*> \brief \b DLAED6 used by DSTEDC. Computes one Newton step in solution of the secular equation. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLAED6 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLAED6( KNITER, ORGATI, RHO, D, Z, FINIT, TAU, INFO ) * * .. Scalar Arguments .. * LOGICAL ORGATI * INTEGER INFO, KNITER * DOUBLE PRECISION FINIT, RHO, TAU * .. * .. Array Arguments .. * DOUBLE PRECISION D( 3 ), Z( 3 ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLAED6 computes the positive or negative root (closest to the origin) *> of *> z(1) z(2) z(3) *> f(x) = rho + --------- + ---------- + --------- *> d(1)-x d(2)-x d(3)-x *> *> It is assumed that *> *> if ORGATI = .true. the root is between d(2) and d(3); *> otherwise it is between d(1) and d(2) *> *> This routine will be called by DLAED4 when necessary. In most cases, *> the root sought is the smallest in magnitude, though it might not be *> in some extremely rare situations. *> \endverbatim * * Arguments: * ========== * *> \param[in] KNITER *> \verbatim *> KNITER is INTEGER *> Refer to DLAED4 for its significance. *> \endverbatim *> *> \param[in] ORGATI *> \verbatim *> ORGATI is LOGICAL *> If ORGATI is true, the needed root is between d(2) and *> d(3); otherwise it is between d(1) and d(2). See *> DLAED4 for further details. *> \endverbatim *> *> \param[in] RHO *> \verbatim *> RHO is DOUBLE PRECISION *> Refer to the equation f(x) above. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (3) *> D satisfies d(1) < d(2) < d(3). *> \endverbatim *> *> \param[in] Z *> \verbatim *> Z is DOUBLE PRECISION array, dimension (3) *> Each of the elements in z must be positive. *> \endverbatim *> *> \param[in] FINIT *> \verbatim *> FINIT is DOUBLE PRECISION *> The value of f at 0. It is more accurate than the one *> evaluated inside this routine (if someone wants to do *> so). *> \endverbatim *> *> \param[out] TAU *> \verbatim *> TAU is DOUBLE PRECISION *> The root of the equation f(x). *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> > 0: if INFO = 1, failure to converge *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup laed6 * *> \par Further Details: * ===================== *> *> \verbatim *> *> 10/02/03: This version has a few statements commented out for thread *> safety (machine parameters are computed on each entry). SJH. *> *> 05/10/06: Modified from a new version of Ren-Cang Li, use *> Gragg-Thornton-Warner cubic convergent scheme for better stability. *> \endverbatim * *> \par Contributors: * ================== *> *> Ren-Cang Li, Computer Science Division, University of California *> at Berkeley, USA *> * ===================================================================== SUBROUTINE DLAED6( KNITER, ORGATI, RHO, D, Z, FINIT, TAU, $ INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. LOGICAL ORGATI INTEGER INFO, KNITER DOUBLE PRECISION FINIT, RHO, TAU * .. * .. Array Arguments .. DOUBLE PRECISION D( 3 ), Z( 3 ) * .. * * ===================================================================== * * .. Parameters .. INTEGER MAXIT PARAMETER ( MAXIT = 40 ) DOUBLE PRECISION ZERO, ONE, TWO, THREE, FOUR, EIGHT PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0, $ THREE = 3.0D0, FOUR = 4.0D0, EIGHT = 8.0D0 ) * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. Local Arrays .. DOUBLE PRECISION DSCALE( 3 ), ZSCALE( 3 ) * .. * .. Local Scalars .. LOGICAL SCALE INTEGER I, ITER, NITER DOUBLE PRECISION A, B, BASE, C, DDF, DF, EPS, ERRETM, ETA, F, $ FC, SCLFAC, SCLINV, SMALL1, SMALL2, SMINV1, $ SMINV2, TEMP, TEMP1, TEMP2, TEMP3, TEMP4, $ LBD, UBD * .. * .. Intrinsic Functions .. INTRINSIC ABS, INT, LOG, MAX, MIN, SQRT * .. * .. Executable Statements .. * INFO = 0 * IF( ORGATI ) THEN LBD = D(2) UBD = D(3) ELSE LBD = D(1) UBD = D(2) END IF IF( FINIT .LT. ZERO )THEN LBD = ZERO ELSE UBD = ZERO END IF * NITER = 1 TAU = ZERO IF( KNITER.EQ.2 ) THEN IF( ORGATI ) THEN TEMP = ( D( 3 )-D( 2 ) ) / TWO C = RHO + Z( 1 ) / ( ( D( 1 )-D( 2 ) )-TEMP ) A = C*( D( 2 )+D( 3 ) ) + Z( 2 ) + Z( 3 ) B = C*D( 2 )*D( 3 ) + Z( 2 )*D( 3 ) + Z( 3 )*D( 2 ) ELSE TEMP = ( D( 1 )-D( 2 ) ) / TWO C = RHO + Z( 3 ) / ( ( D( 3 )-D( 2 ) )-TEMP ) A = C*( D( 1 )+D( 2 ) ) + Z( 1 ) + Z( 2 ) B = C*D( 1 )*D( 2 ) + Z( 1 )*D( 2 ) + Z( 2 )*D( 1 ) END IF TEMP = MAX( ABS( A ), ABS( B ), ABS( C ) ) A = A / TEMP B = B / TEMP C = C / TEMP IF( C.EQ.ZERO ) THEN TAU = B / A ELSE IF( A.LE.ZERO ) THEN TAU = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE TAU = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF IF( TAU .LT. LBD .OR. TAU .GT. UBD ) $ TAU = ( LBD+UBD )/TWO IF( D(1).EQ.TAU .OR. D(2).EQ.TAU .OR. D(3).EQ.TAU ) THEN TAU = ZERO ELSE TEMP = FINIT + TAU*Z(1)/( D(1)*( D( 1 )-TAU ) ) + $ TAU*Z(2)/( D(2)*( D( 2 )-TAU ) ) + $ TAU*Z(3)/( D(3)*( D( 3 )-TAU ) ) IF( TEMP .LE. ZERO )THEN LBD = TAU ELSE UBD = TAU END IF IF( ABS( FINIT ).LE.ABS( TEMP ) ) $ TAU = ZERO END IF END IF * * get machine parameters for possible scaling to avoid overflow * * modified by Sven: parameters SMALL1, SMINV1, SMALL2, * SMINV2, EPS are not SAVEd anymore between one call to the * others but recomputed at each call * EPS = DLAMCH( 'Epsilon' ) BASE = DLAMCH( 'Base' ) SMALL1 = BASE**( INT( LOG( DLAMCH( 'SafMin' ) ) / LOG( BASE ) / $ THREE ) ) SMINV1 = ONE / SMALL1 SMALL2 = SMALL1*SMALL1 SMINV2 = SMINV1*SMINV1 * * Determine if scaling of inputs necessary to avoid overflow * when computing 1/TEMP**3 * IF( ORGATI ) THEN TEMP = MIN( ABS( D( 2 )-TAU ), ABS( D( 3 )-TAU ) ) ELSE TEMP = MIN( ABS( D( 1 )-TAU ), ABS( D( 2 )-TAU ) ) END IF SCALE = .FALSE. IF( TEMP.LE.SMALL1 ) THEN SCALE = .TRUE. IF( TEMP.LE.SMALL2 ) THEN * * Scale up by power of radix nearest 1/SAFMIN**(2/3) * SCLFAC = SMINV2 SCLINV = SMALL2 ELSE * * Scale up by power of radix nearest 1/SAFMIN**(1/3) * SCLFAC = SMINV1 SCLINV = SMALL1 END IF * * Scaling up safe because D, Z, TAU scaled elsewhere to be O(1) * DO 10 I = 1, 3 DSCALE( I ) = D( I )*SCLFAC ZSCALE( I ) = Z( I )*SCLFAC 10 CONTINUE TAU = TAU*SCLFAC LBD = LBD*SCLFAC UBD = UBD*SCLFAC ELSE * * Copy D and Z to DSCALE and ZSCALE * DO 20 I = 1, 3 DSCALE( I ) = D( I ) ZSCALE( I ) = Z( I ) 20 CONTINUE END IF * FC = ZERO DF = ZERO DDF = ZERO DO 30 I = 1, 3 TEMP = ONE / ( DSCALE( I )-TAU ) TEMP1 = ZSCALE( I )*TEMP TEMP2 = TEMP1*TEMP TEMP3 = TEMP2*TEMP FC = FC + TEMP1 / DSCALE( I ) DF = DF + TEMP2 DDF = DDF + TEMP3 30 CONTINUE F = FINIT + TAU*FC * IF( ABS( F ).LE.ZERO ) $ GO TO 60 IF( F .LE. ZERO )THEN LBD = TAU ELSE UBD = TAU END IF * * Iteration begins -- Use Gragg-Thornton-Warner cubic convergent * scheme * * It is not hard to see that * * 1) Iterations will go up monotonically * if FINIT < 0; * * 2) Iterations will go down monotonically * if FINIT > 0. * ITER = NITER + 1 * DO 50 NITER = ITER, MAXIT * IF( ORGATI ) THEN TEMP1 = DSCALE( 2 ) - TAU TEMP2 = DSCALE( 3 ) - TAU ELSE TEMP1 = DSCALE( 1 ) - TAU TEMP2 = DSCALE( 2 ) - TAU END IF A = ( TEMP1+TEMP2 )*F - TEMP1*TEMP2*DF B = TEMP1*TEMP2*F C = F - ( TEMP1+TEMP2 )*DF + TEMP1*TEMP2*DDF TEMP = MAX( ABS( A ), ABS( B ), ABS( C ) ) A = A / TEMP B = B / TEMP C = C / TEMP IF( C.EQ.ZERO ) THEN ETA = B / A ELSE IF( A.LE.ZERO ) THEN ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF IF( F*ETA.GE.ZERO ) THEN ETA = -F / DF END IF * TAU = TAU + ETA IF( TAU .LT. LBD .OR. TAU .GT. UBD ) $ TAU = ( LBD + UBD )/TWO * FC = ZERO ERRETM = ZERO DF = ZERO DDF = ZERO DO 40 I = 1, 3 IF ( ( DSCALE( I )-TAU ).NE.ZERO ) THEN TEMP = ONE / ( DSCALE( I )-TAU ) TEMP1 = ZSCALE( I )*TEMP TEMP2 = TEMP1*TEMP TEMP3 = TEMP2*TEMP TEMP4 = TEMP1 / DSCALE( I ) FC = FC + TEMP4 ERRETM = ERRETM + ABS( TEMP4 ) DF = DF + TEMP2 DDF = DDF + TEMP3 ELSE GO TO 60 END IF 40 CONTINUE F = FINIT + TAU*FC ERRETM = EIGHT*( ABS( FINIT )+ABS( TAU )*ERRETM ) + $ ABS( TAU )*DF IF( ( ABS( F ).LE.FOUR*EPS*ERRETM ) .OR. $ ( (UBD-LBD).LE.FOUR*EPS*ABS(TAU) ) ) $ GO TO 60 IF( F .LE. ZERO )THEN LBD = TAU ELSE UBD = TAU END IF 50 CONTINUE INFO = 1 60 CONTINUE * * Undo scaling * IF( SCALE ) $ TAU = TAU*SCLINV RETURN * * End of DLAED6 * END *> \brief \b DLASD4 computes the square root of the i-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix. Used by dbdsdc. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLASD4 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLASD4( N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO ) * * .. Scalar Arguments .. * INTEGER I, INFO, N * DOUBLE PRECISION RHO, SIGMA * .. * .. Array Arguments .. * DOUBLE PRECISION D( * ), DELTA( * ), WORK( * ), Z( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This subroutine computes the square root of the I-th updated *> eigenvalue of a positive symmetric rank-one modification to *> a positive diagonal matrix whose entries are given as the squares *> of the corresponding entries in the array d, and that *> *> 0 <= D(i) < D(j) for i < j *> *> and that RHO > 0. This is arranged by the calling routine, and is *> no loss in generality. The rank-one modified system is thus *> *> diag( D ) * diag( D ) + RHO * Z * Z_transpose. *> *> where we assume the Euclidean norm of Z is 1. *> *> The method consists of approximating the rational functions in the *> secular equation by simpler interpolating rational functions. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The length of all arrays. *> \endverbatim *> *> \param[in] I *> \verbatim *> I is INTEGER *> The index of the eigenvalue to be computed. 1 <= I <= N. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is DOUBLE PRECISION array, dimension ( N ) *> The original eigenvalues. It is assumed that they are in *> order, 0 <= D(I) < D(J) for I < J. *> \endverbatim *> *> \param[in] Z *> \verbatim *> Z is DOUBLE PRECISION array, dimension ( N ) *> The components of the updating vector. *> \endverbatim *> *> \param[out] DELTA *> \verbatim *> DELTA is DOUBLE PRECISION array, dimension ( N ) *> If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th *> component. If N = 1, then DELTA(1) = 1. The vector DELTA *> contains the information necessary to construct the *> (singular) eigenvectors. *> \endverbatim *> *> \param[in] RHO *> \verbatim *> RHO is DOUBLE PRECISION *> The scalar in the symmetric updating formula. *> \endverbatim *> *> \param[out] SIGMA *> \verbatim *> SIGMA is DOUBLE PRECISION *> The computed sigma_I, the I-th updated eigenvalue. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension ( N ) *> If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th *> component. If N = 1, then WORK( 1 ) = 1. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is INTEGER *> = 0: successful exit *> > 0: if INFO = 1, the updating process failed. *> \endverbatim * *> \par Internal Parameters: * ========================= *> *> \verbatim *> Logical variable ORGATI (origin-at-i?) is used for distinguishing *> whether D(i) or D(i+1) is treated as the origin. *> *> ORGATI = .true. origin at i *> ORGATI = .false. origin at i+1 *> *> Logical variable SWTCH3 (switch-for-3-poles?) is for noting *> if we are working with THREE poles! *> *> MAXIT is the maximum number of iterations allowed for each *> eigenvalue. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup lasd4 * *> \par Contributors: * ================== *> *> Ren-Cang Li, Computer Science Division, University of California *> at Berkeley, USA *> * ===================================================================== SUBROUTINE DLASD4( N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO ) * * -- 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 I, INFO, N DOUBLE PRECISION RHO, SIGMA * .. * .. Array Arguments .. DOUBLE PRECISION D( * ), DELTA( * ), WORK( * ), Z( * ) * .. * * ===================================================================== * * .. Parameters .. INTEGER MAXIT PARAMETER ( MAXIT = 400 ) DOUBLE PRECISION ZERO, ONE, TWO, THREE, FOUR, EIGHT, TEN PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0, $ THREE = 3.0D+0, FOUR = 4.0D+0, EIGHT = 8.0D+0, $ TEN = 10.0D+0 ) * .. * .. Local Scalars .. LOGICAL ORGATI, SWTCH, SWTCH3, GEOMAVG INTEGER II, IIM1, IIP1, IP1, ITER, J, NITER DOUBLE PRECISION A, B, C, DELSQ, DELSQ2, SQ2, DPHI, DPSI, DTIIM, $ DTIIP, DTIPSQ, DTISQ, DTNSQ, DTNSQ1, DW, EPS, $ ERRETM, ETA, PHI, PREW, PSI, RHOINV, SGLB, $ SGUB, TAU, TAU2, TEMP, TEMP1, TEMP2, W * .. * .. Local Arrays .. DOUBLE PRECISION DD( 3 ), ZZ( 3 ) * .. * .. External Subroutines .. EXTERNAL DLAED6, DLASD5 * .. * .. External Functions .. DOUBLE PRECISION DLAMCH EXTERNAL DLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. * .. Executable Statements .. * * Since this routine is called in an inner loop, we do no argument * checking. * * Quick return for N=1 and 2. * INFO = 0 IF( N.EQ.1 ) THEN * * Presumably, I=1 upon entry * SIGMA = SQRT( D( 1 )*D( 1 )+RHO*Z( 1 )*Z( 1 ) ) DELTA( 1 ) = ONE WORK( 1 ) = ONE RETURN END IF IF( N.EQ.2 ) THEN CALL DLASD5( I, D, Z, DELTA, RHO, SIGMA, WORK ) RETURN END IF * * Compute machine epsilon * EPS = DLAMCH( 'Epsilon' ) RHOINV = ONE / RHO TAU2= ZERO * * The case I = N * IF( I.EQ.N ) THEN * * Initialize some basic variables * II = N - 1 NITER = 1 * * Calculate initial guess * TEMP = RHO / TWO * * If ||Z||_2 is not one, then TEMP should be set to * RHO * ||Z||_2^2 / TWO * TEMP1 = TEMP / ( D( N )+SQRT( D( N )*D( N )+TEMP ) ) DO 10 J = 1, N WORK( J ) = D( J ) + D( N ) + TEMP1 DELTA( J ) = ( D( J )-D( N ) ) - TEMP1 10 CONTINUE * PSI = ZERO DO 20 J = 1, N - 2 PSI = PSI + Z( J )*Z( J ) / ( DELTA( J )*WORK( J ) ) 20 CONTINUE * C = RHOINV + PSI W = C + Z( II )*Z( II ) / ( DELTA( II )*WORK( II ) ) + $ Z( N )*Z( N ) / ( DELTA( N )*WORK( N ) ) * IF( W.LE.ZERO ) THEN TEMP1 = SQRT( D( N )*D( N )+RHO ) TEMP = Z( N-1 )*Z( N-1 ) / ( ( D( N-1 )+TEMP1 )* $ ( D( N )-D( N-1 )+RHO / ( D( N )+TEMP1 ) ) ) + $ Z( N )*Z( N ) / RHO * * The following TAU2 is to approximate * SIGMA_n^2 - D( N )*D( N ) * IF( C.LE.TEMP ) THEN TAU = RHO ELSE DELSQ = ( D( N )-D( N-1 ) )*( D( N )+D( N-1 ) ) A = -C*DELSQ + Z( N-1 )*Z( N-1 ) + Z( N )*Z( N ) B = Z( N )*Z( N )*DELSQ IF( A.LT.ZERO ) THEN TAU2 = TWO*B / ( SQRT( A*A+FOUR*B*C )-A ) ELSE TAU2 = ( A+SQRT( A*A+FOUR*B*C ) ) / ( TWO*C ) END IF TAU = TAU2 / ( D( N )+SQRT( D( N )*D( N )+TAU2 ) ) END IF * * It can be proved that * D(N)^2+RHO/2 <= SIGMA_n^2 < D(N)^2+TAU2 <= D(N)^2+RHO * ELSE DELSQ = ( D( N )-D( N-1 ) )*( D( N )+D( N-1 ) ) A = -C*DELSQ + Z( N-1 )*Z( N-1 ) + Z( N )*Z( N ) B = Z( N )*Z( N )*DELSQ * * The following TAU2 is to approximate * SIGMA_n^2 - D( N )*D( N ) * IF( A.LT.ZERO ) THEN TAU2 = TWO*B / ( SQRT( A*A+FOUR*B*C )-A ) ELSE TAU2 = ( A+SQRT( A*A+FOUR*B*C ) ) / ( TWO*C ) END IF TAU = TAU2 / ( D( N )+SQRT( D( N )*D( N )+TAU2 ) ) * * It can be proved that * D(N)^2 < D(N)^2+TAU2 < SIGMA(N)^2 < D(N)^2+RHO/2 * END IF * * The following TAU is to approximate SIGMA_n - D( N ) * * TAU = TAU2 / ( D( N )+SQRT( D( N )*D( N )+TAU2 ) ) * SIGMA = D( N ) + TAU DO 30 J = 1, N DELTA( J ) = ( D( J )-D( N ) ) - TAU WORK( J ) = D( J ) + D( N ) + TAU 30 CONTINUE * * Evaluate PSI and the derivative DPSI * DPSI = ZERO PSI = ZERO ERRETM = ZERO DO 40 J = 1, II TEMP = Z( J ) / ( DELTA( J )*WORK( J ) ) PSI = PSI + Z( J )*TEMP DPSI = DPSI + TEMP*TEMP ERRETM = ERRETM + PSI 40 CONTINUE ERRETM = ABS( ERRETM ) * * Evaluate PHI and the derivative DPHI * TEMP = Z( N ) / ( DELTA( N )*WORK( N ) ) PHI = Z( N )*TEMP DPHI = TEMP*TEMP ERRETM = EIGHT*( -PHI-PSI ) + ERRETM - PHI + RHOINV * $ + ABS( TAU2 )*( DPSI+DPHI ) * W = RHOINV + PHI + PSI * * Test for convergence * IF( ABS( W ).LE.EPS*ERRETM ) THEN GO TO 240 END IF * * Calculate the new step * NITER = NITER + 1 DTNSQ1 = WORK( N-1 )*DELTA( N-1 ) DTNSQ = WORK( N )*DELTA( N ) C = W - DTNSQ1*DPSI - DTNSQ*DPHI A = ( DTNSQ+DTNSQ1 )*W - DTNSQ*DTNSQ1*( DPSI+DPHI ) B = DTNSQ*DTNSQ1*W IF( C.LT.ZERO ) $ C = ABS( C ) IF( C.EQ.ZERO ) THEN ETA = RHO - SIGMA*SIGMA ELSE IF( A.GE.ZERO ) THEN ETA = ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF * * Note, eta should be positive if w is negative, and * eta should be negative otherwise. However, * if for some reason caused by roundoff, eta*w > 0, * we simply use one Newton step instead. This way * will guarantee eta*w < 0. * IF( W*ETA.GT.ZERO ) $ ETA = -W / ( DPSI+DPHI ) TEMP = ETA - DTNSQ IF( TEMP.GT.RHO ) $ ETA = RHO + DTNSQ * ETA = ETA / ( SIGMA+SQRT( ETA+SIGMA*SIGMA ) ) TAU = TAU + ETA SIGMA = SIGMA + ETA * DO 50 J = 1, N DELTA( J ) = DELTA( J ) - ETA WORK( J ) = WORK( J ) + ETA 50 CONTINUE * * Evaluate PSI and the derivative DPSI * DPSI = ZERO PSI = ZERO ERRETM = ZERO DO 60 J = 1, II TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PSI = PSI + Z( J )*TEMP DPSI = DPSI + TEMP*TEMP ERRETM = ERRETM + PSI 60 CONTINUE ERRETM = ABS( ERRETM ) * * Evaluate PHI and the derivative DPHI * TAU2 = WORK( N )*DELTA( N ) TEMP = Z( N ) / TAU2 PHI = Z( N )*TEMP DPHI = TEMP*TEMP ERRETM = EIGHT*( -PHI-PSI ) + ERRETM - PHI + RHOINV * $ + ABS( TAU2 )*( DPSI+DPHI ) * W = RHOINV + PHI + PSI * * Main loop to update the values of the array DELTA * ITER = NITER + 1 * DO 90 NITER = ITER, MAXIT * * Test for convergence * IF( ABS( W ).LE.EPS*ERRETM ) THEN GO TO 240 END IF * * Calculate the new step * DTNSQ1 = WORK( N-1 )*DELTA( N-1 ) DTNSQ = WORK( N )*DELTA( N ) C = W - DTNSQ1*DPSI - DTNSQ*DPHI A = ( DTNSQ+DTNSQ1 )*W - DTNSQ1*DTNSQ*( DPSI+DPHI ) B = DTNSQ1*DTNSQ*W IF( A.GE.ZERO ) THEN ETA = ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF * * Note, eta should be positive if w is negative, and * eta should be negative otherwise. However, * if for some reason caused by roundoff, eta*w > 0, * we simply use one Newton step instead. This way * will guarantee eta*w < 0. * IF( W*ETA.GT.ZERO ) $ ETA = -W / ( DPSI+DPHI ) TEMP = ETA - DTNSQ IF( TEMP.LE.ZERO ) $ ETA = ETA / TWO * ETA = ETA / ( SIGMA+SQRT( ETA+SIGMA*SIGMA ) ) TAU = TAU + ETA SIGMA = SIGMA + ETA * DO 70 J = 1, N DELTA( J ) = DELTA( J ) - ETA WORK( J ) = WORK( J ) + ETA 70 CONTINUE * * Evaluate PSI and the derivative DPSI * DPSI = ZERO PSI = ZERO ERRETM = ZERO DO 80 J = 1, II TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PSI = PSI + Z( J )*TEMP DPSI = DPSI + TEMP*TEMP ERRETM = ERRETM + PSI 80 CONTINUE ERRETM = ABS( ERRETM ) * * Evaluate PHI and the derivative DPHI * TAU2 = WORK( N )*DELTA( N ) TEMP = Z( N ) / TAU2 PHI = Z( N )*TEMP DPHI = TEMP*TEMP ERRETM = EIGHT*( -PHI-PSI ) + ERRETM - PHI + RHOINV * $ + ABS( TAU2 )*( DPSI+DPHI ) * W = RHOINV + PHI + PSI 90 CONTINUE * * Return with INFO = 1, NITER = MAXIT and not converged * INFO = 1 GO TO 240 * * End for the case I = N * ELSE * * The case for I < N * NITER = 1 IP1 = I + 1 * * Calculate initial guess * DELSQ = ( D( IP1 )-D( I ) )*( D( IP1 )+D( I ) ) DELSQ2 = DELSQ / TWO SQ2=SQRT( ( D( I )*D( I )+D( IP1 )*D( IP1 ) ) / TWO ) TEMP = DELSQ2 / ( D( I )+SQ2 ) DO 100 J = 1, N WORK( J ) = D( J ) + D( I ) + TEMP DELTA( J ) = ( D( J )-D( I ) ) - TEMP 100 CONTINUE * PSI = ZERO DO 110 J = 1, I - 1 PSI = PSI + Z( J )*Z( J ) / ( WORK( J )*DELTA( J ) ) 110 CONTINUE * PHI = ZERO DO 120 J = N, I + 2, -1 PHI = PHI + Z( J )*Z( J ) / ( WORK( J )*DELTA( J ) ) 120 CONTINUE C = RHOINV + PSI + PHI W = C + Z( I )*Z( I ) / ( WORK( I )*DELTA( I ) ) + $ Z( IP1 )*Z( IP1 ) / ( WORK( IP1 )*DELTA( IP1 ) ) * GEOMAVG = .FALSE. IF( W.GT.ZERO ) THEN * * d(i)^2 < the ith sigma^2 < (d(i)^2+d(i+1)^2)/2 * * We choose d(i) as origin. * ORGATI = .TRUE. II = I SGLB = ZERO SGUB = DELSQ2 / ( D( I )+SQ2 ) A = C*DELSQ + Z( I )*Z( I ) + Z( IP1 )*Z( IP1 ) B = Z( I )*Z( I )*DELSQ IF( A.GT.ZERO ) THEN TAU2 = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) ELSE TAU2 = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) END IF * * TAU2 now is an estimation of SIGMA^2 - D( I )^2. The * following, however, is the corresponding estimation of * SIGMA - D( I ). * TAU = TAU2 / ( D( I )+SQRT( D( I )*D( I )+TAU2 ) ) TEMP = SQRT(EPS) IF( (D(I).LE.TEMP*D(IP1)).AND.(ABS(Z(I)).LE.TEMP) $ .AND.(D(I).GT.ZERO) ) THEN TAU = MIN( TEN*D(I), SGUB ) GEOMAVG = .TRUE. END IF ELSE * * (d(i)^2+d(i+1)^2)/2 <= the ith sigma^2 < d(i+1)^2/2 * * We choose d(i+1) as origin. * ORGATI = .FALSE. II = IP1 SGLB = -DELSQ2 / ( D( II )+SQ2 ) SGUB = ZERO A = C*DELSQ - Z( I )*Z( I ) - Z( IP1 )*Z( IP1 ) B = Z( IP1 )*Z( IP1 )*DELSQ IF( A.LT.ZERO ) THEN TAU2 = TWO*B / ( A-SQRT( ABS( A*A+FOUR*B*C ) ) ) ELSE TAU2 = -( A+SQRT( ABS( A*A+FOUR*B*C ) ) ) / ( TWO*C ) END IF * * TAU2 now is an estimation of SIGMA^2 - D( IP1 )^2. The * following, however, is the corresponding estimation of * SIGMA - D( IP1 ). * TAU = TAU2 / ( D( IP1 )+SQRT( ABS( D( IP1 )*D( IP1 )+ $ TAU2 ) ) ) END IF * SIGMA = D( II ) + TAU DO 130 J = 1, N WORK( J ) = D( J ) + D( II ) + TAU DELTA( J ) = ( D( J )-D( II ) ) - TAU 130 CONTINUE IIM1 = II - 1 IIP1 = II + 1 * * Evaluate PSI and the derivative DPSI * DPSI = ZERO PSI = ZERO ERRETM = ZERO