DLARRB2(3) ScaLAPACK routine of NEC Numeric Library Collection DLARRB2(3)
NAME
DLARRB2 - does "limited" bisection to refine the eigenvalues of L D
L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy
SYNOPSIS
SUBROUTINE DLARRB2( N, D, LLD, IFIRST, ILAST, RTOL1, RTOL2, OFFSET, W,
WGAP, WERR, WORK, IWORK, PIVMIN, LGPVMN, LGSPDM,
TWIST, INFO )
INTEGER IFIRST, ILAST, INFO, N, OFFSET, TWIST
DOUBLE PRECISION LGPVMN, LGSPDM, PIVMIN, RTOL1, RTOL2
INTEGER IWORK( * )
DOUBLE PRECISION D( * ), LLD( * ), W( * ), WERR( * ),
WGAP( * ), WORK( * )
PURPOSE
Given the relatively robust representation(RRR) L D L^T, DLARRB2 does
"limited" bisection to refine the eigenvalues of L D L^T, W( IFIRST-
OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses
for these eigenvalues are input in W, the corresponding estimate of the
error in these guesses and their gaps are input in WERR and WGAP,
respectively. During bisection, intervals [left, right] are maintained
by storing their mid-points and semi-widths in the arrays W and WERR
respectively.
NOTE: There are very few minor differences between DLARRB from LAPACK
and this current subroutine DLARRB2.
The most important reason for creating this nearly identical copy is
profiling: in the ScaLAPACK MRRR algorithm, eigenvalue computation
using DLARRB2 is used for refinement in the construction of the repre-
sentation tree, as opposed to the initial computation of the eigenval-
ues for the root RRR which uses DLARRB. When profiling, this allows an
easy quantification of refinement work vs. computing eigenvalues of the
root.
ARGUMENTS
N (input) INTEGER
The order of the matrix.
D (input) DOUBLE PRECISION array, dimension (N)
The N diagonal elements of the diagonal matrix D.
LLD (input) DOUBLE PRECISION array, dimension (N-1)
The (N-1) elements L(i)*L(i)*D(i).
IFIRST (input) INTEGER
The index of the first eigenvalue to be computed.
ILAST (input) INTEGER
The index of the last eigenvalue to be computed.
RTOL1 (input) DOUBLE PRECISION
RTOL2 (input) DOUBLE PRECISION
Tolerance for the convergence of the bisection intervals.
An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.MAX(
RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) where GAP is the (esti-
mated) distance to the nearest eigenvalue.
OFFSET (input) INTEGER
Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET
through ILAST-OFFSET elements of these arrays are to be used.
W (input/output) DOUBLE PRECISION array, dimension (N)
On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are
estimates of the eigenvalues of L D L^T indexed IFIRST through
ILAST.
On output, these estimates are refined.
WGAP (input/output) DOUBLE PRECISION array, dimension (N-1)
On input, the (estimated) gaps between consecutive eigenvalues
of L D L^T, i.e., WGAP(I-OFFSET) is the gap between eigenvalues
I and I+1. Note that if IFIRST.EQ.ILAST then WGAP(IFIRST-OFF-
SET) must be set to ZERO.
On output, these gaps are refined.
WERR (input/output) DOUBLE PRECISION array, dimension (N)
On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET )
are the errors in the estimates of the corresponding elements
in W.
On output, these errors are refined.
WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
Workspace.
IWORK (workspace) INTEGER array, dimension (2*N)
Workspace.
PIVMIN (input) DOUBLE PRECISION
The minimum pivot in the sturm sequence.
LGPVMN (input) DOUBLE PRECISION
Logarithm of PIVMIN, precomputed.
LGSPDM (input) DOUBLE PRECISION
Logarithm of the spectral diameter, precomputed.
TWIST (input) INTEGER
The twist index for the twisted factorization that is used for
the negcount.
TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+
L+^T
TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D-
U-^T
TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r)
N(r)
INFO (output) INTEGER
Error flag.
ScaLAPACK routine 31 October 2017 DLARRB2(3)