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.

dlaqr5.f 30 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802803804805806807808809810811812813814815816
  1. *> \brief \b DLAQR5 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 DLAQR5 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr5.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr5.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr5.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAQR5( 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. * DOUBLE PRECISION 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. *> DLAQR5, called by DLAQR0, 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
  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
  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: DLAQR5 does not accumulate reflections and does not
  69. *> use matrix-matrix multiply to update far-from-diagonal
  70. *> matrix entries.
  71. *> = 1: DLAQR5 accumulates reflections and uses matrix-matrix
  72. *> multiply to update the far-from-diagonal matrix entries.
  73. *> = 2: Same as KACC22 = 1. This option used to enable exploiting
  74. *> the 2-by-2 structure during matrix multiplications, but
  75. *> this is no longer supported.
  76. *> \endverbatim
  77. *>
  78. *> \param[in] N
  79. *> \verbatim
  80. *> N is INTEGER
  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
  88. *> \endverbatim
  89. *>
  90. *> \param[in] KBOT
  91. *> \verbatim
  92. *> KBOT is INTEGER
  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
  104. *> NSHFTS gives the number of simultaneous shifts. NSHFTS
  105. *> must be positive and even.
  106. *> \endverbatim
  107. *>
  108. *> \param[in,out] SR
  109. *> \verbatim
  110. *> SR is DOUBLE PRECISION array, dimension (NSHFTS)
  111. *> \endverbatim
  112. *>
  113. *> \param[in,out] SI
  114. *> \verbatim
  115. *> SI is DOUBLE PRECISION array, dimension (NSHFTS)
  116. *> SR contains the real parts and SI contains the imaginary
  117. *> parts of the NSHFTS shifts of origin that define the
  118. *> multi-shift QR sweep. On output SR and SI may be
  119. *> reordered.
  120. *> \endverbatim
  121. *>
  122. *> \param[in,out] H
  123. *> \verbatim
  124. *> H is DOUBLE PRECISION array, dimension (LDH,N)
  125. *> On input H contains a Hessenberg matrix. On output a
  126. *> multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
  127. *> to the isolated diagonal block in rows and columns KTOP
  128. *> through KBOT.
  129. *> \endverbatim
  130. *>
  131. *> \param[in] LDH
  132. *> \verbatim
  133. *> LDH is INTEGER
  134. *> LDH is the leading dimension of H just as declared in the
  135. *> calling procedure. LDH >= MAX(1,N).
  136. *> \endverbatim
  137. *>
  138. *> \param[in] ILOZ
  139. *> \verbatim
  140. *> ILOZ is INTEGER
  141. *> \endverbatim
  142. *>
  143. *> \param[in] IHIZ
  144. *> \verbatim
  145. *> IHIZ is INTEGER
  146. *> Specify the rows of Z to which transformations must be
  147. *> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
  148. *> \endverbatim
  149. *>
  150. *> \param[in,out] Z
  151. *> \verbatim
  152. *> Z is DOUBLE PRECISION array, dimension (LDZ,IHIZ)
  153. *> If WANTZ = .TRUE., then the QR Sweep orthogonal
  154. *> similarity transformation is accumulated into
  155. *> Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
  156. *> If WANTZ = .FALSE., then Z is unreferenced.
  157. *> \endverbatim
  158. *>
  159. *> \param[in] LDZ
  160. *> \verbatim
  161. *> LDZ is INTEGER
  162. *> LDA is the leading dimension of Z just as declared in
  163. *> the calling procedure. LDZ >= N.
  164. *> \endverbatim
  165. *>
  166. *> \param[out] V
  167. *> \verbatim
  168. *> V is DOUBLE PRECISION array, dimension (LDV,NSHFTS/2)
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LDV
  172. *> \verbatim
  173. *> LDV is INTEGER
  174. *> LDV is the leading dimension of V as declared in the
  175. *> calling procedure. LDV >= 3.
