sstemr.f

famous linear algebra library (LAPACK) ports to windows

         ELSE IF( WANTZ .AND. VALEIG ) THEN
            CALL SLARRC( 'T', N, VL, VU, D, E, SAFMIN,
     $                            NZCMIN, ITMP, ITMP2, INFO )
         ELSE IF( WANTZ .AND. INDEIG ) THEN
            NZCMIN = IIU-IIL+1
         ELSE
*           WANTZ .EQ. FALSE.
            NZCMIN = 0
         ENDIF
         IF( ZQUERY .AND. INFO.EQ.0 ) THEN
            Z( 1,1 ) = NZCMIN
         ELSE IF( NZC.LT.NZCMIN .AND. .NOT.ZQUERY ) THEN
            INFO = -14
         END IF
      END IF

      IF( INFO.NE.0 ) THEN
*
         CALL XERBLA( 'SSTEMR', -INFO )
*
         RETURN
      ELSE IF( LQUERY .OR. ZQUERY ) THEN
         RETURN
      END IF
*
*     Handle N = 0, 1, and 2 cases immediately
*
      M = 0
      IF( N.EQ.0 )
     $   RETURN
*
      IF( N.EQ.1 ) THEN
         IF( ALLEIG .OR. INDEIG ) THEN
            M = 1
            W( 1 ) = D( 1 )
         ELSE
            IF( WL.LT.D( 1 ) .AND. WU.GE.D( 1 ) ) THEN
               M = 1
               W( 1 ) = D( 1 )
            END IF
         END IF
         IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
            Z( 1, 1 ) = ONE
            ISUPPZ(1) = 1
            ISUPPZ(2) = 1
         END IF
         RETURN
      END IF
*
      IF( N.EQ.2 ) THEN
         IF( .NOT.WANTZ ) THEN
            CALL SLAE2( D(1), E(1), D(2), R1, R2 )
         ELSE IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
            CALL SLAEV2( D(1), E(1), D(2), R1, R2, CS, SN )
         END IF
         IF( ALLEIG.OR.
     $      (VALEIG.AND.(R2.GT.WL).AND.
     $                  (R2.LE.WU)).OR.
     $      (INDEIG.AND.(IIL.EQ.1)) ) THEN
            M = M+1
            W( M ) = R2
            IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
               Z( 1, M ) = -SN
               Z( 2, M ) = CS
*              Note: At most one of SN and CS can be zero.
               IF (SN.NE.ZERO) THEN
                  IF (CS.NE.ZERO) THEN
                     ISUPPZ(2*M-1) = 1
                     ISUPPZ(2*M-1) = 2
                  ELSE
                     ISUPPZ(2*M-1) = 1
                     ISUPPZ(2*M-1) = 1
                  END IF
               ELSE
                  ISUPPZ(2*M-1) = 2
                  ISUPPZ(2*M) = 2
               END IF
            ENDIF
         ENDIF
         IF( ALLEIG.OR.
     $      (VALEIG.AND.(R1.GT.WL).AND.
     $                  (R1.LE.WU)).OR.
     $      (INDEIG.AND.(IIU.EQ.2)) ) THEN
            M = M+1
            W( M ) = R1
            IF( WANTZ.AND.(.NOT.ZQUERY) ) THEN
               Z( 1, M ) = CS
               Z( 2, M ) = SN
*              Note: At most one of SN and CS can be zero.
               IF (SN.NE.ZERO) THEN
                  IF (CS.NE.ZERO) THEN
                     ISUPPZ(2*M-1) = 1
                     ISUPPZ(2*M-1) = 2
                  ELSE
                     ISUPPZ(2*M-1) = 1
                     ISUPPZ(2*M-1) = 1
                  END IF
               ELSE
                  ISUPPZ(2*M-1) = 2
                  ISUPPZ(2*M) = 2
               END IF
            ENDIF
         ENDIF
         RETURN
      END IF

