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- SUBROUTINE DGEDMD( JOBS, JOBZ, JOBR, JOBF, WHTSVD, &
- M, N, X, LDX, Y, LDY, NRNK, TOL, &
- K, REIG, IMEIG, Z, LDZ, RES, &
- B, LDB, W, LDW, S, LDS, &
- WORK, LWORK, IWORK, LIWORK, INFO )
- ! March 2023
- !.....
- USE iso_fortran_env
- IMPLICIT NONE
- INTEGER, PARAMETER :: WP = real64
- !.....
- ! Scalar arguments
- CHARACTER, INTENT(IN) :: JOBS, JOBZ, JOBR, JOBF
- INTEGER, INTENT(IN) :: WHTSVD, M, N, LDX, LDY, &
- NRNK, LDZ, LDB, LDW, LDS, &
- LWORK, LIWORK
- INTEGER, INTENT(OUT) :: K, INFO
- REAL(KIND=WP), INTENT(IN) :: TOL
- ! Array arguments
- REAL(KIND=WP), INTENT(INOUT) :: X(LDX,*), Y(LDY,*)
- REAL(KIND=WP), INTENT(OUT) :: Z(LDZ,*), B(LDB,*), &
- W(LDW,*), S(LDS,*)
- REAL(KIND=WP), INTENT(OUT) :: REIG(*), IMEIG(*), &
- RES(*)
- REAL(KIND=WP), INTENT(OUT) :: WORK(*)
- INTEGER, INTENT(OUT) :: IWORK(*)
- !............................................................
- ! Purpose
- ! =======
- ! DGEDMD computes the Dynamic Mode Decomposition (DMD) for
- ! a pair of data snapshot matrices. For the input matrices
- ! X and Y such that Y = A*X with an unaccessible matrix
- ! A, DGEDMD computes a certain number of Ritz pairs of A using
- ! the standard Rayleigh-Ritz extraction from a subspace of
- ! range(X) that is determined using the leading left singular
- ! vectors of X. Optionally, DGEDMD returns the residuals
- ! of the computed Ritz pairs, the information needed for
- ! a refinement of the Ritz vectors, or the eigenvectors of
- ! the Exact DMD.
- ! For further details see the references listed
- ! below. For more details of the implementation see [3].
- !
- ! References
- ! ==========
- ! [1] P. Schmid: Dynamic mode decomposition of numerical
- ! and experimental data,
- ! Journal of Fluid Mechanics 656, 5-28, 2010.
- ! [2] Z. Drmac, I. Mezic, R. Mohr: Data driven modal
- ! decompositions: analysis and enhancements,
- ! SIAM J. on Sci. Comp. 40 (4), A2253-A2285, 2018.
- ! [3] Z. Drmac: A LAPACK implementation of the Dynamic
- ! Mode Decomposition I. Technical report. AIMDyn Inc.
- ! and LAPACK Working Note 298.
- ! [4] J. Tu, C. W. Rowley, D. M. Luchtenburg, S. L.
- ! Brunton, N. Kutz: On Dynamic Mode Decomposition:
- ! Theory and Applications, Journal of Computational
- ! Dynamics 1(2), 391 -421, 2014.
- !
- !......................................................................
- ! Developed and supported by:
- ! ===========================
- ! Developed and coded by Zlatko Drmac, Faculty of Science,
- ! University of Zagreb; drmac@math.hr
- ! In cooperation with
- ! AIMdyn Inc., Santa Barbara, CA.
- ! and supported by
- ! - DARPA SBIR project "Koopman Operator-Based Forecasting
- ! for Nonstationary Processes from Near-Term, Limited
- ! Observational Data" Contract No: W31P4Q-21-C-0007
- ! - DARPA PAI project "Physics-Informed Machine Learning
- ! Methodologies" Contract No: HR0011-18-9-0033
- ! - DARPA MoDyL project "A Data-Driven, Operator-Theoretic
- ! Framework for Space-Time Analysis of Process Dynamics"
- ! Contract No: HR0011-16-C-0116
- ! Any opinions, findings and conclusions or recommendations
- ! expressed in this material are those of the author and
- ! do not necessarily reflect the views of the DARPA SBIR
- ! Program Office
- !============================================================
- ! Distribution Statement A:
- ! Approved for Public Release, Distribution Unlimited.
