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slaqr5.f 34 kB

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  1. *> \brief \b SLAQR5 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 SLAQR5 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaqr5.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaqr5.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaqr5.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS,
  22. * SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U,
  23. * LDU, NV, 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. * REAL H( LDH, * ), SI( * ), SR( * ), U( LDU, * ),
  32. * $ V( LDV, * ), WH( LDWH, * ), WV( LDWV, * ),
  33. * $ Z( LDZ, * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> SLAQR5, called by SLAQR0, performs a
  43. *> single small-bulge multi-shift QR sweep.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] WANTT
  50. *> \verbatim
  51. *> WANTT is logical scalar
  52. *> WANTT = .true. if the quasi-triangular Schur factor
  53. *> is being computed. WANTT is set to .false. otherwise.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] WANTZ
  57. *> \verbatim
  58. *> WANTZ is logical scalar
  59. *> WANTZ = .true. if the orthogonal Schur factor is being
  60. *> computed. WANTZ is set to .false. otherwise.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] KACC22
  64. *> \verbatim
  65. *> KACC22 is integer with value 0, 1, or 2.
  66. *> Specifies the computation mode of far-from-diagonal
  67. *> orthogonal updates.
  68. *> = 0: SLAQR5 does not accumulate reflections and does not
  69. *> use matrix-matrix multiply to update far-from-diagonal
  70. *> matrix entries.
  71. *> = 1: SLAQR5 accumulates reflections and uses matrix-matrix
  72. *> multiply to update the far-from-diagonal matrix entries.
  73. *> = 2: SLAQR5 accumulates reflections, uses matrix-matrix
  74. *> multiply to update the far-from-diagonal matrix entries,
  75. *> and takes advantage of 2-by-2 block structure during
  76. *> matrix multiplies.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] N
  80. *> \verbatim
  81. *> N is integer scalar
  82. *> N is the order of the Hessenberg matrix H upon which this
  83. *> subroutine operates.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] KTOP
  87. *> \verbatim
  88. *> KTOP is integer scalar
  89. *> \endverbatim
  90. *>
  91. *> \param[in] KBOT
  92. *> \verbatim
  93. *> KBOT is integer scalar
  94. *> These are the first and last rows and columns of an
  95. *> isolated diagonal block upon which the QR sweep is to be
  96. *> applied. It is assumed without a check that
  97. *> either KTOP = 1 or H(KTOP,KTOP-1) = 0
  98. *> and
  99. *> either KBOT = N or H(KBOT+1,KBOT) = 0.
  100. *> \endverbatim
  101. *>
  102. *> \param[in] NSHFTS
  103. *> \verbatim
  104. *> NSHFTS is integer scalar
  105. *> NSHFTS gives the number of simultaneous shifts. NSHFTS
  106. *> must be positive and even.
  107. *> \endverbatim
  108. *>
  109. *> \param[in,out] SR
  110. *> \verbatim
  111. *> SR is REAL array of size (NSHFTS)
  112. *> \endverbatim
  113. *>
  114. *> \param[in,out] SI
  115. *> \verbatim
  116. *> SI is REAL array of size (NSHFTS)
  117. *> SR contains the real parts and SI contains the imaginary
  118. *> parts of the NSHFTS shifts of origin that define the
  119. *> multi-shift QR sweep. On output SR and SI may be
  120. *> reordered.
  121. *> \endverbatim
  122. *>
  123. *> \param[in,out] H
  124. *> \verbatim
  125. *> H is REAL array of size (LDH,N)
  126. *> On input H contains a Hessenberg matrix. On output a
  127. *> multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
  128. *> to the isolated diagonal block in rows and columns KTOP
  129. *> through KBOT.
  130. *> \endverbatim
  131. *>
  132. *> \param[in] LDH
  133. *> \verbatim
  134. *> LDH is integer scalar
  135. *> LDH is the leading dimension of H just as declared in the
  136. *> calling procedure. LDH.GE.MAX(1,N).
