dstein.f

*> \brief \b DSTEIN
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK,
*                          IWORK, IFAIL, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDZ, M, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IBLOCK( * ), IFAIL( * ), ISPLIT( * ),
*      $                   IWORK( * )
*       DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DSTEIN computes the eigenvectors of a real symmetric tridiagonal
*> matrix T corresponding to specified eigenvalues, using inverse
*> iteration.
*>
*> The maximum number of iterations allowed for each eigenvector is
*> specified by an internal parameter MAXITS (currently set to 5).
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix.  N >= 0.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension (N)
*>          The n diagonal elements of the tridiagonal matrix T.
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*>          E is DOUBLE PRECISION array, dimension (N-1)
*>          The (n-1) subdiagonal elements of the tridiagonal matrix
*>          T, in elements 1 to N-1.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of eigenvectors to be found.  0 <= M <= N.
*> \endverbatim
*>
*> \param[in] W
*> \verbatim
*>          W is DOUBLE PRECISION array, dimension (N)
*>          The first M elements of W contain the eigenvalues for
*>          which eigenvectors are to be computed.  The eigenvalues
*>          should be grouped by split-off block and ordered from
*>          smallest to largest within the block.  ( The output array
*>          W from DSTEBZ with ORDER = 'B' is expected here. )
*> \endverbatim
*>
*> \param[in] IBLOCK
*> \verbatim
*>          IBLOCK is INTEGER array, dimension (N)
*>          The submatrix indices associated with the corresponding
*>          eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to
*>          the first submatrix from the top, =2 if W(i) belongs to
*>          the second submatrix, etc.  ( The output array IBLOCK
*>          from DSTEBZ is expected here. )
*> \endverbatim
*>
*> \param[in] ISPLIT
*> \verbatim
*>          ISPLIT is INTEGER array, dimension (N)
*>          The splitting points, at which T breaks up into submatrices.
*>          The first submatrix consists of rows/columns 1 to
*>          ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
*>          through ISPLIT( 2 ), etc.
*>          ( The output array ISPLIT from DSTEBZ is expected here. )
*> \endverbatim
*>
*> \param[out] Z
*> \verbatim
*>          Z is DOUBLE PRECISION array, dimension (LDZ, M)
*>          The computed eigenvectors.  The eigenvector associated
*>          with the eigenvalue W(i) is stored in the i-th column of
*>          Z.  Any vector which fails to converge is set to its current
*>          iterate after MAXITS iterations.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*>          LDZ is INTEGER
*>          The leading dimension of the array Z.  LDZ >= max(1,N).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is DOUBLE PRECISION array, dimension (5*N)
*> \endverbatim
*>
*> \param[out] IWORK
*> \verbatim
*>          IWORK is INTEGER array, dimension (N)
*> \endverbatim
*>
*> \param[out] IFAIL
*> \verbatim
*>          IFAIL is INTEGER array, dimension (M)
*>          On normal exit, all elements of IFAIL are zero.
*>          If one or more eigenvectors fail to converge after
*>          MAXITS iterations, then their indices are stored in
*>          array IFAIL.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit.
*>          < 0: if INFO = -i, the i-th argument had an illegal value
*>          > 0: if INFO = i, then i eigenvectors failed to converge
*>               in MAXITS iterations.  Their indices are stored in
*>               array IFAIL.
*> \endverbatim
*
*> \par Internal Parameters:
*  =========================
*>
*> \verbatim
*>  MAXITS  INTEGER, default = 5
*>          The maximum number of iterations performed.
*>
*>  EXTRA   INTEGER, default = 2
*>          The number of iterations performed after norm growth
*>          criterion is satisfied, should be at least 1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup doubleOTHERcomputational
*
*  =====================================================================
      SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK,
     $                   IWORK, IFAIL, INFO )
*
*  -- LAPACK computational routine (version 3.7.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     December 2016
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDZ, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            IBLOCK( * ), IFAIL( * ), ISPLIT( * ),
     $                   IWORK( * )
      DOUBLE PRECISION   D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TEN, ODM3, ODM1
      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0, TEN = 1.0D+1,
     $                   ODM3 = 1.0D-3, ODM1 = 1.0D-1 )
      INTEGER            MAXITS, EXTRA
      PARAMETER          ( MAXITS = 5, EXTRA = 2 )
*     ..
*     .. Local Scalars ..
