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claqr5.f 34 kB

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  1. *> \brief \b CLAQR5 performs a single small-bulge multi-shift QR sweep.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLAQR5 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr5.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr5.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr5.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S,
  22. * H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
  23. * WV, LDWV, NH, WH, LDWH )
  24. *
  25. * .. Scalar Arguments ..
  26. * INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
  27. * $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
  28. * LOGICAL WANTT, WANTZ
  29. * ..
  30. * .. Array Arguments ..
  31. * COMPLEX H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
  32. * $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
  33. * ..
  34. *
  35. *
  36. *> \par Purpose:
  37. * =============
  38. *>
  39. *> \verbatim
  40. *>
  41. *> CLAQR5 called by CLAQR0 performs a
  42. *> single small-bulge multi-shift QR sweep.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] WANTT
  49. *> \verbatim
  50. *> WANTT is logical scalar
  51. *> WANTT = .true. if the triangular Schur factor
  52. *> is being computed. WANTT is set to .false. otherwise.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] WANTZ
  56. *> \verbatim
  57. *> WANTZ is logical scalar
  58. *> WANTZ = .true. if the unitary Schur factor is being
  59. *> computed. WANTZ is set to .false. otherwise.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] KACC22
  63. *> \verbatim
  64. *> KACC22 is integer with value 0, 1, or 2.
  65. *> Specifies the computation mode of far-from-diagonal
  66. *> orthogonal updates.
  67. *> = 0: CLAQR5 does not accumulate reflections and does not
  68. *> use matrix-matrix multiply to update far-from-diagonal
  69. *> matrix entries.
  70. *> = 1: CLAQR5 accumulates reflections and uses matrix-matrix
  71. *> multiply to update the far-from-diagonal matrix entries.
  72. *> = 2: CLAQR5 accumulates reflections, uses matrix-matrix
  73. *> multiply to update the far-from-diagonal matrix entries,
  74. *> and takes advantage of 2-by-2 block structure during
  75. *> matrix multiplies.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] N
  79. *> \verbatim
  80. *> N is integer scalar
  81. *> N is the order of the Hessenberg matrix H upon which this
  82. *> subroutine operates.
  83. *> \endverbatim
  84. *>
  85. *> \param[in] KTOP
  86. *> \verbatim
  87. *> KTOP is integer scalar
  88. *> \endverbatim
  89. *>
  90. *> \param[in] KBOT
  91. *> \verbatim
  92. *> KBOT is integer scalar
  93. *> These are the first and last rows and columns of an
  94. *> isolated diagonal block upon which the QR sweep is to be
  95. *> applied. It is assumed without a check that
  96. *> either KTOP = 1 or H(KTOP,KTOP-1) = 0
  97. *> and
  98. *> either KBOT = N or H(KBOT+1,KBOT) = 0.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] NSHFTS
  102. *> \verbatim
  103. *> NSHFTS is integer scalar
  104. *> NSHFTS gives the number of simultaneous shifts. NSHFTS
  105. *> must be positive and even.
  106. *> \endverbatim
  107. *>
  108. *> \param[in,out] S
  109. *> \verbatim
  110. *> S is COMPLEX array of size (NSHFTS)
  111. *> S contains the shifts of origin that define the multi-
  112. *> shift QR sweep. On output S may be reordered.
  113. *> \endverbatim
  114. *>
  115. *> \param[in,out] H
  116. *> \verbatim
  117. *> H is COMPLEX array of size (LDH,N)
  118. *> On input H contains a Hessenberg matrix. On output a
  119. *> multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
  120. *> to the isolated diagonal block in rows and columns KTOP
  121. *> through KBOT.
  122. *> \endverbatim
  123. *>
  124. *> \param[in] LDH
  125. *> \verbatim
  126. *> LDH is integer scalar
  127. *> LDH is the leading dimension of H just as declared in the
  128. *> calling procedure. LDH.GE.MAX(1,N).
  129. *> \endverbatim
  130. *>
  131. *> \param[in] ILOZ
  132. *> \verbatim
  133. *> ILOZ is INTEGER
  134. *> \endverbatim
  135. *>
  136. *> \param[in] IHIZ
  137. *> \verbatim
  138. *> IHIZ is INTEGER
  139. *> Specify the rows of Z to which transformations must be
  140. *> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N
  141. *> \endverbatim
  142. *>
  143. *> \param[in,out] Z
  144. *> \verbatim
  145. *> Z is COMPLEX array of size (LDZ,IHI)
  146. *> If WANTZ = .TRUE., then the QR Sweep unitary
  147. *> similarity transformation is accumulated into
  148. *> Z(ILOZ:IHIZ,ILO:IHI) from the right.
