dstedc.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DSTEDC
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DSTEDC + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstedc.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstedc.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstedc.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
!                          LIWORK, INFO )
!
!       .. Scalar Arguments ..
!       CHARACTER          COMPZ
!       INTEGER            INFO, LDZ, LIWORK, LWORK, N
!       ..
!       .. Array Arguments ..
!       INTEGER            IWORK( * )
!       DOUBLE PRECISION   D( * ), E( * ), WORK( * ), Z( LDZ, * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DSTEDC computes all eigenvalues and, optionally, eigenvectors of a
!> symmetric tridiagonal matrix using the divide and conquer method.
!> The eigenvectors of a full or band real symmetric matrix can also be
!> found if DSYTRD or DSPTRD or DSBTRD has been used to reduce this
!> matrix to tridiagonal form.
!>
!> This code makes very mild assumptions about floating point
!> arithmetic. It will work on machines with a guard digit in
!> add/subtract, or on those binary machines without guard digits
!> which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
!> It could conceivably fail on hexadecimal or decimal machines
!> without guard digits, but we know of none.  See DLAED3 for details.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] COMPZ
!> \verbatim
!>          COMPZ is CHARACTER*1
!>          = 'N':  Compute eigenvalues only.
!>          = 'I':  Compute eigenvectors of tridiagonal matrix also.
!>          = 'V':  Compute eigenvectors of original dense symmetric
!>                  matrix also.  On entry, Z 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,out] D
!> \verbatim
!>          D is DOUBLE PRECISION array, dimension (N)
!>          On entry, the diagonal elements of the tridiagonal matrix.
!>          On exit, if INFO = 0, the eigenvalues in ascending order.
!> \endverbatim
!>
!> \param[in,out] E
!> \verbatim
!>          E is DOUBLE PRECISION array, dimension (N-1)
!>          On entry, the subdiagonal elements of the tridiagonal matrix.
!>          On exit, E has been destroyed.
!> \endverbatim
!>
!> \param[in,out] Z
!> \verbatim
!>          Z is DOUBLE PRECISION array, dimension (LDZ,N)
!>          On entry, if COMPZ = 'V', then Z contains the orthogonal
!>          matrix used in the reduction to tridiagonal form.
!>          On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
!>          orthonormal eigenvectors of the original symmetric matrix,
!>          and if COMPZ = 'I', Z contains the orthonormal eigenvectors
!>          of the symmetric tridiagonal matrix.
!>          If  COMPZ = 'N', then Z is not referenced.
!> \endverbatim
!>
!> \param[in] LDZ
!> \verbatim
!>          LDZ is INTEGER
!>          The leading dimension of the array Z.  LDZ >= 1.
!>          If eigenvectors are desired, then LDZ >= max(1,N).
!> \endverbatim
!>
!> \param[out] WORK
!> \verbatim
!>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
!>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
!> \endverbatim
!>
!> \param[in] LWORK
!> \verbatim
!>          LWORK is INTEGER
!>          The dimension of the array WORK.
!>          If COMPZ = 'N' or N <= 1 then LWORK must be at least 1.
!>          If COMPZ = 'V' and N > 1 then LWORK must be at least
!>                         ( 1 + 3*N + 2*N*lg N + 4*N**2 ),
!>                         where lg( N ) = smallest integer k such
!>                         that 2**k >= N.
!>          If COMPZ = 'I' and N > 1 then LWORK must be at least
!>                         ( 1 + 4*N + N**2 ).
!>          Note that for COMPZ = 'I' or 'V', then if N is less than or
!>          equal to the minimum divide size, usually 25, then LWORK need
!>          only be max(1,2*(N-1)).
!>
!>          If LWORK = -1, then a workspace query is assumed; the routine
!>          only calculates the optimal size of the WORK array, returns
!>          this value as the first entry of the WORK array, and no error
!>          message related to LWORK is issued by XERBLA.
!> \endverbatim
!>
!> \param[out] IWORK
!> \verbatim
!>          IWORK is INTEGER array, dimension (MAX(1,LIWORK))
!>          On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
!> \endverbatim
!>
!> \param[in] LIWORK
!> \verbatim
!>          LIWORK is INTEGER
!>          The dimension of the array IWORK.
!>          If COMPZ = 'N' or N <= 1 then LIWORK must be at least 1.
!>          If COMPZ = 'V' and N > 1 then LIWORK must be at least
!>                         ( 6 + 6*N + 5*N*lg N ).
!>          If COMPZ = 'I' and N > 1 then LIWORK must be at least
!>                         ( 3 + 5*N ).
!>          Note that for COMPZ = 'I' or 'V', then if N is less than or
!>          equal to the minimum divide size, usually 25, then LIWORK
!>          need only be 1.
