github.com/gonum/lapack@v0.0.0-20181123203213-e4cdc5a0bff9/internal/testdata/dlasqtest/dlasq4.f (about)

     1  *> \brief \b DLASQ4 computes an approximation to the smallest eigenvalue using values of d from the previous transform. Used by sbdsqr.
     2  *
     3  *  =========== DOCUMENTATION ===========
     4  *
     5  * Online html documentation available at 
     6  *            http://www.netlib.org/lapack/explore-html/ 
     7  *
     8  *> \htmlonly
     9  *> Download DLASQ4 + dependencies 
    10  *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasq4.f"> 
    11  *> [TGZ]</a> 
    12  *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq4.f"> 
    13  *> [ZIP]</a> 
    14  *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq4.f"> 
    15  *> [TXT]</a>
    16  *> \endhtmlonly 
    17  *
    18  *  Definition:
    19  *  ===========
    20  *
    21  *       SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
    22  *                          DN1, DN2, TAU, TTYPE, G )
    23  * 
    24  *       .. Scalar Arguments ..
    25  *       INTEGER            I0, N0, N0IN, PP, TTYPE
    26  *       DOUBLE PRECISION   DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
    27  *       ..
    28  *       .. Array Arguments ..
    29  *       DOUBLE PRECISION   Z( * )
    30  *       ..
    31  *  
    32  *
    33  *> \par Purpose:
    34  *  =============
    35  *>
    36  *> \verbatim
    37  *>
    38  *> DLASQ4 computes an approximation TAU to the smallest eigenvalue
    39  *> using values of d from the previous transform.
    40  *> \endverbatim
    41  *
    42  *  Arguments:
    43  *  ==========
    44  *
    45  *> \param[in] I0
    46  *> \verbatim
    47  *>          I0 is INTEGER
    48  *>        First index.
    49  *> \endverbatim
    50  *>
    51  *> \param[in] N0
    52  *> \verbatim
    53  *>          N0 is INTEGER
    54  *>        Last index.
    55  *> \endverbatim
    56  *>
    57  *> \param[in] Z
    58  *> \verbatim
    59  *>          Z is DOUBLE PRECISION array, dimension ( 4*N )
    60  *>        Z holds the qd array.
    61  *> \endverbatim
    62  *>
    63  *> \param[in] PP
    64  *> \verbatim
    65  *>          PP is INTEGER
    66  *>        PP=0 for ping, PP=1 for pong.
    67  *> \endverbatim
    68  *>
    69  *> \param[in] N0IN
    70  *> \verbatim
    71  *>          N0IN is INTEGER
    72  *>        The value of N0 at start of EIGTEST.
    73  *> \endverbatim
    74  *>
    75  *> \param[in] DMIN
    76  *> \verbatim
    77  *>          DMIN is DOUBLE PRECISION
    78  *>        Minimum value of d.
    79  *> \endverbatim
    80  *>
    81  *> \param[in] DMIN1
    82  *> \verbatim
    83  *>          DMIN1 is DOUBLE PRECISION
    84  *>        Minimum value of d, excluding D( N0 ).
    85  *> \endverbatim
    86  *>
    87  *> \param[in] DMIN2
    88  *> \verbatim
    89  *>          DMIN2 is DOUBLE PRECISION
    90  *>        Minimum value of d, excluding D( N0 ) and D( N0-1 ).
    91  *> \endverbatim
    92  *>
    93  *> \param[in] DN
    94  *> \verbatim
    95  *>          DN is DOUBLE PRECISION
    96  *>        d(N)
    97  *> \endverbatim
    98  *>
    99  *> \param[in] DN1
   100  *> \verbatim
   101  *>          DN1 is DOUBLE PRECISION
   102  *>        d(N-1)
   103  *> \endverbatim
   104  *>
   105  *> \param[in] DN2
   106  *> \verbatim
   107  *>          DN2 is DOUBLE PRECISION
   108  *>        d(N-2)
   109  *> \endverbatim
   110  *>
   111  *> \param[out] TAU
   112  *> \verbatim
   113  *>          TAU is DOUBLE PRECISION
   114  *>        This is the shift.
   115  *> \endverbatim
   116  *>
   117  *> \param[out] TTYPE
   118  *> \verbatim
   119  *>          TTYPE is INTEGER
   120  *>        Shift type.
   121  *> \endverbatim
   122  *>
   123  *> \param[in,out] G
   124  *> \verbatim
   125  *>          G is REAL
   126  *>        G is passed as an argument in order to save its value between
   127  *>        calls to DLASQ4.
   128  *> \endverbatim
   129  *
   130  *  Authors:
   131  *  ========
   132  *
   133  *> \author Univ. of Tennessee 
   134  *> \author Univ. of California Berkeley 
   135  *> \author Univ. of Colorado Denver 
   136  *> \author NAG Ltd. 
