| 1 | /* eispack.f -- translated by f2c (version 19950110). |
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| 2 | You must link the resulting object file with the libraries: |
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| 3 | -lf2c -lm (in that order) |
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| 4 | */ |
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| 5 | |
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| 6 | #ifdef __cplusplus |
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| 7 | extern "C" { |
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| 8 | #endif |
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| 9 | #include "f2c.h" |
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| 10 | |
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| 11 | /* Table of constant values */ |
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| 12 | |
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| 13 | static doublereal c_b141 = 1.; |
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| 14 | static doublereal c_b550 = 0.; |
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| 15 | |
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| 16 | /* Subroutine */ int cdiv_(doublereal *ar, doublereal *ai, doublereal *br, |
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| 17 | doublereal *bi, doublereal *cr, doublereal *ci) |
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| 18 | { |
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| 19 | /* System generated locals */ |
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| 20 | doublereal d_1, d_2; |
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| 21 | |
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| 22 | /* Local variables */ |
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| 23 | static doublereal s, ais, bis, ars, brs; |
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| 24 | |
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| 25 | |
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| 26 | /* COMPLEX DIVISION, (CR,CI) = (AR,AI)/(BR,BI) */ |
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| 27 | |
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| 28 | s = abs(*br) + abs(*bi); |
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| 29 | ars = *ar / s; |
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| 30 | ais = *ai / s; |
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| 31 | brs = *br / s; |
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| 32 | bis = *bi / s; |
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| 33 | /* Computing 2nd power */ |
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| 34 | d_1 = brs; |
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| 35 | /* Computing 2nd power */ |
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| 36 | d_2 = bis; |
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| 37 | s = d_1 * d_1 + d_2 * d_2; |
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| 38 | *cr = (ars * brs + ais * bis) / s; |
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| 39 | *ci = (ais * brs - ars * bis) / s; |
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| 40 | return 0; |
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| 41 | } /* cdiv_ */ |
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| 42 | |
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| 43 | /* Subroutine */ int csroot_(doublereal *xr, doublereal *xi, doublereal *yr, |
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| 44 | doublereal *yi) |
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| 45 | { |
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| 46 | /* Builtin functions */ |
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| 47 | double sqrt(doublereal); |
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| 48 | |
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| 49 | /* Local variables */ |
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| 50 | static doublereal s, ti, tr; |
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| 51 | extern doublereal pythag_(doublereal *, doublereal *); |
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| 52 | |
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| 53 | |
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| 54 | /* (YR,YI) = COMPLEX DSQRT(XR,XI) */ |
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| 55 | /* BRANCH CHOSEN SO THAT YR .GE. 0.0 AND SIGN(YI) .EQ. SIGN(XI) */ |
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| 56 | |
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| 57 | tr = *xr; |
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| 58 | ti = *xi; |
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| 59 | s = sqrt((pythag_(&tr, &ti) + abs(tr)) * .5); |
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| 60 | if (tr >= 0.) { |
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| 61 | *yr = s; |
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| 62 | } |
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| 63 | if (ti < 0.) { |
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| 64 | s = -s; |
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| 65 | } |
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| 66 | if (tr <= 0.) { |
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| 67 | *yi = s; |
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| 68 | } |
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| 69 | if (tr < 0.) { |
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| 70 | *yr = ti / *yi * .5; |
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| 71 | } |
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| 72 | if (tr > 0.) { |
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| 73 | *yi = ti / *yr * .5; |
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| 74 | } |
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| 75 | return 0; |
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| 76 | } /* csroot_ */ |
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| 77 | |
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| 78 | doublereal epslon_(doublereal *x) |
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| 79 | { |
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| 80 | /* System generated locals */ |
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| 81 | doublereal ret_val, d_1; |
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| 82 | |
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| 83 | /* Local variables */ |
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| 84 | static doublereal a, b, c, eps; |
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| 85 | |
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| 86 | |
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| 87 | /* ESTIMATE UNIT ROUNDOFF IN QUANTITIES OF SIZE X. */ |
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| 88 | |
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| 89 | |
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| 90 | /* THIS PROGRAM SHOULD FUNCTION PROPERLY ON ALL SYSTEMS */ |
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| 91 | /* SATISFYING THE FOLLOWING TWO ASSUMPTIONS, */ |
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| 92 | /* 1. THE BASE USED IN REPRESENTING FLOATING POINT */ |
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| 93 | /* NUMBERS IS NOT A POWER OF THREE. */ |
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| 94 | /* 2. THE QUANTITY A IN STATEMENT 10 IS REPRESENTED TO */ |
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| 95 | /* THE ACCURACY USED IN FLOATING POINT VARIABLES */ |
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| 96 | /* THAT ARE STORED IN MEMORY. */ |
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| 97 | /* THE STATEMENT NUMBER 10 AND THE GO TO 10 ARE INTENDED TO */ |
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| 98 | /* FORCE OPTIMIZING COMPILERS TO GENERATE CODE SATISFYING */ |
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| 99 | /* ASSUMPTION 2. */ |
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| 100 | /* UNDER THESE ASSUMPTIONS, IT SHOULD BE TRUE THAT, */ |
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| 101 | /* A IS NOT EXACTLY EQUAL TO FOUR-THIRDS, */ |
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| 102 | /* B HAS A ZERO FOR ITS LAST BIT OR DIGIT, */ |
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| 103 | /* C IS NOT EXACTLY EQUAL TO ONE, */ |
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| 104 | /* EPS MEASURES THE SEPARATION OF 1.0 FROM */ |
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| 105 | /* THE NEXT LARGER FLOATING POINT NUMBER. */ |
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| 106 | /* THE DEVELOPERS OF EISPACK WOULD APPRECIATE BEING INFORMED */ |
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| 107 | /* ABOUT ANY SYSTEMS WHERE THESE ASSUMPTIONS DO NOT HOLD. */ |
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| 108 | |
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| 109 | /* THIS VERSION DATED 4/6/83. */ |
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| 110 | |
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| 111 | a = 1.3333333333333333; |
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| 112 | L10: |
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| 113 | b = a - 1.; |
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| 114 | c = b + b + b; |
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| 115 | eps = (d_1 = c - 1., abs(d_1)); |
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| 116 | if (eps == 0.) { |
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| 117 | goto L10; |
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| 118 | } |
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| 119 | ret_val = eps * abs(*x); |
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| 120 | return ret_val; |
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| 121 | } /* epslon_ */ |
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| 122 | |
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| 123 | doublereal pythag_(doublereal *a, doublereal *b) |
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| 124 | { |
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| 125 | /* System generated locals */ |
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| 126 | doublereal ret_val, d_1, d_2, d_3; |
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| 127 | |
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| 128 | /* Local variables */ |
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| 129 | static doublereal p, r, s, t, u; |
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| 130 | |
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| 131 | |
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| 132 | /* FINDS DSQRT(A**2+B**2) WITHOUT OVERFLOW OR DESTRUCTIVE UNDERFLOW */ |
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| 133 | |
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| 134 | /* Computing MAX */ |
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| 135 | d_1 = abs(*a), d_2 = abs(*b); |
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| 136 | p = max(d_1,d_2); |
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| 137 | if (p == 0.) { |
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| 138 | goto L20; |
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| 139 | } |
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| 140 | /* Computing MIN */ |
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| 141 | d_2 = abs(*a), d_3 = abs(*b); |
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| 142 | /* Computing 2nd power */ |
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| 143 | d_1 = min(d_2,d_3) / p; |
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| 144 | r = d_1 * d_1; |
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| 145 | L10: |
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| 146 | t = r + 4.; |
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| 147 | if (t == 4.) { |
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| 148 | goto L20; |
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| 149 | } |
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| 150 | s = r / t; |
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| 151 | u = s * 2. + 1.; |
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| 152 | p = u * p; |
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| 153 | /* Computing 2nd power */ |
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| 154 | d_1 = s / u; |
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| 155 | r = d_1 * d_1 * r; |
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| 156 | goto L10; |
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| 157 | L20: |
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| 158 | ret_val = p; |
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| 159 | return ret_val; |
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| 160 | } /* pythag_ */ |
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| 161 | |
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| 162 | /* Subroutine */ int bakvec_(integer *nm, integer *n, doublereal *t, |
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| 163 | doublereal *e, integer *m, doublereal *z, integer *ierr) |
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| 164 | { |
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| 165 | /* System generated locals */ |
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| 166 | integer t_dim1, t_offset, z_dim1, z_offset, i_1, i_2; |
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| 167 | |
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| 168 | /* Local variables */ |
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| 169 | static integer i, j; |
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| 170 | |
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| 171 | |
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| 172 | |
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| 173 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A NONSYMMETRIC */ |
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| 174 | /* TRIDIAGONAL MATRIX BY BACK TRANSFORMING THOSE OF THE */ |
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| 175 | /* CORRESPONDING SYMMETRIC MATRIX DETERMINED BY FIGI. */ |
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| 176 | |
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| 177 | /* ON INPUT */ |
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| 178 | |
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| 179 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
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| 180 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
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| 181 | /* DIMENSION STATEMENT. */ |
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| 182 | |
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| 183 | /* N IS THE ORDER OF THE MATRIX. */ |
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| 184 | |
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| 185 | /* T CONTAINS THE NONSYMMETRIC MATRIX. ITS SUBDIAGONAL IS */ |
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| 186 | /* STORED IN THE LAST N-1 POSITIONS OF THE FIRST COLUMN, */ |
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| 187 | /* ITS DIAGONAL IN THE N POSITIONS OF THE SECOND COLUMN, */ |
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| 188 | /* AND ITS SUPERDIAGONAL IN THE FIRST N-1 POSITIONS OF */ |
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| 189 | /* THE THIRD COLUMN. T(1,1) AND T(N,3) ARE ARBITRARY. */ |
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| 190 | |
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| 191 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE SYMMETRIC */ |
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| 192 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
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| 193 | |
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| 194 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
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| 195 | |
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| 196 | /* Z CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
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| 197 | /* IN ITS FIRST M COLUMNS. */ |
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| 198 | |
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| 199 | /* ON OUTPUT */ |
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| 200 | |
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| 201 | /* T IS UNALTERED. */ |
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| 202 | |
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| 203 | /* E IS DESTROYED. */ |
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| 204 | |
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| 205 | /* Z CONTAINS THE TRANSFORMED EIGENVECTORS */ |
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| 206 | /* IN ITS FIRST M COLUMNS. */ |
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| 207 | |
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| 208 | /* IERR IS SET TO */ |
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| 209 | /* ZERO FOR NORMAL RETURN, */ |
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| 210 | /* 2*N+I IF E(I) IS ZERO WITH T(I,1) OR T(I-1,3) NON-ZERO. |
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| 211 | */ |
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| 212 | /* IN THIS CASE, THE SYMMETRIC MATRIX IS NOT SIMILAR |
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| 213 | */ |
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| 214 | /* TO THE ORIGINAL MATRIX, AND THE EIGENVECTORS */ |
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| 215 | /* CANNOT BE FOUND BY THIS PROGRAM. */ |
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| 216 | |
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| 217 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
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| 218 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
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| 219 | */ |
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| 220 | |
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| 221 | /* THIS VERSION DATED AUGUST 1983. */ |
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| 222 | |
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| 223 | /* ------------------------------------------------------------------ |
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| 224 | */ |
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| 225 | |
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| 226 | /* Parameter adjustments */ |
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| 227 | t_dim1 = *nm; |
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| 228 | t_offset = t_dim1 + 1; |
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| 229 | t -= t_offset; |
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| 230 | --e; |
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| 231 | z_dim1 = *nm; |
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| 232 | z_offset = z_dim1 + 1; |
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| 233 | z -= z_offset; |
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| 234 | |
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| 235 | /* Function Body */ |
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| 236 | *ierr = 0; |
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| 237 | if (*m == 0) { |
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| 238 | goto L1001; |
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| 239 | } |
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| 240 | e[1] = 1.; |
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| 241 | if (*n == 1) { |
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| 242 | goto L1001; |
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| 243 | } |
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| 244 | |
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| 245 | i_1 = *n; |
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| 246 | for (i = 2; i <= i_1; ++i) { |
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| 247 | if (e[i] != 0.) { |
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| 248 | goto L80; |
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| 249 | } |
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| 250 | if (t[i + t_dim1] != 0. || t[i - 1 + t_dim1 * 3] != 0.) { |
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| 251 | goto L1000; |
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| 252 | } |
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| 253 | e[i] = 1.; |
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| 254 | goto L100; |
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| 255 | L80: |
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| 256 | e[i] = e[i - 1] * e[i] / t[i - 1 + t_dim1 * 3]; |
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| 257 | L100: |
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| 258 | ; |
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| 259 | } |
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| 260 | |
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| 261 | i_1 = *m; |
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| 262 | for (j = 1; j <= i_1; ++j) { |
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| 263 | |
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| 264 | i_2 = *n; |
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| 265 | for (i = 2; i <= i_2; ++i) { |
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| 266 | z[i + j * z_dim1] *= e[i]; |
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| 267 | /* L120: */ |
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| 268 | } |
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| 269 | } |
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| 270 | |
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| 271 | goto L1001; |
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| 272 | /* .......... SET ERROR -- EIGENVECTORS CANNOT BE */ |
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| 273 | /* FOUND BY THIS PROGRAM .......... */ |
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| 274 | L1000: |
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| 275 | *ierr = (*n << 1) + i; |
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| 276 | L1001: |
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| 277 | return 0; |
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| 278 | } /* bakvec_ */ |
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| 279 | |
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| 280 | /* Subroutine */ int balanc_(integer *nm, integer *n, doublereal *a, integer * |
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| 281 | low, integer *igh, doublereal *scale) |
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| 282 | { |
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| 283 | /* System generated locals */ |
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| 284 | integer a_dim1, a_offset, i_1, i_2; |
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| 285 | doublereal d_1; |
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| 286 | |
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| 287 | /* Local variables */ |
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| 288 | static integer iexc; |
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| 289 | static doublereal c, f, g; |
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| 290 | static integer i, j, k, l, m; |
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| 291 | static doublereal r, s, radix, b2; |
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| 292 | static integer jj; |
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| 293 | static logical noconv; |
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| 294 | |
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| 295 | |
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| 296 | |
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| 297 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE BALANCE, */ |
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| 298 | /* NUM. MATH. 13, 293-304(1969) BY PARLETT AND REINSCH. */ |
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| 299 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 315-326(1971). */ |
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| 300 | |
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| 301 | /* THIS SUBROUTINE BALANCES A REAL MATRIX AND ISOLATES */ |
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| 302 | /* EIGENVALUES WHENEVER POSSIBLE. */ |
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| 303 | |
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| 304 | /* ON INPUT */ |
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| 305 | |
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| 306 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
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| 307 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
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| 308 | /* DIMENSION STATEMENT. */ |
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| 309 | |
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| 310 | /* N IS THE ORDER OF THE MATRIX. */ |
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| 311 | |
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| 312 | /* A CONTAINS THE INPUT MATRIX TO BE BALANCED. */ |
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| 313 | |
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| 314 | /* ON OUTPUT */ |
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| 315 | |
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| 316 | /* A CONTAINS THE BALANCED MATRIX. */ |
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| 317 | |
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| 318 | /* LOW AND IGH ARE TWO INTEGERS SUCH THAT A(I,J) */ |
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| 319 | /* IS EQUAL TO ZERO IF */ |
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| 320 | /* (1) I IS GREATER THAN J AND */ |
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| 321 | /* (2) J=1,...,LOW-1 OR I=IGH+1,...,N. */ |
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| 322 | |
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| 323 | /* SCALE CONTAINS INFORMATION DETERMINING THE */ |
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| 324 | /* PERMUTATIONS AND SCALING FACTORS USED. */ |
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| 325 | |
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| 326 | /* SUPPOSE THAT THE PRINCIPAL SUBMATRIX IN ROWS LOW THROUGH IGH */ |
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| 327 | /* HAS BEEN BALANCED, THAT P(J) DENOTES THE INDEX INTERCHANGED */ |
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| 328 | /* WITH J DURING THE PERMUTATION STEP, AND THAT THE ELEMENTS */ |
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| 329 | /* OF THE DIAGONAL MATRIX USED ARE DENOTED BY D(I,J). THEN */ |
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| 330 | /* SCALE(J) = P(J), FOR J = 1,...,LOW-1 */ |
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| 331 | /* = D(J,J), J = LOW,...,IGH */ |
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| 332 | /* = P(J) J = IGH+1,...,N. */ |
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| 333 | /* THE ORDER IN WHICH THE INTERCHANGES ARE MADE IS N TO IGH+1, */ |
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| 334 | /* THEN 1 TO LOW-1. */ |
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| 335 | |
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| 336 | /* NOTE THAT 1 IS RETURNED FOR IGH IF IGH IS ZERO FORMALLY. */ |
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| 337 | |
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| 338 | /* THE ALGOL PROCEDURE EXC CONTAINED IN BALANCE APPEARS IN */ |
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| 339 | /* BALANC IN LINE. (NOTE THAT THE ALGOL ROLES OF IDENTIFIERS */ |
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| 340 | /* K,L HAVE BEEN REVERSED.) */ |
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| 341 | |
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| 342 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
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| 343 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
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| 344 | */ |
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| 345 | |
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| 346 | /* THIS VERSION DATED AUGUST 1983. */ |
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| 347 | |
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| 348 | /* ------------------------------------------------------------------ |
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| 349 | */ |
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| 350 | |
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| 351 | /* Parameter adjustments */ |
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| 352 | --scale; |
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| 353 | a_dim1 = *nm; |
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| 354 | a_offset = a_dim1 + 1; |
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| 355 | a -= a_offset; |
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| 356 | |
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| 357 | /* Function Body */ |
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| 358 | radix = 16.; |
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| 359 | |
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| 360 | b2 = radix * radix; |
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| 361 | k = 1; |
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| 362 | l = *n; |
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| 363 | goto L100; |
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| 364 | /* .......... IN-LINE PROCEDURE FOR ROW AND */ |
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| 365 | /* COLUMN EXCHANGE .......... */ |
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| 366 | L20: |
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| 367 | scale[m] = (doublereal) j; |
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| 368 | if (j == m) { |
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| 369 | goto L50; |
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| 370 | } |
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| 371 | |
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| 372 | i_1 = l; |
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| 373 | for (i = 1; i <= i_1; ++i) { |
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| 374 | f = a[i + j * a_dim1]; |
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| 375 | a[i + j * a_dim1] = a[i + m * a_dim1]; |
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| 376 | a[i + m * a_dim1] = f; |
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| 377 | /* L30: */ |
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| 378 | } |
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| 379 | |
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| 380 | i_1 = *n; |
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| 381 | for (i = k; i <= i_1; ++i) { |
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| 382 | f = a[j + i * a_dim1]; |
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| 383 | a[j + i * a_dim1] = a[m + i * a_dim1]; |
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| 384 | a[m + i * a_dim1] = f; |
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| 385 | /* L40: */ |
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| 386 | } |
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| 387 | |
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| 388 | L50: |
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| 389 | switch (iexc) { |
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| 390 | case 1: goto L80; |
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| 391 | case 2: goto L130; |
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| 392 | } |
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| 393 | /* .......... SEARCH FOR ROWS ISOLATING AN EIGENVALUE */ |
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| 394 | /* AND PUSH THEM DOWN .......... */ |
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| 395 | L80: |
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| 396 | if (l == 1) { |
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| 397 | goto L280; |
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| 398 | } |
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| 399 | --l; |
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| 400 | /* .......... FOR J=L STEP -1 UNTIL 1 DO -- .......... */ |
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| 401 | L100: |
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| 402 | i_1 = l; |
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| 403 | for (jj = 1; jj <= i_1; ++jj) { |
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| 404 | j = l + 1 - jj; |
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| 405 | |
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| 406 | i_2 = l; |
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| 407 | for (i = 1; i <= i_2; ++i) { |
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| 408 | if (i == j) { |
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| 409 | goto L110; |
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| 410 | } |
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| 411 | if (a[j + i * a_dim1] != 0.) { |
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| 412 | goto L120; |
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| 413 | } |
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| 414 | L110: |
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| 415 | ; |
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| 416 | } |
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| 417 | |
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| 418 | m = l; |
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| 419 | iexc = 1; |
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| 420 | goto L20; |
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| 421 | L120: |
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| 422 | ; |
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| 423 | } |
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| 424 | |
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| 425 | goto L140; |
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| 426 | /* .......... SEARCH FOR COLUMNS ISOLATING AN EIGENVALUE */ |
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| 427 | /* AND PUSH THEM LEFT .......... */ |
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| 428 | L130: |
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| 429 | ++k; |
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| 430 | |
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| 431 | L140: |
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| 432 | i_1 = l; |
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| 433 | for (j = k; j <= i_1; ++j) { |
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| 434 | |
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| 435 | i_2 = l; |
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| 436 | for (i = k; i <= i_2; ++i) { |
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| 437 | if (i == j) { |
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| 438 | goto L150; |
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| 439 | } |
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| 440 | if (a[i + j * a_dim1] != 0.) { |
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| 441 | goto L170; |
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| 442 | } |
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| 443 | L150: |
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| 444 | ; |
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| 445 | } |
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| 446 | |
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| 447 | m = k; |
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| 448 | iexc = 2; |
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| 449 | goto L20; |
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| 450 | L170: |
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| 451 | ; |
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| 452 | } |
|---|
| 453 | /* .......... NOW BALANCE THE SUBMATRIX IN ROWS K TO L .......... */ |
|---|
| 454 | i_1 = l; |
|---|
| 455 | for (i = k; i <= i_1; ++i) { |
|---|
| 456 | /* L180: */ |
|---|
| 457 | scale[i] = 1.; |
|---|
| 458 | } |
|---|
| 459 | /* .......... ITERATIVE LOOP FOR NORM REDUCTION .......... */ |
|---|
| 460 | L190: |
|---|
| 461 | noconv = FALSE_; |
|---|
| 462 | |
|---|
| 463 | i_1 = l; |
|---|
| 464 | for (i = k; i <= i_1; ++i) { |
|---|
| 465 | c = 0.; |
|---|
| 466 | r = 0.; |
|---|
| 467 | |
|---|
| 468 | i_2 = l; |
|---|
| 469 | for (j = k; j <= i_2; ++j) { |
|---|
| 470 | if (j == i) { |
|---|
| 471 | goto L200; |
|---|
| 472 | } |
|---|
| 473 | c += (d_1 = a[j + i * a_dim1], abs(d_1)); |
|---|
| 474 | r += (d_1 = a[i + j * a_dim1], abs(d_1)); |
|---|
| 475 | L200: |
|---|
| 476 | ; |
|---|
| 477 | } |
|---|
| 478 | /* .......... GUARD AGAINST ZERO C OR R DUE TO UNDERFLOW ......... |
|---|
| 479 | . */ |
|---|
| 480 | if (c == 0. || r == 0.) { |
|---|
| 481 | goto L270; |
|---|
| 482 | } |
|---|
| 483 | g = r / radix; |
|---|
| 484 | f = 1.; |
|---|
| 485 | s = c + r; |
|---|
| 486 | L210: |
|---|
| 487 | if (c >= g) { |
|---|
| 488 | goto L220; |
|---|
| 489 | } |
|---|
| 490 | f *= radix; |
|---|
| 491 | c *= b2; |
|---|
| 492 | goto L210; |
|---|
| 493 | L220: |
|---|
| 494 | g = r * radix; |
|---|
| 495 | L230: |
|---|
| 496 | if (c < g) { |
|---|
| 497 | goto L240; |
|---|
| 498 | } |
|---|
| 499 | f /= radix; |
|---|
| 500 | c /= b2; |
|---|
| 501 | goto L230; |
|---|
| 502 | /* .......... NOW BALANCE .......... */ |
|---|
| 503 | L240: |
|---|
| 504 | if ((c + r) / f >= s * .95) { |
|---|
| 505 | goto L270; |
|---|
| 506 | } |
|---|
| 507 | g = 1. / f; |
|---|
| 508 | scale[i] *= f; |
|---|
| 509 | noconv = TRUE_; |
|---|
| 510 | |
|---|
| 511 | i_2 = *n; |
|---|
| 512 | for (j = k; j <= i_2; ++j) { |
|---|
| 513 | /* L250: */ |
|---|
| 514 | a[i + j * a_dim1] *= g; |
|---|
| 515 | } |
|---|
| 516 | |
|---|
| 517 | i_2 = l; |
|---|
| 518 | for (j = 1; j <= i_2; ++j) { |
|---|
| 519 | /* L260: */ |
|---|
| 520 | a[j + i * a_dim1] *= f; |
|---|
| 521 | } |
|---|
| 522 | |
|---|
| 523 | L270: |
|---|
| 524 | ; |
|---|
| 525 | } |
|---|
| 526 | |
|---|
| 527 | if (noconv) { |
|---|
| 528 | goto L190; |
|---|
| 529 | } |
|---|
| 530 | |
|---|
| 531 | L280: |
|---|
| 532 | *low = k; |
|---|
| 533 | *igh = l; |
|---|
| 534 | return 0; |
|---|
| 535 | } /* balanc_ */ |
|---|
| 536 | |
|---|
| 537 | /* Subroutine */ int balbak_(integer *nm, integer *n, integer *low, integer * |
|---|
| 538 | igh, doublereal *scale, integer *m, doublereal *z) |
|---|
| 539 | { |
|---|
| 540 | /* System generated locals */ |
|---|
| 541 | integer z_dim1, z_offset, i_1, i_2; |
|---|
| 542 | |
|---|
| 543 | /* Local variables */ |
|---|
| 544 | static integer i, j, k; |
|---|
| 545 | static doublereal s; |
|---|
| 546 | static integer ii; |
|---|
| 547 | |
|---|
| 548 | |
|---|
| 549 | |
|---|
| 550 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE BALBAK, */ |
|---|
| 551 | /* NUM. MATH. 13, 293-304(1969) BY PARLETT AND REINSCH. */ |
|---|
| 552 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 315-326(1971). */ |
|---|
| 553 | |
|---|
| 554 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A REAL GENERAL */ |
|---|
| 555 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 556 | /* BALANCED MATRIX DETERMINED BY BALANC. */ |
|---|
| 557 | |
|---|
| 558 | /* ON INPUT */ |
|---|
| 559 | |
|---|
| 560 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 561 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 562 | /* DIMENSION STATEMENT. */ |
|---|
| 563 | |
|---|
| 564 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 565 | |
|---|
| 566 | /* LOW AND IGH ARE INTEGERS DETERMINED BY BALANC. */ |
|---|
| 567 | |
|---|
| 568 | /* SCALE CONTAINS INFORMATION DETERMINING THE PERMUTATIONS */ |
|---|
| 569 | /* AND SCALING FACTORS USED BY BALANC. */ |
|---|
| 570 | |
|---|
| 571 | /* M IS THE NUMBER OF COLUMNS OF Z TO BE BACK TRANSFORMED. */ |
|---|
| 572 | |
|---|
| 573 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGEN- */ |
|---|
| 574 | /* VECTORS TO BE BACK TRANSFORMED IN ITS FIRST M COLUMNS. */ |
|---|
| 575 | |
|---|
| 576 | /* ON OUTPUT */ |
|---|
| 577 | |
|---|
| 578 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE */ |
|---|
| 579 | /* TRANSFORMED EIGENVECTORS IN ITS FIRST M COLUMNS. */ |
|---|
| 580 | |
|---|
| 581 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 582 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 583 | */ |
|---|
| 584 | |
|---|
| 585 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 586 | |
|---|
| 587 | /* ------------------------------------------------------------------ |
|---|
| 588 | */ |
|---|
| 589 | |
|---|
| 590 | /* Parameter adjustments */ |
|---|
| 591 | --scale; |
|---|
| 592 | z_dim1 = *nm; |
|---|
| 593 | z_offset = z_dim1 + 1; |
|---|
| 594 | z -= z_offset; |
|---|
| 595 | |
|---|
| 596 | /* Function Body */ |
|---|
| 597 | if (*m == 0) { |
|---|
| 598 | goto L200; |
|---|
| 599 | } |
|---|
| 600 | if (*igh == *low) { |
|---|
| 601 | goto L120; |
|---|
| 602 | } |
|---|
| 603 | |
|---|
| 604 | i_1 = *igh; |
|---|
| 605 | for (i = *low; i <= i_1; ++i) { |
|---|
| 606 | s = scale[i]; |
|---|
| 607 | /* .......... LEFT HAND EIGENVECTORS ARE BACK TRANSFORMED */ |
|---|
| 608 | /* IF THE FOREGOING STATEMENT IS REPLACED BY */ |
|---|
| 609 | /* S=1.0D0/SCALE(I). .......... */ |
|---|
| 610 | i_2 = *m; |
|---|
| 611 | for (j = 1; j <= i_2; ++j) { |
|---|
| 612 | /* L100: */ |
|---|
| 613 | z[i + j * z_dim1] *= s; |
|---|
| 614 | } |
|---|
| 615 | |
|---|
| 616 | /* L110: */ |
|---|
| 617 | } |
|---|
| 618 | /* ......... FOR I=LOW-1 STEP -1 UNTIL 1, */ |
|---|
| 619 | /* IGH+1 STEP 1 UNTIL N DO -- .......... */ |
|---|
| 620 | L120: |
|---|
| 621 | i_1 = *n; |
|---|
| 622 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 623 | i = ii; |
|---|
| 624 | if (i >= *low && i <= *igh) { |
|---|
| 625 | goto L140; |
|---|
| 626 | } |
|---|
| 627 | if (i < *low) { |
|---|
| 628 | i = *low - ii; |
|---|
| 629 | } |
|---|
| 630 | k = (integer) scale[i]; |
|---|
| 631 | if (k == i) { |
|---|
| 632 | goto L140; |
|---|
| 633 | } |
|---|
| 634 | |
|---|
| 635 | i_2 = *m; |
|---|
| 636 | for (j = 1; j <= i_2; ++j) { |
|---|
| 637 | s = z[i + j * z_dim1]; |
|---|
| 638 | z[i + j * z_dim1] = z[k + j * z_dim1]; |
|---|
| 639 | z[k + j * z_dim1] = s; |
|---|
| 640 | /* L130: */ |
|---|
| 641 | } |
|---|
| 642 | |
|---|
| 643 | L140: |
|---|
| 644 | ; |
|---|
| 645 | } |
|---|
| 646 | |
|---|
| 647 | L200: |
|---|
| 648 | return 0; |
|---|
| 649 | } /* balbak_ */ |
|---|
| 650 | |
|---|
| 651 | /* Subroutine */ int bandr_(integer *nm, integer *n, integer *mb, doublereal * |
|---|
| 652 | a, doublereal *d, doublereal *e, doublereal *e2, logical *matz, |
|---|
| 653 | doublereal *z) |
|---|
| 654 | { |
|---|
| 655 | /* System generated locals */ |
|---|
| 656 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3, i_4, i_5, |
|---|
| 657 | i_6; |
|---|
| 658 | doublereal d_1; |
|---|
| 659 | |
|---|
| 660 | /* Builtin functions */ |
|---|
| 661 | double sqrt(doublereal); |
|---|
| 662 | |
|---|
| 663 | /* Local variables */ |
|---|
| 664 | static doublereal dmin_; |
|---|
| 665 | static integer maxl, maxr; |
|---|
| 666 | static doublereal g; |
|---|
| 667 | static integer j, k, l, r; |
|---|
| 668 | static doublereal u, b1, b2, c2, f1, f2; |
|---|
| 669 | static integer i1, i2, j1, j2, m1, n2, r1; |
|---|
| 670 | static doublereal s2; |
|---|
| 671 | static integer kr, mr; |
|---|
| 672 | static doublereal dminrt; |
|---|
| 673 | static integer ugl; |
|---|
| 674 | |
|---|
| 675 | |
|---|
| 676 | |
|---|
| 677 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE BANDRD, */ |
|---|
| 678 | /* NUM. MATH. 12, 231-241(1968) BY SCHWARZ. */ |
|---|
| 679 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 273-283(1971). */ |
|---|
| 680 | |
|---|
| 681 | /* THIS SUBROUTINE REDUCES A REAL SYMMETRIC BAND MATRIX */ |
|---|
| 682 | /* TO A SYMMETRIC TRIDIAGONAL MATRIX USING AND OPTIONALLY */ |
|---|
| 683 | /* ACCUMULATING ORTHOGONAL SIMILARITY TRANSFORMATIONS. */ |
|---|
| 684 | |
|---|
| 685 | /* ON INPUT */ |
|---|
| 686 | |
|---|
| 687 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 688 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 689 | /* DIMENSION STATEMENT. */ |
|---|
| 690 | |
|---|
| 691 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 692 | |
|---|
| 693 | /* MB IS THE (HALF) BAND WIDTH OF THE MATRIX, DEFINED AS THE */ |
|---|
| 694 | /* NUMBER OF ADJACENT DIAGONALS, INCLUDING THE PRINCIPAL */ |
|---|
| 695 | /* DIAGONAL, REQUIRED TO SPECIFY THE NON-ZERO PORTION OF THE */ |
|---|
| 696 | /* LOWER TRIANGLE OF THE MATRIX. */ |
|---|
| 697 | |
|---|
| 698 | /* A CONTAINS THE LOWER TRIANGLE OF THE SYMMETRIC BAND INPUT */ |
|---|
| 699 | /* MATRIX STORED AS AN N BY MB ARRAY. ITS LOWEST SUBDIAGONAL */ |
|---|
| 700 | /* IS STORED IN THE LAST N+1-MB POSITIONS OF THE FIRST COLUMN, */ |
|---|
| 701 | /* ITS NEXT SUBDIAGONAL IN THE LAST N+2-MB POSITIONS OF THE */ |
|---|
| 702 | /* SECOND COLUMN, FURTHER SUBDIAGONALS SIMILARLY, AND FINALLY */ |
|---|
| 703 | /* ITS PRINCIPAL DIAGONAL IN THE N POSITIONS OF THE LAST COLUMN. |
|---|
| 704 | */ |
|---|
| 705 | /* CONTENTS OF STORAGES NOT PART OF THE MATRIX ARE ARBITRARY. */ |
|---|
| 706 | |
|---|
| 707 | /* MATZ SHOULD BE SET TO .TRUE. IF THE TRANSFORMATION MATRIX IS */ |
|---|
| 708 | /* TO BE ACCUMULATED, AND TO .FALSE. OTHERWISE. */ |
|---|
| 709 | |
|---|
| 710 | /* ON OUTPUT */ |
|---|
| 711 | |
|---|
| 712 | /* A HAS BEEN DESTROYED, EXCEPT FOR ITS LAST TWO COLUMNS WHICH */ |
|---|
| 713 | /* CONTAIN A COPY OF THE TRIDIAGONAL MATRIX. */ |
|---|
| 714 | |
|---|
| 715 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE TRIDIAGONAL MATRIX. */ |
|---|
| 716 | |
|---|
| 717 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 718 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO. */ |
|---|
| 719 | |
|---|
| 720 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 721 | /* E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED. */ |
|---|
| 722 | |
|---|
| 723 | /* Z CONTAINS THE ORTHOGONAL TRANSFORMATION MATRIX PRODUCED IN */ |
|---|
| 724 | /* THE REDUCTION IF MATZ HAS BEEN SET TO .TRUE. OTHERWISE, Z */ |
|---|
| 725 | /* IS NOT REFERENCED. */ |
|---|
| 726 | |
|---|
| 727 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 728 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 729 | */ |
|---|
| 730 | |
|---|
| 731 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 732 | |
|---|
| 733 | /* ------------------------------------------------------------------ |
|---|
| 734 | */ |
|---|
| 735 | |
|---|
| 736 | /* Parameter adjustments */ |
|---|
| 737 | z_dim1 = *nm; |
|---|
| 738 | z_offset = z_dim1 + 1; |
|---|
| 739 | z -= z_offset; |
|---|
| 740 | --e2; |
|---|
| 741 | --e; |
|---|
| 742 | --d; |
|---|
| 743 | a_dim1 = *nm; |
|---|
| 744 | a_offset = a_dim1 + 1; |
|---|
| 745 | a -= a_offset; |
|---|
| 746 | |
|---|
| 747 | /* Function Body */ |
|---|
| 748 | dmin_ = 5.4210108624275222e-20; |
|---|
| 749 | dminrt = 2.3283064365386963e-10; |
|---|
| 750 | /* .......... INITIALIZE DIAGONAL SCALING MATRIX .......... */ |
|---|
| 751 | i_1 = *n; |
|---|
| 752 | for (j = 1; j <= i_1; ++j) { |
|---|
| 753 | /* L30: */ |
|---|
| 754 | d[j] = 1.; |
|---|
| 755 | } |
|---|
| 756 | |
|---|
| 757 | if (! (*matz)) { |
|---|
| 758 | goto L60; |
|---|
| 759 | } |
|---|
| 760 | |
|---|
| 761 | i_1 = *n; |
|---|
| 762 | for (j = 1; j <= i_1; ++j) { |
|---|
| 763 | |
|---|
| 764 | i_2 = *n; |
|---|
| 765 | for (k = 1; k <= i_2; ++k) { |
|---|
| 766 | /* L40: */ |
|---|
| 767 | z[j + k * z_dim1] = 0.; |
|---|
| 768 | } |
|---|
| 769 | |
|---|
| 770 | z[j + j * z_dim1] = 1.; |
|---|
| 771 | /* L50: */ |
|---|
| 772 | } |
|---|
| 773 | |
|---|
| 774 | L60: |
|---|
| 775 | m1 = *mb - 1; |
|---|
| 776 | if ((i_1 = m1 - 1) < 0) { |
|---|
| 777 | goto L900; |
|---|
| 778 | } else if (i_1 == 0) { |
|---|
| 779 | goto L800; |
|---|
| 780 | } else { |
|---|
| 781 | goto L70; |
|---|
| 782 | } |
|---|
| 783 | L70: |
|---|
| 784 | n2 = *n - 2; |
|---|
| 785 | |
|---|
| 786 | i_1 = n2; |
|---|
| 787 | for (k = 1; k <= i_1; ++k) { |
|---|
| 788 | /* Computing MIN */ |
|---|
| 789 | i_2 = m1, i_3 = *n - k; |
|---|
| 790 | maxr = min(i_2,i_3); |
|---|
| 791 | /* .......... FOR R=MAXR STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 792 | i_2 = maxr; |
|---|
| 793 | for (r1 = 2; r1 <= i_2; ++r1) { |
|---|
| 794 | r = maxr + 2 - r1; |
|---|
| 795 | kr = k + r; |
|---|
| 796 | mr = *mb - r; |
|---|
| 797 | g = a[kr + mr * a_dim1]; |
|---|
| 798 | a[kr - 1 + a_dim1] = a[kr - 1 + (mr + 1) * a_dim1]; |
|---|
| 799 | ugl = k; |
|---|
| 800 | |
|---|
| 801 | i_3 = *n; |
|---|
| 802 | i_4 = m1; |
|---|
| 803 | for (j = kr; i_4 < 0 ? j >= i_3 : j <= i_3; j += i_4) { |
|---|
| 804 | j1 = j - 1; |
|---|
| 805 | j2 = j1 - 1; |
|---|
| 806 | if (g == 0.) { |
|---|
| 807 | goto L600; |
|---|
| 808 | } |
|---|
| 809 | b1 = a[j1 + a_dim1] / g; |
|---|
| 810 | b2 = b1 * d[j1] / d[j]; |
|---|
| 811 | s2 = 1. / (b1 * b2 + 1.); |
|---|
| 812 | if (s2 >= .5) { |
|---|
| 813 | goto L450; |
|---|
| 814 | } |
|---|
| 815 | b1 = g / a[j1 + a_dim1]; |
|---|
| 816 | b2 = b1 * d[j] / d[j1]; |
|---|
| 817 | c2 = 1. - s2; |
|---|
| 818 | d[j1] = c2 * d[j1]; |
|---|
| 819 | d[j] = c2 * d[j]; |
|---|
| 820 | f1 = a[j + m1 * a_dim1] * 2.; |
|---|
| 821 | f2 = b1 * a[j1 + *mb * a_dim1]; |
|---|
| 822 | a[j + m1 * a_dim1] = -b2 * (b1 * a[j + m1 * a_dim1] - a[j + * |
|---|
| 823 | mb * a_dim1]) - f2 + a[j + m1 * a_dim1]; |
|---|
| 824 | a[j1 + *mb * a_dim1] = b2 * (b2 * a[j + *mb * a_dim1] + f1) + |
|---|
| 825 | a[j1 + *mb * a_dim1]; |
|---|
| 826 | a[j + *mb * a_dim1] = b1 * (f2 - f1) + a[j + *mb * a_dim1]; |
|---|
| 827 | |
|---|
| 828 | i_5 = j2; |
|---|
| 829 | for (l = ugl; l <= i_5; ++l) { |
|---|
| 830 | i2 = *mb - j + l; |
|---|
| 831 | u = a[j1 + (i2 + 1) * a_dim1] + b2 * a[j + i2 * a_dim1]; |
|---|
| 832 | a[j + i2 * a_dim1] = -b1 * a[j1 + (i2 + 1) * a_dim1] + a[ |
|---|
| 833 | j + i2 * a_dim1]; |
|---|
| 834 | a[j1 + (i2 + 1) * a_dim1] = u; |
|---|
| 835 | /* L200: */ |
|---|
| 836 | } |
|---|
| 837 | |
|---|
| 838 | ugl = j; |
|---|
| 839 | a[j1 + a_dim1] += b2 * g; |
|---|
| 840 | if (j == *n) { |
|---|
| 841 | goto L350; |
|---|
| 842 | } |
|---|
| 843 | /* Computing MIN */ |
|---|
| 844 | i_5 = m1, i_6 = *n - j1; |
|---|
| 845 | maxl = min(i_5,i_6); |
|---|
| 846 | |
|---|
| 847 | i_5 = maxl; |
|---|
| 848 | for (l = 2; l <= i_5; ++l) { |
|---|
| 849 | i1 = j1 + l; |
|---|
| 850 | i2 = *mb - l; |
|---|
| 851 | u = a[i1 + i2 * a_dim1] + b2 * a[i1 + (i2 + 1) * a_dim1]; |
|---|
| 852 | a[i1 + (i2 + 1) * a_dim1] = -b1 * a[i1 + i2 * a_dim1] + a[ |
|---|
| 853 | i1 + (i2 + 1) * a_dim1]; |
|---|
| 854 | a[i1 + i2 * a_dim1] = u; |
|---|
| 855 | /* L300: */ |
|---|
| 856 | } |
|---|
| 857 | |
|---|
| 858 | i1 = j + m1; |
|---|
| 859 | if (i1 > *n) { |
|---|
| 860 | goto L350; |
|---|
| 861 | } |
|---|
| 862 | g = b2 * a[i1 + a_dim1]; |
|---|
| 863 | L350: |
|---|
| 864 | if (! (*matz)) { |
|---|
| 865 | goto L500; |
|---|
| 866 | } |
|---|
| 867 | |
|---|
| 868 | i_5 = *n; |
|---|
| 869 | for (l = 1; l <= i_5; ++l) { |
|---|
| 870 | u = z[l + j1 * z_dim1] + b2 * z[l + j * z_dim1]; |
|---|
| 871 | z[l + j * z_dim1] = -b1 * z[l + j1 * z_dim1] + z[l + j * |
|---|
| 872 | z_dim1]; |
|---|
| 873 | z[l + j1 * z_dim1] = u; |
|---|
| 874 | /* L400: */ |
|---|
| 875 | } |
|---|
| 876 | |
|---|
| 877 | goto L500; |
|---|
| 878 | |
|---|
| 879 | L450: |
|---|
| 880 | u = d[j1]; |
|---|
| 881 | d[j1] = s2 * d[j]; |
|---|
| 882 | d[j] = s2 * u; |
|---|
| 883 | f1 = a[j + m1 * a_dim1] * 2.; |
|---|
| 884 | f2 = b1 * a[j + *mb * a_dim1]; |
|---|
| 885 | u = b1 * (f2 - f1) + a[j1 + *mb * a_dim1]; |
|---|
| 886 | a[j + m1 * a_dim1] = b2 * (b1 * a[j + m1 * a_dim1] - a[j1 + * |
|---|
| 887 | mb * a_dim1]) + f2 - a[j + m1 * a_dim1]; |
|---|
| 888 | a[j1 + *mb * a_dim1] = b2 * (b2 * a[j1 + *mb * a_dim1] + f1) |
|---|
| 889 | + a[j + *mb * a_dim1]; |
|---|
| 890 | a[j + *mb * a_dim1] = u; |
|---|
| 891 | |
|---|
| 892 | i_5 = j2; |
|---|
| 893 | for (l = ugl; l <= i_5; ++l) { |
|---|
| 894 | i2 = *mb - j + l; |
|---|
| 895 | u = b2 * a[j1 + (i2 + 1) * a_dim1] + a[j + i2 * a_dim1]; |
|---|
| 896 | a[j + i2 * a_dim1] = -a[j1 + (i2 + 1) * a_dim1] + b1 * a[ |
|---|
| 897 | j + i2 * a_dim1]; |
|---|
| 898 | a[j1 + (i2 + 1) * a_dim1] = u; |
|---|
| 899 | /* L460: */ |
|---|
| 900 | } |
|---|
| 901 | |
|---|
| 902 | ugl = j; |
|---|
| 903 | a[j1 + a_dim1] = b2 * a[j1 + a_dim1] + g; |
|---|
| 904 | if (j == *n) { |
|---|
| 905 | goto L480; |
|---|
| 906 | } |
|---|
| 907 | /* Computing MIN */ |
|---|
| 908 | i_5 = m1, i_6 = *n - j1; |
|---|
| 909 | maxl = min(i_5,i_6); |
|---|
| 910 | |
|---|
| 911 | i_5 = maxl; |
|---|
| 912 | for (l = 2; l <= i_5; ++l) { |
|---|
| 913 | i1 = j1 + l; |
|---|
| 914 | i2 = *mb - l; |
|---|
| 915 | u = b2 * a[i1 + i2 * a_dim1] + a[i1 + (i2 + 1) * a_dim1]; |
|---|
| 916 | a[i1 + (i2 + 1) * a_dim1] = -a[i1 + i2 * a_dim1] + b1 * a[ |
|---|
| 917 | i1 + (i2 + 1) * a_dim1]; |
|---|
| 918 | a[i1 + i2 * a_dim1] = u; |
|---|
| 919 | /* L470: */ |
|---|
| 920 | } |
|---|
| 921 | |
|---|
| 922 | i1 = j + m1; |
|---|
| 923 | if (i1 > *n) { |
|---|
| 924 | goto L480; |
|---|
| 925 | } |
|---|
| 926 | g = a[i1 + a_dim1]; |
|---|
| 927 | a[i1 + a_dim1] = b1 * a[i1 + a_dim1]; |
|---|
| 928 | L480: |
|---|
| 929 | if (! (*matz)) { |
|---|
| 930 | goto L500; |
|---|
| 931 | } |
|---|
| 932 | |
|---|
| 933 | i_5 = *n; |
|---|
| 934 | for (l = 1; l <= i_5; ++l) { |
|---|
| 935 | u = b2 * z[l + j1 * z_dim1] + z[l + j * z_dim1]; |
|---|
| 936 | z[l + j * z_dim1] = -z[l + j1 * z_dim1] + b1 * z[l + j * |
|---|
| 937 | z_dim1]; |
|---|
| 938 | z[l + j1 * z_dim1] = u; |
|---|
| 939 | /* L490: */ |
|---|
| 940 | } |
|---|
| 941 | |
|---|
| 942 | L500: |
|---|
| 943 | ; |
|---|
| 944 | } |
|---|
| 945 | |
|---|
| 946 | L600: |
|---|
| 947 | ; |
|---|
| 948 | } |
|---|
| 949 | |
|---|
| 950 | if (k % 64 != 0) { |
|---|
| 951 | goto L700; |
|---|
| 952 | } |
|---|
| 953 | /* .......... RESCALE TO AVOID UNDERFLOW OR OVERFLOW .......... */ |
|---|
| 954 | i_2 = *n; |
|---|
| 955 | for (j = k; j <= i_2; ++j) { |
|---|
| 956 | if (d[j] >= dmin_) { |
|---|
| 957 | goto L650; |
|---|
| 958 | } |
|---|
| 959 | /* Computing MAX */ |
|---|
| 960 | i_4 = 1, i_3 = *mb + 1 - j; |
|---|
| 961 | maxl = max(i_4,i_3); |
|---|
| 962 | |
|---|
| 963 | i_4 = m1; |
|---|
| 964 | for (l = maxl; l <= i_4; ++l) { |
|---|
| 965 | /* L610: */ |
|---|
| 966 | a[j + l * a_dim1] = dminrt * a[j + l * a_dim1]; |
|---|
| 967 | } |
|---|
| 968 | |
|---|
| 969 | if (j == *n) { |
|---|
| 970 | goto L630; |
|---|
| 971 | } |
|---|
| 972 | /* Computing MIN */ |
|---|
| 973 | i_4 = m1, i_3 = *n - j; |
|---|
| 974 | maxl = min(i_4,i_3); |
|---|
| 975 | |
|---|
| 976 | i_4 = maxl; |
|---|
| 977 | for (l = 1; l <= i_4; ++l) { |
|---|
| 978 | i1 = j + l; |
|---|
| 979 | i2 = *mb - l; |
|---|
| 980 | a[i1 + i2 * a_dim1] = dminrt * a[i1 + i2 * a_dim1]; |
|---|
| 981 | /* L620: */ |
|---|
| 982 | } |
|---|
| 983 | |
|---|
| 984 | L630: |
|---|
| 985 | if (! (*matz)) { |
|---|
| 986 | goto L645; |
|---|
| 987 | } |
|---|
| 988 | |
|---|
| 989 | i_4 = *n; |
|---|
| 990 | for (l = 1; l <= i_4; ++l) { |
|---|
| 991 | /* L640: */ |
|---|
| 992 | z[l + j * z_dim1] = dminrt * z[l + j * z_dim1]; |
|---|
| 993 | } |
|---|
| 994 | |
|---|
| 995 | L645: |
|---|
| 996 | a[j + *mb * a_dim1] = dmin_ * a[j + *mb * a_dim1]; |
|---|
| 997 | d[j] /= dmin_; |
|---|
| 998 | L650: |
|---|
| 999 | ; |
|---|
| 1000 | } |
|---|
| 1001 | |
|---|
| 1002 | L700: |
|---|
| 1003 | ; |
|---|
| 1004 | } |
|---|
| 1005 | /* .......... FORM SQUARE ROOT OF SCALING MATRIX .......... */ |
|---|
| 1006 | L800: |
|---|
| 1007 | i_1 = *n; |
|---|
| 1008 | for (j = 2; j <= i_1; ++j) { |
|---|
| 1009 | /* L810: */ |
|---|
| 1010 | e[j] = sqrt(d[j]); |
|---|
| 1011 | } |
|---|
| 1012 | |
|---|
| 1013 | if (! (*matz)) { |
|---|
| 1014 | goto L840; |
|---|
| 1015 | } |
|---|
| 1016 | |
|---|
| 1017 | i_1 = *n; |
|---|
| 1018 | for (j = 1; j <= i_1; ++j) { |
|---|
| 1019 | |
|---|
| 1020 | i_2 = *n; |
|---|
| 1021 | for (k = 2; k <= i_2; ++k) { |
|---|
| 1022 | /* L820: */ |
|---|
| 1023 | z[j + k * z_dim1] = e[k] * z[j + k * z_dim1]; |
|---|
| 1024 | } |
|---|
| 1025 | |
|---|
| 1026 | /* L830: */ |
|---|
| 1027 | } |
|---|
| 1028 | |
|---|
| 1029 | L840: |
|---|
| 1030 | u = 1.; |
|---|
| 1031 | |
|---|
| 1032 | i_1 = *n; |
|---|
| 1033 | for (j = 2; j <= i_1; ++j) { |
|---|
| 1034 | a[j + m1 * a_dim1] = u * e[j] * a[j + m1 * a_dim1]; |
|---|
| 1035 | u = e[j]; |
|---|
| 1036 | /* Computing 2nd power */ |
|---|
| 1037 | d_1 = a[j + m1 * a_dim1]; |
|---|
| 1038 | e2[j] = d_1 * d_1; |
|---|
| 1039 | a[j + *mb * a_dim1] = d[j] * a[j + *mb * a_dim1]; |
|---|
| 1040 | d[j] = a[j + *mb * a_dim1]; |
|---|
| 1041 | e[j] = a[j + m1 * a_dim1]; |
|---|
| 1042 | /* L850: */ |
|---|
| 1043 | } |
|---|
| 1044 | |
|---|
| 1045 | d[1] = a[*mb * a_dim1 + 1]; |
|---|
| 1046 | e[1] = 0.; |
|---|
| 1047 | e2[1] = 0.; |
|---|
| 1048 | goto L1001; |
|---|
| 1049 | |
|---|
| 1050 | L900: |
|---|
| 1051 | i_1 = *n; |
|---|
| 1052 | for (j = 1; j <= i_1; ++j) { |
|---|
| 1053 | d[j] = a[j + *mb * a_dim1]; |
|---|
| 1054 | e[j] = 0.; |
|---|
| 1055 | e2[j] = 0.; |
|---|
| 1056 | /* L950: */ |
|---|
| 1057 | } |
|---|
| 1058 | |
|---|
| 1059 | L1001: |
|---|
| 1060 | return 0; |
|---|
| 1061 | } /* bandr_ */ |
|---|
| 1062 | |
|---|
| 1063 | /* Subroutine */ int bandv_(integer *nm, integer *n, integer *mbw, doublereal |
|---|
| 1064 | *a, doublereal *e21, integer *m, doublereal *w, doublereal *z, |
|---|
| 1065 | integer *ierr, integer */*nv*/, doublereal *rv, doublereal *rv6) |
|---|
| 1066 | { |
|---|
| 1067 | /* System generated locals */ |
|---|
| 1068 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3, i_4, i_5; |
|---|
| 1069 | doublereal d_1; |
|---|
| 1070 | |
|---|
| 1071 | /* Builtin functions */ |
|---|
| 1072 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 1073 | |
|---|
| 1074 | /* Local variables */ |
|---|
| 1075 | static integer maxj, maxk; |
|---|
| 1076 | static doublereal norm; |
|---|
| 1077 | static integer i, j, k, r; |
|---|
| 1078 | static doublereal u, v, order; |
|---|
| 1079 | static integer group, m1; |
|---|
| 1080 | static doublereal x0, x1; |
|---|
| 1081 | static integer mb, m21, ii, ij, jj, kj; |
|---|
| 1082 | static doublereal uk, xu; |
|---|
| 1083 | extern doublereal pythag_(doublereal *, doublereal *), epslon_(doublereal |
|---|
| 1084 | *); |
|---|
| 1085 | static integer ij1, kj1, its; |
|---|
| 1086 | static doublereal eps2, eps3, eps4; |
|---|
| 1087 | |
|---|
| 1088 | |
|---|
| 1089 | |
|---|
| 1090 | /* THIS SUBROUTINE FINDS THOSE EIGENVECTORS OF A REAL SYMMETRIC */ |
|---|
| 1091 | /* BAND MATRIX CORRESPONDING TO SPECIFIED EIGENVALUES, USING INVERSE |
|---|
| 1092 | */ |
|---|
| 1093 | /* ITERATION. THE SUBROUTINE MAY ALSO BE USED TO SOLVE SYSTEMS */ |
|---|
| 1094 | /* OF LINEAR EQUATIONS WITH A SYMMETRIC OR NON-SYMMETRIC BAND */ |
|---|
| 1095 | /* COEFFICIENT MATRIX. */ |
|---|
| 1096 | |
|---|
| 1097 | /* ON INPUT */ |
|---|
| 1098 | |
|---|
| 1099 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 1100 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 1101 | /* DIMENSION STATEMENT. */ |
|---|
| 1102 | |
|---|
| 1103 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 1104 | |
|---|
| 1105 | /* MBW IS THE NUMBER OF COLUMNS OF THE ARRAY A USED TO STORE THE */ |
|---|
| 1106 | /* BAND MATRIX. IF THE MATRIX IS SYMMETRIC, MBW IS ITS (HALF) */ |
|---|
| 1107 | /* BAND WIDTH, DENOTED MB AND DEFINED AS THE NUMBER OF ADJACENT |
|---|
| 1108 | */ |
|---|
| 1109 | /* DIAGONALS, INCLUDING THE PRINCIPAL DIAGONAL, REQUIRED TO */ |
|---|
| 1110 | /* SPECIFY THE NON-ZERO PORTION OF THE LOWER TRIANGLE OF THE */ |
|---|
| 1111 | /* MATRIX. IF THE SUBROUTINE IS BEING USED TO SOLVE SYSTEMS */ |
|---|
| 1112 | /* OF LINEAR EQUATIONS AND THE COEFFICIENT MATRIX IS NOT */ |
|---|
| 1113 | /* SYMMETRIC, IT MUST HOWEVER HAVE THE SAME NUMBER OF ADJACENT */ |
|---|
| 1114 | /* DIAGONALS ABOVE THE MAIN DIAGONAL AS BELOW, AND IN THIS */ |
|---|
| 1115 | /* CASE, MBW=2*MB-1. */ |
|---|
| 1116 | |
|---|
| 1117 | /* A CONTAINS THE LOWER TRIANGLE OF THE SYMMETRIC BAND INPUT */ |
|---|
| 1118 | /* MATRIX STORED AS AN N BY MB ARRAY. ITS LOWEST SUBDIAGONAL */ |
|---|
| 1119 | /* IS STORED IN THE LAST N+1-MB POSITIONS OF THE FIRST COLUMN, */ |
|---|
| 1120 | /* ITS NEXT SUBDIAGONAL IN THE LAST N+2-MB POSITIONS OF THE */ |
|---|
| 1121 | /* SECOND COLUMN, FURTHER SUBDIAGONALS SIMILARLY, AND FINALLY */ |
|---|
| 1122 | /* ITS PRINCIPAL DIAGONAL IN THE N POSITIONS OF COLUMN MB. */ |
|---|
| 1123 | /* IF THE SUBROUTINE IS BEING USED TO SOLVE SYSTEMS OF LINEAR */ |
|---|
| 1124 | /* EQUATIONS AND THE COEFFICIENT MATRIX IS NOT SYMMETRIC, A IS */ |
|---|
| 1125 | /* N BY 2*MB-1 INSTEAD WITH LOWER TRIANGLE AS ABOVE AND WITH */ |
|---|
| 1126 | /* ITS FIRST SUPERDIAGONAL STORED IN THE FIRST N-1 POSITIONS OF |
|---|
| 1127 | */ |
|---|
| 1128 | /* COLUMN MB+1, ITS SECOND SUPERDIAGONAL IN THE FIRST N-2 */ |
|---|
| 1129 | /* POSITIONS OF COLUMN MB+2, FURTHER SUPERDIAGONALS SIMILARLY, */ |
|---|
| 1130 | /* AND FINALLY ITS HIGHEST SUPERDIAGONAL IN THE FIRST N+1-MB */ |
|---|
| 1131 | /* POSITIONS OF THE LAST COLUMN. */ |
|---|
| 1132 | /* CONTENTS OF STORAGES NOT PART OF THE MATRIX ARE ARBITRARY. */ |
|---|
| 1133 | |
|---|
| 1134 | /* E21 SPECIFIES THE ORDERING OF THE EIGENVALUES AND CONTAINS */ |
|---|
| 1135 | /* 0.0D0 IF THE EIGENVALUES ARE IN ASCENDING ORDER, OR */ |
|---|
| 1136 | /* 2.0D0 IF THE EIGENVALUES ARE IN DESCENDING ORDER. */ |
|---|
| 1137 | /* IF THE SUBROUTINE IS BEING USED TO SOLVE SYSTEMS OF LINEAR */ |
|---|
| 1138 | /* EQUATIONS, E21 SHOULD BE SET TO 1.0D0 IF THE COEFFICIENT */ |
|---|
| 1139 | /* MATRIX IS SYMMETRIC AND TO -1.0D0 IF NOT. */ |
|---|
| 1140 | |
|---|
| 1141 | /* M IS THE NUMBER OF SPECIFIED EIGENVALUES OR THE NUMBER OF */ |
|---|
| 1142 | /* SYSTEMS OF LINEAR EQUATIONS. */ |
|---|
| 1143 | |
|---|
| 1144 | /* W CONTAINS THE M EIGENVALUES IN ASCENDING OR DESCENDING ORDER. |
|---|
| 1145 | */ |
|---|
| 1146 | /* IF THE SUBROUTINE IS BEING USED TO SOLVE SYSTEMS OF LINEAR */ |
|---|
| 1147 | /* EQUATIONS (A-W(R)*I)*X(R)=B(R), WHERE I IS THE IDENTITY */ |
|---|
| 1148 | /* MATRIX, W(R) SHOULD BE SET ACCORDINGLY, FOR R=1,2,...,M. */ |
|---|
| 1149 | |
|---|
| 1150 | /* Z CONTAINS THE CONSTANT MATRIX COLUMNS (B(R),R=1,2,...,M), IF */ |
|---|
| 1151 | /* THE SUBROUTINE IS USED TO SOLVE SYSTEMS OF LINEAR EQUATIONS. |
|---|
| 1152 | */ |
|---|
| 1153 | |
|---|
| 1154 | /* NV MUST BE SET TO THE DIMENSION OF THE ARRAY PARAMETER RV */ |
|---|
| 1155 | /* AS DECLARED IN THE CALLING PROGRAM DIMENSION STATEMENT. */ |
|---|
| 1156 | |
|---|
| 1157 | /* ON OUTPUT */ |
|---|
| 1158 | |
|---|
| 1159 | /* A AND W ARE UNALTERED. */ |
|---|
| 1160 | |
|---|
| 1161 | /* Z CONTAINS THE ASSOCIATED SET OF ORTHOGONAL EIGENVECTORS. */ |
|---|
| 1162 | /* ANY VECTOR WHICH FAILS TO CONVERGE IS SET TO ZERO. IF THE */ |
|---|
| 1163 | /* SUBROUTINE IS USED TO SOLVE SYSTEMS OF LINEAR EQUATIONS, */ |
|---|
| 1164 | /* Z CONTAINS THE SOLUTION MATRIX COLUMNS (X(R),R=1,2,...,M). */ |
|---|
| 1165 | |
|---|
| 1166 | /* IERR IS SET TO */ |
|---|
| 1167 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 1168 | /* -R IF THE EIGENVECTOR CORRESPONDING TO THE R-TH */ |
|---|
| 1169 | /* EIGENVALUE FAILS TO CONVERGE, OR IF THE R-TH */ |
|---|
| 1170 | /* SYSTEM OF LINEAR EQUATIONS IS NEARLY SINGULAR. */ |
|---|
| 1171 | |
|---|
| 1172 | /* RV AND RV6 ARE TEMPORARY STORAGE ARRAYS. NOTE THAT RV IS */ |
|---|
| 1173 | /* OF DIMENSION AT LEAST N*(2*MB-1). IF THE SUBROUTINE */ |
|---|
| 1174 | /* IS BEING USED TO SOLVE SYSTEMS OF LINEAR EQUATIONS, THE */ |
|---|
| 1175 | /* DETERMINANT (UP TO SIGN) OF A-W(M)*I IS AVAILABLE, UPON */ |
|---|
| 1176 | /* RETURN, AS THE PRODUCT OF THE FIRST N ELEMENTS OF RV. */ |
|---|
| 1177 | |
|---|
| 1178 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 1179 | |
|---|
| 1180 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 1181 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 1182 | */ |
|---|
| 1183 | |
|---|
| 1184 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 1185 | |
|---|
| 1186 | /* ------------------------------------------------------------------ |
|---|
| 1187 | */ |
|---|
| 1188 | |
|---|
| 1189 | /* Parameter adjustments */ |
|---|
| 1190 | --rv6; |
|---|
| 1191 | a_dim1 = *nm; |
|---|
| 1192 | a_offset = a_dim1 + 1; |
|---|
| 1193 | a -= a_offset; |
|---|
| 1194 | z_dim1 = *nm; |
|---|
| 1195 | z_offset = z_dim1 + 1; |
|---|
| 1196 | z -= z_offset; |
|---|
| 1197 | --w; |
|---|
| 1198 | --rv; |
|---|
| 1199 | |
|---|
| 1200 | /* Function Body */ |
|---|
| 1201 | *ierr = 0; |
|---|
| 1202 | if (*m == 0) { |
|---|
| 1203 | goto L1001; |
|---|
| 1204 | } |
|---|
| 1205 | mb = *mbw; |
|---|
| 1206 | if (*e21 < 0.) { |
|---|
| 1207 | mb = (*mbw + 1) / 2; |
|---|
| 1208 | } |
|---|
| 1209 | m1 = mb - 1; |
|---|
| 1210 | m21 = m1 + mb; |
|---|
| 1211 | order = 1. - abs(*e21); |
|---|
| 1212 | /* .......... FIND VECTORS BY INVERSE ITERATION .......... */ |
|---|
| 1213 | i_1 = *m; |
|---|
| 1214 | for (r = 1; r <= i_1; ++r) { |
|---|
| 1215 | its = 1; |
|---|
| 1216 | x1 = w[r]; |
|---|
| 1217 | if (r != 1) { |
|---|
| 1218 | goto L100; |
|---|
| 1219 | } |
|---|
| 1220 | /* .......... COMPUTE NORM OF MATRIX .......... */ |
|---|
| 1221 | norm = 0.; |
|---|
| 1222 | |
|---|
| 1223 | i_2 = mb; |
|---|
| 1224 | for (j = 1; j <= i_2; ++j) { |
|---|
| 1225 | jj = mb + 1 - j; |
|---|
| 1226 | kj = jj + m1; |
|---|
| 1227 | ij = 1; |
|---|
| 1228 | v = 0.; |
|---|
| 1229 | |
|---|
| 1230 | i_3 = *n; |
|---|
| 1231 | for (i = jj; i <= i_3; ++i) { |
|---|
| 1232 | v += (d_1 = a[i + j * a_dim1], abs(d_1)); |
|---|
| 1233 | if (*e21 >= 0.) { |
|---|
| 1234 | goto L40; |
|---|
| 1235 | } |
|---|
| 1236 | v += (d_1 = a[ij + kj * a_dim1], abs(d_1)); |
|---|
| 1237 | ++ij; |
|---|
| 1238 | L40: |
|---|
| 1239 | ; |
|---|
| 1240 | } |
|---|
| 1241 | |
|---|
| 1242 | norm = max(norm,v); |
|---|
| 1243 | /* L60: */ |
|---|
| 1244 | } |
|---|
| 1245 | |
|---|
| 1246 | if (*e21 < 0.) { |
|---|
| 1247 | norm *= .5; |
|---|
| 1248 | } |
|---|
| 1249 | /* .......... EPS2 IS THE CRITERION FOR GROUPING, */ |
|---|
| 1250 | /* EPS3 REPLACES ZERO PIVOTS AND EQUAL */ |
|---|
| 1251 | /* ROOTS ARE MODIFIED BY EPS3, */ |
|---|
| 1252 | /* EPS4 IS TAKEN VERY SMALL TO AVOID OVERFLOW ......... |
|---|
| 1253 | . */ |
|---|
| 1254 | if (norm == 0.) { |
|---|
| 1255 | norm = 1.; |
|---|
| 1256 | } |
|---|
| 1257 | eps2 = norm * .001 * abs(order); |
|---|
| 1258 | eps3 = epslon_(&norm); |
|---|
| 1259 | uk = (doublereal) (*n); |
|---|
| 1260 | uk = sqrt(uk); |
|---|
| 1261 | eps4 = uk * eps3; |
|---|
| 1262 | L80: |
|---|
| 1263 | group = 0; |
|---|
| 1264 | goto L120; |
|---|
| 1265 | /* .......... LOOK FOR CLOSE OR COINCIDENT ROOTS .......... */ |
|---|
| 1266 | L100: |
|---|
| 1267 | if ((d_1 = x1 - x0, abs(d_1)) >= eps2) { |
|---|
| 1268 | goto L80; |
|---|
| 1269 | } |
|---|
| 1270 | ++group; |
|---|
| 1271 | if (order * (x1 - x0) <= 0.) { |
|---|
| 1272 | x1 = x0 + order * eps3; |
|---|
| 1273 | } |
|---|
| 1274 | /* .......... EXPAND MATRIX, SUBTRACT EIGENVALUE, */ |
|---|
| 1275 | /* AND INITIALIZE VECTOR .......... */ |
|---|
| 1276 | L120: |
|---|
| 1277 | i_2 = *n; |
|---|
| 1278 | for (i = 1; i <= i_2; ++i) { |
|---|
| 1279 | /* Computing MIN */ |
|---|
| 1280 | i_3 = 0, i_4 = i - m1; |
|---|
| 1281 | ij = i + min(i_3,i_4) * *n; |
|---|
| 1282 | kj = ij + mb * *n; |
|---|
| 1283 | ij1 = kj + m1 * *n; |
|---|
| 1284 | if (m1 == 0) { |
|---|
| 1285 | goto L180; |
|---|
| 1286 | } |
|---|
| 1287 | |
|---|
| 1288 | i_3 = m1; |
|---|
| 1289 | for (j = 1; j <= i_3; ++j) { |
|---|
| 1290 | if (ij > m1) { |
|---|
| 1291 | goto L125; |
|---|
| 1292 | } |
|---|
| 1293 | if (ij > 0) { |
|---|
| 1294 | goto L130; |
|---|
| 1295 | } |
|---|
| 1296 | rv[ij1] = 0.; |
|---|
| 1297 | ij1 += *n; |
|---|
| 1298 | goto L130; |
|---|
| 1299 | L125: |
|---|
| 1300 | rv[ij] = a[i + j * a_dim1]; |
|---|
| 1301 | L130: |
|---|
| 1302 | ij += *n; |
|---|
| 1303 | ii = i + j; |
|---|
| 1304 | if (ii > *n) { |
|---|
| 1305 | goto L150; |
|---|
| 1306 | } |
|---|
| 1307 | jj = mb - j; |
|---|
| 1308 | if (*e21 >= 0.) { |
|---|
| 1309 | goto L140; |
|---|
| 1310 | } |
|---|
| 1311 | ii = i; |
|---|
| 1312 | jj = mb + j; |
|---|
| 1313 | L140: |
|---|
| 1314 | rv[kj] = a[ii + jj * a_dim1]; |
|---|
| 1315 | kj += *n; |
|---|
| 1316 | L150: |
|---|
| 1317 | ; |
|---|
| 1318 | } |
|---|
| 1319 | |
|---|
| 1320 | L180: |
|---|
| 1321 | rv[ij] = a[i + mb * a_dim1] - x1; |
|---|
| 1322 | rv6[i] = eps4; |
|---|
| 1323 | if (order == 0.) { |
|---|
| 1324 | rv6[i] = z[i + r * z_dim1]; |
|---|
| 1325 | } |
|---|
| 1326 | /* L200: */ |
|---|
| 1327 | } |
|---|
| 1328 | |
|---|
| 1329 | if (m1 == 0) { |
|---|
| 1330 | goto L600; |
|---|
| 1331 | } |
|---|
| 1332 | /* .......... ELIMINATION WITH INTERCHANGES .......... */ |
|---|
| 1333 | i_2 = *n; |
|---|
| 1334 | for (i = 1; i <= i_2; ++i) { |
|---|
| 1335 | ii = i + 1; |
|---|
| 1336 | /* Computing MIN */ |
|---|
| 1337 | i_3 = i + m1 - 1; |
|---|
| 1338 | maxk = min(i_3,*n); |
|---|
| 1339 | /* Computing MIN */ |
|---|
| 1340 | i_3 = *n - i, i_4 = m21 - 2; |
|---|
| 1341 | maxj = min(i_3,i_4) * *n; |
|---|
| 1342 | |
|---|
| 1343 | i_3 = maxk; |
|---|
| 1344 | for (k = i; k <= i_3; ++k) { |
|---|
| 1345 | kj1 = k; |
|---|
| 1346 | j = kj1 + *n; |
|---|
| 1347 | jj = j + maxj; |
|---|
| 1348 | |
|---|
| 1349 | i_4 = jj; |
|---|
| 1350 | i_5 = *n; |
|---|
| 1351 | for (kj = j; i_5 < 0 ? kj >= i_4 : kj <= i_4; kj += i_5) { |
|---|
| 1352 | rv[kj1] = rv[kj]; |
|---|
| 1353 | kj1 = kj; |
|---|
| 1354 | /* L340: */ |
|---|
| 1355 | } |
|---|
| 1356 | |
|---|
| 1357 | rv[kj1] = 0.; |
|---|
| 1358 | /* L360: */ |
|---|
| 1359 | } |
|---|
| 1360 | |
|---|
| 1361 | if (i == *n) { |
|---|
| 1362 | goto L580; |
|---|
| 1363 | } |
|---|
| 1364 | u = 0.; |
|---|
| 1365 | /* Computing MIN */ |
|---|
| 1366 | i_3 = i + m1; |
|---|
| 1367 | maxk = min(i_3,*n); |
|---|
| 1368 | /* Computing MIN */ |
|---|
| 1369 | i_3 = *n - ii, i_5 = m21 - 2; |
|---|
| 1370 | maxj = min(i_3,i_5) * *n; |
|---|
| 1371 | |
|---|
| 1372 | i_3 = maxk; |
|---|
| 1373 | for (j = i; j <= i_3; ++j) { |
|---|
| 1374 | if ((d_1 = rv[j], abs(d_1)) < abs(u)) { |
|---|
| 1375 | goto L450; |
|---|
| 1376 | } |
|---|
| 1377 | u = rv[j]; |
|---|
| 1378 | k = j; |
|---|
| 1379 | L450: |
|---|
| 1380 | ; |
|---|
| 1381 | } |
|---|
| 1382 | |
|---|
| 1383 | j = i + *n; |
|---|
| 1384 | jj = j + maxj; |
|---|
| 1385 | if (k == i) { |
|---|
| 1386 | goto L520; |
|---|
| 1387 | } |
|---|
| 1388 | kj = k; |
|---|
| 1389 | |
|---|
| 1390 | i_3 = jj; |
|---|
| 1391 | i_5 = *n; |
|---|
| 1392 | for (ij = i; i_5 < 0 ? ij >= i_3 : ij <= i_3; ij += i_5) { |
|---|
| 1393 | v = rv[ij]; |
|---|
| 1394 | rv[ij] = rv[kj]; |
|---|
| 1395 | rv[kj] = v; |
|---|
| 1396 | kj += *n; |
|---|
| 1397 | /* L500: */ |
|---|
| 1398 | } |
|---|
| 1399 | |
|---|
| 1400 | if (order != 0.) { |
|---|
| 1401 | goto L520; |
|---|
| 1402 | } |
|---|
| 1403 | v = rv6[i]; |
|---|
| 1404 | rv6[i] = rv6[k]; |
|---|
| 1405 | rv6[k] = v; |
|---|
| 1406 | L520: |
|---|
| 1407 | if (u == 0.) { |
|---|
| 1408 | goto L580; |
|---|
| 1409 | } |
|---|
| 1410 | |
|---|
| 1411 | i_5 = maxk; |
|---|
| 1412 | for (k = ii; k <= i_5; ++k) { |
|---|
| 1413 | v = rv[k] / u; |
|---|
| 1414 | kj = k; |
|---|
| 1415 | |
|---|
| 1416 | i_3 = jj; |
|---|
| 1417 | i_4 = *n; |
|---|
| 1418 | for (ij = j; i_4 < 0 ? ij >= i_3 : ij <= i_3; ij += i_4) { |
|---|
| 1419 | kj += *n; |
|---|
| 1420 | rv[kj] -= v * rv[ij]; |
|---|
| 1421 | /* L540: */ |
|---|
| 1422 | } |
|---|
| 1423 | |
|---|
| 1424 | if (order == 0.) { |
|---|
| 1425 | rv6[k] -= v * rv6[i]; |
|---|
| 1426 | } |
|---|
| 1427 | /* L560: */ |
|---|
| 1428 | } |
|---|
| 1429 | |
|---|
| 1430 | L580: |
|---|
| 1431 | ; |
|---|
| 1432 | } |
|---|
| 1433 | /* .......... BACK SUBSTITUTION */ |
|---|
| 1434 | /* FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 1435 | L600: |
|---|
| 1436 | i_2 = *n; |
|---|
| 1437 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 1438 | i = *n + 1 - ii; |
|---|
| 1439 | maxj = min(ii,m21); |
|---|
| 1440 | if (maxj == 1) { |
|---|
| 1441 | goto L620; |
|---|
| 1442 | } |
|---|
| 1443 | ij1 = i; |
|---|
| 1444 | j = ij1 + *n; |
|---|
| 1445 | jj = j + (maxj - 2) * *n; |
|---|
| 1446 | |
|---|
| 1447 | i_5 = jj; |
|---|
| 1448 | i_4 = *n; |
|---|
| 1449 | for (ij = j; i_4 < 0 ? ij >= i_5 : ij <= i_5; ij += i_4) { |
|---|
| 1450 | ++ij1; |
|---|
| 1451 | rv6[i] -= rv[ij] * rv6[ij1]; |
|---|
| 1452 | /* L610: */ |
|---|
| 1453 | } |
|---|
| 1454 | |
|---|
| 1455 | L620: |
|---|
| 1456 | v = rv[i]; |
|---|
| 1457 | if (abs(v) >= eps3) { |
|---|
| 1458 | goto L625; |
|---|
| 1459 | } |
|---|
| 1460 | /* .......... SET ERROR -- NEARLY SINGULAR LINEAR SYSTEM ..... |
|---|
| 1461 | ..... */ |
|---|
| 1462 | if (order == 0.) { |
|---|
| 1463 | *ierr = -r; |
|---|
| 1464 | } |
|---|
| 1465 | v = d_sign(&eps3, &v); |
|---|
| 1466 | L625: |
|---|
| 1467 | rv6[i] /= v; |
|---|
| 1468 | /* L630: */ |
|---|
| 1469 | } |
|---|
| 1470 | |
|---|
| 1471 | xu = 1.; |
|---|
| 1472 | if (order == 0.) { |
|---|
| 1473 | goto L870; |
|---|
| 1474 | } |
|---|
| 1475 | /* .......... ORTHOGONALIZE WITH RESPECT TO PREVIOUS */ |
|---|
| 1476 | /* MEMBERS OF GROUP .......... */ |
|---|
| 1477 | if (group == 0) { |
|---|
| 1478 | goto L700; |
|---|
| 1479 | } |
|---|
| 1480 | |
|---|
| 1481 | i_2 = group; |
|---|
| 1482 | for (jj = 1; jj <= i_2; ++jj) { |
|---|
| 1483 | j = r - group - 1 + jj; |
|---|
| 1484 | xu = 0.; |
|---|
| 1485 | |
|---|
| 1486 | i_4 = *n; |
|---|
| 1487 | for (i = 1; i <= i_4; ++i) { |
|---|
| 1488 | /* L640: */ |
|---|
| 1489 | xu += rv6[i] * z[i + j * z_dim1]; |
|---|
| 1490 | } |
|---|
| 1491 | |
|---|
| 1492 | i_4 = *n; |
|---|
| 1493 | for (i = 1; i <= i_4; ++i) { |
|---|
| 1494 | /* L660: */ |
|---|
| 1495 | rv6[i] -= xu * z[i + j * z_dim1]; |
|---|
| 1496 | } |
|---|
| 1497 | |
|---|
| 1498 | /* L680: */ |
|---|
| 1499 | } |
|---|
| 1500 | |
|---|
| 1501 | L700: |
|---|
| 1502 | norm = 0.; |
|---|
| 1503 | |
|---|
| 1504 | i_2 = *n; |
|---|
| 1505 | for (i = 1; i <= i_2; ++i) { |
|---|
| 1506 | /* L720: */ |
|---|
| 1507 | norm += (d_1 = rv6[i], abs(d_1)); |
|---|
| 1508 | } |
|---|
| 1509 | |
|---|
| 1510 | if (norm >= .1) { |
|---|
| 1511 | goto L840; |
|---|
| 1512 | } |
|---|
| 1513 | /* .......... IN-LINE PROCEDURE FOR CHOOSING */ |
|---|
| 1514 | /* A NEW STARTING VECTOR .......... */ |
|---|
| 1515 | if (its >= *n) { |
|---|
| 1516 | goto L830; |
|---|
| 1517 | } |
|---|
| 1518 | ++its; |
|---|
| 1519 | xu = eps4 / (uk + 1.); |
|---|
| 1520 | rv6[1] = eps4; |
|---|
| 1521 | |
|---|
| 1522 | i_2 = *n; |
|---|
| 1523 | for (i = 2; i <= i_2; ++i) { |
|---|
| 1524 | /* L760: */ |
|---|
| 1525 | rv6[i] = xu; |
|---|
| 1526 | } |
|---|
| 1527 | |
|---|
| 1528 | rv6[its] -= eps4 * uk; |
|---|
| 1529 | goto L600; |
|---|
| 1530 | /* .......... SET ERROR -- NON-CONVERGED EIGENVECTOR .......... */ |
|---|
| 1531 | L830: |
|---|
| 1532 | *ierr = -r; |
|---|
| 1533 | xu = 0.; |
|---|
| 1534 | goto L870; |
|---|
| 1535 | /* .......... NORMALIZE SO THAT SUM OF SQUARES IS */ |
|---|
| 1536 | /* 1 AND EXPAND TO FULL ORDER .......... */ |
|---|
| 1537 | L840: |
|---|
| 1538 | u = 0.; |
|---|
| 1539 | |
|---|
| 1540 | i_2 = *n; |
|---|
| 1541 | for (i = 1; i <= i_2; ++i) { |
|---|
| 1542 | /* L860: */ |
|---|
| 1543 | u = pythag_(&u, &rv6[i]); |
|---|
| 1544 | } |
|---|
| 1545 | |
|---|
| 1546 | xu = 1. / u; |
|---|
| 1547 | |
|---|
| 1548 | L870: |
|---|
| 1549 | i_2 = *n; |
|---|
| 1550 | for (i = 1; i <= i_2; ++i) { |
|---|
| 1551 | /* L900: */ |
|---|
| 1552 | z[i + r * z_dim1] = rv6[i] * xu; |
|---|
| 1553 | } |
|---|
| 1554 | |
|---|
| 1555 | x0 = x1; |
|---|
| 1556 | /* L920: */ |
|---|
| 1557 | } |
|---|
| 1558 | |
|---|
| 1559 | L1001: |
|---|
| 1560 | return 0; |
|---|
| 1561 | } /* bandv_ */ |
|---|
| 1562 | |
|---|
| 1563 | /* Subroutine */ int bisect_(integer *n, doublereal *eps1, doublereal *d, |
|---|
| 1564 | doublereal *e, doublereal *e2, doublereal *lb, doublereal *ub, |
|---|
| 1565 | integer *mm, integer *m, doublereal *w, integer *ind, integer *ierr, |
|---|
| 1566 | doublereal *rv4, doublereal *rv5) |
|---|
| 1567 | { |
|---|
| 1568 | /* System generated locals */ |
|---|
| 1569 | integer i_1, i_2; |
|---|
| 1570 | doublereal d_1, d_2, d_3; |
|---|
| 1571 | |
|---|
| 1572 | /* Local variables */ |
|---|
| 1573 | static integer i, j, k, l, p, q, r, s; |
|---|
| 1574 | static doublereal u, v; |
|---|
| 1575 | static integer m1, m2; |
|---|
| 1576 | static doublereal t1, t2, x0, x1; |
|---|
| 1577 | static integer ii; |
|---|
| 1578 | static doublereal xu; |
|---|
| 1579 | extern doublereal epslon_(doublereal *); |
|---|
| 1580 | static integer isturm, tag; |
|---|
| 1581 | static doublereal tst1, tst2; |
|---|
| 1582 | |
|---|
| 1583 | |
|---|
| 1584 | |
|---|
| 1585 | /* THIS SUBROUTINE IS A TRANSLATION OF THE BISECTION TECHNIQUE */ |
|---|
| 1586 | /* IN THE ALGOL PROCEDURE TRISTURM BY PETERS AND WILKINSON. */ |
|---|
| 1587 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971). */ |
|---|
| 1588 | |
|---|
| 1589 | /* THIS SUBROUTINE FINDS THOSE EIGENVALUES OF A TRIDIAGONAL */ |
|---|
| 1590 | /* SYMMETRIC MATRIX WHICH LIE IN A SPECIFIED INTERVAL, */ |
|---|
| 1591 | /* USING BISECTION. */ |
|---|
| 1592 | |
|---|
| 1593 | /* ON INPUT */ |
|---|
| 1594 | |
|---|
| 1595 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 1596 | |
|---|
| 1597 | /* EPS1 IS AN ABSOLUTE ERROR TOLERANCE FOR THE COMPUTED */ |
|---|
| 1598 | /* EIGENVALUES. IF THE INPUT EPS1 IS NON-POSITIVE, */ |
|---|
| 1599 | /* IT IS RESET FOR EACH SUBMATRIX TO A DEFAULT VALUE, */ |
|---|
| 1600 | /* NAMELY, MINUS THE PRODUCT OF THE RELATIVE MACHINE */ |
|---|
| 1601 | /* PRECISION AND THE 1-NORM OF THE SUBMATRIX. */ |
|---|
| 1602 | |
|---|
| 1603 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 1604 | |
|---|
| 1605 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 1606 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 1607 | |
|---|
| 1608 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 1609 | /* E2(1) IS ARBITRARY. */ |
|---|
| 1610 | |
|---|
| 1611 | /* LB AND UB DEFINE THE INTERVAL TO BE SEARCHED FOR EIGENVALUES. */ |
|---|
| 1612 | /* IF LB IS NOT LESS THAN UB, NO EIGENVALUES WILL BE FOUND. */ |
|---|
| 1613 | |
|---|
| 1614 | /* MM SHOULD BE SET TO AN UPPER BOUND FOR THE NUMBER OF */ |
|---|
| 1615 | /* EIGENVALUES IN THE INTERVAL. WARNING. IF MORE THAN */ |
|---|
| 1616 | /* MM EIGENVALUES ARE DETERMINED TO LIE IN THE INTERVAL, */ |
|---|
| 1617 | /* AN ERROR RETURN IS MADE WITH NO EIGENVALUES FOUND. */ |
|---|
| 1618 | |
|---|
| 1619 | /* ON OUTPUT */ |
|---|
| 1620 | |
|---|
| 1621 | /* EPS1 IS UNALTERED UNLESS IT HAS BEEN RESET TO ITS */ |
|---|
| 1622 | /* (LAST) DEFAULT VALUE. */ |
|---|
| 1623 | |
|---|
| 1624 | /* D AND E ARE UNALTERED. */ |
|---|
| 1625 | |
|---|
| 1626 | /* ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED */ |
|---|
| 1627 | /* AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE */ |
|---|
| 1628 | /* MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES. */ |
|---|
| 1629 | /* E2(1) IS ALSO SET TO ZERO. */ |
|---|
| 1630 | |
|---|
| 1631 | /* M IS THE NUMBER OF EIGENVALUES DETERMINED TO LIE IN (LB,UB). */ |
|---|
| 1632 | |
|---|
| 1633 | /* W CONTAINS THE M EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 1634 | |
|---|
| 1635 | /* IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES */ |
|---|
| 1636 | /* ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W -- */ |
|---|
| 1637 | /* 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM */ |
|---|
| 1638 | /* THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC.. |
|---|
| 1639 | */ |
|---|
| 1640 | |
|---|
| 1641 | /* IERR IS SET TO */ |
|---|
| 1642 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 1643 | /* 3*N+1 IF M EXCEEDS MM. */ |
|---|
| 1644 | |
|---|
| 1645 | /* RV4 AND RV5 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 1646 | |
|---|
| 1647 | /* THE ALGOL PROCEDURE STURMCNT CONTAINED IN TRISTURM */ |
|---|
| 1648 | /* APPEARS IN BISECT IN-LINE. */ |
|---|
| 1649 | |
|---|
| 1650 | /* NOTE THAT SUBROUTINE TQL1 OR IMTQL1 IS GENERALLY FASTER THAN */ |
|---|
| 1651 | /* BISECT, IF MORE THAN N/4 EIGENVALUES ARE TO BE FOUND. */ |
|---|
| 1652 | |
|---|
| 1653 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 1654 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 1655 | */ |
|---|
| 1656 | |
|---|
| 1657 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 1658 | |
|---|
| 1659 | /* ------------------------------------------------------------------ |
|---|
| 1660 | */ |
|---|
| 1661 | |
|---|
| 1662 | /* Parameter adjustments */ |
|---|
| 1663 | --rv5; |
|---|
| 1664 | --rv4; |
|---|
| 1665 | --e2; |
|---|
| 1666 | --e; |
|---|
| 1667 | --d; |
|---|
| 1668 | --ind; |
|---|
| 1669 | --w; |
|---|
| 1670 | |
|---|
| 1671 | /* Function Body */ |
|---|
| 1672 | *ierr = 0; |
|---|
| 1673 | tag = 0; |
|---|
| 1674 | t1 = *lb; |
|---|
| 1675 | t2 = *ub; |
|---|
| 1676 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ENTRIES .......... */ |
|---|
| 1677 | i_1 = *n; |
|---|
| 1678 | for (i = 1; i <= i_1; ++i) { |
|---|
| 1679 | if (i == 1) { |
|---|
| 1680 | goto L20; |
|---|
| 1681 | } |
|---|
| 1682 | tst1 = (d_1 = d[i], abs(d_1)) + (d_2 = d[i - 1], abs(d_2)); |
|---|
| 1683 | tst2 = tst1 + (d_1 = e[i], abs(d_1)); |
|---|
| 1684 | if (tst2 > tst1) { |
|---|
| 1685 | goto L40; |
|---|
| 1686 | } |
|---|
| 1687 | L20: |
|---|
| 1688 | e2[i] = 0.; |
|---|
| 1689 | L40: |
|---|
| 1690 | ; |
|---|
| 1691 | } |
|---|
| 1692 | /* .......... DETERMINE THE NUMBER OF EIGENVALUES */ |
|---|
| 1693 | /* IN THE INTERVAL .......... */ |
|---|
| 1694 | p = 1; |
|---|
| 1695 | q = *n; |
|---|
| 1696 | x1 = *ub; |
|---|
| 1697 | isturm = 1; |
|---|
| 1698 | goto L320; |
|---|
| 1699 | L60: |
|---|
| 1700 | *m = s; |
|---|
| 1701 | x1 = *lb; |
|---|
| 1702 | isturm = 2; |
|---|
| 1703 | goto L320; |
|---|
| 1704 | L80: |
|---|
| 1705 | *m -= s; |
|---|
| 1706 | if (*m > *mm) { |
|---|
| 1707 | goto L980; |
|---|
| 1708 | } |
|---|
| 1709 | q = 0; |
|---|
| 1710 | r = 0; |
|---|
| 1711 | /* .......... ESTABLISH AND PROCESS NEXT SUBMATRIX, REFINING */ |
|---|
| 1712 | /* INTERVAL BY THE GERSCHGORIN BOUNDS .......... */ |
|---|
| 1713 | L100: |
|---|
| 1714 | if (r == *m) { |
|---|
| 1715 | goto L1001; |
|---|
| 1716 | } |
|---|
| 1717 | ++tag; |
|---|
| 1718 | p = q + 1; |
|---|
| 1719 | xu = d[p]; |
|---|
| 1720 | x0 = d[p]; |
|---|
| 1721 | u = 0.; |
|---|
| 1722 | |
|---|
| 1723 | i_1 = *n; |
|---|
| 1724 | for (q = p; q <= i_1; ++q) { |
|---|
| 1725 | x1 = u; |
|---|
| 1726 | u = 0.; |
|---|
| 1727 | v = 0.; |
|---|
| 1728 | if (q == *n) { |
|---|
| 1729 | goto L110; |
|---|
| 1730 | } |
|---|
| 1731 | u = (d_1 = e[q + 1], abs(d_1)); |
|---|
| 1732 | v = e2[q + 1]; |
|---|
| 1733 | L110: |
|---|
| 1734 | /* Computing MIN */ |
|---|
| 1735 | d_1 = d[q] - (x1 + u); |
|---|
| 1736 | xu = min(d_1,xu); |
|---|
| 1737 | /* Computing MAX */ |
|---|
| 1738 | d_1 = d[q] + (x1 + u); |
|---|
| 1739 | x0 = max(d_1,x0); |
|---|
| 1740 | if (v == 0.) { |
|---|
| 1741 | goto L140; |
|---|
| 1742 | } |
|---|
| 1743 | /* L120: */ |
|---|
| 1744 | } |
|---|
| 1745 | |
|---|
| 1746 | L140: |
|---|
| 1747 | /* Computing MAX */ |
|---|
| 1748 | d_2 = abs(xu), d_3 = abs(x0); |
|---|
| 1749 | d_1 = max(d_2,d_3); |
|---|
| 1750 | x1 = epslon_(&d_1); |
|---|
| 1751 | if (*eps1 <= 0.) { |
|---|
| 1752 | *eps1 = -x1; |
|---|
| 1753 | } |
|---|
| 1754 | if (p != q) { |
|---|
| 1755 | goto L180; |
|---|
| 1756 | } |
|---|
| 1757 | /* .......... CHECK FOR ISOLATED ROOT WITHIN INTERVAL .......... */ |
|---|
| 1758 | if (t1 > d[p] || d[p] >= t2) { |
|---|
| 1759 | goto L940; |
|---|
| 1760 | } |
|---|
| 1761 | m1 = p; |
|---|
| 1762 | m2 = p; |
|---|
| 1763 | rv5[p] = d[p]; |
|---|
| 1764 | goto L900; |
|---|
| 1765 | L180: |
|---|
| 1766 | x1 *= q - p + 1; |
|---|
| 1767 | /* Computing MAX */ |
|---|
| 1768 | d_1 = t1, d_2 = xu - x1; |
|---|
| 1769 | *lb = max(d_1,d_2); |
|---|
| 1770 | /* Computing MIN */ |
|---|
| 1771 | d_1 = t2, d_2 = x0 + x1; |
|---|
| 1772 | *ub = min(d_1,d_2); |
|---|
| 1773 | x1 = *lb; |
|---|
| 1774 | isturm = 3; |
|---|
| 1775 | goto L320; |
|---|
| 1776 | L200: |
|---|
| 1777 | m1 = s + 1; |
|---|
| 1778 | x1 = *ub; |
|---|
| 1779 | isturm = 4; |
|---|
| 1780 | goto L320; |
|---|
| 1781 | L220: |
|---|
| 1782 | m2 = s; |
|---|
| 1783 | if (m1 > m2) { |
|---|
| 1784 | goto L940; |
|---|
| 1785 | } |
|---|
| 1786 | /* .......... FIND ROOTS BY BISECTION .......... */ |
|---|
| 1787 | x0 = *ub; |
|---|
| 1788 | isturm = 5; |
|---|
| 1789 | |
|---|
| 1790 | i_1 = m2; |
|---|
| 1791 | for (i = m1; i <= i_1; ++i) { |
|---|
| 1792 | rv5[i] = *ub; |
|---|
| 1793 | rv4[i] = *lb; |
|---|
| 1794 | /* L240: */ |
|---|
| 1795 | } |
|---|
| 1796 | /* .......... LOOP FOR K-TH EIGENVALUE */ |
|---|
| 1797 | /* FOR K=M2 STEP -1 UNTIL M1 DO -- */ |
|---|
| 1798 | /* (-DO- NOT USED TO LEGALIZE -COMPUTED GO TO-) .......... |
|---|
| 1799 | */ |
|---|
| 1800 | k = m2; |
|---|
| 1801 | L250: |
|---|
| 1802 | xu = *lb; |
|---|
| 1803 | /* .......... FOR I=K STEP -1 UNTIL M1 DO -- .......... */ |
|---|
| 1804 | i_1 = k; |
|---|
| 1805 | for (ii = m1; ii <= i_1; ++ii) { |
|---|
| 1806 | i = m1 + k - ii; |
|---|
| 1807 | if (xu >= rv4[i]) { |
|---|
| 1808 | goto L260; |
|---|
| 1809 | } |
|---|
| 1810 | xu = rv4[i]; |
|---|
| 1811 | goto L280; |
|---|
| 1812 | L260: |
|---|
| 1813 | ; |
|---|
| 1814 | } |
|---|
| 1815 | |
|---|
| 1816 | L280: |
|---|
| 1817 | if (x0 > rv5[k]) { |
|---|
| 1818 | x0 = rv5[k]; |
|---|
| 1819 | } |
|---|
| 1820 | /* .......... NEXT BISECTION STEP .......... */ |
