Add graph references
This commit is contained in:
+986
@@ -0,0 +1,986 @@
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/* -- translated by f2c (version 20240504).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "f2c.h"
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c__2 = 2;
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/* > \brief \b DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each un
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reduced block Ti, finds base representations and eigenvalues.
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=========== DOCUMENTATION ===========
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Online html documentation available at
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http://www.netlib.org/lapack/explore-html/
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> \htmlonly
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> Download DLARRE + dependencies
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarre.
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f">
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> [TGZ]</a>
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarre.
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f">
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> [ZIP]</a>
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarre.
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f">
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> [TXT]</a>
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> \endhtmlonly
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Definition:
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===========
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SUBROUTINE DLARRE( RANGE, N, VL, VU, IL, IU, D, E, E2,
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RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M,
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W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN,
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WORK, IWORK, INFO )
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CHARACTER RANGE
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INTEGER IL, INFO, IU, M, N, NSPLIT
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DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPLTOL, VL, VU
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INTEGER IBLOCK( * ), ISPLIT( * ), IWORK( * ),
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$ INDEXW( * )
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DOUBLE PRECISION D( * ), E( * ), E2( * ), GERS( * ),
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$ W( * ),WERR( * ), WGAP( * ), WORK( * )
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> \par Purpose:
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=============
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>
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> \verbatim
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>
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> To find the desired eigenvalues of a given real symmetric
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> tridiagonal matrix T, DLARRE sets any "small" off-diagonal
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> elements to zero, and for each unreduced block T_i, it finds
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> (a) a suitable shift at one end of the block's spectrum,
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> (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and
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> (c) eigenvalues of each L_i D_i L_i^T.
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> The representations and eigenvalues found are then used by
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> DSTEMR to compute the eigenvectors of T.
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> The accuracy varies depending on whether bisection is used to
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> find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to
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> conpute all and then discard any unwanted one.
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> As an added benefit, DLARRE also outputs the n
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> Gerschgorin intervals for the matrices L_i D_i L_i^T.
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> \endverbatim
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Arguments:
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==========
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> \param[in] RANGE
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> \verbatim
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> RANGE is CHARACTER*1
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> = 'A': ("All") all eigenvalues will be found.
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> = 'V': ("Value") all eigenvalues in the half-open interval
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> (VL, VU] will be found.
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> = 'I': ("Index") the IL-th through IU-th eigenvalues (of the
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> entire matrix) will be found.
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> \endverbatim
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>
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> \param[in] N
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> \verbatim
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> N is INTEGER
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> The order of the matrix. N > 0.
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> \endverbatim
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>
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> \param[in,out] VL
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> \verbatim
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> VL is DOUBLE PRECISION
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> \endverbatim
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>
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> \param[in,out] VU
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> \verbatim
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> VU is DOUBLE PRECISION
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> If RANGE='V', the lower and upper bounds for the eigenvalues.
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> Eigenvalues less than or equal to VL, or greater than VU,
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> will not be returned. VL < VU.
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> If RANGE='I' or ='A', DLARRE computes bounds on the desired
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> part of the spectrum.
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> \endverbatim
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>
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> \param[in] IL
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> \verbatim
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> IL is INTEGER
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> \endverbatim
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>
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> \param[in] IU
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> \verbatim
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> IU is INTEGER
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> If RANGE='I', the indices (in ascending order) of the
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> smallest and largest eigenvalues to be returned.
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> 1 <= IL <= IU <= N.
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> \endverbatim
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>
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> \param[in,out] D
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> \verbatim
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> D is DOUBLE PRECISION array, dimension (N)
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> On entry, the N diagonal elements of the tridiagonal
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> matrix T.
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> On exit, the N diagonal elements of the diagonal
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> matrices D_i.
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> \endverbatim
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>
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> \param[in,out] E
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> \verbatim
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> E is DOUBLE PRECISION array, dimension (N)
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> On entry, the first (N-1) entries contain the subdiagonal
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> elements of the tridiagonal matrix T; E(N) need not be set.
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> On exit, E contains the subdiagonal elements of the unit
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> bidiagonal matrices L_i. The entries E( ISPLIT( I ) ),
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> 1 <= I <= NSPLIT, contain the base points sigma_i on output.
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> \endverbatim
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>
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> \param[in,out] E2
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> \verbatim
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> E2 is DOUBLE PRECISION array, dimension (N)
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> On entry, the first (N-1) entries contain the SQUARES of the
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> subdiagonal elements of the tridiagonal matrix T;
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> E2(N) need not be set.
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> On exit, the entries E2( ISPLIT( I ) ),
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> 1 <= I <= NSPLIT, have been set to zero
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> \endverbatim
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>
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> \param[in] RTOL1
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> \verbatim
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> RTOL1 is DOUBLE PRECISION
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> \endverbatim
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||||
>
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> \param[in] RTOL2
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> \verbatim
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> RTOL2 is DOUBLE PRECISION
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> Parameters for bisection.
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> An interval [LEFT,RIGHT] has converged if
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> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
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> \endverbatim
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||||
>
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||||
> \param[in] SPLTOL
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> \verbatim
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||||
> SPLTOL is DOUBLE PRECISION
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> The threshold for splitting.
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> \endverbatim
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||||
>
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> \param[out] NSPLIT
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> \verbatim
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> NSPLIT is INTEGER
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> The number of blocks T splits into. 1 <= NSPLIT <= N.