!>
!>          If LIWORK = -1, then a workspace query is assumed; the
!>          routine only calculates the optimal size of the IWORK array,
!>          returns this value as the first entry of the IWORK array, and
!>          no error message related to LIWORK is issued by XERBLA.
!> \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 June 2017
!
!> \ingroup auxOTHERcomputational
!
!> \par Contributors:
!  ==================
!>
!> Jeff Rutter, Computer Science Division, University of California
!> at Berkeley, USA \n
!>  Modified by Francoise Tisseur, University of Tennessee
!>
!  =====================================================================
      SUBROUTINE DSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK, &
                         LIWORK, INFO )
!
!  -- LAPACK computational routine (version 3.7.1) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     June 2017
!
!     .. Scalar Arguments ..
      CHARACTER          COMPZ
      INTEGER            INFO, LDZ, LIWORK, LWORK, N
!     ..
!     .. Array Arguments ..
      INTEGER            IWORK( * )
      DOUBLE PRECISION   D( * ), E( * ), WORK( * ), Z( LDZ, * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TWO
      PARAMETER          ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0 )
!     ..
!     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            FINISH, I, ICOMPZ, II, J, K, LGN, LIWMIN, &
                         LWMIN, M, SMLSIZ, START, STOREZ, STRTRW
      DOUBLE PRECISION   EPS, ORGNRM, P, TINY
!     ..
!     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ILAENV
      DOUBLE PRECISION   DLAMCH, DLANST
      EXTERNAL           LSAME, ILAENV, DLAMCH, DLANST
!     ..
!     .. External Subroutines ..
      EXTERNAL           DGEMM, DLACPY, DLAED0, DLASCL, DLASET, DLASRT, &
                         DSTEQR, DSTERF, DSWAP, XERBLA
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, DBLE, INT, LOG, MAX, MOD, SQRT
!     ..
!     .. Executable Statements ..
!
!     Test the input parameters.
!
      INFO = 0
      LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
!
      IF( LSAME( COMPZ, 'N' ) ) THEN
         ICOMPZ = 0
      ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
         ICOMPZ = 1
      ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
         ICOMPZ = 2
      ELSE
         ICOMPZ = -1
      END IF
      IF( ICOMPZ.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( ( LDZ.LT.1 ) .OR. &
               ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
         INFO = -6
      END IF
!
      IF( INFO.EQ.0 ) THEN
!
!        Compute the workspace requirements
!
         SMLSIZ = ILAENV( 9, 'DSTEDC', ' ', 0, 0, 0, 0 )
         IF( N.LE.1 .OR. ICOMPZ.EQ.0 ) THEN
            LIWMIN = 1
            LWMIN = 1
         ELSE IF( N.LE.SMLSIZ ) THEN
            LIWMIN = 1
            LWMIN = 2*( N - 1 )
         ELSE
            LGN = INT( LOG( DBLE( N ) )/LOG( TWO ) )
            IF( 2**LGN.LT.N ) &
               LGN = LGN + 1
            IF( 2**LGN.LT.N ) &
               LGN = LGN + 1
            IF( ICOMPZ.EQ.1 ) THEN
               LWMIN = 1 + 3*N + 2*N*LGN + 4*N**2
               LIWMIN = 6 + 6*N + 5*N*LGN
            ELSE IF( ICOMPZ.EQ.2 ) THEN
               LWMIN = 1 + 4*N + N**2
               LIWMIN = 3 + 5*N
            END IF
         END IF
         WORK( 1 ) = LWMIN
         IWORK( 1 ) = LIWMIN
!
         IF( LWORK.LT.LWMIN .AND. .NOT. LQUERY ) THEN
            INFO = -8
         ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT. LQUERY ) THEN
            INFO = -10
         END IF
      END IF
!
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DSTEDC', -INFO )
         RETURN
      ELSE IF (LQUERY) THEN
         RETURN
      END IF
!
!     Quick return if possible
!
      IF( N.EQ.0 ) &
         RETURN
      IF( N.EQ.1 ) THEN
         IF( ICOMPZ.NE.0 ) &
            Z( 1, 1 ) = ONE
         RETURN
      END IF
!
!     If the following conditional clause is removed, then the routine
!     will use the Divide and Conquer routine to compute only the
!     eigenvalues, which requires (3N + 3N**2) real workspace and
!     (2 + 5N + 2N lg(N)) integer workspace.
!     Since on many architectures DSTERF is much faster than any other
!     algorithm for finding eigenvalues only, it is used here
!     as the default. If the conditional clause is removed, then
!     information on the size of workspace needs to be changed.
!
!     If COMPZ = 'N', use DSTERF to compute the eigenvalues.
!
      IF( ICOMPZ.EQ.0 ) THEN
         CALL DSTERF( N, D, E, INFO )
         GO TO 50
      END IF
!
!     If N is smaller than the minimum divide size (SMLSIZ+1), then
!     solve the problem with another solver.
!
      IF( N.LE.SMLSIZ ) THEN
!
