Geek Gadgets 1/ADE-1.bin/ade-dist/eispack-1.0-src.tgz/tar.out/contrib/eispack/tql2.f

Text File | 1996-09-28 | 5KB | 171 lines

      subroutine tql2(nm,n,d,e,z,ierr)
c
      integer i,j,k,l,m,n,ii,l1,l2,nm,mml,ierr
      double precision d(n),e(n),z(nm,n)
      double precision c,c2,c3,dl1,el1,f,g,h,p,r,s,s2,tst1,tst2,pythag
c
c     this subroutine is a translation of the algol procedure tql2,
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 and eigenvectors
c     of a symmetric tridiagonal matrix by the ql method.
c     the eigenvectors of a full symmetric matrix can also
c     be found if  tred2  has been used to reduce this
c     full matrix to tridiagonal form.
c
c     on input
c
c        nm must be set to the row dimension of two-dimensional
c          array parameters as declared in the calling program
c          dimension statement.
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        z contains the transformation matrix produced in the
c          reduction by  tred2, if performed.  if the eigenvectors
c          of the tridiagonal matrix are desired, z must contain
c          the identity matrix.
c
c      on output
c
c        d contains the eigenvalues in ascending order.  if an
c          error exit is made, the eigenvalues are correct but
c          unordered for indices 1,2,...,ierr-1.
c
c        e has been destroyed.
c
c        z contains orthonormal eigenvectors of the symmetric
c          tridiagonal (or full) matrix.  if an error exit is made,
c          z contains the eigenvectors associated with the stored
c          eigenvalues.
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 pythag for  dsqrt(a*a + b*b) .
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.
c
c     ------------------------------------------------------------------
c
      ierr = 0
      if (n .eq. 1) go to 1001
c
      do 100 i = 2, n
  100 e(i-1) = e(i)
c
      f = 0.0d0
      tst1 = 0.0d0
      e(n) = 0.0d0
c
      do 240 l = 1, n
         j = 0
         h = dabs(d(l)) + dabs(e(l))
         if (tst1 .lt. h) tst1 = h
c     .......... look for small sub-diagonal element ..........
         do 110 m = l, n
            tst2 = tst1 + dabs(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 220
  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))
         r = pythag(p,1.0d0)
         d(l) = e(l) / (p + dsign(r,p))
         d(l1) = e(l) * (p + dsign(r,p))
         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
            r = pythag(p,e(i))
            e(i+1) = s * r
            s = e(i) / r
            c = p / r
            p = c * d(i) - s * g
            d(i+1) = h + s * (c * g + s * d(i))
c     .......... form vector ..........
            do 180 k = 1, n
               h = z(k,i+1)
               z(k,i+1) = s * z(k,i) + c * h
               z(k,i) = c * z(k,i) - s * h
  180       continue
c
  200    continue
c
         p = -s * s2 * c3 * el1 * e(l) / dl1
         e(l) = s * p
         d(l) = c * p
         tst2 = tst1 + dabs(e(l))
         if (tst2 .gt. tst1) go to 130
  220    d(l) = d(l) + f
  240 continue
c     .......... order eigenvalues and eigenvectors ..........
      do 300 ii = 2, n
         i = ii - 1
         k = i
         p = d(i)
c
         do 260 j = ii, n
            if (d(j) .ge. p) go to 260
            k = j
            p = d(j)
  260    continue
c
         if (k .eq. i) go to 300
         d(k) = d(i)
         d(i) = p
c
         do 280 j = 1, n
            p = z(j,i)
            z(j,i) = z(j,k)
            z(j,k) = p
  280    continue
c
  300 continue
c
      go to 1001
c     .......... set error -- no convergence to an
c                eigenvalue after 30 iterations ..........
 1000 ierr = l
 1001 return
      end