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 ==== | |||
| * | |||