      INTEGER            B1, BLKSIZ, BN, GPIND, I, IINFO, INDRV1,
     $                   INDRV2, INDRV3, INDRV4, INDRV5, ITS, J, J1,
     $                   JBLK, JMAX, NBLK, NRMCHK
      DOUBLE PRECISION   DTPCRT, EPS, EPS1, NRM, ONENRM, ORTOL, PERTOL,
     $                   SCL, SEP, TOL, XJ, XJM, ZTR
*     ..
*     .. Local Arrays ..
      INTEGER            ISEED( 4 )
*     ..
*     .. External Functions ..
      INTEGER            IDAMAX
      DOUBLE PRECISION   DDOT, DLAMCH, DNRM2
      EXTERNAL           IDAMAX, DDOT, DLAMCH, DNRM2
*     ..
*     .. External Subroutines ..
      EXTERNAL           DAXPY, DCOPY, DLAGTF, DLAGTS, DLARNV, DSCAL,
     $                   XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, SQRT
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      DO 10 I = 1, M
         IFAIL( I ) = 0
   10 CONTINUE
*
      IF( N.LT.0 ) THEN
         INFO = -1
      ELSE IF( M.LT.0 .OR. M.GT.N ) THEN
         INFO = -4
      ELSE IF( LDZ.LT.MAX( 1, N ) ) THEN
         INFO = -9
      ELSE
         DO 20 J = 2, M
            IF( IBLOCK( J ).LT.IBLOCK( J-1 ) ) THEN
               INFO = -6
               GO TO 30
            END IF
            IF( IBLOCK( J ).EQ.IBLOCK( J-1 ) .AND. W( J ).LT.W( J-1 ) )
     $           THEN
               INFO = -5
               GO TO 30
            END IF
   20    CONTINUE
   30    CONTINUE
      END IF
*
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DSTEIN', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.EQ.0 .OR. M.EQ.0 ) THEN
         RETURN
      ELSE IF( N.EQ.1 ) THEN
         Z( 1, 1 ) = ONE
         RETURN
      END IF
*
*     Get machine constants.
*
      EPS = DLAMCH( 'Precision' )
*
*     Initialize seed for random number generator DLARNV.
*
      DO 40 I = 1, 4
         ISEED( I ) = 1
   40 CONTINUE
*
*     Initialize pointers.
*
      INDRV1 = 0
      INDRV2 = INDRV1 + N
      INDRV3 = INDRV2 + N
      INDRV4 = INDRV3 + N
      INDRV5 = INDRV4 + N
*
*     Compute eigenvectors of matrix blocks.
*
      J1 = 1
      DO 160 NBLK = 1, IBLOCK( M )
*
*        Find starting and ending indices of block nblk.
*
         IF( NBLK.EQ.1 ) THEN
            B1 = 1
         ELSE
            B1 = ISPLIT( NBLK-1 ) + 1
         END IF
         BN = ISPLIT( NBLK )
         BLKSIZ = BN - B1 + 1
         IF( BLKSIZ.EQ.1 )
     $      GO TO 60
         GPIND = J1
*
*        Compute reorthogonalization criterion and stopping criterion.
*
         ONENRM = ABS( D( B1 ) ) + ABS( E( B1 ) )
         ONENRM = MAX( ONENRM, ABS( D( BN ) )+ABS( E( BN-1 ) ) )
         DO 50 I = B1 + 1, BN - 1
            ONENRM = MAX( ONENRM, ABS( D( I ) )+ABS( E( I-1 ) )+
     $               ABS( E( I ) ) )
   50    CONTINUE
         ORTOL = ODM3*ONENRM
*
         DTPCRT = SQRT( ODM1 / BLKSIZ )
*
*        Loop through eigenvalues of block nblk.
*
   60    CONTINUE
         JBLK = 0
         DO 150 J = J1, M
            IF( IBLOCK( J ).NE.NBLK ) THEN
               J1 = J
               GO TO 160
            END IF
            JBLK = JBLK + 1
            XJ = W( J )
*
*           Skip all the work if the block size is one.
*
            IF( BLKSIZ.EQ.1 ) THEN
               WORK( INDRV1+1 ) = ONE
               GO TO 120
            END IF
*
*           If eigenvalues j and j-1 are too close, add a relatively
*           small perturbation.