DO 150 J = 1, IIM1 TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PSI = PSI + Z( J )*TEMP DPSI = DPSI + TEMP*TEMP ERRETM = ERRETM + PSI 150 CONTINUE ERRETM = ABS( ERRETM ) * * Evaluate PHI and the derivative DPHI * DPHI = ZERO PHI = ZERO DO 160 J = N, IIP1, -1 TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PHI = PHI + Z( J )*TEMP DPHI = DPHI + TEMP*TEMP ERRETM = ERRETM + PHI 160 CONTINUE * W = RHOINV + PHI + PSI * * W is the value of the secular function with * its ii-th element removed. * SWTCH3 = .FALSE. IF( ORGATI ) THEN IF( W.LT.ZERO ) $ SWTCH3 = .TRUE. ELSE IF( W.GT.ZERO ) $ SWTCH3 = .TRUE. END IF IF( II.EQ.1 .OR. II.EQ.N ) $ SWTCH3 = .FALSE. * TEMP = Z( II ) / ( WORK( II )*DELTA( II ) ) DW = DPSI + DPHI + TEMP*TEMP TEMP = Z( II )*TEMP W = W + TEMP ERRETM = EIGHT*( PHI-PSI ) + ERRETM + TWO*RHOINV $ + THREE*ABS( TEMP ) * $ + ABS( TAU2 )*DW * * Test for convergence * IF( ABS( W ).LE.EPS*ERRETM ) THEN GO TO 240 END IF * IF( W.LE.ZERO ) THEN SGLB = MAX( SGLB, TAU ) ELSE SGUB = MIN( SGUB, TAU ) END IF * * Calculate the new step * NITER = NITER + 1 IF( .NOT.SWTCH3 ) THEN DTIPSQ = WORK( IP1 )*DELTA( IP1 ) DTISQ = WORK( I )*DELTA( I ) IF( ORGATI ) THEN C = W - DTIPSQ*DW + DELSQ*( Z( I ) / DTISQ )**2 ELSE C = W - DTISQ*DW - DELSQ*( Z( IP1 ) / DTIPSQ )**2 END IF A = ( DTIPSQ+DTISQ )*W - DTIPSQ*DTISQ*DW B = DTIPSQ*DTISQ*W IF( C.EQ.ZERO ) THEN IF( A.EQ.ZERO ) THEN IF( ORGATI ) THEN A = Z( I )*Z( I ) + DTIPSQ*DTIPSQ*( DPSI+DPHI ) ELSE A = Z( IP1 )*Z( IP1 ) + DTISQ*DTISQ*( DPSI+DPHI ) END IF END IF ETA = B / A ELSE IF( A.LE.ZERO ) THEN ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF ELSE * * Interpolation using THREE most relevant poles * DTIIM = WORK( IIM1 )*DELTA( IIM1 ) DTIIP = WORK( IIP1 )*DELTA( IIP1 ) TEMP = RHOINV + PSI + PHI IF( ORGATI ) THEN TEMP1 = Z( IIM1 ) / DTIIM TEMP1 = TEMP1*TEMP1 C = ( TEMP - DTIIP*( DPSI+DPHI ) ) - $ ( D( IIM1 )-D( IIP1 ) )*( D( IIM1 )+D( IIP1 ) )*TEMP1 ZZ( 1 ) = Z( IIM1 )*Z( IIM1 ) IF( DPSI.LT.TEMP1 ) THEN ZZ( 3 ) = DTIIP*DTIIP*DPHI ELSE ZZ( 3 ) = DTIIP*DTIIP*( ( DPSI-TEMP1 )+DPHI ) END IF ELSE TEMP1 = Z( IIP1 ) / DTIIP TEMP1 = TEMP1*TEMP1 C = ( TEMP - DTIIM*( DPSI+DPHI ) ) - $ ( D( IIP1 )-D( IIM1 ) )*( D( IIM1 )+D( IIP1 ) )*TEMP1 IF( DPHI.LT.TEMP1 ) THEN ZZ( 1 ) = DTIIM*DTIIM*DPSI ELSE ZZ( 1 ) = DTIIM*DTIIM*( DPSI+( DPHI-TEMP1 ) ) END IF ZZ( 3 ) = Z( IIP1 )*Z( IIP1 ) END IF ZZ( 2 ) = Z( II )*Z( II ) DD( 1 ) = DTIIM DD( 2 ) = DELTA( II )*WORK( II ) DD( 3 ) = DTIIP CALL DLAED6( NITER, ORGATI, C, DD, ZZ, W, ETA, INFO ) * IF( INFO.NE.0 ) THEN * * If INFO is not 0, i.e., DLAED6 failed, switch back * to 2 pole interpolation. * SWTCH3 = .FALSE. INFO = 0 DTIPSQ = WORK( IP1 )*DELTA( IP1 ) DTISQ = WORK( I )*DELTA( I ) IF( ORGATI ) THEN C = W - DTIPSQ*DW + DELSQ*( Z( I ) / DTISQ )**2 ELSE C = W - DTISQ*DW - DELSQ*( Z( IP1 ) / DTIPSQ )**2 END IF A = ( DTIPSQ+DTISQ )*W - DTIPSQ*DTISQ*DW B = DTIPSQ*DTISQ*W IF( C.EQ.ZERO ) THEN IF( A.EQ.ZERO ) THEN IF( ORGATI ) THEN A = Z( I )*Z( I ) + DTIPSQ*DTIPSQ*( DPSI+DPHI ) ELSE A = Z( IP1 )*Z( IP1 ) + DTISQ*DTISQ*( DPSI+DPHI) END IF END IF ETA = B / A ELSE IF( A.LE.ZERO ) THEN ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF END IF END IF * * Note, eta should be positive if w is negative, and * eta should be negative otherwise. However, * if for some reason caused by roundoff, eta*w > 0, * we simply use one Newton step instead. This way * will guarantee eta*w < 0. * IF( W*ETA.GE.ZERO ) $ ETA = -W / DW * ETA = ETA / ( SIGMA+SQRT( SIGMA*SIGMA+ETA ) ) TEMP = TAU + ETA IF( TEMP.GT.SGUB .OR. TEMP.LT.SGLB ) THEN IF( W.LT.ZERO ) THEN ETA = ( SGUB-TAU ) / TWO ELSE ETA = ( SGLB-TAU ) / TWO END IF IF( GEOMAVG ) THEN IF( W .LT. ZERO ) THEN IF( TAU .GT. ZERO ) THEN ETA = SQRT(SGUB*TAU)-TAU END IF ELSE IF( SGLB .GT. ZERO ) THEN ETA = SQRT(SGLB*TAU)-TAU END IF END IF END IF END IF * PREW = W * TAU = TAU + ETA SIGMA = SIGMA + ETA * DO 170 J = 1, N WORK( J ) = WORK( J ) + ETA DELTA( J ) = DELTA( J ) - ETA 170 CONTINUE * * Evaluate PSI and the derivative DPSI * DPSI = ZERO PSI = ZERO ERRETM = ZERO DO 180 J = 1, IIM1 TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PSI = PSI + Z( J )*TEMP DPSI = DPSI + TEMP*TEMP ERRETM = ERRETM + PSI 180 CONTINUE ERRETM = ABS( ERRETM ) * * Evaluate PHI and the derivative DPHI * DPHI = ZERO PHI = ZERO DO 190 J = N, IIP1, -1 TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PHI = PHI + Z( J )*TEMP DPHI = DPHI + TEMP*TEMP ERRETM = ERRETM + PHI 190 CONTINUE * TAU2 = WORK( II )*DELTA( II ) TEMP = Z( II ) / TAU2 DW = DPSI + DPHI + TEMP*TEMP TEMP = Z( II )*TEMP W = RHOINV + PHI + PSI + TEMP ERRETM = EIGHT*( PHI-PSI ) + ERRETM + TWO*RHOINV $ + THREE*ABS( TEMP ) * $ + ABS( TAU2 )*DW * SWTCH = .FALSE. IF( ORGATI ) THEN IF( -W.GT.ABS( PREW ) / TEN ) $ SWTCH = .TRUE. ELSE IF( W.GT.ABS( PREW ) / TEN ) $ SWTCH = .TRUE. END IF * * Main loop to update the values of the array DELTA and WORK * ITER = NITER + 1 * DO 230 NITER = ITER, MAXIT * * Test for convergence * IF( ABS( W ).LE.EPS*ERRETM ) THEN * $ .OR. (SGUB-SGLB).LE.EIGHT*ABS(SGUB+SGLB) ) THEN GO TO 240 END IF * IF( W.LE.ZERO ) THEN SGLB = MAX( SGLB, TAU ) ELSE SGUB = MIN( SGUB, TAU ) END IF * * Calculate