SUBROUTINE DLARRF( N, D, L, LD, CLSTRT, CLEND, $ W, WGAP, WERR, $ SPDIAM, CLGAPL, CLGAPR, PIVMIN, SIGMA, $ DPLUS, LPLUS, WORK, INFO ) * * -- LAPACK auxiliary routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 ** * .. Scalar Arguments .. INTEGER CLSTRT, CLEND, INFO, N DOUBLE PRECISION CLGAPL, CLGAPR, PIVMIN, SIGMA, SPDIAM * .. * .. Array Arguments .. DOUBLE PRECISION D( * ), DPLUS( * ), L( * ), LD( * ), $ LPLUS( * ), W( * ), WGAP( * ), WERR( * ), WORK( * ) * .. * * Purpose * ======= * * Given the initial representation L D L^T and its cluster of close * eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... * W( CLEND ), DLARRF finds a new relatively robust representation * L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the * eigenvalues of L(+) D(+) L(+)^T is relatively isolated. * * Arguments * ========= * * N (input) INTEGER * The order of the matrix (subblock, if the matrix splitted). * * D (input) DOUBLE PRECISION array, dimension (N) * The N diagonal elements of the diagonal matrix D. * * L (input) DOUBLE PRECISION array, dimension (N-1) * The (N-1) subdiagonal elements of the unit bidiagonal * matrix L. * * LD (input) DOUBLE PRECISION array, dimension (N-1) * The (N-1) elements L(i)*D(i). * * CLSTRT (input) INTEGER * The index of the first eigenvalue in the cluster. * * CLEND (input) INTEGER * The index of the last eigenvalue in the cluster. * * W (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1) * The eigenvalue APPROXIMATIONS of L D L^T in ascending order. * W( CLSTRT ) through W( CLEND ) form the cluster of relatively * close eigenalues. * * WGAP (input/output) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1) * The separation from the right neighbor eigenvalue in W. * * WERR (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1) * WERR contain the semiwidth of the uncertainty * interval of the corresponding eigenvalue APPROXIMATION in W * * SPDIAM (input) estimate of the spectral diameter obtained from the * Gerschgorin intervals * * CLGAPL, CLGAPR (input) absolute gap on each end of the cluster. * Set by the calling routine to protect against shifts too close * to eigenvalues outside the cluster. * * PIVMIN (input) DOUBLE PRECISION * The minimum pivot allowed in the Sturm sequence. * * SIGMA (output) DOUBLE PRECISION * The shift used to form L(+) D(+) L(+)^T. * * DPLUS (output) DOUBLE PRECISION array, dimension (N) * The N diagonal elements of the diagonal matrix D(+). * * LPLUS (output) DOUBLE PRECISION array, dimension (N-1) * The first (N-1) elements of LPLUS contain the subdiagonal * elements of the unit bidiagonal matrix L(+). * * WORK (workspace) DOUBLE PRECISION array, dimension (2*N) * Workspace. * * Further Details * =============== * * Based on contributions by * Beresford Parlett, University of California, Berkeley, USA * Jim Demmel, University of California, Berkeley, USA * Inderjit Dhillon, University of Texas, Austin, USA * Osni Marques, LBNL/NERSC, USA * Christof Voemel, University of California, Berkeley, USA * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION FOUR, MAXGROWTH1, MAXGROWTH2, ONE, QUART, TWO, $ ZERO PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0, $ FOUR = 4.0D0, QUART = 0.25D0, $ MAXGROWTH1 = 8.D0, $ MAXGROWTH2 = 8.D0 ) * .. * .. Local Scalars .. LOGICAL