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Adddsterf and tests

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btracey
2016-02-02 00:58:33 -07:00
parent a5f07f6773
commit 651825ac64
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20
internal/testdata/dsterftest/Makefile vendored Normal file
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FC = gfortran
FFLAGS = -O2
targets = testdsterf
objects = disnan.o dlamch.o dlanst.o dlaisnan.o dlassq.o dlapy2.o lsame.o dlae2.o dlascl.o dlasrt.o dsterf.o xerbla.o
default : $(targets)
.PHONY : default
testdsterf : testdsterf.o $(objects)
% : %.o
$(FC) $(FFLAGS) $^ -o $@
%.o : %.f90
$(FC) $(FFLAGS) -c -o $@ $<
clean :
rm -f *.o $(targets) *.txt
.PHONY : clean

80
internal/testdata/dsterftest/disnan.f vendored Normal file
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*> \brief \b DISNAN tests input for NaN.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DISNAN + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/disnan.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/disnan.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/disnan.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* LOGICAL FUNCTION DISNAN( DIN )
*
* .. Scalar Arguments ..
* DOUBLE PRECISION DIN
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DISNAN returns .TRUE. if its argument is NaN, and .FALSE.
*> otherwise. To be replaced by the Fortran 2003 intrinsic in the
*> future.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] DIN
*> \verbatim
*> DIN is DOUBLE PRECISION
*> Input to test for NaN.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
LOGICAL FUNCTION DISNAN( DIN )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
DOUBLE PRECISION DIN
* ..
*
* =====================================================================
*
* .. External Functions ..
LOGICAL DLAISNAN
EXTERNAL DLAISNAN
* ..
* .. Executable Statements ..
DISNAN = DLAISNAN(DIN,DIN)
RETURN
END

185
internal/testdata/dsterftest/dlae2.f vendored Normal file
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*> \brief \b DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLAE2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlae2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlae2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlae2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLAE2( A, B, C, RT1, RT2 )
*
* .. Scalar Arguments ..
* DOUBLE PRECISION A, B, C, RT1, RT2
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix
*> [ A B ]
*> [ B C ].
*> On return, RT1 is the eigenvalue of larger absolute value, and RT2
*> is the eigenvalue of smaller absolute value.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] A
*> \verbatim
*> A is DOUBLE PRECISION
*> The (1,1) element of the 2-by-2 matrix.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*> B is DOUBLE PRECISION
*> The (1,2) and (2,1) elements of the 2-by-2 matrix.
*> \endverbatim
*>
*> \param[in] C
*> \verbatim
*> C is DOUBLE PRECISION
*> The (2,2) element of the 2-by-2 matrix.
*> \endverbatim
*>
*> \param[out] RT1
*> \verbatim
*> RT1 is DOUBLE PRECISION
*> The eigenvalue of larger absolute value.
*> \endverbatim
*>
*> \param[out] RT2
*> \verbatim
*> RT2 is DOUBLE PRECISION
*> The eigenvalue of smaller absolute value.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> RT1 is accurate to a few ulps barring over/underflow.
*>
*> RT2 may be inaccurate if there is massive cancellation in the
*> determinant A*C-B*B; higher precision or correctly rounded or
*> correctly truncated arithmetic would be needed to compute RT2
*> accurately in all cases.
*>
*> Overflow is possible only if RT1 is within a factor of 5 of overflow.
*> Underflow is harmless if the input data is 0 or exceeds
*> underflow_threshold / macheps.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DLAE2( A, B, C, RT1, RT2 )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
DOUBLE PRECISION A, B, C, RT1, RT2
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
DOUBLE PRECISION TWO
PARAMETER ( TWO = 2.0D0 )
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
DOUBLE PRECISION HALF
PARAMETER ( HALF = 0.5D0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION AB, ACMN, ACMX, ADF, DF, RT, SM, TB
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SQRT
* ..
* .. Executable Statements ..
*
* Compute the eigenvalues
*
SM = A + C
DF = A - C
ADF = ABS( DF )
TB = B + B
AB = ABS( TB )
IF( ABS( A ).GT.ABS( C ) ) THEN
ACMX = A
ACMN = C
ELSE
ACMX = C
ACMN = A
END IF
IF( ADF.GT.AB ) THEN
RT = ADF*SQRT( ONE+( AB / ADF )**2 )
ELSE IF( ADF.LT.AB ) THEN
RT = AB*SQRT( ONE+( ADF / AB )**2 )
ELSE
*
* Includes case AB=ADF=0
*
RT = AB*SQRT( TWO )
END IF
IF( SM.LT.ZERO ) THEN
RT1 = HALF*( SM-RT )
*
* Order of execution important.
* To get fully accurate smaller eigenvalue,
* next line needs to be executed in higher precision.
*
RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
ELSE IF( SM.GT.ZERO ) THEN
RT1 = HALF*( SM+RT )
*
* Order of execution important.
* To get fully accurate smaller eigenvalue,
* next line needs to be executed in higher precision.
*
RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B
ELSE
*
* Includes case RT1 = RT2 = 0
*
RT1 = HALF*RT
RT2 = -HALF*RT
END IF
RETURN
*
* End of DLAE2
*
END

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internal/testdata/dsterftest/dlaisnan.f vendored Normal file
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*> \brief \b DLAISNAN tests input for NaN by comparing two arguments for inequality.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLAISNAN + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaisnan.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaisnan.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaisnan.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* LOGICAL FUNCTION DLAISNAN( DIN1, DIN2 )
*
* .. Scalar Arguments ..
* DOUBLE PRECISION DIN1, DIN2
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> This routine is not for general use. It exists solely to avoid
*> over-optimization in DISNAN.
*>
*> DLAISNAN checks for NaNs by comparing its two arguments for
*> inequality. NaN is the only floating-point value where NaN != NaN
*> returns .TRUE. To check for NaNs, pass the same variable as both
*> arguments.
*>
*> A compiler must assume that the two arguments are
*> not the same variable, and the test will not be optimized away.
*> Interprocedural or whole-program optimization may delete this
*> test. The ISNAN functions will be replaced by the correct
*> Fortran 03 intrinsic once the intrinsic is widely available.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] DIN1
*> \verbatim
*> DIN1 is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in] DIN2
*> \verbatim
*> DIN2 is DOUBLE PRECISION
*> Two numbers to compare for inequality.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
LOGICAL FUNCTION DLAISNAN( DIN1, DIN2 )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
DOUBLE PRECISION DIN1, DIN2
* ..
*
* =====================================================================
*
* .. Executable Statements ..
DLAISNAN = (DIN1.NE.DIN2)
RETURN
END

