526 lines
15 KiB
C
526 lines
15 KiB
C
/* -- translated by f2c (version 20240504).
|
|
You must link the resulting object file with libf2c:
|
|
on Microsoft Windows system, link with libf2c.lib;
|
|
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
|
|
or, if you install libf2c.a in a standard place, with -lf2c -lm
|
|
-- in that order, at the end of the command line, as in
|
|
cc *.o -lf2c -lm
|
|
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
|
|
|
|
http://www.netlib.org/f2c/libf2c.zip
|
|
*/
|
|
|
|
#include "f2c.h"
|
|
|
|
/* Table of constant values */
|
|
|
|
static integer c__2 = 2;
|
|
static integer c__1 = 1;
|
|
static integer c_n1 = -1;
|
|
|
|
/* > \brief \b DSTEIN
|
|
|
|
=========== DOCUMENTATION ===========
|
|
|
|
Online html documentation available at
|
|
http://www.netlib.org/lapack/explore-html/
|
|
|
|
> \htmlonly
|
|
> Download DSTEIN + dependencies
|
|
> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstein.
|
|
f">
|
|
> [TGZ]</a>
|
|
> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstein.
|
|
f">
|
|
> [ZIP]</a>
|
|
> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstein.
|
|
f">
|
|
> [TXT]</a>
|
|
> \endhtmlonly
|
|
|
|
Definition:
|
|
===========
|
|
|
|
SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK,
|
|
IWORK, IFAIL, INFO )
|
|
|
|
INTEGER INFO, LDZ, M, N
|
|
INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ),
|
|
$ IWORK( * )
|
|
DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
|
|
|
|
|
|
> \par Purpose:
|
|
=============
|
|
>
|
|
> \verbatim
|
|
>
|
|
> DSTEIN computes the eigenvectors of a real symmetric tridiagonal
|
|
> matrix T corresponding to specified eigenvalues, using inverse
|
|
> iteration.
|
|
>
|
|
> The maximum number of iterations allowed for each eigenvector is
|
|
> specified by an internal parameter MAXITS (currently set to 5).
|
|
> \endverbatim
|
|
|
|
Arguments:
|
|
==========
|
|
|
|
> \param[in] N
|
|
> \verbatim
|
|
> N is INTEGER
|
|
> The order of the matrix. N >= 0.
|
|
> \endverbatim
|
|
>
|
|
> \param[in] D
|
|
> \verbatim
|
|
> D is DOUBLE PRECISION array, dimension (N)
|
|
> The n diagonal elements of the tridiagonal matrix T.
|
|
> \endverbatim
|
|
>
|
|
> \param[in] E
|
|
> \verbatim
|
|
> E is DOUBLE PRECISION array, dimension (N-1)
|
|
> The (n-1) subdiagonal elements of the tridiagonal matrix
|
|
> T, in elements 1 to N-1.
|
|
> \endverbatim
|
|
>
|
|
> \param[in] M
|
|
> \verbatim
|
|
> M is INTEGER
|
|
> The number of eigenvectors to be found. 0 <= M <= N.
|
|
> \endverbatim
|
|
>
|
|
> \param[in] W
|
|
> \verbatim
|
|
> W is DOUBLE PRECISION array, dimension (N)
|
|
> The first M elements of W contain the 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 DSTEBZ with ORDER = 'B' is expected here. )
|
|
> \endverbatim
|
|
>
|
|
> \param[in] IBLOCK
|
|
> \verbatim
|
|
> IBLOCK is INTEGER array, dimension (N)
|
|
> The submatrix indices associated with the corresponding
|
|
> eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to
|
|
> the first submatrix from the top, =2 if W(i) belongs to
|
|
> the second submatrix, etc. ( The output array IBLOCK
|
|
> from DSTEBZ is expected here. )
|
|
> \endverbatim
|
|
>
|
|
> \param[in] ISPLIT
|
|
> \verbatim
|
|
> ISPLIT is INTEGER array, dimension (N)
|
|
> The splitting points, at which T breaks up into submatrices.