  137. *> \endverbatim
  138. *>
  139. *> \param[in] ILOZ
  140. *> \verbatim
  141. *> ILOZ is INTEGER
  142. *> \endverbatim
  143. *>
  144. *> \param[in] IHIZ
  145. *> \verbatim
  146. *> IHIZ is INTEGER
  147. *> Specify the rows of Z to which transformations must be
  148. *> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N
  149. *> \endverbatim
  150. *>
  151. *> \param[in,out] Z
  152. *> \verbatim
  153. *> Z is REAL array of size (LDZ,IHI)
  154. *> If WANTZ = .TRUE., then the QR Sweep orthogonal
  155. *> similarity transformation is accumulated into
  156. *> Z(ILOZ:IHIZ,ILO:IHI) from the right.
  157. *> If WANTZ = .FALSE., then Z is unreferenced.
  158. *> \endverbatim
  159. *>
  160. *> \param[in] LDZ
  161. *> \verbatim
  162. *> LDZ is integer scalar
  163. *> LDA is the leading dimension of Z just as declared in
  164. *> the calling procedure. LDZ.GE.N.
  165. *> \endverbatim
  166. *>
  167. *> \param[out] V
  168. *> \verbatim
  169. *> V is REAL array of size (LDV,NSHFTS/2)
  170. *> \endverbatim
  171. *>
  172. *> \param[in] LDV
  173. *> \verbatim
  174. *> LDV is integer scalar
  175. *> LDV is the leading dimension of V as declared in the
  176. *> calling procedure. LDV.GE.3.
  177. *> \endverbatim
  178. *>
  179. *> \param[out] U
  180. *> \verbatim
  181. *> U is REAL array of size
  182. *> (LDU,3*NSHFTS-3)
  183. *> \endverbatim
  184. *>
  185. *> \param[in] LDU
  186. *> \verbatim
  187. *> LDU is integer scalar
  188. *> LDU is the leading dimension of U just as declared in the
  189. *> in the calling subroutine. LDU.GE.3*NSHFTS-3.
  190. *> \endverbatim
  191. *>
  192. *> \param[in] NH
  193. *> \verbatim
  194. *> NH is integer scalar
  195. *> NH is the number of columns in array WH available for
  196. *> workspace. NH.GE.1.
  197. *> \endverbatim
  198. *>
  199. *> \param[out] WH
  200. *> \verbatim
  201. *> WH is REAL array of size (LDWH,NH)
  202. *> \endverbatim
  203. *>
  204. *> \param[in] LDWH
  205. *> \verbatim
  206. *> LDWH is integer scalar
  207. *> Leading dimension of WH just as declared in the
  208. *> calling procedure. LDWH.GE.3*NSHFTS-3.
  209. *> \endverbatim
  210. *>
  211. *> \param[in] NV
  212. *> \verbatim
  213. *> NV is integer scalar
  214. *> NV is the number of rows in WV agailable for workspace.
  215. *> NV.GE.1.
  216. *> \endverbatim
  217. *>
  218. *> \param[out] WV
  219. *> \verbatim
  220. *> WV is REAL array of size
  221. *> (LDWV,3*NSHFTS-3)
  222. *> \endverbatim
  223. *>
  224. *> \param[in] LDWV
  225. *> \verbatim
  226. *> LDWV is integer scalar
  227. *> LDWV is the leading dimension of WV as declared in the
  228. *> in the calling subroutine. LDWV.GE.NV.
  229. *> \endverbatim
  230. *
  231. * Authors:
  232. * ========
  233. *
  234. *> \author Univ. of Tennessee
  235. *> \author Univ. of California Berkeley
  236. *> \author Univ. of Colorado Denver
  237. *> \author NAG Ltd.
  238. *
  239. *> \date September 2012
  240. *
  241. *> \ingroup realOTHERauxiliary
  242. *
  243. *> \par Contributors:
  244. * ==================
  245. *>
  246. *> Karen Braman and Ralph Byers, Department of Mathematics,
  247. *> University of Kansas, USA
  248. *
  249. *> \par References:
  250. * ================
  251. *>
  252. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  253. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  254. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  255. *> 929--947, 2002.
