C C @(#)TQLB.F 1.1 (BNP) 5/9/89 C SUBROUTINE TQLB(N,D,E,BND,BND2,IERR) C INTEGER I,J,L,M,N,II,L1,L2,MML,IERR DOUBLE PRECISION D(N),E(N),BND(N),BND2(N) DOUBLE PRECISION C,C2,C3,DL1,EL1,F,G,H,H1,P,R,S,S2,TST1,TST2 C C THIS SUBROUTINE IS A MODIFICATION OF THE ALGOL PROCEDURE TQL1, C NUM. MATH. 11, 293-306(1968) BY BOWDLER, MARTIN, REINSCH, AND C WILKINSON. C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 227-240(1971). C C THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC C TRIDIAGONAL MATRIX BY THE QL METHOD. C C ON INPUT C C N IS THE ORDER OF THE MATRIX. C C D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. C C E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX C IN ITS LAST N-1 POSITIONS. E(1) IS ARBITRARY. 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 E HAS BEEN DESTROYED. C C BND WILL HOLD THE TOP ELEMENTS OF THE NORMALIZED EIGENVECTORS. C C IERR IS 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 C C calls to PYTHAG for SQRT(A*A + B*B) have been replaced by inline code. C C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY C C THIS VERSION DATED AUGUST 1983 (AUGUST 1998). C C ------------------------------------------------------------------ C IERR = 0 BND(1) = 1.0D0 IF (N .EQ. 1) GO TO 1001 BND2(N) = 1.0D0 C DO 100 I = 2, N BND(I) = 0.0D0 BND2(I-1) = 0.0D0 100 E(I-1) = E(I) C F = 0.0D0 TST1 = 0.0D0 E(N) = 0.0D0 C DO 290 L = 1, N J = 0 H = ABS(D(L)) + ABS(E(L)) IF (TST1 .LT. H) TST1 = H C .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... DO 110 M = L, N TST2 = TST1 + ABS(E(M)) IF (TST2 .EQ. TST1) GO TO 120 C .......... E(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 L2 = L1 + 1 G = D(L) P = (D(L1) - G) / (2.0D0 * E(L)) if (abs(p).le.1.0e0) then p = p + sign(sqrt(1.0e0 + p*p),p) else p = p * (1.0e0 + sqrt(1.0e0 + (1.0e0/p)**2)) endif d(l) = e(l) / p d(l1) = e(l) * p c********** Original code: ******************** c R = PYTHAG(P,1.0D0) c D(L) = E(L) / (P + SIGN(R,P)) c D(L1) = E(L) * (P + SIGN(R,P)) c********************************************* DL1 = D(L1) H = G - D(L) IF (L2 .GT. N) GO TO 145 C DO 140 I = L2, N 140 D(I) = D(I) - H C 145 F = F + H C .......... QL TRANSFORMATION .......... P = D(M) C = 1.0D0 C2 = C EL1 = E(L1) S = 0.0D0 MML = M - L C .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... DO 200 II = 1, MML C3 = C2 C2 = C S2 = S I = M - II G = C * E(I) H = C * P c inlined call to PYTHAG. This code corresponds to LAPACK rutine DLAPY2. c Speeds tqlb up by a factor of 3 on MIPS R10000. IF(DABS(P).GE.DABS(E(I))) then S=E(I)/P R=SQRT(1D0+S*S) E(I+1)=S2*P*R C=1D0/R S=S*C else C=P/E(I) R=SQRT(1D0+C*C) E(I+1)=S2*E(I)*R S=1D0/R C=C*S endif P = C * D(I) - S * G D(I+1) = H + S * (C * G + S * D(I)) H = BND(I+1) BND(I+1) = S*BND(I)+C*H BND(I) = C*BND(I)-S*H H = BND2(I+1) BND2(I+1) = S*BND2(I)+C*H BND2(I) = C*BND2(I)-S*H 200 CONTINUE C P = -S * S2 * C3 * EL1 * E(L) / DL1 E(L) = S * P D(L) = C * P TST2 = TST1 + ABS(E(L)) IF (TST2 .GT. TST1) GO TO 130 210 P = D(L) + F H = BND(L) H1 = BND2(L) 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) BND(I) = BND(I-1) BND2(I) = BND2(I-1) 230 CONTINUE C 250 I = 1 270 D(I) = P BND(I) = H BND2(I)= H1 290 CONTINUE C GO TO 1001 C .......... SET ERROR -- NO CONVERGENCE TO AN C EIGENVALUE AFTER 30 ITERATIONS .......... 1000 IERR = L 1001 RETURN END