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> \endverbatim
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||||
>
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> \param[out] ISPLIT
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> \verbatim
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> ISPLIT is INTEGER array, dimension (N)
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> The splitting points, at which T breaks up into blocks.
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> The first block consists of rows/columns 1 to ISPLIT(1),
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> the second of rows/columns ISPLIT(1)+1 through ISPLIT(2),
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> etc., and the NSPLIT-th consists of rows/columns
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> ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N.
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> \endverbatim
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>
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> \param[out] M
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> \verbatim
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> M is INTEGER
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> The total number of eigenvalues (of all L_i D_i L_i^T)
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> found.
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> \endverbatim
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>
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> \param[out] W
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> \verbatim
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> W is DOUBLE PRECISION array, dimension (N)
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> The first M elements contain the eigenvalues. The
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> eigenvalues of each of the blocks, L_i D_i L_i^T, are
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> sorted in ascending order ( DLARRE may use the
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> remaining N-M elements as workspace).
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> \endverbatim
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>
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> \param[out] WERR
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> \verbatim
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> WERR is DOUBLE PRECISION array, dimension (N)
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> The error bound on the corresponding eigenvalue in W.
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> \endverbatim
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>
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> \param[out] WGAP
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> \verbatim
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> WGAP is DOUBLE PRECISION array, dimension (N)
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> The separation from the right neighbor eigenvalue in W.
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> The gap is only with respect to the eigenvalues of the same block
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> as each block has its own representation tree.
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> Exception: at the right end of a block we store the left gap
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> \endverbatim
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>
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> \param[out] IBLOCK
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> \verbatim
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> IBLOCK is INTEGER array, dimension (N)
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> The indices of the blocks (submatrices) associated with the
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> corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue
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> W(i) belongs to the first block from the top, =2 if W(i)
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> belongs to the second block, etc.
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> \endverbatim
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>
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> \param[out] INDEXW
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> \verbatim
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> INDEXW is INTEGER array, dimension (N)
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> The indices of the eigenvalues within each block (submatrix);
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> for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the
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> i-th eigenvalue W(i) is the 10-th eigenvalue in block 2
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> \endverbatim
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>
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> \param[out] GERS
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> \verbatim
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> GERS is DOUBLE PRECISION array, dimension (2*N)
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> The N Gerschgorin intervals (the i-th Gerschgorin interval
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> is (GERS(2*i-1), GERS(2*i)).
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> \endverbatim
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||||
>
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> \param[out] PIVMIN
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> \verbatim
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> PIVMIN is DOUBLE PRECISION
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> The minimum pivot in the Sturm sequence for T.
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> \endverbatim
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||||
>
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> \param[out] WORK
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> \verbatim
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> WORK is DOUBLE PRECISION array, dimension (6*N)
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> Workspace.
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||||
> \endverbatim
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||||
>
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> \param[out] IWORK
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> \verbatim
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> IWORK is INTEGER array, dimension (5*N)
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> Workspace.
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||||
> \endverbatim
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||||
>
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> \param[out] INFO
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> \verbatim
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> INFO is INTEGER
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> = 0: successful exit
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> > 0: A problem occured in DLARRE.
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> < 0: One of the called subroutines signaled an internal problem.
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||||
> Needs inspection of the corresponding parameter IINFO
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||||
> for further information.
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>
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> =-1: Problem in DLARRD.
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> = 2: No base representation could be found in MAXTRY iterations.
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> Increasing MAXTRY and recompilation might be a remedy.
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> =-3: Problem in DLARRB when computing the refined root
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> representation for DLASQ2.
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> =-4: Problem in DLARRB when preforming bisection on the
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> desired part of the spectrum.
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> =-5: Problem in DLASQ2.
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> =-6: Problem in DLASQ2.
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> \endverbatim
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Authors:
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||||
========
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> \author Univ. of Tennessee
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> \author Univ. of California Berkeley
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> \author Univ. of Colorado Denver
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> \author NAG Ltd.
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> \date September 2012
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||||
> \ingroup auxOTHERauxiliary
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||||
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||||
> \par Further Details:
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||||
=====================
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||||
>
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||||
> \verbatim
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||||
>
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||||
> The base representations are required to suffer very little
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> element growth and consequently define all their eigenvalues to
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||||
> high relative accuracy.
