Import packing improvements to LAPACK xLAQR from Reference-LAPACK (PR 480+535)tags/v0.3.15
@@ -320,10 +320,10 @@ | |||
* . CLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== NL allocates some local workspace to help small matrices | |||
* . through a rare CLAHQR failure. NL > NTINY = 11 is | |||
* . through a rare CLAHQR failure. NL > NTINY = 15 is | |||
* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom- | |||
* . mended. (The default value of NMIN is 75.) Using NL = 49 | |||
* . allows up to six simultaneous shifts and a 16-by-16 | |||
@@ -260,7 +260,7 @@ | |||
* . CLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -355,22 +355,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -418,7 +418,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -558,7 +558,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use CLAQR4 or | |||
* . CLAHQR on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -659,7 +659,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -270,7 +270,7 @@ | |||
* . CLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -365,22 +365,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -428,7 +428,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -568,7 +568,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use CLAHQR | |||
* . on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -663,7 +663,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -69,10 +69,9 @@ | |||
*> matrix entries. | |||
*> = 1: CLAQR5 accumulates reflections and uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries. | |||
*> = 2: CLAQR5 accumulates reflections, uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries, | |||
*> and takes advantage of 2-by-2 block structure during | |||
*> matrix multiplies. | |||
*> = 2: Same as KACC22 = 1. This option used to enable exploiting | |||
*> the 2-by-2 structure during matrix multiplications, but | |||
*> this is no longer supported. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] N | |||
@@ -170,14 +169,14 @@ | |||
*> | |||
*> \param[out] U | |||
*> \verbatim | |||
*> U is COMPLEX array, dimension (LDU,3*NSHFTS-3) | |||
*> U is COMPLEX array, dimension (LDU,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDU | |||
*> \verbatim | |||
*> LDU is INTEGER | |||
*> LDU is the leading dimension of U just as declared in the | |||
*> in the calling subroutine. LDU >= 3*NSHFTS-3. | |||
*> in the calling subroutine. LDU >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] NV | |||
@@ -189,7 +188,7 @@ | |||
*> | |||
*> \param[out] WV | |||
*> \verbatim | |||
*> WV is COMPLEX array, dimension (LDWV,3*NSHFTS-3) | |||
*> WV is COMPLEX array, dimension (LDWV,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDWV | |||
@@ -215,7 +214,7 @@ | |||
*> \verbatim | |||
*> LDWH is INTEGER | |||
*> Leading dimension of WH just as declared in the | |||
*> calling procedure. LDWH >= 3*NSHFTS-3. | |||
*> calling procedure. LDWH >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
* Authors: | |||
@@ -226,7 +225,7 @@ | |||
*> \author Univ. of Colorado Denver | |||
*> \author NAG Ltd. | |||
* | |||
*> \date June 2016 | |||
*> \date January 2021 | |||
* | |||
*> \ingroup complexOTHERauxiliary | |||
* | |||
@@ -235,6 +234,11 @@ | |||
*> | |||
*> Karen Braman and Ralph Byers, Department of Mathematics, | |||
*> University of Kansas, USA | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang | |||
*> | |||
*> Thijs Steel, Department of Computer science, | |||
*> KU Leuven, Belgium | |||
* | |||
*> \par References: | |||
* ================ | |||
@@ -244,10 +248,15 @@ | |||
*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages | |||
*> 929--947, 2002. | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed | |||
*> chains of bulges in multishift QR algorithms. | |||
*> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014). | |||
*> | |||
* ===================================================================== | |||
SUBROUTINE CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S, | |||
$ H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV, | |||
$ WV, LDWV, NH, WH, LDWH ) | |||
IMPLICIT NONE | |||
* | |||
* -- LAPACK auxiliary routine (version 3.7.1) -- | |||
* -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||
@@ -276,11 +285,11 @@ | |||
COMPLEX ALPHA, BETA, CDUM, REFSUM | |||
REAL H11, H12, H21, H22, SAFMAX, SAFMIN, SCL, | |||
$ SMLNUM, TST1, TST2, ULP | |||
INTEGER I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS, | |||
$ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL, | |||
INTEGER I2, I4, INCOL, J, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KRCOL, | |||
$ M, M22, MBOT, MTOP, NBMPS, NDCOL, | |||
$ NS, NU | |||
LOGICAL ACCUM, BLK22, BMP22 | |||
LOGICAL ACCUM, BMP22 | |||
* .. | |||
* .. External Functions .. | |||
REAL SLAMCH | |||
@@ -334,10 +343,6 @@ | |||
* | |||
ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 ) | |||
* | |||
* ==== If so, exploit the 2-by-2 block structure? ==== | |||
* | |||
BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 ) | |||
* | |||
* ==== clear trash ==== | |||
* | |||
IF( KTOP+2.LE.KBOT ) | |||
@@ -349,28 +354,39 @@ | |||
* | |||
* ==== KDU = width of slab ==== | |||
* | |||
KDU = 6*NBMPS - 3 | |||
KDU = 4*NBMPS | |||
* | |||
* ==== Create and chase chains of NBMPS bulges ==== | |||
* | |||
DO 210 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2 | |||
DO 180 INCOL = KTOP - 2*NBMPS + 1, KBOT - 2, 2*NBMPS | |||
* | |||
* JTOP = Index from which updates from the right start. | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
* | |||
NDCOL = INCOL + KDU | |||
IF( ACCUM ) | |||
$ CALL CLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU ) | |||
* | |||
* ==== Near-the-diagonal bulge chase. The following loop | |||
* . performs the near-the-diagonal part of a small bulge | |||
* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal | |||
* . multi-shift QR sweep. Each 4*NBMPS column diagonal | |||
* . chunk extends from column INCOL to column NDCOL | |||
* . (including both column INCOL and column NDCOL). The | |||
* . following loop chases a 3*NBMPS column long chain of | |||
* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL | |||
* . following loop chases a 2*NBMPS+1 column long chain of | |||
* . NBMPS bulges 2*NBMPS columns to the right. (INCOL | |||
* . may be less than KTOP and and NDCOL may be greater than | |||
* . KBOT indicating phantom columns from which to chase | |||
* . bulges before they are actually introduced or to which | |||
* . to chase bulges beyond column KBOT.) ==== | |||
* | |||
DO 140 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 ) | |||
DO 145 KRCOL = INCOL, MIN( INCOL+2*NBMPS-1, KBOT-2 ) | |||
* | |||
* ==== Bulges number MTOP to MBOT are active double implicit | |||
* . shift bulges. There may or may not also be small | |||
@@ -379,24 +395,156 @@ | |||
* . down the diagonal to make room. The phantom matrix | |||
* . paradigm described above helps keep track. ==== | |||
* | |||
MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 ) | |||
MTOP = MAX( 1, ( KTOP-KRCOL ) / 2+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 2 ) | |||
M22 = MBOT + 1 | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ. | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+2*( M22-1 ) ).EQ. | |||
$ ( KBOT-2 ) | |||
* | |||
* ==== Generate reflections to chase the chain right | |||
* . one column. (The minimum value of K is KTOP-1.) ==== | |||
* | |||
DO 10 M = MTOP, MBOT | |||
K = KRCOL + 3*( M-1 ) | |||
IF ( BMP22 ) THEN | |||
* | |||
* ==== Special case: 2-by-2 reflection at bottom treated | |||
* . separately ==== | |||
* | |||
K = KRCOL + 2*( M22-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL CLAQR1( 2, H( K+1, K+1 ), LDH, S( 2*M22-1 ), | |||
$ S( 2*M22 ), V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL CLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL CLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
* | |||
* ==== Perform update from right within | |||
* . computational window. ==== | |||
* | |||
DO 30 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M22 ) ) | |||
30 CONTINUE | |||
* | |||
* ==== Perform update from left within | |||
* . computational window. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 40 J = K+1, JBOT | |||
REFSUM = CONJG( V( 1, M22 ) )* | |||
$ ( H( K+1, J )+CONJG( V( 2, M22 ) )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
40 CONTINUE | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
* . criterion and the Ahues & Tisseur (LAWN 122, 1997) | |||
* . criteria both be satisfied. The latter improves | |||
* . accuracy in some examples. Falling back on an | |||
* . alternate convergence criterion when TST1 or TST2 | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.GE.KTOP) THEN | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = CABS1( H( K, K ) ) + CABS1( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.RZERO ) THEN | |||
IF( K.GE.KTOP+1 ) | |||
$ TST1 = TST1 + CABS1( H( K, K-1 ) ) | |||
IF( K.GE.KTOP+2 ) | |||
$ TST1 = TST1 + CABS1( H( K, K-2 ) ) | |||
IF( K.GE.KTOP+3 ) | |||
$ TST1 = TST1 + CABS1( H( K, K-3 ) ) | |||
IF( K.LE.KBOT-2 ) | |||
$ TST1 = TST1 + CABS1( H( K+2, K+1 ) ) | |||
IF( K.LE.KBOT-3 ) | |||
$ TST1 = TST1 + CABS1( H( K+3, K+1 ) ) | |||
IF( K.LE.KBOT-4 ) | |||
$ TST1 = TST1 + CABS1( H( K+4, K+1 ) ) | |||
END IF | |||
IF( CABS1( H( K+1, K ) ) | |||
$ .LE.MAX( SMLNUM, ULP*TST1 ) ) THEN | |||
H12 = MAX( CABS1( H( K+1, K ) ), | |||
$ CABS1( H( K, K+1 ) ) ) | |||
H21 = MIN( CABS1( H( K+1, K ) ), | |||
$ CABS1( H( K, K+1 ) ) ) | |||
H11 = MAX( CABS1( H( K+1, K+1 ) ), | |||
$ CABS1( H( K, K )-H( K+1, K+1 ) ) ) | |||
H22 = MIN( CABS1( H( K+1, K+1 ) ), | |||
$ CABS1( H( K, K )-H( K+1, K+1 ) ) ) | |||
SCL = H11 + H12 | |||
TST2 = H22*( H11 / SCL ) | |||
* | |||
IF( TST2.EQ.RZERO .OR. H21*( H12 / SCL ).LE. | |||
$ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 50 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*CONJG( V( 2, M22 ) ) | |||
50 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 60 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M22 ) ) | |||
60 CONTINUE | |||
END IF | |||
END IF | |||
* | |||
* ==== Normal case: Chain of 3-by-3 reflections ==== | |||
* | |||
DO 80 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL CLAQR1( 3, H( KTOP, KTOP ), LDH, S( 2*M-1 ), | |||
$ S( 2*M ), V( 1, M ) ) | |||
ALPHA = V( 1, M ) | |||
CALL CLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
* | |||
* ==== Perform delayed transformation of row below | |||
* . Mth bulge. Exploit fact that first two elements | |||
* . of row are actually zero. ==== | |||
* | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 ) | |||
H( K+3, K ) = -REFSUM | |||
H( K+3, K+1 ) = -REFSUM*CONJG( V( 2, M ) ) | |||
H( K+3, K+2 ) = H( K+3, K+2 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
* | |||
* ==== Calculate reflection to move | |||
* . Mth bulge one step. ==== | |||
* | |||
BETA = H( K+1, K ) | |||
V( 2, M ) = H( K+2, K ) | |||
V( 3, M ) = H( K+3, K ) | |||
CALL CLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) ) | |||
@@ -444,7 +592,7 @@ | |||
H( K+3, K ) = ZERO | |||
ELSE | |||
* | |||
* ==== Stating a new bulge here would | |||
* ==== Starting a new bulge here would | |||
* . create only negligible fill. | |||
* . Replace the old reflector with | |||
* . the new one. ==== | |||
@@ -458,163 +606,32 @@ | |||
END IF | |||
END IF | |||
END IF | |||
10 CONTINUE | |||
* | |||
* ==== Generate a 2-by-2 reflection, if needed. ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL CLAQR1( 2, H( K+1, K+1 ), LDH, S( 2*M22-1 ), | |||
$ S( 2*M22 ), V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL CLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL CLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 30 J = MAX( KTOP, KRCOL ), JBOT | |||
MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 ) | |||