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internal/testdata/dsterftest/dlamch.f vendored Normal file
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*> \brief \b DLAMCH
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DLAMCH( CMACH )
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLAMCH determines double precision machine parameters.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] CMACH
*> \verbatim
*> Specifies the value to be returned by DLAMCH:
*> = 'E' or 'e', DLAMCH := eps
*> = 'S' or 's , DLAMCH := sfmin
*> = 'B' or 'b', DLAMCH := base
*> = 'P' or 'p', DLAMCH := eps*base
*> = 'N' or 'n', DLAMCH := t
*> = 'R' or 'r', DLAMCH := rnd
*> = 'M' or 'm', DLAMCH := emin
*> = 'U' or 'u', DLAMCH := rmin
*> = 'L' or 'l', DLAMCH := emax
*> = 'O' or 'o', DLAMCH := rmax
*> where
*> eps = relative machine precision
*> sfmin = safe minimum, such that 1/sfmin does not overflow
*> base = base of the machine
*> prec = eps*base
*> t = number of (base) digits in the mantissa
*> rnd = 1.0 when rounding occurs in addition, 0.0 otherwise
*> emin = minimum exponent before (gradual) underflow
*> rmin = underflow threshold - base**(emin-1)
*> emax = largest exponent before overflow
*> rmax = overflow threshold - (base**emax)*(1-eps)
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
DOUBLE PRECISION FUNCTION DLAMCH( CMACH )
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER CMACH
* ..
*
* .. Scalar Arguments ..
DOUBLE PRECISION A, B
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION RND, EPS, SFMIN, SMALL, RMACH
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. Intrinsic Functions ..
INTRINSIC DIGITS, EPSILON, HUGE, MAXEXPONENT,
$ MINEXPONENT, RADIX, TINY
* ..
* .. Executable Statements ..
*
*
* Assume rounding, not chopping. Always.
*
RND = ONE
*
IF( ONE.EQ.RND ) THEN
EPS = EPSILON(ZERO) * 0.5
ELSE
EPS = EPSILON(ZERO)
END IF
*
IF( LSAME( CMACH, 'E' ) ) THEN
RMACH = EPS
ELSE IF( LSAME( CMACH, 'S' ) ) THEN
SFMIN = TINY(ZERO)
SMALL = ONE / HUGE(ZERO)
IF( SMALL.GE.SFMIN ) THEN
*
* Use SMALL plus a bit, to avoid the possibility of rounding
* causing overflow when computing 1/sfmin.
*
SFMIN = SMALL*( ONE+EPS )
END IF
RMACH = SFMIN
ELSE IF( LSAME( CMACH, 'B' ) ) THEN
RMACH = RADIX(ZERO)
ELSE IF( LSAME( CMACH, 'P' ) ) THEN
RMACH = EPS * RADIX(ZERO)
ELSE IF( LSAME( CMACH, 'N' ) ) THEN
RMACH = DIGITS(ZERO)
ELSE IF( LSAME( CMACH, 'R' ) ) THEN
RMACH = RND
ELSE IF( LSAME( CMACH, 'M' ) ) THEN
RMACH = MINEXPONENT(ZERO)
ELSE IF( LSAME( CMACH, 'U' ) ) THEN
RMACH = tiny(zero)
ELSE IF( LSAME( CMACH, 'L' ) ) THEN
RMACH = MAXEXPONENT(ZERO)
ELSE IF( LSAME( CMACH, 'O' ) ) THEN
RMACH = HUGE(ZERO)
ELSE
RMACH = ZERO
END IF
*
DLAMCH = RMACH
RETURN
*
* End of DLAMCH
*
END
************************************************************************
*> \brief \b DLAMC3
*> \details
*> \b Purpose:
*> \verbatim
*> DLAMC3 is intended to force A and B to be stored prior to doing
*> the addition of A and B , for use in situations where optimizers
*> might hold one of these in a register.
*> \endverbatim
*> \author LAPACK is a software package provided by Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..
*> \date November 2011
*> \ingroup auxOTHERauxiliary
*>
*> \param[in] A
*> \verbatim
*> A is a DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*> B is a DOUBLE PRECISION
*> The values A and B.
*> \endverbatim
*>
DOUBLE PRECISION FUNCTION DLAMC3( A, B )
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2010
*
* .. Scalar Arguments ..
DOUBLE PRECISION A, B
* ..
* =====================================================================
*
* .. Executable Statements ..
*
DLAMC3 = A + B
*
RETURN
*
* End of DLAMC3
*
END
*
************************************************************************

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internal/testdata/dsterftest/dlanst.f vendored Normal file
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*> \brief \b DLANST returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLANST + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlanst.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlanst.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlanst.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DLANST( NORM, N, D, E )
*
* .. Scalar Arguments ..
* CHARACTER NORM
* INTEGER N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION D( * ), E( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLANST returns the value of the one norm, or the Frobenius norm, or
*> the infinity norm, or the element of largest absolute value of a
*> real symmetric tridiagonal matrix A.
*> \endverbatim
*>
*> \return DLANST
*> \verbatim
*>
*> DLANST = ( max(abs(A(i,j))), NORM = 'M' or 'm'
*> (
*> ( norm1(A), NORM = '1', 'O' or 'o'
*> (
*> ( normI(A), NORM = 'I' or 'i'
*> (
*> ( normF(A), NORM = 'F', 'f', 'E' or 'e'
*>
*> where norm1 denotes the one norm of a matrix (maximum column sum),
*> normI denotes the infinity norm of a matrix (maximum row sum) and
*> normF denotes the Frobenius norm of a matrix (square root of sum of
*> squares). Note that max(abs(A(i,j))) is not a consistent matrix norm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] NORM
*> \verbatim
*> NORM is CHARACTER*1
*> Specifies the value to be returned in DLANST as described
*> above.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0. When N = 0, DLANST is
*> set to zero.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> The diagonal elements of A.
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*> E is DOUBLE PRECISION array, dimension (N-1)
*> The (n-1) sub-diagonal or super-diagonal elements of A.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
DOUBLE PRECISION FUNCTION DLANST( NORM, N, D, E )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
CHARACTER NORM
INTEGER N
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( * ), E( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I
DOUBLE PRECISION ANORM, SCALE, SUM
* ..
* .. External Functions ..
LOGICAL LSAME, DISNAN
EXTERNAL LSAME, DISNAN
* ..
* .. External Subroutines ..
EXTERNAL DLASSQ
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SQRT
* ..
* .. Executable Statements ..
*
IF( N.LE.0 ) THEN
ANORM = ZERO
ELSE IF( LSAME( NORM, 'M' ) ) THEN
*
* Find max(abs(A(i,j))).
*
ANORM = ABS( D( N ) )
DO 10 I = 1, N - 1
SUM = ABS( D( I ) )
IF( ANORM .LT. SUM .OR. DISNAN( SUM ) ) ANORM = SUM
SUM = ABS( E( I ) )
IF( ANORM .LT. SUM .OR. DISNAN( SUM ) ) ANORM = SUM
10 CONTINUE
ELSE IF( LSAME( NORM, 'O' ) .OR. NORM.EQ.'1' .OR.
$ LSAME( NORM, 'I' ) ) THEN
*
* Find norm1(A).
*
IF( N.EQ.1 ) THEN
ANORM = ABS( D( 1 ) )
ELSE
ANORM = ABS( D( 1 ) )+ABS( E( 1 ) )
SUM = ABS( E( N-1 ) )+ABS( D( N ) )
IF( ANORM .LT. SUM .OR. DISNAN( SUM ) ) ANORM = SUM
DO 20 I = 2, N - 1
SUM = ABS( D( I ) )+ABS( E( I ) )+ABS( E( I-1 ) )
IF( ANORM .LT. SUM .OR. DISNAN( SUM ) ) ANORM = SUM
20 CONTINUE
END IF
ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN
*
* Find normF(A).
*
SCALE = ZERO
SUM = ONE
IF( N.GT.1 ) THEN
CALL DLASSQ( N-1, E, 1, SCALE, SUM )
SUM = 2*SUM
END IF
CALL DLASSQ( N, D, 1, SCALE, SUM )
ANORM = SCALE*SQRT( SUM )
END IF
*
DLANST = ANORM
RETURN
*
* End of DLANST
*
END