  256. *>
  257. * =====================================================================
  258. SUBROUTINE SLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS,
  259. $ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U,
  260. $ LDU, NV, WV, LDWV, NH, WH, LDWH )
  261. *
  262. * -- LAPACK auxiliary routine (version 3.4.2) --
  263. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  264. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  265. * September 2012
  266. *
  267. * .. Scalar Arguments ..
  268. INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
  269. $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
  270. LOGICAL WANTT, WANTZ
  271. * ..
  272. * .. Array Arguments ..
  273. REAL H( LDH, * ), SI( * ), SR( * ), U( LDU, * ),
  274. $ V( LDV, * ), WH( LDWH, * ), WV( LDWV, * ),
  275. $ Z( LDZ, * )
  276. * ..
  277. *
  278. * ================================================================
  279. * .. Parameters ..
  280. REAL ZERO, ONE
  281. PARAMETER ( ZERO = 0.0e0, ONE = 1.0e0 )
  282. * ..
  283. * .. Local Scalars ..
  284. REAL ALPHA, BETA, H11, H12, H21, H22, REFSUM,
  285. $ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2,
  286. $ ULP
  287. INTEGER I, I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN,
  288. $ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS,
  289. $ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL,
  290. $ NS, NU
  291. LOGICAL ACCUM, BLK22, BMP22
  292. * ..
  293. * .. External Functions ..
  294. REAL SLAMCH
  295. EXTERNAL SLAMCH
  296. * ..
  297. * .. Intrinsic Functions ..
  298. *
  299. INTRINSIC ABS, MAX, MIN, MOD, REAL
  300. * ..
  301. * .. Local Arrays ..
  302. REAL VT( 3 )
  303. * ..
  304. * .. External Subroutines ..
  305. EXTERNAL SGEMM, SLABAD, SLACPY, SLAQR1, SLARFG, SLASET,
  306. $ STRMM
  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. * ==== Shuffle shifts into pairs of real shifts and pairs
  322. * . of complex conjugate shifts assuming complex
  323. * . conjugate shifts are already adjacent to one
  324. * . another. ====
  325. *
  326. DO 10 I = 1, NSHFTS - 2, 2
  327. IF( SI( I ).NE.-SI( I+1 ) ) THEN
  328. *
  329. SWAP = SR( I )
  330. SR( I ) = SR( I+1 )
  331. SR( I+1 ) = SR( I+2 )
  332. SR( I+2 ) = SWAP
  333. *
  334. SWAP = SI( I )
  335. SI( I ) = SI( I+1 )
  336. SI( I+1 ) = SI( I+2 )
  337. SI( I+2 ) = SWAP
  338. END IF
  339. 10 CONTINUE
  340. *
  341. * ==== NSHFTS is supposed to be even, but if it is odd,
  342. * . then simply reduce it by one. The shuffle above
  343. * . ensures that the dropped shift is real and that
  344. * . the remaining shifts are paired. ====
  345. *
  346. NS = NSHFTS - MOD( NSHFTS, 2 )
  347. *
  348. * ==== Machine constants for deflation ====
  349. *
  350. SAFMIN = SLAMCH( 'SAFE MINIMUM' )
  351. SAFMAX = ONE / SAFMIN
  352. CALL SLABAD( SAFMIN, SAFMAX )
  353. ULP = SLAMCH( 'PRECISION' )
  354. SMLNUM = SAFMIN*( REAL( N ) / ULP )
  355. *
  356. * ==== Use accumulated reflections to update far-from-diagonal
  357. * . entries ? ====
  358. *
  359. ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 )
  360. *
  361. * ==== If so, exploit the 2-by-2 block structure? ====
  362. *
  363. BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 )
  364. *
  365. * ==== clear trash ====
  366. *
  367. IF( KTOP+2.LE.KBOT )
  368. $ H( KTOP+2, KTOP ) = ZERO
  369. *
  370. * ==== NBMPS = number of 2-shift bulges in the chain ====
  371. *
  372. NBMPS = NS / 2
  373. *
  374. * ==== KDU = width of slab ====
  375. *
  376. KDU = 6*NBMPS - 3
  377. *
  378. * ==== Create and chase chains of NBMPS bulges ====
  379. *
  380. DO 220 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2
  381. NDCOL = INCOL + KDU
