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dlaqr5.f 34 kB

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  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: DLAQR5 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
  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
  89. *> \endverbatim
  90. *>
  91. *> \param[in] KBOT
  92. *> \verbatim
  93. *> KBOT is INTEGER
  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
  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 DOUBLE PRECISION array, dimension (NSHFTS)
  112. *> \endverbatim
  113. *>
  114. *> \param[in,out] SI
  115. *> \verbatim
  116. *> SI is DOUBLE PRECISION array, dimension (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 DOUBLE PRECISION array, dimension (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
  135. *> LDH is the leading dimension of H just as declared in the
  136. *> calling procedure. LDH >= 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 <= ILOZ <= IHIZ <= N
  149. *> \endverbatim
  150. *>
  151. *> \param[in,out] Z
  152. *> \verbatim
  153. *> Z is DOUBLE PRECISION array, dimension (LDZ,IHIZ)
  154. *> If WANTZ = .TRUE., then the QR Sweep orthogonal
  155. *> similarity transformation is accumulated into
  156. *> Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
  157. *> If WANTZ = .FALSE., then Z is unreferenced.
  158. *> \endverbatim
  159. *>
  160. *> \param[in] LDZ
  161. *> \verbatim
  162. *> LDZ is INTEGER
  163. *> LDA is the leading dimension of Z just as declared in
  164. *> the calling procedure. LDZ >= N.
  165. *> \endverbatim
  166. *>
  167. *> \param[out] V
  168. *> \verbatim
  169. *> V is DOUBLE PRECISION array, dimension (LDV,NSHFTS/2)
  170. *> \endverbatim
  171. *>
  172. *> \param[in] LDV
  173. *> \verbatim
  174. *> LDV is INTEGER
  175. *> LDV is the leading dimension of V as declared in the
  176. *> calling procedure. LDV >= 3.
  177. *> \endverbatim
  178. *>
  179. *> \param[out] U
  180. *> \verbatim
  181. *> U is DOUBLE PRECISION array, dimension (LDU,3*NSHFTS-3)
  182. *> \endverbatim
  183. *>
  184. *> \param[in] LDU
  185. *> \verbatim
  186. *> LDU is INTEGER
  187. *> LDU is the leading dimension of U just as declared in the
  188. *> in the calling subroutine. LDU >= 3*NSHFTS-3.
  189. *> \endverbatim
  190. *>
  191. *> \param[in] NV
  192. *> \verbatim
  193. *> NV is INTEGER
  194. *> NV is the number of rows in WV agailable for workspace.
  195. *> NV >= 1.
  196. *> \endverbatim
  197. *>
  198. *> \param[out] WV
  199. *> \verbatim
  200. *> WV is DOUBLE PRECISION array, dimension (LDWV,3*NSHFTS-3)
  201. *> \endverbatim
  202. *>
  203. *> \param[in] LDWV
  204. *> \verbatim
  205. *> LDWV is INTEGER
  206. *> LDWV is the leading dimension of WV as declared in the
  207. *> in the calling subroutine. LDWV >= NV.
  208. *> \endverbatim
  209. *
  210. *> \param[in] NH
  211. *> \verbatim
  212. *> NH is INTEGER
  213. *> NH is the number of columns in array WH available for
  214. *> workspace. NH >= 1.
  215. *> \endverbatim
  216. *>
  217. *> \param[out] WH
  218. *> \verbatim
  219. *> WH is DOUBLE PRECISION array, dimension (LDWH,NH)
  220. *> \endverbatim
  221. *>
  222. *> \param[in] LDWH
  223. *> \verbatim
  224. *> LDWH is INTEGER
  225. *> Leading dimension of WH just as declared in the
  226. *> calling procedure. LDWH >= 3*NSHFTS-3.
  227. *> \endverbatim
  228. *>
  229. * Authors:
  230. * ========
  231. *
  232. *> \author Univ. of Tennessee
  233. *> \author Univ. of California Berkeley
  234. *> \author Univ. of Colorado Denver
  235. *> \author NAG Ltd.
