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/* ../netlib/dlaed6.f -- translated by f2c (version 20100827). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */
#include "FLA_f2c.h" /* > \brief \b DLAED6 used by sstedc. Computes one Newton step in solution of the secular equation. */
/* =========== DOCUMENTATION =========== */
/* Online html documentation available at */
/* http://www.netlib.org/lapack/explore-html/ */
/* > \htmlonly */
/* > Download DLAED6 + dependencies */
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaed6. f"> */
/* > [TGZ]</a> */
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaed6. f"> */
/* > [ZIP]</a> */
/* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaed6. f"> */
/* > [TXT]</a> */
/* > \endhtmlonly */
/* Definition: */
/* =========== */
/* SUBROUTINE DLAED6( KNITER, ORGATI, RHO, D, Z, FINIT, TAU, INFO ) */
/* .. Scalar Arguments .. */
/* LOGICAL ORGATI */
/* INTEGER INFO, KNITER */
/* DOUBLE PRECISION FINIT, RHO, TAU */
/* .. */
/* .. Array Arguments .. */
/* DOUBLE PRECISION D( 3 ), Z( 3 ) */
/* .. */
/* > \par Purpose: */
/* ============= */
/* > */
/* > \verbatim */
/* > */
/* > DLAED6 computes the positive or negative root (closest to the origin) */
/* > of */
/* > z(1) z(2) z(3) */
/* > f(x) = rho + --------- + ---------- + --------- */
/* > d(1)-x d(2)-x d(3)-x */
/* > */
/* > It is assumed that */
/* > */
/* > if ORGATI = .true. the root is between d(2) and d(3);
*/
/* > otherwise it is between d(1) and d(2) */
/* > */
/* > This routine will be called by DLAED4 when necessary. In most cases, */
/* > the root sought is the smallest in magnitude, though it might not be */
/* > in some extremely rare situations. */
/* > \endverbatim */
/* Arguments: */
/* ========== */
/* > \param[in] KNITER */
/* > \verbatim */
/* > KNITER is INTEGER */
/* > Refer to DLAED4 for its significance. */
/* > \endverbatim */
/* > */
/* > \param[in] ORGATI */
/* > \verbatim */
/* > ORGATI is LOGICAL */
/* > If ORGATI is true, the needed root is between d(2) and */
/* > d(3);
otherwise it is between d(1) and d(2). See */
/* > DLAED4 for further details. */
/* > \endverbatim */
/* > */
/* > \param[in] RHO */
/* > \verbatim */
/* > RHO is DOUBLE PRECISION */
/* > Refer to the equation f(x) above. */
/* > \endverbatim */
/* > */
/* > \param[in] D */
/* > \verbatim */
/* > D is DOUBLE PRECISION array, dimension (3) */
/* > D satisfies d(1) < d(2) < d(3). */
/* > \endverbatim */
/* > */
/* > \param[in] Z */
/* > \verbatim */
/* > Z is DOUBLE PRECISION array, dimension (3) */
/* > Each of the elements in z must be positive. */
/* > \endverbatim */
/* > */
/* > \param[in] FINIT */
/* > \verbatim */
/* > FINIT is DOUBLE PRECISION */
/* > The value of f at 0. It is more accurate than the one */
/* > evaluated inside this routine (if someone wants to do */
/* > so). */
/* > \endverbatim */
/* > */
/* > \param[out] TAU */
/* > \verbatim */
/* > TAU is DOUBLE PRECISION */
/* > The root of the equation f(x). */
/* > \endverbatim */
/* > */
/* > \param[out] INFO */
/* > \verbatim */
/* > INFO is INTEGER */
/* > = 0: successful exit */
/* > > 0: if INFO = 1, failure to converge */
/* > \endverbatim */
/* Authors: */
/* ======== */
/* > \author Univ. of Tennessee */
/* > \author Univ. of California Berkeley */
/* > \author Univ. of Colorado Denver */
/* > \author NAG Ltd. */
/* > \date September 2012 */
/* > \ingroup auxOTHERcomputational */
/* > \par Further Details: */
/* ===================== */
/* > */
/* > \verbatim */
/* > */
/* > 10/02/03: This version has a few statements commented out for thread */
/* > safety (machine parameters are computed on each entry). SJH. */
/* > */
/* > 05/10/06: Modified from a new version of Ren-Cang Li, use */
/* > Gragg-Thornton-Warner cubic convergent scheme for better stability. */
/* > \endverbatim */
/* > \par Contributors: */
/* ================== */
/* > */
/* > Ren-Cang Li, Computer Science Division, University of California */
/* > at Berkeley, USA */
/* > */
/* ===================================================================== */
/* Subroutine */
int dlaed6_(integer *kniter, logical *orgati, doublereal * rho, doublereal *d__, doublereal *z__, doublereal *finit, doublereal * tau, integer *info)
{
/* System generated locals */
integer i__1;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double sqrt(doublereal), log(doublereal), pow_di(doublereal *, integer *);
/* Local variables */
doublereal a, b, c__, f;
integer i__;
doublereal fc, df, ddf, lbd, eta, ubd, eps, base;
integer iter;
doublereal temp, temp1, temp2, temp3, temp4;
logical scale;
integer niter;
doublereal small1, small2, sminv1, sminv2;
extern doublereal dlamch_(char *);
doublereal dscale[3], sclfac, zscale[3], erretm, sclinv;
/* -- 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 .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
--z__;
--d__;
/* Function Body */
*info = 0;
if (*orgati)
{
lbd = d__[2];
ubd = d__[3];
}
else
{
lbd = d__[1];
ubd = d__[2];
}
if (*finit < 0.)