  382. IF( ACCUM )
  383. $ CALL SLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU )
  384. *
  385. * ==== Near-the-diagonal bulge chase. The following loop
  386. * . performs the near-the-diagonal part of a small bulge
  387. * . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal
  388. * . chunk extends from column INCOL to column NDCOL
  389. * . (including both column INCOL and column NDCOL). The
  390. * . following loop chases a 3*NBMPS column long chain of
  391. * . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL
  392. * . may be less than KTOP and and NDCOL may be greater than
  393. * . KBOT indicating phantom columns from which to chase
  394. * . bulges before they are actually introduced or to which
  395. * . to chase bulges beyond column KBOT.) ====
  396. *
  397. DO 150 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 )
  398. *
  399. * ==== Bulges number MTOP to MBOT are active double implicit
  400. * . shift bulges. There may or may not also be small
  401. * . 2-by-2 bulge, if there is room. The inactive bulges
  402. * . (if any) must wait until the active bulges have moved
  403. * . down the diagonal to make room. The phantom matrix
  404. * . paradigm described above helps keep track. ====
  405. *
  406. MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 )
  407. MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 )
  408. M22 = MBOT + 1
  409. BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ.
  410. $ ( KBOT-2 )
  411. *
  412. * ==== Generate reflections to chase the chain right
  413. * . one column. (The minimum value of K is KTOP-1.) ====
  414. *
  415. DO 20 M = MTOP, MBOT
  416. K = KRCOL + 3*( M-1 )
  417. IF( K.EQ.KTOP-1 ) THEN
  418. CALL SLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ),
  419. $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
  420. $ V( 1, M ) )
  421. ALPHA = V( 1, M )
  422. CALL SLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
  423. ELSE
  424. BETA = H( K+1, K )
  425. V( 2, M ) = H( K+2, K )
  426. V( 3, M ) = H( K+3, K )
  427. CALL SLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
  428. *
  429. * ==== A Bulge may collapse because of vigilant
  430. * . deflation or destructive underflow. In the
  431. * . underflow case, try the two-small-subdiagonals
  432. * . trick to try to reinflate the bulge. ====
  433. *
  434. IF( H( K+3, K ).NE.ZERO .OR. H( K+3, K+1 ).NE.
  435. $ ZERO .OR. H( K+3, K+2 ).EQ.ZERO ) THEN
  436. *
  437. * ==== Typical case: not collapsed (yet). ====
  438. *
  439. H( K+1, K ) = BETA
  440. H( K+2, K ) = ZERO
  441. H( K+3, K ) = ZERO
  442. ELSE
  443. *
  444. * ==== Atypical case: collapsed. Attempt to
  445. * . reintroduce ignoring H(K+1,K) and H(K+2,K).
  446. * . If the fill resulting from the new
  447. * . reflector is too large, then abandon it.
  448. * . Otherwise, use the new one. ====
  449. *
  450. CALL SLAQR1( 3, H( K+1, K+1 ), LDH, SR( 2*M-1 ),
  451. $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
  452. $ VT )
  453. ALPHA = VT( 1 )
  454. CALL SLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
  455. REFSUM = VT( 1 )*( H( K+1, K )+VT( 2 )*
  456. $ H( K+2, K ) )
  457. *
  458. IF( ABS( H( K+2, K )-REFSUM*VT( 2 ) )+
  459. $ ABS( REFSUM*VT( 3 ) ).GT.ULP*
  460. $ ( ABS( H( K, K ) )+ABS( H( K+1,
  461. $ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
  462. *
  463. * ==== Starting a new bulge here would
  464. * . create non-negligible fill. Use
  465. * . the old one with trepidation. ====
  466. *
  467. H( K+1, K ) = BETA
  468. H( K+2, K ) = ZERO
  469. H( K+3, K ) = ZERO
  470. ELSE
  471. *
  472. * ==== Stating a new bulge here would
  473. * . create only negligible fill.