   137  *
   138  *> \date September 2012
   139  *
   140  *> \ingroup auxOTHERcomputational
   141  *
   142  *> \par Further Details:
   143  *  =====================
   144  *>
   145  *> \verbatim
   146  *>
   147  *>  CNST1 = 9/16
   148  *> \endverbatim
   149  *>
   150  *  =====================================================================
   151        SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
   152       $                   DN1, DN2, TAU, TTYPE, G )
   153  *
   154  *  -- LAPACK computational routine (version 3.4.2) --
   155  *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
   156  *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
   157  *     September 2012
   158  *
   159  *     .. Scalar Arguments ..
   160        INTEGER            I0, N0, N0IN, PP, TTYPE
   161        DOUBLE PRECISION   DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
   162  *     ..
   163  *     .. Array Arguments ..
   164        DOUBLE PRECISION   Z( * )
   165  *     ..
   166  *
   167  *  =====================================================================
   168  *
   169  *     .. Parameters ..
   170        DOUBLE PRECISION   CNST1, CNST2, CNST3
   171        PARAMETER          ( CNST1 = 0.5630D0, CNST2 = 1.010D0,
   172       $                   CNST3 = 1.050D0 )
   173        DOUBLE PRECISION   QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
   174        PARAMETER          ( QURTR = 0.250D0, THIRD = 0.3330D0,
   175       $                   HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0,
   176       $                   TWO = 2.0D0, HUNDRD = 100.0D0 )
   177  *     ..
   178  *     .. Local Scalars ..
   179        INTEGER            I4, NN, NP
   180        DOUBLE PRECISION   A2, B1, B2, GAM, GAP1, GAP2, S
   181  *     ..
   182  *     .. Intrinsic Functions ..
   183        INTRINSIC          MAX, MIN, SQRT
   184  *     ..
   185  *     .. Executable Statements ..
   186  *
   187  *     A negative DMIN forces the shift to take that absolute value
   188  *     TTYPE records the type of shift.
   189  *
   190  
   191        IF( DMIN.LE.ZERO ) THEN
   192           TAU = -DMIN
   193           TTYPE = -1
   194           RETURN
   195        END IF
   196  *       
   197        NN = 4*N0 + PP
   198        IF( N0IN.EQ.N0 ) THEN
   199  *
   200  *        No eigenvalues deflated.
   201  *
   202           IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
   203  *
   204              B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
   205              B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
   206              A2 = Z( NN-7 ) + Z( NN-5 )
   207  *
   208  *           Cases 2 and 3.
   209  *
   210              IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
   211  
   212                 GAP2 = DMIN2 - A2 - DMIN2*QURTR
   213                 IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
   214                    GAP1 = A2 - DN - ( B2 / GAP2 )*B2
   215                 ELSE
   216                    GAP1 = A2 - DN - ( B1+B2 )
   217                 END IF
   218                 IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
   219                    S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
   220                    TTYPE = -2
   221                 ELSE
   222                    S = ZERO
   223                    IF( DN.GT.B1 )
   224       $               S = DN - B1
   225                    IF( A2.GT.( B1+B2 ) )
   226       $               S = MIN( S, A2-( B1+B2 ) )
   227                    S = MAX( S, THIRD*DMIN )
   228                    TTYPE = -3
   229                 END IF
   230              ELSE
   231  *
   232  *              Case 4.
   233  *
   234                 TTYPE = -4
   235                 S = QURTR*DMIN
   236                 IF( DMIN.EQ.DN ) THEN
   237                    GAM = DN
   238                    A2 = ZERO
   239                    IF( Z( NN-5 ) .GT. Z( NN-7 ) )
   240       $               RETURN
   241                    B2 = Z( NN-5 ) / Z( NN-7 )
   242                    NP = NN - 9
   243                 ELSE
   244                    NP = NN - 2*PP
   245                    B2 = Z( NP-2 )
   246                    GAM = DN1
   247                    IF( Z( NP-4 ) .GT. Z( NP-2 ) )
   248       $               RETURN
   249                    A2 = Z( NP-4 ) / Z( NP-2 )
   250                    IF( Z( NN-9 ) .GT. Z( NN-11 ) )
   251       $               RETURN
   252                    B2 = Z( NN-9 ) / Z( NN-11 )
   253                    NP = NN - 13
   254                 END IF
   255  *
   256  *              Approximate contribution to norm squared from I < NN-1.
   257  *
   258                 A2 = A2 + B2
   259                 DO 10 I4 = NP, 4*I0 - 1 + PP, -4
   260                    IF( B2.EQ.ZERO )
   261       $               GO TO 20
   262                    B1 = B2
   263                    IF( Z( I4 ) .GT. Z( I4-2 ) )
   264       $               RETURN
   265                    B2 = B2*( Z( I4 ) / Z( I4-2 ) )
   266                    A2 = A2 + B2
   267                    IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 ) 
   268       $               GO TO 20
   269     10          CONTINUE
   270     20          CONTINUE
   271                 A2 = CNST3*A2
   272  *
   273  *              Rayleigh quotient residual bound.
   274  *
   275                 IF( A2.LT.CNST1 )
   276       $            S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
   277              END IF
   278           ELSE IF( DMIN.EQ.DN2 ) THEN
   279  *
   280  *           Case 5.