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||||
> \endverbatim
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||||
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> \par Contributors:
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||||
==================
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||||
>
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||||
> Beresford Parlett, University of California, Berkeley, USA \n
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||||
> Jim Demmel, University of California, Berkeley, USA \n
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||||
> Inderjit Dhillon, University of Texas, Austin, USA \n
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> Osni Marques, LBNL/NERSC, USA \n
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> Christof Voemel, University of California, Berkeley, USA \n
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>
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=====================================================================
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Subroutine */ int igraphdlarre_(char *range, integer *n, doublereal *vl,
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doublereal *vu, integer *il, integer *iu, doublereal *d__, doublereal
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||||
*e, doublereal *e2, doublereal *rtol1, doublereal *rtol2, doublereal *
|
||||
spltol, integer *nsplit, integer *isplit, integer *m, doublereal *w,
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||||
doublereal *werr, doublereal *wgap, integer *iblock, integer *indexw,
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doublereal *gers, doublereal *pivmin, doublereal *work, integer *
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||||
iwork, integer *info)
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{
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||||
/* System generated locals */
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integer i__1, i__2;
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||||
doublereal d__1, d__2, d__3;
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||||
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||||
/* Builtin functions */
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||||
double sqrt(doublereal), log(doublereal);
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||||
|
||||
/* Local variables */
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||||
integer i__, j;
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||||
doublereal s1, s2;
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||||
integer mb;
|
||||
doublereal gl;
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||||
integer in, mm;
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||||
doublereal gu;
|
||||
integer cnt;
|
||||
doublereal eps, tau, tmp, rtl;
|
||||
integer cnt1, cnt2;
|
||||
doublereal tmp1, eabs;
|
||||
integer iend, jblk;
|
||||
doublereal eold;
|
||||
integer indl;
|
||||
doublereal dmax__, emax;
|
||||
integer wend, idum, indu;
|
||||
doublereal rtol;
|
||||
integer iseed[4];
|
||||
doublereal avgap, sigma;
|
||||
extern logical igraphlsame_(char *, char *);
|
||||
integer iinfo;
|
||||
extern /* Subroutine */ int igraphdcopy_(integer *, doublereal *, integer *,
|
||||
doublereal *, integer *);
|
||||
logical norep;
|
||||
extern /* Subroutine */ int igraphdlasq2_(integer *, doublereal *, integer *);
|
||||
extern doublereal igraphdlamch_(char *);
|
||||
integer ibegin;
|
||||
logical forceb;
|
||||
integer irange;
|
||||
doublereal sgndef;
|
||||
extern /* Subroutine */ int igraphdlarra_(integer *, doublereal *, doublereal *,
|
||||
doublereal *, doublereal *, doublereal *, integer *, integer *,
|
||||
integer *), igraphdlarrb_(integer *, doublereal *, doublereal *,
|
||||
integer *, integer *, doublereal *, doublereal *, integer *,
|
||||
doublereal *, doublereal *, doublereal *, doublereal *, integer *,
|
||||
doublereal *, doublereal *, integer *, integer *), igraphdlarrc_(char *
|
||||
, integer *, doublereal *, doublereal *, doublereal *, doublereal
|
||||
*, doublereal *, integer *, integer *, integer *, integer *);
|
||||
integer wbegin;
|
||||
extern /* Subroutine */ int igraphdlarrd_(char *, char *, integer *, doublereal
|
||||
*, doublereal *, integer *, integer *, doublereal *, doublereal *,
|
||||
doublereal *, doublereal *, doublereal *, doublereal *, integer *
|
||||
, integer *, integer *, doublereal *, doublereal *, doublereal *,
|
||||
doublereal *, integer *, integer *, doublereal *, integer *,
|
||||
integer *);
|
||||
doublereal safmin, spdiam;
|
||||
extern /* Subroutine */ int igraphdlarrk_(integer *, integer *, doublereal *,
|
||||
doublereal *, doublereal *, doublereal *, doublereal *,
|
||||
doublereal *, doublereal *, doublereal *, integer *);
|
||||
logical usedqd;
|
||||
doublereal clwdth, isleft;
|
||||
extern /* Subroutine */ int igraphdlarnv_(integer *, integer *, integer *,
|
||||
doublereal *);
|
||||
doublereal isrght, bsrtol, dpivot;
|
||||
|
||||
|
||||
/* -- LAPACK auxiliary routine (version 3.4.2) --
|
||||
-- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
-- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
September 2012
|
||||
|
||||
|
||||
=====================================================================
|
||||
|
||||
|
||||
Parameter adjustments */
|
||||
--iwork;
|
||||
--work;
|
||||
--gers;
|
||||
--indexw;
|
||||
--iblock;
|
||||
--wgap;
|
||||
--werr;
|
||||
--w;
|
||||
--isplit;
|
||||
--e2;
|
||||
--e;
|
||||
--d__;
|
||||
|
||||
/* Function Body */
|
||||
*info = 0;
|
||||
|
||||
/* Decode RANGE */
|
||||
|
||||
if (igraphlsame_(range, "A")) {
|
||||
irange = 1;
|
||||
} else if (igraphlsame_(range, "V")) {
|
||||
irange = 3;
|
||||
} else if (igraphlsame_(range, "I")) {
|
||||
irange = 2;
|
||||
}
|
||||
*m = 0;
|
||||
/* Get machine constants */
|
||||
safmin = igraphdlamch_("S");
|
||||
eps = igraphdlamch_("P");
|
||||
/* Set parameters */
|
||||
rtl = sqrt(eps);
|
||||
bsrtol = sqrt(eps);
|
||||
/* Treat case of 1x1 matrix for quick return */
|
||||
if (*n == 1) {
|
||||
if (irange == 1 || irange == 3 && d__[1] > *vl && d__[1] <= *vu ||
|
||||
irange == 2 && *il == 1 && *iu == 1) {
|
||||
*m = 1;
|
||||
w[1] = d__[1];
|
||||
/* The computation error of the eigenvalue is zero */
|
||||
werr[1] = 0.;
|
||||
wgap[1] = 0.;
|
||||
iblock[1] = 1;
|
||||
indexw[1] = 1;
|
||||
gers[1] = d__[1];
|
||||
gers[2] = d__[1];
|
||||
}
|
||||
/* store the shift for the initial RRR, which is zero in this case */
|
||||
e[1] = 0.;
|
||||
return 0;
|
||||
}
|
||||
/* General case: tridiagonal matrix of order > 1
|
||||
|
||||
Init WERR, WGAP. Compute Gerschgorin intervals and spectral diameter.