- ! Cleared by DARPA on September 29, 2022
- !============================================================
- !............................................................
- ! Arguments
- ! =========
- ! JOBS (input) CHARACTER*1
- ! Determines whether the initial data snapshots are scaled
- ! by a diagonal matrix.
- ! 'S' :: The data snapshots matrices X and Y are multiplied
- ! with a diagonal matrix D so that X*D has unit
- ! nonzero columns (in the Euclidean 2-norm)
- ! 'C' :: The snapshots are scaled as with the 'S' option.
- ! If it is found that an i-th column of X is zero
- ! vector and the corresponding i-th column of Y is
- ! non-zero, then the i-th column of Y is set to
- ! zero and a warning flag is raised.
- ! 'Y' :: The data snapshots matrices X and Y are multiplied
- ! by a diagonal matrix D so that Y*D has unit
- ! nonzero columns (in the Euclidean 2-norm)
- ! 'N' :: No data scaling.
- !.....
- ! JOBZ (input) CHARACTER*1
- ! Determines whether the eigenvectors (Koopman modes) will
- ! be computed.
- ! 'V' :: The eigenvectors (Koopman modes) will be computed
- ! and returned in the matrix Z.
- ! See the description of Z.
- ! 'F' :: The eigenvectors (Koopman modes) will be returned
- ! in factored form as the product X(:,1:K)*W, where X
- ! contains a POD basis (leading left singular vectors
- ! of the data matrix X) and W contains the eigenvectors
- ! of the corresponding Rayleigh quotient.
- ! See the descriptions of K, X, W, Z.
- ! 'N' :: The eigenvectors are not computed.
- !.....
- ! JOBR (input) CHARACTER*1
- ! Determines whether to compute the residuals.
- ! 'R' :: The residuals for the computed eigenpairs will be
- ! computed and stored in the array RES.
- ! See the description of RES.
- ! For this option to be legal, JOBZ must be 'V'.
- ! 'N' :: The residuals are not computed.
- !.....
- ! JOBF (input) CHARACTER*1
- ! Specifies whether to store information needed for post-
- ! processing (e.g. computing refined Ritz vectors)
- ! 'R' :: The matrix needed for the refinement of the Ritz
- ! vectors is computed and stored in the array B.
- ! See the description of B.
- ! 'E' :: The unscaled eigenvectors of the Exact DMD are
- ! computed and returned in the array B. See the
- ! description of B.
- ! 'N' :: No eigenvector refinement data is computed.
- !.....
- ! WHTSVD (input) INTEGER, WHSTVD in { 1, 2, 3, 4 }
- ! Allows for a selection of the SVD algorithm from the
- ! LAPACK library.
- ! 1 :: DGESVD (the QR SVD algorithm)
- ! 2 :: DGESDD (the Divide and Conquer algorithm; if enough
- ! workspace available, this is the fastest option)
- ! 3 :: DGESVDQ (the preconditioned QR SVD ; this and 4
- ! are the most accurate options)
- ! 4 :: DGEJSV (the preconditioned Jacobi SVD; this and 3
- ! are the most accurate options)
- ! For the four methods above, a significant difference in
- ! the accuracy of small singular values is possible if
- ! the snapshots vary in norm so that X is severely
- ! ill-conditioned. If small (smaller than EPS*||X||)
- ! singular values are of interest and JOBS=='N', then
- ! the options (3, 4) give the most accurate results, where
- ! the option 4 is slightly better and with stronger
- ! theoretical background.
- ! If JOBS=='S', i.e. the columns of X will be normalized,
- ! then all methods give nearly equally accurate results.
- !.....
- ! M (input) INTEGER, M>= 0
- ! The state space dimension (the row dimension of X, Y).
- !.....
- ! N (input) INTEGER, 0 <= N <= M
- ! The number of data snapshot pairs
- ! (the number of columns of X and Y).
- !.....
- ! X (input/output) REAL(KIND=WP) M-by-N array
- ! > On entry, X contains the data snapshot matrix X. It is
- ! assumed that the column norms of X are in the range of
- ! the normalized floating point numbers.