  176. *> \endverbatim
  177. *>
  178. *> \param[out] U
  179. *> \verbatim
  180. *> U is DOUBLE PRECISION array, dimension (LDU,2*NSHFTS)
  181. *> \endverbatim
  182. *>
  183. *> \param[in] LDU
  184. *> \verbatim
  185. *> LDU is INTEGER
  186. *> LDU is the leading dimension of U just as declared in the
  187. *> in the calling subroutine. LDU >= 2*NSHFTS.
  188. *> \endverbatim
  189. *>
  190. *> \param[in] NV
  191. *> \verbatim
  192. *> NV is INTEGER
  193. *> NV is the number of rows in WV agailable for workspace.
  194. *> NV >= 1.
  195. *> \endverbatim
  196. *>
  197. *> \param[out] WV
  198. *> \verbatim
  199. *> WV is DOUBLE PRECISION array, dimension (LDWV,2*NSHFTS)
  200. *> \endverbatim
  201. *>
  202. *> \param[in] LDWV
  203. *> \verbatim
  204. *> LDWV is INTEGER
  205. *> LDWV is the leading dimension of WV as declared in the
  206. *> in the calling subroutine. LDWV >= NV.
  207. *> \endverbatim
  208. *
  209. *> \param[in] NH
  210. *> \verbatim
  211. *> NH is INTEGER
  212. *> NH is the number of columns in array WH available for
  213. *> workspace. NH >= 1.
  214. *> \endverbatim
  215. *>
  216. *> \param[out] WH
  217. *> \verbatim
  218. *> WH is DOUBLE PRECISION array, dimension (LDWH,NH)
  219. *> \endverbatim
  220. *>
  221. *> \param[in] LDWH
  222. *> \verbatim
  223. *> LDWH is INTEGER
  224. *> Leading dimension of WH just as declared in the
  225. *> calling procedure. LDWH >= 2*NSHFTS.
  226. *> \endverbatim
  227. *>
  228. * Authors:
  229. * ========
  230. *
  231. *> \author Univ. of Tennessee
  232. *> \author Univ. of California Berkeley
  233. *> \author Univ. of Colorado Denver
  234. *> \author NAG Ltd.
  235. *
  236. *> \ingroup doubleOTHERauxiliary
  237. *
  238. *> \par Contributors:
  239. * ==================
  240. *>
  241. *> Karen Braman and Ralph Byers, Department of Mathematics,
  242. *> University of Kansas, USA
  243. *>
  244. *> Lars Karlsson, Daniel Kressner, and Bruno Lang
  245. *>
  246. *> Thijs Steel, Department of Computer science,
  247. *> KU Leuven, Belgium
  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. *> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed
  258. *> chains of bulges in multishift QR algorithms.
  259. *> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
  260. *>
  261. * =====================================================================
  262. SUBROUTINE DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS,
  263. $ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U,
  264. $ LDU, NV, WV, LDWV, NH, WH, LDWH )
  265. IMPLICIT NONE
  266. *
  267. * -- LAPACK auxiliary routine --
  268. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  269. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  270. *
  271. * .. Scalar Arguments ..
  272. INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
  273. $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
  274. LOGICAL WANTT, WANTZ
  275. * ..
  276. * .. Array Arguments ..
  277. DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), U( LDU, * ),
  278. $ V( LDV, * ), WH( LDWH, * ), WV( LDWV, * ),
  279. $ Z( LDZ, * )
  280. * ..
  281. *
  282. * ================================================================
  283. * .. Parameters ..
  284. DOUBLE PRECISION ZERO, ONE
  285. PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
  286. * ..
  287. * .. Local Scalars ..
  288. DOUBLE PRECISION ALPHA, BETA, H11, H12, H21, H22, REFSUM,
  289. $ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2,
  290. $ ULP
  291. INTEGER I, I2, I4, INCOL, J, JBOT, JCOL, JLEN,
  292. $ JROW, JTOP, K, K1, KDU, KMS, KRCOL,
  293. $ M, M22, MBOT, MTOP, NBMPS, NDCOL,
  294. $ NS, NU
  295. LOGICAL ACCUM, BMP22
  296. * ..
  297. * .. External Functions ..
  298. DOUBLE PRECISION DLAMCH
  299. EXTERNAL DLAMCH
  300. * ..