|
||||
Compute maximum off-diagonal entry and pivmin. */
|
||||
gl = d__[1];
|
||||
gu = d__[1];
|
||||
eold = 0.;
|
||||
emax = 0.;
|
||||
e[*n] = 0.;
|
||||
i__1 = *n;
|
||||
for (i__ = 1; i__ <= i__1; ++i__) {
|
||||
werr[i__] = 0.;
|
||||
wgap[i__] = 0.;
|
||||
eabs = (d__1 = e[i__], abs(d__1));
|
||||
if (eabs >= emax) {
|
||||
emax = eabs;
|
||||
}
|
||||
tmp1 = eabs + eold;
|
||||
gers[(i__ << 1) - 1] = d__[i__] - tmp1;
|
||||
/* Computing MIN */
|
||||
d__1 = gl, d__2 = gers[(i__ << 1) - 1];
|
||||
gl = min(d__1,d__2);
|
||||
gers[i__ * 2] = d__[i__] + tmp1;
|
||||
/* Computing MAX */
|
||||
d__1 = gu, d__2 = gers[i__ * 2];
|
||||
gu = max(d__1,d__2);
|
||||
eold = eabs;
|
||||
/* L5: */
|
||||
}
|
||||
/* The minimum pivot allowed in the Sturm sequence for T
|
||||
Computing MAX
|
||||
Computing 2nd power */
|
||||
d__3 = emax;
|
||||
d__1 = 1., d__2 = d__3 * d__3;
|
||||
*pivmin = safmin * max(d__1,d__2);
|
||||
/* Compute spectral diameter. The Gerschgorin bounds give an
|
||||
estimate that is wrong by at most a factor of SQRT(2) */
|
||||
spdiam = gu - gl;
|
||||
/* Compute splitting points */
|
||||
igraphdlarra_(n, &d__[1], &e[1], &e2[1], spltol, &spdiam, nsplit, &isplit[1], &
|
||||
iinfo);
|
||||
/* Can force use of bisection instead of faster DQDS.
|
||||
Option left in the code for future multisection work. */
|
||||
forceb = FALSE_;
|
||||
/* Initialize USEDQD, DQDS should be used for ALLRNG unless someone
|
||||
explicitly wants bisection. */
|
||||
usedqd = irange == 1 && ! forceb;
|
||||
if (irange == 1 && ! forceb) {
|
||||
/* Set interval [VL,VU] that contains all eigenvalues */
|
||||
*vl = gl;
|
||||
*vu = gu;
|
||||
} else {
|
||||
/* We call DLARRD to find crude approximations to the eigenvalues
|
||||
in the desired range. In case IRANGE = INDRNG, we also obtain the
|
||||
interval (VL,VU] that contains all the wanted eigenvalues.
|
||||
An interval [LEFT,RIGHT] has converged if
|
||||
RIGHT-LEFT.LT.RTOL*MAX(ABS(LEFT),ABS(RIGHT))
|
||||
DLARRD needs a WORK of size 4*N, IWORK of size 3*N */
|
||||
igraphdlarrd_(range, "B", n, vl, vu, il, iu, &gers[1], &bsrtol, &d__[1], &e[
|
||||
1], &e2[1], pivmin, nsplit, &isplit[1], &mm, &w[1], &werr[1],
|
||||
vl, vu, &iblock[1], &indexw[1], &work[1], &iwork[1], &iinfo);
|
||||
if (iinfo != 0) {
|
||||
*info = -1;
|
||||
return 0;
|
||||
}
|
||||
/* Make sure that the entries M+1 to N in W, WERR, IBLOCK, INDEXW are 0 */
|
||||
i__1 = *n;
|
||||
for (i__ = mm + 1; i__ <= i__1; ++i__) {
|
||||
w[i__] = 0.;
|
||||
werr[i__] = 0.;
|
||||
iblock[i__] = 0;
|
||||
indexw[i__] = 0;
|
||||
/* L14: */
|
||||
}
|
||||
}
|
||||
/* **
|
||||
Loop over unreduced blocks */
|
||||
ibegin = 1;
|
||||
wbegin = 1;
|
||||
i__1 = *nsplit;
|
||||
for (jblk = 1; jblk <= i__1; ++jblk) {
|
||||
iend = isplit[jblk];
|
||||
in = iend - ibegin + 1;
|
||||
/* 1 X 1 block */
|
||||
if (in == 1) {
|
||||
if (irange == 1 || irange == 3 && d__[ibegin] > *vl && d__[ibegin]
|
||||
<= *vu || irange == 2 && iblock[wbegin] == jblk) {
|
||||
++(*m);
|
||||
w[*m] = d__[ibegin];
|
||||
werr[*m] = 0.;
|
||||
/* The gap for a single block doesn't matter for the later
|
||||
algorithm and is assigned an arbitrary large value */
|
||||
wgap[*m] = 0.;
|
||||
iblock[*m] = jblk;
|
||||
indexw[*m] = 1;
|
||||
++wbegin;
|
||||
}
|
||||
/* E( IEND ) holds the shift for the initial RRR */
|
||||
e[iend] = 0.;
|
||||
ibegin = iend + 1;
|
||||
goto L170;
|
||||
}
|
||||
|
||||
/* Blocks of size larger than 1x1
|
||||
|
||||
E( IEND ) will hold the shift for the initial RRR, for now set it =0 */
|
||||
e[iend] = 0.;