{
lbd = 0.;
}
else
{
ubd = 0.;
}
niter = 1;
*tau = 0.;
if (*kniter == 2)
{
if (*orgati)
{
temp = (d__[3] - d__[2]) / 2.;
c__ = *rho + z__[1] / (d__[1] - d__[2] - temp);
a = c__ * (d__[2] + d__[3]) + z__[2] + z__[3];
b = c__ * d__[2] * d__[3] + z__[2] * d__[3] + z__[3] * d__[2];
}
else
{
temp = (d__[1] - d__[2]) / 2.;
c__ = *rho + z__[3] / (d__[3] - d__[2] - temp);
a = c__ * (d__[1] + d__[2]) + z__[1] + z__[2];
b = c__ * d__[1] * d__[2] + z__[1] * d__[2] + z__[2] * d__[1];
}
/* Computing MAX */
d__1 = f2c_abs(a), d__2 = f2c_abs(b);
d__1 = max(d__1,d__2);
d__2 = f2c_abs(c__); // ; expr subst
temp = max(d__1,d__2);
a /= temp;
b /= temp;
c__ /= temp;
if (c__ == 0.)
{
*tau = b / a;
}
else if (a <= 0.)
{
*tau = (a - sqrt((d__1 = a * a - b * 4. * c__, f2c_abs(d__1)))) / ( c__ * 2.);
}
else
{
*tau = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, f2c_abs(d__1)) ));
}
if (*tau < lbd || *tau > ubd)
{
*tau = (lbd + ubd) / 2.;
}
if (d__[1] == *tau || d__[2] == *tau || d__[3] == *tau)
{
*tau = 0.;
}
else
{
temp = *finit + *tau * z__[1] / (d__[1] * (d__[1] - *tau)) + *tau * z__[2] / (d__[2] * (d__[2] - *tau)) + *tau * z__[3] / ( d__[3] * (d__[3] - *tau));
if (temp <= 0.)
{
lbd = *tau;
}
else
{
ubd = *tau;
}
if (f2c_abs(*finit) <= f2c_abs(temp))
{
*tau = 0.;
}
}
}
/* get machine parameters for possible scaling to avoid overflow */
/* modified by Sven: parameters SMALL1, SMINV1, SMALL2, */
/* SMINV2, EPS are not SAVEd anymore between one call to the */
/* others but recomputed at each call */
eps = dlamch_("Epsilon");
base = dlamch_("Base");
i__1 = (integer) (log(dlamch_("SafMin")) / log(base) / 3.);
small1 = pow_di(&base, &i__1);
sminv1 = 1. / small1;
small2 = small1 * small1;
sminv2 = sminv1 * sminv1;
/* Determine if scaling of inputs necessary to avoid overflow */
/* when computing 1/TEMP**3 */
if (*orgati)
{
/* Computing MIN */
d__3 = (d__1 = d__[2] - *tau, f2c_abs(d__1));
d__4 = (d__2 = d__[3] - * tau, f2c_abs(d__2)); // , expr subst
temp = min(d__3,d__4);
}
else
{
/* Computing MIN */
d__3 = (d__1 = d__[1] - *tau, f2c_abs(d__1));
d__4 = (d__2 = d__[2] - * tau, f2c_abs(d__2)); // , expr subst
temp = min(d__3,d__4);
}
scale = FALSE_;
if (temp <= small1)
{
scale = TRUE_;
if (temp <= small2)
{
/* Scale up by power of radix nearest 1/SAFMIN**(2/3) */
sclfac = sminv2;
sclinv = small2;
}
else
{
/* Scale up by power of radix nearest 1/SAFMIN**(1/3) */
sclfac = sminv1;
sclinv = small1;
}
/* Scaling up safe because D, Z, TAU scaled elsewhere to be O(1) */
