LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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slaed1.f
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1*> \brief \b SLAED1 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 tridiagonal.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> Download SLAED1 + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaed1.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaed1.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaed1.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE SLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK, IWORK,
20* INFO )
21*
22* .. Scalar Arguments ..
23* INTEGER CUTPNT, INFO, LDQ, N
24* REAL RHO
25* ..
26* .. Array Arguments ..
27* INTEGER INDXQ( * ), IWORK( * )
28* REAL D( * ), Q( LDQ, * ), WORK( * )
29* ..
30*
31*
32*> \par Purpose:
33* =============
34*>
35*> \verbatim
36*>
37*> SLAED1 computes the updated eigensystem of a diagonal
38*> matrix after modification by a rank-one symmetric matrix. This
39*> routine is used only for the eigenproblem which requires all
40*> eigenvalues and eigenvectors of a tridiagonal matrix. SLAED7 handles
41*> the case in which eigenvalues only or eigenvalues and eigenvectors
42*> of a full symmetric matrix (which was reduced to tridiagonal form)
43*> are desired.
44*>
45*> T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
46*>
47*> where Z = Q**T*u, u is a vector of length N with ones in the
48*> CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
49*>
50*> The eigenvectors of the original matrix are stored in Q, and the
51*> eigenvalues are in D. The algorithm consists of three stages:
52*>
53*> The first stage consists of deflating the size of the problem
54*> when there are multiple eigenvalues or if there is a zero in
55*> the Z vector. For each such occurrence the dimension of the
56*> secular equation problem is reduced by one. This stage is
57*> performed by the routine SLAED2.
58*>
59*> The second stage consists of calculating the updated
60*> eigenvalues. This is done by finding the roots of the secular
61*> equation via the routine SLAED4 (as called by SLAED3).
62*> This routine also calculates the eigenvectors of the current
63*> problem.
64*>
65*> The final stage consists of computing the updated eigenvectors
66*> directly using the updated eigenvalues. The eigenvectors for
67*> the current problem are multiplied with the eigenvectors from
68*> the overall problem.
69*> \endverbatim
70*
71* Arguments:
72* ==========
73*
74*> \param[in] N
75*> \verbatim
76*> N is INTEGER
77*> The dimension of the symmetric tridiagonal matrix. N >= 0.
78*> \endverbatim
79*>
80*> \param[in,out] D
81*> \verbatim
82*> D is REAL array, dimension (N)
83*> On entry, the eigenvalues of the rank-1-perturbed matrix.
84*> On exit, the eigenvalues of the repaired matrix.
85*> \endverbatim
86*>
87*> \param[in,out] Q
88*> \verbatim
89*> Q is REAL array, dimension (LDQ,N)
90*> On entry, the eigenvectors of the rank-1-perturbed matrix.
91*> On exit, the eigenvectors of the repaired tridiagonal matrix.
92*> \endverbatim
93*>
94*> \param[in] LDQ
95*> \verbatim
96*> LDQ is INTEGER
97*> The leading dimension of the array Q. LDQ >= max(1,N).
98*> \endverbatim
99*>
100*> \param[in,out] INDXQ
101*> \verbatim
102*> INDXQ is INTEGER array, dimension (N)
103*> On entry, the permutation which separately sorts the two
104*> subproblems in D into ascending order.
105*> On exit, the permutation which will reintegrate the
106*> subproblems back into sorted order,
107*> i.e. D( INDXQ( I = 1, N ) ) will be in ascending order.
108*> \endverbatim
109*>
110*> \param[in] RHO
111*> \verbatim
112*> RHO is REAL
113*> The subdiagonal entry used to create the rank-1 modification.
114*> \endverbatim
115*>
116*> \param[in] CUTPNT
117*> \verbatim
118*> CUTPNT is INTEGER
119*> The location of the last eigenvalue in the leading sub-matrix.
120*> min(1,N) <= CUTPNT <= N/2.
121*> \endverbatim
122*>
123*> \param[out] WORK
124*> \verbatim
125*> WORK is REAL array, dimension (4*N + N**2)
126*> \endverbatim
127*>
128*> \param[out] IWORK
129*> \verbatim
130*> IWORK is INTEGER array, dimension (4*N)
131*> \endverbatim
132*>
133*> \param[out] INFO
134*> \verbatim
135*> INFO is INTEGER
136*> = 0: successful exit.
137*> < 0: if INFO = -i, the i-th argument had an illegal value.
138*> > 0: if INFO = 1, an eigenvalue did not converge
139*> \endverbatim
140*
141* Authors:
142* ========
143*
144*> \author Univ. of Tennessee
145*> \author Univ. of California Berkeley
146*> \author Univ. of Colorado Denver
147*> \author NAG Ltd.