the new step * IF( .NOT.SWTCH3 ) THEN DTIPSQ = WORK( IP1 )*DELTA( IP1 ) DTISQ = WORK( I )*DELTA( I ) IF( .NOT.SWTCH ) THEN IF( ORGATI ) THEN C = W - DTIPSQ*DW + DELSQ*( Z( I ) / DTISQ )**2 ELSE C = W - DTISQ*DW - DELSQ*( Z( IP1 ) / DTIPSQ )**2 END IF ELSE TEMP = Z( II ) / ( WORK( II )*DELTA( II ) ) IF( ORGATI ) THEN DPSI = DPSI + TEMP*TEMP ELSE DPHI = DPHI + TEMP*TEMP END IF C = W - DTISQ*DPSI - DTIPSQ*DPHI END IF A = ( DTIPSQ+DTISQ )*W - DTIPSQ*DTISQ*DW B = DTIPSQ*DTISQ*W IF( C.EQ.ZERO ) THEN IF( A.EQ.ZERO ) THEN IF( .NOT.SWTCH ) THEN IF( ORGATI ) THEN A = Z( I )*Z( I ) + DTIPSQ*DTIPSQ* $ ( DPSI+DPHI ) ELSE A = Z( IP1 )*Z( IP1 ) + $ DTISQ*DTISQ*( DPSI+DPHI ) END IF ELSE A = DTISQ*DTISQ*DPSI + DTIPSQ*DTIPSQ*DPHI END IF END IF ETA = B / A ELSE IF( A.LE.ZERO ) THEN ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF ELSE * * Interpolation using THREE most relevant poles * DTIIM = WORK( IIM1 )*DELTA( IIM1 ) DTIIP = WORK( IIP1 )*DELTA( IIP1 ) TEMP = RHOINV + PSI + PHI IF( SWTCH ) THEN C = TEMP - DTIIM*DPSI - DTIIP*DPHI ZZ( 1 ) = DTIIM*DTIIM*DPSI ZZ( 3 ) = DTIIP*DTIIP*DPHI ELSE IF( ORGATI ) THEN TEMP1 = Z( IIM1 ) / DTIIM TEMP1 = TEMP1*TEMP1 TEMP2 = ( D( IIM1 )-D( IIP1 ) )* $ ( D( IIM1 )+D( IIP1 ) )*TEMP1 C = TEMP - DTIIP*( DPSI+DPHI ) - TEMP2 ZZ( 1 ) = Z( IIM1 )*Z( IIM1 ) IF( DPSI.LT.TEMP1 ) THEN ZZ( 3 ) = DTIIP*DTIIP*DPHI ELSE ZZ( 3 ) = DTIIP*DTIIP*( ( DPSI-TEMP1 )+DPHI ) END IF ELSE TEMP1 = Z( IIP1 ) / DTIIP TEMP1 = TEMP1*TEMP1 TEMP2 = ( D( IIP1 )-D( IIM1 ) )* $ ( D( IIM1 )+D( IIP1 ) )*TEMP1 C = TEMP - DTIIM*( DPSI+DPHI ) - TEMP2 IF( DPHI.LT.TEMP1 ) THEN ZZ( 1 ) = DTIIM*DTIIM*DPSI ELSE ZZ( 1 ) = DTIIM*DTIIM*( DPSI+( DPHI-TEMP1 ) ) END IF ZZ( 3 ) = Z( IIP1 )*Z( IIP1 ) END IF END IF DD( 1 ) = DTIIM DD( 2 ) = DELTA( II )*WORK( II ) DD( 3 ) = DTIIP CALL DLAED6( NITER, ORGATI, C, DD, ZZ, W, ETA, INFO ) * IF( INFO.NE.0 ) THEN * * If INFO is not 0, i.e., DLAED6 failed, switch * back to two pole interpolation * SWTCH3 = .FALSE. INFO = 0 DTIPSQ = WORK( IP1 )*DELTA( IP1 ) DTISQ = WORK( I )*DELTA( I ) IF( .NOT.SWTCH ) THEN IF( ORGATI ) THEN C = W - DTIPSQ*DW + DELSQ*( Z( I )/DTISQ )**2 ELSE C = W - DTISQ*DW - DELSQ*( Z( IP1 )/DTIPSQ )**2 END IF ELSE TEMP = Z( II ) / ( WORK( II )*DELTA( II ) ) IF( ORGATI ) THEN DPSI = DPSI + TEMP*TEMP ELSE DPHI = DPHI + TEMP*TEMP END IF C = W - DTISQ*DPSI - DTIPSQ*DPHI END IF A = ( DTIPSQ+DTISQ )*W - DTIPSQ*DTISQ*DW B = DTIPSQ*DTISQ*W IF( C.EQ.ZERO ) THEN IF( A.EQ.ZERO ) THEN IF( .NOT.SWTCH ) THEN IF( ORGATI ) THEN A = Z( I )*Z( I ) + DTIPSQ*DTIPSQ* $ ( DPSI+DPHI ) ELSE A = Z( IP1 )*Z( IP1 ) + $ DTISQ*DTISQ*( DPSI+DPHI ) END IF ELSE A = DTISQ*DTISQ*DPSI + DTIPSQ*DTIPSQ*DPHI END IF END IF ETA = B / A ELSE IF( A.LE.ZERO ) THEN ETA = ( A-SQRT( ABS( A*A-FOUR*B*C ) ) ) / ( TWO*C ) ELSE ETA = TWO*B / ( A+SQRT( ABS( A*A-FOUR*B*C ) ) ) END IF END IF END IF * * Note, eta should be positive if w is negative, and * eta should be negative otherwise. However, * if for some reason caused by roundoff, eta*w > 0, * we simply use one Newton step instead. This way * will guarantee eta*w < 0. * IF( W*ETA.GE.ZERO ) $ ETA = -W / DW * ETA = ETA / ( SIGMA+SQRT( SIGMA*SIGMA+ETA ) ) TEMP=TAU+ETA IF( TEMP.GT.SGUB .OR. TEMP.LT.SGLB ) THEN IF( W.LT.ZERO ) THEN ETA = ( SGUB-TAU ) / TWO ELSE ETA = ( SGLB-TAU ) / TWO END IF IF( GEOMAVG ) THEN IF( W .LT. ZERO ) THEN IF( TAU .GT. ZERO ) THEN ETA = SQRT(SGUB*TAU)-TAU END IF ELSE IF( SGLB .GT. ZERO ) THEN ETA = SQRT(SGLB*TAU)-TAU END IF END IF END IF END IF * PREW = W * TAU = TAU + ETA SIGMA = SIGMA + ETA * DO 200 J = 1, N WORK( J ) = WORK( J ) + ETA DELTA( J ) = DELTA( J ) - ETA 200 CONTINUE * * Evaluate PSI and the derivative DPSI * DPSI = ZERO PSI = ZERO ERRETM = ZERO DO 210 J = 1, IIM1 TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PSI = PSI + Z( J )*TEMP DPSI = DPSI + TEMP*TEMP ERRETM = ERRETM + PSI 210 CONTINUE ERRETM = ABS( ERRETM ) * * Evaluate PHI and the derivative DPHI * DPHI = ZERO PHI = ZERO DO 220 J = N, IIP1, -1 TEMP = Z( J ) / ( WORK( J )*DELTA( J ) ) PHI = PHI + Z( J )*TEMP DPHI = DPHI + TEMP*TEMP ERRETM = ERRETM + PHI 220 CONTINUE * TAU2 = WORK( II )*DELTA( II ) TEMP = Z( II ) / TAU2 DW = DPSI + DPHI + TEMP*TEMP TEMP = Z( II )*TEMP W = RHOINV + PHI + PSI + TEMP ERRETM = EIGHT*( PHI-PSI ) + ERRETM + TWO*RHOINV $ + THREE*ABS( TEMP ) * $ + ABS( TAU2 )*DW * IF( W*PREW.GT.ZERO .AND. ABS( W ).GT.ABS( PREW ) / TEN ) $ SWTCH = .NOT.SWTCH * 230 CONTINUE * * Return with INFO = 1, NITER = MAXIT and not converged * INFO = 1 * END IF * 240 CONTINUE RETURN * * End of DLASD4 * END *> \brief \b DLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLASD5 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK ) * * .. Scalar Arguments .. * INTEGER I * DOUBLE PRECISION DSIGMA, RHO * .. * .. Array Arguments .. * DOUBLE PRECISION D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> This subroutine computes the square root of the I-th eigenvalue *> of a positive symmetric rank-one modification of a 2-by-2 diagonal *> matrix *> *> diag( D ) * diag( D ) + RHO * Z * transpose(Z) . *> *> The diagonal entries in the array D are assumed to satisfy *> *> 0 <= D(i) < D(j) for i < j . *> *> We also assume RHO > 0 