  149. *> If WANTZ = .FALSE., then Z is unreferenced.
  150. *> \endverbatim
  151. *>
  152. *> \param[in] LDZ
  153. *> \verbatim
  154. *> LDZ is integer scalar
  155. *> LDA is the leading dimension of Z just as declared in
  156. *> the calling procedure. LDZ.GE.N.
  157. *> \endverbatim
  158. *>
  159. *> \param[out] V
  160. *> \verbatim
  161. *> V is COMPLEX array of size (LDV,NSHFTS/2)
  162. *> \endverbatim
  163. *>
  164. *> \param[in] LDV
  165. *> \verbatim
  166. *> LDV is integer scalar
  167. *> LDV is the leading dimension of V as declared in the
  168. *> calling procedure. LDV.GE.3.
  169. *> \endverbatim
  170. *>
  171. *> \param[out] U
  172. *> \verbatim
  173. *> U is COMPLEX array of size
  174. *> (LDU,3*NSHFTS-3)
  175. *> \endverbatim
  176. *>
  177. *> \param[in] LDU
  178. *> \verbatim
  179. *> LDU is integer scalar
  180. *> LDU is the leading dimension of U just as declared in the
  181. *> in the calling subroutine. LDU.GE.3*NSHFTS-3.
  182. *> \endverbatim
  183. *>
  184. *> \param[in] NH
  185. *> \verbatim
  186. *> NH is integer scalar
  187. *> NH is the number of columns in array WH available for
  188. *> workspace. NH.GE.1.
  189. *> \endverbatim
  190. *>
  191. *> \param[out] WH
  192. *> \verbatim
  193. *> WH is COMPLEX array of size (LDWH,NH)
  194. *> \endverbatim
  195. *>
  196. *> \param[in] LDWH
  197. *> \verbatim
  198. *> LDWH is integer scalar
  199. *> Leading dimension of WH just as declared in the
  200. *> calling procedure. LDWH.GE.3*NSHFTS-3.
  201. *> \endverbatim
  202. *>
  203. *> \param[in] NV
  204. *> \verbatim
  205. *> NV is integer scalar
  206. *> NV is the number of rows in WV agailable for workspace.
  207. *> NV.GE.1.
  208. *> \endverbatim
  209. *>
  210. *> \param[out] WV
  211. *> \verbatim
  212. *> WV is COMPLEX array of size
  213. *> (LDWV,3*NSHFTS-3)
  214. *> \endverbatim
  215. *>
  216. *> \param[in] LDWV
  217. *> \verbatim
  218. *> LDWV is integer scalar
  219. *> LDWV is the leading dimension of WV as declared in the
  220. *> in the calling subroutine. LDWV.GE.NV.
  221. *> \endverbatim
  222. *
  223. * Authors:
  224. * ========
  225. *
  226. *> \author Univ. of Tennessee
  227. *> \author Univ. of California Berkeley
  228. *> \author Univ. of Colorado Denver
  229. *> \author NAG Ltd.
  230. *
  231. *> \date September 2012
  232. *
  233. *> \ingroup complexOTHERauxiliary
  234. *
  235. *> \par Contributors:
  236. * ==================
  237. *>
  238. *> Karen Braman and Ralph Byers, Department of Mathematics,
  239. *> University of Kansas, USA
  240. *
  241. *> \par References:
  242. * ================
  243. *>
  244. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  245. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  246. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  247. *> 929--947, 2002.
  248. *>
  249. * =====================================================================
  250. SUBROUTINE CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S,
  251. $ H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
  252. $ WV, LDWV, NH, WH, LDWH )
  253. *
  254. * -- LAPACK auxiliary routine (version 3.4.2) --
  255. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  256. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  257. * September 2012
  258. *
  259. * .. Scalar Arguments ..
  260. INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
  261. $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
  262. LOGICAL WANTT, WANTZ
  263. * ..
  264. * .. Array Arguments ..
  265. COMPLEX H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
  266. $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
  267. * ..
