*> \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
*>
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*
* 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
*
************************************************************************