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haskell-igraph-0.8.0: igraph/src/dlar1v.c

/*  -- translated by f2c (version 20100827).
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	on Microsoft Windows system, link with libf2c.lib;
	on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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*/

#include "f2c.h"

/* > \brief \b DLAR1V computes the (scaled) r-th column of the inverse of the submatrix in rows b1 through bn 
of the tridiagonal matrix LDLT - λI.   

    =========== DOCUMENTATION ===========   

   Online html documentation available at   
              http://www.netlib.org/lapack/explore-html/   

   > \htmlonly   
   > Download DLAR1V + dependencies   
   > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlar1v.
f">   
   > [TGZ]</a>   
   > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlar1v.
f">   
   > [ZIP]</a>   
   > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlar1v.
f">   
   > [TXT]</a>   
   > \endhtmlonly   

    Definition:   
    ===========   

         SUBROUTINE DLAR1V( N, B1, BN, LAMBDA, D, L, LD, LLD,   
                    PIVMIN, GAPTOL, Z, WANTNC, NEGCNT, ZTZ, MINGMA,   
                    R, ISUPPZ, NRMINV, RESID, RQCORR, WORK )   

         LOGICAL            WANTNC   
         INTEGER   B1, BN, N, NEGCNT, R   
         DOUBLE PRECISION   GAPTOL, LAMBDA, MINGMA, NRMINV, PIVMIN, RESID,   
        $                   RQCORR, ZTZ   
         INTEGER            ISUPPZ( * )   
         DOUBLE PRECISION   D( * ), L( * ), LD( * ), LLD( * ),   
        $                  WORK( * )   
         DOUBLE PRECISION Z( * )   


   > \par Purpose:   
    =============   
   >   
   > \verbatim   
   >   
   > DLAR1V computes the (scaled) r-th column of the inverse of   
   > the sumbmatrix in rows B1 through BN of the tridiagonal matrix   
   > L D L**T - sigma I. When sigma is close to an eigenvalue, the   
   > computed vector is an accurate eigenvector. Usually, r corresponds   
   > to the index where the eigenvector is largest in magnitude.   
   > The following steps accomplish this computation :   
   > (a) Stationary qd transform,  L D L**T - sigma I = L(+) D(+) L(+)**T,   
   > (b) Progressive qd transform, L D L**T - sigma I = U(-) D(-) U(-)**T,   
   > (c) Computation of the diagonal elements of the inverse of   
   >     L D L**T - sigma I by combining the above transforms, and choosing   
   >     r as the index where the diagonal of the inverse is (one of the)   
   >     largest in magnitude.   
   > (d) Computation of the (scaled) r-th column of the inverse using the   
   >     twisted factorization obtained by combining the top part of the   
   >     the stationary and the bottom part of the progressive transform.   
   > \endverbatim   

