451 lines
13 KiB
Fortran
451 lines
13 KiB
Fortran
*> \brief \b DSTEIN
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DSTEIN + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dstein.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dstein.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dstein.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK,
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* IWORK, IFAIL, INFO )
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*
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* .. Scalar Arguments ..
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* INTEGER INFO, LDZ, M, N
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* ..
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* .. Array Arguments ..
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* INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ),
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* $ IWORK( * )
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* DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DSTEIN computes the eigenvectors of a real symmetric tridiagonal
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*> matrix T corresponding to specified eigenvalues, using inverse
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*> iteration.
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*>
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*> The maximum number of iterations allowed for each eigenvector is
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*> specified by an internal parameter MAXITS (currently set to 5).
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] D
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*> \verbatim
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*> D is DOUBLE PRECISION array, dimension (N)
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*> The n diagonal elements of the tridiagonal matrix T.
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*> \endverbatim
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*>
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*> \param[in] E
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*> \verbatim
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*> E is DOUBLE PRECISION array, dimension (N-1)
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*> The (n-1) subdiagonal elements of the tridiagonal matrix
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*> T, in elements 1 to N-1.
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*> \endverbatim
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*>
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*> \param[in] M
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*> \verbatim
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*> M is INTEGER
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*> The number of eigenvectors to be found. 0 <= M <= N.
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*> \endverbatim
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*>
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*> \param[in] W
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*> \verbatim
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*> W is DOUBLE PRECISION array, dimension (N)
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*> The first M elements of W contain the eigenvalues for
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*> which eigenvectors are to be computed. The eigenvalues
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*> should be grouped by split-off block and ordered from
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*> smallest to largest within the block. ( The output array
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*> W from DSTEBZ with ORDER = 'B' is expected here. )
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*> \endverbatim
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*>
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*> \param[in] IBLOCK
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*> \verbatim
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*> IBLOCK is INTEGER array, dimension (N)
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*> The submatrix indices associated with the corresponding
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*> eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to
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*> the first submatrix from the top, =2 if W(i) belongs to
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*> the second submatrix, etc. ( The output array IBLOCK
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*> from DSTEBZ is expected here. )
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*> \endverbatim
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*>
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*> \param[in] ISPLIT
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*> \verbatim
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*> ISPLIT is INTEGER array, dimension (N)
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*> The splitting points, at which T breaks up into submatrices.
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*> The first submatrix consists of rows/columns 1 to
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*> ISPLIT( 1 ), the second of rows/columns ISPLIT( 1 )+1
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*> through ISPLIT( 2 ), etc.
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*> ( The output array ISPLIT from DSTEBZ is expected here. )
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*> \endverbatim
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*>
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*> \param[out] Z
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*> \verbatim
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*> Z is DOUBLE PRECISION array, dimension (LDZ, M)
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*> The computed eigenvectors. The eigenvector associated
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*> with the eigenvalue W(i) is stored in the i-th column of
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*> Z. Any vector which fails to converge is set to its current
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*> iterate after MAXITS iterations.
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*> \endverbatim
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*>
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*> \param[in] LDZ
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of the array Z. LDZ >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is DOUBLE PRECISION array, dimension (5*N)
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] IFAIL
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*> \verbatim
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*> IFAIL is INTEGER array, dimension (M)
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*> On normal exit, all elements of IFAIL are zero.
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*> If one or more eigenvectors fail to converge after
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*> MAXITS iterations, then their indices are stored in
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*> array IFAIL.
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit.
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> > 0: if INFO = i, then i eigenvectors failed to converge
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*> in MAXITS iterations. Their indices are stored in
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*> array IFAIL.
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*> \endverbatim
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*
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*> \par Internal Parameters:
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* =========================
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*>
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*> \verbatim
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*> MAXITS INTEGER, default = 5
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*> The maximum number of iterations performed.
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*>
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*> EXTRA INTEGER, default = 2
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*> The number of iterations performed after norm growth
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*> criterion is satisfied, should be at least 1.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup doubleOTHERcomputational
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*
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* =====================================================================
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SUBROUTINE DSTEIN( N, D, E, M, W, IBLOCK, ISPLIT, Z, LDZ, WORK,
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$ IWORK, IFAIL, INFO )
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*
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* -- LAPACK computational routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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INTEGER INFO, LDZ, M, N
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* ..
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* .. Array Arguments ..