|---|
| 1821 | L300: |
|---|
| 1822 | x1 = (xu + x0) * .5; |
|---|
| 1823 | if (x0 - xu <= abs(*eps1)) { |
|---|
| 1824 | goto L420; |
|---|
| 1825 | } |
|---|
| 1826 | tst1 = (abs(xu) + abs(x0)) * 2.; |
|---|
| 1827 | tst2 = tst1 + (x0 - xu); |
|---|
| 1828 | if (tst2 == tst1) { |
|---|
| 1829 | goto L420; |
|---|
| 1830 | } |
|---|
| 1831 | /* .......... IN-LINE PROCEDURE FOR STURM SEQUENCE .......... */ |
|---|
| 1832 | L320: |
|---|
| 1833 | s = p - 1; |
|---|
| 1834 | u = 1.; |
|---|
| 1835 | |
|---|
| 1836 | i_1 = q; |
|---|
| 1837 | for (i = p; i <= i_1; ++i) { |
|---|
| 1838 | if (u != 0.) { |
|---|
| 1839 | goto L325; |
|---|
| 1840 | } |
|---|
| 1841 | v = (d_1 = e[i], abs(d_1)) / epslon_(&c_b141); |
|---|
| 1842 | if (e2[i] == 0.) { |
|---|
| 1843 | v = 0.; |
|---|
| 1844 | } |
|---|
| 1845 | goto L330; |
|---|
| 1846 | L325: |
|---|
| 1847 | v = e2[i] / u; |
|---|
| 1848 | L330: |
|---|
| 1849 | u = d[i] - x1 - v; |
|---|
| 1850 | if (u < 0.) { |
|---|
| 1851 | ++s; |
|---|
| 1852 | } |
|---|
| 1853 | /* L340: */ |
|---|
| 1854 | } |
|---|
| 1855 | |
|---|
| 1856 | switch (isturm) { |
|---|
| 1857 | case 1: goto L60; |
|---|
| 1858 | case 2: goto L80; |
|---|
| 1859 | case 3: goto L200; |
|---|
| 1860 | case 4: goto L220; |
|---|
| 1861 | case 5: goto L360; |
|---|
| 1862 | } |
|---|
| 1863 | /* .......... REFINE INTERVALS .......... */ |
|---|
| 1864 | L360: |
|---|
| 1865 | if (s >= k) { |
|---|
| 1866 | goto L400; |
|---|
| 1867 | } |
|---|
| 1868 | xu = x1; |
|---|
| 1869 | if (s >= m1) { |
|---|
| 1870 | goto L380; |
|---|
| 1871 | } |
|---|
| 1872 | rv4[m1] = x1; |
|---|
| 1873 | goto L300; |
|---|
| 1874 | L380: |
|---|
| 1875 | rv4[s + 1] = x1; |
|---|
| 1876 | if (rv5[s] > x1) { |
|---|
| 1877 | rv5[s] = x1; |
|---|
| 1878 | } |
|---|
| 1879 | goto L300; |
|---|
| 1880 | L400: |
|---|
| 1881 | x0 = x1; |
|---|
| 1882 | goto L300; |
|---|
| 1883 | /* .......... K-TH EIGENVALUE FOUND .......... */ |
|---|
| 1884 | L420: |
|---|
| 1885 | rv5[k] = x1; |
|---|
| 1886 | --k; |
|---|
| 1887 | if (k >= m1) { |
|---|
| 1888 | goto L250; |
|---|
| 1889 | } |
|---|
| 1890 | /* .......... ORDER EIGENVALUES TAGGED WITH THEIR */ |
|---|
| 1891 | /* SUBMATRIX ASSOCIATIONS .......... */ |
|---|
| 1892 | L900: |
|---|
| 1893 | s = r; |
|---|
| 1894 | r = r + m2 - m1 + 1; |
|---|
| 1895 | j = 1; |
|---|
| 1896 | k = m1; |
|---|
| 1897 | |
|---|
| 1898 | i_1 = r; |
|---|
| 1899 | for (l = 1; l <= i_1; ++l) { |
|---|
| 1900 | if (j > s) { |
|---|
| 1901 | goto L910; |
|---|
| 1902 | } |
|---|
| 1903 | if (k > m2) { |
|---|
| 1904 | goto L940; |
|---|
| 1905 | } |
|---|
| 1906 | if (rv5[k] >= w[l]) { |
|---|
| 1907 | goto L915; |
|---|
| 1908 | } |
|---|
| 1909 | |
|---|
| 1910 | i_2 = s; |
|---|
| 1911 | for (ii = j; ii <= i_2; ++ii) { |
|---|
| 1912 | i = l + s - ii; |
|---|
| 1913 | w[i + 1] = w[i]; |
|---|
| 1914 | ind[i + 1] = ind[i]; |
|---|
| 1915 | /* L905: */ |
|---|
| 1916 | } |
|---|
| 1917 | |
|---|
| 1918 | L910: |
|---|
| 1919 | w[l] = rv5[k]; |
|---|
| 1920 | ind[l] = tag; |
|---|
| 1921 | ++k; |
|---|
| 1922 | goto L920; |
|---|
| 1923 | L915: |
|---|
| 1924 | ++j; |
|---|
| 1925 | L920: |
|---|
| 1926 | ; |
|---|
| 1927 | } |
|---|
| 1928 | |
|---|
| 1929 | L940: |
|---|
| 1930 | if (q < *n) { |
|---|
| 1931 | goto L100; |
|---|
| 1932 | } |
|---|
| 1933 | goto L1001; |
|---|
| 1934 | /* .......... SET ERROR -- UNDERESTIMATE OF NUMBER OF */ |
|---|
| 1935 | /* EIGENVALUES IN INTERVAL .......... */ |
|---|
| 1936 | L980: |
|---|
| 1937 | *ierr = *n * 3 + 1; |
|---|
| 1938 | L1001: |
|---|
| 1939 | *lb = t1; |
|---|
| 1940 | *ub = t2; |
|---|
| 1941 | return 0; |
|---|
| 1942 | } /* bisect_ */ |
|---|
| 1943 | |
|---|
| 1944 | /* Subroutine */ int bqr_(integer *nm, integer *n, integer *mb, doublereal *a, |
|---|
| 1945 | doublereal *t, doublereal *r, integer *ierr, integer */*nv*/, doublereal |
|---|
| 1946 | *rv) |
|---|
| 1947 | { |
|---|
| 1948 | /* System generated locals */ |
|---|
| 1949 | integer a_dim1, a_offset, i_1, i_2, i_3; |
|---|
| 1950 | doublereal d_1; |
|---|
| 1951 | |
|---|
| 1952 | /* Builtin functions */ |
|---|
| 1953 | double d_sign(doublereal *, doublereal *), sqrt(doublereal); |
|---|
| 1954 | |
|---|
| 1955 | /* Local variables */ |
|---|
| 1956 | static doublereal f, g; |
|---|
| 1957 | static integer i, j, k, l, m; |
|---|
| 1958 | static doublereal q, s, scale; |
|---|
| 1959 | static integer imult, m1, m2, m3, m4, m21, m31, ii, ik, jk, kj, jm, kk, |
|---|
| 1960 | km, ll, mk, mn, ni, mz; |
|---|
| 1961 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 1962 | static integer kj1, its; |
|---|
| 1963 | static doublereal tst1, tst2; |
|---|
| 1964 | |
|---|
| 1965 | |
|---|
| 1966 | |
|---|
| 1967 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE BQR, */ |
|---|
| 1968 | /* NUM. MATH. 16, 85-92(1970) BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 1969 | /* HANDBOOK FOR AUTO. COMP., VOL II-LINEAR ALGEBRA, 266-272(1971). */ |
|---|
| 1970 | |
|---|
| 1971 | /* THIS SUBROUTINE FINDS THE EIGENVALUE OF SMALLEST (USUALLY) */ |
|---|
| 1972 | /* MAGNITUDE OF A REAL SYMMETRIC BAND MATRIX USING THE */ |
|---|
| 1973 | /* QR ALGORITHM WITH SHIFTS OF ORIGIN. CONSECUTIVE CALLS */ |
|---|
| 1974 | /* CAN BE MADE TO FIND FURTHER EIGENVALUES. */ |
|---|
| 1975 | |
|---|
| 1976 | /* ON INPUT */ |
|---|
| 1977 | |
|---|
| 1978 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 1979 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 1980 | /* DIMENSION STATEMENT. */ |
|---|
| 1981 | |
|---|
| 1982 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 1983 | |
|---|
| 1984 | /* MB IS THE (HALF) BAND WIDTH OF THE MATRIX, DEFINED AS THE */ |
|---|
| 1985 | /* NUMBER OF ADJACENT DIAGONALS, INCLUDING THE PRINCIPAL */ |
|---|
| 1986 | /* DIAGONAL, REQUIRED TO SPECIFY THE NON-ZERO PORTION OF THE */ |
|---|
| 1987 | /* LOWER TRIANGLE OF THE MATRIX. */ |
|---|
| 1988 | |
|---|
| 1989 | /* A CONTAINS THE LOWER TRIANGLE OF THE SYMMETRIC BAND INPUT */ |
|---|
| 1990 | /* MATRIX STORED AS AN N BY MB ARRAY. ITS LOWEST SUBDIAGONAL */ |
|---|
| 1991 | /* IS STORED IN THE LAST N+1-MB POSITIONS OF THE FIRST COLUMN, */ |
|---|
| 1992 | /* ITS NEXT SUBDIAGONAL IN THE LAST N+2-MB POSITIONS OF THE */ |
|---|
| 1993 | /* SECOND COLUMN, FURTHER SUBDIAGONALS SIMILARLY, AND FINALLY */ |
|---|
| 1994 | /* ITS PRINCIPAL DIAGONAL IN THE N POSITIONS OF THE LAST COLUMN. |
|---|
| 1995 | */ |
|---|
| 1996 | /* CONTENTS OF STORAGES NOT PART OF THE MATRIX ARE ARBITRARY. */ |
|---|
| 1997 | /* ON A SUBSEQUENT CALL, ITS OUTPUT CONTENTS FROM THE PREVIOUS */ |
|---|
| 1998 | /* CALL SHOULD BE PASSED. */ |
|---|
| 1999 | |
|---|
| 2000 | /* T SPECIFIES THE SHIFT (OF EIGENVALUES) APPLIED TO THE DIAGONAL |
|---|
| 2001 | */ |
|---|
| 2002 | /* OF A IN FORMING THE INPUT MATRIX. WHAT IS ACTUALLY DETERMINED |
|---|
| 2003 | */ |
|---|
| 2004 | /* IS THE EIGENVALUE OF A+TI (I IS THE IDENTITY MATRIX) NEAREST |
|---|
| 2005 | */ |
|---|
| 2006 | /* TO T. ON A SUBSEQUENT CALL, THE OUTPUT VALUE OF T FROM THE */ |
|---|
| 2007 | /* PREVIOUS CALL SHOULD BE PASSED IF THE NEXT NEAREST EIGENVALUE |
|---|
| 2008 | */ |
|---|
| 2009 | /* IS SOUGHT. */ |
|---|
| 2010 | |
|---|
| 2011 | /* R SHOULD BE SPECIFIED AS ZERO ON THE FIRST CALL, AND AS ITS */ |
|---|
| 2012 | /* OUTPUT VALUE FROM THE PREVIOUS CALL ON A SUBSEQUENT CALL. */ |
|---|
| 2013 | /* IT IS USED TO DETERMINE WHEN THE LAST ROW AND COLUMN OF */ |
|---|
| 2014 | /* THE TRANSFORMED BAND MATRIX CAN BE REGARDED AS NEGLIGIBLE. */ |
|---|
| 2015 | |
|---|
| 2016 | /* NV MUST BE SET TO THE DIMENSION OF THE ARRAY PARAMETER RV */ |
|---|
| 2017 | /* AS DECLARED IN THE CALLING PROGRAM DIMENSION STATEMENT. */ |
|---|
| 2018 | |
|---|
| 2019 | /* ON OUTPUT */ |
|---|
| 2020 | |
|---|
| 2021 | /* A CONTAINS THE TRANSFORMED BAND MATRIX. THE MATRIX A+TI */ |
|---|
| 2022 | /* DERIVED FROM THE OUTPUT PARAMETERS IS SIMILAR TO THE */ |
|---|
| 2023 | /* INPUT A+TI TO WITHIN ROUNDING ERRORS. ITS LAST ROW AND */ |
|---|
| 2024 | /* COLUMN ARE NULL (IF IERR IS ZERO). */ |
|---|
| 2025 | |
|---|
| 2026 | /* T CONTAINS THE COMPUTED EIGENVALUE OF A+TI (IF IERR IS ZERO). */ |
|---|
| 2027 | |
|---|
| 2028 | /* R CONTAINS THE MAXIMUM OF ITS INPUT VALUE AND THE NORM OF THE */ |
|---|
| 2029 | /* LAST COLUMN OF THE INPUT MATRIX A. */ |
|---|
| 2030 | |
|---|
| 2031 | /* IERR IS SET TO */ |
|---|
| 2032 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 2033 | /* N IF THE EIGENVALUE HAS NOT BEEN */ |
|---|
| 2034 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 2035 | |
|---|
| 2036 | /* RV IS A TEMPORARY STORAGE ARRAY OF DIMENSION AT LEAST */ |
|---|
| 2037 | /* (2*MB**2+4*MB-3). THE FIRST (3*MB-2) LOCATIONS CORRESPOND */ |
|---|
| 2038 | /* TO THE ALGOL ARRAY B, THE NEXT (2*MB-1) LOCATIONS CORRESPOND |
|---|
| 2039 | */ |
|---|
| 2040 | /* TO THE ALGOL ARRAY H, AND THE FINAL (2*MB**2-MB) LOCATIONS */ |
|---|
| 2041 | /* CORRESPOND TO THE MB BY (2*MB-1) ALGOL ARRAY U. */ |
|---|
| 2042 | |
|---|
| 2043 | /* NOTE. FOR A SUBSEQUENT CALL, N SHOULD BE REPLACED BY N-1, BUT */ |
|---|
| 2044 | /* MB SHOULD NOT BE ALTERED EVEN WHEN IT EXCEEDS THE CURRENT N. */ |
|---|
| 2045 | |
|---|
| 2046 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 2047 | |
|---|
| 2048 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 2049 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 2050 | */ |
|---|
| 2051 | |
|---|
| 2052 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 2053 | |
|---|
| 2054 | /* ------------------------------------------------------------------ |
|---|
| 2055 | */ |
|---|
| 2056 | |
|---|
| 2057 | /* Parameter adjustments */ |
|---|
| 2058 | a_dim1 = *nm; |
|---|
| 2059 | a_offset = a_dim1 + 1; |
|---|
| 2060 | a -= a_offset; |
|---|
| 2061 | --rv; |
|---|
| 2062 | |
|---|
| 2063 | /* Function Body */ |
|---|
| 2064 | *ierr = 0; |
|---|
| 2065 | m1 = min(*mb,*n); |
|---|
| 2066 | m = m1 - 1; |
|---|
| 2067 | m2 = m + m; |
|---|
| 2068 | m21 = m2 + 1; |
|---|
| 2069 | m3 = m21 + m; |
|---|
| 2070 | m31 = m3 + 1; |
|---|
| 2071 | m4 = m31 + m2; |
|---|
| 2072 | mn = m + *n; |
|---|
| 2073 | mz = *mb - m1; |
|---|
| 2074 | its = 0; |
|---|
| 2075 | /* .......... TEST FOR CONVERGENCE .......... */ |
|---|
| 2076 | L40: |
|---|
| 2077 | g = a[*n + *mb * a_dim1]; |
|---|
| 2078 | if (m == 0) { |
|---|
| 2079 | goto L360; |
|---|
| 2080 | } |
|---|
| 2081 | f = 0.; |
|---|
| 2082 | |
|---|
| 2083 | i_1 = m; |
|---|
| 2084 | for (k = 1; k <= i_1; ++k) { |
|---|
| 2085 | mk = k + mz; |
|---|
| 2086 | f += (d_1 = a[*n + mk * a_dim1], abs(d_1)); |
|---|
| 2087 | /* L50: */ |
|---|
| 2088 | } |
|---|
| 2089 | |
|---|
| 2090 | if (its == 0 && f > *r) { |
|---|
| 2091 | *r = f; |
|---|
| 2092 | } |
|---|
| 2093 | tst1 = *r; |
|---|
| 2094 | tst2 = tst1 + f; |
|---|
| 2095 | if (tst2 <= tst1) { |
|---|
| 2096 | goto L360; |
|---|
| 2097 | } |
|---|
| 2098 | if (its == 30) { |
|---|
| 2099 | goto L1000; |
|---|
| 2100 | } |
|---|
| 2101 | ++its; |
|---|
| 2102 | /* .......... FORM SHIFT FROM BOTTOM 2 BY 2 MINOR .......... */ |
|---|
| 2103 | if (f > *r * .25 && its < 5) { |
|---|
| 2104 | goto L90; |
|---|
| 2105 | } |
|---|
| 2106 | f = a[*n + (*mb - 1) * a_dim1]; |
|---|
| 2107 | if (f == 0.) { |
|---|
| 2108 | goto L70; |
|---|
| 2109 | } |
|---|
| 2110 | q = (a[*n - 1 + *mb * a_dim1] - g) / (f * 2.); |
|---|
| 2111 | s = pythag_(&q, &c_b141); |
|---|
| 2112 | g -= f / (q + d_sign(&s, &q)); |
|---|
| 2113 | L70: |
|---|
| 2114 | *t += g; |
|---|
| 2115 | |
|---|
| 2116 | i_1 = *n; |
|---|
| 2117 | for (i = 1; i <= i_1; ++i) { |
|---|
| 2118 | /* L80: */ |
|---|
| 2119 | a[i + *mb * a_dim1] -= g; |
|---|
| 2120 | } |
|---|
| 2121 | |
|---|
| 2122 | L90: |
|---|
| 2123 | i_1 = m4; |
|---|
| 2124 | for (k = m31; k <= i_1; ++k) { |
|---|
| 2125 | /* L100: */ |
|---|
| 2126 | rv[k] = 0.; |
|---|
| 2127 | } |
|---|
| 2128 | |
|---|
| 2129 | i_1 = mn; |
|---|
| 2130 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 2131 | i = ii - m; |
|---|
| 2132 | ni = *n - ii; |
|---|
| 2133 | if (ni < 0) { |
|---|
| 2134 | goto L230; |
|---|
| 2135 | } |
|---|
| 2136 | /* .......... FORM COLUMN OF SHIFTED MATRIX A-G*I .......... */ |
|---|
| 2137 | /* Computing MAX */ |
|---|
| 2138 | i_2 = 1, i_3 = 2 - i; |
|---|
| 2139 | l = max(i_2,i_3); |
|---|
| 2140 | |
|---|
| 2141 | i_2 = m3; |
|---|
| 2142 | for (k = 1; k <= i_2; ++k) { |
|---|
| 2143 | /* L110: */ |
|---|
| 2144 | rv[k] = 0.; |
|---|
| 2145 | } |
|---|
| 2146 | |
|---|
| 2147 | i_2 = m1; |
|---|
| 2148 | for (k = l; k <= i_2; ++k) { |
|---|
| 2149 | km = k + m; |
|---|
| 2150 | mk = k + mz; |
|---|
| 2151 | rv[km] = a[ii + mk * a_dim1]; |
|---|
| 2152 | /* L120: */ |
|---|
| 2153 | } |
|---|
| 2154 | |
|---|
| 2155 | ll = min(m,ni); |
|---|
| 2156 | if (ll == 0) { |
|---|
| 2157 | goto L135; |
|---|
| 2158 | } |
|---|
| 2159 | |
|---|
| 2160 | i_2 = ll; |
|---|
| 2161 | for (k = 1; k <= i_2; ++k) { |
|---|
| 2162 | km = k + m21; |
|---|
| 2163 | ik = ii + k; |
|---|
| 2164 | mk = *mb - k; |
|---|
| 2165 | rv[km] = a[ik + mk * a_dim1]; |
|---|
| 2166 | /* L130: */ |
|---|
| 2167 | } |
|---|
| 2168 | /* .......... PRE-MULTIPLY WITH HOUSEHOLDER REFLECTIONS .......... |
|---|
| 2169 | */ |
|---|
| 2170 | L135: |
|---|
| 2171 | ll = m2; |
|---|
| 2172 | imult = 0; |
|---|
| 2173 | /* .......... MULTIPLICATION PROCEDURE .......... */ |
|---|
| 2174 | L140: |
|---|
| 2175 | kj = m4 - m1; |
|---|
| 2176 | |
|---|
| 2177 | i_2 = ll; |
|---|
| 2178 | for (j = 1; j <= i_2; ++j) { |
|---|
| 2179 | kj += m1; |
|---|
| 2180 | jm = j + m3; |
|---|
| 2181 | if (rv[jm] == 0.) { |
|---|
| 2182 | goto L170; |
|---|
| 2183 | } |
|---|
| 2184 | f = 0.; |
|---|
| 2185 | |
|---|
| 2186 | i_3 = m1; |
|---|
| 2187 | for (k = 1; k <= i_3; ++k) { |
|---|
| 2188 | ++kj; |
|---|
| 2189 | jk = j + k - 1; |
|---|
| 2190 | f += rv[kj] * rv[jk]; |
|---|
| 2191 | /* L150: */ |
|---|
| 2192 | } |
|---|
| 2193 | |
|---|
| 2194 | f /= rv[jm]; |
|---|
| 2195 | kj -= m1; |
|---|
| 2196 | |
|---|
| 2197 | i_3 = m1; |
|---|
| 2198 | for (k = 1; k <= i_3; ++k) { |
|---|
| 2199 | ++kj; |
|---|
| 2200 | jk = j + k - 1; |
|---|
| 2201 | rv[jk] -= rv[kj] * f; |
|---|
| 2202 | /* L160: */ |
|---|
| 2203 | } |
|---|
| 2204 | |
|---|
| 2205 | kj -= m1; |
|---|
| 2206 | L170: |
|---|
| 2207 | ; |
|---|
| 2208 | } |
|---|
| 2209 | |
|---|
| 2210 | if (imult != 0) { |
|---|
| 2211 | goto L280; |
|---|
| 2212 | } |
|---|
| 2213 | /* .......... HOUSEHOLDER REFLECTION .......... */ |
|---|
| 2214 | f = rv[m21]; |
|---|
| 2215 | s = 0.; |
|---|
| 2216 | rv[m4] = 0.; |
|---|
| 2217 | scale = 0.; |
|---|
| 2218 | |
|---|
| 2219 | i_2 = m3; |
|---|
| 2220 | for (k = m21; k <= i_2; ++k) { |
|---|
| 2221 | /* L180: */ |
|---|
| 2222 | scale += (d_1 = rv[k], abs(d_1)); |
|---|
| 2223 | } |
|---|
| 2224 | |
|---|
| 2225 | if (scale == 0.) { |
|---|
| 2226 | goto L210; |
|---|
| 2227 | } |
|---|
| 2228 | |
|---|
| 2229 | i_2 = m3; |
|---|
| 2230 | for (k = m21; k <= i_2; ++k) { |
|---|
| 2231 | /* L190: */ |
|---|
| 2232 | /* Computing 2nd power */ |
|---|
| 2233 | d_1 = rv[k] / scale; |
|---|
| 2234 | s += d_1 * d_1; |
|---|
| 2235 | } |
|---|
| 2236 | |
|---|
| 2237 | s = scale * scale * s; |
|---|
| 2238 | d_1 = sqrt(s); |
|---|
| 2239 | g = -d_sign(&d_1, &f); |
|---|
| 2240 | rv[m21] = g; |
|---|
| 2241 | rv[m4] = s - f * g; |
|---|
| 2242 | kj = m4 + m2 * m1 + 1; |
|---|
| 2243 | rv[kj] = f - g; |
|---|
| 2244 | |
|---|
| 2245 | i_2 = m1; |
|---|
| 2246 | for (k = 2; k <= i_2; ++k) { |
|---|
| 2247 | ++kj; |
|---|
| 2248 | km = k + m2; |
|---|
| 2249 | rv[kj] = rv[km]; |
|---|
| 2250 | /* L200: */ |
|---|
| 2251 | } |
|---|
| 2252 | /* .......... SAVE COLUMN OF TRIANGULAR FACTOR R .......... */ |
|---|
| 2253 | L210: |
|---|
| 2254 | i_2 = m1; |
|---|
| 2255 | for (k = l; k <= i_2; ++k) { |
|---|
| 2256 | km = k + m; |
|---|
| 2257 | mk = k + mz; |
|---|
| 2258 | a[ii + mk * a_dim1] = rv[km]; |
|---|
| 2259 | /* L220: */ |
|---|
| 2260 | } |
|---|
| 2261 | |
|---|
| 2262 | L230: |
|---|
| 2263 | /* Computing MAX */ |
|---|
| 2264 | i_2 = 1, i_3 = m1 + 1 - i; |
|---|
| 2265 | l = max(i_2,i_3); |
|---|
| 2266 | if (i <= 0) { |
|---|
| 2267 | goto L300; |
|---|
| 2268 | } |
|---|
| 2269 | /* .......... PERFORM ADDITIONAL STEPS .......... */ |
|---|
| 2270 | i_2 = m21; |
|---|
| 2271 | for (k = 1; k <= i_2; ++k) { |
|---|
| 2272 | /* L240: */ |
|---|
| 2273 | rv[k] = 0.; |
|---|
| 2274 | } |
|---|
| 2275 | |
|---|
| 2276 | /* Computing MIN */ |
|---|
| 2277 | i_2 = m1, i_3 = ni + m1; |
|---|
| 2278 | ll = min(i_2,i_3); |
|---|
| 2279 | /* .......... GET ROW OF TRIANGULAR FACTOR R .......... */ |
|---|
| 2280 | i_2 = ll; |
|---|
| 2281 | for (kk = 1; kk <= i_2; ++kk) { |
|---|
| 2282 | k = kk - 1; |
|---|
| 2283 | km = k + m1; |
|---|
| 2284 | ik = i + k; |
|---|
| 2285 | mk = *mb - k; |
|---|
| 2286 | rv[km] = a[ik + mk * a_dim1]; |
|---|
| 2287 | /* L250: */ |
|---|
| 2288 | } |
|---|
| 2289 | /* .......... POST-MULTIPLY WITH HOUSEHOLDER REFLECTIONS ......... |
|---|
| 2290 | . */ |
|---|
| 2291 | ll = m1; |
|---|
| 2292 | imult = 1; |
|---|
| 2293 | goto L140; |
|---|
| 2294 | /* .......... STORE COLUMN OF NEW A MATRIX .......... */ |
|---|
| 2295 | L280: |
|---|
| 2296 | i_2 = m1; |
|---|
| 2297 | for (k = l; k <= i_2; ++k) { |
|---|
| 2298 | mk = k + mz; |
|---|
| 2299 | a[i + mk * a_dim1] = rv[k]; |
|---|
| 2300 | /* L290: */ |
|---|
| 2301 | } |
|---|
| 2302 | /* .......... UPDATE HOUSEHOLDER REFLECTIONS .......... */ |
|---|
| 2303 | L300: |
|---|
| 2304 | if (l > 1) { |
|---|
| 2305 | --l; |
|---|
| 2306 | } |
|---|
| 2307 | kj1 = m4 + l * m1; |
|---|
| 2308 | |
|---|
| 2309 | i_2 = m2; |
|---|
| 2310 | for (j = l; j <= i_2; ++j) { |
|---|
| 2311 | jm = j + m3; |
|---|
| 2312 | rv[jm] = rv[jm + 1]; |
|---|
| 2313 | |
|---|
| 2314 | i_3 = m1; |
|---|
| 2315 | for (k = 1; k <= i_3; ++k) { |
|---|
| 2316 | ++kj1; |
|---|
| 2317 | kj = kj1 - m1; |
|---|
| 2318 | rv[kj] = rv[kj1]; |
|---|
| 2319 | /* L320: */ |
|---|
| 2320 | } |
|---|
| 2321 | } |
|---|
| 2322 | |
|---|
| 2323 | /* L350: */ |
|---|
| 2324 | } |
|---|
| 2325 | |
|---|
| 2326 | goto L40; |
|---|
| 2327 | /* .......... CONVERGENCE .......... */ |
|---|
| 2328 | L360: |
|---|
| 2329 | *t += g; |
|---|
| 2330 | |
|---|
| 2331 | i_1 = *n; |
|---|
| 2332 | for (i = 1; i <= i_1; ++i) { |
|---|
| 2333 | /* L380: */ |
|---|
| 2334 | a[i + *mb * a_dim1] -= g; |
|---|
| 2335 | } |
|---|
| 2336 | |
|---|
| 2337 | i_1 = m1; |
|---|
| 2338 | for (k = 1; k <= i_1; ++k) { |
|---|
| 2339 | mk = k + mz; |
|---|
| 2340 | a[*n + mk * a_dim1] = 0.; |
|---|
| 2341 | /* L400: */ |
|---|
| 2342 | } |
|---|
| 2343 | |
|---|
| 2344 | goto L1001; |
|---|
| 2345 | /* .......... SET ERROR -- NO CONVERGENCE TO */ |
|---|
| 2346 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 2347 | L1000: |
|---|
| 2348 | *ierr = *n; |
|---|
| 2349 | L1001: |
|---|
| 2350 | return 0; |
|---|
| 2351 | } /* bqr_ */ |
|---|
| 2352 | |
|---|
| 2353 | /* Subroutine */ int cbabk2_(integer *nm, integer *n, integer *low, integer * |
|---|
| 2354 | igh, doublereal *scale, integer *m, doublereal *zr, doublereal *zi) |
|---|
| 2355 | { |
|---|
| 2356 | /* System generated locals */ |
|---|
| 2357 | integer zr_dim1, zr_offset, zi_dim1, zi_offset, i_1, i_2; |
|---|
| 2358 | |
|---|
| 2359 | /* Local variables */ |
|---|
| 2360 | static integer i, j, k; |
|---|
| 2361 | static doublereal s; |
|---|
| 2362 | static integer ii; |
|---|
| 2363 | |
|---|
| 2364 | |
|---|
| 2365 | |
|---|
| 2366 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE */ |
|---|
| 2367 | /* CBABK2, WHICH IS A COMPLEX VERSION OF BALBAK, */ |
|---|
| 2368 | /* NUM. MATH. 13, 293-304(1969) BY PARLETT AND REINSCH. */ |
|---|
| 2369 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 315-326(1971). */ |
|---|
| 2370 | |
|---|
| 2371 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A COMPLEX GENERAL */ |
|---|
| 2372 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 2373 | /* BALANCED MATRIX DETERMINED BY CBAL. */ |
|---|
| 2374 | |
|---|
| 2375 | /* ON INPUT */ |
|---|
| 2376 | |
|---|
| 2377 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 2378 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 2379 | /* DIMENSION STATEMENT. */ |
|---|
| 2380 | |
|---|
| 2381 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 2382 | |
|---|
| 2383 | /* LOW AND IGH ARE INTEGERS DETERMINED BY CBAL. */ |
|---|
| 2384 | |
|---|
| 2385 | /* SCALE CONTAINS INFORMATION DETERMINING THE PERMUTATIONS */ |
|---|
| 2386 | /* AND SCALING FACTORS USED BY CBAL. */ |
|---|
| 2387 | |
|---|
| 2388 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 2389 | |
|---|
| 2390 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2391 | /* RESPECTIVELY, OF THE EIGENVECTORS TO BE */ |
|---|
| 2392 | /* BACK TRANSFORMED IN THEIR FIRST M COLUMNS. */ |
|---|
| 2393 | |
|---|
| 2394 | /* ON OUTPUT */ |
|---|
| 2395 | |
|---|
| 2396 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2397 | /* RESPECTIVELY, OF THE TRANSFORMED EIGENVECTORS */ |
|---|
| 2398 | /* IN THEIR FIRST M COLUMNS. */ |
|---|
| 2399 | |
|---|
| 2400 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 2401 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 2402 | */ |
|---|
| 2403 | |
|---|
| 2404 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 2405 | |
|---|
| 2406 | /* ------------------------------------------------------------------ |
|---|
| 2407 | */ |
|---|
| 2408 | |
|---|
| 2409 | /* Parameter adjustments */ |
|---|
| 2410 | --scale; |
|---|
| 2411 | zi_dim1 = *nm; |
|---|
| 2412 | zi_offset = zi_dim1 + 1; |
|---|
| 2413 | zi -= zi_offset; |
|---|
| 2414 | zr_dim1 = *nm; |
|---|
| 2415 | zr_offset = zr_dim1 + 1; |
|---|
| 2416 | zr -= zr_offset; |
|---|
| 2417 | |
|---|
| 2418 | /* Function Body */ |
|---|
| 2419 | if (*m == 0) { |
|---|
| 2420 | goto L200; |
|---|
| 2421 | } |
|---|
| 2422 | if (*igh == *low) { |
|---|
| 2423 | goto L120; |
|---|
| 2424 | } |
|---|
| 2425 | |
|---|
| 2426 | i_1 = *igh; |
|---|
| 2427 | for (i = *low; i <= i_1; ++i) { |
|---|
| 2428 | s = scale[i]; |
|---|
| 2429 | /* .......... LEFT HAND EIGENVECTORS ARE BACK TRANSFORMED */ |
|---|
| 2430 | /* IF THE FOREGOING STATEMENT IS REPLACED BY */ |
|---|
| 2431 | /* S=1.0D0/SCALE(I). .......... */ |
|---|
| 2432 | i_2 = *m; |
|---|
| 2433 | for (j = 1; j <= i_2; ++j) { |
|---|
| 2434 | zr[i + j * zr_dim1] *= s; |
|---|
| 2435 | zi[i + j * zi_dim1] *= s; |
|---|
| 2436 | /* L100: */ |
|---|
| 2437 | } |
|---|
| 2438 | |
|---|
| 2439 | /* L110: */ |
|---|
| 2440 | } |
|---|
| 2441 | /* .......... FOR I=LOW-1 STEP -1 UNTIL 1, */ |
|---|
| 2442 | /* IGH+1 STEP 1 UNTIL N DO -- .......... */ |
|---|
| 2443 | L120: |
|---|
| 2444 | i_1 = *n; |
|---|
| 2445 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 2446 | i = ii; |
|---|
| 2447 | if (i >= *low && i <= *igh) { |
|---|
| 2448 | goto L140; |
|---|
| 2449 | } |
|---|
| 2450 | if (i < *low) { |
|---|
| 2451 | i = *low - ii; |
|---|
| 2452 | } |
|---|
| 2453 | k = (integer) scale[i]; |
|---|
| 2454 | if (k == i) { |
|---|
| 2455 | goto L140; |
|---|
| 2456 | } |
|---|
| 2457 | |
|---|
| 2458 | i_2 = *m; |
|---|
| 2459 | for (j = 1; j <= i_2; ++j) { |
|---|
| 2460 | s = zr[i + j * zr_dim1]; |
|---|
| 2461 | zr[i + j * zr_dim1] = zr[k + j * zr_dim1]; |
|---|
| 2462 | zr[k + j * zr_dim1] = s; |
|---|
| 2463 | s = zi[i + j * zi_dim1]; |
|---|
| 2464 | zi[i + j * zi_dim1] = zi[k + j * zi_dim1]; |
|---|
| 2465 | zi[k + j * zi_dim1] = s; |
|---|
| 2466 | /* L130: */ |
|---|
| 2467 | } |
|---|
| 2468 | |
|---|
| 2469 | L140: |
|---|
| 2470 | ; |
|---|
| 2471 | } |
|---|
| 2472 | |
|---|
| 2473 | L200: |
|---|
| 2474 | return 0; |
|---|
| 2475 | } /* cbabk2_ */ |
|---|
| 2476 | |
|---|
| 2477 | /* Subroutine */ int cbal_(integer *nm, integer *n, doublereal *ar, |
|---|
| 2478 | doublereal *ai, integer *low, integer *igh, doublereal *scale) |
|---|
| 2479 | { |
|---|
| 2480 | /* System generated locals */ |
|---|
| 2481 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, i_1, i_2; |
|---|
| 2482 | doublereal d_1, d_2; |
|---|
| 2483 | |
|---|
| 2484 | /* Local variables */ |
|---|
| 2485 | static integer iexc; |
|---|
| 2486 | static doublereal c, f, g; |
|---|
| 2487 | static integer i, j, k, l, m; |
|---|
| 2488 | static doublereal r, s, radix, b2; |
|---|
| 2489 | static integer jj; |
|---|
| 2490 | static logical noconv; |
|---|
| 2491 | |
|---|
| 2492 | |
|---|
| 2493 | |
|---|
| 2494 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE */ |
|---|
| 2495 | /* CBALANCE, WHICH IS A COMPLEX VERSION OF BALANCE, */ |
|---|
| 2496 | /* NUM. MATH. 13, 293-304(1969) BY PARLETT AND REINSCH. */ |
|---|
| 2497 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 315-326(1971). */ |
|---|
| 2498 | |
|---|
| 2499 | /* THIS SUBROUTINE BALANCES A COMPLEX MATRIX AND ISOLATES */ |
|---|
| 2500 | /* EIGENVALUES WHENEVER POSSIBLE. */ |
|---|
| 2501 | |
|---|
| 2502 | /* ON INPUT */ |
|---|
| 2503 | |
|---|
| 2504 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 2505 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 2506 | /* DIMENSION STATEMENT. */ |
|---|
| 2507 | |
|---|
| 2508 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 2509 | |
|---|
| 2510 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2511 | /* RESPECTIVELY, OF THE COMPLEX MATRIX TO BE BALANCED. */ |
|---|
| 2512 | |
|---|
| 2513 | /* ON OUTPUT */ |
|---|
| 2514 | |
|---|
| 2515 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2516 | /* RESPECTIVELY, OF THE BALANCED MATRIX. */ |
|---|
| 2517 | |
|---|
| 2518 | /* LOW AND IGH ARE TWO INTEGERS SUCH THAT AR(I,J) AND AI(I,J) */ |
|---|
| 2519 | /* ARE EQUAL TO ZERO IF */ |
|---|
| 2520 | /* (1) I IS GREATER THAN J AND */ |
|---|
| 2521 | /* (2) J=1,...,LOW-1 OR I=IGH+1,...,N. */ |
|---|
| 2522 | |
|---|
| 2523 | /* SCALE CONTAINS INFORMATION DETERMINING THE */ |
|---|
| 2524 | /* PERMUTATIONS AND SCALING FACTORS USED. */ |
|---|
| 2525 | |
|---|
| 2526 | /* SUPPOSE THAT THE PRINCIPAL SUBMATRIX IN ROWS LOW THROUGH IGH */ |
|---|
| 2527 | /* HAS BEEN BALANCED, THAT P(J) DENOTES THE INDEX INTERCHANGED */ |
|---|
| 2528 | /* WITH J DURING THE PERMUTATION STEP, AND THAT THE ELEMENTS */ |
|---|
| 2529 | /* OF THE DIAGONAL MATRIX USED ARE DENOTED BY D(I,J). THEN */ |
|---|
| 2530 | /* SCALE(J) = P(J), FOR J = 1,...,LOW-1 */ |
|---|
| 2531 | /* = D(J,J) J = LOW,...,IGH */ |
|---|
| 2532 | /* = P(J) J = IGH+1,...,N. */ |
|---|
| 2533 | /* THE ORDER IN WHICH THE INTERCHANGES ARE MADE IS N TO IGH+1, */ |
|---|
| 2534 | /* THEN 1 TO LOW-1. */ |
|---|
| 2535 | |
|---|
| 2536 | /* NOTE THAT 1 IS RETURNED FOR IGH IF IGH IS ZERO FORMALLY. */ |
|---|
| 2537 | |
|---|
| 2538 | /* THE ALGOL PROCEDURE EXC CONTAINED IN CBALANCE APPEARS IN */ |
|---|
| 2539 | /* CBAL IN LINE. (NOTE THAT THE ALGOL ROLES OF IDENTIFIERS */ |
|---|
| 2540 | /* K,L HAVE BEEN REVERSED.) */ |
|---|
| 2541 | |
|---|
| 2542 | /* ARITHMETIC IS REAL THROUGHOUT. */ |
|---|
| 2543 | |
|---|
| 2544 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 2545 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 2546 | */ |
|---|
| 2547 | |
|---|
| 2548 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 2549 | |
|---|
| 2550 | /* ------------------------------------------------------------------ |
|---|
| 2551 | */ |
|---|
| 2552 | |
|---|
| 2553 | /* Parameter adjustments */ |
|---|
| 2554 | --scale; |
|---|
| 2555 | ai_dim1 = *nm; |
|---|
| 2556 | ai_offset = ai_dim1 + 1; |
|---|
| 2557 | ai -= ai_offset; |
|---|
| 2558 | ar_dim1 = *nm; |
|---|
| 2559 | ar_offset = ar_dim1 + 1; |
|---|
| 2560 | ar -= ar_offset; |
|---|
| 2561 | |
|---|
| 2562 | /* Function Body */ |
|---|
| 2563 | radix = 16.; |
|---|
| 2564 | |
|---|
| 2565 | b2 = radix * radix; |
|---|
| 2566 | k = 1; |
|---|
| 2567 | l = *n; |
|---|
| 2568 | goto L100; |
|---|
| 2569 | /* .......... IN-LINE PROCEDURE FOR ROW AND */ |
|---|
| 2570 | /* COLUMN EXCHANGE .......... */ |
|---|
| 2571 | L20: |
|---|
| 2572 | scale[m] = (doublereal) j; |
|---|
| 2573 | if (j == m) { |
|---|
| 2574 | goto L50; |
|---|
| 2575 | } |
|---|
| 2576 | |
|---|
| 2577 | i_1 = l; |
|---|
| 2578 | for (i = 1; i <= i_1; ++i) { |
|---|
| 2579 | f = ar[i + j * ar_dim1]; |
|---|
| 2580 | ar[i + j * ar_dim1] = ar[i + m * ar_dim1]; |
|---|
| 2581 | ar[i + m * ar_dim1] = f; |
|---|
| 2582 | f = ai[i + j * ai_dim1]; |
|---|
| 2583 | ai[i + j * ai_dim1] = ai[i + m * ai_dim1]; |
|---|
| 2584 | ai[i + m * ai_dim1] = f; |
|---|
| 2585 | /* L30: */ |
|---|
| 2586 | } |
|---|
| 2587 | |
|---|
| 2588 | i_1 = *n; |
|---|
| 2589 | for (i = k; i <= i_1; ++i) { |
|---|
| 2590 | f = ar[j + i * ar_dim1]; |
|---|
| 2591 | ar[j + i * ar_dim1] = ar[m + i * ar_dim1]; |
|---|
| 2592 | ar[m + i * ar_dim1] = f; |
|---|
| 2593 | f = ai[j + i * ai_dim1]; |
|---|
| 2594 | ai[j + i * ai_dim1] = ai[m + i * ai_dim1]; |
|---|
| 2595 | ai[m + i * ai_dim1] = f; |
|---|
| 2596 | /* L40: */ |
|---|
| 2597 | } |
|---|
| 2598 | |
|---|
| 2599 | L50: |
|---|
| 2600 | switch (iexc) { |
|---|
| 2601 | case 1: goto L80; |
|---|
| 2602 | case 2: goto L130; |
|---|
| 2603 | } |
|---|
| 2604 | /* .......... SEARCH FOR ROWS ISOLATING AN EIGENVALUE */ |
|---|
| 2605 | /* AND PUSH THEM DOWN .......... */ |
|---|
| 2606 | L80: |
|---|
| 2607 | if (l == 1) { |
|---|
| 2608 | goto L280; |
|---|
| 2609 | } |
|---|
| 2610 | --l; |
|---|
| 2611 | /* .......... FOR J=L STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 2612 | L100: |
|---|
| 2613 | i_1 = l; |
|---|
| 2614 | for (jj = 1; jj <= i_1; ++jj) { |
|---|
| 2615 | j = l + 1 - jj; |
|---|
| 2616 | |
|---|
| 2617 | i_2 = l; |
|---|
| 2618 | for (i = 1; i <= i_2; ++i) { |
|---|
| 2619 | if (i == j) { |
|---|
| 2620 | goto L110; |
|---|
| 2621 | } |
|---|
| 2622 | if (ar[j + i * ar_dim1] != 0. || ai[j + i * ai_dim1] != 0.) { |
|---|
| 2623 | goto L120; |
|---|
| 2624 | } |
|---|
| 2625 | L110: |
|---|
| 2626 | ; |
|---|
| 2627 | } |
|---|
| 2628 | |
|---|
| 2629 | m = l; |
|---|
| 2630 | iexc = 1; |
|---|
| 2631 | goto L20; |
|---|
| 2632 | L120: |
|---|
| 2633 | ; |
|---|
| 2634 | } |
|---|
| 2635 | |
|---|
| 2636 | goto L140; |
|---|
| 2637 | /* .......... SEARCH FOR COLUMNS ISOLATING AN EIGENVALUE */ |
|---|
| 2638 | /* AND PUSH THEM LEFT .......... */ |
|---|
| 2639 | L130: |
|---|
| 2640 | ++k; |
|---|
| 2641 | |
|---|
| 2642 | L140: |
|---|
| 2643 | i_1 = l; |
|---|
| 2644 | for (j = k; j <= i_1; ++j) { |
|---|
| 2645 | |
|---|
| 2646 | i_2 = l; |
|---|
| 2647 | for (i = k; i <= i_2; ++i) { |
|---|
| 2648 | if (i == j) { |
|---|
| 2649 | goto L150; |
|---|
| 2650 | } |
|---|
| 2651 | if (ar[i + j * ar_dim1] != 0. || ai[i + j * ai_dim1] != 0.) { |
|---|
| 2652 | goto L170; |
|---|
| 2653 | } |
|---|
| 2654 | L150: |
|---|
| 2655 | ; |
|---|
| 2656 | } |
|---|
| 2657 | |
|---|
| 2658 | m = k; |
|---|
| 2659 | iexc = 2; |
|---|
| 2660 | goto L20; |
|---|
| 2661 | L170: |
|---|
| 2662 | ; |
|---|
| 2663 | } |
|---|
| 2664 | /* .......... NOW BALANCE THE SUBMATRIX IN ROWS K TO L .......... */ |
|---|
| 2665 | i_1 = l; |
|---|
| 2666 | for (i = k; i <= i_1; ++i) { |
|---|
| 2667 | /* L180: */ |
|---|
| 2668 | scale[i] = 1.; |
|---|
| 2669 | } |
|---|
| 2670 | /* .......... ITERATIVE LOOP FOR NORM REDUCTION .......... */ |
|---|
| 2671 | L190: |
|---|
| 2672 | noconv = FALSE_; |
|---|
| 2673 | |
|---|
| 2674 | i_1 = l; |
|---|
| 2675 | for (i = k; i <= i_1; ++i) { |
|---|
| 2676 | c = 0.; |
|---|
| 2677 | r = 0.; |
|---|
| 2678 | |
|---|
| 2679 | i_2 = l; |
|---|
| 2680 | for (j = k; j <= i_2; ++j) { |
|---|
| 2681 | if (j == i) { |
|---|
| 2682 | goto L200; |
|---|
| 2683 | } |
|---|
| 2684 | c = c + (d_1 = ar[j + i * ar_dim1], abs(d_1)) + (d_2 = ai[j + |
|---|
| 2685 | i * ai_dim1], abs(d_2)); |
|---|
| 2686 | r = r + (d_1 = ar[i + j * ar_dim1], abs(d_1)) + (d_2 = ai[i + |
|---|
| 2687 | j * ai_dim1], abs(d_2)); |
|---|
| 2688 | L200: |
|---|
| 2689 | ; |
|---|
| 2690 | } |
|---|
| 2691 | /* .......... GUARD AGAINST ZERO C OR R DUE TO UNDERFLOW ......... |
|---|
| 2692 | . */ |
|---|
| 2693 | if (c == 0. || r == 0.) { |
|---|
| 2694 | goto L270; |
|---|
| 2695 | } |
|---|
| 2696 | g = r / radix; |
|---|
| 2697 | f = 1.; |
|---|
| 2698 | s = c + r; |
|---|
| 2699 | L210: |
|---|
| 2700 | if (c >= g) { |
|---|
| 2701 | goto L220; |
|---|
| 2702 | } |
|---|
| 2703 | f *= radix; |
|---|
| 2704 | c *= b2; |
|---|
| 2705 | goto L210; |
|---|
| 2706 | L220: |
|---|
| 2707 | g = r * radix; |
|---|
| 2708 | L230: |
|---|
| 2709 | if (c < g) { |
|---|
| 2710 | goto L240; |
|---|
| 2711 | } |
|---|
| 2712 | f /= radix; |
|---|
| 2713 | c /= b2; |
|---|
| 2714 | goto L230; |
|---|
| 2715 | /* .......... NOW BALANCE .......... */ |
|---|
| 2716 | L240: |
|---|
| 2717 | if ((c + r) / f >= s * .95) { |
|---|
| 2718 | goto L270; |
|---|
| 2719 | } |
|---|
| 2720 | g = 1. / f; |
|---|
| 2721 | scale[i] *= f; |
|---|
| 2722 | noconv = TRUE_; |
|---|
| 2723 | |
|---|
| 2724 | i_2 = *n; |
|---|
| 2725 | for (j = k; j <= i_2; ++j) { |
|---|
| 2726 | ar[i + j * ar_dim1] *= g; |
|---|
| 2727 | ai[i + j * ai_dim1] *= g; |
|---|
| 2728 | /* L250: */ |
|---|
| 2729 | } |
|---|
| 2730 | |
|---|
| 2731 | i_2 = l; |
|---|
| 2732 | for (j = 1; j <= i_2; ++j) { |
|---|
| 2733 | ar[j + i * ar_dim1] *= f; |
|---|
| 2734 | ai[j + i * ai_dim1] *= f; |
|---|
| 2735 | /* L260: */ |
|---|
| 2736 | } |
|---|
| 2737 | |
|---|
| 2738 | L270: |
|---|
| 2739 | ; |
|---|
| 2740 | } |
|---|
| 2741 | |
|---|
| 2742 | if (noconv) { |
|---|
| 2743 | goto L190; |
|---|
| 2744 | } |
|---|
| 2745 | |
|---|
| 2746 | L280: |
|---|
| 2747 | *low = k; |
|---|
| 2748 | *igh = l; |
|---|
| 2749 | return 0; |
|---|
| 2750 | } /* cbal_ */ |
|---|
| 2751 | |
|---|
| 2752 | /* Subroutine */ int cg_(integer *nm, integer *n, doublereal *ar, doublereal * |
|---|
| 2753 | ai, doublereal *wr, doublereal *wi, integer *matz, doublereal *zr, |
|---|
| 2754 | doublereal *zi, doublereal *fv1, doublereal *fv2, doublereal *fv3, |
|---|
| 2755 | integer *ierr) |
|---|
| 2756 | { |
|---|
| 2757 | /* System generated locals */ |
|---|
| 2758 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, zr_dim1, zr_offset, |
|---|
| 2759 | zi_dim1, zi_offset; |
|---|
| 2760 | |
|---|
| 2761 | /* Local variables */ |
|---|
| 2762 | extern /* Subroutine */ int cbal_(integer *, integer *, doublereal *, |
|---|
| 2763 | doublereal *, integer *, integer *, doublereal *), corth_(integer |
|---|
| 2764 | *, integer *, integer *, integer *, doublereal *, doublereal *, |
|---|
| 2765 | doublereal *, doublereal *), comqr_(integer *, integer *, integer |
|---|
| 2766 | *, integer *, doublereal *, doublereal *, doublereal *, |
|---|
| 2767 | doublereal *, integer *), cbabk2_(integer *, integer *, integer *, |
|---|
| 2768 | integer *, doublereal *, integer *, doublereal *, doublereal *), |
|---|
| 2769 | comqr2_(integer *, integer *, integer *, integer *, doublereal *, |
|---|
| 2770 | doublereal *, doublereal *, doublereal *, doublereal *, |
|---|
| 2771 | doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 2772 | static integer is1, is2; |
|---|
| 2773 | |
|---|
| 2774 | |
|---|
| 2775 | |
|---|
| 2776 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 2777 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 2778 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 2779 | /* OF A COMPLEX GENERAL MATRIX. */ |
|---|
| 2780 | |
|---|
| 2781 | /* ON INPUT */ |
|---|
| 2782 | |
|---|
| 2783 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 2784 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 2785 | /* DIMENSION STATEMENT. */ |
|---|
| 2786 | |
|---|
| 2787 | /* N IS THE ORDER OF THE MATRIX A=(AR,AI). */ |
|---|
| 2788 | |
|---|
| 2789 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2790 | /* RESPECTIVELY, OF THE COMPLEX GENERAL MATRIX. */ |
|---|
| 2791 | |
|---|
| 2792 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 2793 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 2794 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 2795 | |
|---|
| 2796 | /* ON OUTPUT */ |
|---|
| 2797 | |
|---|
| 2798 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2799 | /* RESPECTIVELY, OF THE EIGENVALUES. */ |
|---|
| 2800 | |
|---|
| 2801 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2802 | /* RESPECTIVELY, OF THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 2803 | |
|---|
| 2804 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 2805 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR COMQR */ |
|---|
| 2806 | /* AND COMQR2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 2807 | |
|---|
| 2808 | /* FV1, FV2, AND FV3 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 2809 | |
|---|
| 2810 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 2811 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 2812 | */ |
|---|
| 2813 | |
|---|
| 2814 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 2815 | |
|---|
| 2816 | /* ------------------------------------------------------------------ |
|---|
| 2817 | */ |
|---|
| 2818 | |
|---|
| 2819 | /* Parameter adjustments */ |
|---|
| 2820 | --fv3; |
|---|
| 2821 | --fv2; |
|---|
| 2822 | --fv1; |
|---|
| 2823 | zi_dim1 = *nm; |
|---|
| 2824 | zi_offset = zi_dim1 + 1; |
|---|
| 2825 | zi -= zi_offset; |
|---|
| 2826 | zr_dim1 = *nm; |
|---|
| 2827 | zr_offset = zr_dim1 + 1; |
|---|
| 2828 | zr -= zr_offset; |
|---|
| 2829 | --wi; |
|---|
| 2830 | --wr; |
|---|
| 2831 | ai_dim1 = *nm; |
|---|
| 2832 | ai_offset = ai_dim1 + 1; |
|---|
| 2833 | ai -= ai_offset; |
|---|
| 2834 | ar_dim1 = *nm; |
|---|
| 2835 | ar_offset = ar_dim1 + 1; |
|---|
| 2836 | ar -= ar_offset; |
|---|
| 2837 | |
|---|
| 2838 | /* Function Body */ |
|---|
| 2839 | if (*n <= *nm) { |
|---|
| 2840 | goto L10; |
|---|
| 2841 | } |
|---|
| 2842 | *ierr = *n * 10; |
|---|
| 2843 | goto L50; |
|---|
| 2844 | |
|---|
| 2845 | L10: |
|---|
| 2846 | cbal_(nm, n, &ar[ar_offset], &ai[ai_offset], &is1, &is2, &fv1[1]); |
|---|
| 2847 | corth_(nm, n, &is1, &is2, &ar[ar_offset], &ai[ai_offset], &fv2[1], &fv3[1] |
|---|
| 2848 | ); |
|---|
| 2849 | if (*matz != 0) { |
|---|
| 2850 | goto L20; |
|---|
| 2851 | } |
|---|
| 2852 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 2853 | comqr_(nm, n, &is1, &is2, &ar[ar_offset], &ai[ai_offset], &wr[1], &wi[1], |
|---|
| 2854 | ierr); |
|---|
| 2855 | goto L50; |
|---|
| 2856 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 2857 | L20: |
|---|
| 2858 | comqr2_(nm, n, &is1, &is2, &fv2[1], &fv3[1], &ar[ar_offset], &ai[ |
|---|
| 2859 | ai_offset], &wr[1], &wi[1], &zr[zr_offset], &zi[zi_offset], ierr); |
|---|
| 2860 | if (*ierr != 0) { |
|---|
| 2861 | goto L50; |
|---|
| 2862 | } |
|---|
| 2863 | cbabk2_(nm, n, &is1, &is2, &fv1[1], n, &zr[zr_offset], &zi[zi_offset]); |
|---|
| 2864 | L50: |
|---|
| 2865 | return 0; |
|---|
| 2866 | } /* cg_ */ |
|---|
| 2867 | |
|---|
| 2868 | /* Subroutine */ int ch_(integer *nm, integer *n, doublereal *ar, doublereal * |
|---|
| 2869 | ai, doublereal *w, integer *matz, doublereal *zr, doublereal *zi, |
|---|
| 2870 | doublereal *fv1, doublereal *fv2, doublereal *fm1, integer *ierr) |
|---|
| 2871 | { |
|---|
| 2872 | /* System generated locals */ |
|---|
| 2873 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, zr_dim1, zr_offset, |
|---|
| 2874 | zi_dim1, zi_offset, i_1, i_2; |
|---|
| 2875 | |
|---|
| 2876 | /* Local variables */ |
|---|
| 2877 | static integer i, j; |
|---|
| 2878 | extern /* Subroutine */ int htridi_(integer *, integer *, doublereal *, |
|---|
| 2879 | doublereal *, doublereal *, doublereal *, doublereal *, |
|---|
| 2880 | doublereal *), htribk_(integer *, integer *, doublereal *, |
|---|
| 2881 | doublereal *, doublereal *, integer *, doublereal *, doublereal *) |
|---|
| 2882 | , tqlrat_(integer *, doublereal *, doublereal *, integer *), |
|---|
| 2883 | tql2_(integer *, integer *, doublereal *, doublereal *, |
|---|
| 2884 | doublereal *, integer *); |
|---|
| 2885 | |
|---|
| 2886 | |
|---|
| 2887 | |
|---|
| 2888 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 2889 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 2890 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 2891 | /* OF A COMPLEX HERMITIAN MATRIX. */ |
|---|
| 2892 | |
|---|
| 2893 | /* ON INPUT */ |
|---|
| 2894 | |
|---|
| 2895 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 2896 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 2897 | /* DIMENSION STATEMENT. */ |
|---|
| 2898 | |
|---|
| 2899 | /* N IS THE ORDER OF THE MATRIX A=(AR,AI). */ |
|---|
| 2900 | |
|---|
| 2901 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2902 | /* RESPECTIVELY, OF THE COMPLEX HERMITIAN MATRIX. */ |
|---|
| 2903 | |
|---|
| 2904 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 2905 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 2906 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 2907 | |
|---|
| 2908 | /* ON OUTPUT */ |
|---|
| 2909 | |
|---|
| 2910 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 2911 | |
|---|
| 2912 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 2913 | /* RESPECTIVELY, OF THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 2914 | |
|---|
| 2915 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 2916 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 2917 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 2918 | |
|---|
| 2919 | /* FV1, FV2, AND FM1 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 2920 | |
|---|
| 2921 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 2922 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 2923 | */ |
|---|
| 2924 | |
|---|
| 2925 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 2926 | |
|---|
| 2927 | /* ------------------------------------------------------------------ |
|---|
| 2928 | */ |
|---|
| 2929 | |
|---|
| 2930 | /* Parameter adjustments */ |
|---|
| 2931 | fm1 -= 3; |
|---|
| 2932 | --fv2; |
|---|
| 2933 | --fv1; |
|---|
| 2934 | zi_dim1 = *nm; |
|---|
| 2935 | zi_offset = zi_dim1 + 1; |
|---|
| 2936 | zi -= zi_offset; |
|---|
| 2937 | zr_dim1 = *nm; |
|---|
| 2938 | zr_offset = zr_dim1 + 1; |
|---|
| 2939 | zr -= zr_offset; |
|---|
| 2940 | --w; |
|---|
| 2941 | ai_dim1 = *nm; |
|---|
| 2942 | ai_offset = ai_dim1 + 1; |
|---|
| 2943 | ai -= ai_offset; |
|---|
| 2944 | ar_dim1 = *nm; |
|---|
| 2945 | ar_offset = ar_dim1 + 1; |
|---|
| 2946 | ar -= ar_offset; |
|---|
| 2947 | |
|---|
| 2948 | /* Function Body */ |
|---|
| 2949 | if (*n <= *nm) { |
|---|
| 2950 | goto L10; |
|---|
| 2951 | } |
|---|
| 2952 | *ierr = *n * 10; |
|---|
| 2953 | goto L50; |
|---|
| 2954 | |
|---|
| 2955 | L10: |
|---|
| 2956 | htridi_(nm, n, &ar[ar_offset], &ai[ai_offset], &w[1], &fv1[1], &fv2[1], & |
|---|
| 2957 | fm1[3]); |
|---|
| 2958 | if (*matz != 0) { |
|---|
| 2959 | goto L20; |
|---|
| 2960 | } |
|---|
| 2961 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 2962 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 2963 | goto L50; |
|---|
| 2964 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 2965 | L20: |
|---|
| 2966 | i_1 = *n; |
|---|
| 2967 | for (i = 1; i <= i_1; ++i) { |
|---|
| 2968 | |
|---|
| 2969 | i_2 = *n; |
|---|
| 2970 | for (j = 1; j <= i_2; ++j) { |
|---|
| 2971 | zr[j + i * zr_dim1] = 0.; |
|---|
| 2972 | /* L30: */ |
|---|
| 2973 | } |
|---|
| 2974 | |
|---|
| 2975 | zr[i + i * zr_dim1] = 1.; |
|---|
| 2976 | /* L40: */ |
|---|
| 2977 | } |
|---|
| 2978 | |
|---|
| 2979 | tql2_(nm, n, &w[1], &fv1[1], &zr[zr_offset], ierr); |
|---|
| 2980 | if (*ierr != 0) { |
|---|
| 2981 | goto L50; |
|---|
| 2982 | } |
|---|
| 2983 | htribk_(nm, n, &ar[ar_offset], &ai[ai_offset], &fm1[3], n, &zr[zr_offset], |
|---|
| 2984 | &zi[zi_offset]); |
|---|
| 2985 | L50: |
|---|
| 2986 | return 0; |
|---|
| 2987 | } /* ch_ */ |
|---|
| 2988 | |
|---|
| 2989 | /* Subroutine */ int cinvit_(integer *nm, integer *n, doublereal *ar, |
|---|
| 2990 | doublereal *ai, doublereal *wr, doublereal *wi, logical *select, |
|---|
| 2991 | integer *mm, integer *m, doublereal *zr, doublereal *zi, integer * |
|---|
| 2992 | ierr, doublereal *rm1, doublereal *rm2, doublereal *rv1, doublereal * |
|---|
| 2993 | rv2) |
|---|
| 2994 | { |
|---|
| 2995 | /* System generated locals */ |
|---|
| 2996 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, zr_dim1, zr_offset, |
|---|
| 2997 | zi_dim1, zi_offset, rm1_dim1, rm1_offset, rm2_dim1, rm2_offset, |
|---|
| 2998 | i_1, i_2, i_3; |
|---|
| 2999 | doublereal d_1, d_2; |
|---|
| 3000 | |
|---|
| 3001 | /* Builtin functions */ |
|---|
| 3002 | double sqrt(doublereal); |
|---|
| 3003 | |
|---|
| 3004 | /* Local variables */ |
|---|
| 3005 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 3006 | , doublereal *, doublereal *, doublereal *); |
|---|
| 3007 | static doublereal norm; |
|---|
| 3008 | static integer i, j, k, s; |
|---|
| 3009 | static doublereal x, y, normv; |
|---|
| 3010 | static integer ii; |
|---|
| 3011 | static doublereal ilambd; |
|---|
| 3012 | static integer mp, uk; |
|---|
| 3013 | static doublereal rlambd; |
|---|
| 3014 | extern doublereal pythag_(doublereal *, doublereal *), epslon_(doublereal |
|---|
| 3015 | *); |
|---|
| 3016 | static integer km1, ip1; |
|---|
| 3017 | static doublereal growto, ukroot; |
|---|
| 3018 | static integer its; |
|---|
| 3019 | static doublereal eps3; |
|---|
| 3020 | |
|---|
| 3021 | |
|---|
| 3022 | |
|---|
| 3023 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE CX INVIT */ |
|---|
| 3024 | /* BY PETERS AND WILKINSON. */ |
|---|
| 3025 | /* HANDBOOK FOR AUTO. COMP. VOL.II-LINEAR ALGEBRA, 418-439(1971). */ |
|---|
| 3026 | |
|---|
| 3027 | /* THIS SUBROUTINE FINDS THOSE EIGENVECTORS OF A COMPLEX UPPER */ |
|---|
| 3028 | /* HESSENBERG MATRIX CORRESPONDING TO SPECIFIED EIGENVALUES, */ |
|---|
| 3029 | /* USING INVERSE ITERATION. */ |
|---|
| 3030 | |
|---|
| 3031 | /* ON INPUT */ |
|---|
| 3032 | |
|---|
| 3033 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 3034 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 3035 | /* DIMENSION STATEMENT. */ |
|---|
| 3036 | |
|---|
| 3037 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 3038 | |
|---|
| 3039 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3040 | /* RESPECTIVELY, OF THE HESSENBERG MATRIX. */ |
|---|
| 3041 | |
|---|
| 3042 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, RESPECTIVELY, */ |
|---|
| 3043 | /* OF THE EIGENVALUES OF THE MATRIX. THE EIGENVALUES MUST BE */ |
|---|
| 3044 | /* STORED IN A MANNER IDENTICAL TO THAT OF SUBROUTINE COMLR, */ |
|---|
| 3045 | /* WHICH RECOGNIZES POSSIBLE SPLITTING OF THE MATRIX. */ |
|---|
| 3046 | |
|---|
| 3047 | /* SELECT SPECIFIES THE EIGENVECTORS TO BE FOUND. THE */ |
|---|
| 3048 | /* EIGENVECTOR CORRESPONDING TO THE J-TH EIGENVALUE IS */ |
|---|
| 3049 | /* SPECIFIED BY SETTING SELECT(J) TO .TRUE.. */ |
|---|
| 3050 | |
|---|
| 3051 | /* MM SHOULD BE SET TO AN UPPER BOUND FOR THE NUMBER OF */ |
|---|
| 3052 | /* EIGENVECTORS TO BE FOUND. */ |
|---|
| 3053 | |
|---|
| 3054 | /* ON OUTPUT */ |
|---|
| 3055 | |
|---|
| 3056 | /* AR, AI, WI, AND SELECT ARE UNALTERED. */ |
|---|
| 3057 | |
|---|
| 3058 | /* WR MAY HAVE BEEN ALTERED SINCE CLOSE EIGENVALUES ARE PERTURBED |
|---|
| 3059 | */ |
|---|
| 3060 | /* SLIGHTLY IN SEARCHING FOR INDEPENDENT EIGENVECTORS. */ |
|---|
| 3061 | |
|---|
| 3062 | /* M IS THE NUMBER OF EIGENVECTORS ACTUALLY FOUND. */ |
|---|
| 3063 | |
|---|
| 3064 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, RESPECTIVELY, */ |
|---|
| 3065 | /* OF THE EIGENVECTORS. THE EIGENVECTORS ARE NORMALIZED */ |
|---|
| 3066 | /* SO THAT THE COMPONENT OF LARGEST MAGNITUDE IS 1. */ |
|---|
| 3067 | /* ANY VECTOR WHICH FAILS THE ACCEPTANCE TEST IS SET TO ZERO. */ |
|---|
| 3068 | |
|---|
| 3069 | /* IERR IS SET TO */ |
|---|
| 3070 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 3071 | /* -(2*N+1) IF MORE THAN MM EIGENVECTORS HAVE BEEN SPECIFIED, |
|---|
| 3072 | */ |
|---|
| 3073 | /* -K IF THE ITERATION CORRESPONDING TO THE K-TH */ |
|---|
| 3074 | /* VALUE FAILS, */ |
|---|
| 3075 | /* -(N+K) IF BOTH ERROR SITUATIONS OCCUR. */ |
|---|
| 3076 | |
|---|
| 3077 | /* RM1, RM2, RV1, AND RV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 3078 | |
|---|
| 3079 | /* THE ALGOL PROCEDURE GUESSVEC APPEARS IN CINVIT IN LINE. */ |
|---|
| 3080 | |
|---|
| 3081 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 3082 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 3083 | |
|---|
| 3084 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 3085 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 3086 | */ |
|---|
| 3087 | |
|---|
| 3088 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 3089 | |
|---|
| 3090 | /* ------------------------------------------------------------------ |
|---|
| 3091 | */ |
|---|
| 3092 | |
|---|
| 3093 | /* Parameter adjustments */ |
|---|
| 3094 | --rv2; |
|---|
| 3095 | --rv1; |
|---|
| 3096 | rm2_dim1 = *n; |
|---|
| 3097 | rm2_offset = rm2_dim1 + 1; |
|---|
| 3098 | rm2 -= rm2_offset; |
|---|
| 3099 | rm1_dim1 = *n; |
|---|
| 3100 | rm1_offset = rm1_dim1 + 1; |
|---|
| 3101 | rm1 -= rm1_offset; |
|---|
| 3102 | --select; |
|---|
| 3103 | --wi; |
|---|
| 3104 | --wr; |
|---|
| 3105 | ai_dim1 = *nm; |
|---|
| 3106 | ai_offset = ai_dim1 + 1; |
|---|
| 3107 | ai -= ai_offset; |
|---|
| 3108 | ar_dim1 = *nm; |
|---|
| 3109 | ar_offset = ar_dim1 + 1; |
|---|
| 3110 | ar -= ar_offset; |
|---|
| 3111 | zi_dim1 = *nm; |
|---|
| 3112 | zi_offset = zi_dim1 + 1; |
|---|
| 3113 | zi -= zi_offset; |
|---|
| 3114 | zr_dim1 = *nm; |
|---|
| 3115 | zr_offset = zr_dim1 + 1; |
|---|
| 3116 | zr -= zr_offset; |
|---|
| 3117 | |
|---|
| 3118 | /* Function Body */ |
|---|
| 3119 | *ierr = 0; |
|---|
| 3120 | uk = 0; |
|---|
| 3121 | s = 1; |
|---|
| 3122 | |
|---|
| 3123 | i_1 = *n; |
|---|
| 3124 | for (k = 1; k <= i_1; ++k) { |
|---|
| 3125 | if (! select[k]) { |
|---|
| 3126 | goto L980; |
|---|
| 3127 | } |
|---|
| 3128 | if (s > *mm) { |
|---|
| 3129 | goto L1000; |
|---|
| 3130 | } |
|---|
| 3131 | if (uk >= k) { |
|---|
| 3132 | goto L200; |
|---|
| 3133 | } |
|---|
| 3134 | /* .......... CHECK FOR POSSIBLE SPLITTING .......... */ |
|---|
| 3135 | i_2 = *n; |
|---|
| 3136 | for (uk = k; uk <= i_2; ++uk) { |
|---|
| 3137 | if (uk == *n) { |
|---|
| 3138 | goto L140; |
|---|
| 3139 | } |
|---|
| 3140 | if (ar[uk + 1 + uk * ar_dim1] == 0. && ai[uk + 1 + uk * ai_dim1] |
|---|
| 3141 | == 0.) { |
|---|
| 3142 | goto L140; |
|---|
| 3143 | } |
|---|
| 3144 | /* L120: */ |
|---|
| 3145 | } |
|---|
| 3146 | /* .......... COMPUTE INFINITY NORM OF LEADING UK BY UK */ |
|---|
| 3147 | /* (HESSENBERG) MATRIX .......... */ |
|---|
| 3148 | L140: |
|---|
| 3149 | norm = 0.; |
|---|
| 3150 | mp = 1; |
|---|
| 3151 | |
|---|
| 3152 | i_2 = uk; |
|---|
| 3153 | for (i = 1; i <= i_2; ++i) { |
|---|
| 3154 | x = 0.; |
|---|
| 3155 | |
|---|
| 3156 | i_3 = uk; |
|---|
| 3157 | for (j = mp; j <= i_3; ++j) { |
|---|
| 3158 | /* L160: */ |
|---|
| 3159 | x += pythag_(&ar[i + j * ar_dim1], &ai[i + j * ai_dim1]); |
|---|
| 3160 | } |
|---|
| 3161 | |
|---|
| 3162 | if (x > norm) { |
|---|
| 3163 | norm = x; |
|---|
| 3164 | } |
|---|
| 3165 | mp = i; |
|---|
| 3166 | /* L180: */ |
|---|
| 3167 | } |
|---|
| 3168 | /* .......... EPS3 REPLACES ZERO PIVOT IN DECOMPOSITION */ |
|---|
| 3169 | /* AND CLOSE ROOTS ARE MODIFIED BY EPS3 .......... */ |
|---|
| 3170 | if (norm == 0.) { |
|---|
| 3171 | norm = 1.; |
|---|
| 3172 | } |
|---|
| 3173 | eps3 = epslon_(&norm); |
|---|
| 3174 | /* .......... GROWTO IS THE CRITERION FOR GROWTH .......... */ |
|---|
| 3175 | ukroot = (doublereal) uk; |
|---|
| 3176 | ukroot = sqrt(ukroot); |
|---|
| 3177 | growto = .1 / ukroot; |
|---|
| 3178 | L200: |
|---|
| 3179 | rlambd = wr[k]; |
|---|
| 3180 | ilambd = wi[k]; |
|---|
| 3181 | if (k == 1) { |
|---|
| 3182 | goto L280; |
|---|
| 3183 | } |
|---|
| 3184 | km1 = k - 1; |
|---|
| 3185 | goto L240; |
|---|
| 3186 | /* .......... PERTURB EIGENVALUE IF IT IS CLOSE */ |
|---|
| 3187 | /* TO ANY PREVIOUS EIGENVALUE .......... */ |
|---|
| 3188 | L220: |
|---|
| 3189 | rlambd += eps3; |
|---|
| 3190 | /* .......... FOR I=K-1 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 3191 | L240: |
|---|
| 3192 | i_2 = km1; |
|---|
| 3193 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 3194 | i = k - ii; |
|---|
| 3195 | if (select[i] && (d_1 = wr[i] - rlambd, abs(d_1)) < eps3 && ( |
|---|
| 3196 | d_2 = wi[i] - ilambd, abs(d_2)) < eps3) { |
|---|
| 3197 | goto L220; |
|---|
| 3198 | } |
|---|
| 3199 | /* L260: */ |
|---|
| 3200 | } |
|---|
| 3201 | |
|---|
| 3202 | wr[k] = rlambd; |
|---|
| 3203 | /* .......... FORM UPPER HESSENBERG (AR,AI)-(RLAMBD,ILAMBD)*I */ |
|---|
| 3204 | /* AND INITIAL COMPLEX VECTOR .......... */ |
|---|
| 3205 | L280: |
|---|
| 3206 | mp = 1; |
|---|
| 3207 | |
|---|
| 3208 | i_2 = uk; |
|---|
| 3209 | for (i = 1; i <= i_2; ++i) { |
|---|
| 3210 | |
|---|
| 3211 | i_3 = uk; |
|---|
| 3212 | for (j = mp; j <= i_3; ++j) { |
|---|
| 3213 | rm1[i + j * rm1_dim1] = ar[i + j * ar_dim1]; |
|---|
| 3214 | rm2[i + j * rm2_dim1] = ai[i + j * ai_dim1]; |
|---|
| 3215 | /* L300: */ |
|---|
| 3216 | } |
|---|
| 3217 | |
|---|
| 3218 | rm1[i + i * rm1_dim1] -= rlambd; |
|---|
| 3219 | rm2[i + i * rm2_dim1] -= ilambd; |
|---|
| 3220 | mp = i; |
|---|
| 3221 | rv1[i] = eps3; |
|---|
| 3222 | /* L320: */ |
|---|
| 3223 | } |
|---|
| 3224 | /* .......... TRIANGULAR DECOMPOSITION WITH INTERCHANGES, */ |
|---|
| 3225 | /* REPLACING ZERO PIVOTS BY EPS3 .......... */ |
|---|
| 3226 | if (uk == 1) { |
|---|
| 3227 | goto L420; |
|---|
| 3228 | } |
|---|
| 3229 | |
|---|
| 3230 | i_2 = uk; |
|---|
| 3231 | for (i = 2; i <= i_2; ++i) { |
|---|
| 3232 | mp = i - 1; |
|---|
| 3233 | if (pythag_(&rm1[i + mp * rm1_dim1], &rm2[i + mp * rm2_dim1]) <= |
|---|
| 3234 | pythag_(&rm1[mp + mp * rm1_dim1], &rm2[mp + mp * rm2_dim1] |
|---|
| 3235 | )) { |
|---|
| 3236 | goto L360; |
|---|
| 3237 | } |
|---|
| 3238 | |
|---|
| 3239 | i_3 = uk; |
|---|
| 3240 | for (j = mp; j <= i_3; ++j) { |
|---|
| 3241 | y = rm1[i + j * rm1_dim1]; |
|---|
| 3242 | rm1[i + j * rm1_dim1] = rm1[mp + j * rm1_dim1]; |
|---|
| 3243 | rm1[mp + j * rm1_dim1] = y; |
|---|
| 3244 | y = rm2[i + j * rm2_dim1]; |
|---|
| 3245 | rm2[i + j * rm2_dim1] = rm2[mp + j * rm2_dim1]; |
|---|
| 3246 | rm2[mp + j * rm2_dim1] = y; |
|---|
| 3247 | /* L340: */ |
|---|
| 3248 | } |
|---|
| 3249 | |
|---|
| 3250 | L360: |
|---|
| 3251 | if (rm1[mp + mp * rm1_dim1] == 0. && rm2[mp + mp * rm2_dim1] == |
|---|
| 3252 | 0.) { |
|---|
| 3253 | rm1[mp + mp * rm1_dim1] = eps3; |
|---|
| 3254 | } |
|---|
| 3255 | cdiv_(&rm1[i + mp * rm1_dim1], &rm2[i + mp * rm2_dim1], &rm1[mp + |
|---|
| 3256 | mp * rm1_dim1], &rm2[mp + mp * rm2_dim1], &x, &y); |
|---|
| 3257 | if (x == 0. && y == 0.) { |
|---|
| 3258 | goto L400; |
|---|
| 3259 | } |
|---|
| 3260 | |
|---|
| 3261 | i_3 = uk; |
|---|
| 3262 | for (j = i; j <= i_3; ++j) { |
|---|
| 3263 | rm1[i + j * rm1_dim1] = rm1[i + j * rm1_dim1] - x * rm1[mp + |
|---|
| 3264 | j * rm1_dim1] + y * rm2[mp + j * rm2_dim1]; |
|---|
| 3265 | rm2[i + j * rm2_dim1] = rm2[i + j * rm2_dim1] - x * rm2[mp + |
|---|
| 3266 | j * rm2_dim1] - y * rm1[mp + j * rm1_dim1]; |
|---|
| 3267 | /* L380: */ |
|---|
| 3268 | } |
|---|
| 3269 | |
|---|
| 3270 | L400: |
|---|
| 3271 | ; |
|---|
| 3272 | } |
|---|
| 3273 | |
|---|
| 3274 | L420: |
|---|
| 3275 | if (rm1[uk + uk * rm1_dim1] == 0. && rm2[uk + uk * rm2_dim1] == 0.) { |
|---|
| 3276 | rm1[uk + uk * rm1_dim1] = eps3; |
|---|
| 3277 | } |
|---|
| 3278 | its = 0; |
|---|
| 3279 | /* .......... BACK SUBSTITUTION */ |
|---|
| 3280 | /* FOR I=UK STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 3281 | L660: |
|---|
| 3282 | i_2 = uk; |
|---|
| 3283 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 3284 | i = uk + 1 - ii; |
|---|
| 3285 | x = rv1[i]; |
|---|
| 3286 | y = 0.; |
|---|
| 3287 | if (i == uk) { |
|---|
| 3288 | goto L700; |
|---|
| 3289 | } |
|---|
| 3290 | ip1 = i + 1; |
|---|
| 3291 | |
|---|
| 3292 | i_3 = uk; |
|---|
| 3293 | for (j = ip1; j <= i_3; ++j) { |
|---|
| 3294 | x = x - rm1[i + j * rm1_dim1] * rv1[j] + rm2[i + j * rm2_dim1] |
|---|
| 3295 | * rv2[j]; |
|---|
| 3296 | y = y - rm1[i + j * rm1_dim1] * rv2[j] - rm2[i + j * rm2_dim1] |
|---|
| 3297 | * rv1[j]; |
|---|
| 3298 | /* L680: */ |
|---|
| 3299 | } |
|---|
| 3300 | |
|---|
| 3301 | L700: |
|---|
| 3302 | cdiv_(&x, &y, &rm1[i + i * rm1_dim1], &rm2[i + i * rm2_dim1], & |
|---|
| 3303 | rv1[i], &rv2[i]); |
|---|
| 3304 | /* L720: */ |
|---|
| 3305 | } |
|---|
| 3306 | /* .......... ACCEPTANCE TEST FOR EIGENVECTOR */ |
|---|
| 3307 | /* AND NORMALIZATION .......... */ |
|---|
| 3308 | ++its; |
|---|
| 3309 | norm = 0.; |
|---|
| 3310 | normv = 0.; |
|---|
| 3311 | |
|---|
| 3312 | i_2 = uk; |
|---|
| 3313 | for (i = 1; i <= i_2; ++i) { |
|---|
| 3314 | x = pythag_(&rv1[i], &rv2[i]); |
|---|
| 3315 | if (normv >= x) { |
|---|
| 3316 | goto L760; |
|---|
| 3317 | } |
|---|
| 3318 | normv = x; |
|---|
| 3319 | j = i; |
|---|
| 3320 | L760: |
|---|
| 3321 | norm += x; |
|---|
| 3322 | /* L780: */ |
|---|
| 3323 | } |
|---|
| 3324 | |
|---|
| 3325 | if (norm < growto) { |
|---|
| 3326 | goto L840; |
|---|
| 3327 | } |
|---|
| 3328 | /* .......... ACCEPT VECTOR .......... */ |
|---|
| 3329 | x = rv1[j]; |
|---|
| 3330 | y = rv2[j]; |
|---|
| 3331 | |
|---|
| 3332 | i_2 = uk; |
|---|
| 3333 | for (i = 1; i <= i_2; ++i) { |
|---|
| 3334 | cdiv_(&rv1[i], &rv2[i], &x, &y, &zr[i + s * zr_dim1], &zi[i + s * |
|---|
| 3335 | zi_dim1]); |
|---|
| 3336 | /* L820: */ |
|---|
| 3337 | } |
|---|
| 3338 | |
|---|
| 3339 | if (uk == *n) { |
|---|
| 3340 | goto L940; |
|---|
| 3341 | } |
|---|
| 3342 | j = uk + 1; |
|---|
| 3343 | goto L900; |
|---|
| 3344 | /* .......... IN-LINE PROCEDURE FOR CHOOSING */ |
|---|
| 3345 | /* A NEW STARTING VECTOR .......... */ |
|---|
| 3346 | L840: |
|---|
| 3347 | if (its >= uk) { |
|---|
| 3348 | goto L880; |
|---|
| 3349 | } |
|---|
| 3350 | x = ukroot; |
|---|
| 3351 | y = eps3 / (x + 1.); |
|---|
| 3352 | rv1[1] = eps3; |
|---|
| 3353 | |
|---|
| 3354 | i_2 = uk; |
|---|
| 3355 | for (i = 2; i <= i_2; ++i) { |
|---|
| 3356 | /* L860: */ |
|---|
| 3357 | rv1[i] = y; |
|---|
| 3358 | } |
|---|
| 3359 | |
|---|
| 3360 | j = uk - its + 1; |
|---|
| 3361 | rv1[j] -= eps3 * x; |
|---|
| 3362 | goto L660; |
|---|
| 3363 | /* .......... SET ERROR -- UNACCEPTED EIGENVECTOR .......... */ |
|---|
| 3364 | L880: |
|---|
| 3365 | j = 1; |
|---|
| 3366 | *ierr = -k; |
|---|
| 3367 | /* .......... SET REMAINING VECTOR COMPONENTS TO ZERO .......... |
|---|
| 3368 | */ |
|---|
| 3369 | L900: |
|---|
| 3370 | i_2 = *n; |
|---|
| 3371 | for (i = j; i <= i_2; ++i) { |
|---|
| 3372 | zr[i + s * zr_dim1] = 0.; |
|---|
| 3373 | zi[i + s * zi_dim1] = 0.; |
|---|
| 3374 | /* L920: */ |
|---|
| 3375 | } |
|---|
| 3376 | |
|---|
| 3377 | L940: |
|---|
| 3378 | ++s; |
|---|
| 3379 | L980: |
|---|
| 3380 | ; |
|---|
| 3381 | } |
|---|
| 3382 | |
|---|
| 3383 | goto L1001; |
|---|
| 3384 | /* .......... SET ERROR -- UNDERESTIMATE OF EIGENVECTOR */ |
|---|
| 3385 | /* SPACE REQUIRED .......... */ |
|---|
| 3386 | L1000: |
|---|
| 3387 | if (*ierr != 0) { |
|---|
| 3388 | *ierr -= *n; |
|---|
| 3389 | } |
|---|
| 3390 | if (*ierr == 0) { |
|---|
| 3391 | *ierr = -((*n << 1) + 1); |
|---|
| 3392 | } |
|---|
| 3393 | L1001: |
|---|
| 3394 | *m = s - 1; |
|---|
| 3395 | return 0; |
|---|
| 3396 | } /* cinvit_ */ |
|---|
| 3397 | |
|---|
| 3398 | /* Subroutine */ int combak_(integer *nm, integer *low, integer *igh, |
|---|
| 3399 | doublereal *ar, doublereal *ai, integer *int_, integer *m, |
|---|
| 3400 | doublereal *zr, doublereal *zi) |
|---|
| 3401 | { |
|---|
| 3402 | /* System generated locals */ |
|---|
| 3403 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, zr_dim1, zr_offset, |
|---|
| 3404 | zi_dim1, zi_offset, i_1, i_2, i_3; |
|---|
| 3405 | |
|---|
| 3406 | /* Local variables */ |
|---|
| 3407 | static integer i, j, la, mm, mp; |
|---|
| 3408 | static doublereal xi, xr; |
|---|
| 3409 | static integer kp1, mp1; |
|---|
| 3410 | |
|---|
| 3411 | |
|---|
| 3412 | |
|---|
| 3413 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE COMBAK, */ |
|---|
| 3414 | /* NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 3415 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 3416 | |
|---|
| 3417 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A COMPLEX GENERAL */ |
|---|
| 3418 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 3419 | /* UPPER HESSENBERG MATRIX DETERMINED BY COMHES. */ |
|---|
| 3420 | |
|---|
| 3421 | /* ON INPUT */ |
|---|
| 3422 | |
|---|
| 3423 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 3424 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 3425 | /* DIMENSION STATEMENT. */ |
|---|
| 3426 | |
|---|
| 3427 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 3428 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 3429 | /* SET LOW=1 AND IGH EQUAL TO THE ORDER OF THE MATRIX. */ |
|---|
| 3430 | |
|---|
| 3431 | /* AR AND AI CONTAIN THE MULTIPLIERS WHICH WERE USED IN THE */ |
|---|
| 3432 | /* REDUCTION BY COMHES IN THEIR LOWER TRIANGLES */ |
|---|
| 3433 | /* BELOW THE SUBDIAGONAL. */ |
|---|
| 3434 | |
|---|
| 3435 | /* INT CONTAINS INFORMATION ON THE ROWS AND COLUMNS */ |
|---|
| 3436 | /* INTERCHANGED IN THE REDUCTION BY COMHES. */ |
|---|
| 3437 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 3438 | |
|---|
| 3439 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 3440 | |
|---|
| 3441 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3442 | /* RESPECTIVELY, OF THE EIGENVECTORS TO BE */ |
|---|
| 3443 | /* BACK TRANSFORMED IN THEIR FIRST M COLUMNS. */ |
|---|
| 3444 | |
|---|
| 3445 | /* ON OUTPUT */ |
|---|
| 3446 | |
|---|
| 3447 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3448 | /* RESPECTIVELY, OF THE TRANSFORMED EIGENVECTORS */ |
|---|
| 3449 | /* IN THEIR FIRST M COLUMNS. */ |
|---|
| 3450 | |
|---|
| 3451 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 3452 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 3453 | */ |
|---|
| 3454 | |
|---|
| 3455 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 3456 | |
|---|
| 3457 | /* ------------------------------------------------------------------ |
|---|
| 3458 | */ |
|---|
| 3459 | |
|---|
| 3460 | /* Parameter adjustments */ |
|---|
| 3461 | --int_; |
|---|
| 3462 | ai_dim1 = *nm; |
|---|
| 3463 | ai_offset = ai_dim1 + 1; |
|---|
| 3464 | ai -= ai_offset; |
|---|
| 3465 | ar_dim1 = *nm; |
|---|
| 3466 | ar_offset = ar_dim1 + 1; |
|---|
| 3467 | ar -= ar_offset; |
|---|
| 3468 | zi_dim1 = *nm; |
|---|
| 3469 | zi_offset = zi_dim1 + 1; |
|---|
| 3470 | zi -= zi_offset; |
|---|
| 3471 | zr_dim1 = *nm; |
|---|
| 3472 | zr_offset = zr_dim1 + 1; |
|---|
| 3473 | zr -= zr_offset; |
|---|
| 3474 | |
|---|
| 3475 | /* Function Body */ |
|---|
| 3476 | if (*m == 0) { |
|---|
| 3477 | goto L200; |
|---|
| 3478 | } |
|---|
| 3479 | la = *igh - 1; |
|---|
| 3480 | kp1 = *low + 1; |
|---|
| 3481 | if (la < kp1) { |
|---|
| 3482 | goto L200; |
|---|
| 3483 | } |
|---|
| 3484 | /* .......... FOR MP=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 3485 | i_1 = la; |
|---|
| 3486 | for (mm = kp1; mm <= i_1; ++mm) { |
|---|
| 3487 | mp = *low + *igh - mm; |
|---|
| 3488 | mp1 = mp + 1; |
|---|
| 3489 | |
|---|
| 3490 | i_2 = *igh; |
|---|
| 3491 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 3492 | xr = ar[i + (mp - 1) * ar_dim1]; |
|---|
| 3493 | xi = ai[i + (mp - 1) * ai_dim1]; |
|---|
| 3494 | if (xr == 0. && xi == 0.) { |
|---|
| 3495 | goto L110; |
|---|
| 3496 | } |
|---|
| 3497 | |
|---|
| 3498 | i_3 = *m; |
|---|
| 3499 | for (j = 1; j <= i_3; ++j) { |
|---|
| 3500 | zr[i + j * zr_dim1] = zr[i + j * zr_dim1] + xr * zr[mp + j * |
|---|
| 3501 | zr_dim1] - xi * zi[mp + j * zi_dim1]; |
|---|
| 3502 | zi[i + j * zi_dim1] = zi[i + j * zi_dim1] + xr * zi[mp + j * |
|---|
| 3503 | zi_dim1] + xi * zr[mp + j * zr_dim1]; |
|---|
| 3504 | /* L100: */ |
|---|
| 3505 | } |
|---|
| 3506 | |
|---|
| 3507 | L110: |
|---|
| 3508 | ; |
|---|
| 3509 | } |
|---|
| 3510 | |
|---|
| 3511 | i = int_[mp]; |
|---|
| 3512 | if (i == mp) { |
|---|
| 3513 | goto L140; |
|---|
| 3514 | } |
|---|
| 3515 | |
|---|
| 3516 | i_2 = *m; |
|---|
| 3517 | for (j = 1; j <= i_2; ++j) { |
|---|
| 3518 | xr = zr[i + j * zr_dim1]; |
|---|
| 3519 | zr[i + j * zr_dim1] = zr[mp + j * zr_dim1]; |
|---|
| 3520 | zr[mp + j * zr_dim1] = xr; |
|---|
| 3521 | xi = zi[i + j * zi_dim1]; |
|---|
| 3522 | zi[i + j * zi_dim1] = zi[mp + j * zi_dim1]; |
|---|
| 3523 | zi[mp + j * zi_dim1] = xi; |
|---|
| 3524 | /* L130: */ |
|---|
| 3525 | } |
|---|
| 3526 | |
|---|
| 3527 | L140: |
|---|
| 3528 | ; |
|---|
| 3529 | } |
|---|
| 3530 | |
|---|
| 3531 | L200: |
|---|
| 3532 | return 0; |
|---|
| 3533 | } /* combak_ */ |
|---|
| 3534 | |
|---|
| 3535 | /* Subroutine */ int comhes_(integer *nm, integer *n, integer *low, integer * |
|---|
| 3536 | igh, doublereal *ar, doublereal *ai, integer *int_) |
|---|
| 3537 | { |
|---|
| 3538 | /* System generated locals */ |
|---|
| 3539 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, i_1, i_2, i_3; |
|---|
| 3540 | doublereal d_1, d_2; |
|---|
| 3541 | |
|---|
| 3542 | /* Local variables */ |
|---|
| 3543 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 3544 | , doublereal *, doublereal *, doublereal *); |
|---|
| 3545 | static integer i, j, m, la; |
|---|
| 3546 | static doublereal xi, yi, xr, yr; |
|---|
| 3547 | static integer mm1, kp1, mp1; |
|---|
| 3548 | |
|---|
| 3549 | |
|---|
| 3550 | |
|---|
| 3551 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE COMHES, */ |
|---|
| 3552 | /* NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 3553 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 3554 | |
|---|
| 3555 | /* GIVEN A COMPLEX GENERAL MATRIX, THIS SUBROUTINE */ |
|---|
| 3556 | /* REDUCES A SUBMATRIX SITUATED IN ROWS AND COLUMNS */ |
|---|
| 3557 | /* LOW THROUGH IGH TO UPPER HESSENBERG FORM BY */ |
|---|
| 3558 | /* STABILIZED ELEMENTARY SIMILARITY TRANSFORMATIONS. */ |
|---|
| 3559 | |
|---|
| 3560 | /* ON INPUT */ |
|---|
| 3561 | |
|---|
| 3562 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 3563 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 3564 | /* DIMENSION STATEMENT. */ |
|---|
| 3565 | |
|---|
| 3566 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 3567 | |
|---|
| 3568 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 3569 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 3570 | /* SET LOW=1, IGH=N. */ |
|---|
| 3571 | |
|---|
| 3572 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3573 | /* RESPECTIVELY, OF THE COMPLEX INPUT MATRIX. */ |
|---|
| 3574 | |
|---|
| 3575 | /* ON OUTPUT */ |
|---|
| 3576 | |
|---|
| 3577 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3578 | /* RESPECTIVELY, OF THE HESSENBERG MATRIX. THE */ |
|---|
| 3579 | /* MULTIPLIERS WHICH WERE USED IN THE REDUCTION */ |
|---|
| 3580 | /* ARE STORED IN THE REMAINING TRIANGLES UNDER THE */ |
|---|
| 3581 | /* HESSENBERG MATRIX. */ |
|---|
| 3582 | |
|---|
| 3583 | /* INT CONTAINS INFORMATION ON THE ROWS AND COLUMNS */ |
|---|
| 3584 | /* INTERCHANGED IN THE REDUCTION. */ |
|---|
| 3585 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 3586 | |
|---|
| 3587 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 3588 | |
|---|
| 3589 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 3590 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 3591 | */ |
|---|
| 3592 | |
|---|
| 3593 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 3594 | |
|---|
| 3595 | /* ------------------------------------------------------------------ |
|---|
| 3596 | */ |
|---|
| 3597 | |
|---|
| 3598 | /* Parameter adjustments */ |
|---|
| 3599 | ai_dim1 = *nm; |
|---|
| 3600 | ai_offset = ai_dim1 + 1; |
|---|
| 3601 | ai -= ai_offset; |
|---|
| 3602 | ar_dim1 = *nm; |
|---|
| 3603 | ar_offset = ar_dim1 + 1; |
|---|
| 3604 | ar -= ar_offset; |
|---|
| 3605 | --int_; |
|---|
| 3606 | |
|---|
| 3607 | /* Function Body */ |
|---|
| 3608 | la = *igh - 1; |
|---|
| 3609 | kp1 = *low + 1; |
|---|
| 3610 | if (la < kp1) { |
|---|
| 3611 | goto L200; |
|---|
| 3612 | } |
|---|
| 3613 | |
|---|
| 3614 | i_1 = la; |
|---|
| 3615 | for (m = kp1; m <= i_1; ++m) { |
|---|
| 3616 | mm1 = m - 1; |
|---|
| 3617 | xr = 0.; |
|---|
| 3618 | xi = 0.; |
|---|
| 3619 | i = m; |
|---|
| 3620 | |
|---|
| 3621 | i_2 = *igh; |
|---|
| 3622 | for (j = m; j <= i_2; ++j) { |
|---|
| 3623 | if ((d_1 = ar[j + mm1 * ar_dim1], abs(d_1)) + (d_2 = ai[j + |
|---|
| 3624 | mm1 * ai_dim1], abs(d_2)) <= abs(xr) + abs(xi)) { |
|---|
| 3625 | goto L100; |
|---|
| 3626 | } |
|---|
| 3627 | xr = ar[j + mm1 * ar_dim1]; |
|---|
| 3628 | xi = ai[j + mm1 * ai_dim1]; |
|---|
| 3629 | i = j; |
|---|
| 3630 | L100: |
|---|
| 3631 | ; |
|---|
| 3632 | } |
|---|
| 3633 | |
|---|
| 3634 | int_[m] = i; |
|---|
| 3635 | if (i == m) { |
|---|
| 3636 | goto L130; |
|---|
| 3637 | } |
|---|
| 3638 | /* .......... INTERCHANGE ROWS AND COLUMNS OF AR AND AI .......... |
|---|
| 3639 | */ |
|---|
| 3640 | i_2 = *n; |
|---|
| 3641 | for (j = mm1; j <= i_2; ++j) { |
|---|
| 3642 | yr = ar[i + j * ar_dim1]; |
|---|
| 3643 | ar[i + j * ar_dim1] = ar[m + j * ar_dim1]; |
|---|
| 3644 | ar[m + j * ar_dim1] = yr; |
|---|
| 3645 | yi = ai[i + j * ai_dim1]; |
|---|
| 3646 | ai[i + j * ai_dim1] = ai[m + j * ai_dim1]; |
|---|
| 3647 | ai[m + j * ai_dim1] = yi; |
|---|
| 3648 | /* L110: */ |
|---|
| 3649 | } |
|---|
| 3650 | |
|---|
| 3651 | i_2 = *igh; |
|---|
| 3652 | for (j = 1; j <= i_2; ++j) { |
|---|
| 3653 | yr = ar[j + i * ar_dim1]; |
|---|
| 3654 | ar[j + i * ar_dim1] = ar[j + m * ar_dim1]; |
|---|
| 3655 | ar[j + m * ar_dim1] = yr; |
|---|
| 3656 | yi = ai[j + i * ai_dim1]; |
|---|
| 3657 | ai[j + i * ai_dim1] = ai[j + m * ai_dim1]; |
|---|
| 3658 | ai[j + m * ai_dim1] = yi; |
|---|
| 3659 | /* L120: */ |
|---|
| 3660 | } |
|---|
| 3661 | /* .......... END INTERCHANGE .......... */ |
|---|
| 3662 | L130: |
|---|
| 3663 | if (xr == 0. && xi == 0.) { |
|---|
| 3664 | goto L180; |
|---|
| 3665 | } |
|---|
| 3666 | mp1 = m + 1; |
|---|
| 3667 | |
|---|
| 3668 | i_2 = *igh; |
|---|
| 3669 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 3670 | yr = ar[i + mm1 * ar_dim1]; |
|---|
| 3671 | yi = ai[i + mm1 * ai_dim1]; |
|---|
| 3672 | if (yr == 0. && yi == 0.) { |
|---|
| 3673 | goto L160; |
|---|
| 3674 | } |
|---|
| 3675 | cdiv_(&yr, &yi, &xr, &xi, &yr, &yi); |
|---|
| 3676 | ar[i + mm1 * ar_dim1] = yr; |
|---|
| 3677 | ai[i + mm1 * ai_dim1] = yi; |
|---|
| 3678 | |
|---|
| 3679 | i_3 = *n; |
|---|
| 3680 | for (j = m; j <= i_3; ++j) { |
|---|
| 3681 | ar[i + j * ar_dim1] = ar[i + j * ar_dim1] - yr * ar[m + j * |
|---|
| 3682 | ar_dim1] + yi * ai[m + j * ai_dim1]; |
|---|
| 3683 | ai[i + j * ai_dim1] = ai[i + j * ai_dim1] - yr * ai[m + j * |
|---|
| 3684 | ai_dim1] - yi * ar[m + j * ar_dim1]; |
|---|
| 3685 | /* L140: */ |
|---|
| 3686 | } |
|---|
| 3687 | |
|---|
| 3688 | i_3 = *igh; |
|---|
| 3689 | for (j = 1; j <= i_3; ++j) { |
|---|
| 3690 | ar[j + m * ar_dim1] = ar[j + m * ar_dim1] + yr * ar[j + i * |
|---|
| 3691 | ar_dim1] - yi * ai[j + i * ai_dim1]; |
|---|
| 3692 | ai[j + m * ai_dim1] = ai[j + m * ai_dim1] + yr * ai[j + i * |
|---|
| 3693 | ai_dim1] + yi * ar[j + i * ar_dim1]; |
|---|
| 3694 | /* L150: */ |
|---|
| 3695 | } |
|---|
| 3696 | |
|---|
| 3697 | L160: |
|---|
| 3698 | ; |
|---|
| 3699 | } |
|---|
| 3700 | |
|---|
| 3701 | L180: |
|---|
| 3702 | ; |
|---|
| 3703 | } |
|---|
| 3704 | |
|---|
| 3705 | L200: |
|---|
| 3706 | return 0; |
|---|
| 3707 | } /* comhes_ */ |
|---|
| 3708 | |
|---|
| 3709 | /* Subroutine */ int comlr_(integer *nm, integer *n, integer *low, integer * |
|---|
| 3710 | igh, doublereal *hr, doublereal *hi, doublereal *wr, doublereal *wi, |
|---|
| 3711 | integer *ierr) |
|---|
| 3712 | { |
|---|
| 3713 | /* System generated locals */ |
|---|
| 3714 | integer hr_dim1, hr_offset, hi_dim1, hi_offset, i_1, i_2; |
|---|
| 3715 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 3716 | |
|---|
| 3717 | /* Local variables */ |
|---|
| 3718 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 3719 | , doublereal *, doublereal *, doublereal *); |
|---|
| 3720 | static integer i, j, l, m, en, ll, mm; |
|---|
| 3721 | static doublereal si, ti, xi, yi, sr, tr, xr, yr; |
|---|
| 3722 | static integer im1; |
|---|
| 3723 | extern /* Subroutine */ int csroot_(doublereal *, doublereal *, |
|---|
| 3724 | doublereal *, doublereal *); |
|---|
| 3725 | static integer mp1, itn, its; |
|---|
| 3726 | static doublereal zzi, zzr; |
|---|
| 3727 | static integer enm1; |
|---|
| 3728 | static doublereal tst1, tst2; |
|---|
| 3729 | |
|---|
| 3730 | |
|---|
| 3731 | |
|---|
| 3732 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE COMLR, */ |
|---|
| 3733 | /* NUM. MATH. 12, 369-376(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 3734 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 396-403(1971). */ |
|---|
| 3735 | |
|---|
| 3736 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A COMPLEX */ |
|---|
| 3737 | /* UPPER HESSENBERG MATRIX BY THE MODIFIED LR METHOD. */ |
|---|
| 3738 | |
|---|
| 3739 | /* ON INPUT */ |
|---|
| 3740 | |
|---|
| 3741 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 3742 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 3743 | /* DIMENSION STATEMENT. */ |
|---|
| 3744 | |
|---|
| 3745 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 3746 | |
|---|
| 3747 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 3748 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 3749 | /* SET LOW=1, IGH=N. */ |
|---|
| 3750 | |
|---|
| 3751 | /* HR AND HI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3752 | /* RESPECTIVELY, OF THE COMPLEX UPPER HESSENBERG MATRIX. */ |
|---|
| 3753 | /* THEIR LOWER TRIANGLES BELOW THE SUBDIAGONAL CONTAIN THE */ |
|---|
| 3754 | /* MULTIPLIERS WHICH WERE USED IN THE REDUCTION BY COMHES, */ |
|---|
| 3755 | /* IF PERFORMED. */ |
|---|
| 3756 | |
|---|
| 3757 | /* ON OUTPUT */ |
|---|
| 3758 | |
|---|
| 3759 | /* THE UPPER HESSENBERG PORTIONS OF HR AND HI HAVE BEEN */ |
|---|
| 3760 | /* DESTROYED. THEREFORE, THEY MUST BE SAVED BEFORE */ |
|---|
| 3761 | /* CALLING COMLR IF SUBSEQUENT CALCULATION OF */ |
|---|
| 3762 | /* EIGENVECTORS IS TO BE PERFORMED. */ |
|---|
| 3763 | |
|---|
| 3764 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 3765 | /* RESPECTIVELY, OF THE EIGENVALUES. IF AN ERROR */ |
|---|
| 3766 | /* EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT */ |
|---|
| 3767 | /* FOR INDICES IERR+1,...,N. */ |
|---|
| 3768 | |
|---|
| 3769 | /* IERR IS SET TO */ |
|---|
| 3770 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 3771 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 3772 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 3773 | |
|---|
| 3774 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 3775 | /* CALLS CSROOT FOR COMPLEX SQUARE ROOT. */ |
|---|
| 3776 | |
|---|
| 3777 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 3778 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 3779 | */ |
|---|
| 3780 | |
|---|
| 3781 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 3782 | |
|---|
| 3783 | /* ------------------------------------------------------------------ |
|---|
| 3784 | */ |
|---|
| 3785 | |
|---|
| 3786 | /* Parameter adjustments */ |
|---|
| 3787 | --wi; |
|---|
| 3788 | --wr; |
|---|
| 3789 | hi_dim1 = *nm; |
|---|
| 3790 | hi_offset = hi_dim1 + 1; |
|---|
| 3791 | hi -= hi_offset; |
|---|
| 3792 | hr_dim1 = *nm; |
|---|
| 3793 | hr_offset = hr_dim1 + 1; |
|---|
| 3794 | hr -= hr_offset; |
|---|
| 3795 | |
|---|
| 3796 | /* Function Body */ |
|---|
| 3797 | *ierr = 0; |
|---|
| 3798 | /* .......... STORE ROOTS ISOLATED BY CBAL .......... */ |
|---|
| 3799 | i_1 = *n; |
|---|
| 3800 | for (i = 1; i <= i_1; ++i) { |
|---|
| 3801 | if (i >= *low && i <= *igh) { |
|---|
| 3802 | goto L200; |
|---|
| 3803 | } |
|---|
| 3804 | wr[i] = hr[i + i * hr_dim1]; |
|---|
| 3805 | wi[i] = hi[i + i * hi_dim1]; |
|---|
| 3806 | L200: |
|---|
| 3807 | ; |
|---|
| 3808 | } |
|---|
| 3809 | |
|---|
| 3810 | en = *igh; |
|---|
| 3811 | tr = 0.; |
|---|
| 3812 | ti = 0.; |
|---|
| 3813 | itn = *n * 30; |
|---|
| 3814 | /* .......... SEARCH FOR NEXT EIGENVALUE .......... */ |
|---|
| 3815 | L220: |
|---|
| 3816 | if (en < *low) { |
|---|
| 3817 | goto L1001; |
|---|
| 3818 | } |
|---|
| 3819 | its = 0; |
|---|
| 3820 | enm1 = en - 1; |
|---|
| 3821 | /* .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT */ |
|---|
| 3822 | /* FOR L=EN STEP -1 UNTIL LOW D0 -- .......... */ |
|---|
| 3823 | L240: |
|---|
| 3824 | i_1 = en; |
|---|
| 3825 | for (ll = *low; ll <= i_1; ++ll) { |
|---|
| 3826 | l = en + *low - ll; |
|---|
| 3827 | if (l == *low) { |
|---|
| 3828 | goto L300; |
|---|
| 3829 | } |
|---|
| 3830 | tst1 = (d_1 = hr[l - 1 + (l - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[ |
|---|
| 3831 | l - 1 + (l - 1) * hi_dim1], abs(d_2)) + (d_3 = hr[l + l * |
|---|
| 3832 | hr_dim1], abs(d_3)) + (d_4 = hi[l + l * hi_dim1], abs(d_4)) |
|---|
| 3833 | ; |
|---|
| 3834 | tst2 = tst1 + (d_1 = hr[l + (l - 1) * hr_dim1], abs(d_1)) + (d_2 = |
|---|
| 3835 | hi[l + (l - 1) * hi_dim1], abs(d_2)); |
|---|
| 3836 | if (tst2 == tst1) { |
|---|
| 3837 | goto L300; |
|---|
| 3838 | } |
|---|
| 3839 | /* L260: */ |
|---|
| 3840 | } |
|---|
| 3841 | /* .......... FORM SHIFT .......... */ |
|---|
| 3842 | L300: |
|---|
| 3843 | if (l == en) { |
|---|
| 3844 | goto L660; |
|---|
| 3845 | } |
|---|
| 3846 | if (itn == 0) { |
|---|
| 3847 | goto L1000; |
|---|
| 3848 | } |
|---|
| 3849 | if (its == 10 || its == 20) { |
|---|
| 3850 | goto L320; |
|---|
| 3851 | } |
|---|
| 3852 | sr = hr[en + en * hr_dim1]; |
|---|
| 3853 | si = hi[en + en * hi_dim1]; |
|---|
| 3854 | xr = hr[enm1 + en * hr_dim1] * hr[en + enm1 * hr_dim1] - hi[enm1 + en * |
|---|
| 3855 | hi_dim1] * hi[en + enm1 * hi_dim1]; |
|---|
| 3856 | xi = hr[enm1 + en * hr_dim1] * hi[en + enm1 * hi_dim1] + hi[enm1 + en * |
|---|
| 3857 | hi_dim1] * hr[en + enm1 * hr_dim1]; |
|---|
| 3858 | if (xr == 0. && xi == 0.) { |
|---|
| 3859 | goto L340; |
|---|
| 3860 | } |
|---|
| 3861 | yr = (hr[enm1 + enm1 * hr_dim1] - sr) / 2.; |
|---|
| 3862 | yi = (hi[enm1 + enm1 * hi_dim1] - si) / 2.; |
|---|
| 3863 | /* Computing 2nd power */ |
|---|
| 3864 | d_2 = yr; |
|---|
| 3865 | /* Computing 2nd power */ |
|---|
| 3866 | d_3 = yi; |
|---|
| 3867 | d_1 = d_2 * d_2 - d_3 * d_3 + xr; |
|---|
| 3868 | d_4 = yr * 2. * yi + xi; |
|---|
| 3869 | csroot_(&d_1, &d_4, &zzr, &zzi); |
|---|
| 3870 | if (yr * zzr + yi * zzi >= 0.) { |
|---|
| 3871 | goto L310; |
|---|
| 3872 | } |
|---|
| 3873 | zzr = -zzr; |
|---|
| 3874 | zzi = -zzi; |
|---|
| 3875 | L310: |
|---|
| 3876 | d_1 = yr + zzr; |
|---|
| 3877 | d_2 = yi + zzi; |
|---|
| 3878 | cdiv_(&xr, &xi, &d_1, &d_2, &xr, &xi); |
|---|
| 3879 | sr -= xr; |
|---|
| 3880 | si -= xi; |
|---|
| 3881 | goto L340; |
|---|
| 3882 | /* .......... FORM EXCEPTIONAL SHIFT .......... */ |
|---|
| 3883 | L320: |
|---|
| 3884 | sr = (d_1 = hr[en + enm1 * hr_dim1], abs(d_1)) + (d_2 = hr[enm1 + (en |
|---|
| 3885 | - 2) * hr_dim1], abs(d_2)); |
|---|
| 3886 | si = (d_1 = hi[en + enm1 * hi_dim1], abs(d_1)) + (d_2 = hi[enm1 + (en |
|---|
| 3887 | - 2) * hi_dim1], abs(d_2)); |
|---|
| 3888 | |
|---|
| 3889 | L340: |
|---|
| 3890 | i_1 = en; |
|---|
| 3891 | for (i = *low; i <= i_1; ++i) { |
|---|
| 3892 | hr[i + i * hr_dim1] -= sr; |
|---|
| 3893 | hi[i + i * hi_dim1] -= si; |
|---|
| 3894 | /* L360: */ |
|---|
| 3895 | } |
|---|
| 3896 | |
|---|
| 3897 | tr += sr; |
|---|
| 3898 | ti += si; |
|---|
| 3899 | ++its; |
|---|
| 3900 | --itn; |
|---|
| 3901 | /* .......... LOOK FOR TWO CONSECUTIVE SMALL */ |
|---|
| 3902 | /* SUB-DIAGONAL ELEMENTS .......... */ |
|---|
| 3903 | xr = (d_1 = hr[enm1 + enm1 * hr_dim1], abs(d_1)) + (d_2 = hi[enm1 + |
|---|
| 3904 | enm1 * hi_dim1], abs(d_2)); |
|---|
| 3905 | yr = (d_1 = hr[en + enm1 * hr_dim1], abs(d_1)) + (d_2 = hi[en + enm1 * |
|---|
| 3906 | hi_dim1], abs(d_2)); |
|---|
| 3907 | zzr = (d_1 = hr[en + en * hr_dim1], abs(d_1)) + (d_2 = hi[en + en * |
|---|
| 3908 | hi_dim1], abs(d_2)); |
|---|
| 3909 | /* .......... FOR M=EN-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 3910 | i_1 = enm1; |
|---|
| 3911 | for (mm = l; mm <= i_1; ++mm) { |
|---|
| 3912 | m = enm1 + l - mm; |
|---|
| 3913 | if (m == l) { |
|---|
| 3914 | goto L420; |
|---|
| 3915 | } |
|---|
| 3916 | yi = yr; |
|---|
| 3917 | yr = (d_1 = hr[m + (m - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[m + ( |
|---|
| 3918 | m - 1) * hi_dim1], abs(d_2)); |
|---|
| 3919 | xi = zzr; |
|---|
| 3920 | zzr = xr; |
|---|
| 3921 | xr = (d_1 = hr[m - 1 + (m - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[m |
|---|
| 3922 | - 1 + (m - 1) * hi_dim1], abs(d_2)); |
|---|
| 3923 | tst1 = zzr / yi * (zzr + xr + xi); |
|---|
| 3924 | tst2 = tst1 + yr; |
|---|
| 3925 | if (tst2 == tst1) { |
|---|
| 3926 | goto L420; |
|---|
| 3927 | } |
|---|
| 3928 | /* L380: */ |
|---|
| 3929 | } |
|---|
| 3930 | /* .......... TRIANGULAR DECOMPOSITION H=L*R .......... */ |
|---|
| 3931 | L420: |
|---|
| 3932 | mp1 = m + 1; |
|---|
| 3933 | |
|---|
| 3934 | i_1 = en; |
|---|
| 3935 | for (i = mp1; i <= i_1; ++i) { |
|---|
| 3936 | im1 = i - 1; |
|---|
| 3937 | xr = hr[im1 + im1 * hr_dim1]; |
|---|
| 3938 | xi = hi[im1 + im1 * hi_dim1]; |
|---|
| 3939 | yr = hr[i + im1 * hr_dim1]; |
|---|
| 3940 | yi = hi[i + im1 * hi_dim1]; |
|---|
| 3941 | if (abs(xr) + abs(xi) >= abs(yr) + abs(yi)) { |
|---|
| 3942 | goto L460; |
|---|
| 3943 | } |
|---|
| 3944 | /* .......... INTERCHANGE ROWS OF HR AND HI .......... */ |
|---|
| 3945 | i_2 = en; |
|---|
| 3946 | for (j = im1; j <= i_2; ++j) { |
|---|
| 3947 | zzr = hr[im1 + j * hr_dim1]; |
|---|
| 3948 | hr[im1 + j * hr_dim1] = hr[i + j * hr_dim1]; |
|---|
| 3949 | hr[i + j * hr_dim1] = zzr; |
|---|
| 3950 | zzi = hi[im1 + j * hi_dim1]; |
|---|
| 3951 | hi[im1 + j * hi_dim1] = hi[i + j * hi_dim1]; |
|---|
| 3952 | hi[i + j * hi_dim1] = zzi; |
|---|
| 3953 | /* L440: */ |
|---|
| 3954 | } |
|---|
| 3955 | |
|---|
| 3956 | cdiv_(&xr, &xi, &yr, &yi, &zzr, &zzi); |
|---|
| 3957 | wr[i] = 1.; |
|---|
| 3958 | goto L480; |
|---|
| 3959 | L460: |
|---|
| 3960 | cdiv_(&yr, &yi, &xr, &xi, &zzr, &zzi); |
|---|
| 3961 | wr[i] = -1.; |
|---|
| 3962 | L480: |
|---|
| 3963 | hr[i + im1 * hr_dim1] = zzr; |
|---|
| 3964 | hi[i + im1 * hi_dim1] = zzi; |
|---|
| 3965 | |
|---|
| 3966 | i_2 = en; |
|---|
| 3967 | for (j = i; j <= i_2; ++j) { |
|---|
| 3968 | hr[i + j * hr_dim1] = hr[i + j * hr_dim1] - zzr * hr[im1 + j * |
|---|
| 3969 | hr_dim1] + zzi * hi[im1 + j * hi_dim1]; |
|---|
| 3970 | hi[i + j * hi_dim1] = hi[i + j * hi_dim1] - zzr * hi[im1 + j * |
|---|
| 3971 | hi_dim1] - zzi * hr[im1 + j * hr_dim1]; |
|---|
| 3972 | /* L500: */ |
|---|
| 3973 | } |
|---|
| 3974 | |
|---|
| 3975 | /* L520: */ |
|---|
| 3976 | } |
|---|
| 3977 | /* .......... COMPOSITION R*L=H .......... */ |
|---|
| 3978 | i_1 = en; |
|---|
| 3979 | for (j = mp1; j <= i_1; ++j) { |
|---|
| 3980 | xr = hr[j + (j - 1) * hr_dim1]; |
|---|
| 3981 | xi = hi[j + (j - 1) * hi_dim1]; |
|---|
| 3982 | hr[j + (j - 1) * hr_dim1] = 0.; |
|---|
| 3983 | hi[j + (j - 1) * hi_dim1] = 0.; |
|---|
| 3984 | /* .......... INTERCHANGE COLUMNS OF HR AND HI, */ |
|---|
| 3985 | /* IF NECESSARY .......... */ |
|---|
| 3986 | if (wr[j] <= 0.) { |
|---|
| 3987 | goto L580; |
|---|
| 3988 | } |
|---|
| 3989 | |
|---|
| 3990 | i_2 = j; |
|---|
| 3991 | for (i = l; i <= i_2; ++i) { |
|---|
| 3992 | zzr = hr[i + (j - 1) * hr_dim1]; |
|---|
| 3993 | hr[i + (j - 1) * hr_dim1] = hr[i + j * hr_dim1]; |
|---|
| 3994 | hr[i + j * hr_dim1] = zzr; |
|---|
| 3995 | zzi = hi[i + (j - 1) * hi_dim1]; |
|---|
| 3996 | hi[i + (j - 1) * hi_dim1] = hi[i + j * hi_dim1]; |
|---|
| 3997 | hi[i + j * hi_dim1] = zzi; |
|---|
| 3998 | /* L540: */ |
|---|
| 3999 | } |
|---|
| 4000 | |
|---|
| 4001 | L580: |
|---|
| 4002 | i_2 = j; |
|---|
| 4003 | for (i = l; i <= i_2; ++i) { |
|---|
| 4004 | hr[i + (j - 1) * hr_dim1] = hr[i + (j - 1) * hr_dim1] + xr * hr[i |
|---|
| 4005 | + j * hr_dim1] - xi * hi[i + j * hi_dim1]; |
|---|
| 4006 | hi[i + (j - 1) * hi_dim1] = hi[i + (j - 1) * hi_dim1] + xr * hi[i |
|---|
| 4007 | + j * hi_dim1] + xi * hr[i + j * hr_dim1]; |
|---|
| 4008 | /* L600: */ |
|---|
| 4009 | } |
|---|
| 4010 | |
|---|
| 4011 | /* L640: */ |
|---|
| 4012 | } |
|---|
| 4013 | |
|---|
| 4014 | goto L240; |
|---|
| 4015 | /* .......... A ROOT FOUND .......... */ |
|---|
| 4016 | L660: |
|---|
| 4017 | wr[en] = hr[en + en * hr_dim1] + tr; |
|---|
| 4018 | wi[en] = hi[en + en * hi_dim1] + ti; |
|---|
| 4019 | en = enm1; |
|---|
| 4020 | goto L220; |
|---|
| 4021 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 4022 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 4023 | L1000: |
|---|
| 4024 | *ierr = en; |
|---|
| 4025 | L1001: |
|---|
| 4026 | return 0; |
|---|
| 4027 | } /* comlr_ */ |
|---|
| 4028 | |
|---|
| 4029 | /* Subroutine */ int comlr2_(integer *nm, integer *n, integer *low, integer * |
|---|
| 4030 | igh, integer *int_, doublereal *hr, doublereal *hi, doublereal *wr, |
|---|
| 4031 | doublereal *wi, doublereal *zr, doublereal *zi, integer *ierr) |
|---|
| 4032 | { |
|---|
| 4033 | /* System generated locals */ |
|---|
| 4034 | integer hr_dim1, hr_offset, hi_dim1, hi_offset, zr_dim1, zr_offset, |
|---|
| 4035 | zi_dim1, zi_offset, i_1, i_2, i_3; |
|---|
| 4036 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 4037 | |
|---|
| 4038 | /* Local variables */ |
|---|
| 4039 | static integer iend; |
|---|
| 4040 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 4041 | , doublereal *, doublereal *, doublereal *); |
|---|
| 4042 | static doublereal norm; |
|---|
| 4043 | static integer i, j, k, l, m, ii, en, jj, ll, mm, nn; |
|---|
| 4044 | static doublereal si, ti, xi, yi, sr, tr, xr, yr; |
|---|
| 4045 | static integer im1; |
|---|
| 4046 | extern /* Subroutine */ int csroot_(doublereal *, doublereal *, |
|---|
| 4047 | doublereal *, doublereal *); |
|---|
| 4048 | static integer ip1, mp1, itn, its; |
|---|
| 4049 | static doublereal zzi, zzr; |
|---|
| 4050 | static integer enm1; |
|---|
| 4051 | static doublereal tst1, tst2; |
|---|
| 4052 | |
|---|
| 4053 | |
|---|
| 4054 | |
|---|
| 4055 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE COMLR2, */ |
|---|
| 4056 | /* NUM. MATH. 16, 181-204(1970) BY PETERS AND WILKINSON. */ |
|---|
| 4057 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971). */ |
|---|
| 4058 | |
|---|
| 4059 | /* THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS */ |
|---|
| 4060 | /* OF A COMPLEX UPPER HESSENBERG MATRIX BY THE MODIFIED LR */ |
|---|
| 4061 | /* METHOD. THE EIGENVECTORS OF A COMPLEX GENERAL MATRIX */ |
|---|
| 4062 | /* CAN ALSO BE FOUND IF COMHES HAS BEEN USED TO REDUCE */ |
|---|
| 4063 | /* THIS GENERAL MATRIX TO HESSENBERG FORM. */ |
|---|
| 4064 | |
|---|
| 4065 | /* ON INPUT */ |
|---|
| 4066 | |
|---|
| 4067 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 4068 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 4069 | /* DIMENSION STATEMENT. */ |
|---|
| 4070 | |
|---|
| 4071 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 4072 | |
|---|
| 4073 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 4074 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 4075 | /* SET LOW=1, IGH=N. */ |
|---|
| 4076 | |
|---|
| 4077 | /* INT CONTAINS INFORMATION ON THE ROWS AND COLUMNS INTERCHANGED */ |
|---|
| 4078 | /* IN THE REDUCTION BY COMHES, IF PERFORMED. ONLY ELEMENTS */ |
|---|
| 4079 | /* LOW THROUGH IGH ARE USED. IF THE EIGENVECTORS OF THE HESSEN- |
|---|
| 4080 | */ |
|---|
| 4081 | /* BERG MATRIX ARE DESIRED, SET INT(J)=J FOR THESE ELEMENTS. */ |
