numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/claed0.f	11227B	-rw-r--r--

*> \brief \b CLAED0 used by CSTEDC. Computes all eigenvalues and corresponding eigenvectors of an unreduced symmetric tridiagonal matrix using the divide and conquer method.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CLAED0 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claed0.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claed0.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claed0.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CLAED0( QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS, RWORK,
*                          IWORK, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDQ, LDQS, N, QSIZ
*       ..
*       .. Array Arguments ..
*       INTEGER            IWORK( * )
*       REAL               D( * ), E( * ), RWORK( * )
*       COMPLEX            Q( LDQ, * ), QSTORE( LDQS, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> Using the divide and conquer method, CLAED0 computes all eigenvalues
*> of a symmetric tridiagonal matrix which is one diagonal block of
*> those from reducing a dense or band Hermitian matrix and
*> corresponding eigenvectors of the dense or band matrix.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] QSIZ
*> \verbatim
*>          QSIZ is INTEGER
*>         The dimension of the unitary matrix used to reduce
*>         the full matrix to tridiagonal form.  QSIZ >= N if ICOMPQ = 1.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*>          D is REAL array, dimension (N)
*>         On entry, the diagonal elements of the tridiagonal matrix.
*>         On exit, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*>          E is REAL array, dimension (N-1)
*>         On entry, the off-diagonal elements of the tridiagonal matrix.
*>         On exit, E has been destroyed.
*> \endverbatim
*>
*> \param[in,out] Q
*> \verbatim
*>          Q is COMPLEX array, dimension (LDQ,N)
*>         On entry, Q must contain an QSIZ x N matrix whose columns
*>         unitarily orthonormal. It is a part of the unitary matrix
*>         that reduces the full dense Hermitian matrix to a
*>         (reducible) symmetric tridiagonal matrix.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*>          LDQ is INTEGER
*>         The leading dimension of the array Q.  LDQ >= max(1,N).
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*>          IWORK is INTEGER array,
*>         the dimension of IWORK must be at least
*>                      6 + 6*N + 5*N*lg N
*>                      ( lg( N ) = smallest integer k
*>                                  such that 2^k >= N )
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array,
*>                               dimension (1 + 3*N + 2*N*lg N + 3*N**2)
*>                        ( lg( N ) = smallest integer k
*>                                    such that 2^k >= N )
*> \endverbatim
*>
*> \param[out] QSTORE
*> \verbatim
*>          QSTORE is COMPLEX array, dimension (LDQS, N)
*>         Used to store parts of
*>         the eigenvector matrix when the updating matrix multiplies
*>         take place.
*> \endverbatim
*>
*> \param[in] LDQS
*> \verbatim
*>          LDQS is INTEGER
*>         The leading dimension of the array QSTORE.
*>         LDQS >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit.
*>          < 0:  if INFO = -i, the i-th argument had an illegal value.
*>          > 0:  The algorithm failed to compute an eigenvalue while
*>                working on the submatrix lying in rows and columns
*>                INFO/(N+1) through mod(INFO,N+1).
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup laed0
*
*  =====================================================================
      SUBROUTINE CLAED0( QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS, RWORK,
     $                   IWORK, 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 ..
      INTEGER            INFO, LDQ, LDQS, N, QSIZ
*     ..
*     .. Array Arguments ..
      INTEGER            IWORK( * )
      REAL               D( * ), E( * ), RWORK( * )
      COMPLEX            Q( LDQ, * ), QSTORE( LDQS, * )
*     ..
*
*  =====================================================================
*
*  Warning:      N could be as big as QSIZ!
*
*     .. Parameters ..
      REAL               TWO
      PARAMETER          ( TWO = 2.E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            CURLVL, CURPRB, CURR, I, IGIVCL, IGIVNM,
     $                   IGIVPT, INDXQ, IPERM, IPRMPT, IQ, IQPTR, IWREM,
     $                   J, K, LGN, LL, MATSIZ, MSD2, SMLSIZ, SMM1,
     $                   SPM1, SPM2, SUBMAT, SUBPBS, TLVLS
      REAL               TEMP
*     ..
*     .. External Subroutines ..
      EXTERNAL           CCOPY, CLACRM, CLAED7, SCOPY, SSTEQR,
     $                   XERBLA
*     ..
*     .. External Functions ..
      INTEGER            ILAENV
      EXTERNAL           ILAENV
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, INT, LOG, MAX, REAL
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
*
*     IF( ICOMPQ .LT. 0 .OR. ICOMPQ .GT. 2 ) THEN
*        INFO = -1
*     ELSE IF( ( ICOMPQ .EQ. 1 ) .AND. ( QSIZ .LT. MAX( 0, N ) ) )
*    $        THEN
      IF( QSIZ.LT.MAX( 0, N ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
         INFO = -6
      ELSE IF( LDQS.LT.MAX( 1, N ) ) THEN
         INFO = -8
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'CLAED0', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 )
     $   RETURN
*
      SMLSIZ = ILAENV( 9, 'CLAED0', ' ', 0, 0, 0, 0 )
*
*     Determine the size and placement of the submatrices, and save in
*     the leading elements of IWORK.
*
      IWORK( 1 ) = N
      SUBPBS = 1
      TLVLS = 0
   10 CONTINUE
      IF( IWORK( SUBPBS ).GT.SMLSIZ ) THEN
         DO 20 J = SUBPBS, 1, -1
            IWORK( 2*J ) = ( IWORK( J )+1 ) / 2
            IWORK( 2*J-1 ) = IWORK( J ) / 2
   20    CONTINUE
         TLVLS = TLVLS + 1
         SUBPBS = 2*SUBPBS
         GO TO 10
      END IF
      DO 30 J = 2, SUBPBS
         IWORK( J ) = IWORK( J ) + IWORK( J-1 )
   30 CONTINUE
*
*     Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1
*     using rank-1 modifications (cuts).
