dlaed0.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLAED0 used by sstedc. Computes all eigenvalues and corresponding eigenvectors of an unreduced symmetric tridiagonal matrix using the divide and conquer method.
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLAED0 + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaed0.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed0.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed0.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLAED0( ICOMPQ, QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS,
!                          WORK, IWORK, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            ICOMPQ, INFO, LDQ, LDQS, N, QSIZ
!       ..
!       .. Array Arguments ..
!       INTEGER            IWORK( * )
!       DOUBLE PRECISION   D( * ), E( * ), Q( LDQ, * ), QSTORE( LDQS, * ),
!      $                   WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLAED0 computes all eigenvalues and corresponding eigenvectors of a
!> symmetric tridiagonal matrix using the divide and conquer method.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] ICOMPQ
!> \verbatim
!>          ICOMPQ is INTEGER
!>          = 0:  Compute eigenvalues only.
!>          = 1:  Compute eigenvectors of original dense symmetric matrix
!>                also.  On entry, Q contains the orthogonal matrix used
!>                to reduce the original matrix to tridiagonal form.
!>          = 2:  Compute eigenvalues and eigenvectors of tridiagonal
!>                matrix.
!> \endverbatim
!>
!> \param[in] QSIZ
!> \verbatim
!>          QSIZ is INTEGER
!>         The dimension of the orthogonal matrix used to reduce
!>         the full matrix to tridiagonal form.  QSIZ >= N if ICOMPQ = 1.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
!> \endverbatim
!>
!> \param[in,out] D
!> \verbatim
!>          D is DOUBLE PRECISION array, dimension (N)
!>         On entry, the main diagonal of the tridiagonal matrix.
!>         On exit, its eigenvalues.
!> \endverbatim
!>
!> \param[in] E
!> \verbatim
!>          E is DOUBLE PRECISION array, dimension (N-1)
!>         The off-diagonal elements of the tridiagonal matrix.
!>         On exit, E has been destroyed.
!> \endverbatim
!>
!> \param[in,out] Q
!> \verbatim
!>          Q is DOUBLE PRECISION array, dimension (LDQ, N)
!>         On entry, Q must contain an N-by-N orthogonal matrix.
!>         If ICOMPQ = 0    Q is not referenced.
!>         If ICOMPQ = 1    On entry, Q is a subset of the columns of the
!>                          orthogonal matrix used to reduce the full
!>                          matrix to tridiagonal form corresponding to
!>                          the subset of the full matrix which is being
!>                          decomposed at this time.
!>         If ICOMPQ = 2    On entry, Q will be the identity matrix.
!>                          On exit, Q contains the eigenvectors of the
!>                          tridiagonal matrix.
!> \endverbatim
!>
!> \param[in] LDQ
!> \verbatim
!>          LDQ is INTEGER
!>         The leading dimension of the array Q.  If eigenvectors are
!>         desired, then  LDQ >= max(1,N).  In any case,  LDQ >= 1.
!> \endverbatim
!>
!> \param[out] QSTORE
!> \verbatim
!>          QSTORE is DOUBLE PRECISION array, dimension (LDQS, N)
!>         Referenced only when ICOMPQ = 1.  Used to store parts of
!>         the eigenvector matrix when the updating matrix multiplies
!>         take place.
!> \endverbatim
!>
!> \param[in] LDQS
!> \verbatim
!>          LDQS is INTEGER
!>         The leading dimension of the array QSTORE.  If ICOMPQ = 1,
!>         then  LDQS >= max(1,N).  In any case,  LDQS >= 1.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array,
!>         If ICOMPQ = 0 or 1, the dimension of WORK must be at least
!>                     1 + 3*N + 2*N*lg N + 3*N**2
!>                     ( lg( N ) = smallest integer k
!>                                 such that 2^k >= N )
!>         If ICOMPQ = 2, the dimension of WORK must be at least
!>                     4*N + N**2.
!> \endverbatim
!>
!> \param[out] IWORK
!> \verbatim
!>          IWORK is INTEGER array,
!>         If ICOMPQ = 0 or 1, the dimension of IWORK must be at least
!>                        6 + 6*N + 5*N*lg N.
!>                        ( lg( N ) = smallest integer k
!>                                    such that 2^k >= N )
!>         If ICOMPQ = 2, the dimension of IWORK must be at least
!>                        3 + 5*N.
!> \endverbatim
!>
!> \param[out] INFO
!> \verbatim
!>          INFO is INTEGER
!>          = 0:  successful exit.
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!>          > 0:  The algorithm failed to compute an eigenvalue while
!>                working on the submatrix lying in rows and columns
!>                INFO/(N+1) through mod(INFO,N+1).
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date December 2016
!
!> \ingroup auxOTHERcomputational
!
!> \par Contributors:
!  ==================
!>
!> Jeff Rutter, Computer Science Division, University of California
!> at Berkeley, USA
!
!  =====================================================================
      SUBROUTINE DLAED0( ICOMPQ, QSIZ, N, D, E, Q, LDQ, QSTORE, LDQS, &
                         WORK, IWORK, INFO )
!