|---|
| 4082 | |
|---|
| 4083 | /* HR AND HI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 4084 | /* RESPECTIVELY, OF THE COMPLEX UPPER HESSENBERG MATRIX. */ |
|---|
| 4085 | /* THEIR LOWER TRIANGLES BELOW THE SUBDIAGONAL CONTAIN THE */ |
|---|
| 4086 | /* MULTIPLIERS WHICH WERE USED IN THE REDUCTION BY COMHES, */ |
|---|
| 4087 | /* IF PERFORMED. IF THE EIGENVECTORS OF THE HESSENBERG */ |
|---|
| 4088 | /* MATRIX ARE DESIRED, THESE ELEMENTS MUST BE SET TO ZERO. */ |
|---|
| 4089 | |
|---|
| 4090 | /* ON OUTPUT */ |
|---|
| 4091 | |
|---|
| 4092 | /* THE UPPER HESSENBERG PORTIONS OF HR AND HI HAVE BEEN */ |
|---|
| 4093 | /* DESTROYED, BUT THE LOCATION HR(1,1) CONTAINS THE NORM */ |
|---|
| 4094 | /* OF THE TRIANGULARIZED MATRIX. */ |
|---|
| 4095 | |
|---|
| 4096 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 4097 | /* RESPECTIVELY, OF THE EIGENVALUES. IF AN ERROR */ |
|---|
| 4098 | /* EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT */ |
|---|
| 4099 | /* FOR INDICES IERR+1,...,N. */ |
|---|
| 4100 | |
|---|
| 4101 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 4102 | /* RESPECTIVELY, OF THE EIGENVECTORS. THE EIGENVECTORS */ |
|---|
| 4103 | /* ARE UNNORMALIZED. IF AN ERROR EXIT IS MADE, NONE OF */ |
|---|
| 4104 | /* THE EIGENVECTORS HAS BEEN FOUND. */ |
|---|
| 4105 | |
|---|
| 4106 | /* IERR IS SET TO */ |
|---|
| 4107 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 4108 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 4109 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 4110 | |
|---|
| 4111 | |
|---|
| 4112 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 4113 | /* CALLS CSROOT FOR COMPLEX SQUARE ROOT. */ |
|---|
| 4114 | |
|---|
| 4115 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 4116 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 4117 | */ |
|---|
| 4118 | |
|---|
| 4119 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 4120 | |
|---|
| 4121 | /* ------------------------------------------------------------------ |
|---|
| 4122 | */ |
|---|
| 4123 | |
|---|
| 4124 | /* Parameter adjustments */ |
|---|
| 4125 | zi_dim1 = *nm; |
|---|
| 4126 | zi_offset = zi_dim1 + 1; |
|---|
| 4127 | zi -= zi_offset; |
|---|
| 4128 | zr_dim1 = *nm; |
|---|
| 4129 | zr_offset = zr_dim1 + 1; |
|---|
| 4130 | zr -= zr_offset; |
|---|
| 4131 | --wi; |
|---|
| 4132 | --wr; |
|---|
| 4133 | hi_dim1 = *nm; |
|---|
| 4134 | hi_offset = hi_dim1 + 1; |
|---|
| 4135 | hi -= hi_offset; |
|---|
| 4136 | hr_dim1 = *nm; |
|---|
| 4137 | hr_offset = hr_dim1 + 1; |
|---|
| 4138 | hr -= hr_offset; |
|---|
| 4139 | --int_; |
|---|
| 4140 | |
|---|
| 4141 | /* Function Body */ |
|---|
| 4142 | *ierr = 0; |
|---|
| 4143 | /* .......... INITIALIZE EIGENVECTOR MATRIX .......... */ |
|---|
| 4144 | i_1 = *n; |
|---|
| 4145 | for (i = 1; i <= i_1; ++i) { |
|---|
| 4146 | |
|---|
| 4147 | i_2 = *n; |
|---|
| 4148 | for (j = 1; j <= i_2; ++j) { |
|---|
| 4149 | zr[i + j * zr_dim1] = 0.; |
|---|
| 4150 | zi[i + j * zi_dim1] = 0.; |
|---|
| 4151 | if (i == j) { |
|---|
| 4152 | zr[i + j * zr_dim1] = 1.; |
|---|
| 4153 | } |
|---|
| 4154 | /* L100: */ |
|---|
| 4155 | } |
|---|
| 4156 | } |
|---|
| 4157 | /* .......... FORM THE MATRIX OF ACCUMULATED TRANSFORMATIONS */ |
|---|
| 4158 | /* FROM THE INFORMATION LEFT BY COMHES .......... */ |
|---|
| 4159 | iend = *igh - *low - 1; |
|---|
| 4160 | if (iend <= 0) { |
|---|
| 4161 | goto L180; |
|---|
| 4162 | } |
|---|
| 4163 | /* .......... FOR I=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 4164 | i_2 = iend; |
|---|
| 4165 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 4166 | i = *igh - ii; |
|---|
| 4167 | ip1 = i + 1; |
|---|
| 4168 | |
|---|
| 4169 | i_1 = *igh; |
|---|
| 4170 | for (k = ip1; k <= i_1; ++k) { |
|---|
| 4171 | zr[k + i * zr_dim1] = hr[k + (i - 1) * hr_dim1]; |
|---|
| 4172 | zi[k + i * zi_dim1] = hi[k + (i - 1) * hi_dim1]; |
|---|
| 4173 | /* L120: */ |
|---|
| 4174 | } |
|---|
| 4175 | |
|---|
| 4176 | j = int_[i]; |
|---|
| 4177 | if (i == j) { |
|---|
| 4178 | goto L160; |
|---|
| 4179 | } |
|---|
| 4180 | |
|---|
| 4181 | i_1 = *igh; |
|---|
| 4182 | for (k = i; k <= i_1; ++k) { |
|---|
| 4183 | zr[i + k * zr_dim1] = zr[j + k * zr_dim1]; |
|---|
| 4184 | zi[i + k * zi_dim1] = zi[j + k * zi_dim1]; |
|---|
| 4185 | zr[j + k * zr_dim1] = 0.; |
|---|
| 4186 | zi[j + k * zi_dim1] = 0.; |
|---|
| 4187 | /* L140: */ |
|---|
| 4188 | } |
|---|
| 4189 | |
|---|
| 4190 | zr[j + i * zr_dim1] = 1.; |
|---|
| 4191 | L160: |
|---|
| 4192 | ; |
|---|
| 4193 | } |
|---|
| 4194 | /* .......... STORE ROOTS ISOLATED BY CBAL .......... */ |
|---|
| 4195 | L180: |
|---|
| 4196 | i_2 = *n; |
|---|
| 4197 | for (i = 1; i <= i_2; ++i) { |
|---|
| 4198 | if (i >= *low && i <= *igh) { |
|---|
| 4199 | goto L200; |
|---|
| 4200 | } |
|---|
| 4201 | wr[i] = hr[i + i * hr_dim1]; |
|---|
| 4202 | wi[i] = hi[i + i * hi_dim1]; |
|---|
| 4203 | L200: |
|---|
| 4204 | ; |
|---|
| 4205 | } |
|---|
| 4206 | |
|---|
| 4207 | en = *igh; |
|---|
| 4208 | tr = 0.; |
|---|
| 4209 | ti = 0.; |
|---|
| 4210 | itn = *n * 30; |
|---|
| 4211 | /* .......... SEARCH FOR NEXT EIGENVALUE .......... */ |
|---|
| 4212 | L220: |
|---|
| 4213 | if (en < *low) { |
|---|
| 4214 | goto L680; |
|---|
| 4215 | } |
|---|
| 4216 | its = 0; |
|---|
| 4217 | enm1 = en - 1; |
|---|
| 4218 | /* .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT */ |
|---|
| 4219 | /* FOR L=EN STEP -1 UNTIL LOW DO -- .......... */ |
|---|
| 4220 | L240: |
|---|
| 4221 | i_2 = en; |
|---|
| 4222 | for (ll = *low; ll <= i_2; ++ll) { |
|---|
| 4223 | l = en + *low - ll; |
|---|
| 4224 | if (l == *low) { |
|---|
| 4225 | goto L300; |
|---|
| 4226 | } |
|---|
| 4227 | tst1 = (d_1 = hr[l - 1 + (l - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[ |
|---|
| 4228 | l - 1 + (l - 1) * hi_dim1], abs(d_2)) + (d_3 = hr[l + l * |
|---|
| 4229 | hr_dim1], abs(d_3)) + (d_4 = hi[l + l * hi_dim1], abs(d_4)) |
|---|
| 4230 | ; |
|---|
| 4231 | tst2 = tst1 + (d_1 = hr[l + (l - 1) * hr_dim1], abs(d_1)) + (d_2 = |
|---|
| 4232 | hi[l + (l - 1) * hi_dim1], abs(d_2)); |
|---|
| 4233 | if (tst2 == tst1) { |
|---|
| 4234 | goto L300; |
|---|
| 4235 | } |
|---|
| 4236 | /* L260: */ |
|---|
| 4237 | } |
|---|
| 4238 | /* .......... FORM SHIFT .......... */ |
|---|
| 4239 | L300: |
|---|
| 4240 | if (l == en) { |
|---|
| 4241 | goto L660; |
|---|
| 4242 | } |
|---|
| 4243 | if (itn == 0) { |
|---|
| 4244 | goto L1000; |
|---|
| 4245 | } |
|---|
| 4246 | if (its == 10 || its == 20) { |
|---|
| 4247 | goto L320; |
|---|
| 4248 | } |
|---|
| 4249 | sr = hr[en + en * hr_dim1]; |
|---|
| 4250 | si = hi[en + en * hi_dim1]; |
|---|
| 4251 | xr = hr[enm1 + en * hr_dim1] * hr[en + enm1 * hr_dim1] - hi[enm1 + en * |
|---|
| 4252 | hi_dim1] * hi[en + enm1 * hi_dim1]; |
|---|
| 4253 | xi = hr[enm1 + en * hr_dim1] * hi[en + enm1 * hi_dim1] + hi[enm1 + en * |
|---|
| 4254 | hi_dim1] * hr[en + enm1 * hr_dim1]; |
|---|
| 4255 | if (xr == 0. && xi == 0.) { |
|---|
| 4256 | goto L340; |
|---|
| 4257 | } |
|---|
| 4258 | yr = (hr[enm1 + enm1 * hr_dim1] - sr) / 2.; |
|---|
| 4259 | yi = (hi[enm1 + enm1 * hi_dim1] - si) / 2.; |
|---|
| 4260 | /* Computing 2nd power */ |
|---|
| 4261 | d_2 = yr; |
|---|
| 4262 | /* Computing 2nd power */ |
|---|
| 4263 | d_3 = yi; |
|---|
| 4264 | d_1 = d_2 * d_2 - d_3 * d_3 + xr; |
|---|
| 4265 | d_4 = yr * 2. * yi + xi; |
|---|
| 4266 | csroot_(&d_1, &d_4, &zzr, &zzi); |
|---|
| 4267 | if (yr * zzr + yi * zzi >= 0.) { |
|---|
| 4268 | goto L310; |
|---|
| 4269 | } |
|---|
| 4270 | zzr = -zzr; |
|---|
| 4271 | zzi = -zzi; |
|---|
| 4272 | L310: |
|---|
| 4273 | d_1 = yr + zzr; |
|---|
| 4274 | d_2 = yi + zzi; |
|---|
| 4275 | cdiv_(&xr, &xi, &d_1, &d_2, &xr, &xi); |
|---|
| 4276 | sr -= xr; |
|---|
| 4277 | si -= xi; |
|---|
| 4278 | goto L340; |
|---|
| 4279 | /* .......... FORM EXCEPTIONAL SHIFT .......... */ |
|---|
| 4280 | L320: |
|---|
| 4281 | sr = (d_1 = hr[en + enm1 * hr_dim1], abs(d_1)) + (d_2 = hr[enm1 + (en |
|---|
| 4282 | - 2) * hr_dim1], abs(d_2)); |
|---|
| 4283 | si = (d_1 = hi[en + enm1 * hi_dim1], abs(d_1)) + (d_2 = hi[enm1 + (en |
|---|
| 4284 | - 2) * hi_dim1], abs(d_2)); |
|---|
| 4285 | |
|---|
| 4286 | L340: |
|---|
| 4287 | i_2 = en; |
|---|
| 4288 | for (i = *low; i <= i_2; ++i) { |
|---|
| 4289 | hr[i + i * hr_dim1] -= sr; |
|---|
| 4290 | hi[i + i * hi_dim1] -= si; |
|---|
| 4291 | /* L360: */ |
|---|
| 4292 | } |
|---|
| 4293 | |
|---|
| 4294 | tr += sr; |
|---|
| 4295 | ti += si; |
|---|
| 4296 | ++its; |
|---|
| 4297 | --itn; |
|---|
| 4298 | /* .......... LOOK FOR TWO CONSECUTIVE SMALL */ |
|---|
| 4299 | /* SUB-DIAGONAL ELEMENTS .......... */ |
|---|
| 4300 | xr = (d_1 = hr[enm1 + enm1 * hr_dim1], abs(d_1)) + (d_2 = hi[enm1 + |
|---|
| 4301 | enm1 * hi_dim1], abs(d_2)); |
|---|
| 4302 | yr = (d_1 = hr[en + enm1 * hr_dim1], abs(d_1)) + (d_2 = hi[en + enm1 * |
|---|
| 4303 | hi_dim1], abs(d_2)); |
|---|
| 4304 | zzr = (d_1 = hr[en + en * hr_dim1], abs(d_1)) + (d_2 = hi[en + en * |
|---|
| 4305 | hi_dim1], abs(d_2)); |
|---|
| 4306 | /* .......... FOR M=EN-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 4307 | i_2 = enm1; |
|---|
| 4308 | for (mm = l; mm <= i_2; ++mm) { |
|---|
| 4309 | m = enm1 + l - mm; |
|---|
| 4310 | if (m == l) { |
|---|
| 4311 | goto L420; |
|---|
| 4312 | } |
|---|
| 4313 | yi = yr; |
|---|
| 4314 | yr = (d_1 = hr[m + (m - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[m + ( |
|---|
| 4315 | m - 1) * hi_dim1], abs(d_2)); |
|---|
| 4316 | xi = zzr; |
|---|
| 4317 | zzr = xr; |
|---|
| 4318 | xr = (d_1 = hr[m - 1 + (m - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[m |
|---|
| 4319 | - 1 + (m - 1) * hi_dim1], abs(d_2)); |
|---|
| 4320 | tst1 = zzr / yi * (zzr + xr + xi); |
|---|
| 4321 | tst2 = tst1 + yr; |
|---|
| 4322 | if (tst2 == tst1) { |
|---|
| 4323 | goto L420; |
|---|
| 4324 | } |
|---|
| 4325 | /* L380: */ |
|---|
| 4326 | } |
|---|
| 4327 | /* .......... TRIANGULAR DECOMPOSITION H=L*R .......... */ |
|---|
| 4328 | L420: |
|---|
| 4329 | mp1 = m + 1; |
|---|
| 4330 | |
|---|
| 4331 | i_2 = en; |
|---|
| 4332 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 4333 | im1 = i - 1; |
|---|
| 4334 | xr = hr[im1 + im1 * hr_dim1]; |
|---|
| 4335 | xi = hi[im1 + im1 * hi_dim1]; |
|---|
| 4336 | yr = hr[i + im1 * hr_dim1]; |
|---|
| 4337 | yi = hi[i + im1 * hi_dim1]; |
|---|
| 4338 | if (abs(xr) + abs(xi) >= abs(yr) + abs(yi)) { |
|---|
| 4339 | goto L460; |
|---|
| 4340 | } |
|---|
| 4341 | /* .......... INTERCHANGE ROWS OF HR AND HI .......... */ |
|---|
| 4342 | i_1 = *n; |
|---|
| 4343 | for (j = im1; j <= i_1; ++j) { |
|---|
| 4344 | zzr = hr[im1 + j * hr_dim1]; |
|---|
| 4345 | hr[im1 + j * hr_dim1] = hr[i + j * hr_dim1]; |
|---|
| 4346 | hr[i + j * hr_dim1] = zzr; |
|---|
| 4347 | zzi = hi[im1 + j * hi_dim1]; |
|---|
| 4348 | hi[im1 + j * hi_dim1] = hi[i + j * hi_dim1]; |
|---|
| 4349 | hi[i + j * hi_dim1] = zzi; |
|---|
| 4350 | /* L440: */ |
|---|
| 4351 | } |
|---|
| 4352 | |
|---|
| 4353 | cdiv_(&xr, &xi, &yr, &yi, &zzr, &zzi); |
|---|
| 4354 | wr[i] = 1.; |
|---|
| 4355 | goto L480; |
|---|
| 4356 | L460: |
|---|
| 4357 | cdiv_(&yr, &yi, &xr, &xi, &zzr, &zzi); |
|---|
| 4358 | wr[i] = -1.; |
|---|
| 4359 | L480: |
|---|
| 4360 | hr[i + im1 * hr_dim1] = zzr; |
|---|
| 4361 | hi[i + im1 * hi_dim1] = zzi; |
|---|
| 4362 | |
|---|
| 4363 | i_1 = *n; |
|---|
| 4364 | for (j = i; j <= i_1; ++j) { |
|---|
| 4365 | hr[i + j * hr_dim1] = hr[i + j * hr_dim1] - zzr * hr[im1 + j * |
|---|
| 4366 | hr_dim1] + zzi * hi[im1 + j * hi_dim1]; |
|---|
| 4367 | hi[i + j * hi_dim1] = hi[i + j * hi_dim1] - zzr * hi[im1 + j * |
|---|
| 4368 | hi_dim1] - zzi * hr[im1 + j * hr_dim1]; |
|---|
| 4369 | /* L500: */ |
|---|
| 4370 | } |
|---|
| 4371 | |
|---|
| 4372 | /* L520: */ |
|---|
| 4373 | } |
|---|
| 4374 | /* .......... COMPOSITION R*L=H .......... */ |
|---|
| 4375 | i_2 = en; |
|---|
| 4376 | for (j = mp1; j <= i_2; ++j) { |
|---|
| 4377 | xr = hr[j + (j - 1) * hr_dim1]; |
|---|
| 4378 | xi = hi[j + (j - 1) * hi_dim1]; |
|---|
| 4379 | hr[j + (j - 1) * hr_dim1] = 0.; |
|---|
| 4380 | hi[j + (j - 1) * hi_dim1] = 0.; |
|---|
| 4381 | /* .......... INTERCHANGE COLUMNS OF HR, HI, ZR, AND ZI, */ |
|---|
| 4382 | /* IF NECESSARY .......... */ |
|---|
| 4383 | if (wr[j] <= 0.) { |
|---|
| 4384 | goto L580; |
|---|
| 4385 | } |
|---|
| 4386 | |
|---|
| 4387 | i_1 = j; |
|---|
| 4388 | for (i = 1; i <= i_1; ++i) { |
|---|
| 4389 | zzr = hr[i + (j - 1) * hr_dim1]; |
|---|
| 4390 | hr[i + (j - 1) * hr_dim1] = hr[i + j * hr_dim1]; |
|---|
| 4391 | hr[i + j * hr_dim1] = zzr; |
|---|
| 4392 | zzi = hi[i + (j - 1) * hi_dim1]; |
|---|
| 4393 | hi[i + (j - 1) * hi_dim1] = hi[i + j * hi_dim1]; |
|---|
| 4394 | hi[i + j * hi_dim1] = zzi; |
|---|
| 4395 | /* L540: */ |
|---|
| 4396 | } |
|---|
| 4397 | |
|---|
| 4398 | i_1 = *igh; |
|---|
| 4399 | for (i = *low; i <= i_1; ++i) { |
|---|
| 4400 | zzr = zr[i + (j - 1) * zr_dim1]; |
|---|
| 4401 | zr[i + (j - 1) * zr_dim1] = zr[i + j * zr_dim1]; |
|---|
| 4402 | zr[i + j * zr_dim1] = zzr; |
|---|
| 4403 | zzi = zi[i + (j - 1) * zi_dim1]; |
|---|
| 4404 | zi[i + (j - 1) * zi_dim1] = zi[i + j * zi_dim1]; |
|---|
| 4405 | zi[i + j * zi_dim1] = zzi; |
|---|
| 4406 | /* L560: */ |
|---|
| 4407 | } |
|---|
| 4408 | |
|---|
| 4409 | L580: |
|---|
| 4410 | i_1 = j; |
|---|
| 4411 | for (i = 1; i <= i_1; ++i) { |
|---|
| 4412 | hr[i + (j - 1) * hr_dim1] = hr[i + (j - 1) * hr_dim1] + xr * hr[i |
|---|
| 4413 | + j * hr_dim1] - xi * hi[i + j * hi_dim1]; |
|---|
| 4414 | hi[i + (j - 1) * hi_dim1] = hi[i + (j - 1) * hi_dim1] + xr * hi[i |
|---|
| 4415 | + j * hi_dim1] + xi * hr[i + j * hr_dim1]; |
|---|
| 4416 | /* L600: */ |
|---|
| 4417 | } |
|---|
| 4418 | /* .......... ACCUMULATE TRANSFORMATIONS .......... */ |
|---|
| 4419 | i_1 = *igh; |
|---|
| 4420 | for (i = *low; i <= i_1; ++i) { |
|---|
| 4421 | zr[i + (j - 1) * zr_dim1] = zr[i + (j - 1) * zr_dim1] + xr * zr[i |
|---|
| 4422 | + j * zr_dim1] - xi * zi[i + j * zi_dim1]; |
|---|
| 4423 | zi[i + (j - 1) * zi_dim1] = zi[i + (j - 1) * zi_dim1] + xr * zi[i |
|---|
| 4424 | + j * zi_dim1] + xi * zr[i + j * zr_dim1]; |
|---|
| 4425 | /* L620: */ |
|---|
| 4426 | } |
|---|
| 4427 | |
|---|
| 4428 | /* L640: */ |
|---|
| 4429 | } |
|---|
| 4430 | |
|---|
| 4431 | goto L240; |
|---|
| 4432 | /* .......... A ROOT FOUND .......... */ |
|---|
| 4433 | L660: |
|---|
| 4434 | hr[en + en * hr_dim1] += tr; |
|---|
| 4435 | wr[en] = hr[en + en * hr_dim1]; |
|---|
| 4436 | hi[en + en * hi_dim1] += ti; |
|---|
| 4437 | wi[en] = hi[en + en * hi_dim1]; |
|---|
| 4438 | en = enm1; |
|---|
| 4439 | goto L220; |
|---|
| 4440 | /* .......... ALL ROOTS FOUND. BACKSUBSTITUTE TO FIND */ |
|---|
| 4441 | /* VECTORS OF UPPER TRIANGULAR FORM .......... */ |
|---|
| 4442 | L680: |
|---|
| 4443 | norm = 0.; |
|---|
| 4444 | |
|---|
| 4445 | i_2 = *n; |
|---|
| 4446 | for (i = 1; i <= i_2; ++i) { |
|---|
| 4447 | |
|---|
| 4448 | i_1 = *n; |
|---|
| 4449 | for (j = i; j <= i_1; ++j) { |
|---|
| 4450 | tr = (d_1 = hr[i + j * hr_dim1], abs(d_1)) + (d_2 = hi[i + j * |
|---|
| 4451 | hi_dim1], abs(d_2)); |
|---|
| 4452 | if (tr > norm) { |
|---|
| 4453 | norm = tr; |
|---|
| 4454 | } |
|---|
| 4455 | /* L720: */ |
|---|
| 4456 | } |
|---|
| 4457 | } |
|---|
| 4458 | |
|---|
| 4459 | hr[hr_dim1 + 1] = norm; |
|---|
| 4460 | if (*n == 1 || norm == 0.) { |
|---|
| 4461 | goto L1001; |
|---|
| 4462 | } |
|---|
| 4463 | /* .......... FOR EN=N STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 4464 | i_1 = *n; |
|---|
| 4465 | for (nn = 2; nn <= i_1; ++nn) { |
|---|
| 4466 | en = *n + 2 - nn; |
|---|
| 4467 | xr = wr[en]; |
|---|
| 4468 | xi = wi[en]; |
|---|
| 4469 | hr[en + en * hr_dim1] = 1.; |
|---|
| 4470 | hi[en + en * hi_dim1] = 0.; |
|---|
| 4471 | enm1 = en - 1; |
|---|
| 4472 | /* .......... FOR I=EN-1 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 4473 | i_2 = enm1; |
|---|
| 4474 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 4475 | i = en - ii; |
|---|
| 4476 | zzr = 0.; |
|---|
| 4477 | zzi = 0.; |
|---|
| 4478 | ip1 = i + 1; |
|---|
| 4479 | |
|---|
| 4480 | i_3 = en; |
|---|
| 4481 | for (j = ip1; j <= i_3; ++j) { |
|---|
| 4482 | zzr = zzr + hr[i + j * hr_dim1] * hr[j + en * hr_dim1] - hi[i |
|---|
| 4483 | + j * hi_dim1] * hi[j + en * hi_dim1]; |
|---|
| 4484 | zzi = zzi + hr[i + j * hr_dim1] * hi[j + en * hi_dim1] + hi[i |
|---|
| 4485 | + j * hi_dim1] * hr[j + en * hr_dim1]; |
|---|
| 4486 | /* L740: */ |
|---|
| 4487 | } |
|---|
| 4488 | |
|---|
| 4489 | yr = xr - wr[i]; |
|---|
| 4490 | yi = xi - wi[i]; |
|---|
| 4491 | if (yr != 0. || yi != 0.) { |
|---|
| 4492 | goto L765; |
|---|
| 4493 | } |
|---|
| 4494 | tst1 = norm; |
|---|
| 4495 | yr = tst1; |
|---|
| 4496 | L760: |
|---|
| 4497 | yr *= .01; |
|---|
| 4498 | tst2 = norm + yr; |
|---|
| 4499 | if (tst2 > tst1) { |
|---|
| 4500 | goto L760; |
|---|
| 4501 | } |
|---|
| 4502 | L765: |
|---|
| 4503 | cdiv_(&zzr, &zzi, &yr, &yi, &hr[i + en * hr_dim1], &hi[i + en * |
|---|
| 4504 | hi_dim1]); |
|---|
| 4505 | /* .......... OVERFLOW CONTROL .......... */ |
|---|
| 4506 | tr = (d_1 = hr[i + en * hr_dim1], abs(d_1)) + (d_2 = hi[i + en |
|---|
| 4507 | * hi_dim1], abs(d_2)); |
|---|
| 4508 | if (tr == 0.) { |
|---|
| 4509 | goto L780; |
|---|
| 4510 | } |
|---|
| 4511 | tst1 = tr; |
|---|
| 4512 | tst2 = tst1 + 1. / tst1; |
|---|
| 4513 | if (tst2 > tst1) { |
|---|
| 4514 | goto L780; |
|---|
| 4515 | } |
|---|
| 4516 | i_3 = en; |
|---|
| 4517 | for (j = i; j <= i_3; ++j) { |
|---|
| 4518 | hr[j + en * hr_dim1] /= tr; |
|---|
| 4519 | hi[j + en * hi_dim1] /= tr; |
|---|
| 4520 | /* L770: */ |
|---|
| 4521 | } |
|---|
| 4522 | |
|---|
| 4523 | L780: |
|---|
| 4524 | ; |
|---|
| 4525 | } |
|---|
| 4526 | |
|---|
| 4527 | /* L800: */ |
|---|
| 4528 | } |
|---|
| 4529 | /* .......... END BACKSUBSTITUTION .......... */ |
|---|
| 4530 | enm1 = *n - 1; |
|---|
| 4531 | /* .......... VECTORS OF ISOLATED ROOTS .......... */ |
|---|
| 4532 | i_1 = enm1; |
|---|
| 4533 | for (i = 1; i <= i_1; ++i) { |
|---|
| 4534 | if (i >= *low && i <= *igh) { |
|---|
| 4535 | goto L840; |
|---|
| 4536 | } |
|---|
| 4537 | ip1 = i + 1; |
|---|
| 4538 | |
|---|
| 4539 | i_2 = *n; |
|---|
| 4540 | for (j = ip1; j <= i_2; ++j) { |
|---|
| 4541 | zr[i + j * zr_dim1] = hr[i + j * hr_dim1]; |
|---|
| 4542 | zi[i + j * zi_dim1] = hi[i + j * hi_dim1]; |
|---|
| 4543 | /* L820: */ |
|---|
| 4544 | } |
|---|
| 4545 | |
|---|
| 4546 | L840: |
|---|
| 4547 | ; |
|---|
| 4548 | } |
|---|
| 4549 | /* .......... MULTIPLY BY TRANSFORMATION MATRIX TO GIVE */ |
|---|
| 4550 | /* VECTORS OF ORIGINAL FULL MATRIX. */ |
|---|
| 4551 | /* FOR J=N STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 4552 | i_1 = enm1; |
|---|
| 4553 | for (jj = *low; jj <= i_1; ++jj) { |
|---|
| 4554 | j = *n + *low - jj; |
|---|
| 4555 | m = min(j,*igh); |
|---|
| 4556 | |
|---|
| 4557 | i_2 = *igh; |
|---|
| 4558 | for (i = *low; i <= i_2; ++i) { |
|---|
| 4559 | zzr = 0.; |
|---|
| 4560 | zzi = 0.; |
|---|
| 4561 | |
|---|
| 4562 | i_3 = m; |
|---|
| 4563 | for (k = *low; k <= i_3; ++k) { |
|---|
| 4564 | zzr = zzr + zr[i + k * zr_dim1] * hr[k + j * hr_dim1] - zi[i |
|---|
| 4565 | + k * zi_dim1] * hi[k + j * hi_dim1]; |
|---|
| 4566 | zzi = zzi + zr[i + k * zr_dim1] * hi[k + j * hi_dim1] + zi[i |
|---|
| 4567 | + k * zi_dim1] * hr[k + j * hr_dim1]; |
|---|
| 4568 | /* L860: */ |
|---|
| 4569 | } |
|---|
| 4570 | |
|---|
| 4571 | zr[i + j * zr_dim1] = zzr; |
|---|
| 4572 | zi[i + j * zi_dim1] = zzi; |
|---|
| 4573 | /* L880: */ |
|---|
| 4574 | } |
|---|
| 4575 | } |
|---|
| 4576 | |
|---|
| 4577 | goto L1001; |
|---|
| 4578 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 4579 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 4580 | L1000: |
|---|
| 4581 | *ierr = en; |
|---|
| 4582 | L1001: |
|---|
| 4583 | return 0; |
|---|
| 4584 | } /* comlr2_ */ |
|---|
| 4585 | |
|---|
| 4586 | /* Subroutine */ int comqr_(integer *nm, integer *n, integer *low, integer * |
|---|
| 4587 | igh, doublereal *hr, doublereal *hi, doublereal *wr, doublereal *wi, |
|---|
| 4588 | integer *ierr) |
|---|
| 4589 | { |
|---|
| 4590 | /* System generated locals */ |
|---|
| 4591 | integer hr_dim1, hr_offset, hi_dim1, hi_offset, i_1, i_2; |
|---|
| 4592 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 4593 | |
|---|
| 4594 | /* Local variables */ |
|---|
| 4595 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 4596 | , doublereal *, doublereal *, doublereal *); |
|---|
| 4597 | static doublereal norm; |
|---|
| 4598 | static integer i, j, l, en, ll; |
|---|
| 4599 | static doublereal si, ti, xi, yi, sr, tr, xr, yr; |
|---|
| 4600 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 4601 | extern /* Subroutine */ int csroot_(doublereal *, doublereal *, |
|---|
| 4602 | doublereal *, doublereal *); |
|---|
| 4603 | static integer lp1, itn, its; |
|---|
| 4604 | static doublereal zzi, zzr; |
|---|
| 4605 | static integer enm1; |
|---|
| 4606 | static doublereal tst1, tst2; |
|---|
| 4607 | |
|---|
| 4608 | |
|---|
| 4609 | |
|---|
| 4610 | /* THIS SUBROUTINE IS A TRANSLATION OF A UNITARY ANALOGUE OF THE */ |
|---|
| 4611 | /* ALGOL PROCEDURE COMLR, NUM. MATH. 12, 369-376(1968) BY MARTIN */ |
|---|
| 4612 | /* AND WILKINSON. */ |
|---|
| 4613 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 396-403(1971). */ |
|---|
| 4614 | /* THE UNITARY ANALOGUE SUBSTITUTES THE QR ALGORITHM OF FRANCIS */ |
|---|
| 4615 | /* (COMP. JOUR. 4, 332-345(1962)) FOR THE LR ALGORITHM. */ |
|---|
| 4616 | |
|---|
| 4617 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A COMPLEX */ |
|---|
| 4618 | /* UPPER HESSENBERG MATRIX BY THE QR METHOD. */ |
|---|
| 4619 | |
|---|
| 4620 | /* ON INPUT */ |
|---|
| 4621 | |
|---|
| 4622 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 4623 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 4624 | /* DIMENSION STATEMENT. */ |
|---|
| 4625 | |
|---|
| 4626 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 4627 | |
|---|
| 4628 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 4629 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 4630 | /* SET LOW=1, IGH=N. */ |
|---|
| 4631 | |
|---|
| 4632 | /* HR AND HI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 4633 | /* RESPECTIVELY, OF THE COMPLEX UPPER HESSENBERG MATRIX. */ |
|---|
| 4634 | /* THEIR LOWER TRIANGLES BELOW THE SUBDIAGONAL CONTAIN */ |
|---|
| 4635 | /* INFORMATION ABOUT THE UNITARY TRANSFORMATIONS USED IN */ |
|---|
| 4636 | /* THE REDUCTION BY CORTH, IF PERFORMED. */ |
|---|
| 4637 | |
|---|
| 4638 | /* ON OUTPUT */ |
|---|
| 4639 | |
|---|
| 4640 | /* THE UPPER HESSENBERG PORTIONS OF HR AND HI HAVE BEEN */ |
|---|
| 4641 | /* DESTROYED. THEREFORE, THEY MUST BE SAVED BEFORE */ |
|---|
| 4642 | /* CALLING COMQR IF SUBSEQUENT CALCULATION OF */ |
|---|
| 4643 | /* EIGENVECTORS IS TO BE PERFORMED. */ |
|---|
| 4644 | |
|---|
| 4645 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 4646 | /* RESPECTIVELY, OF THE EIGENVALUES. IF AN ERROR */ |
|---|
| 4647 | /* EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT */ |
|---|
| 4648 | /* FOR INDICES IERR+1,...,N. */ |
|---|
| 4649 | |
|---|
| 4650 | /* IERR IS SET TO */ |
|---|
| 4651 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 4652 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 4653 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 4654 | |
|---|
| 4655 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 4656 | /* CALLS CSROOT FOR COMPLEX SQUARE ROOT. */ |
|---|
| 4657 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 4658 | |
|---|
| 4659 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 4660 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 4661 | */ |
|---|
| 4662 | |
|---|
| 4663 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 4664 | |
|---|
| 4665 | /* ------------------------------------------------------------------ |
|---|
| 4666 | */ |
|---|
| 4667 | |
|---|
| 4668 | /* Parameter adjustments */ |
|---|
| 4669 | --wi; |
|---|
| 4670 | --wr; |
|---|
| 4671 | hi_dim1 = *nm; |
|---|
| 4672 | hi_offset = hi_dim1 + 1; |
|---|
| 4673 | hi -= hi_offset; |
|---|
| 4674 | hr_dim1 = *nm; |
|---|
| 4675 | hr_offset = hr_dim1 + 1; |
|---|
| 4676 | hr -= hr_offset; |
|---|
| 4677 | |
|---|
| 4678 | /* Function Body */ |
|---|
| 4679 | *ierr = 0; |
|---|
| 4680 | if (*low == *igh) { |
|---|
| 4681 | goto L180; |
|---|
| 4682 | } |
|---|
| 4683 | /* .......... CREATE REAL SUBDIAGONAL ELEMENTS .......... */ |
|---|
| 4684 | l = *low + 1; |
|---|
| 4685 | |
|---|
| 4686 | i_1 = *igh; |
|---|
| 4687 | for (i = l; i <= i_1; ++i) { |
|---|
| 4688 | /* Computing MIN */ |
|---|
| 4689 | i_2 = i + 1; |
|---|
| 4690 | ll = min(i_2,*igh); |
|---|
| 4691 | if (hi[i + (i - 1) * hi_dim1] == 0.) { |
|---|
| 4692 | goto L170; |
|---|
| 4693 | } |
|---|
| 4694 | norm = pythag_(&hr[i + (i - 1) * hr_dim1], &hi[i + (i - 1) * hi_dim1]) |
|---|
| 4695 | ; |
|---|
| 4696 | yr = hr[i + (i - 1) * hr_dim1] / norm; |
|---|
| 4697 | yi = hi[i + (i - 1) * hi_dim1] / norm; |
|---|
| 4698 | hr[i + (i - 1) * hr_dim1] = norm; |
|---|
| 4699 | hi[i + (i - 1) * hi_dim1] = 0.; |
|---|
| 4700 | |
|---|
| 4701 | i_2 = *igh; |
|---|
| 4702 | for (j = i; j <= i_2; ++j) { |
|---|
| 4703 | si = yr * hi[i + j * hi_dim1] - yi * hr[i + j * hr_dim1]; |
|---|
| 4704 | hr[i + j * hr_dim1] = yr * hr[i + j * hr_dim1] + yi * hi[i + j * |
|---|
| 4705 | hi_dim1]; |
|---|
| 4706 | hi[i + j * hi_dim1] = si; |
|---|
| 4707 | /* L155: */ |
|---|
| 4708 | } |
|---|
| 4709 | |
|---|
| 4710 | i_2 = ll; |
|---|
| 4711 | for (j = *low; j <= i_2; ++j) { |
|---|
| 4712 | si = yr * hi[j + i * hi_dim1] + yi * hr[j + i * hr_dim1]; |
|---|
| 4713 | hr[j + i * hr_dim1] = yr * hr[j + i * hr_dim1] - yi * hi[j + i * |
|---|
| 4714 | hi_dim1]; |
|---|
| 4715 | hi[j + i * hi_dim1] = si; |
|---|
| 4716 | /* L160: */ |
|---|
| 4717 | } |
|---|
| 4718 | |
|---|
| 4719 | L170: |
|---|
| 4720 | ; |
|---|
| 4721 | } |
|---|
| 4722 | /* .......... STORE ROOTS ISOLATED BY CBAL .......... */ |
|---|
| 4723 | L180: |
|---|
| 4724 | i_1 = *n; |
|---|
| 4725 | for (i = 1; i <= i_1; ++i) { |
|---|
| 4726 | if (i >= *low && i <= *igh) { |
|---|
| 4727 | goto L200; |
|---|
| 4728 | } |
|---|
| 4729 | wr[i] = hr[i + i * hr_dim1]; |
|---|
| 4730 | wi[i] = hi[i + i * hi_dim1]; |
|---|
| 4731 | L200: |
|---|
| 4732 | ; |
|---|
| 4733 | } |
|---|
| 4734 | |
|---|
| 4735 | en = *igh; |
|---|
| 4736 | tr = 0.; |
|---|
| 4737 | ti = 0.; |
|---|
| 4738 | itn = *n * 30; |
|---|
| 4739 | /* .......... SEARCH FOR NEXT EIGENVALUE .......... */ |
|---|
| 4740 | L220: |
|---|
| 4741 | if (en < *low) { |
|---|
| 4742 | goto L1001; |
|---|
| 4743 | } |
|---|
| 4744 | its = 0; |
|---|
| 4745 | enm1 = en - 1; |
|---|
| 4746 | /* .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT */ |
|---|
| 4747 | /* FOR L=EN STEP -1 UNTIL LOW D0 -- .......... */ |
|---|
| 4748 | L240: |
|---|
| 4749 | i_1 = en; |
|---|
| 4750 | for (ll = *low; ll <= i_1; ++ll) { |
|---|
| 4751 | l = en + *low - ll; |
|---|
| 4752 | if (l == *low) { |
|---|
| 4753 | goto L300; |
|---|
| 4754 | } |
|---|
| 4755 | tst1 = (d_1 = hr[l - 1 + (l - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[ |
|---|
| 4756 | l - 1 + (l - 1) * hi_dim1], abs(d_2)) + (d_3 = hr[l + l * |
|---|
| 4757 | hr_dim1], abs(d_3)) + (d_4 = hi[l + l * hi_dim1], abs(d_4)) |
|---|
| 4758 | ; |
|---|
| 4759 | tst2 = tst1 + (d_1 = hr[l + (l - 1) * hr_dim1], abs(d_1)); |
|---|
| 4760 | if (tst2 == tst1) { |
|---|
| 4761 | goto L300; |
|---|
| 4762 | } |
|---|
| 4763 | /* L260: */ |
|---|
| 4764 | } |
|---|
| 4765 | /* .......... FORM SHIFT .......... */ |
|---|
| 4766 | L300: |
|---|
| 4767 | if (l == en) { |
|---|
| 4768 | goto L660; |
|---|
| 4769 | } |
|---|
| 4770 | if (itn == 0) { |
|---|
| 4771 | goto L1000; |
|---|
| 4772 | } |
|---|
| 4773 | if (its == 10 || its == 20) { |
|---|
| 4774 | goto L320; |
|---|
| 4775 | } |
|---|
| 4776 | sr = hr[en + en * hr_dim1]; |
|---|
| 4777 | si = hi[en + en * hi_dim1]; |
|---|
| 4778 | xr = hr[enm1 + en * hr_dim1] * hr[en + enm1 * hr_dim1]; |
|---|
| 4779 | xi = hi[enm1 + en * hi_dim1] * hr[en + enm1 * hr_dim1]; |
|---|
| 4780 | if (xr == 0. && xi == 0.) { |
|---|
| 4781 | goto L340; |
|---|
| 4782 | } |
|---|
| 4783 | yr = (hr[enm1 + enm1 * hr_dim1] - sr) / 2.; |
|---|
| 4784 | yi = (hi[enm1 + enm1 * hi_dim1] - si) / 2.; |
|---|
| 4785 | /* Computing 2nd power */ |
|---|
| 4786 | d_2 = yr; |
|---|
| 4787 | /* Computing 2nd power */ |
|---|
| 4788 | d_3 = yi; |
|---|
| 4789 | d_1 = d_2 * d_2 - d_3 * d_3 + xr; |
|---|
| 4790 | d_4 = yr * 2. * yi + xi; |
|---|
| 4791 | csroot_(&d_1, &d_4, &zzr, &zzi); |
|---|
| 4792 | if (yr * zzr + yi * zzi >= 0.) { |
|---|
| 4793 | goto L310; |
|---|
| 4794 | } |
|---|
| 4795 | zzr = -zzr; |
|---|
| 4796 | zzi = -zzi; |
|---|
| 4797 | L310: |
|---|
| 4798 | d_1 = yr + zzr; |
|---|
| 4799 | d_2 = yi + zzi; |
|---|
| 4800 | cdiv_(&xr, &xi, &d_1, &d_2, &xr, &xi); |
|---|
| 4801 | sr -= xr; |
|---|
| 4802 | si -= xi; |
|---|
| 4803 | goto L340; |
|---|
| 4804 | /* .......... FORM EXCEPTIONAL SHIFT .......... */ |
|---|
| 4805 | L320: |
|---|
| 4806 | sr = (d_1 = hr[en + enm1 * hr_dim1], abs(d_1)) + (d_2 = hr[enm1 + (en |
|---|
| 4807 | - 2) * hr_dim1], abs(d_2)); |
|---|
| 4808 | si = 0.; |
|---|
| 4809 | |
|---|
| 4810 | L340: |
|---|
| 4811 | i_1 = en; |
|---|
| 4812 | for (i = *low; i <= i_1; ++i) { |
|---|
| 4813 | hr[i + i * hr_dim1] -= sr; |
|---|
| 4814 | hi[i + i * hi_dim1] -= si; |
|---|
| 4815 | /* L360: */ |
|---|
| 4816 | } |
|---|
| 4817 | |
|---|
| 4818 | tr += sr; |
|---|
| 4819 | ti += si; |
|---|
| 4820 | ++its; |
|---|
| 4821 | --itn; |
|---|
| 4822 | /* .......... REDUCE TO TRIANGLE (ROWS) .......... */ |
|---|
| 4823 | lp1 = l + 1; |
|---|
| 4824 | |
|---|
| 4825 | i_1 = en; |
|---|
| 4826 | for (i = lp1; i <= i_1; ++i) { |
|---|
| 4827 | sr = hr[i + (i - 1) * hr_dim1]; |
|---|
| 4828 | hr[i + (i - 1) * hr_dim1] = 0.; |
|---|
| 4829 | d_1 = pythag_(&hr[i - 1 + (i - 1) * hr_dim1], &hi[i - 1 + (i - 1) * |
|---|
| 4830 | hi_dim1]); |
|---|
| 4831 | norm = pythag_(&d_1, &sr); |
|---|
| 4832 | xr = hr[i - 1 + (i - 1) * hr_dim1] / norm; |
|---|
| 4833 | wr[i - 1] = xr; |
|---|
| 4834 | xi = hi[i - 1 + (i - 1) * hi_dim1] / norm; |
|---|
| 4835 | wi[i - 1] = xi; |
|---|
| 4836 | hr[i - 1 + (i - 1) * hr_dim1] = norm; |
|---|
| 4837 | hi[i - 1 + (i - 1) * hi_dim1] = 0.; |
|---|
| 4838 | hi[i + (i - 1) * hi_dim1] = sr / norm; |
|---|
| 4839 | |
|---|
| 4840 | i_2 = en; |
|---|
| 4841 | for (j = i; j <= i_2; ++j) { |
|---|
| 4842 | yr = hr[i - 1 + j * hr_dim1]; |
|---|
| 4843 | yi = hi[i - 1 + j * hi_dim1]; |
|---|
| 4844 | zzr = hr[i + j * hr_dim1]; |
|---|
| 4845 | zzi = hi[i + j * hi_dim1]; |
|---|
| 4846 | hr[i - 1 + j * hr_dim1] = xr * yr + xi * yi + hi[i + (i - 1) * |
|---|
| 4847 | hi_dim1] * zzr; |
|---|
| 4848 | hi[i - 1 + j * hi_dim1] = xr * yi - xi * yr + hi[i + (i - 1) * |
|---|
| 4849 | hi_dim1] * zzi; |
|---|
| 4850 | hr[i + j * hr_dim1] = xr * zzr - xi * zzi - hi[i + (i - 1) * |
|---|
| 4851 | hi_dim1] * yr; |
|---|
| 4852 | hi[i + j * hi_dim1] = xr * zzi + xi * zzr - hi[i + (i - 1) * |
|---|
| 4853 | hi_dim1] * yi; |
|---|
| 4854 | /* L490: */ |
|---|
| 4855 | } |
|---|
| 4856 | |
|---|
| 4857 | /* L500: */ |
|---|
| 4858 | } |
|---|
| 4859 | |
|---|
| 4860 | si = hi[en + en * hi_dim1]; |
|---|
| 4861 | if (si == 0.) { |
|---|
| 4862 | goto L540; |
|---|
| 4863 | } |
|---|
| 4864 | norm = pythag_(&hr[en + en * hr_dim1], &si); |
|---|
| 4865 | sr = hr[en + en * hr_dim1] / norm; |
|---|
| 4866 | si /= norm; |
|---|
| 4867 | hr[en + en * hr_dim1] = norm; |
|---|
| 4868 | hi[en + en * hi_dim1] = 0.; |
|---|
| 4869 | /* .......... INVERSE OPERATION (COLUMNS) .......... */ |
|---|
| 4870 | L540: |
|---|
| 4871 | i_1 = en; |
|---|
| 4872 | for (j = lp1; j <= i_1; ++j) { |
|---|
| 4873 | xr = wr[j - 1]; |
|---|
| 4874 | xi = wi[j - 1]; |
|---|
| 4875 | |
|---|
| 4876 | i_2 = j; |
|---|
| 4877 | for (i = l; i <= i_2; ++i) { |
|---|
| 4878 | yr = hr[i + (j - 1) * hr_dim1]; |
|---|
| 4879 | yi = 0.; |
|---|
| 4880 | zzr = hr[i + j * hr_dim1]; |
|---|
| 4881 | zzi = hi[i + j * hi_dim1]; |
|---|
| 4882 | if (i == j) { |
|---|
| 4883 | goto L560; |
|---|
| 4884 | } |
|---|
| 4885 | yi = hi[i + (j - 1) * hi_dim1]; |
|---|
| 4886 | hi[i + (j - 1) * hi_dim1] = xr * yi + xi * yr + hi[j + (j - 1) * |
|---|
| 4887 | hi_dim1] * zzi; |
|---|
| 4888 | L560: |
|---|
| 4889 | hr[i + (j - 1) * hr_dim1] = xr * yr - xi * yi + hi[j + (j - 1) * |
|---|
| 4890 | hi_dim1] * zzr; |
|---|
| 4891 | hr[i + j * hr_dim1] = xr * zzr + xi * zzi - hi[j + (j - 1) * |
|---|
| 4892 | hi_dim1] * yr; |
|---|
| 4893 | hi[i + j * hi_dim1] = xr * zzi - xi * zzr - hi[j + (j - 1) * |
|---|
| 4894 | hi_dim1] * yi; |
|---|
| 4895 | /* L580: */ |
|---|
| 4896 | } |
|---|
| 4897 | |
|---|
| 4898 | /* L600: */ |
|---|
| 4899 | } |
|---|
| 4900 | |
|---|
| 4901 | if (si == 0.) { |
|---|
| 4902 | goto L240; |
|---|
| 4903 | } |
|---|
| 4904 | |
|---|
| 4905 | i_1 = en; |
|---|
| 4906 | for (i = l; i <= i_1; ++i) { |
|---|
| 4907 | yr = hr[i + en * hr_dim1]; |
|---|
| 4908 | yi = hi[i + en * hi_dim1]; |
|---|
| 4909 | hr[i + en * hr_dim1] = sr * yr - si * yi; |
|---|
| 4910 | hi[i + en * hi_dim1] = sr * yi + si * yr; |
|---|
| 4911 | /* L630: */ |
|---|
| 4912 | } |
|---|
| 4913 | |
|---|
| 4914 | goto L240; |
|---|
| 4915 | /* .......... A ROOT FOUND .......... */ |
|---|
| 4916 | L660: |
|---|
| 4917 | wr[en] = hr[en + en * hr_dim1] + tr; |
|---|
| 4918 | wi[en] = hi[en + en * hi_dim1] + ti; |
|---|
| 4919 | en = enm1; |
|---|
| 4920 | goto L220; |
|---|
| 4921 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 4922 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 4923 | L1000: |
|---|
| 4924 | *ierr = en; |
|---|
| 4925 | L1001: |
|---|
| 4926 | return 0; |
|---|
| 4927 | } /* comqr_ */ |
|---|
| 4928 | |
|---|
| 4929 | /* Subroutine */ int comqr2_(integer *nm, integer *n, integer *low, integer * |
|---|
| 4930 | igh, doublereal *ortr, doublereal *orti, doublereal *hr, doublereal * |
|---|
| 4931 | hi, doublereal *wr, doublereal *wi, doublereal *zr, doublereal *zi, |
|---|
| 4932 | integer *ierr) |
|---|
| 4933 | { |
|---|
| 4934 | /* System generated locals */ |
|---|
| 4935 | integer hr_dim1, hr_offset, hi_dim1, hi_offset, zr_dim1, zr_offset, |
|---|
| 4936 | zi_dim1, zi_offset, i_1, i_2, i_3; |
|---|
| 4937 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 4938 | |
|---|
| 4939 | /* Local variables */ |
|---|
| 4940 | static integer iend; |
|---|
| 4941 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 4942 | , doublereal *, doublereal *, doublereal *); |
|---|
| 4943 | static doublereal norm; |
|---|
| 4944 | static integer i, j, k, l, m, ii, en, jj, ll, nn; |
|---|
| 4945 | static doublereal si, ti, xi, yi, sr, tr, xr, yr; |
|---|
| 4946 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 4947 | extern /* Subroutine */ int csroot_(doublereal *, doublereal *, |
|---|
| 4948 | doublereal *, doublereal *); |
|---|
| 4949 | static integer ip1, lp1, itn, its; |
|---|
| 4950 | static doublereal zzi, zzr; |
|---|
| 4951 | static integer enm1; |
|---|
| 4952 | static doublereal tst1, tst2; |
|---|
| 4953 | |
|---|
| 4954 | |
|---|
| 4955 | |
|---|
| 4956 | /* THIS SUBROUTINE IS A TRANSLATION OF A UNITARY ANALOGUE OF THE */ |
|---|
| 4957 | /* ALGOL PROCEDURE COMLR2, NUM. MATH. 16, 181-204(1970) BY PETERS */ |
|---|
| 4958 | /* AND WILKINSON. */ |
|---|
| 4959 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971). */ |
|---|
| 4960 | /* THE UNITARY ANALOGUE SUBSTITUTES THE QR ALGORITHM OF FRANCIS */ |
|---|
| 4961 | /* (COMP. JOUR. 4, 332-345(1962)) FOR THE LR ALGORITHM. */ |
|---|
| 4962 | |
|---|
| 4963 | /* THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS */ |
|---|
| 4964 | /* OF A COMPLEX UPPER HESSENBERG MATRIX BY THE QR */ |
|---|
| 4965 | /* METHOD. THE EIGENVECTORS OF A COMPLEX GENERAL MATRIX */ |
|---|
| 4966 | /* CAN ALSO BE FOUND IF CORTH HAS BEEN USED TO REDUCE */ |
|---|
| 4967 | /* THIS GENERAL MATRIX TO HESSENBERG FORM. */ |
|---|
| 4968 | |
|---|
| 4969 | /* ON INPUT */ |
|---|
| 4970 | |
|---|
| 4971 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 4972 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 4973 | /* DIMENSION STATEMENT. */ |
|---|
| 4974 | |
|---|
| 4975 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 4976 | |
|---|
| 4977 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 4978 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 4979 | /* SET LOW=1, IGH=N. */ |
|---|
| 4980 | |
|---|
| 4981 | /* ORTR AND ORTI CONTAIN INFORMATION ABOUT THE UNITARY TRANS- */ |
|---|
| 4982 | /* FORMATIONS USED IN THE REDUCTION BY CORTH, IF PERFORMED. */ |
|---|
| 4983 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. IF THE EIGENVECTORS |
|---|
| 4984 | */ |
|---|
| 4985 | /* OF THE HESSENBERG MATRIX ARE DESIRED, SET ORTR(J) AND */ |
|---|
| 4986 | /* ORTI(J) TO 0.0D0 FOR THESE ELEMENTS. */ |
|---|
| 4987 | |
|---|
| 4988 | /* HR AND HI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 4989 | /* RESPECTIVELY, OF THE COMPLEX UPPER HESSENBERG MATRIX. */ |
|---|
| 4990 | /* THEIR LOWER TRIANGLES BELOW THE SUBDIAGONAL CONTAIN FURTHER */ |
|---|
| 4991 | /* INFORMATION ABOUT THE TRANSFORMATIONS WHICH WERE USED IN THE |
|---|
| 4992 | */ |
|---|
| 4993 | /* REDUCTION BY CORTH, IF PERFORMED. IF THE EIGENVECTORS OF */ |
|---|
| 4994 | /* THE HESSENBERG MATRIX ARE DESIRED, THESE ELEMENTS MAY BE */ |
|---|
| 4995 | /* ARBITRARY. */ |
|---|
| 4996 | |
|---|
| 4997 | /* ON OUTPUT */ |
|---|
| 4998 | |
|---|
| 4999 | /* ORTR, ORTI, AND THE UPPER HESSENBERG PORTIONS OF HR AND HI */ |
|---|
| 5000 | /* HAVE BEEN DESTROYED. */ |
|---|
| 5001 | |
|---|
| 5002 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 5003 | /* RESPECTIVELY, OF THE EIGENVALUES. IF AN ERROR */ |
|---|
| 5004 | /* EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT */ |
|---|
| 5005 | /* FOR INDICES IERR+1,...,N. */ |
|---|
| 5006 | |
|---|
| 5007 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 5008 | /* RESPECTIVELY, OF THE EIGENVECTORS. THE EIGENVECTORS */ |
|---|
| 5009 | /* ARE UNNORMALIZED. IF AN ERROR EXIT IS MADE, NONE OF */ |
|---|
| 5010 | /* THE EIGENVECTORS HAS BEEN FOUND. */ |
|---|
| 5011 | |
|---|
| 5012 | /* IERR IS SET TO */ |
|---|
| 5013 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 5014 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 5015 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 5016 | |
|---|
| 5017 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 5018 | /* CALLS CSROOT FOR COMPLEX SQUARE ROOT. */ |
|---|
| 5019 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 5020 | |
|---|
| 5021 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 5022 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 5023 | */ |
|---|
| 5024 | |
|---|
| 5025 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 5026 | |
|---|
| 5027 | /* ------------------------------------------------------------------ |
|---|
| 5028 | */ |
|---|
| 5029 | |
|---|
| 5030 | /* Parameter adjustments */ |
|---|
| 5031 | zi_dim1 = *nm; |
|---|
| 5032 | zi_offset = zi_dim1 + 1; |
|---|
| 5033 | zi -= zi_offset; |
|---|
| 5034 | zr_dim1 = *nm; |
|---|
| 5035 | zr_offset = zr_dim1 + 1; |
|---|
| 5036 | zr -= zr_offset; |
|---|
| 5037 | --wi; |
|---|
| 5038 | --wr; |
|---|
| 5039 | hi_dim1 = *nm; |
|---|
| 5040 | hi_offset = hi_dim1 + 1; |
|---|
| 5041 | hi -= hi_offset; |
|---|
| 5042 | hr_dim1 = *nm; |
|---|
| 5043 | hr_offset = hr_dim1 + 1; |
|---|
| 5044 | hr -= hr_offset; |
|---|
| 5045 | --orti; |
|---|
| 5046 | --ortr; |
|---|
| 5047 | |
|---|
| 5048 | /* Function Body */ |
|---|
| 5049 | *ierr = 0; |
|---|
| 5050 | /* .......... INITIALIZE EIGENVECTOR MATRIX .......... */ |
|---|
| 5051 | i_1 = *n; |
|---|
| 5052 | for (j = 1; j <= i_1; ++j) { |
|---|
| 5053 | |
|---|
| 5054 | i_2 = *n; |
|---|
| 5055 | for (i = 1; i <= i_2; ++i) { |
|---|
| 5056 | zr[i + j * zr_dim1] = 0.; |
|---|
| 5057 | zi[i + j * zi_dim1] = 0.; |
|---|
| 5058 | /* L100: */ |
|---|
| 5059 | } |
|---|
| 5060 | zr[j + j * zr_dim1] = 1.; |
|---|
| 5061 | /* L101: */ |
|---|
| 5062 | } |
|---|
| 5063 | /* .......... FORM THE MATRIX OF ACCUMULATED TRANSFORMATIONS */ |
|---|
| 5064 | /* FROM THE INFORMATION LEFT BY CORTH .......... */ |
|---|
| 5065 | iend = *igh - *low - 1; |
|---|
| 5066 | if (iend < 0) { |
|---|
| 5067 | goto L180; |
|---|
| 5068 | } else if (iend == 0) { |
|---|
| 5069 | goto L150; |
|---|
| 5070 | } else { |
|---|
| 5071 | goto L105; |
|---|
| 5072 | } |
|---|
| 5073 | /* .......... FOR I=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 5074 | L105: |
|---|
| 5075 | i_1 = iend; |
|---|
| 5076 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 5077 | i = *igh - ii; |
|---|
| 5078 | if (ortr[i] == 0. && orti[i] == 0.) { |
|---|
| 5079 | goto L140; |
|---|
| 5080 | } |
|---|
| 5081 | if (hr[i + (i - 1) * hr_dim1] == 0. && hi[i + (i - 1) * hi_dim1] == |
|---|
| 5082 | 0.) { |
|---|
| 5083 | goto L140; |
|---|
| 5084 | } |
|---|
| 5085 | /* .......... NORM BELOW IS NEGATIVE OF H FORMED IN CORTH ........ |
|---|
| 5086 | .. */ |
|---|
| 5087 | norm = hr[i + (i - 1) * hr_dim1] * ortr[i] + hi[i + (i - 1) * hi_dim1] |
|---|
| 5088 | * orti[i]; |
|---|
| 5089 | ip1 = i + 1; |
|---|
| 5090 | |
|---|
| 5091 | i_2 = *igh; |
|---|
| 5092 | for (k = ip1; k <= i_2; ++k) { |
|---|
| 5093 | ortr[k] = hr[k + (i - 1) * hr_dim1]; |
|---|
| 5094 | orti[k] = hi[k + (i - 1) * hi_dim1]; |
|---|
| 5095 | /* L110: */ |
|---|
| 5096 | } |
|---|
| 5097 | |
|---|
| 5098 | i_2 = *igh; |
|---|
| 5099 | for (j = i; j <= i_2; ++j) { |
|---|
| 5100 | sr = 0.; |
|---|
| 5101 | si = 0.; |
|---|
| 5102 | |
|---|
| 5103 | i_3 = *igh; |
|---|
| 5104 | for (k = i; k <= i_3; ++k) { |
|---|
| 5105 | sr = sr + ortr[k] * zr[k + j * zr_dim1] + orti[k] * zi[k + j * |
|---|
| 5106 | zi_dim1]; |
|---|
| 5107 | si = si + ortr[k] * zi[k + j * zi_dim1] - orti[k] * zr[k + j * |
|---|
| 5108 | zr_dim1]; |
|---|
| 5109 | /* L115: */ |
|---|
| 5110 | } |
|---|
| 5111 | |
|---|
| 5112 | sr /= norm; |
|---|
| 5113 | si /= norm; |
|---|
| 5114 | |
|---|
| 5115 | i_3 = *igh; |
|---|
| 5116 | for (k = i; k <= i_3; ++k) { |
|---|
| 5117 | zr[k + j * zr_dim1] = zr[k + j * zr_dim1] + sr * ortr[k] - si |
|---|
| 5118 | * orti[k]; |
|---|
| 5119 | zi[k + j * zi_dim1] = zi[k + j * zi_dim1] + sr * orti[k] + si |
|---|
| 5120 | * ortr[k]; |
|---|
| 5121 | /* L120: */ |
|---|
| 5122 | } |
|---|
| 5123 | |
|---|
| 5124 | /* L130: */ |
|---|
| 5125 | } |
|---|
| 5126 | |
|---|
| 5127 | L140: |
|---|
| 5128 | ; |
|---|
| 5129 | } |
|---|
| 5130 | /* .......... CREATE REAL SUBDIAGONAL ELEMENTS .......... */ |
|---|
| 5131 | L150: |
|---|
| 5132 | l = *low + 1; |
|---|
| 5133 | |
|---|
| 5134 | i_1 = *igh; |
|---|
| 5135 | for (i = l; i <= i_1; ++i) { |
|---|
| 5136 | /* Computing MIN */ |
|---|
| 5137 | i_2 = i + 1; |
|---|
| 5138 | ll = min(i_2,*igh); |
|---|
| 5139 | if (hi[i + (i - 1) * hi_dim1] == 0.) { |
|---|
| 5140 | goto L170; |
|---|
| 5141 | } |
|---|
| 5142 | norm = pythag_(&hr[i + (i - 1) * hr_dim1], &hi[i + (i - 1) * hi_dim1]) |
|---|
| 5143 | ; |
|---|
| 5144 | yr = hr[i + (i - 1) * hr_dim1] / norm; |
|---|
| 5145 | yi = hi[i + (i - 1) * hi_dim1] / norm; |
|---|
| 5146 | hr[i + (i - 1) * hr_dim1] = norm; |
|---|
| 5147 | hi[i + (i - 1) * hi_dim1] = 0.; |
|---|
| 5148 | |
|---|
| 5149 | i_2 = *n; |
|---|
| 5150 | for (j = i; j <= i_2; ++j) { |
|---|
| 5151 | si = yr * hi[i + j * hi_dim1] - yi * hr[i + j * hr_dim1]; |
|---|
| 5152 | hr[i + j * hr_dim1] = yr * hr[i + j * hr_dim1] + yi * hi[i + j * |
|---|
| 5153 | hi_dim1]; |
|---|
| 5154 | hi[i + j * hi_dim1] = si; |
|---|
| 5155 | /* L155: */ |
|---|
| 5156 | } |
|---|
| 5157 | |
|---|
| 5158 | i_2 = ll; |
|---|
| 5159 | for (j = 1; j <= i_2; ++j) { |
|---|
| 5160 | si = yr * hi[j + i * hi_dim1] + yi * hr[j + i * hr_dim1]; |
|---|
| 5161 | hr[j + i * hr_dim1] = yr * hr[j + i * hr_dim1] - yi * hi[j + i * |
|---|
| 5162 | hi_dim1]; |
|---|
| 5163 | hi[j + i * hi_dim1] = si; |
|---|
| 5164 | /* L160: */ |
|---|
| 5165 | } |
|---|
| 5166 | |
|---|
| 5167 | i_2 = *igh; |
|---|
| 5168 | for (j = *low; j <= i_2; ++j) { |
|---|
| 5169 | si = yr * zi[j + i * zi_dim1] + yi * zr[j + i * zr_dim1]; |
|---|
| 5170 | zr[j + i * zr_dim1] = yr * zr[j + i * zr_dim1] - yi * zi[j + i * |
|---|
| 5171 | zi_dim1]; |
|---|
| 5172 | zi[j + i * zi_dim1] = si; |
|---|
| 5173 | /* L165: */ |
|---|
| 5174 | } |
|---|
| 5175 | |
|---|
| 5176 | L170: |
|---|
| 5177 | ; |
|---|
| 5178 | } |
|---|
| 5179 | /* .......... STORE ROOTS ISOLATED BY CBAL .......... */ |
|---|
| 5180 | L180: |
|---|
| 5181 | i_1 = *n; |
|---|
| 5182 | for (i = 1; i <= i_1; ++i) { |
|---|
| 5183 | if (i >= *low && i <= *igh) { |
|---|
| 5184 | goto L200; |
|---|
| 5185 | } |
|---|
| 5186 | wr[i] = hr[i + i * hr_dim1]; |
|---|
| 5187 | wi[i] = hi[i + i * hi_dim1]; |
|---|
| 5188 | L200: |
|---|
| 5189 | ; |
|---|
| 5190 | } |
|---|
| 5191 | |
|---|
| 5192 | en = *igh; |
|---|
| 5193 | tr = 0.; |
|---|
| 5194 | ti = 0.; |
|---|
| 5195 | itn = *n * 30; |
|---|
| 5196 | /* .......... SEARCH FOR NEXT EIGENVALUE .......... */ |
|---|
| 5197 | L220: |
|---|
| 5198 | if (en < *low) { |
|---|
| 5199 | goto L680; |
|---|
| 5200 | } |
|---|
| 5201 | its = 0; |
|---|
| 5202 | enm1 = en - 1; |
|---|
| 5203 | /* .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT */ |
|---|
| 5204 | /* FOR L=EN STEP -1 UNTIL LOW DO -- .......... */ |
|---|
| 5205 | L240: |
|---|
| 5206 | i_1 = en; |
|---|
| 5207 | for (ll = *low; ll <= i_1; ++ll) { |
|---|
| 5208 | l = en + *low - ll; |
|---|
| 5209 | if (l == *low) { |
|---|
| 5210 | goto L300; |
|---|
| 5211 | } |
|---|
| 5212 | tst1 = (d_1 = hr[l - 1 + (l - 1) * hr_dim1], abs(d_1)) + (d_2 = hi[ |
|---|
| 5213 | l - 1 + (l - 1) * hi_dim1], abs(d_2)) + (d_3 = hr[l + l * |
|---|
| 5214 | hr_dim1], abs(d_3)) + (d_4 = hi[l + l * hi_dim1], abs(d_4)) |
|---|
| 5215 | ; |
|---|
| 5216 | tst2 = tst1 + (d_1 = hr[l + (l - 1) * hr_dim1], abs(d_1)); |
|---|
| 5217 | if (tst2 == tst1) { |
|---|
| 5218 | goto L300; |
|---|
| 5219 | } |
|---|
| 5220 | /* L260: */ |
|---|
| 5221 | } |
|---|
| 5222 | /* .......... FORM SHIFT .......... */ |
|---|
| 5223 | L300: |
|---|
| 5224 | if (l == en) { |
|---|
| 5225 | goto L660; |
|---|
| 5226 | } |
|---|
| 5227 | if (itn == 0) { |
|---|
| 5228 | goto L1000; |
|---|
| 5229 | } |
|---|
| 5230 | if (its == 10 || its == 20) { |
|---|
| 5231 | goto L320; |
|---|
| 5232 | } |
|---|
| 5233 | sr = hr[en + en * hr_dim1]; |
|---|
| 5234 | si = hi[en + en * hi_dim1]; |
|---|
| 5235 | xr = hr[enm1 + en * hr_dim1] * hr[en + enm1 * hr_dim1]; |
|---|
| 5236 | xi = hi[enm1 + en * hi_dim1] * hr[en + enm1 * hr_dim1]; |
|---|
| 5237 | if (xr == 0. && xi == 0.) { |
|---|
| 5238 | goto L340; |
|---|
| 5239 | } |
|---|
| 5240 | yr = (hr[enm1 + enm1 * hr_dim1] - sr) / 2.; |
|---|
| 5241 | yi = (hi[enm1 + enm1 * hi_dim1] - si) / 2.; |
|---|
| 5242 | /* Computing 2nd power */ |
|---|
| 5243 | d_2 = yr; |
|---|
| 5244 | /* Computing 2nd power */ |
|---|
| 5245 | d_3 = yi; |
|---|
| 5246 | d_1 = d_2 * d_2 - d_3 * d_3 + xr; |
|---|
| 5247 | d_4 = yr * 2. * yi + xi; |
|---|
| 5248 | csroot_(&d_1, &d_4, &zzr, &zzi); |
|---|
| 5249 | if (yr * zzr + yi * zzi >= 0.) { |
|---|
| 5250 | goto L310; |
|---|
| 5251 | } |
|---|
| 5252 | zzr = -zzr; |
|---|
| 5253 | zzi = -zzi; |
|---|
| 5254 | L310: |
|---|
| 5255 | d_1 = yr + zzr; |
|---|
| 5256 | d_2 = yi + zzi; |
|---|
| 5257 | cdiv_(&xr, &xi, &d_1, &d_2, &xr, &xi); |
|---|
| 5258 | sr -= xr; |
|---|
| 5259 | si -= xi; |
|---|
| 5260 | goto L340; |
|---|
| 5261 | /* .......... FORM EXCEPTIONAL SHIFT .......... */ |
|---|
| 5262 | L320: |
|---|
| 5263 | sr = (d_1 = hr[en + enm1 * hr_dim1], abs(d_1)) + (d_2 = hr[enm1 + (en |
|---|
| 5264 | - 2) * hr_dim1], abs(d_2)); |
|---|
| 5265 | si = 0.; |
|---|
| 5266 | |
|---|
| 5267 | L340: |
|---|
| 5268 | i_1 = en; |
|---|
| 5269 | for (i = *low; i <= i_1; ++i) { |
|---|
| 5270 | hr[i + i * hr_dim1] -= sr; |
|---|
| 5271 | hi[i + i * hi_dim1] -= si; |
|---|
| 5272 | /* L360: */ |
|---|
| 5273 | } |
|---|
| 5274 | |
|---|
| 5275 | tr += sr; |
|---|
| 5276 | ti += si; |
|---|
| 5277 | ++its; |
|---|
| 5278 | --itn; |
|---|
| 5279 | /* .......... REDUCE TO TRIANGLE (ROWS) .......... */ |
|---|
| 5280 | lp1 = l + 1; |
|---|
| 5281 | |
|---|
| 5282 | i_1 = en; |
|---|
| 5283 | for (i = lp1; i <= i_1; ++i) { |
|---|
| 5284 | sr = hr[i + (i - 1) * hr_dim1]; |
|---|
| 5285 | hr[i + (i - 1) * hr_dim1] = 0.; |
|---|
| 5286 | d_1 = pythag_(&hr[i - 1 + (i - 1) * hr_dim1], &hi[i - 1 + (i - 1) * |
|---|
| 5287 | hi_dim1]); |
|---|
| 5288 | norm = pythag_(&d_1, &sr); |
|---|
| 5289 | xr = hr[i - 1 + (i - 1) * hr_dim1] / norm; |
|---|
| 5290 | wr[i - 1] = xr; |
|---|
| 5291 | xi = hi[i - 1 + (i - 1) * hi_dim1] / norm; |
|---|
| 5292 | wi[i - 1] = xi; |
|---|
| 5293 | hr[i - 1 + (i - 1) * hr_dim1] = norm; |
|---|
| 5294 | hi[i - 1 + (i - 1) * hi_dim1] = 0.; |
|---|
| 5295 | hi[i + (i - 1) * hi_dim1] = sr / norm; |
|---|
| 5296 | |
|---|
| 5297 | i_2 = *n; |
|---|
| 5298 | for (j = i; j <= i_2; ++j) { |
|---|
| 5299 | yr = hr[i - 1 + j * hr_dim1]; |
|---|
| 5300 | yi = hi[i - 1 + j * hi_dim1]; |
|---|
| 5301 | zzr = hr[i + j * hr_dim1]; |
|---|
| 5302 | zzi = hi[i + j * hi_dim1]; |
|---|
| 5303 | hr[i - 1 + j * hr_dim1] = xr * yr + xi * yi + hi[i + (i - 1) * |
|---|
| 5304 | hi_dim1] * zzr; |
|---|
| 5305 | hi[i - 1 + j * hi_dim1] = xr * yi - xi * yr + hi[i + (i - 1) * |
|---|
| 5306 | hi_dim1] * zzi; |
|---|
| 5307 | hr[i + j * hr_dim1] = xr * zzr - xi * zzi - hi[i + (i - 1) * |
|---|
| 5308 | hi_dim1] * yr; |
|---|
| 5309 | hi[i + j * hi_dim1] = xr * zzi + xi * zzr - hi[i + (i - 1) * |
|---|
| 5310 | hi_dim1] * yi; |
|---|
| 5311 | /* L490: */ |
|---|
| 5312 | } |
|---|
| 5313 | |
|---|
| 5314 | /* L500: */ |
|---|
| 5315 | } |
|---|
| 5316 | |
|---|
| 5317 | si = hi[en + en * hi_dim1]; |
|---|
| 5318 | if (si == 0.) { |
|---|
| 5319 | goto L540; |
|---|
| 5320 | } |
|---|
| 5321 | norm = pythag_(&hr[en + en * hr_dim1], &si); |
|---|
| 5322 | sr = hr[en + en * hr_dim1] / norm; |
|---|
| 5323 | si /= norm; |
|---|
| 5324 | hr[en + en * hr_dim1] = norm; |
|---|
| 5325 | hi[en + en * hi_dim1] = 0.; |
|---|
| 5326 | if (en == *n) { |
|---|
| 5327 | goto L540; |
|---|
| 5328 | } |
|---|
| 5329 | ip1 = en + 1; |
|---|
| 5330 | |
|---|
| 5331 | i_1 = *n; |
|---|
| 5332 | for (j = ip1; j <= i_1; ++j) { |
|---|
| 5333 | yr = hr[en + j * hr_dim1]; |
|---|
| 5334 | yi = hi[en + j * hi_dim1]; |
|---|
| 5335 | hr[en + j * hr_dim1] = sr * yr + si * yi; |
|---|
| 5336 | hi[en + j * hi_dim1] = sr * yi - si * yr; |
|---|
| 5337 | /* L520: */ |
|---|
| 5338 | } |
|---|
| 5339 | /* .......... INVERSE OPERATION (COLUMNS) .......... */ |
|---|
| 5340 | L540: |
|---|
| 5341 | i_1 = en; |
|---|
| 5342 | for (j = lp1; j <= i_1; ++j) { |
|---|
| 5343 | xr = wr[j - 1]; |
|---|
| 5344 | xi = wi[j - 1]; |
|---|
| 5345 | |
|---|
| 5346 | i_2 = j; |
|---|
| 5347 | for (i = 1; i <= i_2; ++i) { |
|---|
| 5348 | yr = hr[i + (j - 1) * hr_dim1]; |
|---|
| 5349 | yi = 0.; |
|---|
| 5350 | zzr = hr[i + j * hr_dim1]; |
|---|
| 5351 | zzi = hi[i + j * hi_dim1]; |
|---|
| 5352 | if (i == j) { |
|---|
| 5353 | goto L560; |
|---|
| 5354 | } |
|---|
| 5355 | yi = hi[i + (j - 1) * hi_dim1]; |
|---|
| 5356 | hi[i + (j - 1) * hi_dim1] = xr * yi + xi * yr + hi[j + (j - 1) * |
|---|
| 5357 | hi_dim1] * zzi; |
|---|
| 5358 | L560: |
|---|
| 5359 | hr[i + (j - 1) * hr_dim1] = xr * yr - xi * yi + hi[j + (j - 1) * |
|---|
| 5360 | hi_dim1] * zzr; |
|---|
| 5361 | hr[i + j * hr_dim1] = xr * zzr + xi * zzi - hi[j + (j - 1) * |
|---|
| 5362 | hi_dim1] * yr; |
|---|
| 5363 | hi[i + j * hi_dim1] = xr * zzi - xi * zzr - hi[j + (j - 1) * |
|---|
| 5364 | hi_dim1] * yi; |
|---|
| 5365 | /* L580: */ |
|---|
| 5366 | } |
|---|
| 5367 | |
|---|
| 5368 | i_2 = *igh; |
|---|
| 5369 | for (i = *low; i <= i_2; ++i) { |
|---|
| 5370 | yr = zr[i + (j - 1) * zr_dim1]; |
|---|
| 5371 | yi = zi[i + (j - 1) * zi_dim1]; |
|---|
| 5372 | zzr = zr[i + j * zr_dim1]; |
|---|
| 5373 | zzi = zi[i + j * zi_dim1]; |
|---|
| 5374 | zr[i + (j - 1) * zr_dim1] = xr * yr - xi * yi + hi[j + (j - 1) * |
|---|
| 5375 | hi_dim1] * zzr; |
|---|
| 5376 | zi[i + (j - 1) * zi_dim1] = xr * yi + xi * yr + hi[j + (j - 1) * |
|---|
| 5377 | hi_dim1] * zzi; |
|---|
| 5378 | zr[i + j * zr_dim1] = xr * zzr + xi * zzi - hi[j + (j - 1) * |
|---|
| 5379 | hi_dim1] * yr; |
|---|
| 5380 | zi[i + j * zi_dim1] = xr * zzi - xi * zzr - hi[j + (j - 1) * |
|---|
| 5381 | hi_dim1] * yi; |
|---|
| 5382 | /* L590: */ |
|---|
| 5383 | } |
|---|
| 5384 | |
|---|
| 5385 | /* L600: */ |
|---|
| 5386 | } |
|---|
| 5387 | |
|---|
| 5388 | if (si == 0.) { |
|---|
| 5389 | goto L240; |
|---|
| 5390 | } |
|---|
| 5391 | |
|---|
| 5392 | i_1 = en; |
|---|
| 5393 | for (i = 1; i <= i_1; ++i) { |
|---|
| 5394 | yr = hr[i + en * hr_dim1]; |
|---|
| 5395 | yi = hi[i + en * hi_dim1]; |
|---|
| 5396 | hr[i + en * hr_dim1] = sr * yr - si * yi; |
|---|
| 5397 | hi[i + en * hi_dim1] = sr * yi + si * yr; |
|---|
| 5398 | /* L630: */ |
|---|
| 5399 | } |
|---|
| 5400 | |
|---|
| 5401 | i_1 = *igh; |
|---|
| 5402 | for (i = *low; i <= i_1; ++i) { |
|---|
| 5403 | yr = zr[i + en * zr_dim1]; |
|---|
| 5404 | yi = zi[i + en * zi_dim1]; |
|---|
| 5405 | zr[i + en * zr_dim1] = sr * yr - si * yi; |
|---|
| 5406 | zi[i + en * zi_dim1] = sr * yi + si * yr; |
|---|
| 5407 | /* L640: */ |
|---|
| 5408 | } |
|---|
| 5409 | |
|---|
| 5410 | goto L240; |
|---|
| 5411 | /* .......... A ROOT FOUND .......... */ |
|---|
| 5412 | L660: |
|---|
| 5413 | hr[en + en * hr_dim1] += tr; |
|---|
| 5414 | wr[en] = hr[en + en * hr_dim1]; |
|---|
| 5415 | hi[en + en * hi_dim1] += ti; |
|---|
| 5416 | wi[en] = hi[en + en * hi_dim1]; |
|---|
| 5417 | en = enm1; |
|---|
| 5418 | goto L220; |
|---|
| 5419 | /* .......... ALL ROOTS FOUND. BACKSUBSTITUTE TO FIND */ |
|---|
| 5420 | /* VECTORS OF UPPER TRIANGULAR FORM .......... */ |
|---|
| 5421 | L680: |
|---|
| 5422 | norm = 0.; |
|---|
| 5423 | |
|---|
| 5424 | i_1 = *n; |
|---|
| 5425 | for (i = 1; i <= i_1; ++i) { |
|---|
| 5426 | |
|---|
| 5427 | i_2 = *n; |
|---|
| 5428 | for (j = i; j <= i_2; ++j) { |
|---|
| 5429 | tr = (d_1 = hr[i + j * hr_dim1], abs(d_1)) + (d_2 = hi[i + j * |
|---|
| 5430 | hi_dim1], abs(d_2)); |
|---|
| 5431 | if (tr > norm) { |
|---|
| 5432 | norm = tr; |
|---|
| 5433 | } |
|---|
| 5434 | /* L720: */ |
|---|
| 5435 | } |
|---|
| 5436 | } |
|---|
| 5437 | |
|---|
| 5438 | if (*n == 1 || norm == 0.) { |
|---|
| 5439 | goto L1001; |
|---|
| 5440 | } |
|---|
| 5441 | /* .......... FOR EN=N STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 5442 | i_2 = *n; |
|---|
| 5443 | for (nn = 2; nn <= i_2; ++nn) { |
|---|
| 5444 | en = *n + 2 - nn; |
|---|
| 5445 | xr = wr[en]; |
|---|
| 5446 | xi = wi[en]; |
|---|
| 5447 | hr[en + en * hr_dim1] = 1.; |
|---|
| 5448 | hi[en + en * hi_dim1] = 0.; |
|---|
| 5449 | enm1 = en - 1; |
|---|
| 5450 | /* .......... FOR I=EN-1 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 5451 | i_1 = enm1; |
|---|
| 5452 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 5453 | i = en - ii; |
|---|
| 5454 | zzr = 0.; |
|---|
| 5455 | zzi = 0.; |
|---|
| 5456 | ip1 = i + 1; |
|---|
| 5457 | |
|---|
| 5458 | i_3 = en; |
|---|
| 5459 | for (j = ip1; j <= i_3; ++j) { |
|---|
| 5460 | zzr = zzr + hr[i + j * hr_dim1] * hr[j + en * hr_dim1] - hi[i |
|---|
| 5461 | + j * hi_dim1] * hi[j + en * hi_dim1]; |
|---|
| 5462 | zzi = zzi + hr[i + j * hr_dim1] * hi[j + en * hi_dim1] + hi[i |
|---|
| 5463 | + j * hi_dim1] * hr[j + en * hr_dim1]; |
|---|
| 5464 | /* L740: */ |
|---|
| 5465 | } |
|---|
| 5466 | |
|---|
| 5467 | yr = xr - wr[i]; |
|---|
| 5468 | yi = xi - wi[i]; |
|---|
| 5469 | if (yr != 0. || yi != 0.) { |
|---|
| 5470 | goto L765; |
|---|
| 5471 | } |
|---|
| 5472 | tst1 = norm; |
|---|
| 5473 | yr = tst1; |
|---|
| 5474 | L760: |
|---|
| 5475 | yr *= .01; |
|---|
| 5476 | tst2 = norm + yr; |
|---|
| 5477 | if (tst2 > tst1) { |
|---|
| 5478 | goto L760; |
|---|
| 5479 | } |
|---|
| 5480 | L765: |
|---|
| 5481 | cdiv_(&zzr, &zzi, &yr, &yi, &hr[i + en * hr_dim1], &hi[i + en * |
|---|
| 5482 | hi_dim1]); |
|---|
| 5483 | /* .......... OVERFLOW CONTROL .......... */ |
|---|
| 5484 | tr = (d_1 = hr[i + en * hr_dim1], abs(d_1)) + (d_2 = hi[i + en |
|---|
| 5485 | * hi_dim1], abs(d_2)); |
|---|
| 5486 | if (tr == 0.) { |
|---|
| 5487 | goto L780; |
|---|
| 5488 | } |
|---|
| 5489 | tst1 = tr; |
|---|
| 5490 | tst2 = tst1 + 1. / tst1; |
|---|
| 5491 | if (tst2 > tst1) { |
|---|
| 5492 | goto L780; |
|---|
| 5493 | } |
|---|
| 5494 | i_3 = en; |
|---|
| 5495 | for (j = i; j <= i_3; ++j) { |
|---|
| 5496 | hr[j + en * hr_dim1] /= tr; |
|---|
| 5497 | hi[j + en * hi_dim1] /= tr; |
|---|
| 5498 | /* L770: */ |
|---|
| 5499 | } |
|---|
| 5500 | |
|---|
| 5501 | L780: |
|---|
| 5502 | ; |
|---|
| 5503 | } |
|---|
| 5504 | |
|---|
| 5505 | /* L800: */ |
|---|
| 5506 | } |
|---|
| 5507 | /* .......... END BACKSUBSTITUTION .......... */ |
|---|
| 5508 | enm1 = *n - 1; |
|---|
| 5509 | /* .......... VECTORS OF ISOLATED ROOTS .......... */ |
|---|
| 5510 | i_2 = enm1; |
|---|
| 5511 | for (i = 1; i <= i_2; ++i) { |
|---|
| 5512 | if (i >= *low && i <= *igh) { |
|---|
| 5513 | goto L840; |
|---|
| 5514 | } |
|---|
| 5515 | ip1 = i + 1; |
|---|
| 5516 | |
|---|
| 5517 | i_1 = *n; |
|---|
| 5518 | for (j = ip1; j <= i_1; ++j) { |
|---|
| 5519 | zr[i + j * zr_dim1] = hr[i + j * hr_dim1]; |
|---|
| 5520 | zi[i + j * zi_dim1] = hi[i + j * hi_dim1]; |
|---|
| 5521 | /* L820: */ |
|---|
| 5522 | } |
|---|
| 5523 | |
|---|
| 5524 | L840: |
|---|
| 5525 | ; |
|---|
| 5526 | } |
|---|
| 5527 | /* .......... MULTIPLY BY TRANSFORMATION MATRIX TO GIVE */ |
|---|
| 5528 | /* VECTORS OF ORIGINAL FULL MATRIX. */ |
|---|
| 5529 | /* FOR J=N STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 5530 | i_2 = enm1; |
|---|
| 5531 | for (jj = *low; jj <= i_2; ++jj) { |
|---|
| 5532 | j = *n + *low - jj; |
|---|
| 5533 | m = min(j,*igh); |
|---|
| 5534 | |
|---|
| 5535 | i_1 = *igh; |
|---|
| 5536 | for (i = *low; i <= i_1; ++i) { |
|---|
| 5537 | zzr = 0.; |
|---|
| 5538 | zzi = 0.; |
|---|
| 5539 | |
|---|
| 5540 | i_3 = m; |
|---|
| 5541 | for (k = *low; k <= i_3; ++k) { |
|---|
| 5542 | zzr = zzr + zr[i + k * zr_dim1] * hr[k + j * hr_dim1] - zi[i |
|---|
| 5543 | + k * zi_dim1] * hi[k + j * hi_dim1]; |
|---|
| 5544 | zzi = zzi + zr[i + k * zr_dim1] * hi[k + j * hi_dim1] + zi[i |
|---|
| 5545 | + k * zi_dim1] * hr[k + j * hr_dim1]; |
|---|
| 5546 | /* L860: */ |
|---|
| 5547 | } |
|---|
| 5548 | |
|---|
| 5549 | zr[i + j * zr_dim1] = zzr; |
|---|
| 5550 | zi[i + j * zi_dim1] = zzi; |
|---|
| 5551 | /* L880: */ |
|---|
| 5552 | } |
|---|
| 5553 | } |
|---|
| 5554 | |
|---|
| 5555 | goto L1001; |
|---|
| 5556 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 5557 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 5558 | L1000: |
|---|
| 5559 | *ierr = en; |
|---|
| 5560 | L1001: |
|---|
| 5561 | return 0; |
|---|
| 5562 | } /* comqr2_ */ |
|---|
| 5563 | |
|---|
| 5564 | /* Subroutine */ int cortb_(integer *nm, integer *low, integer *igh, |
|---|
| 5565 | doublereal *ar, doublereal *ai, doublereal *ortr, doublereal *orti, |
|---|
| 5566 | integer *m, doublereal *zr, doublereal *zi) |
|---|
| 5567 | { |
|---|
| 5568 | /* System generated locals */ |
|---|
| 5569 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, zr_dim1, zr_offset, |
|---|
| 5570 | zi_dim1, zi_offset, i_1, i_2, i_3; |
|---|
| 5571 | |
|---|
| 5572 | /* Local variables */ |
|---|
| 5573 | static doublereal h; |
|---|
| 5574 | static integer i, j, la; |
|---|
| 5575 | static doublereal gi, gr; |
|---|
| 5576 | static integer mm, mp, kp1, mp1; |
|---|
| 5577 | |
|---|
| 5578 | |
|---|
| 5579 | |
|---|
| 5580 | /* THIS SUBROUTINE IS A TRANSLATION OF A COMPLEX ANALOGUE OF */ |
|---|
| 5581 | /* THE ALGOL PROCEDURE ORTBAK, NUM. MATH. 12, 349-368(1968) */ |
|---|
| 5582 | /* BY MARTIN AND WILKINSON. */ |
|---|
| 5583 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 5584 | |
|---|
| 5585 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A COMPLEX GENERAL */ |
|---|
| 5586 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 5587 | /* UPPER HESSENBERG MATRIX DETERMINED BY CORTH. */ |
|---|
| 5588 | |
|---|
| 5589 | /* ON INPUT */ |
|---|
| 5590 | |
|---|
| 5591 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 5592 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 5593 | /* DIMENSION STATEMENT. */ |
|---|
| 5594 | |
|---|
| 5595 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 5596 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 5597 | /* SET LOW=1 AND IGH EQUAL TO THE ORDER OF THE MATRIX. */ |
|---|
| 5598 | |
|---|
| 5599 | /* AR AND AI CONTAIN INFORMATION ABOUT THE UNITARY */ |
|---|
| 5600 | /* TRANSFORMATIONS USED IN THE REDUCTION BY CORTH */ |
|---|
| 5601 | /* IN THEIR STRICT LOWER TRIANGLES. */ |
|---|
| 5602 | |
|---|
| 5603 | /* ORTR AND ORTI CONTAIN FURTHER INFORMATION ABOUT THE */ |
|---|
| 5604 | /* TRANSFORMATIONS USED IN THE REDUCTION BY CORTH. */ |
|---|
| 5605 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 5606 | |
|---|
| 5607 | /* M IS THE NUMBER OF COLUMNS OF ZR AND ZI TO BE BACK TRANSFORMED. |
|---|
| 5608 | */ |
|---|
| 5609 | |
|---|
| 5610 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 5611 | /* RESPECTIVELY, OF THE EIGENVECTORS TO BE */ |
|---|
| 5612 | /* BACK TRANSFORMED IN THEIR FIRST M COLUMNS. */ |
|---|
| 5613 | |
|---|
| 5614 | /* ON OUTPUT */ |
|---|
| 5615 | |
|---|
| 5616 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 5617 | /* RESPECTIVELY, OF THE TRANSFORMED EIGENVECTORS */ |
|---|
| 5618 | /* IN THEIR FIRST M COLUMNS. */ |
|---|
| 5619 | |
|---|
| 5620 | /* ORTR AND ORTI HAVE BEEN ALTERED. */ |
|---|
| 5621 | |
|---|
| 5622 | /* NOTE THAT CORTB PRESERVES VECTOR EUCLIDEAN NORMS. */ |
|---|
| 5623 | |
|---|
| 5624 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 5625 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 5626 | */ |
|---|
| 5627 | |
|---|
| 5628 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 5629 | |
|---|
| 5630 | /* ------------------------------------------------------------------ |
|---|
| 5631 | */ |
|---|
| 5632 | |
|---|
| 5633 | /* Parameter adjustments */ |
|---|
| 5634 | --orti; |
|---|
| 5635 | --ortr; |
|---|
| 5636 | ai_dim1 = *nm; |
|---|
| 5637 | ai_offset = ai_dim1 + 1; |
|---|
| 5638 | ai -= ai_offset; |
|---|
| 5639 | ar_dim1 = *nm; |
|---|
| 5640 | ar_offset = ar_dim1 + 1; |
|---|
| 5641 | ar -= ar_offset; |
|---|
| 5642 | zi_dim1 = *nm; |
|---|
| 5643 | zi_offset = zi_dim1 + 1; |
|---|
| 5644 | zi -= zi_offset; |
|---|
| 5645 | zr_dim1 = *nm; |
|---|
| 5646 | zr_offset = zr_dim1 + 1; |
|---|
| 5647 | zr -= zr_offset; |
|---|
| 5648 | |
|---|
| 5649 | /* Function Body */ |
|---|
| 5650 | if (*m == 0) { |
|---|
| 5651 | goto L200; |
|---|
| 5652 | } |
|---|
| 5653 | la = *igh - 1; |
|---|
| 5654 | kp1 = *low + 1; |
|---|
| 5655 | if (la < kp1) { |
|---|
| 5656 | goto L200; |
|---|
| 5657 | } |
|---|
| 5658 | /* .......... FOR MP=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 5659 | i_1 = la; |
|---|
| 5660 | for (mm = kp1; mm <= i_1; ++mm) { |
|---|
| 5661 | mp = *low + *igh - mm; |
|---|
| 5662 | if (ar[mp + (mp - 1) * ar_dim1] == 0. && ai[mp + (mp - 1) * ai_dim1] |
|---|
| 5663 | == 0.) { |
|---|
| 5664 | goto L140; |
|---|
| 5665 | } |
|---|
| 5666 | /* .......... H BELOW IS NEGATIVE OF H FORMED IN CORTH .......... |
|---|
| 5667 | */ |
|---|
| 5668 | h = ar[mp + (mp - 1) * ar_dim1] * ortr[mp] + ai[mp + (mp - 1) * |
|---|
| 5669 | ai_dim1] * orti[mp]; |
|---|
| 5670 | mp1 = mp + 1; |
|---|
| 5671 | |
|---|
| 5672 | i_2 = *igh; |
|---|
| 5673 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 5674 | ortr[i] = ar[i + (mp - 1) * ar_dim1]; |
|---|
| 5675 | orti[i] = ai[i + (mp - 1) * ai_dim1]; |
|---|
| 5676 | /* L100: */ |
|---|
| 5677 | } |
|---|
| 5678 | |
|---|
| 5679 | i_2 = *m; |
|---|
| 5680 | for (j = 1; j <= i_2; ++j) { |
|---|
| 5681 | gr = 0.; |
|---|
| 5682 | gi = 0.; |
|---|
| 5683 | |
|---|
| 5684 | i_3 = *igh; |
|---|
| 5685 | for (i = mp; i <= i_3; ++i) { |
|---|
| 5686 | gr = gr + ortr[i] * zr[i + j * zr_dim1] + orti[i] * zi[i + j * |
|---|
| 5687 | zi_dim1]; |
|---|
| 5688 | gi = gi + ortr[i] * zi[i + j * zi_dim1] - orti[i] * zr[i + j * |
|---|
| 5689 | zr_dim1]; |
|---|
| 5690 | /* L110: */ |
|---|
| 5691 | } |
|---|
| 5692 | |
|---|
| 5693 | gr /= h; |
|---|
| 5694 | gi /= h; |
|---|
| 5695 | |
|---|
| 5696 | i_3 = *igh; |
|---|
| 5697 | for (i = mp; i <= i_3; ++i) { |
|---|
| 5698 | zr[i + j * zr_dim1] = zr[i + j * zr_dim1] + gr * ortr[i] - gi |
|---|
| 5699 | * orti[i]; |
|---|
| 5700 | zi[i + j * zi_dim1] = zi[i + j * zi_dim1] + gr * orti[i] + gi |
|---|
| 5701 | * ortr[i]; |
|---|
| 5702 | /* L120: */ |
|---|
| 5703 | } |
|---|
| 5704 | |
|---|
| 5705 | /* L130: */ |
|---|
| 5706 | } |
|---|
| 5707 | |
|---|
| 5708 | L140: |
|---|
| 5709 | ; |
|---|
| 5710 | } |
|---|
| 5711 | |
|---|
| 5712 | L200: |
|---|
| 5713 | return 0; |
|---|
| 5714 | } /* cortb_ */ |
|---|
| 5715 | |
|---|
| 5716 | /* Subroutine */ int corth_(integer *nm, integer *n, integer *low, integer * |
|---|
| 5717 | igh, doublereal *ar, doublereal *ai, doublereal *ortr, doublereal * |
|---|
| 5718 | orti) |
|---|
| 5719 | { |
|---|
| 5720 | /* System generated locals */ |
|---|
| 5721 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, i_1, i_2, i_3; |
|---|
| 5722 | doublereal d_1, d_2; |
|---|
| 5723 | |
|---|
| 5724 | /* Builtin functions */ |
|---|
| 5725 | double sqrt(doublereal); |
|---|
| 5726 | |
|---|
| 5727 | /* Local variables */ |
|---|
| 5728 | static doublereal f, g, h; |
|---|
| 5729 | static integer i, j, m; |
|---|
| 5730 | static doublereal scale; |
|---|
| 5731 | static integer la; |
|---|
| 5732 | static doublereal fi; |
|---|
| 5733 | static integer ii, jj; |
|---|
| 5734 | static doublereal fr; |
|---|
| 5735 | static integer mp; |
|---|
| 5736 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 5737 | static integer kp1; |
|---|
| 5738 | |
|---|
| 5739 | |
|---|
| 5740 | |
|---|
| 5741 | /* THIS SUBROUTINE IS A TRANSLATION OF A COMPLEX ANALOGUE OF */ |
|---|
| 5742 | /* THE ALGOL PROCEDURE ORTHES, NUM. MATH. 12, 349-368(1968) */ |
|---|
| 5743 | /* BY MARTIN AND WILKINSON. */ |
|---|
| 5744 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 5745 | |
|---|
| 5746 | /* GIVEN A COMPLEX GENERAL MATRIX, THIS SUBROUTINE */ |
|---|
| 5747 | /* REDUCES A SUBMATRIX SITUATED IN ROWS AND COLUMNS */ |
|---|
| 5748 | /* LOW THROUGH IGH TO UPPER HESSENBERG FORM BY */ |
|---|
| 5749 | /* UNITARY SIMILARITY TRANSFORMATIONS. */ |
|---|
| 5750 | |
|---|
| 5751 | /* ON INPUT */ |
|---|
| 5752 | |
|---|
| 5753 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 5754 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 5755 | /* DIMENSION STATEMENT. */ |
|---|
| 5756 | |
|---|
| 5757 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 5758 | |
|---|
| 5759 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 5760 | /* SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED, */ |
|---|
| 5761 | /* SET LOW=1, IGH=N. */ |
|---|
| 5762 | |
|---|
| 5763 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 5764 | /* RESPECTIVELY, OF THE COMPLEX INPUT MATRIX. */ |
|---|
| 5765 | |
|---|
| 5766 | /* ON OUTPUT */ |
|---|
| 5767 | |
|---|
| 5768 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 5769 | /* RESPECTIVELY, OF THE HESSENBERG MATRIX. INFORMATION */ |
|---|
| 5770 | /* ABOUT THE UNITARY TRANSFORMATIONS USED IN THE REDUCTION */ |
|---|
| 5771 | /* IS STORED IN THE REMAINING TRIANGLES UNDER THE */ |
|---|
| 5772 | /* HESSENBERG MATRIX. */ |
|---|
| 5773 | |
|---|
| 5774 | /* ORTR AND ORTI CONTAIN FURTHER INFORMATION ABOUT THE */ |
|---|
| 5775 | /* TRANSFORMATIONS. ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 5776 | |
|---|
| 5777 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 5778 | |
|---|
| 5779 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 5780 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 5781 | */ |
|---|
| 5782 | |
|---|
| 5783 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 5784 | |
|---|
| 5785 | /* ------------------------------------------------------------------ |
|---|
| 5786 | */ |
|---|
| 5787 | |
|---|
| 5788 | /* Parameter adjustments */ |
|---|
| 5789 | ai_dim1 = *nm; |
|---|
| 5790 | ai_offset = ai_dim1 + 1; |
|---|
| 5791 | ai -= ai_offset; |
|---|
| 5792 | ar_dim1 = *nm; |
|---|
| 5793 | ar_offset = ar_dim1 + 1; |
|---|
| 5794 | ar -= ar_offset; |
|---|
| 5795 | --orti; |
|---|
| 5796 | --ortr; |
|---|
| 5797 | |
|---|
| 5798 | /* Function Body */ |
|---|
| 5799 | la = *igh - 1; |
|---|
| 5800 | kp1 = *low + 1; |
|---|
| 5801 | if (la < kp1) { |
|---|
| 5802 | goto L200; |
|---|
| 5803 | } |
|---|
| 5804 | |
|---|
| 5805 | i_1 = la; |
|---|
| 5806 | for (m = kp1; m <= i_1; ++m) { |
|---|
| 5807 | h = 0.; |
|---|
| 5808 | ortr[m] = 0.; |
|---|
| 5809 | orti[m] = 0.; |
|---|
| 5810 | scale = 0.; |
|---|
| 5811 | /* .......... SCALE COLUMN (ALGOL TOL THEN NOT NEEDED) .......... |
|---|
| 5812 | */ |
|---|
| 5813 | i_2 = *igh; |
|---|
| 5814 | for (i = m; i <= i_2; ++i) { |
|---|
| 5815 | /* L90: */ |
|---|
| 5816 | scale = scale + (d_1 = ar[i + (m - 1) * ar_dim1], abs(d_1)) + ( |
|---|
| 5817 | d_2 = ai[i + (m - 1) * ai_dim1], abs(d_2)); |
|---|
| 5818 | } |
|---|
| 5819 | |
|---|
| 5820 | if (scale == 0.) { |
|---|
| 5821 | goto L180; |
|---|
| 5822 | } |
|---|
| 5823 | mp = m + *igh; |
|---|
| 5824 | /* .......... FOR I=IGH STEP -1 UNTIL M DO -- .......... */ |
|---|
| 5825 | i_2 = *igh; |
|---|
| 5826 | for (ii = m; ii <= i_2; ++ii) { |
|---|
| 5827 | i = mp - ii; |
|---|
| 5828 | ortr[i] = ar[i + (m - 1) * ar_dim1] / scale; |
|---|
| 5829 | orti[i] = ai[i + (m - 1) * ai_dim1] / scale; |
|---|
| 5830 | h = h + ortr[i] * ortr[i] + orti[i] * orti[i]; |
|---|
| 5831 | /* L100: */ |
|---|
| 5832 | } |
|---|
| 5833 | |
|---|
| 5834 | g = sqrt(h); |
|---|
| 5835 | f = pythag_(&ortr[m], &orti[m]); |
|---|
| 5836 | if (f == 0.) { |
|---|
| 5837 | goto L103; |
|---|
| 5838 | } |
|---|
| 5839 | h += f * g; |
|---|
| 5840 | g /= f; |
|---|
| 5841 | ortr[m] = (g + 1.) * ortr[m]; |
|---|
| 5842 | orti[m] = (g + 1.) * orti[m]; |
|---|
| 5843 | goto L105; |
|---|
| 5844 | |
|---|
| 5845 | L103: |
|---|
| 5846 | ortr[m] = g; |
|---|
| 5847 | ar[m + (m - 1) * ar_dim1] = scale; |
|---|
| 5848 | /* .......... FORM (I-(U*UT)/H) * A .......... */ |
|---|
| 5849 | L105: |
|---|
| 5850 | i_2 = *n; |
|---|
| 5851 | for (j = m; j <= i_2; ++j) { |
|---|
| 5852 | fr = 0.; |
|---|
| 5853 | fi = 0.; |
|---|
| 5854 | /* .......... FOR I=IGH STEP -1 UNTIL M DO -- .......... */ |
|---|
| 5855 | i_3 = *igh; |
|---|
| 5856 | for (ii = m; ii <= i_3; ++ii) { |
|---|
| 5857 | i = mp - ii; |
|---|
| 5858 | fr = fr + ortr[i] * ar[i + j * ar_dim1] + orti[i] * ai[i + j * |
|---|
| 5859 | ai_dim1]; |
|---|
| 5860 | fi = fi + ortr[i] * ai[i + j * ai_dim1] - orti[i] * ar[i + j * |
|---|
| 5861 | ar_dim1]; |
|---|
| 5862 | /* L110: */ |
|---|
| 5863 | } |
|---|
| 5864 | |
|---|
| 5865 | fr /= h; |
|---|
| 5866 | fi /= h; |
|---|
| 5867 | |
|---|
| 5868 | i_3 = *igh; |
|---|
| 5869 | for (i = m; i <= i_3; ++i) { |
|---|
| 5870 | ar[i + j * ar_dim1] = ar[i + j * ar_dim1] - fr * ortr[i] + fi |
|---|
| 5871 | * orti[i]; |
|---|
| 5872 | ai[i + j * ai_dim1] = ai[i + j * ai_dim1] - fr * orti[i] - fi |
|---|
| 5873 | * ortr[i]; |
|---|
| 5874 | /* L120: */ |
|---|
| 5875 | } |
|---|
| 5876 | |
|---|
| 5877 | /* L130: */ |
|---|
| 5878 | } |
|---|
| 5879 | /* .......... FORM (I-(U*UT)/H)*A*(I-(U*UT)/H) .......... */ |
|---|
| 5880 | i_2 = *igh; |
|---|
| 5881 | for (i = 1; i <= i_2; ++i) { |
|---|
| 5882 | fr = 0.; |
|---|
| 5883 | fi = 0.; |
|---|
| 5884 | /* .......... FOR J=IGH STEP -1 UNTIL M DO -- .......... */ |
|---|
| 5885 | i_3 = *igh; |
|---|
| 5886 | for (jj = m; jj <= i_3; ++jj) { |
|---|
| 5887 | j = mp - jj; |
|---|
| 5888 | fr = fr + ortr[j] * ar[i + j * ar_dim1] - orti[j] * ai[i + j * |
|---|
| 5889 | ai_dim1]; |
|---|
| 5890 | fi = fi + ortr[j] * ai[i + j * ai_dim1] + orti[j] * ar[i + j * |
|---|
| 5891 | ar_dim1]; |
|---|
| 5892 | /* L140: */ |
|---|
| 5893 | } |
|---|
| 5894 | |
|---|
| 5895 | fr /= h; |
|---|
| 5896 | fi /= h; |
|---|
| 5897 | |
|---|
| 5898 | i_3 = *igh; |
|---|
| 5899 | for (j = m; j <= i_3; ++j) { |
|---|
| 5900 | ar[i + j * ar_dim1] = ar[i + j * ar_dim1] - fr * ortr[j] - fi |
|---|
| 5901 | * orti[j]; |
|---|
| 5902 | ai[i + j * ai_dim1] = ai[i + j * ai_dim1] + fr * orti[j] - fi |
|---|
| 5903 | * ortr[j]; |
|---|
| 5904 | /* L150: */ |
|---|
| 5905 | } |
|---|
| 5906 | |
|---|
| 5907 | /* L160: */ |
|---|
| 5908 | } |
|---|
| 5909 | |
|---|
| 5910 | ortr[m] = scale * ortr[m]; |
|---|
| 5911 | orti[m] = scale * orti[m]; |
|---|
| 5912 | ar[m + (m - 1) * ar_dim1] = -g * ar[m + (m - 1) * ar_dim1]; |
|---|
| 5913 | ai[m + (m - 1) * ai_dim1] = -g * ai[m + (m - 1) * ai_dim1]; |
|---|
| 5914 | L180: |
|---|
| 5915 | ; |
|---|
| 5916 | } |
|---|
| 5917 | |
|---|
| 5918 | L200: |
|---|
| 5919 | return 0; |
|---|
| 5920 | } /* corth_ */ |
|---|
| 5921 | |
|---|
| 5922 | /* Subroutine */ int elmbak_(integer *nm, integer *low, integer *igh, |
|---|
| 5923 | doublereal *a, integer *int_, integer *m, doublereal *z) |
|---|
| 5924 | { |
|---|
| 5925 | /* System generated locals */ |
|---|
| 5926 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 5927 | |
|---|
| 5928 | /* Local variables */ |
|---|
| 5929 | static integer i, j; |
|---|
| 5930 | static doublereal x; |
|---|
| 5931 | static integer la, mm, mp, kp1, mp1; |
|---|
| 5932 | |
|---|
| 5933 | |
|---|
| 5934 | |
|---|
| 5935 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ELMBAK, */ |
|---|
| 5936 | /* NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 5937 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 5938 | |
|---|
| 5939 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A REAL GENERAL */ |
|---|
| 5940 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 5941 | /* UPPER HESSENBERG MATRIX DETERMINED BY ELMHES. */ |
|---|
| 5942 | |
|---|
| 5943 | /* ON INPUT */ |
|---|
| 5944 | |
|---|
| 5945 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 5946 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 5947 | /* DIMENSION STATEMENT. */ |
|---|
| 5948 | |
|---|
| 5949 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 5950 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 5951 | /* SET LOW=1 AND IGH EQUAL TO THE ORDER OF THE MATRIX. */ |
|---|
| 5952 | |
|---|
| 5953 | /* A CONTAINS THE MULTIPLIERS WHICH WERE USED IN THE */ |
|---|
| 5954 | /* REDUCTION BY ELMHES IN ITS LOWER TRIANGLE */ |
|---|
| 5955 | /* BELOW THE SUBDIAGONAL. */ |
|---|
| 5956 | |
|---|
| 5957 | /* INT CONTAINS INFORMATION ON THE ROWS AND COLUMNS */ |
|---|
| 5958 | /* INTERCHANGED IN THE REDUCTION BY ELMHES. */ |
|---|
| 5959 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 5960 | |
|---|
| 5961 | /* M IS THE NUMBER OF COLUMNS OF Z TO BE BACK TRANSFORMED. */ |
|---|
| 5962 | |
|---|
| 5963 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGEN- */ |
|---|
| 5964 | /* VECTORS TO BE BACK TRANSFORMED IN ITS FIRST M COLUMNS. */ |
|---|
| 5965 | |
|---|
| 5966 | /* ON OUTPUT */ |
|---|
| 5967 | |
|---|
| 5968 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE */ |
|---|
| 5969 | /* TRANSFORMED EIGENVECTORS IN ITS FIRST M COLUMNS. */ |
|---|
| 5970 | |
|---|
| 5971 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 5972 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 5973 | */ |
|---|
| 5974 | |
|---|
| 5975 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 5976 | |
|---|
| 5977 | /* ------------------------------------------------------------------ |
|---|
| 5978 | */ |
|---|
| 5979 | |
|---|
| 5980 | /* Parameter adjustments */ |
|---|
| 5981 | --int_; |
|---|
| 5982 | a_dim1 = *nm; |
|---|
| 5983 | a_offset = a_dim1 + 1; |
|---|
| 5984 | a -= a_offset; |
|---|
| 5985 | z_dim1 = *nm; |
|---|
| 5986 | z_offset = z_dim1 + 1; |
|---|
| 5987 | z -= z_offset; |
|---|
| 5988 | |
|---|
| 5989 | /* Function Body */ |
|---|
| 5990 | if (*m == 0) { |
|---|
| 5991 | goto L200; |
|---|
| 5992 | } |
|---|
| 5993 | la = *igh - 1; |
|---|
| 5994 | kp1 = *low + 1; |
|---|
| 5995 | if (la < kp1) { |
|---|
| 5996 | goto L200; |
|---|
| 5997 | } |
|---|
| 5998 | /* .......... FOR MP=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 5999 | i_1 = la; |
|---|
| 6000 | for (mm = kp1; mm <= i_1; ++mm) { |
|---|
| 6001 | mp = *low + *igh - mm; |
|---|
| 6002 | mp1 = mp + 1; |
|---|
| 6003 | |
|---|
| 6004 | i_2 = *igh; |
|---|
| 6005 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 6006 | x = a[i + (mp - 1) * a_dim1]; |
|---|
| 6007 | if (x == 0.) { |
|---|
| 6008 | goto L110; |
|---|
| 6009 | } |
|---|
| 6010 | |
|---|
| 6011 | i_3 = *m; |
|---|
| 6012 | for (j = 1; j <= i_3; ++j) { |
|---|
| 6013 | /* L100: */ |
|---|
| 6014 | z[i + j * z_dim1] += x * z[mp + j * z_dim1]; |
|---|
| 6015 | } |
|---|
| 6016 | |
|---|
| 6017 | L110: |
|---|
| 6018 | ; |
|---|
| 6019 | } |
|---|
| 6020 | |
|---|
| 6021 | i = int_[mp]; |
|---|
| 6022 | if (i == mp) { |
|---|
| 6023 | goto L140; |
|---|
| 6024 | } |
|---|
| 6025 | |
|---|
| 6026 | i_2 = *m; |
|---|
| 6027 | for (j = 1; j <= i_2; ++j) { |
|---|
| 6028 | x = z[i + j * z_dim1]; |
|---|
| 6029 | z[i + j * z_dim1] = z[mp + j * z_dim1]; |
|---|
| 6030 | z[mp + j * z_dim1] = x; |
|---|
| 6031 | /* L130: */ |
|---|
| 6032 | } |
|---|
| 6033 | |
|---|
| 6034 | L140: |
|---|
| 6035 | ; |
|---|
| 6036 | } |
|---|
| 6037 | |
|---|
| 6038 | L200: |
|---|
| 6039 | return 0; |
|---|
| 6040 | } /* elmbak_ */ |
|---|
| 6041 | |
|---|
| 6042 | /* Subroutine */ int elmhes_(integer *nm, integer *n, integer *low, integer * |
|---|
| 6043 | igh, doublereal *a, integer *int_) |
|---|
| 6044 | { |
|---|
| 6045 | /* System generated locals */ |
|---|
| 6046 | integer a_dim1, a_offset, i_1, i_2, i_3; |
|---|
| 6047 | doublereal d_1; |
|---|
| 6048 | |
|---|
| 6049 | /* Local variables */ |
|---|
| 6050 | static integer i, j, m; |
|---|
| 6051 | static doublereal x, y; |
|---|
| 6052 | static integer la, mm1, kp1, mp1; |
|---|
| 6053 | |
|---|
| 6054 | |
|---|
| 6055 | |
|---|
| 6056 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ELMHES, */ |
|---|
| 6057 | /* NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 6058 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 6059 | |
|---|
| 6060 | /* GIVEN A REAL GENERAL MATRIX, THIS SUBROUTINE */ |
|---|
| 6061 | /* REDUCES A SUBMATRIX SITUATED IN ROWS AND COLUMNS */ |
|---|
| 6062 | /* LOW THROUGH IGH TO UPPER HESSENBERG FORM BY */ |
|---|
| 6063 | /* STABILIZED ELEMENTARY SIMILARITY TRANSFORMATIONS. */ |
|---|
| 6064 | |
|---|
| 6065 | /* ON INPUT */ |
|---|
| 6066 | |
|---|
| 6067 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 6068 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 6069 | /* DIMENSION STATEMENT. */ |
|---|
| 6070 | |
|---|
| 6071 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 6072 | |
|---|
| 6073 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 6074 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 6075 | /* SET LOW=1, IGH=N. */ |
|---|
| 6076 | |
|---|
| 6077 | /* A CONTAINS THE INPUT MATRIX. */ |
|---|
| 6078 | |
|---|
| 6079 | /* ON OUTPUT */ |
|---|
| 6080 | |
|---|
| 6081 | /* A CONTAINS THE HESSENBERG MATRIX. THE MULTIPLIERS */ |
|---|
| 6082 | /* WHICH WERE USED IN THE REDUCTION ARE STORED IN THE */ |
|---|
| 6083 | /* REMAINING TRIANGLE UNDER THE HESSENBERG MATRIX. */ |
|---|
| 6084 | |
|---|
| 6085 | /* INT CONTAINS INFORMATION ON THE ROWS AND COLUMNS */ |
|---|
| 6086 | /* INTERCHANGED IN THE REDUCTION. */ |
|---|
| 6087 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 6088 | |
|---|
| 6089 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 6090 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 6091 | */ |
|---|
| 6092 | |
|---|
| 6093 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 6094 | |
|---|
| 6095 | /* ------------------------------------------------------------------ |
|---|
| 6096 | */ |
|---|
| 6097 | |
|---|
| 6098 | /* Parameter adjustments */ |
|---|
| 6099 | a_dim1 = *nm; |
|---|
| 6100 | a_offset = a_dim1 + 1; |
|---|
| 6101 | a -= a_offset; |
|---|
| 6102 | --int_; |
|---|
| 6103 | |
|---|
| 6104 | /* Function Body */ |
|---|
| 6105 | la = *igh - 1; |
|---|
| 6106 | kp1 = *low + 1; |
|---|
| 6107 | if (la < kp1) { |
|---|
| 6108 | goto L200; |
|---|
| 6109 | } |
|---|
| 6110 | |
|---|
| 6111 | i_1 = la; |
|---|
| 6112 | for (m = kp1; m <= i_1; ++m) { |
|---|
| 6113 | mm1 = m - 1; |
|---|
| 6114 | x = 0.; |
|---|
| 6115 | i = m; |
|---|
| 6116 | |
|---|
| 6117 | i_2 = *igh; |
|---|
| 6118 | for (j = m; j <= i_2; ++j) { |
|---|
| 6119 | if ((d_1 = a[j + mm1 * a_dim1], abs(d_1)) <= abs(x)) { |
|---|
| 6120 | goto L100; |
|---|
| 6121 | } |
|---|
| 6122 | x = a[j + mm1 * a_dim1]; |
|---|
| 6123 | i = j; |
|---|
| 6124 | L100: |
|---|
| 6125 | ; |
|---|
| 6126 | } |
|---|
| 6127 | |
|---|
| 6128 | int_[m] = i; |
|---|
| 6129 | if (i == m) { |
|---|
| 6130 | goto L130; |
|---|
| 6131 | } |
|---|
| 6132 | /* .......... INTERCHANGE ROWS AND COLUMNS OF A .......... */ |
|---|
| 6133 | i_2 = *n; |
|---|
| 6134 | for (j = mm1; j <= i_2; ++j) { |
|---|
| 6135 | y = a[i + j * a_dim1]; |
|---|
| 6136 | a[i + j * a_dim1] = a[m + j * a_dim1]; |
|---|
| 6137 | a[m + j * a_dim1] = y; |
|---|
| 6138 | /* L110: */ |
|---|
| 6139 | } |
|---|
| 6140 | |
|---|
| 6141 | i_2 = *igh; |
|---|
| 6142 | for (j = 1; j <= i_2; ++j) { |
|---|
| 6143 | y = a[j + i * a_dim1]; |
|---|
| 6144 | a[j + i * a_dim1] = a[j + m * a_dim1]; |
|---|
| 6145 | a[j + m * a_dim1] = y; |
|---|
| 6146 | /* L120: */ |
|---|
| 6147 | } |
|---|
| 6148 | /* .......... END INTERCHANGE .......... */ |
|---|
| 6149 | L130: |
|---|
| 6150 | if (x == 0.) { |
|---|
| 6151 | goto L180; |
|---|
| 6152 | } |
|---|
| 6153 | mp1 = m + 1; |
|---|
| 6154 | |
|---|
| 6155 | i_2 = *igh; |
|---|
| 6156 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 6157 | y = a[i + mm1 * a_dim1]; |
|---|
| 6158 | if (y == 0.) { |
|---|
| 6159 | goto L160; |
|---|
| 6160 | } |
|---|
| 6161 | y /= x; |
|---|
| 6162 | a[i + mm1 * a_dim1] = y; |
|---|
| 6163 | |
|---|
| 6164 | i_3 = *n; |
|---|
| 6165 | for (j = m; j <= i_3; ++j) { |
|---|
| 6166 | /* L140: */ |
|---|
| 6167 | a[i + j * a_dim1] -= y * a[m + j * a_dim1]; |
|---|
| 6168 | } |
|---|
| 6169 | |
|---|
| 6170 | i_3 = *igh; |
|---|
| 6171 | for (j = 1; j <= i_3; ++j) { |
|---|
| 6172 | /* L150: */ |
|---|
| 6173 | a[j + m * a_dim1] += y * a[j + i * a_dim1]; |
|---|
| 6174 | } |
|---|
| 6175 | |
|---|
| 6176 | L160: |
|---|
| 6177 | ; |
|---|
| 6178 | } |
|---|
| 6179 | |
|---|
| 6180 | L180: |
|---|
| 6181 | ; |
|---|
| 6182 | } |
|---|
| 6183 | |
|---|
| 6184 | L200: |
|---|
| 6185 | return 0; |
|---|
| 6186 | } /* elmhes_ */ |
|---|
| 6187 | |
|---|
| 6188 | /* Subroutine */ int eltran_(integer *nm, integer *n, integer *low, integer * |
|---|
| 6189 | igh, doublereal *a, integer *int_, doublereal *z) |
|---|
| 6190 | { |
|---|
| 6191 | /* System generated locals */ |
|---|
| 6192 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2; |
|---|
| 6193 | |
|---|
| 6194 | /* Local variables */ |
|---|
| 6195 | static integer i, j, kl, mm, mp, mp1; |
|---|
| 6196 | |
|---|
| 6197 | |
|---|
| 6198 | |
|---|
| 6199 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ELMTRANS, |
|---|
| 6200 | */ |
|---|
| 6201 | /* NUM. MATH. 16, 181-204(1970) BY PETERS AND WILKINSON. */ |
|---|
| 6202 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971). */ |
|---|
| 6203 | |
|---|
| 6204 | /* THIS SUBROUTINE ACCUMULATES THE STABILIZED ELEMENTARY */ |
|---|
| 6205 | /* SIMILARITY TRANSFORMATIONS USED IN THE REDUCTION OF A */ |
|---|
| 6206 | /* REAL GENERAL MATRIX TO UPPER HESSENBERG FORM BY ELMHES. */ |
|---|
| 6207 | |
|---|
| 6208 | /* ON INPUT */ |
|---|
| 6209 | |
|---|
| 6210 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 6211 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 6212 | /* DIMENSION STATEMENT. */ |
|---|
| 6213 | |
|---|
| 6214 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 6215 | |
|---|
| 6216 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 6217 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 6218 | /* SET LOW=1, IGH=N. */ |
|---|
| 6219 | |
|---|
| 6220 | /* A CONTAINS THE MULTIPLIERS WHICH WERE USED IN THE */ |
|---|
| 6221 | /* REDUCTION BY ELMHES IN ITS LOWER TRIANGLE */ |
|---|
| 6222 | /* BELOW THE SUBDIAGONAL. */ |
|---|
| 6223 | |
|---|
| 6224 | /* INT CONTAINS INFORMATION ON THE ROWS AND COLUMNS */ |
|---|
| 6225 | /* INTERCHANGED IN THE REDUCTION BY ELMHES. */ |
|---|
| 6226 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 6227 | |
|---|
| 6228 | /* ON OUTPUT */ |
|---|
| 6229 | |
|---|
| 6230 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE */ |
|---|
| 6231 | /* REDUCTION BY ELMHES. */ |
|---|
| 6232 | |
|---|
| 6233 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 6234 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 6235 | */ |
|---|
| 6236 | |
|---|
| 6237 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 6238 | |
|---|
| 6239 | /* ------------------------------------------------------------------ |
|---|
| 6240 | */ |
|---|
| 6241 | |
|---|
| 6242 | /* .......... INITIALIZE Z TO IDENTITY MATRIX .......... */ |
|---|
| 6243 | /* Parameter adjustments */ |
|---|
| 6244 | z_dim1 = *nm; |
|---|
| 6245 | z_offset = z_dim1 + 1; |
|---|
| 6246 | z -= z_offset; |
|---|
| 6247 | --int_; |
|---|
| 6248 | a_dim1 = *nm; |
|---|
| 6249 | a_offset = a_dim1 + 1; |
|---|
| 6250 | a -= a_offset; |
|---|
| 6251 | |
|---|
| 6252 | /* Function Body */ |
|---|
| 6253 | i_1 = *n; |
|---|
| 6254 | for (j = 1; j <= i_1; ++j) { |
|---|
| 6255 | |
|---|
| 6256 | i_2 = *n; |
|---|
| 6257 | for (i = 1; i <= i_2; ++i) { |
|---|
| 6258 | /* L60: */ |
|---|
| 6259 | z[i + j * z_dim1] = 0.; |
|---|
| 6260 | } |
|---|
| 6261 | |
|---|
| 6262 | z[j + j * z_dim1] = 1.; |
|---|
| 6263 | /* L80: */ |
|---|
| 6264 | } |
|---|
| 6265 | |
|---|
| 6266 | kl = *igh - *low - 1; |
|---|
| 6267 | if (kl < 1) { |
|---|
| 6268 | goto L200; |
|---|
| 6269 | } |
|---|
| 6270 | /* .......... FOR MP=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 6271 | i_1 = kl; |
|---|
| 6272 | for (mm = 1; mm <= i_1; ++mm) { |
|---|
| 6273 | mp = *igh - mm; |
|---|
| 6274 | mp1 = mp + 1; |
|---|
| 6275 | |
|---|
| 6276 | i_2 = *igh; |
|---|
| 6277 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 6278 | /* L100: */ |
|---|
| 6279 | z[i + mp * z_dim1] = a[i + (mp - 1) * a_dim1]; |
|---|
| 6280 | } |
|---|
| 6281 | |
|---|
| 6282 | i = int_[mp]; |
|---|
| 6283 | if (i == mp) { |
|---|
| 6284 | goto L140; |
|---|
| 6285 | } |
|---|
| 6286 | |
|---|
| 6287 | i_2 = *igh; |
|---|
| 6288 | for (j = mp; j <= i_2; ++j) { |
|---|
| 6289 | z[mp + j * z_dim1] = z[i + j * z_dim1]; |
|---|
| 6290 | z[i + j * z_dim1] = 0.; |
|---|
| 6291 | /* L130: */ |
|---|
| 6292 | } |
|---|
| 6293 | |
|---|
| 6294 | z[i + mp * z_dim1] = 1.; |
|---|
| 6295 | L140: |
|---|
| 6296 | ; |
|---|
| 6297 | } |
|---|
| 6298 | |
|---|
| 6299 | L200: |
|---|
| 6300 | return 0; |
|---|
| 6301 | } /* eltran_ */ |
|---|
| 6302 | |
|---|
| 6303 | /* Subroutine */ int figi_(integer *nm, integer *n, doublereal *t, doublereal |
|---|
| 6304 | *d, doublereal *e, doublereal *e2, integer *ierr) |
|---|
| 6305 | { |
|---|
| 6306 | /* System generated locals */ |
|---|
| 6307 | integer t_dim1, t_offset, i_1; |
|---|
| 6308 | doublereal d_1; |
|---|
| 6309 | |
|---|
| 6310 | /* Builtin functions */ |
|---|
| 6311 | double sqrt(doublereal); |
|---|
| 6312 | |
|---|