  474. * . Replace the old reflector with
  475. * . the new one. ====
  476. *
  477. H( K+1, K ) = H( K+1, K ) - REFSUM
  478. H( K+2, K ) = ZERO
  479. H( K+3, K ) = ZERO
  480. V( 1, M ) = VT( 1 )
  481. V( 2, M ) = VT( 2 )
  482. V( 3, M ) = VT( 3 )
  483. END IF
  484. END IF
  485. END IF
  486. 20 CONTINUE
  487. *
  488. * ==== Generate a 2-by-2 reflection, if needed. ====
  489. *
  490. K = KRCOL + 3*( M22-1 )
  491. IF( BMP22 ) THEN
  492. IF( K.EQ.KTOP-1 ) THEN
  493. CALL SLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ),
  494. $ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ),
  495. $ V( 1, M22 ) )
  496. BETA = V( 1, M22 )
  497. CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  498. ELSE
  499. BETA = H( K+1, K )
  500. V( 2, M22 ) = H( K+2, K )
  501. CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  502. H( K+1, K ) = BETA
  503. H( K+2, K ) = ZERO
  504. END IF
  505. END IF
  506. *
  507. * ==== Multiply H by reflections from the left ====
  508. *
  509. IF( ACCUM ) THEN
  510. JBOT = MIN( NDCOL, KBOT )
  511. ELSE IF( WANTT ) THEN
  512. JBOT = N
  513. ELSE
  514. JBOT = KBOT
  515. END IF
  516. DO 40 J = MAX( KTOP, KRCOL ), JBOT
  517. MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 )
  518. DO 30 M = MTOP, MEND
  519. K = KRCOL + 3*( M-1 )
  520. REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )*
  521. $ H( K+2, J )+V( 3, M )*H( K+3, J ) )
  522. H( K+1, J ) = H( K+1, J ) - REFSUM
  523. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
  524. H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
  525. 30 CONTINUE
  526. 40 CONTINUE
  527. IF( BMP22 ) THEN
  528. K = KRCOL + 3*( M22-1 )
  529. DO 50 J = MAX( K+1, KTOP ), JBOT
  530. REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )*
  531. $ H( K+2, J ) )
  532. H( K+1, J ) = H( K+1, J ) - REFSUM
  533. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
  534. 50 CONTINUE
  535. END IF
  536. *
  537. * ==== Multiply H by reflections from the right.
  538. * . Delay filling in the last row until the
  539. * . vigilant deflation check is complete. ====
  540. *
  541. IF( ACCUM ) THEN
  542. JTOP = MAX( KTOP, INCOL )
  543. ELSE IF( WANTT ) THEN
  544. JTOP = 1
  545. ELSE
  546. JTOP = KTOP
  547. END IF
  548. DO 90 M = MTOP, MBOT
  549. IF( V( 1, M ).NE.ZERO ) THEN
  550. K = KRCOL + 3*( M-1 )
  551. DO 60 J = JTOP, MIN( KBOT, K+3 )
  552. REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
  553. $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
  554. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  555. H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M )
  556. H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M )
  557. 60 CONTINUE
  558. *
  559. IF( ACCUM ) THEN
  560. *
  561. * ==== Accumulate U. (If necessary, update Z later
  562. * . with with an efficient matrix-matrix
  563. * . multiply.) ====
  564. *
  565. KMS = K - INCOL
  566. DO 70 J = MAX( 1, KTOP-INCOL ), KDU
  567. REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
  568. $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
  569. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  570. U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M )
  571. U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M )
  572. 70 CONTINUE
  573. ELSE IF( WANTZ ) THEN
  574. *