  236. *
  237. *> \date June 2016
  238. *
  239. *> \ingroup doubleOTHERauxiliary
  240. *
  241. *> \par Contributors:
  242. * ==================
  243. *>
  244. *> Karen Braman and Ralph Byers, Department of Mathematics,
  245. *> University of Kansas, USA
  246. *
  247. *> \par References:
  248. * ================
  249. *>
  250. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  251. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  252. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  253. *> 929--947, 2002.
  254. *>
  255. * =====================================================================
  256. SUBROUTINE DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS,
  257. $ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U,
  258. $ LDU, NV, WV, LDWV, NH, WH, LDWH )
  259. *
  260. * -- LAPACK auxiliary routine (version 3.7.1) --
  261. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  262. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  263. * June 2016
  264. *
  265. * .. Scalar Arguments ..
  266. INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
  267. $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
  268. LOGICAL WANTT, WANTZ
  269. * ..
  270. * .. Array Arguments ..
  271. DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), U( LDU, * ),
  272. $ V( LDV, * ), WH( LDWH, * ), WV( LDWV, * ),
  273. $ Z( LDZ, * )
  274. * ..
  275. *
  276. * ================================================================
  277. * .. Parameters ..
  278. DOUBLE PRECISION ZERO, ONE
  279. PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
  280. * ..
  281. * .. Local Scalars ..
  282. DOUBLE PRECISION ALPHA, BETA, H11, H12, H21, H22, REFSUM,
  283. $ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2,
  284. $ ULP
  285. INTEGER I, I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN,
  286. $ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS,
  287. $ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL,
  288. $ NS, NU
  289. LOGICAL ACCUM, BLK22, BMP22
  290. * ..
  291. * .. External Functions ..
  292. DOUBLE PRECISION DLAMCH
  293. EXTERNAL DLAMCH
  294. * ..
  295. * .. Intrinsic Functions ..
  296. *
  297. INTRINSIC ABS, DBLE, MAX, MIN, MOD
  298. * ..
  299. * .. Local Arrays ..
  300. DOUBLE PRECISION VT( 3 )
  301. * ..
  302. * .. External Subroutines ..
  303. EXTERNAL DGEMM, DLABAD, DLACPY, DLAQR1, DLARFG, DLASET,
  304. $ DTRMM
  305. * ..
  306. * .. Executable Statements ..
  307. *
  308. * ==== If there are no shifts, then there is nothing to do. ====
  309. *
  310. IF( NSHFTS.LT.2 )
  311. $ RETURN
  312. *
  313. * ==== If the active block is empty or 1-by-1, then there
  314. * . is nothing to do. ====
  315. *
  316. IF( KTOP.GE.KBOT )
  317. $ RETURN
  318. *
  319. * ==== Shuffle shifts into pairs of real shifts and pairs
  320. * . of complex conjugate shifts assuming complex
  321. * . conjugate shifts are already adjacent to one
  322. * . another. ====
  323. *
  324. DO 10 I = 1, NSHFTS - 2, 2
  325. IF( SI( I ).NE.-SI( I+1 ) ) THEN
  326. *
  327. SWAP = SR( I )
  328. SR( I ) = SR( I+1 )
  329. SR( I+1 ) = SR( I+2 )
  330. SR( I+2 ) = SWAP
  331. *
  332. SWAP = SI( I )
  333. SI( I ) = SI( I+1 )
  334. SI( I+1 ) = SI( I+2 )
  335. SI( I+2 ) = SWAP
  336. END IF
  337. 10 CONTINUE
  338. *
  339. * ==== NSHFTS is supposed to be even, but if it is odd,
  340. * . then simply reduce it by one. The shuffle above
  341. * . ensures that the dropped shift is real and that
  342. * . the remaining shifts are paired. ====
  343. *
  344. NS = NSHFTS - MOD( NSHFTS, 2 )
  345. *
  346. * ==== Machine constants for deflation ====
  347. *
  348. SAFMIN = DLAMCH( 'SAFE MINIMUM' )
  349. SAFMAX = ONE / SAFMIN