    Arguments:   
    ==========   

   > \param[in] N   
   > \verbatim   
   >          N is INTEGER   
   >           The order of the matrix L D L**T.   
   > \endverbatim   
   >   
   > \param[in] B1   
   > \verbatim   
   >          B1 is INTEGER   
   >           First index of the submatrix of L D L**T.   
   > \endverbatim   
   >   
   > \param[in] BN   
   > \verbatim   
   >          BN is INTEGER   
   >           Last index of the submatrix of L D L**T.   
   > \endverbatim   
   >   
   > \param[in] LAMBDA   
   > \verbatim   
   >          LAMBDA is DOUBLE PRECISION   
   >           The shift. In order to compute an accurate eigenvector,   
   >           LAMBDA should be a good approximation to an eigenvalue   
   >           of L D L**T.   
   > \endverbatim   
   >   
   > \param[in] L   
   > \verbatim   
   >          L is DOUBLE PRECISION array, dimension (N-1)   
   >           The (n-1) subdiagonal elements of the unit bidiagonal matrix   
   >           L, in elements 1 to N-1.   
   > \endverbatim   
   >   
   > \param[in] D   
   > \verbatim   
   >          D is DOUBLE PRECISION array, dimension (N)   
   >           The n diagonal elements of the diagonal matrix D.   
   > \endverbatim   
   >   
   > \param[in] LD   
   > \verbatim   
   >          LD is DOUBLE PRECISION array, dimension (N-1)   
   >           The n-1 elements L(i)*D(i).   
   > \endverbatim   
   >   
   > \param[in] LLD   
   > \verbatim   
   >          LLD is DOUBLE PRECISION array, dimension (N-1)   
   >           The n-1 elements L(i)*L(i)*D(i).   
   > \endverbatim   
   >   
   > \param[in] PIVMIN   
   > \verbatim   
   >          PIVMIN is DOUBLE PRECISION   
   >           The minimum pivot in the Sturm sequence.   
   > \endverbatim   
   >   
   > \param[in] GAPTOL   
   > \verbatim   
   >          GAPTOL is DOUBLE PRECISION   
   >           Tolerance that indicates when eigenvector entries are negligible   
   >           w.r.t. their contribution to the residual.   
   > \endverbatim   
   >   
   > \param[in,out] Z   
   > \verbatim   
   >          Z is DOUBLE PRECISION array, dimension (N)   
   >           On input, all entries of Z must be set to 0.   
   >           On output, Z contains the (scaled) r-th column of the   
   >           inverse. The scaling is such that Z(R) equals 1.   
   > \endverbatim   
   >   
   > \param[in] WANTNC   
   > \verbatim   
   >          WANTNC is LOGICAL   
   >           Specifies whether NEGCNT has to be computed.   
   > \endverbatim   
   >   
   > \param[out] NEGCNT   
   > \verbatim   
   >          NEGCNT is INTEGER   
   >           If WANTNC is .TRUE. then NEGCNT = the number of pivots < pivmin   
   >           in the  matrix factorization L D L**T, and NEGCNT = -1 otherwise.   
   > \endverbatim   
   >   
   > \param[out] ZTZ   
   > \verbatim   
   >          ZTZ is DOUBLE PRECISION   
   >           The square of the 2-norm of Z.   
   > \endverbatim   
   >   
   > \param[out] MINGMA   
   > \verbatim   
   >          MINGMA is DOUBLE PRECISION   
   >           The reciprocal of the largest (in magnitude) diagonal   
   >           element of the inverse of L D L**T - sigma I.   
   > \endverbatim   
   >   
   > \param[in,out] R   
   > \verbatim   
   >          R is INTEGER   
   >           The twist index for the twisted factorization used to   
   >           compute Z.   
   >           On input, 0 <= R <= N. If R is input as 0, R is set to   
   >           the index where (L D L**T - sigma I)^{-1} is largest   
   >           in magnitude. If 1 <= R <= N, R is unchanged.   
   >           On output, R contains the twist index used to compute Z.   
   >           Ideally, R designates the position of the maximum entry in the   
   >           eigenvector.   
   > \endverbatim   
   >   
   > \param[out] ISUPPZ   
   > \verbatim   
   >          ISUPPZ is INTEGER array, dimension (2)   
   >           The support of the vector in Z, i.e., the vector Z is   
   >           nonzero only in elements ISUPPZ(1) through ISUPPZ( 2 ).   
   > \endverbatim   
   >   
   > \param[out] NRMINV   
   > \verbatim   
   >          NRMINV is DOUBLE PRECISION   
   >           NRMINV = 1/SQRT( ZTZ )   
   > \endverbatim   
   >   
   > \param[out] RESID   
   > \verbatim   
   >          RESID is DOUBLE PRECISION   
   >           The residual of the FP vector.   
   >           RESID = ABS( MINGMA )/SQRT( ZTZ )   
   > \endverbatim   
   >   
   > \param[out] RQCORR   
   > \verbatim   
   >          RQCORR is DOUBLE PRECISION   
   >           The Rayleigh Quotient correction to LAMBDA.   
   >           RQCORR = MINGMA*TMP   
   > \endverbatim   
   >   
   > \param[out] WORK   
   > \verbatim   
   >          WORK is DOUBLE PRECISION array, dimension (4*N)   
   > \endverbatim   

    Authors:   
    ========   

   > \author Univ. of Tennessee   
   > \author Univ. of California Berkeley   
   > \author Univ. of Colorado Denver   
   > \author NAG Ltd.   

   > \date September 2012   

   > \ingroup doubleOTHERauxiliary   

   > \par Contributors:   
    ==================   
   >   
   > Beresford Parlett, University of California, Berkeley, USA \n   
   > Jim Demmel, University of California, Berkeley, USA \n   
   > Inderjit Dhillon, University of Texas, Austin, USA \n   
   > Osni Marques, LBNL/NERSC, USA \n   
   > Christof Voemel, University of California, Berkeley, USA   

