lammps/lib/linalg/dlasq3.f

422 lines
10 KiB
Fortran

*> \brief \b DLASQ3 checks for deflation, computes a shift and calls dqds. Used by sbdsqr.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASQ3 + dependencies
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*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq3.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq3.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
* ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
* DN2, G, TAU )
*
* .. Scalar Arguments ..
* LOGICAL IEEE
* INTEGER I0, ITER, N0, NDIV, NFAIL, PP
* DOUBLE PRECISION DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, G,
* $ QMAX, SIGMA, TAU
* ..
* .. Array Arguments ..
* DOUBLE PRECISION Z( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASQ3 checks for deflation, computes a shift (TAU) and calls dqds.
*> In case of failure it changes shifts, and tries again until output
*> is positive.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] I0
*> \verbatim
*> I0 is INTEGER
*> First index.
*> \endverbatim
*>
*> \param[in,out] N0
*> \verbatim
*> N0 is INTEGER
*> Last index.
*> \endverbatim
*>
*> \param[in] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension ( 4*N )
*> Z holds the qd array.
*> \endverbatim
*>
*> \param[in,out] PP
*> \verbatim
*> PP is INTEGER
*> PP=0 for ping, PP=1 for pong.
*> PP=2 indicates that flipping was applied to the Z array
*> and that the initial tests for deflation should not be
*> performed.
*> \endverbatim
*>
*> \param[out] DMIN
*> \verbatim
*> DMIN is DOUBLE PRECISION
*> Minimum value of d.
*> \endverbatim
*>
*> \param[out] SIGMA
*> \verbatim
*> SIGMA is DOUBLE PRECISION
*> Sum of shifts used in current segment.
*> \endverbatim
*>
*> \param[in,out] DESIG
*> \verbatim
*> DESIG is DOUBLE PRECISION
*> Lower order part of SIGMA
*> \endverbatim
*>
*> \param[in] QMAX
*> \verbatim
*> QMAX is DOUBLE PRECISION
*> Maximum value of q.
*> \endverbatim
*>
*> \param[out] NFAIL
*> \verbatim
*> NFAIL is INTEGER
*> Number of times shift was too big.
*> \endverbatim
*>
*> \param[out] ITER
*> \verbatim
*> ITER is INTEGER
*> Number of iterations.
*> \endverbatim
*>
*> \param[out] NDIV
*> \verbatim
*> NDIV is INTEGER
*> Number of divisions.
*> \endverbatim
*>
*> \param[in] IEEE
*> \verbatim
*> IEEE is LOGICAL
*> Flag for IEEE or non IEEE arithmetic (passed to DLASQ5).
*> \endverbatim
*>
*> \param[in,out] TTYPE
*> \verbatim
*> TTYPE is INTEGER
*> Shift type.
*> \endverbatim
*>
*> \param[in,out] DMIN1
*> \verbatim
*> DMIN1 is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in,out] DMIN2
*> \verbatim
*> DMIN2 is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in,out] DN
*> \verbatim
*> DN is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in,out] DN1
*> \verbatim
*> DN1 is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in,out] DN2
*> \verbatim
*> DN2 is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in,out] G
*> \verbatim
*> G is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in,out] TAU
*> \verbatim
*> TAU is DOUBLE PRECISION
*>
*> These are passed as arguments in order to save their values
*> between calls to DLASQ3.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERcomputational
*
* =====================================================================
SUBROUTINE DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
$ ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
$ DN2, G, TAU )
*
* -- LAPACK computational routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
LOGICAL IEEE
INTEGER I0, ITER, N0, NDIV, NFAIL, PP
DOUBLE PRECISION DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, G,
$ QMAX, SIGMA, TAU
* ..
* .. Array Arguments ..