and that the Euclidean norm of the vector *> Z is one. *> \endverbatim * * Arguments: * ========== * *> \param[in] I *> \verbatim *> I is INTEGER *> The index of the eigenvalue to be computed. I = 1 or I = 2. *> \endverbatim *> *> \param[in] D *> \verbatim *> D is DOUBLE PRECISION array, dimension ( 2 ) *> The original eigenvalues. We assume 0 <= D(1) < D(2). *> \endverbatim *> *> \param[in] Z *> \verbatim *> Z is DOUBLE PRECISION array, dimension ( 2 ) *> The components of the updating vector. *> \endverbatim *> *> \param[out] DELTA *> \verbatim *> DELTA is DOUBLE PRECISION array, dimension ( 2 ) *> Contains (D(j) - sigma_I) in its j-th component. *> The vector DELTA contains the information necessary *> to construct the eigenvectors. *> \endverbatim *> *> \param[in] RHO *> \verbatim *> RHO is DOUBLE PRECISION *> The scalar in the symmetric updating formula. *> \endverbatim *> *> \param[out] DSIGMA *> \verbatim *> DSIGMA is DOUBLE PRECISION *> The computed sigma_I, the I-th updated eigenvalue. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension ( 2 ) *> WORK contains (D(j) + sigma_I) in its j-th component. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup lasd5 * *> \par Contributors: * ================== *> *> Ren-Cang Li, Computer Science Division, University of California *> at Berkeley, USA *> * ===================================================================== SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK ) * * -- 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 I DOUBLE PRECISION DSIGMA, RHO * .. * .. Array Arguments .. DOUBLE PRECISION D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO, THREE, FOUR PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0, $ THREE = 3.0D+0, FOUR = 4.0D+0 ) * .. * .. Local Scalars .. DOUBLE PRECISION B, C, DEL, DELSQ, TAU, W * .. * .. Intrinsic Functions .. INTRINSIC ABS, SQRT * .. * .. Executable Statements .. * DEL = D( 2 ) - D( 1 ) DELSQ = DEL*( D( 2 )+D( 1 ) ) IF( I.EQ.1 ) THEN W = ONE + FOUR*RHO*( Z( 2 )*Z( 2 ) / ( D( 1 )+THREE*D( 2 ) )- $ Z( 1 )*Z( 1 ) / ( THREE*D( 1 )+D( 2 ) ) ) / DEL IF( W.GT.ZERO ) THEN B = DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) ) C = RHO*Z( 1 )*Z( 1 )*DELSQ * * B > ZERO, always * * The following TAU is DSIGMA * DSIGMA - D( 1 ) * D( 1 ) * TAU = TWO*C / ( B+SQRT( ABS( B*B-FOUR*C ) ) ) * * The following TAU is DSIGMA - D( 1 ) * TAU = TAU / ( D( 1 )+SQRT( D( 1 )*D( 1 )+TAU ) ) DSIGMA = D( 1 ) + TAU DELTA( 1 ) = -TAU DELTA( 2 ) = DEL - TAU WORK( 1 ) = TWO*D( 1 ) + TAU WORK( 2 ) = ( D( 1 )+TAU ) + D( 2 ) * DELTA( 1 ) = -Z( 1 ) / TAU * DELTA( 2 ) = Z( 2 ) / ( DEL-TAU ) ELSE B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) ) C = RHO*Z( 2 )*Z( 2 )*DELSQ * * The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 ) * IF( B.GT.ZERO ) THEN TAU = -TWO*C / ( B+SQRT( B*B+FOUR*C ) ) ELSE TAU = ( B-SQRT( B*B+FOUR*C ) ) / TWO END IF * * The following TAU is DSIGMA - D( 2 ) * TAU = TAU / ( D( 2 )+SQRT( ABS( D( 2 )*D( 2 )+TAU ) ) ) DSIGMA = D( 2 ) + TAU DELTA( 1 ) = -( DEL+TAU ) DELTA( 2 ) = -TAU WORK( 1 ) = D( 1 ) + TAU + D( 2 ) WORK( 2 ) = TWO*D( 2 ) + TAU * DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU ) * DELTA( 2 ) = -Z( 2 ) / TAU END IF * TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) ) * DELTA( 1 ) = DELTA( 1 ) / TEMP * DELTA( 2 ) = DELTA( 2 ) / TEMP ELSE * * Now I=2 * B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) ) C = RHO*Z( 2 )*Z( 2 )*DELSQ * * The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 ) * IF( B.GT.ZERO ) THEN TAU = ( B+SQRT( B*B+FOUR*C ) ) / TWO ELSE TAU = TWO*C / ( -B+SQRT( B*B+FOUR*C ) ) END IF * * The following TAU is DSIGMA - D( 2 ) * TAU = TAU / ( D( 2 )+SQRT( D( 2 )*D( 2 )+TAU ) ) DSIGMA = D( 2 ) + TAU DELTA( 1 ) = -( DEL+TAU ) DELTA( 2 ) = -TAU WORK( 1 ) = D( 1 ) + TAU + D( 2 ) WORK( 2 ) = TWO*D( 2 ) + TAU * DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU ) * DELTA( 2 ) = -Z( 2 ) / TAU * TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) ) * DELTA( 1 ) = DELTA( 1 ) / TEMP * DELTA( 2 ) = DELTA( 2 ) / TEMP END IF RETURN * * End of DLASD5 * END *> \brief \b LSAME * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * LOGICAL FUNCTION LSAME(CA,CB) * * .. Scalar Arguments .. * CHARACTER CA,CB * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> LSAME returns .TRUE. if CA is the same letter as CB regardless of *> case. *> \endverbatim * * Arguments: * ========== * *> \param[in] CA *> \verbatim *> CA is CHARACTER*1 *> \endverbatim *> *> \param[in] CB *> \verbatim *> CB is CHARACTER*1 *> CA and CB specify the single characters to be compared. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup lsame * * ===================================================================== LOGICAL FUNCTION LSAME(CA,CB) * * -- Reference BLAS level1 routine -- * -- Reference BLAS is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER CA,CB * .. * * ===================================================================== * * .. Intrinsic Functions .. INTRINSIC ICHAR * .. * .. Local Scalars .. INTEGER INTA,INTB,ZCODE * .. * * Test if the characters are equal * LSAME = CA .EQ. CB IF (LSAME) RETURN * * Now test for equivalence if both characters are alphabetic. * ZCODE = ICHAR('Z') * * Use 'Z' rather than 'A' so that ASCII can be detected on Prime * machines, on which ICHAR returns a value with bit 8 set. * ICHAR('A') on Prime machines returns 193 which is the same as * ICHAR('A') on an EBCDIC machine. * INTA = ICHAR(CA) INTB = ICHAR(CB) * IF (ZCODE.EQ.90 .OR. ZCODE.EQ.122) THEN * * ASCII is assumed - ZCODE is the ASCII code of either lower or * upper case 'Z'. * IF (INTA.GE.97 .AND. INTA.LE.122) INTA = INTA - 32 IF (INTB.GE.97 .AND. INTB.LE.122) INTB = INTB - 32 * ELSE IF (ZCODE.EQ.233 .OR. ZCODE.EQ.169) THEN * * EBCDIC is assumed - ZCODE is the EBCDIC code of either lower or * upper case 'Z'. * IF (INTA.GE.129 .AND. INTA.LE.137 .OR. + INTA.GE.145 .AND. INTA.LE.153 .OR. + INTA.GE.162 .AND. INTA.LE.169) INTA = INTA + 64 IF (INTB.GE.129 .AND. INTB.LE.137 .OR. + INTB.GE.145 .AND. INTB.LE.153 .OR. + INTB.GE.162 .AND. INTB.LE.169) INTB = INTB + 64 * ELSE IF (ZCODE.EQ.218 .OR. ZCODE.EQ.250) THEN * * ASCII is assumed, on Prime machines - ZCODE is the ASCII code * plus 128 of either lower or upper case 'Z'. * IF (INTA.GE.225 .AND. INTA.LE.250) INTA = INTA - 32 IF (INTB.GE.225 .AND. INTB.LE.250) INTB = INTB - 32 END IF LSAME = INTA .EQ. INTB * * RETURN * * End of LSAME * END *> \brief \b DLAMCH * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * DOUBLE PRECISION FUNCTION DLAMCH( CMACH ) * * .. Scalar Arguments .. * CHARACTER CMACH * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLAMCH determines double precision machine parameters. *> \endverbatim * * Arguments: * ========== * *> \param[in] CMACH *> \verbatim *> CMACH is CHARACTER*1 *> Specifies the value to be returned by DLAMCH: *> = 'E' or 'e', DLAMCH := eps *> = 'S' or 's , DLAMCH := sfmin *> = 'B' or 'b', DLAMCH := base *> = 'P' or 'p', DLAMCH := eps*base *> = 'N' or 'n', DLAMCH := t *> = 'R' or 'r', DLAMCH := rnd *> = 'M' or 'm', DLAMCH := emin *> = 'U' or 'u', DLAMCH := rmin *> = 'L' or 'l', DLAMCH := emax *> = 'O' or 'o', DLAMCH := rmax *> where *> eps = relative machine precision *> sfmin = safe minimum, such that 1/sfmin does not overflow *> base = base of the machine *> prec = eps*base *> t = number of (base) digits in the mantissa *> rnd = 1.0 when rounding occurs in addition, 0.0 otherwise *> emin = minimum exponent before (gradual) underflow *> rmin = underflow threshold - base**(emin-1) *> emax = largest exponent before overflow *> rmax = overflow threshold - (base**emax)*(1-eps) *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup auxOTHERauxiliary * * ===================================================================== DOUBLE PRECISION FUNCTION DLAMCH( CMACH ) * * -- LAPACK auxiliary routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. CHARACTER CMACH * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. DOUBLE PRECISION RND, EPS, SFMIN, SMALL, RMACH * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. Intrinsic Functions .. INTRINSIC DIGITS, EPSILON, HUGE, MAXEXPONENT, $ MINEXPONENT, RADIX, TINY * .. * .. Executable Statements .. * * * Assume rounding, not chopping. Always. * RND = ONE * IF( ONE.EQ.RND ) THEN EPS = EPSILON(ZERO) * 0.5 ELSE EPS = EPSILON(ZERO) END IF * IF( LSAME( CMACH, 'E' ) ) THEN RMACH = EPS ELSE IF( LSAME( CMACH, 'S' ) ) THEN SFMIN = TINY(ZERO) SMALL = ONE / HUGE(ZERO) IF( SMALL.GE.SFMIN ) THEN * * Use SMALL plus a bit, to avoid the possibility of rounding * causing overflow when computing 1/sfmin. * SFMIN = SMALL*( ONE+EPS ) END IF RMACH = SFMIN ELSE IF( LSAME( CMACH, 'B' ) ) THEN RMACH = RADIX(ZERO) ELSE IF( LSAME( CMACH, 'P' ) ) THEN RMACH = EPS * RADIX(ZERO) ELSE IF( LSAME( CMACH, 'N' ) ) THEN RMACH = DIGITS(ZERO) ELSE IF( LSAME( CMACH, 'R' ) ) THEN RMACH = RND ELSE IF( LSAME( CMACH, 'M' ) ) THEN RMACH = MINEXPONENT(ZERO) ELSE IF( LSAME( CMACH, 'U' ) ) THEN RMACH = tiny(zero) ELSE IF( LSAME( CMACH, 'L' ) ) THEN RMACH = MAXEXPONENT(ZERO) ELSE IF( LSAME( CMACH, 'O' ) ) THEN RMACH = HUGE(ZERO) ELSE RMACH = ZERO END IF * DLAMCH = RMACH RETURN * * End of DLAMCH * END ************************************************************************ *> \brief \b DLAMC3 *> \details *> \b Purpose: *> \verbatim *> DLAMC3 is intended to force A and B to be stored prior to doing *> the addition of A and B , for use in situations where optimizers *> might hold one of these in a register. *> \endverbatim *> \author LAPACK is a software package provided by Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd.. *> \date December 2016 *> \ingroup auxOTHERauxiliary *> *> \param[in] A *> \verbatim *> A is a DOUBLE PRECISION *> \endverbatim *> *> \param[in] B *> \verbatim *> B is a DOUBLE PRECISION *> The values A and B. *> \endverbatim *> DOUBLE PRECISION FUNCTION DLAMC3( A, B ) * * -- LAPACK auxiliary routine (version 3.7.0) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2010 * * .. Scalar Arguments .. DOUBLE PRECISION A, B * .. * ===================================================================== * * .. Executable Statements .. * DLAMC3 = A + B * RETURN * * End of DLAMC3 * END * ************************************************************************