DO 20 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = CONJG( V( 1, M ) )* | |||
$ ( H( K+1, J )+CONJG( V( 2, M ) )*H( K+2, J )+ | |||
$ CONJG( V( 3, M ) )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
20 CONTINUE | |||
30 CONTINUE | |||
IF( BMP22 ) THEN | |||
K = KRCOL + 3*( M22-1 ) | |||
DO 40 J = MAX( K+1, KTOP ), JBOT | |||
REFSUM = CONJG( V( 1, M22 ) )* | |||
$ ( H( K+1, J )+CONJG( V( 2, M22 ) )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
40 CONTINUE | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the right. | |||
* . Delay filling in the last row until the | |||
* . vigilant deflation check is complete. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
DO 80 M = MTOP, MBOT | |||
IF( V( 1, M ).NE.ZERO ) THEN | |||
K = KRCOL + 3*( M-1 ) | |||
DO 50 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M ) ) | |||
H( J, K+3 ) = H( J, K+3 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
50 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If necessary, update Z later | |||
* . with with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
KMS = K - INCOL | |||
DO 60 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*CONJG( V( 2, M ) ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
60 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 70 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M ) ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
70 CONTINUE | |||
END IF | |||
END IF | |||
80 CONTINUE | |||
* | |||
* ==== Special case: 2-by-2 reflection (if needed) ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF ( V( 1, M22 ).NE.ZERO ) THEN | |||
DO 90 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M22 ) ) | |||
90 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 100 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*CONJG( V( 2, M22 ) ) | |||
100 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 110 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M22 ) ) | |||
110 CONTINUE | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Vigilant deflation check ==== | |||
* | |||
MSTART = MTOP | |||
IF( KRCOL+3*( MSTART-1 ).LT.KTOP ) | |||
$ MSTART = MSTART + 1 | |||
MEND = MBOT | |||
IF( BMP22 ) | |||
$ MEND = MEND + 1 | |||
IF( KRCOL.EQ.KBOT-2 ) | |||
$ MEND = MEND + 1 | |||
DO 120 M = MSTART, MEND | |||
K = MIN( KBOT-1, KRCOL+3*( M-1 ) ) | |||
* ==== Apply reflection from the right and | |||
* . the first column of update from the left. | |||
* . These updates are required for the vigilant | |||
* . deflation check. We still delay most of the | |||
* . updates from the left for efficiency. ==== | |||
* | |||
DO 70 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M ) ) | |||
H( J, K+3 ) = H( J, K+3 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
70 CONTINUE | |||
* | |||
* ==== Perform update from left for subsequent | |||
* . column. ==== | |||
* | |||
REFSUM = CONJG( V( 1, M ) )*( H( K+1, K+1 ) | |||
$ +CONJG( V( 2, M ) )*H( K+2, K+1 ) | |||
$ +CONJG( V( 3, M ) )*H( K+3, K+1 ) ) | |||
H( K+1, K+1 ) = H( K+1, K+1 ) - REFSUM | |||
H( K+2, K+1 ) = H( K+2, K+1 ) - REFSUM*V( 2, M ) | |||
H( K+3, K+1 ) = H( K+3, K+1 ) - REFSUM*V( 3, M ) | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
@@ -625,6 +642,8 @@ | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.LT.KTOP) | |||
$ CYCLE | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = CABS1( H( K, K ) ) + CABS1( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.RZERO ) THEN | |||
@@ -658,22 +677,77 @@ | |||
$ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
120 CONTINUE | |||
80 CONTINUE | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
* | |||
DO 100 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 90 J = MAX( KTOP, KRCOL + 2*M ), JBOT | |||
REFSUM = CONJG( V( 1, M ) )* | |||
$ ( H( K+1, J )+CONJG( V( 2, M ) )* | |||
$ H( K+2, J )+CONJG( V( 3, M ) )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
90 CONTINUE | |||
100 CONTINUE | |||
* | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
* ==== Fill in the last row of each bulge. ==== | |||
IF( ACCUM ) THEN | |||
* | |||
MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 ) | |||
DO 130 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 ) | |||
H( K+4, K+1 ) = -REFSUM | |||
H( K+4, K+2 ) = -REFSUM*CONJG( V( 2, M ) ) | |||
H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*CONJG( V( 3, M ) ) | |||
130 CONTINUE | |||
* ==== Accumulate U. (If needed, update Z later | |||
* . with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
DO 120 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
KMS = K - INCOL | |||
I2 = MAX( 1, KTOP-INCOL ) | |||
I2 = MAX( I2, KMS-(KRCOL-INCOL)+1 ) | |||
I4 = MIN( KDU, KRCOL + 2*( MBOT-1 ) - INCOL + 5 ) | |||
DO 110 J = I2, I4 | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*CONJG( V( 2, M ) ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
110 CONTINUE | |||
120 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 140 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 130 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*CONJG( V( 2, M ) ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - | |||
$ REFSUM*CONJG( V( 3, M ) ) | |||
130 CONTINUE | |||
140 CONTINUE | |||
END IF | |||
* | |||
* ==== End of near-the-diagonal bulge chase. ==== | |||
* | |||
140 CONTINUE | |||
145 CONTINUE | |||
* | |||
* ==== Use U (if accumulated) to update far-from-diagonal | |||
* . entries in H. If required, use U to update Z as | |||
@@ -687,220 +761,45 @@ | |||
JTOP = KTOP | |||
JBOT = KBOT | |||
END IF | |||
IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR. | |||
$ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN | |||
* | |||
* ==== Updates not exploiting the 2-by-2 block | |||
* . structure of U. K1 and NU keep track of | |||
* . the location and size of U in the special | |||
* . cases of introducing bulges and chasing | |||
* . bulges off the bottom. In these special | |||
* . cases and in case the number of shifts | |||
* . is NS = 2, there is no 2-by-2 block | |||
* . structure to exploit. ==== | |||
* | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL CGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL CLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
150 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL CGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL CLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
150 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
CALL CGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL CLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 170 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL CGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL CLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 170 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL CGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL CLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
170 CONTINUE | |||
END IF | |||
ELSE | |||
* | |||
* ==== Updates exploiting U's 2-by-2 block structure. | |||
* . (I2, I4, J2, J4 are the last rows and columns | |||
* . of the blocks.) ==== | |||
* | |||
I2 = ( KDU+1 ) / 2 | |||
I4 = KDU | |||
J2 = I4 - I2 | |||
J4 = KDU | |||
* | |||
* ==== KZS and KNZ deal with the band of zeros | |||
* . along the diagonal of one of the triangular | |||
* . blocks. ==== | |||
* | |||
KZS = ( J4-J2 ) - ( NS+1 ) | |||
KNZ = NS + 1 | |||
* | |||
* ==== Horizontal multiply ==== | |||
* | |||
DO 180 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
* | |||
* ==== Copy bottom of H to top+KZS of scratch ==== | |||
* (The first KZS rows get multiplied by zero.) ==== | |||
* | |||
CALL CLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ), | |||
$ LDH, WH( KZS+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**H ==== | |||
* | |||
CALL CLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH ) | |||
CALL CTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ), | |||
$ LDWH ) | |||
* | |||
* ==== Multiply top of H by U11**H ==== | |||
* | |||
CALL CGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU, | |||
$ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH ) | |||
* | |||
* ==== Copy top of H to bottom of WH ==== | |||
* | |||
CALL CLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**H ==== | |||
* | |||
CALL CTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE, | |||
$ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL CGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE, | |||
$ U( J2+1, I2+1 ), LDU, | |||
$ H( INCOL+1+J2, JCOL ), LDH, ONE, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL CLACPY( 'ALL', KDU, JLEN, WH, LDWH, | |||
$ H( INCOL+1, JCOL ), LDH ) | |||
180 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 190 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV | |||
JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW ) | |||
* | |||
* ==== Copy right of H to scratch (the first KZS | |||
* . columns get multiplied by zero) ==== | |||
* | |||
CALL CLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ), | |||
$ LDH, WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL CLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV ) | |||
CALL CTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL CGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV, | |||
$ LDWV ) | |||
* | |||
* ==== Copy left of H to right of scratch ==== | |||
* | |||
CALL CLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL CTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL CGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ H( JROW, INCOL+1+J2 ), LDH, | |||
$ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL CLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ H( JROW, INCOL+1 ), LDH ) | |||
190 CONTINUE | |||
* | |||
* ==== Multiply Z (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 200 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
* | |||
* ==== Copy right of Z to left of scratch (first | |||
* . KZS columns get multiplied by zero) ==== | |||
* | |||
CALL CLACPY( 'ALL', JLEN, KNZ, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U12 ==== | |||
* | |||
CALL CLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, | |||
$ LDWV ) | |||
CALL CTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL CGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE, | |||
$ WV, LDWV ) | |||
* | |||
* ==== Copy left of Z to right of scratch ==== | |||
* | |||
CALL CLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ), | |||
$ LDZ, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL CTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL CGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ U( J2+1, I2+1 ), LDU, ONE, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Copy the result back to Z ==== | |||
* | |||
CALL CLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ Z( JROW, INCOL+1 ), LDZ ) | |||
200 CONTINUE | |||
END IF | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
170 CONTINUE | |||
END IF | |||
END IF | |||
210 CONTINUE | |||
180 CONTINUE | |||
* | |||
* ==== End of CLAQR5 ==== | |||
* | |||
@@ -338,10 +338,10 @@ | |||
* . DLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== NL allocates some local workspace to help small matrices | |||
* . through a rare DLAHQR failure. NL > NTINY = 11 is | |||
* . through a rare DLAHQR failure. NL > NTINY = 15 is | |||
* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom- | |||
* . mended. (The default value of NMIN is 75.) Using NL = 49 | |||
* . allows up to six simultaneous shifts and a 16-by-16 | |||
@@ -278,7 +278,7 @@ | |||
* . DLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -362,22 +362,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -425,7 +425,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -576,7 +576,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use DLAQR4 or | |||