!  -- LAPACK computational routine (version 3.7.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     December 2016
!
!     .. Scalar Arguments ..
      INTEGER            ICOMPQ, INFO, LDQ, LDQS, N, QSIZ
!     ..
!     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   D( * ), E( * ), Q( LDQ, * ), QSTORE( LDQS, * ), &
                         WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TWO
      PARAMETER          ( ZERO = 0.D0, ONE = 1.D0, TWO = 2.D0 )
!     ..
!     .. Local Scalars ..
      INTEGER            CURLVL, CURPRB, CURR, I, IGIVCL, IGIVNM, &
                         IGIVPT, INDXQ, IPERM, IPRMPT, IQ, IQPTR, IWREM, &
                         J, K, LGN, MATSIZ, MSD2, SMLSIZ, SMM1, SPM1, &
                         SPM2, SUBMAT, SUBPBS, TLVLS
      DOUBLE PRECISION   TEMP
!     ..
!     .. External Subroutines ..
      EXTERNAL           DCOPY, DGEMM, DLACPY, DLAED1, DLAED7, DSTEQR, &
                         XERBLA
!     ..
!     .. External Functions ..
      INTEGER            ILAENV
      EXTERNAL           ILAENV
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, DBLE, INT, LOG, MAX
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
!
      IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.2 ) THEN
         INFO = -1
      ELSE IF( ( ICOMPQ.EQ.1 ) .AND. ( QSIZ.LT.MAX( 0, N ) ) ) THEN
         INFO = -2
      ELSE IF( N.LT.0 ) THEN
         INFO = -3
      ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
         INFO = -7
      ELSE IF( LDQS.LT.MAX( 1, N ) ) THEN
         INFO = -9
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DLAED0', -INFO )
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( N.EQ.0 ) &
         RETURN
!
      SMLSIZ = ILAENV( 9, 'DLAED0', ' ', 0, 0, 0, 0 )
!
!     Determine the size and placement of the submatrices, and save in
!     the leading elements of IWORK.
!
      IWORK( 1 ) = N
      SUBPBS = 1
      TLVLS = 0
   10 CONTINUE
      IF( IWORK( SUBPBS ).GT.SMLSIZ ) THEN
         DO 20 J = SUBPBS, 1, -1
            IWORK( 2*J ) = ( IWORK( J )+1 ) / 2
            IWORK( 2*J-1 ) = IWORK( J ) / 2
   20    CONTINUE
         TLVLS = TLVLS + 1
         SUBPBS = 2*SUBPBS
         GO TO 10
      END IF
      DO 30 J = 2, SUBPBS
         IWORK( J ) = IWORK( J ) + IWORK( J-1 )
   30 CONTINUE
!
!     Divide the matrix into SUBPBS submatrices of size at most SMLSIZ+1
!     using rank-1 modifications (cuts).
!
      SPM1 = SUBPBS - 1
      DO 40 I = 1, SPM1
         SUBMAT = IWORK( I ) + 1
         SMM1 = SUBMAT - 1
         D( SMM1 ) = D( SMM1 ) - ABS( E( SMM1 ) )
         D( SUBMAT ) = D( SUBMAT ) - ABS( E( SMM1 ) )
   40 CONTINUE
!
      INDXQ = 4*N + 3
      IF( ICOMPQ.NE.2 ) THEN
!
!        Set up workspaces for eigenvalues only/accumulate new vectors
!        routine
!
         TEMP = LOG( DBLE( N ) ) / LOG( TWO )
         LGN = INT( TEMP )
         IF( 2**LGN.LT.N ) &
            LGN = LGN + 1
         IF( 2**LGN.LT.N ) &
            LGN = LGN + 1
         IPRMPT = INDXQ + N + 1
         IPERM = IPRMPT + N*LGN
         IQPTR = IPERM + N*LGN
         IGIVPT = IQPTR + N + 2
         IGIVCL = IGIVPT + N*LGN
!
         IGIVNM = 1
         IQ = IGIVNM + 2*N*LGN
         IWREM = IQ + N**2 + 1
!
!        Initialize pointers
!
         DO 50 I = 0, SUBPBS
            IWORK( IPRMPT+I ) = 1
            IWORK( IGIVPT+I ) = 1
   50    CONTINUE
         IWORK( IQPTR ) = 1
      END IF
!
!     Solve each submatrix eigenproblem at the bottom of the divide and
!     conquer tree.
!