  350. CALL DLABAD( SAFMIN, SAFMAX )
  351. ULP = DLAMCH( 'PRECISION' )
  352. SMLNUM = SAFMIN*( DBLE( N ) / ULP )
  353. *
  354. * ==== Use accumulated reflections to update far-from-diagonal
  355. * . entries ? ====
  356. *
  357. ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 )
  358. *
  359. * ==== If so, exploit the 2-by-2 block structure? ====
  360. *
  361. BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 )
  362. *
  363. * ==== clear trash ====
  364. *
  365. IF( KTOP+2.LE.KBOT )
  366. $ H( KTOP+2, KTOP ) = ZERO
  367. *
  368. * ==== NBMPS = number of 2-shift bulges in the chain ====
  369. *
  370. NBMPS = NS / 2
  371. *
  372. * ==== KDU = width of slab ====
  373. *
  374. KDU = 6*NBMPS - 3
  375. *
  376. * ==== Create and chase chains of NBMPS bulges ====
  377. *
  378. DO 220 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2
  379. NDCOL = INCOL + KDU
  380. IF( ACCUM )
  381. $ CALL DLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU )
  382. *
  383. * ==== Near-the-diagonal bulge chase. The following loop
  384. * . performs the near-the-diagonal part of a small bulge
  385. * . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal
  386. * . chunk extends from column INCOL to column NDCOL
  387. * . (including both column INCOL and column NDCOL). The
  388. * . following loop chases a 3*NBMPS column long chain of
  389. * . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL
  390. * . may be less than KTOP and and NDCOL may be greater than
  391. * . KBOT indicating phantom columns from which to chase
  392. * . bulges before they are actually introduced or to which
  393. * . to chase bulges beyond column KBOT.) ====
  394. *
  395. DO 150 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 )
  396. *
  397. * ==== Bulges number MTOP to MBOT are active double implicit
  398. * . shift bulges. There may or may not also be small
  399. * . 2-by-2 bulge, if there is room. The inactive bulges
  400. * . (if any) must wait until the active bulges have moved
  401. * . down the diagonal to make room. The phantom matrix
  402. * . paradigm described above helps keep track. ====
  403. *
  404. MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 )
  405. MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 )
  406. M22 = MBOT + 1
  407. BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ.
  408. $ ( KBOT-2 )
  409. *
  410. * ==== Generate reflections to chase the chain right
  411. * . one column. (The minimum value of K is KTOP-1.) ====
  412. *
  413. DO 20 M = MTOP, MBOT
  414. K = KRCOL + 3*( M-1 )
  415. IF( K.EQ.KTOP-1 ) THEN
  416. CALL DLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ),
  417. $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
  418. $ V( 1, M ) )
  419. ALPHA = V( 1, M )
  420. CALL DLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
  421. ELSE
  422. BETA = H( K+1, K )
  423. V( 2, M ) = H( K+2, K )
  424. V( 3, M ) = H( K+3, K )
  425. CALL DLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
  426. *
  427. * ==== A Bulge may collapse because of vigilant
  428. * . deflation or destructive underflow. In the
  429. * . underflow case, try the two-small-subdiagonals
  430. * . trick to try to reinflate the bulge. ====
  431. *
  432. IF( H( K+3, K ).NE.ZERO .OR. H( K+3, K+1 ).NE.
  433. $ ZERO .OR. H( K+3, K+2 ).EQ.ZERO ) THEN
  434. *
  435. * ==== Typical case: not collapsed (yet). ====
  436. *
  437. H( K+1, K ) = BETA
  438. H( K+2, K ) = ZERO
  439. H( K+3, K ) = ZERO
  440. ELSE
  441. *
  442. * ==== Atypical case: collapsed. Attempt to
  443. * . reintroduce ignoring H(K+1,K) and H(K+2,K).
  444. * . If the fill resulting from the new
  445. * . reflector is too large, then abandon it.