*     Continue with general N

      INDGRS = 1
      INDERR = 2*N + 1
      INDGP = 3*N + 1
      INDD = 4*N + 1
      INDE2 = 5*N + 1
      INDWRK = 6*N + 1
*
      IINSPL = 1
      IINDBL = N + 1
      IINDW = 2*N + 1
      IINDWK = 3*N + 1
*
*     Scale matrix to allowable range, if necessary.
*     The allowable range is related to the PIVMIN parameter; see the
*     comments in SLARRD.  The preference for scaling small values
*     up is heuristic; we expect users' matrices not to be close to the
*     RMAX threshold.
*
      SCALE = ONE
      TNRM = SLANST( 'M', N, D, E )
      IF( TNRM.GT.ZERO .AND. TNRM.LT.RMIN ) THEN
         SCALE = RMIN / TNRM
      ELSE IF( TNRM.GT.RMAX ) THEN
         SCALE = RMAX / TNRM
      END IF
      IF( SCALE.NE.ONE ) THEN
         CALL SSCAL( N, SCALE, D, 1 )
         CALL SSCAL( N-1, SCALE, E, 1 )
         TNRM = TNRM*SCALE
         IF( VALEIG ) THEN
*           If eigenvalues in interval have to be found,
*           scale (WL, WU] accordingly
            WL = WL*SCALE
            WU = WU*SCALE
         ENDIF
      END IF
*
*     Compute the desired eigenvalues of the tridiagonal after splitting
*     into smaller subblocks if the corresponding off-diagonal elements
*     are small
*     THRESH is the splitting parameter for SLARRE
*     A negative THRESH forces the old splitting criterion based on the
*     size of the off-diagonal. A positive THRESH switches to splitting
*     which preserves relative accuracy.
*
      IF( TRYRAC ) THEN
*        Test whether the matrix warrants the more expensive relative approach.
         CALL SLARRR( N, D, E, IINFO )
      ELSE
*        The user does not care about relative accurately eigenvalues
         IINFO = -1
      ENDIF
*     Set the splitting criterion
      IF (IINFO.EQ.0) THEN
         THRESH = EPS
      ELSE
         THRESH = -EPS
*        relative accuracy is desired but T does not guarantee it
         TRYRAC = .FALSE.
      ENDIF
*
      IF( TRYRAC ) THEN
*        Copy original diagonal, needed to guarantee relative accuracy
         CALL SCOPY(N,D,1,WORK(INDD),1)
      ENDIF
*     Store the squares of the offdiagonal values of T
      DO 5 J = 1, N-1
         WORK( INDE2+J-1 ) = E(J)**2
 5    CONTINUE

*     Set the tolerance parameters for bisection
      IF( .NOT.WANTZ ) THEN
*        SLARRE computes the eigenvalues to full precision.
         RTOL1 = FOUR * EPS
         RTOL2 = FOUR * EPS
      ELSE
*        SLARRE computes the eigenvalues to less than full precision.
*        SLARRV will refine the eigenvalue approximations, and we can
*        need less accurate initial bisection in SLARRE.
*        Note: these settings do only affect the subset case and SLARRE
         RTOL1 = MAX( SQRT(EPS)*5.0E-2, FOUR * EPS )
         RTOL2 = MAX( SQRT(EPS)*5.0E-3, FOUR * EPS )
      ENDIF
      CALL SLARRE( RANGE, N, WL, WU, IIL, IIU, D, E,
     $             WORK(INDE2), RTOL1, RTOL2, THRESH, NSPLIT,
     $             IWORK( IINSPL ), M, W, WORK( INDERR ),
     $             WORK( INDGP ), IWORK( IINDBL ),
     $             IWORK( IINDW ), WORK( INDGRS ), PIVMIN,
     $             WORK( INDWRK ), IWORK( IINDWK ), IINFO )
      IF( IINFO.NE.0 ) THEN
         INFO = 10 + ABS( IINFO )
         RETURN
      END IF
*     Note that if RANGE .NE. 'V', SLARRE computes bounds on the desired
*     part of the spectrum. All desired eigenvalues are contained in
*     (WL,WU]