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*> \brief \b DLAPY2 returns sqrt(x2+y2).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLAPY2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlapy2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlapy2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlapy2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DLAPY2( X, Y )
*
* .. Scalar Arguments ..
* DOUBLE PRECISION X, Y
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary
*> overflow.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] X
*> \verbatim
*> X is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in] Y
*> \verbatim
*> Y is DOUBLE PRECISION
*> X and Y specify the values x and y.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
DOUBLE PRECISION FUNCTION DLAPY2( X, Y )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
DOUBLE PRECISION X, Y
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION W, XABS, YABS, Z
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
XABS = ABS( X )
YABS = ABS( Y )
W = MAX( XABS, YABS )
Z = MIN( XABS, YABS )
IF( Z.EQ.ZERO ) THEN
DLAPY2 = W
ELSE
DLAPY2 = W*SQRT( ONE+( Z / W )**2 )
END IF
RETURN
*
* End of DLAPY2
*
END

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*> \brief \b DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASCL + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlascl.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlascl.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlascl.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASCL( TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO )
*
* .. Scalar Arguments ..
* CHARACTER TYPE
* INTEGER INFO, KL, KU, LDA, M, N
* DOUBLE PRECISION CFROM, CTO
* ..
* .. Array Arguments ..
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASCL multiplies the M by N real matrix A by the real scalar
*> CTO/CFROM. This is done without over/underflow as long as the final
*> result CTO*A(I,J)/CFROM does not over/underflow. TYPE specifies that
*> A may be full, upper triangular, lower triangular, upper Hessenberg,
*> or banded.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] TYPE
*> \verbatim
*> TYPE is CHARACTER*1
*> TYPE indices the storage type of the input matrix.
*> = 'G': A is a full matrix.
*> = 'L': A is a lower triangular matrix.
*> = 'U': A is an upper triangular matrix.
*> = 'H': A is an upper Hessenberg matrix.
*> = 'B': A is a symmetric band matrix with lower bandwidth KL
*> and upper bandwidth KU and with the only the lower
*> half stored.
*> = 'Q': A is a symmetric band matrix with lower bandwidth KL
*> and upper bandwidth KU and with the only the upper
*> half stored.
*> = 'Z': A is a band matrix with lower bandwidth KL and upper
*> bandwidth KU. See DGBTRF for storage details.
*> \endverbatim
*>
*> \param[in] KL
*> \verbatim
*> KL is INTEGER
*> The lower bandwidth of A. Referenced only if TYPE = 'B',
*> 'Q' or 'Z'.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*> KU is INTEGER
*> The upper bandwidth of A. Referenced only if TYPE = 'B',
*> 'Q' or 'Z'.
*> \endverbatim
*>
*> \param[in] CFROM
*> \verbatim
*> CFROM is DOUBLE PRECISION
*> \endverbatim
*>
*> \param[in] CTO
*> \verbatim
*> CTO is DOUBLE PRECISION
*>
*> The matrix A is multiplied by CTO/CFROM. A(I,J) is computed
*> without over/underflow if the final result CTO*A(I,J)/CFROM
*> can be represented without over/underflow. CFROM must be
*> nonzero.
*> \endverbatim
*>
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is DOUBLE PRECISION array, dimension (LDA,N)
*> The matrix to be multiplied by CTO/CFROM. See TYPE for the
*> storage type.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> 0 - successful exit
*> <0 - if INFO = -i, the i-th argument had an illegal value.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
SUBROUTINE DLASCL( TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
CHARACTER TYPE
INTEGER INFO, KL, KU, LDA, M, N
DOUBLE PRECISION CFROM, CTO
* ..
* .. Array Arguments ..
DOUBLE PRECISION A( LDA, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 )
* ..
* .. Local Scalars ..
LOGICAL DONE
INTEGER I, ITYPE, J, K1, K2, K3, K4
DOUBLE PRECISION BIGNUM, CFROM1, CFROMC, CTO1, CTOC, MUL, SMLNUM
* ..
* .. External Functions ..
LOGICAL LSAME, DISNAN
DOUBLE PRECISION DLAMCH
EXTERNAL LSAME, DLAMCH, DISNAN
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, MIN
* ..
* .. External Subroutines ..
EXTERNAL XERBLA
* ..
* .. Executable Statements ..
*
* Test the input arguments
*
INFO = 0
*
IF( LSAME( TYPE, 'G' ) ) THEN
ITYPE = 0
ELSE IF( LSAME( TYPE, 'L' ) ) THEN
ITYPE = 1
ELSE IF( LSAME( TYPE, 'U' ) ) THEN
ITYPE = 2
ELSE IF( LSAME( TYPE, 'H' ) ) THEN
ITYPE = 3
ELSE IF( LSAME( TYPE, 'B' ) ) THEN
ITYPE = 4
ELSE IF( LSAME( TYPE, 'Q' ) ) THEN
ITYPE = 5
ELSE IF( LSAME( TYPE, 'Z' ) ) THEN
ITYPE = 6
ELSE
ITYPE = -1
END IF
*
IF( ITYPE.EQ.-1 ) THEN
INFO = -1
ELSE IF( CFROM.EQ.ZERO .OR. DISNAN(CFROM) ) THEN
INFO = -4
ELSE IF( DISNAN(CTO) ) THEN
INFO = -5
ELSE IF( M.LT.0 ) THEN
INFO = -6
ELSE IF( N.LT.0 .OR. ( ITYPE.EQ.4 .AND. N.NE.M ) .OR.
$ ( ITYPE.EQ.5 .AND. N.NE.M ) ) THEN
INFO = -7
ELSE IF( ITYPE.LE.3 .AND. LDA.LT.MAX( 1, M ) ) THEN
INFO = -9
ELSE IF( ITYPE.GE.4 ) THEN
IF( KL.LT.0 .OR. KL.GT.MAX( M-1, 0 ) ) THEN
INFO = -2
ELSE IF( KU.LT.0 .OR. KU.GT.MAX( N-1, 0 ) .OR.
$ ( ( ITYPE.EQ.4 .OR. ITYPE.EQ.5 ) .AND. KL.NE.KU ) )
$ THEN
INFO = -3
ELSE IF( ( ITYPE.EQ.4 .AND. LDA.LT.KL+1 ) .OR.
$ ( ITYPE.EQ.5 .AND. LDA.LT.KU+1 ) .OR.
$ ( ITYPE.EQ.6 .AND. LDA.LT.2*KL+KU+1 ) ) THEN
INFO = -9
END IF
END IF
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DLASCL', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 .OR. M.EQ.0 )
$ RETURN
*
* Get machine parameters
*
SMLNUM = DLAMCH( 'S' )
BIGNUM = ONE / SMLNUM
*
CFROMC = CFROM
CTOC = CTO
*
10 CONTINUE
CFROM1 = CFROMC*SMLNUM
IF( CFROM1.EQ.CFROMC ) THEN
! CFROMC is an inf. Multiply by a correctly signed zero for
! finite CTOC, or a NaN if CTOC is infinite.
MUL = CTOC / CFROMC
DONE = .TRUE.
CTO1 = CTOC
ELSE
CTO1 = CTOC / BIGNUM
IF( CTO1.EQ.CTOC ) THEN
! CTOC is either 0 or an inf. In both cases, CTOC itself
! serves as the correct multiplication factor.
MUL = CTOC
DONE = .TRUE.
CFROMC = ONE
ELSE IF( ABS( CFROM1 ).GT.ABS( CTOC ) .AND. CTOC.NE.ZERO ) THEN
MUL = SMLNUM
DONE = .FALSE.
CFROMC = CFROM1
ELSE IF( ABS( CTO1 ).GT.ABS( CFROMC ) ) THEN
MUL = BIGNUM
DONE = .FALSE.
CTOC = CTO1
ELSE
MUL = CTOC / CFROMC
DONE = .TRUE.
END IF
END IF
*
IF( ITYPE.EQ.0 ) THEN
*
* Full matrix
*
DO 30 J = 1, N
DO 20 I = 1, M
A( I, J ) = A( I, J )*MUL
20 CONTINUE
30 CONTINUE
*
ELSE IF( ITYPE.EQ.1 ) THEN
*
* Lower triangular matrix
*
DO 50 J = 1, N
DO 40 I = J, M
A( I, J ) = A( I, J )*MUL
40 CONTINUE
50 CONTINUE
*
ELSE IF( ITYPE.EQ.2 ) THEN
*
* Upper triangular matrix
*
DO 70 J = 1, N
DO 60 I = 1, MIN( J, M )
A( I, J ) = A( I, J )*MUL
60 CONTINUE
70 CONTINUE
*
ELSE IF( ITYPE.EQ.3 ) THEN
*
* Upper Hessenberg matrix
*
DO 90 J = 1, N
DO 80 I = 1, MIN( J+1, M )
A( I, J ) = A( I, J )*MUL
80 CONTINUE
90 CONTINUE
*
ELSE IF( ITYPE.EQ.4 ) THEN
*
* Lower half of a symmetric band matrix
*
K3 = KL + 1
K4 = N + 1
DO 110 J = 1, N
DO 100 I = 1, MIN( K3, K4-J )
A( I, J ) = A( I, J )*MUL
100 CONTINUE
110 CONTINUE
*
ELSE IF( ITYPE.EQ.5 ) THEN
*
* Upper half of a symmetric band matrix
*
K1 = KU + 2
K3 = KU + 1
DO 130 J = 1, N
DO 120 I = MAX( K1-J, 1 ), K3
A( I, J ) = A( I, J )*MUL
120 CONTINUE
130 CONTINUE
*
ELSE IF( ITYPE.EQ.6 ) THEN
*
* Band matrix
*
K1 = KL + KU + 2
K2 = KL + 1
K3 = 2*KL + KU + 1
K4 = KL + KU + 1 + M
DO 150 J = 1, N
DO 140 I = MAX( K1-J, K2 ), MIN( K3, K4-J )
A( I, J ) = A( I, J )*MUL
140 CONTINUE
150 CONTINUE
*
END IF
*
IF( .NOT.DONE )
$ GO TO 10
*
RETURN
*
* End of DLASCL
*
END

