diff options
author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/clarrv.f |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/clarrv.f')
-rw-r--r-- | SRC/clarrv.f | 916 |
1 files changed, 916 insertions, 0 deletions
diff --git a/SRC/clarrv.f b/SRC/clarrv.f new file mode 100644 index 00000000..95cce4e5 --- /dev/null +++ b/SRC/clarrv.f @@ -0,0 +1,916 @@ + SUBROUTINE CLARRV( N, VL, VU, D, L, PIVMIN, + $ ISPLIT, M, DOL, DOU, MINRGP, + $ RTOL1, RTOL2, W, WERR, WGAP, + $ IBLOCK, INDEXW, GERS, Z, LDZ, ISUPPZ, + $ WORK, IWORK, INFO ) +* +* -- LAPACK auxiliary routine (version 3.1.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER DOL, DOU, INFO, LDZ, M, N + REAL MINRGP, PIVMIN, RTOL1, RTOL2, VL, VU +* .. +* .. Array Arguments .. + INTEGER IBLOCK( * ), INDEXW( * ), ISPLIT( * ), + $ ISUPPZ( * ), IWORK( * ) + REAL D( * ), GERS( * ), L( * ), W( * ), WERR( * ), + $ WGAP( * ), WORK( * ) + COMPLEX Z( LDZ, * ) +* .. +* +* Purpose +* ======= +* +* CLARRV computes the eigenvectors of the tridiagonal matrix +* T = L D L^T given L, D and APPROXIMATIONS to the eigenvalues of L D L^T. +* The input eigenvalues should have been computed by SLARRE. +* +* Arguments +* ========= +* +* N (input) INTEGER +* The order of the matrix. N >= 0. +* +* VL (input) REAL +* VU (input) REAL +* Lower and upper bounds of the interval that contains the desired +* eigenvalues. VL < VU. Needed to compute gaps on the left or right +* end of the extremal eigenvalues in the desired RANGE. +* +* D (input/output) REAL array, dimension (N) +* On entry, the N diagonal elements of the diagonal matrix D. +* On exit, D may be overwritten. +* +* L (input/output) REAL array, dimension (N) +* On entry, the (N-1) subdiagonal elements of the unit +* bidiagonal matrix L are in elements 1 to N-1 of L +* (if the matrix is not splitted.) At the end of each block +* is stored the corresponding shift as given by SLARRE. +* On exit, L is overwritten. +* +* PIVMIN (in) DOUBLE PRECISION +* The minimum pivot allowed in the Sturm sequence. +* +* ISPLIT (input) INTEGER array, dimension (N) +* The splitting points, at which T breaks up into blocks. +* The first block consists of rows/columns 1 to +* ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1 +* through ISPLIT( 2 ), etc. +* +* M (input) INTEGER +* The total number of input eigenvalues. 0 <= M <= N. +* +* DOL (input) INTEGER +* DOU (input) INTEGER +* If the user wants to compute only selected eigenvectors from all +* the eigenvalues supplied, he can specify an index range DOL:DOU. +* Or else the setting DOL=1, DOU=M should be applied. +* Note that DOL and DOU refer to the order in which the eigenvalues +* are stored in W. +* If the user wants to compute only selected eigenpairs, then +* the columns DOL-1 to DOU+1 of the eigenvector space Z contain the +* computed eigenvectors. All other columns of Z are set to zero. +* +* MINRGP (input) REAL +* +* RTOL1 (input) REAL +* RTOL2 (input) REAL +* Parameters for bisection. +* An interval [LEFT,RIGHT] has converged if +* RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) +* +* W (input/output) REAL array, dimension (N) +* The first M elements of W contain the APPROXIMATE eigenvalues for +* which eigenvectors are to be computed. The eigenvalues +* should be grouped by split-off block and ordered from +* smallest to largest within the block ( The output array +* W from SLARRE is expected here ). Furthermore, they are with +* respect to the shift of the