DOUBLE PRECISION Z( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION CBIAS
PARAMETER ( CBIAS = 1.50D0 )
DOUBLE PRECISION ZERO, QURTR, HALF, ONE, TWO, HUNDRD
PARAMETER ( ZERO = 0.0D0, QURTR = 0.250D0, HALF = 0.5D0,
$ ONE = 1.0D0, TWO = 2.0D0, HUNDRD = 100.0D0 )
* ..
* .. Local Scalars ..
INTEGER IPN4, J4, N0IN, NN, TTYPE
DOUBLE PRECISION EPS, S, T, TEMP, TOL, TOL2
* ..
* .. External Subroutines ..
EXTERNAL DLASQ4, DLASQ5, DLASQ6
* ..
* .. External Function ..
DOUBLE PRECISION DLAMCH
LOGICAL DISNAN
EXTERNAL DISNAN, DLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
N0IN = N0
EPS = DLAMCH( 'Precision' )
TOL = EPS*HUNDRD
TOL2 = TOL**2
*
* Check for deflation.
*
10 CONTINUE
*
IF( N0.LT.I0 )
$ RETURN
IF( N0.EQ.I0 )
$ GO TO 20
NN = 4*N0 + PP
IF( N0.EQ.( I0+1 ) )
$ GO TO 40
*
* Check whether E(N0-1) is negligible, 1 eigenvalue.
*
IF( Z( NN-5 ).GT.TOL2*( SIGMA+Z( NN-3 ) ) .AND.
$ Z( NN-2*PP-4 ).GT.TOL2*Z( NN-7 ) )
$ GO TO 30
*
20 CONTINUE
*
Z( 4*N0-3 ) = Z( 4*N0+PP-3 ) + SIGMA
N0 = N0 - 1
GO TO 10
*
* Check whether E(N0-2) is negligible, 2 eigenvalues.
*
30 CONTINUE
*
IF( Z( NN-9 ).GT.TOL2*SIGMA .AND.
$ Z( NN-2*PP-8 ).GT.TOL2*Z( NN-11 ) )
$ GO TO 50
*
40 CONTINUE
*
IF( Z( NN-3 ).GT.Z( NN-7 ) ) THEN
S = Z( NN-3 )
Z( NN-3 ) = Z( NN-7 )
Z( NN-7 ) = S
END IF
T = HALF*( ( Z( NN-7 )-Z( NN-3 ) )+Z( NN-5 ) )
IF( Z( NN-5 ).GT.Z( NN-3 )*TOL2.AND.T.NE.ZERO ) THEN
S = Z( NN-3 )*( Z( NN-5 ) / T )
IF( S.LE.T ) THEN
S = Z( NN-3 )*( Z( NN-5 ) /
$ ( T*( ONE+SQRT( ONE+S / T ) ) ) )
ELSE
S = Z( NN-3 )*( Z( NN-5 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
END IF
T = Z( NN-7 ) + ( S+Z( NN-5 ) )
Z( NN-3 ) = Z( NN-3 )*( Z( NN-7 ) / T )
Z( NN-7 ) = T
END IF
Z( 4*N0-7 ) = Z( NN-7 ) + SIGMA
Z( 4*N0-3 ) = Z( NN-3 ) + SIGMA
N0 = N0 - 2
GO TO 10
*
50 CONTINUE
IF( PP.EQ.2 )
$ PP = 0
*
* Reverse the qd-array, if warranted.