DORRR1, FORCER, NOFAIL, SAWNAN1, SAWNAN2, TRYRRR1 INTEGER I, INDX, KTRY, KTRYMAX, SLEFT, SRIGHT, SHIFT PARAMETER ( KTRYMAX = 1, SLEFT = 1, SRIGHT = 2 ) DOUBLE PRECISION AVGAP, BESTSHIFT, CLWDTH, EPS, FACT, FAIL, $ FAIL2, GROWTHBOUND, LDELTA, LDMAX, LSIGMA, $ MAX1, MAX2, MINGAP, OLDP, PROD, RDELTA, RDMAX, $ RRR1, RRR2, RSIGMA, S, SMLGROWTH, TMP, ZNM2 * .. * .. External Functions .. LOGICAL DISNAN DOUBLE PRECISION DLAMCH EXTERNAL DISNAN, DLAMCH * .. * .. External Subroutines .. EXTERNAL DCOPY * .. * .. Intrinsic Functions .. INTRINSIC ABS * .. * .. Executable Statements .. * INFO = 0 FACT = DBLE(2**KTRYMAX) EPS = DLAMCH( 'Precision' ) SHIFT = 0 FORCER = .FALSE. * Note that we cannot guarantee that for any of the shifts tried, * the factorization has a small or even moderate element growth. * There could be Ritz values at both ends of the cluster and despite * backing off, there are examples where all factorizations tried * (in IEEE mode, allowing zero pivots & infinities) have INFINITE * element growth. * For this reason, we should use PIVMIN in this subroutine so that at * least the L D L^T factorization exists. It can be checked afterwards * whether the element growth caused bad residuals/orthogonality. * Decide whether the code should accept the best among all * representations despite large element growth or signal INFO=1 NOFAIL = .TRUE. * * Compute the average gap length of the cluster CLWDTH = ABS(W(CLEND)-W(CLSTRT)) + WERR(CLEND) + WERR(CLSTRT) AVGAP = CLWDTH / DBLE(CLEND-CLSTRT) MINGAP = MIN(CLGAPL, CLGAPR) * Initial values for shifts to both ends of cluster LSIGMA = MIN(W( CLSTRT ),W( CLEND )) - WERR( CLSTRT ) RSIGMA = MAX(W( CLSTRT ),W( CLEND )) + WERR( CLEND ) * Use a small fudge to make sure that we really shift to the outside LSIGMA = LSIGMA - ABS(LSIGMA)* FOUR * EPS RSIGMA = RSIGMA + ABS(RSIGMA)* FOUR * EPS * Compute upper bounds for how much to back off the initial shifts LDMAX = QUART * MINGAP + TWO * PIVMIN RDMAX = QUART * MINGAP + TWO * PIVMIN LDELTA = MAX(AVGAP,WGAP( CLSTRT ))/FACT RDELTA = MAX(AVGAP,WGAP( CLEND-1 ))/FACT * * Initialize the record of the best representation found * S = DLAMCH( 'S' ) SMLGROWTH = ONE / S FAIL = DBLE(N-1)*MINGAP/(SPDIAM*EPS) FAIL2 = DBLE(N-1)*MINGAP/(SPDIAM*SQRT(EPS)) BESTSHIFT = LSIGMA * * while (KTRY <= KTRYMAX) KTRY = 0 GROWTHBOUND = MAXGROWTH1*SPDIAM 5 CONTINUE SAWNAN1 = .FALSE. SAWNAN2 = .FALSE. * Ensure that we do not back off too much of the initial shifts LDELTA = MIN(LDMAX,LDELTA) RDELTA = MIN(RDMAX,RDELTA) * Compute the element growth when shifting to both ends of the cluster * accept the shift if there is no element growth at one of the two ends * Left end S = -LSIGMA DPLUS( 1 ) = D( 1 ) + S IF(ABS(DPLUS(1)).LT.PIVMIN) THEN DPLUS(1) = -PIVMIN * Need to set SAWNAN1 because refined RRR test should not be used * in this case SAWNAN1 = .TRUE. ENDIF MAX1 = ABS( DPLUS( 1 ) ) DO 6 I = 1, N - 1 LPLUS( I ) = LD( I ) / DPLUS( I ) S = S*LPLUS( I )*L( I ) - LSIGMA DPLUS( I+1 ) = D( I+1 ) + S IF(ABS(DPLUS(I+1)).LT.PIVMIN) THEN DPLUS(I+1) = -PIVMIN * Need to set SAWNAN1 because refined RRR test should not be used * in this case SAWNAN1 = .TRUE. ENDIF MAX1 = MAX( MAX1,ABS(DPLUS(I+1)) ) 6 CONTINUE SAWNAN1 = SAWNAN1 .OR. DISNAN( MAX1 ) IF( FORCER .OR. $ (MAX1.LE.GROWTHBOUND .AND. .NOT.SAWNAN1 ) ) THEN SIGMA = LSIGMA SHIFT = SLEFT GOTO 100 ENDIF * Right end S = -RSIGMA WORK( 1 ) = D( 1 ) + S IF(ABS(WORK(1)).LT.PIVMIN) THEN WORK(1) = -PIVMIN * Need to set SAWNAN2 because refined RRR test should not be used * in this case SAWNAN2 = .TRUE. ENDIF MAX2 = ABS( WORK( 1 ) ) DO 7 I = 1, N - 1 WORK( N+I ) = LD( I ) / WORK( I ) S = S*WORK( N+I )*L( I ) - RSIGMA WORK( I+1 ) = D( I+1 ) + S IF(ABS(WORK(I+1)).LT.PIVMIN) THEN WORK(I+1) = -PIVMIN * Need to set SAWNAN2 because refined RRR test should not be used * in this case SAWNAN2 = .TRUE. ENDIF MAX2 = MAX( MAX2,ABS(WORK(I+1)) ) 7 CONTINUE SAWNAN2 = SAWNAN2 .OR. DISNAN( MAX2 ) IF( FORCER .OR. $ (MAX2.LE.GROWTHBOUND .AND. .NOT.SAWNAN2 ) ) THEN SIGMA = RSIGMA SHIFT = SRIGHT GOTO 100 ENDIF * If we are at this point, both shifts led to too much element growth * Record the better of the two shifts (provided it didn't lead to NaN) IF(SAWNAN1.AND.SAWNAN2) THEN * both MAX1 and MAX2 are NaN GOTO 50 ELSE IF( .NOT.SAWNAN1 ) THEN INDX = 1 IF(MAX1.LE.SMLGROWTH) THEN SMLGROWTH = MAX1 BESTSHIFT = LSIGMA ENDIF ENDIF IF( .NOT.SAWNAN2 ) THEN IF(SAWNAN1 .OR. MAX2.LE.MAX1) INDX = 2 IF(MAX2.LE.SMLGROWTH) THEN SMLGROWTH = MAX2 BESTSHIFT = RSIGMA ENDIF ENDIF ENDIF * If we are here, both the left and the right shift led to * element growth. If the element growth is moderate, then * we may still accept the representation, if it passes a * refined test for RRR. This test supposes that no NaN occurred. * Moreover, we use the refined RRR test only for isolated clusters. IF((CLWDTH.LT.MINGAP/DBLE(128)) .AND. $ (MIN(MAX1,MAX2).LT.FAIL2) $ .AND.(.NOT.SAWNAN1).AND.(.NOT.SAWNAN2)) THEN DORRR1 = .TRUE. ELSE DORRR1 = .FALSE. ENDIF TRYRRR1 = .TRUE. IF( TRYRRR1 .AND. DORRR1 ) THEN IF(INDX.EQ.1) THEN TMP = ABS( DPLUS( N ) ) ZNM2 = ONE PROD = ONE OLDP = ONE DO 15 I = N-1, 1, -1 IF( PROD .LE. EPS ) THEN PROD = $ ((DPLUS(I+1)*WORK(N+I+1))/(DPLUS(I)*WORK(N+I)))*OLDP ELSE PROD = PROD*ABS(WORK(N+I)) END IF OLDP = PROD ZNM2 = ZNM2 + PROD**2 TMP = MAX( TMP, ABS( DPLUS( I ) * PROD )) 15 CONTINUE RRR1 = TMP/( SPDIAM * SQRT( ZNM2 ) ) IF (RRR1.LE.MAXGROWTH2) THEN SIGMA = LSIGMA SHIFT = SLEFT GOTO 100 ENDIF ELSE IF(INDX.EQ.2) THEN TMP = ABS( WORK( N ) ) ZNM2 = ONE PROD = ONE OLDP = ONE DO 16 I = N-1, 1, -1 IF( PROD .LE. EPS ) THEN PROD = ((WORK(I+1)*LPLUS(I+1))/(WORK(I)*LPLUS(I)))*OLDP ELSE PROD = PROD*ABS(LPLUS(I)) END IF OLDP = PROD ZNM2 = ZNM2 + PROD**2 TMP = MAX( TMP, ABS( WORK( I ) * PROD )) 16 CONTINUE RRR2 = TMP/( SPDIAM * SQRT( ZNM2 ) ) IF (RRR2.LE.MAXGROWTH2) THEN SIGMA = RSIGMA SHIFT = SRIGHT GOTO 100 ENDIF END IF ENDIF 50 CONTINUE IF (KTRY.LT.KTRYMAX) THEN * If we are here, both shifts failed also the RRR test. * Back off to the outside LSIGMA = MAX( LSIGMA - LDELTA, $ LSIGMA - LDMAX) RSIGMA = MIN( RSIGMA + RDELTA, $ RSIGMA + RDMAX ) LDELTA = TWO * LDELTA RDELTA = TWO * RDELTA KTRY = KTRY + 1 GOTO 5 ELSE * None of the representations investigated satisfied our * criteria. Take the best one we found. IF((SMLGROWTH.LT.FAIL).OR.NOFAIL) THEN LSIGMA = BESTSHIFT RSIGMA = BESTSHIFT FORCER = .TRUE. GOTO 5 ELSE INFO = 1 RETURN ENDIF END IF 100 CONTINUE IF (SHIFT.EQ.SLEFT) THEN ELSEIF (SHIFT.EQ.SRIGHT) THEN * store new L and D back into DPLUS, LPLUS CALL DCOPY( N, WORK, 1, DPLUS, 1 ) CALL DCOPY( N-1, WORK(N+1), 1, LPLUS, 1 ) ENDIF RETURN * * End of DLARRF * END