corresponding root representation +* for their block. On exit, W holds the eigenvalues of the +* UNshifted matrix. +* +* WERR (input/output) REAL array, dimension (N) +* The first M elements contain the semiwidth of the uncertainty +* interval of the corresponding eigenvalue in W +* +* WGAP (input/output) REAL array, dimension (N) +* The separation from the right neighbor eigenvalue in W. +* +* IBLOCK (input) INTEGER array, dimension (N) +* The indices of the blocks (submatrices) associated with the +* corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue +* W(i) belongs to the first block from the top, =2 if W(i) +* belongs to the second block, etc. +* +* INDEXW (input) INTEGER array, dimension (N) +* The indices of the eigenvalues within each block (submatrix); +* for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the +* i-th eigenvalue W(i) is the 10-th eigenvalue in the second block. +* +* GERS (input) REAL array, dimension (2*N) +* The N Gerschgorin intervals (the i-th Gerschgorin interval +* is (GERS(2*i-1), GERS(2*i)). The Gerschgorin intervals should +* be computed from the original UNshifted matrix. +* +* Z (output) COMPLEX array, dimension (LDZ, max(1,M) ) +* If INFO = 0, the first M columns of Z contain the +* orthonormal eigenvectors of the matrix T +* corresponding to the input eigenvalues, with the i-th +* column of Z holding the eigenvector associated with W(i). +* Note: the user must ensure that at least max(1,M) columns are +* supplied in the array Z. +* +* LDZ (input) INTEGER +* The leading dimension of the array Z. LDZ >= 1, and if +* JOBZ = 'V', LDZ >= max(1,N). +* +* ISUPPZ (output) INTEGER array, dimension ( 2*max(1,M) ) +* The support of the eigenvectors in Z, i.e., the indices +* indicating the nonzero elements in Z. The I-th eigenvector +* is nonzero only in elements ISUPPZ( 2*I-1 ) through +* ISUPPZ( 2*I ). +* +* WORK (workspace) REAL array, dimension (12*N) +* +* IWORK (workspace) INTEGER array, dimension (7*N) +* +* INFO (output) INTEGER +* = 0: successful exit +* +* > 0: A problem occured in CLARRV. +* < 0: One of the called subroutines signaled an internal problem. +* Needs inspection of the corresponding parameter IINFO +* for further information. +* +* =-1: Problem in SLARRB when refining a child's eigenvalues. +* =-2: Problem in SLARRF when computing the RRR of a child. +* When a child is inside a tight cluster, it can be difficult +* to find an RRR. A partial remedy from the user's point of +* view is to make the parameter MINRGP smaller and recompile. +* However, as the orthogonality of the computed vectors is +* proportional to 1/MINRGP, the user should be aware that +* he might be trading in precision when he decreases MINRGP. +* =-3: Problem in SLARRB when refining a single eigenvalue +* after the Rayleigh correction was rejected. +* = 5: The Rayleigh Quotient Iteration failed to converge to +* full accuracy in MAXITR steps. +* +* 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 .. + INTEGER MAXITR + PARAMETER ( MAXITR = 10 ) + COMPLEX CZERO + PARAMETER ( CZERO = ( 0.0E0, 0.0E0 ) ) + REAL ZERO, ONE, TWO, THREE, FOUR, HALF + PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, + $ TWO = 2.0E0, THREE = 3.0E0, + $ FOUR = 4.0E0, HALF = 0.5E0) +* .. +* .. Local Scalars .. + LOGICAL ESKIP, NEEDBS, STP2II, TRYRQC, USEDBS, USEDRQ + INTEGER DONE, I, IBEGIN, IDONE, IEND, II, IINDC1, + $ IINDC2, IINDR, IINDWK, IINFO, IM, IN, INDEIG, + $ INDLD, INDLLD, INDWRK, ISUPMN, ISUPMX, ITER, + $ ITMP1, J, JBLK, K, MINIWSIZE, MINWSIZE, NCLUS, + $ NDEPTH, NEGCNT, NEWCLS, NEWFST, NEWFTT, NEWLST, + $ NEWSIZ, OFFSET, OLDCLS, OLDFST, OLDIEN, OLDLST, + $ OLDNCL, P, PARITY, Q, WBEGIN, WEND, WINDEX, + $ WINDMN, WINDPL, ZFROM, ZTO, ZUSEDL, ZUSEDU, + $ ZUSEDW + INTEGER INDIN1, INDIN2 + REAL BSTRES, BSTW, EPS, FUDGE, GAP, GAPTOL, GL, GU, + $ LAMBDA, LEFT, LGAP, MINGMA, NRMINV, RESID, + $ RGAP, RIGHT, RQCORR, RQTOL, SAVGAP, SGNDEF, + $ SIGMA, SPDIAM, SSIGMA, TAU, TMP, TOL, ZTZ +* .. +* .. External Functions .. + REAL SLAMCH + EXTERNAL SLAMCH +* .. +* .. External Subroutines .. + EXTERNAL CLAR1V, CLASET, CSSCAL, SCOPY, SLARRB, + $ SLARRF +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, REAL, MAX, MIN + INTRINSIC CMPLX +* .. +* .. Executable Statements .. +* .. + +* The first N entries of WORK are reserved for the eigenvalues + INDLD = N+1 + INDLLD= 2*N+1 + INDIN1 = 3*N + 1 + INDIN2 = 4*N + 1 + INDWRK = 5*N + 1 + MINWSIZE = 12 * N + + DO 5 I= 1,MINWSIZE + WORK( I ) = ZERO + 5 CONTINUE + +* IWORK(IINDR+1:IINDR+N) hold the twist indices R for the +* factorization used to compute the FP vector + IINDR = 0 +* IWORK(IINDC1+1:IINC2+N) are used to store the clusters of the current +* layer and the one above. + IINDC1 = N + IINDC2 = 2*N + IINDWK = 3*N + 1 + + MINIWSIZE = 7 * N + DO 10 I= 1,MINIWSIZE + IWORK( I ) = 0 + 10 CONTINUE + + ZUSEDL = 1 + IF(DOL.GT.1) THEN +* Set lower bound for use of Z + ZUSEDL = DOL-1 + ENDIF + ZUSEDU = M + IF(DOU.LT.M) THEN +* Set lower bound for use of Z + ZUSEDU = DOU+1 + ENDIF +* The width of the part of Z that is used + ZUSEDW = ZUSEDU - ZUSEDL + 1 + + + CALL CLASET( 'Full', N, ZUSEDW, CZERO, CZERO, + $ Z(1,ZUSEDL), LDZ ) + + EPS = SLAMCH( 'Precision' ) + RQTOL = TWO * EPS +* +* Set expert flags for standard code. + TRYRQC = .TRUE. + + IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN + ELSE +* Only selected eigenpairs are computed. Since the other evalues +* are not refined by RQ iteration, bisection has to compute to full +* accuracy. + RTOL1 = FOUR * EPS + RTOL2 = FOUR * EPS + ENDIF + +* The entries WBEGIN:WEND in W, WERR, WGAP correspond to the +* desired eigenvalues. The support of the nonzero eigenvector +* entries is contained in the interval IBEGIN:IEND. +* Remark that if k eigenpairs are desired, then the eigenvectors +* are stored in k contiguous columns of Z. + +* DONE is the number of eigenvectors already computed + DONE = 0 + IBEGIN = 1 + WBEGIN = 1 + DO 170 JBLK = 1, IBLOCK( M ) + IEND = ISPLIT( JBLK ) + SIGMA = L( IEND ) +* Find the eigenvectors of the submatrix indexed IBEGIN +* through IEND. + WEND = WBEGIN - 1 + 15 CONTINUE + IF( WEND.LT.M ) THEN + IF( IBLOCK( WEND+1 ).EQ.JBLK ) THEN + WEND = WEND + 1 + GO TO 15 + END IF + END IF + IF( WEND.LT.WBEGIN ) THEN + IBEGIN = IEND + 1 + GO TO 170 + ELSEIF( (WEND.LT.DOL).OR.(WBEGIN.GT.DOU) ) THEN + IBEGIN = IEND + 1 + WBEGIN = WEND + 1 + GO TO 170 + END IF + +* Find local spectral diameter of the block + GL = GERS( 2*IBEGIN-1 ) + GU = GERS( 2*IBEGIN ) + DO 20 I = IBEGIN+1 , IEND + GL = MIN( GERS( 2*I-1 ), GL ) + GU = MAX( GERS( 2*I ), GU ) + 20 CONTINUE + SPDIAM = GU - GL + +* OLDIEN is the last index of the previous block + OLDIEN = IBEGIN - 1 +* Calculate the size of the current block + IN = IEND - IBEGIN + 1 +* The number of eigenvalues in the current block + IM = WEND - WBEGIN + 1 + +* This is for a 1x1 block + IF( IBEGIN.EQ.IEND ) THEN + DONE = DONE+1 + Z( IBEGIN, WBEGIN ) = CMPLX( ONE, ZERO ) + ISUPPZ( 2*WBEGIN-1 ) = IBEGIN + ISUPPZ( 2*WBEGIN ) = IBEGIN + W( WBEGIN ) = W( WBEGIN ) + SIGMA + WORK( WBEGIN ) = W( WBEGIN ) + IBEGIN = IEND + 1 + WBEGIN = WBEGIN + 1 + GO TO 170 + END IF + +* The desired (shifted) eigenvalues are stored in W(WBEGIN:WEND) +* Note that these can be approximations, in this case, the corresp. +* entries of WERR give the size of the uncertainty interval. +* The eigenvalue approximations will be refined when necessary as +* high relative accuracy is required for the computation of the +* corresponding eigenvectors. + CALL SCOPY( IM, W( WBEGIN ), 1, + & WORK( WBEGIN ), 1 ) + +* We store in W the eigenvalue approximations w.r.t. the original +* matrix T. + DO 30 I=1,IM + W(WBEGIN+I-1) = W(WBEGIN+I-1)+SIGMA + 30 CONTINUE + + +* NDEPTH is the current depth of the representation tree + NDEPTH = 0 +* PARITY is either 1 or 0 + PARITY = 1 +* NCLUS is the number of clusters for the next level of the +* representation tree, we start with NCLUS = 1 for the root + NCLUS = 1 + IWORK( IINDC1+1 ) = 1 + IWORK( IINDC1+2 ) = IM + +* IDONE is the number of eigenvectors already computed in the current +* block + IDONE = 0 +* loop while( IDONE.LT.IM ) +* generate the representation tree for the current block and +* compute the eigenvectors + 40 CONTINUE + IF( IDONE.LT.IM ) THEN +* This is a crude protection against infinitely deep trees + IF( NDEPTH.GT.M ) THEN + INFO = -2 + RETURN + ENDIF +* breadth first processing of the current level of the representation +* tree: OLDNCL = number of clusters on current level + OLDNCL = NCLUS +* reset NCLUS to count the number of child clusters + NCLUS = 0 +* + PARITY = 1 - PARITY + IF( PARITY.EQ.0 ) THEN + OLDCLS = IINDC1 + NEWCLS = IINDC2 + ELSE + OLDCLS = IINDC2 + NEWCLS = IINDC1 + END IF +* Process the clusters on the current level + DO 150 I = 1, OLDNCL + J = OLDCLS + 2*I +* OLDFST, OLDLST = first, last index of current cluster. +* cluster indices start with 1 and are relative +* to WBEGIN when accessing W, WGAP, WERR, Z + OLDFST = IWORK( J-1 ) + OLDLST = IWORK( J ) + IF( NDEPTH.GT.0 ) THEN +* Retrieve relatively robust representation (RRR) of cluster +* that has been computed at the previous level +* The RRR is stored in Z and overwritten once the eigenvectors +* have been computed or when the cluster is refined + + IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN +* Get representation from location of the leftmost evalue +* of the cluster + J = WBEGIN + OLDFST - 1 + ELSE + IF(WBEGIN+OLDFST-1.LT.DOL) THEN +* Get representation from the left end of Z array + J = DOL - 1 + ELSEIF(WBEGIN+OLDFST-1.GT.DOU) THEN +* Get representation from the right end of Z array + J = DOU + ELSE + J = WBEGIN + OLDFST - 1 + ENDIF + ENDIF + DO 45 K = 1, IN - 1 + D( IBEGIN+K-1 ) = REAL( Z( IBEGIN+K-1, + $ J ) ) + L( IBEGIN+K-1 ) = REAL( Z( IBEGIN+K-1, + $ J+1 ) ) + 45 CONTINUE + D( IEND ) = REAL( Z( IEND, J ) ) + SIGMA = REAL( Z( IEND, J+1 ) ) + +* Set the corresponding entries in Z to zero + CALL CLASET( 'Full', IN, 2, CZERO, CZERO, + $ Z( IBEGIN, J), LDZ ) + END IF + +* Compute DL and DLL of current RRR + DO 50 J = IBEGIN, IEND-1 + TMP = D( J )*L( J ) + WORK( INDLD-1+J ) = TMP + WORK( INDLLD-1+J ) = TMP*L( J ) + 50 CONTINUE + + IF( NDEPTH.GT.0 ) THEN +* P and Q are index of the first and last eigenvalue to compute +* within the current block + P = INDEXW( WBEGIN-1+OLDFST ) + Q = INDEXW( WBEGIN-1+OLDLST ) +* Offset for the arrays WORK, WGAP and WERR, i.e., th P-OFFSET +* thru' Q-OFFSET elements of these arrays are to be used. +C OFFSET = P-OLDFST + OFFSET = INDEXW( WBEGIN ) - 1 +* perform limited bisection (if necessary) to get approximate +* eigenvalues to the precision needed. + CALL SLARRB( IN, D( IBEGIN ), + $ WORK(INDLLD+IBEGIN-1), + $ P, Q, RTOL1, RTOL2, OFFSET, + $ WORK(WBEGIN),WGAP(WBEGIN),WERR(WBEGIN), + $ WORK( INDWRK ), IWORK( IINDWK ), + $ PIVMIN, SPDIAM, IN, IINFO ) + IF( IINFO.NE.0 ) THEN + INFO = -1 + RETURN + ENDIF +* We also recompute the extremal gaps. W holds all eigenvalues +* of the unshifted matrix and must be used for computation +* of WGAP, the entries of WORK might stem from RRRs with +* different shifts. The gaps from WBEGIN-1+OLDFST to +* WBEGIN-1+OLDLST are correctly computed in SLARRB. +* However, we only allow the gaps to become greater since +* this is what should happen when we decrease WERR + IF( OLDFST.GT.1) THEN + WGAP( WBEGIN+OLDFST-2 ) = + $ MAX(WGAP(WBEGIN+OLDFST-2), + $ W(WBEGIN+OLDFST-1)-WERR(WBEGIN+OLDFST-1) + $ - W(WBEGIN+OLDFST-2)-WERR(WBEGIN+OLDFST-2) ) + ENDIF + IF( WBEGIN + OLDLST -1 .LT. WEND ) THEN + WGAP( WBEGIN+OLDLST-1 ) = + $ MAX(WGAP(WBEGIN+OLDLST-1), + $ W(WBEGIN+OLDLST)-WERR(WBEGIN+OLDLST) + $ - W(WBEGIN+OLDLST-1)-WERR(WBEGIN+OLDLST-1) ) + ENDIF +* Each time the eigenvalues in WORK get refined, we store +* the newly found approximation with all shifts applied in W + DO 53 J=OLDFST,OLDLST + W(WBEGIN+J-1) = WORK(WBEGIN+J-1)+SIGMA + 53 CONTINUE + END IF + +* Process the current node. + NEWFST = OLDFST + DO 140 J = OLDFST, OLDLST + IF( J.EQ.OLDLST ) THEN +* we are at the right end of the cluster, this is also the +* boundary of the child cluster + NEWLST = J + ELSE IF ( WGAP( WBEGIN + J -1).GE. + $ MINRGP* ABS( WORK(WBEGIN + J -1) ) ) THEN +* the right relative gap is big enough, the child cluster +* (NEWFST,..,NEWLST) is well separated from the following + NEWLST = J + ELSE +* inside a child cluster, the relative gap is not +* big enough. + GOTO 140 + END IF + +* Compute size of child cluster found + NEWSIZ = NEWLST - NEWFST + 1 + +* NEWFTT is the place in Z where the new RRR or the computed +* eigenvector is to be stored + IF((DOL.EQ.1).AND.(DOU.EQ.M)) THEN +* Store representation at location of the leftmost evalue +* of the cluster + NEWFTT = WBEGIN + NEWFST - 1 + ELSE + IF(WBEGIN+NEWFST-1.LT.DOL) THEN +* Store representation at the left end of Z array + NEWFTT = DOL - 1 + ELSEIF(WBEGIN+NEWFST-1.GT.DOU) THEN +* Store representation at the right end of Z array + NEWFTT = DOU + ELSE + NEWFTT = WBEGIN + NEWFST - 1 + ENDIF + ENDIF + + IF( NEWSIZ.GT.1) THEN +* +* Current child is not a singleton but a cluster. +* Compute and store new representation of child. +* +* +* Compute left and right cluster gap. +* +* LGAP and RGAP are not computed from WORK because +* the eigenvalue approximations may stem from RRRs +* different shifts. However, W hold all eigenvalues +* of the unshifted matrix. Still, the entries in WGAP +* have to be computed from WORK since the entries +* in W might be of the same order so that gaps are not +* exhibited correctly for very close eigenvalues. + IF( NEWFST.EQ.1 ) THEN + LGAP = MAX( ZERO, + $ W(WBEGIN)-WERR(WBEGIN) - VL ) + ELSE + LGAP = WGAP( WBEGIN+NEWFST-2 ) + ENDIF + RGAP = WGAP( WBEGIN+NEWLST-1 ) +* +* Compute left- and rightmost eigenvalue of child +* to high precision in order to shift as close +* as possible and obtain as large relative gaps +* as possible +* + DO 55 K =1,2 + IF(K.EQ.1) THEN + P = INDEXW( WBEGIN-1+NEWFST ) + ELSE + P = INDEXW( WBEGIN-1+NEWLST ) + ENDIF + OFFSET = INDEXW( WBEGIN ) - 1 + CALL SLARRB( IN, D(IBEGIN), + $ WORK( INDLLD+IBEGIN-1 ),P,P, + $ RQTOL, RQTOL, OFFSET, + $ WORK(WBEGIN),WGAP(WBEGIN), + $ WERR(WBEGIN),WORK( INDWRK ), + $ IWORK( IINDWK ), PIVMIN, SPDIAM, + $ IN, IINFO ) + 55 CONTINUE +* + IF((WBEGIN+NEWLST-1.LT.DOL).OR. + $ (WBEGIN+NEWFST-1.GT.DOU)) THEN +* if the cluster contains no desired eigenvalues +* skip the computation of that branch of the rep. tree +* +* We could skip before the refinement of the extremal +* eigenvalues of the child, but then the representation +* tree could be different from the one when nothing is +* skipped. For this reason we skip at this place. + IDONE = IDONE + NEWLST - NEWFST + 1 + GOTO 139 + ENDIF +* +* Compute RRR of child cluster. +* Note that the new RRR is stored in Z +* +C SLARRF needs LWORK = 2*N + CALL SLARRF( IN, D( IBEGIN ), L( IBEGIN ), + $ WORK(INDLD+IBEGIN-1), + $ NEWFST, NEWLST, WORK(WBEGIN), + $ WGAP(WBEGIN), WERR(WBEGIN), + $ SPDIAM, LGAP, RGAP, PIVMIN, TAU, + $ WORK( INDIN1 ), WORK( INDIN2 ), + $ WORK( INDWRK ), IINFO ) +* In the complex case, SLARRF cannot write +* the new RRR directly into Z and needs an intermediate +* workspace + DO 56 K = 1, IN-1 + Z( IBEGIN+K-1, NEWFTT ) = + $ CMPLX( WORK( INDIN1+K-1 ), ZERO ) + Z( IBEGIN+K-1, NEWFTT+1 ) = + $ CMPLX( WORK( INDIN2+K-1 ), ZERO ) + 56 CONTINUE + Z( IEND, NEWFTT ) = + $ CMPLX( WORK( INDIN1+IN-1 ), ZERO ) + IF( IINFO.EQ.0 ) THEN +* a new RRR for the cluster was found by SLARRF +* update shift and store it + SSIGMA = SIGMA + TAU + Z( IEND, NEWFTT+1 ) = CMPLX( SSIGMA, ZERO ) +* WORK() are the midpoints and WERR() the semi-width +* Note that the entries in W are unchanged. + DO 116 K = NEWFST, NEWLST + FUDGE = + $ THREE*EPS*ABS(WORK(WBEGIN+K-1)) + WORK( WBEGIN + K - 1 ) = + $ WORK( WBEGIN + K - 1) - TAU + FUDGE = FUDGE + + $ FOUR*EPS*ABS(WORK(WBEGIN+K-1)) +* Fudge errors + WERR( WBEGIN + K - 1 ) = + $ WERR( WBEGIN + K - 1 ) + FUDGE +* Gaps are not fudged. Provided that WERR is small +* when eigenvalues are close, a zero gap indicates +* that a new representation is needed for resolving +* the cluster. A fudge could lead to a wrong decision +* of judging eigenvalues 'separated' which in +* reality are not. This could have a negative impact +* on the orthogonality of the computed eigenvectors. + 116 CONTINUE + + NCLUS = NCLUS + 1 + K = NEWCLS + 2*NCLUS + IWORK( K-1 ) = NEWFST + IWORK( K ) = NEWLST + ELSE + INFO = -2 + RETURN + ENDIF + ELSE +* +* Compute eigenvector of singleton +* + ITER = 0 +* + TOL = FOUR * LOG(REAL(IN)) * EPS +* + K = NEWFST + WINDEX = WBEGIN + K - 1 + WINDMN = MAX(WINDEX - 1,1) + WINDPL = MIN(WINDEX + 1,M) + LAMBDA = WORK( WINDEX ) + DONE = DONE + 1 +* Check if eigenvector computation is to be skipped + IF((WINDEX.LT.DOL).OR. + $ (WINDEX.GT.DOU)) THEN + ESKIP = .TRUE. + GOTO 125 + ELSE + ESKIP = .FALSE. + ENDIF + LEFT = WORK( WINDEX ) - WERR( WINDEX ) + RIGHT = WORK( WINDEX ) + WERR( WINDEX ) + INDEIG = INDEXW( WINDEX ) +* Note that since we compute the eigenpairs for a child, +* all eigenvalue approximations are w.r.t the same shift. +* In this case, the entries in WORK should be used for +* computing the gaps since they exhibit even very small +* differences in the eigenvalues, as opposed to the +* entries in W which might "look" the same. + + IF( K .EQ. 1) THEN +* In the case RANGE='I' and with not much initial +* accuracy in LAMBDA and