- ! < On exit, the leading K columns of X contain a POD basis,
- ! i.e. the leading K left singular vectors of the input
- ! data matrix X, U(:,1:K). All N columns of X contain all
- ! left singular vectors of the input matrix X.
- ! See the descriptions of K, Z and W.
- !.....
- ! LDX (input) INTEGER, LDX >= M
- ! The leading dimension of the array X.
- !.....
- ! Y (input/workspace/output) REAL(KIND=WP) M-by-N array
- ! > On entry, Y contains the data snapshot matrix Y
- ! < On exit,
- ! If JOBR == 'R', the leading K columns of Y contain
- ! the residual vectors for the computed Ritz pairs.
- ! See the description of RES.
- ! If JOBR == 'N', Y contains the original input data,
- ! scaled according to the value of JOBS.
- !.....
- ! LDY (input) INTEGER , LDY >= M
- ! The leading dimension of the array Y.
- !.....
- ! NRNK (input) INTEGER
- ! Determines the mode how to compute the numerical rank,
- ! i.e. how to truncate small singular values of the input
- ! matrix X. On input, if
- ! NRNK = -1 :: i-th singular value sigma(i) is truncated
- ! if sigma(i) <= TOL*sigma(1).
- ! This option is recommended.
- ! NRNK = -2 :: i-th singular value sigma(i) is truncated
- ! if sigma(i) <= TOL*sigma(i-1)
- ! This option is included for R&D purposes.
- ! It requires highly accurate SVD, which
- ! may not be feasible.
- !
- ! The numerical rank can be enforced by using positive
- ! value of NRNK as follows:
- ! 0 < NRNK <= N :: at most NRNK largest singular values
- ! will be used. If the number of the computed nonzero
- ! singular values is less than NRNK, then only those
- ! nonzero values will be used and the actually used
- ! dimension is less than NRNK. The actual number of
- ! the nonzero singular values is returned in the variable
- ! K. See the descriptions of TOL and K.
- !.....
- ! TOL (input) REAL(KIND=WP), 0 <= TOL < 1
- ! The tolerance for truncating small singular values.
- ! See the description of NRNK.
- !.....
- ! K (output) INTEGER, 0 <= K <= N
- ! The dimension of the POD basis for the data snapshot
- ! matrix X and the number of the computed Ritz pairs.
- ! The value of K is determined according to the rule set
- ! by the parameters NRNK and TOL.
- ! See the descriptions of NRNK and TOL.
- !.....
- ! REIG (output) REAL(KIND=WP) N-by-1 array
- ! The leading K (K<=N) entries of REIG contain
- ! the real parts of the computed eigenvalues
- ! REIG(1:K) + sqrt(-1)*IMEIG(1:K).
- ! See the descriptions of K, IMEIG, and Z.
- !.....
- ! IMEIG (output) REAL(KIND=WP) N-by-1 array
- ! The leading K (K<=N) entries of IMEIG contain
- ! the imaginary parts of the computed eigenvalues
- ! REIG(1:K) + sqrt(-1)*IMEIG(1:K).
- ! The eigenvalues are determined as follows:
- ! If IMEIG(i) == 0, then the corresponding eigenvalue is
- ! real, LAMBDA(i) = REIG(i).
- ! If IMEIG(i)>0, then the corresponding complex
- ! conjugate pair of eigenvalues reads
- ! LAMBDA(i) = REIG(i) + sqrt(-1)*IMAG(i)
- ! LAMBDA(i+1) = REIG(i) - sqrt(-1)*IMAG(i)
- ! That is, complex conjugate pairs have consecutive
- ! indices (i,i+1), with the positive imaginary part
- ! listed first.
- ! See the descriptions of K, REIG, and Z.
- !.....
- ! Z (workspace/output) REAL(KIND=WP) M-by-N array
- ! If JOBZ =='V' then
- ! Z contains real Ritz vectors as follows:
- ! If IMEIG(i)=0, then Z(:,i) is an eigenvector of
- ! the i-th Ritz value; ||Z(:,i)||_2=1.