|
||||
|
||||
/* Find local outer bounds GL,GU for the block */
|
||||
gl = d__[ibegin];
|
||||
gu = d__[ibegin];
|
||||
i__2 = iend;
|
||||
for (i__ = ibegin; i__ <= i__2; ++i__) {
|
||||
/* Computing MIN */
|
||||
d__1 = gers[(i__ << 1) - 1];
|
||||
gl = min(d__1,gl);
|
||||
/* Computing MAX */
|
||||
d__1 = gers[i__ * 2];
|
||||
gu = max(d__1,gu);
|
||||
/* L15: */
|
||||
}
|
||||
spdiam = gu - gl;
|
||||
if (! (irange == 1 && ! forceb)) {
|
||||
/* Count the number of eigenvalues in the current block. */
|
||||
mb = 0;
|
||||
i__2 = mm;
|
||||
for (i__ = wbegin; i__ <= i__2; ++i__) {
|
||||
if (iblock[i__] == jblk) {
|
||||
++mb;
|
||||
} else {
|
||||
goto L21;
|
||||
}
|
||||
/* L20: */
|
||||
}
|
||||
L21:
|
||||
if (mb == 0) {
|
||||
/* No eigenvalue in the current block lies in the desired range
|
||||
E( IEND ) holds the shift for the initial RRR */
|
||||
e[iend] = 0.;
|
||||
ibegin = iend + 1;
|
||||
goto L170;
|
||||
} else {
|
||||
/* Decide whether dqds or bisection is more efficient */
|
||||
usedqd = (doublereal) mb > in * .5 && ! forceb;
|
||||
wend = wbegin + mb - 1;
|
||||
/* Calculate gaps for the current block
|
||||
In later stages, when representations for individual
|
||||
eigenvalues are different, we use SIGMA = E( IEND ). */
|
||||
sigma = 0.;
|
||||
i__2 = wend - 1;
|
||||
for (i__ = wbegin; i__ <= i__2; ++i__) {
|
||||
/* Computing MAX */
|
||||
d__1 = 0., d__2 = w[i__ + 1] - werr[i__ + 1] - (w[i__] +
|
||||
werr[i__]);
|
||||
wgap[i__] = max(d__1,d__2);
|
||||
/* L30: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__1 = 0., d__2 = *vu - sigma - (w[wend] + werr[wend]);
|
||||
wgap[wend] = max(d__1,d__2);
|
||||
/* Find local index of the first and last desired evalue. */
|
||||
indl = indexw[wbegin];
|
||||
indu = indexw[wend];
|
||||
}
|
||||
}
|
||||
if (irange == 1 && ! forceb || usedqd) {
|
||||
/* Case of DQDS
|
||||
Find approximations to the extremal eigenvalues of the block */
|
||||
igraphdlarrk_(&in, &c__1, &gl, &gu, &d__[ibegin], &e2[ibegin], pivmin, &
|
||||
rtl, &tmp, &tmp1, &iinfo);
|
||||
if (iinfo != 0) {
|
||||
*info = -1;
|
||||
return 0;
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__2 = gl, d__3 = tmp - tmp1 - eps * 100. * (d__1 = tmp - tmp1,
|
||||
abs(d__1));
|
||||
isleft = max(d__2,d__3);
|
||||
igraphdlarrk_(&in, &in, &gl, &gu, &d__[ibegin], &e2[ibegin], pivmin, &
|
||||
rtl, &tmp, &tmp1, &iinfo);
|
||||
if (iinfo != 0) {
|
||||
*info = -1;
|
||||
return 0;
|
||||
}
|
||||
/* Computing MIN */
|
||||
d__2 = gu, d__3 = tmp + tmp1 + eps * 100. * (d__1 = tmp + tmp1,
|
||||
abs(d__1));
|
||||
isrght = min(d__2,d__3);
|
||||
/* Improve the estimate of the spectral diameter */
|
||||
spdiam = isrght - isleft;
|
||||
} else {
|
||||
/* Case of bisection
|
||||
Find approximations to the wanted extremal eigenvalues
|
||||
Computing MAX */
|
||||
d__2 = gl, d__3 = w[wbegin] - werr[wbegin] - eps * 100. * (d__1 =
|
||||
w[wbegin] - werr[wbegin], abs(d__1));
|
||||
isleft = max(d__2,d__3);
|
||||
/* Computing MIN */
|
||||
d__2 = gu, d__3 = w[wend] + werr[wend] + eps * 100. * (d__1 = w[
|
||||
wend] + werr[wend], abs(d__1));
|
||||
isrght = min(d__2,d__3);
|
||||
}
|
||||
/* Decide whether the base representation for the current block
|
||||
L_JBLK D_JBLK L_JBLK^T = T_JBLK - sigma_JBLK I
|
||||
should be on the left or the right end of the current block.
|
||||
The strategy is to shift to the end which is "more populated"
|
||||
Furthermore, decide whether to use DQDS for the computation of
|
||||
the eigenvalue approximations at the end of DLARRE or bisection.