* . DLAHQR on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -698,7 +698,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -284,7 +284,7 @@ | |||
* . DLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -368,22 +368,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -431,7 +431,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -582,7 +582,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use DLAHQR | |||
* . on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -697,7 +697,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -70,10 +70,9 @@ | |||
*> matrix entries. | |||
*> = 1: DLAQR5 accumulates reflections and uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries. | |||
*> = 2: DLAQR5 accumulates reflections, uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries, | |||
*> and takes advantage of 2-by-2 block structure during | |||
*> matrix multiplies. | |||
*> = 2: Same as KACC22 = 1. This option used to enable exploiting | |||
*> the 2-by-2 structure during matrix multiplications, but | |||
*> this is no longer supported. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] N | |||
@@ -178,14 +177,14 @@ | |||
*> | |||
*> \param[out] U | |||
*> \verbatim | |||
*> U is DOUBLE PRECISION array, dimension (LDU,3*NSHFTS-3) | |||
*> U is DOUBLE PRECISION array, dimension (LDU,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDU | |||
*> \verbatim | |||
*> LDU is INTEGER | |||
*> LDU is the leading dimension of U just as declared in the | |||
*> in the calling subroutine. LDU >= 3*NSHFTS-3. | |||
*> in the calling subroutine. LDU >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] NV | |||
@@ -197,7 +196,7 @@ | |||
*> | |||
*> \param[out] WV | |||
*> \verbatim | |||
*> WV is DOUBLE PRECISION array, dimension (LDWV,3*NSHFTS-3) | |||
*> WV is DOUBLE PRECISION array, dimension (LDWV,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDWV | |||
@@ -223,7 +222,7 @@ | |||
*> \verbatim | |||
*> LDWH is INTEGER | |||
*> Leading dimension of WH just as declared in the | |||
*> calling procedure. LDWH >= 3*NSHFTS-3. | |||
*> calling procedure. LDWH >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
* Authors: | |||
@@ -234,7 +233,7 @@ | |||
*> \author Univ. of Colorado Denver | |||
*> \author NAG Ltd. | |||
* | |||
*> \date June 2016 | |||
*> \date January 2021 | |||
* | |||
*> \ingroup doubleOTHERauxiliary | |||
* | |||
@@ -243,6 +242,11 @@ | |||
*> | |||
*> Karen Braman and Ralph Byers, Department of Mathematics, | |||
*> University of Kansas, USA | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang | |||
*> | |||
*> Thijs Steel, Department of Computer science, | |||
*> KU Leuven, Belgium | |||
* | |||
*> \par References: | |||
* ================ | |||
@@ -252,10 +256,15 @@ | |||
*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages | |||
*> 929--947, 2002. | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed | |||
*> chains of bulges in multishift QR algorithms. | |||
*> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014). | |||
*> | |||
* ===================================================================== | |||
SUBROUTINE DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, | |||
$ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, | |||
$ LDU, NV, WV, LDWV, NH, WH, LDWH ) | |||
IMPLICIT NONE | |||
* | |||
* -- LAPACK auxiliary routine (version 3.7.1) -- | |||
* -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||
@@ -282,11 +291,11 @@ | |||
DOUBLE PRECISION ALPHA, BETA, H11, H12, H21, H22, REFSUM, | |||
$ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2, | |||
$ ULP | |||
INTEGER I, I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS, | |||
$ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL, | |||
INTEGER I, I2, I4, INCOL, J, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KRCOL, | |||
$ M, M22, MBOT, MTOP, NBMPS, NDCOL, | |||
$ NS, NU | |||
LOGICAL ACCUM, BLK22, BMP22 | |||
LOGICAL ACCUM, BMP22 | |||
* .. | |||
* .. External Functions .. | |||
DOUBLE PRECISION DLAMCH | |||
@@ -356,10 +365,6 @@ | |||
* | |||
ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 ) | |||
* | |||
* ==== If so, exploit the 2-by-2 block structure? ==== | |||
* | |||
BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 ) | |||
* | |||
* ==== clear trash ==== | |||
* | |||
IF( KTOP+2.LE.KBOT ) | |||
@@ -371,28 +376,39 @@ | |||
* | |||
* ==== KDU = width of slab ==== | |||
* | |||
KDU = 6*NBMPS - 3 | |||
KDU = 4*NBMPS | |||
* | |||
* ==== Create and chase chains of NBMPS bulges ==== | |||
* | |||
DO 220 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2 | |||
DO 180 INCOL = KTOP - 2*NBMPS + 1, KBOT - 2, 2*NBMPS | |||
* | |||
* JTOP = Index from which updates from the right start. | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
* | |||
NDCOL = INCOL + KDU | |||
IF( ACCUM ) | |||
$ CALL DLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU ) | |||
* | |||
* ==== Near-the-diagonal bulge chase. The following loop | |||
* . performs the near-the-diagonal part of a small bulge | |||
* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal | |||
* . multi-shift QR sweep. Each 4*NBMPS column diagonal | |||
* . chunk extends from column INCOL to column NDCOL | |||
* . (including both column INCOL and column NDCOL). The | |||
* . following loop chases a 3*NBMPS column long chain of | |||
* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL | |||
* . following loop chases a 2*NBMPS+1 column long chain of | |||
* . NBMPS bulges 2*NBMPS columns to the right. (INCOL | |||
* . may be less than KTOP and and NDCOL may be greater than | |||
* . KBOT indicating phantom columns from which to chase | |||
* . bulges before they are actually introduced or to which | |||
* . to chase bulges beyond column KBOT.) ==== | |||
* | |||
DO 150 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 ) | |||
DO 145 KRCOL = INCOL, MIN( INCOL+2*NBMPS-1, KBOT-2 ) | |||
* | |||
* ==== Bulges number MTOP to MBOT are active double implicit | |||
* . shift bulges. There may or may not also be small | |||
@@ -401,17 +417,134 @@ | |||
* . down the diagonal to make room. The phantom matrix | |||
* . paradigm described above helps keep track. ==== | |||
* | |||
MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 ) | |||
MTOP = MAX( 1, ( KTOP-KRCOL ) / 2+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 2 ) | |||
M22 = MBOT + 1 | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ. | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+2*( M22-1 ) ).EQ. | |||
$ ( KBOT-2 ) | |||
* | |||
* ==== Generate reflections to chase the chain right | |||
* . one column. (The minimum value of K is KTOP-1.) ==== | |||
* | |||
DO 20 M = MTOP, MBOT | |||
K = KRCOL + 3*( M-1 ) | |||
IF ( BMP22 ) THEN | |||
* | |||
* ==== Special case: 2-by-2 reflection at bottom treated | |||
* . separately ==== | |||
* | |||
K = KRCOL + 2*( M22-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL DLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ), | |||
$ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ), | |||
$ V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
* | |||
* ==== Perform update from right within | |||
* . computational window. ==== | |||
* | |||
DO 30 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
30 CONTINUE | |||
* | |||
* ==== Perform update from left within | |||
* . computational window. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 40 J = K+1, JBOT | |||
REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
40 CONTINUE | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
* . criterion and the Ahues & Tisseur (LAWN 122, 1997) | |||
* . criteria both be satisfied. The latter improves | |||
* . accuracy in some examples. Falling back on an | |||
* . alternate convergence criterion when TST1 or TST2 | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.GE.KTOP ) THEN | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.ZERO ) THEN | |||
IF( K.GE.KTOP+1 ) | |||
$ TST1 = TST1 + ABS( H( K, K-1 ) ) | |||
IF( K.GE.KTOP+2 ) | |||
$ TST1 = TST1 + ABS( H( K, K-2 ) ) | |||
IF( K.GE.KTOP+3 ) | |||
$ TST1 = TST1 + ABS( H( K, K-3 ) ) | |||
IF( K.LE.KBOT-2 ) | |||
$ TST1 = TST1 + ABS( H( K+2, K+1 ) ) | |||
IF( K.LE.KBOT-3 ) | |||
$ TST1 = TST1 + ABS( H( K+3, K+1 ) ) | |||
IF( K.LE.KBOT-4 ) | |||
$ TST1 = TST1 + ABS( H( K+4, K+1 ) ) | |||
END IF | |||
IF( ABS( H( K+1, K ) ) | |||
$ .LE.MAX( SMLNUM, ULP*TST1 ) ) THEN | |||
H12 = MAX( ABS( H( K+1, K ) ), | |||
$ ABS( H( K, K+1 ) ) ) | |||
H21 = MIN( ABS( H( K+1, K ) ), | |||
$ ABS( H( K, K+1 ) ) ) | |||
H11 = MAX( ABS( H( K+1, K+1 ) ), | |||
$ ABS( H( K, K )-H( K+1, K+1 ) ) ) | |||
H22 = MIN( ABS( H( K+1, K+1 ) ), | |||
$ ABS( H( K, K )-H( K+1, K+1 ) ) ) | |||
SCL = H11 + H12 | |||
TST2 = H22*( H11 / SCL ) | |||
* | |||
IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE. | |||
$ MAX( SMLNUM, ULP*TST2 ) ) THEN | |||
H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 50 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M22 ) | |||
50 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 60 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
60 CONTINUE | |||
END IF | |||
END IF | |||
* | |||
* ==== Normal case: Chain of 3-by-3 reflections ==== | |||
* | |||
DO 80 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL DLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ), | |||
$ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ), | |||
@@ -419,7 +552,20 @@ | |||
ALPHA = V( 1, M ) | |||
CALL DLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
* | |||
* ==== Perform delayed transformation of row below | |||
* . Mth bulge. Exploit fact that first two elements | |||
* . of row are actually zero. ==== | |||
* | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 ) | |||
H( K+3, K ) = -REFSUM | |||
H( K+3, K+1 ) = -REFSUM*V( 2, M ) | |||
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*V( 3, M ) | |||
* | |||
* ==== Calculate reflection to move | |||
* . Mth bulge one step. ==== | |||
* | |||
BETA = H( K+1, K ) | |||
V( 2, M ) = H( K+2, K ) | |||
V( 3, M ) = H( K+3, K ) | |||
CALL DLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) ) | |||
@@ -467,7 +613,7 @@ | |||
H( K+3, K ) = ZERO | |||
ELSE | |||
* | |||
* ==== Stating a new bulge here would | |||
* ==== Starting a new bulge here would | |||
* . create only negligible fill. | |||
* . Replace the old reflector with | |||
* . the new one. ==== | |||
@@ -481,154 +627,29 @@ | |||
END IF | |||
END IF | |||
END IF | |||
20 CONTINUE | |||
* | |||
* ==== Generate a 2-by-2 reflection, if needed. ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL DLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ), | |||
$ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ), | |||
$ V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 40 J = MAX( KTOP, KRCOL ), JBOT | |||
MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 ) | |||
DO 30 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )* | |||
$ H( K+2, J )+V( 3, M )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
30 CONTINUE | |||
40 CONTINUE | |||
IF( BMP22 ) THEN | |||
K = KRCOL + 3*( M22-1 ) | |||
DO 50 J = MAX( K+1, KTOP ), JBOT | |||
REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
50 CONTINUE | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the right. | |||
* . Delay filling in the last row until the | |||
* . vigilant deflation check is complete. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
DO 90 M = MTOP, MBOT | |||
IF( V( 1, M ).NE.ZERO ) THEN | |||
K = KRCOL + 3*( M-1 ) | |||
DO 60 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M ) | |||
H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M ) | |||
60 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If necessary, update Z later | |||
* . with with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
KMS = K - INCOL | |||
DO 70 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M ) | |||