- ! If IMEIG(i) > 0 (and IMEIG(i+1) < 0) then
- ! [Z(:,i) Z(:,i+1)] span an invariant subspace and
- ! the Ritz values extracted from this subspace are
- ! REIG(i) + sqrt(-1)*IMEIG(i) and
- ! REIG(i) - sqrt(-1)*IMEIG(i).
- ! The corresponding eigenvectors are
- ! Z(:,i) + sqrt(-1)*Z(:,i+1) and
- ! Z(:,i) - sqrt(-1)*Z(:,i+1), respectively.
- ! || Z(:,i:i+1)||_F = 1.
- ! If JOBZ == 'F', then the above descriptions hold for
- ! the columns of X(:,1:K)*W(1:K,1:K), where the columns
- ! of W(1:k,1:K) are the computed eigenvectors of the
- ! K-by-K Rayleigh quotient. The columns of W(1:K,1:K)
- ! are similarly structured: If IMEIG(i) == 0 then
- ! X(:,1:K)*W(:,i) is an eigenvector, and if IMEIG(i)>0
- ! then X(:,1:K)*W(:,i)+sqrt(-1)*X(:,1:K)*W(:,i+1) and
- ! X(:,1:K)*W(:,i)-sqrt(-1)*X(:,1:K)*W(:,i+1)
- ! are the eigenvectors of LAMBDA(i), LAMBDA(i+1).
- ! See the descriptions of REIG, IMEIG, X and W.
- !.....
- ! LDZ (input) INTEGER , LDZ >= M
- ! The leading dimension of the array Z.
- !.....
- ! RES (output) REAL(KIND=WP) N-by-1 array
- ! RES(1:K) contains the residuals for the K computed
- ! Ritz pairs.
- ! If LAMBDA(i) is real, then
- ! RES(i) = || A * Z(:,i) - LAMBDA(i)*Z(:,i))||_2.
- ! If [LAMBDA(i), LAMBDA(i+1)] is a complex conjugate pair
- ! then
- ! RES(i)=RES(i+1) = || A * Z(:,i:i+1) - Z(:,i:i+1) *B||_F
- ! where B = [ real(LAMBDA(i)) imag(LAMBDA(i)) ]
- ! [-imag(LAMBDA(i)) real(LAMBDA(i)) ].
- ! It holds that
- ! RES(i) = || A*ZC(:,i) - LAMBDA(i) *ZC(:,i) ||_2
- ! RES(i+1) = || A*ZC(:,i+1) - LAMBDA(i+1)*ZC(:,i+1) ||_2
- ! where ZC(:,i) = Z(:,i) + sqrt(-1)*Z(:,i+1)
- ! ZC(:,i+1) = Z(:,i) - sqrt(-1)*Z(:,i+1)
- ! See the description of REIG, IMEIG and Z.
- !.....
- ! B (output) REAL(KIND=WP) M-by-N array.
- ! IF JOBF =='R', B(1:M,1:K) contains A*U(:,1:K), and can
- ! be used for computing the refined vectors; see further
- ! details in the provided references.
- ! If JOBF == 'E', B(1:M,1;K) contains
- ! A*U(:,1:K)*W(1:K,1:K), which are the vectors from the
- ! Exact DMD, up to scaling by the inverse eigenvalues.
- ! If JOBF =='N', then B is not referenced.
- ! See the descriptions of X, W, K.
- !.....
- ! LDB (input) INTEGER, LDB >= M
- ! The leading dimension of the array B.
- !.....
- ! W (workspace/output) REAL(KIND=WP) N-by-N array
- ! On exit, W(1:K,1:K) contains the K computed
- ! eigenvectors of the matrix Rayleigh quotient (real and
- ! imaginary parts for each complex conjugate pair of the
- ! eigenvalues). The Ritz vectors (returned in Z) are the
- ! product of X (containing a POD basis for the input
- ! matrix X) and W. See the descriptions of K, S, X and Z.
- ! W is also used as a workspace to temporarily store the
- ! right singular vectors of X.
- !.....
- ! LDW (input) INTEGER, LDW >= N
- ! The leading dimension of the array W.
- !.....
- ! S (workspace/output) REAL(KIND=WP) N-by-N array
- ! The array S(1:K,1:K) is used for the matrix Rayleigh
- ! quotient. This content is overwritten during
- ! the eigenvalue decomposition by DGEEV.