|
||||
dqds is chosen if all eigenvalues are desired or the number of
|
||||
eigenvalues to be computed is large compared to the blocksize. */
|
||||
if (irange == 1 && ! forceb) {
|
||||
/* If all the eigenvalues have to be computed, we use dqd */
|
||||
usedqd = TRUE_;
|
||||
/* INDL is the local index of the first eigenvalue to compute */
|
||||
indl = 1;
|
||||
indu = in;
|
||||
/* MB = number of eigenvalues to compute */
|
||||
mb = in;
|
||||
wend = wbegin + mb - 1;
|
||||
/* Define 1/4 and 3/4 points of the spectrum */
|
||||
s1 = isleft + spdiam * .25;
|
||||
s2 = isrght - spdiam * .25;
|
||||
} else {
|
||||
/* DLARRD has computed IBLOCK and INDEXW for each eigenvalue
|
||||
approximation.
|
||||
choose sigma */
|
||||
if (usedqd) {
|
||||
s1 = isleft + spdiam * .25;
|
||||
s2 = isrght - spdiam * .25;
|
||||
} else {
|
||||
tmp = min(isrght,*vu) - max(isleft,*vl);
|
||||
s1 = max(isleft,*vl) + tmp * .25;
|
||||
s2 = min(isrght,*vu) - tmp * .25;
|
||||
}
|
||||
}
|
||||
/* Compute the negcount at the 1/4 and 3/4 points */
|
||||
if (mb > 1) {
|
||||
igraphdlarrc_("T", &in, &s1, &s2, &d__[ibegin], &e[ibegin], pivmin, &
|
||||
cnt, &cnt1, &cnt2, &iinfo);
|
||||
}
|
||||
if (mb == 1) {
|
||||
sigma = gl;
|
||||
sgndef = 1.;
|
||||
} else if (cnt1 - indl >= indu - cnt2) {
|
||||
if (irange == 1 && ! forceb) {
|
||||
sigma = max(isleft,gl);
|
||||
} else if (usedqd) {
|
||||
/* use Gerschgorin bound as shift to get pos def matrix
|
||||
for dqds */
|
||||
sigma = isleft;
|
||||
} else {
|
||||
/* use approximation of the first desired eigenvalue of the
|
||||
block as shift */
|
||||
sigma = max(isleft,*vl);
|
||||
}
|
||||
sgndef = 1.;
|
||||
} else {
|
||||
if (irange == 1 && ! forceb) {
|
||||
sigma = min(isrght,gu);
|
||||
} else if (usedqd) {
|
||||
/* use Gerschgorin bound as shift to get neg def matrix
|
||||
for dqds */
|
||||
sigma = isrght;
|
||||
} else {
|
||||
/* use approximation of the first desired eigenvalue of the
|
||||
block as shift */
|
||||
sigma = min(isrght,*vu);
|
||||
}
|
||||
sgndef = -1.;
|
||||
}
|
||||
/* An initial SIGMA has been chosen that will be used for computing
|
||||
T - SIGMA I = L D L^T
|
||||
Define the increment TAU of the shift in case the initial shift
|
||||
needs to be refined to obtain a factorization with not too much
|
||||
element growth. */
|
||||
if (usedqd) {
|
||||
/* The initial SIGMA was to the outer end of the spectrum
|
||||
the matrix is definite and we need not retreat. */
|
||||
tau = spdiam * eps * *n + *pivmin * 2.;
|
||||
/* Computing MAX */
|
||||
d__1 = tau, d__2 = eps * 2. * abs(sigma);
|
||||
tau = max(d__1,d__2);
|
||||
} else {
|
||||
if (mb > 1) {
|
||||
clwdth = w[wend] + werr[wend] - w[wbegin] - werr[wbegin];
|
||||
avgap = (d__1 = clwdth / (doublereal) (wend - wbegin), abs(
|
||||
d__1));
|
||||
if (sgndef == 1.) {
|
||||
/* Computing MAX */
|
||||
d__1 = wgap[wbegin];
|
||||
tau = max(d__1,avgap) * .5;
|
||||
/* Computing MAX */
|
||||
d__1 = tau, d__2 = werr[wbegin];
|
||||
tau = max(d__1,d__2);
|
||||
} else {
|
||||
/* Computing MAX */
|
||||
d__1 = wgap[wend - 1];
|
||||
tau = max(d__1,avgap) * .5;
|
||||
/* Computing MAX */
|
||||
d__1 = tau, d__2 = werr[wend];
|
||||
tau = max(d__1,d__2);
|
||||
}
|
||||
} else {
|
||||
tau = werr[wbegin];
|
||||
}
|
||||
}
|
||||
|
||||
for (idum = 1; idum <= 6; ++idum) {
|
||||
/* Compute L D L^T factorization of tridiagonal matrix T - sigma I.