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*> \brief \b DLASRT sorts numbers in increasing or decreasing order.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASRT + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasrt.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasrt.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasrt.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASRT( ID, N, D, INFO )
*
* .. Scalar Arguments ..
* CHARACTER ID
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION D( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> Sort the numbers in D in increasing order (if ID = 'I') or
*> in decreasing order (if ID = 'D' ).
*>
*> Use Quick Sort, reverting to Insertion sort on arrays of
*> size <= 20. Dimension of STACK limits N to about 2**32.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] ID
*> \verbatim
*> ID is CHARACTER*1
*> = 'I': sort D in increasing order;
*> = 'D': sort D in decreasing order.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The length of the array D.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> On entry, the array to be sorted.
*> On exit, D has been sorted into increasing order
*> (D(1) <= ... <= D(N) ) or into decreasing order
*> (D(1) >= ... >= D(N) ), depending on ID.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERcomputational
*
* =====================================================================
SUBROUTINE DLASRT( ID, N, D, INFO )
*
* -- LAPACK computational routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
CHARACTER ID
INTEGER INFO, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
INTEGER SELECT
PARAMETER ( SELECT = 20 )
* ..
* .. Local Scalars ..
INTEGER DIR, ENDD, I, J, START, STKPNT
DOUBLE PRECISION D1, D2, D3, DMNMX, TMP
* ..
* .. Local Arrays ..
INTEGER STACK( 2, 32 )
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL XERBLA
* ..
* .. Executable Statements ..
*
* Test the input paramters.
*
INFO = 0
DIR = -1
IF( LSAME( ID, 'D' ) ) THEN
DIR = 0
ELSE IF( LSAME( ID, 'I' ) ) THEN
DIR = 1
END IF
IF( DIR.EQ.-1 ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DLASRT', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.LE.1 )
$ RETURN
*
STKPNT = 1
STACK( 1, 1 ) = 1
STACK( 2, 1 ) = N
10 CONTINUE
START = STACK( 1, STKPNT )
ENDD = STACK( 2, STKPNT )
STKPNT = STKPNT - 1
IF( ENDD-START.LE.SELECT .AND. ENDD-START.GT.0 ) THEN
*
* Do Insertion sort on D( START:ENDD )
*
IF( DIR.EQ.0 ) THEN
*
* Sort into decreasing order
*
DO 30 I = START + 1, ENDD
DO 20 J = I, START + 1, -1
IF( D( J ).GT.D( J-1 ) ) THEN
DMNMX = D( J )
D( J ) = D( J-1 )
D( J-1 ) = DMNMX
ELSE
GO TO 30
END IF
20 CONTINUE
30 CONTINUE
*
ELSE
*
* Sort into increasing order
*
DO 50 I = START + 1, ENDD
DO 40 J = I, START + 1, -1
IF( D( J ).LT.D( J-1 ) ) THEN
DMNMX = D( J )
D( J ) = D( J-1 )
D( J-1 ) = DMNMX
ELSE
GO TO 50
END IF
40 CONTINUE
50 CONTINUE
*
END IF
*
ELSE IF( ENDD-START.GT.SELECT ) THEN
*
* Partition D( START:ENDD ) and stack parts, largest one first
*
* Choose partition entry as median of 3
*
D1 = D( START )
D2 = D( ENDD )
I = ( START+ENDD ) / 2
D3 = D( I )
IF( D1.LT.D2 ) THEN
IF( D3.LT.D1 ) THEN
DMNMX = D1
ELSE IF( D3.LT.D2 ) THEN
DMNMX = D3
ELSE
DMNMX = D2
END IF
ELSE
IF( D3.LT.D2 ) THEN
DMNMX = D2
ELSE IF( D3.LT.D1 ) THEN
DMNMX = D3
ELSE
DMNMX = D1
END IF
END IF
*
IF( DIR.EQ.0 ) THEN
*
* Sort into decreasing order
*
I = START - 1
J = ENDD + 1
60 CONTINUE
70 CONTINUE
J = J - 1
IF( D( J ).LT.DMNMX )
$ GO TO 70
80 CONTINUE
I = I + 1
IF( D( I ).GT.DMNMX )
$ GO TO 80
IF( I.LT.J ) THEN
TMP = D( I )
D( I ) = D( J )
D( J ) = TMP
GO TO 60
END IF
IF( J-START.GT.ENDD-J-1 ) THEN
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = START
STACK( 2, STKPNT ) = J
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = J + 1
STACK( 2, STKPNT ) = ENDD
ELSE
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = J + 1
STACK( 2, STKPNT ) = ENDD
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = START
STACK( 2, STKPNT ) = J
END IF
ELSE
*
* Sort into increasing order
*
I = START - 1
J = ENDD + 1
90 CONTINUE
100 CONTINUE
J = J - 1
IF( D( J ).GT.DMNMX )
$ GO TO 100
110 CONTINUE
I = I + 1
IF( D( I ).LT.DMNMX )
$ GO TO 110
IF( I.LT.J ) THEN
TMP = D( I )
D( I ) = D( J )
D( J ) = TMP
GO TO 90
END IF
IF( J-START.GT.ENDD-J-1 ) THEN
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = START
STACK( 2, STKPNT ) = J
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = J + 1
STACK( 2, STKPNT ) = ENDD
ELSE
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = J + 1
STACK( 2, STKPNT ) = ENDD
STKPNT = STKPNT + 1
STACK( 1, STKPNT ) = START
STACK( 2, STKPNT ) = J
END IF
END IF
END IF
IF( STKPNT.GT.0 )
$ GO TO 10
RETURN
*
* End of DLASRT
*
END