      CURR = 0
      DO 70 I = 0, SPM1
         IF( I.EQ.0 ) THEN
            SUBMAT = 1
            MATSIZ = IWORK( 1 )
         ELSE
            SUBMAT = IWORK( I ) + 1
            MATSIZ = IWORK( I+1 ) - IWORK( I )
         END IF
         IF( ICOMPQ.EQ.2 ) THEN
            CALL DSTEQR( 'I', MATSIZ, D( SUBMAT ), E( SUBMAT ), &
                         Q( SUBMAT, SUBMAT ), LDQ, WORK, INFO )
            IF( INFO.NE.0 ) &
               GO TO 130
         ELSE
            CALL DSTEQR( 'I', MATSIZ, D( SUBMAT ), E( SUBMAT ), &
                         WORK( IQ-1+IWORK( IQPTR+CURR ) ), MATSIZ, WORK, &
                         INFO )
            IF( INFO.NE.0 ) &
               GO TO 130
            IF( ICOMPQ.EQ.1 ) THEN
               CALL DGEMM( 'N', 'N', QSIZ, MATSIZ, MATSIZ, ONE, &
                           Q( 1, SUBMAT ), LDQ, WORK( IQ-1+IWORK( IQPTR+ &
                           CURR ) ), MATSIZ, ZERO, QSTORE( 1, SUBMAT ), &
                           LDQS )
            END IF
            IWORK( IQPTR+CURR+1 ) = IWORK( IQPTR+CURR ) + MATSIZ**2
            CURR = CURR + 1
         END IF
         K = 1
         DO 60 J = SUBMAT, IWORK( I+1 )
            IWORK( INDXQ+J ) = K
            K = K + 1
   60    CONTINUE
   70 CONTINUE
!
!     Successively merge eigensystems of adjacent submatrices
!     into eigensystem for the corresponding larger matrix.
!
!     while ( SUBPBS > 1 )
!
      CURLVL = 1
   80 CONTINUE
      IF( SUBPBS.GT.1 ) THEN
         SPM2 = SUBPBS - 2
         DO 90 I = 0, SPM2, 2
            IF( I.EQ.0 ) THEN
               SUBMAT = 1
               MATSIZ = IWORK( 2 )
               MSD2 = IWORK( 1 )
               CURPRB = 0
            ELSE
               SUBMAT = IWORK( I ) + 1
               MATSIZ = IWORK( I+2 ) - IWORK( I )
               MSD2 = MATSIZ / 2
               CURPRB = CURPRB + 1
            END IF
!
!     Merge lower order eigensystems (of size MSD2 and MATSIZ - MSD2)
!     into an eigensystem of size MATSIZ.
!     DLAED1 is used only for the full eigensystem of a tridiagonal
!     matrix.
!     DLAED7 handles the cases in which eigenvalues only or eigenvalues
!     and eigenvectors of a full symmetric matrix (which was reduced to
!     tridiagonal form) are desired.
!
            IF( ICOMPQ.EQ.2 ) THEN
               CALL DLAED1( MATSIZ, D( SUBMAT ), Q( SUBMAT, SUBMAT ), &
                            LDQ, IWORK( INDXQ+SUBMAT ), &
                            E( SUBMAT+MSD2-1 ), MSD2, WORK, &
                            IWORK( SUBPBS+1 ), INFO )
            ELSE
               CALL DLAED7( ICOMPQ, MATSIZ, QSIZ, TLVLS, CURLVL, CURPRB, &
                            D( SUBMAT ), QSTORE( 1, SUBMAT ), LDQS, &
                            IWORK( INDXQ+SUBMAT ), E( SUBMAT+MSD2-1 ), &
                            MSD2, WORK( IQ ), IWORK( IQPTR ), &
                            IWORK( IPRMPT ), IWORK( IPERM ), &
                            IWORK( IGIVPT ), IWORK( IGIVCL ), &
                            WORK( IGIVNM ), WORK( IWREM ), &
                            IWORK( SUBPBS+1 ), INFO )
            END IF
            IF( INFO.NE.0 ) &
               GO TO 130
            IWORK( I / 2+1 ) = IWORK( I+2 )
   90    CONTINUE
         SUBPBS = SUBPBS / 2
         CURLVL = CURLVL + 1
         GO TO 80
      END IF
!
!     end while
!
!     Re-merge the eigenvalues/vectors which were deflated at the final
!     merge step.
!
      IF( ICOMPQ.EQ.1 ) THEN
         DO 100 I = 1, N
            J = IWORK( INDXQ+I )
            WORK( I ) = D( J )
            CALL DCOPY( QSIZ, QSTORE( 1, J ), 1, Q( 1, I ), 1 )
  100    CONTINUE
         CALL DCOPY( N, WORK, 1, D, 1 )
      ELSE IF( ICOMPQ.EQ.2 ) THEN
         DO 110 I = 1, N
            J = IWORK( INDXQ+I )
            WORK( I ) = D( J )
            CALL DCOPY( N, Q( 1, J ), 1, WORK( N*I+1 ), 1 )
  110    CONTINUE
         CALL DCOPY( N, WORK, 1, D, 1 )
         CALL DLACPY( 'A', N, N, WORK( N+1 ), N, Q, LDQ )
      ELSE
         DO 120 I = 1, N
            J = IWORK( INDXQ+I )
            WORK( I ) = D( J )
  120    CONTINUE
         CALL DCOPY( N, WORK, 1, D, 1 )
      END IF
      GO TO 140
!
  130 CONTINUE
      INFO = SUBMAT*( N+1 ) + SUBMAT + MATSIZ - 1
!
  140 CONTINUE
      RETURN
!
!     End of DLAED0
!
      END