You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

dlaexc.f 13 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433
  1. *> \brief \b DLAEXC swaps adjacent diagonal blocks of a real upper quasi-triangular matrix in Schur canonical form, by an orthogonal similarity transformation.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLAEXC + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaexc.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaexc.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaexc.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAEXC( WANTQ, N, T, LDT, Q, LDQ, J1, N1, N2, WORK,
  22. * INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * LOGICAL WANTQ
  26. * INTEGER INFO, J1, LDQ, LDT, N, N1, N2
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION Q( LDQ, * ), T( LDT, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in
  39. *> an upper quasi-triangular matrix T by an orthogonal similarity
  40. *> transformation.
  41. *>
  42. *> T must be in Schur canonical form, that is, block upper triangular
  43. *> with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block
  44. *> has its diagonal elements equal and its off-diagonal elements of
  45. *> opposite sign.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] WANTQ
  52. *> \verbatim
  53. *> WANTQ is LOGICAL
  54. *> = .TRUE. : accumulate the transformation in the matrix Q;
  55. *> = .FALSE.: do not accumulate the transformation.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The order of the matrix T. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] T
  65. *> \verbatim
  66. *> T is DOUBLE PRECISION array, dimension (LDT,N)
  67. *> On entry, the upper quasi-triangular matrix T, in Schur
  68. *> canonical form.
  69. *> On exit, the updated matrix T, again in Schur canonical form.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] LDT
  73. *> \verbatim
  74. *> LDT is INTEGER
  75. *> The leading dimension of the array T. LDT >= max(1,N).
  76. *> \endverbatim
  77. *>
  78. *> \param[in,out] Q
  79. *> \verbatim
  80. *> Q is DOUBLE PRECISION array, dimension (LDQ,N)
  81. *> On entry, if WANTQ is .TRUE., the orthogonal matrix Q.
  82. *> On exit, if WANTQ is .TRUE., the updated matrix Q.
  83. *> If WANTQ is .FALSE., Q is not referenced.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] LDQ
  87. *> \verbatim
  88. *> LDQ is INTEGER
  89. *> The leading dimension of the array Q.
  90. *> LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N.
  91. *> \endverbatim
  92. *>
  93. *> \param[in] J1
  94. *> \verbatim
  95. *> J1 is INTEGER
  96. *> The index of the first row of the first block T11.
  97. *> \endverbatim
  98. *>
  99. *> \param[in] N1
  100. *> \verbatim
  101. *> N1 is INTEGER
  102. *> The order of the first block T11. N1 = 0, 1 or 2.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] N2
  106. *> \verbatim
  107. *> N2 is INTEGER
  108. *> The order of the second block T22. N2 = 0, 1 or 2.
  109. *> \endverbatim
  110. *>
  111. *> \param[out] WORK
  112. *> \verbatim
  113. *> WORK is DOUBLE PRECISION array, dimension (N)
  114. *> \endverbatim
  115. *>
  116. *> \param[out] INFO
  117. *> \verbatim
  118. *> INFO is INTEGER
  119. *> = 0: successful exit
  120. *> = 1: the transformed matrix T would be too far from Schur
  121. *> form; the blocks are not swapped and T and Q are
  122. *> unchanged.
  123. *> \endverbatim
  124. *
  125. * Authors:
  126. * ========
  127. *
  128. *> \author Univ. of Tennessee
  129. *> \author Univ. of California Berkeley
  130. *> \author Univ. of Colorado Denver
  131. *> \author NAG Ltd.
  132. *
  133. *> \ingroup doubleOTHERauxiliary
  134. *
  135. * =====================================================================
  136. SUBROUTINE DLAEXC( WANTQ, N, T, LDT, Q, LDQ, J1, N1, N2, WORK,
  137. $ INFO )
  138. *
  139. * -- LAPACK auxiliary routine --
  140. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  141. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  142. *
  143. * .. Scalar Arguments ..
  144. LOGICAL WANTQ
  145. INTEGER INFO, J1, LDQ, LDT, N, N1, N2
  146. * ..
  147. * .. Array Arguments ..
  148. DOUBLE PRECISION Q( LDQ, * ), T( LDT, * ), WORK( * )
  149. * ..
  150. *
  151. * =====================================================================
  152. *
  153. * .. Parameters ..
