dlaed7.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLAED7 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 dense.
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLAED7 + dependencies
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!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed7.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed7.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q,
!                          LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR,
!                          PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK,
!                          INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N,
!      $                   QSIZ, TLVLS
!       DOUBLE PRECISION   RHO
!       ..
!       .. Array Arguments ..
!       INTEGER            GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ),
!      $                   IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
!       DOUBLE PRECISION   D( * ), GIVNUM( 2, * ), Q( LDQ, * ),
!      $                   QSTORE( * ), WORK( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLAED7 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 optionally eigenvectors of a dense symmetric matrix
!> that has been reduced to tridiagonal form.  DLAED1 handles
!> the case in which all eigenvalues and eigenvectors of a symmetric
!> tridiagonal matrix are desired.
!>
!>   T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)
!>
!>    where Z = Q**Tu, 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 DLAED8.
!>
!>       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 DLAED9).
!>       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] 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.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>         The dimension of the symmetric tridiagonal matrix.  N >= 0.
!> \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] TLVLS
!> \verbatim
!>          TLVLS is INTEGER
!>         The total number of merging levels in the overall divide and
!>         conquer tree.
!> \endverbatim
!>
!> \param[in] CURLVL
!> \verbatim
!>          CURLVL is INTEGER
!>         The current level in the overall merge routine,
!>         0 <= CURLVL <= TLVLS.
!> \endverbatim
!>
!> \param[in] CURPBM
!> \verbatim
!>          CURPBM is INTEGER
!>         The current problem in the current level in the overall
!>         merge routine (counting from upper left to lower right).
!> \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[out] INDXQ
!> \verbatim
!>          INDXQ is INTEGER array, dimension (N)
!>         The permutation which will reintegrate the subproblem just
!>         solved 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 element used to create the rank-1
!>         modification.
!> \endverbatim
!>
!> \param[in] CUTPNT
!> \verbatim
!>          CUTPNT is INTEGER
!>         Contains the location of the last eigenvalue in the leading
!>         sub-matrix.  min(1,N) <= CUTPNT <= N.
!> \endverbatim
!>
!> \param[in,out] QSTORE
!> \verbatim
!>          QSTORE is DOUBLE PRECISION array, dimension (N**2+1)
!>         Stores eigenvectors of submatrices encountered during
!>         divide and conquer, packed together. QPTR points to
!>         beginning of the submatrices.
!> \endverbatim
!>
!> \param[in,out] QPTR
!> \verbatim
!>          QPTR is INTEGER array, dimension (N+2)
!>         List of indices pointing to beginning of submatrices stored
!>         in QSTORE. The submatrices are numbered starting at the
!>         bottom left of the divide and conquer tree, from left to
!>         right and bottom to top.
!> \endverbatim
!>
!> \param[in] PRMPTR
!> \verbatim
!>          PRMPTR is INTEGER array, dimension (N lg N)
!>         Contains a list of pointers which indicate where in PERM a
!>         level's permutation is stored.  PRMPTR(i+1) - PRMPTR(i)
!>         indicates the size of the permutation and also the size of
!>         the full, non-deflated problem.
!> \endverbatim
!>
!> \param[in] PERM
!> \verbatim
!>          PERM is INTEGER array, dimension (N lg N)
!>         Contains the permutations (from deflation and sorting) to be
!>         applied to each eigenblock.
!> \endverbatim
!>
!> \param[in] GIVPTR
!> \verbatim
!>          GIVPTR is INTEGER array, dimension (N lg N)
!>         Contains a list of pointers which indicate where in GIVCOL a
!>         level's Givens rotations are stored.  GIVPTR(i+1) - GIVPTR(i)
!>         indicates the number of Givens rotations.
!> \endverbatim
!>
!> \param[in] GIVCOL
!> \verbatim
!>          GIVCOL is INTEGER array, dimension (2, N lg N)
!>         Each pair of numbers indicates a pair of columns to take place
!>         in a Givens rotation.
!> \endverbatim
!>
!> \param[in] GIVNUM
!> \verbatim
!>          GIVNUM is DOUBLE PRECISION array, dimension (2, N lg N)
!>         Each number indicates the S value to be used in the
!>         corresponding Givens rotation.
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (3*N+2*QSIZ*N)
!> \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
!
!  =====================================================================
      SUBROUTINE DLAED7( ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q, &
                         LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR, &
                         PERM, GIVPTR, GIVCOL, GIVNUM, 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            CURLVL, CURPBM, CUTPNT, ICOMPQ, INFO, LDQ, N, &
                         QSIZ, TLVLS
      DOUBLE PRECISION   RHO
!     ..