|
|
> The first submatrix consists of rows/columns 1 to
|
|
> ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
|
|
> through ISPLIT( 2 ), etc.
|
|
> ( The output array ISPLIT from DSTEBZ is expected here. )
|
|
> \endverbatim
|
|
>
|
|
> \param[out] Z
|
|
> \verbatim
|
|
> Z is DOUBLE PRECISION array, dimension (LDZ, M)
|
|
> The computed eigenvectors. The eigenvector associated
|
|
> with the eigenvalue W(i) is stored in the i-th column of
|
|
> Z. Any vector which fails to converge is set to its current
|
|
> iterate after MAXITS iterations.
|
|
> \endverbatim
|
|
>
|
|
> \param[in] LDZ
|
|
> \verbatim
|
|
> LDZ is INTEGER
|
|
> The leading dimension of the array Z. LDZ >= max(1,N).
|
|
> \endverbatim
|
|
>
|
|
> \param[out] WORK
|
|
> \verbatim
|
|
> WORK is DOUBLE PRECISION array, dimension (5*N)
|
|
> \endverbatim
|
|
>
|
|
> \param[out] IWORK
|
|
> \verbatim
|
|
> IWORK is INTEGER array, dimension (N)
|
|
> \endverbatim
|
|
>
|
|
> \param[out] IFAIL
|
|
> \verbatim
|
|
> IFAIL is INTEGER array, dimension (M)
|
|
> On normal exit, all elements of IFAIL are zero.
|
|
> If one or more eigenvectors fail to converge after
|
|
> MAXITS iterations, then their indices are stored in
|
|
> array IFAIL.
|
|
> \endverbatim
|
|
>
|
|
> \param[out] INFO
|
|
> \verbatim
|
|
> INFO is INTEGER
|
|
> = 0: successful exit.
|
|
> < 0: if INFO = -i, the i-th argument had an illegal value
|
|
> > 0: if INFO = i, then i eigenvectors failed to converge
|
|
> in MAXITS iterations. Their indices are stored in
|
|
> array IFAIL.
|
|
> \endverbatim
|
|
|
|
> \par Internal Parameters:
|
|
=========================
|
|
>
|
|
> \verbatim
|
|
> MAXITS INTEGER, default = 5
|
|
> The maximum number of iterations performed.
|
|
>
|
|
> EXTRA INTEGER, default = 2
|
|
> The number of iterations performed after norm growth
|
|
> criterion is satisfied, should be at least 1.
|
|
> \endverbatim
|
|
|
|
Authors:
|
|
========
|
|
|
|
> \author Univ. of Tennessee
|
|
> \author Univ. of California Berkeley
|
|
> \author Univ. of Colorado Denver
|
|
> \author NAG Ltd.
|
|
|
|
> \date November 2011
|
|
|
|
> \ingroup doubleOTHERcomputational
|
|
|
|
=====================================================================
|
|
Subroutine */ int igraphdstein_(integer *n, doublereal *d__, doublereal *e,
|
|
integer *m, doublereal *w, integer *iblock, integer *isplit,
|
|
doublereal *z__, integer *ldz, doublereal *work, integer *iwork,
|
|
integer *ifail, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer z_dim1, z_offset, i__1, i__2, i__3;
|
|
doublereal d__1, d__2, d__3, d__4, d__5;
|
|
|
|
/* Builtin functions */
|
|
double sqrt(doublereal);
|
|
|
|
/* Local variables */
|
|
integer i__, j, b1, j1, bn;
|
|
doublereal xj, scl, eps, sep, nrm, tol;
|
|
integer its;
|
|
doublereal xjm, ztr, eps1;
|
|
