dlaed1.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLAED1 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is tridiagonal.
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLAED1 + dependencies
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!> [TGZ]</a>
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!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed1.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, WORK, IWORK,
!                          INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            CUTPNT, INFO, LDQ, N
!       DOUBLE PRECISION   RHO
!       ..
!       .. Array Arguments ..
!       INTEGER            INDXQ( * ), IWORK( * )
!       DOUBLE PRECISION   D( * ), Q( LDQ, * ), WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLAED1 computes the updated eigensystem of a diagonal
!> matrix after modification by a rank-one symmetric matrix.  This
!> routine is used only for the eigenproblem which requires all
!> eigenvalues and eigenvectors of a tridiagonal matrix.  DLAED7 handles
!> the case in which eigenvalues only or eigenvalues and eigenvectors
!> of a full symmetric matrix (which was reduced to tridiagonal form)
!> are desired.
!>
!>   T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
!>
!>    where Z = Q**T*u, u is a vector of length N with ones in the
!>    CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
!>
!>    The eigenvectors of the original matrix are stored in Q, and the
!>    eigenvalues are in D.  The algorithm consists of three stages:
!>
!>       The first stage consists of deflating the size of the problem
!>       when there are multiple eigenvalues or if there is a zero in
!>       the Z vector.  For each such occurrence the dimension of the
!>       secular equation problem is reduced by one.  This stage is
!>       performed by the routine DLAED2.
!>
!>       The second stage consists of calculating the updated
!>       eigenvalues. This is done by finding the roots of the secular
!>       equation via the routine DLAED4 (as called by DLAED3).
!>       This routine also calculates the eigenvectors of the current
!>       problem.
!>
!>       The final stage consists of computing the updated eigenvectors
!>       directly using the updated eigenvalues.  The eigenvectors for
!>       the current problem are multiplied with the eigenvectors from
!>       the overall problem.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \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 eigenvalues of the rank-1-perturbed matrix.
!>         On exit, the eigenvalues of the repaired matrix.
!> \endverbatim
!>
!> \param[in,out] Q
!> \verbatim
!>          Q is DOUBLE PRECISION array, dimension (LDQ,N)
!>         On entry, the eigenvectors of the rank-1-perturbed matrix.
!>         On exit, the eigenvectors of the repaired tridiagonal matrix.
!> \endverbatim
!>
!> \param[in] LDQ
!> \verbatim
!>          LDQ is INTEGER
!>         The leading dimension of the array Q.  LDQ >= max(1,N).
!> \endverbatim
!>
!> \param[in,out] INDXQ
!> \verbatim
!>          INDXQ is INTEGER array, dimension (N)
!>         On entry, the permutation which separately sorts the two
!>         subproblems in D into ascending order.
!>         On exit, the permutation which will reintegrate the
!>         subproblems back into sorted order,
!>         i.e. D( INDXQ( I = 1, N ) ) will be in ascending order.
!> \endverbatim
!>
!> \param[in] RHO
!> \verbatim
!>          RHO is DOUBLE PRECISION
!>         The subdiagonal entry used to create the rank-1 modification.
!> \endverbatim
!>
!> \param[in] CUTPNT
!> \verbatim
!>          CUTPNT is INTEGER
!>         The location of the last eigenvalue in the leading sub-matrix.
!>         min(1,N) <= CUTPNT <= N/2.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (4*N + N**2)
!> \endverbatim
!>
!> \param[out] IWORK
!> \verbatim
!>          IWORK is INTEGER array, dimension (4*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:  if INFO = 1, an eigenvalue did not converge
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date June 2016
!
!> \ingroup auxOTHERcomputational
!
!> \par Contributors:
!  ==================
!>
!> Jeff Rutter, Computer Science Division, University of California
!> at Berkeley, USA \n
!>  Modified by Francoise Tisseur, University of Tennessee
!>
!  =====================================================================
      SUBROUTINE DLAED1( N, D, Q, LDQ, INDXQ, RHO, CUTPNT, 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..--
!     June 2016
!
!     .. Scalar Arguments ..
      INTEGER            CUTPNT, INFO, LDQ, N
      DOUBLE PRECISION   RHO
!     ..
!     .. Array Arguments ..
      INTEGER            INDXQ( * ), IWORK( * )
      DOUBLE PRECISION   D( * ), Q( LDQ, * ), WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Local Scalars ..
      INTEGER            COLTYP, I, IDLMDA, INDX, INDXC, INDXP, IQ2, IS, &
                         IW, IZ, K, N1, N2, ZPP1
!     ..
!     .. External Subroutines ..
      EXTERNAL           DCOPY, DLAED2, DLAED3, DLAMRG, XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
!
      IF( N.LT.0 ) THEN
         INFO = -1
      ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
         INFO = -4
      ELSE IF( MIN( 1, N / 2 ).GT.CUTPNT .OR. ( N / 2 ).LT.CUTPNT ) THEN
         INFO = -7
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DLAED1', -INFO )
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( N.EQ.0 ) &
         RETURN
!
!     The following values are integer pointers which indicate
!     the portion of the workspace
!     used by a particular array in DLAED2 and DLAED3.
!
      IZ = 1
      IDLMDA = IZ + N
      IW = IDLMDA + N
      IQ2 = IW + N
!
      INDX = 1
      INDXC = INDX + N
      COLTYP = INDXC + N
      INDXP = COLTYP + N
!
!
!     Form the z-vector which consists of the last row of Q_1 and the
!     first row of Q_2.
!
      CALL DCOPY( CUTPNT, Q( CUTPNT, 1 ), LDQ, WORK( IZ ), 1 )
      ZPP1 = CUTPNT + 1
      CALL DCOPY( N-CUTPNT, Q( ZPP1, ZPP1 ), LDQ, WORK( IZ+CUTPNT ), 1 )
!
!     Deflate eigenvalues.
!
      CALL DLAED2( K, N, CUTPNT, D, Q, LDQ, INDXQ, RHO, WORK( IZ ), &
                   WORK( IDLMDA ), WORK( IW ), WORK( IQ2 ), &
                   IWORK( INDX ), IWORK( INDXC ), IWORK( INDXP ), &
                   IWORK( COLTYP ), INFO )
!
      IF( INFO.NE.0 ) &
         GO TO 20
!
!     Solve Secular Equation.
!
      IF( K.NE.0 ) THEN
         IS = ( IWORK( COLTYP )+IWORK( COLTYP+1 ) )*CUTPNT + &
              ( IWORK( COLTYP+1 )+IWORK( COLTYP+2 ) )*( N-CUTPNT ) + IQ2
         CALL DLAED3( K, N, CUTPNT, D, Q, LDQ, RHO, WORK( IDLMDA ), &
                      WORK( IQ2 ), IWORK( INDXC ), IWORK( COLTYP ), &
                      WORK( IW ), WORK( IS ), INFO )
         IF( INFO.NE.0 ) &
            GO TO 20
!
!     Prepare the INDXQ sorting permutation.
!
         N1 = K
         N2 = N - K
         CALL DLAMRG( N1, N2, D, 1, -1, INDXQ )
      ELSE
         DO 10 I = 1, N
            INDXQ( I ) = I
   10    CONTINUE
      END IF
!
   20 CONTINUE
      RETURN
!
!     End of DLAED1
!
      END