- ! See the description of K.
- !.....
- ! LDS (input) INTEGER, LDS >= N
- ! The leading dimension of the array S.
- !.....
- ! WORK (workspace/output) REAL(KIND=WP) LWORK-by-1 array
- ! On exit, WORK(1:N) contains the singular values of
- ! X (for JOBS=='N') or column scaled X (JOBS=='S', 'C').
- ! If WHTSVD==4, then WORK(N+1) and WORK(N+2) contain
- ! scaling factor WORK(N+2)/WORK(N+1) used to scale X
- ! and Y to avoid overflow in the SVD of X.
- ! This may be of interest if the scaling option is off
- ! and as many as possible smallest eigenvalues are
- ! desired to the highest feasible accuracy.
- ! If the call to DGEDMD is only workspace query, then
- ! WORK(1) contains the minimal workspace length and
- ! WORK(2) is the optimal workspace length. Hence, the
- ! leng of work is at least 2.
- ! See the description of LWORK.
- !.....
- ! LWORK (input) INTEGER
- ! The minimal length of the workspace vector WORK.
- ! LWORK is calculated as follows:
- ! If WHTSVD == 1 ::
- ! If JOBZ == 'V', then
- ! LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,4*N)).
- ! If JOBZ == 'N' then
- ! LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,3*N)).
- ! Here LWORK_SVD = MAX(1,3*N+M,5*N) is the minimal
- ! workspace length of DGESVD.
- ! If WHTSVD == 2 ::
- ! If JOBZ == 'V', then
- ! LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,4*N))
- ! If JOBZ == 'N', then
- ! LWORK >= MAX(2, N + LWORK_SVD, N+MAX(1,3*N))
- ! Here LWORK_SVD = MAX(M, 5*N*N+4*N)+3*N*N is the
- ! minimal workspace length of DGESDD.
- ! If WHTSVD == 3 ::
- ! If JOBZ == 'V', then
- ! LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,4*N))
- ! If JOBZ == 'N', then
- ! LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,3*N))
- ! Here LWORK_SVD = N+M+MAX(3*N+1,
- ! MAX(1,3*N+M,5*N),MAX(1,N))
- ! is the minimal workspace length of DGESVDQ.
- ! If WHTSVD == 4 ::
- ! If JOBZ == 'V', then
- ! LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,4*N))
- ! If JOBZ == 'N', then
- ! LWORK >= MAX(2, N+LWORK_SVD,N+MAX(1,3*N))
- ! Here LWORK_SVD = MAX(7,2*M+N,6*N+2*N*N) is the
- ! minimal workspace length of DGEJSV.
- ! The above expressions are not simplified in order to
- ! make the usage of WORK more transparent, and for
- ! easier checking. In any case, LWORK >= 2.
- ! If on entry LWORK = -1, then a workspace query is
- ! assumed and the procedure only computes the minimal
- ! and the optimal workspace lengths for both WORK and
- ! IWORK. See the descriptions of WORK and IWORK.
- !.....
- ! IWORK (workspace/output) INTEGER LIWORK-by-1 array
- ! Workspace that is required only if WHTSVD equals
- ! 2 , 3 or 4. (See the description of WHTSVD).
- ! If on entry LWORK =-1 or LIWORK=-1, then the
- ! minimal length of IWORK is computed and returned in
- ! IWORK(1). See the description of LIWORK.
- !.....
- ! LIWORK (input) INTEGER
- ! The minimal length of the workspace vector IWORK.
- ! If WHTSVD == 1, then only IWORK(1) is used; LIWORK >=1
- ! If WHTSVD == 2, then LIWORK >= MAX(1,8*MIN(M,N))
- ! If WHTSVD == 3, then LIWORK >= MAX(1,M+N-1)
- ! If WHTSVD == 4, then LIWORK >= MAX(3,M+3*N)
- ! If on entry LIWORK = -1, then a workspace query is
- ! assumed and the procedure only computes the minimal
- ! and the optimal workspace lengths for both WORK and
- ! IWORK. See the descriptions of WORK and IWORK.
- !.....
