1 *> \brief \b DLASQ4 computes an approximation to the smallest eigenvalue using values of d from the previous transform. Used by sbdsqr.
3 * =========== DOCUMENTATION ===========
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
9 *> Download DLASQ4 + dependencies
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12 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq4.f">
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq4.f">
21 * SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
22 * DN1, DN2, TAU, TTYPE, G )
24 * .. Scalar Arguments ..
25 * INTEGER I0, N0, N0IN, PP, TTYPE
26 * DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
28 * .. Array Arguments ..
29 * DOUBLE PRECISION Z( * )
38 *> DLASQ4 computes an approximation TAU to the smallest eigenvalue
39 *> using values of d from the previous transform.
59 *> Z is DOUBLE PRECISION array, dimension ( 4*N )
60 *> Z holds the qd array.
66 *> PP=0 for ping, PP=1 for pong.
72 *> The value of N0 at start of EIGTEST.
77 *> DMIN is DOUBLE PRECISION
78 *> Minimum value of d.
83 *> DMIN1 is DOUBLE PRECISION
84 *> Minimum value of d, excluding D( N0 ).
89 *> DMIN2 is DOUBLE PRECISION
90 *> Minimum value of d, excluding D( N0 ) and D( N0-1 ).
95 *> DN is DOUBLE PRECISION
101 *> DN1 is DOUBLE PRECISION
107 *> DN2 is DOUBLE PRECISION
113 *> TAU is DOUBLE PRECISION
114 *> This is the shift.
126 *> G is passed as an argument in order to save its value between
133 *> \author Univ. of Tennessee
134 *> \author Univ. of California Berkeley
135 *> \author Univ. of Colorado Denver
138 *> \date September 2012
140 *> \ingroup auxOTHERcomputational
142 *> \par Further Details:
143 * =====================
150 * =====================================================================
151 SUBROUTINE DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN,
152 $ DN1, DN2, TAU, TTYPE, G )
154 * -- LAPACK computational routine (version 3.4.2) --
155 * -- LAPACK is a software package provided by Univ. of Tennessee, --
156 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
159 * .. Scalar Arguments ..
160 INTEGER I0, N0, N0IN, PP, TTYPE
161 DOUBLE PRECISION DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, TAU
163 * .. Array Arguments ..
164 DOUBLE PRECISION Z( * )
167 * =====================================================================
170 DOUBLE PRECISION CNST1, CNST2, CNST3
171 PARAMETER ( CNST1 = 0.5630D0, CNST2 = 1.010D0,
173 DOUBLE PRECISION QURTR, THIRD, HALF, ZERO, ONE, TWO, HUNDRD
174 PARAMETER ( QURTR = 0.250D0, THIRD = 0.3330D0,
175 $ HALF = 0.50D0, ZERO = 0.0D0, ONE = 1.0D0,
176 $ TWO = 2.0D0, HUNDRD = 100.0D0 )
178 * .. Local Scalars ..
180 DOUBLE PRECISION A2, B1, B2, GAM, GAP1, GAP2, S
182 * .. Intrinsic Functions ..
183 INTRINSIC MAX, MIN, SQRT
185 * .. Executable Statements ..
187 * A negative DMIN forces the shift to take that absolute value
188 * TTYPE records the type of shift.
191 IF( DMIN.LE.ZERO ) THEN
198 IF( N0IN.EQ.N0 ) THEN
200 * No eigenvalues deflated.
202 IF( DMIN.EQ.DN .OR. DMIN.EQ.DN1 ) THEN
204 B1 = SQRT( Z( NN-3 ) )*SQRT( Z( NN-5 ) )
205 B2 = SQRT( Z( NN-7 ) )*SQRT( Z( NN-9 ) )
206 A2 = Z( NN-7 ) + Z( NN-5 )
210 IF( DMIN.EQ.DN .AND. DMIN1.EQ.DN1 ) THEN
212 GAP2 = DMIN2 - A2 - DMIN2*QURTR
213 IF( GAP2.GT.ZERO .AND. GAP2.GT.B2 ) THEN
214 GAP1 = A2 - DN - ( B2 / GAP2 )*B2
216 GAP1 = A2 - DN - ( B1+B2 )
218 IF( GAP1.GT.ZERO .AND. GAP1.GT.B1 ) THEN
219 S = MAX( DN-( B1 / GAP1 )*B1, HALF*DMIN )
225 IF( A2.GT.( B1+B2 ) )
226 $ S = MIN( S, A2-( B1+B2 ) )
227 S = MAX( S, THIRD*DMIN )
236 IF( DMIN.EQ.DN ) THEN
239 IF( Z( NN-5 ) .GT. Z( NN-7 ) )
241 B2 = Z( NN-5 ) / Z( NN-7 )
247 IF( Z( NP-4 ) .GT. Z( NP-2 ) )
249 A2 = Z( NP-4 ) / Z( NP-2 )
250 IF( Z( NN-9 ) .GT. Z( NN-11 ) )
252 B2 = Z( NN-9 ) / Z( NN-11 )
256 * Approximate contribution to norm squared from I < NN-1.
