*> \brief \b DSTERF * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DSTERF + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DSTERF( N, D, E, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, N * .. * .. Array Arguments .. * DOUBLE PRECISION D( * ), E( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DSTERF computes all eigenvalues of a symmetric tridiagonal matrix *> using the Pal-Walker-Kahan variant of the QL or QR algorithm. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix. N >= 0. *> \endverbatim *> *> \param[in,out] D *> \verbatim *> D is DOUBLE PRECISION array, dimension (N) *> On entry, the n 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 (n-1) subdiagonal elements of the tridiagonal *> matrix. *> On exit, E has been destroyed. *> \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 find all of the eigenvalues in *> a total of 30*N iterations; if INFO = i, then i *> elements of E have not converged to zero. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup auxOTHERcomputational * * ===================================================================== SUBROUTINE DSTERF( N, D, E, INFO ) * * -- 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 INFO, N * .. * .. Array Arguments .. DOUBLE PRECISION D( * ), E( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO, THREE PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0, $ THREE = 3.0D0 ) INTEGER MAXIT PARAMETER ( MAXIT = 30 ) * .. * .. Local Scalars .. INTEGER I, ISCALE, JTOT, L, L1, LEND, LENDSV, LSV, M, $ NMAXIT DOUBLE PRECISION ALPHA, ANORM, BB, C, EPS, EPS2, GAMMA, OLDC, $ OLDGAM, P, R, RT1, RT2, RTE, S, SAFMAX, SAFMIN, $ SIGMA, SSFMAX, SSFMIN, RMAX * .. * .. External Functions .. DOUBLE PRECISION DLAMCH, DLANST, DLAPY2 EXTERNAL DLAMCH, DLANST, DLAPY2 * .. * .. External Subroutines .. EXTERNAL DLAE2, DLASCL, DLASRT, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC ABS, SIGN, SQRT * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 * * Quick return if possible * IF( N.LT.0 ) THEN INFO = -1 CALL XERBLA( 'DSTERF', -INFO ) RETURN END IF IF( N.LE.1 ) $ RETURN * * Determine the unit roundoff for this environment. * EPS = DLAMCH( 'E' ) EPS2 = EPS**2 SAFMIN = DLAMCH( 'S' ) SAFMAX = ONE / SAFMIN SSFMAX = SQRT( SAFMAX ) / THREE SSFMIN = SQRT( SAFMIN ) / EPS2 RMAX = DLAMCH( 'O' ) * * Compute the eigenvalues of the tridiagonal matrix. * NMAXIT = N*MAXIT SIGMA = ZERO JTOT = 0 * * Determine where the matrix splits and choose QL or QR iteration * for each block, according to whether top or bottom diagonal * element is smaller. * L1 = 1 * 10 CONTINUE IF( L1.GT.N ) $ GO TO 170 IF( L1.GT.1 ) $ E( L1-1 ) = ZERO DO 20 M = L1, N - 1 IF( ABS( E( M ) ).LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+ $ 1 ) ) ) )*EPS ) THEN E( M ) = ZERO GO TO 30 END IF 20 CONTINUE M = N * 30 CONTINUE L = L1 LSV = L LEND = M LENDSV = LEND L1 = M + 1 IF( LEND.EQ.L ) $ GO TO 10 * * Scale submatrix in rows and columns L to LEND * ANORM = DLANST( 'M', LEND-L+1, D( L ), E( L ) ) ISCALE = 0 IF( ANORM.EQ.ZERO ) $ GO TO 10 IF( (ANORM.GT.SSFMAX) ) THEN ISCALE = 1 CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N, $ INFO ) CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N, $ INFO ) ELSE IF( ANORM.LT.SSFMIN ) THEN ISCALE = 2 CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N, $ INFO ) CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N, $ INFO ) END IF * DO 40 I = L, LEND - 1 E( I ) = E( I )**2 40 CONTINUE * * Choose between QL and QR iteration * IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN LEND = LSV L = LENDSV END IF * IF( LEND.GE.L ) THEN * * QL Iteration * * Look for small subdiagonal element. * 50 CONTINUE IF( L.NE.LEND ) THEN DO 60 M = L, LEND - 1 IF( ABS( E( M ) ).LE.EPS2*ABS( D( M )*D( M+1 ) ) ) $ GO TO 70 60 CONTINUE END IF M = LEND * 70 CONTINUE IF( M.LT.LEND ) $ E( M ) = ZERO P = D( L ) IF( M.EQ.L ) $ GO TO 90 * * If remaining matrix is 2 by 2, use DLAE2 to compute its * eigenvalues. * IF( M.EQ.L+1 ) THEN RTE = SQRT( E( L ) ) CALL DLAE2( D( L ), RTE, D( L+1 ), RT1, RT2 ) D( L ) = RT1 D( L+1 ) = RT2 E( L ) = ZERO L = L + 2 IF( L.LE.LEND ) $ GO TO 50 GO TO 150 END IF * IF( JTOT.EQ.NMAXIT ) $ GO TO 150 JTOT = JTOT + 1 * * Form shift. * RTE = SQRT( E( L ) ) SIGMA = ( D( L+1 )-P ) / ( TWO*RTE ) R = DLAPY2( SIGMA, ONE ) SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) ) * C = ONE S = ZERO GAMMA = D( M ) - SIGMA P = GAMMA*GAMMA * * Inner loop * DO 80 I = M - 1, L, -1 BB = E( I ) R = P + BB IF( I.NE.M-1 ) $ E( I+1 ) = S*R OLDC = C C = P / R S = BB / R OLDGAM = GAMMA ALPHA = D( I ) GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM D( I+1 ) = OLDGAM + ( ALPHA-GAMMA ) IF( C.NE.ZERO ) THEN P = ( GAMMA*GAMMA ) / C ELSE P = OLDC*BB END IF 80 CONTINUE * E( L ) = S*P D( L ) = SIGMA + GAMMA GO TO 50 * * Eigenvalue found. * 90 CONTINUE D( L ) = P * L = L + 1 IF( L.LE.LEND ) $ GO TO 50 GO TO 150 * ELSE * * QR Iteration * * Look for small superdiagonal element. * 100 CONTINUE DO 110 M = L, LEND + 1, -1 IF( ABS( E( M-1 ) ).LE.EPS2*ABS( D( M )*D( M-1 ) ) ) $ GO TO 120 110 CONTINUE M = LEND * 120 CONTINUE IF( M.GT.LEND ) $ E( M-1 ) = ZERO P = D( L ) IF( M.EQ.L ) $ GO TO 140 * * If remaining matrix is 2 by 2, use DLAE2 to compute its * eigenvalues. * IF( M.EQ.L-1 ) THEN RTE = SQRT( E( L-1 ) ) CALL DLAE2( D( L ), RTE, D( L-1 ), RT1, RT2 ) D( L ) = RT1 D( L-1 ) = RT2 E( L-1 ) = ZERO L = L - 2 IF( L.GE.LEND ) $ GO TO 100 GO TO 150 END IF * IF( JTOT.EQ.NMAXIT ) $ GO TO 150 JTOT = JTOT + 1 * * Form shift. * RTE = SQRT( E( L-1 ) ) SIGMA = ( D( L-1 )-P ) / ( TWO*RTE ) R = DLAPY2( SIGMA, ONE ) SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) ) * C = ONE S = ZERO GAMMA = D( M ) - SIGMA P = GAMMA*GAMMA * * Inner loop * DO 130 I = M, L - 1 BB = E( I ) R = P + BB IF( I.NE.M ) $ E( I-1 ) = S*R OLDC = C C = P / R S = BB / R OLDGAM = GAMMA ALPHA = D( I+1 ) GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM D( I ) = OLDGAM + ( ALPHA-GAMMA ) IF( C.NE.ZERO ) THEN P = ( GAMMA*GAMMA ) / C ELSE P = OLDC*BB END IF 130 CONTINUE * E( L-1 ) = S*P D( L ) = SIGMA + GAMMA GO TO 100 * * Eigenvalue found. * 140 CONTINUE D( L ) = P * L = L - 1 IF( L.GE.LEND ) $ GO TO 100 GO TO 150 * END IF * * Undo scaling if necessary * 150 CONTINUE IF( ISCALE.EQ.1 ) $ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1, $ D( LSV ), N, INFO ) IF( ISCALE.EQ.2 ) $ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1, $ D( LSV ), N, INFO ) * * Check for no convergence to an eigenvalue after a total * of N*MAXIT iterations. * IF( JTOT.LT.NMAXIT ) $ GO TO 10 DO 160 I = 1, N - 1 IF( E( I ).NE.ZERO ) $ INFO = INFO + 1 160 CONTINUE GO TO 180 * * Sort eigenvalues in increasing order. * 170 CONTINUE CALL DLASRT( 'I', N, D, INFO ) * 180 CONTINUE RETURN * * End of DSTERF * END