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SUBROUTINE CDIV(AR,AI,BR,BI,CR,CI)
REAL AR,AI,BR,BI,CR,CI
C
C COMPLEX DIVISION, (CR,CI) = (AR,AI)/(BR,BI)
C
REAL S,ARS,AIS,BRS,BIS
S = ABS(BR) + ABS(BI)
ARS = AR/S
AIS = AI/S
BRS = BR/S
BIS = BI/S
S = BRS**2 + BIS**2
CR = (ARS*BRS + AIS*BIS)/S
CI = (AIS*BRS - ARS*BIS)/S
RETURN
END
REAL FUNCTION EPSLON (X)
REAL X
C
C ESTIMATE UNIT ROUNDOFF IN QUANTITIES OF SIZE X.
C
REAL A,B,C,EPS
C
C THIS PROGRAM SHOULD FUNCTION PROPERLY ON ALL SYSTEMS
C SATISFYING THE FOLLOWING TWO ASSUMPTIONS,
C 1. THE BASE USED IN REPRESENTING FLOATING POINT
C NUMBERS IS NOT A POWER OF THREE.
C 2. THE QUANTITY A IN STATEMENT 10 IS REPRESENTED TO
C THE ACCURACY USED IN FLOATING POINT VARIABLES
C THAT ARE STORED IN MEMORY.
C THE STATEMENT NUMBER 10 AND THE GO TO 10 ARE INTENDED TO
C FORCE OPTIMIZING COMPILERS TO GENERATE CODE SATISFYING
C ASSUMPTION 2.
C UNDER THESE ASSUMPTIONS, IT SHOULD BE TRUE THAT,
C A IS NOT EXACTLY EQUAL TO FOUR-THIRDS,
C B HAS A ZERO FOR ITS LAST BIT OR DIGIT,
C C IS NOT EXACTLY EQUAL TO ONE,
C EPS MEASURES THE SEPARATION OF 1.0 FROM
C THE NEXT LARGER FLOATING POINT NUMBER.
C THE DEVELOPERS OF EISPACK WOULD APPRECIATE BEING INFORMED
C ABOUT ANY SYSTEMS WHERE THESE ASSUMPTIONS DO NOT HOLD.
C
C THIS VERSION DATED 4/6/83.
C
A = 4.0E0/3.0E0
10 B = A - 1.0E0
C = B + B + B
EPS = ABS(C-1.0E0)
IF (EPS .EQ. 0.0E0) GO TO 10
EPSLON = EPS*ABS(X)
RETURN
END
SUBROUTINE HQR(NM,N,LOW,IGH,H,WR,WI,IERR)
C
INTEGER I,J,K,L,M,N,EN,LL,MM,NA,NM,IGH,ITN,ITS,LOW,MP2,ENM2,IERR
REAL H(NM,N),WR(N),WI(N)
REAL P,Q,R,S,T,W,X,Y,ZZ,NORM,TST1,TST2
LOGICAL NOTLAS
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON /LATIME/ OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL OPS, ITCNT, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE HQR,
C NUM. MATH. 14, 219-231(1970) BY MARTIN, PETERS, AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 359-371(1971).
C
C THIS SUBROUTINE FINDS THE EIGENVALUES OF A REAL
C UPPER HESSENBERG MATRIX BY THE QR METHOD.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING
C SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED,
C SET LOW=1, IGH=N.
C
C H CONTAINS THE UPPER HESSENBERG MATRIX. INFORMATION ABOUT
C THE TRANSFORMATIONS USED IN THE REDUCTION TO HESSENBERG
C FORM BY ELMHES OR ORTHES, IF PERFORMED, IS STORED
C IN THE REMAINING TRIANGLE UNDER THE HESSENBERG MATRIX.
C
C ON OUTPUT
C
C H HAS BEEN DESTROYED. THEREFORE, IT MUST BE SAVED
C BEFORE CALLING HQR IF SUBSEQUENT CALCULATION AND
C BACK TRANSFORMATION OF EIGENVECTORS IS TO BE PERFORMED.
C
C WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS,
C RESPECTIVELY, OF THE EIGENVALUES. THE EIGENVALUES
C ARE UNORDERED EXCEPT THAT COMPLEX CONJUGATE PAIRS
C OF VALUES APPEAR CONSECUTIVELY WITH THE EIGENVALUE
C HAVING THE POSITIVE IMAGINARY PART FIRST. IF AN
C ERROR EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT
C FOR INDICES IERR+1,...,N.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED
C WHILE THE J-TH EIGENVALUE IS BEING SOUGHT.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C MODIFIED ON 11/1/89; ADJUSTING INDICES OF LOOPS
C 200, 210, 230, AND 240 TO INCREASE PERFORMANCE. JACK DONGARRA
C
C ------------------------------------------------------------------
C
*
EXTERNAL SLAMCH
REAL SLAMCH, UNFL,OVFL,ULP,SMLNUM,SMALL
IF (N.LE.0) RETURN
*
*
* INITIALIZE
ITCNT = 0
OPST = 0
IERR = 0
K = 1
C .......... STORE ROOTS ISOLATED BY BALANC
C AND COMPUTE MATRIX NORM ..........
DO 50 I = 1, N
IF (I .GE. LOW .AND. I .LE. IGH) GO TO 50
WR(I) = H(I,I)
WI(I) = 0.0E0
50 CONTINUE
*
* INCREMENT OPCOUNT FOR COMPUTING MATRIX NORM
OPS = OPS + (IGH-LOW+1)*(IGH-LOW+2)/2
*
* COMPUTE THE 1-NORM OF MATRIX H
*
NORM = 0.0E0
DO 5 J = LOW, IGH
S = 0.0E0
DO 4 I = LOW, MIN(IGH,J+1)
S = S + ABS(H(I,J))
4 CONTINUE
NORM = MAX(NORM, S)
5 CONTINUE
*
UNFL = SLAMCH( 'SAFE MINIMUM' )
OVFL = SLAMCH( 'OVERFLOW' )
ULP = SLAMCH( 'EPSILON' )*SLAMCH( 'BASE' )
SMLNUM = MAX( UNFL*( N / ULP ), N / ( ULP*OVFL ) )
SMALL = MAX( SMLNUM, ULP*NORM )
C
EN = IGH
T = 0.0E0
ITN = 30*N
C .......... SEARCH FOR NEXT EIGENVALUES ..........
60 IF (EN .LT. LOW) GO TO 1001
ITS = 0
NA = EN - 1
ENM2 = NA - 1
C .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT
C FOR L=EN STEP -1 UNTIL LOW DO -- ..........
* REPLACE SPLITTING CRITERION WITH NEW ONE AS IN LAPACK
*
70 DO 80 LL = LOW, EN
L = EN + LOW - LL
IF (L .EQ. LOW) GO TO 100
S = ABS(H(L-1,L-1)) + ABS(H(L,L))
IF (S .EQ. 0.0E0) S = NORM
IF (ABS(H(L,L-1)) .LE. MAX(ULP*S,SMALL)) GO TO 100
80 CONTINUE
C .......... FORM SHIFT ..........
100 CONTINUE
*
* INCREMENT OP COUNT FOR CONVERGENCE TEST
OPS = OPS + 2*(EN-L+1)
X = H(EN,EN)
IF (L .EQ. EN) GO TO 270
Y = H(NA,NA)
W = H(EN,NA) * H(NA,EN)
IF (L .EQ. NA) GO TO 280
IF (ITN .EQ. 0) GO TO 1000
IF (ITS .NE. 10 .AND. ITS .NE. 20) GO TO 130
C .......... FORM EXCEPTIONAL SHIFT ..........
*
* INCREMENT OP COUNT FOR FORMING EXCEPTIONAL SHIFT
OPS = OPS + (EN-LOW+6)
T = T + X
C
DO 120 I = LOW, EN
120 H(I,I) = H(I,I) - X
C
S = ABS(H(EN,NA)) + ABS(H(NA,ENM2))
X = 0.75E0 * S
Y = X
W = -0.4375E0 * S * S
130 ITS = ITS + 1
ITN = ITN - 1
*
* UPDATE ITERATION NUMBER
ITCNT = 30*N - ITN
C .......... LOOK FOR TWO CONSECUTIVE SMALL
C SUB-DIAGONAL ELEMENTS.
C FOR M=EN-2 STEP -1 UNTIL L DO -- ..........
* REPLACE SPLITTING CRITERION WITH NEW ONE AS IN LAPACK
DO 140 MM = L, ENM2
M = ENM2 + L - MM
ZZ = H(M,M)
R = X - ZZ
S = Y - ZZ
P = (R * S - W) / H(M+1,M) + H(M,M+1)
Q = H(M+1,M+1) - ZZ - R - S
R = H(M+2,M+1)
S = ABS(P) + ABS(Q) + ABS(R)
P = P / S
Q = Q / S
R = R / S
IF (M .EQ. L) GO TO 150
TST1 = ABS(P)*(ABS(H(M-1,M-1)) + ABS(ZZ) + ABS(H(M+1,M+1)))
TST2 = ABS(H(M,M-1))*(ABS(Q) + ABS(R))
IF ( TST2 .LE. MAX(ULP*TST1,SMALL) ) GO TO 150
140 CONTINUE
C
150 CONTINUE
*
* INCREMENT OPCOUNT FOR LOOP 140
OPST = OPST + 20*(ENM2-M+1)
MP2 = M + 2
C
DO 160 I = MP2, EN
H(I,I-2) = 0.0E0
IF (I .EQ. MP2) GO TO 160
H(I,I-3) = 0.0E0
160 CONTINUE
C .......... DOUBLE QR STEP INVOLVING ROWS L TO EN AND
C COLUMNS M TO EN ..........
*
* INCREMENT OPCOUNT FOR LOOP 260
OPST = OPST + 18*(NA-M+1)
DO 260 K = M, NA
NOTLAS = K .NE. NA
IF (K .EQ. M) GO TO 170
P = H(K,K-1)
Q = H(K+1,K-1)
R = 0.0E0
IF (NOTLAS) R = H(K+2,K-1)
X = ABS(P) + ABS(Q) + ABS(R)
IF (X .EQ. 0.0E0) GO TO 260
P = P / X
Q = Q / X
R = R / X
170 S = SIGN(SQRT(P*P+Q*Q+R*R),P)
IF (K .EQ. M) GO TO 180
H(K,K-1) = -S * X
GO TO 190
180 IF (L .NE. M) H(K,K-1) = -H(K,K-1)
190 P = P + S
X = P / S
Y = Q / S
ZZ = R / S
Q = Q / P
R = R / P
IF (NOTLAS) GO TO 225
C .......... ROW MODIFICATION ..........
*
* INCREMENT OPCOUNT
OPS = OPS + 6*(EN-K+1)
DO 200 J = K, EN
P = H(K,J) + Q * H(K+1,J)
H(K,J) = H(K,J) - P * X
H(K+1,J) = H(K+1,J) - P * Y
200 CONTINUE
C
J = MIN0(EN,K+3)
C .......... COLUMN MODIFICATION ..........
*
* INCREMENT OPCOUNT
OPS = OPS + 6*(J-L+1)
DO 210 I = L, J
P = X * H(I,K) + Y * H(I,K+1)
H(I,K) = H(I,K) - P
H(I,K+1) = H(I,K+1) - P * Q
210 CONTINUE
GO TO 255
225 CONTINUE
C .......... ROW MODIFICATION ..........
*
* INCREMENT OPCOUNT
OPS = OPS + 10*(EN-K+1)
DO 230 J = K, EN
P = H(K,J) + Q * H(K+1,J) + R * H(K+2,J)
H(K,J) = H(K,J) - P * X
H(K+1,J) = H(K+1,J) - P * Y
H(K+2,J) = H(K+2,J) - P * ZZ
230 CONTINUE
C
J = MIN0(EN,K+3)
C .......... COLUMN MODIFICATION ..........
*
* INCREMENT OPCOUNT
OPS = OPS + 10*(J-L+1)
DO 240 I = L, J
P = X * H(I,K) + Y * H(I,K+1) + ZZ * H(I,K+2)
H(I,K) = H(I,K) - P
H(I,K+1) = H(I,K+1) - P * Q
H(I,K+2) = H(I,K+2) - P * R
240 CONTINUE
255 CONTINUE
C
260 CONTINUE
C
GO TO 70
C .......... ONE ROOT FOUND ..........
270 WR(EN) = X + T
WI(EN) = 0.0E0
EN = NA
GO TO 60
C .......... TWO ROOTS FOUND ..........
280 P = (Y - X) / 2.0E0
Q = P * P + W
ZZ = SQRT(ABS(Q))
X = X + T
*
* INCREMENT OP COUNT FOR FINDING TWO ROOTS.
OPST = OPST + 8
IF (Q .LT. 0.0E0) GO TO 320
C .......... REAL PAIR ..........
ZZ = P + SIGN(ZZ,P)
WR(NA) = X + ZZ
WR(EN) = WR(NA)
IF (ZZ .NE. 0.0E0) WR(EN) = X - W / ZZ
WI(NA) = 0.0E0
WI(EN) = 0.0E0
GO TO 330
C .......... COMPLEX PAIR ..........
320 WR(NA) = X + P
WR(EN) = X + P
WI(NA) = ZZ
WI(EN) = -ZZ
330 EN = ENM2
GO TO 60
C .......... SET ERROR -- ALL EIGENVALUES HAVE NOT
C CONVERGED AFTER 30*N ITERATIONS ..........
1000 IERR = EN
1001 CONTINUE
*
* COMPUTE FINAL OP COUNT
OPS = OPS + OPST
RETURN
END
SUBROUTINE HQR2(NM,N,LOW,IGH,H,WR,WI,Z,IERR)
C
INTEGER I,J,K,L,M,N,EN,II,JJ,LL,MM,NA,NM,NN,
X IGH,ITN,ITS,LOW,MP2,ENM2,IERR
REAL H(NM,N),WR(N),WI(N),Z(NM,N)
REAL P,Q,R,S,T,W,X,Y,RA,SA,VI,VR,ZZ,NORM,TST1,TST2
LOGICAL NOTLAS
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON /LATIME/ OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL OPS, ITCNT, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE HQR2,
C NUM. MATH. 16, 181-204(1970) BY PETERS AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971).
C
C THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS
C OF A REAL UPPER HESSENBERG MATRIX BY THE QR METHOD. THE
C EIGENVECTORS OF A REAL GENERAL MATRIX CAN ALSO BE FOUND
C IF ELMHES AND ELTRAN OR ORTHES AND ORTRAN HAVE
C BEEN USED TO REDUCE THIS GENERAL MATRIX TO HESSENBERG FORM
C AND TO ACCUMULATE THE SIMILARITY TRANSFORMATIONS.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING
C SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED,
C SET LOW=1, IGH=N.
C
C H CONTAINS THE UPPER HESSENBERG MATRIX.
C
C Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED BY ELTRAN
C AFTER THE REDUCTION BY ELMHES, OR BY ORTRAN AFTER THE
C REDUCTION BY ORTHES, IF PERFORMED. IF THE EIGENVECTORS
C OF THE HESSENBERG MATRIX ARE DESIRED, Z MUST CONTAIN THE
C IDENTITY MATRIX.
C
C ON OUTPUT
C
C H HAS BEEN DESTROYED.
C
C WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS,
C RESPECTIVELY, OF THE EIGENVALUES. THE EIGENVALUES
C ARE UNORDERED EXCEPT THAT COMPLEX CONJUGATE PAIRS
C OF VALUES APPEAR CONSECUTIVELY WITH THE EIGENVALUE
C HAVING THE POSITIVE IMAGINARY PART FIRST. IF AN
C ERROR EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT
C FOR INDICES IERR+1,...,N.
C
C Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS.
C IF THE I-TH EIGENVALUE IS REAL, THE I-TH COLUMN OF Z
C CONTAINS ITS EIGENVECTOR. IF THE I-TH EIGENVALUE IS COMPLEX
C WITH POSITIVE IMAGINARY PART, THE I-TH AND (I+1)-TH
C COLUMNS OF Z CONTAIN THE REAL AND IMAGINARY PARTS OF ITS
C EIGENVECTOR. THE EIGENVECTORS ARE UNNORMALIZED. IF AN
C ERROR EXIT IS MADE, NONE OF THE EIGENVECTORS HAS BEEN FOUND.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED
C WHILE THE J-TH EIGENVALUE IS BEING SOUGHT.
C
C CALLS CDIV FOR COMPLEX DIVISION.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
*
EXTERNAL SLAMCH
REAL SLAMCH, UNFL,OVFL,ULP,SMLNUM,SMALL
IF (N.LE.0) RETURN
*
* INITIALIZE
*
ITCNT = 0
OPST = 0
C
IERR = 0
K = 1
C .......... STORE ROOTS ISOLATED BY BALANC
C AND COMPUTE MATRIX NORM ..........
DO 50 I = 1, N
IF (I .GE. LOW .AND. I .LE. IGH) GO TO 50
WR(I) = H(I,I)
WI(I) = 0.0E0
50 CONTINUE
*
* INCREMENT OPCOUNT FOR COMPUTING MATRIX NORM
OPS = OPS + (IGH-LOW+1)*(IGH-LOW+2)/2
*
* COMPUTE THE 1-NORM OF MATRIX H
*
NORM = 0.0E0
DO 5 J = LOW, IGH
S = 0.0E0
DO 4 I = LOW, MIN(IGH,J+1)
S = S + ABS(H(I,J))
4 CONTINUE
NORM = MAX(NORM, S)
5 CONTINUE
C
UNFL = SLAMCH( 'SAFE MINIMUM' )
OVFL = SLAMCH( 'OVERFLOW' )
ULP = SLAMCH( 'EPSILON' )*SLAMCH( 'BASE' )
SMLNUM = MAX( UNFL*( N / ULP ), N / ( ULP*OVFL ) )
SMALL = MAX( SMLNUM, ULP*NORM )
C
EN = IGH
T = 0.0E0
ITN = 30*N
C .......... SEARCH FOR NEXT EIGENVALUES ..........
60 IF (EN .LT. LOW) GO TO 340
ITS = 0
NA = EN - 1
ENM2 = NA - 1
C .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT
C FOR L=EN STEP -1 UNTIL LOW DO -- ..........
* REPLACE SPLITTING CRITERION WITH NEW ONE AS IN LAPACK
*
70 DO 80 LL = LOW, EN
L = EN + LOW - LL
IF (L .EQ. LOW) GO TO 100
S = ABS(H(L-1,L-1)) + ABS(H(L,L))
IF (S .EQ. 0.0E0) S = NORM
IF ( ABS(H(L,L-1)) .LE. MAX(ULP*S,SMALL) ) GO TO 100
80 CONTINUE
C .......... FORM SHIFT ..........
100 CONTINUE
*
* INCREMENT OP COUNT FOR CONVERGENCE TEST
OPS = OPS + 2*(EN-L+1)
X = H(EN,EN)
IF (L .EQ. EN) GO TO 270
Y = H(NA,NA)
W = H(EN,NA) * H(NA,EN)
IF (L .EQ. NA) GO TO 280
IF (ITN .EQ. 0) GO TO 1000
IF (ITS .NE. 10 .AND. ITS .NE. 20) GO TO 130
C .......... FORM EXCEPTIONAL SHIFT ..........
*
* INCREMENT OP COUNT
OPS = OPS + (EN-LOW+6)
T = T + X
C
DO 120 I = LOW, EN
120 H(I,I) = H(I,I) - X
C
S = ABS(H(EN,NA)) + ABS(H(NA,ENM2))
X = 0.75E0 * S
Y = X
W = -0.4375E0 * S * S
130 ITS = ITS + 1
ITN = ITN - 1
*
* UPDATE ITERATION NUMBER
ITCNT = 30*N - ITN
C .......... LOOK FOR TWO CONSECUTIVE SMALL
C SUB-DIAGONAL ELEMENTS.
C FOR M=EN-2 STEP -1 UNTIL L DO -- ..........
DO 140 MM = L, ENM2
M = ENM2 + L - MM
ZZ = H(M,M)
R = X - ZZ
S = Y - ZZ
P = (R * S - W) / H(M+1,M) + H(M,M+1)
Q = H(M+1,M+1) - ZZ - R - S
R = H(M+2,M+1)
S = ABS(P) + ABS(Q) + ABS(R)
P = P / S
Q = Q / S
R = R / S
IF (M .EQ. L) GO TO 150
TST1 = ABS(P)*(ABS(H(M-1,M-1)) + ABS(ZZ) + ABS(H(M+1,M+1)))
TST2 = ABS(H(M,M-1))*(ABS(Q) + ABS(R))
IF ( TST2 .LE. MAX(ULP*TST1,SMALL) ) GO TO 150
140 CONTINUE
C
150 CONTINUE
*
* INCREMENT OPCOUNT FOR LOOP 140
OPST = OPST + 20*(ENM2-M+1)
MP2 = M + 2
C
DO 160 I = MP2, EN
H(I,I-2) = 0.0E0
IF (I .EQ. MP2) GO TO 160
H(I,I-3) = 0.0E0
160 CONTINUE
C .......... DOUBLE QR STEP INVOLVING ROWS L TO EN AND
C COLUMNS M TO EN ..........
*
* INCREMENT OPCOUNT FOR LOOP 260
OPST = OPST + 18*(NA-M+1)
DO 260 K = M, NA
NOTLAS = K .NE. NA
IF (K .EQ. M) GO TO 170
P = H(K,K-1)
Q = H(K+1,K-1)
R = 0.0E0
IF (NOTLAS) R = H(K+2,K-1)
X = ABS(P) + ABS(Q) + ABS(R)
IF (X .EQ. 0.0E0) GO TO 260
P = P / X
Q = Q / X
R = R / X
170 S = SIGN(SQRT(P*P+Q*Q+R*R),P)
IF (K .EQ. M) GO TO 180
H(K,K-1) = -S * X
GO TO 190
180 IF (L .NE. M) H(K,K-1) = -H(K,K-1)
190 P = P + S
X = P / S
Y = Q / S
ZZ = R / S
Q = Q / P
R = R / P
IF (NOTLAS) GO TO 225
C .......... ROW MODIFICATION ..........
*
* INCREMENT OP COUNT FOR LOOP 200
OPS = OPS + 6*(N-K+1)
DO 200 J = K, N
P = H(K,J) + Q * H(K+1,J)
H(K,J) = H(K,J) - P * X
H(K+1,J) = H(K+1,J) - P * Y
200 CONTINUE
C
J = MIN0(EN,K+3)
C .......... COLUMN MODIFICATION ..........
*
* INCREMENT OPCOUNT FOR LOOP 210
OPS = OPS + 6*J
DO 210 I = 1, J
P = X * H(I,K) + Y * H(I,K+1)
H(I,K) = H(I,K) - P
H(I,K+1) = H(I,K+1) - P * Q
210 CONTINUE
C .......... ACCUMULATE TRANSFORMATIONS ..........
