relibc_openlibm/slatec/tqlrat.f

*DECK TQLRAT
      SUBROUTINE TQLRAT (N, D, E2, IERR)
C***BEGIN PROLOGUE  TQLRAT
C***PURPOSE  Compute the eigenvalues of symmetric tridiagonal matrix
C            using a rational variant of the QL method.
C***LIBRARY   SLATEC (EISPACK)
C***CATEGORY  D4A5, D4C2A
C***TYPE      SINGLE PRECISION (TQLRAT-S)
C***KEYWORDS  EIGENVALUES OF A SYMMETRIC TRIDIAGONAL MATRIX, EISPACK,
C             QL METHOD
C***AUTHOR  Smith, B. T., et al.
C***DESCRIPTION
C
C     This subroutine is a translation of the ALGOL procedure TQLRAT.
C
C     This subroutine finds the eigenvalues of a SYMMETRIC
C     TRIDIAGONAL matrix by the rational QL method.
C
C     On Input
C
C        N is the order of the matrix.  N is an INTEGER variable.
C
C        D contains the diagonal elements of the symmetric tridiagonal
C          matrix.  D is a one-dimensional REAL array, dimensioned D(N).
C
C        E2 contains the squares of the subdiagonal elements of the
C          symmetric tridiagonal matrix in its last N-1 positions.
C          E2(1) is arbitrary.  E2 is a one-dimensional REAL array,
C          dimensioned E2(N).
C
C      On Output
C
C        D contains the eigenvalues in ascending order.  If an
C          error exit is made, the eigenvalues are correct and
C          ordered for indices 1, 2, ..., IERR-1, but may not be
C          the smallest eigenvalues.
C
C        E2 has been destroyed.
C
C        IERR is an INTEGER flag set to
C          Zero       for normal return,
C          J          if the J-th eigenvalue has not been
C                     determined after 30 iterations.
C
C     Calls PYTHAG(A,B) for sqrt(A**2 + B**2).
C
C     Questions and comments should be directed to B. S. Garbow,
C     APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
C     ------------------------------------------------------------------
C
C***REFERENCES  B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
C                 Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
C                 system Routines - EISPACK Guide, Springer-Verlag,
C                 1976.
C               C. H. Reinsch, Eigenvalues of a real, symmetric, tri-
C                 diagonal matrix, Algorithm 464, Communications of the
C                 ACM 16, 11 (November 1973), pp. 689.
C***ROUTINES CALLED  PYTHAG, R1MACH
C***REVISION HISTORY  (YYMMDD)
C   760101  DATE WRITTEN
C   890831  Modified array declarations.  (WRB)
C   890831  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   920501  Reformatted the REFERENCES section.  (WRB)
C***END PROLOGUE  TQLRAT
C
      INTEGER I,J,L,M,N,II,L1,MML,IERR
      REAL D(*),E2(*)
      REAL B,C,F,G,H,P,R,S,MACHEP
      REAL PYTHAG
      LOGICAL FIRST
C
      SAVE FIRST, MACHEP
      DATA FIRST /.TRUE./
C***FIRST EXECUTABLE STATEMENT  TQLRAT
      IF (FIRST) THEN
         MACHEP = R1MACH(4)
      ENDIF
      FIRST = .FALSE.
C
      IERR = 0
      IF (N .EQ. 1) GO TO 1001
C
      DO 100 I = 2, N
  100 E2(I-1) = E2(I)
C
      F = 0.0E0
      B = 0.0E0
      E2(N) = 0.0E0
C
      DO 290 L = 1, N
         J = 0
         H = MACHEP * (ABS(D(L)) + SQRT(E2(L)))
         IF (B .GT. H) GO TO 105
         B = H
         C = B * B
C     .......... LOOK FOR SMALL SQUARED SUB-DIAGONAL ELEMENT ..........
  105    DO 110 M = L, N
            IF (E2(M) .LE. C) GO TO 120
C     .......... E2(N) IS ALWAYS ZERO, SO THERE IS NO EXIT
C                THROUGH THE BOTTOM OF THE LOOP ..........
  110    CONTINUE
C
  120    IF (M .EQ. L) GO TO 210
  130    IF (J .EQ. 30) GO TO 1000
         J = J + 1
C     .......... FORM SHIFT ..........
         L1 = L + 1
         S = SQRT(E2(L))
         G = D(L)
         P = (D(L1) - G) / (2.0E0 * S)
         R = PYTHAG(P,1.0E0)
         D(L) = S / (P + SIGN(R,P))
         H = G - D(L)
C
         DO 140 I = L1, N
  140    D(I) = D(I) - H
C
         F = F + H
C     .......... RATIONAL QL TRANSFORMATION ..........
         G = D(M)
         IF (G .EQ. 0.0E0) G = B
         H = G
         S = 0.0E0
         MML = M - L
C     .......... FOR I=M-1 STEP -1 UNTIL L DO -- ..........
         DO 200 II = 1, MML
            I = M - II
            P = G * H
            R = P + E2(I)
            E2(I+1) = S * R
            S = E2(I) / R
            D(I+1) = H + S * (H + D(I))
            G = D(I) - E2(I) / G
            IF (G .EQ. 0.0E0) G = B
            H = G * P / R
  200    CONTINUE
C
         E2(L) = S * G
         D(L) = H
C     .......... GUARD AGAINST UNDERFLOW IN CONVERGENCE TEST ..........
         IF (H .EQ. 0.0E0) GO TO 210
         IF (ABS(E2(L)) .LE. ABS(C/H)) GO TO 210
         E2(L) = H * E2(L)
         IF (E2(L) .NE. 0.0E0) GO TO 130
  210    P = D(L) + F
C     .......... ORDER EIGENVALUES ..........
         IF (L .EQ. 1) GO TO 250
C     .......... FOR I=L STEP -1 UNTIL 2 DO -- ..........
         DO 230 II = 2, L
            I = L + 2 - II
            IF (P .GE. D(I-1)) GO TO 270
            D(I) = D(I-1)
  230    CONTINUE
C
  250    I = 1
  270    D(I) = P
  290 CONTINUE
C
      GO TO 1001
C     .......... SET ERROR -- NO CONVERGENCE TO AN
C                EIGENVALUE AFTER 30 ITERATIONS ..........
 1000 IERR = L
 1001 RETURN
      END