  154. DOUBLE PRECISION ZERO, ONE
  155. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  156. DOUBLE PRECISION TEN
  157. PARAMETER ( TEN = 1.0D+1 )
  158. INTEGER LDD, LDX
  159. PARAMETER ( LDD = 4, LDX = 2 )
  160. * ..
  161. * .. Local Scalars ..
  162. INTEGER IERR, J2, J3, J4, K, ND
  163. DOUBLE PRECISION CS, DNORM, EPS, SCALE, SMLNUM, SN, T11, T22,
  164. $ T33, TAU, TAU1, TAU2, TEMP, THRESH, WI1, WI2,
  165. $ WR1, WR2, XNORM
  166. * ..
  167. * .. Local Arrays ..
  168. DOUBLE PRECISION D( LDD, 4 ), U( 3 ), U1( 3 ), U2( 3 ),
  169. $ X( LDX, 2 )
  170. * ..
  171. * .. External Functions ..
  172. DOUBLE PRECISION DLAMCH, DLANGE
  173. EXTERNAL DLAMCH, DLANGE
  174. * ..
  175. * .. External Subroutines ..
  176. EXTERNAL DLACPY, DLANV2, DLARFG, DLARFX, DLARTG, DLASY2,
  177. $ DROT
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC ABS, MAX
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. INFO = 0
  185. *
  186. * Quick return if possible
  187. *
  188. IF( N.EQ.0 .OR. N1.EQ.0 .OR. N2.EQ.0 )
  189. $ RETURN
  190. IF( J1+N1.GT.N )
  191. $ RETURN
  192. *
  193. J2 = J1 + 1
  194. J3 = J1 + 2
  195. J4 = J1 + 3
  196. *
  197. IF( N1.EQ.1 .AND. N2.EQ.1 ) THEN
  198. *
  199. * Swap two 1-by-1 blocks.
  200. *
  201. T11 = T( J1, J1 )
  202. T22 = T( J2, J2 )
  203. *
  204. * Determine the transformation to perform the interchange.
  205. *
  206. CALL DLARTG( T( J1, J2 ), T22-T11, CS, SN, TEMP )
  207. *
  208. * Apply transformation to the matrix T.
  209. *
  210. IF( J3.LE.N )
  211. $ CALL DROT( N-J1-1, T( J1, J3 ), LDT, T( J2, J3 ), LDT, CS,
  212. $ SN )
  213. CALL DROT( J1-1, T( 1, J1 ), 1, T( 1, J2 ), 1, CS, SN )
  214. *
  215. T( J1, J1 ) = T22
  216. T( J2, J2 ) = T11
  217. *
  218. IF( WANTQ ) THEN
  219. *
  220. * Accumulate transformation in the matrix Q.
  221. *
  222. CALL DROT( N, Q( 1, J1 ), 1, Q( 1, J2 ), 1, CS, SN )
  223. END IF
  224. *
  225. ELSE
  226. *
  227. * Swapping involves at least one 2-by-2 block.
  228. *
  229. * Copy the diagonal block of order N1+N2 to the local array D
  230. * and compute its norm.
  231. *
  232. ND = N1 + N2
  233. CALL DLACPY( 'Full', ND, ND, T( J1, J1 ), LDT, D, LDD )
  234. DNORM = DLANGE( 'Max', ND, ND, D, LDD, WORK )
  235. *
  236. * Compute machine-dependent threshold for test for accepting
  237. * swap.
  238. *
  239. EPS = DLAMCH( 'P' )
  240. SMLNUM = DLAMCH( 'S' ) / EPS
  241. THRESH = MAX( TEN*EPS*DNORM, SMLNUM )
  242. *
  243. * Solve T11*X - X*T22 = scale*T12 for X.
  244. *
  245. CALL DLASY2( .FALSE., .FALSE., -1, N1, N2, D, LDD,
  246. $ D( N1+1, N1+1 ), LDD, D( 1, N1+1 ), LDD, SCALE, X,
  247. $ LDX, XNORM, IERR )
  248. *
  249. * Swap the adjacent diagonal blocks.
  250. *
  251. K = N1 + N1 + N2 - 3
  252. GO TO ( 10, 20, 30 )K
  253. *
  254. 10 CONTINUE
  255. *
  256. * N1 = 1, N2 = 2: generate elementary reflector H so that:
  257. *
  258. * ( scale, X11, X12 ) H = ( 0, 0, * )
  259. *
  260. U( 1 ) = SCALE
  261. U( 2 ) = X( 1, 1 )
  262. U( 3 ) = X( 1, 2 )
  263. CALL DLARFG( 3, U( 3 ), U, 1, TAU )
  264. U( 3 ) = ONE
  265. T11 = T( J1, J1 )
  266. *
  267. * Perform swap provisionally on diagonal block in D.