    =====================================================================   
   Subroutine */ int igraphdlar1v_(integer *n, integer *b1, integer *bn, doublereal 
	*lambda, doublereal *d__, doublereal *l, doublereal *ld, doublereal *
	lld, doublereal *pivmin, doublereal *gaptol, doublereal *z__, logical 
	*wantnc, integer *negcnt, doublereal *ztz, doublereal *mingma, 
	integer *r__, integer *isuppz, doublereal *nrminv, doublereal *resid, 
	doublereal *rqcorr, doublereal *work)
{
    /* System generated locals */
    integer i__1;
    doublereal d__1, d__2, d__3;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__;
    doublereal s;
    integer r1, r2;
    doublereal eps, tmp;
    integer neg1, neg2, indp, inds;
    doublereal dplus;
    extern doublereal igraphdlamch_(char *);
    extern logical igraphdisnan_(doublereal *);
    integer indlpl, indumn;
    doublereal dminus;
    logical sawnan1, sawnan2;


/*  -- 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   


    =====================================================================   


       Parameter adjustments */
    --work;
    --isuppz;
    --z__;
    --lld;
    --ld;
    --l;
    --d__;

    /* Function Body */
    eps = igraphdlamch_("Precision");
    if (*r__ == 0) {
	r1 = *b1;
	r2 = *bn;
    } else {
	r1 = *r__;
	r2 = *r__;
    }
/*     Storage for LPLUS */
    indlpl = 0;
/*     Storage for UMINUS */
    indumn = *n;
    inds = (*n << 1) + 1;
    indp = *n * 3 + 1;
    if (*b1 == 1) {
	work[inds] = 0.;
    } else {
	work[inds + *b1 - 1] = lld[*b1 - 1];
    }

/*     Compute the stationary transform (using the differential form)   
       until the index R2. */

    sawnan1 = FALSE_;
    neg1 = 0;
    s = work[inds + *b1 - 1] - *lambda;
    i__1 = r1 - 1;
    for (i__ = *b1; i__ <= i__1; ++i__) {
	dplus = d__[i__] + s;
	work[indlpl + i__] = ld[i__] / dplus;
	if (dplus < 0.) {
	    ++neg1;
	}
	work[inds + i__] = s * work[indlpl + i__] * l[i__];
	s = work[inds + i__] - *lambda;
/* L50: */
    }
    sawnan1 = igraphdisnan_(&s);
    if (sawnan1) {
	goto L60;
    }
    i__1 = r2 - 1;
    for (i__ = r1; i__ <= i__1; ++i__) {
	dplus = d__[i__] + s;
	work[indlpl + i__] = ld[i__] / dplus;
	work[inds + i__] = s * work[indlpl + i__] * l[i__];
	s = work[inds + i__] - *lambda;
/* L51: */
    }
    sawnan1 = igraphdisnan_(&s);

L60:
    if (sawnan1) {
/*        Runs a slower version of the above loop if a NaN is detected */
	neg1 = 0;
	s = work[inds + *b1 - 1] - *lambda;
	i__1 = r1 - 1;
	for (i__ = *b1; i__ <= i__1; ++i__) {
	    dplus = d__[i__] + s;
	    if (abs(dplus) < *pivmin) {
		dplus = -(*pivmin);
	    }
	    work[indlpl + i__] = ld[i__] / dplus;
	    if (dplus < 0.) {
		++neg1;
	    }
	    work[inds + i__] = s * work[indlpl + i__] * l[i__];
	    if (work[indlpl + i__] == 0.) {
		work[inds + i__] = lld[i__];
	    }
	    s = work[inds + i__] - *lambda;
/* L70: */
	}
	i__1 = r2 - 1;
	for (i__ = r1; i__ <= i__1; ++i__) {
	    dplus = d__[i__] + s;
	    if (abs(dplus) < *pivmin) {
		dplus = -(*pivmin);
	    }
	    work[indlpl + i__] = ld[i__] / dplus;
	    work[inds + i__] = s * work[indlpl + i__] * l[i__];
	    if (work[indlpl + i__] == 0.) {
		work[inds + i__] = lld[i__];
	    }
	    s = work[inds + i__] - *lambda;
/* L71: */
	}
    }

/*     Compute the progressive transform (using the differential form)   
       until the index R1 */

    sawnan2 = FALSE_;
    neg2 = 0;
    work[indp + *bn - 1] = d__[*bn] - *lambda;
    i__1 = r1;
    for (i__ = *bn - 1; i__ >= i__1; --i__) {
	dminus = lld[i__] + work[indp + i__];
	tmp = d__[i__] / dminus;
	if (dminus < 0.) {
	    ++neg2;
	}
	work[indumn + i__] = l[i__] * tmp;
	work[indp + i__ - 1] = work[indp + i__] * tmp - *lambda;
/* L80: */
    }
    tmp = work[indp + r1 - 1];
    sawnan2 = igraphdisnan_(&tmp);
    if (sawnan2) {
/*        Runs a slower version of the above loop if a NaN is detected */
	neg2 = 0;
	i__1 = r1;
	for (i__ = *bn - 1; i__ >= i__1; --i__) {
	    dminus = lld[i__] + work[indp + i__];
	    if (abs(dminus) < *pivmin) {
		dminus = -(*pivmin);
	    }
	    tmp = d__[i__] / dminus;
	    if (dminus < 0.) {
		++neg2;
	    }
	    work[indumn + i__] = l[i__] * tmp;
	    work[indp + i__ - 1] = work[indp + i__] * tmp - *lambda;
	    if (tmp == 0.) {
		work[indp + i__ - 1] = d__[i__] - *lambda;
	    }
/* L100: */
	}
    }

