X-Git-Url: https://vcs.maemo.org/git/?a=blobdiff_plain;f=3rdparty%2Flapack%2Fdsteqr.c;fp=3rdparty%2Flapack%2Fdsteqr.c;h=07cc44b9d5731b49d92703bd828f7e4b2ad5de3c;hb=e4c14cdbdf2fe805e79cd96ded236f57e7b89060;hp=0000000000000000000000000000000000000000;hpb=454138ff8a20f6edb9b65a910101403d8b520643;p=opencv diff --git a/3rdparty/lapack/dsteqr.c b/3rdparty/lapack/dsteqr.c new file mode 100644 index 0000000..07cc44b --- /dev/null +++ b/3rdparty/lapack/dsteqr.c @@ -0,0 +1,608 @@ +#include "clapack.h" + +/* Table of constant values */ + +static doublereal c_b9 = 0.; +static doublereal c_b10 = 1.; +static integer c__0 = 0; +static integer c__1 = 1; +static integer c__2 = 2; + +/* Subroutine */ int dsteqr_(char *compz, integer *n, doublereal *d__, + doublereal *e, doublereal *z__, integer *ldz, doublereal *work, + integer *info) +{ + /* System generated locals */ + integer z_dim1, z_offset, i__1, i__2; + doublereal d__1, d__2; + + /* Builtin functions */ + double sqrt(doublereal), d_sign(doublereal *, doublereal *); + + /* Local variables */ + doublereal b, c__, f, g; + integer i__, j, k, l, m; + doublereal p, r__, s; + integer l1, ii, mm, lm1, mm1, nm1; + doublereal rt1, rt2, eps; + integer lsv; + doublereal tst, eps2; + integer lend, jtot; + extern /* Subroutine */ int dlae2_(doublereal *, doublereal *, doublereal + *, doublereal *, doublereal *); + extern logical lsame_(char *, char *); + extern /* Subroutine */ int dlasr_(char *, char *, char *, integer *, + integer *, doublereal *, doublereal *, doublereal *, integer *); + doublereal anorm; + extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, + doublereal *, integer *), dlaev2_(doublereal *, doublereal *, + doublereal *, doublereal *, doublereal *, doublereal *, + doublereal *); + integer lendm1, lendp1; + extern doublereal dlapy2_(doublereal *, doublereal *), dlamch_(char *); + integer iscale; + extern /* Subroutine */ int dlascl_(char *, integer *, integer *, + doublereal *, doublereal *, integer *, integer *, doublereal *, + integer *, integer *), dlaset_(char *, integer *, integer + *, doublereal *, doublereal *, doublereal *, integer *); + doublereal safmin; + extern /* Subroutine */ int dlartg_(doublereal *, doublereal *, + doublereal *, doublereal *, doublereal *); + doublereal safmax; + extern /* Subroutine */ int xerbla_(char *, integer *); + extern doublereal dlanst_(char *, integer *, doublereal *, doublereal *); + extern /* Subroutine */ int dlasrt_(char *, integer *, doublereal *, + integer *); + integer lendsv; + doublereal ssfmin; + integer nmaxit, icompz; + doublereal ssfmax; + + +/* -- LAPACK routine (version 3.1) -- */ +/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ +/* November 2006 */ + +/* .. Scalar Arguments .. */ +/* .. */ +/* .. Array Arguments .. */ +/* .. */ + +/* Purpose */ +/* ======= */ + +/* DSTEQR computes all eigenvalues and, optionally, eigenvectors of a */ +/* symmetric tridiagonal matrix using the implicit QL or QR method. */ +/* The eigenvectors of a full or band symmetric matrix can also be found */ +/* if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to */ +/* tridiagonal form. */ + +/* Arguments */ +/* ========= */ + +/* COMPZ (input) CHARACTER*1 */ +/* = 'N': Compute eigenvalues only. */ +/* = 'V': Compute eigenvalues and eigenvectors of the original */ +/* symmetric matrix. On entry, Z must contain the */ +/* orthogonal matrix used to reduce the original matrix */ +/* to tridiagonal form. */ +/* = 'I': Compute eigenvalues and eigenvectors of the */ +/* tridiagonal matrix. Z is initialized to the identity */ +/* matrix. */ + +/* N (input) INTEGER */ +/* The order of the matrix. N >= 0. */ + +/* D (input/output) DOUBLE PRECISION array, dimension (N) */ +/* On entry, the diagonal elements of the tridiagonal matrix. */ +/* On exit, if INFO = 0, the eigenvalues in ascending order. */ + +/* E (input/output) DOUBLE PRECISION array, dimension (N-1) */ +/* On entry, the (n-1) subdiagonal elements of the tridiagonal */ +/* matrix. */ +/* On exit, E has been destroyed. */ + +/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) */ +/* On entry, if COMPZ = 'V', then Z contains the orthogonal */ +/* matrix used in the reduction to tridiagonal form. */ +/* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the */ +/* orthonormal eigenvectors of the original symmetric matrix, */ +/* and if COMPZ = 'I', Z contains the orthonormal eigenvectors */ +/* of the symmetric tridiagonal matrix. */ +/* If COMPZ = 'N', then Z is not referenced. */ + +/* LDZ (input) INTEGER */ +/* The leading dimension of the array Z. LDZ >= 1, and if */ +/* eigenvectors are desired, then LDZ >= max(1,N). */ + +/* WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2)) */ +/* If COMPZ = 'N', then WORK is not referenced. */ + +/* INFO (output) INTEGER */ +/* = 0: successful exit */ +/* < 0: if INFO = -i, the i-th argument had an illegal value */ +/* > 0: the algorithm has failed to find all the eigenvalues in */ +/* a total of 30*N iterations; if INFO = i, then i */ +/* elements of E have not converged to zero; on exit, D */ +/* and E contain the elements of a symmetric tridiagonal */ +/* matrix which is orthogonally similar to the original */ +/* matrix. */ + +/* ===================================================================== */ + +/* .. Parameters .. */ +/* .. */ +/* .. Local Scalars .. */ +/* .. */ +/* .. External Functions .. */ +/* .. */ +/* .. External Subroutines .. */ +/* .. */ +/* .. Intrinsic Functions .. */ +/* .. */ +/* .. Executable Statements .. */ + +/* Test the input parameters. */ + + /* Parameter adjustments */ + --d__; + --e; + z_dim1 = *ldz; + z_offset = 1 + z_dim1; + z__ -= z_offset; + --work; + + /* Function Body */ + *info = 0; + + if (lsame_(compz, "N")) { + icompz = 0; + } else if (lsame_(compz, "V")) { + icompz = 1; + } else if (lsame_(compz, "I")) { + icompz = 2; + } else { + icompz = -1; + } + if (icompz < 0) { + *info = -1; + } else if (*n < 0) { + *info = -2; + } else if (*ldz < 1 || icompz > 0 && *ldz < max(1,*n)) { + *info = -6; + } + if (*info != 0) { + i__1 = -(*info); + xerbla_("DSTEQR", &i__1); + return 0; + } + +/* Quick return if possible */ + + if (*n == 0) { + return 0; + } + + if (*n == 1) { + if (icompz == 2) { + z__[z_dim1 + 1] = 1.; + } + return 0; + } + +/* Determine the unit roundoff and over/underflow thresholds. */ + + eps = dlamch_("E"); +/* Computing 2nd power */ + d__1 = eps; + eps2 = d__1 * d__1; + safmin = dlamch_("S"); + safmax = 1. / safmin; + ssfmax = sqrt(safmax) / 3.; + ssfmin = sqrt(safmin) / eps2; + +/* Compute the eigenvalues and eigenvectors of the tridiagonal */ +/* matrix. */ + + if (icompz == 2) { + dlaset_("Full", n, n, &c_b9, &c_b10, &z__[z_offset], ldz); + } + + nmaxit = *n * 30; + 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; + nm1 = *n - 1; + +L10: + if (l1 > *n) { + goto