  575. * ==== U is not accumulated, so update Z
  576. * . now by multiplying by reflections
  577. * . from the right. ====
  578. *
  579. DO 80 J = ILOZ, IHIZ
  580. REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
  581. $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
  582. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  583. Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M )
  584. Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M )
  585. 80 CONTINUE
  586. END IF
  587. END IF
  588. 90 CONTINUE
  589. *
  590. * ==== Special case: 2-by-2 reflection (if needed) ====
  591. *
  592. K = KRCOL + 3*( M22-1 )
  593. IF( BMP22 ) THEN
  594. IF ( V( 1, M22 ).NE.ZERO ) THEN
  595. DO 100 J = JTOP, MIN( KBOT, K+3 )
  596. REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
  597. $ H( J, K+2 ) )
  598. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  599. H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 )
  600. 100 CONTINUE
  601. *
  602. IF( ACCUM ) THEN
  603. KMS = K - INCOL
  604. DO 110 J = MAX( 1, KTOP-INCOL ), KDU
  605. REFSUM = V( 1, M22 )*( U( J, KMS+1 )+
  606. $ V( 2, M22 )*U( J, KMS+2 ) )
  607. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  608. U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*
  609. $ V( 2, M22 )
  610. 110 CONTINUE
  611. ELSE IF( WANTZ ) THEN
  612. DO 120 J = ILOZ, IHIZ
  613. REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
  614. $ Z( J, K+2 ) )
  615. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  616. Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 )
  617. 120 CONTINUE
  618. END IF
  619. END IF
  620. END IF
  621. *
  622. * ==== Vigilant deflation check ====
  623. *
  624. MSTART = MTOP
  625. IF( KRCOL+3*( MSTART-1 ).LT.KTOP )
  626. $ MSTART = MSTART + 1
  627. MEND = MBOT
  628. IF( BMP22 )
  629. $ MEND = MEND + 1
  630. IF( KRCOL.EQ.KBOT-2 )
  631. $ MEND = MEND + 1
  632. DO 130 M = MSTART, MEND
  633. K = MIN( KBOT-1, KRCOL+3*( M-1 ) )
  634. *
  635. * ==== The following convergence test requires that
  636. * . the tradition small-compared-to-nearby-diagonals
  637. * . criterion and the Ahues & Tisseur (LAWN 122, 1997)
  638. * . criteria both be satisfied. The latter improves
  639. * . accuracy in some examples. Falling back on an
  640. * . alternate convergence criterion when TST1 or TST2
  641. * . is zero (as done here) is traditional but probably
  642. * . unnecessary. ====
  643. *
  644. IF( H( K+1, K ).NE.ZERO ) THEN
  645. TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) )
  646. IF( TST1.EQ.ZERO ) THEN
  647. IF( K.GE.KTOP+1 )
  648. $ TST1 = TST1 + ABS( H( K, K-1 ) )
  649. IF( K.GE.KTOP+2 )
  650. $ TST1 = TST1 + ABS( H( K, K-2 ) )
  651. IF( K.GE.KTOP+3 )
  652. $ TST1 = TST1 + ABS( H( K, K-3 ) )
  653. IF( K.LE.KBOT-2 )
  654. $ TST1 = TST1 + ABS( H( K+2, K+1 ) )
  655. IF( K.LE.KBOT-3 )
  656. $ TST1 = TST1 + ABS( H( K+3, K+1 ) )
  657. IF( K.LE.KBOT-4 )
  658. $ TST1 = TST1 + ABS( H( K+4, K+1 ) )
  659. END IF
  660. IF( ABS( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) )
  661. $ THEN
  662. H12 = MAX( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
  663. H21 = MIN( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
  664. H11 = MAX( ABS( H( K+1, K+1 ) ),
  665. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  666. H22 = MIN( ABS( H( K+1, K+1 ) ),
