dlaed9.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLAED9 used by sstedc. Finds the roots of the secular equation and updates the eigenvectors. Used when the original matrix is dense.
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLAED9 + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaed9.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed9.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed9.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLAED9( K, KSTART, KSTOP, N, D, Q, LDQ, RHO, DLAMDA, W,
!                          S, LDS, INFO )
!
!       .. Scalar Arguments ..
!       INTEGER            INFO, K, KSTART, KSTOP, LDQ, LDS, N
!       DOUBLE PRECISION   RHO
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   D( * ), DLAMDA( * ), Q( LDQ, * ), S( LDS, * ),
!      $                   W( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLAED9 finds the roots of the secular equation, as defined by the
!> values in D, Z, and RHO, between KSTART and KSTOP.  It makes the
!> appropriate calls to DLAED4 and then stores the new matrix of
!> eigenvectors for use in calculating the next level of Z vectors.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] K
!> \verbatim
!>          K is INTEGER
!>          The number of terms in the rational function to be solved by
!>          DLAED4.  K >= 0.
!> \endverbatim
!>
!> \param[in] KSTART
!> \verbatim
!>          KSTART is INTEGER
!> \endverbatim
!>
!> \param[in] KSTOP
!> \verbatim
!>          KSTOP is INTEGER
!>          The updated eigenvalues Lambda(I), KSTART <= I <= KSTOP
!>          are to be computed.  1 <= KSTART <= KSTOP <= K.
!> \endverbatim
!>
!> \param[in] N
!> \verbatim
!>          N is INTEGER
!>          The number of rows and columns in the Q matrix.
!>          N >= K (delation may result in N > K).
!> \endverbatim
!>
!> \param[out] D
!> \verbatim
!>          D is DOUBLE PRECISION array, dimension (N)
!>          D(I) contains the updated eigenvalues
!>          for KSTART <= I <= KSTOP.
!> \endverbatim
!>
!> \param[out] Q
!> \verbatim
!>          Q is DOUBLE PRECISION array, dimension (LDQ,N)
!> \endverbatim
!>
!> \param[in] LDQ
!> \verbatim
!>          LDQ is INTEGER
!>          The leading dimension of the array Q.  LDQ >= max( 1, N ).
!> \endverbatim
!>
!> \param[in] RHO
!> \verbatim
!>          RHO is DOUBLE PRECISION
!>          The value of the parameter in the rank one update equation.
!>          RHO >= 0 required.
!> \endverbatim
!>
!> \param[in] DLAMDA
!> \verbatim
!>          DLAMDA is DOUBLE PRECISION array, dimension (K)
!>          The first K elements of this array contain the old roots
!>          of the deflated updating problem.  These are the poles
!>          of the secular equation.
!> \endverbatim
!>
!> \param[in] W
!> \verbatim
!>          W is DOUBLE PRECISION array, dimension (K)
!>          The first K elements of this array contain the components
!>          of the deflation-adjusted updating vector.
!> \endverbatim
!>
!> \param[out] S
!> \verbatim
!>          S is DOUBLE PRECISION array, dimension (LDS, K)
!>          Will contain the eigenvectors of the repaired matrix which
!>          will be stored for subsequent Z vector calculation and
!>          multiplied by the previously accumulated eigenvectors
!>          to update the system.
!> \endverbatim
!>
!> \param[in] LDS
!> \verbatim
!>          LDS is INTEGER
!>          The leading dimension of S.  LDS >= max( 1, K ).
!> \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 December 2016
!
!> \ingroup auxOTHERcomputational
!
!> \par Contributors:
!  ==================
!>
!> Jeff Rutter, Computer Science Division, University of California
!> at Berkeley, USA
!
!  =====================================================================
      SUBROUTINE DLAED9( K, KSTART, KSTOP, N, D, Q, LDQ, RHO, DLAMDA, W, &
                         S, LDS, 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            INFO, K, KSTART, KSTOP, LDQ, LDS, N
      DOUBLE PRECISION   RHO
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   D( * ), DLAMDA( * ), Q( LDQ, * ), S( LDS, * ), &
                         W( * )
!     ..
!
!  =====================================================================
!
!     .. Local Scalars ..