  301. * .. Intrinsic Functions ..
  302. *
  303. INTRINSIC ABS, DBLE, MAX, MIN, MOD
  304. * ..
  305. * .. Local Arrays ..
  306. DOUBLE PRECISION VT( 3 )
  307. * ..
  308. * .. External Subroutines ..
  309. EXTERNAL DGEMM, DLABAD, DLACPY, DLAQR1, DLARFG, DLASET,
  310. $ DTRMM
  311. * ..
  312. * .. Executable Statements ..
  313. *
  314. * ==== If there are no shifts, then there is nothing to do. ====
  315. *
  316. IF( NSHFTS.LT.2 )
  317. $ RETURN
  318. *
  319. * ==== If the active block is empty or 1-by-1, then there
  320. * . is nothing to do. ====
  321. *
  322. IF( KTOP.GE.KBOT )
  323. $ RETURN
  324. *
  325. * ==== Shuffle shifts into pairs of real shifts and pairs
  326. * . of complex conjugate shifts assuming complex
  327. * . conjugate shifts are already adjacent to one
  328. * . another. ====
  329. *
  330. DO 10 I = 1, NSHFTS - 2, 2
  331. IF( SI( I ).NE.-SI( I+1 ) ) THEN
  332. *
  333. SWAP = SR( I )
  334. SR( I ) = SR( I+1 )
  335. SR( I+1 ) = SR( I+2 )
  336. SR( I+2 ) = SWAP
  337. *
  338. SWAP = SI( I )
  339. SI( I ) = SI( I+1 )
  340. SI( I+1 ) = SI( I+2 )
  341. SI( I+2 ) = SWAP
  342. END IF
  343. 10 CONTINUE
  344. *
  345. * ==== NSHFTS is supposed to be even, but if it is odd,
  346. * . then simply reduce it by one. The shuffle above
  347. * . ensures that the dropped shift is real and that
  348. * . the remaining shifts are paired. ====
  349. *
  350. NS = NSHFTS - MOD( NSHFTS, 2 )
  351. *
  352. * ==== Machine constants for deflation ====
  353. *
  354. SAFMIN = DLAMCH( 'SAFE MINIMUM' )
  355. SAFMAX = ONE / SAFMIN
  356. CALL DLABAD( SAFMIN, SAFMAX )
  357. ULP = DLAMCH( 'PRECISION' )
  358. SMLNUM = SAFMIN*( DBLE( N ) / ULP )
  359. *
  360. * ==== Use accumulated reflections to update far-from-diagonal
  361. * . entries ? ====
  362. *
  363. ACCUM = ( KACC22.EQ.1 ) .OR. ( 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 = 4*NBMPS
  377. *
  378. * ==== Create and chase chains of NBMPS bulges ====
  379. *
  380. DO 180 INCOL = KTOP - 2*NBMPS + 1, KBOT - 2, 2*NBMPS
  381. *
  382. * JTOP = Index from which updates from the right start.
  383. *
  384. IF( ACCUM ) THEN
  385. JTOP = MAX( KTOP, INCOL )
  386. ELSE IF( WANTT ) THEN
  387. JTOP = 1
  388. ELSE
  389. JTOP = KTOP
  390. END IF
  391. *
  392. NDCOL = INCOL + KDU
  393. IF( ACCUM )
  394. $ CALL DLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU )
  395. *
  396. * ==== Near-the-diagonal bulge chase. The following loop
  397. * . performs the near-the-diagonal part of a small bulge
  398. * . multi-shift QR sweep. Each 4*NBMPS column diagonal
  399. * . chunk extends from column INCOL to column NDCOL
  400. * . (including both column INCOL and column NDCOL). The
  401. * . following loop chases a 2*NBMPS+1 column long chain of
  402. * . NBMPS bulges 2*NBMPS columns to the right. (INCOL
  403. * . may be less than KTOP and and NDCOL may be greater than
  404. * . KBOT indicating phantom columns from which to chase
  405. * . bulges before they are actually introduced or to which
  406. * . to chase bulges beyond column KBOT.) ====
  407. *
  408. DO 145 KRCOL = INCOL, MIN( INCOL+2*NBMPS-1, KBOT-2 )
  409. *
  410. * ==== Bulges number MTOP to MBOT are active double implicit
  411. * . shift bulges. There may or may not also be small
  412. * . 2-by-2 bulge, if there is room. The inactive bulges
  413. * . (if any) must wait until the active bulges have moved
  414. * . down the diagonal to make room. The phantom matrix
  415. * . paradigm described above helps keep track. ====
  416. *
  417. MTOP = MAX( 1, ( KTOP-KRCOL ) / 2+1 )
  418. MBOT = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 2 )
  419. M22 = MBOT + 1
  420. BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+2*( M22-1 ) ).EQ.
  421. $ ( KBOT-2 )
  422. *
  423. * ==== Generate reflections to chase the chain right
  424. * . one column. (The minimum value of K is KTOP-1.) ====
  425. *
  426. IF ( BMP22 ) THEN
  427. *
  428. * ==== Special case: 2-by-2 reflection at bottom treated
  429. * . separately ====
  430. *
  431. K = KRCOL + 2*( M22-1 )
  432. IF( K.EQ.KTOP-1 ) THEN
  433. CALL DLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ),
  434. $ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ),
  435. $ V( 1, M22 ) )
  436. BETA = V( 1, M22 )
  437. CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  438. ELSE
  439. BETA = H( K+1, K )
  440. V( 2, M22 ) = H( K+2, K )
  441. CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  442. H( K+1, K ) = BETA
  443. H( K+2, K ) = ZERO
  444. END IF
  445. *
  446. * ==== Perform update from right within
  447. * . computational window. ====
  448. *
  449. DO 30 J = JTOP, MIN( KBOT, K+3 )
  450. REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
  451. $ H( J, K+2 ) )
  452. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  453. H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 )
  454. 30 CONTINUE
  455. *
  456. * ==== Perform update from left within
  457. * . computational window. ====
  458. *
  459. IF( ACCUM ) THEN
  460. JBOT = MIN( NDCOL, KBOT )
  461. ELSE IF( WANTT ) THEN
  462. JBOT = N
  463. ELSE
  464. JBOT = KBOT
  465. END IF
  466. DO 40 J = K+1, JBOT
  467. REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )*
  468. $ H( K+2, J ) )
  469. H( K+1, J ) = H( K+1, J ) - REFSUM
  470. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
  471. 40 CONTINUE
  472. *
  473. * ==== The following convergence test requires that
  474. * . the tradition small-compared-to-nearby-diagonals
  475. * . criterion and the Ahues & Tisseur (LAWN 122, 1997)
  476. * . criteria both be satisfied. The latter improves
  477. * . accuracy in some examples. Falling back on an
  478. * . alternate convergence criterion when TST1 or TST2
  479. * . is zero (as done here) is traditional but probably
  480. * . unnecessary. ====
  481. *
  482. IF( K.GE.KTOP ) THEN
  483. IF( H( K+1, K ).NE.ZERO ) THEN
  484. TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) )
  485. IF( TST1.EQ.ZERO ) THEN
  486. IF( K.GE.KTOP+1 )
  487. $ TST1 = TST1 + ABS( H( K, K-1 ) )
  488. IF( K.GE.KTOP+2 )
  489. $ TST1 = TST1 + ABS( H( K, K-2 ) )
  490. IF( K.GE.KTOP+3 )
  491. $ TST1 = TST1 + ABS( H( K, K-3 ) )
  492. IF( K.LE.KBOT-2 )
  493. $ TST1 = TST1 + ABS( H( K+2, K+1 ) )
  494. IF( K.LE.KBOT-3 )
  495. $ TST1 = TST1 + ABS( H( K+3, K+1 ) )
  496. IF( K.LE.KBOT-4 )
  497. $ TST1 = TST1 + ABS( H( K+4, K+1 ) )
  498. END IF
  499. IF( ABS( H( K+1, K ) )
  500. $ .LE.MAX( SMLNUM, ULP*TST1 ) ) THEN
  501. H12 = MAX( ABS( H( K+1, K ) ),
  502. $ ABS( H( K, K+1 ) ) )
  503. H21 = MIN( ABS( H( K+1, K ) ),
  504. $ ABS( H( K, K+1 ) ) )
  505. H11 = MAX( ABS( H( K+1, K+1 ) ),
  506. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  507. H22 = MIN( ABS( H( K+1, K+1 ) ),