  667. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  668. SCL = H11 + H12
  669. TST2 = H22*( H11 / SCL )
  670. *
  671. IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE.
  672. $ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO
  673. END IF
  674. END IF
  675. 130 CONTINUE
  676. *
  677. * ==== Fill in the last row of each bulge. ====
  678. *
  679. MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 )
  680. DO 140 M = MTOP, MEND
  681. K = KRCOL + 3*( M-1 )
  682. REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 )
  683. H( K+4, K+1 ) = -REFSUM
  684. H( K+4, K+2 ) = -REFSUM*V( 2, M )
  685. H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*V( 3, M )
  686. 140 CONTINUE
  687. *
  688. * ==== End of near-the-diagonal bulge chase. ====
  689. *
  690. 150 CONTINUE
  691. *
  692. * ==== Use U (if accumulated) to update far-from-diagonal
  693. * . entries in H. If required, use U to update Z as
  694. * . well. ====
  695. *
  696. IF( ACCUM ) THEN
  697. IF( WANTT ) THEN
  698. JTOP = 1
  699. JBOT = N
  700. ELSE
  701. JTOP = KTOP
  702. JBOT = KBOT
  703. END IF
  704. IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR.
  705. $ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN
  706. *
  707. * ==== Updates not exploiting the 2-by-2 block
  708. * . structure of U. K1 and NU keep track of
  709. * . the location and size of U in the special
  710. * . cases of introducing bulges and chasing
  711. * . bulges off the bottom. In these special
  712. * . cases and in case the number of shifts
  713. * . is NS = 2, there is no 2-by-2 block
  714. * . structure to exploit. ====
  715. *
  716. K1 = MAX( 1, KTOP-INCOL )
  717. NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1
  718. *
  719. * ==== Horizontal Multiply ====
  720. *
  721. DO 160 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  722. JLEN = MIN( NH, JBOT-JCOL+1 )
  723. CALL SGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ),
  724. $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH,
  725. $ LDWH )
  726. CALL SLACPY( 'ALL', NU, JLEN, WH, LDWH,
  727. $ H( INCOL+K1, JCOL ), LDH )
  728. 160 CONTINUE
  729. *
  730. * ==== Vertical multiply ====
  731. *
  732. DO 170 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV
  733. JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW )
  734. CALL SGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  735. $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ),
  736. $ LDU, ZERO, WV, LDWV )
  737. CALL SLACPY( 'ALL', JLEN, NU, WV, LDWV,
  738. $ H( JROW, INCOL+K1 ), LDH )
  739. 170 CONTINUE
  740. *
  741. * ==== Z multiply (also vertical) ====
  742. *
  743. IF( WANTZ ) THEN
  744. DO 180 JROW = ILOZ, IHIZ, NV
  745. JLEN = MIN( NV, IHIZ-JROW+1 )
  746. CALL SGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  747. $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ),
  748. $ LDU, ZERO, WV, LDWV )
  749. CALL SLACPY( 'ALL', JLEN, NU, WV, LDWV,
  750. $ Z( JROW, INCOL+K1 ), LDZ )
  751. 180 CONTINUE
  752. END IF
  753. ELSE
  754. *
  755. * ==== Updates exploiting U's 2-by-2 block structure.
  756. * . (I2, I4, J2, J4 are the last rows and columns
  757. * . of the blocks.) ====
  758. *
  759. I2 = ( KDU+1 ) / 2
  760. I4 = KDU
  761. J2 = I4 - I2
  762. J4 = KDU
  763. *
  764. * ==== KZS and KNZ deal with the band of zeros
  765. * . along the diagonal of one of the triangular
  766. * . blocks. ====
  767. *
  768. KZS = ( J4-J2 ) - ( NS+1 )
  769. KNZ = NS + 1
  770. *
  771. * ==== Horizontal multiply ====
  772. *
  773. DO 190 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  774. JLEN = MIN( NH, JBOT-JCOL+1 )
  775. *
  776. * ==== Copy bottom of H to top+KZS of scratch ====
  777. * (The first KZS rows get multiplied by zero.) ====
  778. *
  779. CALL SLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ),
  780. $ LDH, WH( KZS+1, 1 ), LDWH )
  781. *
  782. * ==== Multiply by U21**T ====
  783. *
  784. CALL SLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH )
  785. CALL STRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE,
  786. $ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ),
  787. $ LDWH )
  788. *
  789. * ==== Multiply top of H by U11**T ====