| 6313 | /* Local variables */ |
|---|
| 6314 | static integer i; |
|---|
| 6315 | |
|---|
| 6316 | |
|---|
| 6317 | |
|---|
| 6318 | /* GIVEN A NONSYMMETRIC TRIDIAGONAL MATRIX SUCH THAT THE PRODUCTS */ |
|---|
| 6319 | /* OF CORRESPONDING PAIRS OF OFF-DIAGONAL ELEMENTS ARE ALL */ |
|---|
| 6320 | /* NON-NEGATIVE, THIS SUBROUTINE REDUCES IT TO A SYMMETRIC */ |
|---|
| 6321 | /* TRIDIAGONAL MATRIX WITH THE SAME EIGENVALUES. IF, FURTHER, */ |
|---|
| 6322 | /* A ZERO PRODUCT ONLY OCCURS WHEN BOTH FACTORS ARE ZERO, */ |
|---|
| 6323 | /* THE REDUCED MATRIX IS SIMILAR TO THE ORIGINAL MATRIX. */ |
|---|
| 6324 | |
|---|
| 6325 | /* ON INPUT */ |
|---|
| 6326 | |
|---|
| 6327 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 6328 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 6329 | /* DIMENSION STATEMENT. */ |
|---|
| 6330 | |
|---|
| 6331 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 6332 | |
|---|
| 6333 | /* T CONTAINS THE INPUT MATRIX. ITS SUBDIAGONAL IS */ |
|---|
| 6334 | /* STORED IN THE LAST N-1 POSITIONS OF THE FIRST COLUMN, */ |
|---|
| 6335 | /* ITS DIAGONAL IN THE N POSITIONS OF THE SECOND COLUMN, */ |
|---|
| 6336 | /* AND ITS SUPERDIAGONAL IN THE FIRST N-1 POSITIONS OF */ |
|---|
| 6337 | /* THE THIRD COLUMN. T(1,1) AND T(N,3) ARE ARBITRARY. */ |
|---|
| 6338 | |
|---|
| 6339 | /* ON OUTPUT */ |
|---|
| 6340 | |
|---|
| 6341 | /* T IS UNALTERED. */ |
|---|
| 6342 | |
|---|
| 6343 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE SYMMETRIC MATRIX. */ |
|---|
| 6344 | |
|---|
| 6345 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE SYMMETRIC */ |
|---|
| 6346 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS NOT SET. */ |
|---|
| 6347 | |
|---|
| 6348 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 6349 | /* E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED. */ |
|---|
| 6350 | |
|---|
| 6351 | /* IERR IS SET TO */ |
|---|
| 6352 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 6353 | /* N+I IF T(I,1)*T(I-1,3) IS NEGATIVE, */ |
|---|
| 6354 | /* -(3*N+I) IF T(I,1)*T(I-1,3) IS ZERO WITH ONE FACTOR */ |
|---|
| 6355 | /* NON-ZERO. IN THIS CASE, THE EIGENVECTORS OF */ |
|---|
| 6356 | /* THE SYMMETRIC MATRIX ARE NOT SIMPLY RELATED */ |
|---|
| 6357 | /* TO THOSE OF T AND SHOULD NOT BE SOUGHT. */ |
|---|
| 6358 | |
|---|
| 6359 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 6360 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 6361 | */ |
|---|
| 6362 | |
|---|
| 6363 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 6364 | |
|---|
| 6365 | /* ------------------------------------------------------------------ |
|---|
| 6366 | */ |
|---|
| 6367 | |
|---|
| 6368 | /* Parameter adjustments */ |
|---|
| 6369 | t_dim1 = *nm; |
|---|
| 6370 | t_offset = t_dim1 + 1; |
|---|
| 6371 | t -= t_offset; |
|---|
| 6372 | --e2; |
|---|
| 6373 | --e; |
|---|
| 6374 | --d; |
|---|
| 6375 | |
|---|
| 6376 | /* Function Body */ |
|---|
| 6377 | *ierr = 0; |
|---|
| 6378 | |
|---|
| 6379 | i_1 = *n; |
|---|
| 6380 | for (i = 1; i <= i_1; ++i) { |
|---|
| 6381 | if (i == 1) { |
|---|
| 6382 | goto L90; |
|---|
| 6383 | } |
|---|
| 6384 | e2[i] = t[i + t_dim1] * t[i - 1 + t_dim1 * 3]; |
|---|
| 6385 | if ((d_1 = e2[i]) < 0.) { |
|---|
| 6386 | goto L1000; |
|---|
| 6387 | } else if (d_1 == 0) { |
|---|
| 6388 | goto L60; |
|---|
| 6389 | } else { |
|---|
| 6390 | goto L80; |
|---|
| 6391 | } |
|---|
| 6392 | L60: |
|---|
| 6393 | if (t[i + t_dim1] == 0. && t[i - 1 + t_dim1 * 3] == 0.) { |
|---|
| 6394 | goto L80; |
|---|
| 6395 | } |
|---|
| 6396 | /* .......... SET ERROR -- PRODUCT OF SOME PAIR OF OFF-DIAGONAL */ |
|---|
| 6397 | /* ELEMENTS IS ZERO WITH ONE MEMBER NON-ZERO .......... |
|---|
| 6398 | */ |
|---|
| 6399 | *ierr = -(*n * 3 + i); |
|---|
| 6400 | L80: |
|---|
| 6401 | e[i] = sqrt(e2[i]); |
|---|
| 6402 | L90: |
|---|
| 6403 | d[i] = t[i + (t_dim1 << 1)]; |
|---|
| 6404 | /* L100: */ |
|---|
| 6405 | } |
|---|
| 6406 | |
|---|
| 6407 | goto L1001; |
|---|
| 6408 | /* .......... SET ERROR -- PRODUCT OF SOME PAIR OF OFF-DIAGONAL */ |
|---|
| 6409 | /* ELEMENTS IS NEGATIVE .......... */ |
|---|
| 6410 | L1000: |
|---|
| 6411 | *ierr = *n + i; |
|---|
| 6412 | L1001: |
|---|
| 6413 | return 0; |
|---|
| 6414 | } /* figi_ */ |
|---|
| 6415 | |
|---|
| 6416 | /* Subroutine */ int figi2_(integer *nm, integer *n, doublereal *t, |
|---|
| 6417 | doublereal *d, doublereal *e, doublereal *z, integer *ierr) |
|---|
| 6418 | { |
|---|
| 6419 | /* System generated locals */ |
|---|
| 6420 | integer t_dim1, t_offset, z_dim1, z_offset, i_1, i_2; |
|---|
| 6421 | |
|---|
| 6422 | /* Builtin functions */ |
|---|
| 6423 | double sqrt(doublereal); |
|---|
| 6424 | |
|---|
| 6425 | /* Local variables */ |
|---|
| 6426 | static doublereal h; |
|---|
| 6427 | static integer i, j; |
|---|
| 6428 | |
|---|
| 6429 | |
|---|
| 6430 | |
|---|
| 6431 | /* GIVEN A NONSYMMETRIC TRIDIAGONAL MATRIX SUCH THAT THE PRODUCTS */ |
|---|
| 6432 | /* OF CORRESPONDING PAIRS OF OFF-DIAGONAL ELEMENTS ARE ALL */ |
|---|
| 6433 | /* NON-NEGATIVE, AND ZERO ONLY WHEN BOTH FACTORS ARE ZERO, THIS */ |
|---|
| 6434 | /* SUBROUTINE REDUCES IT TO A SYMMETRIC TRIDIAGONAL MATRIX */ |
|---|
| 6435 | /* USING AND ACCUMULATING DIAGONAL SIMILARITY TRANSFORMATIONS. */ |
|---|
| 6436 | |
|---|
| 6437 | /* ON INPUT */ |
|---|
| 6438 | |
|---|
| 6439 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 6440 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 6441 | /* DIMENSION STATEMENT. */ |
|---|
| 6442 | |
|---|
| 6443 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 6444 | |
|---|
| 6445 | /* T CONTAINS THE INPUT MATRIX. ITS SUBDIAGONAL IS */ |
|---|
| 6446 | /* STORED IN THE LAST N-1 POSITIONS OF THE FIRST COLUMN, */ |
|---|
| 6447 | /* ITS DIAGONAL IN THE N POSITIONS OF THE SECOND COLUMN, */ |
|---|
| 6448 | /* AND ITS SUPERDIAGONAL IN THE FIRST N-1 POSITIONS OF */ |
|---|
| 6449 | /* THE THIRD COLUMN. T(1,1) AND T(N,3) ARE ARBITRARY. */ |
|---|
| 6450 | |
|---|
| 6451 | /* ON OUTPUT */ |
|---|
| 6452 | |
|---|
| 6453 | /* T IS UNALTERED. */ |
|---|
| 6454 | |
|---|
| 6455 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE SYMMETRIC MATRIX. */ |
|---|
| 6456 | |
|---|
| 6457 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE SYMMETRIC */ |
|---|
| 6458 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS NOT SET. */ |
|---|
| 6459 | |
|---|
| 6460 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN */ |
|---|
| 6461 | /* THE REDUCTION. */ |
|---|
| 6462 | |
|---|
| 6463 | /* IERR IS SET TO */ |
|---|
| 6464 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 6465 | /* N+I IF T(I,1)*T(I-1,3) IS NEGATIVE, */ |
|---|
| 6466 | /* 2*N+I IF T(I,1)*T(I-1,3) IS ZERO WITH */ |
|---|
| 6467 | /* ONE FACTOR NON-ZERO. */ |
|---|
| 6468 | |
|---|
| 6469 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 6470 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 6471 | */ |
|---|
| 6472 | |
|---|
| 6473 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 6474 | |
|---|
| 6475 | /* ------------------------------------------------------------------ |
|---|
| 6476 | */ |
|---|
| 6477 | |
|---|
| 6478 | /* Parameter adjustments */ |
|---|
| 6479 | t_dim1 = *nm; |
|---|
| 6480 | t_offset = t_dim1 + 1; |
|---|
| 6481 | t -= t_offset; |
|---|
| 6482 | z_dim1 = *nm; |
|---|
| 6483 | z_offset = z_dim1 + 1; |
|---|
| 6484 | z -= z_offset; |
|---|
| 6485 | --e; |
|---|
| 6486 | --d; |
|---|
| 6487 | |
|---|
| 6488 | /* Function Body */ |
|---|
| 6489 | *ierr = 0; |
|---|
| 6490 | |
|---|
| 6491 | i_1 = *n; |
|---|
| 6492 | for (i = 1; i <= i_1; ++i) { |
|---|
| 6493 | |
|---|
| 6494 | i_2 = *n; |
|---|
| 6495 | for (j = 1; j <= i_2; ++j) { |
|---|
| 6496 | /* L50: */ |
|---|
| 6497 | z[i + j * z_dim1] = 0.; |
|---|
| 6498 | } |
|---|
| 6499 | |
|---|
| 6500 | if (i == 1) { |
|---|
| 6501 | goto L70; |
|---|
| 6502 | } |
|---|
| 6503 | h = t[i + t_dim1] * t[i - 1 + t_dim1 * 3]; |
|---|
| 6504 | if (h < 0.) { |
|---|
| 6505 | goto L900; |
|---|
| 6506 | } else if (h == 0) { |
|---|
| 6507 | goto L60; |
|---|
| 6508 | } else { |
|---|
| 6509 | goto L80; |
|---|
| 6510 | } |
|---|
| 6511 | L60: |
|---|
| 6512 | if (t[i + t_dim1] != 0. || t[i - 1 + t_dim1 * 3] != 0.) { |
|---|
| 6513 | goto L1000; |
|---|
| 6514 | } |
|---|
| 6515 | e[i] = 0.; |
|---|
| 6516 | L70: |
|---|
| 6517 | z[i + i * z_dim1] = 1.; |
|---|
| 6518 | goto L90; |
|---|
| 6519 | L80: |
|---|
| 6520 | e[i] = sqrt(h); |
|---|
| 6521 | z[i + i * z_dim1] = z[i - 1 + (i - 1) * z_dim1] * e[i] / t[i - 1 + |
|---|
| 6522 | t_dim1 * 3]; |
|---|
| 6523 | L90: |
|---|
| 6524 | d[i] = t[i + (t_dim1 << 1)]; |
|---|
| 6525 | /* L100: */ |
|---|
| 6526 | } |
|---|
| 6527 | |
|---|
| 6528 | goto L1001; |
|---|
| 6529 | /* .......... SET ERROR -- PRODUCT OF SOME PAIR OF OFF-DIAGONAL */ |
|---|
| 6530 | /* ELEMENTS IS NEGATIVE .......... */ |
|---|
| 6531 | L900: |
|---|
| 6532 | *ierr = *n + i; |
|---|
| 6533 | goto L1001; |
|---|
| 6534 | /* .......... SET ERROR -- PRODUCT OF SOME PAIR OF OFF-DIAGONAL */ |
|---|
| 6535 | /* ELEMENTS IS ZERO WITH ONE MEMBER NON-ZERO .......... */ |
|---|
| 6536 | L1000: |
|---|
| 6537 | *ierr = (*n << 1) + i; |
|---|
| 6538 | L1001: |
|---|
| 6539 | return 0; |
|---|
| 6540 | } /* figi2_ */ |
|---|
| 6541 | |
|---|
| 6542 | /* Subroutine */ int hqr_(integer *nm, integer *n, integer *low, integer *igh, |
|---|
| 6543 | doublereal *h, doublereal *wr, doublereal *wi, integer *ierr) |
|---|
| 6544 | { |
|---|
| 6545 | /* System generated locals */ |
|---|
| 6546 | integer h_dim1, h_offset, i_1, i_2, i_3; |
|---|
| 6547 | doublereal d_1, d_2; |
|---|
| 6548 | |
|---|
| 6549 | /* Builtin functions */ |
|---|
| 6550 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 6551 | |
|---|
| 6552 | /* Local variables */ |
|---|
| 6553 | static doublereal norm; |
|---|
| 6554 | static integer i, j, k, l, m; |
|---|
| 6555 | static doublereal p, q, r, s, t, w, x, y; |
|---|
| 6556 | static integer na, en, ll, mm; |
|---|
| 6557 | static doublereal zz; |
|---|
| 6558 | static logical notlas; |
|---|
| 6559 | static integer mp2, itn, its, enm2; |
|---|
| 6560 | static doublereal tst1, tst2; |
|---|
| 6561 | |
|---|
| 6562 | |
|---|
| 6563 | |
|---|
| 6564 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE HQR, */ |
|---|
| 6565 | /* NUM. MATH. 14, 219-231(1970) BY MARTIN, PETERS, AND WILKINSON. */ |
|---|
| 6566 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 359-371(1971). */ |
|---|
| 6567 | |
|---|
| 6568 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A REAL */ |
|---|
| 6569 | /* UPPER HESSENBERG MATRIX BY THE QR METHOD. */ |
|---|
| 6570 | |
|---|
| 6571 | /* ON INPUT */ |
|---|
| 6572 | |
|---|
| 6573 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 6574 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 6575 | /* DIMENSION STATEMENT. */ |
|---|
| 6576 | |
|---|
| 6577 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 6578 | |
|---|
| 6579 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 6580 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 6581 | /* SET LOW=1, IGH=N. */ |
|---|
| 6582 | |
|---|
| 6583 | /* H CONTAINS THE UPPER HESSENBERG MATRIX. INFORMATION ABOUT */ |
|---|
| 6584 | /* THE TRANSFORMATIONS USED IN THE REDUCTION TO HESSENBERG */ |
|---|
| 6585 | /* FORM BY ELMHES OR ORTHES, IF PERFORMED, IS STORED */ |
|---|
| 6586 | /* IN THE REMAINING TRIANGLE UNDER THE HESSENBERG MATRIX. */ |
|---|
| 6587 | |
|---|
| 6588 | /* ON OUTPUT */ |
|---|
| 6589 | |
|---|
| 6590 | /* H HAS BEEN DESTROYED. THEREFORE, IT MUST BE SAVED */ |
|---|
| 6591 | /* BEFORE CALLING HQR IF SUBSEQUENT CALCULATION AND */ |
|---|
| 6592 | /* BACK TRANSFORMATION OF EIGENVECTORS IS TO BE PERFORMED. */ |
|---|
| 6593 | |
|---|
| 6594 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 6595 | /* RESPECTIVELY, OF THE EIGENVALUES. THE EIGENVALUES */ |
|---|
| 6596 | /* ARE UNORDERED EXCEPT THAT COMPLEX CONJUGATE PAIRS */ |
|---|
| 6597 | /* OF VALUES APPEAR CONSECUTIVELY WITH THE EIGENVALUE */ |
|---|
| 6598 | /* HAVING THE POSITIVE IMAGINARY PART FIRST. IF AN */ |
|---|
| 6599 | /* ERROR EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT */ |
|---|
| 6600 | /* FOR INDICES IERR+1,...,N. */ |
|---|
| 6601 | |
|---|
| 6602 | /* IERR IS SET TO */ |
|---|
| 6603 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 6604 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 6605 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 6606 | |
|---|
| 6607 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 6608 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 6609 | */ |
|---|
| 6610 | |
|---|
| 6611 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 6612 | |
|---|
| 6613 | /* ------------------------------------------------------------------ |
|---|
| 6614 | */ |
|---|
| 6615 | |
|---|
| 6616 | /* Parameter adjustments */ |
|---|
| 6617 | --wi; |
|---|
| 6618 | --wr; |
|---|
| 6619 | h_dim1 = *nm; |
|---|
| 6620 | h_offset = h_dim1 + 1; |
|---|
| 6621 | h -= h_offset; |
|---|
| 6622 | |
|---|
| 6623 | /* Function Body */ |
|---|
| 6624 | *ierr = 0; |
|---|
| 6625 | norm = 0.; |
|---|
| 6626 | k = 1; |
|---|
| 6627 | /* .......... STORE ROOTS ISOLATED BY BALANC */ |
|---|
| 6628 | /* AND COMPUTE MATRIX NORM .......... */ |
|---|
| 6629 | i_1 = *n; |
|---|
| 6630 | for (i = 1; i <= i_1; ++i) { |
|---|
| 6631 | |
|---|
| 6632 | i_2 = *n; |
|---|
| 6633 | for (j = k; j <= i_2; ++j) { |
|---|
| 6634 | /* L40: */ |
|---|
| 6635 | norm += (d_1 = h[i + j * h_dim1], abs(d_1)); |
|---|
| 6636 | } |
|---|
| 6637 | |
|---|
| 6638 | k = i; |
|---|
| 6639 | if (i >= *low && i <= *igh) { |
|---|
| 6640 | goto L50; |
|---|
| 6641 | } |
|---|
| 6642 | wr[i] = h[i + i * h_dim1]; |
|---|
| 6643 | wi[i] = 0.; |
|---|
| 6644 | L50: |
|---|
| 6645 | ; |
|---|
| 6646 | } |
|---|
| 6647 | |
|---|
| 6648 | en = *igh; |
|---|
| 6649 | t = 0.; |
|---|
| 6650 | itn = *n * 30; |
|---|
| 6651 | /* .......... SEARCH FOR NEXT EIGENVALUES .......... */ |
|---|
| 6652 | L60: |
|---|
| 6653 | if (en < *low) { |
|---|
| 6654 | goto L1001; |
|---|
| 6655 | } |
|---|
| 6656 | its = 0; |
|---|
| 6657 | na = en - 1; |
|---|
| 6658 | enm2 = na - 1; |
|---|
| 6659 | /* .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT */ |
|---|
| 6660 | /* FOR L=EN STEP -1 UNTIL LOW DO -- .......... */ |
|---|
| 6661 | L70: |
|---|
| 6662 | i_1 = en; |
|---|
| 6663 | for (ll = *low; ll <= i_1; ++ll) { |
|---|
| 6664 | l = en + *low - ll; |
|---|
| 6665 | if (l == *low) { |
|---|
| 6666 | goto L100; |
|---|
| 6667 | } |
|---|
| 6668 | s = (d_1 = h[l - 1 + (l - 1) * h_dim1], abs(d_1)) + (d_2 = h[l + l |
|---|
| 6669 | * h_dim1], abs(d_2)); |
|---|
| 6670 | if (s == 0.) { |
|---|
| 6671 | s = norm; |
|---|
| 6672 | } |
|---|
| 6673 | tst1 = s; |
|---|
| 6674 | tst2 = tst1 + (d_1 = h[l + (l - 1) * h_dim1], abs(d_1)); |
|---|
| 6675 | if (tst2 == tst1) { |
|---|
| 6676 | goto L100; |
|---|
| 6677 | } |
|---|
| 6678 | /* L80: */ |
|---|
| 6679 | } |
|---|
| 6680 | /* .......... FORM SHIFT .......... */ |
|---|
| 6681 | L100: |
|---|
| 6682 | x = h[en + en * h_dim1]; |
|---|
| 6683 | if (l == en) { |
|---|
| 6684 | goto L270; |
|---|
| 6685 | } |
|---|
| 6686 | y = h[na + na * h_dim1]; |
|---|
| 6687 | w = h[en + na * h_dim1] * h[na + en * h_dim1]; |
|---|
| 6688 | if (l == na) { |
|---|
| 6689 | goto L280; |
|---|
| 6690 | } |
|---|
| 6691 | if (itn == 0) { |
|---|
| 6692 | goto L1000; |
|---|
| 6693 | } |
|---|
| 6694 | if (its != 10 && its != 20) { |
|---|
| 6695 | goto L130; |
|---|
| 6696 | } |
|---|
| 6697 | /* .......... FORM EXCEPTIONAL SHIFT .......... */ |
|---|
| 6698 | t += x; |
|---|
| 6699 | |
|---|
| 6700 | i_1 = en; |
|---|
| 6701 | for (i = *low; i <= i_1; ++i) { |
|---|
| 6702 | /* L120: */ |
|---|
| 6703 | h[i + i * h_dim1] -= x; |
|---|
| 6704 | } |
|---|
| 6705 | |
|---|
| 6706 | s = (d_1 = h[en + na * h_dim1], abs(d_1)) + (d_2 = h[na + enm2 * |
|---|
| 6707 | h_dim1], abs(d_2)); |
|---|
| 6708 | x = s * .75; |
|---|
| 6709 | y = x; |
|---|
| 6710 | w = s * -.4375 * s; |
|---|
| 6711 | L130: |
|---|
| 6712 | ++its; |
|---|
| 6713 | --itn; |
|---|
| 6714 | /* .......... LOOK FOR TWO CONSECUTIVE SMALL */ |
|---|
| 6715 | /* SUB-DIAGONAL ELEMENTS. */ |
|---|
| 6716 | /* FOR M=EN-2 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 6717 | i_1 = enm2; |
|---|
| 6718 | for (mm = l; mm <= i_1; ++mm) { |
|---|
| 6719 | m = enm2 + l - mm; |
|---|
| 6720 | zz = h[m + m * h_dim1]; |
|---|
| 6721 | r = x - zz; |
|---|
| 6722 | s = y - zz; |
|---|
| 6723 | p = (r * s - w) / h[m + 1 + m * h_dim1] + h[m + (m + 1) * h_dim1]; |
|---|
| 6724 | q = h[m + 1 + (m + 1) * h_dim1] - zz - r - s; |
|---|
| 6725 | r = h[m + 2 + (m + 1) * h_dim1]; |
|---|
| 6726 | s = abs(p) + abs(q) + abs(r); |
|---|
| 6727 | p /= s; |
|---|
| 6728 | q /= s; |
|---|
| 6729 | r /= s; |
|---|
| 6730 | if (m == l) { |
|---|
| 6731 | goto L150; |
|---|
| 6732 | } |
|---|
| 6733 | tst1 = abs(p) * ((d_1 = h[m - 1 + (m - 1) * h_dim1], abs(d_1)) + |
|---|
| 6734 | abs(zz) + (d_2 = h[m + 1 + (m + 1) * h_dim1], abs(d_2))); |
|---|
| 6735 | tst2 = tst1 + (d_1 = h[m + (m - 1) * h_dim1], abs(d_1)) * (abs(q) + |
|---|
| 6736 | abs(r)); |
|---|
| 6737 | if (tst2 == tst1) { |
|---|
| 6738 | goto L150; |
|---|
| 6739 | } |
|---|
| 6740 | /* L140: */ |
|---|
| 6741 | } |
|---|
| 6742 | |
|---|
| 6743 | L150: |
|---|
| 6744 | mp2 = m + 2; |
|---|
| 6745 | |
|---|
| 6746 | i_1 = en; |
|---|
| 6747 | for (i = mp2; i <= i_1; ++i) { |
|---|
| 6748 | h[i + (i - 2) * h_dim1] = 0.; |
|---|
| 6749 | if (i == mp2) { |
|---|
| 6750 | goto L160; |
|---|
| 6751 | } |
|---|
| 6752 | h[i + (i - 3) * h_dim1] = 0.; |
|---|
| 6753 | L160: |
|---|
| 6754 | ; |
|---|
| 6755 | } |
|---|
| 6756 | /* .......... DOUBLE QR STEP INVOLVING ROWS L TO EN AND */ |
|---|
| 6757 | /* COLUMNS M TO EN .......... */ |
|---|
| 6758 | i_1 = na; |
|---|
| 6759 | for (k = m; k <= i_1; ++k) { |
|---|
| 6760 | notlas = k != na; |
|---|
| 6761 | if (k == m) { |
|---|
| 6762 | goto L170; |
|---|
| 6763 | } |
|---|
| 6764 | p = h[k + (k - 1) * h_dim1]; |
|---|
| 6765 | q = h[k + 1 + (k - 1) * h_dim1]; |
|---|
| 6766 | r = 0.; |
|---|
| 6767 | if (notlas) { |
|---|
| 6768 | r = h[k + 2 + (k - 1) * h_dim1]; |
|---|
| 6769 | } |
|---|
| 6770 | x = abs(p) + abs(q) + abs(r); |
|---|
| 6771 | if (x == 0.) { |
|---|
| 6772 | goto L260; |
|---|
| 6773 | } |
|---|
| 6774 | p /= x; |
|---|
| 6775 | q /= x; |
|---|
| 6776 | r /= x; |
|---|
| 6777 | L170: |
|---|
| 6778 | d_1 = sqrt(p * p + q * q + r * r); |
|---|
| 6779 | s = d_sign(&d_1, &p); |
|---|
| 6780 | if (k == m) { |
|---|
| 6781 | goto L180; |
|---|
| 6782 | } |
|---|
| 6783 | h[k + (k - 1) * h_dim1] = -s * x; |
|---|
| 6784 | goto L190; |
|---|
| 6785 | L180: |
|---|
| 6786 | if (l != m) { |
|---|
| 6787 | h[k + (k - 1) * h_dim1] = -h[k + (k - 1) * h_dim1]; |
|---|
| 6788 | } |
|---|
| 6789 | L190: |
|---|
| 6790 | p += s; |
|---|
| 6791 | x = p / s; |
|---|
| 6792 | y = q / s; |
|---|
| 6793 | zz = r / s; |
|---|
| 6794 | q /= p; |
|---|
| 6795 | r /= p; |
|---|
| 6796 | if (notlas) { |
|---|
| 6797 | goto L225; |
|---|
| 6798 | } |
|---|
| 6799 | /* .......... ROW MODIFICATION .......... */ |
|---|
| 6800 | i_2 = *n; |
|---|
| 6801 | for (j = k; j <= i_2; ++j) { |
|---|
| 6802 | p = h[k + j * h_dim1] + q * h[k + 1 + j * h_dim1]; |
|---|
| 6803 | h[k + j * h_dim1] -= p * x; |
|---|
| 6804 | h[k + 1 + j * h_dim1] -= p * y; |
|---|
| 6805 | /* L200: */ |
|---|
| 6806 | } |
|---|
| 6807 | |
|---|
| 6808 | /* Computing MIN */ |
|---|
| 6809 | i_2 = en, i_3 = k + 3; |
|---|
| 6810 | j = min(i_2,i_3); |
|---|
| 6811 | /* .......... COLUMN MODIFICATION .......... */ |
|---|
| 6812 | i_2 = j; |
|---|
| 6813 | for (i = 1; i <= i_2; ++i) { |
|---|
| 6814 | p = x * h[i + k * h_dim1] + y * h[i + (k + 1) * h_dim1]; |
|---|
| 6815 | h[i + k * h_dim1] -= p; |
|---|
| 6816 | h[i + (k + 1) * h_dim1] -= p * q; |
|---|
| 6817 | /* L210: */ |
|---|
| 6818 | } |
|---|
| 6819 | goto L255; |
|---|
| 6820 | L225: |
|---|
| 6821 | /* .......... ROW MODIFICATION .......... */ |
|---|
| 6822 | i_2 = *n; |
|---|
| 6823 | for (j = k; j <= i_2; ++j) { |
|---|
| 6824 | p = h[k + j * h_dim1] + q * h[k + 1 + j * h_dim1] + r * h[k + 2 + |
|---|
| 6825 | j * h_dim1]; |
|---|
| 6826 | h[k + j * h_dim1] -= p * x; |
|---|
| 6827 | h[k + 1 + j * h_dim1] -= p * y; |
|---|
| 6828 | h[k + 2 + j * h_dim1] -= p * zz; |
|---|
| 6829 | /* L230: */ |
|---|
| 6830 | } |
|---|
| 6831 | |
|---|
| 6832 | /* Computing MIN */ |
|---|
| 6833 | i_2 = en, i_3 = k + 3; |
|---|
| 6834 | j = min(i_2,i_3); |
|---|
| 6835 | /* .......... COLUMN MODIFICATION .......... */ |
|---|
| 6836 | i_2 = j; |
|---|
| 6837 | for (i = 1; i <= i_2; ++i) { |
|---|
| 6838 | p = x * h[i + k * h_dim1] + y * h[i + (k + 1) * h_dim1] + zz * h[ |
|---|
| 6839 | i + (k + 2) * h_dim1]; |
|---|
| 6840 | h[i + k * h_dim1] -= p; |
|---|
| 6841 | h[i + (k + 1) * h_dim1] -= p * q; |
|---|
| 6842 | h[i + (k + 2) * h_dim1] -= p * r; |
|---|
| 6843 | /* L240: */ |
|---|
| 6844 | } |
|---|
| 6845 | L255: |
|---|
| 6846 | |
|---|
| 6847 | L260: |
|---|
| 6848 | ; |
|---|
| 6849 | } |
|---|
| 6850 | |
|---|
| 6851 | goto L70; |
|---|
| 6852 | /* .......... ONE ROOT FOUND .......... */ |
|---|
| 6853 | L270: |
|---|
| 6854 | wr[en] = x + t; |
|---|
| 6855 | wi[en] = 0.; |
|---|
| 6856 | en = na; |
|---|
| 6857 | goto L60; |
|---|
| 6858 | /* .......... TWO ROOTS FOUND .......... */ |
|---|
| 6859 | L280: |
|---|
| 6860 | p = (y - x) / 2.; |
|---|
| 6861 | q = p * p + w; |
|---|
| 6862 | zz = sqrt((abs(q))); |
|---|
| 6863 | x += t; |
|---|
| 6864 | if (q < 0.) { |
|---|
| 6865 | goto L320; |
|---|
| 6866 | } |
|---|
| 6867 | /* .......... REAL PAIR .......... */ |
|---|
| 6868 | zz = p + d_sign(&zz, &p); |
|---|
| 6869 | wr[na] = x + zz; |
|---|
| 6870 | wr[en] = wr[na]; |
|---|
| 6871 | if (zz != 0.) { |
|---|
| 6872 | wr[en] = x - w / zz; |
|---|
| 6873 | } |
|---|
| 6874 | wi[na] = 0.; |
|---|
| 6875 | wi[en] = 0.; |
|---|
| 6876 | goto L330; |
|---|
| 6877 | /* .......... COMPLEX PAIR .......... */ |
|---|
| 6878 | L320: |
|---|
| 6879 | wr[na] = x + p; |
|---|
| 6880 | wr[en] = x + p; |
|---|
| 6881 | wi[na] = zz; |
|---|
| 6882 | wi[en] = -zz; |
|---|
| 6883 | L330: |
|---|
| 6884 | en = enm2; |
|---|
| 6885 | goto L60; |
|---|
| 6886 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 6887 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 6888 | L1000: |
|---|
| 6889 | *ierr = en; |
|---|
| 6890 | L1001: |
|---|
| 6891 | return 0; |
|---|
| 6892 | } /* hqr_ */ |
|---|
| 6893 | |
|---|
| 6894 | /* Subroutine */ int hqr2_(integer *nm, integer *n, integer *low, integer * |
|---|
| 6895 | igh, doublereal *h, doublereal *wr, doublereal *wi, doublereal *z, |
|---|
| 6896 | integer *ierr) |
|---|
| 6897 | { |
|---|
| 6898 | /* System generated locals */ |
|---|
| 6899 | integer h_dim1, h_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 6900 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 6901 | |
|---|
| 6902 | /* Builtin functions */ |
|---|
| 6903 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 6904 | |
|---|
| 6905 | /* Local variables */ |
|---|
| 6906 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 6907 | , doublereal *, doublereal *, doublereal *); |
|---|
| 6908 | static doublereal norm; |
|---|
| 6909 | static integer i, j, k, l, m; |
|---|
| 6910 | static doublereal p, q, r, s, t, w, x, y; |
|---|
| 6911 | static integer na, ii, en, jj; |
|---|
| 6912 | static doublereal ra, sa; |
|---|
| 6913 | static integer ll, mm, nn; |
|---|
| 6914 | static doublereal vi, vr, zz; |
|---|
| 6915 | static logical notlas; |
|---|
| 6916 | static integer mp2, itn, its, enm2; |
|---|
| 6917 | static doublereal tst1, tst2; |
|---|
| 6918 | |
|---|
| 6919 | |
|---|
| 6920 | |
|---|
| 6921 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE HQR2, */ |
|---|
| 6922 | /* NUM. MATH. 16, 181-204(1970) BY PETERS AND WILKINSON. */ |
|---|
| 6923 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971). */ |
|---|
| 6924 | |
|---|
| 6925 | /* THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS */ |
|---|
| 6926 | /* OF A REAL UPPER HESSENBERG MATRIX BY THE QR METHOD. THE */ |
|---|
| 6927 | /* EIGENVECTORS OF A REAL GENERAL MATRIX CAN ALSO BE FOUND */ |
|---|
| 6928 | /* IF ELMHES AND ELTRAN OR ORTHES AND ORTRAN HAVE */ |
|---|
| 6929 | /* BEEN USED TO REDUCE THIS GENERAL MATRIX TO HESSENBERG FORM */ |
|---|
| 6930 | /* AND TO ACCUMULATE THE SIMILARITY TRANSFORMATIONS. */ |
|---|
| 6931 | |
|---|
| 6932 | /* ON INPUT */ |
|---|
| 6933 | |
|---|
| 6934 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 6935 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 6936 | /* DIMENSION STATEMENT. */ |
|---|
| 6937 | |
|---|
| 6938 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 6939 | |
|---|
| 6940 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 6941 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 6942 | /* SET LOW=1, IGH=N. */ |
|---|
| 6943 | |
|---|
| 6944 | /* H CONTAINS THE UPPER HESSENBERG MATRIX. */ |
|---|
| 6945 | |
|---|
| 6946 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED BY ELTRAN */ |
|---|
| 6947 | /* AFTER THE REDUCTION BY ELMHES, OR BY ORTRAN AFTER THE */ |
|---|
| 6948 | /* REDUCTION BY ORTHES, IF PERFORMED. IF THE EIGENVECTORS */ |
|---|
| 6949 | /* OF THE HESSENBERG MATRIX ARE DESIRED, Z MUST CONTAIN THE */ |
|---|
| 6950 | /* IDENTITY MATRIX. */ |
|---|
| 6951 | |
|---|
| 6952 | /* ON OUTPUT */ |
|---|
| 6953 | |
|---|
| 6954 | /* H HAS BEEN DESTROYED. */ |
|---|
| 6955 | |
|---|
| 6956 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 6957 | /* RESPECTIVELY, OF THE EIGENVALUES. THE EIGENVALUES */ |
|---|
| 6958 | /* ARE UNORDERED EXCEPT THAT COMPLEX CONJUGATE PAIRS */ |
|---|
| 6959 | /* OF VALUES APPEAR CONSECUTIVELY WITH THE EIGENVALUE */ |
|---|
| 6960 | /* HAVING THE POSITIVE IMAGINARY PART FIRST. IF AN */ |
|---|
| 6961 | /* ERROR EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT */ |
|---|
| 6962 | /* FOR INDICES IERR+1,...,N. */ |
|---|
| 6963 | |
|---|
| 6964 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS. */ |
|---|
| 6965 | /* IF THE I-TH EIGENVALUE IS REAL, THE I-TH COLUMN OF Z */ |
|---|
| 6966 | /* CONTAINS ITS EIGENVECTOR. IF THE I-TH EIGENVALUE IS COMPLEX |
|---|
| 6967 | */ |
|---|
| 6968 | /* WITH POSITIVE IMAGINARY PART, THE I-TH AND (I+1)-TH */ |
|---|
| 6969 | /* COLUMNS OF Z CONTAIN THE REAL AND IMAGINARY PARTS OF ITS */ |
|---|
| 6970 | /* EIGENVECTOR. THE EIGENVECTORS ARE UNNORMALIZED. IF AN */ |
|---|
| 6971 | /* ERROR EXIT IS MADE, NONE OF THE EIGENVECTORS HAS BEEN FOUND. |
|---|
| 6972 | */ |
|---|
| 6973 | |
|---|
| 6974 | /* IERR IS SET TO */ |
|---|
| 6975 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 6976 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 6977 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 6978 | |
|---|
| 6979 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 6980 | |
|---|
| 6981 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 6982 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 6983 | */ |
|---|
| 6984 | |
|---|
| 6985 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 6986 | |
|---|
| 6987 | /* ------------------------------------------------------------------ |
|---|
| 6988 | */ |
|---|
| 6989 | |
|---|
| 6990 | /* Parameter adjustments */ |
|---|
| 6991 | z_dim1 = *nm; |
|---|
| 6992 | z_offset = z_dim1 + 1; |
|---|
| 6993 | z -= z_offset; |
|---|
| 6994 | --wi; |
|---|
| 6995 | --wr; |
|---|
| 6996 | h_dim1 = *nm; |
|---|
| 6997 | h_offset = h_dim1 + 1; |
|---|
| 6998 | h -= h_offset; |
|---|
| 6999 | |
|---|
| 7000 | /* Function Body */ |
|---|
| 7001 | *ierr = 0; |
|---|
| 7002 | norm = 0.; |
|---|
| 7003 | k = 1; |
|---|
| 7004 | /* .......... STORE ROOTS ISOLATED BY BALANC */ |
|---|
| 7005 | /* AND COMPUTE MATRIX NORM .......... */ |
|---|
| 7006 | i_1 = *n; |
|---|
| 7007 | for (i = 1; i <= i_1; ++i) { |
|---|
| 7008 | |
|---|
| 7009 | i_2 = *n; |
|---|
| 7010 | for (j = k; j <= i_2; ++j) { |
|---|
| 7011 | /* L40: */ |
|---|
| 7012 | norm += (d_1 = h[i + j * h_dim1], abs(d_1)); |
|---|
| 7013 | } |
|---|
| 7014 | |
|---|
| 7015 | k = i; |
|---|
| 7016 | if (i >= *low && i <= *igh) { |
|---|
| 7017 | goto L50; |
|---|
| 7018 | } |
|---|
| 7019 | wr[i] = h[i + i * h_dim1]; |
|---|
| 7020 | wi[i] = 0.; |
|---|
| 7021 | L50: |
|---|
| 7022 | ; |
|---|
| 7023 | } |
|---|
| 7024 | |
|---|
| 7025 | en = *igh; |
|---|
| 7026 | t = 0.; |
|---|
| 7027 | itn = *n * 30; |
|---|
| 7028 | /* .......... SEARCH FOR NEXT EIGENVALUES .......... */ |
|---|
| 7029 | L60: |
|---|
| 7030 | if (en < *low) { |
|---|
| 7031 | goto L340; |
|---|
| 7032 | } |
|---|
| 7033 | its = 0; |
|---|
| 7034 | na = en - 1; |
|---|
| 7035 | enm2 = na - 1; |
|---|
| 7036 | /* .......... LOOK FOR SINGLE SMALL SUB-DIAGONAL ELEMENT */ |
|---|
| 7037 | /* FOR L=EN STEP -1 UNTIL LOW DO -- .......... */ |
|---|
| 7038 | L70: |
|---|
| 7039 | i_1 = en; |
|---|
| 7040 | for (ll = *low; ll <= i_1; ++ll) { |
|---|
| 7041 | l = en + *low - ll; |
|---|
| 7042 | if (l == *low) { |
|---|
| 7043 | goto L100; |
|---|
| 7044 | } |
|---|
| 7045 | s = (d_1 = h[l - 1 + (l - 1) * h_dim1], abs(d_1)) + (d_2 = h[l + l |
|---|
| 7046 | * h_dim1], abs(d_2)); |
|---|
| 7047 | if (s == 0.) { |
|---|
| 7048 | s = norm; |
|---|
| 7049 | } |
|---|
| 7050 | tst1 = s; |
|---|
| 7051 | tst2 = tst1 + (d_1 = h[l + (l - 1) * h_dim1], abs(d_1)); |
|---|
| 7052 | if (tst2 == tst1) { |
|---|
| 7053 | goto L100; |
|---|
| 7054 | } |
|---|
| 7055 | /* L80: */ |
|---|
| 7056 | } |
|---|
| 7057 | /* .......... FORM SHIFT .......... */ |
|---|
| 7058 | L100: |
|---|
| 7059 | x = h[en + en * h_dim1]; |
|---|
| 7060 | if (l == en) { |
|---|
| 7061 | goto L270; |
|---|
| 7062 | } |
|---|
| 7063 | y = h[na + na * h_dim1]; |
|---|
| 7064 | w = h[en + na * h_dim1] * h[na + en * h_dim1]; |
|---|
| 7065 | if (l == na) { |
|---|
| 7066 | goto L280; |
|---|
| 7067 | } |
|---|
| 7068 | if (itn == 0) { |
|---|
| 7069 | goto L1000; |
|---|
| 7070 | } |
|---|
| 7071 | if (its != 10 && its != 20) { |
|---|
| 7072 | goto L130; |
|---|
| 7073 | } |
|---|
| 7074 | /* .......... FORM EXCEPTIONAL SHIFT .......... */ |
|---|
| 7075 | t += x; |
|---|
| 7076 | |
|---|
| 7077 | i_1 = en; |
|---|
| 7078 | for (i = *low; i <= i_1; ++i) { |
|---|
| 7079 | /* L120: */ |
|---|
| 7080 | h[i + i * h_dim1] -= x; |
|---|
| 7081 | } |
|---|
| 7082 | |
|---|
| 7083 | s = (d_1 = h[en + na * h_dim1], abs(d_1)) + (d_2 = h[na + enm2 * |
|---|
| 7084 | h_dim1], abs(d_2)); |
|---|
| 7085 | x = s * .75; |
|---|
| 7086 | y = x; |
|---|
| 7087 | w = s * -.4375 * s; |
|---|
| 7088 | L130: |
|---|
| 7089 | ++its; |
|---|
| 7090 | --itn; |
|---|
| 7091 | /* .......... LOOK FOR TWO CONSECUTIVE SMALL */ |
|---|
| 7092 | /* SUB-DIAGONAL ELEMENTS. */ |
|---|
| 7093 | /* FOR M=EN-2 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 7094 | i_1 = enm2; |
|---|
| 7095 | for (mm = l; mm <= i_1; ++mm) { |
|---|
| 7096 | m = enm2 + l - mm; |
|---|
| 7097 | zz = h[m + m * h_dim1]; |
|---|
| 7098 | r = x - zz; |
|---|
| 7099 | s = y - zz; |
|---|
| 7100 | p = (r * s - w) / h[m + 1 + m * h_dim1] + h[m + (m + 1) * h_dim1]; |
|---|
| 7101 | q = h[m + 1 + (m + 1) * h_dim1] - zz - r - s; |
|---|
| 7102 | r = h[m + 2 + (m + 1) * h_dim1]; |
|---|
| 7103 | s = abs(p) + abs(q) + abs(r); |
|---|
| 7104 | p /= s; |
|---|
| 7105 | q /= s; |
|---|
| 7106 | r /= s; |
|---|
| 7107 | if (m == l) { |
|---|
| 7108 | goto L150; |
|---|
| 7109 | } |
|---|
| 7110 | tst1 = abs(p) * ((d_1 = h[m - 1 + (m - 1) * h_dim1], abs(d_1)) + |
|---|
| 7111 | abs(zz) + (d_2 = h[m + 1 + (m + 1) * h_dim1], abs(d_2))); |
|---|
| 7112 | tst2 = tst1 + (d_1 = h[m + (m - 1) * h_dim1], abs(d_1)) * (abs(q) + |
|---|
| 7113 | abs(r)); |
|---|
| 7114 | if (tst2 == tst1) { |
|---|
| 7115 | goto L150; |
|---|
| 7116 | } |
|---|
| 7117 | /* L140: */ |
|---|
| 7118 | } |
|---|
| 7119 | |
|---|
| 7120 | L150: |
|---|
| 7121 | mp2 = m + 2; |
|---|
| 7122 | |
|---|
| 7123 | i_1 = en; |
|---|
| 7124 | for (i = mp2; i <= i_1; ++i) { |
|---|
| 7125 | h[i + (i - 2) * h_dim1] = 0.; |
|---|
| 7126 | if (i == mp2) { |
|---|
| 7127 | goto L160; |
|---|
| 7128 | } |
|---|
| 7129 | h[i + (i - 3) * h_dim1] = 0.; |
|---|
| 7130 | L160: |
|---|
| 7131 | ; |
|---|
| 7132 | } |
|---|
| 7133 | /* .......... DOUBLE QR STEP INVOLVING ROWS L TO EN AND */ |
|---|
| 7134 | /* COLUMNS M TO EN .......... */ |
|---|
| 7135 | i_1 = na; |
|---|
| 7136 | for (k = m; k <= i_1; ++k) { |
|---|
| 7137 | notlas = k != na; |
|---|
| 7138 | if (k == m) { |
|---|
| 7139 | goto L170; |
|---|
| 7140 | } |
|---|
| 7141 | p = h[k + (k - 1) * h_dim1]; |
|---|
| 7142 | q = h[k + 1 + (k - 1) * h_dim1]; |
|---|
| 7143 | r = 0.; |
|---|
| 7144 | if (notlas) { |
|---|
| 7145 | r = h[k + 2 + (k - 1) * h_dim1]; |
|---|
| 7146 | } |
|---|
| 7147 | x = abs(p) + abs(q) + abs(r); |
|---|
| 7148 | if (x == 0.) { |
|---|
| 7149 | goto L260; |
|---|
| 7150 | } |
|---|
| 7151 | p /= x; |
|---|
| 7152 | q /= x; |
|---|
| 7153 | r /= x; |
|---|
| 7154 | L170: |
|---|
| 7155 | d_1 = sqrt(p * p + q * q + r * r); |
|---|
| 7156 | s = d_sign(&d_1, &p); |
|---|
| 7157 | if (k == m) { |
|---|
| 7158 | goto L180; |
|---|
| 7159 | } |
|---|
| 7160 | h[k + (k - 1) * h_dim1] = -s * x; |
|---|
| 7161 | goto L190; |
|---|
| 7162 | L180: |
|---|
| 7163 | if (l != m) { |
|---|
| 7164 | h[k + (k - 1) * h_dim1] = -h[k + (k - 1) * h_dim1]; |
|---|
| 7165 | } |
|---|
| 7166 | L190: |
|---|
| 7167 | p += s; |
|---|
| 7168 | x = p / s; |
|---|
| 7169 | y = q / s; |
|---|
| 7170 | zz = r / s; |
|---|
| 7171 | q /= p; |
|---|
| 7172 | r /= p; |
|---|
| 7173 | if (notlas) { |
|---|
| 7174 | goto L225; |
|---|
| 7175 | } |
|---|
| 7176 | /* .......... ROW MODIFICATION .......... */ |
|---|
| 7177 | i_2 = *n; |
|---|
| 7178 | for (j = k; j <= i_2; ++j) { |
|---|
| 7179 | p = h[k + j * h_dim1] + q * h[k + 1 + j * h_dim1]; |
|---|
| 7180 | h[k + j * h_dim1] -= p * x; |
|---|
| 7181 | h[k + 1 + j * h_dim1] -= p * y; |
|---|
| 7182 | /* L200: */ |
|---|
| 7183 | } |
|---|
| 7184 | |
|---|
| 7185 | /* Computing MIN */ |
|---|
| 7186 | i_2 = en, i_3 = k + 3; |
|---|
| 7187 | j = min(i_2,i_3); |
|---|
| 7188 | /* .......... COLUMN MODIFICATION .......... */ |
|---|
| 7189 | i_2 = j; |
|---|
| 7190 | for (i = 1; i <= i_2; ++i) { |
|---|
| 7191 | p = x * h[i + k * h_dim1] + y * h[i + (k + 1) * h_dim1]; |
|---|
| 7192 | h[i + k * h_dim1] -= p; |
|---|
| 7193 | h[i + (k + 1) * h_dim1] -= p * q; |
|---|
| 7194 | /* L210: */ |
|---|
| 7195 | } |
|---|
| 7196 | /* .......... ACCUMULATE TRANSFORMATIONS .......... */ |
|---|
| 7197 | i_2 = *igh; |
|---|
| 7198 | for (i = *low; i <= i_2; ++i) { |
|---|
| 7199 | p = x * z[i + k * z_dim1] + y * z[i + (k + 1) * z_dim1]; |
|---|
| 7200 | z[i + k * z_dim1] -= p; |
|---|
| 7201 | z[i + (k + 1) * z_dim1] -= p * q; |
|---|
| 7202 | /* L220: */ |
|---|
| 7203 | } |
|---|
| 7204 | goto L255; |
|---|
| 7205 | L225: |
|---|
| 7206 | /* .......... ROW MODIFICATION .......... */ |
|---|
| 7207 | i_2 = *n; |
|---|
| 7208 | for (j = k; j <= i_2; ++j) { |
|---|
| 7209 | p = h[k + j * h_dim1] + q * h[k + 1 + j * h_dim1] + r * h[k + 2 + |
|---|
| 7210 | j * h_dim1]; |
|---|
| 7211 | h[k + j * h_dim1] -= p * x; |
|---|
| 7212 | h[k + 1 + j * h_dim1] -= p * y; |
|---|
| 7213 | h[k + 2 + j * h_dim1] -= p * zz; |
|---|
| 7214 | /* L230: */ |
|---|
| 7215 | } |
|---|
| 7216 | |
|---|
| 7217 | /* Computing MIN */ |
|---|
| 7218 | i_2 = en, i_3 = k + 3; |
|---|
| 7219 | j = min(i_2,i_3); |
|---|
| 7220 | /* .......... COLUMN MODIFICATION .......... */ |
|---|
| 7221 | i_2 = j; |
|---|
| 7222 | for (i = 1; i <= i_2; ++i) { |
|---|
| 7223 | p = x * h[i + k * h_dim1] + y * h[i + (k + 1) * h_dim1] + zz * h[ |
|---|
| 7224 | i + (k + 2) * h_dim1]; |
|---|
| 7225 | h[i + k * h_dim1] -= p; |
|---|
| 7226 | h[i + (k + 1) * h_dim1] -= p * q; |
|---|
| 7227 | h[i + (k + 2) * h_dim1] -= p * r; |
|---|
| 7228 | /* L240: */ |
|---|
| 7229 | } |
|---|
| 7230 | /* .......... ACCUMULATE TRANSFORMATIONS .......... */ |
|---|
| 7231 | i_2 = *igh; |
|---|
| 7232 | for (i = *low; i <= i_2; ++i) { |
|---|
| 7233 | p = x * z[i + k * z_dim1] + y * z[i + (k + 1) * z_dim1] + zz * z[ |
|---|
| 7234 | i + (k + 2) * z_dim1]; |
|---|
| 7235 | z[i + k * z_dim1] -= p; |
|---|
| 7236 | z[i + (k + 1) * z_dim1] -= p * q; |
|---|
| 7237 | z[i + (k + 2) * z_dim1] -= p * r; |
|---|
| 7238 | /* L250: */ |
|---|
| 7239 | } |
|---|
| 7240 | L255: |
|---|
| 7241 | |
|---|
| 7242 | L260: |
|---|
| 7243 | ; |
|---|
| 7244 | } |
|---|
| 7245 | |
|---|
| 7246 | goto L70; |
|---|
| 7247 | /* .......... ONE ROOT FOUND .......... */ |
|---|
| 7248 | L270: |
|---|
| 7249 | h[en + en * h_dim1] = x + t; |
|---|
| 7250 | wr[en] = h[en + en * h_dim1]; |
|---|
| 7251 | wi[en] = 0.; |
|---|
| 7252 | en = na; |
|---|
| 7253 | goto L60; |
|---|
| 7254 | /* .......... TWO ROOTS FOUND .......... */ |
|---|
| 7255 | L280: |
|---|
| 7256 | p = (y - x) / 2.; |
|---|
| 7257 | q = p * p + w; |
|---|
| 7258 | zz = sqrt((abs(q))); |
|---|
| 7259 | h[en + en * h_dim1] = x + t; |
|---|
| 7260 | x = h[en + en * h_dim1]; |
|---|
| 7261 | h[na + na * h_dim1] = y + t; |
|---|
| 7262 | if (q < 0.) { |
|---|
| 7263 | goto L320; |
|---|
| 7264 | } |
|---|
| 7265 | /* .......... REAL PAIR .......... */ |
|---|
| 7266 | zz = p + d_sign(&zz, &p); |
|---|
| 7267 | wr[na] = x + zz; |
|---|
| 7268 | wr[en] = wr[na]; |
|---|
| 7269 | if (zz != 0.) { |
|---|
| 7270 | wr[en] = x - w / zz; |
|---|
| 7271 | } |
|---|
| 7272 | wi[na] = 0.; |
|---|
| 7273 | wi[en] = 0.; |
|---|
| 7274 | x = h[en + na * h_dim1]; |
|---|
| 7275 | s = abs(x) + abs(zz); |
|---|
| 7276 | p = x / s; |
|---|
| 7277 | q = zz / s; |
|---|
| 7278 | r = sqrt(p * p + q * q); |
|---|
| 7279 | p /= r; |
|---|
| 7280 | q /= r; |
|---|
| 7281 | /* .......... ROW MODIFICATION .......... */ |
|---|
| 7282 | i_1 = *n; |
|---|
| 7283 | for (j = na; j <= i_1; ++j) { |
|---|
| 7284 | zz = h[na + j * h_dim1]; |
|---|
| 7285 | h[na + j * h_dim1] = q * zz + p * h[en + j * h_dim1]; |
|---|
| 7286 | h[en + j * h_dim1] = q * h[en + j * h_dim1] - p * zz; |
|---|
| 7287 | /* L290: */ |
|---|
| 7288 | } |
|---|
| 7289 | /* .......... COLUMN MODIFICATION .......... */ |
|---|
| 7290 | i_1 = en; |
|---|
| 7291 | for (i = 1; i <= i_1; ++i) { |
|---|
| 7292 | zz = h[i + na * h_dim1]; |
|---|
| 7293 | h[i + na * h_dim1] = q * zz + p * h[i + en * h_dim1]; |
|---|
| 7294 | h[i + en * h_dim1] = q * h[i + en * h_dim1] - p * zz; |
|---|
| 7295 | /* L300: */ |
|---|
| 7296 | } |
|---|
| 7297 | /* .......... ACCUMULATE TRANSFORMATIONS .......... */ |
|---|
| 7298 | i_1 = *igh; |
|---|
| 7299 | for (i = *low; i <= i_1; ++i) { |
|---|
| 7300 | zz = z[i + na * z_dim1]; |
|---|
| 7301 | z[i + na * z_dim1] = q * zz + p * z[i + en * z_dim1]; |
|---|
| 7302 | z[i + en * z_dim1] = q * z[i + en * z_dim1] - p * zz; |
|---|
| 7303 | /* L310: */ |
|---|
| 7304 | } |
|---|
| 7305 | |
|---|
| 7306 | goto L330; |
|---|
| 7307 | /* .......... COMPLEX PAIR .......... */ |
|---|
| 7308 | L320: |
|---|
| 7309 | wr[na] = x + p; |
|---|
| 7310 | wr[en] = x + p; |
|---|
| 7311 | wi[na] = zz; |
|---|
| 7312 | wi[en] = -zz; |
|---|
| 7313 | L330: |
|---|
| 7314 | en = enm2; |
|---|
| 7315 | goto L60; |
|---|
| 7316 | /* .......... ALL ROOTS FOUND. BACKSUBSTITUTE TO FIND */ |
|---|
| 7317 | /* VECTORS OF UPPER TRIANGULAR FORM .......... */ |
|---|
| 7318 | L340: |
|---|
| 7319 | if (norm == 0.) { |
|---|
| 7320 | goto L1001; |
|---|
| 7321 | } |
|---|
| 7322 | /* .......... FOR EN=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 7323 | i_1 = *n; |
|---|
| 7324 | for (nn = 1; nn <= i_1; ++nn) { |
|---|
| 7325 | en = *n + 1 - nn; |
|---|
| 7326 | p = wr[en]; |
|---|
| 7327 | q = wi[en]; |
|---|
| 7328 | na = en - 1; |
|---|
| 7329 | if (q < 0.) { |
|---|
| 7330 | goto L710; |
|---|
| 7331 | } else if (q == 0) { |
|---|
| 7332 | goto L600; |
|---|
| 7333 | } else { |
|---|
| 7334 | goto L800; |
|---|
| 7335 | } |
|---|
| 7336 | /* .......... REAL VECTOR .......... */ |
|---|
| 7337 | L600: |
|---|
| 7338 | m = en; |
|---|
| 7339 | h[en + en * h_dim1] = 1.; |
|---|
| 7340 | if (na == 0) { |
|---|
| 7341 | goto L800; |
|---|
| 7342 | } |
|---|
| 7343 | /* .......... FOR I=EN-1 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 7344 | i_2 = na; |
|---|
| 7345 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 7346 | i = en - ii; |
|---|
| 7347 | w = h[i + i * h_dim1] - p; |
|---|
| 7348 | r = 0.; |
|---|
| 7349 | |
|---|
| 7350 | i_3 = en; |
|---|
| 7351 | for (j = m; j <= i_3; ++j) { |
|---|
| 7352 | /* L610: */ |
|---|
| 7353 | r += h[i + j * h_dim1] * h[j + en * h_dim1]; |
|---|
| 7354 | } |
|---|
| 7355 | |
|---|
| 7356 | if (wi[i] >= 0.) { |
|---|
| 7357 | goto L630; |
|---|
| 7358 | } |
|---|
| 7359 | zz = w; |
|---|
| 7360 | s = r; |
|---|
| 7361 | goto L700; |
|---|
| 7362 | L630: |
|---|
| 7363 | m = i; |
|---|
| 7364 | if (wi[i] != 0.) { |
|---|
| 7365 | goto L640; |
|---|
| 7366 | } |
|---|
| 7367 | t = w; |
|---|
| 7368 | if (t != 0.) { |
|---|
| 7369 | goto L635; |
|---|
| 7370 | } |
|---|
| 7371 | tst1 = norm; |
|---|
| 7372 | t = tst1; |
|---|
| 7373 | L632: |
|---|
| 7374 | t *= .01; |
|---|
| 7375 | tst2 = norm + t; |
|---|
| 7376 | if (tst2 > tst1) { |
|---|
| 7377 | goto L632; |
|---|
| 7378 | } |
|---|
| 7379 | L635: |
|---|
| 7380 | h[i + en * h_dim1] = -r / t; |
|---|
| 7381 | goto L680; |
|---|
| 7382 | /* .......... SOLVE REAL EQUATIONS .......... */ |
|---|
| 7383 | L640: |
|---|
| 7384 | x = h[i + (i + 1) * h_dim1]; |
|---|
| 7385 | y = h[i + 1 + i * h_dim1]; |
|---|
| 7386 | q = (wr[i] - p) * (wr[i] - p) + wi[i] * wi[i]; |
|---|
| 7387 | t = (x * s - zz * r) / q; |
|---|
| 7388 | h[i + en * h_dim1] = t; |
|---|
| 7389 | if (abs(x) <= abs(zz)) { |
|---|
| 7390 | goto L650; |
|---|
| 7391 | } |
|---|
| 7392 | h[i + 1 + en * h_dim1] = (-r - w * t) / x; |
|---|
| 7393 | goto L680; |
|---|
| 7394 | L650: |
|---|
| 7395 | h[i + 1 + en * h_dim1] = (-s - y * t) / zz; |
|---|
| 7396 | |
|---|
| 7397 | /* .......... OVERFLOW CONTROL .......... */ |
|---|
| 7398 | L680: |
|---|
| 7399 | t = (d_1 = h[i + en * h_dim1], abs(d_1)); |
|---|
| 7400 | if (t == 0.) { |
|---|
| 7401 | goto L700; |
|---|
| 7402 | } |
|---|
| 7403 | tst1 = t; |
|---|
| 7404 | tst2 = tst1 + 1. / tst1; |
|---|
| 7405 | if (tst2 > tst1) { |
|---|
| 7406 | goto L700; |
|---|
| 7407 | } |
|---|
| 7408 | i_3 = en; |
|---|
| 7409 | for (j = i; j <= i_3; ++j) { |
|---|
| 7410 | h[j + en * h_dim1] /= t; |
|---|
| 7411 | /* L690: */ |
|---|
| 7412 | } |
|---|
| 7413 | |
|---|
| 7414 | L700: |
|---|
| 7415 | ; |
|---|
| 7416 | } |
|---|
| 7417 | /* .......... END REAL VECTOR .......... */ |
|---|
| 7418 | goto L800; |
|---|
| 7419 | /* .......... COMPLEX VECTOR .......... */ |
|---|
| 7420 | L710: |
|---|
| 7421 | m = na; |
|---|
| 7422 | /* .......... LAST VECTOR COMPONENT CHOSEN IMAGINARY SO THAT */ |
|---|
| 7423 | /* EIGENVECTOR MATRIX IS TRIANGULAR .......... */ |
|---|
| 7424 | if ((d_1 = h[en + na * h_dim1], abs(d_1)) <= (d_2 = h[na + en * |
|---|
| 7425 | h_dim1], abs(d_2))) { |
|---|
| 7426 | goto L720; |
|---|
| 7427 | } |
|---|
| 7428 | h[na + na * h_dim1] = q / h[en + na * h_dim1]; |
|---|
| 7429 | h[na + en * h_dim1] = -(h[en + en * h_dim1] - p) / h[en + na * h_dim1] |
|---|
| 7430 | ; |
|---|
| 7431 | goto L730; |
|---|
| 7432 | L720: |
|---|
| 7433 | d_1 = -h[na + en * h_dim1]; |
|---|
| 7434 | d_2 = h[na + na * h_dim1] - p; |
|---|
| 7435 | cdiv_(&c_b550, &d_1, &d_2, &q, &h[na + na * h_dim1], &h[na + en * |
|---|
| 7436 | h_dim1]); |
|---|
| 7437 | L730: |
|---|
| 7438 | h[en + na * h_dim1] = 0.; |
|---|
| 7439 | h[en + en * h_dim1] = 1.; |
|---|
| 7440 | enm2 = na - 1; |
|---|
| 7441 | if (enm2 == 0) { |
|---|
| 7442 | goto L800; |
|---|
| 7443 | } |
|---|
| 7444 | /* .......... FOR I=EN-2 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 7445 | i_2 = enm2; |
|---|
| 7446 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 7447 | i = na - ii; |
|---|
| 7448 | w = h[i + i * h_dim1] - p; |
|---|
| 7449 | ra = 0.; |
|---|
| 7450 | sa = 0.; |
|---|
| 7451 | |
|---|
| 7452 | i_3 = en; |
|---|
| 7453 | for (j = m; j <= i_3; ++j) { |
|---|
| 7454 | ra += h[i + j * h_dim1] * h[j + na * h_dim1]; |
|---|
| 7455 | sa += h[i + j * h_dim1] * h[j + en * h_dim1]; |
|---|
| 7456 | /* L760: */ |
|---|
| 7457 | } |
|---|
| 7458 | |
|---|
| 7459 | if (wi[i] >= 0.) { |
|---|
| 7460 | goto L770; |
|---|
| 7461 | } |
|---|
| 7462 | zz = w; |
|---|
| 7463 | r = ra; |
|---|
| 7464 | s = sa; |
|---|
| 7465 | goto L795; |
|---|
| 7466 | L770: |
|---|
| 7467 | m = i; |
|---|
| 7468 | if (wi[i] != 0.) { |
|---|
| 7469 | goto L780; |
|---|
| 7470 | } |
|---|
| 7471 | d_1 = -ra; |
|---|
| 7472 | d_2 = -sa; |
|---|
| 7473 | cdiv_(&d_1, &d_2, &w, &q, &h[i + na * h_dim1], &h[i + en * |
|---|
| 7474 | h_dim1]); |
|---|
| 7475 | goto L790; |
|---|
| 7476 | /* .......... SOLVE COMPLEX EQUATIONS .......... */ |
|---|
| 7477 | L780: |
|---|
| 7478 | x = h[i + (i + 1) * h_dim1]; |
|---|
| 7479 | y = h[i + 1 + i * h_dim1]; |
|---|
| 7480 | vr = (wr[i] - p) * (wr[i] - p) + wi[i] * wi[i] - q * q; |
|---|
| 7481 | vi = (wr[i] - p) * 2. * q; |
|---|
| 7482 | if (vr != 0. || vi != 0.) { |
|---|
| 7483 | goto L784; |
|---|
| 7484 | } |
|---|
| 7485 | tst1 = norm * (abs(w) + abs(q) + abs(x) + abs(y) + abs(zz)); |
|---|
| 7486 | vr = tst1; |
|---|
| 7487 | L783: |
|---|
| 7488 | vr *= .01; |
|---|
| 7489 | tst2 = tst1 + vr; |
|---|
| 7490 | if (tst2 > tst1) { |
|---|
| 7491 | goto L783; |
|---|
| 7492 | } |
|---|
| 7493 | L784: |
|---|
| 7494 | d_1 = x * r - zz * ra + q * sa; |
|---|
| 7495 | d_2 = x * s - zz * sa - q * ra; |
|---|
| 7496 | cdiv_(&d_1, &d_2, &vr, &vi, &h[i + na * h_dim1], &h[i + en * |
|---|
| 7497 | h_dim1]); |
|---|
| 7498 | if (abs(x) <= abs(zz) + abs(q)) { |
|---|
| 7499 | goto L785; |
|---|
| 7500 | } |
|---|
| 7501 | h[i + 1 + na * h_dim1] = (-ra - w * h[i + na * h_dim1] + q * h[i |
|---|
| 7502 | + en * h_dim1]) / x; |
|---|
| 7503 | h[i + 1 + en * h_dim1] = (-sa - w * h[i + en * h_dim1] - q * h[i |
|---|
| 7504 | + na * h_dim1]) / x; |
|---|
| 7505 | goto L790; |
|---|
| 7506 | L785: |
|---|
| 7507 | d_1 = -r - y * h[i + na * h_dim1]; |
|---|
| 7508 | d_2 = -s - y * h[i + en * h_dim1]; |
|---|
| 7509 | cdiv_(&d_1, &d_2, &zz, &q, &h[i + 1 + na * h_dim1], &h[i + 1 + |
|---|
| 7510 | en * h_dim1]); |
|---|
| 7511 | |
|---|
| 7512 | /* .......... OVERFLOW CONTROL .......... */ |
|---|
| 7513 | L790: |
|---|
| 7514 | /* Computing MAX */ |
|---|
| 7515 | d_3 = (d_1 = h[i + na * h_dim1], abs(d_1)), d_4 = (d_2 = h[i |
|---|
| 7516 | + en * h_dim1], abs(d_2)); |
|---|
| 7517 | t = max(d_3,d_4); |
|---|
| 7518 | if (t == 0.) { |
|---|
| 7519 | goto L795; |
|---|
| 7520 | } |
|---|
| 7521 | tst1 = t; |
|---|
| 7522 | tst2 = tst1 + 1. / tst1; |
|---|
| 7523 | if (tst2 > tst1) { |
|---|
| 7524 | goto L795; |
|---|
| 7525 | } |
|---|
| 7526 | i_3 = en; |
|---|
| 7527 | for (j = i; j <= i_3; ++j) { |
|---|
| 7528 | h[j + na * h_dim1] /= t; |
|---|
| 7529 | h[j + en * h_dim1] /= t; |
|---|
| 7530 | /* L792: */ |
|---|
| 7531 | } |
|---|
| 7532 | |
|---|
| 7533 | L795: |
|---|
| 7534 | ; |
|---|
| 7535 | } |
|---|
| 7536 | /* .......... END COMPLEX VECTOR .......... */ |
|---|
| 7537 | L800: |
|---|
| 7538 | ; |
|---|
| 7539 | } |
|---|
| 7540 | /* .......... END BACK SUBSTITUTION. */ |
|---|
| 7541 | /* VECTORS OF ISOLATED ROOTS .......... */ |
|---|
| 7542 | i_1 = *n; |
|---|
| 7543 | for (i = 1; i <= i_1; ++i) { |
|---|
| 7544 | if (i >= *low && i <= *igh) { |
|---|
| 7545 | goto L840; |
|---|
| 7546 | } |
|---|
| 7547 | |
|---|
| 7548 | i_2 = *n; |
|---|
| 7549 | for (j = i; j <= i_2; ++j) { |
|---|
| 7550 | /* L820: */ |
|---|
| 7551 | z[i + j * z_dim1] = h[i + j * h_dim1]; |
|---|
| 7552 | } |
|---|
| 7553 | |
|---|
| 7554 | L840: |
|---|
| 7555 | ; |
|---|
| 7556 | } |
|---|
| 7557 | /* .......... MULTIPLY BY TRANSFORMATION MATRIX TO GIVE */ |
|---|
| 7558 | /* VECTORS OF ORIGINAL FULL MATRIX. */ |
|---|
| 7559 | /* FOR J=N STEP -1 UNTIL LOW DO -- .......... */ |
|---|
| 7560 | i_1 = *n; |
|---|
| 7561 | for (jj = *low; jj <= i_1; ++jj) { |
|---|
| 7562 | j = *n + *low - jj; |
|---|
| 7563 | m = min(j,*igh); |
|---|
| 7564 | |
|---|
| 7565 | i_2 = *igh; |
|---|
| 7566 | for (i = *low; i <= i_2; ++i) { |
|---|
| 7567 | zz = 0.; |
|---|
| 7568 | |
|---|
| 7569 | i_3 = m; |
|---|
| 7570 | for (k = *low; k <= i_3; ++k) { |
|---|
| 7571 | /* L860: */ |
|---|
| 7572 | zz += z[i + k * z_dim1] * h[k + j * h_dim1]; |
|---|
| 7573 | } |
|---|
| 7574 | |
|---|
| 7575 | z[i + j * z_dim1] = zz; |
|---|
| 7576 | /* L880: */ |
|---|
| 7577 | } |
|---|
| 7578 | } |
|---|
| 7579 | |
|---|
| 7580 | goto L1001; |
|---|
| 7581 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 7582 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 7583 | L1000: |
|---|
| 7584 | *ierr = en; |
|---|
| 7585 | L1001: |
|---|
| 7586 | return 0; |
|---|
| 7587 | } /* hqr2_ */ |
|---|
| 7588 | |
|---|
| 7589 | /* Subroutine */ int htrib3_(integer *nm, integer *n, doublereal *a, |
|---|
| 7590 | doublereal *tau, integer *m, doublereal *zr, doublereal *zi) |
|---|
| 7591 | { |
|---|
| 7592 | /* System generated locals */ |
|---|
| 7593 | integer a_dim1, a_offset, zr_dim1, zr_offset, zi_dim1, zi_offset, i_1, |
|---|
| 7594 | i_2, i_3; |
|---|
| 7595 | |
|---|
| 7596 | /* Local variables */ |
|---|
| 7597 | static doublereal h; |
|---|
| 7598 | static integer i, j, k, l; |
|---|
| 7599 | static doublereal s, si; |
|---|
| 7600 | |
|---|
| 7601 | |
|---|
| 7602 | |
|---|
| 7603 | /* THIS SUBROUTINE IS A TRANSLATION OF A COMPLEX ANALOGUE OF */ |
|---|
| 7604 | /* THE ALGOL PROCEDURE TRBAK3, NUM. MATH. 11, 181-195(1968) */ |
|---|
| 7605 | /* BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 7606 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 7607 | |
|---|
| 7608 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A COMPLEX HERMITIAN */ |
|---|
| 7609 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 7610 | /* REAL SYMMETRIC TRIDIAGONAL MATRIX DETERMINED BY HTRID3. */ |
|---|
| 7611 | |
|---|
| 7612 | /* ON INPUT */ |
|---|
| 7613 | |
|---|
| 7614 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 7615 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 7616 | /* DIMENSION STATEMENT. */ |
|---|
| 7617 | |
|---|
| 7618 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 7619 | |
|---|
| 7620 | /* A CONTAINS INFORMATION ABOUT THE UNITARY TRANSFORMATIONS */ |
|---|
| 7621 | /* USED IN THE REDUCTION BY HTRID3. */ |
|---|
| 7622 | |
|---|
| 7623 | /* TAU CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATIONS. */ |
|---|
| 7624 | |
|---|
| 7625 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 7626 | |
|---|
| 7627 | /* ZR CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
|---|
| 7628 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 7629 | |
|---|
| 7630 | /* ON OUTPUT */ |
|---|
| 7631 | |
|---|
| 7632 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 7633 | /* RESPECTIVELY, OF THE TRANSFORMED EIGENVECTORS */ |
|---|
| 7634 | /* IN THEIR FIRST M COLUMNS. */ |
|---|
| 7635 | |
|---|
| 7636 | /* NOTE THAT THE LAST COMPONENT OF EACH RETURNED VECTOR */ |
|---|
| 7637 | /* IS REAL AND THAT VECTOR EUCLIDEAN NORMS ARE PRESERVED. */ |
|---|
| 7638 | |
|---|
| 7639 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 7640 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 7641 | */ |
|---|
| 7642 | |
|---|
| 7643 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 7644 | |
|---|
| 7645 | /* ------------------------------------------------------------------ |
|---|
| 7646 | */ |
|---|
| 7647 | |
|---|
| 7648 | /* Parameter adjustments */ |
|---|
| 7649 | tau -= 3; |
|---|
| 7650 | a_dim1 = *nm; |
|---|
| 7651 | a_offset = a_dim1 + 1; |
|---|
| 7652 | a -= a_offset; |
|---|
| 7653 | zi_dim1 = *nm; |
|---|
| 7654 | zi_offset = zi_dim1 + 1; |
|---|
| 7655 | zi -= zi_offset; |
|---|
| 7656 | zr_dim1 = *nm; |
|---|
| 7657 | zr_offset = zr_dim1 + 1; |
|---|
| 7658 | zr -= zr_offset; |
|---|
| 7659 | |
|---|
| 7660 | /* Function Body */ |
|---|
| 7661 | if (*m == 0) { |
|---|
| 7662 | goto L200; |
|---|
| 7663 | } |
|---|
| 7664 | /* .......... TRANSFORM THE EIGENVECTORS OF THE REAL SYMMETRIC */ |
|---|
| 7665 | /* TRIDIAGONAL MATRIX TO THOSE OF THE HERMITIAN */ |
|---|
| 7666 | /* TRIDIAGONAL MATRIX. .......... */ |
|---|
| 7667 | i_1 = *n; |
|---|
| 7668 | for (k = 1; k <= i_1; ++k) { |
|---|
| 7669 | |
|---|
| 7670 | i_2 = *m; |
|---|
| 7671 | for (j = 1; j <= i_2; ++j) { |
|---|
| 7672 | zi[k + j * zi_dim1] = -zr[k + j * zr_dim1] * tau[(k << 1) + 2]; |
|---|
| 7673 | zr[k + j * zr_dim1] *= tau[(k << 1) + 1]; |
|---|
| 7674 | /* L50: */ |
|---|
| 7675 | } |
|---|
| 7676 | } |
|---|
| 7677 | |
|---|
| 7678 | if (*n == 1) { |
|---|
| 7679 | goto L200; |
|---|
| 7680 | } |
|---|
| 7681 | /* .......... RECOVER AND APPLY THE HOUSEHOLDER MATRICES .......... */ |
|---|
| 7682 | i_2 = *n; |
|---|
| 7683 | for (i = 2; i <= i_2; ++i) { |
|---|
| 7684 | l = i - 1; |
|---|
| 7685 | h = a[i + i * a_dim1]; |
|---|
| 7686 | if (h == 0.) { |
|---|
| 7687 | goto L140; |
|---|
| 7688 | } |
|---|
| 7689 | |
|---|
| 7690 | i_1 = *m; |
|---|
| 7691 | for (j = 1; j <= i_1; ++j) { |
|---|
| 7692 | s = 0.; |
|---|
| 7693 | si = 0.; |
|---|
| 7694 | |
|---|
| 7695 | i_3 = l; |
|---|
| 7696 | for (k = 1; k <= i_3; ++k) { |
|---|
| 7697 | s = s + a[i + k * a_dim1] * zr[k + j * zr_dim1] - a[k + i * |
|---|
| 7698 | a_dim1] * zi[k + j * zi_dim1]; |
|---|
| 7699 | si = si + a[i + k * a_dim1] * zi[k + j * zi_dim1] + a[k + i * |
|---|
| 7700 | a_dim1] * zr[k + j * zr_dim1]; |
|---|
| 7701 | /* L110: */ |
|---|
| 7702 | } |
|---|
| 7703 | /* .......... DOUBLE DIVISIONS AVOID POSSIBLE UNDERFLOW ...... |
|---|
| 7704 | .... */ |
|---|
| 7705 | s = s / h / h; |
|---|
| 7706 | si = si / h / h; |
|---|
| 7707 | |
|---|
| 7708 | i_3 = l; |
|---|
| 7709 | for (k = 1; k <= i_3; ++k) { |
|---|
| 7710 | zr[k + j * zr_dim1] = zr[k + j * zr_dim1] - s * a[i + k * |
|---|
| 7711 | a_dim1] - si * a[k + i * a_dim1]; |
|---|
| 7712 | zi[k + j * zi_dim1] = zi[k + j * zi_dim1] - si * a[i + k * |
|---|
| 7713 | a_dim1] + s * a[k + i * a_dim1]; |
|---|
| 7714 | /* L120: */ |
|---|
| 7715 | } |
|---|
| 7716 | |
|---|
| 7717 | /* L130: */ |
|---|
| 7718 | } |
|---|
| 7719 | |
|---|
| 7720 | L140: |
|---|
| 7721 | ; |
|---|
| 7722 | } |
|---|
| 7723 | |
|---|
| 7724 | L200: |
|---|
| 7725 | return 0; |
|---|
| 7726 | } /* htrib3_ */ |
|---|
| 7727 | |
|---|
| 7728 | /* Subroutine */ int htribk_(integer *nm, integer *n, doublereal *ar, |
|---|
| 7729 | doublereal *ai, doublereal *tau, integer *m, doublereal *zr, |
|---|
| 7730 | doublereal *zi) |
|---|
| 7731 | { |
|---|
| 7732 | /* System generated locals */ |
|---|
| 7733 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, zr_dim1, zr_offset, |
|---|
| 7734 | zi_dim1, zi_offset, i_1, i_2, i_3; |
|---|
| 7735 | |
|---|
| 7736 | /* Local variables */ |
|---|
| 7737 | static doublereal h; |
|---|
| 7738 | static integer i, j, k, l; |
|---|
| 7739 | static doublereal s, si; |
|---|
| 7740 | |
|---|
| 7741 | |
|---|
| 7742 | |
|---|
| 7743 | /* THIS SUBROUTINE IS A TRANSLATION OF A COMPLEX ANALOGUE OF */ |
|---|
| 7744 | /* THE ALGOL PROCEDURE TRBAK1, NUM. MATH. 11, 181-195(1968) */ |
|---|
| 7745 | /* BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 7746 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 7747 | |
|---|
| 7748 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A COMPLEX HERMITIAN */ |
|---|
| 7749 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 7750 | /* REAL SYMMETRIC TRIDIAGONAL MATRIX DETERMINED BY HTRIDI. */ |
|---|
| 7751 | |
|---|
| 7752 | /* ON INPUT */ |
|---|
| 7753 | |
|---|
| 7754 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 7755 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 7756 | /* DIMENSION STATEMENT. */ |
|---|
| 7757 | |
|---|
| 7758 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 7759 | |
|---|
| 7760 | /* AR AND AI CONTAIN INFORMATION ABOUT THE UNITARY TRANS- */ |
|---|
| 7761 | /* FORMATIONS USED IN THE REDUCTION BY HTRIDI IN THEIR */ |
|---|
| 7762 | /* FULL LOWER TRIANGLES EXCEPT FOR THE DIAGONAL OF AR. */ |
|---|
| 7763 | |
|---|
| 7764 | /* TAU CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATIONS. */ |
|---|
| 7765 | |
|---|
| 7766 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 7767 | |
|---|
| 7768 | /* ZR CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
|---|
| 7769 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 7770 | |
|---|
| 7771 | /* ON OUTPUT */ |
|---|
| 7772 | |
|---|
| 7773 | /* ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 7774 | /* RESPECTIVELY, OF THE TRANSFORMED EIGENVECTORS */ |
|---|
| 7775 | /* IN THEIR FIRST M COLUMNS. */ |
|---|
| 7776 | |
|---|
| 7777 | /* NOTE THAT THE LAST COMPONENT OF EACH RETURNED VECTOR */ |
|---|
| 7778 | /* IS REAL AND THAT VECTOR EUCLIDEAN NORMS ARE PRESERVED. */ |
|---|
| 7779 | |
|---|
| 7780 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 7781 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 7782 | */ |
|---|
| 7783 | |
|---|
| 7784 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 7785 | |
|---|
| 7786 | /* ------------------------------------------------------------------ |
|---|
| 7787 | */ |
|---|
| 7788 | |
|---|
| 7789 | /* Parameter adjustments */ |
|---|
| 7790 | tau -= 3; |
|---|
| 7791 | ai_dim1 = *nm; |
|---|
| 7792 | ai_offset = ai_dim1 + 1; |
|---|
| 7793 | ai -= ai_offset; |
|---|
| 7794 | ar_dim1 = *nm; |
|---|
| 7795 | ar_offset = ar_dim1 + 1; |
|---|
| 7796 | ar -= ar_offset; |
|---|
| 7797 | zi_dim1 = *nm; |
|---|
| 7798 | zi_offset = zi_dim1 + 1; |
|---|
| 7799 | zi -= zi_offset; |
|---|
| 7800 | zr_dim1 = *nm; |
|---|
| 7801 | zr_offset = zr_dim1 + 1; |
|---|
| 7802 | zr -= zr_offset; |
|---|
| 7803 | |
|---|
| 7804 | /* Function Body */ |
|---|
| 7805 | if (*m == 0) { |
|---|
| 7806 | goto L200; |
|---|
| 7807 | } |
|---|
| 7808 | /* .......... TRANSFORM THE EIGENVECTORS OF THE REAL SYMMETRIC */ |
|---|
| 7809 | /* TRIDIAGONAL MATRIX TO THOSE OF THE HERMITIAN */ |
|---|
| 7810 | /* TRIDIAGONAL MATRIX. .......... */ |
|---|
| 7811 | i_1 = *n; |
|---|
| 7812 | for (k = 1; k <= i_1; ++k) { |
|---|
| 7813 | |
|---|
| 7814 | i_2 = *m; |
|---|
| 7815 | for (j = 1; j <= i_2; ++j) { |
|---|
| 7816 | zi[k + j * zi_dim1] = -zr[k + j * zr_dim1] * tau[(k << 1) + 2]; |
|---|
| 7817 | zr[k + j * zr_dim1] *= tau[(k << 1) + 1]; |
|---|
| 7818 | /* L50: */ |
|---|
| 7819 | } |
|---|
| 7820 | } |
|---|
| 7821 | |
|---|
| 7822 | if (*n == 1) { |
|---|
| 7823 | goto L200; |
|---|
| 7824 | } |
|---|
| 7825 | /* .......... RECOVER AND APPLY THE HOUSEHOLDER MATRICES .......... */ |
|---|
| 7826 | i_2 = *n; |
|---|
| 7827 | for (i = 2; i <= i_2; ++i) { |
|---|
| 7828 | l = i - 1; |
|---|
| 7829 | h = ai[i + i * ai_dim1]; |
|---|
| 7830 | if (h == 0.) { |
|---|
| 7831 | goto L140; |
|---|
| 7832 | } |
|---|
| 7833 | |
|---|
| 7834 | i_1 = *m; |
|---|
| 7835 | for (j = 1; j <= i_1; ++j) { |
|---|
| 7836 | s = 0.; |
|---|
| 7837 | si = 0.; |
|---|
| 7838 | |
|---|
| 7839 | i_3 = l; |
|---|
| 7840 | for (k = 1; k <= i_3; ++k) { |
|---|
| 7841 | s = s + ar[i + k * ar_dim1] * zr[k + j * zr_dim1] - ai[i + k * |
|---|
| 7842 | ai_dim1] * zi[k + j * zi_dim1]; |
|---|
| 7843 | si = si + ar[i + k * ar_dim1] * zi[k + j * zi_dim1] + ai[i + |
|---|
| 7844 | k * ai_dim1] * zr[k + j * zr_dim1]; |
|---|
| 7845 | /* L110: */ |
|---|
| 7846 | } |
|---|
| 7847 | /* .......... DOUBLE DIVISIONS AVOID POSSIBLE UNDERFLOW ...... |
|---|
| 7848 | .... */ |
|---|
| 7849 | s = s / h / h; |
|---|
| 7850 | si = si / h / h; |
|---|
| 7851 | |
|---|
| 7852 | i_3 = l; |
|---|
| 7853 | for (k = 1; k <= i_3; ++k) { |
|---|
| 7854 | zr[k + j * zr_dim1] = zr[k + j * zr_dim1] - s * ar[i + k * |
|---|
| 7855 | ar_dim1] - si * ai[i + k * ai_dim1]; |
|---|
| 7856 | zi[k + j * zi_dim1] = zi[k + j * zi_dim1] - si * ar[i + k * |
|---|
| 7857 | ar_dim1] + s * ai[i + k * ai_dim1]; |
|---|
| 7858 | /* L120: */ |
|---|
| 7859 | } |
|---|
| 7860 | |
|---|
| 7861 | /* L130: */ |
|---|
| 7862 | } |
|---|
| 7863 | |
|---|
| 7864 | L140: |
|---|
| 7865 | ; |
|---|
| 7866 | } |
|---|
| 7867 | |
|---|
| 7868 | L200: |
|---|
| 7869 | return 0; |
|---|
| 7870 | } /* htribk_ */ |
|---|
| 7871 | |
|---|
| 7872 | /* Subroutine */ int htrid3_(integer *nm, integer *n, doublereal *a, |
|---|
| 7873 | doublereal *d, doublereal *e, doublereal *e2, doublereal *tau) |
|---|
| 7874 | { |
|---|
| 7875 | /* System generated locals */ |
|---|
| 7876 | integer a_dim1, a_offset, i_1, i_2, i_3; |
|---|
| 7877 | doublereal d_1, d_2; |
|---|
| 7878 | |
|---|
| 7879 | /* Builtin functions */ |
|---|
| 7880 | double sqrt(doublereal); |
|---|
| 7881 | |
|---|
| 7882 | /* Local variables */ |
|---|
| 7883 | static doublereal f, g, h; |
|---|
| 7884 | static integer i, j, k, l; |
|---|
| 7885 | static doublereal scale, fi, gi, hh; |
|---|
| 7886 | static integer ii; |
|---|
| 7887 | static doublereal si; |
|---|
| 7888 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 7889 | static integer jm1, jp1; |
|---|
| 7890 | |
|---|
| 7891 | |
|---|
| 7892 | |
|---|
| 7893 | /* THIS SUBROUTINE IS A TRANSLATION OF A COMPLEX ANALOGUE OF */ |
|---|
| 7894 | /* THE ALGOL PROCEDURE TRED3, NUM. MATH. 11, 181-195(1968) */ |
|---|
| 7895 | /* BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 7896 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 7897 | |
|---|
| 7898 | /* THIS SUBROUTINE REDUCES A COMPLEX HERMITIAN MATRIX, STORED AS */ |
|---|
| 7899 | /* A SINGLE SQUARE ARRAY, TO A REAL SYMMETRIC TRIDIAGONAL MATRIX */ |
|---|
| 7900 | /* USING UNITARY SIMILARITY TRANSFORMATIONS. */ |
|---|
| 7901 | |
|---|
| 7902 | /* ON INPUT */ |
|---|
| 7903 | |
|---|
| 7904 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 7905 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 7906 | /* DIMENSION STATEMENT. */ |
|---|
| 7907 | |
|---|
| 7908 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 7909 | |
|---|
| 7910 | /* A CONTAINS THE LOWER TRIANGLE OF THE COMPLEX HERMITIAN INPUT */ |
|---|
| 7911 | /* MATRIX. THE REAL PARTS OF THE MATRIX ELEMENTS ARE STORED */ |
|---|
| 7912 | /* IN THE FULL LOWER TRIANGLE OF A, AND THE IMAGINARY PARTS */ |
|---|
| 7913 | /* ARE STORED IN THE TRANSPOSED POSITIONS OF THE STRICT UPPER */ |
|---|
| 7914 | /* TRIANGLE OF A. NO STORAGE IS REQUIRED FOR THE ZERO */ |
|---|
| 7915 | /* IMAGINARY PARTS OF THE DIAGONAL ELEMENTS. */ |
|---|
| 7916 | |
|---|
| 7917 | /* ON OUTPUT */ |
|---|
| 7918 | |
|---|
| 7919 | /* A CONTAINS INFORMATION ABOUT THE UNITARY TRANSFORMATIONS */ |
|---|
| 7920 | /* USED IN THE REDUCTION. */ |
|---|
| 7921 | |
|---|
| 7922 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE THE TRIDIAGONAL MATRIX. |
|---|
| 7923 | */ |
|---|
| 7924 | |
|---|
| 7925 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 7926 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO. */ |
|---|
| 7927 | |
|---|
| 7928 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 7929 | /* E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED. */ |
|---|
| 7930 | |
|---|
| 7931 | /* TAU CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATIONS. */ |
|---|
| 7932 | |
|---|
| 7933 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 7934 | |
|---|
| 7935 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 7936 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 7937 | */ |
|---|
| 7938 | |
|---|
| 7939 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 7940 | |
|---|
| 7941 | /* ------------------------------------------------------------------ |
|---|
| 7942 | */ |
|---|
| 7943 | |
|---|
| 7944 | /* Parameter adjustments */ |
|---|
| 7945 | tau -= 3; |
|---|
| 7946 | --e2; |
|---|
| 7947 | --e; |
|---|
| 7948 | --d; |
|---|
| 7949 | a_dim1 = *nm; |
|---|
| 7950 | a_offset = a_dim1 + 1; |
|---|
| 7951 | a -= a_offset; |
|---|
| 7952 | |
|---|
| 7953 | /* Function Body */ |
|---|
| 7954 | tau[(*n << 1) + 1] = 1.; |
|---|
| 7955 | tau[(*n << 1) + 2] = 0.; |
|---|
| 7956 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 7957 | i_1 = *n; |
|---|
| 7958 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 7959 | i = *n + 1 - ii; |
|---|
| 7960 | l = i - 1; |
|---|
| 7961 | h = 0.; |
|---|
| 7962 | scale = 0.; |
|---|
| 7963 | if (l < 1) { |
|---|
| 7964 | goto L130; |
|---|
| 7965 | } |
|---|
| 7966 | /* .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) .......... */ |
|---|
| 7967 | i_2 = l; |
|---|
| 7968 | for (k = 1; k <= i_2; ++k) { |
|---|
| 7969 | /* L120: */ |
|---|
| 7970 | scale = scale + (d_1 = a[i + k * a_dim1], abs(d_1)) + (d_2 = a[ |
|---|
| 7971 | k + i * a_dim1], abs(d_2)); |
|---|
| 7972 | } |
|---|
| 7973 | |
|---|
| 7974 | if (scale != 0.) { |
|---|
| 7975 | goto L140; |
|---|
| 7976 | } |
|---|
| 7977 | tau[(l << 1) + 1] = 1.; |
|---|
| 7978 | tau[(l << 1) + 2] = 0.; |
|---|
| 7979 | L130: |
|---|
| 7980 | e[i] = 0.; |
|---|
| 7981 | e2[i] = 0.; |
|---|
| 7982 | goto L290; |
|---|
| 7983 | |
|---|
| 7984 | L140: |
|---|
| 7985 | i_2 = l; |
|---|
| 7986 | for (k = 1; k <= i_2; ++k) { |
|---|
| 7987 | a[i + k * a_dim1] /= scale; |
|---|
| 7988 | a[k + i * a_dim1] /= scale; |
|---|
| 7989 | h = h + a[i + k * a_dim1] * a[i + k * a_dim1] + a[k + i * a_dim1] |
|---|
| 7990 | * a[k + i * a_dim1]; |
|---|
| 7991 | /* L150: */ |
|---|
| 7992 | } |
|---|
| 7993 | |
|---|
| 7994 | e2[i] = scale * scale * h; |
|---|
| 7995 | g = sqrt(h); |
|---|
| 7996 | e[i] = scale * g; |
|---|
| 7997 | f = pythag_(&a[i + l * a_dim1], &a[l + i * a_dim1]); |
|---|
| 7998 | /* .......... FORM NEXT DIAGONAL ELEMENT OF MATRIX T .......... */ |
|---|
| 7999 | if (f == 0.) { |
|---|
| 8000 | goto L160; |
|---|
| 8001 | } |
|---|
| 8002 | tau[(l << 1) + 1] = (a[l + i * a_dim1] * tau[(i << 1) + 2] - a[i + l * |
|---|
| 8003 | a_dim1] * tau[(i << 1) + 1]) / f; |
|---|
| 8004 | si = (a[i + l * a_dim1] * tau[(i << 1) + 2] + a[l + i * a_dim1] * tau[ |
|---|
| 8005 | (i << 1) + 1]) / f; |
|---|
| 8006 | h += f * g; |
|---|
| 8007 | g = g / f + 1.; |
|---|
| 8008 | a[i + l * a_dim1] = g * a[i + l * a_dim1]; |
|---|
| 8009 | a[l + i * a_dim1] = g * a[l + i * a_dim1]; |
|---|
| 8010 | if (l == 1) { |
|---|
| 8011 | goto L270; |
|---|
| 8012 | } |
|---|
| 8013 | goto L170; |
|---|
| 8014 | L160: |
|---|
| 8015 | tau[(l << 1) + 1] = -tau[(i << 1) + 1]; |
|---|
| 8016 | si = tau[(i << 1) + 2]; |
|---|
| 8017 | a[i + l * a_dim1] = g; |
|---|
| 8018 | L170: |
|---|
| 8019 | f = 0.; |
|---|
| 8020 | |
|---|
| 8021 | i_2 = l; |
|---|
| 8022 | for (j = 1; j <= i_2; ++j) { |
|---|
| 8023 | g = 0.; |
|---|
| 8024 | gi = 0.; |
|---|
| 8025 | if (j == 1) { |
|---|
| 8026 | goto L190; |
|---|
| 8027 | } |
|---|
| 8028 | jm1 = j - 1; |
|---|
| 8029 | /* .......... FORM ELEMENT OF A*U .......... */ |
|---|
| 8030 | i_3 = jm1; |
|---|
| 8031 | for (k = 1; k <= i_3; ++k) { |
|---|
| 8032 | g = g + a[j + k * a_dim1] * a[i + k * a_dim1] + a[k + j * |
|---|
| 8033 | a_dim1] * a[k + i * a_dim1]; |
|---|
| 8034 | gi = gi - a[j + k * a_dim1] * a[k + i * a_dim1] + a[k + j * |
|---|
| 8035 | a_dim1] * a[i + k * a_dim1]; |
|---|
| 8036 | /* L180: */ |
|---|
| 8037 | } |
|---|
| 8038 | |
|---|
| 8039 | L190: |
|---|
| 8040 | g += a[j + j * a_dim1] * a[i + j * a_dim1]; |
|---|
| 8041 | gi -= a[j + j * a_dim1] * a[j + i * a_dim1]; |
|---|
| 8042 | jp1 = j + 1; |
|---|
| 8043 | if (l < jp1) { |
|---|
| 8044 | goto L220; |
|---|
| 8045 | } |
|---|
| 8046 | |
|---|
| 8047 | i_3 = l; |
|---|
| 8048 | for (k = jp1; k <= i_3; ++k) { |
|---|
| 8049 | g = g + a[k + j * a_dim1] * a[i + k * a_dim1] - a[j + k * |
|---|
| 8050 | a_dim1] * a[k + i * a_dim1]; |
|---|
| 8051 | gi = gi - a[k + j * a_dim1] * a[k + i * a_dim1] - a[j + k * |
|---|
| 8052 | a_dim1] * a[i + k * a_dim1]; |
|---|
| 8053 | /* L200: */ |
|---|
| 8054 | } |
|---|
| 8055 | /* .......... FORM ELEMENT OF P .......... */ |
|---|
| 8056 | L220: |
|---|
| 8057 | e[j] = g / h; |
|---|
| 8058 | tau[(j << 1) + 2] = gi / h; |
|---|
| 8059 | f = f + e[j] * a[i + j * a_dim1] - tau[(j << 1) + 2] * a[j + i * |
|---|
| 8060 | a_dim1]; |
|---|
| 8061 | /* L240: */ |
|---|
| 8062 | } |
|---|
| 8063 | |
|---|
| 8064 | hh = f / (h + h); |
|---|
| 8065 | /* .......... FORM REDUCED A .......... */ |
|---|
| 8066 | i_2 = l; |
|---|
| 8067 | for (j = 1; j <= i_2; ++j) { |
|---|
| 8068 | f = a[i + j * a_dim1]; |
|---|
| 8069 | g = e[j] - hh * f; |
|---|
| 8070 | e[j] = g; |
|---|
| 8071 | fi = -a[j + i * a_dim1]; |
|---|
| 8072 | gi = tau[(j << 1) + 2] - hh * fi; |
|---|
| 8073 | tau[(j << 1) + 2] = -gi; |
|---|
| 8074 | a[j + j * a_dim1] -= (f * g + fi * gi) * 2.; |
|---|
| 8075 | if (j == 1) { |
|---|
| 8076 | goto L260; |
|---|
| 8077 | } |
|---|
| 8078 | jm1 = j - 1; |
|---|
| 8079 | |
|---|
| 8080 | i_3 = jm1; |
|---|
| 8081 | for (k = 1; k <= i_3; ++k) { |
|---|
| 8082 | a[j + k * a_dim1] = a[j + k * a_dim1] - f * e[k] - g * a[i + |
|---|
| 8083 | k * a_dim1] + fi * tau[(k << 1) + 2] + gi * a[k + i * |
|---|
| 8084 | a_dim1]; |
|---|
| 8085 | a[k + j * a_dim1] = a[k + j * a_dim1] - f * tau[(k << 1) + 2] |
|---|
| 8086 | - g * a[k + i * a_dim1] - fi * e[k] - gi * a[i + k * |
|---|
| 8087 | a_dim1]; |
|---|
| 8088 | /* L250: */ |
|---|
| 8089 | } |
|---|
| 8090 | |
|---|
| 8091 | L260: |
|---|
| 8092 | ; |
|---|
| 8093 | } |
|---|
| 8094 | |
|---|
| 8095 | L270: |
|---|
| 8096 | i_2 = l; |
|---|
| 8097 | for (k = 1; k <= i_2; ++k) { |
|---|
| 8098 | a[i + k * a_dim1] = scale * a[i + k * a_dim1]; |
|---|
| 8099 | a[k + i * a_dim1] = scale * a[k + i * a_dim1]; |
|---|
| 8100 | /* L280: */ |
|---|
| 8101 | } |
|---|
| 8102 | |
|---|
| 8103 | tau[(l << 1) + 2] = -si; |
|---|
| 8104 | L290: |
|---|
| 8105 | d[i] = a[i + i * a_dim1]; |
|---|
| 8106 | a[i + i * a_dim1] = scale * sqrt(h); |
|---|
| 8107 | /* L300: */ |
|---|
| 8108 | } |
|---|
| 8109 | |
|---|
| 8110 | return 0; |
|---|
| 8111 | } /* htrid3_ */ |
|---|
| 8112 | |
|---|
| 8113 | /* Subroutine */ int htridi_(integer *nm, integer *n, doublereal *ar, |
|---|
| 8114 | doublereal *ai, doublereal *d, doublereal *e, doublereal *e2, |
|---|
| 8115 | doublereal *tau) |
|---|
| 8116 | { |
|---|
| 8117 | /* System generated locals */ |
|---|
| 8118 | integer ar_dim1, ar_offset, ai_dim1, ai_offset, i_1, i_2, i_3; |
|---|
| 8119 | doublereal d_1, d_2; |
|---|
| 8120 | |
|---|
| 8121 | /* Builtin functions */ |
|---|
| 8122 | double sqrt(doublereal); |
|---|
| 8123 | |
|---|
| 8124 | /* Local variables */ |
|---|
| 8125 | static doublereal f, g, h; |
|---|
| 8126 | static integer i, j, k, l; |
|---|
| 8127 | static doublereal scale, fi, gi, hh; |
|---|
| 8128 | static integer ii; |
|---|
| 8129 | static doublereal si; |
|---|
| 8130 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 8131 | static integer jp1; |
|---|
| 8132 | |
|---|
| 8133 | |
|---|
| 8134 | |
|---|
| 8135 | /* THIS SUBROUTINE IS A TRANSLATION OF A COMPLEX ANALOGUE OF */ |
|---|
| 8136 | /* THE ALGOL PROCEDURE TRED1, NUM. MATH. 11, 181-195(1968) */ |
|---|
| 8137 | /* BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 8138 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 8139 | |
|---|
| 8140 | /* THIS SUBROUTINE REDUCES A COMPLEX HERMITIAN MATRIX */ |
|---|
| 8141 | /* TO A REAL SYMMETRIC TRIDIAGONAL MATRIX USING */ |
|---|
| 8142 | /* UNITARY SIMILARITY TRANSFORMATIONS. */ |
|---|
| 8143 | |
|---|
| 8144 | /* ON INPUT */ |
|---|
| 8145 | |
|---|
| 8146 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 8147 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 8148 | /* DIMENSION STATEMENT. */ |
|---|
| 8149 | |
|---|
| 8150 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 8151 | |
|---|
| 8152 | /* AR AND AI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 8153 | /* RESPECTIVELY, OF THE COMPLEX HERMITIAN INPUT MATRIX. */ |
|---|
| 8154 | /* ONLY THE LOWER TRIANGLE OF THE MATRIX NEED BE SUPPLIED. */ |
|---|
| 8155 | |
|---|
| 8156 | /* ON OUTPUT */ |
|---|
| 8157 | |
|---|
| 8158 | /* AR AND AI CONTAIN INFORMATION ABOUT THE UNITARY TRANS- */ |
|---|
| 8159 | /* FORMATIONS USED IN THE REDUCTION IN THEIR FULL LOWER */ |
|---|
| 8160 | /* TRIANGLES. THEIR STRICT UPPER TRIANGLES AND THE */ |
|---|
| 8161 | /* DIAGONAL OF AR ARE UNALTERED. */ |
|---|
| 8162 | |
|---|
| 8163 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE THE TRIDIAGONAL MATRIX. |
|---|
| 8164 | */ |
|---|
| 8165 | |
|---|
| 8166 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 8167 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO. */ |
|---|
| 8168 | |
|---|
| 8169 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 8170 | /* E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED. */ |
|---|
| 8171 | |
|---|
| 8172 | /* TAU CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATIONS. */ |
|---|
| 8173 | |
|---|
| 8174 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 8175 | |
|---|
| 8176 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 8177 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 8178 | */ |
|---|
| 8179 | |
|---|
| 8180 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 8181 | |
|---|
| 8182 | /* ------------------------------------------------------------------ |
|---|
| 8183 | */ |
|---|
| 8184 | |
|---|
| 8185 | /* Parameter adjustments */ |
|---|
| 8186 | tau -= 3; |
|---|
| 8187 | --e2; |
|---|
| 8188 | --e; |
|---|
| 8189 | --d; |
|---|
| 8190 | ai_dim1 = *nm; |
|---|
| 8191 | ai_offset = ai_dim1 + 1; |
|---|
| 8192 | ai -= ai_offset; |
|---|
| 8193 | ar_dim1 = *nm; |
|---|
| 8194 | ar_offset = ar_dim1 + 1; |
|---|
| 8195 | ar -= ar_offset; |
|---|
| 8196 | |
|---|
| 8197 | /* Function Body */ |
|---|
| 8198 | tau[(*n << 1) + 1] = 1.; |
|---|
| 8199 | tau[(*n << 1) + 2] = 0.; |
|---|
| 8200 | |
|---|
| 8201 | i_1 = *n; |
|---|
| 8202 | for (i = 1; i <= i_1; ++i) { |
|---|
| 8203 | /* L100: */ |
|---|
| 8204 | d[i] = ar[i + i * ar_dim1]; |
|---|
| 8205 | } |
|---|
| 8206 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 8207 | i_1 = *n; |
|---|
| 8208 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 8209 | i = *n + 1 - ii; |
|---|
| 8210 | l = i - 1; |
|---|
| 8211 | h = 0.; |
|---|
| 8212 | scale = 0.; |
|---|
| 8213 | if (l < 1) { |
|---|
| 8214 | goto L130; |
|---|
| 8215 | } |
|---|
| 8216 | /* .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) .......... */ |
|---|
| 8217 | i_2 = l; |
|---|
| 8218 | for (k = 1; k <= i_2; ++k) { |
|---|
| 8219 | /* L120: */ |
|---|
| 8220 | scale = scale + (d_1 = ar[i + k * ar_dim1], abs(d_1)) + (d_2 = |
|---|
| 8221 | ai[i + k * ai_dim1], abs(d_2)); |
|---|
| 8222 | } |
|---|
| 8223 | |
|---|
| 8224 | if (scale != 0.) { |
|---|
| 8225 | goto L140; |
|---|
| 8226 | } |
|---|
| 8227 | tau[(l << 1) + 1] = 1.; |
|---|
| 8228 | tau[(l << 1) + 2] = 0.; |
|---|
| 8229 | L130: |
|---|
| 8230 | e[i] = 0.; |
|---|
| 8231 | e2[i] = 0.; |
|---|
| 8232 | goto L290; |
|---|
| 8233 | |
|---|
| 8234 | L140: |
|---|
| 8235 | i_2 = l; |
|---|
| 8236 | for (k = 1; k <= i_2; ++k) { |
|---|
| 8237 | ar[i + k * ar_dim1] /= scale; |
|---|
| 8238 | ai[i + k * ai_dim1] /= scale; |
|---|
| 8239 | h = h + ar[i + k * ar_dim1] * ar[i + k * ar_dim1] + ai[i + k * |
|---|
| 8240 | ai_dim1] * ai[i + k * ai_dim1]; |
|---|
| 8241 | /* L150: */ |
|---|
| 8242 | } |
|---|
| 8243 | |
|---|
| 8244 | e2[i] = scale * scale * h; |
|---|
| 8245 | g = sqrt(h); |
|---|
| 8246 | e[i] = scale * g; |
|---|
| 8247 | f = pythag_(&ar[i + l * ar_dim1], &ai[i + l * ai_dim1]); |
|---|
| 8248 | /* .......... FORM NEXT DIAGONAL ELEMENT OF MATRIX T .......... */ |
|---|
| 8249 | if (f == 0.) { |
|---|
| 8250 | goto L160; |
|---|
| 8251 | } |
|---|
| 8252 | tau[(l << 1) + 1] = (ai[i + l * ai_dim1] * tau[(i << 1) + 2] - ar[i + |
|---|
| 8253 | l * ar_dim1] * tau[(i << 1) + 1]) / f; |
|---|
| 8254 | si = (ar[i + l * ar_dim1] * tau[(i << 1) + 2] + ai[i + l * ai_dim1] * |
|---|
| 8255 | tau[(i << 1) + 1]) / f; |
|---|
| 8256 | h += f * g; |
|---|
| 8257 | g = g / f + 1.; |
|---|
| 8258 | ar[i + l * ar_dim1] = g * ar[i + l * ar_dim1]; |
|---|
| 8259 | ai[i + l * ai_dim1] = g * ai[i + l * ai_dim1]; |
|---|
| 8260 | if (l == 1) { |
|---|
| 8261 | goto L270; |
|---|
| 8262 | } |
|---|
| 8263 | goto L170; |
|---|
| 8264 | L160: |
|---|
| 8265 | tau[(l << 1) + 1] = -tau[(i << 1) + 1]; |
|---|
| 8266 | si = tau[(i << 1) + 2]; |
|---|
| 8267 | ar[i + l * ar_dim1] = g; |
|---|
| 8268 | L170: |
|---|
| 8269 | f = 0.; |
|---|
| 8270 | |
|---|
| 8271 | i_2 = l; |
|---|
| 8272 | for (j = 1; j <= i_2; ++j) { |
|---|
| 8273 | g = 0.; |
|---|
| 8274 | gi = 0.; |
|---|
| 8275 | /* .......... FORM ELEMENT OF A*U .......... */ |
|---|
| 8276 | i_3 = j; |
|---|
| 8277 | for (k = 1; k <= i_3; ++k) { |
|---|
| 8278 | g = g + ar[j + k * ar_dim1] * ar[i + k * ar_dim1] + ai[j + k * |
|---|
| 8279 | ai_dim1] * ai[i + k * ai_dim1]; |
|---|
| 8280 | gi = gi - ar[j + k * ar_dim1] * ai[i + k * ai_dim1] + ai[j + |
|---|
| 8281 | k * ai_dim1] * ar[i + k * ar_dim1]; |
|---|
| 8282 | /* L180: */ |
|---|
| 8283 | } |
|---|
| 8284 | |
|---|
| 8285 | jp1 = j + 1; |
|---|
| 8286 | if (l < jp1) { |
|---|
| 8287 | goto L220; |
|---|
| 8288 | } |
|---|
| 8289 | |
|---|
| 8290 | i_3 = l; |
|---|
| 8291 | for (k = jp1; k <= i_3; ++k) { |
|---|
| 8292 | g = g + ar[k + j * ar_dim1] * ar[i + k * ar_dim1] - ai[k + j * |
|---|
| 8293 | ai_dim1] * ai[i + k * ai_dim1]; |
|---|
| 8294 | gi = gi - ar[k + j * ar_dim1] * ai[i + k * ai_dim1] - ai[k + |
|---|
| 8295 | j * ai_dim1] * ar[i + k * ar_dim1]; |
|---|
| 8296 | /* L200: */ |
|---|
| 8297 | } |
|---|
| 8298 | /* .......... FORM ELEMENT OF P .......... */ |
|---|
| 8299 | L220: |
|---|
| 8300 | e[j] = g / h; |
|---|
| 8301 | tau[(j << 1) + 2] = gi / h; |
|---|
| 8302 | f = f + e[j] * ar[i + j * ar_dim1] - tau[(j << 1) + 2] * ai[i + j |
|---|
| 8303 | * ai_dim1]; |
|---|
| 8304 | /* L240: */ |
|---|
| 8305 | } |
|---|
| 8306 | |
|---|
| 8307 | hh = f / (h + h); |
|---|
| 8308 | /* .......... FORM REDUCED A .......... */ |
|---|
| 8309 | i_2 = l; |
|---|
| 8310 | for (j = 1; j <= i_2; ++j) { |
|---|
| 8311 | f = ar[i + j * ar_dim1]; |
|---|
| 8312 | g = e[j] - hh * f; |
|---|
| 8313 | e[j] = g; |
|---|
| 8314 | fi = -ai[i + j * ai_dim1]; |
|---|
| 8315 | gi = tau[(j << 1) + 2] - hh * fi; |
|---|
| 8316 | tau[(j << 1) + 2] = -gi; |
|---|
| 8317 | |
|---|
| 8318 | i_3 = j; |
|---|
| 8319 | for (k = 1; k <= i_3; ++k) { |
|---|
| 8320 | ar[j + k * ar_dim1] = ar[j + k * ar_dim1] - f * e[k] - g * ar[ |
|---|
| 8321 | i + k * ar_dim1] + fi * tau[(k << 1) + 2] + gi * ai[i |
|---|
| 8322 | + k * ai_dim1]; |
|---|
| 8323 | ai[j + k * ai_dim1] = ai[j + k * ai_dim1] - f * tau[(k << 1) |
|---|
| 8324 | + 2] - g * ai[i + k * ai_dim1] - fi * e[k] - gi * ar[ |
|---|
| 8325 | i + k * ar_dim1]; |
|---|
| 8326 | /* L260: */ |
|---|
| 8327 | } |
|---|
| 8328 | } |
|---|
| 8329 | |
|---|
| 8330 | L270: |
|---|
| 8331 | i_3 = l; |
|---|
| 8332 | for (k = 1; k <= i_3; ++k) { |
|---|
| 8333 | ar[i + k * ar_dim1] = scale * ar[i + k * ar_dim1]; |
|---|
| 8334 | ai[i + k * ai_dim1] = scale * ai[i + k * ai_dim1]; |
|---|
| 8335 | /* L280: */ |
|---|
| 8336 | } |
|---|
| 8337 | |
|---|
| 8338 | tau[(l << 1) + 2] = -si; |
|---|
| 8339 | L290: |
|---|
| 8340 | hh = d[i]; |
|---|
| 8341 | d[i] = ar[i + i * ar_dim1]; |
|---|
| 8342 | ar[i + i * ar_dim1] = hh; |
|---|
| 8343 | ai[i + i * ai_dim1] = scale * sqrt(h); |
|---|
| 8344 | /* L300: */ |
|---|
| 8345 | } |
|---|
| 8346 | |
|---|
| 8347 | return 0; |
|---|
| 8348 | } /* htridi_ */ |
|---|
| 8349 | |
|---|
| 8350 | /* Subroutine */ int imtql1_(integer *n, doublereal *d, doublereal *e, |
|---|
| 8351 | integer *ierr) |
|---|
| 8352 | { |
|---|
| 8353 | /* System generated locals */ |
|---|
| 8354 | integer i_1, i_2; |
|---|
| 8355 | doublereal d_1, d_2; |
|---|
| 8356 | |
|---|
| 8357 | /* Builtin functions */ |
|---|
| 8358 | double d_sign(doublereal *, doublereal *); |
|---|
| 8359 | |
|---|
| 8360 | /* Local variables */ |
|---|
| 8361 | static doublereal b, c, f, g; |
|---|
| 8362 | static integer i, j, l, m; |
|---|
| 8363 | static doublereal p, r, s; |
|---|
| 8364 | static integer ii; |
|---|
| 8365 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 8366 | static integer mml; |
|---|
| 8367 | static doublereal tst1, tst2; |
|---|
| 8368 | |
|---|
| 8369 | |
|---|
| 8370 | |
|---|
| 8371 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE IMTQL1, */ |
|---|
| 8372 | /* NUM. MATH. 12, 377-383(1968) BY MARTIN AND WILKINSON, */ |
|---|
| 8373 | /* AS MODIFIED IN NUM. MATH. 15, 450(1970) BY DUBRULLE. */ |
|---|
| 8374 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 241-248(1971). */ |
|---|
| 8375 | |
|---|
| 8376 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC */ |
|---|
| 8377 | /* TRIDIAGONAL MATRIX BY THE IMPLICIT QL METHOD. */ |
|---|
| 8378 | |
|---|
| 8379 | /* ON INPUT */ |
|---|
| 8380 | |
|---|
| 8381 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 8382 | |
|---|
| 8383 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 8384 | |
|---|
| 8385 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 8386 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 8387 | |
|---|
| 8388 | /* ON OUTPUT */ |
|---|
| 8389 | |
|---|
| 8390 | /* D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN */ |
|---|
| 8391 | /* ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND */ |
|---|
| 8392 | /* ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE */ |
|---|
| 8393 | /* THE SMALLEST EIGENVALUES. */ |
|---|
| 8394 | |
|---|
| 8395 | /* E HAS BEEN DESTROYED. */ |
|---|
| 8396 | |
|---|
| 8397 | /* IERR IS SET TO */ |
|---|
| 8398 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 8399 | /* J IF THE J-TH EIGENVALUE HAS NOT BEEN */ |
|---|
| 8400 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 8401 | |
|---|
| 8402 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 8403 | |
|---|
| 8404 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 8405 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 8406 | */ |
|---|
| 8407 | |
|---|
| 8408 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 8409 | |
|---|
| 8410 | /* ------------------------------------------------------------------ |
|---|
| 8411 | */ |
|---|
| 8412 | |
|---|
| 8413 | /* Parameter adjustments */ |
|---|
| 8414 | --e; |
|---|
| 8415 | --d; |
|---|
| 8416 | |
|---|
| 8417 | /* Function Body */ |
|---|
| 8418 | *ierr = 0; |
|---|
| 8419 | if (*n == 1) { |
|---|
| 8420 | goto L1001; |
|---|
| 8421 | } |
|---|
| 8422 | |
|---|
| 8423 | i_1 = *n; |
|---|
| 8424 | for (i = 2; i <= i_1; ++i) { |
|---|
| 8425 | /* L100: */ |
|---|
| 8426 | e[i - 1] = e[i]; |
|---|
| 8427 | } |
|---|
| 8428 | |
|---|
| 8429 | e[*n] = 0.; |
|---|
| 8430 | |
|---|
| 8431 | i_1 = *n; |
|---|
| 8432 | for (l = 1; l <= i_1; ++l) { |
|---|
| 8433 | j = 0; |
|---|
| 8434 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... */ |
|---|
| 8435 | L105: |
|---|
| 8436 | i_2 = *n; |
|---|
| 8437 | for (m = l; m <= i_2; ++m) { |
|---|
| 8438 | if (m == *n) { |
|---|
| 8439 | goto L120; |
|---|
| 8440 | } |
|---|
| 8441 | tst1 = (d_1 = d[m], abs(d_1)) + (d_2 = d[m + 1], abs(d_2)); |
|---|
| 8442 | tst2 = tst1 + (d_1 = e[m], abs(d_1)); |
|---|
| 8443 | if (tst2 == tst1) { |
|---|
| 8444 | goto L120; |
|---|
| 8445 | } |
|---|
| 8446 | /* L110: */ |
|---|
| 8447 | } |
|---|
| 8448 | |
|---|
| 8449 | L120: |
|---|
| 8450 | p = d[l]; |
|---|
| 8451 | if (m == l) { |
|---|
| 8452 | goto L215; |
|---|
| 8453 | } |
|---|
| 8454 | if (j == 30) { |
|---|
| 8455 | goto L1000; |
|---|
| 8456 | } |
|---|
| 8457 | ++j; |
|---|
| 8458 | /* .......... FORM SHIFT .......... */ |
|---|
| 8459 | g = (d[l + 1] - p) / (e[l] * 2.); |
|---|
| 8460 | r = pythag_(&g, &c_b141); |
|---|
| 8461 | g = d[m] - p + e[l] / (g + d_sign(&r, &g)); |
|---|
| 8462 | s = 1.; |
|---|
| 8463 | c = 1.; |
|---|
| 8464 | p = 0.; |
|---|
| 8465 | mml = m - l; |
|---|
| 8466 | /* .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 8467 | i_2 = mml; |
|---|
| 8468 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 8469 | i = m - ii; |
|---|
| 8470 | f = s * e[i]; |
|---|
| 8471 | b = c * e[i]; |
|---|
| 8472 | r = pythag_(&f, &g); |
|---|
| 8473 | e[i + 1] = r; |
|---|
| 8474 | if (r == 0.) { |
|---|
| 8475 | goto L210; |
|---|
| 8476 | } |
|---|
| 8477 | s = f / r; |
|---|
| 8478 | c = g / r; |
|---|
| 8479 | g = d[i + 1] - p; |
|---|
| 8480 | r = (d[i] - g) * s + c * 2. * b; |
|---|
| 8481 | p = s * r; |
|---|
| 8482 | d[i + 1] = g + p; |
|---|
| 8483 | g = c * r - b; |
|---|
| 8484 | /* L200: */ |
|---|
| 8485 | } |
|---|
| 8486 | |
|---|
| 8487 | d[l] -= p; |
|---|
| 8488 | e[l] = g; |
|---|
| 8489 | e[m] = 0.; |
|---|
| 8490 | goto L105; |
|---|
| 8491 | /* .......... RECOVER FROM UNDERFLOW .......... */ |
|---|
| 8492 | L210: |
|---|
| 8493 | d[i + 1] -= p; |
|---|
| 8494 | e[m] = 0.; |
|---|
| 8495 | goto L105; |
|---|
| 8496 | /* .......... ORDER EIGENVALUES .......... */ |
|---|
| 8497 | L215: |
|---|
| 8498 | if (l == 1) { |
|---|
| 8499 | goto L250; |
|---|
| 8500 | } |
|---|
| 8501 | /* .......... FOR I=L STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 8502 | i_2 = l; |
|---|
| 8503 | for (ii = 2; ii <= i_2; ++ii) { |
|---|
| 8504 | i = l + 2 - ii; |
|---|
| 8505 | if (p >= d[i - 1]) { |
|---|
| 8506 | goto L270; |
|---|
| 8507 | } |
|---|
| 8508 | d[i] = d[i - 1]; |
|---|
| 8509 | /* L230: */ |
|---|
| 8510 | } |
|---|
| 8511 | |
|---|
| 8512 | L250: |
|---|
| 8513 | i = 1; |
|---|
| 8514 | L270: |
|---|
| 8515 | d[i] = p; |
|---|
| 8516 | /* L290: */ |
|---|
| 8517 | } |
|---|
| 8518 | |
|---|
| 8519 | goto L1001; |
|---|
| 8520 | /* .......... SET ERROR -- NO CONVERGENCE TO AN */ |
|---|
| 8521 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 8522 | L1000: |
|---|
| 8523 | *ierr = l; |
|---|
| 8524 | L1001: |
|---|
| 8525 | return 0; |
|---|
| 8526 | } /* imtql1_ */ |
|---|
| 8527 | |
|---|
| 8528 | /* Subroutine */ int imtql2_(integer *nm, integer *n, doublereal *d, |
|---|
| 8529 | doublereal *e, doublereal *z, integer *ierr) |
|---|
| 8530 | { |
|---|
| 8531 | /* System generated locals */ |
|---|
| 8532 | integer z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 8533 | doublereal d_1, d_2; |
|---|
| 8534 | |
|---|
| 8535 | /* Builtin functions */ |
|---|
| 8536 | double d_sign(doublereal *, doublereal *); |
|---|
| 8537 | |
|---|
| 8538 | /* Local variables */ |
|---|
| 8539 | static doublereal b, c, f, g; |
|---|
| 8540 | static integer i, j, k, l, m; |
|---|
| 8541 | static doublereal p, r, s; |
|---|
| 8542 | static integer ii; |
|---|
| 8543 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 8544 | static integer mml; |
|---|
| 8545 | static doublereal tst1, tst2; |
|---|
| 8546 | |
|---|
| 8547 | |
|---|
| 8548 | |
|---|
| 8549 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE IMTQL2, */ |
|---|
| 8550 | /* NUM. MATH. 12, 377-383(1968) BY MARTIN AND WILKINSON, */ |
|---|
| 8551 | /* AS MODIFIED IN NUM. MATH. 15, 450(1970) BY DUBRULLE. */ |
|---|
| 8552 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 241-248(1971). */ |
|---|
| 8553 | |
|---|
| 8554 | /* THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS */ |
|---|
| 8555 | /* OF A SYMMETRIC TRIDIAGONAL MATRIX BY THE IMPLICIT QL METHOD. */ |
|---|
| 8556 | /* THE EIGENVECTORS OF A FULL SYMMETRIC MATRIX CAN ALSO */ |
|---|
| 8557 | /* BE FOUND IF TRED2 HAS BEEN USED TO REDUCE THIS */ |
|---|
| 8558 | /* FULL MATRIX TO TRIDIAGONAL FORM. */ |
|---|
| 8559 | |
|---|
| 8560 | /* ON INPUT */ |
|---|
| 8561 | |
|---|
| 8562 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 8563 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 8564 | /* DIMENSION STATEMENT. */ |
|---|
| 8565 | |
|---|
| 8566 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 8567 | |
|---|
| 8568 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 8569 | |
|---|