integer jblk, nblk;
|
|
extern doublereal igraphddot_(integer *, doublereal *, integer *, doublereal *,
|
|
integer *);
|
|
integer jmax;
|
|
extern doublereal igraphdnrm2_(integer *, doublereal *, integer *);
|
|
extern /* Subroutine */ int igraphdscal_(integer *, doublereal *, doublereal *,
|
|
integer *);
|
|
integer iseed[4], gpind, iinfo;
|
|
extern doublereal igraphdasum_(integer *, doublereal *, integer *);
|
|
extern /* Subroutine */ int igraphdcopy_(integer *, doublereal *, integer *,
|
|
doublereal *, integer *), igraphdaxpy_(integer *, doublereal *,
|
|
doublereal *, integer *, doublereal *, integer *);
|
|
doublereal ortol;
|
|
integer indrv1, indrv2, indrv3, indrv4, indrv5;
|
|
extern doublereal igraphdlamch_(char *);
|
|
extern /* Subroutine */ int igraphdlagtf_(integer *, doublereal *, doublereal *,
|
|
doublereal *, doublereal *, doublereal *, doublereal *, integer *
|
|
, integer *);
|
|
extern integer igraphidamax_(integer *, doublereal *, integer *);
|
|
extern /* Subroutine */ int igraphxerbla_(char *, integer *, ftnlen), igraphdlagts_(
|
|
integer *, integer *, doublereal *, doublereal *, doublereal *,
|
|
doublereal *, integer *, doublereal *, doublereal *, integer *);
|
|
integer nrmchk;
|
|
extern /* Subroutine */ int igraphdlarnv_(integer *, integer *, integer *,
|
|
doublereal *);
|
|
integer blksiz;
|
|
doublereal onenrm, dtpcrt, pertol;
|
|
|
|
|
|
/* -- LAPACK computational routine (version 3.4.0) --
|
|
-- LAPACK is a software package provided by Univ. of Tennessee, --
|
|
-- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
|
November 2011
|
|
|
|
|
|
=====================================================================
|
|
|
|
|
|
Test the input parameters.
|
|
|
|
Parameter adjustments */
|
|
--d__;
|
|
--e;
|
|
--w;
|
|
--iblock;
|
|
--isplit;
|
|
z_dim1 = *ldz;
|
|
z_offset = 1 + z_dim1;
|
|
z__ -= z_offset;
|
|
--work;
|
|
--iwork;
|
|
--ifail;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
i__1 = *m;
|
|
for (i__ = 1; i__ <= i__1; ++i__) {
|
|
ifail[i__] = 0;
|
|
/* L10: */
|
|
}
|
|
|
|
if (*n < 0) {
|
|
*info = -1;
|
|
} else if (*m < 0 || *m > *n) {
|
|
*info = -4;
|
|
} else if (*ldz < max(1,*n)) {
|
|
*info = -9;
|
|
} else {
|
|
i__1 = *m;
|
|
for (j = 2; j <= i__1; ++j) {
|
|
if (iblock[j] < iblock[j - 1]) {
|
|
*info = -6;
|
|
goto L30;
|
|
}
|
|
if (iblock[j] == iblock[j - 1] && w[j] < w[j - 1]) {
|
|
*info = -5;
|
|
goto L30;
|
|
}
|
|
/* L20: */
|
|
}
|
|
L30:
|
|
;
|
|
}
|
|
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
igraphxerbla_("DSTEIN", &i__1, (ftnlen)6);
|
|
return 0;
|
|
}
|
|
|
|
/* Quick return if possible */
|
|
|
|
if (*n == 0 || *m == 0) {
|
|
return 0;
|
|
} else if (*n == 1) {
|
|
z__[z_dim1 + 1] = 1.;
|
|
return 0;
|
|
}
|
|
|
|
/* Get machine constants. */
|
|
|
|