  268. *
  269. * ================================================================
  270. * .. Parameters ..
  271. COMPLEX ZERO, ONE
  272. PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
  273. $ ONE = ( 1.0e0, 0.0e0 ) )
  274. REAL RZERO, RONE
  275. PARAMETER ( RZERO = 0.0e0, RONE = 1.0e0 )
  276. * ..
  277. * .. Local Scalars ..
  278. COMPLEX ALPHA, BETA, CDUM, REFSUM
  279. REAL H11, H12, H21, H22, SAFMAX, SAFMIN, SCL,
  280. $ SMLNUM, TST1, TST2, ULP
  281. INTEGER I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN,
  282. $ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS,
  283. $ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL,
  284. $ NS, NU
  285. LOGICAL ACCUM, BLK22, BMP22
  286. * ..
  287. * .. External Functions ..
  288. REAL SLAMCH
  289. EXTERNAL SLAMCH
  290. * ..
  291. * .. Intrinsic Functions ..
  292. *
  293. INTRINSIC ABS, AIMAG, CONJG, MAX, MIN, MOD, REAL
  294. * ..
  295. * .. Local Arrays ..
  296. COMPLEX VT( 3 )
  297. * ..
  298. * .. External Subroutines ..
  299. EXTERNAL CGEMM, CLACPY, CLAQR1, CLARFG, CLASET, CTRMM,
  300. $ SLABAD
  301. * ..
  302. * .. Statement Functions ..
  303. REAL CABS1
  304. * ..
  305. * .. Statement Function definitions ..
  306. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
  307. * ..
  308. * .. Executable Statements ..
  309. *
  310. * ==== If there are no shifts, then there is nothing to do. ====
  311. *
  312. IF( NSHFTS.LT.2 )
  313. $ RETURN
  314. *
  315. * ==== If the active block is empty or 1-by-1, then there
  316. * . is nothing to do. ====
  317. *
  318. IF( KTOP.GE.KBOT )
  319. $ RETURN
  320. *
  321. * ==== NSHFTS is supposed to be even, but if it is odd,
  322. * . then simply reduce it by one. ====
  323. *
  324. NS = NSHFTS - MOD( NSHFTS, 2 )
  325. *
  326. * ==== Machine constants for deflation ====
  327. *
  328. SAFMIN = SLAMCH( 'SAFE MINIMUM' )
  329. SAFMAX = RONE / SAFMIN
  330. CALL SLABAD( SAFMIN, SAFMAX )
  331. ULP = SLAMCH( 'PRECISION' )
  332. SMLNUM = SAFMIN*( REAL( N ) / ULP )
  333. *
  334. * ==== Use accumulated reflections to update far-from-diagonal
  335. * . entries ? ====
  336. *
  337. ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 )
  338. *
  339. * ==== If so, exploit the 2-by-2 block structure? ====
  340. *
  341. BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 )
  342. *
  343. * ==== clear trash ====
  344. *
  345. IF( KTOP+2.LE.KBOT )
  346. $ H( KTOP+2, KTOP ) = ZERO
  347. *
  348. * ==== NBMPS = number of 2-shift bulges in the chain ====
  349. *
  350. NBMPS = NS / 2
  351. *
  352. * ==== KDU = width of slab ====
  353. *
  354. KDU = 6*NBMPS - 3
  355. *
  356. * ==== Create and chase chains of NBMPS bulges ====
  357. *
  358. DO 210 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2
  359. NDCOL = INCOL + KDU
  360. IF( ACCUM )
  361. $ CALL CLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU )
