dsteqr.f

Go to the documentation of this file.

*> \brief \b DSTEQR
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSTEQR + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsteqr.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsteqr.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsteqr.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          COMPZ
*       INTEGER            INFO, LDZ, N
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   D( * ), E( * ), WORK( * ), Z( LDZ, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DSTEQR computes all eigenvalues and, optionally, eigenvectors of a
*> symmetric tridiagonal matrix using the implicit QL or QR method.
*> The eigenvectors of a full or band symmetric matrix can also be found
*> if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to
*> tridiagonal form.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] COMPZ
*> \verbatim
*>          COMPZ is CHARACTER*1
*>          = 'N':  Compute eigenvalues only.
*>          = 'V':  Compute eigenvalues and eigenvectors of the original
*>                  symmetric matrix.  On entry, Z must contain the
*>                  orthogonal matrix used to reduce the original matrix
*>                  to tridiagonal form.
*>          = 'I':  Compute eigenvalues and eigenvectors of the
*>                  tridiagonal matrix.  Z is initialized to the identity
*>                  matrix.
*> \endverbatim
*>
*> \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 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[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, and if
*>          eigenvectors are desired, then  LDZ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (max(1,2*N-2))
*>          If COMPZ = 'N', then WORK is not referenced.
*> \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 has failed to find all the eigenvalues in
*>                a total of 30*N iterations; if INFO = i, then i
*>                elements of E have not converged to zero; on exit, D
*>                and E contain the elements of a symmetric tridiagonal
*>                matrix which is orthogonally similar to the original
*>                matrix.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup auxOTHERcomputational
*
*  =====================================================================
      SUBROUTINE dsteqr( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          COMPZ
      INTEGER            INFO, LDZ, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   D( * ), E( * ), WORK( * ), Z( LDZ, * )
*     ..
*
*  =====================================================================
*
*     .. 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, ICOMPZ, II, ISCALE, J, JTOT, K, L, L1, LEND,
     $                   LENDM1, LENDP1, LENDSV, LM1, LSV, M, MM, MM1,
     $                   NM1, NMAXIT
      DOUBLE PRECISION   ANORM, B, C, EPS, EPS2, F, G, P, R, RT1, RT2,
     $                   S, SAFMAX, SAFMIN, SSFMAX, SSFMIN, TST
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      DOUBLE PRECISION   DLAMCH, DLANST, DLAPY2
      EXTERNAL           lsame, dlamch, dlanst, dlapy2
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlae2, dlaev2, dlartg, dlascl, dlaset, dlasr,
     $                   dlasrt, dswap, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, max, sign, sqrt
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
*
      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.NE.0 ) THEN
         CALL xerbla( 'DSTEQR', -info )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( n.EQ.0 )
     $   RETURN
*
      IF( n.EQ.1 ) THEN
         IF( icompz.EQ.2 )
     $      z( 1, 1 ) = one
         RETURN
      END IF
*
*     Determine the unit roundoff and over/underflow thresholds.
*
      eps = dlamch( 'E' )
      eps2 = eps**2
      safmin = dlamch( 'S' )
      safmax = one / safmin
      ssfmax = sqrt( safmax ) / three
      ssfmin = sqrt( safmin ) / eps2
*
*     Compute the eigenvalues and eigenvectors of the tridiagonal
*     matrix.
*
      IF( icompz.EQ.2 )
     $   CALL dlaset( 'Full', n, n, zero, one, z, ldz )
*
      nmaxit = n*maxit
      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
      nm1 = n - 1
*
   10 CONTINUE
      IF( l1.GT.n )
     $   GO TO 160
      IF( l1.GT.1 )
     $   e( l1-1 ) = zero
      IF( l1.LE.nm1 ) THEN
         DO 20 m = l1, nm1
            tst = abs( e( m ) )
            IF( tst.EQ.zero )
     $         GO TO 30
            IF( tst.LE.( sqrt( abs( d( m ) ) )*sqrt( abs( d( m+
     $          1 ) ) ) )*eps ) THEN
               e( m ) = zero
               GO TO 30
            END IF
   20    CONTINUE
      END IF
      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
*
*     Choose between QL and QR iteration
*
.LT.      IF( ABS( D( LEND ) )ABS( D( L ) ) ) THEN
         LEND = LSV
         L = LENDSV
      END IF
*
.GT.      IF( LENDL ) THEN
*
*        QL Iteration
*
*        Look for small subdiagonal element.