148*
149*> \ingroup laed1
150*
151*> \par Contributors:
152* ==================
153*>
154*> Jeff Rutter, Computer Science Division, University of California
155*> at Berkeley, USA \n
156*> Modified by Francoise Tisseur, University of Tennessee
157*>
158* =====================================================================
159 SUBROUTINE slaed1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK,
160 $ IWORK,
161 $ INFO )
162*
163* -- LAPACK computational routine --
164* -- LAPACK is a software package provided by Univ. of Tennessee, --
165* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
166*
167* .. Scalar Arguments ..
168 INTEGER CUTPNT, INFO, LDQ, N
169 REAL RHO
170* ..
171* .. Array Arguments ..
172 INTEGER INDXQ( * ), IWORK( * )
173 REAL D( * ), Q( LDQ, * ), WORK( * )
174* ..
175*
176* =====================================================================
177*
178* .. Local Scalars ..
179 INTEGER COLTYP, CPP1, I, IDLMDA, INDX, INDXC, INDXP,
180 $ IQ2, IS, IW, IZ, K, N1, N2
181* ..
182* .. External Subroutines ..
183 EXTERNAL scopy, slaed2, slaed3, slamrg,
184 $ xerbla
185* ..
186* .. Intrinsic Functions ..
187 INTRINSIC max, min
188* ..
189* .. Executable Statements ..
190*
191* Test the input parameters.
192*
193 info = 0
194*
195 IF( n.LT.0 ) THEN
196 info = -1
197 ELSE IF( ldq.LT.max( 1, n ) ) THEN
198 info = -4
199 ELSE IF( min( 1, n / 2 ).GT.cutpnt .OR. ( n / 2 ).LT.cutpnt ) THEN
200 info = -7
201 END IF
202 IF( info.NE.0 ) THEN
203 CALL xerbla( 'SLAED1', -info )
204 RETURN
205 END IF
206*
207* Quick return if possible
208*
209 IF( n.EQ.0 )
210 $ RETURN
211*
212* The following values are integer pointers which indicate
213* the portion of the workspace
214* used by a particular array in SLAED2 and SLAED3.
215*
216 iz = 1
217 idlmda = iz + n
218 iw = idlmda + n
219 iq2 = iw + n
220*
221 indx = 1
222 indxc = indx + n
223 coltyp = indxc + n
224 indxp = coltyp + n
225*
226*
227* Form the z-vector which consists of the last row of Q_1 and the
228* first row of Q_2.
229*
230 CALL scopy( cutpnt, q( cutpnt, 1 ), ldq, work( iz ), 1 )
231 cpp1 = cutpnt + 1
232 CALL scopy( n-cutpnt, q( cpp1, cpp1 ), ldq, work( iz+cutpnt ),
233 $ 1 )
234*
235* Deflate eigenvalues.
236*
237 CALL slaed2( k, n, cutpnt, d, q, ldq, indxq, rho, work( iz ),
238 $ work( idlmda ), work( iw ), work( iq2 ),
239 $ iwork( indx ), iwork( indxc ), iwork( indxp ),
240 $ iwork( coltyp ), info )
241*
242 IF( info.NE.0 )
243 $ GO TO 20
244*
245* Solve Secular Equation.
246*
247 IF( k.NE.0 ) THEN
248 is = ( iwork( coltyp )+iwork( coltyp+1 ) )*cutpnt +
249 $ ( iwork( coltyp+1 )+iwork( coltyp+2 ) )*( n-cutpnt ) + iq2
250 CALL slaed3( k, n, cutpnt, d, q, ldq, rho, work( idlmda ),
251 $ work( iq2 ), iwork( indxc ), iwork( coltyp ),
252 $ work( iw ), work( is ), info )
253 IF( info.NE.0 )
254 $ GO TO 20
255*
256* Prepare the INDXQ sorting permutation.
257*
258 n1 = k
259 n2 = n - k
260 CALL slamrg( n1, n2, d, 1, -1, indxq )
261 ELSE
262 DO 10 i = 1, n
263 indxq( i ) = i
264 10 CONTINUE
265 END IF
266*
267 20 CONTINUE
268 RETURN
269*
270* End of SLAED1
271*
272 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine scopy(n, sx, incx, sy, incy)
SCOPY
Definition scopy.f:82
subroutine slaed1(n, d, q, ldq, indxq, rho, cutpnt, work, iwork, info)
SLAED1 used by SSTEDC. Computes the updated eigensystem of a diagonal matrix after modification by a ...
Definition slaed1.f:162
subroutine slaed2(k, n, n1, d, q, ldq, indxq, rho, z, dlambda, 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:211
subroutine slaed3(k, n, n1, d, q, ldq, rho, dlambda, q2, indx, ctot, w, s, info)
SLAED3 used by SSTEDC. Finds the roots of the secular equation and updates the eigenvectors....
Definition slaed3.f:175
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