dlasq4.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLASQ4
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLASQ4 + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasq4.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq4.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq4.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
!                          DN1, DN2, TAU, TTYPE, G )
!
!       .. Scalar Arguments ..
!       INTEGER            I0, N0, N0IN, PP, TTYPE
!       DOUBLE PRECISION   DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   Z( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLASQ4 computes an approximation TAU to the smallest eigenvalue
!> using values of d from the previous transform.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] I0
!> \verbatim
!>          I0 is INTEGER
!>        First index.
!> \endverbatim
!>
!> \param[in] N0
!> \verbatim
!>          N0 is INTEGER
!>        Last index.
!> \endverbatim
!>
!> \param[in] Z
!> \verbatim
!>          Z is DOUBLE PRECISION array, dimension ( 4*N )
!>        Z holds the qd array.
!> \endverbatim
!>
!> \param[in] PP
!> \verbatim
!>          PP is INTEGER
!>        PP=0 for ping, PP=1 for pong.
!> \endverbatim
!>
!> \param[in] N0IN
!> \verbatim
!>          N0IN is INTEGER
!>        The value of N0 at start of EIGTEST.
!> \endverbatim
!>
!> \param[in] DMIN
!> \verbatim
!>          DMIN is DOUBLE PRECISION
!>        Minimum value of d.
!> \endverbatim
!>
!> \param[in] DMIN1
!> \verbatim
!>          DMIN1 is DOUBLE PRECISION
!>        Minimum value of d, excluding D( N0 ).
!> \endverbatim
!>
!> \param[in] DMIN2
!> \verbatim
!>          DMIN2 is DOUBLE PRECISION
!>        Minimum value of d, excluding D( N0 ) and D( N0-1 ).
!> \endverbatim
!>
!> \param[in] DN
!> \verbatim
!>          DN is DOUBLE PRECISION
!>        d(N)
!> \endverbatim
!>
!> \param[in] DN1
!> \verbatim
!>          DN1 is DOUBLE PRECISION
!>        d(N-1)
!> \endverbatim
!>
!> \param[in] DN2
!> \verbatim
!>          DN2 is DOUBLE PRECISION
!>        d(N-2)
!> \endverbatim
!>
!> \param[out] TAU
!> \verbatim
!>          TAU is DOUBLE PRECISION
!>        This is the shift.
!> \endverbatim
!>
!> \param[out] TTYPE
!> \verbatim
!>          TTYPE is INTEGER
!>        Shift type.
!> \endverbatim
!>
!> \param[in,out] G
!> \verbatim
!>          G is REAL
!>        G is passed as an argument in order to save its value between
!>        calls to DLASQ4.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup auxOTHERcomputational
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  CNST1 = 9/16
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN, &
     &                   DN1, DN2, TAU, TTYPE, G )
!
!  -- LAPACK computational routine (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. Scalar Arguments ..
      INTEGER            I0, N0, N0IN, PP, TTYPE
      DOUBLE PRECISION   DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   Z( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   CNST1, CNST2, CNST3
      PARAMETER          ( CNST1 = 0.5630D0, CNST2 = 1.010D0, &
     &                   CNST3 = 1.050D0 )
      DOUBLE PRECISION   QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
      PARAMETER          ( QURTR = 0.250D0, THIRD = 0.3330D0, &
     &                   HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0, &
     &                   TWO = 2.0D0, HUNDRD = 100.0D0 )
!     ..
!     .. Local Scalars ..
      INTEGER            I4, NN, NP
      DOUBLE PRECISION   A2, B1, B2, GAM, GAP1, GAP2, S
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN, SQRT
!     ..
!     .. Executable Statements ..
!
!     A negative DMIN forces the shift to take that absolute value
!     TTYPE records the type of shift.
!
      IF( DMIN.LE.ZERO ) THEN
         TAU = -DMIN
         TTYPE = -1
         RETURN
      END IF
!
      NN = 4*N0 + PP
      IF( N0IN.EQ.N0 ) THEN
!
!        No eigenvalues deflated.
!
         IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
!
            B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
            B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
            A2 = Z( NN-7 ) + Z( NN-5 )
!
!           Cases 2 and 3.
!
            IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
               GAP2 = DMIN2 - A2 - DMIN2*QURTR
               IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
                  GAP1 = A2 - DN - ( B2 / GAP2 )*B2
               ELSE
                  GAP1 = A2 - DN - ( B1+B2 )
               END IF
               IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
                  S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
                  TTYPE = -2
               ELSE
                  S = ZERO
                  IF( DN.GT.B1 ) &
     &               S = DN - B1
                  IF( A2.GT.( B1+B2 ) ) &
     &               S = MIN( S, A2-( B1+B2 ) )
                  S = MAX( S, THIRD*DMIN )
                  TTYPE = -3
               END IF
            ELSE
!
!              Case 4.
!
               TTYPE = -4
               S = QURTR*DMIN
               IF( DMIN.EQ.DN ) THEN
                  GAM = DN
                  A2 = ZERO
                  IF( Z( NN-5 ) .GT. Z( NN-7 ) ) &
     &               RETURN
                  B2 = Z( NN-5 ) / Z( NN-7 )
                  NP = NN - 9
               ELSE
                  NP = NN - 2*PP
                  B2 = Z( NP-2 )
                  GAM = DN1
                  IF( Z( NP-4 ) .GT. Z( NP-2 ) ) &
     &               RETURN
                  A2 = Z( NP-4 ) / Z( NP-2 )
                  IF( Z( NN-9 ) .GT. Z( NN-11 ) ) &
     &               RETURN
                  B2 = Z( NN-9 ) / Z( NN-11 )
                  NP = NN - 13
               END IF
!