*
* INCREMENT OPCOUNT FOR LOOP 220
OPS = OPS + 6*(IGH-LOW + 1)
DO 220 I = LOW, IGH
P = X * Z(I,K) + Y * Z(I,K+1)
Z(I,K) = Z(I,K) - P
Z(I,K+1) = Z(I,K+1) - P * Q
220 CONTINUE
GO TO 255
225 CONTINUE
C .......... ROW MODIFICATION ..........
*
* INCREMENT OPCOUNT FOR LOOP 230
OPS = OPS + 10*(N-K+1)
DO 230 J = K, N
P = H(K,J) + Q * H(K+1,J) + R * H(K+2,J)
H(K,J) = H(K,J) - P * X
H(K+1,J) = H(K+1,J) - P * Y
H(K+2,J) = H(K+2,J) - P * ZZ
230 CONTINUE
C
J = MIN0(EN,K+3)
C .......... COLUMN MODIFICATION ..........
*
* INCREMENT OPCOUNT FOR LOOP 240
OPS = OPS + 10*J
DO 240 I = 1, J
P = X * H(I,K) + Y * H(I,K+1) + ZZ * H(I,K+2)
H(I,K) = H(I,K) - P
H(I,K+1) = H(I,K+1) - P * Q
H(I,K+2) = H(I,K+2) - P * R
240 CONTINUE
C .......... ACCUMULATE TRANSFORMATIONS ..........
*
* INCREMENT OPCOUNT FOR LOOP 250
OPS = OPS + 10*(IGH-LOW+1)
DO 250 I = LOW, IGH
P = X * Z(I,K) + Y * Z(I,K+1) + ZZ * Z(I,K+2)
Z(I,K) = Z(I,K) - P
Z(I,K+1) = Z(I,K+1) - P * Q
Z(I,K+2) = Z(I,K+2) - P * R
250 CONTINUE
255 CONTINUE
C
260 CONTINUE
C
GO TO 70
C .......... ONE ROOT FOUND ..........
270 H(EN,EN) = X + T
WR(EN) = H(EN,EN)
WI(EN) = 0.0E0
EN = NA
GO TO 60
C .......... TWO ROOTS FOUND ..........
280 P = (Y - X) / 2.0E0
Q = P * P + W
ZZ = SQRT(ABS(Q))
H(EN,EN) = X + T
X = H(EN,EN)
H(NA,NA) = Y + T
IF (Q .LT. 0.0E0) GO TO 320
C .......... REAL PAIR ..........
ZZ = P + SIGN(ZZ,P)
WR(NA) = X + ZZ
WR(EN) = WR(NA)
IF (ZZ .NE. 0.0E0) WR(EN) = X - W / ZZ
WI(NA) = 0.0E0
WI(EN) = 0.0E0
X = H(EN,NA)
S = ABS(X) + ABS(ZZ)
P = X / S
Q = ZZ / S
R = SQRT(P*P+Q*Q)
P = P / R
Q = Q / R
*
* INCREMENT OP COUNT FOR FINDING TWO ROOTS.
OPST = OPST + 18
*
* INCREMENT OP COUNT FOR MODIFICATION AND ACCUMULATION
* IN LOOP 290, 300, 310
OPS = OPS + 6*(N-NA+1) + 6*EN + 6*(IGH-LOW+1)
C .......... ROW MODIFICATION ..........
DO 290 J = NA, N
ZZ = H(NA,J)
H(NA,J) = Q * ZZ + P * H(EN,J)
H(EN,J) = Q * H(EN,J) - P * ZZ
290 CONTINUE
C .......... COLUMN MODIFICATION ..........
DO 300 I = 1, EN
ZZ = H(I,NA)
H(I,NA) = Q * ZZ + P * H(I,EN)
H(I,EN) = Q * H(I,EN) - P * ZZ
300 CONTINUE
C .......... ACCUMULATE TRANSFORMATIONS ..........
DO 310 I = LOW, IGH
ZZ = Z(I,NA)
Z(I,NA) = Q * ZZ + P * Z(I,EN)
Z(I,EN) = Q * Z(I,EN) - P * ZZ
310 CONTINUE
C
GO TO 330
C .......... COMPLEX PAIR ..........
320 WR(NA) = X + P
WR(EN) = X + P
WI(NA) = ZZ
WI(EN) = -ZZ
*
* INCREMENT OP COUNT FOR FINDING COMPLEX PAIR.
OPST = OPST + 9
330 EN = ENM2
GO TO 60
C .......... ALL ROOTS FOUND. BACKSUBSTITUTE TO FIND
C VECTORS OF UPPER TRIANGULAR FORM ..........
340 IF (NORM .EQ. 0.0E0) GO TO 1001
C .......... FOR EN=N STEP -1 UNTIL 1 DO -- ..........
DO 800 NN = 1, N
EN = N + 1 - NN
P = WR(EN)
Q = WI(EN)
NA = EN - 1
IF (Q) 710, 600, 800
C .......... REAL VECTOR ..........
600 M = EN
H(EN,EN) = 1.0E0
IF (NA .EQ. 0) GO TO 800
C .......... FOR I=EN-1 STEP -1 UNTIL 1 DO -- ..........
DO 700 II = 1, NA
I = EN - II
W = H(I,I) - P
R = 0.0E0
C
*
* INCREMENT OP COUNT FOR LOOP 610
OPST = OPST + 2*(EN - M+1)
DO 610 J = M, EN
610 R = R + H(I,J) * H(J,EN)
C
IF (WI(I) .GE. 0.0E0) GO TO 630
ZZ = W
S = R
GO TO 700
630 M = I
IF (WI(I) .NE. 0.0E0) GO TO 640
T = W
IF (T .NE. 0.0E0) GO TO 635
TST1 = NORM
T = TST1
632 T = 0.01E0 * T
TST2 = NORM + T
IF (TST2 .GT. TST1) GO TO 632
635 H(I,EN) = -R / T
GO TO 680
C .......... SOLVE REAL EQUATIONS ..........
640 X = H(I,I+1)
Y = H(I+1,I)
Q = (WR(I) - P) * (WR(I) - P) + WI(I) * WI(I)
T = (X * S - ZZ * R) / Q
*
* INCREMENT OP COUNT FOR SOLVING REAL EQUATION.
OPST = OPST + 13
H(I,EN) = T
IF (ABS(X) .LE. ABS(ZZ)) GO TO 650
H(I+1,EN) = (-R - W * T) / X
GO TO 680
650 H(I+1,EN) = (-S - Y * T) / ZZ
C
C .......... OVERFLOW CONTROL ..........
680 T = ABS(H(I,EN))
IF (T .EQ. 0.0E0) GO TO 700
TST1 = T
TST2 = TST1 + 1.0E0/TST1
IF (TST2 .GT. TST1) GO TO 700
*
* INCREMENT OP COUNT.
OPST = OPST + (EN-I+1)
DO 690 J = I, EN
H(J,EN) = H(J,EN)/T
690 CONTINUE
C
700 CONTINUE
C .......... END REAL VECTOR ..........
GO TO 800
C .......... COMPLEX VECTOR ..........
710 M = NA
C .......... LAST VECTOR COMPONENT CHOSEN IMAGINARY SO THAT
C EIGENVECTOR MATRIX IS TRIANGULAR ..........
IF (ABS(H(EN,NA)) .LE. ABS(H(NA,EN))) GO TO 720
H(NA,NA) = Q / H(EN,NA)
H(NA,EN) = -(H(EN,EN) - P) / H(EN,NA)
*
* INCREMENT OP COUNT.
OPST = OPST + 3
GO TO 730
720 CALL CDIV(0.0E0,-H(NA,EN),H(NA,NA)-P,Q,H(NA,NA),H(NA,EN))
*
* INCREMENT OP COUNT IF (ABS(H(EN,NA)) .LE. ABS(H(NA,EN)))
OPST = OPST + 16
730 H(EN,NA) = 0.0E0
H(EN,EN) = 1.0E0
ENM2 = NA - 1
IF (ENM2 .EQ. 0) GO TO 800
C .......... FOR I=EN-2 STEP -1 UNTIL 1 DO -- ..........
DO 795 II = 1, ENM2
I = NA - II
W = H(I,I) - P
RA = 0.0E0
SA = 0.0E0
C
*
* INCREMENT OP COUNT FOR LOOP 760
OPST = OPST + 4*(EN-M+1)
DO 760 J = M, EN
RA = RA + H(I,J) * H(J,NA)
SA = SA + H(I,J) * H(J,EN)
760 CONTINUE
C
IF (WI(I) .GE. 0.0E0) GO TO 770
ZZ = W
R = RA
S = SA
GO TO 795
770 M = I
IF (WI(I) .NE. 0.0E0) GO TO 780
CALL CDIV(-RA,-SA,W,Q,H(I,NA),H(I,EN))
*
* INCREMENT OP COUNT FOR CDIV
OPST = OPST + 16
GO TO 790
C .......... SOLVE COMPLEX EQUATIONS ..........
780 X = H(I,I+1)
Y = H(I+1,I)
VR = (WR(I) - P) * (WR(I) - P) + WI(I) * WI(I) - Q * Q
VI = (WR(I) - P) * 2.0E0 * Q
*
* INCREMENT OPCOUNT (AVERAGE) FOR SOLVING COMPLEX EQUATIONS
OPST = OPST + 42
IF (VR .NE. 0.0E0 .OR. VI .NE. 0.0E0) GO TO 784
TST1 = NORM * (ABS(W) + ABS(Q) + ABS(X)
X + ABS(Y) + ABS(ZZ))
VR = TST1
783 VR = 0.01E0 * VR
TST2 = TST1 + VR
IF (TST2 .GT. TST1) GO TO 783
784 CALL CDIV(X*R-ZZ*RA+Q*SA,X*S-ZZ*SA-Q*RA,VR,VI,
X H(I,NA),H(I,EN))
IF (ABS(X) .LE. ABS(ZZ) + ABS(Q)) GO TO 785
H(I+1,NA) = (-RA - W * H(I,NA) + Q * H(I,EN)) / X
H(I+1,EN) = (-SA - W * H(I,EN) - Q * H(I,NA)) / X
GO TO 790
785 CALL CDIV(-R-Y*H(I,NA),-S-Y*H(I,EN),ZZ,Q,
X H(I+1,NA),H(I+1,EN))
C
C .......... OVERFLOW CONTROL ..........
790 T = AMAX1(ABS(H(I,NA)), ABS(H(I,EN)))
IF (T .EQ. 0.0E0) GO TO 795
TST1 = T
TST2 = TST1 + 1.0E0/TST1
IF (TST2 .GT. TST1) GO TO 795
*
* INCREMENT OP COUNT.
OPST = OPST + 2*(EN-I+1)
DO 792 J = I, EN
H(J,NA) = H(J,NA)/T
H(J,EN) = H(J,EN)/T
792 CONTINUE
C
795 CONTINUE
C .......... END COMPLEX VECTOR ..........
800 CONTINUE
C .......... END BACK SUBSTITUTION.
C VECTORS OF ISOLATED ROOTS ..........
DO 840 I = 1, N
IF (I .GE. LOW .AND. I .LE. IGH) GO TO 840
C
DO 820 J = I, N
820 Z(I,J) = H(I,J)
C
840 CONTINUE
C .......... MULTIPLY BY TRANSFORMATION MATRIX TO GIVE
C VECTORS OF ORIGINAL FULL MATRIX.
C FOR J=N STEP -1 UNTIL LOW DO -- ..........
DO 880 JJ = LOW, N
J = N + LOW - JJ
M = MIN0(J,IGH)
C
*
* INCREMENT OP COUNT.
OPS = OPS + 2*(IGH-LOW+1)*(M-LOW+1)
DO 880 I = LOW, IGH
ZZ = 0.0E0
C
DO 860 K = LOW, M
860 ZZ = ZZ + Z(I,K) * H(K,J)
C
Z(I,J) = ZZ
880 CONTINUE
C
GO TO 1001
C .......... SET ERROR -- ALL EIGENVALUES HAVE NOT
C CONVERGED AFTER 30*N ITERATIONS ..........
1000 IERR = EN
1001 CONTINUE
*
* COMPUTE FINAL OP COUNT
OPS = OPS + OPST
RETURN
END
SUBROUTINE IMTQL1(N,D,E,IERR)
*
* EISPACK ROUTINE
* MODIFIED FOR COMPARISON WITH LAPACK ROUTINES.
*
* CONVERGENCE TEST WAS MODIFIED TO BE THE SAME AS IN SSTEQR.
*
C
INTEGER I,J,L,M,N,II,MML,IERR
REAL D(N),E(N)
REAL B,C,F,G,P,R,S,TST1,TST2,PYTHAG
REAL EPS, TST
REAL SLAMCH
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE CONTRIBUTIONS TO OPS FROM
* FUNCTION PYTHAG. IT IS PASSED TO AND FROM PYTHAG
* THROUGH COMMON BLOCK PYTHOP.
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
COMMON / PYTHOP / OPST
*
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE IMTQL1,
C NUM. MATH. 12, 377-383(1968) BY MARTIN AND WILKINSON,
C AS MODIFIED IN NUM. MATH. 15, 450(1970) BY DUBRULLE.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 241-248(1971).
C
C THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC
C TRIDIAGONAL MATRIX BY THE IMPLICIT QL METHOD.
C
C ON INPUT
C
C N IS THE ORDER OF THE MATRIX.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX.
C
C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX
C IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY.
C
C ON OUTPUT
C
C D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN
C ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND
C ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE
C THE SMALLEST EIGENVALUES.
C
C E HAS BEEN DESTROYED.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE J-TH EIGENVALUE HAS NOT BEEN
C DETERMINED AFTER 40 ITERATIONS.
C
C CALLS PYTHAG FOR SQRT(A*A + B*B) .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
IERR = 0
IF (N .EQ. 1) GO TO 1001
*
* INITIALIZE ITERATION COUNT AND OPST
ITCNT = 0
OPST = 0
*
* DETERMINE THE UNIT ROUNDOFF FOR THIS ENVIRONMENT.
*
EPS = SLAMCH( 'EPSILON' )
C
DO 100 I = 2, N
100 E(I-1) = E(I)
C
E(N) = 0.0E0
C
DO 290 L = 1, N
J = 0
C .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT ..........
105 DO 110 M = L, N
IF (M .EQ. N) GO TO 120
TST = ABS( E(M) )
IF( TST .LE. EPS * ( ABS(D(M)) + ABS(D(M+1)) ) ) GO TO 120
* TST1 = ABS(D(M)) + ABS(D(M+1))
* TST2 = TST1 + ABS(E(M))
* IF (TST2 .EQ. TST1) GO TO 120
110 CONTINUE
C
120 P = D(L)
*
* INCREMENT OPCOUNT FOR FINDING SMALL SUBDIAGONAL ELEMENT.
OPS = OPS + 2*( MIN(M,N-1)-L+1 )
IF (M .EQ. L) GO TO 215
IF (J .EQ. 40) GO TO 1000
J = J + 1
C .......... FORM SHIFT ..........
G = (D(L+1) - P) / (2.0E0 * E(L))
R = PYTHAG(G,1.0E0)
G = D(M) - P + E(L) / (G + SIGN(R,G))
*
* INCREMENT OPCOUNT FOR FORMING SHIFT.
OPS = OPS + 7
S = 1.0E0
C = 1.0E0
P = 0.0E0
MML = M - L
C .......... FOR I=M-1 STEP -1 UNTIL L DO -- ..........
DO 200 II = 1, MML
I = M - II
F = S * E(I)
B = C * E(I)
R = PYTHAG(F,G)
E(I+1) = R
IF (R .EQ. 0.0E0) GO TO 210
S = F / R
C = G / R
G = D(I+1) - P
R = (D(I) - G) * S + 2.0E0 * C * B
P = S * R
D(I+1) = G + P
G = C * R - B
200 CONTINUE
C
D(L) = D(L) - P
E(L) = G
E(M) = 0.0E0
*
* INCREMENT OPCOUNT FOR INNER LOOP.
OPS = OPS + MML*14 + 1
*
* INCREMENT ITERATION COUNTER
ITCNT = ITCNT + 1
GO TO 105
C .......... RECOVER FROM UNDERFLOW ..........
210 D(I+1) = D(I+1) - P
E(M) = 0.0E0
*
* INCREMENT OPCOUNT FOR INNER LOOP, WHEN UNDERFLOW OCCURS.
OPS = OPS + 2+(II-1)*14 + 1
GO TO 105
C .......... ORDER EIGENVALUES ..........
215 IF (L .EQ. 1) GO TO 250
C .......... FOR I=L STEP -1 UNTIL 2 DO -- ..........
DO 230 II = 2, L
I = L + 2 - II
IF (P .GE. D(I-1)) GO TO 270
D(I) = D(I-1)
230 CONTINUE
C
250 I = 1
270 D(I) = P
290 CONTINUE
C
GO TO 1001
C .......... SET ERROR -- NO CONVERGENCE TO AN
C EIGENVALUE AFTER 40 ITERATIONS ..........
1000 IERR = L
1001 CONTINUE
*
* COMPUTE FINAL OP COUNT
OPS = OPS + OPST
RETURN
END
SUBROUTINE IMTQL2(NM,N,D,E,Z,IERR)
*
* EISPACK ROUTINE. MODIFIED FOR COMPARISON WITH LAPACK.
*
* CONVERGENCE TEST WAS MODIFIED TO BE THE SAME AS IN SSTEQR.
*
C
INTEGER I,J,K,L,M,N,II,NM,MML,IERR
REAL D(N),E(N),Z(NM,N)
REAL B,C,F,G,P,R,S,TST1,TST2,PYTHAG
REAL EPS, TST
REAL SLAMCH
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE CONTRIBUTIONS TO OPS FROM
* FUNCTION PYTHAG. IT IS PASSED TO AND FROM PYTHAG
* THROUGH COMMON BLOCK PYTHOP.
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
COMMON / PYTHOP / OPST
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE IMTQL2,
C NUM. MATH. 12, 377-383(1968) BY MARTIN AND WILKINSON,
C AS MODIFIED IN NUM. MATH. 15, 450(1970) BY DUBRULLE.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 241-248(1971).
C
C THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS
C OF A SYMMETRIC TRIDIAGONAL MATRIX BY THE IMPLICIT QL METHOD.
C THE EIGENVECTORS OF A FULL SYMMETRIC MATRIX CAN ALSO
C BE FOUND IF TRED2 HAS BEEN USED TO REDUCE THIS
C FULL MATRIX TO TRIDIAGONAL FORM.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX.
C
C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX
C IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY.
C
C Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE
C REDUCTION BY TRED2, IF PERFORMED. IF THE EIGENVECTORS
C OF THE TRIDIAGONAL MATRIX ARE DESIRED, Z MUST CONTAIN
C THE IDENTITY MATRIX.
C
C ON OUTPUT
C
C D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN
C ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT BUT
C UNORDERED FOR INDICES 1,2,...,IERR-1.
C
C E HAS BEEN DESTROYED.
C
C Z CONTAINS ORTHONORMAL EIGENVECTORS OF THE SYMMETRIC
C TRIDIAGONAL (OR FULL) MATRIX. IF AN ERROR EXIT IS MADE,
C Z CONTAINS THE EIGENVECTORS ASSOCIATED WITH THE STORED
C EIGENVALUES.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE J-TH EIGENVALUE HAS NOT BEEN
C DETERMINED AFTER 40 ITERATIONS.
C
C CALLS PYTHAG FOR SQRT(A*A + B*B) .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
IERR = 0
IF (N .EQ. 1) GO TO 1001
*
* INITIALIZE ITERATION COUNT AND OPST
ITCNT = 0
OPST = 0
*
* DETERMINE UNIT ROUNDOFF FOR THIS MACHINE.
EPS = SLAMCH( 'EPSILON' )
C
DO 100 I = 2, N
100 E(I-1) = E(I)
C
E(N) = 0.0E0
C
DO 240 L = 1, N
J = 0
C .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT ..........
105 DO 110 M = L, N
IF (M .EQ. N) GO TO 120
* TST1 = ABS(D(M)) + ABS(D(M+1))
* TST2 = TST1 + ABS(E(M))
* IF (TST2 .EQ. TST1) GO TO 120
TST = ABS( E(M) )
IF( TST .LE. EPS * ( ABS(D(M)) + ABS(D(M+1)) ) ) GO TO 120
110 CONTINUE
C
120 P = D(L)
*
* INCREMENT OPCOUNT FOR FINDING SMALL SUBDIAGONAL ELEMENT.
OPS = OPS + 2*( MIN(M,N)-L+1 )
IF (M .EQ. L) GO TO 240
IF (J .EQ. 40) GO TO 1000
J = J + 1
C .......... FORM SHIFT ..........
G = (D(L+1) - P) / (2.0E0 * E(L))
R = PYTHAG(G,1.0E0)
G = D(M) - P + E(L) / (G + SIGN(R,G))
*
* INCREMENT OPCOUNT FOR FORMING SHIFT.
OPS = OPS + 7
S = 1.0E0
C = 1.0E0
P = 0.0E0
MML = M - L
C .......... FOR I=M-1 STEP -1 UNTIL L DO -- ..........
DO 200 II = 1, MML
I = M - II
F = S * E(I)
B = C * E(I)
R = PYTHAG(F,G)
E(I+1) = R
IF (R .EQ. 0.0E0) GO TO 210
S = F / R
C = G / R
G = D(I+1) - P
R = (D(I) - G) * S + 2.0E0 * C * B
P = S * R
D(I+1) = G + P
G = C * R - B
C .......... FORM VECTOR ..........
DO 180 K = 1, N
F = Z(K,I+1)
Z(K,I+1) = S * Z(K,I) + C * F
Z(K,I) = C * Z(K,I) - S * F
180 CONTINUE
C
200 CONTINUE
C
D(L) = D(L) - P
E(L) = G
E(M) = 0.0E0
*
* INCREMENT OPCOUNT FOR INNER LOOP.
OPS = OPS + MML*( 14+6*N ) + 1
*
* INCREMENT ITERATION COUNTER
ITCNT = ITCNT + 1
GO TO 105
C .......... RECOVER FROM UNDERFLOW ..........
210 D(I+1) = D(I+1) - P
E(M) = 0.0E0
*
* INCREMENT OPCOUNT FOR INNER LOOP, WHEN UNDERFLOW OCCURS.
OPS = OPS + 2+(II-1)*(14+6*N) + 1
GO TO 105
240 CONTINUE
C .......... ORDER EIGENVALUES AND EIGENVECTORS ..........
DO 300 II = 2, N
I = II - 1
K = I
P = D(I)
C
DO 260 J = II, N
IF (D(J) .GE. P) GO TO 260
K = J
P = D(J)
260 CONTINUE
C
IF (K .EQ. I) GO TO 300
D(K) = D(I)
D(I) = P
C
DO 280 J = 1, N
P = Z(J,I)
Z(J,I) = Z(J,K)
Z(J,K) = P
280 CONTINUE
C
300 CONTINUE
C
GO TO 1001
C .......... SET ERROR -- NO CONVERGENCE TO AN
C EIGENVALUE AFTER 40 ITERATIONS ..........