| 8570 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 8571 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 8572 | |
|---|
| 8573 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE */ |
|---|
| 8574 | /* REDUCTION BY TRED2, IF PERFORMED. IF THE EIGENVECTORS */ |
|---|
| 8575 | /* OF THE TRIDIAGONAL MATRIX ARE DESIRED, Z MUST CONTAIN */ |
|---|
| 8576 | /* THE IDENTITY MATRIX. */ |
|---|
| 8577 | |
|---|
| 8578 | /* ON OUTPUT */ |
|---|
| 8579 | |
|---|
| 8580 | /* D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN */ |
|---|
| 8581 | /* ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT BUT */ |
|---|
| 8582 | /* UNORDERED FOR INDICES 1,2,...,IERR-1. */ |
|---|
| 8583 | |
|---|
| 8584 | /* E HAS BEEN DESTROYED. */ |
|---|
| 8585 | |
|---|
| 8586 | /* Z CONTAINS ORTHONORMAL EIGENVECTORS OF THE SYMMETRIC */ |
|---|
| 8587 | /* TRIDIAGONAL (OR FULL) MATRIX. IF AN ERROR EXIT IS MADE, */ |
|---|
| 8588 | /* Z CONTAINS THE EIGENVECTORS ASSOCIATED WITH THE STORED */ |
|---|
| 8589 | /* EIGENVALUES. */ |
|---|
| 8590 | |
|---|
| 8591 | /* IERR IS SET TO */ |
|---|
| 8592 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 8593 | /* J IF THE J-TH EIGENVALUE HAS NOT BEEN */ |
|---|
| 8594 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 8595 | |
|---|
| 8596 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 8597 | |
|---|
| 8598 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 8599 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 8600 | */ |
|---|
| 8601 | |
|---|
| 8602 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 8603 | |
|---|
| 8604 | /* ------------------------------------------------------------------ |
|---|
| 8605 | */ |
|---|
| 8606 | |
|---|
| 8607 | /* Parameter adjustments */ |
|---|
| 8608 | z_dim1 = *nm; |
|---|
| 8609 | z_offset = z_dim1 + 1; |
|---|
| 8610 | z -= z_offset; |
|---|
| 8611 | --e; |
|---|
| 8612 | --d; |
|---|
| 8613 | |
|---|
| 8614 | /* Function Body */ |
|---|
| 8615 | *ierr = 0; |
|---|
| 8616 | if (*n == 1) { |
|---|
| 8617 | goto L1001; |
|---|
| 8618 | } |
|---|
| 8619 | |
|---|
| 8620 | i_1 = *n; |
|---|
| 8621 | for (i = 2; i <= i_1; ++i) { |
|---|
| 8622 | /* L100: */ |
|---|
| 8623 | e[i - 1] = e[i]; |
|---|
| 8624 | } |
|---|
| 8625 | |
|---|
| 8626 | e[*n] = 0.; |
|---|
| 8627 | |
|---|
| 8628 | i_1 = *n; |
|---|
| 8629 | for (l = 1; l <= i_1; ++l) { |
|---|
| 8630 | j = 0; |
|---|
| 8631 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... */ |
|---|
| 8632 | L105: |
|---|
| 8633 | i_2 = *n; |
|---|
| 8634 | for (m = l; m <= i_2; ++m) { |
|---|
| 8635 | if (m == *n) { |
|---|
| 8636 | goto L120; |
|---|
| 8637 | } |
|---|
| 8638 | tst1 = (d_1 = d[m], abs(d_1)) + (d_2 = d[m + 1], abs(d_2)); |
|---|
| 8639 | tst2 = tst1 + (d_1 = e[m], abs(d_1)); |
|---|
| 8640 | if (tst2 == tst1) { |
|---|
| 8641 | goto L120; |
|---|
| 8642 | } |
|---|
| 8643 | /* L110: */ |
|---|
| 8644 | } |
|---|
| 8645 | |
|---|
| 8646 | L120: |
|---|
| 8647 | p = d[l]; |
|---|
| 8648 | if (m == l) { |
|---|
| 8649 | goto L240; |
|---|
| 8650 | } |
|---|
| 8651 | if (j == 30) { |
|---|
| 8652 | goto L1000; |
|---|
| 8653 | } |
|---|
| 8654 | ++j; |
|---|
| 8655 | /* .......... FORM SHIFT .......... */ |
|---|
| 8656 | g = (d[l + 1] - p) / (e[l] * 2.); |
|---|
| 8657 | r = pythag_(&g, &c_b141); |
|---|
| 8658 | g = d[m] - p + e[l] / (g + d_sign(&r, &g)); |
|---|
| 8659 | s = 1.; |
|---|
| 8660 | c = 1.; |
|---|
| 8661 | p = 0.; |
|---|
| 8662 | mml = m - l; |
|---|
| 8663 | /* .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 8664 | i_2 = mml; |
|---|
| 8665 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 8666 | i = m - ii; |
|---|
| 8667 | f = s * e[i]; |
|---|
| 8668 | b = c * e[i]; |
|---|
| 8669 | r = pythag_(&f, &g); |
|---|
| 8670 | e[i + 1] = r; |
|---|
| 8671 | if (r == 0.) { |
|---|
| 8672 | goto L210; |
|---|
| 8673 | } |
|---|
| 8674 | s = f / r; |
|---|
| 8675 | c = g / r; |
|---|
| 8676 | g = d[i + 1] - p; |
|---|
| 8677 | r = (d[i] - g) * s + c * 2. * b; |
|---|
| 8678 | p = s * r; |
|---|
| 8679 | d[i + 1] = g + p; |
|---|
| 8680 | g = c * r - b; |
|---|
| 8681 | /* .......... FORM VECTOR .......... */ |
|---|
| 8682 | i_3 = *n; |
|---|
| 8683 | for (k = 1; k <= i_3; ++k) { |
|---|
| 8684 | f = z[k + (i + 1) * z_dim1]; |
|---|
| 8685 | z[k + (i + 1) * z_dim1] = s * z[k + i * z_dim1] + c * f; |
|---|
| 8686 | z[k + i * z_dim1] = c * z[k + i * z_dim1] - s * f; |
|---|
| 8687 | /* L180: */ |
|---|
| 8688 | } |
|---|
| 8689 | |
|---|
| 8690 | /* L200: */ |
|---|
| 8691 | } |
|---|
| 8692 | |
|---|
| 8693 | d[l] -= p; |
|---|
| 8694 | e[l] = g; |
|---|
| 8695 | e[m] = 0.; |
|---|
| 8696 | goto L105; |
|---|
| 8697 | /* .......... RECOVER FROM UNDERFLOW .......... */ |
|---|
| 8698 | L210: |
|---|
| 8699 | d[i + 1] -= p; |
|---|
| 8700 | e[m] = 0.; |
|---|
| 8701 | goto L105; |
|---|
| 8702 | L240: |
|---|
| 8703 | ; |
|---|
| 8704 | } |
|---|
| 8705 | /* .......... ORDER EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 8706 | i_1 = *n; |
|---|
| 8707 | for (ii = 2; ii <= i_1; ++ii) { |
|---|
| 8708 | i = ii - 1; |
|---|
| 8709 | k = i; |
|---|
| 8710 | p = d[i]; |
|---|
| 8711 | |
|---|
| 8712 | i_2 = *n; |
|---|
| 8713 | for (j = ii; j <= i_2; ++j) { |
|---|
| 8714 | if (d[j] >= p) { |
|---|
| 8715 | goto L260; |
|---|
| 8716 | } |
|---|
| 8717 | k = j; |
|---|
| 8718 | p = d[j]; |
|---|
| 8719 | L260: |
|---|
| 8720 | ; |
|---|
| 8721 | } |
|---|
| 8722 | |
|---|
| 8723 | if (k == i) { |
|---|
| 8724 | goto L300; |
|---|
| 8725 | } |
|---|
| 8726 | d[k] = d[i]; |
|---|
| 8727 | d[i] = p; |
|---|
| 8728 | |
|---|
| 8729 | i_2 = *n; |
|---|
| 8730 | for (j = 1; j <= i_2; ++j) { |
|---|
| 8731 | p = z[j + i * z_dim1]; |
|---|
| 8732 | z[j + i * z_dim1] = z[j + k * z_dim1]; |
|---|
| 8733 | z[j + k * z_dim1] = p; |
|---|
| 8734 | /* L280: */ |
|---|
| 8735 | } |
|---|
| 8736 | |
|---|
| 8737 | L300: |
|---|
| 8738 | ; |
|---|
| 8739 | } |
|---|
| 8740 | |
|---|
| 8741 | goto L1001; |
|---|
| 8742 | /* .......... SET ERROR -- NO CONVERGENCE TO AN */ |
|---|
| 8743 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 8744 | L1000: |
|---|
| 8745 | *ierr = l; |
|---|
| 8746 | L1001: |
|---|
| 8747 | return 0; |
|---|
| 8748 | } /* imtql2_ */ |
|---|
| 8749 | |
|---|
| 8750 | /* Subroutine */ int imtqlv_(integer *n, doublereal *d, doublereal *e, |
|---|
| 8751 | doublereal *e2, doublereal *w, integer *ind, integer *ierr, |
|---|
| 8752 | doublereal *rv1) |
|---|
| 8753 | { |
|---|
| 8754 | /* System generated locals */ |
|---|
| 8755 | integer i_1, i_2; |
|---|
| 8756 | doublereal d_1, d_2; |
|---|
| 8757 | |
|---|
| 8758 | /* Builtin functions */ |
|---|
| 8759 | double d_sign(doublereal *, doublereal *); |
|---|
| 8760 | |
|---|
| 8761 | /* Local variables */ |
|---|
| 8762 | static doublereal b, c, f, g; |
|---|
| 8763 | static integer i, j, k, l, m; |
|---|
| 8764 | static doublereal p, r, s; |
|---|
| 8765 | static integer ii; |
|---|
| 8766 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 8767 | static integer tag, mml; |
|---|
| 8768 | static doublereal tst1, tst2; |
|---|
| 8769 | |
|---|
| 8770 | |
|---|
| 8771 | |
|---|
| 8772 | /* THIS SUBROUTINE IS A VARIANT OF IMTQL1 WHICH IS A TRANSLATION OF |
|---|
| 8773 | */ |
|---|
| 8774 | /* ALGOL PROCEDURE IMTQL1, NUM. MATH. 12, 377-383(1968) BY MARTIN AND |
|---|
| 8775 | */ |
|---|
| 8776 | /* WILKINSON, AS MODIFIED IN NUM. MATH. 15, 450(1970) BY DUBRULLE. */ |
|---|
| 8777 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 241-248(1971). */ |
|---|
| 8778 | |
|---|
| 8779 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC TRIDIAGONAL */ |
|---|
| 8780 | /* MATRIX BY THE IMPLICIT QL METHOD AND ASSOCIATES WITH THEM */ |
|---|
| 8781 | /* THEIR CORRESPONDING SUBMATRIX INDICES. */ |
|---|
| 8782 | |
|---|
| 8783 | /* ON INPUT */ |
|---|
| 8784 | |
|---|
| 8785 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 8786 | |
|---|
| 8787 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 8788 | |
|---|
| 8789 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 8790 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 8791 | |
|---|
| 8792 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 8793 | /* E2(1) IS ARBITRARY. */ |
|---|
| 8794 | |
|---|
| 8795 | /* ON OUTPUT */ |
|---|
| 8796 | |
|---|
| 8797 | /* D AND E ARE UNALTERED. */ |
|---|
| 8798 | |
|---|
| 8799 | /* ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED */ |
|---|
| 8800 | /* AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE */ |
|---|
| 8801 | /* MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES. */ |
|---|
| 8802 | /* E2(1) IS ALSO SET TO ZERO. */ |
|---|
| 8803 | |
|---|
| 8804 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN */ |
|---|
| 8805 | /* ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND */ |
|---|
| 8806 | /* ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE */ |
|---|
| 8807 | /* THE SMALLEST EIGENVALUES. */ |
|---|
| 8808 | |
|---|
| 8809 | /* IND CONTAINS THE SUBMATRIX INDICES ASSOCIATED WITH THE */ |
|---|
| 8810 | /* CORRESPONDING EIGENVALUES IN W -- 1 FOR EIGENVALUES */ |
|---|
| 8811 | /* BELONGING TO THE FIRST SUBMATRIX FROM THE TOP, */ |
|---|
| 8812 | /* 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC.. */ |
|---|
| 8813 | |
|---|
| 8814 | /* IERR IS SET TO */ |
|---|
| 8815 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 8816 | /* J IF THE J-TH EIGENVALUE HAS NOT BEEN */ |
|---|
| 8817 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 8818 | |
|---|
| 8819 | /* RV1 IS A TEMPORARY STORAGE ARRAY. */ |
|---|
| 8820 | |
|---|
| 8821 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 8822 | |
|---|
| 8823 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 8824 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 8825 | */ |
|---|
| 8826 | |
|---|
| 8827 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 8828 | |
|---|
| 8829 | /* ------------------------------------------------------------------ |
|---|
| 8830 | */ |
|---|
| 8831 | |
|---|
| 8832 | /* Parameter adjustments */ |
|---|
| 8833 | --rv1; |
|---|
| 8834 | --ind; |
|---|
| 8835 | --w; |
|---|
| 8836 | --e2; |
|---|
| 8837 | --e; |
|---|
| 8838 | --d; |
|---|
| 8839 | |
|---|
| 8840 | /* Function Body */ |
|---|
| 8841 | *ierr = 0; |
|---|
| 8842 | k = 0; |
|---|
| 8843 | tag = 0; |
|---|
| 8844 | |
|---|
| 8845 | i_1 = *n; |
|---|
| 8846 | for (i = 1; i <= i_1; ++i) { |
|---|
| 8847 | w[i] = d[i]; |
|---|
| 8848 | if (i != 1) { |
|---|
| 8849 | rv1[i - 1] = e[i]; |
|---|
| 8850 | } |
|---|
| 8851 | /* L100: */ |
|---|
| 8852 | } |
|---|
| 8853 | |
|---|
| 8854 | e2[1] = 0.; |
|---|
| 8855 | rv1[*n] = 0.; |
|---|
| 8856 | |
|---|
| 8857 | i_1 = *n; |
|---|
| 8858 | for (l = 1; l <= i_1; ++l) { |
|---|
| 8859 | j = 0; |
|---|
| 8860 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... */ |
|---|
| 8861 | L105: |
|---|
| 8862 | i_2 = *n; |
|---|
| 8863 | for (m = l; m <= i_2; ++m) { |
|---|
| 8864 | if (m == *n) { |
|---|
| 8865 | goto L120; |
|---|
| 8866 | } |
|---|
| 8867 | tst1 = (d_1 = w[m], abs(d_1)) + (d_2 = w[m + 1], abs(d_2)); |
|---|
| 8868 | tst2 = tst1 + (d_1 = rv1[m], abs(d_1)); |
|---|
| 8869 | if (tst2 == tst1) { |
|---|
| 8870 | goto L120; |
|---|
| 8871 | } |
|---|
| 8872 | /* .......... GUARD AGAINST UNDERFLOWED ELEMENT OF E2 ........ |
|---|
| 8873 | .. */ |
|---|
| 8874 | if (e2[m + 1] == 0.) { |
|---|
| 8875 | goto L125; |
|---|
| 8876 | } |
|---|
| 8877 | /* L110: */ |
|---|
| 8878 | } |
|---|
| 8879 | |
|---|
| 8880 | L120: |
|---|
| 8881 | if (m <= k) { |
|---|
| 8882 | goto L130; |
|---|
| 8883 | } |
|---|
| 8884 | if (m != *n) { |
|---|
| 8885 | e2[m + 1] = 0.; |
|---|
| 8886 | } |
|---|
| 8887 | L125: |
|---|
| 8888 | k = m; |
|---|
| 8889 | ++tag; |
|---|
| 8890 | L130: |
|---|
| 8891 | p = w[l]; |
|---|
| 8892 | if (m == l) { |
|---|
| 8893 | goto L215; |
|---|
| 8894 | } |
|---|
| 8895 | if (j == 30) { |
|---|
| 8896 | goto L1000; |
|---|
| 8897 | } |
|---|
| 8898 | ++j; |
|---|
| 8899 | /* .......... FORM SHIFT .......... */ |
|---|
| 8900 | g = (w[l + 1] - p) / (rv1[l] * 2.); |
|---|
| 8901 | r = pythag_(&g, &c_b141); |
|---|
| 8902 | g = w[m] - p + rv1[l] / (g + d_sign(&r, &g)); |
|---|
| 8903 | s = 1.; |
|---|
| 8904 | c = 1.; |
|---|
| 8905 | p = 0.; |
|---|
| 8906 | mml = m - l; |
|---|
| 8907 | /* .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 8908 | i_2 = mml; |
|---|
| 8909 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 8910 | i = m - ii; |
|---|
| 8911 | f = s * rv1[i]; |
|---|
| 8912 | b = c * rv1[i]; |
|---|
| 8913 | r = pythag_(&f, &g); |
|---|
| 8914 | rv1[i + 1] = r; |
|---|
| 8915 | if (r == 0.) { |
|---|
| 8916 | goto L210; |
|---|
| 8917 | } |
|---|
| 8918 | s = f / r; |
|---|
| 8919 | c = g / r; |
|---|
| 8920 | g = w[i + 1] - p; |
|---|
| 8921 | r = (w[i] - g) * s + c * 2. * b; |
|---|
| 8922 | p = s * r; |
|---|
| 8923 | w[i + 1] = g + p; |
|---|
| 8924 | g = c * r - b; |
|---|
| 8925 | /* L200: */ |
|---|
| 8926 | } |
|---|
| 8927 | |
|---|
| 8928 | w[l] -= p; |
|---|
| 8929 | rv1[l] = g; |
|---|
| 8930 | rv1[m] = 0.; |
|---|
| 8931 | goto L105; |
|---|
| 8932 | /* .......... RECOVER FROM UNDERFLOW .......... */ |
|---|
| 8933 | L210: |
|---|
| 8934 | w[i + 1] -= p; |
|---|
| 8935 | rv1[m] = 0.; |
|---|
| 8936 | goto L105; |
|---|
| 8937 | /* .......... ORDER EIGENVALUES .......... */ |
|---|
| 8938 | L215: |
|---|
| 8939 | if (l == 1) { |
|---|
| 8940 | goto L250; |
|---|
| 8941 | } |
|---|
| 8942 | /* .......... FOR I=L STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 8943 | i_2 = l; |
|---|
| 8944 | for (ii = 2; ii <= i_2; ++ii) { |
|---|
| 8945 | i = l + 2 - ii; |
|---|
| 8946 | if (p >= w[i - 1]) { |
|---|
| 8947 | goto L270; |
|---|
| 8948 | } |
|---|
| 8949 | w[i] = w[i - 1]; |
|---|
| 8950 | ind[i] = ind[i - 1]; |
|---|
| 8951 | /* L230: */ |
|---|
| 8952 | } |
|---|
| 8953 | |
|---|
| 8954 | L250: |
|---|
| 8955 | i = 1; |
|---|
| 8956 | L270: |
|---|
| 8957 | w[i] = p; |
|---|
| 8958 | ind[i] = tag; |
|---|
| 8959 | /* L290: */ |
|---|
| 8960 | } |
|---|
| 8961 | |
|---|
| 8962 | goto L1001; |
|---|
| 8963 | /* .......... SET ERROR -- NO CONVERGENCE TO AN */ |
|---|
| 8964 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 8965 | L1000: |
|---|
| 8966 | *ierr = l; |
|---|
| 8967 | L1001: |
|---|
| 8968 | return 0; |
|---|
| 8969 | } /* imtqlv_ */ |
|---|
| 8970 | |
|---|
| 8971 | /* Subroutine */ int invit_(integer *nm, integer *n, doublereal *a, |
|---|
| 8972 | doublereal *wr, doublereal *wi, logical *select, integer *mm, integer |
|---|
| 8973 | *m, doublereal *z, integer *ierr, doublereal *rm1, doublereal *rv1, |
|---|
| 8974 | doublereal *rv2) |
|---|
| 8975 | { |
|---|
| 8976 | /* System generated locals */ |
|---|
| 8977 | integer a_dim1, a_offset, z_dim1, z_offset, rm1_dim1, rm1_offset, i_1, |
|---|
| 8978 | i_2, i_3; |
|---|
| 8979 | doublereal d_1, d_2; |
|---|
| 8980 | |
|---|
| 8981 | /* Builtin functions */ |
|---|
| 8982 | double sqrt(doublereal); |
|---|
| 8983 | |
|---|
| 8984 | /* Local variables */ |
|---|
| 8985 | extern /* Subroutine */ int cdiv_(doublereal *, doublereal *, doublereal * |
|---|
| 8986 | , doublereal *, doublereal *, doublereal *); |
|---|
| 8987 | static doublereal norm; |
|---|
| 8988 | static integer i, j, k, l, s; |
|---|
| 8989 | static doublereal t, w, x, y; |
|---|
| 8990 | static integer n1; |
|---|
| 8991 | static doublereal normv; |
|---|
| 8992 | static integer ii; |
|---|
| 8993 | static doublereal ilambd; |
|---|
| 8994 | static integer ip, mp, ns, uk; |
|---|
| 8995 | static doublereal rlambd; |
|---|
| 8996 | extern doublereal pythag_(doublereal *, doublereal *), epslon_(doublereal |
|---|
| 8997 | *); |
|---|
| 8998 | static integer km1, ip1; |
|---|
| 8999 | static doublereal growto, ukroot; |
|---|
| 9000 | static integer its; |
|---|
| 9001 | static doublereal eps3; |
|---|
| 9002 | |
|---|
| 9003 | |
|---|
| 9004 | |
|---|
| 9005 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE INVIT */ |
|---|
| 9006 | /* BY PETERS AND WILKINSON. */ |
|---|
| 9007 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971). */ |
|---|
| 9008 | |
|---|
| 9009 | /* THIS SUBROUTINE FINDS THOSE EIGENVECTORS OF A REAL UPPER */ |
|---|
| 9010 | /* HESSENBERG MATRIX CORRESPONDING TO SPECIFIED EIGENVALUES, */ |
|---|
| 9011 | /* USING INVERSE ITERATION. */ |
|---|
| 9012 | |
|---|
| 9013 | /* ON INPUT */ |
|---|
| 9014 | |
|---|
| 9015 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 9016 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 9017 | /* DIMENSION STATEMENT. */ |
|---|
| 9018 | |
|---|
| 9019 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 9020 | |
|---|
| 9021 | /* A CONTAINS THE HESSENBERG MATRIX. */ |
|---|
| 9022 | |
|---|
| 9023 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, RESPECTIVELY, */ |
|---|
| 9024 | /* OF THE EIGENVALUES OF THE MATRIX. THE EIGENVALUES MUST BE */ |
|---|
| 9025 | /* STORED IN A MANNER IDENTICAL TO THAT OF SUBROUTINE HQR, */ |
|---|
| 9026 | /* WHICH RECOGNIZES POSSIBLE SPLITTING OF THE MATRIX. */ |
|---|
| 9027 | |
|---|
| 9028 | /* SELECT SPECIFIES THE EIGENVECTORS TO BE FOUND. THE */ |
|---|
| 9029 | /* EIGENVECTOR CORRESPONDING TO THE J-TH EIGENVALUE IS */ |
|---|
| 9030 | /* SPECIFIED BY SETTING SELECT(J) TO .TRUE.. */ |
|---|
| 9031 | |
|---|
| 9032 | /* MM SHOULD BE SET TO AN UPPER BOUND FOR THE NUMBER OF */ |
|---|
| 9033 | /* COLUMNS REQUIRED TO STORE THE EIGENVECTORS TO BE FOUND. */ |
|---|
| 9034 | /* NOTE THAT TWO COLUMNS ARE REQUIRED TO STORE THE */ |
|---|
| 9035 | /* EIGENVECTOR CORRESPONDING TO A COMPLEX EIGENVALUE. */ |
|---|
| 9036 | |
|---|
| 9037 | /* ON OUTPUT */ |
|---|
| 9038 | |
|---|
| 9039 | /* A AND WI ARE UNALTERED. */ |
|---|
| 9040 | |
|---|
| 9041 | /* WR MAY HAVE BEEN ALTERED SINCE CLOSE EIGENVALUES ARE PERTURBED |
|---|
| 9042 | */ |
|---|
| 9043 | /* SLIGHTLY IN SEARCHING FOR INDEPENDENT EIGENVECTORS. */ |
|---|
| 9044 | |
|---|
| 9045 | /* SELECT MAY HAVE BEEN ALTERED. IF THE ELEMENTS CORRESPONDING */ |
|---|
| 9046 | /* TO A PAIR OF CONJUGATE COMPLEX EIGENVALUES WERE EACH */ |
|---|
| 9047 | /* INITIALLY SET TO .TRUE., THE PROGRAM RESETS THE SECOND OF */ |
|---|
| 9048 | /* THE TWO ELEMENTS TO .FALSE.. */ |
|---|
| 9049 | |
|---|
| 9050 | /* M IS THE NUMBER OF COLUMNS ACTUALLY USED TO STORE */ |
|---|
| 9051 | /* THE EIGENVECTORS. */ |
|---|
| 9052 | |
|---|
| 9053 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS. */ |
|---|
| 9054 | /* IF THE NEXT SELECTED EIGENVALUE IS REAL, THE NEXT COLUMN */ |
|---|
| 9055 | /* OF Z CONTAINS ITS EIGENVECTOR. IF THE EIGENVALUE IS */ |
|---|
| 9056 | /* COMPLEX, THE NEXT TWO COLUMNS OF Z CONTAIN THE REAL AND */ |
|---|
| 9057 | /* IMAGINARY PARTS OF ITS EIGENVECTOR. THE EIGENVECTORS ARE */ |
|---|
| 9058 | /* NORMALIZED SO THAT THE COMPONENT OF LARGEST MAGNITUDE IS 1. */ |
|---|
| 9059 | /* ANY VECTOR WHICH FAILS THE ACCEPTANCE TEST IS SET TO ZERO. */ |
|---|
| 9060 | |
|---|
| 9061 | /* IERR IS SET TO */ |
|---|
| 9062 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 9063 | /* -(2*N+1) IF MORE THAN MM COLUMNS OF Z ARE NECESSARY */ |
|---|
| 9064 | /* TO STORE THE EIGENVECTORS CORRESPONDING TO */ |
|---|
| 9065 | /* THE SPECIFIED EIGENVALUES. */ |
|---|
| 9066 | /* -K IF THE ITERATION CORRESPONDING TO THE K-TH */ |
|---|
| 9067 | /* VALUE FAILS, */ |
|---|
| 9068 | /* -(N+K) IF BOTH ERROR SITUATIONS OCCUR. */ |
|---|
| 9069 | |
|---|
| 9070 | /* RM1, RV1, AND RV2 ARE TEMPORARY STORAGE ARRAYS. NOTE THAT RM1 |
|---|
| 9071 | */ |
|---|
| 9072 | /* IS SQUARE OF DIMENSION N BY N AND, AUGMENTED BY TWO COLUMNS */ |
|---|
| 9073 | /* OF Z, IS THE TRANSPOSE OF THE CORRESPONDING ALGOL B ARRAY. */ |
|---|
| 9074 | |
|---|
| 9075 | /* THE ALGOL PROCEDURE GUESSVEC APPEARS IN INVIT IN LINE. */ |
|---|
| 9076 | |
|---|
| 9077 | /* CALLS CDIV FOR COMPLEX DIVISION. */ |
|---|
| 9078 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 9079 | |
|---|
| 9080 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 9081 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 9082 | */ |
|---|
| 9083 | |
|---|
| 9084 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 9085 | |
|---|
| 9086 | /* ------------------------------------------------------------------ |
|---|
| 9087 | */ |
|---|
| 9088 | |
|---|
| 9089 | /* Parameter adjustments */ |
|---|
| 9090 | --rv2; |
|---|
| 9091 | --rv1; |
|---|
| 9092 | rm1_dim1 = *n; |
|---|
| 9093 | rm1_offset = rm1_dim1 + 1; |
|---|
| 9094 | rm1 -= rm1_offset; |
|---|
| 9095 | --select; |
|---|
| 9096 | --wi; |
|---|
| 9097 | --wr; |
|---|
| 9098 | a_dim1 = *nm; |
|---|
| 9099 | a_offset = a_dim1 + 1; |
|---|
| 9100 | a -= a_offset; |
|---|
| 9101 | z_dim1 = *nm; |
|---|
| 9102 | z_offset = z_dim1 + 1; |
|---|
| 9103 | z -= z_offset; |
|---|
| 9104 | |
|---|
| 9105 | /* Function Body */ |
|---|
| 9106 | *ierr = 0; |
|---|
| 9107 | uk = 0; |
|---|
| 9108 | s = 1; |
|---|
| 9109 | /* .......... IP = 0, REAL EIGENVALUE */ |
|---|
| 9110 | /* 1, FIRST OF CONJUGATE COMPLEX PAIR */ |
|---|
| 9111 | /* -1, SECOND OF CONJUGATE COMPLEX PAIR .......... */ |
|---|
| 9112 | ip = 0; |
|---|
| 9113 | n1 = *n - 1; |
|---|
| 9114 | |
|---|
| 9115 | i_1 = *n; |
|---|
| 9116 | for (k = 1; k <= i_1; ++k) { |
|---|
| 9117 | if (wi[k] == 0. || ip < 0) { |
|---|
| 9118 | goto L100; |
|---|
| 9119 | } |
|---|
| 9120 | ip = 1; |
|---|
| 9121 | if (select[k] && select[k + 1]) { |
|---|
| 9122 | select[k + 1] = FALSE_; |
|---|
| 9123 | } |
|---|
| 9124 | L100: |
|---|
| 9125 | if (! select[k]) { |
|---|
| 9126 | goto L960; |
|---|
| 9127 | } |
|---|
| 9128 | if (wi[k] != 0.) { |
|---|
| 9129 | ++s; |
|---|
| 9130 | } |
|---|
| 9131 | if (s > *mm) { |
|---|
| 9132 | goto L1000; |
|---|
| 9133 | } |
|---|
| 9134 | if (uk >= k) { |
|---|
| 9135 | goto L200; |
|---|
| 9136 | } |
|---|
| 9137 | /* .......... CHECK FOR POSSIBLE SPLITTING .......... */ |
|---|
| 9138 | i_2 = *n; |
|---|
| 9139 | for (uk = k; uk <= i_2; ++uk) { |
|---|
| 9140 | if (uk == *n) { |
|---|
| 9141 | goto L140; |
|---|
| 9142 | } |
|---|
| 9143 | if (a[uk + 1 + uk * a_dim1] == 0.) { |
|---|
| 9144 | goto L140; |
|---|
| 9145 | } |
|---|
| 9146 | /* L120: */ |
|---|
| 9147 | } |
|---|
| 9148 | /* .......... COMPUTE INFINITY NORM OF LEADING UK BY UK */ |
|---|
| 9149 | /* (HESSENBERG) MATRIX .......... */ |
|---|
| 9150 | L140: |
|---|
| 9151 | norm = 0.; |
|---|
| 9152 | mp = 1; |
|---|
| 9153 | |
|---|
| 9154 | i_2 = uk; |
|---|
| 9155 | for (i = 1; i <= i_2; ++i) { |
|---|
| 9156 | x = 0.; |
|---|
| 9157 | |
|---|
| 9158 | i_3 = uk; |
|---|
| 9159 | for (j = mp; j <= i_3; ++j) { |
|---|
| 9160 | /* L160: */ |
|---|
| 9161 | x += (d_1 = a[i + j * a_dim1], abs(d_1)); |
|---|
| 9162 | } |
|---|
| 9163 | |
|---|
| 9164 | if (x > norm) { |
|---|
| 9165 | norm = x; |
|---|
| 9166 | } |
|---|
| 9167 | mp = i; |
|---|
| 9168 | /* L180: */ |
|---|
| 9169 | } |
|---|
| 9170 | /* .......... EPS3 REPLACES ZERO PIVOT IN DECOMPOSITION */ |
|---|
| 9171 | /* AND CLOSE ROOTS ARE MODIFIED BY EPS3 .......... */ |
|---|
| 9172 | if (norm == 0.) { |
|---|
| 9173 | norm = 1.; |
|---|
| 9174 | } |
|---|
| 9175 | eps3 = epslon_(&norm); |
|---|
| 9176 | /* .......... GROWTO IS THE CRITERION FOR THE GROWTH .......... */ |
|---|
| 9177 | ukroot = (doublereal) uk; |
|---|
| 9178 | ukroot = sqrt(ukroot); |
|---|
| 9179 | growto = .1 / ukroot; |
|---|
| 9180 | L200: |
|---|
| 9181 | rlambd = wr[k]; |
|---|
| 9182 | ilambd = wi[k]; |
|---|
| 9183 | if (k == 1) { |
|---|
| 9184 | goto L280; |
|---|
| 9185 | } |
|---|
| 9186 | km1 = k - 1; |
|---|
| 9187 | goto L240; |
|---|
| 9188 | /* .......... PERTURB EIGENVALUE IF IT IS CLOSE */ |
|---|
| 9189 | /* TO ANY PREVIOUS EIGENVALUE .......... */ |
|---|
| 9190 | L220: |
|---|
| 9191 | rlambd += eps3; |
|---|
| 9192 | /* .......... FOR I=K-1 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 9193 | L240: |
|---|
| 9194 | i_2 = km1; |
|---|
| 9195 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 9196 | i = k - ii; |
|---|
| 9197 | if (select[i] && (d_1 = wr[i] - rlambd, abs(d_1)) < eps3 && ( |
|---|
| 9198 | d_2 = wi[i] - ilambd, abs(d_2)) < eps3) { |
|---|
| 9199 | goto L220; |
|---|
| 9200 | } |
|---|
| 9201 | /* L260: */ |
|---|
| 9202 | } |
|---|
| 9203 | |
|---|
| 9204 | wr[k] = rlambd; |
|---|
| 9205 | /* .......... PERTURB CONJUGATE EIGENVALUE TO MATCH .......... */ |
|---|
| 9206 | ip1 = k + ip; |
|---|
| 9207 | wr[ip1] = rlambd; |
|---|
| 9208 | /* .......... FORM UPPER HESSENBERG A-RLAMBD*I (TRANSPOSED) */ |
|---|
| 9209 | /* AND INITIAL REAL VECTOR .......... */ |
|---|
| 9210 | L280: |
|---|
| 9211 | mp = 1; |
|---|
| 9212 | |
|---|
| 9213 | i_2 = uk; |
|---|
| 9214 | for (i = 1; i <= i_2; ++i) { |
|---|
| 9215 | |
|---|
| 9216 | i_3 = uk; |
|---|
| 9217 | for (j = mp; j <= i_3; ++j) { |
|---|
| 9218 | /* L300: */ |
|---|
| 9219 | rm1[j + i * rm1_dim1] = a[i + j * a_dim1]; |
|---|
| 9220 | } |
|---|
| 9221 | |
|---|
| 9222 | rm1[i + i * rm1_dim1] -= rlambd; |
|---|
| 9223 | mp = i; |
|---|
| 9224 | rv1[i] = eps3; |
|---|
| 9225 | /* L320: */ |
|---|
| 9226 | } |
|---|
| 9227 | |
|---|
| 9228 | its = 0; |
|---|
| 9229 | if (ilambd != 0.) { |
|---|
| 9230 | goto L520; |
|---|
| 9231 | } |
|---|
| 9232 | /* .......... REAL EIGENVALUE. */ |
|---|
| 9233 | /* TRIANGULAR DECOMPOSITION WITH INTERCHANGES, */ |
|---|
| 9234 | /* REPLACING ZERO PIVOTS BY EPS3 .......... */ |
|---|
| 9235 | if (uk == 1) { |
|---|
| 9236 | goto L420; |
|---|
| 9237 | } |
|---|
| 9238 | |
|---|
| 9239 | i_2 = uk; |
|---|
| 9240 | for (i = 2; i <= i_2; ++i) { |
|---|
| 9241 | mp = i - 1; |
|---|
| 9242 | if ((d_1 = rm1[mp + i * rm1_dim1], abs(d_1)) <= (d_2 = rm1[mp |
|---|
| 9243 | + mp * rm1_dim1], abs(d_2))) { |
|---|
| 9244 | goto L360; |
|---|
| 9245 | } |
|---|
| 9246 | |
|---|
| 9247 | i_3 = uk; |
|---|
| 9248 | for (j = mp; j <= i_3; ++j) { |
|---|
| 9249 | y = rm1[j + i * rm1_dim1]; |
|---|
| 9250 | rm1[j + i * rm1_dim1] = rm1[j + mp * rm1_dim1]; |
|---|
| 9251 | rm1[j + mp * rm1_dim1] = y; |
|---|
| 9252 | /* L340: */ |
|---|
| 9253 | } |
|---|
| 9254 | |
|---|
| 9255 | L360: |
|---|
| 9256 | if (rm1[mp + mp * rm1_dim1] == 0.) { |
|---|
| 9257 | rm1[mp + mp * rm1_dim1] = eps3; |
|---|
| 9258 | } |
|---|
| 9259 | x = rm1[mp + i * rm1_dim1] / rm1[mp + mp * rm1_dim1]; |
|---|
| 9260 | if (x == 0.) { |
|---|
| 9261 | goto L400; |
|---|
| 9262 | } |
|---|
| 9263 | |
|---|
| 9264 | i_3 = uk; |
|---|
| 9265 | for (j = i; j <= i_3; ++j) { |
|---|
| 9266 | /* L380: */ |
|---|
| 9267 | rm1[j + i * rm1_dim1] -= x * rm1[j + mp * rm1_dim1]; |
|---|
| 9268 | } |
|---|
| 9269 | |
|---|
| 9270 | L400: |
|---|
| 9271 | ; |
|---|
| 9272 | } |
|---|
| 9273 | |
|---|
| 9274 | L420: |
|---|
| 9275 | if (rm1[uk + uk * rm1_dim1] == 0.) { |
|---|
| 9276 | rm1[uk + uk * rm1_dim1] = eps3; |
|---|
| 9277 | } |
|---|
| 9278 | /* .......... BACK SUBSTITUTION FOR REAL VECTOR */ |
|---|
| 9279 | /* FOR I=UK STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 9280 | L440: |
|---|
| 9281 | i_2 = uk; |
|---|
| 9282 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 9283 | i = uk + 1 - ii; |
|---|
| 9284 | y = rv1[i]; |
|---|
| 9285 | if (i == uk) { |
|---|
| 9286 | goto L480; |
|---|
| 9287 | } |
|---|
| 9288 | ip1 = i + 1; |
|---|
| 9289 | |
|---|
| 9290 | i_3 = uk; |
|---|
| 9291 | for (j = ip1; j <= i_3; ++j) { |
|---|
| 9292 | /* L460: */ |
|---|
| 9293 | y -= rm1[j + i * rm1_dim1] * rv1[j]; |
|---|
| 9294 | } |
|---|
| 9295 | |
|---|
| 9296 | L480: |
|---|
| 9297 | rv1[i] = y / rm1[i + i * rm1_dim1]; |
|---|
| 9298 | /* L500: */ |
|---|
| 9299 | } |
|---|
| 9300 | |
|---|
| 9301 | goto L740; |
|---|
| 9302 | /* .......... COMPLEX EIGENVALUE. */ |
|---|
| 9303 | /* TRIANGULAR DECOMPOSITION WITH INTERCHANGES, */ |
|---|
| 9304 | /* REPLACING ZERO PIVOTS BY EPS3. STORE IMAGINARY */ |
|---|
| 9305 | /* PARTS IN UPPER TRIANGLE STARTING AT (1,3) .......... |
|---|
| 9306 | */ |
|---|
| 9307 | L520: |
|---|
| 9308 | ns = *n - s; |
|---|
| 9309 | z[(s - 1) * z_dim1 + 1] = -ilambd; |
|---|
| 9310 | z[s * z_dim1 + 1] = 0.; |
|---|
| 9311 | if (*n == 2) { |
|---|
| 9312 | goto L550; |
|---|
| 9313 | } |
|---|
| 9314 | rm1[rm1_dim1 * 3 + 1] = -ilambd; |
|---|
| 9315 | z[(s - 1) * z_dim1 + 1] = 0.; |
|---|
| 9316 | if (*n == 3) { |
|---|
| 9317 | goto L550; |
|---|
| 9318 | } |
|---|
| 9319 | |
|---|
| 9320 | i_2 = *n; |
|---|
| 9321 | for (i = 4; i <= i_2; ++i) { |
|---|
| 9322 | /* L540: */ |
|---|
| 9323 | rm1[i * rm1_dim1 + 1] = 0.; |
|---|
| 9324 | } |
|---|
| 9325 | |
|---|
| 9326 | L550: |
|---|
| 9327 | i_2 = uk; |
|---|
| 9328 | for (i = 2; i <= i_2; ++i) { |
|---|
| 9329 | mp = i - 1; |
|---|
| 9330 | w = rm1[mp + i * rm1_dim1]; |
|---|
| 9331 | if (i < *n) { |
|---|
| 9332 | t = rm1[mp + (i + 1) * rm1_dim1]; |
|---|
| 9333 | } |
|---|
| 9334 | if (i == *n) { |
|---|
| 9335 | t = z[mp + (s - 1) * z_dim1]; |
|---|
| 9336 | } |
|---|
| 9337 | x = rm1[mp + mp * rm1_dim1] * rm1[mp + mp * rm1_dim1] + t * t; |
|---|
| 9338 | if (w * w <= x) { |
|---|
| 9339 | goto L580; |
|---|
| 9340 | } |
|---|
| 9341 | x = rm1[mp + mp * rm1_dim1] / w; |
|---|
| 9342 | y = t / w; |
|---|
| 9343 | rm1[mp + mp * rm1_dim1] = w; |
|---|
| 9344 | if (i < *n) { |
|---|
| 9345 | rm1[mp + (i + 1) * rm1_dim1] = 0.; |
|---|
| 9346 | } |
|---|
| 9347 | if (i == *n) { |
|---|
| 9348 | z[mp + (s - 1) * z_dim1] = 0.; |
|---|
| 9349 | } |
|---|
| 9350 | |
|---|
| 9351 | i_3 = uk; |
|---|
| 9352 | for (j = i; j <= i_3; ++j) { |
|---|
| 9353 | w = rm1[j + i * rm1_dim1]; |
|---|
| 9354 | rm1[j + i * rm1_dim1] = rm1[j + mp * rm1_dim1] - x * w; |
|---|
| 9355 | rm1[j + mp * rm1_dim1] = w; |
|---|
| 9356 | if (j < n1) { |
|---|
| 9357 | goto L555; |
|---|
| 9358 | } |
|---|
| 9359 | l = j - ns; |
|---|
| 9360 | z[i + l * z_dim1] = z[mp + l * z_dim1] - y * w; |
|---|
| 9361 | z[mp + l * z_dim1] = 0.; |
|---|
| 9362 | goto L560; |
|---|
| 9363 | L555: |
|---|
| 9364 | rm1[i + (j + 2) * rm1_dim1] = rm1[mp + (j + 2) * rm1_dim1] - |
|---|
| 9365 | y * w; |
|---|
| 9366 | rm1[mp + (j + 2) * rm1_dim1] = 0.; |
|---|
| 9367 | L560: |
|---|
| 9368 | ; |
|---|
| 9369 | } |
|---|
| 9370 | |
|---|
| 9371 | rm1[i + i * rm1_dim1] -= y * ilambd; |
|---|
| 9372 | if (i < n1) { |
|---|
| 9373 | goto L570; |
|---|
| 9374 | } |
|---|
| 9375 | l = i - ns; |
|---|
| 9376 | z[mp + l * z_dim1] = -ilambd; |
|---|
| 9377 | z[i + l * z_dim1] += x * ilambd; |
|---|
| 9378 | goto L640; |
|---|
| 9379 | L570: |
|---|
| 9380 | rm1[mp + (i + 2) * rm1_dim1] = -ilambd; |
|---|
| 9381 | rm1[i + (i + 2) * rm1_dim1] += x * ilambd; |
|---|
| 9382 | goto L640; |
|---|
| 9383 | L580: |
|---|
| 9384 | if (x != 0.) { |
|---|
| 9385 | goto L600; |
|---|
| 9386 | } |
|---|
| 9387 | rm1[mp + mp * rm1_dim1] = eps3; |
|---|
| 9388 | if (i < *n) { |
|---|
| 9389 | rm1[mp + (i + 1) * rm1_dim1] = 0.; |
|---|
| 9390 | } |
|---|
| 9391 | if (i == *n) { |
|---|
| 9392 | z[mp + (s - 1) * z_dim1] = 0.; |
|---|
| 9393 | } |
|---|
| 9394 | t = 0.; |
|---|
| 9395 | x = eps3 * eps3; |
|---|
| 9396 | L600: |
|---|
| 9397 | w /= x; |
|---|
| 9398 | x = rm1[mp + mp * rm1_dim1] * w; |
|---|
| 9399 | y = -t * w; |
|---|
| 9400 | |
|---|
| 9401 | i_3 = uk; |
|---|
| 9402 | for (j = i; j <= i_3; ++j) { |
|---|
| 9403 | if (j < n1) { |
|---|
| 9404 | goto L610; |
|---|
| 9405 | } |
|---|
| 9406 | l = j - ns; |
|---|
| 9407 | t = z[mp + l * z_dim1]; |
|---|
| 9408 | z[i + l * z_dim1] = -x * t - y * rm1[j + mp * rm1_dim1]; |
|---|
| 9409 | goto L615; |
|---|
| 9410 | L610: |
|---|
| 9411 | t = rm1[mp + (j + 2) * rm1_dim1]; |
|---|
| 9412 | rm1[i + (j + 2) * rm1_dim1] = -x * t - y * rm1[j + mp * |
|---|
| 9413 | rm1_dim1]; |
|---|
| 9414 | L615: |
|---|
| 9415 | rm1[j + i * rm1_dim1] = rm1[j + i * rm1_dim1] - x * rm1[j + |
|---|
| 9416 | mp * rm1_dim1] + y * t; |
|---|
| 9417 | /* L620: */ |
|---|
| 9418 | } |
|---|
| 9419 | |
|---|
| 9420 | if (i < n1) { |
|---|
| 9421 | goto L630; |
|---|
| 9422 | } |
|---|
| 9423 | l = i - ns; |
|---|
| 9424 | z[i + l * z_dim1] -= ilambd; |
|---|
| 9425 | goto L640; |
|---|
| 9426 | L630: |
|---|
| 9427 | rm1[i + (i + 2) * rm1_dim1] -= ilambd; |
|---|
| 9428 | L640: |
|---|
| 9429 | ; |
|---|
| 9430 | } |
|---|
| 9431 | |
|---|
| 9432 | if (uk < n1) { |
|---|
| 9433 | goto L650; |
|---|
| 9434 | } |
|---|
| 9435 | l = uk - ns; |
|---|
| 9436 | t = z[uk + l * z_dim1]; |
|---|
| 9437 | goto L655; |
|---|
| 9438 | L650: |
|---|
| 9439 | t = rm1[uk + (uk + 2) * rm1_dim1]; |
|---|
| 9440 | L655: |
|---|
| 9441 | if (rm1[uk + uk * rm1_dim1] == 0. && t == 0.) { |
|---|
| 9442 | rm1[uk + uk * rm1_dim1] = eps3; |
|---|
| 9443 | } |
|---|
| 9444 | /* .......... BACK SUBSTITUTION FOR COMPLEX VECTOR */ |
|---|
| 9445 | /* FOR I=UK STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 9446 | L660: |
|---|
| 9447 | i_2 = uk; |
|---|
| 9448 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 9449 | i = uk + 1 - ii; |
|---|
| 9450 | x = rv1[i]; |
|---|
| 9451 | y = 0.; |
|---|
| 9452 | if (i == uk) { |
|---|
| 9453 | goto L700; |
|---|
| 9454 | } |
|---|
| 9455 | ip1 = i + 1; |
|---|
| 9456 | |
|---|
| 9457 | i_3 = uk; |
|---|
| 9458 | for (j = ip1; j <= i_3; ++j) { |
|---|
| 9459 | if (j < n1) { |
|---|
| 9460 | goto L670; |
|---|
| 9461 | } |
|---|
| 9462 | l = j - ns; |
|---|
| 9463 | t = z[i + l * z_dim1]; |
|---|
| 9464 | goto L675; |
|---|
| 9465 | L670: |
|---|
| 9466 | t = rm1[i + (j + 2) * rm1_dim1]; |
|---|
| 9467 | L675: |
|---|
| 9468 | x = x - rm1[j + i * rm1_dim1] * rv1[j] + t * rv2[j]; |
|---|
| 9469 | y = y - rm1[j + i * rm1_dim1] * rv2[j] - t * rv1[j]; |
|---|
| 9470 | /* L680: */ |
|---|
| 9471 | } |
|---|
| 9472 | |
|---|
| 9473 | L700: |
|---|
| 9474 | if (i < n1) { |
|---|
| 9475 | goto L710; |
|---|
| 9476 | } |
|---|
| 9477 | l = i - ns; |
|---|
| 9478 | t = z[i + l * z_dim1]; |
|---|
| 9479 | goto L715; |
|---|
| 9480 | L710: |
|---|
| 9481 | t = rm1[i + (i + 2) * rm1_dim1]; |
|---|
| 9482 | L715: |
|---|
| 9483 | cdiv_(&x, &y, &rm1[i + i * rm1_dim1], &t, &rv1[i], &rv2[i]); |
|---|
| 9484 | /* L720: */ |
|---|
| 9485 | } |
|---|
| 9486 | /* .......... ACCEPTANCE TEST FOR REAL OR COMPLEX */ |
|---|
| 9487 | /* EIGENVECTOR AND NORMALIZATION .......... */ |
|---|
| 9488 | L740: |
|---|
| 9489 | ++its; |
|---|
| 9490 | norm = 0.; |
|---|
| 9491 | normv = 0.; |
|---|
| 9492 | |
|---|
| 9493 | i_2 = uk; |
|---|
| 9494 | for (i = 1; i <= i_2; ++i) { |
|---|
| 9495 | if (ilambd == 0.) { |
|---|
| 9496 | x = (d_1 = rv1[i], abs(d_1)); |
|---|
| 9497 | } |
|---|
| 9498 | if (ilambd != 0.) { |
|---|
| 9499 | x = pythag_(&rv1[i], &rv2[i]); |
|---|
| 9500 | } |
|---|
| 9501 | if (normv >= x) { |
|---|
| 9502 | goto L760; |
|---|
| 9503 | } |
|---|
| 9504 | normv = x; |
|---|
| 9505 | j = i; |
|---|
| 9506 | L760: |
|---|
| 9507 | norm += x; |
|---|
| 9508 | /* L780: */ |
|---|
| 9509 | } |
|---|
| 9510 | |
|---|
| 9511 | if (norm < growto) { |
|---|
| 9512 | goto L840; |
|---|
| 9513 | } |
|---|
| 9514 | /* .......... ACCEPT VECTOR .......... */ |
|---|
| 9515 | x = rv1[j]; |
|---|
| 9516 | if (ilambd == 0.) { |
|---|
| 9517 | x = 1. / x; |
|---|
| 9518 | } |
|---|
| 9519 | if (ilambd != 0.) { |
|---|
| 9520 | y = rv2[j]; |
|---|
| 9521 | } |
|---|
| 9522 | |
|---|
| 9523 | i_2 = uk; |
|---|
| 9524 | for (i = 1; i <= i_2; ++i) { |
|---|
| 9525 | if (ilambd != 0.) { |
|---|
| 9526 | goto L800; |
|---|
| 9527 | } |
|---|
| 9528 | z[i + s * z_dim1] = rv1[i] * x; |
|---|
| 9529 | goto L820; |
|---|
| 9530 | L800: |
|---|
| 9531 | cdiv_(&rv1[i], &rv2[i], &x, &y, &z[i + (s - 1) * z_dim1], &z[i + |
|---|
| 9532 | s * z_dim1]); |
|---|
| 9533 | L820: |
|---|
| 9534 | ; |
|---|
| 9535 | } |
|---|
| 9536 | |
|---|
| 9537 | if (uk == *n) { |
|---|
| 9538 | goto L940; |
|---|
| 9539 | } |
|---|
| 9540 | j = uk + 1; |
|---|
| 9541 | goto L900; |
|---|
| 9542 | /* .......... IN-LINE PROCEDURE FOR CHOOSING */ |
|---|
| 9543 | /* A NEW STARTING VECTOR .......... */ |
|---|
| 9544 | L840: |
|---|
| 9545 | if (its >= uk) { |
|---|
| 9546 | goto L880; |
|---|
| 9547 | } |
|---|
| 9548 | x = ukroot; |
|---|
| 9549 | y = eps3 / (x + 1.); |
|---|
| 9550 | rv1[1] = eps3; |
|---|
| 9551 | |
|---|
| 9552 | i_2 = uk; |
|---|
| 9553 | for (i = 2; i <= i_2; ++i) { |
|---|
| 9554 | /* L860: */ |
|---|
| 9555 | rv1[i] = y; |
|---|
| 9556 | } |
|---|
| 9557 | |
|---|
| 9558 | j = uk - its + 1; |
|---|
| 9559 | rv1[j] -= eps3 * x; |
|---|
| 9560 | if (ilambd == 0.) { |
|---|
| 9561 | goto L440; |
|---|
| 9562 | } |
|---|
| 9563 | goto L660; |
|---|
| 9564 | /* .......... SET ERROR -- UNACCEPTED EIGENVECTOR .......... */ |
|---|
| 9565 | L880: |
|---|
| 9566 | j = 1; |
|---|
| 9567 | *ierr = -k; |
|---|
| 9568 | /* .......... SET REMAINING VECTOR COMPONENTS TO ZERO .......... |
|---|
| 9569 | */ |
|---|
| 9570 | L900: |
|---|
| 9571 | i_2 = *n; |
|---|
| 9572 | for (i = j; i <= i_2; ++i) { |
|---|
| 9573 | z[i + s * z_dim1] = 0.; |
|---|
| 9574 | if (ilambd != 0.) { |
|---|
| 9575 | z[i + (s - 1) * z_dim1] = 0.; |
|---|
| 9576 | } |
|---|
| 9577 | /* L920: */ |
|---|
| 9578 | } |
|---|
| 9579 | |
|---|
| 9580 | L940: |
|---|
| 9581 | ++s; |
|---|
| 9582 | L960: |
|---|
| 9583 | if (ip == -1) { |
|---|
| 9584 | ip = 0; |
|---|
| 9585 | } |
|---|
| 9586 | if (ip == 1) { |
|---|
| 9587 | ip = -1; |
|---|
| 9588 | } |
|---|
| 9589 | /* L980: */ |
|---|
| 9590 | } |
|---|
| 9591 | |
|---|
| 9592 | goto L1001; |
|---|
| 9593 | /* .......... SET ERROR -- UNDERESTIMATE OF EIGENVECTOR */ |
|---|
| 9594 | /* SPACE REQUIRED .......... */ |
|---|
| 9595 | L1000: |
|---|
| 9596 | if (*ierr != 0) { |
|---|
| 9597 | *ierr -= *n; |
|---|
| 9598 | } |
|---|
| 9599 | if (*ierr == 0) { |
|---|
| 9600 | *ierr = -((*n << 1) + 1); |
|---|
| 9601 | } |
|---|
| 9602 | L1001: |
|---|
| 9603 | *m = s - 1 - abs(ip); |
|---|
| 9604 | return 0; |
|---|
| 9605 | } /* invit_ */ |
|---|
| 9606 | |
|---|
| 9607 | /* Subroutine */ int minfit_(integer *nm, integer *m, integer *n, doublereal * |
|---|
| 9608 | a, doublereal *w, integer *ip, doublereal *b, integer *ierr, |
|---|
| 9609 | doublereal *rv1) |
|---|
| 9610 | { |
|---|
| 9611 | /* System generated locals */ |
|---|
| 9612 | integer a_dim1, a_offset, b_dim1, b_offset, i_1, i_2, i_3; |
|---|
| 9613 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 9614 | |
|---|
| 9615 | /* Builtin functions */ |
|---|
| 9616 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 9617 | |
|---|
| 9618 | /* Local variables */ |
|---|
| 9619 | static doublereal c, f, g, h; |
|---|
| 9620 | static integer i, j, k, l; |
|---|
| 9621 | static doublereal s, x, y, z, scale; |
|---|
| 9622 | static integer i1, k1, l1, m1, ii, kk, ll; |
|---|
| 9623 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 9624 | static integer its; |
|---|
| 9625 | static doublereal tst1, tst2; |
|---|
| 9626 | |
|---|
| 9627 | |
|---|
| 9628 | |
|---|
| 9629 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE MINFIT, */ |
|---|
| 9630 | /* NUM. MATH. 14, 403-420(1970) BY GOLUB AND REINSCH. */ |
|---|
| 9631 | /* HANDBOOK FOR AUTO. COMP., VOL II-LINEAR ALGEBRA, 134-151(1971). */ |
|---|
| 9632 | |
|---|
| 9633 | /* THIS SUBROUTINE DETERMINES, TOWARDS THE SOLUTION OF THE LINEAR */ |
|---|
| 9634 | /* T */ |
|---|
| 9635 | /* SYSTEM AX=B, THE SINGULAR VALUE DECOMPOSITION A=USV OF A REAL */ |
|---|
| 9636 | /* T */ |
|---|
| 9637 | /* M BY N RECTANGULAR MATRIX, FORMING U B RATHER THAN U. HOUSEHOLDER |
|---|
| 9638 | */ |
|---|
| 9639 | /* BIDIAGONALIZATION AND A VARIANT OF THE QR ALGORITHM ARE USED. */ |
|---|
| 9640 | |
|---|
| 9641 | /* ON INPUT */ |
|---|
| 9642 | |
|---|
| 9643 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 9644 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 9645 | /* DIMENSION STATEMENT. NOTE THAT NM MUST BE AT LEAST */ |
|---|
| 9646 | /* AS LARGE AS THE MAXIMUM OF M AND N. */ |
|---|
| 9647 | |
|---|
| 9648 | /* M IS THE NUMBER OF ROWS OF A AND B. */ |
|---|
| 9649 | |
|---|
| 9650 | /* N IS THE NUMBER OF COLUMNS OF A AND THE ORDER OF V. */ |
|---|
| 9651 | |
|---|
| 9652 | /* A CONTAINS THE RECTANGULAR COEFFICIENT MATRIX OF THE SYSTEM. */ |
|---|
| 9653 | |
|---|
| 9654 | /* IP IS THE NUMBER OF COLUMNS OF B. IP CAN BE ZERO. */ |
|---|
| 9655 | |
|---|
| 9656 | /* B CONTAINS THE CONSTANT COLUMN MATRIX OF THE SYSTEM */ |
|---|
| 9657 | /* IF IP IS NOT ZERO. OTHERWISE B IS NOT REFERENCED. */ |
|---|
| 9658 | |
|---|
| 9659 | /* ON OUTPUT */ |
|---|
| 9660 | |
|---|
| 9661 | /* A HAS BEEN OVERWRITTEN BY THE MATRIX V (ORTHOGONAL) OF THE */ |
|---|
| 9662 | /* DECOMPOSITION IN ITS FIRST N ROWS AND COLUMNS. IF AN */ |
|---|
| 9663 | /* ERROR EXIT IS MADE, THE COLUMNS OF V CORRESPONDING TO */ |
|---|
| 9664 | /* INDICES OF CORRECT SINGULAR VALUES SHOULD BE CORRECT. */ |
|---|
| 9665 | |
|---|
| 9666 | /* W CONTAINS THE N (NON-NEGATIVE) SINGULAR VALUES OF A (THE */ |
|---|
| 9667 | /* DIAGONAL ELEMENTS OF S). THEY ARE UNORDERED. IF AN */ |
|---|
| 9668 | /* ERROR EXIT IS MADE, THE SINGULAR VALUES SHOULD BE CORRECT */ |
|---|
| 9669 | /* FOR INDICES IERR+1,IERR+2,...,N. */ |
|---|
| 9670 | |
|---|
| 9671 | /* T */ |
|---|
| 9672 | /* B HAS BEEN OVERWRITTEN BY U B. IF AN ERROR EXIT IS MADE, */ |
|---|
| 9673 | /* T */ |
|---|
| 9674 | /* THE ROWS OF U B CORRESPONDING TO INDICES OF CORRECT */ |
|---|
| 9675 | /* SINGULAR VALUES SHOULD BE CORRECT. */ |
|---|
| 9676 | |
|---|
| 9677 | /* IERR IS SET TO */ |
|---|
| 9678 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 9679 | /* K IF THE K-TH SINGULAR VALUE HAS NOT BEEN */ |
|---|
| 9680 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 9681 | |
|---|
| 9682 | /* RV1 IS A TEMPORARY STORAGE ARRAY. */ |
|---|
| 9683 | |
|---|
| 9684 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 9685 | |
|---|
| 9686 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 9687 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 9688 | */ |
|---|
| 9689 | |
|---|
| 9690 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 9691 | |
|---|
| 9692 | /* ------------------------------------------------------------------ |
|---|
| 9693 | */ |
|---|
| 9694 | |
|---|
| 9695 | /* Parameter adjustments */ |
|---|
| 9696 | --rv1; |
|---|
| 9697 | --w; |
|---|
| 9698 | a_dim1 = *nm; |
|---|
| 9699 | a_offset = a_dim1 + 1; |
|---|
| 9700 | a -= a_offset; |
|---|
| 9701 | b_dim1 = *nm; |
|---|
| 9702 | b_offset = b_dim1 + 1; |
|---|
| 9703 | b -= b_offset; |
|---|
| 9704 | |
|---|
| 9705 | /* Function Body */ |
|---|
| 9706 | *ierr = 0; |
|---|
| 9707 | /* .......... HOUSEHOLDER REDUCTION TO BIDIAGONAL FORM .......... */ |
|---|
| 9708 | g = 0.; |
|---|
| 9709 | scale = 0.; |
|---|
| 9710 | x = 0.; |
|---|
| 9711 | |
|---|
| 9712 | i_1 = *n; |
|---|
| 9713 | for (i = 1; i <= i_1; ++i) { |
|---|
| 9714 | l = i + 1; |
|---|
| 9715 | rv1[i] = scale * g; |
|---|
| 9716 | g = 0.; |
|---|
| 9717 | s = 0.; |
|---|
| 9718 | scale = 0.; |
|---|
| 9719 | if (i > *m) { |
|---|
| 9720 | goto L210; |
|---|
| 9721 | } |
|---|
| 9722 | |
|---|
| 9723 | i_2 = *m; |
|---|
| 9724 | for (k = i; k <= i_2; ++k) { |
|---|
| 9725 | /* L120: */ |
|---|
| 9726 | scale += (d_1 = a[k + i * a_dim1], abs(d_1)); |
|---|
| 9727 | } |
|---|
| 9728 | |
|---|
| 9729 | if (scale == 0.) { |
|---|
| 9730 | goto L210; |
|---|
| 9731 | } |
|---|
| 9732 | |
|---|
| 9733 | i_2 = *m; |
|---|
| 9734 | for (k = i; k <= i_2; ++k) { |
|---|
| 9735 | a[k + i * a_dim1] /= scale; |
|---|
| 9736 | /* Computing 2nd power */ |
|---|
| 9737 | d_1 = a[k + i * a_dim1]; |
|---|
| 9738 | s += d_1 * d_1; |
|---|
| 9739 | /* L130: */ |
|---|
| 9740 | } |
|---|
| 9741 | |
|---|
| 9742 | f = a[i + i * a_dim1]; |
|---|
| 9743 | d_1 = sqrt(s); |
|---|
| 9744 | g = -d_sign(&d_1, &f); |
|---|
| 9745 | h = f * g - s; |
|---|
| 9746 | a[i + i * a_dim1] = f - g; |
|---|
| 9747 | if (i == *n) { |
|---|
| 9748 | goto L160; |
|---|
| 9749 | } |
|---|
| 9750 | |
|---|
| 9751 | i_2 = *n; |
|---|
| 9752 | for (j = l; j <= i_2; ++j) { |
|---|
| 9753 | s = 0.; |
|---|
| 9754 | |
|---|
| 9755 | i_3 = *m; |
|---|
| 9756 | for (k = i; k <= i_3; ++k) { |
|---|
| 9757 | /* L140: */ |
|---|
| 9758 | s += a[k + i * a_dim1] * a[k + j * a_dim1]; |
|---|
| 9759 | } |
|---|
| 9760 | |
|---|
| 9761 | f = s / h; |
|---|
| 9762 | |
|---|
| 9763 | i_3 = *m; |
|---|
| 9764 | for (k = i; k <= i_3; ++k) { |
|---|
| 9765 | a[k + j * a_dim1] += f * a[k + i * a_dim1]; |
|---|
| 9766 | /* L150: */ |
|---|
| 9767 | } |
|---|
| 9768 | } |
|---|
| 9769 | |
|---|
| 9770 | L160: |
|---|
| 9771 | if (*ip == 0) { |
|---|
| 9772 | goto L190; |
|---|
| 9773 | } |
|---|
| 9774 | |
|---|
| 9775 | i_3 = *ip; |
|---|
| 9776 | for (j = 1; j <= i_3; ++j) { |
|---|
| 9777 | s = 0.; |
|---|
| 9778 | |
|---|
| 9779 | i_2 = *m; |
|---|
| 9780 | for (k = i; k <= i_2; ++k) { |
|---|
| 9781 | /* L170: */ |
|---|
| 9782 | s += a[k + i * a_dim1] * b[k + j * b_dim1]; |
|---|
| 9783 | } |
|---|
| 9784 | |
|---|
| 9785 | f = s / h; |
|---|
| 9786 | |
|---|
| 9787 | i_2 = *m; |
|---|
| 9788 | for (k = i; k <= i_2; ++k) { |
|---|
| 9789 | b[k + j * b_dim1] += f * a[k + i * a_dim1]; |
|---|
| 9790 | /* L180: */ |
|---|
| 9791 | } |
|---|
| 9792 | } |
|---|
| 9793 | |
|---|
| 9794 | L190: |
|---|
| 9795 | i_2 = *m; |
|---|
| 9796 | for (k = i; k <= i_2; ++k) { |
|---|
| 9797 | /* L200: */ |
|---|
| 9798 | a[k + i * a_dim1] = scale * a[k + i * a_dim1]; |
|---|
| 9799 | } |
|---|
| 9800 | |
|---|
| 9801 | L210: |
|---|
| 9802 | w[i] = scale * g; |
|---|
| 9803 | g = 0.; |
|---|
| 9804 | s = 0.; |
|---|
| 9805 | scale = 0.; |
|---|
| 9806 | if (i > *m || i == *n) { |
|---|
| 9807 | goto L290; |
|---|
| 9808 | } |
|---|
| 9809 | |
|---|
| 9810 | i_2 = *n; |
|---|
| 9811 | for (k = l; k <= i_2; ++k) { |
|---|
| 9812 | /* L220: */ |
|---|
| 9813 | scale += (d_1 = a[i + k * a_dim1], abs(d_1)); |
|---|
| 9814 | } |
|---|
| 9815 | |
|---|
| 9816 | if (scale == 0.) { |
|---|
| 9817 | goto L290; |
|---|
| 9818 | } |
|---|
| 9819 | |
|---|
| 9820 | i_2 = *n; |
|---|
| 9821 | for (k = l; k <= i_2; ++k) { |
|---|
| 9822 | a[i + k * a_dim1] /= scale; |
|---|
| 9823 | /* Computing 2nd power */ |
|---|
| 9824 | d_1 = a[i + k * a_dim1]; |
|---|
| 9825 | s += d_1 * d_1; |
|---|
| 9826 | /* L230: */ |
|---|
| 9827 | } |
|---|
| 9828 | |
|---|
| 9829 | f = a[i + l * a_dim1]; |
|---|
| 9830 | d_1 = sqrt(s); |
|---|
| 9831 | g = -d_sign(&d_1, &f); |
|---|
| 9832 | h = f * g - s; |
|---|
| 9833 | a[i + l * a_dim1] = f - g; |
|---|
| 9834 | |
|---|
| 9835 | i_2 = *n; |
|---|
| 9836 | for (k = l; k <= i_2; ++k) { |
|---|
| 9837 | /* L240: */ |
|---|
| 9838 | rv1[k] = a[i + k * a_dim1] / h; |
|---|
| 9839 | } |
|---|
| 9840 | |
|---|
| 9841 | if (i == *m) { |
|---|
| 9842 | goto L270; |
|---|
| 9843 | } |
|---|
| 9844 | |
|---|
| 9845 | i_2 = *m; |
|---|
| 9846 | for (j = l; j <= i_2; ++j) { |
|---|
| 9847 | s = 0.; |
|---|
| 9848 | |
|---|
| 9849 | i_3 = *n; |
|---|
| 9850 | for (k = l; k <= i_3; ++k) { |
|---|
| 9851 | /* L250: */ |
|---|
| 9852 | s += a[j + k * a_dim1] * a[i + k * a_dim1]; |
|---|
| 9853 | } |
|---|
| 9854 | |
|---|
| 9855 | i_3 = *n; |
|---|
| 9856 | for (k = l; k <= i_3; ++k) { |
|---|
| 9857 | a[j + k * a_dim1] += s * rv1[k]; |
|---|
| 9858 | /* L260: */ |
|---|
| 9859 | } |
|---|
| 9860 | } |
|---|
| 9861 | |
|---|
| 9862 | L270: |
|---|
| 9863 | i_3 = *n; |
|---|
| 9864 | for (k = l; k <= i_3; ++k) { |
|---|
| 9865 | /* L280: */ |
|---|
| 9866 | a[i + k * a_dim1] = scale * a[i + k * a_dim1]; |
|---|
| 9867 | } |
|---|
| 9868 | |
|---|
| 9869 | L290: |
|---|
| 9870 | /* Computing MAX */ |
|---|
| 9871 | d_3 = x, d_4 = (d_1 = w[i], abs(d_1)) + (d_2 = rv1[i], abs(d_2)) |
|---|
| 9872 | ; |
|---|
| 9873 | x = max(d_3,d_4); |
|---|
| 9874 | /* L300: */ |
|---|
| 9875 | } |
|---|
| 9876 | /* .......... ACCUMULATION OF RIGHT-HAND TRANSFORMATIONS. */ |
|---|
| 9877 | /* FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 9878 | i_1 = *n; |
|---|
| 9879 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 9880 | i = *n + 1 - ii; |
|---|
| 9881 | if (i == *n) { |
|---|
| 9882 | goto L390; |
|---|
| 9883 | } |
|---|
| 9884 | if (g == 0.) { |
|---|
| 9885 | goto L360; |
|---|
| 9886 | } |
|---|
| 9887 | |
|---|
| 9888 | i_3 = *n; |
|---|
| 9889 | for (j = l; j <= i_3; ++j) { |
|---|
| 9890 | /* .......... DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 9891 | .... */ |
|---|
| 9892 | /* L320: */ |
|---|
| 9893 | a[j + i * a_dim1] = a[i + j * a_dim1] / a[i + l * a_dim1] / g; |
|---|
| 9894 | } |
|---|
| 9895 | |
|---|
| 9896 | i_3 = *n; |
|---|
| 9897 | for (j = l; j <= i_3; ++j) { |
|---|
| 9898 | s = 0.; |
|---|
| 9899 | |
|---|
| 9900 | i_2 = *n; |
|---|
| 9901 | for (k = l; k <= i_2; ++k) { |
|---|
| 9902 | /* L340: */ |
|---|
| 9903 | s += a[i + k * a_dim1] * a[k + j * a_dim1]; |
|---|
| 9904 | } |
|---|
| 9905 | |
|---|
| 9906 | i_2 = *n; |
|---|
| 9907 | for (k = l; k <= i_2; ++k) { |
|---|
| 9908 | a[k + j * a_dim1] += s * a[k + i * a_dim1]; |
|---|
| 9909 | /* L350: */ |
|---|
| 9910 | } |
|---|
| 9911 | } |
|---|
| 9912 | |
|---|
| 9913 | L360: |
|---|
| 9914 | i_2 = *n; |
|---|
| 9915 | for (j = l; j <= i_2; ++j) { |
|---|
| 9916 | a[i + j * a_dim1] = 0.; |
|---|
| 9917 | a[j + i * a_dim1] = 0.; |
|---|
| 9918 | /* L380: */ |
|---|
| 9919 | } |
|---|
| 9920 | |
|---|
| 9921 | L390: |
|---|
| 9922 | a[i + i * a_dim1] = 1.; |
|---|
| 9923 | g = rv1[i]; |
|---|
| 9924 | l = i; |
|---|
| 9925 | /* L400: */ |
|---|
| 9926 | } |
|---|
| 9927 | |
|---|
| 9928 | if (*m >= *n || *ip == 0) { |
|---|
| 9929 | goto L510; |
|---|
| 9930 | } |
|---|
| 9931 | m1 = *m + 1; |
|---|
| 9932 | |
|---|
| 9933 | i_1 = *n; |
|---|
| 9934 | for (i = m1; i <= i_1; ++i) { |
|---|
| 9935 | |
|---|
| 9936 | i_2 = *ip; |
|---|
| 9937 | for (j = 1; j <= i_2; ++j) { |
|---|
| 9938 | b[i + j * b_dim1] = 0.; |
|---|
| 9939 | /* L500: */ |
|---|
| 9940 | } |
|---|
| 9941 | } |
|---|
| 9942 | /* .......... DIAGONALIZATION OF THE BIDIAGONAL FORM .......... */ |
|---|
| 9943 | L510: |
|---|
| 9944 | tst1 = x; |
|---|
| 9945 | /* .......... FOR K=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 9946 | i_2 = *n; |
|---|
| 9947 | for (kk = 1; kk <= i_2; ++kk) { |
|---|
| 9948 | k1 = *n - kk; |
|---|
| 9949 | k = k1 + 1; |
|---|
| 9950 | its = 0; |
|---|
| 9951 | /* .......... TEST FOR SPLITTING. */ |
|---|
| 9952 | /* FOR L=K STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 9953 | L520: |
|---|
| 9954 | i_1 = k; |
|---|
| 9955 | for (ll = 1; ll <= i_1; ++ll) { |
|---|
| 9956 | l1 = k - ll; |
|---|
| 9957 | l = l1 + 1; |
|---|
| 9958 | tst2 = tst1 + (d_1 = rv1[l], abs(d_1)); |
|---|
| 9959 | if (tst2 == tst1) { |
|---|
| 9960 | goto L565; |
|---|
| 9961 | } |
|---|
| 9962 | /* .......... RV1(1) IS ALWAYS ZERO, SO THERE IS NO EXIT */ |
|---|
| 9963 | /* THROUGH THE BOTTOM OF THE LOOP .......... */ |
|---|
| 9964 | tst2 = tst1 + (d_1 = w[l1], abs(d_1)); |
|---|
| 9965 | if (tst2 == tst1) { |
|---|
| 9966 | goto L540; |
|---|
| 9967 | } |
|---|
| 9968 | /* L530: */ |
|---|
| 9969 | } |
|---|
| 9970 | /* .......... CANCELLATION OF RV1(L) IF L GREATER THAN 1 ......... |
|---|
| 9971 | . */ |
|---|
| 9972 | L540: |
|---|
| 9973 | c = 0.; |
|---|
| 9974 | s = 1.; |
|---|
| 9975 | |
|---|
| 9976 | i_1 = k; |
|---|
| 9977 | for (i = l; i <= i_1; ++i) { |
|---|
| 9978 | f = s * rv1[i]; |
|---|
| 9979 | rv1[i] = c * rv1[i]; |
|---|
| 9980 | tst2 = tst1 + abs(f); |
|---|
| 9981 | if (tst2 == tst1) { |
|---|
| 9982 | goto L565; |
|---|
| 9983 | } |
|---|
| 9984 | g = w[i]; |
|---|
| 9985 | h = pythag_(&f, &g); |
|---|
| 9986 | w[i] = h; |
|---|
| 9987 | c = g / h; |
|---|
| 9988 | s = -f / h; |
|---|
| 9989 | if (*ip == 0) { |
|---|
| 9990 | goto L560; |
|---|
| 9991 | } |
|---|
| 9992 | |
|---|
| 9993 | i_3 = *ip; |
|---|
| 9994 | for (j = 1; j <= i_3; ++j) { |
|---|
| 9995 | y = b[l1 + j * b_dim1]; |
|---|
| 9996 | z = b[i + j * b_dim1]; |
|---|
| 9997 | b[l1 + j * b_dim1] = y * c + z * s; |
|---|
| 9998 | b[i + j * b_dim1] = -y * s + z * c; |
|---|
| 9999 | /* L550: */ |
|---|
| 10000 | } |
|---|
| 10001 | |
|---|
| 10002 | L560: |
|---|
| 10003 | ; |
|---|
| 10004 | } |
|---|
| 10005 | /* .......... TEST FOR CONVERGENCE .......... */ |
|---|
| 10006 | L565: |
|---|
| 10007 | z = w[k]; |
|---|
| 10008 | if (l == k) { |
|---|
| 10009 | goto L650; |
|---|
| 10010 | } |
|---|
| 10011 | /* .......... SHIFT FROM BOTTOM 2 BY 2 MINOR .......... */ |
|---|
| 10012 | if (its == 30) { |
|---|
| 10013 | goto L1000; |
|---|
| 10014 | } |
|---|
| 10015 | ++its; |
|---|
| 10016 | x = w[l]; |
|---|
| 10017 | y = w[k1]; |
|---|
| 10018 | g = rv1[k1]; |
|---|
| 10019 | h = rv1[k]; |
|---|
| 10020 | f = ((g + z) / h * ((g - z) / y) + y / h - h / y) * .5; |
|---|
| 10021 | g = pythag_(&f, &c_b141); |
|---|
| 10022 | f = x - z / x * z + h / x * (y / (f + d_sign(&g, &f)) - h); |
|---|
| 10023 | /* .......... NEXT QR TRANSFORMATION .......... */ |
|---|
| 10024 | c = 1.; |
|---|
| 10025 | s = 1.; |
|---|
| 10026 | |
|---|
| 10027 | i_1 = k1; |
|---|
| 10028 | for (i1 = l; i1 <= i_1; ++i1) { |
|---|
| 10029 | i = i1 + 1; |
|---|
| 10030 | g = rv1[i]; |
|---|
| 10031 | y = w[i]; |
|---|
| 10032 | h = s * g; |
|---|
| 10033 | g = c * g; |
|---|
| 10034 | z = pythag_(&f, &h); |
|---|
| 10035 | rv1[i1] = z; |
|---|
| 10036 | c = f / z; |
|---|
| 10037 | s = h / z; |
|---|
| 10038 | f = x * c + g * s; |
|---|
| 10039 | g = -x * s + g * c; |
|---|
| 10040 | h = y * s; |
|---|
| 10041 | y *= c; |
|---|
| 10042 | |
|---|
| 10043 | i_3 = *n; |
|---|
| 10044 | for (j = 1; j <= i_3; ++j) { |
|---|
| 10045 | x = a[j + i1 * a_dim1]; |
|---|
| 10046 | z = a[j + i * a_dim1]; |
|---|
| 10047 | a[j + i1 * a_dim1] = x * c + z * s; |
|---|
| 10048 | a[j + i * a_dim1] = -x * s + z * c; |
|---|
| 10049 | /* L570: */ |
|---|
| 10050 | } |
|---|
| 10051 | |
|---|
| 10052 | z = pythag_(&f, &h); |
|---|
| 10053 | w[i1] = z; |
|---|
| 10054 | /* .......... ROTATION CAN BE ARBITRARY IF Z IS ZERO ......... |
|---|
| 10055 | . */ |
|---|
| 10056 | if (z == 0.) { |
|---|
| 10057 | goto L580; |
|---|
| 10058 | } |
|---|
| 10059 | c = f / z; |
|---|
| 10060 | s = h / z; |
|---|
| 10061 | L580: |
|---|
| 10062 | f = c * g + s * y; |
|---|
| 10063 | x = -s * g + c * y; |
|---|
| 10064 | if (*ip == 0) { |
|---|
| 10065 | goto L600; |
|---|
| 10066 | } |
|---|
| 10067 | |
|---|
| 10068 | i_3 = *ip; |
|---|
| 10069 | for (j = 1; j <= i_3; ++j) { |
|---|
| 10070 | y = b[i1 + j * b_dim1]; |
|---|
| 10071 | z = b[i + j * b_dim1]; |
|---|
| 10072 | b[i1 + j * b_dim1] = y * c + z * s; |
|---|
| 10073 | b[i + j * b_dim1] = -y * s + z * c; |
|---|
| 10074 | /* L590: */ |
|---|
| 10075 | } |
|---|
| 10076 | |
|---|
| 10077 | L600: |
|---|
| 10078 | ; |
|---|
| 10079 | } |
|---|
| 10080 | |
|---|
| 10081 | rv1[l] = 0.; |
|---|
| 10082 | rv1[k] = f; |
|---|
| 10083 | w[k] = x; |
|---|
| 10084 | goto L520; |
|---|
| 10085 | /* .......... CONVERGENCE .......... */ |
|---|
| 10086 | L650: |
|---|
| 10087 | if (z >= 0.) { |
|---|
| 10088 | goto L700; |
|---|
| 10089 | } |
|---|
| 10090 | /* .......... W(K) IS MADE NON-NEGATIVE .......... */ |
|---|
| 10091 | w[k] = -z; |
|---|
| 10092 | |
|---|
| 10093 | i_1 = *n; |
|---|
| 10094 | for (j = 1; j <= i_1; ++j) { |
|---|
| 10095 | /* L690: */ |
|---|
| 10096 | a[j + k * a_dim1] = -a[j + k * a_dim1]; |
|---|
| 10097 | } |
|---|
| 10098 | |
|---|
| 10099 | L700: |
|---|
| 10100 | ; |
|---|
| 10101 | } |
|---|
| 10102 | |
|---|
| 10103 | goto L1001; |
|---|
| 10104 | /* .......... SET ERROR -- NO CONVERGENCE TO A */ |
|---|
| 10105 | /* SINGULAR VALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 10106 | L1000: |
|---|
| 10107 | *ierr = k; |
|---|
| 10108 | L1001: |
|---|
| 10109 | return 0; |
|---|
| 10110 | } /* minfit_ */ |
|---|
| 10111 | |
|---|
| 10112 | /* Subroutine */ int ortbak_(integer *nm, integer *low, integer *igh, |
|---|
| 10113 | doublereal *a, doublereal *ort, integer *m, doublereal *z) |
|---|
| 10114 | { |
|---|
| 10115 | /* System generated locals */ |
|---|
| 10116 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 10117 | |
|---|
| 10118 | /* Local variables */ |
|---|
| 10119 | static doublereal g; |
|---|
| 10120 | static integer i, j, la, mm, mp, kp1, mp1; |
|---|
| 10121 | |
|---|
| 10122 | |
|---|
| 10123 | |
|---|
| 10124 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ORTBAK, */ |
|---|
| 10125 | /* NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 10126 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 10127 | |
|---|
| 10128 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A REAL GENERAL */ |
|---|
| 10129 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 10130 | /* UPPER HESSENBERG MATRIX DETERMINED BY ORTHES. */ |
|---|
| 10131 | |
|---|
| 10132 | /* ON INPUT */ |
|---|
| 10133 | |
|---|
| 10134 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 10135 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 10136 | /* DIMENSION STATEMENT. */ |
|---|
| 10137 | |
|---|
| 10138 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 10139 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 10140 | /* SET LOW=1 AND IGH EQUAL TO THE ORDER OF THE MATRIX. */ |
|---|
| 10141 | |
|---|
| 10142 | /* A CONTAINS INFORMATION ABOUT THE ORTHOGONAL TRANS- */ |
|---|
| 10143 | /* FORMATIONS USED IN THE REDUCTION BY ORTHES */ |
|---|
| 10144 | /* IN ITS STRICT LOWER TRIANGLE. */ |
|---|
| 10145 | |
|---|
| 10146 | /* ORT CONTAINS FURTHER INFORMATION ABOUT THE TRANS- */ |
|---|
| 10147 | /* FORMATIONS USED IN THE REDUCTION BY ORTHES. */ |
|---|
| 10148 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 10149 | |
|---|
| 10150 | /* M IS THE NUMBER OF COLUMNS OF Z TO BE BACK TRANSFORMED. */ |
|---|
| 10151 | |
|---|
| 10152 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGEN- */ |
|---|
| 10153 | /* VECTORS TO BE BACK TRANSFORMED IN ITS FIRST M COLUMNS. */ |
|---|
| 10154 | |
|---|
| 10155 | /* ON OUTPUT */ |
|---|
| 10156 | |
|---|
| 10157 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE */ |
|---|
| 10158 | /* TRANSFORMED EIGENVECTORS IN ITS FIRST M COLUMNS. */ |
|---|
| 10159 | |
|---|
| 10160 | /* ORT HAS BEEN ALTERED. */ |
|---|
| 10161 | |
|---|
| 10162 | /* NOTE THAT ORTBAK PRESERVES VECTOR EUCLIDEAN NORMS. */ |
|---|
| 10163 | |
|---|
| 10164 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 10165 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 10166 | */ |
|---|
| 10167 | |
|---|
| 10168 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 10169 | |
|---|
| 10170 | /* ------------------------------------------------------------------ |
|---|
| 10171 | */ |
|---|
| 10172 | |
|---|
| 10173 | /* Parameter adjustments */ |
|---|
| 10174 | --ort; |
|---|
| 10175 | a_dim1 = *nm; |
|---|
| 10176 | a_offset = a_dim1 + 1; |
|---|
| 10177 | a -= a_offset; |
|---|
| 10178 | z_dim1 = *nm; |
|---|
| 10179 | z_offset = z_dim1 + 1; |
|---|
| 10180 | z -= z_offset; |
|---|
| 10181 | |
|---|
| 10182 | /* Function Body */ |
|---|
| 10183 | if (*m == 0) { |
|---|
| 10184 | goto L200; |
|---|
| 10185 | } |
|---|
| 10186 | la = *igh - 1; |
|---|
| 10187 | kp1 = *low + 1; |
|---|
| 10188 | if (la < kp1) { |
|---|
| 10189 | goto L200; |
|---|
| 10190 | } |
|---|
| 10191 | /* .......... FOR MP=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 10192 | i_1 = la; |
|---|
| 10193 | for (mm = kp1; mm <= i_1; ++mm) { |
|---|
| 10194 | mp = *low + *igh - mm; |
|---|
| 10195 | if (a[mp + (mp - 1) * a_dim1] == 0.) { |
|---|
| 10196 | goto L140; |
|---|
| 10197 | } |
|---|
| 10198 | mp1 = mp + 1; |
|---|
| 10199 | |
|---|
| 10200 | i_2 = *igh; |
|---|
| 10201 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 10202 | /* L100: */ |
|---|
| 10203 | ort[i] = a[i + (mp - 1) * a_dim1]; |
|---|
| 10204 | } |
|---|
| 10205 | |
|---|
| 10206 | i_2 = *m; |
|---|
| 10207 | for (j = 1; j <= i_2; ++j) { |
|---|
| 10208 | g = 0.; |
|---|
| 10209 | |
|---|
| 10210 | i_3 = *igh; |
|---|
| 10211 | for (i = mp; i <= i_3; ++i) { |
|---|
| 10212 | /* L110: */ |
|---|
| 10213 | g += ort[i] * z[i + j * z_dim1]; |
|---|
| 10214 | } |
|---|
| 10215 | /* .......... DIVISOR BELOW IS NEGATIVE OF H FORMED IN ORTHES. |
|---|
| 10216 | */ |
|---|
| 10217 | /* DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 10218 | .... */ |
|---|
| 10219 | g = g / ort[mp] / a[mp + (mp - 1) * a_dim1]; |
|---|
| 10220 | |
|---|
| 10221 | i_3 = *igh; |
|---|
| 10222 | for (i = mp; i <= i_3; ++i) { |
|---|
| 10223 | /* L120: */ |
|---|
| 10224 | z[i + j * z_dim1] += g * ort[i]; |
|---|
| 10225 | } |
|---|
| 10226 | |
|---|
| 10227 | /* L130: */ |
|---|
| 10228 | } |
|---|
| 10229 | |
|---|
| 10230 | L140: |
|---|
| 10231 | ; |
|---|
| 10232 | } |
|---|
| 10233 | |
|---|
| 10234 | L200: |
|---|
| 10235 | return 0; |
|---|
| 10236 | } /* ortbak_ */ |
|---|
| 10237 | |
|---|
| 10238 | /* Subroutine */ int orthes_(integer *nm, integer *n, integer *low, integer * |
|---|
| 10239 | igh, doublereal *a, doublereal *ort) |
|---|
| 10240 | { |
|---|
| 10241 | /* System generated locals */ |
|---|
| 10242 | integer a_dim1, a_offset, i_1, i_2, i_3; |
|---|
| 10243 | doublereal d_1; |
|---|
| 10244 | |
|---|
| 10245 | /* Builtin functions */ |
|---|
| 10246 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 10247 | |
|---|
| 10248 | /* Local variables */ |
|---|
| 10249 | static doublereal f, g, h; |
|---|
| 10250 | static integer i, j, m; |
|---|
| 10251 | static doublereal scale; |
|---|
| 10252 | static integer la, ii, jj, mp, kp1; |
|---|
| 10253 | |
|---|
| 10254 | |
|---|
| 10255 | |
|---|
| 10256 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ORTHES, */ |
|---|
| 10257 | /* NUM. MATH. 12, 349-368(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 10258 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 339-358(1971). */ |
|---|
| 10259 | |
|---|
| 10260 | /* GIVEN A REAL GENERAL MATRIX, THIS SUBROUTINE */ |
|---|
| 10261 | /* REDUCES A SUBMATRIX SITUATED IN ROWS AND COLUMNS */ |
|---|
| 10262 | /* LOW THROUGH IGH TO UPPER HESSENBERG FORM BY */ |
|---|
| 10263 | /* ORTHOGONAL SIMILARITY TRANSFORMATIONS. */ |
|---|
| 10264 | |
|---|
| 10265 | /* ON INPUT */ |
|---|
| 10266 | |
|---|
| 10267 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 10268 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 10269 | /* DIMENSION STATEMENT. */ |
|---|
| 10270 | |
|---|
| 10271 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 10272 | |
|---|
| 10273 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 10274 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 10275 | /* SET LOW=1, IGH=N. */ |
|---|
| 10276 | |
|---|
| 10277 | /* A CONTAINS THE INPUT MATRIX. */ |
|---|
| 10278 | |
|---|
| 10279 | /* ON OUTPUT */ |
|---|
| 10280 | |
|---|
| 10281 | /* A CONTAINS THE HESSENBERG MATRIX. INFORMATION ABOUT */ |
|---|
| 10282 | /* THE ORTHOGONAL TRANSFORMATIONS USED IN THE REDUCTION */ |
|---|
| 10283 | /* IS STORED IN THE REMAINING TRIANGLE UNDER THE */ |
|---|
| 10284 | /* HESSENBERG MATRIX. */ |
|---|
| 10285 | |
|---|
| 10286 | /* ORT CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATIONS. */ |
|---|
| 10287 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 10288 | |
|---|
| 10289 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 10290 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 10291 | */ |
|---|
| 10292 | |
|---|
| 10293 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 10294 | |
|---|
| 10295 | /* ------------------------------------------------------------------ |
|---|
| 10296 | */ |
|---|
| 10297 | |
|---|
| 10298 | /* Parameter adjustments */ |
|---|
| 10299 | a_dim1 = *nm; |
|---|
| 10300 | a_offset = a_dim1 + 1; |
|---|
| 10301 | a -= a_offset; |
|---|
| 10302 | --ort; |
|---|
| 10303 | |
|---|
| 10304 | /* Function Body */ |
|---|
| 10305 | la = *igh - 1; |
|---|
| 10306 | kp1 = *low + 1; |
|---|
| 10307 | if (la < kp1) { |
|---|
| 10308 | goto L200; |
|---|
| 10309 | } |
|---|
| 10310 | |
|---|
| 10311 | i_1 = la; |
|---|
| 10312 | for (m = kp1; m <= i_1; ++m) { |
|---|
| 10313 | h = 0.; |
|---|
| 10314 | ort[m] = 0.; |
|---|
| 10315 | scale = 0.; |
|---|
| 10316 | /* .......... SCALE COLUMN (ALGOL TOL THEN NOT NEEDED) .......... |
|---|
| 10317 | */ |
|---|
| 10318 | i_2 = *igh; |
|---|
| 10319 | for (i = m; i <= i_2; ++i) { |
|---|
| 10320 | /* L90: */ |
|---|
| 10321 | scale += (d_1 = a[i + (m - 1) * a_dim1], abs(d_1)); |
|---|
| 10322 | } |
|---|
| 10323 | |
|---|
| 10324 | if (scale == 0.) { |
|---|
| 10325 | goto L180; |
|---|
| 10326 | } |
|---|
| 10327 | mp = m + *igh; |
|---|
| 10328 | /* .......... FOR I=IGH STEP -1 UNTIL M DO -- .......... */ |
|---|
| 10329 | i_2 = *igh; |
|---|
| 10330 | for (ii = m; ii <= i_2; ++ii) { |
|---|
| 10331 | i = mp - ii; |
|---|
| 10332 | ort[i] = a[i + (m - 1) * a_dim1] / scale; |
|---|
| 10333 | h += ort[i] * ort[i]; |
|---|
| 10334 | /* L100: */ |
|---|
| 10335 | } |
|---|
| 10336 | |
|---|
| 10337 | d_1 = sqrt(h); |
|---|
| 10338 | g = -d_sign(&d_1, &ort[m]); |
|---|
| 10339 | h -= ort[m] * g; |
|---|
| 10340 | ort[m] -= g; |
|---|
| 10341 | /* .......... FORM (I-(U*UT)/H) * A .......... */ |
|---|
| 10342 | i_2 = *n; |
|---|
| 10343 | for (j = m; j <= i_2; ++j) { |
|---|
| 10344 | f = 0.; |
|---|
| 10345 | /* .......... FOR I=IGH STEP -1 UNTIL M DO -- .......... */ |
|---|
| 10346 | i_3 = *igh; |
|---|
| 10347 | for (ii = m; ii <= i_3; ++ii) { |
|---|
| 10348 | i = mp - ii; |
|---|
| 10349 | f += ort[i] * a[i + j * a_dim1]; |
|---|
| 10350 | /* L110: */ |
|---|
| 10351 | } |
|---|
| 10352 | |
|---|
| 10353 | f /= h; |
|---|
| 10354 | |
|---|
| 10355 | i_3 = *igh; |
|---|
| 10356 | for (i = m; i <= i_3; ++i) { |
|---|
| 10357 | /* L120: */ |
|---|
| 10358 | a[i + j * a_dim1] -= f * ort[i]; |
|---|
| 10359 | } |
|---|
| 10360 | |
|---|
| 10361 | /* L130: */ |
|---|
| 10362 | } |
|---|
| 10363 | /* .......... FORM (I-(U*UT)/H)*A*(I-(U*UT)/H) .......... */ |
|---|
| 10364 | i_2 = *igh; |
|---|
| 10365 | for (i = 1; i <= i_2; ++i) { |
|---|
| 10366 | f = 0.; |
|---|
| 10367 | /* .......... FOR J=IGH STEP -1 UNTIL M DO -- .......... */ |
|---|
| 10368 | i_3 = *igh; |
|---|
| 10369 | for (jj = m; jj <= i_3; ++jj) { |
|---|
| 10370 | j = mp - jj; |
|---|
| 10371 | f += ort[j] * a[i + j * a_dim1]; |
|---|
| 10372 | /* L140: */ |
|---|
| 10373 | } |
|---|
| 10374 | |
|---|
| 10375 | f /= h; |
|---|
| 10376 | |
|---|
| 10377 | i_3 = *igh; |
|---|
| 10378 | for (j = m; j <= i_3; ++j) { |
|---|
| 10379 | /* L150: */ |
|---|
| 10380 | a[i + j * a_dim1] -= f * ort[j]; |
|---|
| 10381 | } |
|---|
| 10382 | |
|---|
| 10383 | /* L160: */ |
|---|
| 10384 | } |
|---|
| 10385 | |
|---|
| 10386 | ort[m] = scale * ort[m]; |
|---|
| 10387 | a[m + (m - 1) * a_dim1] = scale * g; |
|---|
| 10388 | L180: |
|---|
| 10389 | ; |
|---|
| 10390 | } |
|---|
| 10391 | |
|---|
| 10392 | L200: |
|---|
| 10393 | return 0; |
|---|
| 10394 | } /* orthes_ */ |
|---|
| 10395 | |
|---|
| 10396 | /* Subroutine */ int ortran_(integer *nm, integer *n, integer *low, integer * |
|---|
| 10397 | igh, doublereal *a, doublereal *ort, doublereal *z) |
|---|
| 10398 | { |
|---|
| 10399 | /* System generated locals */ |
|---|
| 10400 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 10401 | |
|---|
| 10402 | /* Local variables */ |
|---|
| 10403 | static doublereal g; |
|---|
| 10404 | static integer i, j, kl, mm, mp, mp1; |
|---|
| 10405 | |
|---|
| 10406 | |
|---|
| 10407 | |
|---|
| 10408 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE ORTRANS, */ |
|---|
| 10409 | /* NUM. MATH. 16, 181-204(1970) BY PETERS AND WILKINSON. */ |
|---|
| 10410 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971). */ |
|---|
| 10411 | |
|---|
| 10412 | /* THIS SUBROUTINE ACCUMULATES THE ORTHOGONAL SIMILARITY */ |
|---|
| 10413 | /* TRANSFORMATIONS USED IN THE REDUCTION OF A REAL GENERAL */ |
|---|
| 10414 | /* MATRIX TO UPPER HESSENBERG FORM BY ORTHES. */ |
|---|
| 10415 | |
|---|
| 10416 | /* ON INPUT */ |
|---|
| 10417 | |
|---|
| 10418 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 10419 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 10420 | /* DIMENSION STATEMENT. */ |
|---|
| 10421 | |
|---|
| 10422 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 10423 | |
|---|
| 10424 | /* LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING */ |
|---|
| 10425 | /* SUBROUTINE BALANC. IF BALANC HAS NOT BEEN USED, */ |
|---|
| 10426 | /* SET LOW=1, IGH=N. */ |
|---|
| 10427 | |
|---|
| 10428 | /* A CONTAINS INFORMATION ABOUT THE ORTHOGONAL TRANS- */ |
|---|
| 10429 | /* FORMATIONS USED IN THE REDUCTION BY ORTHES */ |
|---|
| 10430 | /* IN ITS STRICT LOWER TRIANGLE. */ |
|---|
| 10431 | |
|---|
| 10432 | /* ORT CONTAINS FURTHER INFORMATION ABOUT THE TRANS- */ |
|---|
| 10433 | /* FORMATIONS USED IN THE REDUCTION BY ORTHES. */ |
|---|
| 10434 | /* ONLY ELEMENTS LOW THROUGH IGH ARE USED. */ |
|---|
| 10435 | |
|---|
| 10436 | /* ON OUTPUT */ |
|---|
| 10437 | |
|---|
| 10438 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE */ |
|---|
| 10439 | /* REDUCTION BY ORTHES. */ |
|---|
| 10440 | |
|---|
| 10441 | /* ORT HAS BEEN ALTERED. */ |
|---|
| 10442 | |
|---|
| 10443 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 10444 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 10445 | */ |
|---|
| 10446 | |
|---|
| 10447 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 10448 | |
|---|
| 10449 | /* ------------------------------------------------------------------ |
|---|
| 10450 | */ |
|---|
| 10451 | |
|---|
| 10452 | /* .......... INITIALIZE Z TO IDENTITY MATRIX .......... */ |
|---|
| 10453 | /* Parameter adjustments */ |
|---|
| 10454 | z_dim1 = *nm; |
|---|
| 10455 | z_offset = z_dim1 + 1; |
|---|
| 10456 | z -= z_offset; |
|---|
| 10457 | --ort; |
|---|
| 10458 | a_dim1 = *nm; |
|---|
| 10459 | a_offset = a_dim1 + 1; |
|---|
| 10460 | a -= a_offset; |
|---|
| 10461 | |
|---|
| 10462 | /* Function Body */ |
|---|
| 10463 | i_1 = *n; |
|---|
| 10464 | for (j = 1; j <= i_1; ++j) { |
|---|
| 10465 | |
|---|
| 10466 | i_2 = *n; |
|---|
| 10467 | for (i = 1; i <= i_2; ++i) { |
|---|
| 10468 | /* L60: */ |
|---|
| 10469 | z[i + j * z_dim1] = 0.; |
|---|
| 10470 | } |
|---|
| 10471 | |
|---|
| 10472 | z[j + j * z_dim1] = 1.; |
|---|
| 10473 | /* L80: */ |
|---|
| 10474 | } |
|---|
| 10475 | |
|---|
| 10476 | kl = *igh - *low - 1; |
|---|
| 10477 | if (kl < 1) { |
|---|
| 10478 | goto L200; |
|---|
| 10479 | } |
|---|
| 10480 | /* .......... FOR MP=IGH-1 STEP -1 UNTIL LOW+1 DO -- .......... */ |
|---|
| 10481 | i_1 = kl; |
|---|
| 10482 | for (mm = 1; mm <= i_1; ++mm) { |
|---|
| 10483 | mp = *igh - mm; |
|---|
| 10484 | if (a[mp + (mp - 1) * a_dim1] == 0.) { |
|---|
| 10485 | goto L140; |
|---|
| 10486 | } |
|---|
| 10487 | mp1 = mp + 1; |
|---|
| 10488 | |
|---|
| 10489 | i_2 = *igh; |
|---|
| 10490 | for (i = mp1; i <= i_2; ++i) { |
|---|
| 10491 | /* L100: */ |
|---|
| 10492 | ort[i] = a[i + (mp - 1) * a_dim1]; |
|---|
| 10493 | } |
|---|
| 10494 | |
|---|
| 10495 | i_2 = *igh; |
|---|
| 10496 | for (j = mp; j <= i_2; ++j) { |
|---|
| 10497 | g = 0.; |
|---|
| 10498 | |
|---|
| 10499 | i_3 = *igh; |
|---|
| 10500 | for (i = mp; i <= i_3; ++i) { |
|---|
| 10501 | /* L110: */ |
|---|
| 10502 | g += ort[i] * z[i + j * z_dim1]; |
|---|
| 10503 | } |
|---|
| 10504 | /* .......... DIVISOR BELOW IS NEGATIVE OF H FORMED IN ORTHES. |
|---|
| 10505 | */ |
|---|
| 10506 | /* DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 10507 | .... */ |
|---|
| 10508 | g = g / ort[mp] / a[mp + (mp - 1) * a_dim1]; |
|---|
| 10509 | |
|---|
| 10510 | i_3 = *igh; |
|---|
| 10511 | for (i = mp; i <= i_3; ++i) { |
|---|
| 10512 | /* L120: */ |
|---|
| 10513 | z[i + j * z_dim1] += g * ort[i]; |
|---|
| 10514 | } |
|---|
| 10515 | |
|---|
| 10516 | /* L130: */ |
|---|
| 10517 | } |
|---|
| 10518 | |
|---|
| 10519 | L140: |
|---|
| 10520 | ; |
|---|
| 10521 | } |
|---|
| 10522 | |
|---|
| 10523 | L200: |
|---|
| 10524 | return 0; |
|---|
| 10525 | } /* ortran_ */ |
|---|
| 10526 | |
|---|
| 10527 | /* Subroutine */ int qzhes_(integer *nm, integer *n, doublereal *a, |
|---|
| 10528 | doublereal *b, logical *matz, doublereal *z) |
|---|
| 10529 | { |
|---|
| 10530 | /* System generated locals */ |
|---|
| 10531 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset, i_1, i_2, |
|---|
| 10532 | i_3; |
|---|
| 10533 | doublereal d_1, d_2; |
|---|
| 10534 | |
|---|
| 10535 | /* Builtin functions */ |
|---|
| 10536 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 10537 | |
|---|
| 10538 | /* Local variables */ |
|---|
| 10539 | static integer i, j, k, l; |
|---|
| 10540 | static doublereal r, s, t; |
|---|
| 10541 | static integer l1; |
|---|
| 10542 | static doublereal u1, u2, v1, v2; |
|---|
| 10543 | static integer lb, nk1, nm1, nm2; |
|---|
| 10544 | static doublereal rho; |
|---|
| 10545 | |
|---|
| 10546 | |
|---|
| 10547 | |
|---|
| 10548 | /* THIS SUBROUTINE IS THE FIRST STEP OF THE QZ ALGORITHM */ |
|---|
| 10549 | /* FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS, */ |
|---|
| 10550 | /* SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART. */ |
|---|
| 10551 | |
|---|
| 10552 | /* THIS SUBROUTINE ACCEPTS A PAIR OF REAL GENERAL MATRICES AND */ |
|---|
| 10553 | /* REDUCES ONE OF THEM TO UPPER HESSENBERG FORM AND THE OTHER */ |
|---|
| 10554 | /* TO UPPER TRIANGULAR FORM USING ORTHOGONAL TRANSFORMATIONS. */ |
|---|
| 10555 | /* IT IS USUALLY FOLLOWED BY QZIT, QZVAL AND, POSSIBLY, QZVEC. */ |
|---|
| 10556 | |
|---|
| 10557 | /* ON INPUT */ |
|---|
| 10558 | |
|---|
| 10559 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 10560 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 10561 | /* DIMENSION STATEMENT. */ |
|---|
| 10562 | |
|---|
| 10563 | /* N IS THE ORDER OF THE MATRICES. */ |
|---|
| 10564 | |
|---|
| 10565 | /* A CONTAINS A REAL GENERAL MATRIX. */ |
|---|
| 10566 | |
|---|
| 10567 | /* B CONTAINS A REAL GENERAL MATRIX. */ |
|---|
| 10568 | |
|---|
| 10569 | /* MATZ SHOULD BE SET TO .TRUE. IF THE RIGHT HAND TRANSFORMATIONS |
|---|
| 10570 | */ |
|---|
| 10571 | /* ARE TO BE ACCUMULATED FOR LATER USE IN COMPUTING */ |
|---|
| 10572 | /* EIGENVECTORS, AND TO .FALSE. OTHERWISE. */ |
|---|
| 10573 | |
|---|
| 10574 | /* ON OUTPUT */ |
|---|
| 10575 | |
|---|
| 10576 | /* A HAS BEEN REDUCED TO UPPER HESSENBERG FORM. THE ELEMENTS */ |
|---|
| 10577 | /* BELOW THE FIRST SUBDIAGONAL HAVE BEEN SET TO ZERO. */ |
|---|
| 10578 | |
|---|
| 10579 | /* B HAS BEEN REDUCED TO UPPER TRIANGULAR FORM. THE ELEMENTS */ |
|---|
| 10580 | /* BELOW THE MAIN DIAGONAL HAVE BEEN SET TO ZERO. */ |
|---|
| 10581 | |
|---|
| 10582 | /* Z CONTAINS THE PRODUCT OF THE RIGHT HAND TRANSFORMATIONS IF */ |
|---|
| 10583 | /* MATZ HAS BEEN SET TO .TRUE. OTHERWISE, Z IS NOT REFERENCED. |
|---|
| 10584 | */ |
|---|
| 10585 | |
|---|
| 10586 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 10587 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 10588 | */ |
|---|
| 10589 | |
|---|
| 10590 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 10591 | |
|---|
| 10592 | /* ------------------------------------------------------------------ |
|---|
| 10593 | */ |
|---|
| 10594 | |
|---|
| 10595 | /* .......... INITIALIZE Z .......... */ |
|---|
| 10596 | /* Parameter adjustments */ |
|---|
| 10597 | z_dim1 = *nm; |
|---|
| 10598 | z_offset = z_dim1 + 1; |
|---|
| 10599 | z -= z_offset; |
|---|
| 10600 | b_dim1 = *nm; |
|---|
| 10601 | b_offset = b_dim1 + 1; |
|---|
| 10602 | b -= b_offset; |
|---|
| 10603 | a_dim1 = *nm; |
|---|
| 10604 | a_offset = a_dim1 + 1; |
|---|
| 10605 | a -= a_offset; |
|---|
| 10606 | |
|---|
| 10607 | /* Function Body */ |
|---|
| 10608 | if (! (*matz)) { |
|---|
| 10609 | goto L10; |
|---|
| 10610 | } |
|---|
| 10611 | |
|---|
| 10612 | i_1 = *n; |
|---|
| 10613 | for (j = 1; j <= i_1; ++j) { |
|---|
| 10614 | |
|---|
| 10615 | i_2 = *n; |
|---|
| 10616 | for (i = 1; i <= i_2; ++i) { |
|---|
| 10617 | z[i + j * z_dim1] = 0.; |
|---|
| 10618 | /* L2: */ |
|---|
| 10619 | } |
|---|
| 10620 | |
|---|
| 10621 | z[j + j * z_dim1] = 1.; |
|---|
| 10622 | /* L3: */ |
|---|
| 10623 | } |
|---|
| 10624 | /* .......... REDUCE B TO UPPER TRIANGULAR FORM .......... */ |
|---|
| 10625 | L10: |
|---|
| 10626 | if (*n <= 1) { |
|---|
| 10627 | goto L170; |
|---|
| 10628 | } |
|---|
| 10629 | nm1 = *n - 1; |
|---|
| 10630 | |
|---|
| 10631 | i_1 = nm1; |
|---|
| 10632 | for (l = 1; l <= i_1; ++l) { |
|---|
| 10633 | l1 = l + 1; |
|---|
| 10634 | s = 0.; |
|---|
| 10635 | |
|---|
| 10636 | i_2 = *n; |
|---|
| 10637 | for (i = l1; i <= i_2; ++i) { |
|---|
| 10638 | s += (d_1 = b[i + l * b_dim1], abs(d_1)); |
|---|
| 10639 | /* L20: */ |
|---|
| 10640 | } |
|---|
| 10641 | |
|---|
| 10642 | if (s == 0.) { |
|---|
| 10643 | goto L100; |
|---|
| 10644 | } |
|---|
| 10645 | s += (d_1 = b[l + l * b_dim1], abs(d_1)); |
|---|
| 10646 | r = 0.; |
|---|
| 10647 | |
|---|
| 10648 | i_2 = *n; |
|---|
| 10649 | for (i = l; i <= i_2; ++i) { |
|---|
| 10650 | b[i + l * b_dim1] /= s; |
|---|
| 10651 | /* Computing 2nd power */ |
|---|
| 10652 | d_1 = b[i + l * b_dim1]; |
|---|
| 10653 | r += d_1 * d_1; |
|---|
| 10654 | /* L25: */ |
|---|
| 10655 | } |
|---|
| 10656 | |
|---|
| 10657 | d_1 = sqrt(r); |
|---|
| 10658 | r = d_sign(&d_1, &b[l + l * b_dim1]); |
|---|
| 10659 | b[l + l * b_dim1] += r; |
|---|
| 10660 | rho = r * b[l + l * b_dim1]; |
|---|
| 10661 | |
|---|
| 10662 | i_2 = *n; |
|---|
| 10663 | for (j = l1; j <= i_2; ++j) { |
|---|
| 10664 | t = 0.; |
|---|
| 10665 | |
|---|
| 10666 | i_3 = *n; |
|---|
| 10667 | for (i = l; i <= i_3; ++i) { |
|---|
| 10668 | t += b[i + l * b_dim1] * b[i + j * b_dim1]; |
|---|
| 10669 | /* L30: */ |
|---|
| 10670 | } |
|---|
| 10671 | |
|---|
| 10672 | t = -t / rho; |
|---|
| 10673 | |
|---|
| 10674 | i_3 = *n; |
|---|
| 10675 | for (i = l; i <= i_3; ++i) { |
|---|
| 10676 | b[i + j * b_dim1] += t * b[i + l * b_dim1]; |
|---|
| 10677 | /* L40: */ |
|---|
| 10678 | } |
|---|
| 10679 | |
|---|
| 10680 | /* L50: */ |
|---|
| 10681 | } |
|---|
| 10682 | |
|---|
| 10683 | i_2 = *n; |
|---|
| 10684 | for (j = 1; j <= i_2; ++j) { |
|---|
| 10685 | t = 0.; |
|---|
| 10686 | |
|---|
| 10687 | i_3 = *n; |
|---|
| 10688 | for (i = l; i <= i_3; ++i) { |
|---|
| 10689 | t += b[i + l * b_dim1] * a[i + j * a_dim1]; |
|---|
| 10690 | /* L60: */ |
|---|
| 10691 | } |
|---|
| 10692 | |
|---|
| 10693 | t = -t / rho; |
|---|
| 10694 | |
|---|
| 10695 | i_3 = *n; |
|---|
| 10696 | for (i = l; i <= i_3; ++i) { |
|---|
| 10697 | a[i + j * a_dim1] += t * b[i + l * b_dim1]; |
|---|
| 10698 | /* L70: */ |
|---|
| 10699 | } |
|---|
| 10700 | |
|---|
| 10701 | /* L80: */ |
|---|
| 10702 | } |
|---|
| 10703 | |
|---|
| 10704 | b[l + l * b_dim1] = -s * r; |
|---|
| 10705 | |
|---|
| 10706 | i_2 = *n; |
|---|
| 10707 | for (i = l1; i <= i_2; ++i) { |
|---|
| 10708 | b[i + l * b_dim1] = 0.; |
|---|
| 10709 | /* L90: */ |
|---|
| 10710 | } |
|---|
| 10711 | |
|---|
| 10712 | L100: |
|---|
| 10713 | ; |
|---|
| 10714 | } |
|---|
| 10715 | /* .......... REDUCE A TO UPPER HESSENBERG FORM, WHILE */ |
|---|
| 10716 | /* KEEPING B TRIANGULAR .......... */ |
|---|
| 10717 | if (*n == 2) { |
|---|
| 10718 | goto L170; |
|---|
| 10719 | } |
|---|
| 10720 | nm2 = *n - 2; |
|---|
| 10721 | |
|---|
| 10722 | i_1 = nm2; |
|---|
| 10723 | for (k = 1; k <= i_1; ++k) { |
|---|
| 10724 | nk1 = nm1 - k; |
|---|
| 10725 | /* .......... FOR L=N-1 STEP -1 UNTIL K+1 DO -- .......... */ |
|---|
| 10726 | i_2 = nk1; |
|---|
| 10727 | for (lb = 1; lb <= i_2; ++lb) { |
|---|
| 10728 | l = *n - lb; |
|---|
| 10729 | l1 = l + 1; |
|---|
| 10730 | /* .......... ZERO A(L+1,K) .......... */ |
|---|
| 10731 | s = (d_1 = a[l + k * a_dim1], abs(d_1)) + (d_2 = a[l1 + k * |
|---|
| 10732 | a_dim1], abs(d_2)); |
|---|
| 10733 | if (s == 0.) { |
|---|
| 10734 | goto L150; |
|---|
| 10735 | } |
|---|
| 10736 | u1 = a[l + k * a_dim1] / s; |
|---|
| 10737 | u2 = a[l1 + k * a_dim1] / s; |
|---|
| 10738 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 10739 | r = d_sign(&d_1, &u1); |
|---|
| 10740 | v1 = -(u1 + r) / r; |
|---|
| 10741 | v2 = -u2 / r; |
|---|
| 10742 | u2 = v2 / v1; |
|---|
| 10743 | |
|---|
| 10744 | i_3 = *n; |
|---|
| 10745 | for (j = k; j <= i_3; ++j) { |
|---|
| 10746 | t = a[l + j * a_dim1] + u2 * a[l1 + j * a_dim1]; |
|---|
| 10747 | a[l + j * a_dim1] += t * v1; |
|---|
| 10748 | a[l1 + j * a_dim1] += t * v2; |
|---|
| 10749 | /* L110: */ |
|---|
| 10750 | } |
|---|
| 10751 | |
|---|
| 10752 | a[l1 + k * a_dim1] = 0.; |
|---|
| 10753 | |
|---|
| 10754 | i_3 = *n; |
|---|
| 10755 | for (j = l; j <= i_3; ++j) { |
|---|
| 10756 | t = b[l + j * b_dim1] + u2 * b[l1 + j * b_dim1]; |
|---|
| 10757 | b[l + j * b_dim1] += t * v1; |
|---|
| 10758 | b[l1 + j * b_dim1] += t * v2; |
|---|
| 10759 | /* L120: */ |
|---|
| 10760 | } |
|---|
| 10761 | /* .......... ZERO B(L+1,L) .......... */ |
|---|
| 10762 | s = (d_1 = b[l1 + l1 * b_dim1], abs(d_1)) + (d_2 = b[l1 + l * |
|---|
| 10763 | b_dim1], abs(d_2)); |
|---|
| 10764 | if (s == 0.) { |
|---|
| 10765 | goto L150; |
|---|
| 10766 | } |
|---|
| 10767 | u1 = b[l1 + l1 * b_dim1] / s; |
|---|
| 10768 | u2 = b[l1 + l * b_dim1] / s; |
|---|
| 10769 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 10770 | r = d_sign(&d_1, &u1); |
|---|
| 10771 | v1 = -(u1 + r) / r; |
|---|
| 10772 | v2 = -u2 / r; |
|---|
| 10773 | u2 = v2 / v1; |
|---|
| 10774 | |
|---|
| 10775 | i_3 = l1; |
|---|
| 10776 | for (i = 1; i <= i_3; ++i) { |
|---|
| 10777 | t = b[i + l1 * b_dim1] + u2 * b[i + l * b_dim1]; |
|---|
| 10778 | b[i + l1 * b_dim1] += t * v1; |
|---|
| 10779 | b[i + l * b_dim1] += t * v2; |
|---|
| 10780 | /* L130: */ |
|---|
| 10781 | } |
|---|
| 10782 | |
|---|
| 10783 | b[l1 + l * b_dim1] = 0.; |
|---|
| 10784 | |
|---|
| 10785 | i_3 = *n; |
|---|
| 10786 | for (i = 1; i <= i_3; ++i) { |
|---|
| 10787 | t = a[i + l1 * a_dim1] + u2 * a[i + l * a_dim1]; |
|---|
| 10788 | a[i + l1 * a_dim1] += t * v1; |
|---|
| 10789 | a[i + l * a_dim1] += t * v2; |
|---|
| 10790 | /* L140: */ |
|---|
| 10791 | } |
|---|
| 10792 | |
|---|
| 10793 | if (! (*matz)) { |
|---|
| 10794 | goto L150; |
|---|
| 10795 | } |
|---|
| 10796 | |
|---|
| 10797 | i_3 = *n; |
|---|
| 10798 | for (i = 1; i <= i_3; ++i) { |
|---|
| 10799 | t = z[i + l1 * z_dim1] + u2 * z[i + l * z_dim1]; |
|---|
| 10800 | z[i + l1 * z_dim1] += t * v1; |
|---|
| 10801 | z[i + l * z_dim1] += t * v2; |
|---|
| 10802 | /* L145: */ |
|---|
| 10803 | } |
|---|
| 10804 | |
|---|
| 10805 | L150: |
|---|
| 10806 | ; |
|---|
| 10807 | } |
|---|
| 10808 | |
|---|
| 10809 | /* L160: */ |
|---|
| 10810 | } |
|---|
| 10811 | |
|---|
| 10812 | L170: |
|---|
| 10813 | return 0; |
|---|
| 10814 | } /* qzhes_ */ |
|---|
| 10815 | |
|---|
| 10816 | /* Subroutine */ int qzit_(integer *nm, integer *n, doublereal *a, doublereal |
|---|
| 10817 | *b, doublereal *eps1, logical *matz, doublereal *z, integer *ierr) |
|---|
| 10818 | { |
|---|
| 10819 | /* System generated locals */ |
|---|
| 10820 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset, i_1, i_2, |
|---|
| 10821 | i_3; |
|---|
| 10822 | doublereal d_1, d_2, d_3; |
|---|
| 10823 | |
|---|
| 10824 | /* Builtin functions */ |
|---|
| 10825 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 10826 | |
|---|
| 10827 | /* Local variables */ |
|---|
| 10828 | static doublereal epsa, epsb; |
|---|
| 10829 | static integer i, j, k, l; |
|---|
| 10830 | static doublereal r, s, t, anorm, bnorm; |
|---|
| 10831 | static integer enorn; |
|---|
| 10832 | static doublereal a1, a2, a3; |
|---|
| 10833 | static integer k1, k2, l1; |
|---|
| 10834 | static doublereal u1, u2, u3, v1, v2, v3, a11, a12, a21, a22, a33, a34, |
|---|
| 10835 | a43, a44, b11, b12, b22, b33; |
|---|
| 10836 | static integer na, ld; |
|---|
| 10837 | static doublereal b34, b44; |
|---|
| 10838 | static integer en; |
|---|
| 10839 | static doublereal ep; |
|---|
| 10840 | static integer ll; |
|---|
| 10841 | static doublereal sh; |
|---|
| 10842 | extern doublereal epslon_(doublereal *); |
|---|
| 10843 | static logical notlas; |
|---|
| 10844 | static integer km1, lm1; |
|---|
| 10845 | static doublereal ani, bni; |
|---|
| 10846 | static integer ish, itn, its, enm2, lor1; |
|---|
| 10847 | |
|---|
| 10848 | |
|---|
| 10849 | |
|---|
| 10850 | /* THIS SUBROUTINE IS THE SECOND STEP OF THE QZ ALGORITHM */ |
|---|
| 10851 | /* FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS, */ |
|---|
| 10852 | /* SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART, */ |
|---|
| 10853 | /* AS MODIFIED IN TECHNICAL NOTE NASA TN D-7305(1973) BY WARD. */ |
|---|
| 10854 | |
|---|
| 10855 | /* THIS SUBROUTINE ACCEPTS A PAIR OF REAL MATRICES, ONE OF THEM */ |
|---|
| 10856 | /* IN UPPER HESSENBERG FORM AND THE OTHER IN UPPER TRIANGULAR FORM. */ |
|---|
| 10857 | /* IT REDUCES THE HESSENBERG MATRIX TO QUASI-TRIANGULAR FORM USING */ |
|---|
| 10858 | /* ORTHOGONAL TRANSFORMATIONS WHILE MAINTAINING THE TRIANGULAR FORM */ |
|---|
| 10859 | /* OF THE OTHER MATRIX. IT IS USUALLY PRECEDED BY QZHES AND */ |
|---|
| 10860 | /* FOLLOWED BY QZVAL AND, POSSIBLY, QZVEC. */ |
|---|
| 10861 | |
|---|
| 10862 | /* ON INPUT */ |
|---|
| 10863 | |
|---|
| 10864 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 10865 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 10866 | /* DIMENSION STATEMENT. */ |
|---|
| 10867 | |
|---|
| 10868 | /* N IS THE ORDER OF THE MATRICES. */ |
|---|
| 10869 | |
|---|
| 10870 | /* A CONTAINS A REAL UPPER HESSENBERG MATRIX. */ |
|---|
| 10871 | |
|---|
| 10872 | /* B CONTAINS A REAL UPPER TRIANGULAR MATRIX. */ |
|---|
| 10873 | |
|---|
| 10874 | /* EPS1 IS A TOLERANCE USED TO DETERMINE NEGLIGIBLE ELEMENTS. */ |
|---|
| 10875 | /* EPS1 = 0.0 (OR NEGATIVE) MAY BE INPUT, IN WHICH CASE AN */ |
|---|
| 10876 | /* ELEMENT WILL BE NEGLECTED ONLY IF IT IS LESS THAN ROUNDOFF */ |
|---|
| 10877 | /* ERROR TIMES THE NORM OF ITS MATRIX. IF THE INPUT EPS1 IS */ |
|---|
| 10878 | /* POSITIVE, THEN AN ELEMENT WILL BE CONSIDERED NEGLIGIBLE */ |
|---|
| 10879 | /* IF IT IS LESS THAN EPS1 TIMES THE NORM OF ITS MATRIX. A */ |
|---|
| 10880 | /* POSITIVE VALUE OF EPS1 MAY RESULT IN FASTER EXECUTION, */ |
|---|
| 10881 | /* BUT LESS ACCURATE RESULTS. */ |
|---|
| 10882 | |
|---|
| 10883 | /* MATZ SHOULD BE SET TO .TRUE. IF THE RIGHT HAND TRANSFORMATIONS |
|---|
| 10884 | */ |
|---|
| 10885 | /* ARE TO BE ACCUMULATED FOR LATER USE IN COMPUTING */ |
|---|
| 10886 | /* EIGENVECTORS, AND TO .FALSE. OTHERWISE. */ |
|---|
| 10887 | |
|---|
| 10888 | /* Z CONTAINS, IF MATZ HAS BEEN SET TO .TRUE., THE */ |
|---|
| 10889 | /* TRANSFORMATION MATRIX PRODUCED IN THE REDUCTION */ |
|---|
| 10890 | /* BY QZHES, IF PERFORMED, OR ELSE THE IDENTITY MATRIX. */ |
|---|
| 10891 | /* IF MATZ HAS BEEN SET TO .FALSE., Z IS NOT REFERENCED. */ |
|---|
| 10892 | |
|---|
| 10893 | /* ON OUTPUT */ |
|---|
| 10894 | |
|---|
| 10895 | /* A HAS BEEN REDUCED TO QUASI-TRIANGULAR FORM. THE ELEMENTS */ |
|---|
| 10896 | /* BELOW THE FIRST SUBDIAGONAL ARE STILL ZERO AND NO TWO */ |
|---|
| 10897 | /* CONSECUTIVE SUBDIAGONAL ELEMENTS ARE NONZERO. */ |
|---|
| 10898 | |
|---|
| 10899 | /* B IS STILL IN UPPER TRIANGULAR FORM, ALTHOUGH ITS ELEMENTS */ |
|---|
| 10900 | /* HAVE BEEN ALTERED. THE LOCATION B(N,1) IS USED TO STORE */ |
|---|
| 10901 | /* EPS1 TIMES THE NORM OF B FOR LATER USE BY QZVAL AND QZVEC. |
|---|
| 10902 | */ |
|---|
| 10903 | |
|---|
| 10904 | /* Z CONTAINS THE PRODUCT OF THE RIGHT HAND TRANSFORMATIONS */ |
|---|
| 10905 | /* (FOR BOTH STEPS) IF MATZ HAS BEEN SET TO .TRUE.. */ |
|---|
| 10906 | |
|---|
| 10907 | /* IERR IS SET TO */ |
|---|
| 10908 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 10909 | /* J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED */ |
|---|
| 10910 | /* WHILE THE J-TH EIGENVALUE IS BEING SOUGHT. */ |
|---|
| 10911 | |
|---|
| 10912 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 10913 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 10914 | */ |
|---|
| 10915 | |
|---|
| 10916 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 10917 | |
|---|