for (i__ = 1;
i__ <= 3;
++i__)
{
dscale[i__ - 1] = d__[i__] * sclfac;
zscale[i__ - 1] = z__[i__] * sclfac;
/* L10: */
}
*tau *= sclfac;
lbd *= sclfac;
ubd *= sclfac;
}
else
{
/* Copy D and Z to DSCALE and ZSCALE */
for (i__ = 1;
i__ <= 3;
++i__)
{
dscale[i__ - 1] = d__[i__];
zscale[i__ - 1] = z__[i__];
/* L20: */
}
}
fc = 0.;
df = 0.;
ddf = 0.;
for (i__ = 1;
i__ <= 3;
++i__)
{
temp = 1. / (dscale[i__ - 1] - *tau);
temp1 = zscale[i__ - 1] * temp;
temp2 = temp1 * temp;
temp3 = temp2 * temp;
fc += temp1 / dscale[i__ - 1];
df += temp2;
ddf += temp3;
/* L30: */
}
f = *finit + *tau * fc;
if (f2c_abs(f) <= 0.)
{
goto L60;
}
if (f <= 0.)
{
lbd = *tau;
}
else
{
ubd = *tau;
}
/* Iteration begins -- Use Gragg-Thornton-Warner cubic convergent */
/* scheme */
/* It is not hard to see that */
/* 1) Iterations will go up monotonically */
/* if FINIT < 0;
*/
/* 2) Iterations will go down monotonically */
/* if FINIT > 0. */
iter = niter + 1;
for (niter = iter;
niter <= 40;
++niter)
{
if (*orgati)
{
temp1 = dscale[1] - *tau;
temp2 = dscale[2] - *tau;
}
else
{
temp1 = dscale[0] - *tau;
temp2 = dscale[1] - *tau;
}
a = (temp1 + temp2) * f - temp1 * temp2 * df;
b = temp1 * temp2 * f;
c__ = f - (temp1 + temp2) * df + temp1 * temp2 * ddf;
/* Computing MAX */
d__1 = f2c_abs(a), d__2 = f2c_abs(b);
d__1 = max(d__1,d__2);
d__2 = f2c_abs(c__); // ; expr subst
temp = max(d__1,d__2);
a /= temp;
b /= temp;
c__ /= temp;
if (c__ == 0.)
{
eta = b / a;
}
else if (a <= 0.)
{
eta = (a - sqrt((d__1 = a * a - b * 4. * c__, f2c_abs(d__1)))) / (c__ * 2.);
}
else
{
eta = b * 2. / (a + sqrt((d__1 = a * a - b * 4. * c__, f2c_abs(d__1))) );
}
if (f * eta >= 0.)
{
eta = -f / df;
}
*tau += eta;
if (*tau < lbd || *tau > ubd)
{
*tau = (lbd + ubd) / 2.;
}
fc = 0.;
erretm = 0.;
df = 0.;
ddf = 0.;
for (i__ = 1;
i__ <= 3;
++i__)
{
if (dscale[i__ - 1] - *tau != 0.)
{
temp = 1. / (dscale[i__ - 1] - *tau);
temp1 = zscale[i__ - 1] * temp;
temp2 = temp1 * temp;
temp3 = temp2 * temp;
temp4 = temp1 / dscale[i__ - 1];
fc += temp4;
erretm += f2c_abs(temp4);
df += temp2;
ddf += temp3;
}
else
{
goto L60;
}
/* L40: */
}
f = *finit + *tau * fc;
erretm = (f2c_abs(*finit) + f2c_abs(*tau) * erretm) * 8. + f2c_abs(*tau) * df;
if (f2c_abs(f) <= eps * erretm)
{
goto L60;
}
if (f <= 0.)
{
lbd = *tau;
}
else
{
ubd = *tau;
}
/* L50: */
}
*info = 1;
L60: /* Undo scaling */
if (scale)
{
*tau *= sclinv;
}
return 0;
/* End of DLAED6 */
}
/* dlaed6_ */
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