  446. * . Otherwise, use the new one. ====
  447. *
  448. CALL DLAQR1( 3, H( K+1, K+1 ), LDH, SR( 2*M-1 ),
  449. $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
  450. $ VT )
  451. ALPHA = VT( 1 )
  452. CALL DLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
  453. REFSUM = VT( 1 )*( H( K+1, K )+VT( 2 )*
  454. $ H( K+2, K ) )
  455. *
  456. IF( ABS( H( K+2, K )-REFSUM*VT( 2 ) )+
  457. $ ABS( REFSUM*VT( 3 ) ).GT.ULP*
  458. $ ( ABS( H( K, K ) )+ABS( H( K+1,
  459. $ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
  460. *
  461. * ==== Starting a new bulge here would
  462. * . create non-negligible fill. Use
  463. * . the old one with trepidation. ====
  464. *
  465. H( K+1, K ) = BETA
  466. H( K+2, K ) = ZERO
  467. H( K+3, K ) = ZERO
  468. ELSE
  469. *
  470. * ==== Stating a new bulge here would
  471. * . create only negligible fill.
  472. * . Replace the old reflector with
  473. * . the new one. ====
  474. *
  475. H( K+1, K ) = H( K+1, K ) - REFSUM
  476. H( K+2, K ) = ZERO
  477. H( K+3, K ) = ZERO
  478. V( 1, M ) = VT( 1 )
  479. V( 2, M ) = VT( 2 )
  480. V( 3, M ) = VT( 3 )
  481. END IF
  482. END IF
  483. END IF
  484. 20 CONTINUE
  485. *
  486. * ==== Generate a 2-by-2 reflection, if needed. ====
  487. *
  488. K = KRCOL + 3*( M22-1 )
  489. IF( BMP22 ) THEN
  490. IF( K.EQ.KTOP-1 ) THEN
  491. CALL DLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ),
  492. $ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ),
  493. $ V( 1, M22 ) )
  494. BETA = V( 1, M22 )
  495. CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  496. ELSE
  497. BETA = H( K+1, K )
  498. V( 2, M22 ) = H( K+2, K )
  499. CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
  500. H( K+1, K ) = BETA
  501. H( K+2, K ) = ZERO
  502. END IF
  503. END IF
  504. *
  505. * ==== Multiply H by reflections from the left ====
  506. *
  507. IF( ACCUM ) THEN
  508. JBOT = MIN( NDCOL, KBOT )
  509. ELSE IF( WANTT ) THEN
  510. JBOT = N
  511. ELSE
  512. JBOT = KBOT
  513. END IF
  514. DO 40 J = MAX( KTOP, KRCOL ), JBOT
  515. MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 )
  516. DO 30 M = MTOP, MEND
  517. K = KRCOL + 3*( M-1 )
  518. REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )*
  519. $ H( K+2, J )+V( 3, M )*H( K+3, J ) )
  520. H( K+1, J ) = H( K+1, J ) - REFSUM
  521. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
  522. H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
  523. 30 CONTINUE
  524. 40 CONTINUE
  525. IF( BMP22 ) THEN
  526. K = KRCOL + 3*( M22-1 )
  527. DO 50 J = MAX( K+1, KTOP ), JBOT
  528. REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )*
  529. $ H( K+2, J ) )
  530. H( K+1, J ) = H( K+1, J ) - REFSUM
  531. H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
  532. 50 CONTINUE
  533. END IF
  534. *
  535. * ==== Multiply H by reflections from the right.