VL, the formula +* LGAP = MAX( ZERO, (SIGMA - VL) + LAMBDA ) +* can lead to an overestimation of the left gap and +* thus to inadequately early RQI 'convergence'. +* Prevent this by forcing a small left gap. + LGAP = EPS*MAX(ABS(LEFT),ABS(RIGHT)) + ELSE + LGAP = WGAP(WINDMN) + ENDIF + IF( K .EQ. IM) THEN +* In the case RANGE='I' and with not much initial +* accuracy in LAMBDA and VU, the formula +* can lead to an overestimation of the right gap and +* thus to inadequately early RQI 'convergence'. +* Prevent this by forcing a small right gap. + RGAP = EPS*MAX(ABS(LEFT),ABS(RIGHT)) + ELSE + RGAP = WGAP(WINDEX) + ENDIF + GAP = MIN( LGAP, RGAP ) + IF(( K .EQ. 1).OR.(K .EQ. IM)) THEN +* The eigenvector support can become wrong +* because significant entries could be cut off due to a +* large GAPTOL parameter in LAR1V. Prevent this. + GAPTOL = ZERO + ELSE + GAPTOL = GAP * EPS + ENDIF + ISUPMN = IN + ISUPMX = 1 +* Update WGAP so that it holds the minimum gap +* to the left or the right. This is crucial in the +* case where bisection is used to ensure that the +* eigenvalue is refined up to the required precision. +* The correct value is restored afterwards. + SAVGAP = WGAP(WINDEX) + WGAP(WINDEX) = GAP +* We want to use the Rayleigh Quotient Correction +* as often as possible since it converges quadratically +* when we are close enough to the desired eigenvalue. +* However, the Rayleigh Quotient can have the wrong sign +* and lead us away from the desired eigenvalue. In this +* case, the best we can do is to use bisection. + USEDBS = .FALSE. + USEDRQ = .FALSE. +* Bisection is initially turned off unless it is forced + NEEDBS = .NOT.TRYRQC + 120 CONTINUE +* Check if bisection should be used to refine eigenvalue + IF(NEEDBS) THEN +* Take the bisection as new iterate + USEDBS = .TRUE. + ITMP1 = IWORK( IINDR+WINDEX ) + OFFSET = INDEXW( WBEGIN ) - 1 + CALL SLARRB( IN, D(IBEGIN), + $ WORK(INDLLD+IBEGIN-1),INDEIG,INDEIG, + $ ZERO, TWO*EPS, OFFSET, + $ WORK(WBEGIN),WGAP(WBEGIN), + $ WERR(WBEGIN),WORK( INDWRK ), + $ IWORK( IINDWK ), PIVMIN, SPDIAM, + $ ITMP1, IINFO ) + IF( IINFO.NE.0 ) THEN + INFO = -3 + RETURN + ENDIF + LAMBDA = WORK( WINDEX ) +* Reset twist index from inaccurate LAMBDA to +* force computation of true MINGMA + IWORK( IINDR+WINDEX ) = 0 + ENDIF +* Given LAMBDA, compute the eigenvector. + CALL CLAR1V( IN, 1, IN, LAMBDA, D( IBEGIN ), + $ L( IBEGIN ), WORK(INDLD+IBEGIN-1), + $ WORK(INDLLD+IBEGIN-1), + $ PIVMIN, GAPTOL, Z( IBEGIN, WINDEX ), + $ .NOT.USEDBS, NEGCNT, ZTZ, MINGMA, + $ IWORK( IINDR+WINDEX ), ISUPPZ( 2*WINDEX-1 ), + $ NRMINV, RESID, RQCORR, WORK( INDWRK ) ) + IF(ITER .EQ. 0) THEN + BSTRES = RESID + BSTW = LAMBDA + ELSEIF(RESID.LT.BSTRES) THEN + BSTRES = RESID + BSTW = LAMBDA + ENDIF + ISUPMN = MIN(ISUPMN,ISUPPZ( 2*WINDEX-1 )) + ISUPMX = MAX(ISUPMX,ISUPPZ( 2*WINDEX )) + ITER = ITER + 1 + +* sin alpha <= |resid|/gap +* Note that both the residual and the gap are +* proportional to the matrix, so ||T|| doesn't play +* a role in the quotient + +* +* Convergence test for Rayleigh-Quotient iteration +* (omitted when Bisection has been used) +* + IF( RESID.GT.TOL*GAP .AND. ABS( RQCORR ).GT. + $ RQTOL*ABS( LAMBDA ) .AND. .NOT. USEDBS) + $ THEN +* We need to check that the RQCORR update doesn't +* move the eigenvalue away from the desired one and +* towards a neighbor. -> protection with bisection + IF(INDEIG.LE.NEGCNT) THEN +* The wanted eigenvalue lies to the left + SGNDEF = -ONE + ELSE +* The wanted eigenvalue lies to the right + SGNDEF = ONE + ENDIF +* We only use the RQCORR if it improves the +* the iterate reasonably. + IF( ( RQCORR*SGNDEF.GE.ZERO ) + $ .AND.