*
            IF( JBLK.GT.1 ) THEN
               EPS1 = ABS( EPS*XJ )
               PERTOL = TEN*EPS1
               SEP = XJ - XJM
               IF( SEP.LT.PERTOL )
     $            XJ = XJM + PERTOL
            END IF
*
            ITS = 0
            NRMCHK = 0
*
*           Get random starting vector.
*
            CALL DLARNV( 2, ISEED, BLKSIZ, WORK( INDRV1+1 ) )
*
*           Copy the matrix T so it won't be destroyed in factorization.
*
            CALL DCOPY( BLKSIZ, D( B1 ), 1, WORK( INDRV4+1 ), 1 )
            CALL DCOPY( BLKSIZ-1, E( B1 ), 1, WORK( INDRV2+2 ), 1 )
            CALL DCOPY( BLKSIZ-1, E( B1 ), 1, WORK( INDRV3+1 ), 1 )
*
*           Compute LU factors with partial pivoting  ( PT = LU )
*
            TOL = ZERO
            CALL DLAGTF( BLKSIZ, WORK( INDRV4+1 ), XJ, WORK( INDRV2+2 ),
     $                   WORK( INDRV3+1 ), TOL, WORK( INDRV5+1 ), IWORK,
     $                   IINFO )
*
*           Update iteration count.
*
   70       CONTINUE
            ITS = ITS + 1
            IF( ITS.GT.MAXITS )
     $         GO TO 100
*
*           Normalize and scale the righthand side vector Pb.
*
            JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 )
            SCL = BLKSIZ*ONENRM*MAX( EPS,
     $            ABS( WORK( INDRV4+BLKSIZ ) ) ) /
     $            ABS( WORK( INDRV1+JMAX ) )
            CALL DSCAL( BLKSIZ, SCL, WORK( INDRV1+1 ), 1 )
*
*           Solve the system LU = Pb.
*
            CALL DLAGTS( -1, BLKSIZ, WORK( INDRV4+1 ), WORK( INDRV2+2 ),
     $                   WORK( INDRV3+1 ), WORK( INDRV5+1 ), IWORK,
     $                   WORK( INDRV1+1 ), TOL, IINFO )
*
*           Reorthogonalize by modified Gram-Schmidt if eigenvalues are
*           close enough.
*
            IF( JBLK.EQ.1 )
     $         GO TO 90
            IF( ABS( XJ-XJM ).GT.ORTOL )
     $         GPIND = J
            IF( GPIND.NE.J ) THEN
               DO 80 I = GPIND, J - 1
                  ZTR = -DDOT( BLKSIZ, WORK( INDRV1+1 ), 1, Z( B1, I ),
     $                  1 )
                  CALL DAXPY( BLKSIZ, ZTR, Z( B1, I ), 1,
     $                        WORK( INDRV1+1 ), 1 )
   80          CONTINUE
            END IF
*
*           Check the infinity norm of the iterate.
*
   90       CONTINUE
            JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 )
            NRM = ABS( WORK( INDRV1+JMAX ) )
*
*           Continue for additional iterations after norm reaches
*           stopping criterion.
*
            IF( NRM.LT.DTPCRT )
     $         GO TO 70
            NRMCHK = NRMCHK + 1
            IF( NRMCHK.LT.EXTRA+1 )
     $         GO TO 70
*
            GO TO 110
*
*           If stopping criterion was not satisfied, update info and
*           store eigenvector number in array ifail.
*
  100       CONTINUE
            INFO = INFO + 1
            IFAIL( INFO ) = J
*
*           Accept iterate as jth eigenvector.
*
  110       CONTINUE
            SCL = ONE / DNRM2( BLKSIZ, WORK( INDRV1+1 ), 1 )
            JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 )
            IF( WORK( INDRV1+JMAX ).LT.ZERO )
     $         SCL = -SCL
            CALL DSCAL( BLKSIZ, SCL, WORK( INDRV1+1 ), 1 )
  120       CONTINUE
            DO 130 I = 1, N
               Z( I, J ) = ZERO
  130       CONTINUE
            DO 140 I = 1, BLKSIZ
               Z( B1+I-1, J ) = WORK( INDRV1+I )
  140       CONTINUE
*
*           Save the shift to check eigenvalue spacing at next
*           iteration.
*
            XJM = XJ
*
  150    CONTINUE
  160 CONTINUE
*
      RETURN
*
*     End of DSTEIN
*
      END