/* -- translated by f2c (version 20100827). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" /* > \brief \b DLARRB provides limited bisection to locate eigenvalues for more accuracy. =========== DOCUMENTATION =========== Online html documentation available at http://www.netlib.org/lapack/explore-html/ > \htmlonly > Download DLARRB + dependencies > > [TGZ] > > [ZIP] > > [TXT] > \endhtmlonly Definition: =========== SUBROUTINE DLARRB( N, D, LLD, IFIRST, ILAST, RTOL1, RTOL2, OFFSET, W, WGAP, WERR, WORK, IWORK, PIVMIN, SPDIAM, TWIST, INFO ) INTEGER IFIRST, ILAST, INFO, N, OFFSET, TWIST DOUBLE PRECISION PIVMIN, RTOL1, RTOL2, SPDIAM INTEGER IWORK( * ) DOUBLE PRECISION D( * ), LLD( * ), W( * ), $ WERR( * ), WGAP( * ), WORK( * ) > \par Purpose: ============= > > \verbatim > > Given the relatively robust representation(RRR) L D L^T, DLARRB > does "limited" bisection to refine the eigenvalues of L D L^T, > W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial > guesses for these eigenvalues are input in W, the corresponding estimate > of the error in these guesses and their gaps are input in WERR > and WGAP, respectively. During bisection, intervals > [left, right] are maintained by storing their mid-points and > semi-widths in the arrays W and WERR respectively. > \endverbatim Arguments: ========== > \param[in] N > \verbatim > N is INTEGER > The order of the matrix. > \endverbatim > > \param[in] D > \verbatim > D is DOUBLE PRECISION array, dimension (N) > The N diagonal elements of the diagonal matrix D. > \endverbatim > > \param[in] LLD > \verbatim > LLD is DOUBLE PRECISION array, dimension (N-1) > The (N-1) elements L(i)*L(i)*D(i). > \endverbatim > > \param[in] IFIRST > \verbatim > IFIRST is INTEGER > The index of the first eigenvalue to be computed. > \endverbatim > > \param[in] ILAST > \verbatim > ILAST is INTEGER > The index of the last eigenvalue to be computed. > \endverbatim > > \param[in] RTOL1 > \verbatim > RTOL1 is DOUBLE PRECISION > \endverbatim > > \param[in] RTOL2 > \verbatim > RTOL2 is DOUBLE PRECISION > Tolerance for the convergence of the bisection intervals. > An interval [LEFT,RIGHT] has converged if > RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) > where GAP is the (estimated) distance to the nearest > eigenvalue. > \endverbatim > > \param[in] OFFSET > \verbatim > OFFSET is INTEGER > Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET > through ILAST-OFFSET elements of these arrays are to be used. > \endverbatim > > \param[in,out] W > \verbatim > W is DOUBLE PRECISION array, dimension (N) > On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are > estimates of the eigenvalues of L D L^T indexed IFIRST throug > ILAST. > On output, these estimates are refined. > \endverbatim > > \param[in,out] WGAP > \verbatim > WGAP is DOUBLE PRECISION array, dimension (N-1) > On input, the (estimated) gaps between consecutive > eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between > eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST > then WGAP(IFIRST-OFFSET) must be set to ZERO. > On output, these gaps are refined. > \endverbatim > > \param[in,out] WERR > \verbatim > WERR is DOUBLE PRECISION array, dimension (N) > On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are > the errors in the estimates of the corresponding elements in W. > On output, these errors are refined. > \endverbatim > > \param[out] WORK > \verbatim > WORK is DOUBLE PRECISION array, dimension (2*N) > Workspace. > \endverbatim > > \param[out] IWORK > \verbatim > IWORK is INTEGER array, dimension (2*N) > Workspace. > \endverbatim > > \param[in] PIVMIN > \verbatim > PIVMIN is DOUBLE PRECISION > The minimum pivot in the Sturm sequence. > \endverbatim > > \param[in] SPDIAM > \verbatim > SPDIAM is DOUBLE PRECISION > The spectral diameter of the matrix. > \endverbatim > > \param[in] TWIST > \verbatim > TWIST is INTEGER > The twist index for the twisted factorization that is used > for the negcount. > TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T > TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T > TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r) > \endverbatim > > \param[out] INFO > \verbatim > INFO is INTEGER > Error flag. > \endverbatim Authors: ======== > \author Univ. of Tennessee > \author Univ. of California Berkeley > \author Univ. of Colorado Denver > \author NAG Ltd. > \date September 2012 > \ingroup auxOTHERauxiliary > \par Contributors: ================== > > Beresford Parlett, University of California, Berkeley, USA \n > Jim Demmel, University of California, Berkeley, USA \n > Inderjit Dhillon, University of Texas, Austin, USA \n > Osni Marques, LBNL/NERSC, USA \n > Christof Voemel, University of California, Berkeley, USA ===================================================================== Subroutine */ int igraphdlarrb_(integer *n, doublereal *d__, doublereal *lld, integer *ifirst, integer *ilast, doublereal *rtol1, doublereal *rtol2, integer *offset, doublereal *w, doublereal *wgap, doublereal *werr, doublereal *work, integer *iwork, doublereal *pivmin, doublereal * spdiam, integer *twist, integer *info) { /* System generated locals */ integer i__1; doublereal d__1, d__2; /* Builtin functions */ double log(doublereal); /* Local variables */ integer i__, k, r__, i1, ii, ip; doublereal gap, mid, tmp, back, lgap, rgap, left; integer iter, nint, prev, next; doublereal cvrgd, right, width; extern integer igraphdlaneg_(integer *, doublereal *, doublereal *, doublereal * , doublereal *, integer *); integer negcnt; doublereal mnwdth; integer olnint, maxitr; /* -- LAPACK auxiliary routine (version 3.4.2) -- -- LAPACK is a software package provided by Univ. of Tennessee, -- -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- September 2012 ===================================================================== Parameter adjustments */ --iwork; --work; --werr; --wgap; --w; --lld; --d__; /* Function Body */ *info = 0; maxitr = (integer) ((log(*spdiam + *pivmin) - log(*pivmin)) / log(2.)) + 2; mnwdth = *pivmin * 2.; r__ = *twist; if (r__ < 1 || r__ > *n) { r__ = *n; } /* Initialize unconverged intervals in [ WORK(2*I-1), WORK(2*I) ]. The Sturm Count, Count( WORK(2*I-1) ) is arranged to be I-1, while Count( WORK(2*I) ) is stored in IWORK( 2*I ). The integer IWORK( 2*I-1 ) for an unconverged interval is set to the index of the next unconverged interval, and is -1 or 0 for a converged interval. Thus a linked list of unconverged intervals is set up. */ i1 = *ifirst; /* The number of unconverged intervals */ nint = 0; /* The last unconverged interval found */ prev = 0; rgap = wgap[i1 - *offset]; i__1 = *ilast; for (i__ = i1; i__ <= i__1; ++i__) { k = i__ << 1; ii = i__ - *offset; left = w[ii] - werr[ii]; right = w[ii] + werr[ii]; lgap = rgap; rgap = wgap[ii]; gap = min(lgap,rgap); /* Make sure that [LEFT,RIGHT] contains the desired eigenvalue Compute negcount from dstqds facto L+D+L+^T = L D L^T - LEFT Do while( NEGCNT(LEFT).GT.I-1 ) */ back = werr[ii]; L20: negcnt = igraphdlaneg_(n, &d__[1], &lld[1], &left, pivmin, &r__); if (negcnt > i__ - 1) { left -= back; back *= 2.; goto L20; } /* Do while( NEGCNT(RIGHT).LT.I ) Compute negcount from dstqds facto L+D+L+^T = L D L^T - RIGHT */ back = werr[ii]; L50: negcnt = igraphdlaneg_(n, &d__[1], &lld[1], &right, pivmin, &r__); if (negcnt < i__) { right += back; back *= 2.; goto L50; } width = (d__1 = left - right, abs(d__1)) * .5; /* Computing MAX */ d__1 = abs(left), d__2 = abs(right); tmp = max(d__1,d__2); /* Computing MAX */ d__1 = *rtol1 * gap, d__2 = *rtol2 * tmp; cvrgd = max(d__1,d__2); if (width <= cvrgd || width <= mnwdth) { /* This interval has already converged and does not need refinement. (Note that the gaps might change through refining the eigenvalues, however, they can only get bigger.) Remove it from the list. */ iwork[k - 1] = -1; /* Make sure that I1 always points to the first unconverged interval */ if (i__ == i1 && i__ < *ilast) { i1 = i__ + 1; } if (prev >= i1 && i__ <= *ilast) { iwork[(prev << 1) - 1] = i__ + 1; } } else { /* unconverged interval found */ prev = i__; ++nint; iwork[k - 1] = i__ + 1; iwork[k] = negcnt; } work[k - 1] = left; work[k] = right; /* L75: */ } /* Do while( NINT.GT.0 ), i.e. there are still unconverged intervals and while (ITER.LT.MAXITR) */ iter = 0; L80: prev = i1 - 1; i__ = i1; olnint = nint; i__1 = olnint; for (ip = 1; ip <= i__1; ++ip) { k = i__ << 1; ii = i__ - *offset; rgap = wgap[ii]; lgap = rgap; if (ii > 1) { lgap = wgap[ii - 1]; } gap = min(lgap,rgap); next = iwork[k - 1]; left = work[k - 1]; right = work[k]; mid = (left + right) * .5; /* semiwidth of interval */ width = right - mid; /* Computing MAX */ d__1 = abs(left), d__2 = abs(right); tmp = max(d__1,d__2); /* Computing MAX */ d__1 = *rtol1 * gap, d__2 = *rtol2 * tmp; cvrgd = max(d__1,d__2); if (width <= cvrgd || width <= mnwdth || iter == maxitr) { /* reduce number of unconverged intervals */ --nint; /* Mark interval as converged. */ iwork[k - 1] = 0; if (i1 == i__) { i1 = next; } else { /* Prev holds the last unconverged interval previously examined */ if (prev >= i1) { iwork[(prev << 1) - 1] = next; } } i__ = next; goto L100; } prev = i__; /* Perform one bisection step */ negcnt = igraphdlaneg_(n, &d__[1], &lld[1], &mid, pivmin, &r__); if (negcnt <= i__ - 1) { work[k - 1] = mid; } else { work[k] = mid; } i__ = next; L100: ; } ++iter; /* do another loop if there are still unconverged intervals However, in the last iteration, all intervals are accepted since this is the best we can do. */ if (nint > 0 && iter <= maxitr) { goto L80; } /* At this point, all the intervals have converged */ i__1 = *ilast; for (i__ = *ifirst; i__ <= i__1; ++i__) { k = i__ << 1; ii = i__ - *offset; /* All intervals marked by '0' have been refined. */ if (iwork[k - 1] == 0) { w[ii] = (work[k - 1] + work[k]) * .5; werr[ii] = work[k] - w[ii]; } /* L110: */ } i__1 = *ilast; for (i__ = *ifirst + 1; i__ <= i__1; ++i__) { k = i__ << 1; ii = i__ - *offset; /* Computing MAX */ d__1 = 0., d__2 = w[ii] - werr[ii] - w[ii - 1] - werr[ii - 1]; wgap[ii - 1] = max(d__1,d__2); /* L111: */ } return 0; /* End of DLARRB */ } /* igraphdlarrb_ */