70 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 80 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M ) | |||
80 CONTINUE | |||
END IF | |||
END IF | |||
90 CONTINUE | |||
* | |||
* ==== Special case: 2-by-2 reflection (if needed) ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF ( V( 1, M22 ).NE.ZERO ) THEN | |||
DO 100 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
100 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 110 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*V( 2, M22 ) | |||
110 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 120 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
120 CONTINUE | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Vigilant deflation check ==== | |||
* | |||
MSTART = MTOP | |||
IF( KRCOL+3*( MSTART-1 ).LT.KTOP ) | |||
$ MSTART = MSTART + 1 | |||
MEND = MBOT | |||
IF( BMP22 ) | |||
$ MEND = MEND + 1 | |||
IF( KRCOL.EQ.KBOT-2 ) | |||
$ MEND = MEND + 1 | |||
DO 130 M = MSTART, MEND | |||
K = MIN( KBOT-1, KRCOL+3*( M-1 ) ) | |||
* ==== Apply reflection from the right and | |||
* . the first column of update from the left. | |||
* . These updates are required for the vigilant | |||
* . deflation check. We still delay most of the | |||
* . updates from the left for efficiency. ==== | |||
* | |||
DO 70 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M ) | |||
H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M ) | |||
70 CONTINUE | |||
* | |||
* ==== Perform update from left for subsequent | |||
* . column. ==== | |||
* | |||
REFSUM = V( 1, M )*( H( K+1, K+1 )+V( 2, M )* | |||
$ H( K+2, K+1 )+V( 3, M )*H( K+3, K+1 ) ) | |||
H( K+1, K+1 ) = H( K+1, K+1 ) - REFSUM | |||
H( K+2, K+1 ) = H( K+2, K+1 ) - REFSUM*V( 2, M ) | |||
H( K+3, K+1 ) = H( K+3, K+1 ) - REFSUM*V( 3, M ) | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
@@ -639,6 +660,8 @@ | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.LT.KTOP) | |||
$ CYCLE | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.ZERO ) THEN | |||
@@ -667,25 +690,77 @@ | |||
TST2 = H22*( H11 / SCL ) | |||
* | |||
IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE. | |||
$ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO | |||
$ MAX( SMLNUM, ULP*TST2 ) ) THEN | |||
H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
END IF | |||
130 CONTINUE | |||
80 CONTINUE | |||
* | |||
* ==== Fill in the last row of each bulge. ==== | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 ) | |||
DO 140 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 ) | |||
H( K+4, K+1 ) = -REFSUM | |||
H( K+4, K+2 ) = -REFSUM*V( 2, M ) | |||
H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*V( 3, M ) | |||
140 CONTINUE | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
* | |||
DO 100 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 90 J = MAX( KTOP, KRCOL + 2*M ), JBOT | |||
REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )* | |||
$ H( K+2, J )+V( 3, M )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
90 CONTINUE | |||
100 CONTINUE | |||
* | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If needed, update Z later | |||
* . with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
DO 120 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
KMS = K - INCOL | |||
I2 = MAX( 1, KTOP-INCOL ) | |||
I2 = MAX( I2, KMS-(KRCOL-INCOL)+1 ) | |||
I4 = MIN( KDU, KRCOL + 2*( MBOT-1 ) - INCOL + 5 ) | |||
DO 110 J = I2, I4 | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M ) | |||
110 CONTINUE | |||
120 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 140 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 130 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M ) | |||
130 CONTINUE | |||
140 CONTINUE | |||
END IF | |||
* | |||
* ==== End of near-the-diagonal bulge chase. ==== | |||
* | |||
150 CONTINUE | |||
145 CONTINUE | |||
* | |||
* ==== Use U (if accumulated) to update far-from-diagonal | |||
* . entries in H. If required, use U to update Z as | |||
@@ -699,220 +774,45 @@ | |||
JTOP = KTOP | |||
JBOT = KBOT | |||
END IF | |||
IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR. | |||
$ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN | |||
* | |||
* ==== Updates not exploiting the 2-by-2 block | |||
* . structure of U. K1 and NU keep track of | |||
* . the location and size of U in the special | |||
* . cases of introducing bulges and chasing | |||
* . bulges off the bottom. In these special | |||
* . cases and in case the number of shifts | |||
* . is NS = 2, there is no 2-by-2 block | |||
* . structure to exploit. ==== | |||
* | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 160 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL DGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL DGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL DLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
CALL DLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
160 CONTINUE | |||
150 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
DO 170 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
IF( WANTZ ) THEN | |||
DO 170 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
170 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 180 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
180 CONTINUE | |||
END IF | |||
ELSE | |||
* | |||
* ==== Updates exploiting U's 2-by-2 block structure. | |||
* . (I2, I4, J2, J4 are the last rows and columns | |||
* . of the blocks.) ==== | |||
* | |||
I2 = ( KDU+1 ) / 2 | |||
I4 = KDU | |||
J2 = I4 - I2 | |||
J4 = KDU | |||
* | |||
* ==== KZS and KNZ deal with the band of zeros | |||
* . along the diagonal of one of the triangular | |||
* . blocks. ==== | |||
* | |||
KZS = ( J4-J2 ) - ( NS+1 ) | |||
KNZ = NS + 1 | |||
* | |||
* ==== Horizontal multiply ==== | |||
* | |||
DO 190 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
* | |||
* ==== Copy bottom of H to top+KZS of scratch ==== | |||
* (The first KZS rows get multiplied by zero.) ==== | |||
* | |||
CALL DLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ), | |||
$ LDH, WH( KZS+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**T ==== | |||
* | |||
CALL DLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH ) | |||
CALL DTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ), | |||
$ LDWH ) | |||
* | |||
* ==== Multiply top of H by U11**T ==== | |||
* | |||
CALL DGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU, | |||
$ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH ) | |||
* | |||
* ==== Copy top of H to bottom of WH ==== | |||
* | |||
CALL DLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**T ==== | |||
* | |||
CALL DTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE, | |||
$ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL DGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE, | |||
$ U( J2+1, I2+1 ), LDU, | |||
$ H( INCOL+1+J2, JCOL ), LDH, ONE, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL DLACPY( 'ALL', KDU, JLEN, WH, LDWH, | |||
$ H( INCOL+1, JCOL ), LDH ) | |||
190 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 200 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV | |||
JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW ) | |||
* | |||
* ==== Copy right of H to scratch (the first KZS | |||
* . columns get multiplied by zero) ==== | |||
* | |||
CALL DLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ), | |||
$ LDH, WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV ) | |||
CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV, | |||
$ LDWV ) | |||
* | |||
* ==== Copy left of H to right of scratch ==== | |||
* | |||
CALL DLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ H( JROW, INCOL+1+J2 ), LDH, | |||
$ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ H( JROW, INCOL+1 ), LDH ) | |||
200 CONTINUE | |||
* | |||
* ==== Multiply Z (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 210 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
* | |||
* ==== Copy right of Z to left of scratch (first | |||
* . KZS columns get multiplied by zero) ==== | |||
* | |||
CALL DLACPY( 'ALL', JLEN, KNZ, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U12 ==== | |||
* | |||
CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, | |||
$ LDWV ) | |||
CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE, | |||
$ WV, LDWV ) | |||
* | |||
* ==== Copy left of Z to right of scratch ==== | |||
* | |||
CALL DLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ), | |||
$ LDZ, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ U( J2+1, I2+1 ), LDU, ONE, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Copy the result back to Z ==== | |||
* | |||
CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ Z( JROW, INCOL+1 ), LDZ ) | |||
210 CONTINUE | |||
END IF | |||
END IF | |||
END IF | |||
220 CONTINUE | |||
180 CONTINUE | |||
* | |||
* ==== End of DLAQR5 ==== | |||
* | |||
@@ -338,10 +338,10 @@ | |||
* . SLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== NL allocates some local workspace to help small matrices | |||
* . through a rare SLAHQR failure. NL > NTINY = 11 is | |||
* . through a rare SLAHQR failure. NL > NTINY = 15 is | |||
* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom- | |||
* . mended. (The default value of NMIN is 75.) Using NL = 49 | |||
* . allows up to six simultaneous shifts and a 16-by-16 | |||
@@ -277,7 +277,7 @@ | |||
* . SLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -361,22 +361,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -424,7 +424,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -575,7 +575,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use SLAQR4 or | |||
* . SLAHQR on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -697,7 +697,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -287,7 +287,7 @@ | |||
* . SLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -371,22 +371,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -434,7 +434,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -585,7 +585,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use SLAHQR | |||
* . on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -700,7 +700,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -70,10 +70,9 @@ | |||
*> matrix entries. | |||
*> = 1: SLAQR5 accumulates reflections and uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries. | |||
*> = 2: SLAQR5 accumulates reflections, uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries, | |||
*> and takes advantage of 2-by-2 block structure during | |||
*> matrix multiplies. | |||
*> = 2: Same as KACC22 = 1. This option used to enable exploiting | |||
*> the 2-by-2 structure during matrix multiplications, but | |||
*> this is no longer supported. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] N | |||
@@ -178,14 +177,14 @@ | |||
*> | |||
*> \param[out] U | |||
*> \verbatim | |||
*> U is REAL array, dimension (LDU,3*NSHFTS-3) | |||
*> U is REAL array, dimension (LDU,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDU | |||
*> \verbatim | |||
*> LDU is INTEGER | |||
*> LDU is the leading dimension of U just as declared in the | |||
*> in the calling subroutine. LDU >= 3*NSHFTS-3. | |||
*> in the calling subroutine. LDU >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] NV | |||
@@ -197,7 +196,7 @@ | |||
*> | |||
*> \param[out] WV | |||
*> \verbatim | |||
*> WV is REAL array, dimension (LDWV,3*NSHFTS-3) | |||
*> WV is REAL array, dimension (LDWV,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDWV | |||
@@ -223,7 +222,7 @@ | |||
*> \verbatim | |||
*> LDWH is INTEGER | |||
*> Leading dimension of WH just as declared in the | |||
*> calling procedure. LDWH >= 3*NSHFTS-3. | |||
*> calling procedure. LDWH >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
* Authors: | |||
@@ -234,7 +233,7 @@ | |||
*> \author Univ. of Colorado Denver | |||
*> \author NAG Ltd. | |||
* | |||
*> \date June 2016 | |||