1000 IERR = L
1001 CONTINUE
*
* COMPUTE FINAL OP COUNT
OPS = OPS + OPST
RETURN
END
SUBROUTINE INVIT(NM,N,A,WR,WI,SELECT,MM,M,Z,IERR,RM1,RV1,RV2)
C
INTEGER I,J,K,L,M,N,S,II,IP,MM,MP,NM,NS,N1,UK,IP1,ITS,KM1,IERR
REAL A(NM,N),WR(N),WI(N),Z(NM,MM),RM1(N,N),
X RV1(N),RV2(N)
REAL T,W,X,Y,EPS3,NORM,NORMV,GROWTO,ILAMBD,
X PYTHAG,RLAMBD,UKROOT
LOGICAL SELECT(N)
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON /LATIME/ OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL OPS, ITCNT, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE INVIT
C BY PETERS AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971).
C
C THIS SUBROUTINE FINDS THOSE EIGENVECTORS OF A REAL UPPER
C HESSENBERG MATRIX CORRESPONDING TO SPECIFIED EIGENVALUES,
C USING INVERSE ITERATION.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C A CONTAINS THE HESSENBERG MATRIX.
C
C WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, RESPECTIVELY,
C OF THE EIGENVALUES OF THE MATRIX. THE EIGENVALUES MUST BE
C STORED IN A MANNER IDENTICAL TO THAT OF SUBROUTINE HQR,
C WHICH RECOGNIZES POSSIBLE SPLITTING OF THE MATRIX.
C
C SELECT SPECIFIES THE EIGENVECTORS TO BE FOUND. THE
C EIGENVECTOR CORRESPONDING TO THE J-TH EIGENVALUE IS
C SPECIFIED BY SETTING SELECT(J) TO .TRUE..
C
C MM SHOULD BE SET TO AN UPPER BOUND FOR THE NUMBER OF
C COLUMNS REQUIRED TO STORE THE EIGENVECTORS TO BE FOUND.
C NOTE THAT TWO COLUMNS ARE REQUIRED TO STORE THE
C EIGENVECTOR CORRESPONDING TO A COMPLEX EIGENVALUE.
C
C ON OUTPUT
C
C A AND WI ARE UNALTERED.
C
C WR MAY HAVE BEEN ALTERED SINCE CLOSE EIGENVALUES ARE PERTURBED
C SLIGHTLY IN SEARCHING FOR INDEPENDENT EIGENVECTORS.
C
C SELECT MAY HAVE BEEN ALTERED. IF THE ELEMENTS CORRESPONDING
C TO A PAIR OF CONJUGATE COMPLEX EIGENVALUES WERE EACH
C INITIALLY SET TO .TRUE., THE PROGRAM RESETS THE SECOND OF
C THE TWO ELEMENTS TO .FALSE..
C
C M IS THE NUMBER OF COLUMNS ACTUALLY USED TO STORE
C THE EIGENVECTORS.
C
C Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS.
C IF THE NEXT SELECTED EIGENVALUE IS REAL, THE NEXT COLUMN
C OF Z CONTAINS ITS EIGENVECTOR. IF THE EIGENVALUE IS
C COMPLEX, THE NEXT TWO COLUMNS OF Z CONTAIN THE REAL AND
C IMAGINARY PARTS OF ITS EIGENVECTOR. THE EIGENVECTORS ARE
C NORMALIZED SO THAT THE COMPONENT OF LARGEST MAGNITUDE IS 1.
C ANY VECTOR WHICH FAILS THE ACCEPTANCE TEST IS SET TO ZERO.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C -(2*N+1) IF MORE THAN MM COLUMNS OF Z ARE NECESSARY
C TO STORE THE EIGENVECTORS CORRESPONDING TO
C THE SPECIFIED EIGENVALUES.
C -K IF THE ITERATION CORRESPONDING TO THE K-TH
C VALUE FAILS,
C -(N+K) IF BOTH ERROR SITUATIONS OCCUR.
C
C RM1, RV1, AND RV2 ARE TEMPORARY STORAGE ARRAYS. NOTE THAT RM1
C IS SQUARE OF DIMENSION N BY N AND, AUGMENTED BY TWO COLUMNS
C OF Z, IS THE TRANSPOSE OF THE CORRESPONDING ALGOL B ARRAY.
C
C THE ALGOL PROCEDURE GUESSVEC APPEARS IN INVIT IN LINE.
C
C CALLS CDIV FOR COMPLEX DIVISION.
C CALLS PYTHAG FOR SQRT(A*A + B*B) .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
*
* GET ULP FROM SLAMCH FOR NEW SMALL PERTURBATION AS IN LAPACK
EXTERNAL SLAMCH
REAL SLAMCH, ULP
IF (N.LE.0) RETURN
ULP = SLAMCH( 'EPSILON' )
C
*
* INITIALIZE
OPST = 0
IERR = 0
UK = 0
S = 1
C .......... IP = 0, REAL EIGENVALUE
C 1, FIRST OF CONJUGATE COMPLEX PAIR
C -1, SECOND OF CONJUGATE COMPLEX PAIR ..........
IP = 0
N1 = N - 1
C
DO 980 K = 1, N
IF (WI(K) .EQ. 0.0E0 .OR. IP .LT. 0) GO TO 100
IP = 1
IF (SELECT(K) .AND. SELECT(K+1)) SELECT(K+1) = .FALSE.
100 IF (.NOT. SELECT(K)) GO TO 960
IF (WI(K) .NE. 0.0E0) S = S + 1
IF (S .GT. MM) GO TO 1000
IF (UK .GE. K) GO TO 200
C .......... CHECK FOR POSSIBLE SPLITTING ..........
DO 120 UK = K, N
IF (UK .EQ. N) GO TO 140
IF (A(UK+1,UK) .EQ. 0.0E0) GO TO 140
120 CONTINUE
C .......... COMPUTE INFINITY NORM OF LEADING UK BY UK
C (HESSENBERG) MATRIX ..........
140 NORM = 0.0E0
MP = 1
C
*
* INCREMENT OPCOUNT FOR COMPUTING MATRIX NORM
OPS = OPS + UK*(UK-1)/2
DO 180 I = 1, UK
X = 0.0E0
C
DO 160 J = MP, UK
160 X = X + ABS(A(I,J))
C
IF (X .GT. NORM) NORM = X
MP = I
180 CONTINUE
C .......... EPS3 REPLACES ZERO PIVOT IN DECOMPOSITION
C AND CLOSE ROOTS ARE MODIFIED BY EPS3 ..........
IF (NORM .EQ. 0.0E0) NORM = 1.0E0
* EPS3 = EPSLON(NORM)
*
* INCREMENT OPCOUNT
OPST = OPST + 3
EPS3 = NORM*ULP
C .......... GROWTO IS THE CRITERION FOR THE GROWTH ..........
UKROOT = UK
UKROOT = SQRT(UKROOT)
GROWTO = 0.1E0 / UKROOT
200 RLAMBD = WR(K)
ILAMBD = WI(K)
IF (K .EQ. 1) GO TO 280
KM1 = K - 1
GO TO 240
C .......... PERTURB EIGENVALUE IF IT IS CLOSE
C TO ANY PREVIOUS EIGENVALUE ..........
220 RLAMBD = RLAMBD + EPS3
C .......... FOR I=K-1 STEP -1 UNTIL 1 DO -- ..........
240 DO 260 II = 1, KM1
I = K - II
IF (SELECT(I) .AND. ABS(WR(I)-RLAMBD) .LT. EPS3 .AND.
X ABS(WI(I)-ILAMBD) .LT. EPS3) GO TO 220
260 CONTINUE
*
* INCREMENT OPCOUNT FOR LOOP 260 (ASSUME THAT ALL EIGENVALUES
* ARE DIFFERENT)
OPST = OPST + 2*(K-1)
C
WR(K) = RLAMBD
C .......... PERTURB CONJUGATE EIGENVALUE TO MATCH ..........
IP1 = K + IP
WR(IP1) = RLAMBD
C .......... FORM UPPER HESSENBERG A-RLAMBD*I (TRANSPOSED)
C AND INITIAL REAL VECTOR ..........
280 MP = 1
C
*
* INCREMENT OP COUNT FOR LOOP 320
OPS = OPS + UK
DO 320 I = 1, UK
C
DO 300 J = MP, UK
300 RM1(J,I) = A(I,J)
C
RM1(I,I) = RM1(I,I) - RLAMBD
MP = I
RV1(I) = EPS3
320 CONTINUE
C
ITS = 0
IF (ILAMBD .NE. 0.0E0) GO TO 520
C .......... REAL EIGENVALUE.
C TRIANGULAR DECOMPOSITION WITH INTERCHANGES,
C REPLACING ZERO PIVOTS BY EPS3 ..........
IF (UK .EQ. 1) GO TO 420
C
*
* INCREMENT OPCOUNT LU DECOMPOSITION
OPS = OPS + (UK-1)*(UK+2)
DO 400 I = 2, UK
MP = I - 1
IF (ABS(RM1(MP,I)) .LE. ABS(RM1(MP,MP))) GO TO 360
C
DO 340 J = MP, UK
Y = RM1(J,I)
RM1(J,I) = RM1(J,MP)
RM1(J,MP) = Y
340 CONTINUE
C
360 IF (RM1(MP,MP) .EQ. 0.0E0) RM1(MP,MP) = EPS3
X = RM1(MP,I) / RM1(MP,MP)
IF (X .EQ. 0.0E0) GO TO 400
C
DO 380 J = I, UK
380 RM1(J,I) = RM1(J,I) - X * RM1(J,MP)
C
400 CONTINUE
C
420 IF (RM1(UK,UK) .EQ. 0.0E0) RM1(UK,UK) = EPS3
C .......... BACK SUBSTITUTION FOR REAL VECTOR
C FOR I=UK STEP -1 UNTIL 1 DO -- ..........
440 DO 500 II = 1, UK
I = UK + 1 - II
Y = RV1(I)
IF (I .EQ. UK) GO TO 480
IP1 = I + 1
C
DO 460 J = IP1, UK
460 Y = Y - RM1(J,I) * RV1(J)
C
480 RV1(I) = Y / RM1(I,I)
500 CONTINUE
*
* INCREMENT OP COUNT FOR BACK SUBSTITUTION LOOP 500
OPS = OPS + UK*(UK+1)
C
GO TO 740
C .......... COMPLEX EIGENVALUE.
C TRIANGULAR DECOMPOSITION WITH INTERCHANGES,
C REPLACING ZERO PIVOTS BY EPS3. STORE IMAGINARY
C PARTS IN UPPER TRIANGLE STARTING AT (1,3) ..........
520 NS = N - S
Z(1,S-1) = -ILAMBD
Z(1,S) = 0.0E0
IF (N .EQ. 2) GO TO 550
RM1(1,3) = -ILAMBD
Z(1,S-1) = 0.0E0
IF (N .EQ. 3) GO TO 550
C
DO 540 I = 4, N
540 RM1(1,I) = 0.0E0
C
550 DO 640 I = 2, UK
MP = I - 1
W = RM1(MP,I)
IF (I .LT. N) T = RM1(MP,I+1)
IF (I .EQ. N) T = Z(MP,S-1)
X = RM1(MP,MP) * RM1(MP,MP) + T * T
IF (W * W .LE. X) GO TO 580
X = RM1(MP,MP) / W
Y = T / W
RM1(MP,MP) = W
IF (I .LT. N) RM1(MP,I+1) = 0.0E0
IF (I .EQ. N) Z(MP,S-1) = 0.0E0
C
*
* INCREMENT OPCOUNT FOR LOOP 560
OPS = OPS + 4*(UK-I+1)
DO 560 J = I, UK
W = RM1(J,I)
RM1(J,I) = RM1(J,MP) - X * W
RM1(J,MP) = W
IF (J .LT. N1) GO TO 555
L = J - NS
Z(I,L) = Z(MP,L) - Y * W
Z(MP,L) = 0.0E0
GO TO 560
555 RM1(I,J+2) = RM1(MP,J+2) - Y * W
RM1(MP,J+2) = 0.0E0
560 CONTINUE
C
RM1(I,I) = RM1(I,I) - Y * ILAMBD
IF (I .LT. N1) GO TO 570
L = I - NS
Z(MP,L) = -ILAMBD
Z(I,L) = Z(I,L) + X * ILAMBD
GO TO 640
570 RM1(MP,I+2) = -ILAMBD
RM1(I,I+2) = RM1(I,I+2) + X * ILAMBD
GO TO 640
580 IF (X .NE. 0.0E0) GO TO 600
RM1(MP,MP) = EPS3
IF (I .LT. N) RM1(MP,I+1) = 0.0E0
IF (I .EQ. N) Z(MP,S-1) = 0.0E0
T = 0.0E0
X = EPS3 * EPS3
600 W = W / X
X = RM1(MP,MP) * W
Y = -T * W
C
*
* INCREMENT OPCOUNT FOR LOOP 620
OPS = OPS + 6*(UK-I+1)
DO 620 J = I, UK
IF (J .LT. N1) GO TO 610
L = J - NS
T = Z(MP,L)
Z(I,L) = -X * T - Y * RM1(J,MP)
GO TO 615
610 T = RM1(MP,J+2)
RM1(I,J+2) = -X * T - Y * RM1(J,MP)
615 RM1(J,I) = RM1(J,I) - X * RM1(J,MP) + Y * T
620 CONTINUE
C
IF (I .LT. N1) GO TO 630
L = I - NS
Z(I,L) = Z(I,L) - ILAMBD
GO TO 640
630 RM1(I,I+2) = RM1(I,I+2) - ILAMBD
640 CONTINUE
*
* INCREMENT OP COUNT (AVERAGE) FOR COMPUTING
* THE SCALARS IN LOOP 640
OPS = OPS + 10*(UK -1)
C
IF (UK .LT. N1) GO TO 650
L = UK - NS
T = Z(UK,L)
GO TO 655
650 T = RM1(UK,UK+2)
655 IF (RM1(UK,UK) .EQ. 0.0E0 .AND. T .EQ. 0.0E0) RM1(UK,UK) = EPS3
C .......... BACK SUBSTITUTION FOR COMPLEX VECTOR
C FOR I=UK STEP -1 UNTIL 1 DO -- ..........
660 DO 720 II = 1, UK
I = UK + 1 - II
X = RV1(I)
Y = 0.0E0
IF (I .EQ. UK) GO TO 700
IP1 = I + 1
C
DO 680 J = IP1, UK
IF (J .LT. N1) GO TO 670
L = J - NS
T = Z(I,L)
GO TO 675
670 T = RM1(I,J+2)
675 X = X - RM1(J,I) * RV1(J) + T * RV2(J)
Y = Y - RM1(J,I) * RV2(J) - T * RV1(J)
680 CONTINUE
C
700 IF (I .LT. N1) GO TO 710
L = I - NS
T = Z(I,L)
GO TO 715
710 T = RM1(I,I+2)
715 CALL CDIV(X,Y,RM1(I,I),T,RV1(I),RV2(I))
720 CONTINUE
*
* INCREMENT OP COUNT FOR LOOP 720.
OPS = OPS + 4*UK*(UK+3)
C .......... ACCEPTANCE TEST FOR REAL OR COMPLEX
C EIGENVECTOR AND NORMALIZATION ..........
740 ITS = ITS + 1
NORM = 0.0E0
NORMV = 0.0E0
C
DO 780 I = 1, UK
IF (ILAMBD .EQ. 0.0E0) X = ABS(RV1(I))
IF (ILAMBD .NE. 0.0E0) X = PYTHAG(RV1(I),RV2(I))
IF (NORMV .GE. X) GO TO 760
NORMV = X
J = I
760 NORM = NORM + X
780 CONTINUE
*
* INCREMENT OP COUNT ACCEPTANCE TEST
IF (ILAMBD .EQ. 0.0E0) OPS = OPS + UK
IF (ILAMBD .NE. 0.0E0) OPS = OPS + 16*UK
C
IF (NORM .LT. GROWTO) GO TO 840
C .......... ACCEPT VECTOR ..........
X = RV1(J)
IF (ILAMBD .EQ. 0.0E0) X = 1.0E0 / X
IF (ILAMBD .NE. 0.0E0) Y = RV2(J)
C
*
* INCREMENT OPCOUNT FOR LOOP 820
IF (ILAMBD .EQ. 0.0E0) OPS = OPS + UK
IF (ILAMBD .NE. 0.0E0) OPS = OPS + 16*UK
DO 820 I = 1, UK
IF (ILAMBD .NE. 0.0E0) GO TO 800
Z(I,S) = RV1(I) * X
GO TO 820
800 CALL CDIV(RV1(I),RV2(I),X,Y,Z(I,S-1),Z(I,S))
820 CONTINUE
C
IF (UK .EQ. N) GO TO 940
J = UK + 1
GO TO 900
C .......... IN-LINE PROCEDURE FOR CHOOSING
C A NEW STARTING VECTOR ..........
840 IF (ITS .GE. UK) GO TO 880
X = UKROOT
Y = EPS3 / (X + 1.0E0)
RV1(1) = EPS3
C
DO 860 I = 2, UK
860 RV1(I) = Y
C
J = UK - ITS + 1
RV1(J) = RV1(J) - EPS3 * X
IF (ILAMBD .EQ. 0.0E0) GO TO 440
GO TO 660
C .......... SET ERROR -- UNACCEPTED EIGENVECTOR ..........
880 J = 1
IERR = -K
C .......... SET REMAINING VECTOR COMPONENTS TO ZERO ..........
900 DO 920 I = J, N
Z(I,S) = 0.0E0
IF (ILAMBD .NE. 0.0E0) Z(I,S-1) = 0.0E0
920 CONTINUE
C
940 S = S + 1
960 IF (IP .EQ. (-1)) IP = 0
IF (IP .EQ. 1) IP = -1
980 CONTINUE
C
GO TO 1001
C .......... SET ERROR -- UNDERESTIMATE OF EIGENVECTOR
C SPACE REQUIRED ..........
1000 IF (IERR .NE. 0) IERR = IERR - N
IF (IERR .EQ. 0) IERR = -(2 * N + 1)
1001 M = S - 1 - IABS(IP)
*
* COMPUTE FINAL OP COUNT
OPS = OPS + OPST
RETURN
END
SUBROUTINE ORTHES(NM,N,LOW,IGH,A,ORT)
C
INTEGER I,J,M,N,II,JJ,LA,MP,NM,IGH,KP1,LOW
REAL A(NM,N),ORT(IGH)
REAL F,G,H,SCALE
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON /LATIME/ OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL OPS, ITCNT, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ORTHES,
C NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971).
C
C GIVEN A REAL GENERAL MATRIX, THIS SUBROUTINE
C REDUCES A SUBMATRIX SITUATED IN ROWS AND COLUMNS
C LOW THROUGH IGH TO UPPER HESSENBERG FORM BY
C ORTHOGONAL SIMILARITY TRANSFORMATIONS.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING
C SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED,
C SET LOW=1, IGH=N.
C
C A CONTAINS THE INPUT MATRIX.
C
C ON OUTPUT
C
C A CONTAINS THE HESSENBERG MATRIX. INFORMATION ABOUT
C THE ORTHOGONAL TRANSFORMATIONS USED IN THE REDUCTION
C IS STORED IN THE REMAINING TRIANGLE UNDER THE
C HESSENBERG MATRIX.
C
C ORT CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATIONS.
C ONLY ELEMENTS LOW THROUGH IGH ARE USED.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
IF (N.LE.0) RETURN
LA = IGH - 1
KP1 = LOW + 1
IF (LA .LT. KP1) GO TO 200
C
*
* INCREMENT OP COUNR FOR COMPUTING G,H,ORT(M),.. IN LOOP 180
OPS = OPS + 6*(LA - KP1 + 1)
DO 180 M = KP1, LA
H = 0.0E0
ORT(M) = 0.0E0
SCALE = 0.0E0
C .......... SCALE COLUMN (ALGOL TOL THEN NOT NEEDED) ..........
*
* INCREMENT OP COUNT FOR LOOP 90
OPS = OPS + (IGH-M +1)
DO 90 I = M, IGH
90 SCALE = SCALE + ABS(A(I,M-1))
C
IF (SCALE .EQ. 0.0E0) GO TO 180
MP = M + IGH
C .......... FOR I=IGH STEP -1 UNTIL M DO -- ..........
*
* INCREMENT OP COUNT FOR LOOP 100
OPS = OPS + 3*(IGH-M+1)
DO 100 II = M, IGH
I = MP - II
ORT(I) = A(I,M-1) / SCALE
H = H + ORT(I) * ORT(I)
100 CONTINUE
C
G = -SIGN(SQRT(H),ORT(M))
H = H - ORT(M) * G
ORT(M) = ORT(M) - G
C .......... FORM (I-(U*UT)/H) * A ..........
*
* INCREMENT OP COUNT FOR LOOP 130 AND 160
OPS = OPS + (N-M+1+IGH)*(4*(IGH-M+1) + 1)
DO 130 J = M, N
F = 0.0E0
C .......... FOR I=IGH STEP -1 UNTIL M DO -- ..........
DO 110 II = M, IGH
I = MP - II
F = F + ORT(I) * A(I,J)
110 CONTINUE
C
F = F / H
C
DO 120 I = M, IGH
120 A(I,J) = A(I,J) - F * ORT(I)
C
130 CONTINUE
C .......... FORM (I-(U*UT)/H)*A*(I-(U*UT)/H) ..........
DO 160 I = 1, IGH
F = 0.0E0
C .......... FOR J=IGH STEP -1 UNTIL M DO -- ..........
DO 140 JJ = M, IGH
J = MP - JJ
F = F + ORT(J) * A(I,J)
140 CONTINUE
C
F = F / H
C
DO 150 J = M, IGH
150 A(I,J) = A(I,J) - F * ORT(J)
C
160 CONTINUE
C
ORT(M) = SCALE * ORT(M)
A(M,M-1) = SCALE * G
180 CONTINUE
C
200 RETURN
END
REAL FUNCTION PYTHAG(A,B)
REAL A,B
C
C FINDS SQRT(A**2+B**2) WITHOUT OVERFLOW OR DESTRUCTIVE UNDERFLOW
C
*
* COMMON BLOCK TO RETURN OPERATION COUNT
* OPST IS ONLY INCREMENTED HERE
* .. COMMON BLOCKS ..
COMMON / PYTHOP / OPST
* ..
* .. SCALARS IN COMMON
REAL OPST
* ..
REAL P,R,S,T,U
P = AMAX1(ABS(A),ABS(B))
IF (P .EQ. 0.0E0) GO TO 20
R = (AMIN1(ABS(A),ABS(B))/P)**2
*
* INCREMENT OPST
OPST = OPST + 2
10 CONTINUE
T = 4.0E0 + R
IF (T .EQ. 4.0E0) GO TO 20
S = R/T
U = 1.0E0 + 2.0E0*S
P = U*P
R = (S/U)**2 * R
*
* INCREMENT OPST
OPST = OPST + 8
GO TO 10
20 PYTHAG = P
RETURN
END
SUBROUTINE TQLRAT(N,D,E2,IERR)
*
* EISPACK ROUTINE.