  536. * . Delay filling in the last row until the
  537. * . vigilant deflation check is complete. ====
  538. *
  539. IF( ACCUM ) THEN
  540. JTOP = MAX( KTOP, INCOL )
  541. ELSE IF( WANTT ) THEN
  542. JTOP = 1
  543. ELSE
  544. JTOP = KTOP
  545. END IF
  546. DO 90 M = MTOP, MBOT
  547. IF( V( 1, M ).NE.ZERO ) THEN
  548. K = KRCOL + 3*( M-1 )
  549. DO 60 J = JTOP, MIN( KBOT, K+3 )
  550. REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
  551. $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
  552. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  553. H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M )
  554. H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M )
  555. 60 CONTINUE
  556. *
  557. IF( ACCUM ) THEN
  558. *
  559. * ==== Accumulate U. (If necessary, update Z later
  560. * . with with an efficient matrix-matrix
  561. * . multiply.) ====
  562. *
  563. KMS = K - INCOL
  564. DO 70 J = MAX( 1, KTOP-INCOL ), KDU
  565. REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
  566. $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
  567. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  568. U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M )
  569. U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M )
  570. 70 CONTINUE
  571. ELSE IF( WANTZ ) THEN
  572. *
  573. * ==== U is not accumulated, so update Z
  574. * . now by multiplying by reflections
  575. * . from the right. ====
  576. *
  577. DO 80 J = ILOZ, IHIZ
  578. REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
  579. $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
  580. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  581. Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M )
  582. Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M )
  583. 80 CONTINUE
  584. END IF
  585. END IF
  586. 90 CONTINUE
  587. *
  588. * ==== Special case: 2-by-2 reflection (if needed) ====
  589. *
  590. K = KRCOL + 3*( M22-1 )
  591. IF( BMP22 ) THEN
  592. IF ( V( 1, M22 ).NE.ZERO ) THEN
  593. DO 100 J = JTOP, MIN( KBOT, K+3 )
  594. REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
  595. $ H( J, K+2 ) )
  596. H( J, K+1 ) = H( J, K+1 ) - REFSUM
  597. H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 )
  598. 100 CONTINUE
  599. *
  600. IF( ACCUM ) THEN
  601. KMS = K - INCOL
  602. DO 110 J = MAX( 1, KTOP-INCOL ), KDU
  603. REFSUM = V( 1, M22 )*( U( J, KMS+1 )+
  604. $ V( 2, M22 )*U( J, KMS+2 ) )
  605. U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
  606. U( J, KMS+2 ) = U( J, KMS+2 ) -
  607. $ REFSUM*V( 2, M22 )
  608. 110 CONTINUE
  609. ELSE IF( WANTZ ) THEN
  610. DO 120 J = ILOZ, IHIZ
  611. REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
  612. $ Z( J, K+2 ) )
  613. Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
  614. Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 )
  615. 120 CONTINUE
  616. END IF
  617. END IF
  618. END IF
  619. *
  620. * ==== Vigilant deflation check ====
  621. *
  622. MSTART = MTOP
  623. IF( KRCOL+3*( MSTART-1 ).LT.KTOP )
  624. $ MSTART = MSTART + 1
  625. MEND = MBOT
  626. IF( BMP22 )
  627. $ MEND = MEND + 1
  628. IF( KRCOL.EQ.KBOT-2 )
  629. $ MEND = MEND + 1
  630. DO 130 M = MSTART, MEND
  631. K = MIN( KBOT-1, KRCOL+3*( M-1 ) )
  632. *
  633. * ==== The following convergence test requires that
  634. * . the tradition small-compared-to-nearby-diagonals
  635. * . criterion and the Ahues & Tisseur (LAWN 122, 1997)
  636. * . criteria both be satisfied. The latter improves
  637. * . accuracy in some examples. Falling back on an
  638. * . alternate convergence criterion when TST1 or TST2
  639. * . is zero (as done here) is traditional but probably
  640. * . unnecessary. ====
  641. *
  642. IF( H( K+1, K ).NE.ZERO ) THEN
  643. TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) )
  644. IF( TST1.EQ.ZERO ) THEN
  645. IF( K.GE.KTOP+1 )
  646. $ TST1 = TST1 + ABS( H( K, K-1 ) )
  647. IF( K.GE.KTOP+2 )
  648. $ TST1 = TST1 + ABS( H( K, K-2 ) )
  649. IF( K.GE.KTOP+3 )
  650. $ TST1 = TST1 + ABS( H( K, K-3 ) )
  651. IF( K.LE.KBOT-2 )
  652. $ TST1 = TST1 + ABS( H( K+2, K+1 ) )
  653. IF( K.LE.KBOT-3 )
  654. $ TST1 = TST1 + ABS( H( K+3, K+1 ) )
  655. IF( K.LE.KBOT-4 )
  656. $ TST1 = TST1 + ABS( H( K+4, K+1 ) )
  657. END IF
  658. IF( ABS( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) )
  659. $ THEN
  660. H12 = MAX( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
  661. H21 = MIN( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) )
  662. H11 = MAX( ABS( H( K+1, K+1 ) ),
  663. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  664. H22 = MIN( ABS( H( K+1, K+1 ) ),
  665. $ ABS( H( K, K )-H( K+1, K+1 ) ) )
