c----------------------------------------------------------------------- c\BeginDoc c c\Name: sstqrb c c\Description: c Computes all eigenvalues and the last component of the eigenvectors c of a symmetric tridiagonal matrix using the implicit QL or QR method. c c This is mostly a modification of the LAPACK routine ssteqr. c See Remarks. c c\Usage: c call sstqrb c ( N, D, E, Z, WORK, INFO ) c c\Arguments c N Integer. (INPUT) c The number of rows and columns in the matrix. N >= 0. c c D Real array, dimension (N). (INPUT/OUTPUT) c On entry, D contains the diagonal elements of the c tridiagonal matrix. c On exit, D contains the eigenvalues, in ascending order. c If an error exit is made, the eigenvalues are correct c for indices 1,2,...,INFO-1, but they are unordered and c may not be the smallest eigenvalues of the matrix. c c E Real array, dimension (N-1). (INPUT/OUTPUT) c On entry, E contains the subdiagonal elements of the c tridiagonal matrix in positions 1 through N-1. c On exit, E has been destroyed. c c Z Real array, dimension (N). (OUTPUT) c On exit, Z contains the last row of the orthonormal c eigenvector matrix of the symmetric tridiagonal matrix. c If an error exit is made, Z contains the last row of the c eigenvector matrix associated with the stored eigenvalues. c c WORK Real array, dimension (max(1,2*N-2)). (WORKSPACE) c Workspace used in accumulating the transformation for c computing the last components of the eigenvectors. c c INFO Integer. (OUTPUT) c = 0: normal return. c < 0: if INFO = -i, the i-th argument had an illegal value. c > 0: if INFO = +i, the i-th eigenvalue has not converged c after a total of 30*N iterations. c c\Remarks c 1. None. c c----------------------------------------------------------------------- c c\BeginLib c c\Local variables: c xxxxxx real c c\Routines called: c saxpy Level 1 BLAS that computes a vector triad. c scopy Level 1 BLAS that copies one vector to another. c sswap Level 1 BLAS that swaps the contents of two vectors. c lsame LAPACK character comparison routine. c slae2 LAPACK routine that computes the eigenvalues of a 2-by-2 c symmetric matrix. c slaev2 LAPACK routine that eigendecomposition of a 2-by-2 symmetric c matrix. c slamch LAPACK routine that determines machine constants. c slanst LAPACK routine that computes the norm of a matrix. c slapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully. c slartg LAPACK Givens rotation construction routine. c slascl LAPACK routine for careful scaling of a matrix. c slaset LAPACK matrix initialization routine. c slasr LAPACK routine that applies an orthogonal transformation to c a matrix. c slasrt LAPACK sorting routine. c ssteqr LAPACK routine that computes eigenvalues and eigenvectors c of a symmetric tridiagonal matrix. c xerbla LAPACK error handler routine. c c\Authors c Danny Sorensen Phuong Vu c Richard Lehoucq CRPC / Rice University c Dept. of Computational & Houston, Texas c Applied Mathematics c Rice University c Houston, Texas c c\SCCS Information: @(#) c FILE: stqrb.F SID: 2.5 DATE OF SID: 8/27/96 RELEASE: 