* MODIFIED FOR COMPARISON WITH LAPACK ROUTINES.
*
* CONVERGENCE TEST WAS MODIFIED TO BE THE SAME AS IN SSTEQR.
*
C
INTEGER I,J,L,M,N,II,L1,MML,IERR
REAL D(N),E2(N)
REAL B,C,F,G,H,P,R,S,T,EPSLON,PYTHAG
REAL EPS, TST
REAL SLAMCH
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE CONTRIBUTIONS TO OPS FROM
* FUNCTION PYTHAG. IT IS PASSED TO AND FROM PYTHAG
* THROUGH COMMON BLOCK PYTHOP.
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
COMMON / PYTHOP / OPST
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TQLRAT,
C ALGORITHM 464, COMM. ACM 16, 689(1973) BY REINSCH.
C
C THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC
C TRIDIAGONAL MATRIX BY THE RATIONAL QL METHOD.
C
C ON INPUT
C
C N IS THE ORDER OF THE MATRIX.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX.
C
C E2 CONTAINS THE SQUARES OF THE SUBDIAGONAL ELEMENTS OF THE
C INPUT MATRIX IN ITS LAST N-1 POSITIONS. E2(1) IS ARBITRARY.
C
C ON OUTPUT
C
C D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN
C ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND
C ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE
C THE SMALLEST EIGENVALUES.
C
C E2 HAS BEEN DESTROYED.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE J-TH EIGENVALUE HAS NOT BEEN
C DETERMINED AFTER 30 ITERATIONS.
C
C CALLS PYTHAG FOR SQRT(A*A + B*B) .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
IERR = 0
IF (N .EQ. 1) GO TO 1001
*
* INITIALIZE ITERATION COUNT AND OPST
ITCNT = 0
OPST = 0
*
* DETERMINE THE UNIT ROUNDOFF FOR THIS ENVIRONMENT.
*
EPS = SLAMCH( 'EPSILON' )
C
DO 100 I = 2, N
100 E2(I-1) = E2(I)
C
F = 0.0E0
T = 0.0E0
E2(N) = 0.0E0
C
DO 290 L = 1, N
J = 0
H = ABS(D(L)) + SQRT(E2(L))
IF (T .GT. H) GO TO 105
T = H
B = EPSLON(T)
C = B * B
*
* INCREMENT OPCOUNT FOR THIS SECTION.
* (FUNCTION EPSLON IS COUNTED AS 6 FLOPS. THIS IS THE MINIMUM
* NUMBER REQUIRED, BUT COUNTING THEM EXACTLY WOULD AFFECT
* THE TIMING.)
OPS = OPS + 9
C .......... LOOK FOR SMALL SQUARED SUB-DIAGONAL ELEMENT ..........
105 DO 110 M = L, N
IF( M .EQ. N ) GO TO 120
TST = SQRT( ABS( E2(M) ) )
IF( TST .LE. EPS * ( ABS(D(M)) + ABS(D(M+1)) ) ) GO TO 120
* IF (E2(M) .LE. C) GO TO 120
C .......... E2(N) IS ALWAYS ZERO, SO THERE IS NO EXIT
C THROUGH THE BOTTOM OF THE LOOP ..........
110 CONTINUE
C
120 CONTINUE
*
* INCREMENT OPCOUNT FOR FINDING SMALL SUBDIAGONAL ELEMENT.
OPS = OPS + 3*( MIN(M,N-1)-L+1 )
IF (M .EQ. L) GO TO 210
130 IF (J .EQ. 30) GO TO 1000
J = J + 1
C .......... FORM SHIFT ..........
L1 = L + 1
S = SQRT(E2(L))
G = D(L)
P = (D(L1) - G) / (2.0E0 * S)
R = PYTHAG(P,1.0E0)
D(L) = S / (P + SIGN(R,P))
H = G - D(L)
C
DO 140 I = L1, N
140 D(I) = D(I) - H
C
F = F + H
*
* INCREMENT OPCOUNT FOR FORMING SHIFT AND SUBTRACTING.
OPS = OPS + 8 + (I-L1+1)
C .......... RATIONAL QL TRANSFORMATION ..........
G = D(M)
IF (G .EQ. 0.0E0) G = B
H = G
S = 0.0E0
MML = M - L
C .......... FOR I=M-1 STEP -1 UNTIL L DO -- ..........
DO 200 II = 1, MML
I = M - II
P = G * H
R = P + E2(I)
E2(I+1) = S * R
S = E2(I) / R
D(I+1) = H + S * (H + D(I))
G = D(I) - E2(I) / G
IF (G .EQ. 0.0E0) G = B
H = G * P / R
200 CONTINUE
C
E2(L) = S * G
D(L) = H
*
* INCREMENT OPCOUNT FOR INNER LOOP.
OPS = OPS + MML*11 + 1
*
* INCREMENT ITERATION COUNTER
ITCNT = ITCNT + 1
C .......... GUARD AGAINST UNDERFLOW IN CONVERGENCE TEST ..........
IF (H .EQ. 0.0E0) GO TO 210
IF (ABS(E2(L)) .LE. ABS(C/H)) GO TO 210
E2(L) = H * E2(L)
IF (E2(L) .NE. 0.0E0) GO TO 130
210 P = D(L) + F
C .......... ORDER EIGENVALUES ..........
IF (L .EQ. 1) GO TO 250
C .......... FOR I=L STEP -1 UNTIL 2 DO -- ..........
DO 230 II = 2, L
I = L + 2 - II
IF (P .GE. D(I-1)) GO TO 270
D(I) = D(I-1)
230 CONTINUE
C
250 I = 1
270 D(I) = P
290 CONTINUE
C
GO TO 1001
C .......... SET ERROR -- NO CONVERGENCE TO AN
C EIGENVALUE AFTER 30 ITERATIONS ..........
1000 IERR = L
1001 CONTINUE
*
* COMPUTE FINAL OP COUNT
OPS = OPS + OPST
RETURN
END
SUBROUTINE TRED1(NM,N,A,D,E,E2)
C
INTEGER I,J,K,L,N,II,NM,JP1
REAL A(NM,N),D(N),E(N),E2(N)
REAL F,G,H,SCALE
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT.
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED.
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRED1,
C NUM. MATH. 11, 181-195(1968) BY MARTIN, REINSCH, AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971).
C
C THIS SUBROUTINE REDUCES A REAL SYMMETRIC MATRIX
C TO A SYMMETRIC TRIDIAGONAL MATRIX USING
C ORTHOGONAL SIMILARITY TRANSFORMATIONS.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C A CONTAINS THE REAL SYMMETRIC INPUT MATRIX. ONLY THE
C LOWER TRIANGLE OF THE MATRIX NEED BE SUPPLIED.
C
C ON OUTPUT
C
C A CONTAINS INFORMATION ABOUT THE ORTHOGONAL TRANS-
C FORMATIONS USED IN THE REDUCTION IN ITS STRICT LOWER
C TRIANGLE. THE FULL UPPER TRIANGLE OF A IS UNALTERED.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE TRIDIAGONAL MATRIX.
C
C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL
C MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO.
C
C E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E.
C E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
*
OPS = OPS + MAX( 0.0E0, (4.0E0/3.0E0)*REAL(N)**3 +
$ 12.0E0*REAL(N)**2 +
$ (11.0E0/3.0E0)*N - 22 )
*
DO 100 I = 1, N
D(I) = A(N,I)
A(N,I) = A(I,I)
100 CONTINUE
C .......... FOR I=N STEP -1 UNTIL 1 DO -- ..........
DO 300 II = 1, N
I = N + 1 - II
L = I - 1
H = 0.0E0
SCALE = 0.0E0
IF (L .LT. 1) GO TO 130
C .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) ..........
DO 120 K = 1, L
120 SCALE = SCALE + ABS(D(K))
C
IF (SCALE .NE. 0.0E0) GO TO 140
C
DO 125 J = 1, L
D(J) = A(L,J)
A(L,J) = A(I,J)
A(I,J) = 0.0E0
125 CONTINUE
C
130 E(I) = 0.0E0
E2(I) = 0.0E0
GO TO 300
C
140 DO 150 K = 1, L
D(K) = D(K) / SCALE
H = H + D(K) * D(K)
150 CONTINUE
C
E2(I) = SCALE * SCALE * H
F = D(L)
G = -SIGN(SQRT(H),F)
E(I) = SCALE * G
H = H - F * G
D(L) = F - G
IF (L .EQ. 1) GO TO 285
C .......... FORM A*U ..........
DO 170 J = 1, L
170 E(J) = 0.0E0
C
DO 240 J = 1, L
F = D(J)
G = E(J) + A(J,J) * F
JP1 = J + 1
IF (L .LT. JP1) GO TO 220
C
DO 200 K = JP1, L
G = G + A(K,J) * D(K)
E(K) = E(K) + A(K,J) * F
200 CONTINUE
C
220 E(J) = G
240 CONTINUE
C .......... FORM P ..........
F = 0.0E0
C
DO 245 J = 1, L
E(J) = E(J) / H
F = F + E(J) * D(J)
245 CONTINUE
C
H = F / (H + H)
C .......... FORM Q ..........
DO 250 J = 1, L
250 E(J) = E(J) - H * D(J)
C .......... FORM REDUCED A ..........
DO 280 J = 1, L
F = D(J)
G = E(J)
C
DO 260 K = J, L
260 A(K,J) = A(K,J) - F * E(K) - G * D(K)
C
280 CONTINUE
C
285 DO 290 J = 1, L
F = D(J)
D(J) = A(L,J)
A(L,J) = A(I,J)
A(I,J) = F * SCALE
290 CONTINUE
C
300 CONTINUE
C
RETURN
END
SUBROUTINE BISECT(N,EPS1,D,E,E2,LB,UB,MM,M,W,IND,IERR,RV4,RV5)
*
* EISPACK ROUTINE.
* MODIFIED FOR COMPARISON WITH LAPACK ROUTINES.
*
* CONVERGENCE TEST WAS MODIFIED TO BE THE SAME AS IN SSTEBZ.
*
C
INTEGER I,J,K,L,M,N,P,Q,R,S,II,MM,M1,M2,TAG,IERR,ISTURM
REAL D(N),E(N),E2(N),W(MM),RV4(N),RV5(N)
REAL U,V,LB,T1,T2,UB,XU,X0,X1,EPS1,TST1,TST2,EPSLON
INTEGER IND(MM)
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE BISECTION TECHNIQUE
C IN THE ALGOL PROCEDURE TRISTURM BY PETERS AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971).
C
C THIS SUBROUTINE FINDS THOSE EIGENVALUES OF A TRIDIAGONAL
C SYMMETRIC MATRIX WHICH LIE IN A SPECIFIED INTERVAL,
C USING BISECTION.
C
C ON INPUT
C
C N IS THE ORDER OF THE MATRIX.
C
C EPS1 IS AN ABSOLUTE ERROR TOLERANCE FOR THE COMPUTED
C EIGENVALUES. IF THE INPUT EPS1 IS NON-POSITIVE,
C IT IS RESET FOR EACH SUBMATRIX TO A DEFAULT VALUE,
C NAMELY, MINUS THE PRODUCT OF THE RELATIVE MACHINE
C PRECISION AND THE 1-NORM OF THE SUBMATRIX.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX.
C
C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX
C IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY.
C
C E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E.
C E2(1) IS ARBITRARY.
C
C LB AND UB DEFINE THE INTERVAL TO BE SEARCHED FOR EIGENVALUES.
C IF LB IS NOT LESS THAN UB, NO EIGENVALUES WILL BE FOUND.
C
C MM SHOULD BE SET TO AN UPPER BOUND FOR THE NUMBER OF
C EIGENVALUES IN THE INTERVAL. WARNING. IF MORE THAN
C MM EIGENVALUES ARE DETERMINED TO LIE IN THE INTERVAL,
C AN ERROR RETURN IS MADE WITH NO EIGENVALUES FOUND.
C
C ON OUTPUT
C
C EPS1 IS UNALTERED UNLESS IT HAS BEEN RESET TO ITS
C (LAST) DEFAULT VALUE.
C
C D AND E ARE UNALTERED.
C
C ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED
C AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE
C MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES.
C E2(1) IS ALSO SET TO ZERO.
C
C M IS THE NUMBER OF EIGENVALUES DETERMINED TO LIE IN (LB,UB).
C
C W CONTAINS THE M EIGENVALUES IN ASCENDING ORDER.
C
C IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES
C ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W --
C 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM
C THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC..
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C 3*N+1 IF M EXCEEDS MM.
C
C RV4 AND RV5 ARE TEMPORARY STORAGE ARRAYS.
C
C THE ALGOL PROCEDURE STURMCNT CONTAINED IN TRISTURM
C APPEARS IN BISECT IN-LINE.
C
C NOTE THAT SUBROUTINE TQL1 OR IMTQL1 IS GENERALLY FASTER THAN
C BISECT, IF MORE THAN N/4 EIGENVALUES ARE TO BE FOUND.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
REAL ONE
PARAMETER ( ONE = 1.0E0 )
REAL RELFAC
PARAMETER ( RELFAC = 2.0E0 )
REAL ATOLI, RTOLI, SAFEMN, TMP1, TMP2, TNORM, ULP
REAL SLAMCH, PIVMIN
EXTERNAL SLAMCH
* INITIALIZE ITERATION COUNT.
ITCNT = 0
SAFEMN = SLAMCH( 'S' )
ULP = SLAMCH( 'E' )*SLAMCH( 'B' )
RTOLI = ULP*RELFAC
IERR = 0
TAG = 0
T1 = LB
T2 = UB
C .......... LOOK FOR SMALL SUB-DIAGONAL ENTRIES ..........
DO 40 I = 1, N
IF (I .EQ. 1) GO TO 20
CCC TST1 = ABS(D(I)) + ABS(D(I-1))
CCC TST2 = TST1 + ABS(E(I))
CCC IF (TST2 .GT. TST1) GO TO 40
TMP1 = E( I )**2
IF( ABS( D(I)*D(I-1) )*ULP**2+SAFEMN.LE.TMP1 )
$ GO TO 40
20 E2(I) = 0.0E0
40 CONTINUE
* INCREMENT OPCOUNT FOR DETERMINING IF MATRIX SPLITS.
OPS = OPS + 5*( N-1 )
C
C COMPUTE QUANTITIES NEEDED FOR CONVERGENCE TEST.
TMP1 = D( 1 ) - ABS( E( 2 ) )
TMP2 = D( 1 ) + ABS( E( 2 ) )
PIVMIN = ONE
DO 41 I = 2, N - 1
TMP1 = MIN( TMP1, D( I )-ABS( E( I ) )-ABS( E( I+1 ) ) )
TMP2 = MAX( TMP2, D( I )+ABS( E( I ) )+ABS( E( I+1 ) ) )
PIVMIN = MAX( PIVMIN, E( I )**2 )
41 CONTINUE
TMP1 = MIN( TMP1, D( N )-ABS( E( N ) ) )
TMP2 = MAX( TMP2, D( N )+ABS( E( N ) ) )
PIVMIN = MAX( PIVMIN, E( N )**2 )
PIVMIN = PIVMIN*SAFEMN
TNORM = MAX( ABS(TMP1), ABS(TMP2) )
ATOLI = ULP*TNORM
* INCREMENT OPCOUNT FOR COMPUTING THESE QUANTITIES.
OPS = OPS + 4*( N-1 )
C
C .......... DETERMINE THE NUMBER OF EIGENVALUES
C IN THE INTERVAL ..........
P = 1
Q = N
X1 = UB
ISTURM = 1
GO TO 320
60 M = S
X1 = LB
ISTURM = 2
GO TO 320
80 M = M - S
IF (M .GT. MM) GO TO 980
Q = 0
R = 0
C .......... ESTABLISH AND PROCESS NEXT SUBMATRIX, REFINING
C INTERVAL BY THE GERSCHGORIN BOUNDS ..........
100 IF (R .EQ. M) GO TO 1001
TAG = TAG + 1
P = Q + 1
XU = D(P)
X0 = D(P)
U = 0.0E0
C
DO 120 Q = P, N
X1 = U
U = 0.0E0
V = 0.0E0
IF (Q .EQ. N) GO TO 110
U = ABS(E(Q+1))
V = E2(Q+1)
110 XU = AMIN1(D(Q)-(X1+U),XU)
X0 = AMAX1(D(Q)+(X1+U),X0)
IF (V .EQ. 0.0E0) GO TO 140
120 CONTINUE
* INCREMENT OPCOUNT FOR REFINING INTERVAL.
OPS = OPS + ( N-P+1 )*2
C
140 X1 = EPSLON(AMAX1(ABS(XU),ABS(X0)))
IF (EPS1 .LE. 0.0E0) EPS1 = -X1
IF (P .NE. Q) GO TO 180
C .......... CHECK FOR ISOLATED ROOT WITHIN INTERVAL ..........
IF (T1 .GT. D(P) .OR. D(P) .GE. T2) GO TO 940
M1 = P
M2 = P
RV5(P) = D(P)
GO TO 900
180 X1 = X1 * (Q - P + 1)
LB = AMAX1(T1,XU-X1)
UB = AMIN1(T2,X0+X1)
X1 = LB
ISTURM = 3
GO TO 320
200 M1 = S + 1
X1 = UB
ISTURM = 4
GO TO 320
220 M2 = S
IF (M1 .GT. M2) GO TO 940
C .......... FIND ROOTS BY BISECTION ..........
X0 = UB
ISTURM = 5
C
DO 240 I = M1, M2
RV5(I) = UB
RV4(I) = LB
240 CONTINUE
C .......... LOOP FOR K-TH EIGENVALUE
C FOR K=M2 STEP -1 UNTIL M1 DO --
C (-DO- NOT USED TO LEGALIZE -COMPUTED GO TO-) ..........
K = M2
250 XU = LB
C .......... FOR I=K STEP -1 UNTIL M1 DO -- ..........
DO 260 II = M1, K
I = M1 + K - II
IF (XU .GE. RV4(I)) GO TO 260
XU = RV4(I)
GO TO 280
260 CONTINUE
C
280 IF (X0 .GT. RV5(K)) X0 = RV5(K)
C .......... NEXT BISECTION STEP ..........
300 X1 = (XU + X0) * 0.5E0
CCC IF ((X0 - XU) .LE. ABS(EPS1)) GO TO 420
CCC TST1 = 2.0E0 * (ABS(XU) + ABS(X0))
CCC TST2 = TST1 + (X0 - XU)
CCC IF (TST2 .EQ. TST1) GO TO 420
TMP1 = ABS( X0 - XU )
TMP2 = MAX( ABS( X0 ), ABS( XU ) )
IF( TMP1.LT.MAX( ATOLI, PIVMIN, RTOLI*TMP2 ) )
$ GO TO 420
C .......... IN-LINE PROCEDURE FOR STURM SEQUENCE ..........
320 S = P - 1
U = 1.0E0
C
DO 340 I = P, Q
IF (U .NE. 0.0E0) GO TO 325
V = ABS(E(I)) / EPSLON(1.0E0)
IF (E2(I) .EQ. 0.0E0) V = 0.0E0
GO TO 330
325 V = E2(I) / U
330 U = D(I) - X1 - V
IF (U .LT. 0.0E0) S = S + 1
340 CONTINUE
* INCREMENT OPCOUNT FOR STURM SEQUENCE.
OPS = OPS + ( Q-P+1 )*3
* INCREMENT ITERATION COUNTER.
ITCNT = ITCNT + 1
C
GO TO (60,80,200,220,360), ISTURM
C .......... REFINE INTERVALS ..........
360 IF (S .GE. K) GO TO 400
XU = X1
IF (S .GE. M1) GO TO 380
RV4(M1) = X1
GO TO 300
380 RV4(S+1) = X1
IF (RV5(S) .GT. X1) RV5(S) = X1
GO TO 300
400 X0 = X1
GO TO 300
C .......... K-TH EIGENVALUE FOUND ..........
420 RV5(K) = X1
K = K - 1
IF (K .GE. M1) GO TO 250
C .......... ORDER EIGENVALUES TAGGED WITH THEIR
C SUBMATRIX ASSOCIATIONS ..........
900 S = R
R = R + M2 - M1 + 1
J = 1
K = M1
C
DO 920 L = 1, R
IF (J .GT. S) GO TO 910
IF (K .GT. M2) GO TO 940
IF (RV5(K) .GE. W(L)) GO TO 915
C
DO 905 II = J, S
I = L + S - II
W(I+1) = W(I)
IND(I+1) = IND(I)
905 CONTINUE
C
910 W(L) = RV5(K)
IND(L) = TAG
K = K + 1
GO TO 920
915 J = J + 1
920 CONTINUE
C
940 IF (Q .LT. N) GO TO 100
GO TO 1001
C .......... SET ERROR -- UNDERESTIMATE OF NUMBER OF
C EIGENVALUES IN INTERVAL ..........
980 IERR = 3 * N + 1
1001 LB = T1
UB = T2
RETURN
END
SUBROUTINE TINVIT(NM,N,D,E,E2,M,W,IND,Z,
X IERR,RV1,RV2,RV3,RV4,RV6)
*
* EISPACK ROUTINE.
*
* CONVERGENCE TEST WAS NOT MODIFIED, SINCE IT SHOULD GIVE
* APPROXIMATELY THE SAME LEVEL OF ACCURACY AS LAPACK ROUTINE,
* ALTHOUGH THE EIGENVECTORS MAY NOT BE AS CLOSE TO ORTHOGONAL.
*
C
INTEGER I,J,M,N,P,Q,R,S,II,IP,JJ,NM,ITS,TAG,IERR,GROUP
REAL D(N),E(N),E2(N),W(M),Z(NM,M),
X RV1(N),RV2(N),RV3(N),RV4(N),RV6(N)
REAL U,V,UK,XU,X0,X1,EPS2,EPS3,EPS4,NORM,ORDER,EPSLON,
X PYTHAG
INTEGER IND(M)
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
COMMON / PYTHOP / OPST
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS, OPST
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE INVERSE ITERATION TECH-
C NIQUE IN THE ALGOL PROCEDURE TRISTURM BY PETERS AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971).
C
C THIS SUBROUTINE FINDS THOSE EIGENVECTORS OF A TRIDIAGONAL
C SYMMETRIC MATRIX CORRESPONDING TO SPECIFIED EIGENVALUES,
C USING INVERSE ITERATION.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX.
C
C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX
C IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY.
C
C E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E,
C WITH ZEROS CORRESPONDING TO NEGLIGIBLE ELEMENTS OF E.
C E(I) IS CONSIDERED NEGLIGIBLE IF IT IS NOT LARGER THAN
C THE PRODUCT OF THE RELATIVE MACHINE PRECISION AND THE SUM
C OF THE MAGNITUDES OF D(I) AND D(I-1). E2(1) MUST CONTAIN
C 0.0E0 IF THE EIGENVALUES ARE IN ASCENDING ORDER, OR 2.0E0
C IF THE EIGENVALUES ARE IN DESCENDING ORDER. IF BISECT,
C TRIDIB, OR IMTQLV HAS BEEN USED TO FIND THE EIGENVALUES,
C THEIR OUTPUT E2 ARRAY IS EXACTLY WHAT IS EXPECTED HERE.