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*> \brief \b DLASSQ updates a sum of squares represented in scaled form.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASSQ + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlassq.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlassq.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlassq.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASSQ( N, X, INCX, SCALE, SUMSQ )
*
* .. Scalar Arguments ..
* INTEGER INCX, N
* DOUBLE PRECISION SCALE, SUMSQ
* ..
* .. Array Arguments ..
* DOUBLE PRECISION X( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLASSQ returns the values scl and smsq such that
*>
*> ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq,
*>
*> where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is
*> assumed to be non-negative and scl returns the value
*>
*> scl = max( scale, abs( x( i ) ) ).
*>
*> scale and sumsq must be supplied in SCALE and SUMSQ and
*> scl and smsq are overwritten on SCALE and SUMSQ respectively.
*>
*> The routine makes only one pass through the vector x.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of elements to be used from the vector X.
*> \endverbatim
*>
*> \param[in] X
*> \verbatim
*> X is DOUBLE PRECISION array, dimension (N)
*> The vector for which a scaled sum of squares is computed.
*> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
*> \endverbatim
*>
*> \param[in] INCX
*> \verbatim
*> INCX is INTEGER
*> The increment between successive values of the vector X.
*> INCX > 0.
*> \endverbatim
*>
*> \param[in,out] SCALE
*> \verbatim
*> SCALE is DOUBLE PRECISION
*> On entry, the value scale in the equation above.
*> On exit, SCALE is overwritten with scl , the scaling factor
*> for the sum of squares.
*> \endverbatim
*>
*> \param[in,out] SUMSQ
*> \verbatim
*> SUMSQ is DOUBLE PRECISION
*> On entry, the value sumsq in the equation above.
*> On exit, SUMSQ is overwritten with smsq , the basic sum of
*> squares from which scl has been factored out.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
SUBROUTINE DLASSQ( N, X, INCX, SCALE, SUMSQ )
*
* -- LAPACK auxiliary routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
INTEGER INCX, N
DOUBLE PRECISION SCALE, SUMSQ
* ..
* .. Array Arguments ..
DOUBLE PRECISION X( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
INTEGER IX
DOUBLE PRECISION ABSXI
* ..
* .. External Functions ..
LOGICAL DISNAN
EXTERNAL DISNAN
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS
* ..
* .. Executable Statements ..
*
IF( N.GT.0 ) THEN
DO 10 IX = 1, 1 + ( N-1 )*INCX, INCX
ABSXI = ABS( X( IX ) )
IF( ABSXI.GT.ZERO.OR.DISNAN( ABSXI ) ) THEN
IF( SCALE.LT.ABSXI ) THEN
SUMSQ = 1 + SUMSQ*( SCALE / ABSXI )**2
SCALE = ABSXI
ELSE
SUMSQ = SUMSQ + ( ABSXI / SCALE )**2
END IF
END IF
10 CONTINUE
END IF
RETURN
*
* End of DLASSQ
*
END