*> \date January 2021 | |||
* | |||
*> \ingroup realOTHERauxiliary | |||
* | |||
@@ -243,6 +242,11 @@ | |||
*> | |||
*> Karen Braman and Ralph Byers, Department of Mathematics, | |||
*> University of Kansas, USA | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang | |||
*> | |||
*> Thijs Steel, Department of Computer science, | |||
*> KU Leuven, Belgium | |||
* | |||
*> \par References: | |||
* ================ | |||
@@ -252,10 +256,15 @@ | |||
*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages | |||
*> 929--947, 2002. | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed | |||
*> chains of bulges in multishift QR algorithms. | |||
*> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014). | |||
*> | |||
* ===================================================================== | |||
SUBROUTINE SLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, | |||
$ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, | |||
$ LDU, NV, WV, LDWV, NH, WH, LDWH ) | |||
IMPLICIT NONE | |||
* | |||
* -- LAPACK auxiliary routine (version 3.7.1) -- | |||
* -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||
@@ -282,11 +291,11 @@ | |||
REAL ALPHA, BETA, H11, H12, H21, H22, REFSUM, | |||
$ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2, | |||
$ ULP | |||
INTEGER I, I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS, | |||
$ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL, | |||
INTEGER I, I2, I4, INCOL, J, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KRCOL, | |||
$ M, M22, MBOT, MTOP, NBMPS, NDCOL, | |||
$ NS, NU | |||
LOGICAL ACCUM, BLK22, BMP22 | |||
LOGICAL ACCUM, BMP22 | |||
* .. | |||
* .. External Functions .. | |||
REAL SLAMCH | |||
@@ -356,10 +365,6 @@ | |||
* | |||
ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 ) | |||
* | |||
* ==== If so, exploit the 2-by-2 block structure? ==== | |||
* | |||
BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 ) | |||
* | |||
* ==== clear trash ==== | |||
* | |||
IF( KTOP+2.LE.KBOT ) | |||
@@ -371,28 +376,39 @@ | |||
* | |||
* ==== KDU = width of slab ==== | |||
* | |||
KDU = 6*NBMPS - 3 | |||
KDU = 4*NBMPS | |||
* | |||
* ==== Create and chase chains of NBMPS bulges ==== | |||
* | |||
DO 220 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2 | |||
DO 180 INCOL = KTOP - 2*NBMPS + 1, KBOT - 2, 2*NBMPS | |||
* | |||
* JTOP = Index from which updates from the right start. | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
* | |||
NDCOL = INCOL + KDU | |||
IF( ACCUM ) | |||
$ CALL SLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU ) | |||
* | |||
* ==== Near-the-diagonal bulge chase. The following loop | |||
* . performs the near-the-diagonal part of a small bulge | |||
* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal | |||
* . multi-shift QR sweep. Each 4*NBMPS column diagonal | |||
* . chunk extends from column INCOL to column NDCOL | |||
* . (including both column INCOL and column NDCOL). The | |||
* . following loop chases a 3*NBMPS column long chain of | |||
* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL | |||
* . following loop chases a 2*NBMPS+1 column long chain of | |||
* . NBMPS bulges 2*NBMPS-1 columns to the right. (INCOL | |||
* . may be less than KTOP and and NDCOL may be greater than | |||
* . KBOT indicating phantom columns from which to chase | |||
* . bulges before they are actually introduced or to which | |||
* . to chase bulges beyond column KBOT.) ==== | |||
* | |||
DO 150 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 ) | |||
DO 145 KRCOL = INCOL, MIN( INCOL+2*NBMPS-1, KBOT-2 ) | |||
* | |||
* ==== Bulges number MTOP to MBOT are active double implicit | |||
* . shift bulges. There may or may not also be small | |||
@@ -401,17 +417,134 @@ | |||
* . down the diagonal to make room. The phantom matrix | |||
* . paradigm described above helps keep track. ==== | |||
* | |||
MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 ) | |||
MTOP = MAX( 1, ( KTOP-KRCOL ) / 2+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 2 ) | |||
M22 = MBOT + 1 | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ. | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+2*( M22-1 ) ).EQ. | |||
$ ( KBOT-2 ) | |||
* | |||
* ==== Generate reflections to chase the chain right | |||
* . one column. (The minimum value of K is KTOP-1.) ==== | |||
* | |||
DO 20 M = MTOP, MBOT | |||
K = KRCOL + 3*( M-1 ) | |||
IF ( BMP22 ) THEN | |||
* | |||
* ==== Special case: 2-by-2 reflection at bottom treated | |||
* . separately ==== | |||
* | |||
K = KRCOL + 2*( M22-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL SLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ), | |||
$ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ), | |||
$ V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
* | |||
* ==== Perform update from right within | |||
* . computational window. ==== | |||
* | |||
DO 30 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
30 CONTINUE | |||
* | |||
* ==== Perform update from left within | |||
* . computational window. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 40 J = K+1, JBOT | |||
REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
40 CONTINUE | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
* . criterion and the Ahues & Tisseur (LAWN 122, 1997) | |||
* . criteria both be satisfied. The latter improves | |||
* . accuracy in some examples. Falling back on an | |||
* . alternate convergence criterion when TST1 or TST2 | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.GE.KTOP ) THEN | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.ZERO ) THEN | |||
IF( K.GE.KTOP+1 ) | |||
$ TST1 = TST1 + ABS( H( K, K-1 ) ) | |||
IF( K.GE.KTOP+2 ) | |||
$ TST1 = TST1 + ABS( H( K, K-2 ) ) | |||
IF( K.GE.KTOP+3 ) | |||
$ TST1 = TST1 + ABS( H( K, K-3 ) ) | |||
IF( K.LE.KBOT-2 ) | |||
$ TST1 = TST1 + ABS( H( K+2, K+1 ) ) | |||
IF( K.LE.KBOT-3 ) | |||
$ TST1 = TST1 + ABS( H( K+3, K+1 ) ) | |||
IF( K.LE.KBOT-4 ) | |||
$ TST1 = TST1 + ABS( H( K+4, K+1 ) ) | |||
END IF | |||
IF( ABS( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) ) | |||
$ THEN | |||
H12 = MAX( ABS( H( K+1, K ) ), | |||
$ ABS( H( K, K+1 ) ) ) | |||
H21 = MIN( ABS( H( K+1, K ) ), | |||
$ ABS( H( K, K+1 ) ) ) | |||
H11 = MAX( ABS( H( K+1, K+1 ) ), | |||
$ ABS( H( K, K )-H( K+1, K+1 ) ) ) | |||
H22 = MIN( ABS( H( K+1, K+1 ) ), | |||
$ ABS( H( K, K )-H( K+1, K+1 ) ) ) | |||
SCL = H11 + H12 | |||
TST2 = H22*( H11 / SCL ) | |||
* | |||
IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE. | |||
$ MAX( SMLNUM, ULP*TST2 ) ) THEN | |||
H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 50 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M22 ) | |||
50 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 60 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
60 CONTINUE | |||
END IF | |||
END IF | |||
* | |||
* ==== Normal case: Chain of 3-by-3 reflections ==== | |||
* | |||
DO 80 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL SLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ), | |||
$ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ), | |||
@@ -419,7 +552,20 @@ | |||
ALPHA = V( 1, M ) | |||
CALL SLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
* | |||
* ==== Perform delayed transformation of row below | |||
* . Mth bulge. Exploit fact that first two elements | |||
* . of row are actually zero. ==== | |||
* | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 ) | |||
H( K+3, K ) = -REFSUM | |||
H( K+3, K+1 ) = -REFSUM*V( 2, M ) | |||
H( K+3, K+2 ) = H( K+3, K+2 ) - REFSUM*V( 3, M ) | |||
* | |||
* ==== Calculate reflection to move | |||
* . Mth bulge one step. ==== | |||
* | |||
BETA = H( K+1, K ) | |||
V( 2, M ) = H( K+2, K ) | |||
V( 3, M ) = H( K+3, K ) | |||
CALL SLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) ) | |||
@@ -467,7 +613,7 @@ | |||
H( K+3, K ) = ZERO | |||
ELSE | |||
* | |||
* ==== Stating a new bulge here would | |||
* ==== Starting a new bulge here would | |||
* . create only negligible fill. | |||
* . Replace the old reflector with | |||
* . the new one. ==== | |||
@@ -481,154 +627,29 @@ | |||
END IF | |||
END IF | |||
END IF | |||
20 CONTINUE | |||
* | |||
* ==== Generate a 2-by-2 reflection, if needed. ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL SLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ), | |||
$ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ), | |||
$ V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* ==== Apply reflection from the right and | |||
* . the first column of update from the left. | |||
* . These updates are required for the vigilant | |||
* . deflation check. We still delay most of the | |||
* . updates from the left for efficiency. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 40 J = MAX( KTOP, KRCOL ), JBOT | |||
MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 ) | |||
DO 30 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )* | |||
$ H( K+2, J )+V( 3, M )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
30 CONTINUE | |||
40 CONTINUE | |||
IF( BMP22 ) THEN | |||
K = KRCOL + 3*( M22-1 ) | |||
DO 50 J = MAX( K+1, KTOP ), JBOT | |||
REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
50 CONTINUE | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the right. | |||
* . Delay filling in the last row until the | |||
* . vigilant deflation check is complete. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
DO 90 M = MTOP, MBOT | |||
IF( V( 1, M ).NE.ZERO ) THEN | |||
K = KRCOL + 3*( M-1 ) | |||
DO 60 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
DO 70 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M ) | |||
H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M ) | |||
60 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If necessary, update Z later | |||
* . with with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
KMS = K - INCOL | |||
DO 70 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M ) | |||
70 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 80 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M ) | |||
80 CONTINUE | |||
END IF | |||
END IF | |||
90 CONTINUE | |||
* | |||
* ==== Special case: 2-by-2 reflection (if needed) ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF ( V( 1, M22 ).NE.ZERO ) THEN | |||
DO 100 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
100 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 110 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM* | |||
$ V( 2, M22 ) | |||
110 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 120 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 ) | |||
120 CONTINUE | |||
END IF | |||
END IF | |||
END IF | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M ) | |||
H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M ) | |||
70 CONTINUE | |||
* | |||
* ==== Vigilant deflation check ==== | |||
* ==== Perform update from left for subsequent | |||
* . column. ==== | |||
* | |||
MSTART = MTOP | |||
IF( KRCOL+3*( MSTART-1 ).LT.KTOP ) | |||
$ MSTART = MSTART + 1 | |||
MEND = MBOT | |||
IF( BMP22 ) | |||
$ MEND = MEND + 1 | |||
IF( KRCOL.EQ.KBOT-2 ) | |||
$ MEND = MEND + 1 | |||
DO 130 M = MSTART, MEND | |||
K = MIN( KBOT-1, KRCOL+3*( M-1 ) ) | |||
REFSUM = V( 1, M )*( H( K+1, K+1 )+V( 2, M )* | |||
$ H( K+2, K+1 )+V( 3, M )*H( K+3, K+1 ) ) | |||
H( K+1, K+1 ) = H( K+1, K+1 ) - REFSUM | |||
H( K+2, K+1 ) = H( K+2, K+1 ) - REFSUM*V( 2, M ) | |||
H( K+3, K+1 ) = H( K+3, K+1 ) - REFSUM*V( 3, M ) | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
@@ -639,6 +660,8 @@ | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.LT.KTOP) | |||
$ CYCLE | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.ZERO ) THEN | |||
@@ -667,25 +690,77 @@ | |||
TST2 = H22*( H11 / SCL ) | |||
* | |||
IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE. | |||
$ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO | |||
$ MAX( SMLNUM, ULP*TST2 ) ) THEN | |||