259 DO 10 I4 = NP, 4*I0 - 1 + PP, -4
263 IF( Z( I4 ) .GT. Z( I4-2 ) )
265 B2 = B2*( Z( I4 ) / Z( I4-2 ) )
267 IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
273 * Rayleigh quotient residual bound.
276 $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
278 ELSE IF( DMIN.EQ.DN2 ) THEN
285 * Compute contribution to norm squared from I > NN-2.
291 IF( Z( NP-8 ).GT.B2 .OR. Z( NP-4 ).GT.B1 )
293 A2 = ( Z( NP-8 ) / B2 )*( ONE+Z( NP-4 ) / B1 )
295 * Approximate contribution to norm squared from I < NN-2.
297 IF( N0-I0.GT.2 ) THEN
298 B2 = Z( NN-13 ) / Z( NN-15 )
300 DO 30 I4 = NN - 17, 4*I0 - 1 + PP, -4
304 IF( Z( I4 ) .GT. Z( I4-2 ) )
306 B2 = B2*( Z( I4 ) / Z( I4-2 ) )
308 IF( HUNDRD*MAX( B2, B1 ).LT.A2 .OR. CNST1.LT.A2 )
316 $ S = GAM*( ONE-SQRT( A2 ) ) / ( ONE+A2 )
319 * Case 6, no information to guide us.
321 IF( TTYPE.EQ.-6 ) THEN
322 G = G + THIRD*( ONE-G )
323 ELSE IF( TTYPE.EQ.-18 ) THEN
332 ELSE IF( N0IN.EQ.( N0+1 ) ) THEN
334 * One eigenvalue just deflated. Use DMIN1, DN1 for DMIN and DN.
336 IF( DMIN1.EQ.DN1 .AND. DMIN2.EQ.DN2 ) THEN
342 IF( Z( NN-5 ).GT.Z( NN-7 ) )
344 B1 = Z( NN-5 ) / Z( NN-7 )
348 DO 50 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
350 IF( Z( I4 ).GT.Z( I4-2 ) )
352 B1 = B1*( Z( I4 ) / Z( I4-2 ) )
354 IF( HUNDRD*MAX( B1, A2 ).LT.B2 )
358 B2 = SQRT( CNST3*B2 )
359 A2 = DMIN1 / ( ONE+B2**2 )
360 GAP2 = HALF*DMIN2 - A2
361 IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
362 S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
364 S = MAX( S, A2*( ONE-CNST2*B2 ) )
377 ELSE IF( N0IN.EQ.( N0+2 ) ) THEN
379 * Two eigenvalues deflated. Use DMIN2, DN2 for DMIN and DN.
383 IF( DMIN2.EQ.DN2 .AND. TWO*Z( NN-5 ).LT.Z( NN-7 ) ) THEN
386 IF( Z( NN-5 ).GT.Z( NN-7 ) )
388 B1 = Z( NN-5 ) / Z( NN-7 )
392 DO 70 I4 = 4*N0 - 9 + PP, 4*I0 - 1 + PP, -4
393 IF( Z( I4 ).GT.Z( I4-2 ) )
395 B1 = B1*( Z( I4 ) / Z( I4-2 ) )
397 IF( HUNDRD*B1.LT.B2 )
401 B2 = SQRT( CNST3*B2 )
402 A2 = DMIN2 / ( ONE+B2**2 )
403 GAP2 = Z( NN-7 ) + Z( NN-9 ) -
404 $ SQRT( Z( NN-11 ) )*SQRT( Z( NN-9 ) ) - A2
405 IF( GAP2.GT.ZERO .AND. GAP2.GT.B2*A2 ) THEN
406 S = MAX( S, A2*( ONE-CNST2*A2*( B2 / GAP2 )*B2 ) )
408 S = MAX( S, A2*( ONE-CNST2*B2 ) )
414 ELSE IF( N0IN.GT.( N0+2 ) ) THEN
416 * Case 12, more than two eigenvalues deflated. No information.