| 10918 | /* ------------------------------------------------------------------ |
|---|
| 10919 | */ |
|---|
| 10920 | |
|---|
| 10921 | /* Parameter adjustments */ |
|---|
| 10922 | z_dim1 = *nm; |
|---|
| 10923 | z_offset = z_dim1 + 1; |
|---|
| 10924 | z -= z_offset; |
|---|
| 10925 | b_dim1 = *nm; |
|---|
| 10926 | b_offset = b_dim1 + 1; |
|---|
| 10927 | b -= b_offset; |
|---|
| 10928 | a_dim1 = *nm; |
|---|
| 10929 | a_offset = a_dim1 + 1; |
|---|
| 10930 | a -= a_offset; |
|---|
| 10931 | |
|---|
| 10932 | /* Function Body */ |
|---|
| 10933 | *ierr = 0; |
|---|
| 10934 | /* .......... COMPUTE EPSA,EPSB .......... */ |
|---|
| 10935 | anorm = 0.; |
|---|
| 10936 | bnorm = 0.; |
|---|
| 10937 | |
|---|
| 10938 | i_1 = *n; |
|---|
| 10939 | for (i = 1; i <= i_1; ++i) { |
|---|
| 10940 | ani = 0.; |
|---|
| 10941 | if (i != 1) { |
|---|
| 10942 | ani = (d_1 = a[i + (i - 1) * a_dim1], abs(d_1)); |
|---|
| 10943 | } |
|---|
| 10944 | bni = 0.; |
|---|
| 10945 | |
|---|
| 10946 | i_2 = *n; |
|---|
| 10947 | for (j = i; j <= i_2; ++j) { |
|---|
| 10948 | ani += (d_1 = a[i + j * a_dim1], abs(d_1)); |
|---|
| 10949 | bni += (d_1 = b[i + j * b_dim1], abs(d_1)); |
|---|
| 10950 | /* L20: */ |
|---|
| 10951 | } |
|---|
| 10952 | |
|---|
| 10953 | if (ani > anorm) { |
|---|
| 10954 | anorm = ani; |
|---|
| 10955 | } |
|---|
| 10956 | if (bni > bnorm) { |
|---|
| 10957 | bnorm = bni; |
|---|
| 10958 | } |
|---|
| 10959 | /* L30: */ |
|---|
| 10960 | } |
|---|
| 10961 | |
|---|
| 10962 | if (anorm == 0.) { |
|---|
| 10963 | anorm = 1.; |
|---|
| 10964 | } |
|---|
| 10965 | if (bnorm == 0.) { |
|---|
| 10966 | bnorm = 1.; |
|---|
| 10967 | } |
|---|
| 10968 | ep = *eps1; |
|---|
| 10969 | if (ep > 0.) { |
|---|
| 10970 | goto L50; |
|---|
| 10971 | } |
|---|
| 10972 | /* .......... USE ROUNDOFF LEVEL IF EPS1 IS ZERO .......... */ |
|---|
| 10973 | ep = epslon_(&c_b141); |
|---|
| 10974 | L50: |
|---|
| 10975 | epsa = ep * anorm; |
|---|
| 10976 | epsb = ep * bnorm; |
|---|
| 10977 | /* .......... REDUCE A TO QUASI-TRIANGULAR FORM, WHILE */ |
|---|
| 10978 | /* KEEPING B TRIANGULAR .......... */ |
|---|
| 10979 | lor1 = 1; |
|---|
| 10980 | enorn = *n; |
|---|
| 10981 | en = *n; |
|---|
| 10982 | itn = *n * 30; |
|---|
| 10983 | /* .......... BEGIN QZ STEP .......... */ |
|---|
| 10984 | L60: |
|---|
| 10985 | if (en <= 2) { |
|---|
| 10986 | goto L1001; |
|---|
| 10987 | } |
|---|
| 10988 | if (! (*matz)) { |
|---|
| 10989 | enorn = en; |
|---|
| 10990 | } |
|---|
| 10991 | its = 0; |
|---|
| 10992 | na = en - 1; |
|---|
| 10993 | enm2 = na - 1; |
|---|
| 10994 | L70: |
|---|
| 10995 | ish = 2; |
|---|
| 10996 | /* .......... CHECK FOR CONVERGENCE OR REDUCIBILITY. */ |
|---|
| 10997 | /* FOR L=EN STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 10998 | i_1 = en; |
|---|
| 10999 | for (ll = 1; ll <= i_1; ++ll) { |
|---|
| 11000 | lm1 = en - ll; |
|---|
| 11001 | l = lm1 + 1; |
|---|
| 11002 | if (l == 1) { |
|---|
| 11003 | goto L95; |
|---|
| 11004 | } |
|---|
| 11005 | if ((d_1 = a[l + lm1 * a_dim1], abs(d_1)) <= epsa) { |
|---|
| 11006 | goto L90; |
|---|
| 11007 | } |
|---|
| 11008 | /* L80: */ |
|---|
| 11009 | } |
|---|
| 11010 | |
|---|
| 11011 | L90: |
|---|
| 11012 | a[l + lm1 * a_dim1] = 0.; |
|---|
| 11013 | if (l < na) { |
|---|
| 11014 | goto L95; |
|---|
| 11015 | } |
|---|
| 11016 | /* .......... 1-BY-1 OR 2-BY-2 BLOCK ISOLATED .......... */ |
|---|
| 11017 | en = lm1; |
|---|
| 11018 | goto L60; |
|---|
| 11019 | /* .......... CHECK FOR SMALL TOP OF B .......... */ |
|---|
| 11020 | L95: |
|---|
| 11021 | ld = l; |
|---|
| 11022 | L100: |
|---|
| 11023 | l1 = l + 1; |
|---|
| 11024 | b11 = b[l + l * b_dim1]; |
|---|
| 11025 | if (abs(b11) > epsb) { |
|---|
| 11026 | goto L120; |
|---|
| 11027 | } |
|---|
| 11028 | b[l + l * b_dim1] = 0.; |
|---|
| 11029 | s = (d_1 = a[l + l * a_dim1], abs(d_1)) + (d_2 = a[l1 + l * a_dim1], |
|---|
| 11030 | abs(d_2)); |
|---|
| 11031 | u1 = a[l + l * a_dim1] / s; |
|---|
| 11032 | u2 = a[l1 + l * a_dim1] / s; |
|---|
| 11033 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 11034 | r = d_sign(&d_1, &u1); |
|---|
| 11035 | v1 = -(u1 + r) / r; |
|---|
| 11036 | v2 = -u2 / r; |
|---|
| 11037 | u2 = v2 / v1; |
|---|
| 11038 | |
|---|
| 11039 | i_1 = enorn; |
|---|
| 11040 | for (j = l; j <= i_1; ++j) { |
|---|
| 11041 | t = a[l + j * a_dim1] + u2 * a[l1 + j * a_dim1]; |
|---|
| 11042 | a[l + j * a_dim1] += t * v1; |
|---|
| 11043 | a[l1 + j * a_dim1] += t * v2; |
|---|
| 11044 | t = b[l + j * b_dim1] + u2 * b[l1 + j * b_dim1]; |
|---|
| 11045 | b[l + j * b_dim1] += t * v1; |
|---|
| 11046 | b[l1 + j * b_dim1] += t * v2; |
|---|
| 11047 | /* L110: */ |
|---|
| 11048 | } |
|---|
| 11049 | |
|---|
| 11050 | if (l != 1) { |
|---|
| 11051 | a[l + lm1 * a_dim1] = -a[l + lm1 * a_dim1]; |
|---|
| 11052 | } |
|---|
| 11053 | lm1 = l; |
|---|
| 11054 | l = l1; |
|---|
| 11055 | goto L90; |
|---|
| 11056 | L120: |
|---|
| 11057 | a11 = a[l + l * a_dim1] / b11; |
|---|
| 11058 | a21 = a[l1 + l * a_dim1] / b11; |
|---|
| 11059 | if (ish == 1) { |
|---|
| 11060 | goto L140; |
|---|
| 11061 | } |
|---|
| 11062 | /* .......... ITERATION STRATEGY .......... */ |
|---|
| 11063 | if (itn == 0) { |
|---|
| 11064 | goto L1000; |
|---|
| 11065 | } |
|---|
| 11066 | if (its == 10) { |
|---|
| 11067 | goto L155; |
|---|
| 11068 | } |
|---|
| 11069 | /* .......... DETERMINE TYPE OF SHIFT .......... */ |
|---|
| 11070 | b22 = b[l1 + l1 * b_dim1]; |
|---|
| 11071 | if (abs(b22) < epsb) { |
|---|
| 11072 | b22 = epsb; |
|---|
| 11073 | } |
|---|
| 11074 | b33 = b[na + na * b_dim1]; |
|---|
| 11075 | if (abs(b33) < epsb) { |
|---|
| 11076 | b33 = epsb; |
|---|
| 11077 | } |
|---|
| 11078 | b44 = b[en + en * b_dim1]; |
|---|
| 11079 | if (abs(b44) < epsb) { |
|---|
| 11080 | b44 = epsb; |
|---|
| 11081 | } |
|---|
| 11082 | a33 = a[na + na * a_dim1] / b33; |
|---|
| 11083 | a34 = a[na + en * a_dim1] / b44; |
|---|
| 11084 | a43 = a[en + na * a_dim1] / b33; |
|---|
| 11085 | a44 = a[en + en * a_dim1] / b44; |
|---|
| 11086 | b34 = b[na + en * b_dim1] / b44; |
|---|
| 11087 | t = (a43 * b34 - a33 - a44) * .5; |
|---|
| 11088 | r = t * t + a34 * a43 - a33 * a44; |
|---|
| 11089 | if (r < 0.) { |
|---|
| 11090 | goto L150; |
|---|
| 11091 | } |
|---|
| 11092 | /* .......... DETERMINE SINGLE SHIFT ZEROTH COLUMN OF A .......... */ |
|---|
| 11093 | ish = 1; |
|---|
| 11094 | r = sqrt(r); |
|---|
| 11095 | sh = -t + r; |
|---|
| 11096 | s = -t - r; |
|---|
| 11097 | if ((d_1 = s - a44, abs(d_1)) < (d_2 = sh - a44, abs(d_2))) { |
|---|
| 11098 | sh = s; |
|---|
| 11099 | } |
|---|
| 11100 | /* .......... LOOK FOR TWO CONSECUTIVE SMALL */ |
|---|
| 11101 | /* SUB-DIAGONAL ELEMENTS OF A. */ |
|---|
| 11102 | /* FOR L=EN-2 STEP -1 UNTIL LD DO -- .......... */ |
|---|
| 11103 | i_1 = enm2; |
|---|
| 11104 | for (ll = ld; ll <= i_1; ++ll) { |
|---|
| 11105 | l = enm2 + ld - ll; |
|---|
| 11106 | if (l == ld) { |
|---|
| 11107 | goto L140; |
|---|
| 11108 | } |
|---|
| 11109 | lm1 = l - 1; |
|---|
| 11110 | l1 = l + 1; |
|---|
| 11111 | t = a[l + l * a_dim1]; |
|---|
| 11112 | if ((d_1 = b[l + l * b_dim1], abs(d_1)) > epsb) { |
|---|
| 11113 | t -= sh * b[l + l * b_dim1]; |
|---|
| 11114 | } |
|---|
| 11115 | if ((d_1 = a[l + lm1 * a_dim1], abs(d_1)) <= (d_2 = t / a[l1 + l * |
|---|
| 11116 | a_dim1], abs(d_2)) * epsa) { |
|---|
| 11117 | goto L100; |
|---|
| 11118 | } |
|---|
| 11119 | /* L130: */ |
|---|
| 11120 | } |
|---|
| 11121 | |
|---|
| 11122 | L140: |
|---|
| 11123 | a1 = a11 - sh; |
|---|
| 11124 | a2 = a21; |
|---|
| 11125 | if (l != ld) { |
|---|
| 11126 | a[l + lm1 * a_dim1] = -a[l + lm1 * a_dim1]; |
|---|
| 11127 | } |
|---|
| 11128 | goto L160; |
|---|
| 11129 | /* .......... DETERMINE DOUBLE SHIFT ZEROTH COLUMN OF A .......... */ |
|---|
| 11130 | L150: |
|---|
| 11131 | a12 = a[l + l1 * a_dim1] / b22; |
|---|
| 11132 | a22 = a[l1 + l1 * a_dim1] / b22; |
|---|
| 11133 | b12 = b[l + l1 * b_dim1] / b22; |
|---|
| 11134 | a1 = ((a33 - a11) * (a44 - a11) - a34 * a43 + a43 * b34 * a11) / a21 + |
|---|
| 11135 | a12 - a11 * b12; |
|---|
| 11136 | a2 = a22 - a11 - a21 * b12 - (a33 - a11) - (a44 - a11) + a43 * b34; |
|---|
| 11137 | a3 = a[l1 + 1 + l1 * a_dim1] / b22; |
|---|
| 11138 | goto L160; |
|---|
| 11139 | /* .......... AD HOC SHIFT .......... */ |
|---|
| 11140 | L155: |
|---|
| 11141 | a1 = 0.; |
|---|
| 11142 | a2 = 1.; |
|---|
| 11143 | a3 = 1.1605; |
|---|
| 11144 | L160: |
|---|
| 11145 | ++its; |
|---|
| 11146 | --itn; |
|---|
| 11147 | if (! (*matz)) { |
|---|
| 11148 | lor1 = ld; |
|---|
| 11149 | } |
|---|
| 11150 | /* .......... MAIN LOOP .......... */ |
|---|
| 11151 | i_1 = na; |
|---|
| 11152 | for (k = l; k <= i_1; ++k) { |
|---|
| 11153 | notlas = k != na && ish == 2; |
|---|
| 11154 | k1 = k + 1; |
|---|
| 11155 | k2 = k + 2; |
|---|
| 11156 | /* Computing MAX */ |
|---|
| 11157 | i_2 = k - 1; |
|---|
| 11158 | km1 = max(i_2,l); |
|---|
| 11159 | /* Computing MIN */ |
|---|
| 11160 | i_2 = en, i_3 = k1 + ish; |
|---|
| 11161 | ll = min(i_2,i_3); |
|---|
| 11162 | if (notlas) { |
|---|
| 11163 | goto L190; |
|---|
| 11164 | } |
|---|
| 11165 | /* .......... ZERO A(K+1,K-1) .......... */ |
|---|
| 11166 | if (k == l) { |
|---|
| 11167 | goto L170; |
|---|
| 11168 | } |
|---|
| 11169 | a1 = a[k + km1 * a_dim1]; |
|---|
| 11170 | a2 = a[k1 + km1 * a_dim1]; |
|---|
| 11171 | L170: |
|---|
| 11172 | s = abs(a1) + abs(a2); |
|---|
| 11173 | if (s == 0.) { |
|---|
| 11174 | goto L70; |
|---|
| 11175 | } |
|---|
| 11176 | u1 = a1 / s; |
|---|
| 11177 | u2 = a2 / s; |
|---|
| 11178 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 11179 | r = d_sign(&d_1, &u1); |
|---|
| 11180 | v1 = -(u1 + r) / r; |
|---|
| 11181 | v2 = -u2 / r; |
|---|
| 11182 | u2 = v2 / v1; |
|---|
| 11183 | |
|---|
| 11184 | i_2 = enorn; |
|---|
| 11185 | for (j = km1; j <= i_2; ++j) { |
|---|
| 11186 | t = a[k + j * a_dim1] + u2 * a[k1 + j * a_dim1]; |
|---|
| 11187 | a[k + j * a_dim1] += t * v1; |
|---|
| 11188 | a[k1 + j * a_dim1] += t * v2; |
|---|
| 11189 | t = b[k + j * b_dim1] + u2 * b[k1 + j * b_dim1]; |
|---|
| 11190 | b[k + j * b_dim1] += t * v1; |
|---|
| 11191 | b[k1 + j * b_dim1] += t * v2; |
|---|
| 11192 | /* L180: */ |
|---|
| 11193 | } |
|---|
| 11194 | |
|---|
| 11195 | if (k != l) { |
|---|
| 11196 | a[k1 + km1 * a_dim1] = 0.; |
|---|
| 11197 | } |
|---|
| 11198 | goto L240; |
|---|
| 11199 | /* .......... ZERO A(K+1,K-1) AND A(K+2,K-1) .......... */ |
|---|
| 11200 | L190: |
|---|
| 11201 | if (k == l) { |
|---|
| 11202 | goto L200; |
|---|
| 11203 | } |
|---|
| 11204 | a1 = a[k + km1 * a_dim1]; |
|---|
| 11205 | a2 = a[k1 + km1 * a_dim1]; |
|---|
| 11206 | a3 = a[k2 + km1 * a_dim1]; |
|---|
| 11207 | L200: |
|---|
| 11208 | s = abs(a1) + abs(a2) + abs(a3); |
|---|
| 11209 | if (s == 0.) { |
|---|
| 11210 | goto L260; |
|---|
| 11211 | } |
|---|
| 11212 | u1 = a1 / s; |
|---|
| 11213 | u2 = a2 / s; |
|---|
| 11214 | u3 = a3 / s; |
|---|
| 11215 | d_1 = sqrt(u1 * u1 + u2 * u2 + u3 * u3); |
|---|
| 11216 | r = d_sign(&d_1, &u1); |
|---|
| 11217 | v1 = -(u1 + r) / r; |
|---|
| 11218 | v2 = -u2 / r; |
|---|
| 11219 | v3 = -u3 / r; |
|---|
| 11220 | u2 = v2 / v1; |
|---|
| 11221 | u3 = v3 / v1; |
|---|
| 11222 | |
|---|
| 11223 | i_2 = enorn; |
|---|
| 11224 | for (j = km1; j <= i_2; ++j) { |
|---|
| 11225 | t = a[k + j * a_dim1] + u2 * a[k1 + j * a_dim1] + u3 * a[k2 + j * |
|---|
| 11226 | a_dim1]; |
|---|
| 11227 | a[k + j * a_dim1] += t * v1; |
|---|
| 11228 | a[k1 + j * a_dim1] += t * v2; |
|---|
| 11229 | a[k2 + j * a_dim1] += t * v3; |
|---|
| 11230 | t = b[k + j * b_dim1] + u2 * b[k1 + j * b_dim1] + u3 * b[k2 + j * |
|---|
| 11231 | b_dim1]; |
|---|
| 11232 | b[k + j * b_dim1] += t * v1; |
|---|
| 11233 | b[k1 + j * b_dim1] += t * v2; |
|---|
| 11234 | b[k2 + j * b_dim1] += t * v3; |
|---|
| 11235 | /* L210: */ |
|---|
| 11236 | } |
|---|
| 11237 | |
|---|
| 11238 | if (k == l) { |
|---|
| 11239 | goto L220; |
|---|
| 11240 | } |
|---|
| 11241 | a[k1 + km1 * a_dim1] = 0.; |
|---|
| 11242 | a[k2 + km1 * a_dim1] = 0.; |
|---|
| 11243 | /* .......... ZERO B(K+2,K+1) AND B(K+2,K) .......... */ |
|---|
| 11244 | L220: |
|---|
| 11245 | s = (d_1 = b[k2 + k2 * b_dim1], abs(d_1)) + (d_2 = b[k2 + k1 * |
|---|
| 11246 | b_dim1], abs(d_2)) + (d_3 = b[k2 + k * b_dim1], abs(d_3)); |
|---|
| 11247 | if (s == 0.) { |
|---|
| 11248 | goto L240; |
|---|
| 11249 | } |
|---|
| 11250 | u1 = b[k2 + k2 * b_dim1] / s; |
|---|
| 11251 | u2 = b[k2 + k1 * b_dim1] / s; |
|---|
| 11252 | u3 = b[k2 + k * b_dim1] / s; |
|---|
| 11253 | d_1 = sqrt(u1 * u1 + u2 * u2 + u3 * u3); |
|---|
| 11254 | r = d_sign(&d_1, &u1); |
|---|
| 11255 | v1 = -(u1 + r) / r; |
|---|
| 11256 | v2 = -u2 / r; |
|---|
| 11257 | v3 = -u3 / r; |
|---|
| 11258 | u2 = v2 / v1; |
|---|
| 11259 | u3 = v3 / v1; |
|---|
| 11260 | |
|---|
| 11261 | i_2 = ll; |
|---|
| 11262 | for (i = lor1; i <= i_2; ++i) { |
|---|
| 11263 | t = a[i + k2 * a_dim1] + u2 * a[i + k1 * a_dim1] + u3 * a[i + k * |
|---|
| 11264 | a_dim1]; |
|---|
| 11265 | a[i + k2 * a_dim1] += t * v1; |
|---|
| 11266 | a[i + k1 * a_dim1] += t * v2; |
|---|
| 11267 | a[i + k * a_dim1] += t * v3; |
|---|
| 11268 | t = b[i + k2 * b_dim1] + u2 * b[i + k1 * b_dim1] + u3 * b[i + k * |
|---|
| 11269 | b_dim1]; |
|---|
| 11270 | b[i + k2 * b_dim1] += t * v1; |
|---|
| 11271 | b[i + k1 * b_dim1] += t * v2; |
|---|
| 11272 | b[i + k * b_dim1] += t * v3; |
|---|
| 11273 | /* L230: */ |
|---|
| 11274 | } |
|---|
| 11275 | |
|---|
| 11276 | b[k2 + k * b_dim1] = 0.; |
|---|
| 11277 | b[k2 + k1 * b_dim1] = 0.; |
|---|
| 11278 | if (! (*matz)) { |
|---|
| 11279 | goto L240; |
|---|
| 11280 | } |
|---|
| 11281 | |
|---|
| 11282 | i_2 = *n; |
|---|
| 11283 | for (i = 1; i <= i_2; ++i) { |
|---|
| 11284 | t = z[i + k2 * z_dim1] + u2 * z[i + k1 * z_dim1] + u3 * z[i + k * |
|---|
| 11285 | z_dim1]; |
|---|
| 11286 | z[i + k2 * z_dim1] += t * v1; |
|---|
| 11287 | z[i + k1 * z_dim1] += t * v2; |
|---|
| 11288 | z[i + k * z_dim1] += t * v3; |
|---|
| 11289 | /* L235: */ |
|---|
| 11290 | } |
|---|
| 11291 | /* .......... ZERO B(K+1,K) .......... */ |
|---|
| 11292 | L240: |
|---|
| 11293 | s = (d_1 = b[k1 + k1 * b_dim1], abs(d_1)) + (d_2 = b[k1 + k * |
|---|
| 11294 | b_dim1], abs(d_2)); |
|---|
| 11295 | if (s == 0.) { |
|---|
| 11296 | goto L260; |
|---|
| 11297 | } |
|---|
| 11298 | u1 = b[k1 + k1 * b_dim1] / s; |
|---|
| 11299 | u2 = b[k1 + k * b_dim1] / s; |
|---|
| 11300 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 11301 | r = d_sign(&d_1, &u1); |
|---|
| 11302 | v1 = -(u1 + r) / r; |
|---|
| 11303 | v2 = -u2 / r; |
|---|
| 11304 | u2 = v2 / v1; |
|---|
| 11305 | |
|---|
| 11306 | i_2 = ll; |
|---|
| 11307 | for (i = lor1; i <= i_2; ++i) { |
|---|
| 11308 | t = a[i + k1 * a_dim1] + u2 * a[i + k * a_dim1]; |
|---|
| 11309 | a[i + k1 * a_dim1] += t * v1; |
|---|
| 11310 | a[i + k * a_dim1] += t * v2; |
|---|
| 11311 | t = b[i + k1 * b_dim1] + u2 * b[i + k * b_dim1]; |
|---|
| 11312 | b[i + k1 * b_dim1] += t * v1; |
|---|
| 11313 | b[i + k * b_dim1] += t * v2; |
|---|
| 11314 | /* L250: */ |
|---|
| 11315 | } |
|---|
| 11316 | |
|---|
| 11317 | b[k1 + k * b_dim1] = 0.; |
|---|
| 11318 | if (! (*matz)) { |
|---|
| 11319 | goto L260; |
|---|
| 11320 | } |
|---|
| 11321 | |
|---|
| 11322 | i_2 = *n; |
|---|
| 11323 | for (i = 1; i <= i_2; ++i) { |
|---|
| 11324 | t = z[i + k1 * z_dim1] + u2 * z[i + k * z_dim1]; |
|---|
| 11325 | z[i + k1 * z_dim1] += t * v1; |
|---|
| 11326 | z[i + k * z_dim1] += t * v2; |
|---|
| 11327 | /* L255: */ |
|---|
| 11328 | } |
|---|
| 11329 | |
|---|
| 11330 | L260: |
|---|
| 11331 | ; |
|---|
| 11332 | } |
|---|
| 11333 | /* .......... END QZ STEP .......... */ |
|---|
| 11334 | goto L70; |
|---|
| 11335 | /* .......... SET ERROR -- ALL EIGENVALUES HAVE NOT */ |
|---|
| 11336 | /* CONVERGED AFTER 30*N ITERATIONS .......... */ |
|---|
| 11337 | L1000: |
|---|
| 11338 | *ierr = en; |
|---|
| 11339 | /* .......... SAVE EPSB FOR USE BY QZVAL AND QZVEC .......... */ |
|---|
| 11340 | L1001: |
|---|
| 11341 | if (*n > 1) { |
|---|
| 11342 | b[*n + b_dim1] = epsb; |
|---|
| 11343 | } |
|---|
| 11344 | return 0; |
|---|
| 11345 | } /* qzit_ */ |
|---|
| 11346 | |
|---|
| 11347 | /* Subroutine */ int qzval_(integer *nm, integer *n, doublereal *a, |
|---|
| 11348 | doublereal *b, doublereal *alfr, doublereal *alfi, doublereal *beta, |
|---|
| 11349 | logical *matz, doublereal *z) |
|---|
| 11350 | { |
|---|
| 11351 | /* System generated locals */ |
|---|
| 11352 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset, i_1, i_2; |
|---|
| 11353 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 11354 | |
|---|
| 11355 | /* Builtin functions */ |
|---|
| 11356 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 11357 | |
|---|
| 11358 | /* Local variables */ |
|---|
| 11359 | static doublereal epsb, c, d, e; |
|---|
| 11360 | static integer i, j; |
|---|
| 11361 | static doublereal r, s, t, a1, a2, u1, u2, v1, v2, a11, a12, a21, a22, |
|---|
| 11362 | b11, b12, b22, di, ei; |
|---|
| 11363 | static integer na; |
|---|
| 11364 | static doublereal an, bn; |
|---|
| 11365 | static integer en; |
|---|
| 11366 | static doublereal cq, dr; |
|---|
| 11367 | static integer nn; |
|---|
| 11368 | static doublereal cz, ti, tr, a1i, a2i, a11i, a12i, a22i, a11r, a12r, |
|---|
| 11369 | a22r, sqi, ssi; |
|---|
| 11370 | static integer isw; |
|---|
| 11371 | static doublereal sqr, szi, ssr, szr; |
|---|
| 11372 | |
|---|
| 11373 | |
|---|
| 11374 | |
|---|
| 11375 | /* THIS SUBROUTINE IS THE THIRD STEP OF THE QZ ALGORITHM */ |
|---|
| 11376 | /* FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS, */ |
|---|
| 11377 | /* SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART. */ |
|---|
| 11378 | |
|---|
| 11379 | /* THIS SUBROUTINE ACCEPTS A PAIR OF REAL MATRICES, ONE OF THEM */ |
|---|
| 11380 | /* IN QUASI-TRIANGULAR FORM AND THE OTHER IN UPPER TRIANGULAR FORM. */ |
|---|
| 11381 | /* IT REDUCES THE QUASI-TRIANGULAR MATRIX FURTHER, SO THAT ANY */ |
|---|
| 11382 | /* REMAINING 2-BY-2 BLOCKS CORRESPOND TO PAIRS OF COMPLEX */ |
|---|
| 11383 | /* EIGENVALUES, AND RETURNS QUANTITIES WHOSE RATIOS GIVE THE */ |
|---|
| 11384 | /* GENERALIZED EIGENVALUES. IT IS USUALLY PRECEDED BY QZHES */ |
|---|
| 11385 | /* AND QZIT AND MAY BE FOLLOWED BY QZVEC. */ |
|---|
| 11386 | |
|---|
| 11387 | /* ON INPUT */ |
|---|
| 11388 | |
|---|
| 11389 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 11390 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 11391 | /* DIMENSION STATEMENT. */ |
|---|
| 11392 | |
|---|
| 11393 | /* N IS THE ORDER OF THE MATRICES. */ |
|---|
| 11394 | |
|---|
| 11395 | /* A CONTAINS A REAL UPPER QUASI-TRIANGULAR MATRIX. */ |
|---|
| 11396 | |
|---|
| 11397 | /* B CONTAINS A REAL UPPER TRIANGULAR MATRIX. IN ADDITION, */ |
|---|
| 11398 | /* LOCATION B(N,1) CONTAINS THE TOLERANCE QUANTITY (EPSB) */ |
|---|
| 11399 | /* COMPUTED AND SAVED IN QZIT. */ |
|---|
| 11400 | |
|---|
| 11401 | /* MATZ SHOULD BE SET TO .TRUE. IF THE RIGHT HAND TRANSFORMATIONS |
|---|
| 11402 | */ |
|---|
| 11403 | /* ARE TO BE ACCUMULATED FOR LATER USE IN COMPUTING */ |
|---|
| 11404 | /* EIGENVECTORS, AND TO .FALSE. OTHERWISE. */ |
|---|
| 11405 | |
|---|
| 11406 | /* Z CONTAINS, IF MATZ HAS BEEN SET TO .TRUE., THE */ |
|---|
| 11407 | /* TRANSFORMATION MATRIX PRODUCED IN THE REDUCTIONS BY QZHES */ |
|---|
| 11408 | /* AND QZIT, IF PERFORMED, OR ELSE THE IDENTITY MATRIX. */ |
|---|
| 11409 | /* IF MATZ HAS BEEN SET TO .FALSE., Z IS NOT REFERENCED. */ |
|---|
| 11410 | |
|---|
| 11411 | /* ON OUTPUT */ |
|---|
| 11412 | |
|---|
| 11413 | /* A HAS BEEN REDUCED FURTHER TO A QUASI-TRIANGULAR MATRIX */ |
|---|
| 11414 | /* IN WHICH ALL NONZERO SUBDIAGONAL ELEMENTS CORRESPOND TO */ |
|---|
| 11415 | /* PAIRS OF COMPLEX EIGENVALUES. */ |
|---|
| 11416 | |
|---|
| 11417 | /* B IS STILL IN UPPER TRIANGULAR FORM, ALTHOUGH ITS ELEMENTS */ |
|---|
| 11418 | /* HAVE BEEN ALTERED. B(N,1) IS UNALTERED. */ |
|---|
| 11419 | |
|---|
| 11420 | /* ALFR AND ALFI CONTAIN THE REAL AND IMAGINARY PARTS OF THE */ |
|---|
| 11421 | /* DIAGONAL ELEMENTS OF THE TRIANGULAR MATRIX THAT WOULD BE */ |
|---|
| 11422 | /* OBTAINED IF A WERE REDUCED COMPLETELY TO TRIANGULAR FORM */ |
|---|
| 11423 | /* BY UNITARY TRANSFORMATIONS. NON-ZERO VALUES OF ALFI OCCUR */ |
|---|
| 11424 | /* IN PAIRS, THE FIRST MEMBER POSITIVE AND THE SECOND NEGATIVE. |
|---|
| 11425 | */ |
|---|
| 11426 | |
|---|
| 11427 | /* BETA CONTAINS THE DIAGONAL ELEMENTS OF THE CORRESPONDING B, */ |
|---|
| 11428 | /* NORMALIZED TO BE REAL AND NON-NEGATIVE. THE GENERALIZED */ |
|---|
| 11429 | /* EIGENVALUES ARE THEN THE RATIOS ((ALFR+I*ALFI)/BETA). */ |
|---|
| 11430 | |
|---|
| 11431 | /* Z CONTAINS THE PRODUCT OF THE RIGHT HAND TRANSFORMATIONS */ |
|---|
| 11432 | /* (FOR ALL THREE STEPS) IF MATZ HAS BEEN SET TO .TRUE. */ |
|---|
| 11433 | |
|---|
| 11434 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 11435 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 11436 | */ |
|---|
| 11437 | |
|---|
| 11438 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 11439 | |
|---|
| 11440 | /* ------------------------------------------------------------------ |
|---|
| 11441 | */ |
|---|
| 11442 | |
|---|
| 11443 | /* Parameter adjustments */ |
|---|
| 11444 | z_dim1 = *nm; |
|---|
| 11445 | z_offset = z_dim1 + 1; |
|---|
| 11446 | z -= z_offset; |
|---|
| 11447 | --beta; |
|---|
| 11448 | --alfi; |
|---|
| 11449 | --alfr; |
|---|
| 11450 | b_dim1 = *nm; |
|---|
| 11451 | b_offset = b_dim1 + 1; |
|---|
| 11452 | b -= b_offset; |
|---|
| 11453 | a_dim1 = *nm; |
|---|
| 11454 | a_offset = a_dim1 + 1; |
|---|
| 11455 | a -= a_offset; |
|---|
| 11456 | |
|---|
| 11457 | /* Function Body */ |
|---|
| 11458 | epsb = b[*n + b_dim1]; |
|---|
| 11459 | isw = 1; |
|---|
| 11460 | /* .......... FIND EIGENVALUES OF QUASI-TRIANGULAR MATRICES. */ |
|---|
| 11461 | /* FOR EN=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 11462 | i_1 = *n; |
|---|
| 11463 | for (nn = 1; nn <= i_1; ++nn) { |
|---|
| 11464 | en = *n + 1 - nn; |
|---|
| 11465 | na = en - 1; |
|---|
| 11466 | if (isw == 2) { |
|---|
| 11467 | goto L505; |
|---|
| 11468 | } |
|---|
| 11469 | if (en == 1) { |
|---|
| 11470 | goto L410; |
|---|
| 11471 | } |
|---|
| 11472 | if (a[en + na * a_dim1] != 0.) { |
|---|
| 11473 | goto L420; |
|---|
| 11474 | } |
|---|
| 11475 | /* .......... 1-BY-1 BLOCK, ONE REAL ROOT .......... */ |
|---|
| 11476 | L410: |
|---|
| 11477 | alfr[en] = a[en + en * a_dim1]; |
|---|
| 11478 | if (b[en + en * b_dim1] < 0.) { |
|---|
| 11479 | alfr[en] = -alfr[en]; |
|---|
| 11480 | } |
|---|
| 11481 | beta[en] = (d_1 = b[en + en * b_dim1], abs(d_1)); |
|---|
| 11482 | alfi[en] = 0.; |
|---|
| 11483 | goto L510; |
|---|
| 11484 | /* .......... 2-BY-2 BLOCK .......... */ |
|---|
| 11485 | L420: |
|---|
| 11486 | if ((d_1 = b[na + na * b_dim1], abs(d_1)) <= epsb) { |
|---|
| 11487 | goto L455; |
|---|
| 11488 | } |
|---|
| 11489 | if ((d_1 = b[en + en * b_dim1], abs(d_1)) > epsb) { |
|---|
| 11490 | goto L430; |
|---|
| 11491 | } |
|---|
| 11492 | a1 = a[en + en * a_dim1]; |
|---|
| 11493 | a2 = a[en + na * a_dim1]; |
|---|
| 11494 | bn = 0.; |
|---|
| 11495 | goto L435; |
|---|
| 11496 | L430: |
|---|
| 11497 | an = (d_1 = a[na + na * a_dim1], abs(d_1)) + (d_2 = a[na + en * |
|---|
| 11498 | a_dim1], abs(d_2)) + (d_3 = a[en + na * a_dim1], abs(d_3)) |
|---|
| 11499 | + (d_4 = a[en + en * a_dim1], abs(d_4)); |
|---|
| 11500 | bn = (d_1 = b[na + na * b_dim1], abs(d_1)) + (d_2 = b[na + en * |
|---|
| 11501 | b_dim1], abs(d_2)) + (d_3 = b[en + en * b_dim1], abs(d_3)); |
|---|
| 11502 | a11 = a[na + na * a_dim1] / an; |
|---|
| 11503 | a12 = a[na + en * a_dim1] / an; |
|---|
| 11504 | a21 = a[en + na * a_dim1] / an; |
|---|
| 11505 | a22 = a[en + en * a_dim1] / an; |
|---|
| 11506 | b11 = b[na + na * b_dim1] / bn; |
|---|
| 11507 | b12 = b[na + en * b_dim1] / bn; |
|---|
| 11508 | b22 = b[en + en * b_dim1] / bn; |
|---|
| 11509 | e = a11 / b11; |
|---|
| 11510 | ei = a22 / b22; |
|---|
| 11511 | s = a21 / (b11 * b22); |
|---|
| 11512 | t = (a22 - e * b22) / b22; |
|---|
| 11513 | if (abs(e) <= abs(ei)) { |
|---|
| 11514 | goto L431; |
|---|
| 11515 | } |
|---|
| 11516 | e = ei; |
|---|
| 11517 | t = (a11 - e * b11) / b11; |
|---|
| 11518 | L431: |
|---|
| 11519 | c = (t - s * b12) * .5; |
|---|
| 11520 | d = c * c + s * (a12 - e * b12); |
|---|
| 11521 | if (d < 0.) { |
|---|
| 11522 | goto L480; |
|---|
| 11523 | } |
|---|
| 11524 | /* .......... TWO REAL ROOTS. */ |
|---|
| 11525 | /* ZERO BOTH A(EN,NA) AND B(EN,NA) .......... */ |
|---|
| 11526 | d_1 = sqrt(d); |
|---|
| 11527 | e += c + d_sign(&d_1, &c); |
|---|
| 11528 | a11 -= e * b11; |
|---|
| 11529 | a12 -= e * b12; |
|---|
| 11530 | a22 -= e * b22; |
|---|
| 11531 | if (abs(a11) + abs(a12) < abs(a21) + abs(a22)) { |
|---|
| 11532 | goto L432; |
|---|
| 11533 | } |
|---|
| 11534 | a1 = a12; |
|---|
| 11535 | a2 = a11; |
|---|
| 11536 | goto L435; |
|---|
| 11537 | L432: |
|---|
| 11538 | a1 = a22; |
|---|
| 11539 | a2 = a21; |
|---|
| 11540 | /* .......... CHOOSE AND APPLY REAL Z .......... */ |
|---|
| 11541 | L435: |
|---|
| 11542 | s = abs(a1) + abs(a2); |
|---|
| 11543 | u1 = a1 / s; |
|---|
| 11544 | u2 = a2 / s; |
|---|
| 11545 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 11546 | r = d_sign(&d_1, &u1); |
|---|
| 11547 | v1 = -(u1 + r) / r; |
|---|
| 11548 | v2 = -u2 / r; |
|---|
| 11549 | u2 = v2 / v1; |
|---|
| 11550 | |
|---|
| 11551 | i_2 = en; |
|---|
| 11552 | for (i = 1; i <= i_2; ++i) { |
|---|
| 11553 | t = a[i + en * a_dim1] + u2 * a[i + na * a_dim1]; |
|---|
| 11554 | a[i + en * a_dim1] += t * v1; |
|---|
| 11555 | a[i + na * a_dim1] += t * v2; |
|---|
| 11556 | t = b[i + en * b_dim1] + u2 * b[i + na * b_dim1]; |
|---|
| 11557 | b[i + en * b_dim1] += t * v1; |
|---|
| 11558 | b[i + na * b_dim1] += t * v2; |
|---|
| 11559 | /* L440: */ |
|---|
| 11560 | } |
|---|
| 11561 | |
|---|
| 11562 | if (! (*matz)) { |
|---|
| 11563 | goto L450; |
|---|
| 11564 | } |
|---|
| 11565 | |
|---|
| 11566 | i_2 = *n; |
|---|
| 11567 | for (i = 1; i <= i_2; ++i) { |
|---|
| 11568 | t = z[i + en * z_dim1] + u2 * z[i + na * z_dim1]; |
|---|
| 11569 | z[i + en * z_dim1] += t * v1; |
|---|
| 11570 | z[i + na * z_dim1] += t * v2; |
|---|
| 11571 | /* L445: */ |
|---|
| 11572 | } |
|---|
| 11573 | |
|---|
| 11574 | L450: |
|---|
| 11575 | if (bn == 0.) { |
|---|
| 11576 | goto L475; |
|---|
| 11577 | } |
|---|
| 11578 | if (an < abs(e) * bn) { |
|---|
| 11579 | goto L455; |
|---|
| 11580 | } |
|---|
| 11581 | a1 = b[na + na * b_dim1]; |
|---|
| 11582 | a2 = b[en + na * b_dim1]; |
|---|
| 11583 | goto L460; |
|---|
| 11584 | L455: |
|---|
| 11585 | a1 = a[na + na * a_dim1]; |
|---|
| 11586 | a2 = a[en + na * a_dim1]; |
|---|
| 11587 | /* .......... CHOOSE AND APPLY REAL Q .......... */ |
|---|
| 11588 | L460: |
|---|
| 11589 | s = abs(a1) + abs(a2); |
|---|
| 11590 | if (s == 0.) { |
|---|
| 11591 | goto L475; |
|---|
| 11592 | } |
|---|
| 11593 | u1 = a1 / s; |
|---|
| 11594 | u2 = a2 / s; |
|---|
| 11595 | d_1 = sqrt(u1 * u1 + u2 * u2); |
|---|
| 11596 | r = d_sign(&d_1, &u1); |
|---|
| 11597 | v1 = -(u1 + r) / r; |
|---|
| 11598 | v2 = -u2 / r; |
|---|
| 11599 | u2 = v2 / v1; |
|---|
| 11600 | |
|---|
| 11601 | i_2 = *n; |
|---|
| 11602 | for (j = na; j <= i_2; ++j) { |
|---|
| 11603 | t = a[na + j * a_dim1] + u2 * a[en + j * a_dim1]; |
|---|
| 11604 | a[na + j * a_dim1] += t * v1; |
|---|
| 11605 | a[en + j * a_dim1] += t * v2; |
|---|
| 11606 | t = b[na + j * b_dim1] + u2 * b[en + j * b_dim1]; |
|---|
| 11607 | b[na + j * b_dim1] += t * v1; |
|---|
| 11608 | b[en + j * b_dim1] += t * v2; |
|---|
| 11609 | /* L470: */ |
|---|
| 11610 | } |
|---|
| 11611 | |
|---|
| 11612 | L475: |
|---|
| 11613 | a[en + na * a_dim1] = 0.; |
|---|
| 11614 | b[en + na * b_dim1] = 0.; |
|---|
| 11615 | alfr[na] = a[na + na * a_dim1]; |
|---|
| 11616 | alfr[en] = a[en + en * a_dim1]; |
|---|
| 11617 | if (b[na + na * b_dim1] < 0.) { |
|---|
| 11618 | alfr[na] = -alfr[na]; |
|---|
| 11619 | } |
|---|
| 11620 | if (b[en + en * b_dim1] < 0.) { |
|---|
| 11621 | alfr[en] = -alfr[en]; |
|---|
| 11622 | } |
|---|
| 11623 | beta[na] = (d_1 = b[na + na * b_dim1], abs(d_1)); |
|---|
| 11624 | beta[en] = (d_1 = b[en + en * b_dim1], abs(d_1)); |
|---|
| 11625 | alfi[en] = 0.; |
|---|
| 11626 | alfi[na] = 0.; |
|---|
| 11627 | goto L505; |
|---|
| 11628 | /* .......... TWO COMPLEX ROOTS .......... */ |
|---|
| 11629 | L480: |
|---|
| 11630 | e += c; |
|---|
| 11631 | ei = sqrt(-d); |
|---|
| 11632 | a11r = a11 - e * b11; |
|---|
| 11633 | a11i = ei * b11; |
|---|
| 11634 | a12r = a12 - e * b12; |
|---|
| 11635 | a12i = ei * b12; |
|---|
| 11636 | a22r = a22 - e * b22; |
|---|
| 11637 | a22i = ei * b22; |
|---|
| 11638 | if (abs(a11r) + abs(a11i) + abs(a12r) + abs(a12i) < abs(a21) + abs( |
|---|
| 11639 | a22r) + abs(a22i)) { |
|---|
| 11640 | goto L482; |
|---|
| 11641 | } |
|---|
| 11642 | a1 = a12r; |
|---|
| 11643 | a1i = a12i; |
|---|
| 11644 | a2 = -a11r; |
|---|
| 11645 | a2i = -a11i; |
|---|
| 11646 | goto L485; |
|---|
| 11647 | L482: |
|---|
| 11648 | a1 = a22r; |
|---|
| 11649 | a1i = a22i; |
|---|
| 11650 | a2 = -a21; |
|---|
| 11651 | a2i = 0.; |
|---|
| 11652 | /* .......... CHOOSE COMPLEX Z .......... */ |
|---|
| 11653 | L485: |
|---|
| 11654 | cz = sqrt(a1 * a1 + a1i * a1i); |
|---|
| 11655 | if (cz == 0.) { |
|---|
| 11656 | goto L487; |
|---|
| 11657 | } |
|---|
| 11658 | szr = (a1 * a2 + a1i * a2i) / cz; |
|---|
| 11659 | szi = (a1 * a2i - a1i * a2) / cz; |
|---|
| 11660 | r = sqrt(cz * cz + szr * szr + szi * szi); |
|---|
| 11661 | cz /= r; |
|---|
| 11662 | szr /= r; |
|---|
| 11663 | szi /= r; |
|---|
| 11664 | goto L490; |
|---|
| 11665 | L487: |
|---|
| 11666 | szr = 1.; |
|---|
| 11667 | szi = 0.; |
|---|
| 11668 | L490: |
|---|
| 11669 | if (an < (abs(e) + ei) * bn) { |
|---|
| 11670 | goto L492; |
|---|
| 11671 | } |
|---|
| 11672 | a1 = cz * b11 + szr * b12; |
|---|
| 11673 | a1i = szi * b12; |
|---|
| 11674 | a2 = szr * b22; |
|---|
| 11675 | a2i = szi * b22; |
|---|
| 11676 | goto L495; |
|---|
| 11677 | L492: |
|---|
| 11678 | a1 = cz * a11 + szr * a12; |
|---|
| 11679 | a1i = szi * a12; |
|---|
| 11680 | a2 = cz * a21 + szr * a22; |
|---|
| 11681 | a2i = szi * a22; |
|---|
| 11682 | /* .......... CHOOSE COMPLEX Q .......... */ |
|---|
| 11683 | L495: |
|---|
| 11684 | cq = sqrt(a1 * a1 + a1i * a1i); |
|---|
| 11685 | if (cq == 0.) { |
|---|
| 11686 | goto L497; |
|---|
| 11687 | } |
|---|
| 11688 | sqr = (a1 * a2 + a1i * a2i) / cq; |
|---|
| 11689 | sqi = (a1 * a2i - a1i * a2) / cq; |
|---|
| 11690 | r = sqrt(cq * cq + sqr * sqr + sqi * sqi); |
|---|
| 11691 | cq /= r; |
|---|
| 11692 | sqr /= r; |
|---|
| 11693 | sqi /= r; |
|---|
| 11694 | goto L500; |
|---|
| 11695 | L497: |
|---|
| 11696 | sqr = 1.; |
|---|
| 11697 | sqi = 0.; |
|---|
| 11698 | /* .......... COMPUTE DIAGONAL ELEMENTS THAT WOULD RESULT */ |
|---|
| 11699 | /* IF TRANSFORMATIONS WERE APPLIED .......... */ |
|---|
| 11700 | L500: |
|---|
| 11701 | ssr = sqr * szr + sqi * szi; |
|---|
| 11702 | ssi = sqr * szi - sqi * szr; |
|---|
| 11703 | i = 1; |
|---|
| 11704 | tr = cq * cz * a11 + cq * szr * a12 + sqr * cz * a21 + ssr * a22; |
|---|
| 11705 | ti = cq * szi * a12 - sqi * cz * a21 + ssi * a22; |
|---|
| 11706 | dr = cq * cz * b11 + cq * szr * b12 + ssr * b22; |
|---|
| 11707 | di = cq * szi * b12 + ssi * b22; |
|---|
| 11708 | goto L503; |
|---|
| 11709 | L502: |
|---|
| 11710 | i = 2; |
|---|
| 11711 | tr = ssr * a11 - sqr * cz * a12 - cq * szr * a21 + cq * cz * a22; |
|---|
| 11712 | ti = -ssi * a11 - sqi * cz * a12 + cq * szi * a21; |
|---|
| 11713 | dr = ssr * b11 - sqr * cz * b12 + cq * cz * b22; |
|---|
| 11714 | di = -ssi * b11 - sqi * cz * b12; |
|---|
| 11715 | L503: |
|---|
| 11716 | t = ti * dr - tr * di; |
|---|
| 11717 | j = na; |
|---|
| 11718 | if (t < 0.) { |
|---|
| 11719 | j = en; |
|---|
| 11720 | } |
|---|
| 11721 | r = sqrt(dr * dr + di * di); |
|---|
| 11722 | beta[j] = bn * r; |
|---|
| 11723 | alfr[j] = an * (tr * dr + ti * di) / r; |
|---|
| 11724 | alfi[j] = an * t / r; |
|---|
| 11725 | if (i == 1) { |
|---|
| 11726 | goto L502; |
|---|
| 11727 | } |
|---|
| 11728 | L505: |
|---|
| 11729 | isw = 3 - isw; |
|---|
| 11730 | L510: |
|---|
| 11731 | ; |
|---|
| 11732 | } |
|---|
| 11733 | b[*n + b_dim1] = epsb; |
|---|
| 11734 | |
|---|
| 11735 | return 0; |
|---|
| 11736 | } /* qzval_ */ |
|---|
| 11737 | |
|---|
| 11738 | /* Subroutine */ int qzvec_(integer *nm, integer *n, doublereal *a, |
|---|
| 11739 | doublereal *b, doublereal *alfr, doublereal *alfi, doublereal *beta, |
|---|
| 11740 | doublereal *z) |
|---|
| 11741 | { |
|---|
| 11742 | /* System generated locals */ |
|---|
| 11743 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset, i_1, i_2, |
|---|
| 11744 | i_3; |
|---|
| 11745 | doublereal d_1, d_2; |
|---|
| 11746 | |
|---|
| 11747 | /* Builtin functions */ |
|---|
| 11748 | double sqrt(doublereal); |
|---|
| 11749 | |
|---|
| 11750 | /* Local variables */ |
|---|
| 11751 | static doublereal alfm, almi, betm, epsb, almr, d; |
|---|
| 11752 | static integer i, j, k, m; |
|---|
| 11753 | static doublereal q, r, s, t, w, x, y, t1, t2, w1, x1, z1, di; |
|---|
| 11754 | static integer na, ii, en, jj; |
|---|
| 11755 | static doublereal ra, dr, sa; |
|---|
| 11756 | static integer nn; |
|---|
| 11757 | static doublereal ti, rr, tr, zz; |
|---|
| 11758 | static integer isw, enm2; |
|---|
| 11759 | |
|---|
| 11760 | |
|---|
| 11761 | |
|---|
| 11762 | /* THIS SUBROUTINE IS THE OPTIONAL FOURTH STEP OF THE QZ ALGORITHM */ |
|---|
| 11763 | /* FOR SOLVING GENERALIZED MATRIX EIGENVALUE PROBLEMS, */ |
|---|
| 11764 | /* SIAM J. NUMER. ANAL. 10, 241-256(1973) BY MOLER AND STEWART. */ |
|---|
| 11765 | |
|---|
| 11766 | /* THIS SUBROUTINE ACCEPTS A PAIR OF REAL MATRICES, ONE OF THEM IN */ |
|---|
| 11767 | /* QUASI-TRIANGULAR FORM (IN WHICH EACH 2-BY-2 BLOCK CORRESPONDS TO */ |
|---|
| 11768 | /* A PAIR OF COMPLEX EIGENVALUES) AND THE OTHER IN UPPER TRIANGULAR */ |
|---|
| 11769 | /* FORM. IT COMPUTES THE EIGENVECTORS OF THE TRIANGULAR PROBLEM AND |
|---|
| 11770 | */ |
|---|
| 11771 | /* TRANSFORMS THE RESULTS BACK TO THE ORIGINAL COORDINATE SYSTEM. */ |
|---|
| 11772 | /* IT IS USUALLY PRECEDED BY QZHES, QZIT, AND QZVAL. */ |
|---|
| 11773 | |
|---|
| 11774 | /* ON INPUT */ |
|---|
| 11775 | |
|---|
| 11776 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 11777 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 11778 | /* DIMENSION STATEMENT. */ |
|---|
| 11779 | |
|---|
| 11780 | /* N IS THE ORDER OF THE MATRICES. */ |
|---|
| 11781 | |
|---|
| 11782 | /* A CONTAINS A REAL UPPER QUASI-TRIANGULAR MATRIX. */ |
|---|
| 11783 | |
|---|
| 11784 | /* B CONTAINS A REAL UPPER TRIANGULAR MATRIX. IN ADDITION, */ |
|---|
| 11785 | /* LOCATION B(N,1) CONTAINS THE TOLERANCE QUANTITY (EPSB) */ |
|---|
| 11786 | /* COMPUTED AND SAVED IN QZIT. */ |
|---|
| 11787 | |
|---|
| 11788 | /* ALFR, ALFI, AND BETA ARE VECTORS WITH COMPONENTS WHOSE */ |
|---|
| 11789 | /* RATIOS ((ALFR+I*ALFI)/BETA) ARE THE GENERALIZED */ |
|---|
| 11790 | /* EIGENVALUES. THEY ARE USUALLY OBTAINED FROM QZVAL. */ |
|---|
| 11791 | |
|---|
| 11792 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE */ |
|---|
| 11793 | /* REDUCTIONS BY QZHES, QZIT, AND QZVAL, IF PERFORMED. */ |
|---|
| 11794 | /* IF THE EIGENVECTORS OF THE TRIANGULAR PROBLEM ARE */ |
|---|
| 11795 | /* DESIRED, Z MUST CONTAIN THE IDENTITY MATRIX. */ |
|---|
| 11796 | |
|---|
| 11797 | /* ON OUTPUT */ |
|---|
| 11798 | |
|---|
| 11799 | /* A IS UNALTERED. ITS SUBDIAGONAL ELEMENTS PROVIDE INFORMATION */ |
|---|
| 11800 | /* ABOUT THE STORAGE OF THE COMPLEX EIGENVECTORS. */ |
|---|
| 11801 | |
|---|
| 11802 | /* B HAS BEEN DESTROYED. */ |
|---|
| 11803 | |
|---|
| 11804 | /* ALFR, ALFI, AND BETA ARE UNALTERED. */ |
|---|
| 11805 | |
|---|
| 11806 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS. */ |
|---|
| 11807 | /* IF ALFI(I) .EQ. 0.0, THE I-TH EIGENVALUE IS REAL AND */ |
|---|
| 11808 | /* THE I-TH COLUMN OF Z CONTAINS ITS EIGENVECTOR. */ |
|---|
| 11809 | /* IF ALFI(I) .NE. 0.0, THE I-TH EIGENVALUE IS COMPLEX. */ |
|---|
| 11810 | /* IF ALFI(I) .GT. 0.0, THE EIGENVALUE IS THE FIRST OF */ |
|---|
| 11811 | /* A COMPLEX PAIR AND THE I-TH AND (I+1)-TH COLUMNS */ |
|---|
| 11812 | /* OF Z CONTAIN ITS EIGENVECTOR. */ |
|---|
| 11813 | /* IF ALFI(I) .LT. 0.0, THE EIGENVALUE IS THE SECOND OF */ |
|---|
| 11814 | /* A COMPLEX PAIR AND THE (I-1)-TH AND I-TH COLUMNS */ |
|---|
| 11815 | /* OF Z CONTAIN THE CONJUGATE OF ITS EIGENVECTOR. */ |
|---|
| 11816 | /* EACH EIGENVECTOR IS NORMALIZED SO THAT THE MODULUS */ |
|---|
| 11817 | /* OF ITS LARGEST COMPONENT IS 1.0 . */ |
|---|
| 11818 | |
|---|
| 11819 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 11820 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 11821 | */ |
|---|
| 11822 | |
|---|
| 11823 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 11824 | |
|---|
| 11825 | /* ------------------------------------------------------------------ |
|---|
| 11826 | */ |
|---|
| 11827 | |
|---|
| 11828 | /* Parameter adjustments */ |
|---|
| 11829 | z_dim1 = *nm; |
|---|
| 11830 | z_offset = z_dim1 + 1; |
|---|
| 11831 | z -= z_offset; |
|---|
| 11832 | --beta; |
|---|
| 11833 | --alfi; |
|---|
| 11834 | --alfr; |
|---|
| 11835 | b_dim1 = *nm; |
|---|
| 11836 | b_offset = b_dim1 + 1; |
|---|
| 11837 | b -= b_offset; |
|---|
| 11838 | a_dim1 = *nm; |
|---|
| 11839 | a_offset = a_dim1 + 1; |
|---|
| 11840 | a -= a_offset; |
|---|
| 11841 | |
|---|
| 11842 | /* Function Body */ |
|---|
| 11843 | epsb = b[*n + b_dim1]; |
|---|
| 11844 | isw = 1; |
|---|
| 11845 | /* .......... FOR EN=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 11846 | i_1 = *n; |
|---|
| 11847 | for (nn = 1; nn <= i_1; ++nn) { |
|---|
| 11848 | en = *n + 1 - nn; |
|---|
| 11849 | na = en - 1; |
|---|
| 11850 | if (isw == 2) { |
|---|
| 11851 | goto L795; |
|---|
| 11852 | } |
|---|
| 11853 | if (alfi[en] != 0.) { |
|---|
| 11854 | goto L710; |
|---|
| 11855 | } |
|---|
| 11856 | /* .......... REAL VECTOR .......... */ |
|---|
| 11857 | m = en; |
|---|
| 11858 | b[en + en * b_dim1] = 1.; |
|---|
| 11859 | if (na == 0) { |
|---|
| 11860 | goto L800; |
|---|
| 11861 | } |
|---|
| 11862 | alfm = alfr[m]; |
|---|
| 11863 | betm = beta[m]; |
|---|
| 11864 | /* .......... FOR I=EN-1 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 11865 | i_2 = na; |
|---|
| 11866 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 11867 | i = en - ii; |
|---|
| 11868 | w = betm * a[i + i * a_dim1] - alfm * b[i + i * b_dim1]; |
|---|
| 11869 | r = 0.; |
|---|
| 11870 | |
|---|
| 11871 | i_3 = en; |
|---|
| 11872 | for (j = m; j <= i_3; ++j) { |
|---|
| 11873 | /* L610: */ |
|---|
| 11874 | r += (betm * a[i + j * a_dim1] - alfm * b[i + j * b_dim1]) * |
|---|
| 11875 | b[j + en * b_dim1]; |
|---|
| 11876 | } |
|---|
| 11877 | |
|---|
| 11878 | if (i == 1 || isw == 2) { |
|---|
| 11879 | goto L630; |
|---|
| 11880 | } |
|---|
| 11881 | if (betm * a[i + (i - 1) * a_dim1] == 0.) { |
|---|
| 11882 | goto L630; |
|---|
| 11883 | } |
|---|
| 11884 | zz = w; |
|---|
| 11885 | s = r; |
|---|
| 11886 | goto L690; |
|---|
| 11887 | L630: |
|---|
| 11888 | m = i; |
|---|
| 11889 | if (isw == 2) { |
|---|
| 11890 | goto L640; |
|---|
| 11891 | } |
|---|
| 11892 | /* .......... REAL 1-BY-1 BLOCK .......... */ |
|---|
| 11893 | t = w; |
|---|
| 11894 | if (w == 0.) { |
|---|
| 11895 | t = epsb; |
|---|
| 11896 | } |
|---|
| 11897 | b[i + en * b_dim1] = -r / t; |
|---|
| 11898 | goto L700; |
|---|
| 11899 | /* .......... REAL 2-BY-2 BLOCK .......... */ |
|---|
| 11900 | L640: |
|---|
| 11901 | x = betm * a[i + (i + 1) * a_dim1] - alfm * b[i + (i + 1) * |
|---|
| 11902 | b_dim1]; |
|---|
| 11903 | y = betm * a[i + 1 + i * a_dim1]; |
|---|
| 11904 | q = w * zz - x * y; |
|---|
| 11905 | t = (x * s - zz * r) / q; |
|---|
| 11906 | b[i + en * b_dim1] = t; |
|---|
| 11907 | if (abs(x) <= abs(zz)) { |
|---|
| 11908 | goto L650; |
|---|
| 11909 | } |
|---|
| 11910 | b[i + 1 + en * b_dim1] = (-r - w * t) / x; |
|---|
| 11911 | goto L690; |
|---|
| 11912 | L650: |
|---|
| 11913 | b[i + 1 + en * b_dim1] = (-s - y * t) / zz; |
|---|
| 11914 | L690: |
|---|
| 11915 | isw = 3 - isw; |
|---|
| 11916 | L700: |
|---|
| 11917 | ; |
|---|
| 11918 | } |
|---|
| 11919 | /* .......... END REAL VECTOR .......... */ |
|---|
| 11920 | goto L800; |
|---|
| 11921 | /* .......... COMPLEX VECTOR .......... */ |
|---|
| 11922 | L710: |
|---|
| 11923 | m = na; |
|---|
| 11924 | almr = alfr[m]; |
|---|
| 11925 | almi = alfi[m]; |
|---|
| 11926 | betm = beta[m]; |
|---|
| 11927 | /* .......... LAST VECTOR COMPONENT CHOSEN IMAGINARY SO THAT */ |
|---|
| 11928 | /* EIGENVECTOR MATRIX IS TRIANGULAR .......... */ |
|---|
| 11929 | y = betm * a[en + na * a_dim1]; |
|---|
| 11930 | b[na + na * b_dim1] = -almi * b[en + en * b_dim1] / y; |
|---|
| 11931 | b[na + en * b_dim1] = (almr * b[en + en * b_dim1] - betm * a[en + en * |
|---|
| 11932 | a_dim1]) / y; |
|---|
| 11933 | b[en + na * b_dim1] = 0.; |
|---|
| 11934 | b[en + en * b_dim1] = 1.; |
|---|
| 11935 | enm2 = na - 1; |
|---|
| 11936 | if (enm2 == 0) { |
|---|
| 11937 | goto L795; |
|---|
| 11938 | } |
|---|
| 11939 | /* .......... FOR I=EN-2 STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 11940 | i_2 = enm2; |
|---|
| 11941 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 11942 | i = na - ii; |
|---|
| 11943 | w = betm * a[i + i * a_dim1] - almr * b[i + i * b_dim1]; |
|---|
| 11944 | w1 = -almi * b[i + i * b_dim1]; |
|---|
| 11945 | ra = 0.; |
|---|
| 11946 | sa = 0.; |
|---|
| 11947 | |
|---|
| 11948 | i_3 = en; |
|---|
| 11949 | for (j = m; j <= i_3; ++j) { |
|---|
| 11950 | x = betm * a[i + j * a_dim1] - almr * b[i + j * b_dim1]; |
|---|
| 11951 | x1 = -almi * b[i + j * b_dim1]; |
|---|
| 11952 | ra = ra + x * b[j + na * b_dim1] - x1 * b[j + en * b_dim1]; |
|---|
| 11953 | sa = sa + x * b[j + en * b_dim1] + x1 * b[j + na * b_dim1]; |
|---|
| 11954 | /* L760: */ |
|---|
| 11955 | } |
|---|
| 11956 | |
|---|
| 11957 | if (i == 1 || isw == 2) { |
|---|
| 11958 | goto L770; |
|---|
| 11959 | } |
|---|
| 11960 | if (betm * a[i + (i - 1) * a_dim1] == 0.) { |
|---|
| 11961 | goto L770; |
|---|
| 11962 | } |
|---|
| 11963 | zz = w; |
|---|
| 11964 | z1 = w1; |
|---|
| 11965 | r = ra; |
|---|
| 11966 | s = sa; |
|---|
| 11967 | isw = 2; |
|---|
| 11968 | goto L790; |
|---|
| 11969 | L770: |
|---|
| 11970 | m = i; |
|---|
| 11971 | if (isw == 2) { |
|---|
| 11972 | goto L780; |
|---|
| 11973 | } |
|---|
| 11974 | /* .......... COMPLEX 1-BY-1 BLOCK .......... */ |
|---|
| 11975 | tr = -ra; |
|---|
| 11976 | ti = -sa; |
|---|
| 11977 | L773: |
|---|
| 11978 | dr = w; |
|---|
| 11979 | di = w1; |
|---|
| 11980 | /* .......... COMPLEX DIVIDE (T1,T2) = (TR,TI) / (DR,DI) ..... |
|---|
| 11981 | ..... */ |
|---|
| 11982 | L775: |
|---|
| 11983 | if (abs(di) > abs(dr)) { |
|---|
| 11984 | goto L777; |
|---|
| 11985 | } |
|---|
| 11986 | rr = di / dr; |
|---|
| 11987 | d = dr + di * rr; |
|---|
| 11988 | t1 = (tr + ti * rr) / d; |
|---|
| 11989 | t2 = (ti - tr * rr) / d; |
|---|
| 11990 | switch (isw) { |
|---|
| 11991 | case 1: goto L787; |
|---|
| 11992 | case 2: goto L782; |
|---|
| 11993 | } |
|---|
| 11994 | L777: |
|---|
| 11995 | rr = dr / di; |
|---|
| 11996 | d = dr * rr + di; |
|---|
| 11997 | t1 = (tr * rr + ti) / d; |
|---|
| 11998 | t2 = (ti * rr - tr) / d; |
|---|
| 11999 | switch (isw) { |
|---|
| 12000 | case 1: goto L787; |
|---|
| 12001 | case 2: goto L782; |
|---|
| 12002 | } |
|---|
| 12003 | /* .......... COMPLEX 2-BY-2 BLOCK .......... */ |
|---|
| 12004 | L780: |
|---|
| 12005 | x = betm * a[i + (i + 1) * a_dim1] - almr * b[i + (i + 1) * |
|---|
| 12006 | b_dim1]; |
|---|
| 12007 | x1 = -almi * b[i + (i + 1) * b_dim1]; |
|---|
| 12008 | y = betm * a[i + 1 + i * a_dim1]; |
|---|
| 12009 | tr = y * ra - w * r + w1 * s; |
|---|
| 12010 | ti = y * sa - w * s - w1 * r; |
|---|
| 12011 | dr = w * zz - w1 * z1 - x * y; |
|---|
| 12012 | di = w * z1 + w1 * zz - x1 * y; |
|---|
| 12013 | if (dr == 0. && di == 0.) { |
|---|
| 12014 | dr = epsb; |
|---|
| 12015 | } |
|---|
| 12016 | goto L775; |
|---|
| 12017 | L782: |
|---|
| 12018 | b[i + 1 + na * b_dim1] = t1; |
|---|
| 12019 | b[i + 1 + en * b_dim1] = t2; |
|---|
| 12020 | isw = 1; |
|---|
| 12021 | if (abs(y) > abs(w) + abs(w1)) { |
|---|
| 12022 | goto L785; |
|---|
| 12023 | } |
|---|
| 12024 | tr = -ra - x * b[i + 1 + na * b_dim1] + x1 * b[i + 1 + en * |
|---|
| 12025 | b_dim1]; |
|---|
| 12026 | ti = -sa - x * b[i + 1 + en * b_dim1] - x1 * b[i + 1 + na * |
|---|
| 12027 | b_dim1]; |
|---|
| 12028 | goto L773; |
|---|
| 12029 | L785: |
|---|
| 12030 | t1 = (-r - zz * b[i + 1 + na * b_dim1] + z1 * b[i + 1 + en * |
|---|
| 12031 | b_dim1]) / y; |
|---|
| 12032 | t2 = (-s - zz * b[i + 1 + en * b_dim1] - z1 * b[i + 1 + na * |
|---|
| 12033 | b_dim1]) / y; |
|---|
| 12034 | L787: |
|---|
| 12035 | b[i + na * b_dim1] = t1; |
|---|
| 12036 | b[i + en * b_dim1] = t2; |
|---|
| 12037 | L790: |
|---|
| 12038 | ; |
|---|
| 12039 | } |
|---|
| 12040 | /* .......... END COMPLEX VECTOR .......... */ |
|---|
| 12041 | L795: |
|---|
| 12042 | isw = 3 - isw; |
|---|
| 12043 | L800: |
|---|
| 12044 | ; |
|---|
| 12045 | } |
|---|
| 12046 | /* .......... END BACK SUBSTITUTION. */ |
|---|
| 12047 | /* TRANSFORM TO ORIGINAL COORDINATE SYSTEM. */ |
|---|
| 12048 | /* FOR J=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 12049 | i_1 = *n; |
|---|
| 12050 | for (jj = 1; jj <= i_1; ++jj) { |
|---|
| 12051 | j = *n + 1 - jj; |
|---|
| 12052 | |
|---|
| 12053 | i_2 = *n; |
|---|
| 12054 | for (i = 1; i <= i_2; ++i) { |
|---|
| 12055 | zz = 0.; |
|---|
| 12056 | |
|---|
| 12057 | i_3 = j; |
|---|
| 12058 | for (k = 1; k <= i_3; ++k) { |
|---|
| 12059 | /* L860: */ |
|---|
| 12060 | zz += z[i + k * z_dim1] * b[k + j * b_dim1]; |
|---|
| 12061 | } |
|---|
| 12062 | |
|---|
| 12063 | z[i + j * z_dim1] = zz; |
|---|
| 12064 | /* L880: */ |
|---|
| 12065 | } |
|---|
| 12066 | } |
|---|
| 12067 | /* .......... NORMALIZE SO THAT MODULUS OF LARGEST */ |
|---|
| 12068 | /* COMPONENT OF EACH VECTOR IS 1. */ |
|---|
| 12069 | /* (ISW IS 1 INITIALLY FROM BEFORE) .......... */ |
|---|
| 12070 | i_2 = *n; |
|---|
| 12071 | for (j = 1; j <= i_2; ++j) { |
|---|
| 12072 | d = 0.; |
|---|
| 12073 | if (isw == 2) { |
|---|
| 12074 | goto L920; |
|---|
| 12075 | } |
|---|
| 12076 | if (alfi[j] != 0.) { |
|---|
| 12077 | goto L945; |
|---|
| 12078 | } |
|---|
| 12079 | |
|---|
| 12080 | i_1 = *n; |
|---|
| 12081 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12082 | if ((d_1 = z[i + j * z_dim1], abs(d_1)) > d) { |
|---|
| 12083 | d = (d_2 = z[i + j * z_dim1], abs(d_2)); |
|---|
| 12084 | } |
|---|
| 12085 | /* L890: */ |
|---|
| 12086 | } |
|---|
| 12087 | |
|---|
| 12088 | i_1 = *n; |
|---|
| 12089 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12090 | /* L900: */ |
|---|
| 12091 | z[i + j * z_dim1] /= d; |
|---|
| 12092 | } |
|---|
| 12093 | |
|---|
| 12094 | goto L950; |
|---|
| 12095 | |
|---|
| 12096 | L920: |
|---|
| 12097 | i_1 = *n; |
|---|
| 12098 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12099 | r = (d_1 = z[i + (j - 1) * z_dim1], abs(d_1)) + (d_2 = z[i + j |
|---|
| 12100 | * z_dim1], abs(d_2)); |
|---|
| 12101 | if (r != 0.) { |
|---|
| 12102 | /* Computing 2nd power */ |
|---|
| 12103 | d_1 = z[i + (j - 1) * z_dim1] / r; |
|---|
| 12104 | /* Computing 2nd power */ |
|---|
| 12105 | d_2 = z[i + j * z_dim1] / r; |
|---|
| 12106 | r *= sqrt(d_1 * d_1 + d_2 * d_2); |
|---|
| 12107 | } |
|---|
| 12108 | if (r > d) { |
|---|
| 12109 | d = r; |
|---|
| 12110 | } |
|---|
| 12111 | /* L930: */ |
|---|
| 12112 | } |
|---|
| 12113 | |
|---|
| 12114 | i_1 = *n; |
|---|
| 12115 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12116 | z[i + (j - 1) * z_dim1] /= d; |
|---|
| 12117 | z[i + j * z_dim1] /= d; |
|---|
| 12118 | /* L940: */ |
|---|
| 12119 | } |
|---|
| 12120 | |
|---|
| 12121 | L945: |
|---|
| 12122 | isw = 3 - isw; |
|---|
| 12123 | L950: |
|---|
| 12124 | ; |
|---|
| 12125 | } |
|---|
| 12126 | |
|---|
| 12127 | return 0; |
|---|
| 12128 | } /* qzvec_ */ |
|---|
| 12129 | |
|---|
| 12130 | /* Subroutine */ int ratqr_(integer *n, doublereal *eps1, doublereal *d, |
|---|
| 12131 | doublereal *e, doublereal *e2, integer *m, doublereal *w, integer * |
|---|
| 12132 | ind, doublereal *bd, logical *type, integer *idef, integer *ierr) |
|---|
| 12133 | { |
|---|
| 12134 | /* System generated locals */ |
|---|
| 12135 | integer i_1, i_2; |
|---|
| 12136 | doublereal d_1, d_2, d_3; |
|---|
| 12137 | |
|---|
| 12138 | /* Local variables */ |
|---|
| 12139 | static integer jdef; |
|---|
| 12140 | static doublereal f; |
|---|
| 12141 | static integer i, j, k; |
|---|
| 12142 | static doublereal p, q, r, s, delta; |
|---|
| 12143 | static integer k1, ii, jj; |
|---|
| 12144 | static doublereal ep, qp; |
|---|
| 12145 | extern doublereal epslon_(doublereal *); |
|---|
| 12146 | static doublereal err, tot; |
|---|
| 12147 | |
|---|
| 12148 | |
|---|
| 12149 | |
|---|
| 12150 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE RATQR, */ |
|---|
| 12151 | /* NUM. MATH. 11, 264-272(1968) BY REINSCH AND BAUER. */ |
|---|
| 12152 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 257-265(1971). */ |
|---|
| 12153 | |
|---|
| 12154 | /* THIS SUBROUTINE FINDS THE ALGEBRAICALLY SMALLEST OR LARGEST */ |
|---|
| 12155 | /* EIGENVALUES OF A SYMMETRIC TRIDIAGONAL MATRIX BY THE */ |
|---|
| 12156 | /* RATIONAL QR METHOD WITH NEWTON CORRECTIONS. */ |
|---|
| 12157 | |
|---|
| 12158 | /* ON INPUT */ |
|---|
| 12159 | |
|---|
| 12160 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 12161 | |
|---|
| 12162 | /* EPS1 IS A THEORETICAL ABSOLUTE ERROR TOLERANCE FOR THE */ |
|---|
| 12163 | /* COMPUTED EIGENVALUES. IF THE INPUT EPS1 IS NON-POSITIVE, */ |
|---|
| 12164 | /* OR INDEED SMALLER THAN ITS DEFAULT VALUE, IT IS RESET */ |
|---|
| 12165 | /* AT EACH ITERATION TO THE RESPECTIVE DEFAULT VALUE, */ |
|---|
| 12166 | /* NAMELY, THE PRODUCT OF THE RELATIVE MACHINE PRECISION */ |
|---|
| 12167 | /* AND THE MAGNITUDE OF THE CURRENT EIGENVALUE ITERATE. */ |
|---|
| 12168 | /* THE THEORETICAL ABSOLUTE ERROR IN THE K-TH EIGENVALUE */ |
|---|
| 12169 | /* IS USUALLY NOT GREATER THAN K TIMES EPS1. */ |
|---|
| 12170 | |
|---|
| 12171 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 12172 | |
|---|
| 12173 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 12174 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 12175 | |
|---|
| 12176 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 12177 | /* E2(1) IS ARBITRARY. */ |
|---|
| 12178 | |
|---|
| 12179 | /* M IS THE NUMBER OF EIGENVALUES TO BE FOUND. */ |
|---|
| 12180 | |
|---|
| 12181 | /* IDEF SHOULD BE SET TO 1 IF THE INPUT MATRIX IS KNOWN TO BE */ |
|---|
| 12182 | /* POSITIVE DEFINITE, TO -1 IF THE INPUT MATRIX IS KNOWN TO */ |
|---|
| 12183 | /* BE NEGATIVE DEFINITE, AND TO 0 OTHERWISE. */ |
|---|
| 12184 | |
|---|
| 12185 | /* TYPE SHOULD BE SET TO .TRUE. IF THE SMALLEST EIGENVALUES */ |
|---|
| 12186 | /* ARE TO BE FOUND, AND TO .FALSE. IF THE LARGEST EIGENVALUES */ |
|---|
| 12187 | /* ARE TO BE FOUND. */ |
|---|
| 12188 | |
|---|
| 12189 | /* ON OUTPUT */ |
|---|
| 12190 | |
|---|
| 12191 | /* EPS1 IS UNALTERED UNLESS IT HAS BEEN RESET TO ITS */ |
|---|
| 12192 | /* (LAST) DEFAULT VALUE. */ |
|---|
| 12193 | |
|---|
| 12194 | /* D AND E ARE UNALTERED (UNLESS W OVERWRITES D). */ |
|---|
| 12195 | |
|---|
| 12196 | /* ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED */ |
|---|
| 12197 | /* AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE */ |
|---|
| 12198 | /* MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES. */ |
|---|
| 12199 | /* E2(1) IS SET TO 0.0D0 IF THE SMALLEST EIGENVALUES HAVE BEEN */ |
|---|
| 12200 | /* FOUND, AND TO 2.0D0 IF THE LARGEST EIGENVALUES HAVE BEEN */ |
|---|
| 12201 | /* FOUND. E2 IS OTHERWISE UNALTERED (UNLESS OVERWRITTEN BY BD). |
|---|
| 12202 | */ |
|---|
| 12203 | |
|---|
| 12204 | /* W CONTAINS THE M ALGEBRAICALLY SMALLEST EIGENVALUES IN */ |
|---|
| 12205 | /* ASCENDING ORDER, OR THE M LARGEST EIGENVALUES IN */ |
|---|
| 12206 | /* DESCENDING ORDER. IF AN ERROR EXIT IS MADE BECAUSE OF */ |
|---|
| 12207 | /* AN INCORRECT SPECIFICATION OF IDEF, NO EIGENVALUES */ |
|---|
| 12208 | /* ARE FOUND. IF THE NEWTON ITERATES FOR A PARTICULAR */ |
|---|
| 12209 | /* EIGENVALUE ARE NOT MONOTONE, THE BEST ESTIMATE OBTAINED */ |
|---|
| 12210 | /* IS RETURNED AND IERR IS SET. W MAY COINCIDE WITH D. */ |
|---|
| 12211 | |
|---|
| 12212 | /* IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES */ |
|---|
| 12213 | /* ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W -- */ |
|---|
| 12214 | /* 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM */ |
|---|
| 12215 | /* THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC.. |
|---|
| 12216 | */ |
|---|
| 12217 | |
|---|
| 12218 | /* BD CONTAINS REFINED BOUNDS FOR THE THEORETICAL ERRORS OF THE */ |
|---|
| 12219 | /* CORRESPONDING EIGENVALUES IN W. THESE BOUNDS ARE USUALLY */ |
|---|
| 12220 | /* WITHIN THE TOLERANCE SPECIFIED BY EPS1. BD MAY COINCIDE */ |
|---|
| 12221 | /* WITH E2. */ |
|---|
| 12222 | |
|---|
| 12223 | /* IERR IS SET TO */ |
|---|
| 12224 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 12225 | /* 6*N+1 IF IDEF IS SET TO 1 AND TYPE TO .TRUE. */ |
|---|
| 12226 | /* WHEN THE MATRIX IS NOT POSITIVE DEFINITE, OR */ |
|---|
| 12227 | /* IF IDEF IS SET TO -1 AND TYPE TO .FALSE. */ |
|---|
| 12228 | /* WHEN THE MATRIX IS NOT NEGATIVE DEFINITE, */ |
|---|
| 12229 | /* 5*N+K IF SUCCESSIVE ITERATES TO THE K-TH EIGENVALUE */ |
|---|
| 12230 | /* ARE NOT MONOTONE INCREASING, WHERE K REFERS */ |
|---|
| 12231 | /* TO THE LAST SUCH OCCURRENCE. */ |
|---|
| 12232 | |
|---|
| 12233 | /* NOTE THAT SUBROUTINE TRIDIB IS GENERALLY FASTER AND MORE */ |
|---|
| 12234 | /* ACCURATE THAN RATQR IF THE EIGENVALUES ARE CLUSTERED. */ |
|---|
| 12235 | |
|---|
| 12236 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 12237 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 12238 | */ |
|---|
| 12239 | |
|---|
| 12240 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 12241 | |
|---|
| 12242 | /* ------------------------------------------------------------------ |
|---|
| 12243 | */ |
|---|
| 12244 | |
|---|
| 12245 | /* Parameter adjustments */ |
|---|
| 12246 | --bd; |
|---|
| 12247 | --ind; |
|---|
| 12248 | --w; |
|---|
| 12249 | --e2; |
|---|
| 12250 | --e; |
|---|
| 12251 | --d; |
|---|
| 12252 | |
|---|
| 12253 | /* Function Body */ |
|---|
| 12254 | *ierr = 0; |
|---|
| 12255 | jdef = *idef; |
|---|
| 12256 | /* .......... COPY D ARRAY INTO W .......... */ |
|---|
| 12257 | i_1 = *n; |
|---|
| 12258 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12259 | /* L20: */ |
|---|
| 12260 | w[i] = d[i]; |
|---|
| 12261 | } |
|---|
| 12262 | |
|---|
| 12263 | if (*type) { |
|---|
| 12264 | goto L40; |
|---|
| 12265 | } |
|---|
| 12266 | j = 1; |
|---|
| 12267 | goto L400; |
|---|
| 12268 | L40: |
|---|
| 12269 | err = 0.; |
|---|
| 12270 | s = 0.; |
|---|
| 12271 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ENTRIES AND DEFINE */ |
|---|
| 12272 | /* INITIAL SHIFT FROM LOWER GERSCHGORIN BOUND. */ |
|---|
| 12273 | /* COPY E2 ARRAY INTO BD .......... */ |
|---|
| 12274 | tot = w[1]; |
|---|
| 12275 | q = 0.; |
|---|
| 12276 | j = 0; |
|---|
| 12277 | |
|---|
| 12278 | i_1 = *n; |
|---|
| 12279 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12280 | p = q; |
|---|
| 12281 | if (i == 1) { |
|---|
| 12282 | goto L60; |
|---|
| 12283 | } |
|---|
| 12284 | d_3 = (d_1 = d[i], abs(d_1)) + (d_2 = d[i - 1], abs(d_2)); |
|---|
| 12285 | if (p > epslon_(&d_3)) { |
|---|
| 12286 | goto L80; |
|---|
| 12287 | } |
|---|
| 12288 | L60: |
|---|
| 12289 | e2[i] = 0.; |
|---|
| 12290 | L80: |
|---|
| 12291 | bd[i] = e2[i]; |
|---|
| 12292 | /* .......... COUNT ALSO IF ELEMENT OF E2 HAS UNDERFLOWED ........ |
|---|
| 12293 | .. */ |
|---|
| 12294 | if (e2[i] == 0.) { |
|---|
| 12295 | ++j; |
|---|
| 12296 | } |
|---|
| 12297 | ind[i] = j; |
|---|
| 12298 | q = 0.; |
|---|
| 12299 | if (i != *n) { |
|---|
| 12300 | q = (d_1 = e[i + 1], abs(d_1)); |
|---|
| 12301 | } |
|---|
| 12302 | /* Computing MIN */ |
|---|
| 12303 | d_1 = w[i] - p - q; |
|---|
| 12304 | tot = min(d_1,tot); |
|---|
| 12305 | /* L100: */ |
|---|
| 12306 | } |
|---|
| 12307 | |
|---|
| 12308 | if (jdef == 1 && tot < 0.) { |
|---|
| 12309 | goto L140; |
|---|
| 12310 | } |
|---|
| 12311 | |
|---|
| 12312 | i_1 = *n; |
|---|
| 12313 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12314 | /* L110: */ |
|---|
| 12315 | w[i] -= tot; |
|---|
| 12316 | } |
|---|
| 12317 | |
|---|
| 12318 | goto L160; |
|---|
| 12319 | L140: |
|---|
| 12320 | tot = 0.; |
|---|
| 12321 | |
|---|
| 12322 | L160: |
|---|
| 12323 | i_1 = *m; |
|---|
| 12324 | for (k = 1; k <= i_1; ++k) { |
|---|
| 12325 | /* .......... NEXT QR TRANSFORMATION .......... */ |
|---|
| 12326 | L180: |
|---|
| 12327 | tot += s; |
|---|
| 12328 | delta = w[*n] - s; |
|---|
| 12329 | i = *n; |
|---|
| 12330 | f = (d_1 = epslon_(&tot), abs(d_1)); |
|---|
| 12331 | if (*eps1 < f) { |
|---|
| 12332 | *eps1 = f; |
|---|
| 12333 | } |
|---|
| 12334 | if (delta > *eps1) { |
|---|
| 12335 | goto L190; |
|---|
| 12336 | } |
|---|
| 12337 | if (delta < -(*eps1)) { |
|---|
| 12338 | goto L1000; |
|---|
| 12339 | } |
|---|
| 12340 | goto L300; |
|---|
| 12341 | /* .......... REPLACE SMALL SUB-DIAGONAL SQUARES BY ZERO */ |
|---|
| 12342 | /* TO REDUCE THE INCIDENCE OF UNDERFLOWS .......... */ |
|---|
| 12343 | L190: |
|---|
| 12344 | if (k == *n) { |
|---|
| 12345 | goto L210; |
|---|
| 12346 | } |
|---|
| 12347 | k1 = k + 1; |
|---|
| 12348 | i_2 = *n; |
|---|
| 12349 | for (j = k1; j <= i_2; ++j) { |
|---|
| 12350 | d_2 = w[j] + w[j - 1]; |
|---|
| 12351 | /* Computing 2nd power */ |
|---|
| 12352 | d_1 = epslon_(&d_2); |
|---|
| 12353 | if (bd[j] <= d_1 * d_1) { |
|---|
| 12354 | bd[j] = 0.; |
|---|
| 12355 | } |
|---|
| 12356 | /* L200: */ |
|---|
| 12357 | } |
|---|
| 12358 | |
|---|
| 12359 | L210: |
|---|
| 12360 | f = bd[*n] / delta; |
|---|
| 12361 | qp = delta + f; |
|---|
| 12362 | p = 1.; |
|---|
| 12363 | if (k == *n) { |
|---|
| 12364 | goto L260; |
|---|
| 12365 | } |
|---|
| 12366 | k1 = *n - k; |
|---|
| 12367 | /* .......... FOR I=N-1 STEP -1 UNTIL K DO -- .......... */ |
|---|
| 12368 | i_2 = k1; |
|---|
| 12369 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 12370 | i = *n - ii; |
|---|
| 12371 | q = w[i] - s - f; |
|---|
| 12372 | r = q / qp; |
|---|
| 12373 | p = p * r + 1.; |
|---|
| 12374 | ep = f * r; |
|---|
| 12375 | w[i + 1] = qp + ep; |
|---|
| 12376 | delta = q - ep; |
|---|
| 12377 | if (delta > *eps1) { |
|---|
| 12378 | goto L220; |
|---|
| 12379 | } |
|---|
| 12380 | if (delta < -(*eps1)) { |
|---|
| 12381 | goto L1000; |
|---|
| 12382 | } |
|---|
| 12383 | goto L300; |
|---|
| 12384 | L220: |
|---|
| 12385 | f = bd[i] / q; |
|---|
| 12386 | qp = delta + f; |
|---|
| 12387 | bd[i + 1] = qp * ep; |
|---|
| 12388 | /* L240: */ |
|---|
| 12389 | } |
|---|
| 12390 | |
|---|
| 12391 | L260: |
|---|
| 12392 | w[k] = qp; |
|---|
| 12393 | s = qp / p; |
|---|
| 12394 | if (tot + s > tot) { |
|---|
| 12395 | goto L180; |
|---|
| 12396 | } |
|---|
| 12397 | /* .......... SET ERROR -- IRREGULAR END OF ITERATION. */ |
|---|
| 12398 | /* DEFLATE MINIMUM DIAGONAL ELEMENT .......... */ |
|---|
| 12399 | *ierr = *n * 5 + k; |
|---|
| 12400 | s = 0.; |
|---|
| 12401 | delta = qp; |
|---|
| 12402 | |
|---|
| 12403 | i_2 = *n; |
|---|
| 12404 | for (j = k; j <= i_2; ++j) { |
|---|
| 12405 | if (w[j] > delta) { |
|---|
| 12406 | goto L280; |
|---|
| 12407 | } |
|---|
| 12408 | i = j; |
|---|
| 12409 | delta = w[j]; |
|---|
| 12410 | L280: |
|---|
| 12411 | ; |
|---|
| 12412 | } |
|---|
| 12413 | /* .......... CONVERGENCE .......... */ |
|---|
| 12414 | L300: |
|---|
| 12415 | if (i < *n) { |
|---|
| 12416 | bd[i + 1] = bd[i] * f / qp; |
|---|
| 12417 | } |
|---|
| 12418 | ii = ind[i]; |
|---|
| 12419 | if (i == k) { |
|---|
| 12420 | goto L340; |
|---|
| 12421 | } |
|---|
| 12422 | k1 = i - k; |
|---|
| 12423 | /* .......... FOR J=I-1 STEP -1 UNTIL K DO -- .......... */ |
|---|
| 12424 | i_2 = k1; |
|---|
| 12425 | for (jj = 1; jj <= i_2; ++jj) { |
|---|
| 12426 | j = i - jj; |
|---|
| 12427 | w[j + 1] = w[j] - s; |
|---|
| 12428 | bd[j + 1] = bd[j]; |
|---|
| 12429 | ind[j + 1] = ind[j]; |
|---|
| 12430 | /* L320: */ |
|---|
| 12431 | } |
|---|
| 12432 | |
|---|
| 12433 | L340: |
|---|
| 12434 | w[k] = tot; |
|---|
| 12435 | err += abs(delta); |
|---|
| 12436 | bd[k] = err; |
|---|
| 12437 | ind[k] = ii; |
|---|
| 12438 | /* L360: */ |
|---|
| 12439 | } |
|---|
| 12440 | |
|---|
| 12441 | if (*type) { |
|---|
| 12442 | goto L1001; |
|---|
| 12443 | } |
|---|
| 12444 | f = bd[1]; |
|---|
| 12445 | e2[1] = 2.; |
|---|
| 12446 | bd[1] = f; |
|---|
| 12447 | j = 2; |
|---|
| 12448 | /* .......... NEGATE ELEMENTS OF W FOR LARGEST VALUES .......... */ |
|---|
| 12449 | L400: |
|---|
| 12450 | i_1 = *n; |
|---|
| 12451 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12452 | /* L500: */ |
|---|
| 12453 | w[i] = -w[i]; |
|---|
| 12454 | } |
|---|
| 12455 | |
|---|
| 12456 | jdef = -jdef; |
|---|
| 12457 | switch (j) { |
|---|
| 12458 | case 1: goto L40; |
|---|
| 12459 | case 2: goto L1001; |
|---|
| 12460 | } |
|---|
| 12461 | /* .......... SET ERROR -- IDEF SPECIFIED INCORRECTLY .......... */ |
|---|
| 12462 | L1000: |
|---|
| 12463 | *ierr = *n * 6 + 1; |
|---|
| 12464 | L1001: |
|---|
| 12465 | return 0; |
|---|
| 12466 | } /* ratqr_ */ |
|---|
| 12467 | |
|---|
| 12468 | /* Subroutine */ int rebak_(integer *nm, integer *n, doublereal *b, |
|---|
| 12469 | doublereal *dl, integer *m, doublereal *z) |
|---|
| 12470 | { |
|---|
| 12471 | /* System generated locals */ |
|---|
| 12472 | integer b_dim1, b_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 12473 | |
|---|
| 12474 | /* Local variables */ |
|---|
| 12475 | static integer i, j, k; |
|---|
| 12476 | static doublereal x; |
|---|
| 12477 | static integer i1, ii; |
|---|
| 12478 | |
|---|
| 12479 | |
|---|
| 12480 | |
|---|
| 12481 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE REBAKA, */ |
|---|
| 12482 | /* NUM. MATH. 11, 99-110(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 12483 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 303-314(1971). */ |
|---|
| 12484 | |
|---|
| 12485 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A GENERALIZED */ |
|---|
| 12486 | /* SYMMETRIC EIGENSYSTEM BY BACK TRANSFORMING THOSE OF THE */ |
|---|
| 12487 | /* DERIVED SYMMETRIC MATRIX DETERMINED BY REDUC. */ |
|---|
| 12488 | |
|---|
| 12489 | /* ON INPUT */ |
|---|
| 12490 | |
|---|
| 12491 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 12492 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 12493 | /* DIMENSION STATEMENT. */ |
|---|
| 12494 | |
|---|
| 12495 | /* N IS THE ORDER OF THE MATRIX SYSTEM. */ |
|---|
| 12496 | |
|---|
| 12497 | /* B CONTAINS INFORMATION ABOUT THE SIMILARITY TRANSFORMATION */ |
|---|
| 12498 | /* (CHOLESKY DECOMPOSITION) USED IN THE REDUCTION BY REDUC */ |
|---|
| 12499 | /* IN ITS STRICT LOWER TRIANGLE. */ |
|---|
| 12500 | |
|---|
| 12501 | /* DL CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATION. */ |
|---|
| 12502 | |
|---|
| 12503 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 12504 | |
|---|
| 12505 | /* Z CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
|---|
| 12506 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 12507 | |
|---|
| 12508 | /* ON OUTPUT */ |
|---|
| 12509 | |
|---|
| 12510 | /* Z CONTAINS THE TRANSFORMED EIGENVECTORS */ |
|---|
| 12511 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 12512 | |
|---|
| 12513 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 12514 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 12515 | */ |
|---|
| 12516 | |
|---|
| 12517 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 12518 | |
|---|
| 12519 | /* ------------------------------------------------------------------ |
|---|
| 12520 | */ |
|---|
| 12521 | |
|---|
| 12522 | /* Parameter adjustments */ |
|---|
| 12523 | --dl; |
|---|
| 12524 | b_dim1 = *nm; |
|---|
| 12525 | b_offset = b_dim1 + 1; |
|---|
| 12526 | b -= b_offset; |
|---|
| 12527 | z_dim1 = *nm; |
|---|
| 12528 | z_offset = z_dim1 + 1; |
|---|
| 12529 | z -= z_offset; |
|---|
| 12530 | |
|---|
| 12531 | /* Function Body */ |
|---|
| 12532 | if (*m == 0) { |
|---|
| 12533 | goto L200; |
|---|
| 12534 | } |
|---|
| 12535 | |
|---|
| 12536 | i_1 = *m; |
|---|
| 12537 | for (j = 1; j <= i_1; ++j) { |
|---|
| 12538 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 12539 | i_2 = *n; |
|---|
| 12540 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 12541 | i = *n + 1 - ii; |
|---|
| 12542 | i1 = i + 1; |
|---|
| 12543 | x = z[i + j * z_dim1]; |
|---|
| 12544 | if (i == *n) { |
|---|
| 12545 | goto L80; |
|---|
| 12546 | } |
|---|
| 12547 | |
|---|
| 12548 | i_3 = *n; |
|---|
| 12549 | for (k = i1; k <= i_3; ++k) { |
|---|
| 12550 | /* L60: */ |
|---|
| 12551 | x -= b[k + i * b_dim1] * z[k + j * z_dim1]; |
|---|
| 12552 | } |
|---|
| 12553 | |
|---|
| 12554 | L80: |
|---|
| 12555 | z[i + j * z_dim1] = x / dl[i]; |
|---|
| 12556 | /* L100: */ |
|---|
| 12557 | } |
|---|
| 12558 | } |
|---|
| 12559 | |
|---|
| 12560 | L200: |
|---|
| 12561 | return 0; |
|---|
| 12562 | } /* rebak_ */ |
|---|
| 12563 | |
|---|
| 12564 | /* Subroutine */ int rebakb_(integer *nm, integer *n, doublereal *b, |
|---|
| 12565 | doublereal *dl, integer *m, doublereal *z) |
|---|
| 12566 | { |
|---|
| 12567 | /* System generated locals */ |
|---|
| 12568 | integer b_dim1, b_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 12569 | |
|---|
| 12570 | /* Local variables */ |
|---|
| 12571 | static integer i, j, k; |
|---|
| 12572 | static doublereal x; |
|---|
| 12573 | static integer i1, ii; |
|---|
| 12574 | |
|---|
| 12575 | |
|---|
| 12576 | |
|---|
| 12577 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE REBAKB, */ |
|---|
| 12578 | /* NUM. MATH. 11, 99-110(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 12579 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 303-314(1971). */ |
|---|
| 12580 | |
|---|
| 12581 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A GENERALIZED */ |
|---|
| 12582 | /* SYMMETRIC EIGENSYSTEM BY BACK TRANSFORMING THOSE OF THE */ |
|---|
| 12583 | /* DERIVED SYMMETRIC MATRIX DETERMINED BY REDUC2. */ |
|---|
| 12584 | |
|---|
| 12585 | /* ON INPUT */ |
|---|
| 12586 | |
|---|
| 12587 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 12588 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 12589 | /* DIMENSION STATEMENT. */ |
|---|
| 12590 | |
|---|
| 12591 | /* N IS THE ORDER OF THE MATRIX SYSTEM. */ |
|---|
| 12592 | |
|---|
| 12593 | /* B CONTAINS INFORMATION ABOUT THE SIMILARITY TRANSFORMATION */ |
|---|
| 12594 | /* (CHOLESKY DECOMPOSITION) USED IN THE REDUCTION BY REDUC2 */ |
|---|
| 12595 | /* IN ITS STRICT LOWER TRIANGLE. */ |
|---|
| 12596 | |
|---|
| 12597 | /* DL CONTAINS FURTHER INFORMATION ABOUT THE TRANSFORMATION. */ |
|---|
| 12598 | |
|---|
| 12599 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 12600 | |
|---|
| 12601 | /* Z CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
|---|
| 12602 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 12603 | |
|---|
| 12604 | /* ON OUTPUT */ |
|---|
| 12605 | |
|---|
| 12606 | /* Z CONTAINS THE TRANSFORMED EIGENVECTORS */ |
|---|
| 12607 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 12608 | |
|---|
| 12609 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 12610 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 12611 | */ |
|---|
| 12612 | |
|---|
| 12613 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 12614 | |
|---|
| 12615 | /* ------------------------------------------------------------------ |
|---|
| 12616 | */ |
|---|
| 12617 | |
|---|
| 12618 | /* Parameter adjustments */ |
|---|
| 12619 | --dl; |
|---|
| 12620 | b_dim1 = *nm; |
|---|
| 12621 | b_offset = b_dim1 + 1; |
|---|
| 12622 | b -= b_offset; |
|---|
| 12623 | z_dim1 = *nm; |
|---|
| 12624 | z_offset = z_dim1 + 1; |
|---|
| 12625 | z -= z_offset; |
|---|
| 12626 | |
|---|
| 12627 | /* Function Body */ |
|---|
| 12628 | if (*m == 0) { |
|---|
| 12629 | goto L200; |
|---|
| 12630 | } |
|---|
| 12631 | |
|---|
| 12632 | i_1 = *m; |
|---|
| 12633 | for (j = 1; j <= i_1; ++j) { |
|---|
| 12634 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 12635 | i_2 = *n; |
|---|
| 12636 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 12637 | i1 = *n - ii; |
|---|
| 12638 | i = i1 + 1; |
|---|
| 12639 | x = dl[i] * z[i + j * z_dim1]; |
|---|
| 12640 | if (i == 1) { |
|---|
| 12641 | goto L80; |
|---|
| 12642 | } |
|---|
| 12643 | |
|---|
| 12644 | i_3 = i1; |
|---|
| 12645 | for (k = 1; k <= i_3; ++k) { |
|---|
| 12646 | /* L60: */ |
|---|
| 12647 | x += b[i + k * b_dim1] * z[k + j * z_dim1]; |
|---|
| 12648 | } |
|---|
| 12649 | |
|---|
| 12650 | L80: |
|---|
| 12651 | z[i + j * z_dim1] = x; |
|---|
| 12652 | /* L100: */ |
|---|
| 12653 | } |
|---|
| 12654 | } |
|---|
| 12655 | |
|---|
| 12656 | L200: |
|---|
| 12657 | return 0; |
|---|
| 12658 | } /* rebakb_ */ |
|---|
| 12659 | |
|---|
| 12660 | /* Subroutine */ int reduc_(integer *nm, integer *n, doublereal *a, |
|---|
| 12661 | doublereal *b, doublereal *dl, integer *ierr) |
|---|
| 12662 | { |
|---|
| 12663 | /* System generated locals */ |
|---|
| 12664 | integer a_dim1, a_offset, b_dim1, b_offset, i_1, i_2, i_3; |
|---|
| 12665 | |
|---|
| 12666 | /* Builtin functions */ |
|---|
| 12667 | double sqrt(doublereal); |
|---|
| 12668 | |
|---|
| 12669 | /* Local variables */ |
|---|
| 12670 | static integer i, j, k; |
|---|
| 12671 | static doublereal x, y; |
|---|
| 12672 | static integer i1, j1, nn; |
|---|
| 12673 | |
|---|
| 12674 | |
|---|
| 12675 | |
|---|
| 12676 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE REDUC1, */ |
|---|
| 12677 | /* NUM. MATH. 11, 99-110(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 12678 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 303-314(1971). */ |
|---|
| 12679 | |
|---|
| 12680 | /* THIS SUBROUTINE REDUCES THE GENERALIZED SYMMETRIC EIGENPROBLEM */ |
|---|
| 12681 | /* AX=(LAMBDA)BX, WHERE B IS POSITIVE DEFINITE, TO THE STANDARD */ |
|---|
| 12682 | /* SYMMETRIC EIGENPROBLEM USING THE CHOLESKY FACTORIZATION OF B. */ |
|---|
| 12683 | |
|---|
| 12684 | /* ON INPUT */ |
|---|
| 12685 | |
|---|
| 12686 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 12687 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 12688 | /* DIMENSION STATEMENT. */ |
|---|
| 12689 | |
|---|
| 12690 | /* N IS THE ORDER OF THE MATRICES A AND B. IF THE CHOLESKY */ |
|---|
| 12691 | /* FACTOR L OF B IS ALREADY AVAILABLE, N SHOULD BE PREFIXED */ |
|---|
| 12692 | /* WITH A MINUS SIGN. */ |
|---|
| 12693 | |
|---|
| 12694 | /* A AND B CONTAIN THE REAL SYMMETRIC INPUT MATRICES. ONLY THE */ |
|---|
| 12695 | /* FULL UPPER TRIANGLES OF THE MATRICES NEED BE SUPPLIED. IF */ |
|---|
| 12696 | /* N IS NEGATIVE, THE STRICT LOWER TRIANGLE OF B CONTAINS, */ |
|---|
| 12697 | /* INSTEAD, THE STRICT LOWER TRIANGLE OF ITS CHOLESKY FACTOR L. |
|---|
| 12698 | */ |
|---|
| 12699 | |
|---|
| 12700 | /* DL CONTAINS, IF N IS NEGATIVE, THE DIAGONAL ELEMENTS OF L. */ |
|---|
| 12701 | |
|---|
| 12702 | /* ON OUTPUT */ |
|---|
| 12703 | |
|---|
| 12704 | /* A CONTAINS IN ITS FULL LOWER TRIANGLE THE FULL LOWER TRIANGLE */ |
|---|
| 12705 | /* OF THE SYMMETRIC MATRIX DERIVED FROM THE REDUCTION TO THE */ |
|---|
| 12706 | /* STANDARD FORM. THE STRICT UPPER TRIANGLE OF A IS UNALTERED. |
|---|
| 12707 | */ |
|---|
| 12708 | |
|---|
| 12709 | /* B CONTAINS IN ITS STRICT LOWER TRIANGLE THE STRICT LOWER */ |
|---|
| 12710 | /* TRIANGLE OF ITS CHOLESKY FACTOR L. THE FULL UPPER */ |
|---|
| 12711 | /* TRIANGLE OF B IS UNALTERED. */ |
|---|
| 12712 | |
|---|
| 12713 | /* DL CONTAINS THE DIAGONAL ELEMENTS OF L. */ |
|---|
| 12714 | |
|---|
| 12715 | /* IERR IS SET TO */ |
|---|
| 12716 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 12717 | /* 7*N+1 IF B IS NOT POSITIVE DEFINITE. */ |
|---|
| 12718 | |
|---|
| 12719 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 12720 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 12721 | */ |
|---|
| 12722 | |
|---|
| 12723 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 12724 | |
|---|
| 12725 | /* ------------------------------------------------------------------ |
|---|
| 12726 | */ |
|---|
| 12727 | |
|---|
| 12728 | /* Parameter adjustments */ |
|---|
| 12729 | --dl; |
|---|
| 12730 | b_dim1 = *nm; |
|---|
| 12731 | b_offset = b_dim1 + 1; |
|---|
| 12732 | b -= b_offset; |
|---|
| 12733 | a_dim1 = *nm; |
|---|
| 12734 | a_offset = a_dim1 + 1; |
|---|
| 12735 | a -= a_offset; |
|---|
| 12736 | |
|---|
| 12737 | /* Function Body */ |
|---|
| 12738 | *ierr = 0; |
|---|
| 12739 | nn = abs(*n); |
|---|
| 12740 | if (*n < 0) { |
|---|
| 12741 | goto L100; |
|---|
| 12742 | } |
|---|
| 12743 | /* .......... FORM L IN THE ARRAYS B AND DL .......... */ |
|---|
| 12744 | i_1 = *n; |
|---|
| 12745 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12746 | i1 = i - 1; |
|---|
| 12747 | |
|---|
| 12748 | i_2 = *n; |
|---|
| 12749 | for (j = i; j <= i_2; ++j) { |
|---|
| 12750 | x = b[i + j * b_dim1]; |
|---|
| 12751 | if (i == 1) { |
|---|
| 12752 | goto L40; |
|---|
| 12753 | } |
|---|
| 12754 | |
|---|
| 12755 | i_3 = i1; |
|---|
| 12756 | for (k = 1; k <= i_3; ++k) { |
|---|
| 12757 | /* L20: */ |
|---|
| 12758 | x -= b[i + k * b_dim1] * b[j + k * b_dim1]; |
|---|
| 12759 | } |
|---|
| 12760 | |
|---|
| 12761 | L40: |
|---|
| 12762 | if (j != i) { |
|---|
| 12763 | goto L60; |
|---|
| 12764 | } |
|---|
| 12765 | if (x <= 0.) { |
|---|
| 12766 | goto L1000; |
|---|
| 12767 | } |
|---|
| 12768 | y = sqrt(x); |
|---|
| 12769 | dl[i] = y; |
|---|
| 12770 | goto L80; |
|---|
| 12771 | L60: |
|---|
| 12772 | b[j + i * b_dim1] = x / y; |
|---|
| 12773 | L80: |
|---|
| 12774 | ; |
|---|
| 12775 | } |
|---|
| 12776 | } |
|---|
| 12777 | /* .......... FORM THE TRANSPOSE OF THE UPPER TRIANGLE OF INV(L)*A */ |
|---|
| 12778 | /* IN THE LOWER TRIANGLE OF THE ARRAY A .......... */ |
|---|
| 12779 | L100: |
|---|
| 12780 | i_2 = nn; |
|---|
| 12781 | for (i = 1; i <= i_2; ++i) { |
|---|
| 12782 | i1 = i - 1; |
|---|
| 12783 | y = dl[i]; |
|---|
| 12784 | |
|---|
| 12785 | i_1 = nn; |
|---|
| 12786 | for (j = i; j <= i_1; ++j) { |
|---|
| 12787 | x = a[i + j * a_dim1]; |
|---|
| 12788 | if (i == 1) { |
|---|
| 12789 | goto L180; |
|---|
| 12790 | } |
|---|
| 12791 | |
|---|
| 12792 | i_3 = i1; |
|---|
| 12793 | for (k = 1; k <= i_3; ++k) { |
|---|
| 12794 | /* L160: */ |
|---|
| 12795 | x -= b[i + k * b_dim1] * a[j + k * a_dim1]; |
|---|
| 12796 | } |
|---|
| 12797 | |
|---|
| 12798 | L180: |
|---|
| 12799 | a[j + i * a_dim1] = x / y; |
|---|
| 12800 | /* L200: */ |
|---|
| 12801 | } |
|---|
| 12802 | } |
|---|
| 12803 | /* .......... PRE-MULTIPLY BY INV(L) AND OVERWRITE .......... */ |
|---|
| 12804 | i_1 = nn; |
|---|
| 12805 | for (j = 1; j <= i_1; ++j) { |
|---|
| 12806 | j1 = j - 1; |
|---|
| 12807 | |
|---|
| 12808 | i_2 = nn; |
|---|
| 12809 | for (i = j; i <= i_2; ++i) { |
|---|
| 12810 | x = a[i + j * a_dim1]; |
|---|
| 12811 | if (i == j) { |
|---|
| 12812 | goto L240; |
|---|
| 12813 | } |
|---|
| 12814 | i1 = i - 1; |
|---|
| 12815 | |
|---|
| 12816 | i_3 = i1; |
|---|
| 12817 | for (k = j; k <= i_3; ++k) { |
|---|
| 12818 | /* L220: */ |
|---|
| 12819 | x -= a[k + j * a_dim1] * b[i + k * b_dim1]; |
|---|
| 12820 | } |
|---|
| 12821 | |
|---|
| 12822 | L240: |
|---|
| 12823 | if (j == 1) { |
|---|
| 12824 | goto L280; |
|---|
| 12825 | } |
|---|
| 12826 | |
|---|
| 12827 | i_3 = j1; |
|---|
| 12828 | for (k = 1; k <= i_3; ++k) { |
|---|
| 12829 | /* L260: */ |
|---|
| 12830 | x -= a[j + k * a_dim1] * b[i + k * b_dim1]; |
|---|
| 12831 | } |
|---|
| 12832 | |
|---|
| 12833 | L280: |
|---|
| 12834 | a[i + j * a_dim1] = x / dl[i]; |
|---|
| 12835 | /* L300: */ |
|---|
| 12836 | } |
|---|
| 12837 | } |
|---|
| 12838 | |
|---|
| 12839 | goto L1001; |
|---|
| 12840 | /* .......... SET ERROR -- B IS NOT POSITIVE DEFINITE .......... */ |
|---|
| 12841 | L1000: |
|---|
| 12842 | *ierr = *n * 7 + 1; |
|---|
| 12843 | L1001: |
|---|
| 12844 | return 0; |
|---|
| 12845 | } /* reduc_ */ |
|---|
| 12846 | |
|---|
| 12847 | /* Subroutine */ int reduc2_(integer *nm, integer *n, doublereal *a, |
|---|
| 12848 | doublereal *b, doublereal *dl, integer *ierr) |
|---|
| 12849 | { |
|---|
| 12850 | /* System generated locals */ |
|---|
| 12851 | integer a_dim1, a_offset, b_dim1, b_offset, i_1, i_2, i_3; |
|---|
| 12852 | |
|---|
| 12853 | /* Builtin functions */ |
|---|
| 12854 | double sqrt(doublereal); |
|---|
| 12855 | |
|---|
| 12856 | /* Local variables */ |
|---|
| 12857 | static integer i, j, k; |
|---|
| 12858 | static doublereal x, y; |
|---|
| 12859 | static integer i1, j1, nn; |
|---|
| 12860 | |
|---|
| 12861 | |
|---|
| 12862 | |
|---|
| 12863 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE REDUC2, */ |
|---|
| 12864 | /* NUM. MATH. 11, 99-110(1968) BY MARTIN AND WILKINSON. */ |
|---|
| 12865 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 303-314(1971). */ |
|---|
| 12866 | |
|---|
| 12867 | /* THIS SUBROUTINE REDUCES THE GENERALIZED SYMMETRIC EIGENPROBLEMS */ |
|---|
| 12868 | /* ABX=(LAMBDA)X OR BAY=(LAMBDA)Y, WHERE B IS POSITIVE DEFINITE, */ |
|---|
| 12869 | /* TO THE STANDARD SYMMETRIC EIGENPROBLEM USING THE CHOLESKY */ |
|---|
| 12870 | /* FACTORIZATION OF B. */ |
|---|
| 12871 | |
|---|
| 12872 | /* ON INPUT */ |
|---|
| 12873 | |
|---|
| 12874 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 12875 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 12876 | /* DIMENSION STATEMENT. */ |
|---|
| 12877 | |
|---|
| 12878 | /* N IS THE ORDER OF THE MATRICES A AND B. IF THE CHOLESKY */ |
|---|
| 12879 | /* FACTOR L OF B IS ALREADY AVAILABLE, N SHOULD BE PREFIXED */ |
|---|
| 12880 | /* WITH A MINUS SIGN. */ |
|---|
| 12881 | |
|---|
| 12882 | /* A AND B CONTAIN THE REAL SYMMETRIC INPUT MATRICES. ONLY THE */ |
|---|
| 12883 | /* FULL UPPER TRIANGLES OF THE MATRICES NEED BE SUPPLIED. IF */ |
|---|
| 12884 | /* N IS NEGATIVE, THE STRICT LOWER TRIANGLE OF B CONTAINS, */ |
|---|
| 12885 | /* INSTEAD, THE STRICT LOWER TRIANGLE OF ITS CHOLESKY FACTOR L. |
|---|
| 12886 | */ |
|---|
| 12887 | |
|---|
| 12888 | /* DL CONTAINS, IF N IS NEGATIVE, THE DIAGONAL ELEMENTS OF L. */ |
|---|
| 12889 | |
|---|
| 12890 | /* ON OUTPUT */ |
|---|
| 12891 | |
|---|
| 12892 | /* A CONTAINS IN ITS FULL LOWER TRIANGLE THE FULL LOWER TRIANGLE */ |
|---|
| 12893 | /* OF THE SYMMETRIC MATRIX DERIVED FROM THE REDUCTION TO THE */ |
|---|
| 12894 | /* STANDARD FORM. THE STRICT UPPER TRIANGLE OF A IS UNALTERED. |
|---|
| 12895 | */ |
|---|
| 12896 | |
|---|
| 12897 | /* B CONTAINS IN ITS STRICT LOWER TRIANGLE THE STRICT LOWER */ |
|---|
| 12898 | /* TRIANGLE OF ITS CHOLESKY FACTOR L. THE FULL UPPER */ |
|---|
| 12899 | /* TRIANGLE OF B IS UNALTERED. */ |
|---|
| 12900 | |
|---|
| 12901 | /* DL CONTAINS THE DIAGONAL ELEMENTS OF L. */ |
|---|
| 12902 | |
|---|
| 12903 | /* IERR IS SET TO */ |
|---|
| 12904 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 12905 | /* 7*N+1 IF B IS NOT POSITIVE DEFINITE. */ |
|---|
| 12906 | |
|---|
| 12907 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 12908 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 12909 | */ |
|---|
| 12910 | |
|---|
| 12911 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 12912 | |
|---|
| 12913 | /* ------------------------------------------------------------------ |
|---|
| 12914 | */ |
|---|
| 12915 | |
|---|
| 12916 | /* Parameter adjustments */ |
|---|
| 12917 | --dl; |
|---|
| 12918 | b_dim1 = *nm; |
|---|
| 12919 | b_offset = b_dim1 + 1; |
|---|
| 12920 | b -= b_offset; |
|---|
| 12921 | a_dim1 = *nm; |
|---|
| 12922 | a_offset = a_dim1 + 1; |
|---|
| 12923 | a -= a_offset; |
|---|
| 12924 | |
|---|
| 12925 | /* Function Body */ |
|---|
| 12926 | *ierr = 0; |
|---|
| 12927 | nn = abs(*n); |
|---|
| 12928 | if (*n < 0) { |
|---|
| 12929 | goto L100; |
|---|
| 12930 | } |
|---|
| 12931 | /* .......... FORM L IN THE ARRAYS B AND DL .......... */ |
|---|
| 12932 | i_1 = *n; |
|---|
| 12933 | for (i = 1; i <= i_1; ++i) { |
|---|
| 12934 | i1 = i - 1; |
|---|
| 12935 | |
|---|
| 12936 | i_2 = *n; |
|---|
| 12937 | for (j = i; j <= i_2; ++j) { |
|---|
| 12938 | x = b[i + j * b_dim1]; |
|---|
| 12939 | if (i == 1) { |
|---|
| 12940 | goto L40; |
|---|
| 12941 | } |
|---|
| 12942 | |
|---|
| 12943 | i_3 = i1; |
|---|
| 12944 | for (k = 1; k <= i_3; ++k) { |
|---|
| 12945 | /* L20: */ |
|---|
| 12946 | x -= b[i + k * b_dim1] * b[j + k * b_dim1]; |
|---|
| 12947 | } |
|---|
| 12948 | |
|---|
| 12949 | L40: |
|---|
| 12950 | if (j != i) { |
|---|
| 12951 | goto L60; |
|---|
| 12952 | } |
|---|
| 12953 | if (x <= 0.) { |
|---|
| 12954 | goto L1000; |
|---|
| 12955 | } |
|---|
| 12956 | y = sqrt(x); |
|---|
| 12957 | dl[i] = y; |
|---|
| 12958 | goto L80; |
|---|
| 12959 | L60: |
|---|
| 12960 | b[j + i * b_dim1] = x / y; |
|---|
| 12961 | L80: |
|---|
| 12962 | ; |
|---|
| 12963 | } |
|---|
| 12964 | } |
|---|
| 12965 | /* .......... FORM THE LOWER TRIANGLE OF A*L */ |
|---|
| 12966 | /* IN THE LOWER TRIANGLE OF THE ARRAY A .......... */ |
|---|
| 12967 | L100: |
|---|
| 12968 | i_2 = nn; |
|---|
| 12969 | for (i = 1; i <= i_2; ++i) { |
|---|
| 12970 | i1 = i + 1; |
|---|
| 12971 | |
|---|
| 12972 | i_1 = i; |
|---|
| 12973 | for (j = 1; j <= i_1; ++j) { |
|---|
| 12974 | x = a[j + i * a_dim1] * dl[j]; |
|---|
| 12975 | if (j == i) { |
|---|
| 12976 | goto L140; |
|---|
| 12977 | } |
|---|
| 12978 | j1 = j + 1; |
|---|
| 12979 | |
|---|
| 12980 | i_3 = i; |
|---|
| 12981 | for (k = j1; k <= i_3; ++k) { |
|---|
| 12982 | /* L120: */ |
|---|
| 12983 | x += a[k + i * a_dim1] * b[k + j * b_dim1]; |
|---|
| 12984 | } |
|---|
| 12985 | |
|---|
| 12986 | L140: |
|---|
| 12987 | if (i == nn) { |
|---|
| 12988 | goto L180; |
|---|
| 12989 | } |
|---|
| 12990 | |
|---|
| 12991 | i_3 = nn; |
|---|
| 12992 | for (k = i1; k <= i_3; ++k) { |
|---|
| 12993 | /* L160: */ |
|---|
| 12994 | x += a[i + k * a_dim1] * b[k + j * b_dim1]; |
|---|
| 12995 | } |
|---|
| 12996 | |
|---|
| 12997 | L180: |
|---|
| 12998 | a[i + j * a_dim1] = x; |
|---|
| 12999 | /* L200: */ |
|---|
| 13000 | } |
|---|
| 13001 | } |
|---|
| 13002 | /* .......... PRE-MULTIPLY BY TRANSPOSE(L) AND OVERWRITE .......... */ |
|---|
| 13003 | i_1 = nn; |
|---|
| 13004 | for (i = 1; i <= i_1; ++i) { |
|---|
| 13005 | i1 = i + 1; |
|---|
| 13006 | y = dl[i]; |
|---|
| 13007 | |
|---|
| 13008 | i_2 = i; |
|---|
| 13009 | for (j = 1; j <= i_2; ++j) { |
|---|
| 13010 | x = y * a[i + j * a_dim1]; |
|---|
| 13011 | if (i == nn) { |
|---|
| 13012 | goto L280; |
|---|
| 13013 | } |
|---|
| 13014 | |
|---|
| 13015 | i_3 = nn; |
|---|
| 13016 | for (k = i1; k <= i_3; ++k) { |
|---|
| 13017 | /* L260: */ |
|---|
| 13018 | x += a[k + j * a_dim1] * b[k + i * b_dim1]; |
|---|
| 13019 | } |
|---|
| 13020 | |
|---|
| 13021 | L280: |
|---|
| 13022 | a[i + j * a_dim1] = x; |
|---|
| 13023 | /* L300: */ |
|---|
| 13024 | } |
|---|
| 13025 | } |
|---|
| 13026 | |
|---|
| 13027 | goto L1001; |
|---|
| 13028 | /* .......... SET ERROR -- B IS NOT POSITIVE DEFINITE .......... */ |
|---|
| 13029 | L1000: |
|---|
| 13030 | *ierr = *n * 7 + 1; |
|---|
| 13031 | L1001: |
|---|
| 13032 | return 0; |
|---|
| 13033 | } /* reduc2_ */ |
|---|
| 13034 | |
|---|
| 13035 | /* Subroutine */ int rg_(integer *nm, integer *n, doublereal *a, doublereal * |
|---|
| 13036 | wr, doublereal *wi, integer *matz, doublereal *z, integer *iv1, |
|---|
| 13037 | doublereal *fv1, integer *ierr) |
|---|
| 13038 | { |
|---|
| 13039 | /* System generated locals */ |
|---|
| 13040 | integer a_dim1, a_offset, z_dim1, z_offset; |
|---|
| 13041 | |
|---|
| 13042 | /* Local variables */ |
|---|
| 13043 | extern /* Subroutine */ int balbak_(integer *, integer *, integer *, |
|---|
| 13044 | integer *, doublereal *, integer *, doublereal *), balanc_( |
|---|
| 13045 | integer *, integer *, doublereal *, integer *, integer *, |
|---|
| 13046 | doublereal *), elmhes_(integer *, integer *, integer *, integer *, |
|---|
| 13047 | doublereal *, integer *), eltran_(integer *, integer *, integer * |
|---|
| 13048 | , integer *, doublereal *, integer *, doublereal *); |
|---|
| 13049 | static integer is1, is2; |
|---|
| 13050 | extern /* Subroutine */ int hqr_(integer *, integer *, integer *, integer |
|---|
| 13051 | *, doublereal *, doublereal *, doublereal *, integer *), hqr2_( |
|---|
| 13052 | integer *, integer *, integer *, integer *, doublereal *, |
|---|
| 13053 | doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 13054 | |
|---|
| 13055 | |
|---|
| 13056 | |
|---|
| 13057 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13058 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13059 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13060 | /* OF A REAL GENERAL MATRIX. */ |
|---|
| 13061 | |
|---|
| 13062 | /* ON INPUT */ |
|---|
| 13063 | |
|---|
| 13064 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13065 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13066 | /* DIMENSION STATEMENT. */ |
|---|
| 13067 | |
|---|
| 13068 | /* N IS THE ORDER OF THE MATRIX A. */ |
|---|
| 13069 | |
|---|
| 13070 | /* A CONTAINS THE REAL GENERAL MATRIX. */ |
|---|
| 13071 | |
|---|
| 13072 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13073 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13074 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13075 | |
|---|
| 13076 | /* ON OUTPUT */ |
|---|
| 13077 | |
|---|
| 13078 | /* WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 13079 | /* RESPECTIVELY, OF THE EIGENVALUES. COMPLEX CONJUGATE */ |
|---|
| 13080 | /* PAIRS OF EIGENVALUES APPEAR CONSECUTIVELY WITH THE */ |
|---|
| 13081 | /* EIGENVALUE HAVING THE POSITIVE IMAGINARY PART FIRST. */ |
|---|
| 13082 | |
|---|
| 13083 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS */ |
|---|
| 13084 | /* IF MATZ IS NOT ZERO. IF THE J-TH EIGENVALUE IS REAL, THE */ |
|---|
| 13085 | /* J-TH COLUMN OF Z CONTAINS ITS EIGENVECTOR. IF THE J-TH */ |
|---|
| 13086 | /* EIGENVALUE IS COMPLEX WITH POSITIVE IMAGINARY PART, THE */ |
|---|
| 13087 | /* J-TH AND (J+1)-TH COLUMNS OF Z CONTAIN THE REAL AND */ |
|---|
| 13088 | /* IMAGINARY PARTS OF ITS EIGENVECTOR. THE CONJUGATE OF THIS */ |
|---|
| 13089 | /* VECTOR IS THE EIGENVECTOR FOR THE CONJUGATE EIGENVALUE. */ |
|---|
| 13090 | |
|---|
| 13091 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13092 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR HQR */ |
|---|
| 13093 | /* AND HQR2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13094 | |
|---|
| 13095 | /* IV1 AND FV1 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13096 | |
|---|
| 13097 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13098 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13099 | */ |
|---|
| 13100 | |
|---|
| 13101 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13102 | |
|---|
| 13103 | /* ------------------------------------------------------------------ |
|---|
| 13104 | */ |
|---|
| 13105 | |
|---|
| 13106 | /* Parameter adjustments */ |
|---|
| 13107 | --fv1; |
|---|
| 13108 | --iv1; |
|---|
| 13109 | z_dim1 = *nm; |
|---|
| 13110 | z_offset = z_dim1 + 1; |
|---|
| 13111 | z -= z_offset; |
|---|
| 13112 | --wi; |
|---|
| 13113 | --wr; |
|---|
| 13114 | a_dim1 = *nm; |
|---|