  666. SCL = H11 + H12
  667. TST2 = H22*( H11 / SCL )
  668. *
  669. IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE.
  670. $ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO
  671. END IF
  672. END IF
  673. 130 CONTINUE
  674. *
  675. * ==== Fill in the last row of each bulge. ====
  676. *
  677. MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 )
  678. DO 140 M = MTOP, MEND
  679. K = KRCOL + 3*( M-1 )
  680. REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 )
  681. H( K+4, K+1 ) = -REFSUM
  682. H( K+4, K+2 ) = -REFSUM*V( 2, M )
  683. H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*V( 3, M )
  684. 140 CONTINUE
  685. *
  686. * ==== End of near-the-diagonal bulge chase. ====
  687. *
  688. 150 CONTINUE
  689. *
  690. * ==== Use U (if accumulated) to update far-from-diagonal
  691. * . entries in H. If required, use U to update Z as
  692. * . well. ====
  693. *
  694. IF( ACCUM ) THEN
  695. IF( WANTT ) THEN
  696. JTOP = 1
  697. JBOT = N
  698. ELSE
  699. JTOP = KTOP
  700. JBOT = KBOT
  701. END IF
  702. IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR.
  703. $ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN
  704. *
  705. * ==== Updates not exploiting the 2-by-2 block
  706. * . structure of U. K1 and NU keep track of
  707. * . the location and size of U in the special
  708. * . cases of introducing bulges and chasing
  709. * . bulges off the bottom. In these special
  710. * . cases and in case the number of shifts
  711. * . is NS = 2, there is no 2-by-2 block
  712. * . structure to exploit. ====
  713. *
  714. K1 = MAX( 1, KTOP-INCOL )
  715. NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1
  716. *
  717. * ==== Horizontal Multiply ====
  718. *
  719. DO 160 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  720. JLEN = MIN( NH, JBOT-JCOL+1 )
  721. CALL DGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ),
  722. $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH,
  723. $ LDWH )
  724. CALL DLACPY( 'ALL', NU, JLEN, WH, LDWH,
  725. $ H( INCOL+K1, JCOL ), LDH )
  726. 160 CONTINUE
  727. *
  728. * ==== Vertical multiply ====
  729. *
  730. DO 170 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV
  731. JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW )
  732. CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  733. $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ),
  734. $ LDU, ZERO, WV, LDWV )
  735. CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV,
  736. $ H( JROW, INCOL+K1 ), LDH )
  737. 170 CONTINUE
  738. *
  739. * ==== Z multiply (also vertical) ====
  740. *
  741. IF( WANTZ ) THEN
  742. DO 180 JROW = ILOZ, IHIZ, NV
  743. JLEN = MIN( NV, IHIZ-JROW+1 )
  744. CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE,
  745. $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ),
  746. $ LDU, ZERO, WV, LDWV )
  747. CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV,
  748. $ Z( JROW, INCOL+K1 ), LDZ )
  749. 180 CONTINUE
  750. END IF
  751. ELSE
  752. *
  753. * ==== Updates exploiting U's 2-by-2 block structure.
