Mercurial > octave-nkf
diff libcruft/lapack/dlasq4.f @ 3333:15cddaacbc2d
[project @ 1999-11-03 19:53:59 by jwe]
author | jwe |
---|---|
date | Wed, 03 Nov 1999 19:54:52 +0000 |
parents | 30c606bec7a8 |
children | edcaebe1b81b |
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--- a/libcruft/lapack/dlasq4.f Tue Nov 02 06:57:16 1999 +0000 +++ b/libcruft/lapack/dlasq4.f Wed Nov 03 19:54:52 1999 +0000 @@ -1,101 +1,310 @@ - SUBROUTINE DLASQ4( N, Q, E, TAU, SUP ) + SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN, + $ DN1, DN2, TAU, TTYPE ) * -* -- LAPACK routine (version 2.0) -- +* -- LAPACK auxiliary routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University -* September 30, 1994 +* June 30, 1999 * * .. Scalar Arguments .. - INTEGER N - DOUBLE PRECISION SUP, TAU + INTEGER I0, N0, N0IN, PP, TTYPE + DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, TAU * .. * .. Array Arguments .. - DOUBLE PRECISION E( * ), Q( * ) + DOUBLE PRECISION Z( * ) * .. * -* Purpose -* ======= +* Purpose +* ======= +* DLASQ4 computes an approximation TAU to the smallest eigenvalue +* using values of d from the previous transform. +* +* I0 (input) INTEGER +* First index. +* +* N0 (input) INTEGER +* Last index. * -* DLASQ4 estimates TAU, the smallest eigenvalue of a matrix. This -* routine improves the input value of SUP which is an upper bound -* for the smallest eigenvalue for this matrix . +* Z (input) DOUBLE PRECISION array, dimension ( 4*N ) +* Z holds the qd array. +* +* PP (input) INTEGER +* PP=0 for ping, PP=1 for pong. * -* Arguments -* ========= +* NOIN (input) INTEGER +* The value of N0 at start of EIGTEST. +* +* DMIN (input) DOUBLE PRECISION +* Minimum value of d. * -* N (input) INTEGER -* On entry, N specifies the number of rows and columns -* in the matrix. N must be at least 0. +* DMIN1 (input) DOUBLE PRECISION +* Minimum value of d, excluding D( N0 ). +* +* DMIN2 (input) DOUBLE PRECISION +* Minimum value of d, excluding D( N0 ) and D( N0-1 ). * -* Q (input) DOUBLE PRECISION array, dimension (N) -* Q array +* DN (input) DOUBLE PRECISION +* d(N) +* +* DN1 (input) DOUBLE PRECISION +* d(N-1) * -* E (input) DOUBLE PRECISION array, dimension (N) -* E array +* DN2 (input) DOUBLE PRECISION +* d(N-2) +* +* TAU (output) DOUBLE PRECISION +* This is the shift. * -* TAU (output) DOUBLE PRECISION -* Estimate of the shift +* TTYPE (output) INTEGER +* Shift type. * -* SUP (input/output) DOUBLE PRECISION -* Upper bound for the smallest singular value +* Further Details +* =============== +* CNST1 = 9/16 * * ===================================================================== * * .. Parameters .. - DOUBLE PRECISION ZERO - PARAMETER ( ZERO = 0.0D+0 ) - DOUBLE PRECISION BIS, BIS1 - PARAMETER ( BIS = 0.9999D+0, BIS1 = 0.7D+0 ) - INTEGER IFLMAX - PARAMETER ( IFLMAX = 5 ) + DOUBLE PRECISION CNST1, CNST2, CNST3 + PARAMETER ( CNST1 = 0.5630D0, CNST2 = 1.010D0, + $ CNST3 = 1.050D0 ) + DOUBLE