eps = igraphdlamch_("Precision");
|
|
|
|
/* Initialize seed for random number generator DLARNV. */
|
|
|
|
for (i__ = 1; i__ <= 4; ++i__) {
|
|
iseed[i__ - 1] = 1;
|
|
/* L40: */
|
|
}
|
|
|
|
/* Initialize pointers. */
|
|
|
|
indrv1 = 0;
|
|
indrv2 = indrv1 + *n;
|
|
indrv3 = indrv2 + *n;
|
|
indrv4 = indrv3 + *n;
|
|
indrv5 = indrv4 + *n;
|
|
|
|
/* Compute eigenvectors of matrix blocks. */
|
|
|
|
j1 = 1;
|
|
i__1 = iblock[*m];
|
|
for (nblk = 1; nblk <= i__1; ++nblk) {
|
|
|
|
/* Find starting and ending indices of block nblk. */
|
|
|
|
if (nblk == 1) {
|
|
b1 = 1;
|
|
} else {
|
|
b1 = isplit[nblk - 1] + 1;
|
|
}
|
|
bn = isplit[nblk];
|
|
blksiz = bn - b1 + 1;
|
|
if (blksiz == 1) {
|
|
goto L60;
|
|
}
|
|
gpind = b1;
|
|
|
|
/* Compute reorthogonalization criterion and stopping criterion. */
|
|
|
|
onenrm = (d__1 = d__[b1], abs(d__1)) + (d__2 = e[b1], abs(d__2));
|
|
/* Computing MAX */
|
|
d__3 = onenrm, d__4 = (d__1 = d__[bn], abs(d__1)) + (d__2 = e[bn - 1],
|
|
abs(d__2));
|
|
onenrm = max(d__3,d__4);
|
|
i__2 = bn - 1;
|
|
for (i__ = b1 + 1; i__ <= i__2; ++i__) {
|
|
/* Computing MAX */
|
|
d__4 = onenrm, d__5 = (d__1 = d__[i__], abs(d__1)) + (d__2 = e[
|
|
i__ - 1], abs(d__2)) + (d__3 = e[i__], abs(d__3));
|
|
onenrm = max(d__4,d__5);
|
|
/* L50: */
|
|
}
|
|
ortol = onenrm * .001;
|
|
|
|
dtpcrt = sqrt(.1 / blksiz);
|
|
|
|
/* Loop through eigenvalues of block nblk. */
|
|
|
|
L60:
|
|
jblk = 0;
|
|
i__2 = *m;
|
|
for (j = j1; j <= i__2; ++j) {
|
|
if (iblock[j] != nblk) {
|
|
j1 = j;
|
|
goto L160;
|
|
}
|
|
++jblk;
|
|
xj = w[j];
|
|
|
|
/* Skip all the work if the block size is one. */
|
|
|
|
if (blksiz == 1) {
|
|
work[indrv1 + 1] = 1.;
|
|
goto L120;
|
|
}
|
|
|
|
/* If eigenvalues j and j-1 are too close, add a relatively
|
|
small perturbation. */
|
|
|
|
if (jblk > 1) {
|
|
eps1 = (d__1 = eps * xj, abs(d__1));
|
|
pertol = eps1 * 10.;
|
|
sep = xj - xjm;
|
|
if (sep < pertol) {
|
|
xj = xjm + pertol;
|
|
}
|
|
}
|
|
|
|
its = 0;
|
|
nrmchk = 0;
|
|
|
|
/* Get random starting vector. */
|
|
|
|
igraphdlarnv_(&c__2, iseed, &blksiz, &work[indrv1 + 1]);
|
|
|
|
/* Copy the matrix T so it won't be destroyed in factorization. */
|
|
|
|
igraphdcopy_(&blksiz, &d__[b1], &c__1, &work[indrv4 + 1], &c__1);
|
|
i__3 = blksiz - 1;
|
|
igraphdcopy_(&i__3, &e[b1], &c__1, &work[indrv2 + 2], &c__1);
|
|
i__3 = blksiz - 1;
|
|
igraphdcopy_(&i__3, &e[b1], &c__1, &work[indrv3 + 1], &c__1);
|
|
|
|
/* Compute LU factors with partial pivoting ( PT = LU ) */
|
|
|
|
tol = 0.;
|
|
igraphdlagtf_(&blksiz, &work[indrv4 + 1], &xj, &work[indrv2 + 2], &work[
|
|
indrv3 + 1], &tol, &work[indrv5 + 1], &iwork[1], &iinfo);
|
|
|
|
/* Update iteration count. */
|
|
|
|
L70:
|
|
++its;
|
|
if (its > 5) {
|
|
goto L100;
|
|
}
|
|
|
|
/* Normalize and scale the righthand side vector Pb.