| 13115 | a_offset = a_dim1 + 1; |
|---|
| 13116 | a -= a_offset; |
|---|
| 13117 | |
|---|
| 13118 | /* Function Body */ |
|---|
| 13119 | if (*n <= *nm) { |
|---|
| 13120 | goto L10; |
|---|
| 13121 | } |
|---|
| 13122 | *ierr = *n * 10; |
|---|
| 13123 | goto L50; |
|---|
| 13124 | |
|---|
| 13125 | L10: |
|---|
| 13126 | balanc_(nm, n, &a[a_offset], &is1, &is2, &fv1[1]); |
|---|
| 13127 | elmhes_(nm, n, &is1, &is2, &a[a_offset], &iv1[1]); |
|---|
| 13128 | if (*matz != 0) { |
|---|
| 13129 | goto L20; |
|---|
| 13130 | } |
|---|
| 13131 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13132 | hqr_(nm, n, &is1, &is2, &a[a_offset], &wr[1], &wi[1], ierr); |
|---|
| 13133 | goto L50; |
|---|
| 13134 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13135 | L20: |
|---|
| 13136 | eltran_(nm, n, &is1, &is2, &a[a_offset], &iv1[1], &z[z_offset]); |
|---|
| 13137 | hqr2_(nm, n, &is1, &is2, &a[a_offset], &wr[1], &wi[1], &z[z_offset], ierr) |
|---|
| 13138 | ; |
|---|
| 13139 | if (*ierr != 0) { |
|---|
| 13140 | goto L50; |
|---|
| 13141 | } |
|---|
| 13142 | balbak_(nm, n, &is1, &is2, &fv1[1], n, &z[z_offset]); |
|---|
| 13143 | L50: |
|---|
| 13144 | return 0; |
|---|
| 13145 | } /* rg_ */ |
|---|
| 13146 | |
|---|
| 13147 | /* Subroutine */ int rgg_(integer *nm, integer *n, doublereal *a, doublereal * |
|---|
| 13148 | b, doublereal *alfr, doublereal *alfi, doublereal *beta, integer * |
|---|
| 13149 | matz, doublereal *z, integer *ierr) |
|---|
| 13150 | { |
|---|
| 13151 | /* System generated locals */ |
|---|
| 13152 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset; |
|---|
| 13153 | |
|---|
| 13154 | /* Local variables */ |
|---|
| 13155 | extern /* Subroutine */ int qzit_(integer *, integer *, doublereal *, |
|---|
| 13156 | doublereal *, doublereal *, logical *, doublereal *, integer *), |
|---|
| 13157 | qzvec_(integer *, integer *, doublereal *, doublereal *, |
|---|
| 13158 | doublereal *, doublereal *, doublereal *, doublereal *), qzhes_( |
|---|
| 13159 | integer *, integer *, doublereal *, doublereal *, logical *, |
|---|
| 13160 | doublereal *), qzval_(integer *, integer *, doublereal *, |
|---|
| 13161 | doublereal *, doublereal *, doublereal *, doublereal *, logical *, |
|---|
| 13162 | doublereal *); |
|---|
| 13163 | static logical tf; |
|---|
| 13164 | |
|---|
| 13165 | |
|---|
| 13166 | |
|---|
| 13167 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13168 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13169 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13170 | /* FOR THE REAL GENERAL GENERALIZED EIGENPROBLEM AX = (LAMBDA)BX. */ |
|---|
| 13171 | |
|---|
| 13172 | /* ON INPUT */ |
|---|
| 13173 | |
|---|
| 13174 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13175 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13176 | /* DIMENSION STATEMENT. */ |
|---|
| 13177 | |
|---|
| 13178 | /* N IS THE ORDER OF THE MATRICES A AND B. */ |
|---|
| 13179 | |
|---|
| 13180 | /* A CONTAINS A REAL GENERAL MATRIX. */ |
|---|
| 13181 | |
|---|
| 13182 | /* B CONTAINS A REAL GENERAL MATRIX. */ |
|---|
| 13183 | |
|---|
| 13184 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13185 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13186 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13187 | |
|---|
| 13188 | /* ON OUTPUT */ |
|---|
| 13189 | |
|---|
| 13190 | /* ALFR AND ALFI CONTAIN THE REAL AND IMAGINARY PARTS, */ |
|---|
| 13191 | /* RESPECTIVELY, OF THE NUMERATORS OF THE EIGENVALUES. */ |
|---|
| 13192 | |
|---|
| 13193 | /* BETA CONTAINS THE DENOMINATORS OF THE EIGENVALUES, */ |
|---|
| 13194 | /* WHICH ARE THUS GIVEN BY THE RATIOS (ALFR+I*ALFI)/BETA. */ |
|---|
| 13195 | /* COMPLEX CONJUGATE PAIRS OF EIGENVALUES APPEAR CONSECUTIVELY */ |
|---|
| 13196 | /* WITH THE EIGENVALUE HAVING THE POSITIVE IMAGINARY PART FIRST. */ |
|---|
| 13197 | |
|---|
| 13198 | /* Z CONTAINS THE REAL AND IMAGINARY PARTS OF THE EIGENVECTORS */ |
|---|
| 13199 | /* IF MATZ IS NOT ZERO. IF THE J-TH EIGENVALUE IS REAL, THE */ |
|---|
| 13200 | /* J-TH COLUMN OF Z CONTAINS ITS EIGENVECTOR. IF THE J-TH */ |
|---|
| 13201 | /* EIGENVALUE IS COMPLEX WITH POSITIVE IMAGINARY PART, THE */ |
|---|
| 13202 | /* J-TH AND (J+1)-TH COLUMNS OF Z CONTAIN THE REAL AND */ |
|---|
| 13203 | /* IMAGINARY PARTS OF ITS EIGENVECTOR. THE CONJUGATE OF THIS */ |
|---|
| 13204 | /* VECTOR IS THE EIGENVECTOR FOR THE CONJUGATE EIGENVALUE. */ |
|---|
| 13205 | |
|---|
| 13206 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13207 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR QZIT. */ |
|---|
| 13208 | /* THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13209 | |
|---|
| 13210 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13211 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13212 | */ |
|---|
| 13213 | |
|---|
| 13214 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13215 | |
|---|
| 13216 | /* ------------------------------------------------------------------ |
|---|
| 13217 | */ |
|---|
| 13218 | |
|---|
| 13219 | /* Parameter adjustments */ |
|---|
| 13220 | z_dim1 = *nm; |
|---|
| 13221 | z_offset = z_dim1 + 1; |
|---|
| 13222 | z -= z_offset; |
|---|
| 13223 | --beta; |
|---|
| 13224 | --alfi; |
|---|
| 13225 | --alfr; |
|---|
| 13226 | b_dim1 = *nm; |
|---|
| 13227 | b_offset = b_dim1 + 1; |
|---|
| 13228 | b -= b_offset; |
|---|
| 13229 | a_dim1 = *nm; |
|---|
| 13230 | a_offset = a_dim1 + 1; |
|---|
| 13231 | a -= a_offset; |
|---|
| 13232 | |
|---|
| 13233 | /* Function Body */ |
|---|
| 13234 | if (*n <= *nm) { |
|---|
| 13235 | goto L10; |
|---|
| 13236 | } |
|---|
| 13237 | *ierr = *n * 10; |
|---|
| 13238 | goto L50; |
|---|
| 13239 | |
|---|
| 13240 | L10: |
|---|
| 13241 | if (*matz != 0) { |
|---|
| 13242 | goto L20; |
|---|
| 13243 | } |
|---|
| 13244 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13245 | tf = FALSE_; |
|---|
| 13246 | qzhes_(nm, n, &a[a_offset], &b[b_offset], &tf, &z[z_offset]); |
|---|
| 13247 | qzit_(nm, n, &a[a_offset], &b[b_offset], &c_b550, &tf, &z[z_offset], ierr) |
|---|
| 13248 | ; |
|---|
| 13249 | qzval_(nm, n, &a[a_offset], &b[b_offset], &alfr[1], &alfi[1], &beta[1], & |
|---|
| 13250 | tf, &z[z_offset]); |
|---|
| 13251 | goto L50; |
|---|
| 13252 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13253 | L20: |
|---|
| 13254 | tf = TRUE_; |
|---|
| 13255 | qzhes_(nm, n, &a[a_offset], &b[b_offset], &tf, &z[z_offset]); |
|---|
| 13256 | qzit_(nm, n, &a[a_offset], &b[b_offset], &c_b550, &tf, &z[z_offset], ierr) |
|---|
| 13257 | ; |
|---|
| 13258 | qzval_(nm, n, &a[a_offset], &b[b_offset], &alfr[1], &alfi[1], &beta[1], & |
|---|
| 13259 | tf, &z[z_offset]); |
|---|
| 13260 | if (*ierr != 0) { |
|---|
| 13261 | goto L50; |
|---|
| 13262 | } |
|---|
| 13263 | qzvec_(nm, n, &a[a_offset], &b[b_offset], &alfr[1], &alfi[1], &beta[1], & |
|---|
| 13264 | z[z_offset]); |
|---|
| 13265 | L50: |
|---|
| 13266 | return 0; |
|---|
| 13267 | } /* rgg_ */ |
|---|
| 13268 | |
|---|
| 13269 | /* Subroutine */ int rs_(integer *nm, integer *n, doublereal *a, doublereal * |
|---|
| 13270 | w, integer *matz, doublereal *z, doublereal *fv1, doublereal *fv2, |
|---|
| 13271 | integer *ierr) |
|---|
| 13272 | { |
|---|
| 13273 | /* System generated locals */ |
|---|
| 13274 | integer a_dim1, a_offset, z_dim1, z_offset; |
|---|
| 13275 | |
|---|
| 13276 | /* Local variables */ |
|---|
| 13277 | extern /* Subroutine */ int tred1_(integer *, integer *, doublereal *, |
|---|
| 13278 | doublereal *, doublereal *, doublereal *), tred2_(integer *, |
|---|
| 13279 | integer *, doublereal *, doublereal *, doublereal *, doublereal *) |
|---|
| 13280 | , tqlrat_(integer *, doublereal *, doublereal *, integer *), |
|---|
| 13281 | tql2_(integer *, integer *, doublereal *, doublereal *, |
|---|
| 13282 | doublereal *, integer *); |
|---|
| 13283 | |
|---|
| 13284 | |
|---|
| 13285 | |
|---|
| 13286 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13287 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13288 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13289 | /* OF A REAL SYMMETRIC MATRIX. */ |
|---|
| 13290 | |
|---|
| 13291 | /* ON INPUT */ |
|---|
| 13292 | |
|---|
| 13293 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13294 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13295 | /* DIMENSION STATEMENT. */ |
|---|
| 13296 | |
|---|
| 13297 | /* N IS THE ORDER OF THE MATRIX A. */ |
|---|
| 13298 | |
|---|
| 13299 | /* A CONTAINS THE REAL SYMMETRIC MATRIX. */ |
|---|
| 13300 | |
|---|
| 13301 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13302 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13303 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13304 | |
|---|
| 13305 | /* ON OUTPUT */ |
|---|
| 13306 | |
|---|
| 13307 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13308 | |
|---|
| 13309 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 13310 | |
|---|
| 13311 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13312 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 13313 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13314 | |
|---|
| 13315 | /* FV1 AND FV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13316 | |
|---|
| 13317 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13318 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13319 | */ |
|---|
| 13320 | |
|---|
| 13321 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13322 | |
|---|
| 13323 | /* ------------------------------------------------------------------ |
|---|
| 13324 | */ |
|---|
| 13325 | |
|---|
| 13326 | /* Parameter adjustments */ |
|---|
| 13327 | --fv2; |
|---|
| 13328 | --fv1; |
|---|
| 13329 | z_dim1 = *nm; |
|---|
| 13330 | z_offset = z_dim1 + 1; |
|---|
| 13331 | z -= z_offset; |
|---|
| 13332 | --w; |
|---|
| 13333 | a_dim1 = *nm; |
|---|
| 13334 | a_offset = a_dim1 + 1; |
|---|
| 13335 | a -= a_offset; |
|---|
| 13336 | |
|---|
| 13337 | /* Function Body */ |
|---|
| 13338 | if (*n <= *nm) { |
|---|
| 13339 | goto L10; |
|---|
| 13340 | } |
|---|
| 13341 | *ierr = *n * 10; |
|---|
| 13342 | goto L50; |
|---|
| 13343 | |
|---|
| 13344 | L10: |
|---|
| 13345 | if (*matz != 0) { |
|---|
| 13346 | goto L20; |
|---|
| 13347 | } |
|---|
| 13348 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13349 | tred1_(nm, n, &a[a_offset], &w[1], &fv1[1], &fv2[1]); |
|---|
| 13350 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 13351 | goto L50; |
|---|
| 13352 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13353 | L20: |
|---|
| 13354 | tred2_(nm, n, &a[a_offset], &w[1], &fv1[1], &z[z_offset]); |
|---|
| 13355 | tql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 13356 | L50: |
|---|
| 13357 | return 0; |
|---|
| 13358 | } /* rs_ */ |
|---|
| 13359 | |
|---|
| 13360 | /* Subroutine */ int rsb_(integer *nm, integer *n, integer *mb, doublereal *a, |
|---|
| 13361 | doublereal *w, integer *matz, doublereal *z, doublereal *fv1, |
|---|
| 13362 | doublereal *fv2, integer *ierr) |
|---|
| 13363 | { |
|---|
| 13364 | /* System generated locals */ |
|---|
| 13365 | integer a_dim1, a_offset, z_dim1, z_offset; |
|---|
| 13366 | |
|---|
| 13367 | /* Local variables */ |
|---|
| 13368 | extern /* Subroutine */ int bandr_(integer *, integer *, integer *, |
|---|
| 13369 | doublereal *, doublereal *, doublereal *, doublereal *, logical *, |
|---|
| 13370 | doublereal *); |
|---|
| 13371 | static logical tf; |
|---|
| 13372 | extern /* Subroutine */ int tqlrat_(integer *, doublereal *, doublereal *, |
|---|
| 13373 | integer *), tql2_(integer *, integer *, doublereal *, doublereal |
|---|
| 13374 | *, doublereal *, integer *); |
|---|
| 13375 | |
|---|
| 13376 | |
|---|
| 13377 | |
|---|
| 13378 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13379 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13380 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13381 | /* OF A REAL SYMMETRIC BAND MATRIX. */ |
|---|
| 13382 | |
|---|
| 13383 | /* ON INPUT */ |
|---|
| 13384 | |
|---|
| 13385 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13386 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13387 | /* DIMENSION STATEMENT. */ |
|---|
| 13388 | |
|---|
| 13389 | /* N IS THE ORDER OF THE MATRIX A. */ |
|---|
| 13390 | |
|---|
| 13391 | /* MB IS THE HALF BAND WIDTH OF THE MATRIX, DEFINED AS THE */ |
|---|
| 13392 | /* NUMBER OF ADJACENT DIAGONALS, INCLUDING THE PRINCIPAL */ |
|---|
| 13393 | /* DIAGONAL, REQUIRED TO SPECIFY THE NON-ZERO PORTION OF THE */ |
|---|
| 13394 | /* LOWER TRIANGLE OF THE MATRIX. */ |
|---|
| 13395 | |
|---|
| 13396 | /* A CONTAINS THE LOWER TRIANGLE OF THE REAL SYMMETRIC */ |
|---|
| 13397 | /* BAND MATRIX. ITS LOWEST SUBDIAGONAL IS STORED IN THE */ |
|---|
| 13398 | /* LAST N+1-MB POSITIONS OF THE FIRST COLUMN, ITS NEXT */ |
|---|
| 13399 | /* SUBDIAGONAL IN THE LAST N+2-MB POSITIONS OF THE */ |
|---|
| 13400 | /* SECOND COLUMN, FURTHER SUBDIAGONALS SIMILARLY, AND */ |
|---|
| 13401 | /* FINALLY ITS PRINCIPAL DIAGONAL IN THE N POSITIONS */ |
|---|
| 13402 | /* OF THE LAST COLUMN. CONTENTS OF STORAGES NOT PART */ |
|---|
| 13403 | /* OF THE MATRIX ARE ARBITRARY. */ |
|---|
| 13404 | |
|---|
| 13405 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13406 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13407 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13408 | |
|---|
| 13409 | /* ON OUTPUT */ |
|---|
| 13410 | |
|---|
| 13411 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13412 | |
|---|
| 13413 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 13414 | |
|---|
| 13415 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13416 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 13417 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13418 | |
|---|
| 13419 | /* FV1 AND FV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13420 | |
|---|
| 13421 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13422 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13423 | */ |
|---|
| 13424 | |
|---|
| 13425 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13426 | |
|---|
| 13427 | /* ------------------------------------------------------------------ |
|---|
| 13428 | */ |
|---|
| 13429 | |
|---|
| 13430 | /* Parameter adjustments */ |
|---|
| 13431 | --fv2; |
|---|
| 13432 | --fv1; |
|---|
| 13433 | z_dim1 = *nm; |
|---|
| 13434 | z_offset = z_dim1 + 1; |
|---|
| 13435 | z -= z_offset; |
|---|
| 13436 | --w; |
|---|
| 13437 | a_dim1 = *nm; |
|---|
| 13438 | a_offset = a_dim1 + 1; |
|---|
| 13439 | a -= a_offset; |
|---|
| 13440 | |
|---|
| 13441 | /* Function Body */ |
|---|
| 13442 | if (*n <= *nm) { |
|---|
| 13443 | goto L5; |
|---|
| 13444 | } |
|---|
| 13445 | *ierr = *n * 10; |
|---|
| 13446 | goto L50; |
|---|
| 13447 | L5: |
|---|
| 13448 | if (*mb > 0) { |
|---|
| 13449 | goto L10; |
|---|
| 13450 | } |
|---|
| 13451 | *ierr = *n * 12; |
|---|
| 13452 | goto L50; |
|---|
| 13453 | L10: |
|---|
| 13454 | if (*mb <= *n) { |
|---|
| 13455 | goto L15; |
|---|
| 13456 | } |
|---|
| 13457 | *ierr = *n * 12; |
|---|
| 13458 | goto L50; |
|---|
| 13459 | |
|---|
| 13460 | L15: |
|---|
| 13461 | if (*matz != 0) { |
|---|
| 13462 | goto L20; |
|---|
| 13463 | } |
|---|
| 13464 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13465 | tf = FALSE_; |
|---|
| 13466 | bandr_(nm, n, mb, &a[a_offset], &w[1], &fv1[1], &fv2[1], &tf, &z[z_offset] |
|---|
| 13467 | ); |
|---|
| 13468 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 13469 | goto L50; |
|---|
| 13470 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13471 | L20: |
|---|
| 13472 | tf = TRUE_; |
|---|
| 13473 | bandr_(nm, n, mb, &a[a_offset], &w[1], &fv1[1], &fv1[1], &tf, &z[z_offset] |
|---|
| 13474 | ); |
|---|
| 13475 | tql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 13476 | L50: |
|---|
| 13477 | return 0; |
|---|
| 13478 | } /* rsb_ */ |
|---|
| 13479 | |
|---|
| 13480 | /* Subroutine */ int rsg_(integer *nm, integer *n, doublereal *a, doublereal * |
|---|
| 13481 | b, doublereal *w, integer *matz, doublereal *z, doublereal *fv1, |
|---|
| 13482 | doublereal *fv2, integer *ierr) |
|---|
| 13483 | { |
|---|
| 13484 | /* System generated locals */ |
|---|
| 13485 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset; |
|---|
| 13486 | |
|---|
| 13487 | /* Local variables */ |
|---|
| 13488 | extern /* Subroutine */ int tred1_(integer *, integer *, doublereal *, |
|---|
| 13489 | doublereal *, doublereal *, doublereal *), tred2_(integer *, |
|---|
| 13490 | integer *, doublereal *, doublereal *, doublereal *, doublereal *) |
|---|
| 13491 | , rebak_(integer *, integer *, doublereal *, doublereal *, |
|---|
| 13492 | integer *, doublereal *), reduc_(integer *, integer *, doublereal |
|---|
| 13493 | *, doublereal *, doublereal *, integer *), tqlrat_(integer *, |
|---|
| 13494 | doublereal *, doublereal *, integer *), tql2_(integer *, integer * |
|---|
| 13495 | , doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 13496 | |
|---|
| 13497 | |
|---|
| 13498 | |
|---|
| 13499 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13500 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13501 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13502 | /* FOR THE REAL SYMMETRIC GENERALIZED EIGENPROBLEM AX = (LAMBDA)BX. |
|---|
| 13503 | */ |
|---|
| 13504 | |
|---|
| 13505 | /* ON INPUT */ |
|---|
| 13506 | |
|---|
| 13507 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13508 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13509 | /* DIMENSION STATEMENT. */ |
|---|
| 13510 | |
|---|
| 13511 | /* N IS THE ORDER OF THE MATRICES A AND B. */ |
|---|
| 13512 | |
|---|
| 13513 | /* A CONTAINS A REAL SYMMETRIC MATRIX. */ |
|---|
| 13514 | |
|---|
| 13515 | /* B CONTAINS A POSITIVE DEFINITE REAL SYMMETRIC MATRIX. */ |
|---|
| 13516 | |
|---|
| 13517 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13518 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13519 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13520 | |
|---|
| 13521 | /* ON OUTPUT */ |
|---|
| 13522 | |
|---|
| 13523 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13524 | |
|---|
| 13525 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 13526 | |
|---|
| 13527 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13528 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 13529 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13530 | |
|---|
| 13531 | /* FV1 AND FV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13532 | |
|---|
| 13533 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13534 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13535 | */ |
|---|
| 13536 | |
|---|
| 13537 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13538 | |
|---|
| 13539 | /* ------------------------------------------------------------------ |
|---|
| 13540 | */ |
|---|
| 13541 | |
|---|
| 13542 | /* Parameter adjustments */ |
|---|
| 13543 | --fv2; |
|---|
| 13544 | --fv1; |
|---|
| 13545 | z_dim1 = *nm; |
|---|
| 13546 | z_offset = z_dim1 + 1; |
|---|
| 13547 | z -= z_offset; |
|---|
| 13548 | --w; |
|---|
| 13549 | b_dim1 = *nm; |
|---|
| 13550 | b_offset = b_dim1 + 1; |
|---|
| 13551 | b -= b_offset; |
|---|
| 13552 | a_dim1 = *nm; |
|---|
| 13553 | a_offset = a_dim1 + 1; |
|---|
| 13554 | a -= a_offset; |
|---|
| 13555 | |
|---|
| 13556 | /* Function Body */ |
|---|
| 13557 | if (*n <= *nm) { |
|---|
| 13558 | goto L10; |
|---|
| 13559 | } |
|---|
| 13560 | *ierr = *n * 10; |
|---|
| 13561 | goto L50; |
|---|
| 13562 | |
|---|
| 13563 | L10: |
|---|
| 13564 | reduc_(nm, n, &a[a_offset], &b[b_offset], &fv2[1], ierr); |
|---|
| 13565 | if (*ierr != 0) { |
|---|
| 13566 | goto L50; |
|---|
| 13567 | } |
|---|
| 13568 | if (*matz != 0) { |
|---|
| 13569 | goto L20; |
|---|
| 13570 | } |
|---|
| 13571 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13572 | tred1_(nm, n, &a[a_offset], &w[1], &fv1[1], &fv2[1]); |
|---|
| 13573 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 13574 | goto L50; |
|---|
| 13575 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13576 | L20: |
|---|
| 13577 | tred2_(nm, n, &a[a_offset], &w[1], &fv1[1], &z[z_offset]); |
|---|
| 13578 | tql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 13579 | if (*ierr != 0) { |
|---|
| 13580 | goto L50; |
|---|
| 13581 | } |
|---|
| 13582 | rebak_(nm, n, &b[b_offset], &fv2[1], n, &z[z_offset]); |
|---|
| 13583 | L50: |
|---|
| 13584 | return 0; |
|---|
| 13585 | } /* rsg_ */ |
|---|
| 13586 | |
|---|
| 13587 | /* Subroutine */ int rsgab_(integer *nm, integer *n, doublereal *a, |
|---|
| 13588 | doublereal *b, doublereal *w, integer *matz, doublereal *z, |
|---|
| 13589 | doublereal *fv1, doublereal *fv2, integer *ierr) |
|---|
| 13590 | { |
|---|
| 13591 | /* System generated locals */ |
|---|
| 13592 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset; |
|---|
| 13593 | |
|---|
| 13594 | /* Local variables */ |
|---|
| 13595 | extern /* Subroutine */ int tred1_(integer *, integer *, doublereal *, |
|---|
| 13596 | doublereal *, doublereal *, doublereal *), tred2_(integer *, |
|---|
| 13597 | integer *, doublereal *, doublereal *, doublereal *, doublereal *) |
|---|
| 13598 | , rebak_(integer *, integer *, doublereal *, doublereal *, |
|---|
| 13599 | integer *, doublereal *), reduc2_(integer *, integer *, |
|---|
| 13600 | doublereal *, doublereal *, doublereal *, integer *), tqlrat_( |
|---|
| 13601 | integer *, doublereal *, doublereal *, integer *), tql2_(integer * |
|---|
| 13602 | , integer *, doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 13603 | |
|---|
| 13604 | |
|---|
| 13605 | |
|---|
| 13606 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13607 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13608 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13609 | /* FOR THE REAL SYMMETRIC GENERALIZED EIGENPROBLEM ABX = (LAMBDA)X. |
|---|
| 13610 | */ |
|---|
| 13611 | |
|---|
| 13612 | /* ON INPUT */ |
|---|
| 13613 | |
|---|
| 13614 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13615 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13616 | /* DIMENSION STATEMENT. */ |
|---|
| 13617 | |
|---|
| 13618 | /* N IS THE ORDER OF THE MATRICES A AND B. */ |
|---|
| 13619 | |
|---|
| 13620 | /* A CONTAINS A REAL SYMMETRIC MATRIX. */ |
|---|
| 13621 | |
|---|
| 13622 | /* B CONTAINS A POSITIVE DEFINITE REAL SYMMETRIC MATRIX. */ |
|---|
| 13623 | |
|---|
| 13624 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13625 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13626 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13627 | |
|---|
| 13628 | /* ON OUTPUT */ |
|---|
| 13629 | |
|---|
| 13630 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13631 | |
|---|
| 13632 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 13633 | |
|---|
| 13634 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13635 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 13636 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13637 | |
|---|
| 13638 | /* FV1 AND FV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13639 | |
|---|
| 13640 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13641 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13642 | */ |
|---|
| 13643 | |
|---|
| 13644 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13645 | |
|---|
| 13646 | /* ------------------------------------------------------------------ |
|---|
| 13647 | */ |
|---|
| 13648 | |
|---|
| 13649 | /* Parameter adjustments */ |
|---|
| 13650 | --fv2; |
|---|
| 13651 | --fv1; |
|---|
| 13652 | z_dim1 = *nm; |
|---|
| 13653 | z_offset = z_dim1 + 1; |
|---|
| 13654 | z -= z_offset; |
|---|
| 13655 | --w; |
|---|
| 13656 | b_dim1 = *nm; |
|---|
| 13657 | b_offset = b_dim1 + 1; |
|---|
| 13658 | b -= b_offset; |
|---|
| 13659 | a_dim1 = *nm; |
|---|
| 13660 | a_offset = a_dim1 + 1; |
|---|
| 13661 | a -= a_offset; |
|---|
| 13662 | |
|---|
| 13663 | /* Function Body */ |
|---|
| 13664 | if (*n <= *nm) { |
|---|
| 13665 | goto L10; |
|---|
| 13666 | } |
|---|
| 13667 | *ierr = *n * 10; |
|---|
| 13668 | goto L50; |
|---|
| 13669 | |
|---|
| 13670 | L10: |
|---|
| 13671 | reduc2_(nm, n, &a[a_offset], &b[b_offset], &fv2[1], ierr); |
|---|
| 13672 | if (*ierr != 0) { |
|---|
| 13673 | goto L50; |
|---|
| 13674 | } |
|---|
| 13675 | if (*matz != 0) { |
|---|
| 13676 | goto L20; |
|---|
| 13677 | } |
|---|
| 13678 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13679 | tred1_(nm, n, &a[a_offset], &w[1], &fv1[1], &fv2[1]); |
|---|
| 13680 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 13681 | goto L50; |
|---|
| 13682 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13683 | L20: |
|---|
| 13684 | tred2_(nm, n, &a[a_offset], &w[1], &fv1[1], &z[z_offset]); |
|---|
| 13685 | tql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 13686 | if (*ierr != 0) { |
|---|
| 13687 | goto L50; |
|---|
| 13688 | } |
|---|
| 13689 | rebak_(nm, n, &b[b_offset], &fv2[1], n, &z[z_offset]); |
|---|
| 13690 | L50: |
|---|
| 13691 | return 0; |
|---|
| 13692 | } /* rsgab_ */ |
|---|
| 13693 | |
|---|
| 13694 | /* Subroutine */ int rsgba_(integer *nm, integer *n, doublereal *a, |
|---|
| 13695 | doublereal *b, doublereal *w, integer *matz, doublereal *z, |
|---|
| 13696 | doublereal *fv1, doublereal *fv2, integer *ierr) |
|---|
| 13697 | { |
|---|
| 13698 | /* System generated locals */ |
|---|
| 13699 | integer a_dim1, a_offset, b_dim1, b_offset, z_dim1, z_offset; |
|---|
| 13700 | |
|---|
| 13701 | /* Local variables */ |
|---|
| 13702 | extern /* Subroutine */ int tred1_(integer *, integer *, doublereal *, |
|---|
| 13703 | doublereal *, doublereal *, doublereal *), tred2_(integer *, |
|---|
| 13704 | integer *, doublereal *, doublereal *, doublereal *, doublereal *) |
|---|
| 13705 | , reduc2_(integer *, integer *, doublereal *, doublereal *, |
|---|
| 13706 | doublereal *, integer *), rebakb_(integer *, integer *, |
|---|
| 13707 | doublereal *, doublereal *, integer *, doublereal *), tqlrat_( |
|---|
| 13708 | integer *, doublereal *, doublereal *, integer *), tql2_(integer * |
|---|
| 13709 | , integer *, doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 13710 | |
|---|
| 13711 | |
|---|
| 13712 | |
|---|
| 13713 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13714 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13715 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13716 | /* FOR THE REAL SYMMETRIC GENERALIZED EIGENPROBLEM BAX = (LAMBDA)X. |
|---|
| 13717 | */ |
|---|
| 13718 | |
|---|
| 13719 | /* ON INPUT */ |
|---|
| 13720 | |
|---|
| 13721 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13722 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13723 | /* DIMENSION STATEMENT. */ |
|---|
| 13724 | |
|---|
| 13725 | /* N IS THE ORDER OF THE MATRICES A AND B. */ |
|---|
| 13726 | |
|---|
| 13727 | /* A CONTAINS A REAL SYMMETRIC MATRIX. */ |
|---|
| 13728 | |
|---|
| 13729 | /* B CONTAINS A POSITIVE DEFINITE REAL SYMMETRIC MATRIX. */ |
|---|
| 13730 | |
|---|
| 13731 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13732 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13733 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13734 | |
|---|
| 13735 | /* ON OUTPUT */ |
|---|
| 13736 | |
|---|
| 13737 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13738 | |
|---|
| 13739 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 13740 | |
|---|
| 13741 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13742 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 13743 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13744 | |
|---|
| 13745 | /* FV1 AND FV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13746 | |
|---|
| 13747 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13748 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13749 | */ |
|---|
| 13750 | |
|---|
| 13751 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13752 | |
|---|
| 13753 | /* ------------------------------------------------------------------ |
|---|
| 13754 | */ |
|---|
| 13755 | |
|---|
| 13756 | /* Parameter adjustments */ |
|---|
| 13757 | --fv2; |
|---|
| 13758 | --fv1; |
|---|
| 13759 | z_dim1 = *nm; |
|---|
| 13760 | z_offset = z_dim1 + 1; |
|---|
| 13761 | z -= z_offset; |
|---|
| 13762 | --w; |
|---|
| 13763 | b_dim1 = *nm; |
|---|
| 13764 | b_offset = b_dim1 + 1; |
|---|
| 13765 | b -= b_offset; |
|---|
| 13766 | a_dim1 = *nm; |
|---|
| 13767 | a_offset = a_dim1 + 1; |
|---|
| 13768 | a -= a_offset; |
|---|
| 13769 | |
|---|
| 13770 | /* Function Body */ |
|---|
| 13771 | if (*n <= *nm) { |
|---|
| 13772 | goto L10; |
|---|
| 13773 | } |
|---|
| 13774 | *ierr = *n * 10; |
|---|
| 13775 | goto L50; |
|---|
| 13776 | |
|---|
| 13777 | L10: |
|---|
| 13778 | reduc2_(nm, n, &a[a_offset], &b[b_offset], &fv2[1], ierr); |
|---|
| 13779 | if (*ierr != 0) { |
|---|
| 13780 | goto L50; |
|---|
| 13781 | } |
|---|
| 13782 | if (*matz != 0) { |
|---|
| 13783 | goto L20; |
|---|
| 13784 | } |
|---|
| 13785 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13786 | tred1_(nm, n, &a[a_offset], &w[1], &fv1[1], &fv2[1]); |
|---|
| 13787 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 13788 | goto L50; |
|---|
| 13789 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 13790 | L20: |
|---|
| 13791 | tred2_(nm, n, &a[a_offset], &w[1], &fv1[1], &z[z_offset]); |
|---|
| 13792 | tql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 13793 | if (*ierr != 0) { |
|---|
| 13794 | goto L50; |
|---|
| 13795 | } |
|---|
| 13796 | rebakb_(nm, n, &b[b_offset], &fv2[1], n, &z[z_offset]); |
|---|
| 13797 | L50: |
|---|
| 13798 | return 0; |
|---|
| 13799 | } /* rsgba_ */ |
|---|
| 13800 | |
|---|
| 13801 | /* Subroutine */ int rsm_(integer *nm, integer *n, doublereal *a, doublereal * |
|---|
| 13802 | w, integer *m, doublereal *z, doublereal *fwork, integer *iwork, |
|---|
| 13803 | integer *ierr) |
|---|
| 13804 | { |
|---|
| 13805 | /* System generated locals */ |
|---|
| 13806 | integer a_dim1, a_offset, z_dim1, z_offset; |
|---|
| 13807 | |
|---|
| 13808 | /* Local variables */ |
|---|
| 13809 | extern /* Subroutine */ int tred1_(integer *, integer *, doublereal *, |
|---|
| 13810 | doublereal *, doublereal *, doublereal *); |
|---|
| 13811 | static integer k1, k2, k3, k4, k5, k6, k7, k8; |
|---|
| 13812 | extern /* Subroutine */ int trbak1_(integer *, integer *, doublereal *, |
|---|
| 13813 | doublereal *, integer *, doublereal *), tqlrat_(integer *, |
|---|
| 13814 | doublereal *, doublereal *, integer *), imtqlv_(integer *, |
|---|
| 13815 | doublereal *, doublereal *, doublereal *, doublereal *, integer *, |
|---|
| 13816 | integer *, doublereal *), tinvit_(integer *, integer *, |
|---|
| 13817 | doublereal *, doublereal *, doublereal *, integer *, doublereal *, |
|---|
| 13818 | integer *, doublereal *, integer *, doublereal *, doublereal *, |
|---|
| 13819 | doublereal *, doublereal *, doublereal *); |
|---|
| 13820 | |
|---|
| 13821 | |
|---|
| 13822 | |
|---|
| 13823 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13824 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13825 | /* TO FIND ALL OF THE EIGENVALUES AND SOME OF THE EIGENVECTORS */ |
|---|
| 13826 | /* OF A REAL SYMMETRIC MATRIX. */ |
|---|
| 13827 | |
|---|
| 13828 | /* ON INPUT */ |
|---|
| 13829 | |
|---|
| 13830 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13831 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13832 | /* DIMENSION STATEMENT. */ |
|---|
| 13833 | |
|---|
| 13834 | /* N IS THE ORDER OF THE MATRIX A. */ |
|---|
| 13835 | |
|---|
| 13836 | /* A CONTAINS THE REAL SYMMETRIC MATRIX. */ |
|---|
| 13837 | |
|---|
| 13838 | /* M THE EIGENVECTORS CORRESPONDING TO THE FIRST M EIGENVALUES */ |
|---|
| 13839 | /* ARE TO BE COMPUTED. */ |
|---|
| 13840 | /* IF M = 0 THEN NO EIGENVECTORS ARE COMPUTED. */ |
|---|
| 13841 | /* IF M = N THEN ALL OF THE EIGENVECTORS ARE COMPUTED. */ |
|---|
| 13842 | |
|---|
| 13843 | /* ON OUTPUT */ |
|---|
| 13844 | |
|---|
| 13845 | /* W CONTAINS ALL N EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13846 | |
|---|
| 13847 | /* Z CONTAINS THE ORTHONORMAL EIGENVECTORS ASSOCIATED WITH */ |
|---|
| 13848 | /* THE FIRST M EIGENVALUES. */ |
|---|
| 13849 | |
|---|
| 13850 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13851 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT, */ |
|---|
| 13852 | /* IMTQLV AND TINVIT. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13853 | |
|---|
| 13854 | /* FWORK IS A TEMPORARY STORAGE ARRAY OF DIMENSION 8*N. */ |
|---|
| 13855 | |
|---|
| 13856 | /* IWORK IS AN INTEGER TEMPORARY STORAGE ARRAY OF DIMENSION N. */ |
|---|
| 13857 | |
|---|
| 13858 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13859 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13860 | */ |
|---|
| 13861 | |
|---|
| 13862 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13863 | |
|---|
| 13864 | /* ------------------------------------------------------------------ |
|---|
| 13865 | */ |
|---|
| 13866 | |
|---|
| 13867 | /* Parameter adjustments */ |
|---|
| 13868 | --iwork; |
|---|
| 13869 | --w; |
|---|
| 13870 | a_dim1 = *nm; |
|---|
| 13871 | a_offset = a_dim1 + 1; |
|---|
| 13872 | a -= a_offset; |
|---|
| 13873 | z_dim1 = *nm; |
|---|
| 13874 | z_offset = z_dim1 + 1; |
|---|
| 13875 | z -= z_offset; |
|---|
| 13876 | --fwork; |
|---|
| 13877 | |
|---|
| 13878 | /* Function Body */ |
|---|
| 13879 | *ierr = *n * 10; |
|---|
| 13880 | if (*n > *nm || *m > *nm) { |
|---|
| 13881 | goto L50; |
|---|
| 13882 | } |
|---|
| 13883 | k1 = 1; |
|---|
| 13884 | k2 = k1 + *n; |
|---|
| 13885 | k3 = k2 + *n; |
|---|
| 13886 | k4 = k3 + *n; |
|---|
| 13887 | k5 = k4 + *n; |
|---|
| 13888 | k6 = k5 + *n; |
|---|
| 13889 | k7 = k6 + *n; |
|---|
| 13890 | k8 = k7 + *n; |
|---|
| 13891 | if (*m > 0) { |
|---|
| 13892 | goto L10; |
|---|
| 13893 | } |
|---|
| 13894 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 13895 | tred1_(nm, n, &a[a_offset], &w[1], &fwork[k1], &fwork[k2]); |
|---|
| 13896 | tqlrat_(n, &w[1], &fwork[k2], ierr); |
|---|
| 13897 | goto L50; |
|---|
| 13898 | /* .......... FIND ALL EIGENVALUES AND M EIGENVECTORS .......... */ |
|---|
| 13899 | L10: |
|---|
| 13900 | tred1_(nm, n, &a[a_offset], &fwork[k1], &fwork[k2], &fwork[k3]); |
|---|
| 13901 | imtqlv_(n, &fwork[k1], &fwork[k2], &fwork[k3], &w[1], &iwork[1], ierr, & |
|---|
| 13902 | fwork[k4]); |
|---|
| 13903 | tinvit_(nm, n, &fwork[k1], &fwork[k2], &fwork[k3], m, &w[1], &iwork[1], & |
|---|
| 13904 | z[z_offset], ierr, &fwork[k4], &fwork[k5], &fwork[k6], &fwork[k7], |
|---|
| 13905 | &fwork[k8]); |
|---|
| 13906 | trbak1_(nm, n, &a[a_offset], &fwork[k2], m, &z[z_offset]); |
|---|
| 13907 | L50: |
|---|
| 13908 | return 0; |
|---|
| 13909 | } /* rsm_ */ |
|---|
| 13910 | |
|---|
| 13911 | /* Subroutine */ int rsp_(integer *nm, integer *n, integer *nv, doublereal *a, |
|---|
| 13912 | doublereal *w, integer *matz, doublereal *z, doublereal *fv1, |
|---|
| 13913 | doublereal *fv2, integer *ierr) |
|---|
| 13914 | { |
|---|
| 13915 | /* System generated locals */ |
|---|
| 13916 | integer z_dim1, z_offset, i_1, i_2; |
|---|
| 13917 | |
|---|
| 13918 | /* Local variables */ |
|---|
| 13919 | extern /* Subroutine */ int tred3_(integer *, integer *, doublereal *, |
|---|
| 13920 | doublereal *, doublereal *, doublereal *); |
|---|
| 13921 | static integer i, j; |
|---|
| 13922 | extern /* Subroutine */ int trbak3_(integer *, integer *, integer *, |
|---|
| 13923 | doublereal *, integer *, doublereal *), tqlrat_(integer *, |
|---|
| 13924 | doublereal *, doublereal *, integer *), tql2_(integer *, integer * |
|---|
| 13925 | , doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 13926 | |
|---|
| 13927 | |
|---|
| 13928 | |
|---|
| 13929 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 13930 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 13931 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 13932 | /* OF A REAL SYMMETRIC PACKED MATRIX. */ |
|---|
| 13933 | |
|---|
| 13934 | /* ON INPUT */ |
|---|
| 13935 | |
|---|
| 13936 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 13937 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 13938 | /* DIMENSION STATEMENT. */ |
|---|
| 13939 | |
|---|
| 13940 | /* N IS THE ORDER OF THE MATRIX A. */ |
|---|
| 13941 | |
|---|
| 13942 | /* NV IS AN INTEGER VARIABLE SET EQUAL TO THE */ |
|---|
| 13943 | /* DIMENSION OF THE ARRAY A AS SPECIFIED FOR */ |
|---|
| 13944 | /* A IN THE CALLING PROGRAM. NV MUST NOT BE */ |
|---|
| 13945 | /* LESS THAN N*(N+1)/2. */ |
|---|
| 13946 | |
|---|
| 13947 | /* A CONTAINS THE LOWER TRIANGLE OF THE REAL SYMMETRIC */ |
|---|
| 13948 | /* PACKED MATRIX STORED ROW-WISE. */ |
|---|
| 13949 | |
|---|
| 13950 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 13951 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 13952 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 13953 | |
|---|
| 13954 | /* ON OUTPUT */ |
|---|
| 13955 | |
|---|
| 13956 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 13957 | |
|---|
| 13958 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 13959 | |
|---|
| 13960 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 13961 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR TQLRAT */ |
|---|
| 13962 | /* AND TQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 13963 | |
|---|
| 13964 | /* FV1 AND FV2 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 13965 | |
|---|
| 13966 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 13967 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 13968 | */ |
|---|
| 13969 | |
|---|
| 13970 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 13971 | |
|---|
| 13972 | /* ------------------------------------------------------------------ |
|---|
| 13973 | */ |
|---|
| 13974 | |
|---|
| 13975 | /* Parameter adjustments */ |
|---|
| 13976 | --fv2; |
|---|
| 13977 | --fv1; |
|---|
| 13978 | z_dim1 = *nm; |
|---|
| 13979 | z_offset = z_dim1 + 1; |
|---|
| 13980 | z -= z_offset; |
|---|
| 13981 | --w; |
|---|
| 13982 | --a; |
|---|
| 13983 | |
|---|
| 13984 | /* Function Body */ |
|---|
| 13985 | if (*n <= *nm) { |
|---|
| 13986 | goto L5; |
|---|
| 13987 | } |
|---|
| 13988 | *ierr = *n * 10; |
|---|
| 13989 | goto L50; |
|---|
| 13990 | L5: |
|---|
| 13991 | if (*nv >= *n * (*n + 1) / 2) { |
|---|
| 13992 | goto L10; |
|---|
| 13993 | } |
|---|
| 13994 | *ierr = *n * 20; |
|---|
| 13995 | goto L50; |
|---|
| 13996 | |
|---|
| 13997 | L10: |
|---|
| 13998 | tred3_(n, nv, &a[1], &w[1], &fv1[1], &fv2[1]); |
|---|
| 13999 | if (*matz != 0) { |
|---|
| 14000 | goto L20; |
|---|
| 14001 | } |
|---|
| 14002 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 14003 | tqlrat_(n, &w[1], &fv2[1], ierr); |
|---|
| 14004 | goto L50; |
|---|
| 14005 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 14006 | L20: |
|---|
| 14007 | i_1 = *n; |
|---|
| 14008 | for (i = 1; i <= i_1; ++i) { |
|---|
| 14009 | |
|---|
| 14010 | i_2 = *n; |
|---|
| 14011 | for (j = 1; j <= i_2; ++j) { |
|---|
| 14012 | z[j + i * z_dim1] = 0.; |
|---|
| 14013 | /* L30: */ |
|---|
| 14014 | } |
|---|
| 14015 | |
|---|
| 14016 | z[i + i * z_dim1] = 1.; |
|---|
| 14017 | /* L40: */ |
|---|
| 14018 | } |
|---|
| 14019 | |
|---|
| 14020 | tql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 14021 | if (*ierr != 0) { |
|---|
| 14022 | goto L50; |
|---|
| 14023 | } |
|---|
| 14024 | trbak3_(nm, n, nv, &a[1], n, &z[z_offset]); |
|---|
| 14025 | L50: |
|---|
| 14026 | return 0; |
|---|
| 14027 | } /* rsp_ */ |
|---|
| 14028 | |
|---|
| 14029 | /* Subroutine */ int rst_(integer *nm, integer *n, doublereal *w, doublereal * |
|---|
| 14030 | e, integer *matz, doublereal *z, integer *ierr) |
|---|
| 14031 | { |
|---|
| 14032 | /* System generated locals */ |
|---|
| 14033 | integer z_dim1, z_offset, i_1, i_2; |
|---|
| 14034 | |
|---|
| 14035 | /* Local variables */ |
|---|
| 14036 | static integer i, j; |
|---|
| 14037 | extern /* Subroutine */ int imtql1_(integer *, doublereal *, doublereal *, |
|---|
| 14038 | integer *), imtql2_(integer *, integer *, doublereal *, |
|---|
| 14039 | doublereal *, doublereal *, integer *); |
|---|
| 14040 | |
|---|
| 14041 | |
|---|
| 14042 | |
|---|
| 14043 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 14044 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 14045 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 14046 | /* OF A REAL SYMMETRIC TRIDIAGONAL MATRIX. */ |
|---|
| 14047 | |
|---|
| 14048 | /* ON INPUT */ |
|---|
| 14049 | |
|---|
| 14050 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 14051 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 14052 | /* DIMENSION STATEMENT. */ |
|---|
| 14053 | |
|---|
| 14054 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 14055 | |
|---|
| 14056 | /* W CONTAINS THE DIAGONAL ELEMENTS OF THE REAL */ |
|---|
| 14057 | /* SYMMETRIC TRIDIAGONAL MATRIX. */ |
|---|
| 14058 | |
|---|
| 14059 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE MATRIX IN */ |
|---|
| 14060 | /* ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 14061 | |
|---|
| 14062 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 14063 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 14064 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 14065 | |
|---|
| 14066 | /* ON OUTPUT */ |
|---|
| 14067 | |
|---|
| 14068 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 14069 | |
|---|
| 14070 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 14071 | |
|---|
| 14072 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 14073 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR IMTQL1 */ |
|---|
| 14074 | /* AND IMTQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 14075 | |
|---|
| 14076 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 14077 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 14078 | */ |
|---|
| 14079 | |
|---|
| 14080 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 14081 | |
|---|
| 14082 | /* ------------------------------------------------------------------ |
|---|
| 14083 | */ |
|---|
| 14084 | |
|---|
| 14085 | /* Parameter adjustments */ |
|---|
| 14086 | z_dim1 = *nm; |
|---|
| 14087 | z_offset = z_dim1 + 1; |
|---|
| 14088 | z -= z_offset; |
|---|
| 14089 | --e; |
|---|
| 14090 | --w; |
|---|
| 14091 | |
|---|
| 14092 | /* Function Body */ |
|---|
| 14093 | if (*n <= *nm) { |
|---|
| 14094 | goto L10; |
|---|
| 14095 | } |
|---|
| 14096 | *ierr = *n * 10; |
|---|
| 14097 | goto L50; |
|---|
| 14098 | |
|---|
| 14099 | L10: |
|---|
| 14100 | if (*matz != 0) { |
|---|
| 14101 | goto L20; |
|---|
| 14102 | } |
|---|
| 14103 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 14104 | imtql1_(n, &w[1], &e[1], ierr); |
|---|
| 14105 | goto L50; |
|---|
| 14106 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 14107 | L20: |
|---|
| 14108 | i_1 = *n; |
|---|
| 14109 | for (i = 1; i <= i_1; ++i) { |
|---|
| 14110 | |
|---|
| 14111 | i_2 = *n; |
|---|
| 14112 | for (j = 1; j <= i_2; ++j) { |
|---|
| 14113 | z[j + i * z_dim1] = 0.; |
|---|
| 14114 | /* L30: */ |
|---|
| 14115 | } |
|---|
| 14116 | |
|---|
| 14117 | z[i + i * z_dim1] = 1.; |
|---|
| 14118 | /* L40: */ |
|---|
| 14119 | } |
|---|
| 14120 | |
|---|
| 14121 | imtql2_(nm, n, &w[1], &e[1], &z[z_offset], ierr); |
|---|
| 14122 | L50: |
|---|
| 14123 | return 0; |
|---|
| 14124 | } /* rst_ */ |
|---|
| 14125 | |
|---|
| 14126 | /* Subroutine */ int rt_(integer *nm, integer *n, doublereal *a, doublereal * |
|---|
| 14127 | w, integer *matz, doublereal *z, doublereal *fv1, integer *ierr) |
|---|
| 14128 | { |
|---|
| 14129 | /* System generated locals */ |
|---|
| 14130 | integer a_dim1, a_offset, z_dim1, z_offset; |
|---|
| 14131 | |
|---|
| 14132 | /* Local variables */ |
|---|
| 14133 | extern /* Subroutine */ int figi_(integer *, integer *, doublereal *, |
|---|
| 14134 | doublereal *, doublereal *, doublereal *, integer *), figi2_( |
|---|
| 14135 | integer *, integer *, doublereal *, doublereal *, doublereal *, |
|---|
| 14136 | doublereal *, integer *), imtql1_(integer *, doublereal *, |
|---|
| 14137 | doublereal *, integer *), imtql2_(integer *, integer *, |
|---|
| 14138 | doublereal *, doublereal *, doublereal *, integer *); |
|---|
| 14139 | |
|---|
| 14140 | |
|---|
| 14141 | |
|---|
| 14142 | /* THIS SUBROUTINE CALLS THE RECOMMENDED SEQUENCE OF */ |
|---|
| 14143 | /* SUBROUTINES FROM THE EIGENSYSTEM SUBROUTINE PACKAGE (EISPACK) */ |
|---|
| 14144 | /* TO FIND THE EIGENVALUES AND EIGENVECTORS (IF DESIRED) */ |
|---|
| 14145 | /* OF A SPECIAL REAL TRIDIAGONAL MATRIX. */ |
|---|
| 14146 | |
|---|
| 14147 | /* ON INPUT */ |
|---|
| 14148 | |
|---|
| 14149 | /* NM MUST BE SET TO THE ROW DIMENSION OF THE TWO-DIMENSIONAL */ |
|---|
| 14150 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 14151 | /* DIMENSION STATEMENT. */ |
|---|
| 14152 | |
|---|
| 14153 | /* N IS THE ORDER OF THE MATRIX A. */ |
|---|
| 14154 | |
|---|
| 14155 | /* A CONTAINS THE SPECIAL REAL TRIDIAGONAL MATRIX IN ITS */ |
|---|
| 14156 | /* FIRST THREE COLUMNS. THE SUBDIAGONAL ELEMENTS ARE STORED */ |
|---|
| 14157 | /* IN THE LAST N-1 POSITIONS OF THE FIRST COLUMN, THE */ |
|---|
| 14158 | /* DIAGONAL ELEMENTS IN THE SECOND COLUMN, AND THE SUPERDIAGONAL */ |
|---|
| 14159 | /* ELEMENTS IN THE FIRST N-1 POSITIONS OF THE THIRD COLUMN. */ |
|---|
| 14160 | /* ELEMENTS A(1,1) AND A(N,3) ARE ARBITRARY. */ |
|---|
| 14161 | |
|---|
| 14162 | /* MATZ IS AN INTEGER VARIABLE SET EQUAL TO ZERO IF */ |
|---|
| 14163 | /* ONLY EIGENVALUES ARE DESIRED. OTHERWISE IT IS SET TO */ |
|---|
| 14164 | /* ANY NON-ZERO INTEGER FOR BOTH EIGENVALUES AND EIGENVECTORS. */ |
|---|
| 14165 | |
|---|
| 14166 | /* ON OUTPUT */ |
|---|
| 14167 | |
|---|
| 14168 | /* W CONTAINS THE EIGENVALUES IN ASCENDING ORDER. */ |
|---|
| 14169 | |
|---|
| 14170 | /* Z CONTAINS THE EIGENVECTORS IF MATZ IS NOT ZERO. */ |
|---|
| 14171 | |
|---|
| 14172 | /* IERR IS AN INTEGER OUTPUT VARIABLE SET EQUAL TO AN ERROR */ |
|---|
| 14173 | /* COMPLETION CODE DESCRIBED IN THE DOCUMENTATION FOR IMTQL1 */ |
|---|
| 14174 | /* AND IMTQL2. THE NORMAL COMPLETION CODE IS ZERO. */ |
|---|
| 14175 | |
|---|
| 14176 | /* FV1 IS A TEMPORARY STORAGE ARRAY. */ |
|---|
| 14177 | |
|---|
| 14178 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 14179 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 14180 | */ |
|---|
| 14181 | |
|---|
| 14182 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 14183 | |
|---|
| 14184 | /* ------------------------------------------------------------------ |
|---|
| 14185 | */ |
|---|
| 14186 | |
|---|
| 14187 | /* Parameter adjustments */ |
|---|
| 14188 | a_dim1 = *nm; |
|---|
| 14189 | a_offset = a_dim1 + 1; |
|---|
| 14190 | a -= a_offset; |
|---|
| 14191 | --fv1; |
|---|
| 14192 | z_dim1 = *nm; |
|---|
| 14193 | z_offset = z_dim1 + 1; |
|---|
| 14194 | z -= z_offset; |
|---|
| 14195 | --w; |
|---|
| 14196 | |
|---|
| 14197 | /* Function Body */ |
|---|
| 14198 | if (*n <= *nm) { |
|---|
| 14199 | goto L10; |
|---|
| 14200 | } |
|---|
| 14201 | *ierr = *n * 10; |
|---|
| 14202 | goto L50; |
|---|
| 14203 | |
|---|
| 14204 | L10: |
|---|
| 14205 | if (*matz != 0) { |
|---|
| 14206 | goto L20; |
|---|
| 14207 | } |
|---|
| 14208 | /* .......... FIND EIGENVALUES ONLY .......... */ |
|---|
| 14209 | figi_(nm, n, &a[a_offset], &w[1], &fv1[1], &fv1[1], ierr); |
|---|
| 14210 | if (*ierr > 0) { |
|---|
| 14211 | goto L50; |
|---|
| 14212 | } |
|---|
| 14213 | imtql1_(n, &w[1], &fv1[1], ierr); |
|---|
| 14214 | goto L50; |
|---|
| 14215 | /* .......... FIND BOTH EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 14216 | L20: |
|---|
| 14217 | figi2_(nm, n, &a[a_offset], &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 14218 | if (*ierr != 0) { |
|---|
| 14219 | goto L50; |
|---|
| 14220 | } |
|---|
| 14221 | imtql2_(nm, n, &w[1], &fv1[1], &z[z_offset], ierr); |
|---|
| 14222 | L50: |
|---|
| 14223 | return 0; |
|---|
| 14224 | } /* rt_ */ |
|---|
| 14225 | |
|---|
| 14226 | /* Subroutine */ int svd_(integer *nm, integer *m, integer *n, doublereal *a, |
|---|
| 14227 | doublereal *w, logical *matu, doublereal *u, logical *matv, |
|---|
| 14228 | doublereal *v, integer *ierr, doublereal *rv1) |
|---|
| 14229 | { |
|---|
| 14230 | /* System generated locals */ |
|---|
| 14231 | integer a_dim1, a_offset, u_dim1, u_offset, v_dim1, v_offset, i_1, i_2, |
|---|
| 14232 | i_3; |
|---|
| 14233 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 14234 | |
|---|
| 14235 | /* Builtin functions */ |
|---|
| 14236 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 14237 | |
|---|
| 14238 | /* Local variables */ |
|---|
| 14239 | static doublereal c, f, g, h; |
|---|
| 14240 | static integer i, j, k, l; |
|---|
| 14241 | static doublereal s, x, y, z, scale; |
|---|
| 14242 | static integer i1, k1, l1, ii, kk, ll, mn; |
|---|
| 14243 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 14244 | static integer its; |
|---|
| 14245 | static doublereal tst1, tst2; |
|---|
| 14246 | |
|---|
| 14247 | |
|---|
| 14248 | |
|---|
| 14249 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE SVD, */ |
|---|
| 14250 | /* NUM. MATH. 14, 403-420(1970) BY GOLUB AND REINSCH. */ |
|---|
| 14251 | /* HANDBOOK FOR AUTO. COMP., VOL II-LINEAR ALGEBRA, 134-151(1971). */ |
|---|
| 14252 | |
|---|
| 14253 | /* THIS SUBROUTINE DETERMINES THE SINGULAR VALUE DECOMPOSITION */ |
|---|
| 14254 | /* T */ |
|---|
| 14255 | /* A=USV OF A REAL M BY N RECTANGULAR MATRIX. HOUSEHOLDER */ |
|---|
| 14256 | /* BIDIAGONALIZATION AND A VARIANT OF THE QR ALGORITHM ARE USED. */ |
|---|
| 14257 | |
|---|
| 14258 | /* ON INPUT */ |
|---|
| 14259 | |
|---|
| 14260 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 14261 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 14262 | /* DIMENSION STATEMENT. NOTE THAT NM MUST BE AT LEAST */ |
|---|
| 14263 | /* AS LARGE AS THE MAXIMUM OF M AND N. */ |
|---|
| 14264 | |
|---|
| 14265 | /* M IS THE NUMBER OF ROWS OF A (AND U). */ |
|---|
| 14266 | |
|---|
| 14267 | /* N IS THE NUMBER OF COLUMNS OF A (AND U) AND THE ORDER OF V. */ |
|---|
| 14268 | |
|---|
| 14269 | /* A CONTAINS THE RECTANGULAR INPUT MATRIX TO BE DECOMPOSED. */ |
|---|
| 14270 | |
|---|
| 14271 | /* MATU SHOULD BE SET TO .TRUE. IF THE U MATRIX IN THE */ |
|---|
| 14272 | /* DECOMPOSITION IS DESIRED, AND TO .FALSE. OTHERWISE. */ |
|---|
| 14273 | |
|---|
| 14274 | /* MATV SHOULD BE SET TO .TRUE. IF THE V MATRIX IN THE */ |
|---|
| 14275 | /* DECOMPOSITION IS DESIRED, AND TO .FALSE. OTHERWISE. */ |
|---|
| 14276 | |
|---|
| 14277 | /* ON OUTPUT */ |
|---|
| 14278 | |
|---|
| 14279 | /* A IS UNALTERED (UNLESS OVERWRITTEN BY U OR V). */ |
|---|
| 14280 | |
|---|
| 14281 | /* W CONTAINS THE N (NON-NEGATIVE) SINGULAR VALUES OF A (THE */ |
|---|
| 14282 | /* DIAGONAL ELEMENTS OF S). THEY ARE UNORDERED. IF AN */ |
|---|
| 14283 | /* ERROR EXIT IS MADE, THE SINGULAR VALUES SHOULD BE CORRECT */ |
|---|
| 14284 | /* FOR INDICES IERR+1,IERR+2,...,N. */ |
|---|
| 14285 | |
|---|
| 14286 | /* U CONTAINS THE MATRIX U (ORTHOGONAL COLUMN VECTORS) OF THE */ |
|---|
| 14287 | /* DECOMPOSITION IF MATU HAS BEEN SET TO .TRUE. OTHERWISE */ |
|---|
| 14288 | /* U IS USED AS A TEMPORARY ARRAY. U MAY COINCIDE WITH A. */ |
|---|
| 14289 | /* IF AN ERROR EXIT IS MADE, THE COLUMNS OF U CORRESPONDING */ |
|---|
| 14290 | /* TO INDICES OF CORRECT SINGULAR VALUES SHOULD BE CORRECT. */ |
|---|
| 14291 | |
|---|
| 14292 | /* V CONTAINS THE MATRIX V (ORTHOGONAL) OF THE DECOMPOSITION IF */ |
|---|
| 14293 | /* MATV HAS BEEN SET TO .TRUE. OTHERWISE V IS NOT REFERENCED. */ |
|---|
| 14294 | /* V MAY ALSO COINCIDE WITH A IF U IS NOT NEEDED. IF AN ERROR */ |
|---|
| 14295 | /* EXIT IS MADE, THE COLUMNS OF V CORRESPONDING TO INDICES OF */ |
|---|
| 14296 | /* CORRECT SINGULAR VALUES SHOULD BE CORRECT. */ |
|---|
| 14297 | |
|---|
| 14298 | /* IERR IS SET TO */ |
|---|
| 14299 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 14300 | /* K IF THE K-TH SINGULAR VALUE HAS NOT BEEN */ |
|---|
| 14301 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 14302 | |
|---|
| 14303 | /* RV1 IS A TEMPORARY STORAGE ARRAY. */ |
|---|
| 14304 | |
|---|
| 14305 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 14306 | |
|---|
| 14307 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 14308 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 14309 | */ |
|---|
| 14310 | |
|---|
| 14311 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 14312 | |
|---|
| 14313 | /* ------------------------------------------------------------------ |
|---|
| 14314 | */ |
|---|
| 14315 | |
|---|
| 14316 | /* Parameter adjustments */ |
|---|
| 14317 | --rv1; |
|---|
| 14318 | v_dim1 = *nm; |
|---|
| 14319 | v_offset = v_dim1 + 1; |
|---|
| 14320 | v -= v_offset; |
|---|
| 14321 | u_dim1 = *nm; |
|---|
| 14322 | u_offset = u_dim1 + 1; |
|---|
| 14323 | u -= u_offset; |
|---|
| 14324 | --w; |
|---|
| 14325 | a_dim1 = *nm; |
|---|
| 14326 | a_offset = a_dim1 + 1; |
|---|
| 14327 | a -= a_offset; |
|---|
| 14328 | |
|---|
| 14329 | /* Function Body */ |
|---|
| 14330 | *ierr = 0; |
|---|
| 14331 | |
|---|
| 14332 | i_1 = *m; |
|---|
| 14333 | for (i = 1; i <= i_1; ++i) { |
|---|
| 14334 | |
|---|
| 14335 | i_2 = *n; |
|---|
| 14336 | for (j = 1; j <= i_2; ++j) { |
|---|
| 14337 | u[i + j * u_dim1] = a[i + j * a_dim1]; |
|---|
| 14338 | /* L100: */ |
|---|
| 14339 | } |
|---|
| 14340 | } |
|---|
| 14341 | /* .......... HOUSEHOLDER REDUCTION TO BIDIAGONAL FORM .......... */ |
|---|
| 14342 | g = 0.; |
|---|
| 14343 | scale = 0.; |
|---|
| 14344 | x = 0.; |
|---|
| 14345 | |
|---|
| 14346 | i_2 = *n; |
|---|
| 14347 | for (i = 1; i <= i_2; ++i) { |
|---|
| 14348 | l = i + 1; |
|---|
| 14349 | rv1[i] = scale * g; |
|---|
| 14350 | g = 0.; |
|---|
| 14351 | s = 0.; |
|---|
| 14352 | scale = 0.; |
|---|
| 14353 | if (i > *m) { |
|---|
| 14354 | goto L210; |
|---|
| 14355 | } |
|---|
| 14356 | |
|---|
| 14357 | i_1 = *m; |
|---|
| 14358 | for (k = i; k <= i_1; ++k) { |
|---|
| 14359 | /* L120: */ |
|---|
| 14360 | scale += (d_1 = u[k + i * u_dim1], abs(d_1)); |
|---|
| 14361 | } |
|---|
| 14362 | |
|---|
| 14363 | if (scale == 0.) { |
|---|
| 14364 | goto L210; |
|---|
| 14365 | } |
|---|
| 14366 | |
|---|
| 14367 | i_1 = *m; |
|---|
| 14368 | for (k = i; k <= i_1; ++k) { |
|---|
| 14369 | u[k + i * u_dim1] /= scale; |
|---|
| 14370 | /* Computing 2nd power */ |
|---|
| 14371 | d_1 = u[k + i * u_dim1]; |
|---|
| 14372 | s += d_1 * d_1; |
|---|
| 14373 | /* L130: */ |
|---|
| 14374 | } |
|---|
| 14375 | |
|---|
| 14376 | f = u[i + i * u_dim1]; |
|---|
| 14377 | d_1 = sqrt(s); |
|---|
| 14378 | g = -d_sign(&d_1, &f); |
|---|
| 14379 | h = f * g - s; |
|---|
| 14380 | u[i + i * u_dim1] = f - g; |
|---|
| 14381 | if (i == *n) { |
|---|
| 14382 | goto L190; |
|---|
| 14383 | } |
|---|
| 14384 | |
|---|
| 14385 | i_1 = *n; |
|---|
| 14386 | for (j = l; j <= i_1; ++j) { |
|---|
| 14387 | s = 0.; |
|---|
| 14388 | |
|---|
| 14389 | i_3 = *m; |
|---|
| 14390 | for (k = i; k <= i_3; ++k) { |
|---|
| 14391 | /* L140: */ |
|---|
| 14392 | s += u[k + i * u_dim1] * u[k + j * u_dim1]; |
|---|
| 14393 | } |
|---|
| 14394 | |
|---|
| 14395 | f = s / h; |
|---|
| 14396 | |
|---|
| 14397 | i_3 = *m; |
|---|
| 14398 | for (k = i; k <= i_3; ++k) { |
|---|
| 14399 | u[k + j * u_dim1] += f * u[k + i * u_dim1]; |
|---|
| 14400 | /* L150: */ |
|---|
| 14401 | } |
|---|
| 14402 | } |
|---|
| 14403 | |
|---|
| 14404 | L190: |
|---|
| 14405 | i_3 = *m; |
|---|
| 14406 | for (k = i; k <= i_3; ++k) { |
|---|
| 14407 | /* L200: */ |
|---|
| 14408 | u[k + i * u_dim1] = scale * u[k + i * u_dim1]; |
|---|
| 14409 | } |
|---|
| 14410 | |
|---|
| 14411 | L210: |
|---|
| 14412 | w[i] = scale * g; |
|---|
| 14413 | g = 0.; |
|---|
| 14414 | s = 0.; |
|---|
| 14415 | scale = 0.; |
|---|
| 14416 | if (i > *m || i == *n) { |
|---|
| 14417 | goto L290; |
|---|
| 14418 | } |
|---|
| 14419 | |
|---|
| 14420 | i_3 = *n; |
|---|
| 14421 | for (k = l; k <= i_3; ++k) { |
|---|
| 14422 | /* L220: */ |
|---|
| 14423 | scale += (d_1 = u[i + k * u_dim1], abs(d_1)); |
|---|
| 14424 | } |
|---|
| 14425 | |
|---|
| 14426 | if (scale == 0.) { |
|---|
| 14427 | goto L290; |
|---|
| 14428 | } |
|---|
| 14429 | |
|---|
| 14430 | i_3 = *n; |
|---|
| 14431 | for (k = l; k <= i_3; ++k) { |
|---|
| 14432 | u[i + k * u_dim1] /= scale; |
|---|
| 14433 | /* Computing 2nd power */ |
|---|
| 14434 | d_1 = u[i + k * u_dim1]; |
|---|
| 14435 | s += d_1 * d_1; |
|---|
| 14436 | /* L230: */ |
|---|
| 14437 | } |
|---|
| 14438 | |
|---|
| 14439 | f = u[i + l * u_dim1]; |
|---|
| 14440 | d_1 = sqrt(s); |
|---|
| 14441 | g = -d_sign(&d_1, &f); |
|---|
| 14442 | h = f * g - s; |
|---|
| 14443 | u[i + l * u_dim1] = f - g; |
|---|
| 14444 | |
|---|
| 14445 | i_3 = *n; |
|---|
| 14446 | for (k = l; k <= i_3; ++k) { |
|---|
| 14447 | /* L240: */ |
|---|
| 14448 | rv1[k] = u[i + k * u_dim1] / h; |
|---|
| 14449 | } |
|---|
| 14450 | |
|---|
| 14451 | if (i == *m) { |
|---|
| 14452 | goto L270; |
|---|
| 14453 | } |
|---|
| 14454 | |
|---|
| 14455 | i_3 = *m; |
|---|
| 14456 | for (j = l; j <= i_3; ++j) { |
|---|
| 14457 | s = 0.; |
|---|
| 14458 | |
|---|
| 14459 | i_1 = *n; |
|---|
| 14460 | for (k = l; k <= i_1; ++k) { |
|---|
| 14461 | /* L250: */ |
|---|
| 14462 | s += u[j + k * u_dim1] * u[i + k * u_dim1]; |
|---|
| 14463 | } |
|---|
| 14464 | |
|---|
| 14465 | i_1 = *n; |
|---|
| 14466 | for (k = l; k <= i_1; ++k) { |
|---|
| 14467 | u[j + k * u_dim1] += s * rv1[k]; |
|---|
| 14468 | /* L260: */ |
|---|
| 14469 | } |
|---|
| 14470 | } |
|---|
| 14471 | |
|---|
| 14472 | L270: |
|---|
| 14473 | i_1 = *n; |
|---|
| 14474 | for (k = l; k <= i_1; ++k) { |
|---|
| 14475 | /* L280: */ |
|---|
| 14476 | u[i + k * u_dim1] = scale * u[i + k * u_dim1]; |
|---|
| 14477 | } |
|---|
| 14478 | |
|---|
| 14479 | L290: |
|---|
| 14480 | /* Computing MAX */ |
|---|
| 14481 | d_3 = x, d_4 = (d_1 = w[i], abs(d_1)) + (d_2 = rv1[i], abs(d_2)) |
|---|
| 14482 | ; |
|---|
| 14483 | x = max(d_3,d_4); |
|---|
| 14484 | /* L300: */ |
|---|
| 14485 | } |
|---|
| 14486 | /* .......... ACCUMULATION OF RIGHT-HAND TRANSFORMATIONS .......... */ |
|---|
| 14487 | if (! (*matv)) { |
|---|
| 14488 | goto L410; |
|---|
| 14489 | } |
|---|
| 14490 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 14491 | i_2 = *n; |
|---|
| 14492 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 14493 | i = *n + 1 - ii; |
|---|
| 14494 | if (i == *n) { |
|---|
| 14495 | goto L390; |
|---|
| 14496 | } |
|---|
| 14497 | if (g == 0.) { |
|---|
| 14498 | goto L360; |
|---|
| 14499 | } |
|---|
| 14500 | |
|---|
| 14501 | i_1 = *n; |
|---|
| 14502 | for (j = l; j <= i_1; ++j) { |
|---|
| 14503 | /* .......... DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 14504 | .... */ |
|---|
| 14505 | /* L320: */ |
|---|
| 14506 | v[j + i * v_dim1] = u[i + j * u_dim1] / u[i + l * u_dim1] / g; |
|---|
| 14507 | } |
|---|
| 14508 | |
|---|
| 14509 | i_1 = *n; |
|---|
| 14510 | for (j = l; j <= i_1; ++j) { |
|---|
| 14511 | s = 0.; |
|---|
| 14512 | |
|---|
| 14513 | i_3 = *n; |
|---|
| 14514 | for (k = l; k <= i_3; ++k) { |
|---|
| 14515 | /* L340: */ |
|---|
| 14516 | s += u[i + k * u_dim1] * v[k + j * v_dim1]; |
|---|
| 14517 | } |
|---|
| 14518 | |
|---|
| 14519 | i_3 = *n; |
|---|
| 14520 | for (k = l; k <= i_3; ++k) { |
|---|
| 14521 | v[k + j * v_dim1] += s * v[k + i * v_dim1]; |
|---|
| 14522 | /* L350: */ |
|---|
| 14523 | } |
|---|
| 14524 | } |
|---|
| 14525 | |
|---|
| 14526 | L360: |
|---|
| 14527 | i_3 = *n; |
|---|
| 14528 | for (j = l; j <= i_3; ++j) { |
|---|
| 14529 | v[i + j * v_dim1] = 0.; |
|---|
| 14530 | v[j + i * v_dim1] = 0.; |
|---|
| 14531 | /* L380: */ |
|---|
| 14532 | } |
|---|
| 14533 | |
|---|
| 14534 | L390: |
|---|
| 14535 | v[i + i * v_dim1] = 1.; |
|---|
| 14536 | g = rv1[i]; |
|---|
| 14537 | l = i; |
|---|
| 14538 | /* L400: */ |
|---|
| 14539 | } |
|---|
| 14540 | /* .......... ACCUMULATION OF LEFT-HAND TRANSFORMATIONS .......... */ |
|---|
| 14541 | L410: |
|---|
| 14542 | if (! (*matu)) { |
|---|
| 14543 | goto L510; |
|---|
| 14544 | } |
|---|
| 14545 | /* ..........FOR I=MIN(M,N) STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 14546 | mn = *n; |
|---|
| 14547 | if (*m < *n) { |
|---|
| 14548 | mn = *m; |
|---|
| 14549 | } |
|---|
| 14550 | |
|---|
| 14551 | i_2 = mn; |
|---|
| 14552 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 14553 | i = mn + 1 - ii; |
|---|
| 14554 | l = i + 1; |
|---|
| 14555 | g = w[i]; |
|---|
| 14556 | if (i == *n) { |
|---|
| 14557 | goto L430; |
|---|
| 14558 | } |
|---|
| 14559 | |
|---|
| 14560 | i_3 = *n; |
|---|
| 14561 | for (j = l; j <= i_3; ++j) { |
|---|
| 14562 | /* L420: */ |
|---|
| 14563 | u[i + j * u_dim1] = 0.; |
|---|
| 14564 | } |
|---|
| 14565 | |
|---|
| 14566 | L430: |
|---|
| 14567 | if (g == 0.) { |
|---|
| 14568 | goto L475; |
|---|
| 14569 | } |
|---|
| 14570 | if (i == mn) { |
|---|
| 14571 | goto L460; |
|---|
| 14572 | } |
|---|
| 14573 | |
|---|
| 14574 | i_3 = *n; |
|---|
| 14575 | for (j = l; j <= i_3; ++j) { |
|---|
| 14576 | s = 0.; |
|---|
| 14577 | |
|---|
| 14578 | i_1 = *m; |
|---|
| 14579 | for (k = l; k <= i_1; ++k) { |
|---|
| 14580 | /* L440: */ |
|---|
| 14581 | s += u[k + i * u_dim1] * u[k + j * u_dim1]; |
|---|
| 14582 | } |
|---|
| 14583 | /* .......... DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 14584 | .... */ |
|---|
| 14585 | f = s / u[i + i * u_dim1] / g; |
|---|
| 14586 | |
|---|
| 14587 | i_1 = *m; |
|---|
| 14588 | for (k = i; k <= i_1; ++k) { |
|---|
| 14589 | u[k + j * u_dim1] += f * u[k + i * u_dim1]; |
|---|
| 14590 | /* L450: */ |
|---|
| 14591 | } |
|---|
| 14592 | } |
|---|
| 14593 | |
|---|
| 14594 | L460: |
|---|
| 14595 | i_1 = *m; |
|---|
| 14596 | for (j = i; j <= i_1; ++j) { |
|---|
| 14597 | /* L470: */ |
|---|
| 14598 | u[j + i * u_dim1] /= g; |
|---|
| 14599 | } |
|---|
| 14600 | |
|---|
| 14601 | goto L490; |
|---|
| 14602 | |
|---|
| 14603 | L475: |
|---|
| 14604 | i_1 = *m; |
|---|
| 14605 | for (j = i; j <= i_1; ++j) { |
|---|
| 14606 | /* L480: */ |
|---|
| 14607 | u[j + i * u_dim1] = 0.; |
|---|
| 14608 | } |
|---|
| 14609 | |
|---|
| 14610 | L490: |
|---|
| 14611 | u[i + i * u_dim1] += 1.; |
|---|
| 14612 | /* L500: */ |
|---|
| 14613 | } |
|---|
| 14614 | /* .......... DIAGONALIZATION OF THE BIDIAGONAL FORM .......... */ |
|---|
| 14615 | L510: |
|---|
| 14616 | tst1 = x; |
|---|
| 14617 | /* .......... FOR K=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 14618 | i_2 = *n; |
|---|
| 14619 | for (kk = 1; kk <= i_2; ++kk) { |
|---|
| 14620 | k1 = *n - kk; |
|---|
| 14621 | k = k1 + 1; |
|---|
| 14622 | its = 0; |
|---|
| 14623 | /* .......... TEST FOR SPLITTING. */ |
|---|
| 14624 | /* FOR L=K STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 14625 | L520: |
|---|
| 14626 | i_1 = k; |
|---|
| 14627 | for (ll = 1; ll <= i_1; ++ll) { |
|---|
| 14628 | l1 = k - ll; |
|---|
| 14629 | l = l1 + 1; |
|---|
| 14630 | tst2 = tst1 + (d_1 = rv1[l], abs(d_1)); |
|---|
| 14631 | if (tst2 == tst1) { |
|---|
| 14632 | goto L565; |
|---|
| 14633 | } |
|---|
| 14634 | /* .......... RV1(1) IS ALWAYS ZERO, SO THERE IS NO EXIT */ |
|---|
| 14635 | /* THROUGH THE BOTTOM OF THE LOOP .......... */ |
|---|
| 14636 | tst2 = tst1 + (d_1 = w[l1], abs(d_1)); |
|---|
| 14637 | if (tst2 == tst1) { |
|---|
| 14638 | goto L540; |
|---|
| 14639 | } |
|---|
| 14640 | /* L530: */ |
|---|
| 14641 | } |
|---|
| 14642 | /* .......... CANCELLATION OF RV1(L) IF L GREATER THAN 1 ......... |
|---|
| 14643 | . */ |
|---|
| 14644 | L540: |
|---|
| 14645 | c = 0.; |
|---|
| 14646 | s = 1.; |
|---|
| 14647 | |
|---|
| 14648 | i_1 = k; |
|---|
| 14649 | for (i = l; i <= i_1; ++i) { |
|---|
| 14650 | f = s * rv1[i]; |
|---|
| 14651 | rv1[i] = c * rv1[i]; |
|---|
| 14652 | tst2 = tst1 + abs(f); |
|---|
| 14653 | if (tst2 == tst1) { |
|---|
| 14654 | goto L565; |
|---|
| 14655 | } |
|---|
| 14656 | g = w[i]; |
|---|
| 14657 | h = pythag_(&f, &g); |
|---|
| 14658 | w[i] = h; |
|---|
| 14659 | c = g / h; |
|---|
| 14660 | s = -f / h; |
|---|
| 14661 | if (! (*matu)) { |
|---|
| 14662 | goto L560; |
|---|
| 14663 | } |
|---|
| 14664 | |
|---|
| 14665 | i_3 = *m; |
|---|
| 14666 | for (j = 1; j <= i_3; ++j) { |
|---|
| 14667 | y = u[j + l1 * u_dim1]; |
|---|
| 14668 | z = u[j + i * u_dim1]; |
|---|
| 14669 | u[j + l1 * u_dim1] = y * c + z * s; |
|---|
| 14670 | u[j + i * u_dim1] = -y * s + z * c; |
|---|
| 14671 | /* L550: */ |
|---|
| 14672 | } |
|---|
| 14673 | |
|---|
| 14674 | L560: |
|---|
| 14675 | ; |
|---|
| 14676 | } |
|---|
| 14677 | /* .......... TEST FOR CONVERGENCE .......... */ |
|---|
| 14678 | L565: |
|---|
| 14679 | z = w[k]; |
|---|
| 14680 | if (l == k) { |
|---|
| 14681 | goto L650; |
|---|
| 14682 | } |
|---|
| 14683 | /* .......... SHIFT FROM BOTTOM 2 BY 2 MINOR .......... */ |
|---|
| 14684 | if (its == 30) { |
|---|
| 14685 | goto L1000; |
|---|
| 14686 | } |
|---|
| 14687 | ++its; |
|---|
| 14688 | x = w[l]; |
|---|
| 14689 | y = w[k1]; |
|---|
| 14690 | g = rv1[k1]; |
|---|
| 14691 | h = rv1[k]; |
|---|
| 14692 | f = ((g + z) / h * ((g - z) / y) + y / h - h / y) * .5; |
|---|
| 14693 | g = pythag_(&f, &c_b141); |
|---|
| 14694 | f = x - z / x * z + h / x * (y / (f + d_sign(&g, &f)) - h); |
|---|
| 14695 | /* .......... NEXT QR TRANSFORMATION .......... */ |
|---|
| 14696 | c = 1.; |
|---|
| 14697 | s = 1.; |
|---|
| 14698 | |
|---|
| 14699 | i_1 = k1; |
|---|
| 14700 | for (i1 = l; i1 <= i_1; ++i1) { |
|---|
| 14701 | i = i1 + 1; |
|---|
| 14702 | g = rv1[i]; |
|---|
| 14703 | y = w[i]; |
|---|
| 14704 | h = s * g; |
|---|
| 14705 | g = c * g; |
|---|
| 14706 | z = pythag_(&f, &h); |
|---|
| 14707 | rv1[i1] = z; |
|---|
| 14708 | c = f / z; |
|---|
| 14709 | s = h / z; |
|---|
| 14710 | f = x * c + g * s; |
|---|
| 14711 | g = -x * s + g * c; |
|---|
| 14712 | h = y * s; |
|---|
| 14713 | y *= c; |
|---|
| 14714 | if (! (*matv)) { |
|---|
| 14715 | goto L575; |
|---|
| 14716 | } |
|---|
| 14717 | |
|---|
| 14718 | i_3 = *n; |
|---|
| 14719 | for (j = 1; j <= i_3; ++j) { |
|---|
| 14720 | x = v[j + i1 * v_dim1]; |
|---|
| 14721 | z = v[j + i * v_dim1]; |
|---|
| 14722 | v[j + i1 * v_dim1] = x * c + z * s; |
|---|
| 14723 | v[j + i * v_dim1] = -x * s + z * c; |
|---|
| 14724 | /* L570: */ |
|---|
| 14725 | } |
|---|
| 14726 | |
|---|
| 14727 | L575: |
|---|
| 14728 | z = pythag_(&f, &h); |
|---|
| 14729 | w[i1] = z; |
|---|
| 14730 | /* .......... ROTATION CAN BE ARBITRARY IF Z IS ZERO ......... |
|---|
| 14731 | . */ |
|---|
| 14732 | if (z == 0.) { |
|---|
| 14733 | goto L580; |
|---|
| 14734 | } |
|---|
| 14735 | c = f / z; |
|---|
| 14736 | s = h / z; |
|---|
| 14737 | L580: |
|---|
| 14738 | f = c * g + s * y; |
|---|
| 14739 | x = -s * g + c * y; |
|---|
| 14740 | if (! (*matu)) { |
|---|
| 14741 | goto L600; |
|---|
| 14742 | } |
|---|
| 14743 | |
|---|
| 14744 | i_3 = *m; |
|---|
| 14745 | for (j = 1; j <= i_3; ++j) { |
|---|
| 14746 | y = u[j + i1 * u_dim1]; |
|---|
| 14747 | z = u[j + i * u_dim1]; |
|---|
| 14748 | u[j + i1 * u_dim1] = y * c + z * s; |
|---|
| 14749 | u[j + i * u_dim1] = -y * s + z * c; |
|---|
| 14750 | /* L590: */ |
|---|
| 14751 | } |
|---|
| 14752 | |
|---|
| 14753 | L600: |
|---|
| 14754 | ; |
|---|
| 14755 | } |
|---|
| 14756 | |
|---|
| 14757 | rv1[l] = 0.; |
|---|
| 14758 | rv1[k] = f; |
|---|
| 14759 | w[k] = x; |
|---|
| 14760 | goto L520; |
|---|
| 14761 | /* .......... CONVERGENCE .......... */ |
|---|
| 14762 | L650: |
|---|
| 14763 | if (z >= 0.) { |
|---|
| 14764 | goto L700; |
|---|
| 14765 | } |
|---|
| 14766 | /* .......... W(K) IS MADE NON-NEGATIVE .......... */ |
|---|
| 14767 | w[k] = -z; |
|---|
| 14768 | if (! (*matv)) { |
|---|
| 14769 | goto L700; |
|---|
| 14770 | } |
|---|
| 14771 | |
|---|
| 14772 | i_1 = *n; |
|---|
| 14773 | for (j = 1; j <= i_1; ++j) { |
|---|
| 14774 | /* L690: */ |
|---|
| 14775 | v[j + k * v_dim1] = -v[j + k * v_dim1]; |
|---|
| 14776 | } |
|---|
| 14777 | |
|---|
| 14778 | L700: |
|---|
| 14779 | ; |
|---|
| 14780 | } |
|---|
| 14781 | |
|---|
| 14782 | goto L1001; |
|---|
| 14783 | /* .......... SET ERROR -- NO CONVERGENCE TO A */ |
|---|
| 14784 | /* SINGULAR VALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 14785 | L1000: |
|---|
| 14786 | *ierr = k; |
|---|
| 14787 | L1001: |
|---|
| 14788 | return 0; |
|---|
| 14789 | } /* svd_ */ |
|---|
| 14790 | |
|---|
| 14791 | /* Subroutine */ int tinvit_(integer *nm, integer *n, doublereal *d, |
|---|
| 14792 | doublereal *e, doublereal *e2, integer *m, doublereal *w, integer * |
|---|
| 14793 | ind, doublereal *z, integer *ierr, doublereal *rv1, doublereal *rv2, |
|---|
| 14794 | doublereal *rv3, doublereal *rv4, doublereal *rv6) |
|---|
| 14795 | { |
|---|
| 14796 | /* System generated locals */ |
|---|
| 14797 | integer z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 14798 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 14799 | |
|---|
| 14800 | /* Builtin functions */ |
|---|
| 14801 | double sqrt(doublereal); |
|---|
| 14802 | |
|---|
| 14803 | /* Local variables */ |
|---|
| 14804 | static doublereal norm; |
|---|
| 14805 | static integer i, j, p, q, r, s; |
|---|
| 14806 | static doublereal u, v, order; |
|---|
| 14807 | static integer group; |
|---|
| 14808 | static doublereal x0, x1; |
|---|
| 14809 | static integer ii, jj, ip; |
|---|
| 14810 | static doublereal uk, xu; |
|---|
| 14811 | extern doublereal pythag_(doublereal *, doublereal *), epslon_(doublereal |
|---|
| 14812 | *); |
|---|
| 14813 | static integer tag, its; |
|---|
| 14814 | static doublereal eps2, eps3, eps4; |
|---|
| 14815 | |
|---|
| 14816 | |
|---|
| 14817 | |
|---|
| 14818 | /* THIS SUBROUTINE IS A TRANSLATION OF THE INVERSE ITERATION TECH- */ |
|---|
| 14819 | /* NIQUE IN THE ALGOL PROCEDURE TRISTURM BY PETERS AND WILKINSON. */ |
|---|
| 14820 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971). */ |
|---|
| 14821 | |
|---|
| 14822 | /* THIS SUBROUTINE FINDS THOSE EIGENVECTORS OF A TRIDIAGONAL */ |
|---|
| 14823 | /* SYMMETRIC MATRIX CORRESPONDING TO SPECIFIED EIGENVALUES, */ |
|---|
| 14824 | /* USING INVERSE ITERATION. */ |
|---|
| 14825 | |
|---|
| 14826 | /* ON INPUT */ |
|---|
| 14827 | |
|---|
| 14828 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 14829 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 14830 | /* DIMENSION STATEMENT. */ |
|---|
| 14831 | |
|---|
| 14832 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 14833 | |
|---|
| 14834 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 14835 | |
|---|
| 14836 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 14837 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 14838 | |
|---|
| 14839 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E, */ |
|---|
| 14840 | /* WITH ZEROS CORRESPONDING TO NEGLIGIBLE ELEMENTS OF E. */ |
|---|
| 14841 | /* E(I) IS CONSIDERED NEGLIGIBLE IF IT IS NOT LARGER THAN */ |
|---|
| 14842 | /* THE PRODUCT OF THE RELATIVE MACHINE PRECISION AND THE SUM */ |
|---|
| 14843 | /* OF THE MAGNITUDES OF D(I) AND D(I-1). E2(1) MUST CONTAIN */ |
|---|
| 14844 | /* 0.0D0 IF THE EIGENVALUES ARE IN ASCENDING ORDER, OR 2.0D0 */ |
|---|
| 14845 | /* IF THE EIGENVALUES ARE IN DESCENDING ORDER. IF BISECT, */ |
|---|
| 14846 | /* TRIDIB, OR IMTQLV HAS BEEN USED TO FIND THE EIGENVALUES, */ |
|---|
| 14847 | /* THEIR OUTPUT E2 ARRAY IS EXACTLY WHAT IS EXPECTED HERE. */ |
|---|
| 14848 | |
|---|
| 14849 | /* M IS THE NUMBER OF SPECIFIED EIGENVALUES. */ |
|---|
| 14850 | |
|---|
| 14851 | /* W CONTAINS THE M EIGENVALUES IN ASCENDING OR DESCENDING ORDER. |
|---|
| 14852 | */ |
|---|
| 14853 | |
|---|
| 14854 | /* IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES */ |
|---|
| 14855 | /* ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W -- */ |
|---|
| 14856 | /* 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM */ |
|---|
| 14857 | /* THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC. |
|---|
| 14858 | */ |
|---|
| 14859 | |
|---|
| 14860 | /* ON OUTPUT */ |
|---|
| 14861 | |
|---|
| 14862 | /* ALL INPUT ARRAYS ARE UNALTERED. */ |
|---|
| 14863 | |
|---|
| 14864 | /* Z CONTAINS THE ASSOCIATED SET OF ORTHONORMAL EIGENVECTORS. */ |
|---|
| 14865 | /* ANY VECTOR WHICH FAILS TO CONVERGE IS SET TO ZERO. */ |
|---|
| 14866 | |
|---|
| 14867 | /* IERR IS SET TO */ |
|---|
| 14868 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 14869 | /* -R IF THE EIGENVECTOR CORRESPONDING TO THE R-TH */ |
|---|
| 14870 | /* EIGENVALUE FAILS TO CONVERGE IN 5 ITERATIONS. */ |
|---|
| 14871 | |
|---|
| 14872 | /* RV1, RV2, RV3, RV4, AND RV6 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 14873 | |
|---|
| 14874 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 14875 | |
|---|
| 14876 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 14877 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 14878 | */ |
|---|
| 14879 | |
|---|
| 14880 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 14881 | |
|---|
| 14882 | /* ------------------------------------------------------------------ |
|---|
| 14883 | */ |
|---|
| 14884 | |
|---|
| 14885 | /* Parameter adjustments */ |
|---|
| 14886 | --rv6; |
|---|
| 14887 | --rv4; |
|---|
| 14888 | --rv3; |
|---|
| 14889 | --rv2; |
|---|
| 14890 | --rv1; |
|---|
| 14891 | --e2; |
|---|
| 14892 | --e; |
|---|
| 14893 | --d; |
|---|
| 14894 | z_dim1 = *nm; |
|---|
| 14895 | z_offset = z_dim1 + 1; |
|---|
| 14896 | z -= z_offset; |
|---|
| 14897 | --ind; |
|---|
| 14898 | --w; |
|---|
| 14899 | |
|---|
| 14900 | /* Function Body */ |
|---|
| 14901 | *ierr = 0; |
|---|
| 14902 | if (*m == 0) { |
|---|
| 14903 | goto L1001; |
|---|
| 14904 | } |
|---|
| 14905 | tag = 0; |
|---|
| 14906 | order = 1. - e2[1]; |
|---|
| 14907 | q = 0; |
|---|
| 14908 | /* .......... ESTABLISH AND PROCESS NEXT SUBMATRIX .......... */ |
|---|
| 14909 | L100: |
|---|
| 14910 | p = q + 1; |
|---|
| 14911 | |
|---|
| 14912 | i_1 = *n; |
|---|
| 14913 | for (q = p; q <= i_1; ++q) { |
|---|
| 14914 | if (q == *n) { |
|---|
| 14915 | goto L140; |
|---|
| 14916 | } |
|---|
| 14917 | if (e2[q + 1] == 0.) { |
|---|
| 14918 | goto L140; |
|---|
| 14919 | } |
|---|
| 14920 | /* L120: */ |
|---|
| 14921 | } |
|---|
| 14922 | /* .......... FIND VECTORS BY INVERSE ITERATION .......... */ |
|---|
| 14923 | L140: |
|---|
| 14924 | ++tag; |
|---|
| 14925 | s = 0; |
|---|
| 14926 | |
|---|
| 14927 | i_1 = *m; |
|---|
| 14928 | for (r = 1; r <= i_1; ++r) { |
|---|
| 14929 | if (ind[r] != tag) { |
|---|
| 14930 | goto L920; |
|---|
| 14931 | } |
|---|
| 14932 | its = 1; |
|---|
| 14933 | x1 = w[r]; |
|---|
| 14934 | if (s != 0) { |
|---|
| 14935 | goto L510; |
|---|
| 14936 | } |
|---|
| 14937 | /* .......... CHECK FOR ISOLATED ROOT .......... */ |
|---|
| 14938 | xu = 1.; |
|---|
| 14939 | if (p != q) { |
|---|
| 14940 | goto L490; |
|---|
| 14941 | } |
|---|
| 14942 | rv6[p] = 1.; |
|---|
| 14943 | goto L870; |
|---|
| 14944 | L490: |
|---|
| 14945 | norm = (d_1 = d[p], abs(d_1)); |
|---|
| 14946 | ip = p + 1; |
|---|
| 14947 | |
|---|
| 14948 | i_2 = q; |
|---|
| 14949 | for (i = ip; i <= i_2; ++i) { |
|---|
| 14950 | /* L500: */ |
|---|
| 14951 | /* Computing MAX */ |
|---|
| 14952 | d_3 = norm, d_4 = (d_1 = d[i], abs(d_1)) + (d_2 = e[i], abs( |
|---|
| 14953 | d_2)); |
|---|
| 14954 | norm = max(d_3,d_4); |
|---|
| 14955 | } |
|---|
| 14956 | /* .......... EPS2 IS THE CRITERION FOR GROUPING, */ |
|---|
| 14957 | /* EPS3 REPLACES ZERO PIVOTS AND EQUAL */ |
|---|
| 14958 | /* ROOTS ARE MODIFIED BY EPS3, */ |
|---|
| 14959 | /* EPS4 IS TAKEN VERY SMALL TO AVOID OVERFLOW ......... |
|---|
| 14960 | . */ |
|---|
| 14961 | eps2 = norm * .001; |
|---|
| 14962 | eps3 = epslon_(&norm); |
|---|
| 14963 | uk = (doublereal) (q - p + 1); |
|---|
| 14964 | eps4 = uk * eps3; |
|---|
| 14965 | uk = eps4 / sqrt(uk); |
|---|
| 14966 | s = p; |
|---|
| 14967 | L505: |
|---|
| 14968 | group = 0; |
|---|
| 14969 | goto L520; |
|---|
| 14970 | /* .......... LOOK FOR CLOSE OR COINCIDENT ROOTS .......... */ |
|---|
| 14971 | L510: |
|---|
| 14972 | if ((d_1 = x1 - x0, abs(d_1)) >= eps2) { |
|---|
| 14973 | goto L505; |
|---|
| 14974 | } |
|---|
| 14975 | ++group; |
|---|
| 14976 | if (order * (x1 - x0) <= 0.) { |
|---|
| 14977 | x1 = x0 + order * eps3; |
|---|
| 14978 | } |
|---|
| 14979 | /* .......... ELIMINATION WITH INTERCHANGES AND */ |
|---|
| 14980 | /* INITIALIZATION OF VECTOR .......... */ |
|---|
| 14981 | L520: |
|---|
| 14982 | v = 0.; |
|---|
| 14983 | |
|---|
| 14984 | i_2 = q; |
|---|
| 14985 | for (i = p; i <= i_2; ++i) { |
|---|
| 14986 | rv6[i] = uk; |
|---|
| 14987 | if (i == p) { |
|---|
| 14988 | goto L560; |
|---|
| 14989 | } |
|---|
| 14990 | if ((d_1 = e[i], abs(d_1)) < abs(u)) { |
|---|
| 14991 | goto L540; |
|---|
| 14992 | } |
|---|
| 14993 | /* .......... WARNING -- A DIVIDE CHECK MAY OCCUR HERE IF */ |
|---|
| 14994 | /* E2 ARRAY HAS NOT BEEN SPECIFIED CORRECTLY ...... |
|---|
| 14995 | .... */ |
|---|
| 14996 | xu = u / e[i]; |
|---|
| 14997 | rv4[i] = xu; |
|---|
| 14998 | rv1[i - 1] = e[i]; |
|---|
| 14999 | rv2[i - 1] = d[i] - x1; |
|---|
| 15000 | rv3[i - 1] = 0.; |
|---|
| 15001 | if (i != q) { |
|---|
| 15002 | rv3[i - 1] = e[i + 1]; |
|---|
| 15003 | } |
|---|
| 15004 | u = v - xu * rv2[i - 1]; |
|---|
| 15005 | v = -xu * rv3[i - 1]; |
|---|
| 15006 | goto L580; |
|---|
| 15007 | L540: |
|---|
| 15008 | xu = e[i] / u; |
|---|
| 15009 | rv4[i] = xu; |
|---|
| 15010 | rv1[i - 1] = u; |
|---|
| 15011 | rv2[i - 1] = v; |
|---|
| 15012 | rv3[i - 1] = 0.; |
|---|
| 15013 | L560: |
|---|
| 15014 | u = d[i] - x1 - xu * v; |
|---|
| 15015 | if (i != q) { |
|---|
| 15016 | v = e[i + 1]; |
|---|
| 15017 | } |
|---|
| 15018 | L580: |
|---|
| 15019 | ; |
|---|
| 15020 | } |
|---|
| 15021 | |
|---|
| 15022 | if (u == 0.) { |
|---|
| 15023 | u = eps3; |
|---|
| 15024 | } |
|---|
| 15025 | rv1[q] = u; |
|---|
| 15026 | rv2[q] = 0.; |
|---|
| 15027 | rv3[q] = 0.; |
|---|
| 15028 | /* .......... BACK SUBSTITUTION */ |
|---|
| 15029 | /* FOR I=Q STEP -1 UNTIL P DO -- .......... */ |
|---|
| 15030 | L600: |
|---|
| 15031 | i_2 = q; |
|---|
| 15032 | for (ii = p; ii <= i_2; ++ii) { |
|---|
| 15033 | i = p + q - ii; |
|---|
| 15034 | rv6[i] = (rv6[i] - u * rv2[i] - v * rv3[i]) / rv1[i]; |
|---|
| 15035 | v = u; |
|---|
| 15036 | u = rv6[i]; |
|---|
| 15037 | /* L620: */ |
|---|
| 15038 | } |
|---|
| 15039 | /* .......... ORTHOGONALIZE WITH RESPECT TO PREVIOUS */ |
|---|
| 15040 | /* MEMBERS OF GROUP .......... */ |
|---|
| 15041 | if (group == 0) { |
|---|
| 15042 | goto L700; |
|---|
| 15043 | } |
|---|
| 15044 | j = r; |
|---|
| 15045 | |
|---|
| 15046 | i_2 = group; |
|---|
| 15047 | for (jj = 1; jj <= i_2; ++jj) { |
|---|
| 15048 | L630: |
|---|
| 15049 | --j; |
|---|
| 15050 | if (ind[j] != tag) { |
|---|
| 15051 | goto L630; |
|---|
| 15052 | } |
|---|
| 15053 | xu = 0.; |
|---|
| 15054 | |
|---|
| 15055 | i_3 = q; |
|---|
| 15056 | for (i = p; i <= i_3; ++i) { |
|---|
| 15057 | /* L640: */ |
|---|
| 15058 | xu += rv6[i] * z[i + j * z_dim1]; |
|---|
| 15059 | } |
|---|
| 15060 | |
|---|
| 15061 | i_3 = q; |
|---|
| 15062 | for (i = p; i <= i_3; ++i) { |
|---|
| 15063 | /* L660: */ |
|---|
| 15064 | rv6[i] -= xu * z[i + j * z_dim1]; |
|---|
| 15065 | } |
|---|
| 15066 | |
|---|
| 15067 | /* L680: */ |
|---|
| 15068 | } |
|---|
| 15069 | |
|---|
| 15070 | L700: |
|---|
| 15071 | norm = 0.; |
|---|
| 15072 | |
|---|
| 15073 | i_2 = q; |
|---|
| 15074 | for (i = p; i <= i_2; ++i) { |
|---|
| 15075 | /* L720: */ |
|---|
| 15076 | norm += (d_1 = rv6[i], abs(d_1)); |
|---|
| 15077 | } |
|---|
| 15078 | |
|---|
| 15079 | if (norm >= 1.) { |
|---|
| 15080 | goto L840; |
|---|
| 15081 | } |
|---|
| 15082 | /* .......... FORWARD SUBSTITUTION .......... */ |
|---|
| 15083 | if (its == 5) { |
|---|
| 15084 | goto L830; |
|---|
| 15085 | } |
|---|
| 15086 | if (norm != 0.) { |
|---|
| 15087 | goto L740; |
|---|
| 15088 | } |
|---|
| 15089 | rv6[s] = eps4; |
|---|
| 15090 | ++s; |
|---|
| 15091 | if (s > q) { |
|---|
| 15092 | s = p; |
|---|
| 15093 | } |
|---|
| 15094 | goto L780; |
|---|
| 15095 | L740: |
|---|
| 15096 | xu = eps4 / norm; |
|---|
| 15097 | |
|---|
| 15098 | i_2 = q; |
|---|
| 15099 | for (i = p; i <= i_2; ++i) { |
|---|
| 15100 | /* L760: */ |
|---|
| 15101 | rv6[i] *= xu; |
|---|
| 15102 | } |
|---|
| 15103 | /* .......... ELIMINATION OPERATIONS ON NEXT VECTOR */ |
|---|
| 15104 | /* ITERATE .......... */ |
|---|
| 15105 | L780: |
|---|
| 15106 | i_2 = q; |
|---|
| 15107 | for (i = ip; i <= i_2; ++i) { |
|---|
| 15108 | u = rv6[i]; |
|---|
| 15109 | /* .......... IF RV1(I-1) .EQ. E(I), A ROW INTERCHANGE */ |
|---|
| 15110 | /* WAS PERFORMED EARLIER IN THE */ |
|---|
| 15111 | /* TRIANGULARIZATION PROCESS .......... */ |
|---|
| 15112 | if (rv1[i - 1] != e[i]) { |
|---|
| 15113 | goto L800; |
|---|
| 15114 | } |
|---|
| 15115 | u = rv6[i - 1]; |
|---|
| 15116 | rv6[i - 1] = rv6[i]; |
|---|
| 15117 | L800: |
|---|
| 15118 | rv6[i] = u - rv4[i] * rv6[i - 1]; |
|---|
| 15119 | /* L820: */ |
|---|
| 15120 | } |
|---|
| 15121 | |
|---|
| 15122 | ++its; |
|---|
| 15123 | goto L600; |
|---|
| 15124 | /* .......... SET ERROR -- NON-CONVERGED EIGENVECTOR .......... */ |
|---|
| 15125 | L830: |
|---|
| 15126 | *ierr = -r; |
|---|
| 15127 | xu = 0.; |
|---|
| 15128 | goto L870; |
|---|
| 15129 | /* .......... NORMALIZE SO THAT SUM OF SQUARES IS */ |
|---|
| 15130 | /* 1 AND EXPAND TO FULL ORDER .......... */ |
|---|
| 15131 | L840: |
|---|
| 15132 | u = 0.; |
|---|
| 15133 | |
|---|
| 15134 | i_2 = q; |
|---|
| 15135 | for (i = p; i <= i_2; ++i) { |
|---|
| 15136 | /* L860: */ |
|---|
| 15137 | u = pythag_(&u, &rv6[i]); |
|---|
| 15138 | } |
|---|
| 15139 | |
|---|
| 15140 | xu = 1. / u; |
|---|
| 15141 | |
|---|
| 15142 | L870: |
|---|
| 15143 | i_2 = *n; |
|---|
| 15144 | for (i = 1; i <= i_2; ++i) { |
|---|
| 15145 | /* L880: */ |
|---|
| 15146 | z[i + r * z_dim1] = 0.; |
|---|
| 15147 | } |
|---|
| 15148 | |
|---|
| 15149 | i_2 = q; |
|---|
| 15150 | for (i = p; i <= i_2; ++i) { |
|---|
| 15151 | /* L900: */ |
|---|
| 15152 | z[i + r * z_dim1] = rv6[i] * xu; |
|---|
| 15153 | } |
|---|
| 15154 | |
|---|
| 15155 | x0 = x1; |
|---|
| 15156 | L920: |
|---|
| 15157 | ; |
|---|
| 15158 | } |
|---|
| 15159 | |
|---|
| 15160 | if (q < *n) { |
|---|
| 15161 | goto L100; |
|---|
| 15162 | } |
|---|
| 15163 | L1001: |
|---|
| 15164 | return 0; |
|---|
| 15165 | } /* tinvit_ */ |
|---|
| 15166 | |
|---|
| 15167 | /* Subroutine */ int tql1_(integer *n, doublereal *d, doublereal *e, integer * |
|---|
| 15168 | ierr) |
|---|
| 15169 | { |
|---|
| 15170 | /* System generated locals */ |
|---|
| 15171 | integer i_1, i_2; |
|---|
| 15172 | doublereal d_1, d_2; |
|---|
| 15173 | |
|---|
| 15174 | /* Builtin functions */ |
|---|
| 15175 | double d_sign(doublereal *, doublereal *); |
|---|
| 15176 | |
|---|
| 15177 | /* Local variables */ |
|---|
| 15178 | static doublereal c, f, g, h; |
|---|
| 15179 | static integer i, j, l, m; |
|---|
| 15180 | static doublereal p, r, s, c2, c3; |
|---|
| 15181 | static integer l1, l2; |
|---|
| 15182 | static doublereal s2; |
|---|
| 15183 | static integer ii; |
|---|
| 15184 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 15185 | static doublereal dl1, el1; |
|---|
| 15186 | static integer mml; |
|---|
| 15187 | static doublereal tst1, tst2; |
|---|
| 15188 | |
|---|
| 15189 | |
|---|
| 15190 | |
|---|
| 15191 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TQL1, */ |
|---|
| 15192 | /* NUM. MATH. 11, 293-306(1968) BY BOWDLER, MARTIN, REINSCH, AND */ |
|---|
| 15193 | /* WILKINSON. */ |
|---|
| 15194 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 227-240(1971). */ |
|---|
| 15195 | |
|---|
| 15196 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC */ |
|---|
| 15197 | /* TRIDIAGONAL MATRIX BY THE QL METHOD. */ |
|---|
| 15198 | |
|---|
| 15199 | /* ON INPUT */ |
|---|
| 15200 | |
|---|
| 15201 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 15202 | |
|---|
| 15203 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 15204 | |
|---|
| 15205 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 15206 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 15207 | |
|---|
| 15208 | /* ON OUTPUT */ |
|---|
| 15209 | |
|---|
| 15210 | /* D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN */ |
|---|
| 15211 | /* ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND */ |
|---|
| 15212 | /* ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE */ |
|---|
| 15213 | /* THE SMALLEST EIGENVALUES. */ |
|---|
| 15214 | |
|---|
| 15215 | /* E HAS BEEN DESTROYED. */ |
|---|
| 15216 | |
|---|
| 15217 | /* IERR IS SET TO */ |
|---|
| 15218 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 15219 | /* J IF THE J-TH EIGENVALUE HAS NOT BEEN */ |
|---|
| 15220 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 15221 | |
|---|
| 15222 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 15223 | |
|---|
| 15224 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 15225 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 15226 | */ |
|---|
| 15227 | |
|---|
| 15228 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 15229 | |
|---|
| 15230 | /* ------------------------------------------------------------------ |
|---|
| 15231 | */ |
|---|
| 15232 | |
|---|
| 15233 | /* Parameter adjustments */ |
|---|
| 15234 | --e; |
|---|
| 15235 | --d; |
|---|
| 15236 | |
|---|
| 15237 | /* Function Body */ |
|---|
| 15238 | *ierr = 0; |
|---|
| 15239 | if (*n == 1) { |
|---|
| 15240 | goto L1001; |
|---|
| 15241 | } |
|---|
| 15242 | |
|---|
| 15243 | i_1 = *n; |
|---|
| 15244 | for (i = 2; i <= i_1; ++i) { |
|---|
| 15245 | /* L100: */ |
|---|
| 15246 | e[i - 1] = e[i]; |
|---|
| 15247 | } |
|---|
| 15248 | |
|---|
| 15249 | f = 0.; |
|---|
| 15250 | tst1 = 0.; |
|---|
| 15251 | e[*n] = 0.; |
|---|
| 15252 | |
|---|
| 15253 | i_1 = *n; |
|---|
| 15254 | for (l = 1; l <= i_1; ++l) { |
|---|
| 15255 | j = 0; |
|---|
| 15256 | h = (d_1 = d[l], abs(d_1)) + (d_2 = e[l], abs(d_2)); |
|---|
| 15257 | if (tst1 < h) { |
|---|
| 15258 | tst1 = h; |
|---|
| 15259 | } |
|---|
| 15260 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... */ |
|---|
| 15261 | i_2 = *n; |
|---|
| 15262 | for (m = l; m <= i_2; ++m) { |
|---|
| 15263 | tst2 = tst1 + (d_1 = e[m], abs(d_1)); |
|---|
| 15264 | if (tst2 == tst1) { |
|---|
| 15265 | goto L120; |
|---|
| 15266 | } |
|---|
| 15267 | /* .......... E(N) IS ALWAYS ZERO, SO THERE IS NO EXIT */ |
|---|
| 15268 | /* THROUGH THE BOTTOM OF THE LOOP .......... */ |
|---|
| 15269 | /* L110: */ |
|---|
| 15270 | } |
|---|
| 15271 | |
|---|
| 15272 | L120: |
|---|
| 15273 | if (m == l) { |
|---|
| 15274 | goto L210; |
|---|
| 15275 | } |
|---|
| 15276 | L130: |
|---|
| 15277 | if (j == 30) { |
|---|
| 15278 | goto L1000; |
|---|
| 15279 | } |
|---|
| 15280 | ++j; |
|---|
| 15281 | /* .......... FORM SHIFT .......... */ |
|---|
| 15282 | l1 = l + 1; |
|---|
| 15283 | l2 = l1 + 1; |
|---|
| 15284 | g = d[l]; |
|---|
| 15285 | p = (d[l1] - g) / (e[l] * 2.); |
|---|
| 15286 | r = pythag_(&p, &c_b141); |
|---|
| 15287 | d[l] = e[l] / (p + d_sign(&r, &p)); |
|---|
| 15288 | d[l1] = e[l] * (p + d_sign(&r, &p)); |
|---|
| 15289 | dl1 = d[l1]; |
|---|
| 15290 | h = g - d[l]; |
|---|
| 15291 | if (l2 > *n) { |
|---|
| 15292 | goto L145; |
|---|
| 15293 | } |
|---|
| 15294 | |
|---|
| 15295 | i_2 = *n; |
|---|
| 15296 | for (i = l2; i <= i_2; ++i) { |
|---|
| 15297 | /* L140: */ |
|---|
| 15298 | d[i] -= h; |
|---|
| 15299 | } |
|---|
| 15300 | |
|---|
| 15301 | L145: |
|---|
| 15302 | f += h; |
|---|
| 15303 | /* .......... QL TRANSFORMATION .......... */ |
|---|
| 15304 | p = d[m]; |
|---|
| 15305 | c = 1.; |
|---|
| 15306 | c2 = c; |
|---|
| 15307 | el1 = e[l1]; |
|---|
| 15308 | s = 0.; |
|---|