PRECISION QURTR, THIRD, HALF, ZERO, ONE, TWO, HNDRD + PARAMETER ( QURTR = 0.250D0, THIRD = 0.3330D0, + $ HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0, + $ TWO = 2.0D0, HNDRD = 100.0D0 ) * .. * .. Local Scalars .. - INTEGER I, IFL - DOUBLE PRECISION D, DM, XINF + INTEGER I4, NN, NP + DOUBLE PRECISION A2, B1, B2, G, GAM, GAP1, GAP2, S * .. * .. Intrinsic Functions .. - INTRINSIC MAX, MIN + INTRINSIC MAX, MIN, SQRT +* .. +* .. Save statement .. + SAVE G +* .. +* .. Data statements .. + DATA G / ZERO / * .. * .. Executable Statements .. - IFL = 1 - SUP = MIN( SUP, Q( 1 ), Q( 2 ), Q( 3 ), Q( N ), Q( N-1 ), - $ Q( N-2 ) ) - TAU = SUP*BIS - XINF = ZERO - 10 CONTINUE - IF( IFL.EQ.IFLMAX ) THEN - TAU = XINF +* +* A negative DMIN forces the shift to take that absolute value +* TTYPE records the type of shift. +* + IF( DMIN.LE.ZERO ) THEN + TAU = -DMIN + TTYPE = -1 RETURN END IF - D = Q( 1 ) - TAU - DM = D - DO 20 I = 1, N - 2 - D = ( D / ( D+E( I ) ) )*Q( I+1 ) - TAU - IF( DM.GT.D ) - $ DM = D - IF( D.LT.ZERO ) THEN - SUP = TAU - TAU = MAX( SUP*BIS1**IFL, D+TAU ) - IFL = IFL + 1 - GO TO 10 +* + NN = 4*N0 + PP + IF( N0IN.EQ.N0 ) THEN +* +* No eigenvalues deflated. +* + IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN +* + B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) ) + B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) ) + A2 = Z( NN-7 ) + Z( NN-5 ) +* +* Cases 2 and 3. +* + IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN + GAP2 = DMIN2 - A2 - DMIN2*QURTR + IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN + GAP1 = A2 - DN - ( B2 / GAP2 )*B2 + ELSE + GAP1 = A2 - DN - ( B1+B2 ) + END IF + IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN + S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN ) + TTYPE = -2 + ELSE + S = ZERO + IF( DN.GT.B1 ) + $ S = DN - B1 + IF( A2.GT.( B1+B2 ) ) + $ S = MIN( S, A2-( B1+B2 ) ) + S = MAX( S, THIRD*DMIN ) + TTYPE = -3 + END IF + ELSE +* +* Case 4. +* + IF( DMIN.EQ.DN ) THEN + GAM = DN + A2 = ZERO + B2 = Z( NN-5 ) / Z( NN-7 ) + NP = NN - 9 + ELSE + NP = NN - 2*PP + B2 = Z( NP-2 ) + GAM = DN1 + A2 = Z( NP-4 ) / Z( NP-2 ) + B2 = Z( NN-9 ) / Z( NN-11 ) + NP = NN - 13 + END IF +* +* Approximate contribution to norm squared from I < NN-1. +* + IF( B2.EQ.ZERO ) + $ GO TO 20 + A2 = A2 + B2 + DO 10 I4 = NP, 4*I0 - 1 + PP, -4 + B1 = B2 + B2 = B2*( Z( I4 ) / Z( I4-2 ) ) + A2 = A2 + B2 + IF( HNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 ) + $ GO TO 20 + 10 CONTINUE + 20 CONTINUE + A2 = CNST3*A2 +* +* Rayleigh quotient residual bound. +* + IF( A2.LT.CNST1 ) THEN + S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 ) + ELSE + S = QURTR*GAM + END IF + TTYPE = -4 + END IF + ELSE IF( DMIN.EQ.DN2 ) THEN +* +* Case 5. +* +* Compute contribution to norm squared from I > NN-2. +* + NP = NN - 2*PP + B1 = Z( NP-2 ) + B2 = Z( NP-6 ) + GAM = DN2 + A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 ) +* +* Approximate contribution to norm squared from I < NN-2. +* + IF( N0-I0.GT.2 ) THEN + B2 = Z( NN-13 ) / Z( NN-15 ) + IF( B2.EQ.ZERO ) + $ GO TO 40 + A2 = A2 + B2 + DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4 + B1 = B2 + B2 = B2*( Z( I4 ) / Z( I4-2 ) ) + A2 = A2 + B2 + IF( HNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 ) + $ GO TO 40 + 30 CONTINUE + 40 CONTINUE + A2 = CNST3*A2 + END IF +* + IF( A2.LT.CNST1 ) THEN + S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 ) + ELSE + S = QURTR*GAM / ( ONE+A2 ) + END IF + TTYPE = -5 + ELSE +* +* Case 6, no information to guide us. +* + IF( TTYPE.EQ.-6 ) THEN + G = G + THIRD*( ONE-G ) + ELSE IF( TTYPE.EQ.-18 ) THEN + G = QURTR*THIRD + ELSE + G = QURTR + END IF + S = G*DMIN + TTYPE = -6 END IF - 20 CONTINUE - D = ( D / ( D+E( N-1 ) ) )*Q( N ) - TAU - IF( DM.GT.D ) - $ DM = D - IF( D.LT.ZERO ) THEN - SUP = TAU - XINF = MAX( XINF, D+TAU ) - IF( SUP*BIS1**IFL.LE.XINF ) THEN - TAU = XINF +* + ELSE IF( N0IN.EQ.( N0+1 ) ) THEN +* +* One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN. +* + IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN +* +* Cases 7 and 8. +* + B1 = Z( NN-5 ) / Z( NN-7 ) + B2 = B1 + IF( B2.EQ.ZERO ) + $ GO TO 60 + DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4 + A2 = B1 + B1 = B1*( Z( I4 ) / Z( I4-2 ) ) + B2 = B2 + B1 + IF( HNDRD*MAX( B1, A2 ).LT.B2 ) + $ GO TO 60 + 50 CONTINUE + 60 CONTINUE + B2 = SQRT( CNST3*B2 ) + A2 = DMIN1 / ( ONE+B2**2 ) + GAP2 = HALF*DMIN2 - A2 + IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN + S = MAX( A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ), + $ THIRD*DMIN1 ) + TTYPE = -7 + ELSE + S = MAX( A2*( ONE-CNST2*B2 ), THIRD*DMIN1 ) + TTYPE = -8 + END IF ELSE - TAU = SUP*BIS1**IFL - IFL = IFL + 1 - GO TO 10 +* +* Case 9. +* + S = QURTR*DMIN1 + IF( DMIN1.EQ.DN1 ) + $ S = HALF*DMIN1 + TTYPE = -9 END IF - ELSE - SUP = MIN( SUP, DM+TAU ) +* + ELSE IF( N0IN.EQ.( N0+2 ) ) THEN +* +* Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN. +* +* Cases 10 and 11. +* + IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN + B1 = Z( NN-5 ) / Z( NN-7 ) + B2 = B1 + IF( B2.EQ.ZERO ) + $ GO TO 80 + DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4 + B1 = B1*( Z( I4 ) / Z( I4-2 ) ) + B2 = B2 + B1 + IF( HNDRD*B1.LT.B2 ) + $ GO TO 80 + 70 CONTINUE + 80 CONTINUE + B2 = SQRT( CNST3*B2 ) + A2 = DMIN2 / ( ONE+B2**2 ) + GAP2 = Z( NN-7 ) + Z( NN-9 ) - + $ SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2 + IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN + S = MAX( A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ), + $ THIRD*DMIN2 ) + ELSE + S = MAX( A2*( ONE-CNST2*B2 ), THIRD*DMIN2 ) + END IF + TTYPE = -10 + ELSE + S = QURTR*DMIN2 + TTYPE = -11 + END IF + ELSE IF( N0IN.GT.( N0+2 ) ) THEN +* +* Case 12, more than two eigenvalues deflated. No information. +* + S = ZERO + TTYPE = -12 END IF +* + TAU = S RETURN * * End of DLASQ4