H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
END IF | |||
130 CONTINUE | |||
80 CONTINUE | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
* | |||
DO 100 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 90 J = MAX( KTOP, KRCOL + 2*M ), JBOT | |||
REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )* | |||
$ H( K+2, J )+V( 3, M )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
90 CONTINUE | |||
100 CONTINUE | |||
* | |||
* ==== Fill in the last row of each bulge. ==== | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 ) | |||
DO 140 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 ) | |||
H( K+4, K+1 ) = -REFSUM | |||
H( K+4, K+2 ) = -REFSUM*V( 2, M ) | |||
H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*V( 3, M ) | |||
140 CONTINUE | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If needed, update Z later | |||
* . with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
DO 120 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
KMS = K - INCOL | |||
I2 = MAX( 1, KTOP-INCOL ) | |||
I2 = MAX( I2, KMS-(KRCOL-INCOL)+1 ) | |||
I4 = MIN( KDU, KRCOL + 2*( MBOT-1 ) - INCOL + 5 ) | |||
DO 110 J = I2, I4 | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M ) | |||
110 CONTINUE | |||
120 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 140 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 130 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M ) | |||
130 CONTINUE | |||
140 CONTINUE | |||
END IF | |||
* | |||
* ==== End of near-the-diagonal bulge chase. ==== | |||
* | |||
150 CONTINUE | |||
145 CONTINUE | |||
* | |||
* ==== Use U (if accumulated) to update far-from-diagonal | |||
* . entries in H. If required, use U to update Z as | |||
@@ -699,220 +774,45 @@ | |||
JTOP = KTOP | |||
JBOT = KBOT | |||
END IF | |||
IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR. | |||
$ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN | |||
* | |||
* ==== Updates not exploiting the 2-by-2 block | |||
* . structure of U. K1 and NU keep track of | |||
* . the location and size of U in the special | |||
* . cases of introducing bulges and chasing | |||
* . bulges off the bottom. In these special | |||
* . cases and in case the number of shifts | |||
* . is NS = 2, there is no 2-by-2 block | |||
* . structure to exploit. ==== | |||
* | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 160 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL SGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL SLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 170 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL SGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL SLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
150 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
CALL SGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL SLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 170 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL SGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL SLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
170 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 180 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL SGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL SLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
180 CONTINUE | |||
END IF | |||
ELSE | |||
* | |||
* ==== Updates exploiting U's 2-by-2 block structure. | |||
* . (I2, I4, J2, J4 are the last rows and columns | |||
* . of the blocks.) ==== | |||
* | |||
I2 = ( KDU+1 ) / 2 | |||
I4 = KDU | |||
J2 = I4 - I2 | |||
J4 = KDU | |||
* | |||
* ==== KZS and KNZ deal with the band of zeros | |||
* . along the diagonal of one of the triangular | |||
* . blocks. ==== | |||
* | |||
KZS = ( J4-J2 ) - ( NS+1 ) | |||
KNZ = NS + 1 | |||
* | |||
* ==== Horizontal multiply ==== | |||
* | |||
DO 190 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
* | |||
* ==== Copy bottom of H to top+KZS of scratch ==== | |||
* (The first KZS rows get multiplied by zero.) ==== | |||
* | |||
CALL SLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ), | |||
$ LDH, WH( KZS+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**T ==== | |||
* | |||
CALL SLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH ) | |||
CALL STRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ), | |||
$ LDWH ) | |||
* | |||
* ==== Multiply top of H by U11**T ==== | |||
* | |||
CALL SGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU, | |||
$ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH ) | |||
* | |||
* ==== Copy top of H to bottom of WH ==== | |||
* | |||
CALL SLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**T ==== | |||
* | |||
CALL STRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE, | |||
$ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL SGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE, | |||
$ U( J2+1, I2+1 ), LDU, | |||
$ H( INCOL+1+J2, JCOL ), LDH, ONE, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL SLACPY( 'ALL', KDU, JLEN, WH, LDWH, | |||
$ H( INCOL+1, JCOL ), LDH ) | |||
190 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 200 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV | |||
JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW ) | |||
* | |||
* ==== Copy right of H to scratch (the first KZS | |||
* . columns get multiplied by zero) ==== | |||
* | |||
CALL SLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ), | |||
$ LDH, WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL SLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV ) | |||
CALL STRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL SGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV, | |||
$ LDWV ) | |||
* | |||
* ==== Copy left of H to right of scratch ==== | |||
* | |||
CALL SLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL STRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL SGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ H( JROW, INCOL+1+J2 ), LDH, | |||
$ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL SLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ H( JROW, INCOL+1 ), LDH ) | |||
200 CONTINUE | |||
* | |||
* ==== Multiply Z (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 210 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
* | |||
* ==== Copy right of Z to left of scratch (first | |||
* . KZS columns get multiplied by zero) ==== | |||
* | |||
CALL SLACPY( 'ALL', JLEN, KNZ, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U12 ==== | |||
* | |||
CALL SLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, | |||
$ LDWV ) | |||
CALL STRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL SGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE, | |||
$ WV, LDWV ) | |||
* | |||
* ==== Copy left of Z to right of scratch ==== | |||
* | |||
CALL SLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ), | |||
$ LDZ, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL STRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL SGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ U( J2+1, I2+1 ), LDU, ONE, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Copy the result back to Z ==== | |||
* | |||
CALL SLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ Z( JROW, INCOL+1 ), LDZ ) | |||
210 CONTINUE | |||
END IF | |||
END IF | |||
END IF | |||
220 CONTINUE | |||
180 CONTINUE | |||
* | |||
* ==== End of SLAQR5 ==== | |||
* | |||
@@ -320,10 +320,10 @@ | |||
* . ZLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== NL allocates some local workspace to help small matrices | |||
* . through a rare ZLAHQR failure. NL > NTINY = 11 is | |||
* . through a rare ZLAHQR failure. NL > NTINY = 15 is | |||
* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom- | |||
* . mended. (The default value of NMIN is 75.) Using NL = 49 | |||
* . allows up to six simultaneous shifts and a 16-by-16 | |||
@@ -262,7 +262,7 @@ | |||
* . ZLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -357,22 +357,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -420,7 +420,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -560,7 +560,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use ZLAQR4 or | |||
* . ZLAHQR on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -661,7 +661,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -268,7 +268,7 @@ | |||
* . ZLAHQR because of insufficient subdiagonal scratch space. | |||
* . (This is a hard limit.) ==== | |||
INTEGER NTINY | |||
PARAMETER ( NTINY = 11 ) | |||
PARAMETER ( NTINY = 15 ) | |||
* | |||
* ==== Exceptional deflation windows: try to cure rare | |||
* . slow convergence by varying the size of the | |||
@@ -363,22 +363,22 @@ | |||
END IF | |||
* | |||
* ==== NWR = recommended deflation window size. At this | |||
* . point, N .GT. NTINY = 11, so there is enough | |||
* . point, N .GT. NTINY = 15, so there is enough | |||
* . subdiagonal workspace for NWR.GE.2 as required. | |||
* . (In fact, there is enough subdiagonal space for | |||
* . NWR.GE.3.) ==== | |||
* . NWR.GE.4.) ==== | |||
* | |||
NWR = ILAENV( 13, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NWR = MAX( 2, NWR ) | |||
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) | |||
* | |||
* ==== NSR = recommended number of simultaneous shifts. | |||
* . At this point N .GT. NTINY = 11, so there is at | |||
* . At this point N .GT. NTINY = 15, so there is at | |||
* . enough subdiagonal workspace for NSR to be even | |||
* . and greater than or equal to two as required. ==== | |||
* | |||
NSR = ILAENV( 15, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK ) | |||
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) | |||
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO ) | |||
NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) | |||
* | |||
* ==== Estimate optimal workspace ==== | |||
@@ -426,7 +426,7 @@ | |||
* ==== NSMAX = the Largest number of simultaneous shifts | |||
* . for which there is sufficient workspace. ==== | |||
* | |||
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 ) | |||
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 ) | |||
NSMAX = NSMAX - MOD( NSMAX, 2 ) | |||
* | |||
* ==== NDFL: an iteration count restarted at deflation. ==== | |||
@@ -566,7 +566,7 @@ | |||
* | |||
* ==== Got NS/2 or fewer shifts? Use ZLAHQR | |||
* . on a trailing principal submatrix to | |||
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, | |||
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6, | |||
* . there is enough space below the subdiagonal | |||
* . to fit an NS-by-NS scratch array.) ==== | |||
* | |||
@@ -661,7 +661,7 @@ | |||
* . (NVE-by-KDU) vertical work WV arrow along | |||
* . the left-hand-edge. ==== | |||
* | |||
KDU = 3*NS - 3 | |||
KDU = 2*NS | |||
KU = N - KDU + 1 | |||
KWH = KDU + 1 | |||
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1 | |||
@@ -69,10 +69,9 @@ | |||
*> matrix entries. | |||
*> = 1: ZLAQR5 accumulates reflections and uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries. | |||
*> = 2: ZLAQR5 accumulates reflections, uses matrix-matrix | |||
*> multiply to update the far-from-diagonal matrix entries, | |||
*> and takes advantage of 2-by-2 block structure during | |||
*> matrix multiplies. | |||
*> = 2: Same as KACC22 = 1. This option used to enable exploiting | |||
*> the 2-by-2 structure during matrix multiplications, but | |||
*> this is no longer supported. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] N | |||
@@ -170,14 +169,14 @@ | |||
*> | |||
*> \param[out] U | |||
*> \verbatim | |||
*> U is COMPLEX*16 array, dimension (LDU,3*NSHFTS-3) | |||
*> U is COMPLEX*16 array, dimension (LDU,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDU | |||
*> \verbatim | |||
*> LDU is INTEGER | |||
*> LDU is the leading dimension of U just as declared in the | |||
*> in the calling subroutine. LDU >= 3*NSHFTS-3. | |||