| 15309 | mml = m - l; |
|---|
| 15310 | /* .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 15311 | i_2 = mml; |
|---|
| 15312 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 15313 | c3 = c2; |
|---|
| 15314 | c2 = c; |
|---|
| 15315 | s2 = s; |
|---|
| 15316 | i = m - ii; |
|---|
| 15317 | g = c * e[i]; |
|---|
| 15318 | h = c * p; |
|---|
| 15319 | r = pythag_(&p, &e[i]); |
|---|
| 15320 | e[i + 1] = s * r; |
|---|
| 15321 | s = e[i] / r; |
|---|
| 15322 | c = p / r; |
|---|
| 15323 | p = c * d[i] - s * g; |
|---|
| 15324 | d[i + 1] = h + s * (c * g + s * d[i]); |
|---|
| 15325 | /* L200: */ |
|---|
| 15326 | } |
|---|
| 15327 | |
|---|
| 15328 | p = -s * s2 * c3 * el1 * e[l] / dl1; |
|---|
| 15329 | e[l] = s * p; |
|---|
| 15330 | d[l] = c * p; |
|---|
| 15331 | tst2 = tst1 + (d_1 = e[l], abs(d_1)); |
|---|
| 15332 | if (tst2 > tst1) { |
|---|
| 15333 | goto L130; |
|---|
| 15334 | } |
|---|
| 15335 | L210: |
|---|
| 15336 | p = d[l] + f; |
|---|
| 15337 | /* .......... ORDER EIGENVALUES .......... */ |
|---|
| 15338 | if (l == 1) { |
|---|
| 15339 | goto L250; |
|---|
| 15340 | } |
|---|
| 15341 | /* .......... FOR I=L STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 15342 | i_2 = l; |
|---|
| 15343 | for (ii = 2; ii <= i_2; ++ii) { |
|---|
| 15344 | i = l + 2 - ii; |
|---|
| 15345 | if (p >= d[i - 1]) { |
|---|
| 15346 | goto L270; |
|---|
| 15347 | } |
|---|
| 15348 | d[i] = d[i - 1]; |
|---|
| 15349 | /* L230: */ |
|---|
| 15350 | } |
|---|
| 15351 | |
|---|
| 15352 | L250: |
|---|
| 15353 | i = 1; |
|---|
| 15354 | L270: |
|---|
| 15355 | d[i] = p; |
|---|
| 15356 | /* L290: */ |
|---|
| 15357 | } |
|---|
| 15358 | |
|---|
| 15359 | goto L1001; |
|---|
| 15360 | /* .......... SET ERROR -- NO CONVERGENCE TO AN */ |
|---|
| 15361 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 15362 | L1000: |
|---|
| 15363 | *ierr = l; |
|---|
| 15364 | L1001: |
|---|
| 15365 | return 0; |
|---|
| 15366 | } /* tql1_ */ |
|---|
| 15367 | |
|---|
| 15368 | /* Subroutine */ int tql2_(integer *nm, integer *n, doublereal *d, doublereal |
|---|
| 15369 | *e, doublereal *z, integer *ierr) |
|---|
| 15370 | { |
|---|
| 15371 | /* System generated locals */ |
|---|
| 15372 | integer z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 15373 | doublereal d_1, d_2; |
|---|
| 15374 | |
|---|
| 15375 | /* Builtin functions */ |
|---|
| 15376 | double d_sign(doublereal *, doublereal *); |
|---|
| 15377 | |
|---|
| 15378 | /* Local variables */ |
|---|
| 15379 | static doublereal c, f, g, h; |
|---|
| 15380 | static integer i, j, k, l, m; |
|---|
| 15381 | static doublereal p, r, s, c2, c3; |
|---|
| 15382 | static integer l1, l2; |
|---|
| 15383 | static doublereal s2; |
|---|
| 15384 | static integer ii; |
|---|
| 15385 | extern doublereal pythag_(doublereal *, doublereal *); |
|---|
| 15386 | static doublereal dl1, el1; |
|---|
| 15387 | static integer mml; |
|---|
| 15388 | static doublereal tst1, tst2; |
|---|
| 15389 | |
|---|
| 15390 | |
|---|
| 15391 | |
|---|
| 15392 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TQL2, */ |
|---|
| 15393 | /* NUM. MATH. 11, 293-306(1968) BY BOWDLER, MARTIN, REINSCH, AND */ |
|---|
| 15394 | /* WILKINSON. */ |
|---|
| 15395 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 227-240(1971). */ |
|---|
| 15396 | |
|---|
| 15397 | /* THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS */ |
|---|
| 15398 | /* OF A SYMMETRIC TRIDIAGONAL MATRIX BY THE QL METHOD. */ |
|---|
| 15399 | /* THE EIGENVECTORS OF A FULL SYMMETRIC MATRIX CAN ALSO */ |
|---|
| 15400 | /* BE FOUND IF TRED2 HAS BEEN USED TO REDUCE THIS */ |
|---|
| 15401 | /* FULL MATRIX TO TRIDIAGONAL FORM. */ |
|---|
| 15402 | |
|---|
| 15403 | /* ON INPUT */ |
|---|
| 15404 | |
|---|
| 15405 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 15406 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 15407 | /* DIMENSION STATEMENT. */ |
|---|
| 15408 | |
|---|
| 15409 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 15410 | |
|---|
| 15411 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 15412 | |
|---|
| 15413 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 15414 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 15415 | |
|---|
| 15416 | /* Z CONTAINS THE TRANSFORMATION MATRIX PRODUCED IN THE */ |
|---|
| 15417 | /* REDUCTION BY TRED2, IF PERFORMED. IF THE EIGENVECTORS */ |
|---|
| 15418 | /* OF THE TRIDIAGONAL MATRIX ARE DESIRED, Z MUST CONTAIN */ |
|---|
| 15419 | /* THE IDENTITY MATRIX. */ |
|---|
| 15420 | |
|---|
| 15421 | /* ON OUTPUT */ |
|---|
| 15422 | |
|---|
| 15423 | /* D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN */ |
|---|
| 15424 | /* ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT BUT */ |
|---|
| 15425 | /* UNORDERED FOR INDICES 1,2,...,IERR-1. */ |
|---|
| 15426 | |
|---|
| 15427 | /* E HAS BEEN DESTROYED. */ |
|---|
| 15428 | |
|---|
| 15429 | /* Z CONTAINS ORTHONORMAL EIGENVECTORS OF THE SYMMETRIC */ |
|---|
| 15430 | /* TRIDIAGONAL (OR FULL) MATRIX. IF AN ERROR EXIT IS MADE, */ |
|---|
| 15431 | /* Z CONTAINS THE EIGENVECTORS ASSOCIATED WITH THE STORED */ |
|---|
| 15432 | /* EIGENVALUES. */ |
|---|
| 15433 | |
|---|
| 15434 | /* IERR IS SET TO */ |
|---|
| 15435 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 15436 | /* J IF THE J-TH EIGENVALUE HAS NOT BEEN */ |
|---|
| 15437 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 15438 | |
|---|
| 15439 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 15440 | |
|---|
| 15441 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 15442 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 15443 | */ |
|---|
| 15444 | |
|---|
| 15445 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 15446 | |
|---|
| 15447 | /* ------------------------------------------------------------------ |
|---|
| 15448 | */ |
|---|
| 15449 | |
|---|
| 15450 | /* Parameter adjustments */ |
|---|
| 15451 | z_dim1 = *nm; |
|---|
| 15452 | z_offset = z_dim1 + 1; |
|---|
| 15453 | z -= z_offset; |
|---|
| 15454 | --e; |
|---|
| 15455 | --d; |
|---|
| 15456 | |
|---|
| 15457 | /* Function Body */ |
|---|
| 15458 | *ierr = 0; |
|---|
| 15459 | if (*n == 1) { |
|---|
| 15460 | goto L1001; |
|---|
| 15461 | } |
|---|
| 15462 | |
|---|
| 15463 | i_1 = *n; |
|---|
| 15464 | for (i = 2; i <= i_1; ++i) { |
|---|
| 15465 | /* L100: */ |
|---|
| 15466 | e[i - 1] = e[i]; |
|---|
| 15467 | } |
|---|
| 15468 | |
|---|
| 15469 | f = 0.; |
|---|
| 15470 | tst1 = 0.; |
|---|
| 15471 | e[*n] = 0.; |
|---|
| 15472 | |
|---|
| 15473 | i_1 = *n; |
|---|
| 15474 | for (l = 1; l <= i_1; ++l) { |
|---|
| 15475 | j = 0; |
|---|
| 15476 | h = (d_1 = d[l], abs(d_1)) + (d_2 = e[l], abs(d_2)); |
|---|
| 15477 | if (tst1 < h) { |
|---|
| 15478 | tst1 = h; |
|---|
| 15479 | } |
|---|
| 15480 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... */ |
|---|
| 15481 | i_2 = *n; |
|---|
| 15482 | for (m = l; m <= i_2; ++m) { |
|---|
| 15483 | tst2 = tst1 + (d_1 = e[m], abs(d_1)); |
|---|
| 15484 | if (tst2 == tst1) { |
|---|
| 15485 | goto L120; |
|---|
| 15486 | } |
|---|
| 15487 | /* .......... E(N) IS ALWAYS ZERO, SO THERE IS NO EXIT */ |
|---|
| 15488 | /* THROUGH THE BOTTOM OF THE LOOP .......... */ |
|---|
| 15489 | /* L110: */ |
|---|
| 15490 | } |
|---|
| 15491 | |
|---|
| 15492 | L120: |
|---|
| 15493 | if (m == l) { |
|---|
| 15494 | goto L220; |
|---|
| 15495 | } |
|---|
| 15496 | L130: |
|---|
| 15497 | if (j == 30) { |
|---|
| 15498 | goto L1000; |
|---|
| 15499 | } |
|---|
| 15500 | ++j; |
|---|
| 15501 | /* .......... FORM SHIFT .......... */ |
|---|
| 15502 | l1 = l + 1; |
|---|
| 15503 | l2 = l1 + 1; |
|---|
| 15504 | g = d[l]; |
|---|
| 15505 | p = (d[l1] - g) / (e[l] * 2.); |
|---|
| 15506 | r = pythag_(&p, &c_b141); |
|---|
| 15507 | d[l] = e[l] / (p + d_sign(&r, &p)); |
|---|
| 15508 | d[l1] = e[l] * (p + d_sign(&r, &p)); |
|---|
| 15509 | dl1 = d[l1]; |
|---|
| 15510 | h = g - d[l]; |
|---|
| 15511 | if (l2 > *n) { |
|---|
| 15512 | goto L145; |
|---|
| 15513 | } |
|---|
| 15514 | |
|---|
| 15515 | i_2 = *n; |
|---|
| 15516 | for (i = l2; i <= i_2; ++i) { |
|---|
| 15517 | /* L140: */ |
|---|
| 15518 | d[i] -= h; |
|---|
| 15519 | } |
|---|
| 15520 | |
|---|
| 15521 | L145: |
|---|
| 15522 | f += h; |
|---|
| 15523 | /* .......... QL TRANSFORMATION .......... */ |
|---|
| 15524 | p = d[m]; |
|---|
| 15525 | c = 1.; |
|---|
| 15526 | c2 = c; |
|---|
| 15527 | el1 = e[l1]; |
|---|
| 15528 | s = 0.; |
|---|
| 15529 | mml = m - l; |
|---|
| 15530 | /* .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 15531 | i_2 = mml; |
|---|
| 15532 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 15533 | c3 = c2; |
|---|
| 15534 | c2 = c; |
|---|
| 15535 | s2 = s; |
|---|
| 15536 | i = m - ii; |
|---|
| 15537 | g = c * e[i]; |
|---|
| 15538 | h = c * p; |
|---|
| 15539 | r = pythag_(&p, &e[i]); |
|---|
| 15540 | e[i + 1] = s * r; |
|---|
| 15541 | s = e[i] / r; |
|---|
| 15542 | c = p / r; |
|---|
| 15543 | p = c * d[i] - s * g; |
|---|
| 15544 | d[i + 1] = h + s * (c * g + s * d[i]); |
|---|
| 15545 | /* .......... FORM VECTOR .......... */ |
|---|
| 15546 | i_3 = *n; |
|---|
| 15547 | for (k = 1; k <= i_3; ++k) { |
|---|
| 15548 | h = z[k + (i + 1) * z_dim1]; |
|---|
| 15549 | z[k + (i + 1) * z_dim1] = s * z[k + i * z_dim1] + c * h; |
|---|
| 15550 | z[k + i * z_dim1] = c * z[k + i * z_dim1] - s * h; |
|---|
| 15551 | /* L180: */ |
|---|
| 15552 | } |
|---|
| 15553 | |
|---|
| 15554 | /* L200: */ |
|---|
| 15555 | } |
|---|
| 15556 | |
|---|
| 15557 | p = -s * s2 * c3 * el1 * e[l] / dl1; |
|---|
| 15558 | e[l] = s * p; |
|---|
| 15559 | d[l] = c * p; |
|---|
| 15560 | tst2 = tst1 + (d_1 = e[l], abs(d_1)); |
|---|
| 15561 | if (tst2 > tst1) { |
|---|
| 15562 | goto L130; |
|---|
| 15563 | } |
|---|
| 15564 | L220: |
|---|
| 15565 | d[l] += f; |
|---|
| 15566 | /* L240: */ |
|---|
| 15567 | } |
|---|
| 15568 | /* .......... ORDER EIGENVALUES AND EIGENVECTORS .......... */ |
|---|
| 15569 | i_1 = *n; |
|---|
| 15570 | for (ii = 2; ii <= i_1; ++ii) { |
|---|
| 15571 | i = ii - 1; |
|---|
| 15572 | k = i; |
|---|
| 15573 | p = d[i]; |
|---|
| 15574 | |
|---|
| 15575 | i_2 = *n; |
|---|
| 15576 | for (j = ii; j <= i_2; ++j) { |
|---|
| 15577 | if (d[j] >= p) { |
|---|
| 15578 | goto L260; |
|---|
| 15579 | } |
|---|
| 15580 | k = j; |
|---|
| 15581 | p = d[j]; |
|---|
| 15582 | L260: |
|---|
| 15583 | ; |
|---|
| 15584 | } |
|---|
| 15585 | |
|---|
| 15586 | if (k == i) { |
|---|
| 15587 | goto L300; |
|---|
| 15588 | } |
|---|
| 15589 | d[k] = d[i]; |
|---|
| 15590 | d[i] = p; |
|---|
| 15591 | |
|---|
| 15592 | i_2 = *n; |
|---|
| 15593 | for (j = 1; j <= i_2; ++j) { |
|---|
| 15594 | p = z[j + i * z_dim1]; |
|---|
| 15595 | z[j + i * z_dim1] = z[j + k * z_dim1]; |
|---|
| 15596 | z[j + k * z_dim1] = p; |
|---|
| 15597 | /* L280: */ |
|---|
| 15598 | } |
|---|
| 15599 | |
|---|
| 15600 | L300: |
|---|
| 15601 | ; |
|---|
| 15602 | } |
|---|
| 15603 | |
|---|
| 15604 | goto L1001; |
|---|
| 15605 | /* .......... SET ERROR -- NO CONVERGENCE TO AN */ |
|---|
| 15606 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 15607 | L1000: |
|---|
| 15608 | *ierr = l; |
|---|
| 15609 | L1001: |
|---|
| 15610 | return 0; |
|---|
| 15611 | } /* tql2_ */ |
|---|
| 15612 | |
|---|
| 15613 | /* Subroutine */ int tqlrat_(integer *n, doublereal *d, doublereal *e2, |
|---|
| 15614 | integer *ierr) |
|---|
| 15615 | { |
|---|
| 15616 | /* System generated locals */ |
|---|
| 15617 | integer i_1, i_2; |
|---|
| 15618 | doublereal d_1, d_2; |
|---|
| 15619 | |
|---|
| 15620 | /* Builtin functions */ |
|---|
| 15621 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 15622 | |
|---|
| 15623 | /* Local variables */ |
|---|
| 15624 | static doublereal b, c, f, g, h; |
|---|
| 15625 | static integer i, j, l, m; |
|---|
| 15626 | static doublereal p, r, s, t; |
|---|
| 15627 | static integer l1, ii; |
|---|
| 15628 | extern doublereal pythag_(doublereal *, doublereal *), epslon_(doublereal |
|---|
| 15629 | *); |
|---|
| 15630 | static integer mml; |
|---|
| 15631 | |
|---|
| 15632 | |
|---|
| 15633 | |
|---|
| 15634 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TQLRAT, */ |
|---|
| 15635 | /* ALGORITHM 464, COMM. ACM 16, 689(1973) BY REINSCH. */ |
|---|
| 15636 | |
|---|
| 15637 | /* THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC */ |
|---|
| 15638 | /* TRIDIAGONAL MATRIX BY THE RATIONAL QL METHOD. */ |
|---|
| 15639 | |
|---|
| 15640 | /* ON INPUT */ |
|---|
| 15641 | |
|---|
| 15642 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 15643 | |
|---|
| 15644 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 15645 | |
|---|
| 15646 | /* E2 CONTAINS THE SQUARES OF THE SUBDIAGONAL ELEMENTS OF THE */ |
|---|
| 15647 | /* INPUT MATRIX IN ITS LAST N-1 POSITIONS. E2(1) IS ARBITRARY. |
|---|
| 15648 | */ |
|---|
| 15649 | |
|---|
| 15650 | /* ON OUTPUT */ |
|---|
| 15651 | |
|---|
| 15652 | /* D CONTAINS THE EIGENVALUES IN ASCENDING ORDER. IF AN */ |
|---|
| 15653 | /* ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND */ |
|---|
| 15654 | /* ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE */ |
|---|
| 15655 | /* THE SMALLEST EIGENVALUES. */ |
|---|
| 15656 | |
|---|
| 15657 | /* E2 HAS BEEN DESTROYED. */ |
|---|
| 15658 | |
|---|
| 15659 | /* IERR IS SET TO */ |
|---|
| 15660 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 15661 | /* J IF THE J-TH EIGENVALUE HAS NOT BEEN */ |
|---|
| 15662 | /* DETERMINED AFTER 30 ITERATIONS. */ |
|---|
| 15663 | |
|---|
| 15664 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 15665 | |
|---|
| 15666 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 15667 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 15668 | */ |
|---|
| 15669 | |
|---|
| 15670 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 15671 | |
|---|
| 15672 | /* ------------------------------------------------------------------ |
|---|
| 15673 | */ |
|---|
| 15674 | |
|---|
| 15675 | /* Parameter adjustments */ |
|---|
| 15676 | --e2; |
|---|
| 15677 | --d; |
|---|
| 15678 | |
|---|
| 15679 | /* Function Body */ |
|---|
| 15680 | *ierr = 0; |
|---|
| 15681 | if (*n == 1) { |
|---|
| 15682 | goto L1001; |
|---|
| 15683 | } |
|---|
| 15684 | |
|---|
| 15685 | i_1 = *n; |
|---|
| 15686 | for (i = 2; i <= i_1; ++i) { |
|---|
| 15687 | /* L100: */ |
|---|
| 15688 | e2[i - 1] = e2[i]; |
|---|
| 15689 | } |
|---|
| 15690 | |
|---|
| 15691 | f = 0.; |
|---|
| 15692 | t = 0.; |
|---|
| 15693 | e2[*n] = 0.; |
|---|
| 15694 | |
|---|
| 15695 | i_1 = *n; |
|---|
| 15696 | for (l = 1; l <= i_1; ++l) { |
|---|
| 15697 | j = 0; |
|---|
| 15698 | h = (d_1 = d[l], abs(d_1)) + sqrt(e2[l]); |
|---|
| 15699 | if (t > h) { |
|---|
| 15700 | goto L105; |
|---|
| 15701 | } |
|---|
| 15702 | t = h; |
|---|
| 15703 | b = epslon_(&t); |
|---|
| 15704 | c = b * b; |
|---|
| 15705 | /* .......... LOOK FOR SMALL SQUARED SUB-DIAGONAL ELEMENT ........ |
|---|
| 15706 | .. */ |
|---|
| 15707 | L105: |
|---|
| 15708 | i_2 = *n; |
|---|
| 15709 | for (m = l; m <= i_2; ++m) { |
|---|
| 15710 | if (e2[m] <= c) { |
|---|
| 15711 | goto L120; |
|---|
| 15712 | } |
|---|
| 15713 | /* .......... E2(N) IS ALWAYS ZERO, SO THERE IS NO EXIT */ |
|---|
| 15714 | /* THROUGH THE BOTTOM OF THE LOOP .......... */ |
|---|
| 15715 | /* L110: */ |
|---|
| 15716 | } |
|---|
| 15717 | |
|---|
| 15718 | L120: |
|---|
| 15719 | if (m == l) { |
|---|
| 15720 | goto L210; |
|---|
| 15721 | } |
|---|
| 15722 | L130: |
|---|
| 15723 | if (j == 30) { |
|---|
| 15724 | goto L1000; |
|---|
| 15725 | } |
|---|
| 15726 | ++j; |
|---|
| 15727 | /* .......... FORM SHIFT .......... */ |
|---|
| 15728 | l1 = l + 1; |
|---|
| 15729 | s = sqrt(e2[l]); |
|---|
| 15730 | g = d[l]; |
|---|
| 15731 | p = (d[l1] - g) / (s * 2.); |
|---|
| 15732 | r = pythag_(&p, &c_b141); |
|---|
| 15733 | d[l] = s / (p + d_sign(&r, &p)); |
|---|
| 15734 | h = g - d[l]; |
|---|
| 15735 | |
|---|
| 15736 | i_2 = *n; |
|---|
| 15737 | for (i = l1; i <= i_2; ++i) { |
|---|
| 15738 | /* L140: */ |
|---|
| 15739 | d[i] -= h; |
|---|
| 15740 | } |
|---|
| 15741 | |
|---|
| 15742 | f += h; |
|---|
| 15743 | /* .......... RATIONAL QL TRANSFORMATION .......... */ |
|---|
| 15744 | g = d[m]; |
|---|
| 15745 | if (g == 0.) { |
|---|
| 15746 | g = b; |
|---|
| 15747 | } |
|---|
| 15748 | h = g; |
|---|
| 15749 | s = 0.; |
|---|
| 15750 | mml = m - l; |
|---|
| 15751 | /* .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */ |
|---|
| 15752 | i_2 = mml; |
|---|
| 15753 | for (ii = 1; ii <= i_2; ++ii) { |
|---|
| 15754 | i = m - ii; |
|---|
| 15755 | p = g * h; |
|---|
| 15756 | r = p + e2[i]; |
|---|
| 15757 | e2[i + 1] = s * r; |
|---|
| 15758 | s = e2[i] / r; |
|---|
| 15759 | d[i + 1] = h + s * (h + d[i]); |
|---|
| 15760 | g = d[i] - e2[i] / g; |
|---|
| 15761 | if (g == 0.) { |
|---|
| 15762 | g = b; |
|---|
| 15763 | } |
|---|
| 15764 | h = g * p / r; |
|---|
| 15765 | /* L200: */ |
|---|
| 15766 | } |
|---|
| 15767 | |
|---|
| 15768 | e2[l] = s * g; |
|---|
| 15769 | d[l] = h; |
|---|
| 15770 | /* .......... GUARD AGAINST UNDERFLOW IN CONVERGENCE TEST ........ |
|---|
| 15771 | .. */ |
|---|
| 15772 | if (h == 0.) { |
|---|
| 15773 | goto L210; |
|---|
| 15774 | } |
|---|
| 15775 | if ((d_1 = e2[l], abs(d_1)) <= (d_2 = c / h, abs(d_2))) { |
|---|
| 15776 | goto L210; |
|---|
| 15777 | } |
|---|
| 15778 | e2[l] = h * e2[l]; |
|---|
| 15779 | if (e2[l] != 0.) { |
|---|
| 15780 | goto L130; |
|---|
| 15781 | } |
|---|
| 15782 | L210: |
|---|
| 15783 | p = d[l] + f; |
|---|
| 15784 | /* .......... ORDER EIGENVALUES .......... */ |
|---|
| 15785 | if (l == 1) { |
|---|
| 15786 | goto L250; |
|---|
| 15787 | } |
|---|
| 15788 | /* .......... FOR I=L STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 15789 | i_2 = l; |
|---|
| 15790 | for (ii = 2; ii <= i_2; ++ii) { |
|---|
| 15791 | i = l + 2 - ii; |
|---|
| 15792 | if (p >= d[i - 1]) { |
|---|
| 15793 | goto L270; |
|---|
| 15794 | } |
|---|
| 15795 | d[i] = d[i - 1]; |
|---|
| 15796 | /* L230: */ |
|---|
| 15797 | } |
|---|
| 15798 | |
|---|
| 15799 | L250: |
|---|
| 15800 | i = 1; |
|---|
| 15801 | L270: |
|---|
| 15802 | d[i] = p; |
|---|
| 15803 | /* L290: */ |
|---|
| 15804 | } |
|---|
| 15805 | |
|---|
| 15806 | goto L1001; |
|---|
| 15807 | /* .......... SET ERROR -- NO CONVERGENCE TO AN */ |
|---|
| 15808 | /* EIGENVALUE AFTER 30 ITERATIONS .......... */ |
|---|
| 15809 | L1000: |
|---|
| 15810 | *ierr = l; |
|---|
| 15811 | L1001: |
|---|
| 15812 | return 0; |
|---|
| 15813 | } /* tqlrat_ */ |
|---|
| 15814 | |
|---|
| 15815 | /* Subroutine */ int trbak1_(integer *nm, integer *n, doublereal *a, |
|---|
| 15816 | doublereal *e, integer *m, doublereal *z) |
|---|
| 15817 | { |
|---|
| 15818 | /* System generated locals */ |
|---|
| 15819 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 15820 | |
|---|
| 15821 | /* Local variables */ |
|---|
| 15822 | static integer i, j, k, l; |
|---|
| 15823 | static doublereal s; |
|---|
| 15824 | |
|---|
| 15825 | |
|---|
| 15826 | |
|---|
| 15827 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRBAK1, */ |
|---|
| 15828 | /* NUM. MATH. 11, 181-195(1968) BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 15829 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 15830 | |
|---|
| 15831 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A REAL SYMMETRIC */ |
|---|
| 15832 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 15833 | /* SYMMETRIC TRIDIAGONAL MATRIX DETERMINED BY TRED1. */ |
|---|
| 15834 | |
|---|
| 15835 | /* ON INPUT */ |
|---|
| 15836 | |
|---|
| 15837 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 15838 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 15839 | /* DIMENSION STATEMENT. */ |
|---|
| 15840 | |
|---|
| 15841 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 15842 | |
|---|
| 15843 | /* A CONTAINS INFORMATION ABOUT THE ORTHOGONAL TRANS- */ |
|---|
| 15844 | /* FORMATIONS USED IN THE REDUCTION BY TRED1 */ |
|---|
| 15845 | /* IN ITS STRICT LOWER TRIANGLE. */ |
|---|
| 15846 | |
|---|
| 15847 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 15848 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 15849 | |
|---|
| 15850 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 15851 | |
|---|
| 15852 | /* Z CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
|---|
| 15853 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 15854 | |
|---|
| 15855 | /* ON OUTPUT */ |
|---|
| 15856 | |
|---|
| 15857 | /* Z CONTAINS THE TRANSFORMED EIGENVECTORS */ |
|---|
| 15858 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 15859 | |
|---|
| 15860 | /* NOTE THAT TRBAK1 PRESERVES VECTOR EUCLIDEAN NORMS. */ |
|---|
| 15861 | |
|---|
| 15862 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 15863 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 15864 | */ |
|---|
| 15865 | |
|---|
| 15866 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 15867 | |
|---|
| 15868 | /* ------------------------------------------------------------------ |
|---|
| 15869 | */ |
|---|
| 15870 | |
|---|
| 15871 | /* Parameter adjustments */ |
|---|
| 15872 | --e; |
|---|
| 15873 | a_dim1 = *nm; |
|---|
| 15874 | a_offset = a_dim1 + 1; |
|---|
| 15875 | a -= a_offset; |
|---|
| 15876 | z_dim1 = *nm; |
|---|
| 15877 | z_offset = z_dim1 + 1; |
|---|
| 15878 | z -= z_offset; |
|---|
| 15879 | |
|---|
| 15880 | /* Function Body */ |
|---|
| 15881 | if (*m == 0) { |
|---|
| 15882 | goto L200; |
|---|
| 15883 | } |
|---|
| 15884 | if (*n == 1) { |
|---|
| 15885 | goto L200; |
|---|
| 15886 | } |
|---|
| 15887 | |
|---|
| 15888 | i_1 = *n; |
|---|
| 15889 | for (i = 2; i <= i_1; ++i) { |
|---|
| 15890 | l = i - 1; |
|---|
| 15891 | if (e[i] == 0.) { |
|---|
| 15892 | goto L140; |
|---|
| 15893 | } |
|---|
| 15894 | |
|---|
| 15895 | i_2 = *m; |
|---|
| 15896 | for (j = 1; j <= i_2; ++j) { |
|---|
| 15897 | s = 0.; |
|---|
| 15898 | |
|---|
| 15899 | i_3 = l; |
|---|
| 15900 | for (k = 1; k <= i_3; ++k) { |
|---|
| 15901 | /* L110: */ |
|---|
| 15902 | s += a[i + k * a_dim1] * z[k + j * z_dim1]; |
|---|
| 15903 | } |
|---|
| 15904 | /* .......... DIVISOR BELOW IS NEGATIVE OF H FORMED IN TRED1. |
|---|
| 15905 | */ |
|---|
| 15906 | /* DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 15907 | .... */ |
|---|
| 15908 | s = s / a[i + l * a_dim1] / e[i]; |
|---|
| 15909 | |
|---|
| 15910 | i_3 = l; |
|---|
| 15911 | for (k = 1; k <= i_3; ++k) { |
|---|
| 15912 | /* L120: */ |
|---|
| 15913 | z[k + j * z_dim1] += s * a[i + k * a_dim1]; |
|---|
| 15914 | } |
|---|
| 15915 | |
|---|
| 15916 | /* L130: */ |
|---|
| 15917 | } |
|---|
| 15918 | |
|---|
| 15919 | L140: |
|---|
| 15920 | ; |
|---|
| 15921 | } |
|---|
| 15922 | |
|---|
| 15923 | L200: |
|---|
| 15924 | return 0; |
|---|
| 15925 | } /* trbak1_ */ |
|---|
| 15926 | |
|---|
| 15927 | /* Subroutine */ int trbak3_(integer *nm, integer *n, integer */*nv*/, doublereal |
|---|
| 15928 | *a, integer *m, doublereal *z) |
|---|
| 15929 | { |
|---|
| 15930 | /* System generated locals */ |
|---|
| 15931 | integer z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 15932 | |
|---|
| 15933 | /* Local variables */ |
|---|
| 15934 | static doublereal h; |
|---|
| 15935 | static integer i, j, k, l; |
|---|
| 15936 | static doublereal s; |
|---|
| 15937 | static integer ik, iz; |
|---|
| 15938 | |
|---|
| 15939 | |
|---|
| 15940 | |
|---|
| 15941 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRBAK3, */ |
|---|
| 15942 | /* NUM. MATH. 11, 181-195(1968) BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 15943 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 15944 | |
|---|
| 15945 | /* THIS SUBROUTINE FORMS THE EIGENVECTORS OF A REAL SYMMETRIC */ |
|---|
| 15946 | /* MATRIX BY BACK TRANSFORMING THOSE OF THE CORRESPONDING */ |
|---|
| 15947 | /* SYMMETRIC TRIDIAGONAL MATRIX DETERMINED BY TRED3. */ |
|---|
| 15948 | |
|---|
| 15949 | /* ON INPUT */ |
|---|
| 15950 | |
|---|
| 15951 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 15952 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 15953 | /* DIMENSION STATEMENT. */ |
|---|
| 15954 | |
|---|
| 15955 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 15956 | |
|---|
| 15957 | /* NV MUST BE SET TO THE DIMENSION OF THE ARRAY PARAMETER A */ |
|---|
| 15958 | /* AS DECLARED IN THE CALLING PROGRAM DIMENSION STATEMENT. */ |
|---|
| 15959 | |
|---|
| 15960 | /* A CONTAINS INFORMATION ABOUT THE ORTHOGONAL TRANSFORMATIONS */ |
|---|
| 15961 | /* USED IN THE REDUCTION BY TRED3 IN ITS FIRST */ |
|---|
| 15962 | /* N*(N+1)/2 POSITIONS. */ |
|---|
| 15963 | |
|---|
| 15964 | /* M IS THE NUMBER OF EIGENVECTORS TO BE BACK TRANSFORMED. */ |
|---|
| 15965 | |
|---|
| 15966 | /* Z CONTAINS THE EIGENVECTORS TO BE BACK TRANSFORMED */ |
|---|
| 15967 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 15968 | |
|---|
| 15969 | /* ON OUTPUT */ |
|---|
| 15970 | |
|---|
| 15971 | /* Z CONTAINS THE TRANSFORMED EIGENVECTORS */ |
|---|
| 15972 | /* IN ITS FIRST M COLUMNS. */ |
|---|
| 15973 | |
|---|
| 15974 | /* NOTE THAT TRBAK3 PRESERVES VECTOR EUCLIDEAN NORMS. */ |
|---|
| 15975 | |
|---|
| 15976 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 15977 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 15978 | */ |
|---|
| 15979 | |
|---|
| 15980 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 15981 | |
|---|
| 15982 | /* ------------------------------------------------------------------ |
|---|
| 15983 | */ |
|---|
| 15984 | |
|---|
| 15985 | /* Parameter adjustments */ |
|---|
| 15986 | --a; |
|---|
| 15987 | z_dim1 = *nm; |
|---|
| 15988 | z_offset = z_dim1 + 1; |
|---|
| 15989 | z -= z_offset; |
|---|
| 15990 | |
|---|
| 15991 | /* Function Body */ |
|---|
| 15992 | if (*m == 0) { |
|---|
| 15993 | goto L200; |
|---|
| 15994 | } |
|---|
| 15995 | if (*n == 1) { |
|---|
| 15996 | goto L200; |
|---|
| 15997 | } |
|---|
| 15998 | |
|---|
| 15999 | i_1 = *n; |
|---|
| 16000 | for (i = 2; i <= i_1; ++i) { |
|---|
| 16001 | l = i - 1; |
|---|
| 16002 | iz = i * l / 2; |
|---|
| 16003 | ik = iz + i; |
|---|
| 16004 | h = a[ik]; |
|---|
| 16005 | if (h == 0.) { |
|---|
| 16006 | goto L140; |
|---|
| 16007 | } |
|---|
| 16008 | |
|---|
| 16009 | i_2 = *m; |
|---|
| 16010 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16011 | s = 0.; |
|---|
| 16012 | ik = iz; |
|---|
| 16013 | |
|---|
| 16014 | i_3 = l; |
|---|
| 16015 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16016 | ++ik; |
|---|
| 16017 | s += a[ik] * z[k + j * z_dim1]; |
|---|
| 16018 | /* L110: */ |
|---|
| 16019 | } |
|---|
| 16020 | /* .......... DOUBLE DIVISION AVOIDS POSSIBLE UNDERFLOW ...... |
|---|
| 16021 | .... */ |
|---|
| 16022 | s = s / h / h; |
|---|
| 16023 | ik = iz; |
|---|
| 16024 | |
|---|
| 16025 | i_3 = l; |
|---|
| 16026 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16027 | ++ik; |
|---|
| 16028 | z[k + j * z_dim1] -= s * a[ik]; |
|---|
| 16029 | /* L120: */ |
|---|
| 16030 | } |
|---|
| 16031 | |
|---|
| 16032 | /* L130: */ |
|---|
| 16033 | } |
|---|
| 16034 | |
|---|
| 16035 | L140: |
|---|
| 16036 | ; |
|---|
| 16037 | } |
|---|
| 16038 | |
|---|
| 16039 | L200: |
|---|
| 16040 | return 0; |
|---|
| 16041 | } /* trbak3_ */ |
|---|
| 16042 | |
|---|
| 16043 | /* Subroutine */ int tred1_(integer *nm, integer *n, doublereal *a, |
|---|
| 16044 | doublereal *d, doublereal *e, doublereal *e2) |
|---|
| 16045 | { |
|---|
| 16046 | /* System generated locals */ |
|---|
| 16047 | integer a_dim1, a_offset, i_1, i_2, i_3; |
|---|
| 16048 | doublereal d_1; |
|---|
| 16049 | |
|---|
| 16050 | /* Builtin functions */ |
|---|
| 16051 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 16052 | |
|---|
| 16053 | /* Local variables */ |
|---|
| 16054 | static doublereal f, g, h; |
|---|
| 16055 | static integer i, j, k, l; |
|---|
| 16056 | static doublereal scale; |
|---|
| 16057 | static integer ii, jp1; |
|---|
| 16058 | |
|---|
| 16059 | |
|---|
| 16060 | |
|---|
| 16061 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRED1, */ |
|---|
| 16062 | /* NUM. MATH. 11, 181-195(1968) BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 16063 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 16064 | |
|---|
| 16065 | /* THIS SUBROUTINE REDUCES A REAL SYMMETRIC MATRIX */ |
|---|
| 16066 | /* TO A SYMMETRIC TRIDIAGONAL MATRIX USING */ |
|---|
| 16067 | /* ORTHOGONAL SIMILARITY TRANSFORMATIONS. */ |
|---|
| 16068 | |
|---|
| 16069 | /* ON INPUT */ |
|---|
| 16070 | |
|---|
| 16071 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 16072 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 16073 | /* DIMENSION STATEMENT. */ |
|---|
| 16074 | |
|---|
| 16075 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 16076 | |
|---|
| 16077 | /* A CONTAINS THE REAL SYMMETRIC INPUT MATRIX. ONLY THE */ |
|---|
| 16078 | /* LOWER TRIANGLE OF THE MATRIX NEED BE SUPPLIED. */ |
|---|
| 16079 | |
|---|
| 16080 | /* ON OUTPUT */ |
|---|
| 16081 | |
|---|
| 16082 | /* A CONTAINS INFORMATION ABOUT THE ORTHOGONAL TRANS- */ |
|---|
| 16083 | /* FORMATIONS USED IN THE REDUCTION IN ITS STRICT LOWER */ |
|---|
| 16084 | /* TRIANGLE. THE FULL UPPER TRIANGLE OF A IS UNALTERED. */ |
|---|
| 16085 | |
|---|
| 16086 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE TRIDIAGONAL MATRIX. */ |
|---|
| 16087 | |
|---|
| 16088 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 16089 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO. */ |
|---|
| 16090 | |
|---|
| 16091 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 16092 | /* E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED. */ |
|---|
| 16093 | |
|---|
| 16094 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 16095 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 16096 | */ |
|---|
| 16097 | |
|---|
| 16098 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 16099 | |
|---|
| 16100 | /* ------------------------------------------------------------------ |
|---|
| 16101 | */ |
|---|
| 16102 | |
|---|
| 16103 | /* Parameter adjustments */ |
|---|
| 16104 | --e2; |
|---|
| 16105 | --e; |
|---|
| 16106 | --d; |
|---|
| 16107 | a_dim1 = *nm; |
|---|
| 16108 | a_offset = a_dim1 + 1; |
|---|
| 16109 | a -= a_offset; |
|---|
| 16110 | |
|---|
| 16111 | /* Function Body */ |
|---|
| 16112 | i_1 = *n; |
|---|
| 16113 | for (i = 1; i <= i_1; ++i) { |
|---|
| 16114 | d[i] = a[*n + i * a_dim1]; |
|---|
| 16115 | a[*n + i * a_dim1] = a[i + i * a_dim1]; |
|---|
| 16116 | /* L100: */ |
|---|
| 16117 | } |
|---|
| 16118 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 16119 | i_1 = *n; |
|---|
| 16120 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 16121 | i = *n + 1 - ii; |
|---|
| 16122 | l = i - 1; |
|---|
| 16123 | h = 0.; |
|---|
| 16124 | scale = 0.; |
|---|
| 16125 | if (l < 1) { |
|---|
| 16126 | goto L130; |
|---|
| 16127 | } |
|---|
| 16128 | /* .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) .......... */ |
|---|
| 16129 | i_2 = l; |
|---|
| 16130 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16131 | /* L120: */ |
|---|
| 16132 | scale += (d_1 = d[k], abs(d_1)); |
|---|
| 16133 | } |
|---|
| 16134 | |
|---|
| 16135 | if (scale != 0.) { |
|---|
| 16136 | goto L140; |
|---|
| 16137 | } |
|---|
| 16138 | |
|---|
| 16139 | i_2 = l; |
|---|
| 16140 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16141 | d[j] = a[l + j * a_dim1]; |
|---|
| 16142 | a[l + j * a_dim1] = a[i + j * a_dim1]; |
|---|
| 16143 | a[i + j * a_dim1] = 0.; |
|---|
| 16144 | /* L125: */ |
|---|
| 16145 | } |
|---|
| 16146 | |
|---|
| 16147 | L130: |
|---|
| 16148 | e[i] = 0.; |
|---|
| 16149 | e2[i] = 0.; |
|---|
| 16150 | goto L300; |
|---|
| 16151 | |
|---|
| 16152 | L140: |
|---|
| 16153 | i_2 = l; |
|---|
| 16154 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16155 | d[k] /= scale; |
|---|
| 16156 | h += d[k] * d[k]; |
|---|
| 16157 | /* L150: */ |
|---|
| 16158 | } |
|---|
| 16159 | |
|---|
| 16160 | e2[i] = scale * scale * h; |
|---|
| 16161 | f = d[l]; |
|---|
| 16162 | d_1 = sqrt(h); |
|---|
| 16163 | g = -d_sign(&d_1, &f); |
|---|
| 16164 | e[i] = scale * g; |
|---|
| 16165 | h -= f * g; |
|---|
| 16166 | d[l] = f - g; |
|---|
| 16167 | if (l == 1) { |
|---|
| 16168 | goto L285; |
|---|
| 16169 | } |
|---|
| 16170 | /* .......... FORM A*U .......... */ |
|---|
| 16171 | i_2 = l; |
|---|
| 16172 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16173 | /* L170: */ |
|---|
| 16174 | e[j] = 0.; |
|---|
| 16175 | } |
|---|
| 16176 | |
|---|
| 16177 | i_2 = l; |
|---|
| 16178 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16179 | f = d[j]; |
|---|
| 16180 | g = e[j] + a[j + j * a_dim1] * f; |
|---|
| 16181 | jp1 = j + 1; |
|---|
| 16182 | if (l < jp1) { |
|---|
| 16183 | goto L220; |
|---|
| 16184 | } |
|---|
| 16185 | |
|---|
| 16186 | i_3 = l; |
|---|
| 16187 | for (k = jp1; k <= i_3; ++k) { |
|---|
| 16188 | g += a[k + j * a_dim1] * d[k]; |
|---|
| 16189 | e[k] += a[k + j * a_dim1] * f; |
|---|
| 16190 | /* L200: */ |
|---|
| 16191 | } |
|---|
| 16192 | |
|---|
| 16193 | L220: |
|---|
| 16194 | e[j] = g; |
|---|
| 16195 | /* L240: */ |
|---|
| 16196 | } |
|---|
| 16197 | /* .......... FORM P .......... */ |
|---|
| 16198 | f = 0.; |
|---|
| 16199 | |
|---|
| 16200 | i_2 = l; |
|---|
| 16201 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16202 | e[j] /= h; |
|---|
| 16203 | f += e[j] * d[j]; |
|---|
| 16204 | /* L245: */ |
|---|
| 16205 | } |
|---|
| 16206 | |
|---|
| 16207 | h = f / (h + h); |
|---|
| 16208 | /* .......... FORM Q .......... */ |
|---|
| 16209 | i_2 = l; |
|---|
| 16210 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16211 | /* L250: */ |
|---|
| 16212 | e[j] -= h * d[j]; |
|---|
| 16213 | } |
|---|
| 16214 | /* .......... FORM REDUCED A .......... */ |
|---|
| 16215 | i_2 = l; |
|---|
| 16216 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16217 | f = d[j]; |
|---|
| 16218 | g = e[j]; |
|---|
| 16219 | |
|---|
| 16220 | i_3 = l; |
|---|
| 16221 | for (k = j; k <= i_3; ++k) { |
|---|
| 16222 | /* L260: */ |
|---|
| 16223 | a[k + j * a_dim1] = a[k + j * a_dim1] - f * e[k] - g * d[k]; |
|---|
| 16224 | } |
|---|
| 16225 | |
|---|
| 16226 | /* L280: */ |
|---|
| 16227 | } |
|---|
| 16228 | |
|---|
| 16229 | L285: |
|---|
| 16230 | i_2 = l; |
|---|
| 16231 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16232 | f = d[j]; |
|---|
| 16233 | d[j] = a[l + j * a_dim1]; |
|---|
| 16234 | a[l + j * a_dim1] = a[i + j * a_dim1]; |
|---|
| 16235 | a[i + j * a_dim1] = f * scale; |
|---|
| 16236 | /* L290: */ |
|---|
| 16237 | } |
|---|
| 16238 | |
|---|
| 16239 | L300: |
|---|
| 16240 | ; |
|---|
| 16241 | } |
|---|
| 16242 | |
|---|
| 16243 | return 0; |
|---|
| 16244 | } /* tred1_ */ |
|---|
| 16245 | |
|---|
| 16246 | /* Subroutine */ int tred2_(integer *nm, integer *n, doublereal *a, |
|---|
| 16247 | doublereal *d, doublereal *e, doublereal *z) |
|---|
| 16248 | { |
|---|
| 16249 | /* System generated locals */ |
|---|
| 16250 | integer a_dim1, a_offset, z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 16251 | doublereal d_1; |
|---|
| 16252 | |
|---|
| 16253 | /* Builtin functions */ |
|---|
| 16254 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 16255 | |
|---|
| 16256 | /* Local variables */ |
|---|
| 16257 | static doublereal f, g, h; |
|---|
| 16258 | static integer i, j, k, l; |
|---|
| 16259 | static doublereal scale, hh; |
|---|
| 16260 | static integer ii, jp1; |
|---|
| 16261 | |
|---|
| 16262 | |
|---|
| 16263 | |
|---|
| 16264 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRED2, */ |
|---|
| 16265 | /* NUM. MATH. 11, 181-195(1968) BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 16266 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 16267 | |
|---|
| 16268 | /* THIS SUBROUTINE REDUCES A REAL SYMMETRIC MATRIX TO A */ |
|---|
| 16269 | /* SYMMETRIC TRIDIAGONAL MATRIX USING AND ACCUMULATING */ |
|---|
| 16270 | /* ORTHOGONAL SIMILARITY TRANSFORMATIONS. */ |
|---|
| 16271 | |
|---|
| 16272 | /* ON INPUT */ |
|---|
| 16273 | |
|---|
| 16274 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 16275 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 16276 | /* DIMENSION STATEMENT. */ |
|---|
| 16277 | |
|---|
| 16278 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 16279 | |
|---|
| 16280 | /* A CONTAINS THE REAL SYMMETRIC INPUT MATRIX. ONLY THE */ |
|---|
| 16281 | /* LOWER TRIANGLE OF THE MATRIX NEED BE SUPPLIED. */ |
|---|
| 16282 | |
|---|
| 16283 | /* ON OUTPUT */ |
|---|
| 16284 | |
|---|
| 16285 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE TRIDIAGONAL MATRIX. */ |
|---|
| 16286 | |
|---|
| 16287 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 16288 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO. */ |
|---|
| 16289 | |
|---|
| 16290 | /* Z CONTAINS THE ORTHOGONAL TRANSFORMATION MATRIX */ |
|---|
| 16291 | /* PRODUCED IN THE REDUCTION. */ |
|---|
| 16292 | |
|---|
| 16293 | /* A AND Z MAY COINCIDE. IF DISTINCT, A IS UNALTERED. */ |
|---|
| 16294 | |
|---|
| 16295 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 16296 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 16297 | */ |
|---|
| 16298 | |
|---|
| 16299 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 16300 | |
|---|
| 16301 | /* ------------------------------------------------------------------ |
|---|
| 16302 | */ |
|---|
| 16303 | |
|---|
| 16304 | /* Parameter adjustments */ |
|---|
| 16305 | z_dim1 = *nm; |
|---|
| 16306 | z_offset = z_dim1 + 1; |
|---|
| 16307 | z -= z_offset; |
|---|
| 16308 | --e; |
|---|
| 16309 | --d; |
|---|
| 16310 | a_dim1 = *nm; |
|---|
| 16311 | a_offset = a_dim1 + 1; |
|---|
| 16312 | a -= a_offset; |
|---|
| 16313 | |
|---|
| 16314 | /* Function Body */ |
|---|
| 16315 | i_1 = *n; |
|---|
| 16316 | for (i = 1; i <= i_1; ++i) { |
|---|
| 16317 | |
|---|
| 16318 | i_2 = *n; |
|---|
| 16319 | for (j = i; j <= i_2; ++j) { |
|---|
| 16320 | /* L80: */ |
|---|
| 16321 | z[j + i * z_dim1] = a[j + i * a_dim1]; |
|---|
| 16322 | } |
|---|
| 16323 | |
|---|
| 16324 | d[i] = a[*n + i * a_dim1]; |
|---|
| 16325 | /* L100: */ |
|---|
| 16326 | } |
|---|
| 16327 | |
|---|
| 16328 | if (*n == 1) { |
|---|
| 16329 | goto L510; |
|---|
| 16330 | } |
|---|
| 16331 | /* .......... FOR I=N STEP -1 UNTIL 2 DO -- .......... */ |
|---|
| 16332 | i_1 = *n; |
|---|
| 16333 | for (ii = 2; ii <= i_1; ++ii) { |
|---|
| 16334 | i = *n + 2 - ii; |
|---|
| 16335 | l = i - 1; |
|---|
| 16336 | h = 0.; |
|---|
| 16337 | scale = 0.; |
|---|
| 16338 | if (l < 2) { |
|---|
| 16339 | goto L130; |
|---|
| 16340 | } |
|---|
| 16341 | /* .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) .......... */ |
|---|
| 16342 | i_2 = l; |
|---|
| 16343 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16344 | /* L120: */ |
|---|
| 16345 | scale += (d_1 = d[k], abs(d_1)); |
|---|
| 16346 | } |
|---|
| 16347 | |
|---|
| 16348 | if (scale != 0.) { |
|---|
| 16349 | goto L140; |
|---|
| 16350 | } |
|---|
| 16351 | L130: |
|---|
| 16352 | e[i] = d[l]; |
|---|
| 16353 | |
|---|
| 16354 | i_2 = l; |
|---|
| 16355 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16356 | d[j] = z[l + j * z_dim1]; |
|---|
| 16357 | z[i + j * z_dim1] = 0.; |
|---|
| 16358 | z[j + i * z_dim1] = 0.; |
|---|
| 16359 | /* L135: */ |
|---|
| 16360 | } |
|---|
| 16361 | |
|---|
| 16362 | goto L290; |
|---|
| 16363 | |
|---|
| 16364 | L140: |
|---|
| 16365 | i_2 = l; |
|---|
| 16366 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16367 | d[k] /= scale; |
|---|
| 16368 | h += d[k] * d[k]; |
|---|
| 16369 | /* L150: */ |
|---|
| 16370 | } |
|---|
| 16371 | |
|---|
| 16372 | f = d[l]; |
|---|
| 16373 | d_1 = sqrt(h); |
|---|
| 16374 | g = -d_sign(&d_1, &f); |
|---|
| 16375 | e[i] = scale * g; |
|---|
| 16376 | h -= f * g; |
|---|
| 16377 | d[l] = f - g; |
|---|
| 16378 | /* .......... FORM A*U .......... */ |
|---|
| 16379 | i_2 = l; |
|---|
| 16380 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16381 | /* L170: */ |
|---|
| 16382 | e[j] = 0.; |
|---|
| 16383 | } |
|---|
| 16384 | |
|---|
| 16385 | i_2 = l; |
|---|
| 16386 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16387 | f = d[j]; |
|---|
| 16388 | z[j + i * z_dim1] = f; |
|---|
| 16389 | g = e[j] + z[j + j * z_dim1] * f; |
|---|
| 16390 | jp1 = j + 1; |
|---|
| 16391 | if (l < jp1) { |
|---|
| 16392 | goto L220; |
|---|
| 16393 | } |
|---|
| 16394 | |
|---|
| 16395 | i_3 = l; |
|---|
| 16396 | for (k = jp1; k <= i_3; ++k) { |
|---|
| 16397 | g += z[k + j * z_dim1] * d[k]; |
|---|
| 16398 | e[k] += z[k + j * z_dim1] * f; |
|---|
| 16399 | /* L200: */ |
|---|
| 16400 | } |
|---|
| 16401 | |
|---|
| 16402 | L220: |
|---|
| 16403 | e[j] = g; |
|---|
| 16404 | /* L240: */ |
|---|
| 16405 | } |
|---|
| 16406 | /* .......... FORM P .......... */ |
|---|
| 16407 | f = 0.; |
|---|
| 16408 | |
|---|
| 16409 | i_2 = l; |
|---|
| 16410 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16411 | e[j] /= h; |
|---|
| 16412 | f += e[j] * d[j]; |
|---|
| 16413 | /* L245: */ |
|---|
| 16414 | } |
|---|
| 16415 | |
|---|
| 16416 | hh = f / (h + h); |
|---|
| 16417 | /* .......... FORM Q .......... */ |
|---|
| 16418 | i_2 = l; |
|---|
| 16419 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16420 | /* L250: */ |
|---|
| 16421 | e[j] -= hh * d[j]; |
|---|
| 16422 | } |
|---|
| 16423 | /* .......... FORM REDUCED A .......... */ |
|---|
| 16424 | i_2 = l; |
|---|
| 16425 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16426 | f = d[j]; |
|---|
| 16427 | g = e[j]; |
|---|
| 16428 | |
|---|
| 16429 | i_3 = l; |
|---|
| 16430 | for (k = j; k <= i_3; ++k) { |
|---|
| 16431 | /* L260: */ |
|---|
| 16432 | z[k + j * z_dim1] = z[k + j * z_dim1] - f * e[k] - g * d[k]; |
|---|
| 16433 | } |
|---|
| 16434 | |
|---|
| 16435 | d[j] = z[l + j * z_dim1]; |
|---|
| 16436 | z[i + j * z_dim1] = 0.; |
|---|
| 16437 | /* L280: */ |
|---|
| 16438 | } |
|---|
| 16439 | |
|---|
| 16440 | L290: |
|---|
| 16441 | d[i] = h; |
|---|
| 16442 | /* L300: */ |
|---|
| 16443 | } |
|---|
| 16444 | /* .......... ACCUMULATION OF TRANSFORMATION MATRICES .......... */ |
|---|
| 16445 | i_1 = *n; |
|---|
| 16446 | for (i = 2; i <= i_1; ++i) { |
|---|
| 16447 | l = i - 1; |
|---|
| 16448 | z[*n + l * z_dim1] = z[l + l * z_dim1]; |
|---|
| 16449 | z[l + l * z_dim1] = 1.; |
|---|
| 16450 | h = d[i]; |
|---|
| 16451 | if (h == 0.) { |
|---|
| 16452 | goto L380; |
|---|
| 16453 | } |
|---|
| 16454 | |
|---|
| 16455 | i_2 = l; |
|---|
| 16456 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16457 | /* L330: */ |
|---|
| 16458 | d[k] = z[k + i * z_dim1] / h; |
|---|
| 16459 | } |
|---|
| 16460 | |
|---|
| 16461 | i_2 = l; |
|---|
| 16462 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16463 | g = 0.; |
|---|
| 16464 | |
|---|
| 16465 | i_3 = l; |
|---|
| 16466 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16467 | /* L340: */ |
|---|
| 16468 | g += z[k + i * z_dim1] * z[k + j * z_dim1]; |
|---|
| 16469 | } |
|---|
| 16470 | |
|---|
| 16471 | i_3 = l; |
|---|
| 16472 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16473 | z[k + j * z_dim1] -= g * d[k]; |
|---|
| 16474 | /* L360: */ |
|---|
| 16475 | } |
|---|
| 16476 | } |
|---|
| 16477 | |
|---|
| 16478 | L380: |
|---|
| 16479 | i_3 = l; |
|---|
| 16480 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16481 | /* L400: */ |
|---|
| 16482 | z[k + i * z_dim1] = 0.; |
|---|
| 16483 | } |
|---|
| 16484 | |
|---|
| 16485 | /* L500: */ |
|---|
| 16486 | } |
|---|
| 16487 | |
|---|
| 16488 | L510: |
|---|
| 16489 | i_1 = *n; |
|---|
| 16490 | for (i = 1; i <= i_1; ++i) { |
|---|
| 16491 | d[i] = z[*n + i * z_dim1]; |
|---|
| 16492 | z[*n + i * z_dim1] = 0.; |
|---|
| 16493 | /* L520: */ |
|---|
| 16494 | } |
|---|
| 16495 | |
|---|
| 16496 | z[*n + *n * z_dim1] = 1.; |
|---|
| 16497 | e[1] = 0.; |
|---|
| 16498 | return 0; |
|---|
| 16499 | } /* tred2_ */ |
|---|
| 16500 | |
|---|
| 16501 | /* Subroutine */ int tred3_(integer *n, integer */*nv*/, doublereal *a, |
|---|
| 16502 | doublereal *d, doublereal *e, doublereal *e2) |
|---|
| 16503 | { |
|---|
| 16504 | /* System generated locals */ |
|---|
| 16505 | integer i_1, i_2, i_3; |
|---|
| 16506 | doublereal d_1; |
|---|
| 16507 | |
|---|
| 16508 | /* Builtin functions */ |
|---|
| 16509 | double sqrt(doublereal), d_sign(doublereal *, doublereal *); |
|---|
| 16510 | |
|---|
| 16511 | /* Local variables */ |
|---|
| 16512 | static doublereal f, g, h; |
|---|
| 16513 | static integer i, j, k, l; |
|---|
| 16514 | static doublereal scale, hh; |
|---|
| 16515 | static integer ii, jk, iz, jm1; |
|---|
| 16516 | |
|---|
| 16517 | |
|---|
| 16518 | |
|---|
| 16519 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRED3, */ |
|---|
| 16520 | /* NUM. MATH. 11, 181-195(1968) BY MARTIN, REINSCH, AND WILKINSON. */ |
|---|
| 16521 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 212-226(1971). */ |
|---|
| 16522 | |
|---|
| 16523 | /* THIS SUBROUTINE REDUCES A REAL SYMMETRIC MATRIX, STORED AS */ |
|---|
| 16524 | /* A ONE-DIMENSIONAL ARRAY, TO A SYMMETRIC TRIDIAGONAL MATRIX */ |
|---|
| 16525 | /* USING ORTHOGONAL SIMILARITY TRANSFORMATIONS. */ |
|---|
| 16526 | |
|---|
| 16527 | /* ON INPUT */ |
|---|
| 16528 | |
|---|
| 16529 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 16530 | |
|---|
| 16531 | /* NV MUST BE SET TO THE DIMENSION OF THE ARRAY PARAMETER A */ |
|---|
| 16532 | /* AS DECLARED IN THE CALLING PROGRAM DIMENSION STATEMENT. */ |
|---|
| 16533 | |
|---|
| 16534 | /* A CONTAINS THE LOWER TRIANGLE OF THE REAL SYMMETRIC */ |
|---|
| 16535 | /* INPUT MATRIX, STORED ROW-WISE AS A ONE-DIMENSIONAL */ |
|---|
| 16536 | /* ARRAY, IN ITS FIRST N*(N+1)/2 POSITIONS. */ |
|---|
| 16537 | |
|---|
| 16538 | /* ON OUTPUT */ |
|---|
| 16539 | |
|---|
| 16540 | /* A CONTAINS INFORMATION ABOUT THE ORTHOGONAL */ |
|---|
| 16541 | /* TRANSFORMATIONS USED IN THE REDUCTION. */ |
|---|
| 16542 | |
|---|
| 16543 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE TRIDIAGONAL MATRIX. */ |
|---|
| 16544 | |
|---|
| 16545 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE TRIDIAGONAL */ |
|---|
| 16546 | /* MATRIX IN ITS LAST N-1 POSITIONS. E(1) IS SET TO ZERO. */ |
|---|
| 16547 | |
|---|
| 16548 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 16549 | /* E2 MAY COINCIDE WITH E IF THE SQUARES ARE NOT NEEDED. */ |
|---|
| 16550 | |
|---|
| 16551 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 16552 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 16553 | */ |
|---|
| 16554 | |
|---|
| 16555 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 16556 | |
|---|
| 16557 | /* ------------------------------------------------------------------ |
|---|
| 16558 | */ |
|---|
| 16559 | |
|---|
| 16560 | /* .......... FOR I=N STEP -1 UNTIL 1 DO -- .......... */ |
|---|
| 16561 | /* Parameter adjustments */ |
|---|
| 16562 | --e2; |
|---|
| 16563 | --e; |
|---|
| 16564 | --d; |
|---|
| 16565 | --a; |
|---|
| 16566 | |
|---|
| 16567 | /* Function Body */ |
|---|
| 16568 | i_1 = *n; |
|---|
| 16569 | for (ii = 1; ii <= i_1; ++ii) { |
|---|
| 16570 | i = *n + 1 - ii; |
|---|
| 16571 | l = i - 1; |
|---|
| 16572 | iz = i * l / 2; |
|---|
| 16573 | h = 0.; |
|---|
| 16574 | scale = 0.; |
|---|
| 16575 | if (l < 1) { |
|---|
| 16576 | goto L130; |
|---|
| 16577 | } |
|---|
| 16578 | /* .......... SCALE ROW (ALGOL TOL THEN NOT NEEDED) .......... */ |
|---|
| 16579 | i_2 = l; |
|---|
| 16580 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16581 | ++iz; |
|---|
| 16582 | d[k] = a[iz]; |
|---|
| 16583 | scale += (d_1 = d[k], abs(d_1)); |
|---|
| 16584 | /* L120: */ |
|---|
| 16585 | } |
|---|
| 16586 | |
|---|
| 16587 | if (scale != 0.) { |
|---|
| 16588 | goto L140; |
|---|
| 16589 | } |
|---|
| 16590 | L130: |
|---|
| 16591 | e[i] = 0.; |
|---|
| 16592 | e2[i] = 0.; |
|---|
| 16593 | goto L290; |
|---|
| 16594 | |
|---|
| 16595 | L140: |
|---|
| 16596 | i_2 = l; |
|---|
| 16597 | for (k = 1; k <= i_2; ++k) { |
|---|
| 16598 | d[k] /= scale; |
|---|
| 16599 | h += d[k] * d[k]; |
|---|
| 16600 | /* L150: */ |
|---|
| 16601 | } |
|---|
| 16602 | |
|---|
| 16603 | e2[i] = scale * scale * h; |
|---|
| 16604 | f = d[l]; |
|---|
| 16605 | d_1 = sqrt(h); |
|---|
| 16606 | g = -d_sign(&d_1, &f); |
|---|
| 16607 | e[i] = scale * g; |
|---|
| 16608 | h -= f * g; |
|---|
| 16609 | d[l] = f - g; |
|---|
| 16610 | a[iz] = scale * d[l]; |
|---|
| 16611 | if (l == 1) { |
|---|
| 16612 | goto L290; |
|---|
| 16613 | } |
|---|
| 16614 | jk = 1; |
|---|
| 16615 | |
|---|
| 16616 | i_2 = l; |
|---|
| 16617 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16618 | f = d[j]; |
|---|
| 16619 | g = 0.; |
|---|
| 16620 | jm1 = j - 1; |
|---|
| 16621 | if (jm1 < 1) { |
|---|
| 16622 | goto L220; |
|---|
| 16623 | } |
|---|
| 16624 | |
|---|
| 16625 | i_3 = jm1; |
|---|
| 16626 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16627 | g += a[jk] * d[k]; |
|---|
| 16628 | e[k] += a[jk] * f; |
|---|
| 16629 | ++jk; |
|---|
| 16630 | /* L200: */ |
|---|
| 16631 | } |
|---|
| 16632 | |
|---|
| 16633 | L220: |
|---|
| 16634 | e[j] = g + a[jk] * f; |
|---|
| 16635 | ++jk; |
|---|
| 16636 | /* L240: */ |
|---|
| 16637 | } |
|---|
| 16638 | /* .......... FORM P .......... */ |
|---|
| 16639 | f = 0.; |
|---|
| 16640 | |
|---|
| 16641 | i_2 = l; |
|---|
| 16642 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16643 | e[j] /= h; |
|---|
| 16644 | f += e[j] * d[j]; |
|---|
| 16645 | /* L245: */ |
|---|
| 16646 | } |
|---|
| 16647 | |
|---|
| 16648 | hh = f / (h + h); |
|---|
| 16649 | /* .......... FORM Q .......... */ |
|---|
| 16650 | i_2 = l; |
|---|
| 16651 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16652 | /* L250: */ |
|---|
| 16653 | e[j] -= hh * d[j]; |
|---|
| 16654 | } |
|---|
| 16655 | |
|---|
| 16656 | jk = 1; |
|---|
| 16657 | /* .......... FORM REDUCED A .......... */ |
|---|
| 16658 | i_2 = l; |
|---|
| 16659 | for (j = 1; j <= i_2; ++j) { |
|---|
| 16660 | f = d[j]; |
|---|
| 16661 | g = e[j]; |
|---|
| 16662 | |
|---|
| 16663 | i_3 = j; |
|---|
| 16664 | for (k = 1; k <= i_3; ++k) { |
|---|
| 16665 | a[jk] = a[jk] - f * e[k] - g * d[k]; |
|---|
| 16666 | ++jk; |
|---|
| 16667 | /* L260: */ |
|---|
| 16668 | } |
|---|
| 16669 | |
|---|
| 16670 | /* L280: */ |
|---|
| 16671 | } |
|---|
| 16672 | |
|---|
| 16673 | L290: |
|---|
| 16674 | d[i] = a[iz + 1]; |
|---|
| 16675 | a[iz + 1] = scale * sqrt(h); |
|---|
| 16676 | /* L300: */ |
|---|
| 16677 | } |
|---|
| 16678 | |
|---|
| 16679 | return 0; |
|---|
| 16680 | } /* tred3_ */ |
|---|
| 16681 | |
|---|
| 16682 | /* Subroutine */ int tridib_(integer *n, doublereal *eps1, doublereal *d, |
|---|
| 16683 | doublereal *e, doublereal *e2, doublereal *lb, doublereal *ub, |
|---|
| 16684 | integer *m11, integer *m, doublereal *w, integer *ind, integer *ierr, |
|---|
| 16685 | doublereal *rv4, doublereal *rv5) |
|---|
| 16686 | { |
|---|
| 16687 | /* System generated locals */ |
|---|
| 16688 | integer i_1, i_2; |
|---|
| 16689 | doublereal d_1, d_2, d_3; |
|---|
| 16690 | |
|---|
| 16691 | /* Local variables */ |
|---|
| 16692 | static integer i, j, k, l, p, q, r, s; |
|---|
| 16693 | static doublereal u, v; |
|---|
| 16694 | static integer m1, m2; |
|---|
| 16695 | static doublereal t1, t2, x0, x1; |
|---|
| 16696 | static integer m22, ii; |
|---|
| 16697 | static doublereal xu; |
|---|
| 16698 | extern doublereal epslon_(doublereal *); |
|---|
| 16699 | static integer isturm, tag; |
|---|
| 16700 | static doublereal tst1, tst2; |
|---|
| 16701 | |
|---|
| 16702 | |
|---|
| 16703 | |
|---|
| 16704 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE BISECT, */ |
|---|
| 16705 | /* NUM. MATH. 9, 386-393(1967) BY BARTH, MARTIN, AND WILKINSON. */ |
|---|
| 16706 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 249-256(1971). */ |
|---|
| 16707 | |
|---|
| 16708 | /* THIS SUBROUTINE FINDS THOSE EIGENVALUES OF A TRIDIAGONAL */ |
|---|
| 16709 | /* SYMMETRIC MATRIX BETWEEN SPECIFIED BOUNDARY INDICES, */ |
|---|
| 16710 | /* USING BISECTION. */ |
|---|
| 16711 | |
|---|
| 16712 | /* ON INPUT */ |
|---|
| 16713 | |
|---|
| 16714 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 16715 | |
|---|
| 16716 | /* EPS1 IS AN ABSOLUTE ERROR TOLERANCE FOR THE COMPUTED */ |
|---|
| 16717 | /* EIGENVALUES. IF THE INPUT EPS1 IS NON-POSITIVE, */ |
|---|
| 16718 | /* IT IS RESET FOR EACH SUBMATRIX TO A DEFAULT VALUE, */ |
|---|
| 16719 | /* NAMELY, MINUS THE PRODUCT OF THE RELATIVE MACHINE */ |
|---|
| 16720 | /* PRECISION AND THE 1-NORM OF THE SUBMATRIX. */ |
|---|
| 16721 | |
|---|
| 16722 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 16723 | |
|---|
| 16724 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 16725 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 16726 | |
|---|
| 16727 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 16728 | /* E2(1) IS ARBITRARY. */ |
|---|
| 16729 | |
|---|
| 16730 | /* M11 SPECIFIES THE LOWER BOUNDARY INDEX FOR THE DESIRED */ |
|---|
| 16731 | /* EIGENVALUES. */ |
|---|
| 16732 | |
|---|
| 16733 | /* M SPECIFIES THE NUMBER OF EIGENVALUES DESIRED. THE UPPER */ |
|---|
| 16734 | /* BOUNDARY INDEX M22 IS THEN OBTAINED AS M22=M11+M-1. */ |
|---|
| 16735 | |
|---|
| 16736 | /* ON OUTPUT */ |
|---|
| 16737 | |
|---|
| 16738 | /* EPS1 IS UNALTERED UNLESS IT HAS BEEN RESET TO ITS */ |
|---|
| 16739 | /* (LAST) DEFAULT VALUE. */ |
|---|
| 16740 | |
|---|
| 16741 | /* D AND E ARE UNALTERED. */ |
|---|
| 16742 | |
|---|
| 16743 | /* ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED */ |
|---|
| 16744 | /* AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE */ |
|---|
| 16745 | /* MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES. */ |
|---|
| 16746 | /* E2(1) IS ALSO SET TO ZERO. */ |
|---|
| 16747 | |
|---|
| 16748 | /* LB AND UB DEFINE AN INTERVAL CONTAINING EXACTLY THE DESIRED */ |
|---|
| 16749 | /* EIGENVALUES. */ |
|---|
| 16750 | |
|---|
| 16751 | /* W CONTAINS, IN ITS FIRST M POSITIONS, THE EIGENVALUES */ |
|---|
| 16752 | /* BETWEEN INDICES M11 AND M22 IN ASCENDING ORDER. */ |
|---|
| 16753 | |
|---|
| 16754 | /* IND CONTAINS IN ITS FIRST M POSITIONS THE SUBMATRIX INDICES */ |
|---|
| 16755 | /* ASSOCIATED WITH THE CORRESPONDING EIGENVALUES IN W -- */ |
|---|
| 16756 | /* 1 FOR EIGENVALUES BELONGING TO THE FIRST SUBMATRIX FROM */ |
|---|
| 16757 | /* THE TOP, 2 FOR THOSE BELONGING TO THE SECOND SUBMATRIX, ETC.. |
|---|
| 16758 | */ |
|---|
| 16759 | |
|---|
| 16760 | /* IERR IS SET TO */ |
|---|
| 16761 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 16762 | /* 3*N+1 IF MULTIPLE EIGENVALUES AT INDEX M11 MAKE */ |
|---|
| 16763 | /* UNIQUE SELECTION IMPOSSIBLE, */ |
|---|
| 16764 | /* 3*N+2 IF MULTIPLE EIGENVALUES AT INDEX M22 MAKE */ |
|---|
| 16765 | /* UNIQUE SELECTION IMPOSSIBLE. */ |
|---|
| 16766 | |
|---|
| 16767 | /* RV4 AND RV5 ARE TEMPORARY STORAGE ARRAYS. */ |
|---|
| 16768 | |
|---|
| 16769 | /* NOTE THAT SUBROUTINE TQL1, IMTQL1, OR TQLRAT IS GENERALLY FASTER */ |
|---|
| 16770 | /* THAN TRIDIB, IF MORE THAN N/4 EIGENVALUES ARE TO BE FOUND. */ |
|---|
| 16771 | |
|---|
| 16772 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 16773 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 16774 | */ |
|---|
| 16775 | |
|---|
| 16776 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 16777 | |
|---|
| 16778 | /* ------------------------------------------------------------------ |
|---|
| 16779 | */ |
|---|
| 16780 | |
|---|
| 16781 | /* Parameter adjustments */ |
|---|
| 16782 | --rv5; |
|---|
| 16783 | --rv4; |
|---|
| 16784 | --e2; |
|---|
| 16785 | --e; |
|---|
| 16786 | --d; |
|---|
| 16787 | --ind; |
|---|
| 16788 | --w; |
|---|
| 16789 | |
|---|
| 16790 | /* Function Body */ |
|---|
| 16791 | *ierr = 0; |
|---|
| 16792 | tag = 0; |
|---|
| 16793 | xu = d[1]; |
|---|
| 16794 | x0 = d[1]; |
|---|
| 16795 | u = 0.; |
|---|
| 16796 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ENTRIES AND DETERMINE AN */ |
|---|
| 16797 | /* INTERVAL CONTAINING ALL THE EIGENVALUES .......... */ |
|---|
| 16798 | i_1 = *n; |
|---|
| 16799 | for (i = 1; i <= i_1; ++i) { |
|---|
| 16800 | x1 = u; |
|---|
| 16801 | u = 0.; |
|---|
| 16802 | if (i != *n) { |
|---|
| 16803 | u = (d_1 = e[i + 1], abs(d_1)); |
|---|
| 16804 | } |
|---|
| 16805 | /* Computing MIN */ |
|---|
| 16806 | d_1 = d[i] - (x1 + u); |
|---|
| 16807 | xu = min(d_1,xu); |
|---|
| 16808 | /* Computing MAX */ |
|---|
| 16809 | d_1 = d[i] + (x1 + u); |
|---|
| 16810 | x0 = max(d_1,x0); |
|---|
| 16811 | if (i == 1) { |
|---|
| 16812 | goto L20; |
|---|
| 16813 | } |
|---|
| 16814 | tst1 = (d_1 = d[i], abs(d_1)) + (d_2 = d[i - 1], abs(d_2)); |
|---|
| 16815 | tst2 = tst1 + (d_1 = e[i], abs(d_1)); |
|---|
| 16816 | if (tst2 > tst1) { |
|---|
| 16817 | goto L40; |
|---|
| 16818 | } |
|---|
| 16819 | L20: |
|---|
| 16820 | e2[i] = 0.; |
|---|
| 16821 | L40: |
|---|
| 16822 | ; |
|---|
| 16823 | } |
|---|
| 16824 | |
|---|
| 16825 | x1 = (doublereal) (*n); |
|---|
| 16826 | /* Computing MAX */ |
|---|
| 16827 | d_2 = abs(xu), d_3 = abs(x0); |
|---|
| 16828 | d_1 = max(d_2,d_3); |
|---|
| 16829 | x1 *= epslon_(&d_1); |
|---|
| 16830 | xu -= x1; |
|---|
| 16831 | t1 = xu; |
|---|
| 16832 | x0 += x1; |
|---|
| 16833 | t2 = x0; |
|---|
| 16834 | /* .......... DETERMINE AN INTERVAL CONTAINING EXACTLY */ |
|---|
| 16835 | /* THE DESIRED EIGENVALUES .......... */ |
|---|
| 16836 | p = 1; |
|---|
| 16837 | q = *n; |
|---|
| 16838 | m1 = *m11 - 1; |
|---|
| 16839 | if (m1 == 0) { |
|---|
| 16840 | goto L75; |
|---|
| 16841 | } |
|---|
| 16842 | isturm = 1; |
|---|
| 16843 | L50: |
|---|
| 16844 | v = x1; |
|---|
| 16845 | x1 = xu + (x0 - xu) * .5; |
|---|
| 16846 | if (x1 == v) { |
|---|
| 16847 | goto L980; |
|---|
| 16848 | } |
|---|
| 16849 | goto L320; |
|---|
| 16850 | L60: |
|---|
| 16851 | if ((i_1 = s - m1) < 0) { |
|---|
| 16852 | goto L65; |
|---|
| 16853 | } else if (i_1 == 0) { |
|---|
| 16854 | goto L73; |
|---|
| 16855 | } else { |
|---|
| 16856 | goto L70; |
|---|
| 16857 | } |
|---|
| 16858 | L65: |
|---|
| 16859 | xu = x1; |
|---|
| 16860 | goto L50; |
|---|
| 16861 | L70: |
|---|
| 16862 | x0 = x1; |
|---|
| 16863 | goto L50; |
|---|
| 16864 | L73: |
|---|
| 16865 | xu = x1; |
|---|
| 16866 | t1 = x1; |
|---|
| 16867 | L75: |
|---|
| 16868 | m22 = m1 + *m; |
|---|
| 16869 | if (m22 == *n) { |
|---|
| 16870 | goto L90; |
|---|
| 16871 | } |
|---|
| 16872 | x0 = t2; |
|---|
| 16873 | isturm = 2; |
|---|
| 16874 | goto L50; |
|---|
| 16875 | L80: |
|---|
| 16876 | if ((i_1 = s - m22) < 0) { |
|---|
| 16877 | goto L65; |
|---|
| 16878 | } else if (i_1 == 0) { |
|---|
| 16879 | goto L85; |
|---|
| 16880 | } else { |
|---|
| 16881 | goto L70; |
|---|
| 16882 | } |
|---|
| 16883 | L85: |
|---|
| 16884 | t2 = x1; |
|---|
| 16885 | L90: |
|---|
| 16886 | q = 0; |
|---|
| 16887 | r = 0; |
|---|
| 16888 | /* .......... ESTABLISH AND PROCESS NEXT SUBMATRIX, REFINING */ |
|---|
| 16889 | /* INTERVAL BY THE GERSCHGORIN BOUNDS .......... */ |
|---|
| 16890 | L100: |
|---|
| 16891 | if (r == *m) { |
|---|
| 16892 | goto L1001; |
|---|
| 16893 | } |
|---|
| 16894 | ++tag; |
|---|
| 16895 | p = q + 1; |
|---|
| 16896 | xu = d[p]; |
|---|
| 16897 | x0 = d[p]; |
|---|
| 16898 | u = 0.; |
|---|
| 16899 | |
|---|
| 16900 | i_1 = *n; |
|---|
| 16901 | for (q = p; q <= i_1; ++q) { |
|---|
| 16902 | x1 = u; |
|---|
| 16903 | u = 0.; |
|---|
| 16904 | v = 0.; |
|---|
| 16905 | if (q == *n) { |
|---|
| 16906 | goto L110; |
|---|
| 16907 | } |
|---|
| 16908 | u = (d_1 = e[q + 1], abs(d_1)); |
|---|
| 16909 | v = e2[q + 1]; |
|---|
| 16910 | L110: |
|---|
| 16911 | /* Computing MIN */ |
|---|
| 16912 | d_1 = d[q] - (x1 + u); |
|---|
| 16913 | xu = min(d_1,xu); |
|---|
| 16914 | /* Computing MAX */ |
|---|
| 16915 | d_1 = d[q] + (x1 + u); |
|---|
| 16916 | x0 = max(d_1,x0); |
|---|
| 16917 | if (v == 0.) { |
|---|
| 16918 | goto L140; |
|---|
| 16919 | } |
|---|
| 16920 | /* L120: */ |
|---|
| 16921 | } |
|---|
| 16922 | |
|---|
| 16923 | L140: |
|---|
| 16924 | /* Computing MAX */ |
|---|
| 16925 | d_2 = abs(xu), d_3 = abs(x0); |
|---|
| 16926 | d_1 = max(d_2,d_3); |
|---|
| 16927 | x1 = epslon_(&d_1); |
|---|
| 16928 | if (*eps1 <= 0.) { |
|---|
| 16929 | *eps1 = -x1; |
|---|
| 16930 | } |
|---|
| 16931 | if (p != q) { |
|---|
| 16932 | goto L180; |
|---|
| 16933 | } |
|---|
| 16934 | /* .......... CHECK FOR ISOLATED ROOT WITHIN INTERVAL .......... */ |
|---|
| 16935 | if (t1 > d[p] || d[p] >= t2) { |
|---|
| 16936 | goto L940; |
|---|
| 16937 | } |
|---|
| 16938 | m1 = p; |
|---|
| 16939 | m2 = p; |
|---|
| 16940 | rv5[p] = d[p]; |
|---|
| 16941 | goto L900; |
|---|
| 16942 | L180: |
|---|
| 16943 | x1 *= q - p + 1; |
|---|
| 16944 | /* Computing MAX */ |
|---|
| 16945 | d_1 = t1, d_2 = xu - x1; |
|---|
| 16946 | *lb = max(d_1,d_2); |
|---|
| 16947 | /* Computing MIN */ |
|---|
| 16948 | d_1 = t2, d_2 = x0 + x1; |
|---|
| 16949 | *ub = min(d_1,d_2); |
|---|
| 16950 | x1 = *lb; |
|---|
| 16951 | isturm = 3; |
|---|
| 16952 | goto L320; |
|---|
| 16953 | L200: |
|---|
| 16954 | m1 = s + 1; |
|---|
| 16955 | x1 = *ub; |
|---|
| 16956 | isturm = 4; |
|---|
| 16957 | goto L320; |
|---|
| 16958 | L220: |
|---|
| 16959 | m2 = s; |
|---|
| 16960 | if (m1 > m2) { |
|---|
| 16961 | goto L940; |
|---|
| 16962 | } |
|---|
| 16963 | /* .......... FIND ROOTS BY BISECTION .......... */ |
|---|
| 16964 | x0 = *ub; |
|---|
| 16965 | isturm = 5; |
|---|
| 16966 | |
|---|
| 16967 | i_1 = m2; |
|---|
| 16968 | for (i = m1; i <= i_1; ++i) { |
|---|
| 16969 | rv5[i] = *ub; |
|---|
| 16970 | rv4[i] = *lb; |
|---|
| 16971 | /* L240: */ |
|---|
| 16972 | } |
|---|
| 16973 | /* .......... LOOP FOR K-TH EIGENVALUE */ |
|---|
| 16974 | /* FOR K=M2 STEP -1 UNTIL M1 DO -- */ |
|---|
| 16975 | /* (-DO- NOT USED TO LEGALIZE -COMPUTED GO TO-) .......... |
|---|
| 16976 | */ |
|---|
| 16977 | k = m2; |
|---|
| 16978 | L250: |
|---|
| 16979 | xu = *lb; |
|---|
| 16980 | /* .......... FOR I=K STEP -1 UNTIL M1 DO -- .......... */ |
|---|
| 16981 | i_1 = k; |
|---|
| 16982 | for (ii = m1; ii <= i_1; ++ii) { |
|---|
| 16983 | i = m1 + k - ii; |
|---|
| 16984 | if (xu >= rv4[i]) { |
|---|
| 16985 | goto L260; |
|---|
| 16986 | } |
|---|
| 16987 | xu = rv4[i]; |
|---|
| 16988 | goto L280; |
|---|
| 16989 | L260: |
|---|
| 16990 | ; |
|---|
| 16991 | } |
|---|
| 16992 | |
|---|
| 16993 | L280: |
|---|
| 16994 | if (x0 > rv5[k]) { |
|---|
| 16995 | x0 = rv5[k]; |
|---|
| 16996 | } |
|---|
| 16997 | /* .......... NEXT BISECTION STEP .......... */ |
|---|
| 16998 | L300: |
|---|
| 16999 | x1 = (xu + x0) * .5; |
|---|
| 17000 | if (x0 - xu <= abs(*eps1)) { |
|---|
| 17001 | goto L420; |
|---|
| 17002 | } |
|---|
| 17003 | tst1 = (abs(xu) + abs(x0)) * 2.; |
|---|
| 17004 | tst2 = tst1 + (x0 - xu); |
|---|
| 17005 | if (tst2 == tst1) { |
|---|
| 17006 | goto L420; |
|---|
| 17007 | } |
|---|
| 17008 | /* .......... IN-LINE PROCEDURE FOR STURM SEQUENCE .......... */ |
|---|
| 17009 | L320: |
|---|
| 17010 | s = p - 1; |
|---|
| 17011 | u = 1.; |
|---|
| 17012 | |
|---|
| 17013 | i_1 = q; |
|---|
| 17014 | for (i = p; i <= i_1; ++i) { |
|---|
| 17015 | if (u != 0.) { |
|---|
| 17016 | goto L325; |
|---|
| 17017 | } |
|---|
| 17018 | v = (d_1 = e[i], abs(d_1)) / epslon_(&c_b141); |
|---|
| 17019 | if (e2[i] == 0.) { |
|---|
| 17020 | v = 0.; |
|---|
| 17021 | } |
|---|
| 17022 | goto L330; |
|---|
| 17023 | L325: |
|---|
| 17024 | v = e2[i] / u; |
|---|
| 17025 | L330: |
|---|
| 17026 | u = d[i] - x1 - v; |
|---|
| 17027 | if (u < 0.) { |
|---|
| 17028 | ++s; |
|---|
| 17029 | } |
|---|
| 17030 | /* L340: */ |
|---|
| 17031 | } |
|---|
| 17032 | |
|---|
| 17033 | switch (isturm) { |
|---|
| 17034 | case 1: goto L60; |
|---|
| 17035 | case 2: goto L80; |
|---|
| 17036 | case 3: goto L200; |
|---|
| 17037 | case 4: goto L220; |
|---|
| 17038 | case 5: goto L360; |
|---|
| 17039 | } |
|---|
| 17040 | /* .......... REFINE INTERVALS .......... */ |
|---|
| 17041 | L360: |
|---|
| 17042 | if (s >= k) { |
|---|
| 17043 | goto L400; |
|---|
| 17044 | } |
|---|
| 17045 | xu = x1; |
|---|
| 17046 | if (s >= m1) { |
|---|
| 17047 | goto L380; |
|---|
| 17048 | } |
|---|
| 17049 | rv4[m1] = x1; |
|---|
| 17050 | goto L300; |
|---|
| 17051 | L380: |
|---|
| 17052 | rv4[s + 1] = x1; |
|---|
| 17053 | if (rv5[s] > x1) { |
|---|
| 17054 | rv5[s] = x1; |
|---|
| 17055 | } |
|---|
| 17056 | goto L300; |
|---|
| 17057 | L400: |
|---|
| 17058 | x0 = x1; |
|---|
| 17059 | goto L300; |
|---|
| 17060 | /* .......... K-TH EIGENVALUE FOUND .......... */ |
|---|
| 17061 | L420: |
|---|
| 17062 | rv5[k] = x1; |
|---|
| 17063 | --k; |
|---|
| 17064 | if (k >= m1) { |
|---|
| 17065 | goto L250; |
|---|
| 17066 | } |
|---|
| 17067 | /* .......... ORDER EIGENVALUES TAGGED WITH THEIR */ |
|---|
| 17068 | /* SUBMATRIX ASSOCIATIONS .......... */ |
|---|
| 17069 | L900: |
|---|
| 17070 | s = r; |
|---|
| 17071 | r = r + m2 - m1 + 1; |
|---|
| 17072 | j = 1; |
|---|
| 17073 | k = m1; |
|---|
| 17074 | |
|---|
| 17075 | i_1 = r; |
|---|
| 17076 | for (l = 1; l <= i_1; ++l) { |
|---|
| 17077 | if (j > s) { |
|---|
| 17078 | goto L910; |
|---|
| 17079 | } |
|---|
| 17080 | if (k > m2) { |
|---|
| 17081 | goto L940; |
|---|
| 17082 | } |
|---|
| 17083 | if (rv5[k] >= w[l]) { |
|---|
| 17084 | goto L915; |
|---|
| 17085 | } |
|---|
| 17086 | |
|---|
| 17087 | i_2 = s; |
|---|
| 17088 | for (ii = j; ii <= i_2; ++ii) { |
|---|
| 17089 | i = l + s - ii; |
|---|
| 17090 | w[i + 1] = w[i]; |
|---|
| 17091 | ind[i + 1] = ind[i]; |
|---|
| 17092 | /* L905: */ |
|---|
| 17093 | } |
|---|
| 17094 | |
|---|
| 17095 | L910: |
|---|
| 17096 | w[l] = rv5[k]; |
|---|
| 17097 | ind[l] = tag; |
|---|
| 17098 | ++k; |
|---|
| 17099 | goto L920; |
|---|
| 17100 | L915: |
|---|
| 17101 | ++j; |
|---|
| 17102 | L920: |
|---|
| 17103 | ; |
|---|
| 17104 | } |
|---|
| 17105 | |
|---|
| 17106 | L940: |
|---|
| 17107 | if (q < *n) { |
|---|
| 17108 | goto L100; |
|---|
| 17109 | } |
|---|
| 17110 | goto L1001; |
|---|
| 17111 | /* .......... SET ERROR -- INTERVAL CANNOT BE FOUND CONTAINING */ |
|---|
| 17112 | /* EXACTLY THE DESIRED EIGENVALUES .......... */ |
|---|
| 17113 | L980: |
|---|
| 17114 | *ierr = *n * 3 + isturm; |
|---|
| 17115 | L1001: |
|---|
| 17116 | *lb = t1; |
|---|
| 17117 | *ub = t2; |
|---|
| 17118 | return 0; |
|---|
| 17119 | } /* tridib_ */ |
|---|
| 17120 | |
|---|
| 17121 | /* Subroutine */ int tsturm_(integer *nm, integer *n, doublereal *eps1, |
|---|
| 17122 | doublereal *d, doublereal *e, doublereal *e2, doublereal *lb, |
|---|
| 17123 | doublereal *ub, integer *mm, integer *m, doublereal *w, doublereal *z, |
|---|
| 17124 | integer *ierr, doublereal *rv1, doublereal *rv2, doublereal *rv3, |
|---|
| 17125 | doublereal *rv4, doublereal *rv5, doublereal *rv6) |
|---|
| 17126 | { |
|---|
| 17127 | /* System generated locals */ |
|---|
| 17128 | integer z_dim1, z_offset, i_1, i_2, i_3; |
|---|
| 17129 | doublereal d_1, d_2, d_3, d_4; |
|---|
| 17130 | |
|---|
| 17131 | /* Builtin functions */ |
|---|
| 17132 | double sqrt(doublereal); |
|---|
| 17133 | |
|---|
| 17134 | /* Local variables */ |
|---|
| 17135 | static doublereal norm; |
|---|
| 17136 | static integer i, j, k, p, q, r, s; |
|---|
| 17137 | static doublereal u, v; |
|---|
| 17138 | static integer group, m1, m2; |
|---|
| 17139 | static doublereal t1, t2, x0, x1; |
|---|
| 17140 | static integer ii, jj, ip; |
|---|
| 17141 | static doublereal uk, xu; |
|---|
| 17142 | extern doublereal pythag_(doublereal *, doublereal *), epslon_(doublereal |
|---|
| 17143 | *); |
|---|
| 17144 | static integer isturm, its; |
|---|
| 17145 | static doublereal eps2, eps3, eps4, tst1, tst2; |
|---|
| 17146 | |
|---|
| 17147 | |
|---|
| 17148 | |
|---|
| 17149 | /* THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TRISTURM */ |
|---|
| 17150 | /* BY PETERS AND WILKINSON. */ |
|---|
| 17151 | /* HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 418-439(1971). */ |
|---|
| 17152 | |
|---|
| 17153 | /* THIS SUBROUTINE FINDS THOSE EIGENVALUES OF A TRIDIAGONAL */ |
|---|
| 17154 | /* SYMMETRIC MATRIX WHICH LIE IN A SPECIFIED INTERVAL AND THEIR */ |
|---|
| 17155 | /* ASSOCIATED EIGENVECTORS, USING BISECTION AND INVERSE ITERATION. */ |
|---|
| 17156 | |
|---|
| 17157 | /* ON INPUT */ |
|---|
| 17158 | |
|---|
| 17159 | /* NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL */ |
|---|
| 17160 | /* ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM */ |
|---|
| 17161 | /* DIMENSION STATEMENT. */ |
|---|
| 17162 | |
|---|
| 17163 | /* N IS THE ORDER OF THE MATRIX. */ |
|---|
| 17164 | |
|---|
| 17165 | /* EPS1 IS AN ABSOLUTE ERROR TOLERANCE FOR THE COMPUTED */ |
|---|
| 17166 | /* EIGENVALUES. IT SHOULD BE CHOSEN COMMENSURATE WITH */ |
|---|
| 17167 | /* RELATIVE PERTURBATIONS IN THE MATRIX ELEMENTS OF THE */ |
|---|
| 17168 | /* ORDER OF THE RELATIVE MACHINE PRECISION. IF THE */ |
|---|
| 17169 | /* INPUT EPS1 IS NON-POSITIVE, IT IS RESET FOR EACH */ |
|---|
| 17170 | /* SUBMATRIX TO A DEFAULT VALUE, NAMELY, MINUS THE */ |
|---|
| 17171 | /* PRODUCT OF THE RELATIVE MACHINE PRECISION AND THE */ |
|---|
| 17172 | /* 1-NORM OF THE SUBMATRIX. */ |
|---|
| 17173 | |
|---|
| 17174 | /* D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */ |
|---|
| 17175 | |
|---|
| 17176 | /* E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */ |
|---|
| 17177 | /* IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. */ |
|---|
| 17178 | |
|---|
| 17179 | /* E2 CONTAINS THE SQUARES OF THE CORRESPONDING ELEMENTS OF E. */ |
|---|
| 17180 | /* E2(1) IS ARBITRARY. */ |
|---|
| 17181 | |
|---|
| 17182 | /* LB AND UB DEFINE THE INTERVAL TO BE SEARCHED FOR EIGENVALUES. */ |
|---|
| 17183 | /* IF LB IS NOT LESS THAN UB, NO EIGENVALUES WILL BE FOUND. */ |
|---|
| 17184 | |
|---|
| 17185 | /* MM SHOULD BE SET TO AN UPPER BOUND FOR THE NUMBER OF */ |
|---|
| 17186 | /* EIGENVALUES IN THE INTERVAL. WARNING. IF MORE THAN */ |
|---|
| 17187 | /* MM EIGENVALUES ARE DETERMINED TO LIE IN THE INTERVAL, */ |
|---|
| 17188 | /* AN ERROR RETURN IS MADE WITH NO VALUES OR VECTORS FOUND. */ |
|---|
| 17189 | |
|---|
| 17190 | /* ON OUTPUT */ |
|---|
| 17191 | |
|---|
| 17192 | /* EPS1 IS UNALTERED UNLESS IT HAS BEEN RESET TO ITS */ |
|---|
| 17193 | /* (LAST) DEFAULT VALUE. */ |
|---|
| 17194 | |
|---|
| 17195 | /* D AND E ARE UNALTERED. */ |
|---|
| 17196 | |
|---|
| 17197 | /* ELEMENTS OF E2, CORRESPONDING TO ELEMENTS OF E REGARDED */ |
|---|
| 17198 | /* AS NEGLIGIBLE, HAVE BEEN REPLACED BY ZERO CAUSING THE */ |
|---|
| 17199 | /* MATRIX TO SPLIT INTO A DIRECT SUM OF SUBMATRICES. */ |
|---|
| 17200 | /* E2(1) IS ALSO SET TO ZERO. */ |
|---|
| 17201 | |
|---|
| 17202 | /* M IS THE NUMBER OF EIGENVALUES DETERMINED TO LIE IN (LB,UB). */ |
|---|
| 17203 | |
|---|
| 17204 | /* W CONTAINS THE M EIGENVALUES IN ASCENDING ORDER IF THE MATRIX */ |
|---|
| 17205 | /* DOES NOT SPLIT. IF THE MATRIX SPLITS, THE EIGENVALUES ARE */ |
|---|
| 17206 | /* IN ASCENDING ORDER FOR EACH SUBMATRIX. IF A VECTOR ERROR */ |
|---|
| 17207 | /* EXIT IS MADE, W CONTAINS THOSE VALUES ALREADY FOUND. */ |
|---|
| 17208 | |
|---|
| 17209 | /* Z CONTAINS THE ASSOCIATED SET OF ORTHONORMAL EIGENVECTORS. */ |
|---|
| 17210 | /* IF AN ERROR EXIT IS MADE, Z CONTAINS THOSE VECTORS */ |
|---|
| 17211 | /* ALREADY FOUND. */ |
|---|
| 17212 | |
|---|
| 17213 | /* IERR IS SET TO */ |
|---|
| 17214 | /* ZERO FOR NORMAL RETURN, */ |
|---|
| 17215 | /* 3*N+1 IF M EXCEEDS MM. */ |
|---|
| 17216 | /* 4*N+R IF THE EIGENVECTOR CORRESPONDING TO THE R-TH */ |
|---|
| 17217 | /* EIGENVALUE FAILS TO CONVERGE IN 5 ITERATIONS. */ |
|---|
| 17218 | |
|---|
| 17219 | /* RV1, RV2, RV3, RV4, RV5, AND RV6 ARE TEMPORARY STORAGE ARRAYS. |
|---|
| 17220 | */ |
|---|
| 17221 | |
|---|
| 17222 | /* THE ALGOL PROCEDURE STURMCNT CONTAINED IN TRISTURM */ |
|---|
| 17223 | /* APPEARS IN TSTURM IN-LINE. */ |
|---|
| 17224 | |
|---|
| 17225 | /* CALLS PYTHAG FOR DSQRT(A*A + B*B) . */ |
|---|
| 17226 | |
|---|
| 17227 | /* QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */ |
|---|
| 17228 | /* MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY |
|---|
| 17229 | */ |
|---|
| 17230 | |
|---|
| 17231 | /* THIS VERSION DATED AUGUST 1983. */ |
|---|
| 17232 | |
|---|
| 17233 | /* ------------------------------------------------------------------ |
|---|
| 17234 | */ |
|---|
| 17235 | |
|---|
| 17236 | /* Parameter adjustments */ |
|---|
| 17237 | --rv6; |
|---|
| 17238 | --rv5; |
|---|
| 17239 | --rv4; |
|---|
| 17240 | --rv3; |
|---|
| 17241 | --rv2; |
|---|
| 17242 | --rv1; |
|---|
| 17243 | --e2; |
|---|
| 17244 | --e; |
|---|
| 17245 | --d; |
|---|
| 17246 | z_dim1 = *nm; |
|---|
| 17247 | z_offset = z_dim1 + 1; |
|---|
| 17248 | z -= z_offset; |
|---|
| 17249 | --w; |
|---|
| 17250 | |
|---|
| 17251 | /* Function Body */ |
|---|
| 17252 | *ierr = 0; |
|---|
| 17253 | t1 = *lb; |
|---|
| 17254 | t2 = *ub; |
|---|
| 17255 | /* .......... LOOK FOR SMALL SUB-DIAGONAL ENTRIES .......... */ |
|---|
| 17256 | i_1 = *n; |
|---|
| 17257 | for (i = 1; i <= i_1; ++i) { |
|---|
| 17258 | if (i == 1) { |
|---|
| 17259 | goto L20; |
|---|
| 17260 | } |
|---|
| 17261 | tst1 = (d_1 = d[i], abs(d_1)) + (d_2 = d[i - 1], abs(d_2)); |
|---|
| 17262 | tst2 = tst1 + (d_1 = e[i], abs(d_1)); |
|---|
| 17263 | if (tst2 > tst1) { |
|---|
| 17264 | goto L40; |
|---|
| 17265 | } |
|---|
| 17266 | L20: |
|---|
| 17267 | e2[i] = 0.; |
|---|
| 17268 | L40: |
|---|
| 17269 | ; |
|---|
| 17270 | } |
|---|
| 17271 | /* .......... DETERMINE THE NUMBER OF EIGENVALUES */ |
|---|
| 17272 | /* IN THE INTERVAL .......... */ |
|---|
| 17273 | p = 1; |
|---|
| 17274 | q = *n; |
|---|
| 17275 | x1 = *ub; |
|---|
| 17276 | isturm = 1; |
|---|
| 17277 | goto L320; |
|---|
| 17278 | L60: |
|---|
| 17279 | *m = s; |
|---|
| 17280 | x1 = *lb; |
|---|
| 17281 | isturm = 2; |
|---|
| 17282 | goto L320; |
|---|
| 17283 | L80: |
|---|
| 17284 | *m -= s; |
|---|
| 17285 | if (*m > *mm) { |
|---|
| 17286 | goto L980; |
|---|
| 17287 | } |
|---|
| 17288 | q = 0; |
|---|
| 17289 | r = 0; |
|---|
| 17290 | /* .......... ESTABLISH AND PROCESS NEXT SUBMATRIX, REFINING */ |
|---|
| 17291 | /* INTERVAL BY THE GERSCHGORIN BOUNDS .......... */ |
|---|
| 17292 | L100: |
|---|
| 17293 | if (r == *m) { |
|---|
| 17294 | goto L1001; |
|---|
| 17295 | } |
|---|
| 17296 | p = q + 1; |
|---|
| 17297 | xu = d[p]; |
|---|
| 17298 | x0 = d[p]; |
|---|
| 17299 | u = 0.; |
|---|
| 17300 | |
|---|
| 17301 | i_1 = *n; |
|---|
| 17302 | for (q = p; q <= i_1; ++q) { |
|---|
| 17303 | x1 = u; |
|---|
| 17304 | u = 0.; |
|---|
| 17305 | v = 0.; |
|---|
| 17306 | if (q == *n) { |
|---|
| 17307 | goto L110; |
|---|
| 17308 | } |
|---|
| 17309 | u = (d_1 = e[q + 1], abs(d_1)); |
|---|
| 17310 | v = e2[q + 1]; |
|---|
| 17311 | L110: |
|---|
| 17312 | /* Computing MIN */ |
|---|
| 17313 | d_1 = d[q] - (x1 + u); |
|---|
| 17314 | xu = min(d_1,xu); |
|---|
| 17315 | /* Computing MAX */ |
|---|
| 17316 | d_1 = d[q] + (x1 + u); |
|---|
| 17317 | x0 = max(d_1,x0); |
|---|
| 17318 | if (v == 0.) { |
|---|
| 17319 | goto L140; |
|---|
| 17320 | } |
|---|
| 17321 | /* L120: */ |
|---|
| 17322 | } |
|---|
| 17323 | |
|---|
| 17324 | L140: |
|---|
| 17325 | /* Computing MAX */ |
|---|
| 17326 | d_2 = abs(xu), d_3 = abs(x0); |
|---|
| 17327 | d_1 = max(d_2,d_3); |
|---|
| 17328 | x1 = epslon_(&d_1); |
|---|
| 17329 | if (*eps1 <= 0.) { |
|---|
| 17330 | *eps1 = -x1; |
|---|
| 17331 | } |
|---|
| 17332 | if (p != q) { |
|---|
| 17333 | goto L180; |
|---|
| 17334 | } |
|---|
| 17335 | /* .......... CHECK FOR ISOLATED ROOT WITHIN INTERVAL .......... */ |
|---|
| 17336 | if (t1 > d[p] || d[p] >= t2) { |
|---|
| 17337 | goto L940; |
|---|
| 17338 | } |
|---|
| 17339 | ++r; |
|---|
| 17340 | |
|---|
| 17341 | i_1 = *n; |
|---|
| 17342 | for (i = 1; i <= i_1; ++i) { |
|---|
| 17343 | /* L160: */ |
|---|
| 17344 | z[i + r * z_dim1] = 0.; |
|---|
| 17345 | } |
|---|
| 17346 | |
|---|
| 17347 | w[r] = d[p]; |
|---|
| 17348 | z[p + r * z_dim1] = 1.; |
|---|
| 17349 | goto L940; |
|---|
| 17350 | L180: |
|---|
| 17351 | u = (doublereal) (q - p + 1); |
|---|
| 17352 | x1 = u * x1; |
|---|
| 17353 | /* Computing MAX */ |
|---|
| 17354 | d_1 = t1, d_2 = xu - x1; |
|---|
| 17355 | *lb = max(d_1,d_2); |
|---|
| 17356 | /* Computing MIN */ |
|---|
| 17357 | d_1 = t2, d_2 = x0 + x1; |
|---|
| 17358 | *ub = min(d_1,d_2); |
|---|
| 17359 | x1 = *lb; |
|---|
| 17360 | isturm = 3; |
|---|
| 17361 | goto L320; |
|---|
| 17362 | L200: |
|---|
| 17363 | m1 = s + 1; |
|---|
| 17364 | x1 = *ub; |
|---|
| 17365 | isturm = 4; |
|---|
| 17366 | goto L320; |
|---|
| 17367 | L220: |
|---|
| 17368 | m2 = s; |
|---|
| 17369 | if (m1 > m2) { |
|---|
| 17370 | goto L940; |
|---|
| 17371 | } |
|---|
| 17372 | /* .......... FIND ROOTS BY BISECTION .......... */ |
|---|
| 17373 | x0 = *ub; |
|---|
| 17374 | isturm = 5; |
|---|
| 17375 | |
|---|
| 17376 | i_1 = m2; |
|---|
| 17377 | for (i = m1; i <= i_1; ++i) { |
|---|
| 17378 | rv5[i] = *ub; |
|---|
| 17379 | rv4[i] = *lb; |
|---|
| 17380 | /* L240: */ |
|---|
| 17381 | } |
|---|
| 17382 | /* .......... LOOP FOR K-TH EIGENVALUE */ |
|---|
| 17383 | /* FOR K=M2 STEP -1 UNTIL M1 DO -- */ |
|---|
| 17384 | /* (-DO- NOT USED TO LEGALIZE -COMPUTED GO TO-) .......... |
|---|
| 17385 | */ |
|---|
| 17386 | k = m2; |
|---|
| 17387 | L250: |
|---|
| 17388 | xu = *lb; |
|---|
| 17389 | /* .......... FOR I=K STEP -1 UNTIL M1 DO -- .......... */ |
|---|
| 17390 | i_1 = k; |
|---|
| 17391 | for (ii = m1; ii <= i_1; ++ii) { |
|---|
| 17392 | i = m1 + k - ii; |
|---|
| 17393 | if (xu >= rv4[i]) { |
|---|
| 17394 | goto L260; |
|---|
| 17395 | } |
|---|
| 17396 | xu = rv4[i]; |
|---|
| 17397 | goto L280; |
|---|
| 17398 | L260: |
|---|
| 17399 | ; |
|---|
| 17400 | } |
|---|
| 17401 | |
|---|
| 17402 | L280: |
|---|
| 17403 | if (x0 > rv5[k]) { |
|---|
| 17404 | x0 = rv5[k]; |
|---|
| 17405 | } |
|---|
| 17406 | /* .......... NEXT BISECTION STEP .......... */ |
|---|
| 17407 | L300: |
|---|
| 17408 | x1 = (xu + x0) * .5; |
|---|
| 17409 | if (x0 - xu <= abs(*eps1)) { |
|---|
| 17410 | goto L420; |
|---|
| 17411 | } |
|---|
| 17412 | tst1 = (abs(xu) + abs(x0)) * 2.; |
|---|
| 17413 | tst2 = tst1 + (x0 - xu); |
|---|
| 17414 | if (tst2 == tst1) { |
|---|
| 17415 | goto L420; |
|---|
| 17416 | } |
|---|
| 17417 | /* .......... IN-LINE PROCEDURE FOR STURM SEQUENCE .......... */ |
|---|
| 17418 | L320: |
|---|
| 17419 | s = p - 1; |
|---|
| 17420 | u = 1.; |
|---|
| 17421 | |
|---|
| 17422 | i_1 = q; |
|---|
| 17423 | for (i = p; i <= i_1; ++i) { |
|---|
| 17424 | if (u != 0.) { |
|---|
| 17425 | goto L325; |
|---|
| 17426 | } |
|---|
| 17427 | v = (d_1 = e[i], abs(d_1)) / epslon_(&c_b141); |
|---|
| 17428 | if (e2[i] == 0.) { |
|---|
| 17429 | v = 0.; |
|---|
| 17430 | } |
|---|
| 17431 | goto L330; |
|---|
| 17432 | L325: |
|---|
| 17433 | v = e2[i] / u; |
|---|
| 17434 | L330: |
|---|
| 17435 | u = d[i] - x1 - v; |
|---|
| 17436 | if (u < 0.) { |
|---|
| 17437 | ++s; |
|---|
| 17438 | } |
|---|
| 17439 | /* L340: */ |
|---|
| 17440 | } |
|---|
| 17441 | |
|---|
| 17442 | switch (isturm) { |
|---|
| 17443 | case 1: goto L60; |
|---|
| 17444 | case 2: goto L80; |
|---|
| 17445 | case 3: goto L200; |
|---|
| 17446 | case 4: goto L220; |
|---|
| 17447 | case 5: goto L360; |
|---|
| 17448 | } |
|---|
| 17449 | /* .......... REFINE INTERVALS .......... */ |
|---|
| 17450 | L360: |
|---|
| 17451 | if (s >= k) { |
|---|
| 17452 | goto L400; |
|---|
| 17453 | } |
|---|
| 17454 | xu = x1; |
|---|
| 17455 | if (s >= m1) { |
|---|
| 17456 | goto L380; |
|---|
| 17457 | } |
|---|
| 17458 | rv4[m1] = x1; |
|---|
| 17459 | goto L300; |
|---|
| 17460 | L380: |
|---|
| 17461 | rv4[s + 1] = x1; |
|---|
| 17462 | if (rv5[s] > x1) { |
|---|
| 17463 | rv5[s] = x1; |
|---|
| 17464 | } |
|---|
| 17465 | goto L300; |
|---|
| 17466 | L400: |
|---|
| 17467 | x0 = x1; |
|---|
| 17468 | goto L300; |
|---|
| 17469 | /* .......... K-TH EIGENVALUE FOUND .......... */ |
|---|
| 17470 | L420: |
|---|
| 17471 | rv5[k] = x1; |
|---|
| 17472 | --k; |
|---|
| 17473 | if (k >= m1) { |
|---|
| 17474 | goto L250; |
|---|
| 17475 | } |
|---|
| 17476 | /* .......... FIND VECTORS BY INVERSE ITERATION .......... */ |
|---|
| 17477 | norm = (d_1 = d[p], abs(d_1)); |
|---|
| 17478 | ip = p + 1; |
|---|
| 17479 | |
|---|
| 17480 | i_1 = q; |
|---|
| 17481 | for (i = ip; i <= i_1; ++i) { |
|---|
| 17482 | /* L500: */ |
|---|
| 17483 | /* Computing MAX */ |
|---|
| 17484 | d_3 = norm, d_4 = (d_1 = d[i], abs(d_1)) + (d_2 = e[i], abs(d_2) |
|---|
| 17485 | ); |
|---|
| 17486 | norm = max(d_3,d_4); |
|---|
| 17487 | } |
|---|
| 17488 | /* .......... EPS2 IS THE CRITERION FOR GROUPING, */ |
|---|
| 17489 | /* EPS3 REPLACES ZERO PIVOTS AND EQUAL */ |
|---|
| 17490 | /* ROOTS ARE MODIFIED BY EPS3, */ |
|---|
| 17491 | /* EPS4 IS TAKEN VERY SMALL TO AVOID OVERFLOW .......... */ |
|---|
| 17492 | eps2 = norm * .001; |
|---|
| 17493 | eps3 = epslon_(&norm); |
|---|
| 17494 | uk = (doublereal) (q - p + 1); |
|---|
| 17495 | eps4 = uk * eps3; |
|---|
| 17496 | uk = eps4 / sqrt(uk); |
|---|
| 17497 | group = 0; |
|---|
| 17498 | s = p; |
|---|
| 17499 | |
|---|
| 17500 | i_1 = m2; |
|---|
| 17501 | for (k = m1; k <= i_1; ++k) { |
|---|
| 17502 | ++r; |
|---|
| 17503 | its = 1; |
|---|
| 17504 | w[r] = rv5[k]; |
|---|
| 17505 | x1 = rv5[k]; |
|---|
| 17506 | /* .......... LOOK FOR CLOSE OR COINCIDENT ROOTS .......... */ |
|---|
| 17507 | if (k == m1) { |
|---|
| 17508 | goto L520; |
|---|
| 17509 | } |
|---|
| 17510 | if (x1 - x0 >= eps2) { |
|---|
| 17511 | group = -1; |
|---|
| 17512 | } |
|---|
| 17513 | ++group; |
|---|
| 17514 | if (x1 <= x0) { |
|---|
| 17515 | x1 = x0 + eps3; |
|---|
| 17516 | } |
|---|
| 17517 | /* .......... ELIMINATION WITH INTERCHANGES AND */ |
|---|
| 17518 | /* INITIALIZATION OF VECTOR .......... */ |
|---|
| 17519 | L520: |
|---|
| 17520 | v = 0.; |
|---|
| 17521 | |
|---|
| 17522 | i_2 = q; |
|---|
| 17523 | for (i = p; i <= i_2; ++i) { |
|---|
| 17524 | rv6[i] = uk; |
|---|
| 17525 | if (i == p) { |
|---|
| 17526 | goto L560; |
|---|
| 17527 | } |
|---|
| 17528 | if ((d_1 = e[i], abs(d_1)) < abs(u)) { |
|---|
| 17529 | goto L540; |
|---|
| 17530 | } |
|---|
| 17531 | xu = u / e[i]; |
|---|
| 17532 | rv4[i] = xu; |
|---|
| 17533 | rv1[i - 1] = e[i]; |
|---|
| 17534 | rv2[i - 1] = d[i] - x1; |
|---|
| 17535 | rv3[i - 1] = 0.; |
|---|
| 17536 | if (i != q) { |
|---|
| 17537 | rv3[i - 1] = e[i + 1]; |
|---|
| 17538 | } |
|---|
| 17539 | u = v - xu * rv2[i - 1]; |
|---|
| 17540 | v = -xu * rv3[i - 1]; |
|---|
| 17541 | goto L580; |
|---|
| 17542 | L540: |
|---|
| 17543 | xu = e[i] / u; |
|---|
| 17544 | rv4[i] = xu; |
|---|
| 17545 | rv1[i - 1] = u; |
|---|
| 17546 | rv2[i - 1] = v; |
|---|
| 17547 | rv3[i - 1] = 0.; |
|---|
| 17548 | L560: |
|---|
| 17549 | u = d[i] - x1 - xu * v; |
|---|
| 17550 | if (i != q) { |
|---|
| 17551 | v = e[i + 1]; |
|---|
| 17552 | } |
|---|
| 17553 | L580: |
|---|
| 17554 | ; |
|---|
| 17555 | } |
|---|
| 17556 | |
|---|
| 17557 | if (u == 0.) { |
|---|
| 17558 | u = eps3; |
|---|
| 17559 | } |
|---|
| 17560 | rv1[q] = u; |
|---|
| 17561 | rv2[q] = 0.; |
|---|
| 17562 | rv3[q] = 0.; |
|---|
| 17563 | /* .......... BACK SUBSTITUTION */ |
|---|
| 17564 | /* FOR I=Q STEP -1 UNTIL P DO -- .......... */ |
|---|
| 17565 | L600: |
|---|
| 17566 | i_2 = q; |
|---|
| 17567 | for (ii = p; ii <= i_2; ++ii) { |
|---|
| 17568 | i = p + q - ii; |
|---|
| 17569 | rv6[i] = (rv6[i] - u * rv2[i] - v * rv3[i]) / rv1[i]; |
|---|
| 17570 | v = u; |
|---|
| 17571 | u = rv6[i]; |
|---|
| 17572 | /* L620: */ |
|---|
| 17573 | } |
|---|
| 17574 | /* .......... ORTHOGONALIZE WITH RESPECT TO PREVIOUS */ |
|---|
| 17575 | /* MEMBERS OF GROUP .......... */ |
|---|
| 17576 | if (group == 0) { |
|---|
| 17577 | goto L700; |
|---|
| 17578 | } |
|---|
| 17579 | |
|---|
| 17580 | i_2 = group; |
|---|
| 17581 | for (jj = 1; jj <= i_2; ++jj) { |
|---|
| 17582 | j = r - group - 1 + jj; |
|---|
| 17583 | xu = 0.; |
|---|
| 17584 | |
|---|
| 17585 | i_3 = q; |
|---|
| 17586 | for (i = p; i <= i_3; ++i) { |
|---|
| 17587 | /* L640: */ |
|---|
| 17588 | xu += rv6[i] * z[i + j * z_dim1]; |
|---|
| 17589 | } |
|---|
| 17590 | |
|---|
| 17591 | i_3 = q; |
|---|
| 17592 | for (i = p; i <= i_3; ++i) { |
|---|
| 17593 | /* L660: */ |
|---|
| 17594 | rv6[i] -= xu * z[i + j * z_dim1]; |
|---|
| 17595 | } |
|---|
| 17596 | |
|---|
| 17597 | /* L680: */ |
|---|
| 17598 | } |
|---|
| 17599 | |
|---|
| 17600 | L700: |
|---|
| 17601 | norm = 0.; |
|---|
| 17602 | |
|---|
| 17603 | i_2 = q; |
|---|
| 17604 | for (i = p; i <= i_2; ++i) { |
|---|
| 17605 | /* L720: */ |
|---|
| 17606 | norm += (d_1 = rv6[i], abs(d_1)); |
|---|
| 17607 | } |
|---|
| 17608 | |
|---|
| 17609 | if (norm >= 1.) { |
|---|
| 17610 | goto L840; |
|---|
| 17611 | } |
|---|
| 17612 | /* .......... FORWARD SUBSTITUTION .......... */ |
|---|
| 17613 | if (its == 5) { |
|---|
| 17614 | goto L960; |
|---|
| 17615 | } |
|---|
| 17616 | if (norm != 0.) { |
|---|
| 17617 | goto L740; |
|---|
| 17618 | } |
|---|
| 17619 | rv6[s] = eps4; |
|---|
| 17620 | ++s; |
|---|
| 17621 | if (s > q) { |
|---|
| 17622 | s = p; |
|---|
| 17623 | } |
|---|
| 17624 | goto L780; |
|---|
| 17625 | L740: |
|---|
| 17626 | xu = eps4 / norm; |
|---|
| 17627 | |
|---|
| 17628 | i_2 = q; |
|---|
| 17629 | for (i = p; i <= i_2; ++i) { |
|---|
| 17630 | /* L760: */ |
|---|
| 17631 | rv6[i] *= xu; |
|---|
| 17632 | } |
|---|
| 17633 | /* .......... ELIMINATION OPERATIONS ON NEXT VECTOR */ |
|---|
| 17634 | /* ITERATE .......... */ |
|---|
| 17635 | L780: |
|---|
| 17636 | i_2 = q; |
|---|
| 17637 | for (i = ip; i <= i_2; ++i) { |
|---|
| 17638 | u = rv6[i]; |
|---|
| 17639 | /* .......... IF RV1(I-1) .EQ. E(I), A ROW INTERCHANGE */ |
|---|
| 17640 | /* WAS PERFORMED EARLIER IN THE */ |
|---|
| 17641 | /* TRIANGULARIZATION PROCESS .......... */ |
|---|
| 17642 | if (rv1[i - 1] != e[i]) { |
|---|
| 17643 | goto L800; |
|---|
| 17644 | } |
|---|
| 17645 | u = rv6[i - 1]; |
|---|
| 17646 | rv6[i - 1] = rv6[i]; |
|---|
| 17647 | L800: |
|---|
| 17648 | rv6[i] = u - rv4[i] * rv6[i - 1]; |
|---|
| 17649 | /* L820: */ |
|---|
| 17650 | } |
|---|
| 17651 | |
|---|
| 17652 | ++its; |
|---|
| 17653 | goto L600; |
|---|
| 17654 | /* .......... NORMALIZE SO THAT SUM OF SQUARES IS */ |
|---|
| 17655 | /* 1 AND EXPAND TO FULL ORDER .......... */ |
|---|
| 17656 | L840: |
|---|
| 17657 | u = 0.; |
|---|
| 17658 | |
|---|
| 17659 | i_2 = q; |
|---|
| 17660 | for (i = p; i <= i_2; ++i) { |
|---|
| 17661 | /* L860: */ |
|---|
| 17662 | u = pythag_(&u, &rv6[i]); |
|---|
| 17663 | } |
|---|
| 17664 | |
|---|
| 17665 | xu = 1. / u; |
|---|
| 17666 | |
|---|
| 17667 | i_2 = *n; |
|---|
| 17668 | for (i = 1; i <= i_2; ++i) { |
|---|
| 17669 | /* L880: */ |
|---|
| 17670 | z[i + r * z_dim1] = 0.; |
|---|
| 17671 | } |
|---|
| 17672 | |
|---|
| 17673 | i_2 = q; |
|---|
| 17674 | for (i = p; i <= i_2; ++i) { |
|---|
| 17675 | /* L900: */ |
|---|
| 17676 | z[i + r * z_dim1] = rv6[i] * xu; |
|---|
| 17677 | } |
|---|
| 17678 | |
|---|
| 17679 | x0 = x1; |
|---|
| 17680 | /* L920: */ |
|---|
| 17681 | } |
|---|
| 17682 | |
|---|
| 17683 | L940: |
|---|
| 17684 | if (q < *n) { |
|---|
| 17685 | goto L100; |
|---|
| 17686 | } |
|---|
| 17687 | goto L1001; |
|---|
| 17688 | /* .......... SET ERROR -- NON-CONVERGED EIGENVECTOR .......... */ |
|---|
| 17689 | L960: |
|---|
| 17690 | *ierr = (*n << 2) + r; |
|---|
| 17691 | goto L1001; |
|---|
| 17692 | /* .......... SET ERROR -- UNDERESTIMATE OF NUMBER OF */ |
|---|
| 17693 | /* EIGENVALUES IN INTERVAL .......... */ |
|---|
| 17694 | L980: |
|---|
| 17695 | *ierr = *n * 3 + 1; |
|---|
| 17696 | L1001: |
|---|
| 17697 | *lb = t1; |
|---|
| 17698 | *ub = t2; |
|---|
| 17699 | return 0; |
|---|
| 17700 | } /* tsturm_ */ |
|---|
| 17701 | |
|---|
| 17702 | #ifdef __cplusplus |
|---|
| 17703 | } |
|---|
| 17704 | #endif |
|---|