!              Approximate contribution to norm squared from I < NN-1.
!
               A2 = A2 + B2
               DO 10 I4 = NP, 4*I0 - 1 + PP, -4
                  IF( B2.EQ.ZERO ) &
     &               GO TO 20
                  B1 = B2
                  IF( Z( I4 ) .GT. Z( I4-2 ) ) &
     &               RETURN
                  B2 = B2*( Z( I4 ) / Z( I4-2 ) )
                  A2 = A2 + B2
                  IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 ) &
     &               GO TO 20
   10          CONTINUE
   20          CONTINUE
               A2 = CNST3*A2
!
!              Rayleigh quotient residual bound.
!
               IF( A2.LT.CNST1 ) &
     &            S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
            END IF
         ELSE IF( DMIN.EQ.DN2 ) THEN
!
!           Case 5.
!
            TTYPE = -5
            S = QURTR*DMIN
!
!           Compute contribution to norm squared from I > NN-2.
!
            NP = NN - 2*PP
            B1 = Z( NP-2 )
            B2 = Z( NP-6 )
            GAM = DN2
            IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 ) &
     &         RETURN
            A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
!
!           Approximate contribution to norm squared from I < NN-2.
!
            IF( N0-I0.GT.2 ) THEN
               B2 = Z( NN-13 ) / Z( NN-15 )
               A2 = A2 + B2
               DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
                  IF( B2.EQ.ZERO ) &
     &               GO TO 40
                  B1 = B2
                  IF( Z( I4 ) .GT. Z( I4-2 ) ) &
     &               RETURN
                  B2 = B2*( Z( I4 ) / Z( I4-2 ) )
                  A2 = A2 + B2
                  IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 ) &
     &               GO TO 40
   30          CONTINUE
   40          CONTINUE
               A2 = CNST3*A2
            END IF
!
            IF( A2.LT.CNST1 ) &
     &         S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
         ELSE
!
!           Case 6, no information to guide us.
!
            IF( TTYPE.EQ.-6 ) THEN
               G = G + THIRD*( ONE-G )
            ELSE IF( TTYPE.EQ.-18 ) THEN
               G = QURTR*THIRD
            ELSE
               G = QURTR
            END IF
            S = G*DMIN
            TTYPE = -6
         END IF
!
      ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
!
!        One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
!
         IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN
!
!           Cases 7 and 8.
!
            TTYPE = -7
            S = THIRD*DMIN1
            IF( Z( NN-5 ).GT.Z( NN-7 ) ) &
     &         RETURN
            B1 = Z( NN-5 ) / Z( NN-7 )
            B2 = B1
            IF( B2.EQ.ZERO ) &
     &         GO TO 60
            DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
               A2 = B1
               IF( Z( I4 ).GT.Z( I4-2 ) ) &
     &            RETURN
               B1 = B1*( Z( I4 ) / Z( I4-2 ) )
               B2 = B2 + B1
               IF( HUNDRD*MAX( B1, A2 ).LT.B2 ) &
     &            GO TO 60
   50       CONTINUE
   60       CONTINUE
            B2 = SQRT( CNST3*B2 )
            A2 = DMIN1 / ( ONE+B2**2 )
            GAP2 = HALF*DMIN2 - A2
            IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
               S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
            ELSE
               S = MAX( S, A2*( ONE-CNST2*B2 ) )
               TTYPE = -8
            END IF
         ELSE
!
!           Case 9.
!
            S = QURTR*DMIN1
            IF( DMIN1.EQ.DN1 ) &
     &         S = HALF*DMIN1
            TTYPE = -9
         END IF
!
      ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
!
!        Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
!
!        Cases 10 and 11.
!
         IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN
            TTYPE = -10
            S = THIRD*DMIN2
            IF( Z( NN-5 ).GT.Z( NN-7 ) ) &
     &         RETURN
            B1 = Z( NN-5 ) / Z( NN-7 )
            B2 = B1
            IF( B2.EQ.ZERO ) &
     &         GO TO 80
            DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
               IF( Z( I4 ).GT.Z( I4-2 ) ) &
     &            RETURN
               B1 = B1*( Z( I4 ) / Z( I4-2 ) )
               B2 = B2 + B1
               IF( HUNDRD*B1.LT.B2 ) &
     &            GO TO 80
   70       CONTINUE
   80       CONTINUE
            B2 = SQRT( CNST3*B2 )
            A2 = DMIN2 / ( ONE+B2**2 )
            GAP2 = Z( NN-7 ) + Z( NN-9 ) - &
     &             SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
            IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
               S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
            ELSE
               S = MAX( S, A2*( ONE-CNST2*B2 ) )
            END IF
         ELSE
            S = QURTR*DMIN2
            TTYPE = -11
         END IF
      ELSE IF( N0IN.GT.( N0+2 ) ) THEN
!
!        Case 12, more than two eigenvalues deflated. No information.
!
         S = ZERO
         TTYPE = -12
      END IF
!
      TAU = S
      RETURN
!
!     End of DLASQ4
!
      END