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*> \brief \b DSTERF
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DSTERF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsterf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsterf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsterf.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DSTERF( N, D, E, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* DOUBLE PRECISION D( * ), E( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DSTERF computes all eigenvalues of a symmetric tridiagonal matrix
*> using the Pal-Walker-Kahan variant of the QL or QR algorithm.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix. N >= 0.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension (N)
*> On entry, the n diagonal elements of the tridiagonal matrix.
*> On exit, if INFO = 0, the eigenvalues in ascending order.
*> \endverbatim
*>
*> \param[in,out] E
*> \verbatim
*> E is DOUBLE PRECISION array, dimension (N-1)
*> On entry, the (n-1) subdiagonal elements of the tridiagonal
*> matrix.
*> On exit, E has been destroyed.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -i, the i-th argument had an illegal value
*> > 0: the algorithm failed to find all of the eigenvalues in
*> a total of 30*N iterations; if INFO = i, then i
*> elements of E have not converged to zero.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERcomputational
*
* =====================================================================
SUBROUTINE DSTERF( N, D, E, INFO )
*
* -- LAPACK computational routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
INTEGER INFO, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( * ), E( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO, THREE
PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0,
$ THREE = 3.0D0 )
INTEGER MAXIT
PARAMETER ( MAXIT = 30 )
* ..
* .. Local Scalars ..
INTEGER I, ISCALE, JTOT, L, L1, LEND, LENDSV, LSV, M,
$ NMAXIT
DOUBLE PRECISION ALPHA, ANORM, BB, C, EPS, EPS2, GAMMA, OLDC,
$ OLDGAM, P, R, RT1, RT2, RTE, S, SAFMAX, SAFMIN,
$ SIGMA, SSFMAX, SSFMIN, RMAX
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH, DLANST, DLAPY2
EXTERNAL DLAMCH, DLANST, DLAPY2
* ..
* .. External Subroutines ..
EXTERNAL DLAE2, DLASCL, DLASRT, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SIGN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
*
* Quick return if possible
*
IF( N.LT.0 ) THEN
INFO = -1
CALL XERBLA( 'DSTERF', -INFO )
RETURN
END IF
IF( N.LE.1 )
$ RETURN
*
* Determine the unit roundoff for this environment.
*
EPS = DLAMCH( 'E' )
EPS2 = EPS**2
SAFMIN = DLAMCH( 'S' )
SAFMAX = ONE / SAFMIN
SSFMAX = SQRT( SAFMAX ) / THREE
SSFMIN = SQRT( SAFMIN ) / EPS2
RMAX = DLAMCH( 'O' )
*
* Compute the eigenvalues of the tridiagonal matrix.
*
NMAXIT = N*MAXIT
SIGMA = ZERO
JTOT = 0
*
* Determine where the matrix splits and choose QL or QR iteration
* for each block, according to whether top or bottom diagonal
* element is smaller.
*
L1 = 1
*
10 CONTINUE
print *, "l1 = ", l1
IF( L1.GT.N ) THEN
print *, "going to 170"
GO TO 170
end if
IF( L1.GT.1 )
$ E( L1-1 ) = ZERO
DO 20 M = L1, N - 1
IF( ABS( E( M ) ).LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+
$ 1 ) ) ) )*EPS ) THEN
E( M ) = ZERO
GO TO 30
END IF
20 CONTINUE
M = N
*
30 CONTINUE
print *, "30, d"
print *, d(1:n)
L = L1
LSV = L
LEND = M
LENDSV = LEND
L1 = M + 1
IF( LEND.EQ.L )
$ GO TO 10
*
* Scale submatrix in rows and columns L to LEND
*
ANORM = DLANST( 'M', LEND-L+1, D( L ), E( L ) )
ISCALE = 0
IF( ANORM.EQ.ZERO )
$ GO TO 10
IF( (ANORM.GT.SSFMAX) ) THEN
ISCALE = 1
CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N,
$ INFO )
CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N,
$ INFO )
ELSE IF( ANORM.LT.SSFMIN ) THEN
ISCALE = 2
CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N,
$ INFO )
CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N,
$ INFO )
END IF
*
DO 40 I = L, LEND - 1
E( I ) = E( I )**2
40 CONTINUE
*
* Choose between QL and QR iteration
*
IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN
LEND = LSV
L = LENDSV
END IF
*
IF( LEND.GE.L ) THEN
print *, "ql, d"
print *, d(1:n)
*
* QL Iteration
*
* Look for small subdiagonal element.
*
50 CONTINUE
IF( L.NE.LEND ) THEN
DO 60 M = L, LEND - 1
IF( ABS( E( M ) ).LE.EPS2*ABS( D( M )*D( M+1 ) ) )
$ GO TO 70
60 CONTINUE
END IF
M = LEND
*
70 CONTINUE
IF( M.LT.LEND )
$ E( M ) = ZERO
P = D( L )
IF( M.EQ.L )
$ GO TO 90
*
* If remaining matrix is 2 by 2, use DLAE2 to compute its
* eigenvalues.
*
IF( M.EQ.L+1 ) THEN
RTE = SQRT( E( L ) )
CALL DLAE2( D( L ), RTE, D( L+1 ), RT1, RT2 )
D( L ) = RT1
D( L+1 ) = RT2
E( L ) = ZERO
L = L + 2
IF( L.LE.LEND )
$ GO TO 50
GO TO 150
END IF
*
IF( JTOT.EQ.NMAXIT )
$ GO TO 150
JTOT = JTOT + 1
*
* Form shift.
*
RTE = SQRT( E( L ) )
SIGMA = ( D( L+1 )-P ) / ( TWO*RTE )
R = DLAPY2( SIGMA, ONE )
SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) )
*
C = ONE
S = ZERO
GAMMA = D( M ) - SIGMA
P = GAMMA*GAMMA
*
* Inner loop
*
print *, "inner loop d before"
print *, d(1:n)
DO 80 I = M - 1, L, -1
print *, "inner loop"
print *, "ei", e(i)
BB = E( I )
R = P + BB
print *, "bb,p,r"
print *, bb,p,r
IF( I.NE.M-1 ) THEN
print *, s,r
E( I+1 ) = S*R
end if
OLDC = C
C = P / R
S = BB / R
OLDGAM = GAMMA
print *, "di", d(i)
ALPHA = D( I )
GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM
print *,"og, a, ga", OLDGAM, ALPHA, GAMMA
D( I+1 ) = OLDGAM + ( ALPHA-GAMMA )
IF( C.NE.ZERO ) THEN
P = ( GAMMA*GAMMA ) / C
ELSE
P = OLDC*BB
END IF
print *, "p, gamma = ", p,GAMMA
80 CONTINUE
*
E( L ) = S*P
D( L ) = SIGMA + GAMMA
print *, "inner loop d after"
print *, d(1:n)
GO TO 50
*
* Eigenvalue found.
*
90 CONTINUE
D( L ) = P
*
L = L + 1
IF( L.LE.LEND )
$ GO TO 50
GO TO 150
*
ELSE
*
* QR Iteration
*
* Look for small superdiagonal element.
*
100 CONTINUE
DO 110 M = L, LEND + 1, -1
IF( ABS( E( M-1 ) ).LE.EPS2*ABS( D( M )*D( M-1 ) ) )
$ GO TO 120
110 CONTINUE
M = LEND
*
120 CONTINUE
IF( M.GT.LEND )
$ E( M-1 ) = ZERO
P = D( L )
IF( M.EQ.L )
$ GO TO 140
*
* If remaining matrix is 2 by 2, use DLAE2 to compute its
* eigenvalues.
*
IF( M.EQ.L-1 ) THEN
RTE = SQRT( E( L-1 ) )
CALL DLAE2( D( L ), RTE, D( L-1 ), RT1, RT2 )
D( L ) = RT1
D( L-1 ) = RT2
E( L-1 ) = ZERO
L = L - 2
IF( L.GE.LEND )
$ GO TO 100
GO TO 150
END IF
*
IF( JTOT.EQ.NMAXIT )
$ GO TO 150
JTOT = JTOT + 1
*
* Form shift.
*
RTE = SQRT( E( L-1 ) )
SIGMA = ( D( L-1 )-P ) / ( TWO*RTE )
R = DLAPY2( SIGMA, ONE )
SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) )
*
C = ONE
S = ZERO
GAMMA = D( M ) - SIGMA
P = GAMMA*GAMMA
*
* Inner loop
*
DO 130 I = M, L - 1
BB = E( I )
R = P + BB
IF( I.NE.M )
$ E( I-1 ) = S*R
OLDC = C
C = P / R
S = BB / R
OLDGAM = GAMMA
ALPHA = D( I+1 )
GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM
D( I ) = OLDGAM + ( ALPHA-GAMMA )
IF( C.NE.ZERO ) THEN
P = ( GAMMA*GAMMA ) / C
ELSE
P = OLDC*BB
END IF
130 CONTINUE
*
E( L-1 ) = S*P
D( L ) = SIGMA + GAMMA
GO TO 100
*
* Eigenvalue found.
*
140 CONTINUE
D( L ) = P
*
L = L - 1
IF( L.GE.LEND )
$ GO TO 100
GO TO 150
*
END IF
*
* Undo scaling if necessary
*
150 CONTINUE
IF( ISCALE.EQ.1 )
$ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1,
$ D( LSV ), N, INFO )
IF( ISCALE.EQ.2 )
$ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1,
$ D( LSV ), N, INFO )
*
* Check for no convergence to an eigenvalue after a total
* of N*MAXIT iterations.
*
IF( JTOT.LT.NMAXIT )
$ GO TO 10
DO 160 I = 1, N - 1
IF( E( I ).NE.ZERO )
$ INFO = INFO + 1
160 CONTINUE
GO TO 180
*
* Sort eigenvalues in increasing order.
*
170 CONTINUE
CALL DLASRT( 'I', N, D, INFO )
*
180 CONTINUE
RETURN
*
* End of DSTERF
*
END