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INTEGER IBLOCK( * ), IFAIL( * ), ISPLIT( * ),
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$ IWORK( * )
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DOUBLE PRECISION D( * ), E( * ), W( * ), WORK( * ), Z( LDZ, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE, TEN, ODM3, ODM1
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TEN = 1.0D+1,
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$ ODM3 = 1.0D-3, ODM1 = 1.0D-1 )
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INTEGER MAXITS, EXTRA
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PARAMETER ( MAXITS = 5, EXTRA = 2 )
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* ..
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* .. Local Scalars ..
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INTEGER B1, BLKSIZ, BN, GPIND, I, IINFO, INDRV1,
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$ INDRV2, INDRV3, INDRV4, INDRV5, ITS, J, J1,
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$ JBLK, JMAX, NBLK, NRMCHK
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DOUBLE PRECISION DTPCRT, EPS, EPS1, NRM, ONENRM, ORTOL, PERTOL,
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$ SCL, SEP, TOL, XJ, XJM, ZTR
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* ..
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* .. Local Arrays ..
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INTEGER ISEED( 4 )
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* ..
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* .. External Functions ..
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INTEGER IDAMAX
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DOUBLE PRECISION DDOT, DLAMCH, DNRM2
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EXTERNAL IDAMAX, DDOT, DLAMCH, DNRM2
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* ..
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* .. External Subroutines ..
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EXTERNAL DAXPY, DCOPY, DLAGTF, DLAGTS, DLARNV, DSCAL,
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$ XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX, SQRT
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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DO 10 I = 1, M
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IFAIL( I ) = 0
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10 CONTINUE
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*
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IF( N.LT.0 ) THEN
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INFO = -1
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ELSE IF( M.LT.0 .OR. M.GT.N ) THEN
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INFO = -4
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ELSE IF( LDZ.LT.MAX( 1, N ) ) THEN
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INFO = -9
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ELSE
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DO 20 J = 2, M
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IF( IBLOCK( J ).LT.IBLOCK( J-1 ) ) THEN
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INFO = -6
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GO TO 30
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END IF
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IF( IBLOCK( J ).EQ.IBLOCK( J-1 ) .AND. W( J ).LT.W( J-1 ) )
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$ THEN
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INFO = -5
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GO TO 30
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END IF
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20 CONTINUE
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30 CONTINUE
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END IF
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*
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DSTEIN', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 .OR. M.EQ.0 ) THEN
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RETURN
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ELSE IF( N.EQ.1 ) THEN
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Z( 1, 1 ) = ONE
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RETURN
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END IF
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*
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* Get machine constants.
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*
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EPS = DLAMCH( 'Precision' )
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*
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* Initialize seed for random number generator DLARNV.
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*
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DO 40 I = 1, 4
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ISEED( I ) = 1
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40 CONTINUE
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*
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* Initialize pointers.
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*
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INDRV1 = 0
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INDRV2 = INDRV1 + N
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INDRV3 = INDRV2 + N
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INDRV4 = INDRV3 + N
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INDRV5 = INDRV4 + N
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*
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* Compute eigenvectors of matrix blocks.
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*
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J1 = 1
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DO 160 NBLK = 1, IBLOCK( M )
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*
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* Find starting and ending indices of block nblk.
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*
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IF( NBLK.EQ.1 ) THEN
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B1 = 1
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ELSE
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B1 = ISPLIT( NBLK-1 ) + 1
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END IF
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BN = ISPLIT( NBLK )
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BLKSIZ = BN - B1 + 1
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IF( BLKSIZ.EQ.1 )
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$ GO TO 60
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GPIND = J1
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*
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* Compute reorthogonalization criterion and stopping criterion.
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*
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ONENRM = ABS( D( B1 ) ) + ABS( E( B1 ) )
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ONENRM = MAX( ONENRM, ABS( D( BN ) )+ABS( E( BN-1 ) ) )
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DO 50 I = B1 + 1, BN - 1
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ONENRM = MAX( ONENRM, ABS( D( I ) )+ABS( E( I-1 ) )+
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$ ABS( E( I ) ) )
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50 CONTINUE
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ORTOL = ODM3*ONENRM
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*
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DTPCRT = SQRT( ODM1 / BLKSIZ )
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*
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* Loop through eigenvalues of block nblk.
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*
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60 CONTINUE
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JBLK = 0
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DO 150 J = J1, M
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IF( IBLOCK( J ).NE.NBLK ) THEN
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J1 = J
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GO TO 160
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END IF
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JBLK = JBLK + 1
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XJ = W( J )
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*
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* Skip all the work if the block size is one.
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*
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IF( BLKSIZ.EQ.1 ) THEN
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WORK( INDRV1+1 ) = ONE
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GO TO 120
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END IF
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*
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* If eigenvalues j and j-1 are too close, add a relatively
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* small perturbation.