  362. *
  363. * ==== Near-the-diagonal bulge chase. The following loop
  364. * . performs the near-the-diagonal part of a small bulge
  365. * . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal
  366. * . chunk extends from column INCOL to column NDCOL
  367. * . (including both column INCOL and column NDCOL). The
  368. * . following loop chases a 3*NBMPS column long chain of
  369. * . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL
  370. * . may be less than KTOP and and NDCOL may be greater than
  371. * . KBOT indicating phantom columns from which to chase
  372. * . bulges before they are actually introduced or to which
  373. * . to chase bulges beyond column KBOT.) ====
  374. *
  375. DO 140 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 )
  376. *
  377. * ==== Bulges number MTOP to MBOT are active double implicit
  378. * . shift bulges. There may or may not also be small
  379. * . 2-by-2 bulge, if there is room. The inactive bulges
  380. * . (if any) must wait until the active bulges have moved
  381. * . down the diagonal to make room. The phantom matrix
  382. * . paradigm described above helps keep track. ====
  383. *
  384. MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 )
  385. MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 )
  386. M22 = MBOT + 1
  387. BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ.
  388. $ ( KBOT-2 )
  389. *
  390. * ==== Generate reflections to chase the chain right
  391. * . one column. (The minimum value of K is KTOP-1.) ====
  392. *
  393. DO 10 M = MTOP, MBOT
  394. K = KRCOL + 3*( M-1 )
  395. IF( K.EQ.KTOP-1 ) THEN
  396. CALL CLAQR1( 3, H( KTOP, KTOP ), LDH, S( 2*M-1 ),
  397. $ S( 2*M ), V( 1, M ) )
  398. ALPHA = V( 1, M )
  399. CALL CLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
  400. ELSE
  401. BETA = H( K+1, K )
  402. V( 2, M ) = H( K+2, K )
  403. V( 3, M ) = H( K+3, K )
  404. CALL CLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
  405. *
  406. * ==== A Bulge may collapse because of vigilant
  407. * . deflation or destructive underflow. In the
  408. * . underflow case, try the two-small-subdiagonals
  409. * . trick to try to reinflate the bulge. ====
  410. *
  411. IF( H( K+3, K ).NE.ZERO .OR. H( K+3, K+1 ).NE.
  412. $ ZERO .OR. H( K+3, K+2 ).EQ.ZERO ) THEN
  413. *
  414. * ==== Typical case: not collapsed (yet). ====
  415. *
  416. H( K+1, K ) = BETA
  417. H( K+2, K ) = ZERO
  418. H( K+3, K ) = ZERO
  419. ELSE
  420. *
  421. * ==== Atypical case: collapsed. Attempt to
  422. * . reintroduce ignoring H(K+1,K) and H(K+2,K).
  423. * . If the fill resulting from the new
  424. * . reflector is too large, then abandon it.
  425. * . Otherwise, use the new one. ====
  426. *
  427. CALL CLAQR1( 3, H( K+1, K+1 ), LDH, S( 2*M-1 ),
  428. $ S( 2*M ), VT )
  429. ALPHA = VT( 1 )
  430. CALL CLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
  431. REFSUM = CONJG( VT( 1 ) )*
  432. $ ( H( K+1, K )+CONJG( VT( 2 ) )*
  433. $ H( K+2, K ) )
  434. *
  435. IF( CABS1( H( K+2, K )-REFSUM*VT( 2 ) )+
  436. $ CABS1( REFSUM*VT( 3 ) ).GT.ULP*
  437. $ ( CABS1( H( K, K ) )+CABS1( H( K+1,
  438. $ K+1 ) )+CABS1( H( K+2, K+2 ) ) ) ) THEN
  439. *
  440. * ==== Starting a new bulge here would
  441. * . create non-negligible fill. Use
  442. * . the old one with trepidation. ====
  443. *
  444. H( K+1, K ) = BETA
  445. H( K+2, K ) = ZERO
  446. H( K+3, K ) = ZERO
  447. ELSE
  448. *
  449. * ==== Stating a new bulge here would
  450. * . create only negligible fill.