|
||||
Store D in WORK(1:IN), L in WORK(IN+1:2*IN), and reciprocals of
|
||||
pivots in WORK(2*IN+1:3*IN) */
|
||||
dpivot = d__[ibegin] - sigma;
|
||||
work[1] = dpivot;
|
||||
dmax__ = abs(work[1]);
|
||||
j = ibegin;
|
||||
i__2 = in - 1;
|
||||
for (i__ = 1; i__ <= i__2; ++i__) {
|
||||
work[(in << 1) + i__] = 1. / work[i__];
|
||||
tmp = e[j] * work[(in << 1) + i__];
|
||||
work[in + i__] = tmp;
|
||||
dpivot = d__[j + 1] - sigma - tmp * e[j];
|
||||
work[i__ + 1] = dpivot;
|
||||
/* Computing MAX */
|
||||
d__1 = dmax__, d__2 = abs(dpivot);
|
||||
dmax__ = max(d__1,d__2);
|
||||
++j;
|
||||
/* L70: */
|
||||
}
|
||||
/* check for element growth */
|
||||
if (dmax__ > spdiam * 64.) {
|
||||
norep = TRUE_;
|
||||
} else {
|
||||
norep = FALSE_;
|
||||
}
|
||||
if (usedqd && ! norep) {
|
||||
/* Ensure the definiteness of the representation
|
||||
All entries of D (of L D L^T) must have the same sign */
|
||||
i__2 = in;
|
||||
for (i__ = 1; i__ <= i__2; ++i__) {
|
||||
tmp = sgndef * work[i__];
|
||||
if (tmp < 0.) {
|
||||
norep = TRUE_;
|
||||
}
|
||||
/* L71: */
|
||||
}
|
||||
}
|
||||
if (norep) {
|
||||
/* Note that in the case of IRANGE=ALLRNG, we use the Gerschgorin
|
||||
shift which makes the matrix definite. So we should end up
|
||||
here really only in the case of IRANGE = VALRNG or INDRNG. */
|
||||
if (idum == 5) {
|
||||
if (sgndef == 1.) {
|
||||
/* The fudged Gerschgorin shift should succeed */
|
||||
sigma = gl - spdiam * 2. * eps * *n - *pivmin * 4.;
|
||||
} else {
|
||||
sigma = gu + spdiam * 2. * eps * *n + *pivmin * 4.;
|
||||
}
|
||||
} else {
|
||||
sigma -= sgndef * tau;
|
||||
tau *= 2.;
|
||||
}
|
||||
} else {
|
||||
/* an initial RRR is found */
|
||||
goto L83;
|
||||
}
|
||||
/* L80: */
|
||||
}
|
||||
/* if the program reaches this point, no base representation could be
|
||||
found in MAXTRY iterations. */
|
||||
*info = 2;
|
||||
return 0;
|
||||
L83:
|
||||
/* At this point, we have found an initial base representation
|
||||
T - SIGMA I = L D L^T with not too much element growth.
|
||||
Store the shift. */
|
||||
e[iend] = sigma;
|
||||
/* Store D and L. */
|
||||
igraphdcopy_(&in, &work[1], &c__1, &d__[ibegin], &c__1);
|
||||
i__2 = in - 1;
|
||||
igraphdcopy_(&i__2, &work[in + 1], &c__1, &e[ibegin], &c__1);
|
||||
if (mb > 1) {
|
||||
|
||||
/* Perturb each entry of the base representation by a small
|
||||
(but random) relative amount to overcome difficulties with
|
||||
glued matrices. */
|
||||
|
||||
for (i__ = 1; i__ <= 4; ++i__) {
|
||||
iseed[i__ - 1] = 1;
|
||||
/* L122: */
|
||||
}
|
||||
i__2 = (in << 1) - 1;
|
||||
igraphdlarnv_(&c__2, iseed, &i__2, &work[1]);
|
||||
i__2 = in - 1;
|
||||
for (i__ = 1; i__ <= i__2; ++i__) {
|
||||
d__[ibegin + i__ - 1] *= eps * 8. * work[i__] + 1.;
|
||||
e[ibegin + i__ - 1] *= eps * 8. * work[in + i__] + 1.;
|
||||
/* L125: */
|
||||
}
|
||||
d__[iend] *= eps * 4. * work[in] + 1.;
|
||||
|
||||
}
|
||||
|
||||
/* Don't update the Gerschgorin intervals because keeping track
|
||||
of the updates would be too much work in DLARRV.
|
||||
We update W instead and use it to locate the proper Gerschgorin
|
||||
intervals.
|
||||
Compute the required eigenvalues of L D L' by bisection or dqds */
|
||||
if (! usedqd) {
|
||||
/* If DLARRD has been used, shift the eigenvalue approximations
|
||||
according to their representation. This is necessary for
|
||||
a uniform DLARRV since dqds computes eigenvalues of the
|
||||
shifted representation. In DLARRV, W will always hold the
|
||||
UNshifted eigenvalue approximation. */
|
||||
i__2 = wend;
|
||||
for (j = wbegin; j <= i__2; ++j) {
|
||||
w[j] -= sigma;
|
||||
werr[j] += (d__1 = w[j], abs(d__1)) * eps;
|
||||
/* L134: */
|
||||
}
|
||||
/* call DLARRB to reduce eigenvalue error of the approximations
|
||||
from DLARRD */
|
||||
i__2 = iend - 1;
|
||||
for (i__ = ibegin; i__ <= i__2; ++i__) {
|
||||
/* Computing 2nd power */
|
||||
d__1 = e[i__];
|
||||
work[i__] = d__[i__] * (d__1 * d__1);
|
||||
/* L135: */
|
||||
}
|
||||
/* use bisection to find EV from INDL to INDU */
|
||||
i__2 = indl - 1;
|
||||
igraphdlarrb_(&in, &d__[ibegin], &work[ibegin], &indl, &indu, rtol1,
|
||||
rtol2, &i__2, &w[wbegin], &wgap[wbegin], &werr[wbegin], &
|
||||
work[(*n << 1) + 1], &iwork[1], pivmin, &spdiam, &in, &
|
||||
iinfo);
|
||||
if (iinfo != 0) {
|
||||
*info = -4;
|
||||
return 0;
|
||||
}
|
||||
/* DLARRB computes all gaps correctly except for the last one
|
||||
Record distance to VU/GU
|
||||
Computing MAX */
|
||||
d__1 = 0., d__2 = *vu - sigma - (w[wend] + werr[wend]);
|
||||
wgap[wend] = max(d__1,d__2);
|
||||
i__2 = indu;
|
||||
for (i__ = indl; i__ <= i__2; ++i__) {
|
||||
++(*m);
|
||||
iblock[*m] = jblk;
|
||||
indexw[*m] = i__;
|
||||
/* L138: */
|
||||
}
|
||||
} else {
|
||||
/* Call dqds to get all eigs (and then possibly delete unwanted
|
||||
eigenvalues).