/*     Find the index (from R1 to R2) of the largest (in magnitude)   
       diagonal element of the inverse */

    *mingma = work[inds + r1 - 1] + work[indp + r1 - 1];
    if (*mingma < 0.) {
	++neg1;
    }
    if (*wantnc) {
	*negcnt = neg1 + neg2;
    } else {
	*negcnt = -1;
    }
    if (abs(*mingma) == 0.) {
	*mingma = eps * work[inds + r1 - 1];
    }
    *r__ = r1;
    i__1 = r2 - 1;
    for (i__ = r1; i__ <= i__1; ++i__) {
	tmp = work[inds + i__] + work[indp + i__];
	if (tmp == 0.) {
	    tmp = eps * work[inds + i__];
	}
	if (abs(tmp) <= abs(*mingma)) {
	    *mingma = tmp;
	    *r__ = i__ + 1;
	}
/* L110: */
    }

/*     Compute the FP vector: solve N^T v = e_r */

    isuppz[1] = *b1;
    isuppz[2] = *bn;
    z__[*r__] = 1.;
    *ztz = 1.;

/*     Compute the FP vector upwards from R */

    if (! sawnan1 && ! sawnan2) {
	i__1 = *b1;
	for (i__ = *r__ - 1; i__ >= i__1; --i__) {
	    z__[i__] = -(work[indlpl + i__] * z__[i__ + 1]);
	    if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
		    d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
		z__[i__] = 0.;
		isuppz[1] = i__ + 1;
		goto L220;
	    }
	    *ztz += z__[i__] * z__[i__];
/* L210: */
	}
L220:
	;
    } else {
/*        Run slower loop if NaN occurred. */
	i__1 = *b1;
	for (i__ = *r__ - 1; i__ >= i__1; --i__) {
	    if (z__[i__ + 1] == 0.) {
		z__[i__] = -(ld[i__ + 1] / ld[i__]) * z__[i__ + 2];
	    } else {
		z__[i__] = -(work[indlpl + i__] * z__[i__ + 1]);
	    }
	    if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
		    d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
		z__[i__] = 0.;
		isuppz[1] = i__ + 1;
		goto L240;
	    }
	    *ztz += z__[i__] * z__[i__];
/* L230: */
	}
L240:
	;
    }
/*     Compute the FP vector downwards from R in blocks of size BLKSIZ */
    if (! sawnan1 && ! sawnan2) {
	i__1 = *bn - 1;
	for (i__ = *r__; i__ <= i__1; ++i__) {
	    z__[i__ + 1] = -(work[indumn + i__] * z__[i__]);
	    if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
		    d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
		z__[i__ + 1] = 0.;
		isuppz[2] = i__;
		goto L260;
	    }
	    *ztz += z__[i__ + 1] * z__[i__ + 1];
/* L250: */
	}
L260:
	;
    } else {
/*        Run slower loop if NaN occurred. */
	i__1 = *bn - 1;
	for (i__ = *r__; i__ <= i__1; ++i__) {
	    if (z__[i__] == 0.) {
		z__[i__ + 1] = -(ld[i__ - 1] / ld[i__]) * z__[i__ - 1];
	    } else {
		z__[i__ + 1] = -(work[indumn + i__] * z__[i__]);
	    }
	    if (((d__1 = z__[i__], abs(d__1)) + (d__2 = z__[i__ + 1], abs(
		    d__2))) * (d__3 = ld[i__], abs(d__3)) < *gaptol) {
		z__[i__ + 1] = 0.;
		isuppz[2] = i__;
		goto L280;
	    }
	    *ztz += z__[i__ + 1] * z__[i__ + 1];
/* L270: */
	}
L280:
	;
    }

/*     Compute quantities for convergence test */

    tmp = 1. / *ztz;
    *nrminv = sqrt(tmp);
    *resid = abs(*mingma) * *nrminv;
    *rqcorr = *mingma * tmp;


    return 0;

/*     End of DLAR1V */

} /* igraphdlar1v_ */