  451. * . Replace the old reflector with
  452. * . the new one. ====
  453. *
  454. H( K+1, K ) = H( K+1, K ) - REFSUM
  455. H( K+2, K ) = ZERO
  456. H( K+3, K ) = ZERO
  457. V( 1, M ) = VT( 1 )
  458. V( 2, M ) = VT( 2 )
  459. V( 3, M ) = VT( 3 )
  460. END IF
  461. END IF
  462. END IF
  463. 10 CONTINUE
  464. *
  465. * ==== Generate a 2-by-2 reflection, if needed. ====
  466. *
  467. K = KRCOL + 3*( M22-1 )
  468. IF( BMP22 ) THEN
  469. IF( K.EQ.KTOP-1 ) THEN
  470. CALL CLAQR1( 2, H( K+1, K+1 ), LDH, S( 2*M22-1 ),
  471. $ S( 2*M22 ), V( 1, M22 ) )
  472. BETA = V( 1, M22 )
  473. CALL CLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  474. ELSE
  475. BETA = H( K+1, K )
  476. V( 2, M22 ) = H( K+2, K )
  477. CALL CLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  478. H( K+1, K ) = BETA
  479. H( K+2, K ) = ZERO
  480. END IF
  481. END IF
  482. *
  483. * ==== Multiply H by reflections from the left ====
  484. *
  485. IF( ACCUM ) THEN
  486. JBOT = MIN( NDCOL, KBOT )
  487. ELSE IF( WANTT ) THEN
  488. JBOT = N
  489. ELSE
  490. JBOT = KBOT
  491. END IF
  492. DO 30 J = MAX( KTOP, KRCOL ), JBOT
  493. MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 )
  494. DO 20 M = MTOP, MEND
  495. K = KRCOL + 3*( M-1 )
  496. REFSUM = CONJG( V( 1, M ) )*
  497. $ ( H( K+1, J )+CONJG( V( 2, M ) )*H( K+2, J )+
  498. $ CONJG( V( 3, M ) )*H( K+3, J ) )
  499. H( K+1, J ) = H( K+1, J ) - REFSUM
  500. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
  501. H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
  502. 20 CONTINUE
  503. 30 CONTINUE
  504. IF( BMP22 ) THEN
  505. K = KRCOL + 3*( M22-1 )
  506. DO 40 J = MAX( K+1, KTOP ), JBOT
  507. REFSUM = CONJG( V( 1, M22 ) )*
  508. $ ( H( K+1, J )+CONJG( V( 2, M22 ) )*
  509. $ H( K+2, J ) )
  510. H( K+1, J ) = H( K+1, J ) - REFSUM
  511. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
  512. 40 CONTINUE
  513. END IF
  514. *
  515. * ==== Multiply H by reflections from the right.
  516. * . Delay filling in the last row until the
  517. * . vigilant deflation check is complete. ====
  518. *
  519. IF( ACCUM ) THEN
  520. JTOP = MAX( KTOP, INCOL )
  521. ELSE IF( WANTT ) THEN
  522. JTOP = 1
  523. ELSE
  524. JTOP = KTOP
  525. END IF
  526. DO 80 M = MTOP, MBOT
  527. IF( V( 1, M ).NE.ZERO ) THEN
  528. K = KRCOL + 3*( M-1 )
  529. DO 50 J = JTOP, MIN( KBOT, K+3 )
  530. REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
  531. $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
  532. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  533. H( J, K+2 ) = H( J, K+2 ) -
  534. $ REFSUM*CONJG( V( 2, M ) )
  535. H( J, K+3 ) = H( J, K+3 ) -
  536. $ REFSUM*CONJG( V( 3, M ) )
  537. 50 CONTINUE
  538. *
  539. IF( ACCUM ) THEN
  540. *
  541. * ==== Accumulate U. (If necessary, update Z later
  542. * . with with an efficient matrix-matrix
  543. * . multiply.) ====
  544. *
  545. KMS = K - INCOL
  546. DO 60 J = MAX( 1, KTOP-INCOL ), KDU
  547. REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
  548. $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
  549. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  550. U( J, KMS+2 ) = U( J, KMS+2 ) -
  551. $ REFSUM*CONJG( V( 2, M ) )
  552. U( J, KMS+3 ) = U( J, KMS+3 ) -
  553. $ REFSUM*CONJG( V( 3, M ) )
  554. 60 CONTINUE
  555. ELSE IF( WANTZ ) THEN
  556. *
  557. * ==== U is not accumulated, so update Z
