM( 4 )
237* ..
238* .. Local Scalars ..
239 INTEGER CT, I, IMAX, IQ1, IQ2, J, JMAX, JS, K2, N1P1,
240 $ n2, nj, pj
241 REAL C, EPS, S, T, TAU, TOL
242* ..
243* .. External Functions ..
244 INTEGER ISAMAX
245 REAL SLAMCH, SLAPY2
246 EXTERNAL isamax, slamch, slapy2
247* ..
248* .. External Subroutines ..
249 EXTERNAL scopy, slacpy, slamrg, srot, sscal, xerbla
250* ..
251* .. Intrinsic Functions ..
252 INTRINSIC abs, max, min, sqrt
253* ..
254* .. Executable Statements ..
255*
256* Test the input parameters.
257*
258 info = 0
259*
260 IF( n.LT.0 ) THEN
261 info = -2
262 ELSE IF( ldq.LT.max( 1, n ) ) THEN
263 info = -6
264 ELSE IF( min( 1, ( n / 2 ) ).GT.n1 .OR. ( n / 2 ).LT.n1 ) THEN
265 info = -3
266 END IF
267 IF( info.NE.0 ) THEN
268 CALL xerbla( 'SLAED2', -info )
269 RETURN
270 END IF
271*
272* Quick return if possible
273*
274 IF( n.EQ.0 )
275 $ RETURN
276*
277 n2 = n - n1
278 n1p1 = n1 + 1
279*
280 IF( rho.LT.zero ) THEN
281 CALL sscal( n2, mone, z( n1p1 ), 1 )
282 END IF
283*
284* Normalize z so that norm(z) = 1. Since z is the concatenation of
285* two normalized vectors, norm2(z) = sqrt(2).
286*
287 t = one / sqrt( two )
288 CALL sscal( n, t, z, 1 )
289*
290* RHO = ABS( norm(z)**2 * RHO )
291*
292 rho = abs( two*rho )
293*
294* Sort the eigenvalues into increasing order
295*
296 DO 10 i = n1p1, n
297 indxq( i ) = indxq( i ) + n1
298 10 CONTINUE
299*
300* re-integrate the deflated parts from the last pass
301*
302 DO 20 i = 1, n
303 dlamda( i ) = d( indxq( i ) )
304 20 CONTINUE
305 CALL slamrg( n1, n2, dlamda, 1, 1, indxc )
306 DO 30 i = 1, n
307 indx( i ) = indxq( indxc( i ) )
308 30 CONTINUE
309*
310* Calculate the allowable deflation tolerance
311*
312 imax = isamax( n, z, 1 )
313 jmax = isamax( n, d, 1 )
314 eps = slamch( 'Epsilon' )
315 tol = eight*eps*max( abs( d( jmax ) ), abs( z( imax ) ) )
316*
317* If the rank-1 modifier is small enough, no more needs to be done
318* except to reorganize Q so that its columns correspond with the
319* elements in D.
320*
321 IF( rho*abs( z( imax ) ).LE.tol ) THEN
322 k = 0
323 iq2 = 1
324 DO 40 j = 1, n
325 i = indx( j )
326 CALL scopy( n, q( 1, i ), 1, q2( iq2 ), 1 )
327 dlamda( j ) = d( i )
328 iq2 = iq2 + n
329 40 CONTINUE
330 CALL slacpy( 'A', n, n, q2, n, q, ldq )
331 CALL scopy( n, dlamda, 1, d, 1 )
332 GO TO 190
333 END IF
334*
335* If there are multiple eigenvalues then the problem deflates. Here
336* the number of equal eigenvalues are found. As each equal
337* eigenvalue is found, an elementary reflector is computed to rotate
338* the corresponding eigensubspace so that the corresponding
339* components of Z are zero in this new basis.
340*
341 DO 50 i = 1, n1
342 coltyp( i ) = 1
343 50 CONTINUE
344 DO 60 i = n1p1, n
345 coltyp( i ) = 3
346 60 CONTINUE
347*
348*
349 k = 0
350 k2 = n + 1
351 DO 70 j = 1, n
352 nj = indx( j )
353 IF( rho*abs( z( nj ) ).LE.tol ) THEN
354*
355* Deflate due to small z component.
356*
357 k2 = k2 - 1
358 coltyp( nj ) = 4
359 indxp( k2 ) = nj
360 IF( j.EQ.n )
361 $ GO TO 100
362 ELSE
363 pj = nj
364 GO TO 80
365 END IF
366 70 CONTINUE
367 80 CONTINUE
368 j = j + 1
369 nj = indx( j )
370 IF( j.GT.n )
371 $ GO TO 100
372 IF( rho*abs( z( nj ) ).LE.tol ) THEN
373*
374* Deflate due to small z component.
375*
376 k2 = k2 - 1
377 coltyp( nj ) = 4
378 indxp( k2 ) = nj
379 ELSE
380*
381* Check if eigenvalues are close enough to allow deflation.
382*
383 s = z( pj )
384 c = z( nj )
385*
386* Find sqrt(a**2+b**2) without overflow or
387* destructive underflow.
388*
389 tau = slapy2( c, s )
390 t = d( nj ) - d( pj )
391 c = c / tau
392 s = -s / tau
393 IF( abs( t*c*s ).LE.tol ) THEN
394*
395* Deflation is possible.