  790. *
  791. CALL SGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU,
  792. $ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH )
  793. *
  794. * ==== Copy top of H to bottom of WH ====
  795. *
  796. CALL SLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH,
  797. $ WH( I2+1, 1 ), LDWH )
  798. *
  799. * ==== Multiply by U21**T ====
  800. *
  801. CALL STRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE,
  802. $ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH )
  803. *
  804. * ==== Multiply by U22 ====
  805. *
  806. CALL SGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE,
  807. $ U( J2+1, I2+1 ), LDU,
  808. $ H( INCOL+1+J2, JCOL ), LDH, ONE,
  809. $ WH( I2+1, 1 ), LDWH )
  810. *
  811. * ==== Copy it back ====
  812. *
  813. CALL SLACPY( 'ALL', KDU, JLEN, WH, LDWH,
  814. $ H( INCOL+1, JCOL ), LDH )
  815. 190 CONTINUE
  816. *
  817. * ==== Vertical multiply ====
  818. *
  819. DO 200 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV
  820. JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW )
  821. *
  822. * ==== Copy right of H to scratch (the first KZS
  823. * . columns get multiplied by zero) ====
  824. *
  825. CALL SLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ),
  826. $ LDH, WV( 1, 1+KZS ), LDWV )
  827. *
  828. * ==== Multiply by U21 ====
  829. *
  830. CALL SLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV )
  831. CALL STRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
  832. $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
  833. $ LDWV )
  834. *
  835. * ==== Multiply by U11 ====
  836. *
  837. CALL SGEMM( 'N', 'N', JLEN, I2, J2, ONE,
  838. $ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV,
  839. $ LDWV )
  840. *
  841. * ==== Copy left of H to right of scratch ====
  842. *
  843. CALL SLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH,
  844. $ WV( 1, 1+I2 ), LDWV )
  845. *
  846. * ==== Multiply by U21 ====
  847. *
  848. CALL STRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
  849. $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV )
  850. *
  851. * ==== Multiply by U22 ====
  852. *
  853. CALL SGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
  854. $ H( JROW, INCOL+1+J2 ), LDH,
  855. $ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ),
  856. $ LDWV )
  857. *
  858. * ==== Copy it back ====
  859. *
  860. CALL SLACPY( 'ALL', JLEN, KDU, WV, LDWV,
  861. $ H( JROW, INCOL+1 ), LDH )
  862. 200 CONTINUE
  863. *
  864. * ==== Multiply Z (also vertical) ====
  865. *
  866. IF( WANTZ ) THEN
  867. DO 210 JROW = ILOZ, IHIZ, NV
  868. JLEN = MIN( NV, IHIZ-JROW+1 )
  869. *
  870. * ==== Copy right of Z to left of scratch (first
  871. * . KZS columns get multiplied by zero) ====
  872. *
  873. CALL SLACPY( 'ALL', JLEN, KNZ,
  874. $ Z( JROW, INCOL+1+J2 ), LDZ,
  875. $ WV( 1, 1+KZS ), LDWV )
  876. *
  877. * ==== Multiply by U12 ====
  878. *
  879. CALL SLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV,
  880. $ LDWV )
  881. CALL STRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
  882. $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
  883. $ LDWV )
  884. *
  885. * ==== Multiply by U11 ====
  886. *
  887. CALL SGEMM( 'N', 'N', JLEN, I2, J2, ONE,
  888. $ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE,
  889. $ WV, LDWV )
  890. *
  891. * ==== Copy left of Z to right of scratch ====
  892. *
  893. CALL SLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ),
  894. $ LDZ, WV( 1, 1+I2 ), LDWV )
  895. *
  896. * ==== Multiply by U21 ====
  897. *
  898. CALL STRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
  899. $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ),
  900. $ LDWV )
  901. *
  902. * ==== Multiply by U22 ====
  903. *
  904. CALL SGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
  905. $ Z( JROW, INCOL+1+J2 ), LDZ,
  906. $ U( J2+1, I2+1 ), LDU, ONE,
  907. $ WV( 1, 1+I2 ), LDWV )
  908. *
  909. * ==== Copy the result back to Z ====
  910. *
  911. CALL SLACPY( 'ALL', JLEN, KDU, WV, LDWV,
  912. $ Z( JROW, INCOL+1 ), LDZ )
  913. 210 CONTINUE
  914. END IF
  915. END IF
  916. END IF
  917. 220 CONTINUE
  918. *
  919. * ==== End of SLAQR5 ====
  920. *
  921. END