   281  *
   282              TTYPE = -5
   283              S = QURTR*DMIN
   284  *
   285  *           Compute contribution to norm squared from I > NN-2.
   286  *
   287              NP = NN - 2*PP
   288              B1 = Z( NP-2 )
   289              B2 = Z( NP-6 )
   290              GAM = DN2
   291              IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 )
   292       $         RETURN
   293              A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
   294  *
   295  *           Approximate contribution to norm squared from I < NN-2.
   296  *
   297              IF( N0-I0.GT.2 ) THEN
   298                 B2 = Z( NN-13 ) / Z( NN-15 )
   299                 A2 = A2 + B2
   300                 DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
   301                    IF( B2.EQ.ZERO )
   302       $               GO TO 40
   303                    B1 = B2
   304                    IF( Z( I4 ) .GT. Z( I4-2 ) )
   305       $               RETURN
   306                    B2 = B2*( Z( I4 ) / Z( I4-2 ) )
   307                    A2 = A2 + B2
   308                    IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 ) 
   309       $               GO TO 40
   310     30          CONTINUE
   311     40          CONTINUE
   312                 A2 = CNST3*A2
   313              END IF
   314  *
   315              IF( A2.LT.CNST1 )
   316       $         S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
   317           ELSE
   318  *
   319  *           Case 6, no information to guide us.
   320  *
   321              IF( TTYPE.EQ.-6 ) THEN
   322                 G = G + THIRD*( ONE-G )
   323              ELSE IF( TTYPE.EQ.-18 ) THEN
   324                 G = QURTR*THIRD
   325              ELSE
   326                 G = QURTR
   327              END IF
   328              S = G*DMIN
   329              TTYPE = -6
   330           END IF
   331  *
   332        ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
   333  *
   334  *        One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
   335  *
   336           IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN 
   337  *
   338  *           Cases 7 and 8.
   339  *
   340              TTYPE = -7
   341              S = THIRD*DMIN1
   342              IF( Z( NN-5 ).GT.Z( NN-7 ) )
   343       $         RETURN
   344              B1 = Z( NN-5 ) / Z( NN-7 )
   345              B2 = B1
   346              IF( B2.EQ.ZERO )
   347       $         GO TO 60
   348              DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
   349                 A2 = B1
   350                 IF( Z( I4 ).GT.Z( I4-2 ) )
   351       $            RETURN
   352                 B1 = B1*( Z( I4 ) / Z( I4-2 ) )
   353                 B2 = B2 + B1
   354                 IF( HUNDRD*MAX( B1, A2 ).LT.B2 ) 
   355       $            GO TO 60
   356     50       CONTINUE
   357     60       CONTINUE
   358              B2 = SQRT( CNST3*B2 )
   359              A2 = DMIN1 / ( ONE+B2**2 )
   360              GAP2 = HALF*DMIN2 - A2
   361              IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
   362                 S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
   363              ELSE
   364                 S = MAX( S, A2*( ONE-CNST2*B2 ) )
   365                 TTYPE = -8
   366              END IF
   367           ELSE
   368  *
   369  *           Case 9.
   370  *
   371              S = QURTR*DMIN1
   372              IF( DMIN1.EQ.DN1 )
   373       $         S = HALF*DMIN1
   374              TTYPE = -9
   375           END IF
   376  *
   377        ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
   378  *
   379  *        Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
   380  *
   381  *        Cases 10 and 11.
   382  *
   383           IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN 
   384              TTYPE = -10
   385              S = THIRD*DMIN2
   386              IF( Z( NN-5 ).GT.Z( NN-7 ) )
   387       $         RETURN
   388              B1 = Z( NN-5 ) / Z( NN-7 )
   389              B2 = B1
   390              IF( B2.EQ.ZERO )
   391       $         GO TO 80
   392              DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
   393                 IF( Z( I4 ).GT.Z( I4-2 ) )
   394       $            RETURN
   395                 B1 = B1*( Z( I4 ) / Z( I4-2 ) )
   396                 B2 = B2 + B1
   397                 IF( HUNDRD*B1.LT.B2 )
   398       $            GO TO 80
   399     70       CONTINUE
   400     80       CONTINUE
   401              B2 = SQRT( CNST3*B2 )
   402              A2 = DMIN2 / ( ONE+B2**2 )
   403              GAP2 = Z( NN-7 ) + Z( NN-9 ) -
   404       $             SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
   405              IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
   406                 S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
   407              ELSE 
   408                 S = MAX( S, A2*( ONE-CNST2*B2 ) )
   409              END IF
   410           ELSE
   411              S = QURTR*DMIN2
   412              TTYPE = -11
   413           END IF
   414        ELSE IF( N0IN.GT.( N0+2 ) ) THEN
   415  *
   416  *        Case 12, more than two eigenvalues deflated. No information.
   417  *
   418           S = ZERO 
   419           TTYPE = -12
   420        END IF
   421  *
   422        TAU = S
   423        RETURN
   424  *
   425  *     End of DLASQ4
   426  *
   427        END