C
C M IS THE NUMBER OF SPECIFIED EIGENVALUES.
C
C W CONTAINS THE M EIGENVALUES IN ASCENDING OR DESCENDING ORDER.
C
C IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES
C ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W --
C 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM
C THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC.
C
C ON OUTPUT
C
C ALL INPUT ARRAYS ARE UNALTERED.
C
C Z CONTAINS THE ASSOCIATED SET OF ORTHONORMAL EIGENVECTORS.
C ANY VECTOR WHICH FAILS TO CONVERGE IS SET TO ZERO.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C -R IF THE EIGENVECTOR CORRESPONDING TO THE R-TH
C EIGENVALUE FAILS TO CONVERGE IN 5 ITERATIONS.
C
C RV1, RV2, RV3, RV4, AND RV6 ARE TEMPORARY STORAGE ARRAYS.
C
C CALLS PYTHAG FOR SQRT(A*A + B*B) .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
* INITIALIZE ITERATION COUNT.
ITCNT = 0
IERR = 0
IF (M .EQ. 0) GO TO 1001
TAG = 0
ORDER = 1.0E0 - E2(1)
Q = 0
C .......... ESTABLISH AND PROCESS NEXT SUBMATRIX ..........
100 P = Q + 1
C
DO 120 Q = P, N
IF (Q .EQ. N) GO TO 140
IF (E2(Q+1) .EQ. 0.0E0) GO TO 140
120 CONTINUE
C .......... FIND VECTORS BY INVERSE ITERATION ..........
140 TAG = TAG + 1
S = 0
C
DO 920 R = 1, M
IF (IND(R) .NE. TAG) GO TO 920
ITS = 1
X1 = W(R)
IF (S .NE. 0) GO TO 510
C .......... CHECK FOR ISOLATED ROOT ..........
XU = 1.0E0
IF (P .NE. Q) GO TO 490
RV6(P) = 1.0E0
GO TO 870
490 NORM = ABS(D(P))
IP = P + 1
C
DO 500 I = IP, Q
500 NORM = AMAX1(NORM, ABS(D(I))+ABS(E(I)))
C .......... EPS2 IS THE CRITERION FOR GROUPING,
C EPS3 REPLACES ZERO PIVOTS AND EQUAL
C ROOTS ARE MODIFIED BY EPS3,
C EPS4 IS TAKEN VERY SMALL TO AVOID OVERFLOW ..........
EPS2 = 1.0E-3 * NORM
EPS3 = EPSLON(NORM)
UK = Q - P + 1
EPS4 = UK * EPS3
UK = EPS4 / SQRT(UK)
* INCREMENT OPCOUNT FOR COMPUTING CRITERIA.
OPS = OPS + ( Q-IP+4 )
S = P
505 GROUP = 0
GO TO 520
C .......... LOOK FOR CLOSE OR COINCIDENT ROOTS ..........
510 IF (ABS(X1-X0) .GE. EPS2) GO TO 505
GROUP = GROUP + 1
IF (ORDER * (X1 - X0) .LE. 0.0E0) X1 = X0 + ORDER * EPS3
C .......... ELIMINATION WITH INTERCHANGES AND
C INITIALIZATION OF VECTOR ..........
520 V = 0.0E0
C
DO 580 I = P, Q
RV6(I) = UK
IF (I .EQ. P) GO TO 560
IF (ABS(E(I)) .LT. ABS(U)) GO TO 540
C .......... WARNING -- A DIVIDE CHECK MAY OCCUR HERE IF
C E2 ARRAY HAS NOT BEEN SPECIFIED CORRECTLY ..........
XU = U / E(I)
RV4(I) = XU
RV1(I-1) = E(I)
RV2(I-1) = D(I) - X1
RV3(I-1) = 0.0E0
IF (I .NE. Q) RV3(I-1) = E(I+1)
U = V - XU * RV2(I-1)
V = -XU * RV3(I-1)
GO TO 580
540 XU = E(I) / U
RV4(I) = XU
RV1(I-1) = U
RV2(I-1) = V
RV3(I-1) = 0.0E0
560 U = D(I) - X1 - XU * V
IF (I .NE. Q) V = E(I+1)
580 CONTINUE
* INCREMENT OPCOUNT FOR ELIMINATION.
OPS = OPS + ( Q-P+1 )*5
C
IF (U .EQ. 0.0E0) U = EPS3
RV1(Q) = U
RV2(Q) = 0.0E0
RV3(Q) = 0.0E0
C .......... BACK SUBSTITUTION
C FOR I=Q STEP -1 UNTIL P DO -- ..........
600 DO 620 II = P, Q
I = P + Q - II
RV6(I) = (RV6(I) - U * RV2(I) - V * RV3(I)) / RV1(I)
V = U
U = RV6(I)
620 CONTINUE
* INCREMENT OPCOUNT FOR BACK SUBSTITUTION.
OPS = OPS + ( Q-P+1 )*5
C .......... ORTHOGONALIZE WITH RESPECT TO PREVIOUS
C MEMBERS OF GROUP ..........
IF (GROUP .EQ. 0) GO TO 700
J = R
C
DO 680 JJ = 1, GROUP
630 J = J - 1
IF (IND(J) .NE. TAG) GO TO 630
XU = 0.0E0
C
DO 640 I = P, Q
640 XU = XU + RV6(I) * Z(I,J)
C
DO 660 I = P, Q
660 RV6(I) = RV6(I) - XU * Z(I,J)
C
* INCREMENT OPCOUNT FOR ORTHOGONALIZING.
OPS = OPS + ( Q-P+1 )*4
680 CONTINUE
C
700 NORM = 0.0E0
C
DO 720 I = P, Q
720 NORM = NORM + ABS(RV6(I))
* INCREMENT OPCOUNT FOR COMPUTING NORM.
OPS = OPS + ( Q-P+1 )
C
IF (NORM .GE. 1.0E0) GO TO 840
C .......... FORWARD SUBSTITUTION ..........
IF (ITS .EQ. 5) GO TO 830
IF (NORM .NE. 0.0E0) GO TO 740
RV6(S) = EPS4
S = S + 1
IF (S .GT. Q) S = P
GO TO 780
740 XU = EPS4 / NORM
C
DO 760 I = P, Q
760 RV6(I) = RV6(I) * XU
C .......... ELIMINATION OPERATIONS ON NEXT VECTOR
C ITERATE ..........
780 DO 820 I = IP, Q
U = RV6(I)
C .......... IF RV1(I-1) .EQ. E(I), A ROW INTERCHANGE
C WAS PERFORMED EARLIER IN THE
C TRIANGULARIZATION PROCESS ..........
IF (RV1(I-1) .NE. E(I)) GO TO 800
U = RV6(I-1)
RV6(I-1) = RV6(I)
800 RV6(I) = U - RV4(I) * RV6(I-1)
820 CONTINUE
* INCREMENT OPCOUNT FOR FORWARD SUBSTITUTION.
OPS = OPS + ( Q-P+1 ) + ( Q-IP+1 )*2
C
ITS = ITS + 1
* INCREMENT ITERATION COUNTER.
ITCNT = ITCNT + 1
GO TO 600
C .......... SET ERROR -- NON-CONVERGED EIGENVECTOR ..........
830 IERR = -R
XU = 0.0E0
GO TO 870
C .......... NORMALIZE SO THAT SUM OF SQUARES IS
C 1 AND EXPAND TO FULL ORDER ..........
840 U = 0.0E0
C
DO 860 I = P, Q
860 U = PYTHAG(U,RV6(I))
C
XU = 1.0E0 / U
C
870 DO 880 I = 1, N
880 Z(I,R) = 0.0E0
C
DO 900 I = P, Q
900 Z(I,R) = RV6(I) * XU
* INCREMENT OPCOUNT FOR NORMALIZING.
OPS = OPS + ( Q-P+1 )
C
X0 = X1
920 CONTINUE
C
IF (Q .LT. N) GO TO 100
* INCREMENT OPCOUNT FOR USE OF FUNCTION PYTHAG.
OPS = OPS + OPST
1001 RETURN
END
SUBROUTINE TRIDIB(N,EPS1,D,E,E2,LB,UB,M11,M,W,IND,IERR,RV4,RV5)
*
* EISPACK ROUTINE.
* MODIFIED FOR COMPARISON WITH LAPACK ROUTINES.
*
* CONVERGENCE TEST WAS MODIFIED TO BE THE SAME AS IN SSTEBZ.
*
C
INTEGER I,J,K,L,M,N,P,Q,R,S,II,M1,M2,M11,M22,TAG,IERR,ISTURM
REAL D(N),E(N),E2(N),W(M),RV4(N),RV5(N)
REAL U,V,LB,T1,T2,UB,XU,X0,X1,EPS1,TST1,TST2,EPSLON
INTEGER IND(M)
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
C
C THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE BISECT,
C NUM. MATH. 9, 386-393(1967) BY BARTH, MARTIN, AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 249-256(1971).
C
C THIS SUBROUTINE FINDS THOSE EIGENVALUES OF A TRIDIAGONAL
C SYMMETRIC MATRIX BETWEEN SPECIFIED BOUNDARY INDICES,
C USING BISECTION.
C
C ON INPUT
C
C N IS THE ORDER OF THE MATRIX.
C
C EPS1 IS AN ABSOLUTE ERROR TOLERANCE FOR THE COMPUTED
C EIGENVALUES. IF THE INPUT EPS1 IS NON-POSITIVE,
C IT IS RESET FOR EACH SUBMATRIX TO A DEFAULT VALUE,
C NAMELY, MINUS THE PRODUCT OF THE RELATIVE MACHINE
C PRECISION AND THE 1-NORM OF THE SUBMATRIX.
C
C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX.
C
C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX
C IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY.
C
C E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E.
C E2(1) IS ARBITRARY.
C
C M11 SPECIFIES THE LOWER BOUNDARY INDEX FOR THE DESIRED
C EIGENVALUES.
C
C M SPECIFIES THE NUMBER OF EIGENVALUES DESIRED. THE UPPER
C BOUNDARY INDEX M22 IS THEN OBTAINED AS M22=M11+M-1.
C
C ON OUTPUT
C
C EPS1 IS UNALTERED UNLESS IT HAS BEEN RESET TO ITS
C (LAST) DEFAULT VALUE.
C
C D AND E ARE UNALTERED.
C
C ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED
C AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE
C MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES.
C E2(1) IS ALSO SET TO ZERO.
C
C LB AND UB DEFINE AN INTERVAL CONTAINING EXACTLY THE DESIRED
C EIGENVALUES.
C
C W CONTAINS, IN ITS FIRST M POSITIONS, THE EIGENVALUES
C BETWEEN INDICES M11 AND M22 IN ASCENDING ORDER.
C
C IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES
C ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W --
C 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM
C THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC..
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C 3*N+1 IF MULTIPLE EIGENVALUES AT INDEX M11 MAKE
C UNIQUE SELECTION IMPOSSIBLE,
C 3*N+2 IF MULTIPLE EIGENVALUES AT INDEX M22 MAKE
C UNIQUE SELECTION IMPOSSIBLE.
C
C RV4 AND RV5 ARE TEMPORARY STORAGE ARRAYS.
C
C NOTE THAT SUBROUTINE TQL1, IMTQL1, OR TQLRAT IS GENERALLY FASTER
C THAN TRIDIB, IF MORE THAN N/4 EIGENVALUES ARE TO BE FOUND.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
REAL ONE
PARAMETER ( ONE = 1.0E0 )
REAL RELFAC
PARAMETER ( RELFAC = 2.0E0 )
REAL ATOLI, RTOLI, SAFEMN, TMP1, TMP2, TNORM, ULP
REAL SLAMCH, PIVMIN
EXTERNAL SLAMCH
* INITIALIZE ITERATION COUNT.
ITCNT = 0
SAFEMN = SLAMCH( 'S' )
ULP = SLAMCH( 'E' )*SLAMCH( 'B' )
RTOLI = ULP*RELFAC
IERR = 0
TAG = 0
XU = D(1)
X0 = D(1)
U = 0.0E0
C .......... LOOK FOR SMALL SUB-DIAGONAL ENTRIES AND DETERMINE AN
C INTERVAL CONTAINING ALL THE EIGENVALUES ..........
PIVMIN = ONE
DO 40 I = 1, N
X1 = U
U = 0.0E0
IF (I .NE. N) U = ABS(E(I+1))
XU = AMIN1(D(I)-(X1+U),XU)
X0 = AMAX1(D(I)+(X1+U),X0)
IF (I .EQ. 1) GO TO 20
CCC TST1 = ABS(D(I)) + ABS(D(I-1))
CCC TST2 = TST1 + ABS(E(I))
CCC IF (TST2 .GT. TST1) GO TO 40
TMP1 = E( I )**2
IF( ABS( D(I)*D(I-1) )*ULP**2+SAFEMN.LE.TMP1 ) THEN
PIVMIN = MAX( PIVMIN, TMP1 )
GO TO 40
END IF
20 E2(I) = 0.0E0
40 CONTINUE
PIVMIN = PIVMIN*SAFEMN
TNORM = MAX( ABS( XU ), ABS( X0 ) )
ATOLI = ULP*TNORM
* INCREMENT OPCOUNT FOR DETERMINING IF MATRIX SPLITS.
OPS = OPS + 9*( N-1 )
C
X1 = N
X1 = X1 * EPSLON(AMAX1(ABS(XU),ABS(X0)))
XU = XU - X1
T1 = XU
X0 = X0 + X1
T2 = X0
C .......... DETERMINE AN INTERVAL CONTAINING EXACTLY
C THE DESIRED EIGENVALUES ..........
P = 1
Q = N
M1 = M11 - 1
IF (M1 .EQ. 0) GO TO 75
ISTURM = 1
50 V = X1
X1 = XU + (X0 - XU) * 0.5E0
IF (X1 .EQ. V) GO TO 980
GO TO 320
60 IF (S - M1) 65, 73, 70
65 XU = X1
GO TO 50
70 X0 = X1
GO TO 50
73 XU = X1
T1 = X1
75 M22 = M1 + M
IF (M22 .EQ. N) GO TO 90
X0 = T2
ISTURM = 2
GO TO 50
80 IF (S - M22) 65, 85, 70
85 T2 = X1
90 Q = 0
R = 0
C .......... ESTABLISH AND PROCESS NEXT SUBMATRIX, REFINING
C INTERVAL BY THE GERSCHGORIN BOUNDS ..........
100 IF (R .EQ. M) GO TO 1001
TAG = TAG + 1
P = Q + 1
XU = D(P)
X0 = D(P)
U = 0.0E0
C
DO 120 Q = P, N
X1 = U
U = 0.0E0
V = 0.0E0
IF (Q .EQ. N) GO TO 110
U = ABS(E(Q+1))
V = E2(Q+1)
110 XU = AMIN1(D(Q)-(X1+U),XU)
X0 = AMAX1(D(Q)+(X1+U),X0)
IF (V .EQ. 0.0E0) GO TO 140
120 CONTINUE
* INCREMENT OPCOUNT FOR REFINING INTERVAL.
OPS = OPS + ( N-P+1 )*2
C
140 X1 = EPSLON(AMAX1(ABS(XU),ABS(X0)))
IF (EPS1 .LE. 0.0E0) EPS1 = -X1
IF (P .NE. Q) GO TO 180
C .......... CHECK FOR ISOLATED ROOT WITHIN INTERVAL ..........
IF (T1 .GT. D(P) .OR. D(P) .GE. T2) GO TO 940
M1 = P
M2 = P
RV5(P) = D(P)
GO TO 900
180 X1 = X1 * (Q - P + 1)
LB = AMAX1(T1,XU-X1)
UB = AMIN1(T2,X0+X1)
X1 = LB
ISTURM = 3
GO TO 320
200 M1 = S + 1
X1 = UB
ISTURM = 4
GO TO 320
220 M2 = S
IF (M1 .GT. M2) GO TO 940
C .......... FIND ROOTS BY BISECTION ..........
X0 = UB
ISTURM = 5
C
DO 240 I = M1, M2
RV5(I) = UB
RV4(I) = LB
240 CONTINUE
C .......... LOOP FOR K-TH EIGENVALUE
C FOR K=M2 STEP -1 UNTIL M1 DO --
C (-DO- NOT USED TO LEGALIZE -COMPUTED GO TO-) ..........
K = M2
250 XU = LB
C .......... FOR I=K STEP -1 UNTIL M1 DO -- ..........
DO 260 II = M1, K
I = M1 + K - II
IF (XU .GE. RV4(I)) GO TO 260
XU = RV4(I)
GO TO 280
260 CONTINUE
C
280 IF (X0 .GT. RV5(K)) X0 = RV5(K)
C .......... NEXT BISECTION STEP ..........
300 X1 = (XU + X0) * 0.5E0
CCC IF ((X0 - XU) .LE. ABS(EPS1)) GO TO 420
CCC TST1 = 2.0E0 * (ABS(XU) + ABS(X0))
CCC TST2 = TST1 + (X0 - XU)
CCC IF (TST2 .EQ. TST1) GO TO 420
TMP1 = ABS( X0 - XU )
TMP2 = MAX( ABS( X0 ), ABS( XU ) )
IF( TMP1.LT.MAX( ATOLI, PIVMIN, RTOLI*TMP2 ) )
$ GO TO 420
C .......... IN-LINE PROCEDURE FOR STURM SEQUENCE ..........
320 S = P - 1
U = 1.0E0
C
DO 340 I = P, Q
IF (U .NE. 0.0E0) GO TO 325
V = ABS(E(I)) / EPSLON(1.0E0)
IF (E2(I) .EQ. 0.0E0) V = 0.0E0
GO TO 330
325 V = E2(I) / U
330 U = D(I) - X1 - V
IF (U .LT. 0.0E0) S = S + 1
340 CONTINUE
* INCREMENT OPCOUNT FOR STURM SEQUENCE.
OPS = OPS + ( Q-P+1 )*3
* INCREMENT ITERATION COUNTER.
ITCNT = ITCNT + 1
C
GO TO (60,80,200,220,360), ISTURM
C .......... REFINE INTERVALS ..........
360 IF (S .GE. K) GO TO 400
XU = X1
IF (S .GE. M1) GO TO 380
RV4(M1) = X1
GO TO 300
380 RV4(S+1) = X1
IF (RV5(S) .GT. X1) RV5(S) = X1
GO TO 300
400 X0 = X1
GO TO 300
C .......... K-TH EIGENVALUE FOUND ..........
420 RV5(K) = X1
K = K - 1
IF (K .GE. M1) GO TO 250
C .......... ORDER EIGENVALUES TAGGED WITH THEIR
C SUBMATRIX ASSOCIATIONS ..........
900 S = R
R = R + M2 - M1 + 1
J = 1
K = M1
C
DO 920 L = 1, R
IF (J .GT. S) GO TO 910
IF (K .GT. M2) GO TO 940
IF (RV5(K) .GE. W(L)) GO TO 915
C
DO 905 II = J, S
I = L + S - II
W(I+1) = W(I)
IND(I+1) = IND(I)
905 CONTINUE
C
910 W(L) = RV5(K)
IND(L) = TAG
K = K + 1
GO TO 920
915 J = J + 1
920 CONTINUE
C
940 IF (Q .LT. N) GO TO 100
GO TO 1001
C .......... SET ERROR -- INTERVAL CANNOT BE FOUND CONTAINING
C EXACTLY THE DESIRED EIGENVALUES ..........
980 IERR = 3 * N + ISTURM
1001 LB = T1
UB = T2
RETURN
END
SUBROUTINE SSVDC(X,LDX,N,P,S,E,U,LDU,V,LDV,WORK,JOB,INFO)
INTEGER LDX,N,P,LDU,LDV,JOB,INFO
REAL X(LDX,*),S(*),E(*),U(LDU,*),V(LDV,*),WORK(*)
*
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, IOPS IS ONLY INCREMENTED
* IOPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO IOPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON /LATIME/ IOPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL IOPS, ITCNT, IOPST
* ..
C
C
C SSVDC IS A SUBROUTINE TO REDUCE A REAL NXP MATRIX X BY
C ORTHOGONAL TRANSFORMATIONS U AND V TO DIAGONAL FORM. THE
C DIAGONAL ELEMENTS S(I) ARE THE SINGULAR VALUES OF X. THE
C COLUMNS OF U ARE THE CORRESPONDING LEFT SINGULAR VECTORS,
C AND THE COLUMNS OF V THE RIGHT SINGULAR VECTORS.
C
C ON ENTRY
C
C X REAL(LDX,P), WHERE LDX.GE.N.
C X CONTAINS THE MATRIX WHOSE SINGULAR VALUE
C DECOMPOSITION IS TO BE COMPUTED. X IS
C DESTROYED BY SSVDC.
C
C LDX INTEGER.
C LDX IS THE LEADING DIMENSION OF THE ARRAY X.
C
C N INTEGER.
C N IS THE NUMBER OF ROWS OF THE MATRIX X.
C
C P INTEGER.
C P IS THE NUMBER OF COLUMNS OF THE MATRIX X.
C
C LDU INTEGER.
C LDU IS THE LEADING DIMENSION OF THE ARRAY U.
C (SEE BELOW).
C
C LDV INTEGER.
C LDV IS THE LEADING DIMENSION OF THE ARRAY V.
C (SEE BELOW).
C
C WORK REAL(N).
C WORK IS A SCRATCH ARRAY.
C
C JOB INTEGER.
C JOB CONTROLS THE COMPUTATION OF THE SINGULAR
C VECTORS. IT HAS THE DECIMAL EXPANSION AB
C WITH THE FOLLOWING MEANING
C
C A.EQ.0 DO NOT COMPUTE THE LEFT SINGULAR
C VECTORS.
C A.EQ.1 RETURN THE N LEFT SINGULAR VECTORS
C IN U.
C A.GE.2 RETURN THE FIRST MIN(N,P) SINGULAR
C VECTORS IN U.
C B.EQ.0 DO NOT COMPUTE THE RIGHT SINGULAR
C VECTORS.
C B.EQ.1 RETURN THE RIGHT SINGULAR VECTORS
C IN V.
C
C ON RETURN
C
C S REAL(MM), WHERE MM=MIN(N+1,P).
C THE FIRST MIN(N,P) ENTRIES OF S CONTAIN THE
C SINGULAR VALUES OF X ARRANGED IN DESCENDING
C ORDER OF MAGNITUDE.
C
C E REAL(P).
C E ORDINARILY CONTAINS ZEROS. HOWEVER SEE THE
C DISCUSSION OF INFO FOR EXCEPTIONS.
C
C U REAL(LDU,K), WHERE LDU.GE.N. IF JOBA.EQ.1 THEN
C K.EQ.N, IF JOBA.GE.2 THEN
C K.EQ.MIN(N,P).
C U CONTAINS THE MATRIX OF LEFT SINGULAR VECTORS.