*
IF( DMIN.LE.ZERO .OR. N0.LT.N0IN ) THEN
IF( CBIAS*Z( 4*I0+PP-3 ).LT.Z( 4*N0+PP-3 ) ) THEN
IPN4 = 4*( I0+N0 )
DO 60 J4 = 4*I0, 2*( I0+N0-1 ), 4
TEMP = Z( J4-3 )
Z( J4-3 ) = Z( IPN4-J4-3 )
Z( IPN4-J4-3 ) = TEMP
TEMP = Z( J4-2 )
Z( J4-2 ) = Z( IPN4-J4-2 )
Z( IPN4-J4-2 ) = TEMP
TEMP = Z( J4-1 )
Z( J4-1 ) = Z( IPN4-J4-5 )
Z( IPN4-J4-5 ) = TEMP
TEMP = Z( J4 )
Z( J4 ) = Z( IPN4-J4-4 )
Z( IPN4-J4-4 ) = TEMP
60 CONTINUE
IF( N0-I0.LE.4 ) THEN
Z( 4*N0+PP-1 ) = Z( 4*I0+PP-1 )
Z( 4*N0-PP ) = Z( 4*I0-PP )
END IF
DMIN2 = MIN( DMIN2, Z( 4*N0+PP-1 ) )
Z( 4*N0+PP-1 ) = MIN( Z( 4*N0+PP-1 ), Z( 4*I0+PP-1 ),
$ Z( 4*I0+PP+3 ) )
Z( 4*N0-PP ) = MIN( Z( 4*N0-PP ), Z( 4*I0-PP ),
$ Z( 4*I0-PP+4 ) )
QMAX = MAX( QMAX, Z( 4*I0+PP-3 ), Z( 4*I0+PP+1 ) )
DMIN = -ZERO
END IF
END IF
*
* Choose a shift.
*
CALL DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN, DN1,
$ DN2, TAU, TTYPE, G )
*
* Call dqds until DMIN > 0.
*
70 CONTINUE
*
CALL DLASQ5( I0, N0, Z, PP, TAU, SIGMA, DMIN, DMIN1, DMIN2, DN,
$ DN1, DN2, IEEE, EPS )
*
NDIV = NDIV + ( N0-I0+2 )
ITER = ITER + 1
*
* Check status.
*
IF( DMIN.GE.ZERO .AND. DMIN1.GE.ZERO ) THEN
*
* Success.
*
GO TO 90
*
ELSE IF( DMIN.LT.ZERO .AND. DMIN1.GT.ZERO .AND.
$ Z( 4*( N0-1 )-PP ).LT.TOL*( SIGMA+DN1 ) .AND.
$ ABS( DN ).LT.TOL*SIGMA ) THEN
*
* Convergence hidden by negative DN.
*
Z( 4*( N0-1 )-PP+2 ) = ZERO
DMIN = ZERO
GO TO 90
ELSE IF( DMIN.LT.ZERO ) THEN
*
* TAU too big. Select new TAU and try again.
*
NFAIL = NFAIL + 1
IF( TTYPE.LT.-22 ) THEN
*
* Failed twice. Play it safe.
*
TAU = ZERO
ELSE IF( DMIN1.GT.ZERO ) THEN
*
* Late failure. Gives excellent shift.
*
TAU = ( TAU+DMIN )*( ONE-TWO*EPS )
TTYPE = TTYPE - 11
ELSE
*
* Early failure. Divide by 4.
*
TAU = QURTR*TAU
TTYPE = TTYPE - 12
END IF
GO TO 70
ELSE IF( DISNAN( DMIN ) ) THEN
*
* NaN.
*
IF( TAU.EQ.ZERO ) THEN
GO TO 80
ELSE
TAU = ZERO
GO TO 70
END IF
ELSE
*
* Possible underflow. Play it safe.
*
GO TO 80
END IF
*
* Risk of underflow.
*
80 CONTINUE
CALL DLASQ6( I0, N0, Z, PP, DMIN, DMIN1, DMIN2, DN, DN1, DN2 )
NDIV = NDIV + ( N0-I0+2 )
ITER = ITER + 1
TAU = ZERO
*
90 CONTINUE
IF( TAU.LT.SIGMA ) THEN
DESIG = DESIG + TAU
T = SIGMA + DESIG
DESIG = DESIG - ( T-SIGMA )
ELSE
T = SIGMA + TAU
DESIG = SIGMA - ( T-TAU ) + DESIG
END IF
SIGMA = T
*
RETURN
*
* End of DLASQ3
*
END