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*
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IF( JBLK.GT.1 ) THEN
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EPS1 = ABS( EPS*XJ )
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PERTOL = TEN*EPS1
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SEP = XJ - XJM
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IF( SEP.LT.PERTOL )
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$ XJ = XJM + PERTOL
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END IF
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*
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ITS = 0
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NRMCHK = 0
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*
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* Get random starting vector.
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*
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CALL DLARNV( 2, ISEED, BLKSIZ, WORK( INDRV1+1 ) )
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*
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* Copy the matrix T so it won't be destroyed in factorization.
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*
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CALL DCOPY( BLKSIZ, D( B1 ), 1, WORK( INDRV4+1 ), 1 )
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CALL DCOPY( BLKSIZ-1, E( B1 ), 1, WORK( INDRV2+2 ), 1 )
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CALL DCOPY( BLKSIZ-1, E( B1 ), 1, WORK( INDRV3+1 ), 1 )
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*
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* Compute LU factors with partial pivoting ( PT = LU )
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*
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TOL = ZERO
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CALL DLAGTF( BLKSIZ, WORK( INDRV4+1 ), XJ, WORK( INDRV2+2 ),
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$ WORK( INDRV3+1 ), TOL, WORK( INDRV5+1 ), IWORK,
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$ IINFO )
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*
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* Update iteration count.
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*
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70 CONTINUE
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ITS = ITS + 1
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IF( ITS.GT.MAXITS )
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$ GO TO 100
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*
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* Normalize and scale the righthand side vector Pb.
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*
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JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 )
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SCL = BLKSIZ*ONENRM*MAX( EPS,
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$ ABS( WORK( INDRV4+BLKSIZ ) ) ) /
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$ ABS( WORK( INDRV1+JMAX ) )
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CALL DSCAL( BLKSIZ, SCL, WORK( INDRV1+1 ), 1 )
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*
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* Solve the system LU = Pb.
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*
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CALL DLAGTS( -1, BLKSIZ, WORK( INDRV4+1 ), WORK( INDRV2+2 ),
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$ WORK( INDRV3+1 ), WORK( INDRV5+1 ), IWORK,
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$ WORK( INDRV1+1 ), TOL, IINFO )
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*
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* Reorthogonalize by modified Gram-Schmidt if eigenvalues are
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* close enough.
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*
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IF( JBLK.EQ.1 )
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$ GO TO 90
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IF( ABS( XJ-XJM ).GT.ORTOL )
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$ GPIND = J
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IF( GPIND.NE.J ) THEN
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DO 80 I = GPIND, J - 1
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ZTR = -DDOT( BLKSIZ, WORK( INDRV1+1 ), 1, Z( B1, I ),
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$ 1 )
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CALL DAXPY( BLKSIZ, ZTR, Z( B1, I ), 1,
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$ WORK( INDRV1+1 ), 1 )
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80 CONTINUE
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END IF
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*
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* Check the infinity norm of the iterate.
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*
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90 CONTINUE
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JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 )
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NRM = ABS( WORK( INDRV1+JMAX ) )
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*
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* Continue for additional iterations after norm reaches
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* stopping criterion.
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*
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IF( NRM.LT.DTPCRT )
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$ GO TO 70
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NRMCHK = NRMCHK + 1
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IF( NRMCHK.LT.EXTRA+1 )
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$ GO TO 70
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*
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GO TO 110
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*
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* If stopping criterion was not satisfied, update info and
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* store eigenvector number in array ifail.
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*
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100 CONTINUE
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INFO = INFO + 1
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IFAIL( INFO ) = J
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*
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* Accept iterate as jth eigenvector.
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*
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110 CONTINUE
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SCL = ONE / DNRM2( BLKSIZ, WORK( INDRV1+1 ), 1 )
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JMAX = IDAMAX( BLKSIZ, WORK( INDRV1+1 ), 1 )
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IF( WORK( INDRV1+JMAX ).LT.ZERO )
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$ SCL = -SCL
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CALL DSCAL( BLKSIZ, SCL, WORK( INDRV1+1 ), 1 )
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120 CONTINUE
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DO 130 I = 1, N
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Z( I, J ) = ZERO
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130 CONTINUE
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DO 140 I = 1, BLKSIZ
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Z( B1+I-1, J ) = WORK( INDRV1+I )
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140 CONTINUE
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*
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* Save the shift to check eigenvalue spacing at next
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* iteration.
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*
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XJM = XJ
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*
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150 CONTINUE
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160 CONTINUE
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*
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RETURN
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*
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* End of DSTEIN
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*
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END
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