2 c c\Remarks c 1. Starting with version 2.5, this routine is a modified version c of LAPACK version 2.0 subroutine SSTEQR. No lines are deleted, c only commeted out and new lines inserted. c All lines commented out have "c$$$" at the beginning. c Note that the LAPACK version 1.0 subroutine SSTEQR contained c bugs. c c\EndLib c c----------------------------------------------------------------------- c subroutine sstqrb ( n, d, e, z, work, info ) c c %------------------% c | Scalar Arguments | c %------------------% c integer info, n c c %-----------------% c | Array Arguments | c %-----------------% c Real & d( n ), e( n-1 ), z( n ), work( 2*n-2 ) c c .. parameters .. Real & zero, one, two, three parameter ( zero = 0.0E+0, one = 1.0E+0, & two = 2.0E+0, three = 3.0E+0 ) integer maxit parameter ( maxit = 30 ) c .. c .. local scalars .. integer i, icompz, ii, iscale, j, jtot, k, l, l1, lend, & lendm1, lendp1, lendsv, lm1, lsv, m, mm, mm1, & nm1, nmaxit Real & anorm, b, c, eps, eps2, f, g, p, r, rt1, rt2, & s, safmax, safmin, ssfmax, ssfmin, tst c .. c .. external functions .. logical lsame Real & slamch, slanst, slapy2 external lsame, slamch, slanst, slapy2 c .. c .. external subroutines .. external slae2, slaev2, slartg, slascl, slaset, slasr, & slasrt, sswap, xerbla c .. c .. intrinsic functions .. intrinsic abs, max, sign, sqrt c .. c .. executable statements .. c c test the input parameters. c info = 0 c c$$$ IF( LSAME( COMPZ, 'N' ) ) THEN c$$$ ICOMPZ = 0 c$$$ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN c$$$ ICOMPZ = 1 c$$$ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN c$$$ ICOMPZ = 2 c$$$ ELSE c$$$ ICOMPZ = -1 c$$$ END IF c$$$ IF( ICOMPZ.LT.0 ) THEN c$$$ INFO = -1 c$$$ ELSE IF( N.LT.0 ) THEN c$$$ INFO = -2 c$$$ ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, c$$$ $ N ) ) ) THEN c$$$ INFO = -6 c$$$ END IF c$$$ IF( INFO.NE.0 ) THEN c$$$ CALL XERBLA( 'SSTEQR', -INFO ) c$$$ RETURN c$$$ END IF c c *** New starting with version 2.5 *** c icompz = 2 c ************************************* c c quick return if possible c if( n.eq.0 ) $ return c if( n.eq.1 ) then if( icompz.eq.2 ) z( 1 ) = one return end if c c determine the unit roundoff and over/underflow thresholds. c eps = slamch( 'e' ) eps2 = eps**2 safmin = slamch( 's' ) safmax = one / safmin ssfmax = sqrt( safmax ) / three ssfmin = sqrt( safmin ) / eps2 c c compute the eigenvalues and eigenvectors of the tridiagonal c matrix. c c$$ if( icompz.eq.2 ) c$$$ $ call slaset( 'full', n, n, zero, one, z, ldz ) c c *** New starting with version 2.5 *** c if ( icompz .eq. 2 ) then do 5 j = 1, n-1 z(j) = zero 5 continue z( n ) = one end if c ************************************* c nmaxit = n*maxit jtot = 0 c c determine where the matrix splits and choose ql or qr iteration c for each block, according to whether top or bottom diagonal c element is smaller. c l1 = 1 nm1 = n - 1 c 10 continue if( l1.gt.n ) $ go to 160 if( l1.gt.1 ) $ e( l1-1 ) = zero if( l1.le.nm1 ) then do 20 m = l1, nm1 tst = abs( e( m ) ) if( tst.eq.zero ) $ go to 30 if( tst.le.