      IF( WANTZ ) THEN
*
*        Compute the desired eigenvectors corresponding to the computed
*        eigenvalues
*
         CALL SLARRV( N, WL, WU, D, E,
     $                PIVMIN, IWORK( IINSPL ), M,
     $                1, M, MINRGP, RTOL1, RTOL2,
     $                W, WORK( INDERR ), WORK( INDGP ), IWORK( IINDBL ),
     $                IWORK( IINDW ), WORK( INDGRS ), Z, LDZ,
     $                ISUPPZ, WORK( INDWRK ), IWORK( IINDWK ), IINFO )
         IF( IINFO.NE.0 ) THEN
            INFO = 20 + ABS( IINFO )
            RETURN
         END IF
      ELSE
*        SLARRE computes eigenvalues of the (shifted) root representation
*        SLARRV returns the eigenvalues of the unshifted matrix.
*        However, if the eigenvectors are not desired by the user, we need
*        to apply the corresponding shifts from SLARRE to obtain the
*        eigenvalues of the original matrix.
         DO 20 J = 1, M
            ITMP = IWORK( IINDBL+J-1 )
            W( J ) = W( J ) + E( IWORK( IINSPL+ITMP-1 ) )
 20      CONTINUE
      END IF
*

      IF ( TRYRAC ) THEN
*        Refine computed eigenvalues so that they are relatively accurate
*        with respect to the original matrix T.
         IBEGIN = 1
         WBEGIN = 1
         DO 39  JBLK = 1, IWORK( IINDBL+M-1 )
            IEND = IWORK( IINSPL+JBLK-1 )
            IN = IEND - IBEGIN + 1
            WEND = WBEGIN - 1
*           check if any eigenvalues have to be refined in this block
 36         CONTINUE
            IF( WEND.LT.M ) THEN
               IF( IWORK( IINDBL+WEND ).EQ.JBLK ) THEN
                  WEND = WEND + 1
                  GO TO 36
               END IF
            END IF
            IF( WEND.LT.WBEGIN ) THEN
               IBEGIN = IEND + 1
               GO TO 39
            END IF

            OFFSET = IWORK(IINDW+WBEGIN-1)-1
            IFIRST = IWORK(IINDW+WBEGIN-1)
            ILAST = IWORK(IINDW+WEND-1)
            RTOL2 = FOUR * EPS
            CALL SLARRJ( IN,
     $                   WORK(INDD+IBEGIN-1), WORK(INDE2+IBEGIN-1),
     $                   IFIRST, ILAST, RTOL2, OFFSET, W(WBEGIN),
     $                   WORK( INDERR+WBEGIN-1 ),
     $                   WORK( INDWRK ), IWORK( IINDWK ), PIVMIN,
     $                   TNRM, IINFO )
            IBEGIN = IEND + 1
            WBEGIN = WEND + 1
 39      CONTINUE
      ENDIF
*
*     If matrix was scaled, then rescale eigenvalues appropriately.
*
      IF( SCALE.NE.ONE ) THEN
         CALL SSCAL( M, ONE / SCALE, W, 1 )
      END IF
*
*     If eigenvalues are not in increasing order, then sort them,
*     possibly along with eigenvectors.
*
      IF( NSPLIT.GT.1 ) THEN
         IF( .NOT. WANTZ ) THEN
            CALL SLASRT( 'I', M, W, IINFO )
            IF( IINFO.NE.0 ) THEN
               INFO = 3
               RETURN
            END IF
         ELSE
            DO 60 J = 1, M - 1
               I = 0
               TMP = W( J )
               DO 50 JJ = J + 1, M
                  IF( W( JJ ).LT.TMP ) THEN
                     I = JJ
                     TMP = W( JJ )
                  END IF
 50            CONTINUE
               IF( I.NE.0 ) THEN
                  W( I ) = W( J )
                  W( J ) = TMP
                  IF( WANTZ ) THEN
                     CALL SSWAP( N, Z( 1, I ), 1, Z( 1, J ), 1 )
                     ITMP = ISUPPZ( 2*I-1 )
                     ISUPPZ( 2*I-1 ) = ISUPPZ( 2*J-1 )
                     ISUPPZ( 2*J-1 ) = ITMP
                     ITMP = ISUPPZ( 2*I )
                     ISUPPZ( 2*I ) = ISUPPZ( 2*J )
                     ISUPPZ( 2*J ) = ITMP
                  END IF
               END IF
 60         CONTINUE
         END IF
      ENDIF
*
*
      WORK( 1 ) = LWMIN
      IWORK( 1 ) = LIWMIN
      RETURN
*
*     End of SSTEMR
*
      END