125
internal/testdata/dsterftest/lsame.f vendored Normal file
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*> \brief \b LSAME
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* LOGICAL FUNCTION LSAME( CA, CB )
*
* .. Scalar Arguments ..
* CHARACTER CA, CB
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> LSAME returns .TRUE. if CA is the same letter as CB regardless of
*> case.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] CA
*> \verbatim
*> \endverbatim
*>
*> \param[in] CB
*> \verbatim
*> CA and CB specify the single characters to be compared.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
LOGICAL FUNCTION LSAME( CA, CB )
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER CA, CB
* ..
*
* =====================================================================
*
* .. Intrinsic Functions ..
INTRINSIC ICHAR
* ..
* .. Local Scalars ..
INTEGER INTA, INTB, ZCODE
* ..
* .. Executable Statements ..
*
* Test if the characters are equal
*
LSAME = CA.EQ.CB
IF( LSAME )
$ RETURN
*
* Now test for equivalence if both characters are alphabetic.
*
ZCODE = ICHAR( 'Z' )
*
* Use 'Z' rather than 'A' so that ASCII can be detected on Prime
* machines, on which ICHAR returns a value with bit 8 set.
* ICHAR('A') on Prime machines returns 193 which is the same as
* ICHAR('A') on an EBCDIC machine.
*
INTA = ICHAR( CA )
INTB = ICHAR( CB )
*
IF( ZCODE.EQ.90 .OR. ZCODE.EQ.122 ) THEN
*
* ASCII is assumed - ZCODE is the ASCII code of either lower or
* upper case 'Z'.
*
IF( INTA.GE.97 .AND. INTA.LE.122 ) INTA = INTA - 32
IF( INTB.GE.97 .AND. INTB.LE.122 ) INTB = INTB - 32
*
ELSE IF( ZCODE.EQ.233 .OR. ZCODE.EQ.169 ) THEN
*
* EBCDIC is assumed - ZCODE is the EBCDIC code of either lower or
* upper case 'Z'.
*
IF( INTA.GE.129 .AND. INTA.LE.137 .OR.
$ INTA.GE.145 .AND. INTA.LE.153 .OR.
$ INTA.GE.162 .AND. INTA.LE.169 ) INTA = INTA + 64
IF( INTB.GE.129 .AND. INTB.LE.137 .OR.
$ INTB.GE.145 .AND. INTB.LE.153 .OR.
$ INTB.GE.162 .AND. INTB.LE.169 ) INTB = INTB + 64
*
ELSE IF( ZCODE.EQ.218 .OR. ZCODE.EQ.250 ) THEN
*
* ASCII is assumed, on Prime machines - ZCODE is the ASCII code
* plus 128 of either lower or upper case 'Z'.
*
IF( INTA.GE.225 .AND. INTA.LE.250 ) INTA = INTA - 32
IF( INTB.GE.225 .AND. INTB.LE.250 ) INTB = INTB - 32
END IF
LSAME = INTA.EQ.INTB
*
* RETURN
*
* End of LSAME
*
END

15
internal/testdata/dsterftest/testdsterf.f90 vendored Normal file
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program testdsterf
implicit none
integer, parameter :: n = 4
real(kind=8), dimension(n) :: d
real(kind=8), dimension(n-1) :: e
integer :: info,i
d(1:4) = (/1D+00, 3D+00, 4D+00, 6D+00/)
e(1:3) = (/2D+00, 4D+00, 5D+00/)
call dsterf(n,d,e,info)
DO i = 1, n
print *, d(i)
end do
end

99
internal/testdata/dsterftest/xerbla.f vendored Normal file
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*> \brief \b XERBLA
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download XERBLA + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/xerbla.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/xerbla.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/xerbla.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE XERBLA( SRNAME, INFO )
*
* .. Scalar Arguments ..
* CHARACTER*(*) SRNAME
* INTEGER INFO
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> XERBLA is an error handler for the LAPACK routines.
*> It is called by an LAPACK routine if an input parameter has an
*> invalid value. A message is printed and execution stops.
*>
*> Installers may consider modifying the STOP statement in order to
*> call system-specific exception-handling facilities.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] SRNAME
*> \verbatim
*> SRNAME is CHARACTER*(*)
*> The name of the routine which called XERBLA.
*> \endverbatim
*>
*> \param[in] INFO
*> \verbatim
*> INFO is INTEGER
*> The position of the invalid parameter in the parameter list
*> of the calling routine.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date November 2011
*
*> \ingroup auxOTHERauxiliary
*
* =====================================================================
SUBROUTINE XERBLA( SRNAME, INFO )
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Scalar Arguments ..
CHARACTER*(*) SRNAME
INTEGER INFO
* ..
*
* =====================================================================
*
* .. Intrinsic Functions ..
INTRINSIC LEN_TRIM
* ..
* .. Executable Statements ..
*
WRITE( *, FMT = 9999 )SRNAME( 1:LEN_TRIM( SRNAME ) ), INFO
*
STOP
*
9999 FORMAT( ' ** On entry to ', A, ' parameter number ', I2, ' had ',
$ 'an illegal value' )
*
* End of XERBLA
*
END