- ! INFO (output) INTEGER
- ! -i < 0 :: On entry, the i-th argument had an
- ! illegal value
- ! = 0 :: Successful return.
- ! = 1 :: Void input. Quick exit (M=0 or N=0).
- ! = 2 :: The SVD computation of X did not converge.
- ! Suggestion: Check the input data and/or
- ! repeat with different WHTSVD.
- ! = 3 :: The computation of the eigenvalues did not
- ! converge.
- ! = 4 :: If data scaling was requested on input and
- ! the procedure found inconsistency in the data
- ! such that for some column index i,
- ! X(:,i) = 0 but Y(:,i) /= 0, then Y(:,i) is set
- ! to zero if JOBS=='C'. The computation proceeds
- ! with original or modified data and warning
- ! flag is set with INFO=4.
- !.............................................................
- !.............................................................
- ! Parameters
- ! ~~~~~~~~~~
- REAL(KIND=WP), PARAMETER :: ONE = 1.0_WP
- REAL(KIND=WP), PARAMETER :: ZERO = 0.0_WP
-
- ! Local scalars
- ! ~~~~~~~~~~~~~
- REAL(KIND=WP) :: OFL, ROOTSC, SCALE, SMALL, &
- SSUM, XSCL1, XSCL2
- INTEGER :: i, j, IMINWR, INFO1, INFO2, &
- LWRKEV, LWRSDD, LWRSVD, &
- LWRSVQ, MLWORK, MWRKEV, MWRSDD, &
- MWRSVD, MWRSVJ, MWRSVQ, NUMRNK, &
- OLWORK
- LOGICAL :: BADXY, LQUERY, SCCOLX, SCCOLY, &
- WNTEX, WNTREF, WNTRES, WNTVEC
- CHARACTER :: JOBZL, T_OR_N
- CHARACTER :: JSVOPT
-
- ! Local arrays
- ! ~~~~~~~~~~~~
- REAL(KIND=WP) :: AB(2,2), RDUMMY(2), RDUMMY2(2)
- ! External functions (BLAS and LAPACK)
- ! ~~~~~~~~~~~~~~~~~
- REAL(KIND=WP) DLANGE, DLAMCH, DNRM2
- EXTERNAL DLANGE, DLAMCH, DNRM2, IDAMAX
- INTEGER IDAMAX
- LOGICAL DISNAN, LSAME
- EXTERNAL DISNAN, LSAME
-
- ! External subroutines (BLAS and LAPACK)
- ! ~~~~~~~~~~~~~~~~~~~~
- EXTERNAL DAXPY, DGEMM, DSCAL
- EXTERNAL DGEEV, DGEJSV, DGESDD, DGESVD, DGESVDQ, &
- DLACPY, DLASCL, DLASSQ, XERBLA
-
- ! Intrinsic functions
- ! ~~~~~~~~~~~~~~~~~~~
- INTRINSIC DBLE, INT, MAX, SQRT
- !............................................................
- !
- ! Test the input arguments
- !
- WNTRES = LSAME(JOBR,'R')
- SCCOLX = LSAME(JOBS,'S') .OR. LSAME(JOBS,'C')
- SCCOLY = LSAME(JOBS,'Y')
- WNTVEC = LSAME(JOBZ,'V')
- WNTREF = LSAME(JOBF,'R')
- WNTEX = LSAME(JOBF,'E')
- INFO = 0
- LQUERY = ( ( LWORK == -1 ) .OR. ( LIWORK == -1 ) )
- !