  508. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  509. SCL = H11 + H12
  510. TST2 = H22*( H11 / SCL )
  511. *
  512. IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE.
  513. $ MAX( SMLNUM, ULP*TST2 ) ) THEN
  514. H( K+1, K ) = ZERO
  515. END IF
  516. END IF
  517. END IF
  518. END IF
  519. *
  520. * ==== Accumulate orthogonal transformations. ====
  521. *
  522. IF( ACCUM ) THEN
  523. KMS = K - INCOL
  524. DO 50 J = MAX( 1, KTOP-INCOL ), KDU
  525. REFSUM = V( 1, M22 )*( U( J, KMS+1 )+
  526. $ V( 2, M22 )*U( J, KMS+2 ) )
  527. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  528. U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M22 )
  529. 50 CONTINUE
  530. ELSE IF( WANTZ ) THEN
  531. DO 60 J = ILOZ, IHIZ
  532. REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
  533. $ Z( J, K+2 ) )
  534. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  535. Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 )
  536. 60 CONTINUE
  537. END IF
  538. END IF
  539. *
  540. * ==== Normal case: Chain of 3-by-3 reflections ====
  541. *
  542. DO 80 M = MBOT, MTOP, -1
  543. K = KRCOL + 2*( M-1 )
  544. IF( K.EQ.KTOP-1 ) THEN
  545. CALL DLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ),
  546. $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
  547. $ V( 1, M ) )
  548. ALPHA = V( 1, M )
  549. CALL DLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
  550. ELSE
  551. *
  552. * ==== Perform delayed transformation of row below
  553. * . Mth bulge. Exploit fact that first two elements
  554. * . of row are actually zero. ====
  555. *
  556. REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 )
  557. H( K+3, K ) = -REFSUM
  558. H( K+3, K+1 ) = -REFSUM*V( 2, M )
  559. H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*V( 3, M )
  560. *
  561. * ==== Calculate reflection to move
  562. * . Mth bulge one step. ====
  563. *
  564. BETA = H( K+1, K )
  565. V( 2, M ) = H( K+2, K )
  566. V( 3, M ) = H( K+3, K )
  567. CALL DLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
  568. *
  569. * ==== A Bulge may collapse because of vigilant
  570. * . deflation or destructive underflow. In the
  571. * . underflow case, try the two-small-subdiagonals
  572. * . trick to try to reinflate the bulge. ====
  573. *
  574. IF( H( K+3, K ).NE.ZERO .OR. H( K+3, K+1 ).NE.
  575. $ ZERO .OR. H( K+3, K+2 ).EQ.ZERO ) THEN
  576. *
  577. * ==== Typical case: not collapsed (yet). ====
  578. *
  579. H( K+1, K ) = BETA
  580. H( K+2, K ) = ZERO
  581. H( K+3, K ) = ZERO
  582. ELSE
  583. *
  584. * ==== Atypical case: collapsed. Attempt to
  585. * . reintroduce ignoring H(K+1,K) and H(K+2,K).
  586. * . If the fill resulting from the new
  587. * . reflector is too large, then abandon it.
  588. * . Otherwise, use the new one. ====
  589. *
  590. CALL DLAQR1( 3, H( K+1, K+1 ), LDH, SR( 2*M-1 ),
  591. $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
  592. $ VT )
  593. ALPHA = VT( 1 )
  594. CALL DLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
  595. REFSUM = VT( 1 )*( H( K+1, K )+VT( 2 )*
  596. $ H( K+2, K ) )
  597. *
  598. IF( ABS( H( K+2, K )-REFSUM*VT( 2 ) )+
  599. $ ABS( REFSUM*VT( 3 ) ).GT.ULP*
  600. $ ( ABS( H( K, K ) )+ABS( H( K+1,
  601. $ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
  602. *
  603. * ==== Starting a new bulge here would
  604. * . create non-negligible fill. Use
  605. * . the old one with trepidation. ====
  606. *
  607. H( K+1, K ) = BETA
  608. H( K+2, K ) = ZERO
  609. H( K+3, K ) = ZERO
  610. ELSE
  611. *
  612. * ==== Starting a new bulge here would
  613. * . create only negligible fill.