  268. *
  269. CALL DLARFX( 'L', 3, 3, U, TAU, D, LDD, WORK )
  270. CALL DLARFX( 'R', 3, 3, U, TAU, D, LDD, WORK )
  271. *
  272. * Test whether to reject swap.
  273. *
  274. IF( MAX( ABS( D( 3, 1 ) ), ABS( D( 3, 2 ) ), ABS( D( 3,
  275. $ 3 )-T11 ) ).GT.THRESH )GO TO 50
  276. *
  277. * Accept swap: apply transformation to the entire matrix T.
  278. *
  279. CALL DLARFX( 'L', 3, N-J1+1, U, TAU, T( J1, J1 ), LDT, WORK )
  280. CALL DLARFX( 'R', J2, 3, U, TAU, T( 1, J1 ), LDT, WORK )
  281. *
  282. T( J3, J1 ) = ZERO
  283. T( J3, J2 ) = ZERO
  284. T( J3, J3 ) = T11
  285. *
  286. IF( WANTQ ) THEN
  287. *
  288. * Accumulate transformation in the matrix Q.
  289. *
  290. CALL DLARFX( 'R', N, 3, U, TAU, Q( 1, J1 ), LDQ, WORK )
  291. END IF
  292. GO TO 40
  293. *
  294. 20 CONTINUE
  295. *
  296. * N1 = 2, N2 = 1: generate elementary reflector H so that:
  297. *
  298. * H ( -X11 ) = ( * )
  299. * ( -X21 ) = ( 0 )
  300. * ( scale ) = ( 0 )
  301. *
  302. U( 1 ) = -X( 1, 1 )
  303. U( 2 ) = -X( 2, 1 )
  304. U( 3 ) = SCALE
  305. CALL DLARFG( 3, U( 1 ), U( 2 ), 1, TAU )
  306. U( 1 ) = ONE
  307. T33 = T( J3, J3 )
  308. *
  309. * Perform swap provisionally on diagonal block in D.
  310. *
  311. CALL DLARFX( 'L', 3, 3, U, TAU, D, LDD, WORK )
  312. CALL DLARFX( 'R', 3, 3, U, TAU, D, LDD, WORK )
  313. *
  314. * Test whether to reject swap.
  315. *
  316. IF( MAX( ABS( D( 2, 1 ) ), ABS( D( 3, 1 ) ), ABS( D( 1,
  317. $ 1 )-T33 ) ).GT.THRESH )GO TO 50
  318. *
  319. * Accept swap: apply transformation to the entire matrix T.
  320. *
  321. CALL DLARFX( 'R', J3, 3, U, TAU, T( 1, J1 ), LDT, WORK )
  322. CALL DLARFX( 'L', 3, N-J1, U, TAU, T( J1, J2 ), LDT, WORK )
  323. *
  324. T( J1, J1 ) = T33
  325. T( J2, J1 ) = ZERO
  326. T( J3, J1 ) = ZERO
  327. *
  328. IF( WANTQ ) THEN
  329. *
  330. * Accumulate transformation in the matrix Q.
  331. *
  332. CALL DLARFX( 'R', N, 3, U, TAU, Q( 1, J1 ), LDQ, WORK )
  333. END IF
  334. GO TO 40
  335. *
  336. 30 CONTINUE
  337. *
  338. * N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so
  339. * that:
  340. *
  341. * H(2) H(1) ( -X11 -X12 ) = ( * * )
  342. * ( -X21 -X22 ) ( 0 * )
  343. * ( scale 0 ) ( 0 0 )
  344. * ( 0 scale ) ( 0 0 )
  345. *
  346. U1( 1 ) = -X( 1, 1 )
  347. U1( 2 ) = -X( 2, 1 )
  348. U1( 3 ) = SCALE
  349. CALL DLARFG( 3, U1( 1 ), U1( 2 ), 1, TAU1 )
  350. U1( 1 ) = ONE
  351. *
  352. TEMP = -TAU1*( X( 1, 2 )+U1( 2 )*X( 2, 2 ) )
  353. U2( 1 ) = -TEMP*U1( 2 ) - X( 2, 2 )
  354. U2( 2 ) = -TEMP*U1( 3 )
  355. U2( 3 ) = SCALE
  356. CALL DLARFG( 3, U2( 1 ), U2( 2 ), 1, TAU2 )
  357. U2( 1 ) = ONE
  358. *
  359. * Perform swap provisionally on diagonal block in D.
