SLARRB2(3) ScaLAPACK routine of NEC Numeric Library Collection SLARRB2(3)
NAME
SLARRB2 - does "limited" bisection to refine the eigenvalues of L D
L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy
SYNOPSIS
SUBROUTINE SLARRB2( 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
REAL LGPVMN, LGSPDM, PIVMIN, RTOL1, RTOL2
INTEGER IWORK( * )
REAL D( * ), LLD( * ), W( * ), WERR( * ), WGAP( * ),
WORK( * )
PURPOSE
Given the relatively robust representation(RRR) L D L^T, SLARRB2 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 SLARRB from LAPACK
and this current subroutine SLARRB2.
The most important reason for creating this nearly identical copy is
profiling: in the ScaLAPACK MRRR algorithm, eigenvalue computation
using SLARRB2 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 SLARRB. 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) REAL array, dimension (N)
The N diagonal elements of the diagonal matrix D.
LLD (input) REAL 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) REAL
RTOL2 (input) REAL
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) REAL 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) REAL 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) REAL 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) REAL array, dimension (4*N)
Workspace.
IWORK (workspace) INTEGER array, dimension (2*N)
Workspace.
PIVMIN (input) REAL
The minimum pivot in the sturm sequence.
LGPVMN (input) REAL
Logarithm of PIVMIN, precomputed.
LGSPDM (input) REAL
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 SLARRB2(3)