|
|
|
|
Computing MAX */
|
|
d__2 = eps, d__3 = (d__1 = work[indrv4 + blksiz], abs(d__1));
|
|
scl = blksiz * onenrm * max(d__2,d__3) / igraphdasum_(&blksiz, &work[
|
|
indrv1 + 1], &c__1);
|
|
igraphdscal_(&blksiz, &scl, &work[indrv1 + 1], &c__1);
|
|
|
|
/* Solve the system LU = Pb. */
|
|
|
|
igraphdlagts_(&c_n1, &blksiz, &work[indrv4 + 1], &work[indrv2 + 2], &
|
|
work[indrv3 + 1], &work[indrv5 + 1], &iwork[1], &work[
|
|
indrv1 + 1], &tol, &iinfo);
|
|
|
|
/* Reorthogonalize by modified Gram-Schmidt if eigenvalues are
|
|
close enough. */
|
|
|
|
if (jblk == 1) {
|
|
goto L90;
|
|
}
|
|
if ((d__1 = xj - xjm, abs(d__1)) > ortol) {
|
|
gpind = j;
|
|
}
|
|
if (gpind != j) {
|
|
i__3 = j - 1;
|
|
for (i__ = gpind; i__ <= i__3; ++i__) {
|
|
ztr = -igraphddot_(&blksiz, &work[indrv1 + 1], &c__1, &z__[b1 +
|
|
i__ * z_dim1], &c__1);
|
|
igraphdaxpy_(&blksiz, &ztr, &z__[b1 + i__ * z_dim1], &c__1, &
|
|
work[indrv1 + 1], &c__1);
|
|
/* L80: */
|
|
}
|
|
}
|
|
|
|
/* Check the infinity norm of the iterate. */
|
|
|
|
L90:
|
|
jmax = igraphidamax_(&blksiz, &work[indrv1 + 1], &c__1);
|
|
nrm = (d__1 = work[indrv1 + jmax], abs(d__1));
|
|
|
|
/* Continue for additional iterations after norm reaches
|
|
stopping criterion. */
|
|
|
|
if (nrm < dtpcrt) {
|
|
goto L70;
|
|
}
|
|
++nrmchk;
|
|
if (nrmchk < 3) {
|
|
goto L70;
|
|
}
|
|
|
|
goto L110;
|
|
|
|
/* If stopping criterion was not satisfied, update info and
|
|
store eigenvector number in array ifail. */
|
|
|
|
L100:
|
|
++(*info);
|
|
ifail[*info] = j;
|
|
|
|
/* Accept iterate as jth eigenvector. */
|
|
|
|
L110:
|
|
scl = 1. / igraphdnrm2_(&blksiz, &work[indrv1 + 1], &c__1);
|
|
jmax = igraphidamax_(&blksiz, &work[indrv1 + 1], &c__1);
|
|
if (work[indrv1 + jmax] < 0.) {
|
|
scl = -scl;
|
|
}
|
|
igraphdscal_(&blksiz, &scl, &work[indrv1 + 1], &c__1);
|
|
L120:
|
|
i__3 = *n;
|
|
for (i__ = 1; i__ <= i__3; ++i__) {
|
|
z__[i__ + j * z_dim1] = 0.;
|
|
/* L130: */
|
|
}
|
|
i__3 = blksiz;
|
|
for (i__ = 1; i__ <= i__3; ++i__) {
|
|
z__[b1 + i__ - 1 + j * z_dim1] = work[indrv1 + i__];
|
|
/* L140: */
|
|
}
|
|
|
|
/* Save the shift to check eigenvalue spacing at next
|
|
iteration. */
|
|
|
|
xjm = xj;
|
|
|
|
/* L150: */
|
|
}
|
|
L160:
|
|
;
|
|
}
|
|
|
|
return 0;
|
|
|
|
/* End of DSTEIN */
|
|
|
|
} /* igraphdstein_ */
|
|
|