( LAMBDA + RQCORR.LE. RIGHT) + $ .AND.( LAMBDA + RQCORR.GE. LEFT) + $ ) THEN + USEDRQ = .TRUE. +* Store new midpoint of bisection interval in WORK + IF(SGNDEF.EQ.ONE) THEN +* The current LAMBDA is on the left of the true +* eigenvalue + LEFT = LAMBDA +* We prefer to assume that the error estimate +* is correct. We could make the interval not +* as a bracket but to be modified if the RQCORR +* chooses to. In this case, the RIGHT side should +* be modified as follows: +* RIGHT = MAX(RIGHT, LAMBDA + RQCORR) + ELSE +* The current LAMBDA is on the right of the true +* eigenvalue + RIGHT = LAMBDA +* See comment about assuming the error estimate is +* correct above. +* LEFT = MIN(LEFT, LAMBDA + RQCORR) + ENDIF + WORK( WINDEX ) = + $ HALF * (RIGHT + LEFT) +* Take RQCORR since it has the correct sign and +* improves the iterate reasonably + LAMBDA = LAMBDA + RQCORR +* Update width of error interval + WERR( WINDEX ) = + $ HALF * (RIGHT-LEFT) + ELSE + NEEDBS = .TRUE. + ENDIF + IF(RIGHT-LEFT.LT.RQTOL*ABS(LAMBDA)) THEN +* The eigenvalue is computed to bisection accuracy +* compute eigenvector and stop + USEDBS = .TRUE. + GOTO 120 + ELSEIF( ITER.LT.MAXITR ) THEN + GOTO 120 + ELSEIF( ITER.EQ.MAXITR ) THEN + NEEDBS = .TRUE. + GOTO 120 + ELSE + INFO = 5 + RETURN + END IF + ELSE + STP2II = .FALSE. + IF(USEDRQ .AND. USEDBS .AND. + $ BSTRES.LE.RESID) THEN + LAMBDA = BSTW + STP2II = .TRUE. + ENDIF + IF (STP2II) THEN +* improve error angle by second step + CALL CLAR1V( IN, 1, IN, LAMBDA, + $ D( IBEGIN ), L( IBEGIN ), + $ WORK(INDLD+IBEGIN-1), + $ WORK(INDLLD+IBEGIN-1), + $ PIVMIN, GAPTOL, Z( IBEGIN, WINDEX ), + $ .NOT.USEDBS, NEGCNT, ZTZ, MINGMA, + $ IWORK( IINDR+WINDEX ), + $ ISUPPZ( 2*WINDEX-1 ), + $ NRMINV, RESID, RQCORR, WORK( INDWRK ) ) + ENDIF + WORK( WINDEX ) = LAMBDA + END IF +* +* Compute FP-vector support w.r.t. whole matrix +* + ISUPPZ( 2*WINDEX-1 ) = ISUPPZ( 2*WINDEX-1 )+OLDIEN + ISUPPZ( 2*WINDEX ) = ISUPPZ( 2*WINDEX )+OLDIEN + ZFROM = ISUPPZ( 2*WINDEX-1 ) + ZTO = ISUPPZ( 2*WINDEX ) + ISUPMN = ISUPMN + OLDIEN + ISUPMX = ISUPMX + OLDIEN +* Ensure vector is ok if support in the RQI has changed + IF(ISUPMN.LT.ZFROM) THEN + DO 122 II = ISUPMN,ZFROM-1 + Z( II, WINDEX ) = ZERO + 122 CONTINUE + ENDIF + IF(ISUPMX.GT.ZTO) THEN + DO 123 II = ZTO+1,ISUPMX + Z( II, WINDEX ) = ZERO + 123 CONTINUE + ENDIF + CALL CSSCAL( ZTO-ZFROM+1, NRMINV, + $ Z( ZFROM, WINDEX ), 1 ) + 125 CONTINUE +* Update W + W( WINDEX ) = LAMBDA+SIGMA +* Recompute the gaps on the left and right +* But only allow them to become larger and not +* smaller (which can only happen through "bad" +* cancellation and doesn't reflect the theory +* where the initial gaps are underestimated due +* to WERR being too crude.) + IF(.NOT.ESKIP) THEN + IF( K.GT.1) THEN + WGAP( WINDMN ) = MAX( WGAP(WINDMN), + $ W(WINDEX)-WERR(WINDEX) + $ - W(WINDMN)-WERR(WINDMN) ) + ENDIF + IF( WINDEX.LT.WEND ) THEN + WGAP( WINDEX ) = MAX( SAVGAP, + $ W( WINDPL )-WERR( WINDPL ) + $ - W( WINDEX )-WERR( WINDEX) ) + ENDIF + ENDIF + IDONE = IDONE + 1 + ENDIF +* here ends the code for the current child +* + 139 CONTINUE +* Proceed to any remaining child nodes + NEWFST = J + 1 + 140 CONTINUE + 150 CONTINUE + NDEPTH = NDEPTH + 1 + GO TO 40 + END IF + IBEGIN = IEND + 1 + WBEGIN = WEND + 1 + 170 CONTINUE +* + + RETURN +* +* End of CLARRV +* + END |