- IF ( .NOT. (SCCOLX .OR. SCCOLY .OR. &
- LSAME(JOBS,'N')) ) THEN
- INFO = -1
- ELSE IF ( .NOT. (WNTVEC .OR. LSAME(JOBZ,'N') &
- .OR. LSAME(JOBZ,'F')) ) THEN
- INFO = -2
- ELSE IF ( .NOT. (WNTRES .OR. LSAME(JOBR,'N')) .OR. &
- ( WNTRES .AND. (.NOT.WNTVEC) ) ) THEN
- INFO = -3
- ELSE IF ( .NOT. (WNTREF .OR. WNTEX .OR. &
- LSAME(JOBF,'N') ) ) THEN
- INFO = -4
- ELSE IF ( .NOT.((WHTSVD == 1) .OR. (WHTSVD == 2) .OR. &
- (WHTSVD == 3) .OR. (WHTSVD == 4) )) THEN
- INFO = -5
- ELSE IF ( M < 0 ) THEN
- INFO = -6
- ELSE IF ( ( N < 0 ) .OR. ( N > M ) ) THEN
- INFO = -7
- ELSE IF ( LDX < M ) THEN
- INFO = -9
- ELSE IF ( LDY < M ) THEN
- INFO = -11
- ELSE IF ( .NOT. (( NRNK == -2).OR.(NRNK == -1).OR. &
- ((NRNK >= 1).AND.(NRNK <=N ))) ) THEN
- INFO = -12
- ELSE IF ( ( TOL < ZERO ) .OR. ( TOL >= ONE ) ) THEN
- INFO = -13
- ELSE IF ( LDZ < M ) THEN
- INFO = -18
- ELSE IF ( (WNTREF .OR. WNTEX ) .AND. ( LDB < M ) ) THEN
- INFO = -21
- ELSE IF ( LDW < N ) THEN
- INFO = -23
- ELSE IF ( LDS < N ) THEN
- INFO = -25
- END IF
- !
- IF ( INFO == 0 ) THEN
- ! Compute the minimal and the optimal workspace
- ! requirements. Simulate running the code and
- ! determine minimal and optimal sizes of the
- ! workspace at any moment of the run.
- IF ( N == 0 ) THEN
- ! Quick return. All output except K is void.
- ! INFO=1 signals the void input.
- ! In case of a workspace query, the default
- ! minimal workspace lengths are returned.
- IF ( LQUERY ) THEN
- IWORK(1) = 1
- WORK(1) = 2
- WORK(2) = 2
- ELSE
- K = 0
- END IF
- INFO = 1
- RETURN
- END IF
- MLWORK = MAX(2,N)
- OLWORK = MAX(2,N)
- IMINWR = 1
- SELECT CASE ( WHTSVD )
- CASE (1)
- ! The following is specified as the minimal
- ! length of WORK in the definition of DGESVD:
- ! MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N))
- MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N))
- MLWORK = MAX(MLWORK,N + MWRSVD)
- IF ( LQUERY ) THEN
- CALL DGESVD( 'O', 'S', M, N, X, LDX, WORK, &
- B, LDB, W, LDW, RDUMMY, -1, INFO1 )
- LWRSVD = MAX( MWRSVD, INT( RDUMMY(1) ) )
- OLWORK = MAX(OLWORK,N + LWRSVD)
- END IF
- CASE (2)
- ! The following is specified as the minimal
- ! length of WORK in the definition of DGESDD:
- ! MWRSDD = 3*MIN(M,N)*MIN(M,N) +
- ! MAX( MAX(M,N),5*MIN(M,N)*MIN(M,N)+4*MIN(M,N) )
- ! IMINWR = 8*MIN(M,N)
- MWRSDD = 3*MIN(M,N)*MIN(M,N) + &
- MAX( MAX(M,N),5*MIN(M,N)*MIN(M,N)+4*MIN(M,N) )
- MLWORK = MAX(MLWORK,N + MWRSDD)
- IMINWR = 8*MIN(M,N)
- IF ( LQUERY ) THEN
- CALL DGESDD( 'O', M, N, X, LDX, WORK, B, &
- LDB, W, LDW, RDUMMY, -1, IWORK, INFO1 )
- LWRSDD = MAX( MWRSDD, INT( RDUMMY(1) ) )
- OLWORK = MAX(OLWORK,N + LWRSDD)
- END IF
- CASE (3)
- !LWQP3 = 3*N+1
- !LWORQ = MAX(N, 1)