( sqrt( abs( d( m ) ) )*sqrt( abs( d( m+ $ 1 ) ) ) )*eps ) then e( m ) = zero go to 30 end if 20 continue end if m = n c 30 continue l = l1 lsv = l lend = m lendsv = lend l1 = m + 1 if( lend.eq.l ) $ go to 10 c c scale submatrix in rows and columns l to lend c anorm = slanst( 'i', lend-l+1, d( l ), e( l ) ) iscale = 0 if( anorm.eq.zero ) $ go to 10 if( anorm.gt.ssfmax ) then iscale = 1 call slascl( 'g', 0, 0, anorm, ssfmax, lend-l+1, 1, d( l ), n, $ info ) call slascl( 'g', 0, 0, anorm, ssfmax, lend-l, 1, e( l ), n, $ info ) else if( anorm.lt.ssfmin ) then iscale = 2 call slascl( 'g', 0, 0, anorm, ssfmin, lend-l+1, 1, d( l ), n, $ info ) call slascl( 'g', 0, 0, anorm, ssfmin, lend-l, 1, e( l ), n, $ info ) end if c c choose between ql and qr iteration c if( abs( d( lend ) ).lt.abs( d( l ) ) ) then lend = lsv l = lendsv end if c if( lend.gt.l ) then c c ql iteration c c look for small subdiagonal element. c 40 continue if( l.ne.lend ) then lendm1 = lend - 1 do 50 m = l, lendm1 tst = abs( e( m ) )**2 if( tst.le.( eps2*abs( d( m ) ) )*abs( d( m+1 ) )+ $ safmin )go to 60 50 continue end if c m = lend c 60 continue if( m.lt.lend ) $ e( m ) = zero p = d( l ) if( m.eq.l ) $ go to 80 c c if remaining matrix is 2-by-2, use slae2 or slaev2 c to compute its eigensystem. c if( m.eq.l+1 ) then if( icompz.gt.0 ) then call slaev2( d( l ), e( l ), d( l+1 ), rt1, rt2, c, s ) work( l ) = c work( n-1+l ) = s c$$$ call slasr( 'r', 'v', 'b', n, 2, work( l ), c$$$ $ work( n-1+l ), z( 1, l ), ldz ) c c *** New starting with version 2.5 *** c tst = z(l+1) z(l+1) = c*tst - s*z(l) z(l) = s*tst + c*z(l) c ************************************* else call slae2( d( l ), e( l ), d( l+1 ), rt1, rt2 ) end if d( l ) = rt1 d( l+1 ) = rt2 e( l ) = zero l = l + 2 if( l.le.lend ) $ go to 40 go to 140 end if c if( jtot.eq.nmaxit ) $ go to 140 jtot = jtot + 1 c c form shift. c g = ( d( l+1 )-p ) / ( two*e( l ) ) r = slapy2( g, one ) g = d( m ) - p + ( e( l ) / ( g+sign( r, g ) ) ) c s = one c = one p = zero c c inner loop c mm1 = m - 1 do 70 i = mm1, l, -1 f = s*e( i ) b = c*e( i ) call slartg( g, f, c, s, r ) if( i.ne.m-1 ) $ e( i+1 ) = r g = d( i+1 ) - p r = ( d( i )-g )*s + two*c*b p = s*r d( i+1 ) = g + p g = c*r - b c c if eigenvectors are desired, then save rotations. c if( icompz.gt.0 ) then work( i ) = c work( n-1+i ) = -s end if c 70 continue c c if eigenvectors are desired, then apply saved rotations. c if( icompz.gt.0 ) then mm = m - l + 1 c$$$ call slasr( 'r', 'v', 'b', n, mm, work( l ), work( n-1+l ), c$$$ $ z( 1, l ), ldz ) c c *** New starting with version 2.5 *** c call slasr( 'r', 'v', 'b', 1, mm, work( l ), & work( n-1+l ), z( l ), 1 ) c ************************************* end if c d( l ) = d( l ) - p e( l ) = g go to 40 c c eigenvalue found. c 80 continue d( l ) = p c l = l + 1 if( l.le.lend ) $ go to 40 go to 140 c else c c qr iteration c c look for small superdiagonal element. c 90 continue if( l.ne.lend ) then lendp1 = lend + 1 do 100 m = l, lendp1, -1 tst = abs( e( m-1 ) )**2 if( tst.le.