*> in the calling subroutine. LDU >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
*> \param[in] NV | |||
@@ -189,7 +188,7 @@ | |||
*> | |||
*> \param[out] WV | |||
*> \verbatim | |||
*> WV is COMPLEX*16 array, dimension (LDWV,3*NSHFTS-3) | |||
*> WV is COMPLEX*16 array, dimension (LDWV,2*NSHFTS) | |||
*> \endverbatim | |||
*> | |||
*> \param[in] LDWV | |||
@@ -215,7 +214,7 @@ | |||
*> \verbatim | |||
*> LDWH is INTEGER | |||
*> Leading dimension of WH just as declared in the | |||
*> calling procedure. LDWH >= 3*NSHFTS-3. | |||
*> calling procedure. LDWH >= 2*NSHFTS. | |||
*> \endverbatim | |||
*> | |||
* Authors: | |||
@@ -226,7 +225,7 @@ | |||
*> \author Univ. of Colorado Denver | |||
*> \author NAG Ltd. | |||
* | |||
*> \date June 2016 | |||
*> \date January 2021 | |||
* | |||
*> \ingroup complex16OTHERauxiliary | |||
* | |||
@@ -235,6 +234,11 @@ | |||
*> | |||
*> Karen Braman and Ralph Byers, Department of Mathematics, | |||
*> University of Kansas, USA | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang | |||
*> | |||
*> Thijs Steel, Department of Computer science, | |||
*> KU Leuven, Belgium | |||
* | |||
*> \par References: | |||
* ================ | |||
@@ -244,10 +248,15 @@ | |||
*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages | |||
*> 929--947, 2002. | |||
*> | |||
*> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed | |||
*> chains of bulges in multishift QR algorithms. | |||
*> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014). | |||
*> | |||
* ===================================================================== | |||
SUBROUTINE ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S, | |||
$ H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV, | |||
$ WV, LDWV, NH, WH, LDWH ) | |||
IMPLICIT NONE | |||
* | |||
* -- LAPACK auxiliary routine (version 3.7.1) -- | |||
* -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||
@@ -276,11 +285,11 @@ | |||
COMPLEX*16 ALPHA, BETA, CDUM, REFSUM | |||
DOUBLE PRECISION H11, H12, H21, H22, SAFMAX, SAFMIN, SCL, | |||
$ SMLNUM, TST1, TST2, ULP | |||
INTEGER I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS, | |||
$ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL, | |||
INTEGER I2, I4, INCOL, J, JBOT, JCOL, JLEN, | |||
$ JROW, JTOP, K, K1, KDU, KMS, KRCOL, | |||
$ M, M22, MBOT, MTOP, NBMPS, NDCOL, | |||
$ NS, NU | |||
LOGICAL ACCUM, BLK22, BMP22 | |||
LOGICAL ACCUM, BMP22 | |||
* .. | |||
* .. External Functions .. | |||
DOUBLE PRECISION DLAMCH | |||
@@ -334,10 +343,6 @@ | |||
* | |||
ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 ) | |||
* | |||
* ==== If so, exploit the 2-by-2 block structure? ==== | |||
* | |||
BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 ) | |||
* | |||
* ==== clear trash ==== | |||
* | |||
IF( KTOP+2.LE.KBOT ) | |||
@@ -349,28 +354,39 @@ | |||
* | |||
* ==== KDU = width of slab ==== | |||
* | |||
KDU = 6*NBMPS - 3 | |||
KDU = 4*NBMPS | |||
* | |||
* ==== Create and chase chains of NBMPS bulges ==== | |||
* | |||
DO 210 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2 | |||
DO 180 INCOL = KTOP - 2*NBMPS + 1, KBOT - 2, 2*NBMPS | |||
* | |||
* JTOP = Index from which updates from the right start. | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
* | |||
NDCOL = INCOL + KDU | |||
IF( ACCUM ) | |||
$ CALL ZLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU ) | |||
* | |||
* ==== Near-the-diagonal bulge chase. The following loop | |||
* . performs the near-the-diagonal part of a small bulge | |||
* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal | |||
* . multi-shift QR sweep. Each 4*NBMPS column diagonal | |||
* . chunk extends from column INCOL to column NDCOL | |||
* . (including both column INCOL and column NDCOL). The | |||
* . following loop chases a 3*NBMPS column long chain of | |||
* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL | |||
* . following loop chases a 2*NBMPS+1 column long chain of | |||
* . NBMPS bulges 2*NBMPS columns to the right. (INCOL | |||
* . may be less than KTOP and and NDCOL may be greater than | |||
* . KBOT indicating phantom columns from which to chase | |||
* . bulges before they are actually introduced or to which | |||
* . to chase bulges beyond column KBOT.) ==== | |||
* | |||
DO 140 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 ) | |||
DO 145 KRCOL = INCOL, MIN( INCOL+2*NBMPS-1, KBOT-2 ) | |||
* | |||
* ==== Bulges number MTOP to MBOT are active double implicit | |||
* . shift bulges. There may or may not also be small | |||
@@ -379,24 +395,156 @@ | |||
* . down the diagonal to make room. The phantom matrix | |||
* . paradigm described above helps keep track. ==== | |||
* | |||
MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 ) | |||
MTOP = MAX( 1, ( KTOP-KRCOL ) / 2+1 ) | |||
MBOT = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 2 ) | |||
M22 = MBOT + 1 | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ. | |||
BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+2*( M22-1 ) ).EQ. | |||
$ ( KBOT-2 ) | |||
* | |||
* ==== Generate reflections to chase the chain right | |||
* . one column. (The minimum value of K is KTOP-1.) ==== | |||
* | |||
DO 10 M = MTOP, MBOT | |||
K = KRCOL + 3*( M-1 ) | |||
IF ( BMP22 ) THEN | |||
* | |||
* ==== Special case: 2-by-2 reflection at bottom treated | |||
* . separately ==== | |||
* | |||
K = KRCOL + 2*( M22-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL ZLAQR1( 2, H( K+1, K+1 ), LDH, S( 2*M22-1 ), | |||
$ S( 2*M22 ), V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL ZLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL ZLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
* | |||
* ==== Perform update from right within | |||
* . computational window. ==== | |||
* | |||
DO 30 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M22 ) ) | |||
30 CONTINUE | |||
* | |||
* ==== Perform update from left within | |||
* . computational window. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 40 J = K+1, JBOT | |||
REFSUM = DCONJG( V( 1, M22 ) )* | |||
$ ( H( K+1, J )+DCONJG( V( 2, M22 ) )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
40 CONTINUE | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
* . criterion and the Ahues & Tisseur (LAWN 122, 1997) | |||
* . criteria both be satisfied. The latter improves | |||
* . accuracy in some examples. Falling back on an | |||
* . alternate convergence criterion when TST1 or TST2 | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.GE.KTOP ) THEN | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = CABS1( H( K, K ) ) + CABS1( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.RZERO ) THEN | |||
IF( K.GE.KTOP+1 ) | |||
$ TST1 = TST1 + CABS1( H( K, K-1 ) ) | |||
IF( K.GE.KTOP+2 ) | |||
$ TST1 = TST1 + CABS1( H( K, K-2 ) ) | |||
IF( K.GE.KTOP+3 ) | |||
$ TST1 = TST1 + CABS1( H( K, K-3 ) ) | |||
IF( K.LE.KBOT-2 ) | |||
$ TST1 = TST1 + CABS1( H( K+2, K+1 ) ) | |||
IF( K.LE.KBOT-3 ) | |||
$ TST1 = TST1 + CABS1( H( K+3, K+1 ) ) | |||
IF( K.LE.KBOT-4 ) | |||
$ TST1 = TST1 + CABS1( H( K+4, K+1 ) ) | |||
END IF | |||
IF( CABS1( H( K+1, K ) ) | |||
$ .LE.MAX( SMLNUM, ULP*TST1 ) ) THEN | |||
H12 = MAX( CABS1( H( K+1, K ) ), | |||
$ CABS1( H( K, K+1 ) ) ) | |||
H21 = MIN( CABS1( H( K+1, K ) ), | |||
$ CABS1( H( K, K+1 ) ) ) | |||
H11 = MAX( CABS1( H( K+1, K+1 ) ), | |||
$ CABS1( H( K, K )-H( K+1, K+1 ) ) ) | |||
H22 = MIN( CABS1( H( K+1, K+1 ) ), | |||
$ CABS1( H( K, K )-H( K+1, K+1 ) ) ) | |||
SCL = H11 + H12 | |||
TST2 = H22*( H11 / SCL ) | |||
* | |||
IF( TST2.EQ.RZERO .OR. H21*( H12 / SCL ).LE. | |||
$ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 50 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M22 ) ) | |||
50 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 60 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M22 ) ) | |||
60 CONTINUE | |||
END IF | |||
END IF | |||
* | |||
* ==== Normal case: Chain of 3-by-3 reflections ==== | |||
* | |||
DO 80 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL ZLAQR1( 3, H( KTOP, KTOP ), LDH, S( 2*M-1 ), | |||
$ S( 2*M ), V( 1, M ) ) | |||
ALPHA = V( 1, M ) | |||
CALL ZLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
* | |||
* ==== Perform delayed transformation of row below | |||
* . Mth bulge. Exploit fact that first two elements | |||
* . of row are actually zero. ==== | |||
* | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+3, K+2 ) | |||
H( K+3, K ) = -REFSUM | |||
H( K+3, K+1 ) = -REFSUM*DCONJG( V( 2, M ) ) | |||
H( K+3, K+2 ) = H( K+3, K+2 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
* | |||
* ==== Calculate reflection to move | |||
* . Mth bulge one step. ==== | |||
* | |||
BETA = H( K+1, K ) | |||
V( 2, M ) = H( K+2, K ) | |||
V( 3, M ) = H( K+3, K ) | |||
CALL ZLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) ) | |||
@@ -444,7 +592,7 @@ | |||
H( K+3, K ) = ZERO | |||
ELSE | |||
* | |||
* ==== Stating a new bulge here would | |||
* ==== Starting a new bulge here would | |||
* . create only negligible fill. | |||
* . Replace the old reflector with | |||
* . the new one. ==== | |||
@@ -458,163 +606,32 @@ | |||
END IF | |||
END IF | |||
END IF | |||
10 CONTINUE | |||
* | |||
* ==== Generate a 2-by-2 reflection, if needed. ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF( K.EQ.KTOP-1 ) THEN | |||
CALL ZLAQR1( 2, H( K+1, K+1 ), LDH, S( 2*M22-1 ), | |||
$ S( 2*M22 ), V( 1, M22 ) ) | |||
BETA = V( 1, M22 ) | |||
CALL ZLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
ELSE | |||
BETA = H( K+1, K ) | |||
V( 2, M22 ) = H( K+2, K ) | |||
CALL ZLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) | |||
H( K+1, K ) = BETA | |||
H( K+2, K ) = ZERO | |||
END IF | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
DO 30 J = MAX( KTOP, KRCOL ), JBOT | |||
MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 ) | |||
DO 20 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = DCONJG( V( 1, M ) )* | |||
$ ( H( K+1, J )+DCONJG( V( 2, M ) )* | |||
$ H( K+2, J )+DCONJG( V( 3, M ) )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
20 CONTINUE | |||
30 CONTINUE | |||
IF( BMP22 ) THEN | |||
K = KRCOL + 3*( M22-1 ) | |||
DO 40 J = MAX( K+1, KTOP ), JBOT | |||
REFSUM = DCONJG( V( 1, M22 ) )* | |||
$ ( H( K+1, J )+DCONJG( V( 2, M22 ) )* | |||
$ H( K+2, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) | |||
40 CONTINUE | |||
END IF | |||
* | |||
* ==== Multiply H by reflections from the right. | |||
* . Delay filling in the last row until the | |||
* . vigilant deflation check is complete. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JTOP = MAX( KTOP, INCOL ) | |||
ELSE IF( WANTT ) THEN | |||
JTOP = 1 | |||
ELSE | |||
JTOP = KTOP | |||
END IF | |||
DO 80 M = MTOP, MBOT | |||
IF( V( 1, M ).NE.ZERO ) THEN | |||
K = KRCOL + 3*( M-1 ) | |||
DO 50 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M ) ) | |||
H( J, K+3 ) = H( J, K+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
50 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If necessary, update Z later | |||
* . with with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
KMS = K - INCOL | |||
DO 60 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M ) ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
60 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 70 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M ) ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
70 CONTINUE | |||
END IF | |||
END IF | |||
80 CONTINUE | |||
* | |||
* ==== Special case: 2-by-2 reflection (if needed) ==== | |||
* | |||
K = KRCOL + 3*( M22-1 ) | |||
IF( BMP22 ) THEN | |||
IF ( V( 1, M22 ).NE.ZERO ) THEN | |||
DO 90 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* | |||
$ H( J, K+2 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M22 ) ) | |||
90 CONTINUE | |||
* | |||
IF( ACCUM ) THEN | |||
KMS = K - INCOL | |||
DO 100 J = MAX( 1, KTOP-INCOL ), KDU | |||
REFSUM = V( 1, M22 )*( U( J, KMS+1 )+ | |||