*
   40    CONTINUE
.NE.         IF( LLEND ) THEN
            LENDM1 = LEND - 1
            DO 50 M = L, LENDM1
               TST = ABS( E( M ) )**2
.LE.               IF( TST( EPS2*ABS( D( M ) ) )*ABS( D( M+1 ) )+
     $             SAFMIN )GO TO 60
   50       CONTINUE
         END IF
*
         M = LEND
*
   60    CONTINUE
.LT.         IF( MLEND )
     $      E( M ) = ZERO
         P = D( L )
.EQ.         IF( ML )
     $      GO TO 80
*
*        If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
*        to compute its eigensystem.
*
.EQ.         IF( ML+1 ) THEN
.GT.            IF( ICOMPZ0 ) THEN
               CALL DLAEV2( D( L ), E( L ), D( L+1 ), RT1, RT2, C, S )
               WORK( L ) = C
               WORK( N-1+L ) = S
               CALL DLASR( 'r', 'v', 'b', N, 2, WORK( L ),
     $                     WORK( N-1+L ), Z( 1, L ), LDZ )
            ELSE
               CALL DLAE2( D( L ), E( L ), D( L+1 ), RT1, RT2 )
            END IF
            D( L ) = RT1
            D( L+1 ) = RT2
            E( L ) = ZERO
            L = L + 2
.LE.            IF( LLEND )
     $         GO TO 40
            GO TO 140
         END IF
*
.EQ.         IF( JTOTNMAXIT )
     $      GO TO 140
         JTOT = JTOT + 1
*
*        Form shift.
*
         G = ( D( L+1 )-P ) / ( TWO*E( L ) )
         R = DLAPY2( G, ONE )
         G = D( M ) - P + ( E( L ) / ( G+SIGN( R, G ) ) )
*
         S = ONE
         C = ONE
         P = ZERO
*
*        Inner loop
*
         MM1 = M - 1
         DO 70 I = MM1, L, -1
            F = S*E( I )
            B = C*E( I )
            CALL DLARTG( G, F, C, S, R )
.NE.            IF( IM-1 )
     $         E( I+1 ) = R
            G = D( I+1 ) - P
            R = ( D( I )-G )*S + TWO*C*B
            P = S*R
            D( I+1 ) = G + P
            G = C*R - B
*
*           If eigenvectors are desired, then save rotations.
*
.GT.            IF( ICOMPZ0 ) THEN
               WORK( I ) = C
               WORK( N-1+I ) = -S
            END IF
*
   70    CONTINUE
*
*        If eigenvectors are desired, then apply saved rotations.
*
.GT.         IF( ICOMPZ0 ) THEN
            MM = M - L + 1
            CALL DLASR( 'r', 'v', 'b', N, MM, WORK( L ), WORK( N-1+L ),
     $                  Z( 1, L ), LDZ )
         END IF
*
         D( L ) = D( L ) - P
         E( L ) = G
         GO TO 40
*
*        Eigenvalue found.
*
   80    CONTINUE
         D( L ) = P
*
         L = L + 1
.LE.         IF( LLEND )
     $      GO TO 40
         GO TO 140
*
      ELSE
*
*        QR Iteration
*
*        Look for small superdiagonal element.
*
   90    CONTINUE
.NE.         IF( LLEND ) THEN
            LENDP1 = LEND + 1
            DO 100 M = L, LENDP1, -1
               TST = ABS( E( M-1 ) )**2
.LE.               IF( TST( EPS2*ABS( D( M ) ) )*ABS( D( M-1 ) )+
     $             SAFMIN )GO TO 110
  100       CONTINUE
         END IF
*
         M = LEND
*
  110    CONTINUE
.GT.         IF( MLEND )
     $      E( M-1 ) = ZERO
         P = D( L )
.EQ.         IF( ML )
     $      GO TO 130
*
*        If remaining matrix is 2-by-2, use DLAE2 or SLAEV2
*        to compute its eigensystem.