C U IS NOT REFERENCED IF JOBA.EQ.0. IF N.LE.P
C OR IF JOBA.EQ.2, THEN U MAY BE IDENTIFIED WITH X
C IN THE SUBROUTINE CALL.
C
C V REAL(LDV,P), WHERE LDV.GE.P.
C V CONTAINS THE MATRIX OF RIGHT SINGULAR VECTORS.
C V IS NOT REFERENCED IF JOB.EQ.0. IF P.LE.N,
C THEN V MAY BE IDENTIFIED WITH X IN THE
C SUBROUTINE CALL.
C
C INFO INTEGER.
C THE SINGULAR VALUES (AND THEIR CORRESPONDING
C SINGULAR VECTORS) S(INFO+1),S(INFO+2),...,S(M)
C ARE CORRECT (HERE M=MIN(N,P)). THUS IF
C INFO.EQ.0, ALL THE SINGULAR VALUES AND THEIR
C VECTORS ARE CORRECT. IN ANY EVENT, THE MATRIX
C B = TRANS(U)*X*V IS THE BIDIAGONAL MATRIX
C WITH THE ELEMENTS OF S ON ITS DIAGONAL AND THE
C ELEMENTS OF E ON ITS SUPER-DIAGONAL (TRANS(U)
C IS THE TRANSPOSE OF U). THUS THE SINGULAR
C VALUES OF X AND B ARE THE SAME.
C
C LINPACK. THIS VERSION DATED 03/19/79 .
C CORRECTION TO SHIFT CALCULATION MADE 2/85.
C G.W. STEWART, UNIVERSITY OF MARYLAND, ARGONNE NATIONAL LAB.
C
C ***** USES THE FOLLOWING FUNCTIONS AND SUBPROGRAMS.
C
C EXTERNAL SROT
C BLAS SAXPY,SDOT,SSCAL,SSWAP,SNRM2,SROTG
C FORTRAN ABS,AMAX1,MAX0,MIN0,MOD,SQRT
C
C INTERNAL VARIABLES
C
INTEGER I,ITER,J,JOBU,K,KASE,KK,L,LL,LLS,LM1,LP1,LS,LU,M,MAXIT,
* MM,MM1,MP1,NCT,NCTP1,NCU,NRT,NRTP1
REAL SDOT,T
REAL B,C,CS,EL,EMM1,F,G,SNRM2,SCALE,SHIFT,SL,SM,SN,SMM1,T1,TEST
* REAL ZTEST,R
LOGICAL WANTU,WANTV
*
* GET EPS FROM SLAMCH FOR NEW STOPPING CRITERION
EXTERNAL SLAMCH
REAL SLAMCH, EPS
IF (N.LE.0 .OR. P.LE.0) RETURN
EPS = SLAMCH( 'EPSILON' )
*
C
C
C SET THE MAXIMUM NUMBER OF ITERATIONS.
C
MAXIT = 50
C
C DETERMINE WHAT IS TO BE COMPUTED.
C
WANTU = .FALSE.
WANTV = .FALSE.
JOBU = MOD(JOB,100)/10
NCU = N
IF (JOBU .GT. 1) NCU = MIN0(N,P)
IF (JOBU .NE. 0) WANTU = .TRUE.
IF (MOD(JOB,10) .NE. 0) WANTV = .TRUE.
C
C REDUCE X TO BIDIAGONAL FORM, STORING THE DIAGONAL ELEMENTS
C IN S AND THE SUPER-DIAGONAL ELEMENTS IN E.
C
*
* INITIALIZE OP COUNT
IOPST = 0
INFO = 0
NCT = MIN0(N-1,P)
NRT = MAX0(0,MIN0(P-2,N))
LU = MAX0(NCT,NRT)
IF (LU .LT. 1) GO TO 170
DO 160 L = 1, LU
LP1 = L + 1
IF (L .GT. NCT) GO TO 20
C
C COMPUTE THE TRANSFORMATION FOR THE L-TH COLUMN AND
C PLACE THE L-TH DIAGONAL IN S(L).
C
*
* INCREMENT OP COUNT
IOPS = IOPS + (2*(N-L+1)+1)
S(L) = SNRM2(N-L+1,X(L,L),1)
IF (S(L) .EQ. 0.0E0) GO TO 10
IF (X(L,L) .NE. 0.0E0) S(L) = SIGN(S(L),X(L,L))
*
* INCREMENT OP COUNT
IOPS = IOPS + (N-L+3)
CALL SSCAL(N-L+1,1.0E0/S(L),X(L,L),1)
X(L,L) = 1.0E0 + X(L,L)
10 CONTINUE
S(L) = -S(L)
20 CONTINUE
IF (P .LT. LP1) GO TO 50
DO 40 J = LP1, P
IF (L .GT. NCT) GO TO 30
IF (S(L) .EQ. 0.0E0) GO TO 30
C
C APPLY THE TRANSFORMATION.
C
*
* INCREMENT OP COUNT
IOPS = IOPS + (4*(N-L)+5)
T = -SDOT(N-L+1,X(L,L),1,X(L,J),1)/X(L,L)
CALL SAXPY(N-L+1,T,X(L,L),1,X(L,J),1)
30 CONTINUE
C
C PLACE THE L-TH ROW OF X INTO E FOR THE
C SUBSEQUENT CALCULATION OF THE ROW TRANSFORMATION.
C
E(J) = X(L,J)
40 CONTINUE
50 CONTINUE
IF (.NOT.WANTU .OR. L .GT. NCT) GO TO 70
C
C PLACE THE TRANSFORMATION IN U FOR SUBSEQUENT BACK
C MULTIPLICATION.
C
DO 60 I = L, N
U(I,L) = X(I,L)
60 CONTINUE
70 CONTINUE
IF (L .GT. NRT) GO TO 150
C
C COMPUTE THE L-TH ROW TRANSFORMATION AND PLACE THE
C L-TH SUPER-DIAGONAL IN E(L).
C
*
* INCREMENT OP COUNT
IOPS = IOPS + (2*(P-L)+1)
E(L) = SNRM2(P-L,E(LP1),1)
IF (E(L) .EQ. 0.0E0) GO TO 80
IF (E(LP1) .NE. 0.0E0) E(L) = SIGN(E(L),E(LP1))
*
* INCREMENT OP COUNT
IOPS = IOPS + (P-L+2)
CALL SSCAL(P-L,1.0E0/E(L),E(LP1),1)
E(LP1) = 1.0E0 + E(LP1)
80 CONTINUE
E(L) = -E(L)
IF (LP1 .GT. N .OR. E(L) .EQ. 0.0E0) GO TO 120
C
C APPLY THE TRANSFORMATION.
C
DO 90 I = LP1, N
WORK(I) = 0.0E0
90 CONTINUE
*
* INCREMENT OP COUNT
IOPS = IOPS + FLOAT(4*(N-L)+1)*(P-L)
DO 100 J = LP1, P
CALL SAXPY(N-L,E(J),X(LP1,J),1,WORK(LP1),1)
100 CONTINUE
DO 110 J = LP1, P
CALL SAXPY(N-L,-E(J)/E(LP1),WORK(LP1),1,X(LP1,J),1)
110 CONTINUE
120 CONTINUE
IF (.NOT.WANTV) GO TO 140
C
C PLACE THE TRANSFORMATION IN V FOR SUBSEQUENT
C BACK MULTIPLICATION.
C
DO 130 I = LP1, P
V(I,L) = E(I)
130 CONTINUE
140 CONTINUE
150 CONTINUE
160 CONTINUE
170 CONTINUE
C
C SET UP THE FINAL BIDIAGONAL MATRIX OR ORDER M.
C
M = MIN0(P,N+1)
NCTP1 = NCT + 1
NRTP1 = NRT + 1
IF (NCT .LT. P) S(NCTP1) = X(NCTP1,NCTP1)
IF (N .LT. M) S(M) = 0.0E0
IF (NRTP1 .LT. M) E(NRTP1) = X(NRTP1,M)
E(M) = 0.0E0
C
C IF REQUIRED, GENERATE U.
C
IF (.NOT.WANTU) GO TO 300
IF (NCU .LT. NCTP1) GO TO 200
DO 190 J = NCTP1, NCU
DO 180 I = 1, N
U(I,J) = 0.0E0
180 CONTINUE
U(J,J) = 1.0E0
190 CONTINUE
200 CONTINUE
IF (NCT .LT. 1) GO TO 290
DO 280 LL = 1, NCT
L = NCT - LL + 1
IF (S(L) .EQ. 0.0E0) GO TO 250
LP1 = L + 1
IF (NCU .LT. LP1) GO TO 220
*
* INCREMENT OP COUNT
IOPS = IOPS + (FLOAT(4*(N-L)+5)*(NCU-L)+(N-L+2))
DO 210 J = LP1, NCU
T = -SDOT(N-L+1,U(L,L),1,U(L,J),1)/U(L,L)
CALL SAXPY(N-L+1,T,U(L,L),1,U(L,J),1)
210 CONTINUE
220 CONTINUE
CALL SSCAL(N-L+1,-1.0E0,U(L,L),1)
U(L,L) = 1.0E0 + U(L,L)
LM1 = L - 1
IF (LM1 .LT. 1) GO TO 240
DO 230 I = 1, LM1
U(I,L) = 0.0E0
230 CONTINUE
240 CONTINUE
GO TO 270
250 CONTINUE
DO 260 I = 1, N
U(I,L) = 0.0E0
260 CONTINUE
U(L,L) = 1.0E0
270 CONTINUE
280 CONTINUE
290 CONTINUE
300 CONTINUE
C
C IF IT IS REQUIRED, GENERATE V.
C
IF (.NOT.WANTV) GO TO 350
DO 340 LL = 1, P
L = P - LL + 1
LP1 = L + 1
IF (L .GT. NRT) GO TO 320
IF (E(L) .EQ. 0.0E0) GO TO 320
*
* INCREMENT OP COUNT
IOPS = IOPS + FLOAT(4*(P-L)+1)*(P-L)
DO 310 J = LP1, P
T = -SDOT(P-L,V(LP1,L),1,V(LP1,J),1)/V(LP1,L)
CALL SAXPY(P-L,T,V(LP1,L),1,V(LP1,J),1)
310 CONTINUE
320 CONTINUE
DO 330 I = 1, P
V(I,L) = 0.0E0
330 CONTINUE
V(L,L) = 1.0E0
340 CONTINUE
350 CONTINUE
C
C MAIN ITERATION LOOP FOR THE SINGULAR VALUES.
C
MM = M
*
* INITIALIZE ITERATION COUNTER
ITCNT = 0
ITER = 0
360 CONTINUE
C
C QUIT IF ALL THE SINGULAR VALUES HAVE BEEN FOUND.
C
C ...EXIT
IF (M .EQ. 0) GO TO 620
C
C IF TOO MANY ITERATIONS HAVE BEEN PERFORMED, SET
C FLAG AND RETURN.
C
*
* UPDATE ITERATION COUNTER
ITCNT = ITER
IF (ITER .LT. MAXIT) GO TO 370
INFO = M
C ......EXIT
GO TO 620
370 CONTINUE
C
C THIS SECTION OF THE PROGRAM INSPECTS FOR
C NEGLIGIBLE ELEMENTS IN THE S AND E ARRAYS. ON
C COMPLETION THE VARIABLES KASE AND L ARE SET AS FOLLOWS.
C
C KASE = 1 IF S(M) AND E(L-1) ARE NEGLIGIBLE AND L.LT.M
C KASE = 2 IF S(L) IS NEGLIGIBLE AND L.LT.M
C KASE = 3 IF E(L-1) IS NEGLIGIBLE, L.LT.M, AND
C S(L), ..., S(M) ARE NOT NEGLIGIBLE (QR STEP).
C KASE = 4 IF E(M-1) IS NEGLIGIBLE (CONVERGENCE).
C
DO 390 LL = 1, M
L = M - LL
C ...EXIT
IF (L .EQ. 0) GO TO 400
*
* INCREMENT OP COUNT
IOPST = IOPST + 2
TEST = ABS(S(L)) + ABS(S(L+1))
*
* REPLACE STOPPING CRITERION WITH NEW ONE AS IN LAPACK
*
* ZTEST = TEST + ABS(E(L))
* IF (ZTEST .NE. TEST) GO TO 380
IF (ABS(E(L)) .GT. EPS * TEST) GOTO 380
*
E(L) = 0.0E0
C ......EXIT
GO TO 400
380 CONTINUE
390 CONTINUE
400 CONTINUE
IF (L .NE. M - 1) GO TO 410
KASE = 4
GO TO 480
410 CONTINUE
LP1 = L + 1
MP1 = M + 1
DO 430 LLS = LP1, MP1
LS = M - LLS + LP1
C ...EXIT
IF (LS .EQ. L) GO TO 440
TEST = 0.0E0
*
* INCREMENT OP COUNT
IOPST = IOPST + 3
IF (LS .NE. M) TEST = TEST + ABS(E(LS))
IF (LS .NE. L + 1) TEST = TEST + ABS(E(LS-1))
*
* REPLACE STOPPING CRITERION WITH NEW ONE AS IN LAPACK
*
* ZTEST = TEST + ABS(S(LS))
* IF (ZTEST .NE. TEST) GO TO 420
IF (ABS(S(LS)) .GT. EPS * TEST) GOTO 420
*
S(LS) = 0.0E0
C ......EXIT
GO TO 440
420 CONTINUE
430 CONTINUE
440 CONTINUE
IF (LS .NE. L) GO TO 450
KASE = 3
GO TO 470
450 CONTINUE
IF (LS .NE. M) GO TO 460
KASE = 1
GO TO 470
460 CONTINUE
KASE = 2
L = LS
470 CONTINUE
480 CONTINUE
L = L + 1
C
C PERFORM THE TASK INDICATED BY KASE.
C
GO TO (490,520,540,570), KASE
C
C DEFLATE NEGLIGIBLE S(M).
C
490 CONTINUE
MM1 = M - 1
F = E(M-1)
E(M-1) = 0.0E0
*
* INCREMENT OP COUNT
IOPS = IOPS + ((MM1-L+1)*13 - 2)
IF (WANTV) IOPS = IOPS + FLOAT(MM1-L+1)*6*P
DO 510 KK = L, MM1
K = MM1 - KK + L
T1 = S(K)
CALL SROTG(T1,F,CS,SN)
S(K) = T1
IF (K .EQ. L) GO TO 500
F = -SN*E(K-1)
E(K-1) = CS*E(K-1)
500 CONTINUE
IF (WANTV) CALL SROT(P,V(1,K),1,V(1,M),1,CS,SN)
510 CONTINUE
GO TO 610
C
C SPLIT AT NEGLIGIBLE S(L).
C
520 CONTINUE
F = E(L-1)
E(L-1) = 0.0E0
*
* INCREMENT OP COUNT
IOPS = IOPS + (M-L+1)*13
IF (WANTU) IOPS = IOPS + FLOAT(M-L+1)*6*N
DO 530 K = L, M
T1 = S(K)
CALL SROTG(T1,F,CS,SN)
S(K) = T1
F = -SN*E(K)
E(K) = CS*E(K)
IF (WANTU) CALL SROT(N,U(1,K),1,U(1,L-1),1,CS,SN)
530 CONTINUE
GO TO 610
C
C PERFORM ONE QR STEP.
C
540 CONTINUE
C
C CALCULATE THE SHIFT.
C
*
* INCREMENT OP COUNT
IOPST = IOPST + 23
SCALE = AMAX1(ABS(S(M)),ABS(S(M-1)),ABS(E(M-1)),ABS(S(L)),
* ABS(E(L)))
SM = S(M)/SCALE
SMM1 = S(M-1)/SCALE
EMM1 = E(M-1)/SCALE
SL = S(L)/SCALE
EL = E(L)/SCALE
B = ((SMM1 + SM)*(SMM1 - SM) + EMM1**2)/2.0E0
C = (SM*EMM1)**2
SHIFT = 0.0E0
IF (B .EQ. 0.0E0 .AND. C .EQ. 0.0E0) GO TO 550
SHIFT = SQRT(B**2+C)
IF (B .LT. 0.0E0) SHIFT = -SHIFT
SHIFT = C/(B + SHIFT)
550 CONTINUE
F = (SL + SM)*(SL - SM) + SHIFT
G = SL*EL
C
C CHASE ZEROS.
C
MM1 = M - 1
*
* INCREMENT OP COUNT
IOPS = IOPS + (MM1-L+1)*38
IF (WANTV) IOPS = IOPS+FLOAT(MM1-L+1)*6*P
IF (WANTU) IOPS = IOPS+FLOAT(MAX((MIN(MM1,N-1)-L+1),0))*6*N
DO 560 K = L, MM1
CALL SROTG(F,G,CS,SN)
IF (K .NE. L) E(K-1) = F
F = CS*S(K) + SN*E(K)
E(K) = CS*E(K) - SN*S(K)
G = SN*S(K+1)
S(K+1) = CS*S(K+1)
IF (WANTV) CALL SROT(P,V(1,K),1,V(1,K+1),1,CS,SN)
CALL SROTG(F,G,CS,SN)
S(K) = F
F = CS*E(K) + SN*S(K+1)
S(K+1) = -SN*E(K) + CS*S(K+1)
G = SN*E(K+1)
E(K+1) = CS*E(K+1)
IF (WANTU .AND. K .LT. N)
* CALL SROT(N,U(1,K),1,U(1,K+1),1,CS,SN)
560 CONTINUE
E(M-1) = F
ITER = ITER + 1
GO TO 610
C
C CONVERGENCE.
C
570 CONTINUE
C
C MAKE THE SINGULAR VALUE POSITIVE.
C
IF (S(L) .GE. 0.0E0) GO TO 580
S(L) = -S(L)
*
* INCREMENT OP COUNT
IF (WANTV) IOPS = IOPS + P
IF (WANTV) CALL SSCAL(P,-1.0E0,V(1,L),1)
580 CONTINUE
C
C ORDER THE SINGULAR VALUE.
C
590 IF (L .EQ. MM) GO TO 600
C ...EXIT
IF (S(L) .GE. S(L+1)) GO TO 600
T = S(L)
S(L) = S(L+1)
S(L+1) = T
IF (WANTV .AND. L .LT. P)
* CALL SSWAP(P,V(1,L),1,V(1,L+1),1)
IF (WANTU .AND. L .LT. N)
* CALL SSWAP(N,U(1,L),1,U(1,L+1),1)
L = L + 1
GO TO 590
600 CONTINUE
ITER = 0
M = M - 1
610 CONTINUE
GO TO 360
620 CONTINUE
*
* COMPUTE FINAL OPCOUNT
IOPS = IOPS + IOPST
RETURN
END
SUBROUTINE QZHES(NM,N,A,B,MATZ,Z)
C
INTEGER I,J,K,L,N,LB,L1,NM,NK1,NM1,NM2
REAL A(NM,N),B(NM,N),Z(NM,N)
REAL R,S,T,U1,U2,V1,V2,RHO
LOGICAL MATZ
*
* ---------------------- BEGIN TIMING CODE -------------------------
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
* ----------------------- END TIMING CODE --------------------------
*
C
C THIS SUBROUTINE IS THE FIRST STEP OF THE QZ ALGORITHM
C FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS,
C SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART.
C
C THIS SUBROUTINE ACCEPTS A PAIR OF REAL GENERAL MATRICES AND
C REDUCES ONE OF THEM TO UPPER HESSENBERG FORM AND THE OTHER
C TO UPPER TRIANGULAR FORM USING ORTHOGONAL TRANSFORMATIONS.
C IT IS USUALLY FOLLOWED BY QZIT, QZVAL AND, POSSIBLY, QZVEC.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRICES.
C
C A CONTAINS A REAL GENERAL MATRIX.
C
C B CONTAINS A REAL GENERAL MATRIX.
C
C MATZ SHOULD BE SET TO .TRUE. IF THE RIGHT HAND TRANSFORMATIONS
C ARE TO BE ACCUMULATED FOR LATER USE IN COMPUTING
C EIGENVECTORS, AND TO .FALSE. OTHERWISE.
C
C ON OUTPUT
C
C A HAS BEEN REDUCED TO UPPER HESSENBERG FORM. THE ELEMENTS
C BELOW THE FIRST SUBDIAGONAL HAVE BEEN SET TO ZERO.
C
C B HAS BEEN REDUCED TO UPPER TRIANGULAR FORM. THE ELEMENTS
C BELOW THE MAIN DIAGONAL HAVE BEEN SET TO ZERO.
C
C Z CONTAINS THE PRODUCT OF THE RIGHT HAND TRANSFORMATIONS IF
C MATZ HAS BEEN SET TO .TRUE. OTHERWISE, Z IS NOT REFERENCED.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
C .......... INITIALIZE Z ..........
IF (.NOT. MATZ) GO TO 10
C
DO 3 J = 1, N
C
DO 2 I = 1, N
Z(I,J) = 0.0E0
2 CONTINUE
C
Z(J,J) = 1.0E0
3 CONTINUE
C .......... REDUCE B TO UPPER TRIANGULAR FORM ..........
10 IF (N .LE. 1) GO TO 170
NM1 = N - 1
C
DO 100 L = 1, NM1
L1 = L + 1
S = 0.0E0
C
DO 20 I = L1, N
S = S + ABS(B(I,L))
20 CONTINUE
C
IF (S .EQ. 0.0E0) GO TO 100
S = S + ABS(B(L,L))
R = 0.0E0
C
DO 25 I = L, N
B(I,L) = B(I,L) / S
R = R + B(I,L)**2
25 CONTINUE
C
R = SIGN(SQRT(R),B(L,L))
B(L,L) = B(L,L) + R
RHO = R * B(L,L)
C
DO 50 J = L1, N
T = 0.0E0
C
DO 30 I = L, N
T = T + B(I,L) * B(I,J)
30 CONTINUE
C
T = -T / RHO
C
DO 40 I = L, N
B(I,J) = B(I,J) + T * B(I,L)
40 CONTINUE
C
50 CONTINUE
C
DO 80 J = 1, N
T = 0.0E0
C
DO 60 I = L, N
T = T + B(I,L) * A(I,J)
60 CONTINUE
C
T = -T / RHO
C
DO 70 I = L, N
A(I,J) = A(I,J) + T * B(I,L)
70 CONTINUE
C
80 CONTINUE
C
B(L,L) = -S * R
C
DO 90 I = L1, N
B(I,L) = 0.0E0
90 CONTINUE
C
100 CONTINUE
*
* ---------------------- BEGIN TIMING CODE -------------------------
OPS = OPS + REAL( 8*N**2 + 17*N + 24 )*REAL( N-1 ) / 3.0E0
* ----------------------- END TIMING CODE --------------------------
*
C .......... REDUCE A TO UPPER HESSENBERG FORM, WHILE
C KEEPING B TRIANGULAR ..........
IF (N .EQ. 2) GO TO 170
NM2 = N - 2
C
DO 160 K = 1, NM2
NK1 = NM1 - K
C .......... FOR L=N-1 STEP -1 UNTIL K+1 DO -- ..........