  754. * . (I2, I4, J2, J4 are the last rows and columns
  755. * . of the blocks.) ====
  756. *
  757. I2 = ( KDU+1 ) / 2
  758. I4 = KDU
  759. J2 = I4 - I2
  760. J4 = KDU
  761. *
  762. * ==== KZS and KNZ deal with the band of zeros
  763. * . along the diagonal of one of the triangular
  764. * . blocks. ====
  765. *
  766. KZS = ( J4-J2 ) - ( NS+1 )
  767. KNZ = NS + 1
  768. *
  769. * ==== Horizontal multiply ====
  770. *
  771. DO 190 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH
  772. JLEN = MIN( NH, JBOT-JCOL+1 )
  773. *
  774. * ==== Copy bottom of H to top+KZS of scratch ====
  775. * (The first KZS rows get multiplied by zero.) ====
  776. *
  777. CALL DLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ),
  778. $ LDH, WH( KZS+1, 1 ), LDWH )
  779. *
  780. * ==== Multiply by U21**T ====
  781. *
  782. CALL DLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH )
  783. CALL DTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE,
  784. $ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ),
  785. $ LDWH )
  786. *
  787. * ==== Multiply top of H by U11**T ====
  788. *
  789. CALL DGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU,
  790. $ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH )
  791. *
  792. * ==== Copy top of H to bottom of WH ====
  793. *
  794. CALL DLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH,
  795. $ WH( I2+1, 1 ), LDWH )
  796. *
  797. * ==== Multiply by U21**T ====
  798. *
  799. CALL DTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE,
  800. $ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH )
  801. *
  802. * ==== Multiply by U22 ====
  803. *
  804. CALL DGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE,
  805. $ U( J2+1, I2+1 ), LDU,
  806. $ H( INCOL+1+J2, JCOL ), LDH, ONE,
  807. $ WH( I2+1, 1 ), LDWH )
  808. *
  809. * ==== Copy it back ====
  810. *
  811. CALL DLACPY( 'ALL', KDU, JLEN, WH, LDWH,
  812. $ H( INCOL+1, JCOL ), LDH )
  813. 190 CONTINUE
  814. *
  815. * ==== Vertical multiply ====
  816. *
  817. DO 200 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV
  818. JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW )
  819. *
  820. * ==== Copy right of H to scratch (the first KZS
  821. * . columns get multiplied by zero) ====
  822. *
  823. CALL DLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ),
  824. $ LDH, WV( 1, 1+KZS ), LDWV )
  825. *
  826. * ==== Multiply by U21 ====
  827. *
  828. CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV )
  829. CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
  830. $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
  831. $ LDWV )
  832. *
  833. * ==== Multiply by U11 ====
  834. *
  835. CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE,
  836. $ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV,
  837. $ LDWV )
  838. *
  839. * ==== Copy left of H to right of scratch ====
  840. *
  841. CALL DLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH,
  842. $ WV( 1, 1+I2 ), LDWV )
  843. *
  844. * ==== Multiply by U21 ====
  845. *
  846. CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
  847. $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV )
  848. *
  849. * ==== Multiply by U22 ====
  850. *
  851. CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
  852. $ H( JROW, INCOL+1+J2 ), LDH,
  853. $ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ),
  854. $ LDWV )
  855. *
  856. * ==== Copy it back ====
  857. *
  858. CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV,
  859. $ H( JROW, INCOL+1 ), LDH )
  860. 200 CONTINUE
  861. *
  862. * ==== Multiply Z (also vertical) ====
  863. *
  864. IF( WANTZ ) THEN
  865. DO 210 JROW = ILOZ, IHIZ, NV
  866. JLEN = MIN( NV, IHIZ-JROW+1 )
  867. *
  868. * ==== Copy right of Z to left of scratch (first
  869. * . KZS columns get multiplied by zero) ====
  870. *
  871. CALL DLACPY( 'ALL', JLEN, KNZ,
  872. $ Z( JROW, INCOL+1+J2 ), LDZ,
  873. $ WV( 1, 1+KZS ), LDWV )
  874. *
  875. * ==== Multiply by U12 ====
  876. *
  877. CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV,
  878. $ LDWV )
  879. CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE,
  880. $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ),
  881. $ LDWV )
  882. *
  883. * ==== Multiply by U11 ====
  884. *
  885. CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE,
  886. $ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE,
  887. $ WV, LDWV )
  888. *
  889. * ==== Copy left of Z to right of scratch ====
  890. *
  891. CALL DLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ),
  892. $ LDZ, WV( 1, 1+I2 ), LDWV )
  893. *
  894. * ==== Multiply by U21 ====
  895. *
  896. CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE,
  897. $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ),
  898. $ LDWV )
  899. *
  900. * ==== Multiply by U22 ====
  901. *
  902. CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE,
  903. $ Z( JROW, INCOL+1+J2 ), LDZ,
  904. $ U( J2+1, I2+1 ), LDU, ONE,
  905. $ WV( 1, 1+I2 ), LDWV )
  906. *
  907. * ==== Copy the result back to Z ====
  908. *
  909. CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV,
  910. $ Z( JROW, INCOL+1 ), LDZ )
  911. 210 CONTINUE
  912. END IF
  913. END IF
  914. END IF
  915. 220 CONTINUE
  916. *
  917. * ==== End of DLAQR5 ====
  918. *
  919. END