  558. * . now by multiplying by reflections
  559. * . from the right. ====
  560. *
  561. DO 70 J = ILOZ, IHIZ
  562. REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
  563. $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
  564. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  565. Z( J, K+2 ) = Z( J, K+2 ) -
  566. $ REFSUM*CONJG( V( 2, M ) )
  567. Z( J, K+3 ) = Z( J, K+3 ) -
  568. $ REFSUM*CONJG( V( 3, M ) )
  569. 70 CONTINUE
  570. END IF
  571. END IF
  572. 80 CONTINUE
  573. *
  574. * ==== Special case: 2-by-2 reflection (if needed) ====
  575. *
  576. K = KRCOL + 3*( M22-1 )
  577. IF( BMP22 ) THEN
  578. IF ( V( 1, M22 ).NE.ZERO ) THEN
  579. DO 90 J = JTOP, MIN( KBOT, K+3 )
  580. REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
  581. $ H( J, K+2 ) )
  582. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  583. H( J, K+2 ) = H( J, K+2 ) -
  584. $ REFSUM*CONJG( V( 2, M22 ) )
  585. 90 CONTINUE
  586. *
  587. IF( ACCUM ) THEN
  588. KMS = K - INCOL
  589. DO 100 J = MAX( 1, KTOP-INCOL ), KDU
  590. REFSUM = V( 1, M22 )*( U( J, KMS+1 )+
  591. $ V( 2, M22 )*U( J, KMS+2 ) )
  592. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  593. U( J, KMS+2 ) = U( J, KMS+2 ) -
  594. $ REFSUM*CONJG( V( 2, M22 ) )
  595. 100 CONTINUE
  596. ELSE IF( WANTZ ) THEN
  597. DO 110 J = ILOZ, IHIZ
  598. REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
  599. $ Z( J, K+2 ) )
  600. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  601. Z( J, K+2 ) = Z( J, K+2 ) -
  602. $ REFSUM*CONJG( V( 2, M22 ) )
  603. 110 CONTINUE
  604. END IF
  605. END IF
  606. END IF
  607. *
  608. * ==== Vigilant deflation check ====
  609. *
  610. MSTART = MTOP
  611. IF( KRCOL+3*( MSTART-1 ).LT.KTOP )
  612. $ MSTART = MSTART + 1
  613. MEND = MBOT
  614. IF( BMP22 )
  615. $ MEND = MEND + 1
  616. IF( KRCOL.EQ.KBOT-2 )
  617. $ MEND = MEND + 1
  618. DO 120 M = MSTART, MEND
  619. K = MIN( KBOT-1, KRCOL+3*( M-1 ) )
  620. *
  621. * ==== The following convergence test requires that
  622. * . the tradition small-compared-to-nearby-diagonals
  623. * . criterion and the Ahues & Tisseur (LAWN 122, 1997)
  624. * . criteria both be satisfied. The latter improves
  625. * . accuracy in some examples. Falling back on an
  626. * . alternate convergence criterion when TST1 or TST2
  627. * . is zero (as done here) is traditional but probably
  628. * . unnecessary. ====
  629. *
  630. IF( H( K+1, K ).NE.ZERO ) THEN
  631. TST1 = CABS1( H( K, K ) ) + CABS1( H( K+1, K+1 ) )
  632. IF( TST1.EQ.RZERO ) THEN
  633. IF( K.GE.KTOP+1 )
  634. $ TST1 = TST1 + CABS1( H( K, K-1 ) )
  635. IF( K.GE.KTOP+2 )
  636. $ TST1 = TST1 + CABS1( H( K, K-2 ) )
  637. IF( K.GE.KTOP+3 )
  638. $ TST1 = TST1 + CABS1( H( K, K-3 ) )
  639. IF( K.LE.KBOT-2 )
  640. $ TST1 = TST1 + CABS1( H( K+2, K+1 ) )
  641. IF( K.LE.KBOT-3 )
  642. $ TST1 = TST1 + CABS1( H( K+3, K+1 ) )
  643. IF( K.LE.KBOT-4 )
  644. $ TST1 = TST1 + CABS1( H( K+4, K+1 ) )
  645. END IF
  646. IF( CABS1( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) )
  647. $ THEN
  648. H12 = MAX( CABS1( H( K+1, K ) ),
  649. $ CABS1( H( K, K+1 ) ) )
  650. H21 = MIN( CABS1( H( K+1, K ) ),
  651. $ CABS1( H( K, K+1 ) ) )
  652. H11 = MAX( CABS1( H( K+1, K+1 ) ),
  653. $ CABS1( H( K, K )-H( K+1, K+1 ) ) )
  654. H22 = MIN( CABS1( H( K+1, K+1 ) ),
  655. $ CABS1( H( K, K )-H( K+1, K+1 ) ) )