  614. * . Replace the old reflector with
  615. * . the new one. ====
  616. *
  617. H( K+1, K ) = H( K+1, K ) - REFSUM
  618. H( K+2, K ) = ZERO
  619. H( K+3, K ) = ZERO
  620. V( 1, M ) = VT( 1 )
  621. V( 2, M ) = VT( 2 )
  622. V( 3, M ) = VT( 3 )
  623. END IF
  624. END IF
  625. END IF
  626. *
  627. * ==== Apply reflection from the right and
  628. * . the first column of update from the left.
  629. * . These updates are required for the vigilant
  630. * . deflation check. We still delay most of the
  631. * . updates from the left for efficiency. ====
  632. *
  633. DO 70 J = JTOP, MIN( KBOT, K+3 )
  634. REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
  635. $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
  636. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  637. H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M )
  638. H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M )
  639. 70 CONTINUE
  640. *
  641. * ==== Perform update from left for subsequent
  642. * . column. ====
  643. *
  644. REFSUM = V( 1, M )*( H( K+1, K+1 )+V( 2, M )*
  645. $ H( K+2, K+1 )+V( 3, M )*H( K+3, K+1 ) )
  646. H( K+1, K+1 ) = H( K+1, K+1 ) - REFSUM
  647. H( K+2, K+1 ) = H( K+2, K+1 ) - REFSUM*V( 2, M )
  648. H( K+3, K+1 ) = H( K+3, K+1 ) - REFSUM*V( 3, M )
  649. *
  650. * ==== The following convergence test requires that
  651. * . the tradition small-compared-to-nearby-diagonals
  652. * . criterion and the Ahues & Tisseur (LAWN 122, 1997)
  653. * . criteria both be satisfied. The latter improves
  654. * . accuracy in some examples. Falling back on an
  655. * . alternate convergence criterion when TST1 or TST2
  656. * . is zero (as done here) is traditional but probably
  657. * . unnecessary. ====
  658. *
  659. IF( K.LT.KTOP)
  660. $ CYCLE
  661. IF( H( K+1, K ).NE.ZERO ) THEN
  662. TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) )
  663. IF( TST1.EQ.ZERO ) THEN
  664. IF( K.GE.KTOP+1 )
  665. $ TST1 = TST1 + ABS( H( K, K-1 ) )
  666. IF( K.GE.KTOP+2 )
  667. $ TST1 = TST1 + ABS( H( K, K-2 ) )
  668. IF( K.GE.KTOP+3 )
  669. $ TST1 = TST1 + ABS( H( K, K-3 ) )
  670. IF( K.LE.KBOT-2 )
  671. $ TST1 = TST1 + ABS( H( K+2, K+1 ) )
  672. IF( K.LE.KBOT-3 )
  673. $ TST1 = TST1 + ABS( H( K+3, K+1 ) )
  674. IF( K.LE.KBOT-4 )
  675. $ TST1 = TST1 + ABS( H( K+4, K+1 ) )
  676. END IF
  677. IF( ABS( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) )
  678. $ THEN
  679. H12 = MAX( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
  680. H21 = MIN( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
  681. H11 = MAX( ABS( H( K+1, K+1 ) ),
  682. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  683. H22 = MIN( ABS( H( K+1, K+1 ) ),