396*
397 z( nj ) = tau
398 z( pj ) = zero
399 IF( coltyp( nj ).NE.coltyp( pj ) )
400 $ coltyp( nj ) = 2
401 coltyp( pj ) = 4
402 CALL srot( n, q( 1, pj ), 1, q( 1, nj ), 1, c, s )
403 t = d( pj )*c**2 + d( nj )*s**2
404 d( nj ) = d( pj )*s**2 + d( nj )*c**2
405 d( pj ) = t
406 k2 = k2 - 1
407 i = 1
408 90 CONTINUE
409 IF( k2+i.LE.n ) THEN
410 IF( d( pj ).LT.d( indxp( k2+i ) ) ) THEN
411 indxp( k2+i-1 ) = indxp( k2+i )
412 indxp( k2+i ) = pj
413 i = i + 1
414 GO TO 90
415 ELSE
416 indxp( k2+i-1 ) = pj
417 END IF
418 ELSE
419 indxp( k2+i-1 ) = pj
420 END IF
421 pj = nj
422 ELSE
423 k = k + 1
424 dlamda( k ) = d( pj )
425 w( k ) = z( pj )
426 indxp( k ) = pj
427 pj = nj
428 END IF
429 END IF
430 GO TO 80
431 100 CONTINUE
432*
433* Record the last eigenvalue.
434*
435 k = k + 1
436 dlamda( k ) = d( pj )
437 w( k ) = z( pj )
438 indxp( k ) = pj
439*
440* Count up the total number of the various types of columns, then
441* form a permutation which positions the four column types into
442* four uniform groups (although one or more of these groups may be
443* empty).
444*
445 DO 110 j = 1, 4
446 ctot( j ) = 0
447 110 CONTINUE
448 DO 120 j = 1, n
449 ct = coltyp( j )
450 ctot( ct ) = ctot( ct ) + 1
451 120 CONTINUE
452*
453* PSM(*) = Position in SubMatrix (of types 1 through 4)
454*
455 psm( 1 ) = 1
456 psm( 2 ) = 1 + ctot( 1 )
457 psm( 3 ) = psm( 2 ) + ctot( 2 )
458 psm( 4 ) = psm( 3 ) + ctot( 3 )
459 k = n - ctot( 4 )
460*
461* Fill out the INDXC array so that the permutation which it induces
462* will place all type-1 columns first, all type-2 columns next,
463* then all type-3's, and finally all type-4's.
464*
465 DO 130 j = 1, n
466 js = indxp( j )
467 ct = coltyp( js )
468 indx( psm( ct ) ) = js
469 indxc( psm( ct ) ) = j
470 psm( ct ) = psm( ct ) + 1
471 130 CONTINUE
472*
473* Sort the eigenvalues and corresponding eigenvectors into DLAMDA
474* and Q2 respectively. The eigenvalues/vectors which were not
475* deflated go into the first K slots of DLAMDA and Q2 respectively,
476* while those which were deflated go into the last N - K slots.
477*
478 i = 1
479 iq1 = 1
480 iq2 = 1 + ( ctot( 1 )+ctot( 2 ) )*n1
481 DO 140 j = 1, ctot( 1 )
482 js = indx( i )
483 CALL scopy( n1, q( 1, js ), 1, q2( iq1 ), 1 )
484 z( i ) = d( js )
485 i = i + 1
486 iq1 = iq1 + n1
487 140 CONTINUE
488*
489 DO 150 j = 1, ctot( 2 )
490 js = indx( i )
491 CALL scopy( n1, q( 1, js ), 1, q2( iq1 ), 1 )
492 CALL scopy( n2, q( n1+1, js ), 1, q2( iq2 ), 1 )
493 z( i ) = d( js )
494 i = i + 1
495 iq1 = iq1 + n1
496 iq2 = iq2 + n2
497 150 CONTINUE
498*
499 DO 160 j = 1, ctot( 3 )
500 js = indx( i )
501 CALL scopy( n2, q( n1+1, js ), 1, q2( iq2 ), 1 )
502 z( i ) = d( js )
503 i = i + 1
504 iq2 = iq2 + n2
505 160 CONTINUE
506*
507 iq1 = iq2
508 DO 170 j = 1, ctot( 4 )
509 js = indx( i )
510 CALL scopy( n, q( 1, js ), 1, q2( iq2 ), 1 )
511 iq2 = iq2 + n
512 z( i ) = d( js )
513 i = i + 1
514 170 CONTINUE
515*
516* The deflated eigenvalues and their corresponding vectors go back
517* into the last N - K slots of D and Q respectively.
518*
519 IF( k.LT.n ) THEN
520 CALL slacpy( 'A', n, ctot( 4 ), q2( iq1 ), n,
521 $ q( 1, k+1 ), ldq )
522 CALL scopy( n-k, z( k+1 ), 1, d( k+1 ), 1 )
523 END IF
524*
525* Copy CTOT into COLTYP for referencing in SLAED3.
526*
527 DO 180 j = 1, 4
528 coltyp( j ) = ctot( j )
529 180 CONTINUE
530*
531 190 CONTINUE
532 RETURN
533*
534* End of SLAED2
535*
536 END
subroutine slacpy(UPLO, M, N, A, LDA, B, LDB)
SLACPY copies all or part of one two-dimensional array to another.
Definition: slacpy.f:103
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
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:99
subroutine slaed2(K, N, N1, D, Q, LDQ, INDXQ, RHO, Z, DLAMDA, W, Q2, INDX, INDXC, INDXP, COLTYP, INFO)
SLAED2 used by SSTEDC. Merges eigenvalues and deflates secular equation. Used when the original matri...
Definition: slaed2.f:212
subroutine srot(N, SX, INCX, SY, INCY, C, S)
SROT
Definition: srot.f:92
subroutine scopy(N, SX, INCX, SY, INCY)
SCOPY
Definition: scopy.f:82
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:79