      INTEGER            I, J
      DOUBLE PRECISION   TEMP
!     ..
!     .. External Functions ..
      DOUBLE PRECISION   DLAMC3, DNRM2
      EXTERNAL           DLAMC3, DNRM2
!     ..
!     .. External Subroutines ..
      EXTERNAL           DCOPY, DLAED4, XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, SIGN, SQRT
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
!
      IF( K.LT.0 ) THEN
         INFO = -1
      ELSE IF( KSTART.LT.1 .OR. KSTART.GT.MAX( 1, K ) ) THEN
         INFO = -2
      ELSE IF( MAX( 1, KSTOP ).LT.KSTART .OR. KSTOP.GT.MAX( 1, K ) ) &
                THEN
         INFO = -3
      ELSE IF( N.LT.K ) THEN
         INFO = -4
      ELSE IF( LDQ.LT.MAX( 1, K ) ) THEN
         INFO = -7
      ELSE IF( LDS.LT.MAX( 1, K ) ) THEN
         INFO = -12
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DLAED9', -INFO )
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( K.EQ.0 ) &
         RETURN
!
!     Modify values DLAMDA(i) to make sure all DLAMDA(i)-DLAMDA(j) can
!     be computed with high relative accuracy (barring over/underflow).
!     This is a problem on machines without a guard digit in
!     add/subtract (Cray XMP, Cray YMP, Cray C 90 and Cray 2).
!     The following code replaces DLAMDA(I) by 2*DLAMDA(I)-DLAMDA(I),
!     which on any of these machines zeros out the bottommost
!     bit of DLAMDA(I) if it is 1; this makes the subsequent
!     subtractions DLAMDA(I)-DLAMDA(J) unproblematic when cancellation
!     occurs. On binary machines with a guard digit (almost all
!     machines) it does not change DLAMDA(I) at all. On hexadecimal
!     and decimal machines with a guard digit, it slightly
!     changes the bottommost bits of DLAMDA(I). It does not account
!     for hexadecimal or decimal machines without guard digits
!     (we know of none). We use a subroutine call to compute
!     2*DLAMBDA(I) to prevent optimizing compilers from eliminating
!     this code.
!
      DO 10 I = 1, N
         DLAMDA( I ) = DLAMC3( DLAMDA( I ), DLAMDA( I ) ) - DLAMDA( I )
   10 CONTINUE
!
      DO 20 J = KSTART, KSTOP
         CALL DLAED4( K, J, DLAMDA, W, Q( 1, J ), RHO, D( J ), INFO )
!
!        If the zero finder fails, the computation is terminated.
!
         IF( INFO.NE.0 ) &
            GO TO 120
   20 CONTINUE
!
      IF( K.EQ.1 .OR. K.EQ.2 ) THEN
         DO 40 I = 1, K
            DO 30 J = 1, K
               S( J, I ) = Q( J, I )
   30       CONTINUE
   40    CONTINUE
         GO TO 120
      END IF
!
!     Compute updated W.
!
      CALL DCOPY( K, W, 1, S, 1 )
!
!     Initialize W(I) = Q(I,I)
!
      CALL DCOPY( K, Q, LDQ+1, W, 1 )
      DO 70 J = 1, K
         DO 50 I = 1, J - 1
            W( I ) = W( I )*( Q( I, J ) / ( DLAMDA( I )-DLAMDA( J ) ) )
   50    CONTINUE
         DO 60 I = J + 1, K
            W( I ) = W( I )*( Q( I, J ) / ( DLAMDA( I )-DLAMDA( J ) ) )
   60    CONTINUE
   70 CONTINUE
      DO 80 I = 1, K
         W( I ) = SIGN( SQRT( -W( I ) ), S( I, 1 ) )
   80 CONTINUE
!
!     Compute eigenvectors of the modified rank-1 modification.
!
      DO 110 J = 1, K
         DO 90 I = 1, K
            Q( I, J ) = W( I ) / Q( I, J )
   90    CONTINUE
         TEMP = DNRM2( K, Q( 1, J ), 1 )
         DO 100 I = 1, K
            S( I, J ) = Q( I, J ) / TEMP
  100    CONTINUE
  110 CONTINUE
!
  120 CONTINUE
      RETURN
!
!     End of DLAED9
!
      END