  684. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  685. SCL = H11 + H12
  686. TST2 = H22*( H11 / SCL )
  687. *
  688. IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE.
  689. $ MAX( SMLNUM, ULP*TST2 ) ) THEN
  690. H( K+1, K ) = ZERO
  691. END IF
  692. END IF
  693. END IF
  694. 80 CONTINUE
  695. *
  696. * ==== Multiply H by reflections from the left ====
  697. *
  698. IF( ACCUM ) THEN
  699. JBOT = MIN( NDCOL, KBOT )
  700. ELSE IF( WANTT ) THEN
  701. JBOT = N
  702. ELSE
  703. JBOT = KBOT
  704. END IF
  705. *
  706. DO 100 M = MBOT, MTOP, -1
  707. K = KRCOL + 2*( M-1 )
  708. DO 90 J = MAX( KTOP, KRCOL + 2*M ), JBOT
  709. REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )*
  710. $ H( K+2, J )+V( 3, M )*H( K+3, J ) )
  711. H( K+1, J ) = H( K+1, J ) - REFSUM
  712. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
  713. H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
  714. 90 CONTINUE
  715. 100 CONTINUE
  716. *
  717. * ==== Accumulate orthogonal transformations. ====
  718. *
  719. IF( ACCUM ) THEN
  720. *
  721. * ==== Accumulate U. (If needed, update Z later
  722. * . with an efficient matrix-matrix
  723. * . multiply.) ====
  724. *
  725. DO 120 M = MBOT, MTOP, -1
  726. K = KRCOL + 2*( M-1 )
  727. KMS = K - INCOL
  728. I2 = MAX( 1, KTOP-INCOL )
  729. I2 = MAX( I2, KMS-(KRCOL-INCOL)+1 )
  730. I4 = MIN( KDU, KRCOL + 2*( MBOT-1 ) - INCOL + 5 )
  731. DO 110 J = I2, I4
  732. REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
  733. $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
  734. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  735. U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M )
  736. U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M )
  737. 110 CONTINUE
  738. 120 CONTINUE
  739. ELSE IF( WANTZ ) THEN
  740. *
  741. * ==== U is not accumulated, so update Z
  742. * . now by multiplying by reflections
  743. * . from the right. ====
  744. *
  745. DO 140 M = MBOT, MTOP, -1
  746. K = KRCOL + 2*( M-1 )
  747. DO 130 J = ILOZ, IHIZ
  748. REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
  749. $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
  750. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  751. Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M )
  752. Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M )
  753. 130 CONTINUE
  754. 140 CONTINUE
  755. END IF
  756. *
  757. * ==== End of near-the-diagonal bulge chase. ====
  758. *
  759. 145 CONTINUE
  760. *
  761. * ==== Use U (if accumulated) to update far-from-diagonal
  762. * . entries in H. If required, use U to update Z as
  763. * . well. ====
  764. *
  765. IF( ACCUM ) THEN
  766. IF( WANTT ) THEN
  767. JTOP = 1
  768. JBOT = N
  769. ELSE
  770. JTOP = KTOP
  771. JBOT = KBOT
  772. END IF
  773. K1 = MAX( 1, KTOP-INCOL )
  774. NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1
  775. *
  776. * ==== Horizontal Multiply ====
  777. *
  778. DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  779. JLEN = MIN( NH, JBOT-JCOL+1 )
  780. CALL DGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ),
  781. $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH,
  782. $ LDWH )
  783. CALL DLACPY( 'ALL', NU, JLEN, WH, LDWH,
  784. $ H( INCOL+K1, JCOL ), LDH )
  785. 150 CONTINUE
  786. *
  787. * ==== Vertical multiply ====
  788. *
  789. DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV
  790. JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW )
  791. CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  792. $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ),
  793. $ LDU, ZERO, WV, LDWV )
  794. CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV,
  795. $ H( JROW, INCOL+K1 ), LDH )
  796. 160 CONTINUE
  797. *
  798. * ==== Z multiply (also vertical) ====
  799. *
  800. IF( WANTZ ) THEN
  801. DO 170 JROW = ILOZ, IHIZ, NV
  802. JLEN = MIN( NV, IHIZ-JROW+1 )
  803. CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  804. $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ),
  805. $ LDU, ZERO, WV, LDWV )
  806. CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV,
  807. $ Z( JROW, INCOL+K1 ), LDZ )
  808. 170 CONTINUE
  809. END IF
  810. END IF
  811. 180 CONTINUE
  812. *
  813. * ==== End of DLAQR5 ====
  814. *
  815. END