|
||||
Note that dqds finds the eigenvalues of the L D L^T representation
|
||||
of T to high relative accuracy. High relative accuracy
|
||||
might be lost when the shift of the RRR is subtracted to obtain
|
||||
the eigenvalues of T. However, T is not guaranteed to define its
|
||||
eigenvalues to high relative accuracy anyway.
|
||||
Set RTOL to the order of the tolerance used in DLASQ2
|
||||
This is an ESTIMATED error, the worst case bound is 4*N*EPS
|
||||
which is usually too large and requires unnecessary work to be
|
||||
done by bisection when computing the eigenvectors */
|
||||
rtol = log((doublereal) in) * 4. * eps;
|
||||
j = ibegin;
|
||||
i__2 = in - 1;
|
||||
for (i__ = 1; i__ <= i__2; ++i__) {
|
||||
work[(i__ << 1) - 1] = (d__1 = d__[j], abs(d__1));
|
||||
work[i__ * 2] = e[j] * e[j] * work[(i__ << 1) - 1];
|
||||
++j;
|
||||
/* L140: */
|
||||
}
|
||||
work[(in << 1) - 1] = (d__1 = d__[iend], abs(d__1));
|
||||
work[in * 2] = 0.;
|
||||
igraphdlasq2_(&in, &work[1], &iinfo);
|
||||
if (iinfo != 0) {
|
||||
/* If IINFO = -5 then an index is part of a tight cluster
|
||||
and should be changed. The index is in IWORK(1) and the
|
||||
gap is in WORK(N+1) */
|
||||
*info = -5;
|
||||
return 0;
|
||||
} else {
|
||||
/* Test that all eigenvalues are positive as expected */
|
||||
i__2 = in;
|
||||
for (i__ = 1; i__ <= i__2; ++i__) {
|
||||
if (work[i__] < 0.) {
|
||||
*info = -6;
|
||||
return 0;
|
||||
}
|
||||
/* L149: */
|
||||
}
|
||||
}
|
||||
if (sgndef > 0.) {
|
||||
i__2 = indu;
|
||||
for (i__ = indl; i__ <= i__2; ++i__) {
|
||||
++(*m);
|
||||
w[*m] = work[in - i__ + 1];
|
||||
iblock[*m] = jblk;
|
||||
indexw[*m] = i__;
|
||||
/* L150: */
|
||||
}
|
||||
} else {
|
||||
i__2 = indu;
|
||||
for (i__ = indl; i__ <= i__2; ++i__) {
|
||||
++(*m);
|
||||
w[*m] = -work[i__];
|
||||
iblock[*m] = jblk;
|
||||
indexw[*m] = i__;
|
||||
/* L160: */
|
||||
}
|
||||
}
|
||||
i__2 = *m;
|
||||
for (i__ = *m - mb + 1; i__ <= i__2; ++i__) {
|
||||
/* the value of RTOL below should be the tolerance in DLASQ2 */
|
||||
werr[i__] = rtol * (d__1 = w[i__], abs(d__1));
|
||||
/* L165: */
|
||||
}
|
||||
i__2 = *m - 1;
|
||||
for (i__ = *m - mb + 1; i__ <= i__2; ++i__) {
|
||||
/* compute the right gap between the intervals
|
||||
Computing MAX */
|
||||
d__1 = 0., d__2 = w[i__ + 1] - werr[i__ + 1] - (w[i__] + werr[
|
||||
i__]);
|
||||
wgap[i__] = max(d__1,d__2);
|
||||
/* L166: */
|
||||
}
|
||||
/* Computing MAX */
|
||||
d__1 = 0., d__2 = *vu - sigma - (w[*m] + werr[*m]);
|
||||
wgap[*m] = max(d__1,d__2);
|
||||
}
|
||||
/* proceed with next block */
|
||||
ibegin = iend + 1;
|
||||
wbegin = wend + 1;
|
||||
L170:
|
||||
;
|
||||
}
|
||||
|
||||
return 0;
|
||||
|
||||
/* end of DLARRE */
|
||||
|
||||
} /* igraphdlarre_ */
|
||||
|
||||
Reference in New Issue
Block a user