295
native/dsterf.go Normal file
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// Copyright ©2016 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package native
import (
"math"
"github.com/gonum/lapack"
)
// Dsterf computes all eigenvalues of a symmetric tridiagonal matrix using the
// Pal-Walker-Kahan variant of the QL or QR algorithm.
//
// d contains the diagonal elements of the tridiagonal matrix on entry, and
// contains the eigenvalues in ascending order on exit. d must have length at
// least n, or Dsterf will panic.
//
// e contains the off-digonal elements of the tridiagonal matrix on entry, and is
// overwritten during the call to Dsterf. e must have length of at least n-1 or
// Dsterf will panic.
func (impl Implementation) Dsterf(n int, d, e []float64) (ok bool) {
if n < 0 {
panic(nLT0)
}
if n == 0 {
return true
}
if len(d) < n {
panic(badD)
}
if len(e) < n-1 {
panic(badE)
}
const (
none = 0 // The values are not scaled.
down = 1 // The values are scaled below ssfmax threshhold.
up = 2 // The values are scaled below ssfmin threshhold.
)
// Determine the unit roundoff for this environment.
eps := dlamchE
eps2 := eps * eps
safmin := dlamchS
safmax := 1 / safmin
ssfmax := math.Sqrt(safmax) / 3
ssfmin := math.Sqrt(safmin) / eps2
// Compute the eigenvalues of the tridiagonal matrix.
maxit := 30
nmaxit := n * maxit
jtot := 0
l1 := 0
// TODO(btracey): Define these closer to use when gotos are removed.
var anorm, c, gamma, r, rte, s, sigma float64
var iscale, l, lend, lendsv, lsv, m int
var el []float64
// TOOD(btracey): Replace these goto statements with imperative flow control
// structures.
Ten:
if l1 > n-1 {
goto OneSeventy
}
if l1 > 0 {
e[l1-1] = 0
}
for m = l1; m < n-1; m++ {
if math.Abs(e[m]) <= math.Sqrt(math.Abs(d[m]))*math.Sqrt(math.Abs(d[m+1]))*eps {
e[m] = 0
goto Thirty
}
}
m = n - 1
Thirty:
l = l1
lsv = l
lend = m
lendsv = lend
l1 = m + 1
if lend == 0 {
goto Ten
}
// Scale submatrix in rows and columns l to lend.
anorm = impl.Dlanst(lapack.MaxAbs, lend-l+1, d[l:], e[l:])
iscale = none
if anorm == 0 {
goto Ten
}
if anorm > ssfmax {
iscale = down
impl.Dlascl(lapack.General, 0, 0, anorm, ssfmax, lend-l+1, 1, d[l:], n)
impl.Dlascl(lapack.General, 0, 0, anorm, ssfmax, lend-l, 1, e[l:], n)
} else if anorm < ssfmin {
iscale = up
impl.Dlascl(lapack.General, 0, 0, anorm, ssfmin, lend-l+1, 1, d[l:], n)
impl.Dlascl(lapack.General, 0, 0, anorm, ssfmin, lend-l, 1, e[l:], n)
}
el = e[l:lend]
for i, v := range el {
el[i] *= v
}
// Choose between QL and QR iteration.
if math.Abs(d[lend]) < math.Abs(d[l]) {
lend = lsv
l = lendsv
}
if lend >= l {
// QL Iteration.
// Look for small subdiagonal element.
Fifty:
if l != lend {
for m = l; m < lend; m++ {
if math.Abs(e[m]) <= eps2*(math.Abs(d[m]*d[m+1])) {
goto Seventy
}
}
}
m = lend
Seventy:
if m < lend {
e[m] = 0
}
p := d[l]
if m == l {
goto Ninety
}
// If remaining matrix is 2 by 2, use Dlae2 to compute its eigenvalues.
if m == l+1 {
rte = math.Sqrt(e[l])
d[l], d[l+1] = impl.Dlae2(d[l], rte, d[l+1])
e[l] = 0
l += 2
if l <= lend {
goto Fifty
}
goto OneFifty
}
if jtot == nmaxit {
goto OneFifty
}
jtot++
// Form shift.
rte = math.Sqrt(e[l])
sigma = (d[l+1] - p) / (2 * rte)
r = impl.Dlapy2(sigma, 1)
sigma = p - (rte / (sigma + math.Copysign(r, sigma)))
c = 1
s = 0
gamma = d[m] - sigma
p = gamma * gamma
// Inner loop.
for i := m - 1; i >= l; i-- {
bb := e[i]
r := p + bb
if i != m-1 {
e[i+1] = s * r
}
oldc := c
c = p / r
s = bb / r
oldgam := gamma
alpha := d[i]
gamma = c*(alpha-sigma) - s*oldgam
d[i+1] = oldgam + (alpha - gamma)
if c != 0 {
p = (gamma * gamma) / c
} else {
p = oldc * bb
}
}
e[l] = s * p
d[l] = sigma + gamma
goto Fifty
Ninety:
// Eigenvalue found.
d[l] = p
l++
if l <= lend {
goto Fifty
}
goto OneFifty
} else {
OneHundred:
// QR Iteration.
// Look for small superdiagonal element.
for m = l; m >= lend+1; m-- {
if math.Abs(e[m-1]) <= eps2*math.Abs(d[m]*d[m-1]) {
goto OneTwenty
}
}
m = lend
OneTwenty:
if m > lend {
e[m-1] = 0
}
p := d[l]
if m == l {
goto OneFourty
}
// If remaining matrix is 2 by 2, use Dlae2 to compute its eigenvalues.
if m == l-1 {
rte = math.Sqrt(e[l-1])
d[l], d[l-1] = impl.Dlae2(d[l], rte, d[l-1])
e[l-1] = 0
l -= 2
if l >= lend {
goto OneHundred
}
goto OneFifty
}
if jtot == nmaxit {
goto OneFifty
}
jtot++
// Form shift.
rte = math.Sqrt(e[l-1])
sigma = (d[l-1] - p) / (2 * rte)
r = impl.Dlapy2(sigma, 1)
sigma = p - (rte / (sigma + math.Copysign(r, sigma)))
c = 1
s = 0
gamma = d[m] - sigma
p = gamma * gamma
// Inner loop.
for i := m; i < l; i++ {
bb := e[i]
r := p + bb
if i != m {
e[i-1] = s * r
}
oldc := c
c = p / r
s = bb / r
oldgam := gamma
alpha := d[i+1]
gamma = c*(alpha-sigma) - s*oldgam
d[i] = oldgam + alpha - gamma
if c != 0 {
p = (gamma * gamma) / c
} else {
p = oldc * bb
}
}
e[l-1] = s * p
d[l] = sigma + gamma
goto OneHundred
OneFourty:
// Eigenvalue found.
d[l] = p
l--
if l >= lend {
goto OneHundred
}
goto OneFifty
}
OneFifty:
// Undo scaling if necessary
switch iscale {
case down:
impl.Dlascl(lapack.General, 0, 0, ssfmax, anorm, lendsv-lsv+1, 1, d[lsv:], n)
case up:
impl.Dlascl(lapack.General, 0, 0, ssfmin, anorm, lendsv-lsv+1, 1, d[lsv:], n)
}
// Check for no convergence to an eigenvalue after a total of n*maxit iterations.
if jtot < nmaxit {
goto Ten
}
for _, v := range e[:n-1] {
if v != 0 {
return false
}
}
OneSeventy:
impl.Dlasrt(lapack.SortIncreasing, n, d)
return true
}

4
native/lapack_test.go
View File

@@ -208,6 +208,10 @@ func TestDrscl(t *testing.T) {
testlapack.DrsclTest(t, impl)
}
func TestDsterf(t *testing.T) {
testlapack.DsterfTest(t, impl)
}
func TestDsytd2(t *testing.T) {
testlapack.Dsytd2Test(t, impl)
}

125
testlapack/dsterf.go Normal file
View File

@@ -0,0 +1,125 @@
// Copyright ©2016 The gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package testlapack
import (
"math"
"math/rand"
"sort"
"testing"
"github.com/gonum/floats"
)
type Dsterfer interface {
Dgetrfer
Dsterf(n int, d, e []float64) (ok bool)
}
func DsterfTest(t *testing.T, impl Dsterfer) {
// Hand coded tests.
for cas, test := range []struct {
d []float64
e []float64
n int
ans []float64
}{
// Computed from Fortran code.
{
d: []float64{1, 3, 4, 6},
e: []float64{2, 4, 5},
n: 4,
ans: []float64{11.046227528488854, 4.795922173417400, -2.546379458290125, 0.704229756383872},
},
} {
n := test.n
d := make([]float64, len(test.d))
copy(d, test.d)
e := make([]float64, len(test.e))
copy(e, test.e)
ok := impl.Dsterf(n, d, e)
if !ok {
t.Errorf("Case %d, Eigenvalue decomposition failed", cas)
continue
}
ans := make([]float64, len(test.ans))
copy(ans, test.ans)
sort.Float64s(ans)
if !floats.EqualApprox(ans, d, 1e-10) {
t.Errorf("eigenvalue mismatch")
}
}
// Probabilistic tests.
for _, n := range []int{4, 6, 10} {
for cas := 0; cas < 10; cas++ {
d := make([]float64, n)
for i := range d {
d[i] = rand.NormFloat64()
}
dCopy := make([]float64, len(d))
copy(dCopy, d)
e := make([]float64, n-1)
for i := range e {
e[i] = rand.NormFloat64()
}
eCopy := make([]float64, len(e))
copy(eCopy, e)
ok := impl.Dsterf(n, d, e)
if !ok {
t.Errorf("Eigenvalue decomposition failed")
continue
}
// Test that the eigenvalues are sorted.
if !sort.Float64sAreSorted(d) {
t.Errorf("Values are not sorted")
}
// Construct original tridagional matrix.
lda := n
a := make([]float64, n*lda)
for i := 0; i < n; i++ {
a[i*lda+i] = dCopy[i]
if i != n-1 {
a[i*lda+i+1] = eCopy[i]
a[(i+1)*lda+i] = eCopy[i]
}
}
asub := make([]float64, len(a))
ipiv := make([]int, n)
// Test that they are actually eigenvalues by computing the
// determinant of A - λI.
// TODO(btracey): Replace this test with a more numerically stable
// test.
for _, lambda := range d {
copy(asub, a)
for i := 0; i < n; i++ {
asub[i*lda+i] -= lambda
}
// Compute LU.
ok := impl.Dgetrf(n, n, asub, lda, ipiv)
if !ok {
// Definitely singular.
continue
}
// Compute determinant.
var logdet float64
for i := 0; i < n; i++ {
v := asub[i*lda+i]
logdet += math.Log(math.Abs(v))
}
if math.Exp(logdet) > 2 {
t.Errorf("Incorrect singular value. n = %d, cas = %d, det = %v", n, cas, math.Exp(logdet))
}
}
}
}
}