  656. SCL = H11 + H12
  657. TST2 = H22*( H11 / SCL )
  658. *
  659. IF( TST2.EQ.RZERO .OR. H21*( H12 / SCL ).LE.
  660. $ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO
  661. END IF
  662. END IF
  663. 120 CONTINUE
  664. *
  665. * ==== Fill in the last row of each bulge. ====
  666. *
  667. MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 )
  668. DO 130 M = MTOP, MEND
  669. K = KRCOL + 3*( M-1 )
  670. REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 )
  671. H( K+4, K+1 ) = -REFSUM
  672. H( K+4, K+2 ) = -REFSUM*CONJG( V( 2, M ) )
  673. H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*CONJG( V( 3, M ) )
  674. 130 CONTINUE
  675. *
  676. * ==== End of near-the-diagonal bulge chase. ====
  677. *
  678. 140 CONTINUE
  679. *
  680. * ==== Use U (if accumulated) to update far-from-diagonal
  681. * . entries in H. If required, use U to update Z as
  682. * . well. ====
  683. *
  684. IF( ACCUM ) THEN
  685. IF( WANTT ) THEN
  686. JTOP = 1
  687. JBOT = N
  688. ELSE
  689. JTOP = KTOP
  690. JBOT = KBOT
  691. END IF
  692. IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR.
  693. $ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN
  694. *
  695. * ==== Updates not exploiting the 2-by-2 block
  696. * . structure of U. K1 and NU keep track of
  697. * . the location and size of U in the special
  698. * . cases of introducing bulges and chasing
  699. * . bulges off the bottom. In these special
  700. * . cases and in case the number of shifts
  701. * . is NS = 2, there is no 2-by-2 block
  702. * . structure to exploit. ====
  703. *
  704. K1 = MAX( 1, KTOP-INCOL )
  705. NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1
  706. *
  707. * ==== Horizontal Multiply ====
  708. *
  709. DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  710. JLEN = MIN( NH, JBOT-JCOL+1 )
  711. CALL CGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ),
  712. $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH,
  713. $ LDWH )
  714. CALL CLACPY( 'ALL', NU, JLEN, WH, LDWH,
  715. $ H( INCOL+K1, JCOL ), LDH )
  716. 150 CONTINUE
  717. *
  718. * ==== Vertical multiply ====
  719. *
  720. DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV
  721. JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW )
  722. CALL CGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  723. $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ),
  724. $ LDU, ZERO, WV, LDWV )
  725. CALL CLACPY( 'ALL', JLEN, NU, WV, LDWV,
  726. $ H( JROW, INCOL+K1 ), LDH )
  727. 160 CONTINUE
  728. *
  729. * ==== Z multiply (also vertical) ====
  730. *
  731. IF( WANTZ ) THEN
  732. DO 170 JROW = ILOZ, IHIZ, NV
  733. JLEN = MIN( NV, IHIZ-JROW+1 )
  734. CALL CGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  735. $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ),
  736. $ LDU, ZERO, WV, LDWV )
  737. CALL CLACPY( 'ALL', JLEN, NU, WV, LDWV,
  738. $ Z( JROW, INCOL+K1 ), LDZ )
  739. 170 CONTINUE
  740. END IF
  741. ELSE
  742. *
  743. * ==== Updates exploiting U's 2-by-2 block structure.
  744. * . (I2, I4, J2, J4 are the last rows and columns
  745. * . of the blocks.) ====
  746. *
  747. I2 = ( KDU+1 ) / 2
  748. I4 = KDU
  749. J2 = I4 - I2
  750. J4 = KDU
  751. *
  752. * ==== KZS and KNZ deal with the band of zeros
  753. * . along the diagonal of one of the triangular
  754. * . blocks. ====
  755. *
  756. KZS = ( J4-J2 ) - ( NS+1 )
  757. KNZ = NS + 1
  758. *
  759. * ==== Horizontal multiply ====
  760. *
  761. DO 180 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  762. JLEN = MIN( NH, JBOT-JCOL+1 )
  763. *
  764. * ==== Copy bottom of H to top+KZS of scratch ====
  765. * (The first KZS rows get multiplied by zero.) ====
  766. *
  767. CALL CLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ),
  768. $ LDH, WH( KZS+1, 1 ), LDWH )
  769. *
  770. * ==== Multiply by U21**H ====
  771. *
  772. CALL CLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH )
  773. CALL CTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE,
  774. $ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ),
  775. $ LDWH )
  776. *
  777. * ==== Multiply top of H by U11**H ====
  778. *