         CALL DSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
!
      ELSE
!
!        If COMPZ = 'V', the Z matrix must be stored elsewhere for later
!        use.
!
         IF( ICOMPZ.EQ.1 ) THEN
            STOREZ = 1 + N*N
         ELSE
            STOREZ = 1
         END IF
!
         IF( ICOMPZ.EQ.2 ) THEN
            CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
         END IF
!
!        Scale.
!
         ORGNRM = DLANST( 'M', N, D, E )
         IF( ORGNRM.EQ.ZERO ) &
            GO TO 50
!
         EPS = DLAMCH( 'Epsilon' )
!
         START = 1
!
!        while ( START <= N )
!
   10    CONTINUE
         IF( START.LE.N ) THEN
!
!           Let FINISH be the position of the next subdiagonal entry
!           such that E( FINISH ) <= TINY or FINISH = N if no such
!           subdiagonal exists.  The matrix identified by the elements
!           between START and FINISH constitutes an independent
!           sub-problem.
!
            FINISH = START
   20       CONTINUE
            IF( FINISH.LT.N ) THEN
               TINY = EPS*SQRT( ABS( D( FINISH ) ) )* &
                          SQRT( ABS( D( FINISH+1 ) ) )
               IF( ABS( E( FINISH ) ).GT.TINY ) THEN
                  FINISH = FINISH + 1
                  GO TO 20
               END IF
            END IF
!
!           (Sub) Problem determined.  Compute its size and solve it.
!
            M = FINISH - START + 1
            IF( M.EQ.1 ) THEN
               START = FINISH + 1
               GO TO 10
            END IF
            IF( M.GT.SMLSIZ ) THEN
!
!              Scale.
!
               ORGNRM = DLANST( 'M', M, D( START ), E( START ) )
               CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, M, 1, D( START ), M, &
                            INFO )
               CALL DLASCL( 'G', 0, 0, ORGNRM, ONE, M-1, 1, E( START ), &
                            M-1, INFO )
!
               IF( ICOMPZ.EQ.1 ) THEN
                  STRTRW = 1
               ELSE
                  STRTRW = START
               END IF
               CALL DLAED0( ICOMPZ, N, M, D( START ), E( START ), &
                            Z( STRTRW, START ), LDZ, WORK( 1 ), N, &
                            WORK( STOREZ ), IWORK, INFO )
               IF( INFO.NE.0 ) THEN
                  INFO = ( INFO / ( M+1 )+START-1 )*( N+1 ) + &
                         MOD( INFO, ( M+1 ) ) + START - 1
                  GO TO 50
               END IF
!
!              Scale back.
!
               CALL DLASCL( 'G', 0, 0, ONE, ORGNRM, M, 1, D( START ), M, &
                            INFO )
!
            ELSE
               IF( ICOMPZ.EQ.1 ) THEN
!
!                 Since QR won't update a Z matrix which is larger than
!                 the length of D, we must solve the sub-problem in a
!                 workspace and then multiply back into Z.
!
                  CALL DSTEQR( 'I', M, D( START ), E( START ), WORK, M, &
                               WORK( M*M+1 ), INFO )
                  CALL DLACPY( 'A', N, M, Z( 1, START ), LDZ, &
                               WORK( STOREZ ), N )
                  CALL DGEMM( 'N', 'N', N, M, M, ONE, &
                              WORK( STOREZ ), N, WORK, M, ZERO, &
                              Z( 1, START ), LDZ )
               ELSE IF( ICOMPZ.EQ.2 ) THEN
                  CALL DSTEQR( 'I', M, D( START ), E( START ), &
                               Z( START, START ), LDZ, WORK, INFO )
               ELSE
                  CALL DSTERF( M, D( START ), E( START ), INFO )
               END IF
               IF( INFO.NE.0 ) THEN
                  INFO = START*( N+1 ) + FINISH
                  GO TO 50
               END IF
            END IF
!
            START = FINISH + 1
            GO TO 10
         END IF
!
!        endwhile
!
         IF( ICOMPZ.EQ.0 ) THEN
!
!          Use Quick Sort
!
           CALL DLASRT( 'I', N, D, INFO )
!
         ELSE
!
!          Use Selection Sort to minimize swaps of eigenvectors
!
           DO 40 II = 2, N
              I = II - 1
              K = I
              P = D( I )
              DO 30 J = II, N
                 IF( D( J ).LT.P ) THEN
                    K = J
                    P = D( J )
                 END IF
   30         CONTINUE
              IF( K.NE.I ) THEN
                 D( K ) = D( I )
                 D( I ) = P
                 CALL DSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
              END IF
   40      CONTINUE
         END IF
      END IF
!
   50 CONTINUE
      WORK( 1 ) = LWMIN
      IWORK( 1 ) = LIWMIN
!
      RETURN
!
!     End of DSTEDC
!
      END