DO 150 LB = 1, NK1
L = N - LB
L1 = L + 1
C .......... ZERO A(L+1,K) ..........
S = ABS(A(L,K)) + ABS(A(L1,K))
IF (S .EQ. 0.0E0) GO TO 150
U1 = A(L,K) / S
U2 = A(L1,K) / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 110 J = K, N
T = A(L,J) + U2 * A(L1,J)
A(L,J) = A(L,J) + T * V1
A(L1,J) = A(L1,J) + T * V2
110 CONTINUE
C
A(L1,K) = 0.0E0
C
DO 120 J = L, N
T = B(L,J) + U2 * B(L1,J)
B(L,J) = B(L,J) + T * V1
B(L1,J) = B(L1,J) + T * V2
120 CONTINUE
C .......... ZERO B(L+1,L) ..........
S = ABS(B(L1,L1)) + ABS(B(L1,L))
IF (S .EQ. 0.0E0) GO TO 150
U1 = B(L1,L1) / S
U2 = B(L1,L) / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 130 I = 1, L1
T = B(I,L1) + U2 * B(I,L)
B(I,L1) = B(I,L1) + T * V1
B(I,L) = B(I,L) + T * V2
130 CONTINUE
C
B(L1,L) = 0.0E0
C
DO 140 I = 1, N
T = A(I,L1) + U2 * A(I,L)
A(I,L1) = A(I,L1) + T * V1
A(I,L) = A(I,L) + T * V2
140 CONTINUE
C
IF (.NOT. MATZ) GO TO 150
C
DO 145 I = 1, N
T = Z(I,L1) + U2 * Z(I,L)
Z(I,L1) = Z(I,L1) + T * V1
Z(I,L) = Z(I,L) + T * V2
145 CONTINUE
C
150 CONTINUE
C
160 CONTINUE
C
*
* ---------------------- BEGIN TIMING CODE -------------------------
IF( MATZ ) THEN
OPS = OPS + REAL( 11*N + 20 )*REAL( N-1 )*REAL( N-2 )
ELSE
OPS = OPS + REAL( 8*N + 20 )*REAL( N-1 )*REAL( N-2 )
END IF
* ----------------------- END TIMING CODE --------------------------
*
170 RETURN
END
SUBROUTINE QZIT(NM,N,A,B,EPS1,MATZ,Z,IERR)
C
INTEGER I,J,K,L,N,EN,K1,K2,LD,LL,L1,NA,NM,ISH,ITN,ITS,KM1,LM1,
X ENM2,IERR,LOR1,ENORN
REAL A(NM,N),B(NM,N),Z(NM,N)
REAL R,S,T,A1,A2,A3,EP,SH,U1,U2,U3,V1,V2,V3,ANI,A11,
X A12,A21,A22,A33,A34,A43,A44,BNI,B11,B12,B22,B33,B34,
X B44,EPSA,EPSB,EPS1,ANORM,BNORM,EPSLON
LOGICAL MATZ,NOTLAS
*
* ---------------------- BEGIN TIMING CODE -------------------------
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
REAL OPST
* ----------------------- END TIMING CODE --------------------------
*
C
C THIS SUBROUTINE IS THE SECOND STEP OF THE QZ ALGORITHM
C FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS,
C SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART,
C AS MODIFIED IN TECHNICAL NOTE NASA TN D-7305(1973) BY WARD.
C
C THIS SUBROUTINE ACCEPTS A PAIR OF REAL MATRICES, ONE OF THEM
C IN UPPER HESSENBERG FORM AND THE OTHER IN UPPER TRIANGULAR FORM.
C IT REDUCES THE HESSENBERG MATRIX TO QUASI-TRIANGULAR FORM USING
C ORTHOGONAL TRANSFORMATIONS WHILE MAINTAINING THE TRIANGULAR FORM
C OF THE OTHER MATRIX. IT IS USUALLY PRECEDED BY QZHES AND
C FOLLOWED BY QZVAL AND, POSSIBLY, QZVEC.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRICES.
C
C A CONTAINS A REAL UPPER HESSENBERG MATRIX.
C
C B CONTAINS A REAL UPPER TRIANGULAR MATRIX.
C
C EPS1 IS A TOLERANCE USED TO DETERMINE NEGLIGIBLE ELEMENTS.
C EPS1 = 0.0 (OR NEGATIVE) MAY BE INPUT, IN WHICH CASE AN
C ELEMENT WILL BE NEGLECTED ONLY IF IT IS LESS THAN ROUNDOFF
C ERROR TIMES THE NORM OF ITS MATRIX. IF THE INPUT EPS1 IS
C POSITIVE, THEN AN ELEMENT WILL BE CONSIDERED NEGLIGIBLE
C IF IT IS LESS THAN EPS1 TIMES THE NORM OF ITS MATRIX. A
C POSITIVE VALUE OF EPS1 MAY RESULT IN FASTER EXECUTION,
C BUT LESS ACCURATE RESULTS.
C
C MATZ SHOULD BE SET TO .TRUE. IF THE RIGHT HAND TRANSFORMATIONS
C ARE TO BE ACCUMULATED FOR LATER USE IN COMPUTING
C EIGENVECTORS, AND TO .FALSE. OTHERWISE.
C
C Z CONTAINS, IF MATZ HAS BEEN SET TO .TRUE., THE
C TRANSFORMATION MATRIX PRODUCED IN THE REDUCTION
C BY QZHES, IF PERFORMED, OR ELSE THE IDENTITY MATRIX.
C IF MATZ HAS BEEN SET TO .FALSE., Z IS NOT REFERENCED.
C
C ON OUTPUT
C
C A HAS BEEN REDUCED TO QUASI-TRIANGULAR FORM. THE ELEMENTS
C BELOW THE FIRST SUBDIAGONAL ARE STILL ZERO AND NO TWO
C CONSECUTIVE SUBDIAGONAL ELEMENTS ARE NONZERO.
C
C B IS STILL IN UPPER TRIANGULAR FORM, ALTHOUGH ITS ELEMENTS
C HAVE BEEN ALTERED. THE LOCATION B(N,1) IS USED TO STORE
C EPS1 TIMES THE NORM OF B FOR LATER USE BY QZVAL AND QZVEC.
C
C Z CONTAINS THE PRODUCT OF THE RIGHT HAND TRANSFORMATIONS
C (FOR BOTH STEPS) IF MATZ HAS BEEN SET TO .TRUE..
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED
C WHILE THE J-TH EIGENVALUE IS BEING SOUGHT.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
IERR = 0
C .......... COMPUTE EPSA,EPSB ..........
ANORM = 0.0E0
BNORM = 0.0E0
C
DO 30 I = 1, N
ANI = 0.0E0
IF (I .NE. 1) ANI = ABS(A(I,I-1))
BNI = 0.0E0
C
DO 20 J = I, N
ANI = ANI + ABS(A(I,J))
BNI = BNI + ABS(B(I,J))
20 CONTINUE
C
IF (ANI .GT. ANORM) ANORM = ANI
IF (BNI .GT. BNORM) BNORM = BNI
30 CONTINUE
*
* ---------------------- BEGIN TIMING CODE -------------------------
OPS = OPS + REAL( N*( N+1 ) )
OPST = 0.0E0
ITCNT = 0
* ----------------------- END TIMING CODE --------------------------
*
C
IF (ANORM .EQ. 0.0E0) ANORM = 1.0E0
IF (BNORM .EQ. 0.0E0) BNORM = 1.0E0
EP = EPS1
IF (EP .GT. 0.0E0) GO TO 50
C .......... USE ROUNDOFF LEVEL IF EPS1 IS ZERO ..........
EP = EPSLON(1.0E0)
50 EPSA = EP * ANORM
EPSB = EP * BNORM
C .......... REDUCE A TO QUASI-TRIANGULAR FORM, WHILE
C KEEPING B TRIANGULAR ..........
LOR1 = 1
ENORN = N
EN = N
ITN = 30*N
C .......... BEGIN QZ STEP ..........
60 IF (EN .LE. 2) GO TO 1001
IF (.NOT. MATZ) ENORN = EN
ITS = 0
NA = EN - 1
ENM2 = NA - 1
70 ISH = 2
*
* ---------------------- BEGIN TIMING CODE -------------------------
OPS = OPS + OPST
OPST = 0.0E0
ITCNT = ITCNT + 1
* ----------------------- END TIMING CODE --------------------------
*
C .......... CHECK FOR CONVERGENCE OR REDUCIBILITY.
C FOR L=EN STEP -1 UNTIL 1 DO -- ..........
DO 80 LL = 1, EN
LM1 = EN - LL
L = LM1 + 1
IF (L .EQ. 1) GO TO 95
IF (ABS(A(L,LM1)) .LE. EPSA) GO TO 90
80 CONTINUE
C
90 A(L,LM1) = 0.0E0
IF (L .LT. NA) GO TO 95
C .......... 1-BY-1 OR 2-BY-2 BLOCK ISOLATED ..........
EN = LM1
GO TO 60
C .......... CHECK FOR SMALL TOP OF B ..........
95 LD = L
100 L1 = L + 1
B11 = B(L,L)
IF (ABS(B11) .GT. EPSB) GO TO 120
B(L,L) = 0.0E0
S = ABS(A(L,L)) + ABS(A(L1,L))
U1 = A(L,L) / S
U2 = A(L1,L) / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 110 J = L, ENORN
T = A(L,J) + U2 * A(L1,J)
A(L,J) = A(L,J) + T * V1
A(L1,J) = A(L1,J) + T * V2
T = B(L,J) + U2 * B(L1,J)
B(L,J) = B(L,J) + T * V1
B(L1,J) = B(L1,J) + T * V2
110 CONTINUE
C
* ---------------------- BEGIN TIMING CODE -------------------------
OPST = OPST + REAL( 12*( ENORN+1-L ) + 11 )
* ----------------------- END TIMING CODE --------------------------
IF (L .NE. 1) A(L,LM1) = -A(L,LM1)
LM1 = L
L = L1
GO TO 90
120 A11 = A(L,L) / B11
A21 = A(L1,L) / B11
IF (ISH .EQ. 1) GO TO 140
C .......... ITERATION STRATEGY ..........
IF (ITN .EQ. 0) GO TO 1000
IF (ITS .EQ. 10) GO TO 155
C .......... DETERMINE TYPE OF SHIFT ..........
B22 = B(L1,L1)
IF (ABS(B22) .LT. EPSB) B22 = EPSB
B33 = B(NA,NA)
IF (ABS(B33) .LT. EPSB) B33 = EPSB
B44 = B(EN,EN)
IF (ABS(B44) .LT. EPSB) B44 = EPSB
A33 = A(NA,NA) / B33
A34 = A(NA,EN) / B44
A43 = A(EN,NA) / B33
A44 = A(EN,EN) / B44
B34 = B(NA,EN) / B44
T = 0.5E0 * (A43 * B34 - A33 - A44)
R = T * T + A34 * A43 - A33 * A44
* ---------------------- BEGIN TIMING CODE -------------------------
OPST = OPST + REAL( 16 )
* ----------------------- END TIMING CODE --------------------------
IF (R .LT. 0.0E0) GO TO 150
C .......... DETERMINE SINGLE SHIFT ZEROTH COLUMN OF A ..........
ISH = 1
R = SQRT(R)
SH = -T + R
S = -T - R
IF (ABS(S-A44) .LT. ABS(SH-A44)) SH = S
C .......... LOOK FOR TWO CONSECUTIVE SMALL
C SUB-DIAGONAL ELEMENTS OF A.
C FOR L=EN-2 STEP -1 UNTIL LD DO -- ..........
DO 130 LL = LD, ENM2
L = ENM2 + LD - LL
IF (L .EQ. LD) GO TO 140
LM1 = L - 1
L1 = L + 1
T = A(L,L)
IF (ABS(B(L,L)) .GT. EPSB) T = T - SH * B(L,L)
* --------------------- BEGIN TIMING CODE -----------------------
IF (ABS(A(L,LM1)) .LE. ABS(T/A(L1,L)) * EPSA) THEN
OPST = OPST + REAL( 5 + 4*( LL+1-LD ) )
GO TO 100
END IF
* ---------------------- END TIMING CODE ------------------------
130 CONTINUE
* ---------------------- BEGIN TIMING CODE -------------------------
OPST = OPST + REAL( 5 + 4*( ENM2+1-LD ) )
* ----------------------- END TIMING CODE --------------------------
C
140 A1 = A11 - SH
A2 = A21
IF (L .NE. LD) A(L,LM1) = -A(L,LM1)
GO TO 160
C .......... DETERMINE DOUBLE SHIFT ZEROTH COLUMN OF A ..........
150 A12 = A(L,L1) / B22
A22 = A(L1,L1) / B22
B12 = B(L,L1) / B22
A1 = ((A33 - A11) * (A44 - A11) - A34 * A43 + A43 * B34 * A11)
X / A21 + A12 - A11 * B12
A2 = (A22 - A11) - A21 * B12 - (A33 - A11) - (A44 - A11)
X + A43 * B34
A3 = A(L1+1,L1) / B22
* ---------------------- BEGIN TIMING CODE -------------------------
OPST = OPST + REAL( 25 )
* ----------------------- END TIMING CODE --------------------------
GO TO 160
C .......... AD HOC SHIFT ..........
155 A1 = 0.0E0
A2 = 1.0E0
A3 = 1.1605E0
160 ITS = ITS + 1
ITN = ITN - 1
IF (.NOT. MATZ) LOR1 = LD
C .......... MAIN LOOP ..........
DO 260 K = L, NA
NOTLAS = K .NE. NA .AND. ISH .EQ. 2
K1 = K + 1
K2 = K + 2
KM1 = MAX0(K-1,L)
LL = MIN0(EN,K1+ISH)
IF (NOTLAS) GO TO 190
C .......... ZERO A(K+1,K-1) ..........
IF (K .EQ. L) GO TO 170
A1 = A(K,KM1)
A2 = A(K1,KM1)
170 S = ABS(A1) + ABS(A2)
IF (S .EQ. 0.0E0) GO TO 70
U1 = A1 / S
U2 = A2 / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 180 J = KM1, ENORN
T = A(K,J) + U2 * A(K1,J)
A(K,J) = A(K,J) + T * V1
A(K1,J) = A(K1,J) + T * V2
T = B(K,J) + U2 * B(K1,J)
B(K,J) = B(K,J) + T * V1
B(K1,J) = B(K1,J) + T * V2
180 CONTINUE
C
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + REAL( 11 + 12*( ENORN+1-KM1 ) )
* ---------------------- END TIMING CODE ------------------------
IF (K .NE. L) A(K1,KM1) = 0.0E0
GO TO 240
C .......... ZERO A(K+1,K-1) AND A(K+2,K-1) ..........
190 IF (K .EQ. L) GO TO 200
A1 = A(K,KM1)
A2 = A(K1,KM1)
A3 = A(K2,KM1)
200 S = ABS(A1) + ABS(A2) + ABS(A3)
IF (S .EQ. 0.0E0) GO TO 260
U1 = A1 / S
U2 = A2 / S
U3 = A3 / S
R = SIGN(SQRT(U1*U1+U2*U2+U3*U3),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
V3 = -U3 / R
U2 = V2 / V1
U3 = V3 / V1
C
DO 210 J = KM1, ENORN
T = A(K,J) + U2 * A(K1,J) + U3 * A(K2,J)
A(K,J) = A(K,J) + T * V1
A(K1,J) = A(K1,J) + T * V2
A(K2,J) = A(K2,J) + T * V3
T = B(K,J) + U2 * B(K1,J) + U3 * B(K2,J)
B(K,J) = B(K,J) + T * V1
B(K1,J) = B(K1,J) + T * V2
B(K2,J) = B(K2,J) + T * V3
210 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + REAL( 17 + 20*( ENORN+1-KM1 ) )
* ---------------------- END TIMING CODE ------------------------
C
IF (K .EQ. L) GO TO 220
A(K1,KM1) = 0.0E0
A(K2,KM1) = 0.0E0
C .......... ZERO B(K+2,K+1) AND B(K+2,K) ..........
220 S = ABS(B(K2,K2)) + ABS(B(K2,K1)) + ABS(B(K2,K))
IF (S .EQ. 0.0E0) GO TO 240
U1 = B(K2,K2) / S
U2 = B(K2,K1) / S
U3 = B(K2,K) / S
R = SIGN(SQRT(U1*U1+U2*U2+U3*U3),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
V3 = -U3 / R
U2 = V2 / V1
U3 = V3 / V1
C
DO 230 I = LOR1, LL
T = A(I,K2) + U2 * A(I,K1) + U3 * A(I,K)
A(I,K2) = A(I,K2) + T * V1
A(I,K1) = A(I,K1) + T * V2
A(I,K) = A(I,K) + T * V3
T = B(I,K2) + U2 * B(I,K1) + U3 * B(I,K)
B(I,K2) = B(I,K2) + T * V1
B(I,K1) = B(I,K1) + T * V2
B(I,K) = B(I,K) + T * V3
230 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + REAL( 17 + 20*( LL+1-LOR1 ) )
* ---------------------- END TIMING CODE ------------------------
C
B(K2,K) = 0.0E0
B(K2,K1) = 0.0E0
IF (.NOT. MATZ) GO TO 240
C
DO 235 I = 1, N
T = Z(I,K2) + U2 * Z(I,K1) + U3 * Z(I,K)
Z(I,K2) = Z(I,K2) + T * V1
Z(I,K1) = Z(I,K1) + T * V2
Z(I,K) = Z(I,K) + T * V3
235 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + REAL( 10*N )
* ---------------------- END TIMING CODE ------------------------
C .......... ZERO B(K+1,K) ..........
240 S = ABS(B(K1,K1)) + ABS(B(K1,K))
IF (S .EQ. 0.0E0) GO TO 260
U1 = B(K1,K1) / S
U2 = B(K1,K) / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 250 I = LOR1, LL
T = A(I,K1) + U2 * A(I,K)
A(I,K1) = A(I,K1) + T * V1
A(I,K) = A(I,K) + T * V2
T = B(I,K1) + U2 * B(I,K)
B(I,K1) = B(I,K1) + T * V1
B(I,K) = B(I,K) + T * V2
250 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + REAL( 11 + 12*( LL+1-LOR1 ) )
* ---------------------- END TIMING CODE ------------------------
C
B(K1,K) = 0.0E0
IF (.NOT. MATZ) GO TO 260
C
DO 255 I = 1, N
T = Z(I,K1) + U2 * Z(I,K)
Z(I,K1) = Z(I,K1) + T * V1
Z(I,K) = Z(I,K) + T * V2
255 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + REAL( 6*N )
* ---------------------- END TIMING CODE ------------------------
C
260 CONTINUE
C .......... END QZ STEP ..........
GO TO 70
C .......... SET ERROR -- ALL EIGENVALUES HAVE NOT
C CONVERGED AFTER 30*N ITERATIONS ..........
1000 IERR = EN
C .......... SAVE EPSB FOR USE BY QZVAL AND QZVEC ..........
1001 IF (N .GT. 1) B(N,1) = EPSB
*
* ---------------------- BEGIN TIMING CODE -------------------------
OPS = OPS + OPST
OPST = 0.0E0
* ----------------------- END TIMING CODE --------------------------
*
RETURN
END
SUBROUTINE QZVAL(NM,N,A,B,ALFR,ALFI,BETA,MATZ,Z)
C
INTEGER I,J,N,EN,NA,NM,NN,ISW
REAL A(NM,N),B(NM,N),ALFR(N),ALFI(N),BETA(N),Z(NM,N)
REAL C,D,E,R,S,T,AN,A1,A2,BN,CQ,CZ,DI,DR,EI,TI,TR,U1,
X U2,V1,V2,A1I,A11,A12,A2I,A21,A22,B11,B12,B22,SQI,SQR,
X SSI,SSR,SZI,SZR,A11I,A11R,A12I,A12R,A22I,A22R,EPSB
LOGICAL MATZ
*
* ---------------------- BEGIN TIMING CODE -------------------------
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
REAL OPST, OPST2
* ----------------------- END TIMING CODE --------------------------
*
C
C THIS SUBROUTINE IS THE THIRD STEP OF THE QZ ALGORITHM
C FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS,
C SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART.
C
C THIS SUBROUTINE ACCEPTS A PAIR OF REAL MATRICES, ONE OF THEM
C IN QUASI-TRIANGULAR FORM AND THE OTHER IN UPPER TRIANGULAR FORM.
C IT REDUCES THE QUASI-TRIANGULAR MATRIX FURTHER, SO THAT ANY
C REMAINING 2-BY-2 BLOCKS CORRESPOND TO PAIRS OF COMPLEX
C EIGENVALUES, AND RETURNS QUANTITIES WHOSE RATIOS GIVE THE
C GENERALIZED EIGENVALUES. IT IS USUALLY PRECEDED BY QZHES
C AND QZIT AND MAY BE FOLLOWED BY QZVEC.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRICES.
C
C A CONTAINS A REAL UPPER QUASI-TRIANGULAR MATRIX.
C
C B CONTAINS A REAL UPPER TRIANGULAR MATRIX. IN ADDITION,
C LOCATION B(N,1) CONTAINS THE TOLERANCE QUANTITY (EPSB)
C COMPUTED AND SAVED IN QZIT.
C
C MATZ SHOULD BE SET TO .TRUE. IF THE RIGHT HAND TRANSFORMATIONS
C ARE TO BE ACCUMULATED FOR LATER USE IN COMPUTING
C EIGENVECTORS, AND TO .FALSE. OTHERWISE.
C
C Z CONTAINS, IF MATZ HAS BEEN SET TO .TRUE., THE
C TRANSFORMATION MATRIX PRODUCED IN THE REDUCTIONS BY QZHES
C AND QZIT, IF PERFORMED, OR ELSE THE IDENTITY MATRIX.
C IF MATZ HAS BEEN SET TO .FALSE., Z IS NOT REFERENCED.
C
C ON OUTPUT
C
C A HAS BEEN REDUCED FURTHER TO A QUASI-TRIANGULAR MATRIX
C IN WHICH ALL NONZERO SUBDIAGONAL ELEMENTS CORRESPOND TO
C PAIRS OF COMPLEX EIGENVALUES.
C
C B IS STILL IN UPPER TRIANGULAR FORM, ALTHOUGH ITS ELEMENTS
C HAVE BEEN ALTERED. B(N,1) IS UNALTERED.
C
C ALFR AND ALFI CONTAIN THE REAL AND IMAGINARY PARTS OF THE
C DIAGONAL ELEMENTS OF THE TRIANGULAR MATRIX THAT WOULD BE
C OBTAINED IF A WERE REDUCED COMPLETELY TO TRIANGULAR FORM
C BY UNITARY TRANSFORMATIONS. NON-ZERO VALUES OF ALFI OCCUR
C IN PAIRS, THE FIRST MEMBER POSITIVE AND THE SECOND NEGATIVE.
C
C BETA CONTAINS THE DIAGONAL ELEMENTS OF THE CORRESPONDING B,
C NORMALIZED TO BE REAL AND NON-NEGATIVE. THE GENERALIZED
C EIGENVALUES ARE THEN THE RATIOS ((ALFR+I*ALFI)/BETA).
