Mercurial > octave-nkf
diff libcruft/lapack/ssterf.f @ 7789:82be108cc558
First attempt at single precision tyeps
* * *
corrections to qrupdate single precision routines
* * *
prefer demotion to single over promotion to double
* * *
Add single precision support to log2 function
* * *
Trivial PROJECT file update
* * *
Cache optimized hermitian/transpose methods
* * *
Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/libcruft/lapack/ssterf.f Sun Apr 27 22:34:17 2008 +0200 @@ -0,0 +1,364 @@ + SUBROUTINE SSTERF( N, D, E, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, N +* .. +* .. Array Arguments .. + REAL D( * ), E( * ) +* .. +* +* Purpose +* ======= +* +* SSTERF computes all eigenvalues of a symmetric tridiagonal matrix +* using the Pal-Walker-Kahan variant of the QL or QR algorithm. +* +* Arguments +* ========= +* +* N (input) INTEGER +* The order of the matrix. N >= 0. +* +* D (input/output) REAL array, dimension (N) +* On entry, the n diagonal elements of the tridiagonal matrix. +* On exit, if INFO = 0, the eigenvalues in ascending order. +* +* E (input/output) REAL array, dimension (N-1) +* On entry, the (n-1) subdiagonal elements of the tridiagonal +* matrix. +* On exit, E has been destroyed. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: the algorithm failed to find all of the eigenvalues in +* a total of 30*N iterations; if INFO = i, then i +* elements of E have not converged to zero. +* +* ===================================================================== +* +* .. Parameters .. + REAL ZERO, ONE, TWO, THREE + PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0, + $ THREE = 3.0E0 ) + INTEGER MAXIT + PARAMETER ( MAXIT = 30 ) +* .. +* .. Local Scalars .. + INTEGER I, ISCALE, JTOT, L, L1, LEND, LENDSV, LSV, M, + $ NMAXIT + REAL ALPHA, ANORM, BB, C, EPS, EPS2, GAMMA, OLDC, + $ OLDGAM, P, R, RT1, RT2, RTE, S, SAFMAX, SAFMIN, + $ SIGMA, SSFMAX, SSFMIN +* .. +* .. External Functions .. + REAL SLAMCH, SLANST, SLAPY2 + EXTERNAL SLAMCH, SLANST, SLAPY2 +* .. +* .. External Subroutines .. + EXTERNAL SLAE2, SLASCL, SLASRT, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, SIGN, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 +* +* Quick return if possible +* + IF( N.LT.0 ) THEN + INFO = -1 + CALL XERBLA( 'SSTERF', -INFO ) + RETURN + END IF + IF( N.LE.1 ) + $ RETURN +* +* Determine the unit roundoff for this environment. +* + EPS = SLAMCH( 'E' ) + EPS2 = EPS**2 + SAFMIN = SLAMCH( 'S' ) + SAFMAX = ONE / SAFMIN + SSFMAX = SQRT( SAFMAX ) / THREE + SSFMIN = SQRT( SAFMIN ) / EPS2 +* +* Compute the eigenvalues of the tridiagonal matrix. +* + NMAXIT = N*MAXIT + SIGMA = ZERO + JTOT = 0 +* +* Determine where the matrix splits and choose QL or QR iteration +* for each block, according to whether top or bottom diagonal +* element is smaller. +* + L1 = 1 +* + 10 CONTINUE + IF( L1.GT.N ) + $ GO TO 170 + IF( L1.GT.1 ) + $ E( L1-1 ) = ZERO + DO 20 M = L1, N - 1 + IF( ABS( E( M ) ).LE.( SQRT( ABS( D( M ) ) )* + $ SQRT( ABS( D( M+1 ) ) ) )*EPS ) THEN + E( M ) = ZERO + GO TO 30 + END IF + 20 CONTINUE + M = N +* + 30 CONTINUE + L = L1 + LSV = L + LEND = M + LENDSV = LEND + L1 = M + 1 + IF( LEND.EQ.L ) + $ GO TO 10 +* +* Scale submatrix in rows and columns L to LEND +* + ANORM = SLANST( 'I', LEND-L+1, D( L ), E( L ) ) + ISCALE = 0 + 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 +* + DO 40 I = L, LEND - 1 + E( I ) = E( I )**2 + 40 CONTINUE +* +* Choose between QL and QR iteration +* + IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN + LEND = LSV + L = LENDSV + END IF +* + IF( LEND.GE.L ) THEN +* +* QL Iteration +* +* Look for small subdiagonal element. +* + 50 CONTINUE + IF( L.NE.LEND ) THEN + DO 60 M = L, LEND - 1 + IF( ABS( E( M ) ).LE.EPS2*ABS( D( M )*D( M+1 ) ) ) + $ GO TO 70 + 60 CONTINUE + END IF + M = LEND +* + 70 CONTINUE + IF( M.LT.LEND ) + $ E( M ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 90 +* +* If remaining matrix is 2 by 2, use SLAE2 to compute its +* eigenvalues. +* + IF( M.EQ.L+1 ) THEN + RTE = SQRT( E( L ) ) + CALL SLAE2( D( L ), RTE, D( L+1 ), RT1, RT2 ) + D( L ) = RT1 + D( L+1 ) = RT2 + E( L ) = ZERO + L = L + 2 + IF( L.LE.LEND ) + $ GO TO 50 + GO TO 150 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 150 + JTOT = JTOT + 1 +* +* Form shift. +* + RTE = SQRT( E( L ) ) + SIGMA = ( D( L+1 )-P ) / ( TWO*RTE ) + R = SLAPY2( SIGMA, ONE ) + SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) ) +* + C = ONE + S = ZERO + GAMMA = D( M ) - SIGMA + P = GAMMA*GAMMA +* +* Inner loop +* + DO 80 I = M - 1, L, -1 + BB = E( I ) + R = P + BB + IF( I.NE.M-1 ) + $ E( I+1 ) = S*R + OLDC = C + C = P / R + S = BB / R + OLDGAM = GAMMA + ALPHA = D( I ) + GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM + D( I+1 ) = OLDGAM + ( ALPHA-GAMMA ) + IF( C.NE.ZERO ) THEN + P = ( GAMMA*GAMMA ) / C + ELSE + P = OLDC*BB + END IF + 80 CONTINUE +* + E( L ) = S*P + D( L ) = SIGMA + GAMMA + GO TO 50 +* +* Eigenvalue found. +* + 90 CONTINUE + D( L ) = P +* + L = L + 1 + IF( L.LE.LEND ) + $ GO TO 50 + GO TO 150 +* + ELSE +* +* QR Iteration +* +* Look for small superdiagonal element. +* + 100 CONTINUE + DO 110 M = L, LEND + 1, -1 + IF( ABS( E( M-1 ) ).LE.EPS2*ABS( D( M )*D( M-1 ) ) ) + $ GO TO 120 + 110 CONTINUE + M = LEND +* + 120 CONTINUE + IF( M.GT.LEND ) + $ E( M-1 ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 140 +* +* If remaining matrix is 2 by 2, use SLAE2 to compute its +* eigenvalues. +* + IF( M.EQ.L-1 ) THEN + RTE = SQRT( E( L-1 ) ) + CALL SLAE2( D( L ), RTE, D( L-1 ), RT1, RT2 ) + D( L ) = RT1 + D( L-1 ) = RT2 + E( L-1 ) = ZERO + L = L - 2 + IF( L.GE.LEND ) + $ GO TO 100 + GO TO 150 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 150 + JTOT = JTOT + 1 +* +* Form shift. +* + RTE = SQRT( E( L-1 ) ) + SIGMA = ( D( L-1 )-P ) / ( TWO*RTE ) + R = SLAPY2( SIGMA, ONE ) + SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) ) +* + C = ONE + S = ZERO + GAMMA = D( M ) - SIGMA + P = GAMMA*GAMMA +* +* Inner loop +* + DO 130 I = M, L - 1 + BB = E( I ) + R = P + BB + IF( I.NE.M ) + $ E( I-1 ) = S*R + OLDC = C + C = P / R + S = BB / R + OLDGAM = GAMMA + ALPHA = D( I+1 ) + GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM + D( I ) = OLDGAM + ( ALPHA-GAMMA ) + IF( C.NE.ZERO ) THEN + P = ( GAMMA*GAMMA ) / C + ELSE + P = OLDC*BB + END IF + 130 CONTINUE +* + E( L-1 ) = S*P + D( L ) = SIGMA + GAMMA + GO TO 100 +* +* Eigenvalue found. +* + 140 CONTINUE + D( L ) = P +* + L = L - 1 + IF( L.GE.LEND ) + $ GO TO 100 + GO TO 150 +* + END IF +* +* Undo scaling if necessary +* + 150 CONTINUE + IF( ISCALE.EQ.1 ) + $ CALL SLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) + IF( ISCALE.EQ.2 ) + $ CALL SLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) +* +* Check for no convergence to an eigenvalue after a total +* of N*MAXIT iterations. +* + IF( JTOT.LT.NMAXIT ) + $ GO TO 10 + DO 160 I = 1, N - 1 + IF( E( I ).NE.ZERO ) + $ INFO = INFO + 1 + 160 CONTINUE + GO TO 180 +* +* Sort eigenvalues in increasing order. +* + 170 CONTINUE + CALL SLASRT( 'I', N, D, INFO ) +* + 180 CONTINUE + RETURN +* +* End of SSTERF +* + END