L160; + } + if (l1 > 1) { + e[l1 - 1] = 0.; + } + if (l1 <= nm1) { + i__1 = nm1; + for (m = l1; m <= i__1; ++m) { + tst = (d__1 = e[m], abs(d__1)); + if (tst == 0.) { + goto L30; + } + if (tst <= sqrt((d__1 = d__[m], abs(d__1))) * sqrt((d__2 = d__[m + + 1], abs(d__2))) * eps) { + e[m] = 0.; + goto L30; + } +/* L20: */ + } + } + m = *n; + +L30: + l = l1; + lsv = l; + lend = m; + lendsv = lend; + l1 = m + 1; + if (lend == l) { + goto L10; + } + +/* Scale submatrix in rows and columns L to LEND */ + + i__1 = lend - l + 1; + anorm = dlanst_("I", &i__1, &d__[l], &e[l]); + iscale = 0; + if (anorm == 0.) { + goto L10; + } + if (anorm > ssfmax) { + iscale = 1; + i__1 = lend - l + 1; + dlascl_("G", &c__0, &c__0, &anorm, &ssfmax, &i__1, &c__1, &d__[l], n, + info); + i__1 = lend - l; + dlascl_("G", &c__0, &c__0, &anorm, &ssfmax, &i__1, &c__1, &e[l], n, + info); + } else if (anorm < ssfmin) { + iscale = 2; + i__1 = lend - l + 1; + dlascl_("G", &c__0, &c__0, &anorm, &ssfmin, &i__1, &c__1, &d__[l], n, + info); + i__1 = lend - l; + dlascl_("G", &c__0, &c__0, &anorm, &ssfmin, &i__1, &c__1, &e[l], n, + info); + } + +/* Choose between QL and QR iteration */ + + if ((d__1 = d__[lend], abs(d__1)) < (d__2 = d__[l], abs(d__2))) { + lend = lsv; + l = lendsv; + } + + if (lend > l) { + +/* QL Iteration */ + +/* Look for small subdiagonal element. */ + +L40: + if (l != lend) { + lendm1 = lend - 1; + i__1 = lendm1; + for (m = l; m <= i__1; ++m) { +/* Computing 2nd power */ + d__2 = (d__1 = e[m], abs(d__1)); + tst = d__2 * d__2; + if (tst <= eps2 * (d__1 = d__[m], abs(d__1)) * (d__2 = d__[m + + 1], abs(d__2)) + safmin) { + goto L60; + } +/* L50: */ + } + } + + m = lend; + +L60: + if (m < lend) { + e[m] = 0.; + } + p = d__[l]; + if (m == l) { + goto L80; + } + +/* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 */ +/* to compute its eigensystem. */ + + if (m == l + 1) { + if (icompz > 0) { + dlaev2_(&d__[l], &e[l], &d__[l + 1], &rt1, &rt2, &c__, &s); + work[l] = c__; + work[*n - 1 + l] = s; + dlasr_("R", "V", "B", n, &c__2, &work[l], &work[*n - 1 + l], & + z__[l * z_dim1 + 1], ldz); + } else { + dlae2_(&d__[l], &e[l], &d__[l + 1], &rt1, &rt2); + } + d__[l] = rt1; + d__[l + 1] = rt2; + e[l] = 0.; + l += 2; + if (l <= lend) { + goto L40; + } + goto L140; + } + + if (jtot == nmaxit) { + goto L140; + } + ++jtot; + +/* Form shift. */ + + g = (d__[l + 1] - p) / (e[l] * 2.); + r__ = dlapy2_(&g, &c_b10); + g = d__[m] - p + e[l] / (g + d_sign(&r__, &g)); + + s = 1.; + c__ = 1.; + p = 0.; + +/* Inner loop */ + + mm1 = m - 1; + i__1 = l; + for (i__ = mm1; i__ >= i__1; --i__) { + f = s * e[i__]; + b = c__ * e[i__]; + dlartg_(&g, &f, &c__, &s, &r__); + if (i__ != m - 1) { + e[i__ + 1] = r__; + } + g = d__[i__ + 1] - p; + r__ = (d__[i__] - g) * s + c__ * 2. * b; + p = s * r__; + d__[i__ + 1] = g + p; + g = c__ * r__ - b; + +/* If eigenvectors are desired, then save rotations. */ + + if (icompz > 0) { + work[i__] = c__; + work[*n - 1 + i__] = -s; + } + +/* L70: */ + } + +/* If eigenvectors are desired, then apply saved rotations. */ + + if (icompz > 0) { + mm = m - l + 1; + dlasr_("R", "V", "B", n, &mm, &work[l], &work[*n - 1 + l], &z__[l + * z_dim1 + 1], ldz); + } + + d__[l] -= p; + e[l] = g; + goto L40; + +/* Eigenvalue found. */ + +L80: + d__[l] = p; + + ++l; + if (l <= lend) { + goto L40; + } + goto L140; + + } else { + +/* QR Iteration */ + +/* Look for small superdiagonal element. */ + +L90: + if (l != lend) { + lendp1 = lend + 1; + i__1 = lendp1; + for (m = l; m >= i__1; --m) { +/* Computing 2nd power */ + d__2 = (d__1 = e[m - 1], abs(d__1)); + tst = d__2 * d__2; + if (tst <= eps2 * (d__1 = d__[m], abs(d__1)) * (d__2 = d__[m + - 1], abs(d__2)) + safmin) { + goto L110; + } +/* L100: */ + } + } + + m = lend; + +L110: + if (m > lend) { + e[m - 1] = 0.; + } + p = d__[l]; + if (m == l) { + goto L130; + } + +/* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 */ +/* to compute its eigensystem. */ + + if (m == l - 1) { + if (icompz > 0) { + dlaev2_(&d__[l - 1], &e[l - 1], &d__[l], &rt1, &rt2, &c__, &s) + ; + work[m] = c__; + work[*n - 1 + m] = s; + dlasr_("R", "V", "F", n, &c__2, &work[m], &work[*n - 1 + m], & + z__[(l - 1) * z_dim1 + 1], ldz); + } else { + dlae2_(&d__[l - 1], &e[l - 1], &d__[l], &rt1, &rt2); + } + d__[l - 1] = rt1; + d__[l] = rt2; + e[l - 1] = 0.; + l += -2; + if (l >= lend) { + goto L90; + } + goto L140; + } + + if (jtot == nmaxit) { + goto L140; + } + ++jtot; + +/* Form shift. */ + + g = (d__[l - 1] - p) / (e[l - 1] * 2.); + r__ = dlapy2_(&g, &c_b10); + g = d__[m] - p + e[l - 1] / (g + d_sign(&r__, &g)); + + s = 1.; + c__ = 1.; + p = 0.; + +/* Inner loop */ + + lm1 = l - 1; + i__1 = lm1; + for (i__ = m; i__ <= i__1; ++i__) { + f = s * e[i__]; + b = c__ * e[i__]; + dlartg_(&g, &f, &c__, &s, &r__); + if (i__ != m) { + e[i__ - 1] = r__; + } + g = d__[i__] - p; + r__ = (d__[i__ + 1] - g) * s + c__ * 2. * b; + p = s * r__; + d__[i__] = g + p; + g = c__ * r__ - b; + +/* If eigenvectors are desired, then save rotations. */ + + if (icompz > 0) { + work[i__] = c__; + work[*n - 1 + i__] = s; + } + +/* L120: */ + } + +/* If eigenvectors are desired, then apply saved rotations. */ + + if (icompz > 0) { + mm = l - m + 1; + dlasr_("R", "V", "F", n, &mm, &work[m], &work[*n - 1 + m], &z__[m + * z_dim1 + 1], ldz); + } + + d__[l] -= p; + e[lm1] = g; + goto L90; + +/* Eigenvalue found. */ + +L130: + d__[l] = p; + + --l; + if (l >= lend) { + goto L90; + } + goto L140; + + } + +/* Undo scaling if necessary */ + +L140: + if (iscale == 1) { + i__1 = lendsv - lsv + 1; + dlascl_("G", &c__0, &c__0, &ssfmax, &anorm, &i__1, &c__1, &d__[lsv], + n, info); + i__1 = lendsv - lsv; + dlascl_("G", &c__0, &c__0, &ssfmax, &anorm, &i__1, &c__1, &e[lsv], n, + info); + } else if (iscale == 2) { + i__1 = lendsv - lsv + 1; + dlascl_("G", &c__0, &c__0, &ssfmin, &anorm, &i__1, &c__1, &d__[lsv], + n, info); + i__1 = lendsv - lsv; + dlascl_("G", &c__0, &c__0, &ssfmin, &anorm, &i__1, &c__1, &e[lsv], n, + info); + } + +/* Check for no convergence to an eigenvalue after a total */ +/* of N*MAXIT iterations. */ + + if (jtot < nmaxit) { + goto L10; + } + i__1 = *n - 1; + for (i__ = 1; i__ <= i__1; ++i__) { + if (e[i__] != 0.) { + ++(*info); + } +/* L150: */ + } + goto L190; + +/* Order eigenvalues and eigenvectors. */ + +L160: + if (icompz == 0) { + +/* Use Quick Sort */ + + dlasrt_("I", n, &d__[1], info); + + } else { + +/* Use Selection Sort to minimize swaps of eigenvectors */ + + i__1 = *n; + for (ii = 2; ii <= i__1; ++ii) { + i__ = ii - 1; + k = i__; + p = d__[i__]; + i__2 = *n; + for (j = ii; j <= i__2; ++j) { + if (d__[j] < p) { + k = j; + p = d__[j]; + } +/* L170: */ + } + if (k != i__) { + d__[k] = d__[i__]; + d__[i__] = p; + dswap_(n, &z__[i__ * z_dim1 + 1], &c__1, &z__[k * z_dim1 + 1], + &c__1); + } +/* L180: */ + } + } + +L190: + return 0; + +/* End of DSTEQR */ + +} /* dsteqr_ */