  779. CALL CGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU,
  780. $ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH )
  781. *
  782. * ==== Copy top of H to bottom of WH ====
  783. *
  784. CALL CLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH,
  785. $ WH( I2+1, 1 ), LDWH )
  786. *
  787. * ==== Multiply by U21**H ====
  788. *
  789. CALL CTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE,
  790. $ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH )
  791. *
  792. * ==== Multiply by U22 ====
  793. *
  794. CALL CGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE,
  795. $ U( J2+1, I2+1 ), LDU,
  796. $ H( INCOL+1+J2, JCOL ), LDH, ONE,
  797. $ WH( I2+1, 1 ), LDWH )
  798. *
  799. * ==== Copy it back ====
  800. *
  801. CALL CLACPY( 'ALL', KDU, JLEN, WH, LDWH,
  802. $ H( INCOL+1, JCOL ), LDH )
  803. 180 CONTINUE
  804. *
  805. * ==== Vertical multiply ====
  806. *
  807. DO 190 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV
  808. JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW )
  809. *
  810. * ==== Copy right of H to scratch (the first KZS
  811. * . columns get multiplied by zero) ====
  812. *
  813. CALL CLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ),
  814. $ LDH, WV( 1, 1+KZS ), LDWV )
  815. *
  816. * ==== Multiply by U21 ====
  817. *
  818. CALL CLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV )
  819. CALL CTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
  820. $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
  821. $ LDWV )
  822. *
  823. * ==== Multiply by U11 ====
  824. *
  825. CALL CGEMM( 'N', 'N', JLEN, I2, J2, ONE,
  826. $ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV,
  827. $ LDWV )
  828. *
  829. * ==== Copy left of H to right of scratch ====
  830. *
  831. CALL CLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH,
  832. $ WV( 1, 1+I2 ), LDWV )
  833. *
  834. * ==== Multiply by U21 ====
  835. *
  836. CALL CTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
  837. $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV )
  838. *
  839. * ==== Multiply by U22 ====
  840. *
  841. CALL CGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
  842. $ H( JROW, INCOL+1+J2 ), LDH,
  843. $ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ),
  844. $ LDWV )
  845. *
  846. * ==== Copy it back ====
  847. *
  848. CALL CLACPY( 'ALL', JLEN, KDU, WV, LDWV,
  849. $ H( JROW, INCOL+1 ), LDH )
  850. 190 CONTINUE
  851. *
  852. * ==== Multiply Z (also vertical) ====
  853. *
  854. IF( WANTZ ) THEN
  855. DO 200 JROW = ILOZ, IHIZ, NV
  856. JLEN = MIN( NV, IHIZ-JROW+1 )
  857. *
  858. * ==== Copy right of Z to left of scratch (first
  859. * . KZS columns get multiplied by zero) ====
  860. *
  861. CALL CLACPY( 'ALL', JLEN, KNZ,
  862. $ Z( JROW, INCOL+1+J2 ), LDZ,
  863. $ WV( 1, 1+KZS ), LDWV )
  864. *
  865. * ==== Multiply by U12 ====
  866. *
  867. CALL CLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV,
  868. $ LDWV )
  869. CALL CTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
  870. $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
  871. $ LDWV )
  872. *
  873. * ==== Multiply by U11 ====
  874. *
  875. CALL CGEMM( 'N', 'N', JLEN, I2, J2, ONE,
  876. $ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE,
  877. $ WV, LDWV )
  878. *
  879. * ==== Copy left of Z to right of scratch ====
  880. *
  881. CALL CLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ),
  882. $ LDZ, WV( 1, 1+I2 ), LDWV )
  883. *
  884. * ==== Multiply by U21 ====
  885. *
  886. CALL CTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
  887. $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ),
  888. $ LDWV )
  889. *
  890. * ==== Multiply by U22 ====
  891. *
  892. CALL CGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
  893. $ Z( JROW, INCOL+1+J2 ), LDZ,
  894. $ U( J2+1, I2+1 ), LDU, ONE,
  895. $ WV( 1, 1+I2 ), LDWV )
  896. *
  897. * ==== Copy the result back to Z ====
  898. *
  899. CALL CLACPY( 'ALL', JLEN, KDU, WV, LDWV,
  900. $ Z( JROW, INCOL+1 ), LDZ )
  901. 200 CONTINUE
  902. END IF
  903. END IF
  904. END IF
  905. 210 CONTINUE
  906. *
  907. * ==== End of CLAQR5 ====
  908. *
  909. END