  360. *
  361. CALL DLARFX( 'L', 3, 4, U1, TAU1, D, LDD, WORK )
  362. CALL DLARFX( 'R', 4, 3, U1, TAU1, D, LDD, WORK )
  363. CALL DLARFX( 'L', 3, 4, U2, TAU2, D( 2, 1 ), LDD, WORK )
  364. CALL DLARFX( 'R', 4, 3, U2, TAU2, D( 1, 2 ), LDD, WORK )
  365. *
  366. * Test whether to reject swap.
  367. *
  368. IF( MAX( ABS( D( 3, 1 ) ), ABS( D( 3, 2 ) ), ABS( D( 4, 1 ) ),
  369. $ ABS( D( 4, 2 ) ) ).GT.THRESH )GO TO 50
  370. *
  371. * Accept swap: apply transformation to the entire matrix T.
  372. *
  373. CALL DLARFX( 'L', 3, N-J1+1, U1, TAU1, T( J1, J1 ), LDT, WORK )
  374. CALL DLARFX( 'R', J4, 3, U1, TAU1, T( 1, J1 ), LDT, WORK )
  375. CALL DLARFX( 'L', 3, N-J1+1, U2, TAU2, T( J2, J1 ), LDT, WORK )
  376. CALL DLARFX( 'R', J4, 3, U2, TAU2, T( 1, J2 ), LDT, WORK )
  377. *
  378. T( J3, J1 ) = ZERO
  379. T( J3, J2 ) = ZERO
  380. T( J4, J1 ) = ZERO
  381. T( J4, J2 ) = ZERO
  382. *
  383. IF( WANTQ ) THEN
  384. *
  385. * Accumulate transformation in the matrix Q.
  386. *
  387. CALL DLARFX( 'R', N, 3, U1, TAU1, Q( 1, J1 ), LDQ, WORK )
  388. CALL DLARFX( 'R', N, 3, U2, TAU2, Q( 1, J2 ), LDQ, WORK )
  389. END IF
  390. *
  391. 40 CONTINUE
  392. *
  393. IF( N2.EQ.2 ) THEN
  394. *
  395. * Standardize new 2-by-2 block T11
  396. *
  397. CALL DLANV2( T( J1, J1 ), T( J1, J2 ), T( J2, J1 ),
  398. $ T( J2, J2 ), WR1, WI1, WR2, WI2, CS, SN )
  399. CALL DROT( N-J1-1, T( J1, J1+2 ), LDT, T( J2, J1+2 ), LDT,
  400. $ CS, SN )
  401. CALL DROT( J1-1, T( 1, J1 ), 1, T( 1, J2 ), 1, CS, SN )
  402. IF( WANTQ )
  403. $ CALL DROT( N, Q( 1, J1 ), 1, Q( 1, J2 ), 1, CS, SN )
  404. END IF
  405. *
  406. IF( N1.EQ.2 ) THEN
  407. *
  408. * Standardize new 2-by-2 block T22
  409. *
  410. J3 = J1 + N2
  411. J4 = J3 + 1
  412. CALL DLANV2( T( J3, J3 ), T( J3, J4 ), T( J4, J3 ),
  413. $ T( J4, J4 ), WR1, WI1, WR2, WI2, CS, SN )
  414. IF( J3+2.LE.N )
  415. $ CALL DROT( N-J3-1, T( J3, J3+2 ), LDT, T( J4, J3+2 ),
  416. $ LDT, CS, SN )
  417. CALL DROT( J3-1, T( 1, J3 ), 1, T( 1, J4 ), 1, CS, SN )
  418. IF( WANTQ )
  419. $ CALL DROT( N, Q( 1, J3 ), 1, Q( 1, J4 ), 1, CS, SN )
  420. END IF
  421. *
  422. END IF
  423. RETURN
  424. *
  425. * Exit with INFO = 1 if swap was rejected.
  426. *
  427. 50 CONTINUE
  428. INFO = 1
  429. RETURN
  430. *
  431. * End of DLAEXC
  432. *
  433. END