( eps2*abs( d( m ) ) )*abs( d( m-1 ) )+ $ safmin )go to 110 100 continue end if c m = lend c 110 continue if( m.gt.lend ) $ e( m-1 ) = zero p = d( l ) if( m.eq.l ) $ go to 130 c c if remaining matrix is 2-by-2, use slae2 or slaev2 c to compute its eigensystem. c if( m.eq.l-1 ) then if( icompz.gt.0 ) then call slaev2( d( l-1 ), e( l-1 ), d( l ), rt1, rt2, c, s ) c$$$ work( m ) = c c$$$ work( n-1+m ) = s c$$$ call slasr( 'r', 'v', 'f', n, 2, work( m ), c$$$ $ work( n-1+m ), z( 1, l-1 ), ldz ) c c *** New starting with version 2.5 *** c tst = z(l) z(l) = c*tst - s*z(l-1) z(l-1) = s*tst + c*z(l-1) c ************************************* else call slae2( d( l-1 ), e( l-1 ), d( l ), rt1, rt2 ) end if d( l-1 ) = rt1 d( l ) = rt2 e( l-1 ) = zero l = l - 2 if( l.ge.lend ) $ go to 90 go to 140 end if c if( jtot.eq.nmaxit ) $ go to 140 jtot = jtot + 1 c c form shift. c g = ( d( l-1 )-p ) / ( two*e( l-1 ) ) r = slapy2( g, one ) g = d( m ) - p + ( e( l-1 ) / ( g+sign( r, g ) ) ) c s = one c = one p = zero c c inner loop c lm1 = l - 1 do 120 i = m, lm1 f = s*e( i ) b = c*e( i ) call slartg( g, f, c, s, r ) if( i.ne.m ) $ e( i-1 ) = r g = d( i ) - p r = ( d( i+1 )-g )*s + two*c*b p = s*r d( i ) = g + p g = c*r - b c c if eigenvectors are desired, then save rotations. c if( icompz.gt.0 ) then work( i ) = c work( n-1+i ) = s end if c 120 continue c c if eigenvectors are desired, then apply saved rotations. c if( icompz.gt.0 ) then mm = l - m + 1 c$$$ call slasr( 'r', 'v', 'f', n, mm, work( m ), work( n-1+m ), c$$$ $ z( 1, m ), ldz ) c c *** New starting with version 2.5 *** c call slasr( 'r', 'v', 'f', 1, mm, work( m ), work( n-1+m ), & z( m ), 1 ) c ************************************* end if c d( l ) = d( l ) - p e( lm1 ) = g go to 90 c c eigenvalue found. c 130 continue d( l ) = p c l = l - 1 if( l.ge.lend ) $ go to 90 go to 140 c end if c c undo scaling if necessary c 140 continue if( iscale.eq.1 ) then call slascl( 'g', 0, 0, ssfmax, anorm, lendsv-lsv+1, 1, $ d( lsv ), n, info ) call slascl( 'g', 0, 0, ssfmax, anorm, lendsv-lsv, 1, e( lsv ), $ n, info ) else if( iscale.eq.2 ) then call slascl( 'g', 0, 0, ssfmin, anorm, lendsv-lsv+1, 1, $ d( lsv ), n, info ) call slascl( 'g', 0, 0, ssfmin, anorm, lendsv-lsv, 1, e( lsv ), $ n, info ) end if c c check for no convergence to an eigenvalue after a total c of n*maxit iterations. c if( jtot.lt.nmaxit ) $ go to 10 do 150 i = 1, n - 1 if( e( i ).ne.zero ) $ info = info + 1 150 continue go to 190 c c order eigenvalues and eigenvectors. c 160 continue if( icompz.eq.0 ) then c c use quick sort c call slasrt( 'i', n, d, info ) c else c c use selection sort to minimize swaps of eigenvectors c do 180 ii = 2, n i = ii - 1 k = i p = d( i ) do 170 j = ii, n if( d( j ).lt.p ) then k = j p = d( j ) end if 170 continue if( k.ne.i ) then d( k ) = d( i ) d( i ) = p c$$$ call sswap( n, z( 1, i ), 1, z( 1, k ), 1 ) c *** New starting with version 2.5 *** c p = z(k) z(k) = z(i) z(i) = p c ************************************* end if 180 continue end if c 190 continue return c c %---------------% c | End of sstqrb | c %---------------% c end