C
C Z CONTAINS THE PRODUCT OF THE RIGHT HAND TRANSFORMATIONS
C (FOR ALL THREE STEPS) IF MATZ HAS BEEN SET TO .TRUE.
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
EPSB = B(N,1)
ISW = 1
C .......... FIND EIGENVALUES OF QUASI-TRIANGULAR MATRICES.
C FOR EN=N STEP -1 UNTIL 1 DO -- ..........
*
* ---------------------- BEGIN TIMING CODE -------------------------
OPST = 0.0E0
OPST2 = 0.0E0
* ----------------------- END TIMING CODE --------------------------
*
DO 510 NN = 1, N
*
* --------------------- BEGIN TIMING CODE -----------------------
OPST = OPST + OPST2
OPST2 = 0.0E0
* ---------------------- END TIMING CODE ------------------------
*
EN = N + 1 - NN
NA = EN - 1
IF (ISW .EQ. 2) GO TO 505
IF (EN .EQ. 1) GO TO 410
IF (A(EN,NA) .NE. 0.0E0) GO TO 420
C .......... 1-BY-1 BLOCK, ONE REAL ROOT ..........
410 ALFR(EN) = A(EN,EN)
IF (B(EN,EN) .LT. 0.0E0) ALFR(EN) = -ALFR(EN)
BETA(EN) = ABS(B(EN,EN))
ALFI(EN) = 0.0E0
GO TO 510
C .......... 2-BY-2 BLOCK ..........
420 IF (ABS(B(NA,NA)) .LE. EPSB) GO TO 455
IF (ABS(B(EN,EN)) .GT. EPSB) GO TO 430
A1 = A(EN,EN)
A2 = A(EN,NA)
BN = 0.0E0
GO TO 435
430 AN = ABS(A(NA,NA)) + ABS(A(NA,EN)) + ABS(A(EN,NA))
X + ABS(A(EN,EN))
BN = ABS(B(NA,NA)) + ABS(B(NA,EN)) + ABS(B(EN,EN))
A11 = A(NA,NA) / AN
A12 = A(NA,EN) / AN
A21 = A(EN,NA) / AN
A22 = A(EN,EN) / AN
B11 = B(NA,NA) / BN
B12 = B(NA,EN) / BN
B22 = B(EN,EN) / BN
E = A11 / B11
EI = A22 / B22
S = A21 / (B11 * B22)
T = (A22 - E * B22) / B22
IF (ABS(E) .LE. ABS(EI)) GO TO 431
E = EI
T = (A11 - E * B11) / B11
431 C = 0.5E0 * (T - S * B12)
D = C * C + S * (A12 - E * B12)
* --------------------- BEGIN TIMING CODE -----------------------
OPST2 = OPST2 + REAL( 28 )
* ---------------------- END TIMING CODE ------------------------
IF (D .LT. 0.0E0) GO TO 480
C .......... TWO REAL ROOTS.
C ZERO BOTH A(EN,NA) AND B(EN,NA) ..........
E = E + (C + SIGN(SQRT(D),C))
A11 = A11 - E * B11
A12 = A12 - E * B12
A22 = A22 - E * B22
* --------------------- BEGIN TIMING CODE -----------------------
OPST2 = OPST2 + REAL( 11 )
* ---------------------- END TIMING CODE ------------------------
IF (ABS(A11) + ABS(A12) .LT.
X ABS(A21) + ABS(A22)) GO TO 432
A1 = A12
A2 = A11
GO TO 435
432 A1 = A22
A2 = A21
C .......... CHOOSE AND APPLY REAL Z ..........
435 S = ABS(A1) + ABS(A2)
U1 = A1 / S
U2 = A2 / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 440 I = 1, EN
T = A(I,EN) + U2 * A(I,NA)
A(I,EN) = A(I,EN) + T * V1
A(I,NA) = A(I,NA) + T * V2
T = B(I,EN) + U2 * B(I,NA)
B(I,EN) = B(I,EN) + T * V1
B(I,NA) = B(I,NA) + T * V2
440 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST2 = OPST2 + REAL( 11 + 12*EN )
* ---------------------- END TIMING CODE ------------------------
C
IF (.NOT. MATZ) GO TO 450
C
DO 445 I = 1, N
T = Z(I,EN) + U2 * Z(I,NA)
Z(I,EN) = Z(I,EN) + T * V1
Z(I,NA) = Z(I,NA) + T * V2
445 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST2 = OPST2 + REAL( 6*N )
* ---------------------- END TIMING CODE ------------------------
C
450 IF (BN .EQ. 0.0E0) GO TO 475
IF (AN .LT. ABS(E) * BN) GO TO 455
A1 = B(NA,NA)
A2 = B(EN,NA)
GO TO 460
455 A1 = A(NA,NA)
A2 = A(EN,NA)
C .......... CHOOSE AND APPLY REAL Q ..........
460 S = ABS(A1) + ABS(A2)
IF (S .EQ. 0.0E0) GO TO 475
U1 = A1 / S
U2 = A2 / S
R = SIGN(SQRT(U1*U1+U2*U2),U1)
V1 = -(U1 + R) / R
V2 = -U2 / R
U2 = V2 / V1
C
DO 470 J = NA, N
T = A(NA,J) + U2 * A(EN,J)
A(NA,J) = A(NA,J) + T * V1
A(EN,J) = A(EN,J) + T * V2
T = B(NA,J) + U2 * B(EN,J)
B(NA,J) = B(NA,J) + T * V1
B(EN,J) = B(EN,J) + T * V2
470 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPST2 = OPST2 + REAL( 11 + 12*( N+1-NA ) )
* ---------------------- END TIMING CODE ------------------------
C
475 A(EN,NA) = 0.0E0
B(EN,NA) = 0.0E0
ALFR(NA) = A(NA,NA)
ALFR(EN) = A(EN,EN)
IF (B(NA,NA) .LT. 0.0E0) ALFR(NA) = -ALFR(NA)
IF (B(EN,EN) .LT. 0.0E0) ALFR(EN) = -ALFR(EN)
BETA(NA) = ABS(B(NA,NA))
BETA(EN) = ABS(B(EN,EN))
ALFI(EN) = 0.0E0
ALFI(NA) = 0.0E0
GO TO 505
C .......... TWO COMPLEX ROOTS ..........
480 E = E + C
EI = SQRT(-D)
A11R = A11 - E * B11
A11I = EI * B11
A12R = A12 - E * B12
A12I = EI * B12
A22R = A22 - E * B22
A22I = EI * B22
IF (ABS(A11R) + ABS(A11I) + ABS(A12R) + ABS(A12I) .LT.
X ABS(A21) + ABS(A22R) + ABS(A22I)) GO TO 482
A1 = A12R
A1I = A12I
A2 = -A11R
A2I = -A11I
GO TO 485
482 A1 = A22R
A1I = A22I
A2 = -A21
A2I = 0.0E0
C .......... CHOOSE COMPLEX Z ..........
485 CZ = SQRT(A1*A1+A1I*A1I)
IF (CZ .EQ. 0.0E0) GO TO 487
SZR = (A1 * A2 + A1I * A2I) / CZ
SZI = (A1 * A2I - A1I * A2) / CZ
R = SQRT(CZ*CZ+SZR*SZR+SZI*SZI)
CZ = CZ / R
SZR = SZR / R
SZI = SZI / R
GO TO 490
487 SZR = 1.0E0
SZI = 0.0E0
490 IF (AN .LT. (ABS(E) + EI) * BN) GO TO 492
A1 = CZ * B11 + SZR * B12
A1I = SZI * B12
A2 = SZR * B22
A2I = SZI * B22
GO TO 495
492 A1 = CZ * A11 + SZR * A12
A1I = SZI * A12
A2 = CZ * A21 + SZR * A22
A2I = SZI * A22
C .......... CHOOSE COMPLEX Q ..........
495 CQ = SQRT(A1*A1+A1I*A1I)
IF (CQ .EQ. 0.0E0) GO TO 497
SQR = (A1 * A2 + A1I * A2I) / CQ
SQI = (A1 * A2I - A1I * A2) / CQ
R = SQRT(CQ*CQ+SQR*SQR+SQI*SQI)
CQ = CQ / R
SQR = SQR / R
SQI = SQI / R
GO TO 500
497 SQR = 1.0E0
SQI = 0.0E0
C .......... COMPUTE DIAGONAL ELEMENTS THAT WOULD RESULT
C IF TRANSFORMATIONS WERE APPLIED ..........
500 SSR = SQR * SZR + SQI * SZI
SSI = SQR * SZI - SQI * SZR
I = 1
TR = CQ * CZ * A11 + CQ * SZR * A12 + SQR * CZ * A21
X + SSR * A22
TI = CQ * SZI * A12 - SQI * CZ * A21 + SSI * A22
DR = CQ * CZ * B11 + CQ * SZR * B12 + SSR * B22
DI = CQ * SZI * B12 + SSI * B22
GO TO 503
502 I = 2
TR = SSR * A11 - SQR * CZ * A12 - CQ * SZR * A21
X + CQ * CZ * A22
TI = -SSI * A11 - SQI * CZ * A12 + CQ * SZI * A21
DR = SSR * B11 - SQR * CZ * B12 + CQ * CZ * B22
DI = -SSI * B11 - SQI * CZ * B12
503 T = TI * DR - TR * DI
J = NA
IF (T .LT. 0.0E0) J = EN
R = SQRT(DR*DR+DI*DI)
BETA(J) = BN * R
ALFR(J) = AN * (TR * DR + TI * DI) / R
ALFI(J) = AN * T / R
IF (I .EQ. 1) GO TO 502
* --------------------- BEGIN TIMING CODE -----------------------
OPST2 = OPST2 + REAL( 151 )
* ---------------------- END TIMING CODE ------------------------
505 ISW = 3 - ISW
510 CONTINUE
*
* ---------------------- BEGIN TIMING CODE -------------------------
OPS = OPS + ( OPST + OPST2 )
* ----------------------- END TIMING CODE --------------------------
*
B(N,1) = EPSB
C
RETURN
END
SUBROUTINE QZVEC(NM,N,A,B,ALFR,ALFI,BETA,Z)
C
INTEGER I,J,K,M,N,EN,II,JJ,NA,NM,NN,ISW,ENM2
REAL A(NM,N),B(NM,N),ALFR(N),ALFI(N),BETA(N),Z(NM,N)
REAL D,Q,R,S,T,W,X,Y,DI,DR,RA,RR,SA,TI,TR,T1,T2,W1,X1,
X ZZ,Z1,ALFM,ALMI,ALMR,BETM,EPSB
*
* ---------------------- BEGIN TIMING CODE -------------------------
* COMMON BLOCK TO RETURN OPERATION COUNT AND ITERATION COUNT
* ITCNT IS INITIALIZED TO 0, OPS IS ONLY INCREMENTED
* OPST IS USED TO ACCUMULATE SMALL CONTRIBUTIONS TO OPS
* TO AVOID ROUNDOFF ERROR
* .. COMMON BLOCKS ..
COMMON / LATIME / OPS, ITCNT
* ..
* .. SCALARS IN COMMON ..
REAL ITCNT, OPS
* ..
INTEGER IN2BY2
* ----------------------- END TIMING CODE --------------------------
*
C
C THIS SUBROUTINE IS THE OPTIONAL FOURTH STEP OF THE QZ ALGORITHM
C FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS,
C SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART.
C
C THIS SUBROUTINE ACCEPTS A PAIR OF REAL MATRICES, ONE OF THEM IN
C QUASI-TRIANGULAR FORM (IN WHICH EACH 2-BY-2 BLOCK CORRESPONDS TO
C A PAIR OF COMPLEX EIGENVALUES) AND THE OTHER IN UPPER TRIANGULAR
C FORM. IT COMPUTES THE EIGENVECTORS OF THE TRIANGULAR PROBLEM AND
C TRANSFORMS THE RESULTS BACK TO THE ORIGINAL COORDINATE SYSTEM.
C IT IS USUALLY PRECEDED BY QZHES, QZIT, AND QZVAL.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRICES.
C
C A CONTAINS A REAL UPPER QUASI-TRIANGULAR MATRIX.
C
C B CONTAINS A REAL UPPER TRIANGULAR MATRIX. IN ADDITION,
C LOCATION B(N,1) CONTAINS THE TOLERANCE QUANTITY (EPSB)
C COMPUTED AND SAVED IN QZIT.
C
C ALFR, ALFI, AND BETA ARE VECTORS WITH COMPONENTS WHOSE
C RATIOS ((ALFR+I*ALFI)/BETA) ARE THE GENERALIZED
C EIGENVALUES. THEY ARE USUALLY OBTAINED FROM QZVAL.
C
C Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE
C REDUCTIONS BY QZHES, QZIT, AND QZVAL, IF PERFORMED.
C IF THE EIGENVECTORS OF THE TRIANGULAR PROBLEM ARE
C DESIRED, Z MUST CONTAIN THE IDENTITY MATRIX.
C
C ON OUTPUT
C
C A IS UNALTERED. ITS SUBDIAGONAL ELEMENTS PROVIDE INFORMATION
C ABOUT THE STORAGE OF THE COMPLEX EIGENVECTORS.
C
C B HAS BEEN DESTROYED.
C
C ALFR, ALFI, AND BETA ARE UNALTERED.
C
C Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS.
C IF ALFI(I) .EQ. 0.0, THE I-TH EIGENVALUE IS REAL AND
C THE I-TH COLUMN OF Z CONTAINS ITS EIGENVECTOR.
C IF ALFI(I) .NE. 0.0, THE I-TH EIGENVALUE IS COMPLEX.
C IF ALFI(I) .GT. 0.0, THE EIGENVALUE IS THE FIRST OF
C A COMPLEX PAIR AND THE I-TH AND (I+1)-TH COLUMNS
C OF Z CONTAIN ITS EIGENVECTOR.
C IF ALFI(I) .LT. 0.0, THE EIGENVALUE IS THE SECOND OF
C A COMPLEX PAIR AND THE (I-1)-TH AND I-TH COLUMNS
C OF Z CONTAIN THE CONJUGATE OF ITS EIGENVECTOR.
C EACH EIGENVECTOR IS NORMALIZED SO THAT THE MODULUS
C OF ITS LARGEST COMPONENT IS 1.0 .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
C ------------------------------------------------------------------
C
EPSB = B(N,1)
ISW = 1
C .......... FOR EN=N STEP -1 UNTIL 1 DO -- ..........
DO 800 NN = 1, N
* --------------------- BEGIN TIMING CODE -----------------------
IN2BY2 = 0
* ---------------------- END TIMING CODE ------------------------
EN = N + 1 - NN
NA = EN - 1
IF (ISW .EQ. 2) GO TO 795
IF (ALFI(EN) .NE. 0.0E0) GO TO 710
C .......... REAL VECTOR ..........
M = EN
B(EN,EN) = 1.0E0
IF (NA .EQ. 0) GO TO 800
ALFM = ALFR(M)
BETM = BETA(M)
C .......... FOR I=EN-1 STEP -1 UNTIL 1 DO -- ..........
DO 700 II = 1, NA
I = EN - II
W = BETM * A(I,I) - ALFM * B(I,I)
R = 0.0E0
C
DO 610 J = M, EN
610 R = R + (BETM * A(I,J) - ALFM * B(I,J)) * B(J,EN)
C
IF (I .EQ. 1 .OR. ISW .EQ. 2) GO TO 630
IF (BETM * A(I,I-1) .EQ. 0.0E0) GO TO 630
ZZ = W
S = R
GO TO 690
630 M = I
IF (ISW .EQ. 2) GO TO 640
C .......... REAL 1-BY-1 BLOCK ..........
T = W
IF (W .EQ. 0.0E0) T = EPSB
B(I,EN) = -R / T
GO TO 700
C .......... REAL 2-BY-2 BLOCK ..........
640 X = BETM * A(I,I+1) - ALFM * B(I,I+1)
Y = BETM * A(I+1,I)
Q = W * ZZ - X * Y
T = (X * S - ZZ * R) / Q
B(I,EN) = T
* ------------------- BEGIN TIMING CODE ----------------------
IN2BY2 = IN2BY2 + 1
* -------------------- END TIMING CODE -----------------------
IF (ABS(X) .LE. ABS(ZZ)) GO TO 650
B(I+1,EN) = (-R - W * T) / X
GO TO 690
650 B(I+1,EN) = (-S - Y * T) / ZZ
690 ISW = 3 - ISW
700 CONTINUE
C .......... END REAL VECTOR ..........
* --------------------- BEGIN TIMING CODE -----------------------
OPS = OPS + ( 5.0E0/2.0E0 )*REAL( ( EN+2 )*( EN-1 ) + IN2BY2 )
* ---------------------- END TIMING CODE ------------------------
GO TO 800
C .......... COMPLEX VECTOR ..........
710 M = NA
ALMR = ALFR(M)
ALMI = ALFI(M)
BETM = BETA(M)
C .......... LAST VECTOR COMPONENT CHOSEN IMAGINARY SO THAT
C EIGENVECTOR MATRIX IS TRIANGULAR ..........
Y = BETM * A(EN,NA)
B(NA,NA) = -ALMI * B(EN,EN) / Y
B(NA,EN) = (ALMR * B(EN,EN) - BETM * A(EN,EN)) / Y
B(EN,NA) = 0.0E0
B(EN,EN) = 1.0E0
ENM2 = NA - 1
IF (ENM2 .EQ. 0) GO TO 795
C .......... FOR I=EN-2 STEP -1 UNTIL 1 DO -- ..........
DO 790 II = 1, ENM2
I = NA - II
W = BETM * A(I,I) - ALMR * B(I,I)
W1 = -ALMI * B(I,I)
RA = 0.0E0
SA = 0.0E0
C
DO 760 J = M, EN
X = BETM * A(I,J) - ALMR * B(I,J)
X1 = -ALMI * B(I,J)
RA = RA + X * B(J,NA) - X1 * B(J,EN)
SA = SA + X * B(J,EN) + X1 * B(J,NA)
760 CONTINUE
C
IF (I .EQ. 1 .OR. ISW .EQ. 2) GO TO 770
IF (BETM * A(I,I-1) .EQ. 0.0E0) GO TO 770
ZZ = W
Z1 = W1
R = RA
S = SA
ISW = 2
GO TO 790
770 M = I
IF (ISW .EQ. 2) GO TO 780
C .......... COMPLEX 1-BY-1 BLOCK ..........
TR = -RA
TI = -SA
773 DR = W
DI = W1
C .......... COMPLEX DIVIDE (T1,T2) = (TR,TI) / (DR,DI) ..........
775 IF (ABS(DI) .GT. ABS(DR)) GO TO 777
RR = DI / DR
D = DR + DI * RR
T1 = (TR + TI * RR) / D
T2 = (TI - TR * RR) / D
GO TO (787,782), ISW
777 RR = DR / DI
D = DR * RR + DI
T1 = (TR * RR + TI) / D
T2 = (TI * RR - TR) / D
GO TO (787,782), ISW
C .......... COMPLEX 2-BY-2 BLOCK ..........
780 X = BETM * A(I,I+1) - ALMR * B(I,I+1)
X1 = -ALMI * B(I,I+1)
Y = BETM * A(I+1,I)
TR = Y * RA - W * R + W1 * S
TI = Y * SA - W * S - W1 * R
DR = W * ZZ - W1 * Z1 - X * Y
DI = W * Z1 + W1 * ZZ - X1 * Y
* ------------------- BEGIN TIMING CODE ----------------------
IN2BY2 = IN2BY2 + 1
* -------------------- END TIMING CODE -----------------------
IF (DR .EQ. 0.0E0 .AND. DI .EQ. 0.0E0) DR = EPSB
GO TO 775
782 B(I+1,NA) = T1
B(I+1,EN) = T2
ISW = 1
IF (ABS(Y) .GT. ABS(W) + ABS(W1)) GO TO 785
TR = -RA - X * B(I+1,NA) + X1 * B(I+1,EN)
TI = -SA - X * B(I+1,EN) - X1 * B(I+1,NA)
GO TO 773
785 T1 = (-R - ZZ * B(I+1,NA) + Z1 * B(I+1,EN)) / Y
T2 = (-S - ZZ * B(I+1,EN) - Z1 * B(I+1,NA)) / Y
787 B(I,NA) = T1
B(I,EN) = T2
790 CONTINUE
* --------------------- BEGIN TIMING CODE -----------------------
OPS = OPS + REAL( ( 6*EN-7 )*( EN-2 ) + 31*IN2BY2 )
* ---------------------- END TIMING CODE ------------------------
C .......... END COMPLEX VECTOR ..........
795 ISW = 3 - ISW
800 CONTINUE
C .......... END BACK SUBSTITUTION.
C TRANSFORM TO ORIGINAL COORDINATE SYSTEM.
C FOR J=N STEP -1 UNTIL 1 DO -- ..........
DO 880 JJ = 1, N
J = N + 1 - JJ
C
DO 880 I = 1, N
ZZ = 0.0E0
C
DO 860 K = 1, J
860 ZZ = ZZ + Z(I,K) * B(K,J)
C
Z(I,J) = ZZ
880 CONTINUE
* ----------------------- BEGIN TIMING CODE ------------------------
OPS = OPS + REAL( N**2 )*REAL( N+1 )
* ------------------------ END TIMING CODE -------------------------
C .......... NORMALIZE SO THAT MODULUS OF LARGEST
C COMPONENT OF EACH VECTOR IS 1.
C (ISW IS 1 INITIALLY FROM BEFORE) ..........
* ------------------------ BEGIN TIMING CODE -----------------------
IN2BY2 = 0
* ------------------------- END TIMING CODE ------------------------
DO 950 J = 1, N
D = 0.0E0
IF (ISW .EQ. 2) GO TO 920
IF (ALFI(J) .NE. 0.0E0) GO TO 945
C
DO 890 I = 1, N
IF (ABS(Z(I,J)) .GT. D) D = ABS(Z(I,J))
890 CONTINUE
C
DO 900 I = 1, N
900 Z(I,J) = Z(I,J) / D
C
GO TO 950
C
920 DO 930 I = 1, N
R = ABS(Z(I,J-1)) + ABS(Z(I,J))
IF (R .NE. 0.0E0) R = R * SQRT((Z(I,J-1)/R)**2
X +(Z(I,J)/R)**2)
IF (R .GT. D) D = R
930 CONTINUE
C
DO 940 I = 1, N
Z(I,J-1) = Z(I,J-1) / D
Z(I,J) = Z(I,J) / D
940 CONTINUE
* ---------------------- BEGIN TIMING CODE ----------------------
IN2BY2 = IN2BY2 + 1
* ----------------------- END TIMING CODE -----------------------
C
945 ISW = 3 - ISW
950 CONTINUE
* ------------------------ BEGIN TIMING CODE -----------------------
OPS = OPS + REAL( N*( N + 5*IN2BY2 ) )
* ------------------------- END TIMING CODE ------------------------
C
RETURN
END
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