*
.EQ.         IF( ML-1 ) THEN
.GT.            IF( ICOMPZ0 ) THEN
               CALL DLAEV2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2, C, S )
               WORK( M ) = C
               WORK( N-1+M ) = S
               CALL DLASR( 'r', 'v', 'f', N, 2, WORK( M ),
     $                     WORK( N-1+M ), Z( 1, L-1 ), LDZ )
            ELSE
               CALL DLAE2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2 )
            END IF
            D( L-1 ) = RT1
            D( L ) = RT2
            E( L-1 ) = ZERO
            L = L - 2
.GE.            IF( LLEND )
     $         GO TO 90
            GO TO 140
         END IF
*
.EQ.         IF( JTOTNMAXIT )
     $      GO TO 140
         JTOT = JTOT + 1
*
*        Form shift.
*
         G = ( D( L-1 )-P ) / ( TWO*E( L-1 ) )
         R = DLAPY2( G, ONE )
         G = D( M ) - P + ( E( L-1 ) / ( G+SIGN( R, G ) ) )
*
         S = ONE
         C = ONE
         P = ZERO
*
*        Inner loop
*
         LM1 = L - 1
         DO 120 I = M, LM1
            F = S*E( I )
            B = C*E( I )
            CALL DLARTG( G, F, C, S, R )
.NE.            IF( IM )
     $         E( I-1 ) = R
            G = D( I ) - P
            R = ( D( I+1 )-G )*S + TWO*C*B
            P = S*R
            D( I ) = G + P
            G = C*R - B
*
*           If eigenvectors are desired, then save rotations.
*
.GT.            IF( ICOMPZ0 ) THEN
               WORK( I ) = C
               WORK( N-1+I ) = S
            END IF
*
  120    CONTINUE
*
*        If eigenvectors are desired, then apply saved rotations.
*
.GT.         IF( ICOMPZ0 ) THEN
            MM = L - M + 1
            CALL DLASR( 'r', 'v', 'f', N, MM, WORK( M ), WORK( N-1+M ),
     $                  Z( 1, M ), LDZ )
         END IF
*
         D( L ) = D( L ) - P
         E( LM1 ) = G
         GO TO 90
*
*        Eigenvalue found.
*
  130    CONTINUE
         D( L ) = P
*
         L = L - 1
.GE.         IF( LLEND )
     $      GO TO 90
         GO TO 140
*
      END IF
*
*     Undo scaling if necessary
*
  140 CONTINUE
.EQ.      IF( ISCALE1 ) THEN
         CALL DLASCL( 'g', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1,
     $                D( LSV ), N, INFO )
         CALL DLASCL( 'g', 0, 0, SSFMAX, ANORM, LENDSV-LSV, 1, E( LSV ),
     $                N, INFO )
.EQ.      ELSE IF( ISCALE2 ) THEN
         CALL DLASCL( 'g', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1,
     $                D( LSV ), N, INFO )
         CALL DLASCL( 'g', 0, 0, SSFMIN, ANORM, LENDSV-LSV, 1, E( LSV ),
     $                N, INFO )
      END IF
*
*     Check for no convergence to an eigenvalue after a total
*     of N*MAXIT iterations.
*
.LT.      IF( JTOTNMAXIT )
     $   GO TO 10
      DO 150 I = 1, N - 1
.NE.         IF( E( I )ZERO )
     $      INFO = INFO + 1
  150 CONTINUE
      GO TO 190
*
*     Order eigenvalues and eigenvectors.
*
  160 CONTINUE
.EQ.      IF( ICOMPZ0 ) THEN
*
*        Use Quick Sort
*
         CALL DLASRT( 'i', N, D, INFO )
*
      ELSE
*
*        Use Selection Sort to minimize swaps of eigenvectors
*
         DO 180 II = 2, N
            I = II - 1
            K = I
            P = D( I )
            DO 170 J = II, N
.LT.               IF( D( J )P ) THEN
                  K = J
                  P = D( J )
               END IF
  170       CONTINUE
.NE.            IF( KI ) THEN
               D( K ) = D( I )
               D( I ) = P
               CALL DSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
            END IF
  180    CONTINUE
      END IF
*
  190 CONTINUE
      RETURN
*
*     End of DSTEQR
*
      END