$ V( 2, M22 )*U( J, KMS+2 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M22 ) ) | |||
100 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
DO 110 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* | |||
$ Z( J, K+2 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M22 ) ) | |||
110 CONTINUE | |||
END IF | |||
END IF | |||
END IF | |||
* | |||
* ==== Vigilant deflation check ==== | |||
* | |||
MSTART = MTOP | |||
IF( KRCOL+3*( MSTART-1 ).LT.KTOP ) | |||
$ MSTART = MSTART + 1 | |||
MEND = MBOT | |||
IF( BMP22 ) | |||
$ MEND = MEND + 1 | |||
IF( KRCOL.EQ.KBOT-2 ) | |||
$ MEND = MEND + 1 | |||
DO 120 M = MSTART, MEND | |||
K = MIN( KBOT-1, KRCOL+3*( M-1 ) ) | |||
* ==== Apply reflection from the right and | |||
* . the first column of update from the left. | |||
* . These updates are required for the vigilant | |||
* . deflation check. We still delay most of the | |||
* . updates from the left for efficiency. ==== | |||
* | |||
DO 70 J = JTOP, MIN( KBOT, K+3 ) | |||
REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* | |||
$ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) | |||
H( J, K+1 ) = H( J, K+1 ) - REFSUM | |||
H( J, K+2 ) = H( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M ) ) | |||
H( J, K+3 ) = H( J, K+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
70 CONTINUE | |||
* | |||
* ==== Perform update from left for subsequent | |||
* . column. ==== | |||
* | |||
REFSUM = DCONJG( V( 1, M ) )*( H( K+1, K+1 ) | |||
$ +DCONJG( V( 2, M ) )*H( K+2, K+1 ) | |||
$ +DCONJG( V( 3, M ) )*H( K+3, K+1 ) ) | |||
H( K+1, K+1 ) = H( K+1, K+1 ) - REFSUM | |||
H( K+2, K+1 ) = H( K+2, K+1 ) - REFSUM*V( 2, M ) | |||
H( K+3, K+1 ) = H( K+3, K+1 ) - REFSUM*V( 3, M ) | |||
* | |||
* ==== The following convergence test requires that | |||
* . the tradition small-compared-to-nearby-diagonals | |||
@@ -625,6 +642,8 @@ | |||
* . is zero (as done here) is traditional but probably | |||
* . unnecessary. ==== | |||
* | |||
IF( K.LT.KTOP) | |||
$ CYCLE | |||
IF( H( K+1, K ).NE.ZERO ) THEN | |||
TST1 = CABS1( H( K, K ) ) + CABS1( H( K+1, K+1 ) ) | |||
IF( TST1.EQ.RZERO ) THEN | |||
@@ -658,23 +677,77 @@ | |||
$ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO | |||
END IF | |||
END IF | |||
120 CONTINUE | |||
80 CONTINUE | |||
* | |||
* ==== Multiply H by reflections from the left ==== | |||
* | |||
IF( ACCUM ) THEN | |||
JBOT = MIN( NDCOL, KBOT ) | |||
ELSE IF( WANTT ) THEN | |||
JBOT = N | |||
ELSE | |||
JBOT = KBOT | |||
END IF | |||
* | |||
* ==== Fill in the last row of each bulge. ==== | |||
DO 100 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 90 J = MAX( KTOP, KRCOL + 2*M ), JBOT | |||
REFSUM = DCONJG( V( 1, M ) )* | |||
$ ( H( K+1, J )+DCONJG( V( 2, M ) )* | |||
$ H( K+2, J )+DCONJG( V( 3, M ) )*H( K+3, J ) ) | |||
H( K+1, J ) = H( K+1, J ) - REFSUM | |||
H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) | |||
H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) | |||
90 CONTINUE | |||
100 CONTINUE | |||
* | |||
MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 ) | |||
DO 130 M = MTOP, MEND | |||
K = KRCOL + 3*( M-1 ) | |||
REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 ) | |||
H( K+4, K+1 ) = -REFSUM | |||
H( K+4, K+2 ) = -REFSUM*DCONJG( V( 2, M ) ) | |||
H( K+4, K+3 ) = H( K+4, K+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
130 CONTINUE | |||
* ==== Accumulate orthogonal transformations. ==== | |||
* | |||
IF( ACCUM ) THEN | |||
* | |||
* ==== Accumulate U. (If needed, update Z later | |||
* . with an efficient matrix-matrix | |||
* . multiply.) ==== | |||
* | |||
DO 120 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
KMS = K - INCOL | |||
I2 = MAX( 1, KTOP-INCOL ) | |||
I2 = MAX( I2, KMS-(KRCOL-INCOL)+1 ) | |||
I4 = MIN( KDU, KRCOL + 2*( MBOT-1 ) - INCOL + 5 ) | |||
DO 110 J = I2, I4 | |||
REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* | |||
$ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) | |||
U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM | |||
U( J, KMS+2 ) = U( J, KMS+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M ) ) | |||
U( J, KMS+3 ) = U( J, KMS+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
110 CONTINUE | |||
120 CONTINUE | |||
ELSE IF( WANTZ ) THEN | |||
* | |||
* ==== U is not accumulated, so update Z | |||
* . now by multiplying by reflections | |||
* . from the right. ==== | |||
* | |||
DO 140 M = MBOT, MTOP, -1 | |||
K = KRCOL + 2*( M-1 ) | |||
DO 130 J = ILOZ, IHIZ | |||
REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* | |||
$ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) | |||
Z( J, K+1 ) = Z( J, K+1 ) - REFSUM | |||
Z( J, K+2 ) = Z( J, K+2 ) - | |||
$ REFSUM*DCONJG( V( 2, M ) ) | |||
Z( J, K+3 ) = Z( J, K+3 ) - | |||
$ REFSUM*DCONJG( V( 3, M ) ) | |||
130 CONTINUE | |||
140 CONTINUE | |||
END IF | |||
* | |||
* ==== End of near-the-diagonal bulge chase. ==== | |||
* | |||
140 CONTINUE | |||
145 CONTINUE | |||
* | |||
* ==== Use U (if accumulated) to update far-from-diagonal | |||
* . entries in H. If required, use U to update Z as | |||
@@ -688,220 +761,45 @@ | |||
JTOP = KTOP | |||
JBOT = KBOT | |||
END IF | |||
IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR. | |||
$ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN | |||
* | |||
* ==== Updates not exploiting the 2-by-2 block | |||
* . structure of U. K1 and NU keep track of | |||
* . the location and size of U in the special | |||
* . cases of introducing bulges and chasing | |||
* . bulges off the bottom. In these special | |||
* . cases and in case the number of shifts | |||
* . is NS = 2, there is no 2-by-2 block | |||
* . structure to exploit. ==== | |||
* | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL ZGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL ZLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
150 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
K1 = MAX( 1, KTOP-INCOL ) | |||
NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 | |||
* | |||
* ==== Horizontal Multiply ==== | |||
* | |||
DO 150 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
CALL ZGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), | |||
$ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, | |||
$ LDWH ) | |||
CALL ZLACPY( 'ALL', NU, JLEN, WH, LDWH, | |||
$ H( INCOL+K1, JCOL ), LDH ) | |||
150 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 160 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV | |||
JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) | |||
CALL ZGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL ZLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 170 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL ZGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL ZLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ H( JROW, INCOL+K1 ), LDH ) | |||
160 CONTINUE | |||
* | |||
* ==== Z multiply (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 170 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
CALL ZGEMM( 'N', 'N', JLEN, NU, NU, ONE, | |||
$ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), | |||
$ LDU, ZERO, WV, LDWV ) | |||
CALL ZLACPY( 'ALL', JLEN, NU, WV, LDWV, | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
170 CONTINUE | |||
END IF | |||
ELSE | |||
* | |||
* ==== Updates exploiting U's 2-by-2 block structure. | |||
* . (I2, I4, J2, J4 are the last rows and columns | |||
* . of the blocks.) ==== | |||
* | |||
I2 = ( KDU+1 ) / 2 | |||
I4 = KDU | |||
J2 = I4 - I2 | |||
J4 = KDU | |||
* | |||
* ==== KZS and KNZ deal with the band of zeros | |||
* . along the diagonal of one of the triangular | |||
* . blocks. ==== | |||
* | |||
KZS = ( J4-J2 ) - ( NS+1 ) | |||
KNZ = NS + 1 | |||
* | |||
* ==== Horizontal multiply ==== | |||
* | |||
DO 180 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH | |||
JLEN = MIN( NH, JBOT-JCOL+1 ) | |||
* | |||
* ==== Copy bottom of H to top+KZS of scratch ==== | |||
* (The first KZS rows get multiplied by zero.) ==== | |||
* | |||
CALL ZLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ), | |||
$ LDH, WH( KZS+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**H ==== | |||
* | |||
CALL ZLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH ) | |||
CALL ZTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ), | |||
$ LDWH ) | |||
* | |||
* ==== Multiply top of H by U11**H ==== | |||
* | |||
CALL ZGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU, | |||
$ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH ) | |||
* | |||
* ==== Copy top of H to bottom of WH ==== | |||
* | |||
CALL ZLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U21**H ==== | |||
* | |||
CALL ZTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE, | |||
$ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL ZGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE, | |||
$ U( J2+1, I2+1 ), LDU, | |||
$ H( INCOL+1+J2, JCOL ), LDH, ONE, | |||
$ WH( I2+1, 1 ), LDWH ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL ZLACPY( 'ALL', KDU, JLEN, WH, LDWH, | |||
$ H( INCOL+1, JCOL ), LDH ) | |||
180 CONTINUE | |||
* | |||
* ==== Vertical multiply ==== | |||
* | |||
DO 190 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV | |||
JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW ) | |||
* | |||
* ==== Copy right of H to scratch (the first KZS | |||
* . columns get multiplied by zero) ==== | |||
* | |||
CALL ZLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ), | |||
$ LDH, WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL ZLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV ) | |||
CALL ZTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL ZGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV, | |||
$ LDWV ) | |||
* | |||
* ==== Copy left of H to right of scratch ==== | |||
* | |||
CALL ZLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL ZTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL ZGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ H( JROW, INCOL+1+J2 ), LDH, | |||
$ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Copy it back ==== | |||
* | |||
CALL ZLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ H( JROW, INCOL+1 ), LDH ) | |||
190 CONTINUE | |||
* | |||
* ==== Multiply Z (also vertical) ==== | |||
* | |||
IF( WANTZ ) THEN | |||
DO 200 JROW = ILOZ, IHIZ, NV | |||
JLEN = MIN( NV, IHIZ-JROW+1 ) | |||
* | |||
* ==== Copy right of Z to left of scratch (first | |||
* . KZS columns get multiplied by zero) ==== | |||
* | |||
CALL ZLACPY( 'ALL', JLEN, KNZ, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ WV( 1, 1+KZS ), LDWV ) | |||
* | |||
* ==== Multiply by U12 ==== | |||
* | |||
CALL ZLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, | |||
$ LDWV ) | |||
CALL ZTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, | |||
$ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U11 ==== | |||
* | |||
CALL ZGEMM( 'N', 'N', JLEN, I2, J2, ONE, | |||
$ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE, | |||
$ WV, LDWV ) | |||
* | |||
* ==== Copy left of Z to right of scratch ==== | |||
* | |||
CALL ZLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ), | |||
$ LDZ, WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Multiply by U21 ==== | |||
* | |||
CALL ZTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, | |||
$ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), | |||
$ LDWV ) | |||
* | |||
* ==== Multiply by U22 ==== | |||
* | |||
CALL ZGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, | |||
$ Z( JROW, INCOL+1+J2 ), LDZ, | |||
$ U( J2+1, I2+1 ), LDU, ONE, | |||
$ WV( 1, 1+I2 ), LDWV ) | |||
* | |||
* ==== Copy the result back to Z ==== | |||
* | |||
CALL ZLACPY( 'ALL', JLEN, KDU, WV, LDWV, | |||
$ Z( JROW, INCOL+1 ), LDZ ) | |||
200 CONTINUE | |||
END IF | |||
$ Z( JROW, INCOL+K1 ), LDZ ) | |||
170 CONTINUE | |||
END IF | |||
END IF | |||
210 CONTINUE | |||
180 CONTINUE | |||
* | |||
* ==== End of ZLAQR5 ==== | |||
* | |||