!     .. Array Arguments ..
      INTEGER            GIVCOL( 2, * ), GIVPTR( * ), INDXQ( * ), &
                         IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
      DOUBLE PRECISION   D( * ), GIVNUM( 2, * ), Q( LDQ, * ), &
                         QSTORE( * ), WORK( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0D0, ZERO = 0.0D0 )
!     ..
!     .. Local Scalars ..
      INTEGER            COLTYP, CURR, I, IDLMDA, INDX, INDXC, INDXP, &
                         IQ2, IS, IW, IZ, K, LDQ2, N1, N2, PTR
!     ..
!     .. External Subroutines ..
      EXTERNAL           DGEMM, DLAED8, DLAED9, DLAEDA, DLAMRG, XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
!
      IF( ICOMPQ.LT.0 .OR. ICOMPQ.GT.1 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( ICOMPQ.EQ.1 .AND. QSIZ.LT.N ) THEN
         INFO = -3
      ELSE IF( LDQ.LT.MAX( 1, N ) ) THEN
         INFO = -9
      ELSE IF( MIN( 1, N ).GT.CUTPNT .OR. N.LT.CUTPNT ) THEN
         INFO = -12
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DLAED7', -INFO )
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( N.EQ.0 ) &
         RETURN
!
!     The following values are for bookkeeping purposes only.  They are
!     integer pointers which indicate the portion of the workspace
!     used by a particular array in DLAED8 and DLAED9.
!
      IF( ICOMPQ.EQ.1 ) THEN
         LDQ2 = QSIZ
      ELSE
         LDQ2 = N
      END IF
!
      IZ = 1
      IDLMDA = IZ + N
      IW = IDLMDA + N
      IQ2 = IW + N
      IS = IQ2 + N*LDQ2
!
      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.
!
      PTR = 1 + 2**TLVLS
      DO 10 I = 1, CURLVL - 1
         PTR = PTR + 2**( TLVLS-I )
   10 CONTINUE
      CURR = PTR + CURPBM
      CALL DLAEDA( N, TLVLS, CURLVL, CURPBM, PRMPTR, PERM, GIVPTR, &
                   GIVCOL, GIVNUM, QSTORE, QPTR, WORK( IZ ), &
                   WORK( IZ+N ), INFO )
!
!     When solving the final problem, we no longer need the stored data,
!     so we will overwrite the data from this level onto the previously
!     used storage space.
!
      IF( CURLVL.EQ.TLVLS ) THEN
         QPTR( CURR ) = 1
         PRMPTR( CURR ) = 1
         GIVPTR( CURR ) = 1
      END IF
!
!     Sort and Deflate eigenvalues.
!
      CALL DLAED8( ICOMPQ, K, N, QSIZ, D, Q, LDQ, INDXQ, RHO, CUTPNT, &
                   WORK( IZ ), WORK( IDLMDA ), WORK( IQ2 ), LDQ2, &
                   WORK( IW ), PERM( PRMPTR( CURR ) ), GIVPTR( CURR+1 ), &
                   GIVCOL( 1, GIVPTR( CURR ) ), &
                   GIVNUM( 1, GIVPTR( CURR ) ), IWORK( INDXP ), &
                   IWORK( INDX ), INFO )
      PRMPTR( CURR+1 ) = PRMPTR( CURR ) + N
      GIVPTR( CURR+1 ) = GIVPTR( CURR+1 ) + GIVPTR( CURR )
!
!     Solve Secular Equation.
!
      IF( K.NE.0 ) THEN
         CALL DLAED9( K, 1, K, N, D, WORK( IS ), K, RHO, WORK( IDLMDA ), &
                      WORK( IW ), QSTORE( QPTR( CURR ) ), K, INFO )
         IF( INFO.NE.0 ) &
            GO TO 30
         IF( ICOMPQ.EQ.1 ) THEN
            CALL DGEMM( 'N', 'N', QSIZ, K, K, ONE, WORK( IQ2 ), LDQ2, &
                        QSTORE( QPTR( CURR ) ), K, ZERO, Q, LDQ )
         END IF
         QPTR( CURR+1 ) = QPTR( CURR ) + K**2
!
!     Prepare the INDXQ sorting permutation.
!
         N1 = K
         N2 = N - K
         CALL DLAMRG( N1, N2, D, 1, -1, INDXQ )
      ELSE
         QPTR( CURR+1 ) = QPTR( CURR )
         DO 20 I = 1, N
            INDXQ( I ) = I
   20    CONTINUE
      END IF
!
   30 CONTINUE
      RETURN
!
!     End of DLAED7
!
      END