dlaneg.f

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*> \brief \b DLANEG computes the Sturm count.
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       INTEGER FUNCTION DLANEG( N, D, LLD, SIGMA, PIVMIN, R )
*
*       .. Scalar Arguments ..
*       INTEGER            N, R
*       DOUBLE PRECISION   PIVMIN, SIGMA
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   D( * ), LLD( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DLANEG computes the Sturm count, the number of negative pivots
*> encountered while factoring tridiagonal T - sigma I = L D L^T.
*> This implementation works directly on the factors without forming
*> the tridiagonal matrix T.  The Sturm count is also the number of
*> eigenvalues of T less than sigma.
*>
*> This routine is called from DLARRB.
*>
*> The current routine does not use the PIVMIN parameter but rather
*> requires IEEE-754 propagation of Infinities and NaNs.  This
*> routine also has no input range restrictions but does require
*> default exception handling such that x/0 produces Inf when x is
*> non-zero, and Inf/Inf produces NaN.  For more information, see:
*>
*>   Marques, Riedy, and Voemel, "Benefits of IEEE-754 Features in
*>   Modern Symmetric Tridiagonal Eigensolvers," SIAM Journal on
*>   Scientific Computing, v28, n5, 2006.  DOI 10.1137/050641624
*>   (Tech report version in LAWN 172 with the same title.)
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension (N)
*>          The N diagonal elements of the diagonal matrix D.
*> \endverbatim
*>
*> \param[in] LLD
*> \verbatim
*>          LLD is DOUBLE PRECISION array, dimension (N-1)
*>          The (N-1) elements L(i)*L(i)*D(i).
*> \endverbatim
*>
*> \param[in] SIGMA
*> \verbatim
*>          SIGMA is DOUBLE PRECISION
*>          Shift amount in T - sigma I = L D L^T.
*> \endverbatim
*>
*> \param[in] PIVMIN
*> \verbatim
*>          PIVMIN is DOUBLE PRECISION
*>          The minimum pivot in the Sturm sequence.  May be used
*>          when zero pivots are encountered on non-IEEE-754
*>          architectures.
*> \endverbatim
*>
*> \param[in] R
*> \verbatim
*>          R is INTEGER
*>          The twist index for the twisted factorization that is used
*>          for the negcount.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup laneg
*
*> \par Contributors:
*  ==================
*>
*>     Osni Marques, LBNL/NERSC, USA \n
*>     Christof Voemel, University of California, Berkeley, USA \n
*>     Jason Riedy, University of California, Berkeley, USA \n
*>
*  =====================================================================
      INTEGER FUNCTION dlaneg( N, D, LLD, SIGMA, PIVMIN, R )
*
*  -- LAPACK auxiliary routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            n, r
      DOUBLE PRECISION   pivmin, sigma
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   d( * ), lld( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   zero, one
      parameter( zero = 0.0d0, one = 1.0d0 )
*     Some architectures propagate Infinities and NaNs very slowly, so
*     the code computes counts in BLKLEN chunks.  Then a NaN can
*     propagate at most BLKLEN columns before being detected.  This is
*     not a general tuning parameter; it needs only to be just large
*     enough that the overhead is tiny in common cases.
      INTEGER blklen
      parameter( blklen = 128 )
*     ..
*     .. Local Scalars ..
      INTEGER            bj, j, neg1, neg2, negcnt
      DOUBLE PRECISION   bsav, dminus, dplus, gamma, p, t, tmp
      LOGICAL sawnan
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC min, max
*     ..
*     .. External Functions ..
      LOGICAL disnan
      EXTERNAL disnan
*     ..
*     .. Executable Statements ..
 
      negcnt = 0
 
*     I) upper part: L D L^T - SIGMA I = L+ D+ L+^T
      t = -sigma
      DO 210 bj = 1, r-1, blklen
         neg1 = 0
         bsav = t
         DO 21 j = bj, min(bj+blklen-1, r-1)
            dplus = d( j ) + t
            IF( dplus.LT.zero ) neg1 = neg1 + 1
            tmp = t / dplus
            t = tmp * lld( j ) - sigma
 21      CONTINUE
         sawnan = disnan( t )
*     Run a slower version of the above loop if a NaN is detected.
*     A NaN should occur only with a zero pivot after an infinite
*     pivot.  In that case, substituting 1 for T/DPLUS is the
*     correct limit.
         IF( sawnan ) THEN
            neg1 = 0
            t = bsav
            DO 22 j = bj, min(bj+blklen-1, r-1)
               dplus = d( j ) + t
               IF( dplus.LT.zero ) neg1 = neg1 + 1
               tmp = t / dplus
               IF (disnan(tmp)) tmp = one
               t = tmp * lld(j) - sigma
 22         CONTINUE
         END IF
         negcnt = negcnt + neg1
 210  CONTINUE
*
*     II) lower part: L D L^T - SIGMA I = U- D- U-^T
      p = d( n ) - sigma
      DO 230 bj = n-1, r, -blklen
         neg2 = 0
         bsav = p
         DO 23 j = bj, max(bj-blklen+1, r), -1
            dminus = lld( j ) + p
            IF( dminus.LT.zero ) neg2 = neg2 + 1
            tmp = p / dminus
            p = tmp * d( j ) - sigma
 23      CONTINUE
         sawnan = disnan( p )
*     As above, run a slower version that substitutes 1 for Inf/Inf.
*
         IF( sawnan ) THEN
            neg2 = 0
            p = bsav
            DO 24 j = bj, max(bj-blklen+1, r), -1
               dminus = lld( j ) + p
               IF( dminus.LT.zero ) neg2 = neg2 + 1
               tmp = p / dminus
               IF (disnan(tmp)) tmp = one
               p = tmp * d(j) - sigma
 24         CONTINUE
         END IF
         negcnt = negcnt + neg2
 230  CONTINUE
*
*     III) Twist index
*       T was shifted by SIGMA initially.
      gamma = (t + sigma) + p
      IF( gamma.LT.zero ) negcnt = negcnt+1
 
      dlaneg = negcnt
      END