*
      SPM1 = SUBPBS - 1
      DO 40 I = 1, SPM1
         SUBMAT = IWORK( I ) + 1
         SMM1 = SUBMAT - 1
         D( SMM1 ) = D( SMM1 ) - ABS( E( SMM1 ) )
         D( SUBMAT ) = D( SUBMAT ) - ABS( E( SMM1 ) )
   40 CONTINUE
*
      INDXQ = 4*N + 3
*
*     Set up workspaces for eigenvalues only/accumulate new vectors
*     routine
*
      TEMP = LOG( REAL( N ) ) / LOG( TWO )
      LGN = INT( TEMP )
      IF( 2**LGN.LT.N )
     $   LGN = LGN + 1
      IF( 2**LGN.LT.N )
     $   LGN = LGN + 1
      IPRMPT = INDXQ + N + 1
      IPERM = IPRMPT + N*LGN
      IQPTR = IPERM + N*LGN
      IGIVPT = IQPTR + N + 2
      IGIVCL = IGIVPT + N*LGN
*
      IGIVNM = 1
      IQ = IGIVNM + 2*N*LGN
      IWREM = IQ + N**2 + 1
*     Initialize pointers
      DO 50 I = 0, SUBPBS
         IWORK( IPRMPT+I ) = 1
         IWORK( IGIVPT+I ) = 1
   50 CONTINUE
      IWORK( IQPTR ) = 1
*
*     Solve each submatrix eigenproblem at the bottom of the divide and
*     conquer tree.
*
      CURR = 0
      DO 70 I = 0, SPM1
         IF( I.EQ.0 ) THEN
            SUBMAT = 1
            MATSIZ = IWORK( 1 )
         ELSE
            SUBMAT = IWORK( I ) + 1
            MATSIZ = IWORK( I+1 ) - IWORK( I )
         END IF
         LL = IQ - 1 + IWORK( IQPTR+CURR )
         CALL SSTEQR( 'I', MATSIZ, D( SUBMAT ), E( SUBMAT ),
     $                RWORK( LL ), MATSIZ, RWORK, INFO )
         CALL CLACRM( QSIZ, MATSIZ, Q( 1, SUBMAT ), LDQ, RWORK( LL ),
     $                MATSIZ, QSTORE( 1, SUBMAT ), LDQS,
     $                RWORK( IWREM ) )
         IWORK( IQPTR+CURR+1 ) = IWORK( IQPTR+CURR ) + MATSIZ**2
         CURR = CURR + 1
         IF( INFO.GT.0 ) THEN
            INFO = SUBMAT*( N+1 ) + SUBMAT + MATSIZ - 1
            RETURN
         END IF
         K = 1
         DO 60 J = SUBMAT, IWORK( I+1 )
            IWORK( INDXQ+J ) = K
            K = K + 1
   60    CONTINUE
   70 CONTINUE
*
*     Successively merge eigensystems of adjacent submatrices
*     into eigensystem for the corresponding larger matrix.
*
*     while ( SUBPBS > 1 )
*
      CURLVL = 1
   80 CONTINUE
      IF( SUBPBS.GT.1 ) THEN
         SPM2 = SUBPBS - 2
         DO 90 I = 0, SPM2, 2
            IF( I.EQ.0 ) THEN
               SUBMAT = 1
               MATSIZ = IWORK( 2 )
               MSD2 = IWORK( 1 )
               CURPRB = 0
            ELSE
               SUBMAT = IWORK( I ) + 1
               MATSIZ = IWORK( I+2 ) - IWORK( I )
               MSD2 = MATSIZ / 2
               CURPRB = CURPRB + 1
            END IF
*
*     Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2)
*     into an eigensystem of size MATSIZ.  CLAED7 handles the case
*     when the eigenvectors of a full or band Hermitian matrix (which
*     was reduced to tridiagonal form) are desired.
*
*     I am free to use Q as a valuable working space until Loop 150.
*
            CALL CLAED7( MATSIZ, MSD2, QSIZ, TLVLS, CURLVL, CURPRB,
     $                   D( SUBMAT ), QSTORE( 1, SUBMAT ), LDQS,
     $                   E( SUBMAT+MSD2-1 ), IWORK( INDXQ+SUBMAT ),
     $                   RWORK( IQ ), IWORK( IQPTR ), IWORK( IPRMPT ),
     $                   IWORK( IPERM ), IWORK( IGIVPT ),
     $                   IWORK( IGIVCL ), RWORK( IGIVNM ),
     $                   Q( 1, SUBMAT ), RWORK( IWREM ),
     $                   IWORK( SUBPBS+1 ), INFO )
            IF( INFO.GT.0 ) THEN
               INFO = SUBMAT*( N+1 ) + SUBMAT + MATSIZ - 1
               RETURN
            END IF
            IWORK( I / 2+1 ) = IWORK( I+2 )
   90    CONTINUE
         SUBPBS = SUBPBS / 2
         CURLVL = CURLVL + 1
         GO TO 80
      END IF
*
*     end while
*
*     Re-merge the eigenvalues/vectors which were deflated at the final
*     merge step.
*
      DO 100 I = 1, N
         J = IWORK( INDXQ+I )
         RWORK( I ) = D( J )
         CALL CCOPY( QSIZ, QSTORE( 1, J ), 1, Q( 1, I ), 1 )
  100 CONTINUE
      CALL SCOPY( N, RWORK, 1, D, 1 )
*
      RETURN
*
*     End of CLAED0
*
      END