- !MWRSVD = MAX(1,3*MIN(M,N)+MAX(M,N),5*MIN(M,N))
- !MWRSVQ = N + MAX( LWQP3, MWRSVD, LWORQ ) + MAX(M,2)
- !MLWORK = N + MWRSVQ
- !IMINWR = M+N-1
- CALL DGESVDQ( 'H', 'P', 'N', 'R', 'R', M, N, &
- X, LDX, WORK, Z, LDZ, W, LDW, &
- NUMRNK, IWORK, LIWORK, RDUMMY, &
- -1, RDUMMY2, -1, INFO1 )
- IMINWR = IWORK(1)
- MWRSVQ = INT(RDUMMY(2))
- MLWORK = MAX(MLWORK,N+MWRSVQ+INT(RDUMMY2(1)))
- IF ( LQUERY ) THEN
- LWRSVQ = MAX( MWRSVQ, INT(RDUMMY(1)) )
- OLWORK = MAX(OLWORK,N+LWRSVQ+INT(RDUMMY2(1)))
- END IF
- CASE (4)
- JSVOPT = 'J'
- !MWRSVJ = MAX( 7, 2*M+N, 6*N+2*N*N ) ! for JSVOPT='V'
- MWRSVJ = MAX( 7, 2*M+N, 4*N+N*N, 2*N+N*N+6 )
- MLWORK = MAX(MLWORK,N+MWRSVJ)
- IMINWR = MAX( 3, M+3*N )
- IF ( LQUERY ) THEN
- OLWORK = MAX(OLWORK,N+MWRSVJ)
- END IF
- END SELECT
- IF ( WNTVEC .OR. WNTEX .OR. LSAME(JOBZ,'F') ) THEN
- JOBZL = 'V'
- ELSE
- JOBZL = 'N'
- END IF
- ! Workspace calculation to the DGEEV call
- IF ( LSAME(JOBZL,'V') ) THEN
- MWRKEV = MAX( 1, 4*N )
- ELSE
- MWRKEV = MAX( 1, 3*N )
- END IF
- MLWORK = MAX(MLWORK,N+MWRKEV)
- IF ( LQUERY ) THEN
- CALL DGEEV( 'N', JOBZL, N, S, LDS, REIG, &
- IMEIG, W, LDW, W, LDW, RDUMMY, -1, INFO1 )
- LWRKEV = MAX( MWRKEV, INT(RDUMMY(1)) )
- OLWORK = MAX( OLWORK, N+LWRKEV )
- END IF
- !
- IF ( LIWORK < IMINWR .AND. (.NOT.LQUERY) ) INFO = -29
- IF ( LWORK < MLWORK .AND. (.NOT.LQUERY) ) INFO = -27
- END IF
- !
- IF( INFO /= 0 ) THEN
- CALL XERBLA( 'DGEDMD', -INFO )
- RETURN
- ELSE IF ( LQUERY ) THEN
- ! Return minimal and optimal workspace sizes
- IWORK(1) = IMINWR
- WORK(1) = MLWORK
- WORK(2) = OLWORK
- RETURN
- END IF
- !............................................................
- !
- OFL = DLAMCH('O')
- SMALL = DLAMCH('S')
- BADXY = .FALSE.
- !
- ! <1> Optional scaling of the snapshots (columns of X, Y)
- ! ==========================================================
- IF ( SCCOLX ) THEN
- ! The columns of X will be normalized.
- ! To prevent overflows, the column norms of X are
- ! carefully computed using DLASSQ.
- K = 0
- DO i = 1, N
- !WORK(i) = DNRM2( M, X(1,i), 1 )
- SCALE = ZERO
- CALL DLASSQ( M, X(1,i), 1, SCALE, SSUM )
- IF ( DISNAN(SCALE) .OR. DISNAN(SSUM) ) THEN
- K = 0
- INFO = -8
- CALL XERBLA('DGEDMD',-INFO)
- END IF
- IF ( (SCALE /= ZERO) .AND. (SSUM /= ZERO) ) THEN
- ROOTSC = SQRT(SSUM)
- IF ( SCALE .GE. (OFL / ROOTSC) ) THEN
- ! Norm of X(:,i) overflows. First, X(:,i)
- ! is scaled by
- ! ( ONE / ROOTSC ) / SCALE = 1/||X(:,i)||_2.
- ! Next, the norm of X(:,i) is stored without
- ! overflow as WORK(i) = - SCALE * (ROOTSC/M),
- ! the minus sign indicating the 1/M factor.
- ! Scaling is performed without overflow, and
- ! underflow may occur in the smallest entries
- ! of X(:,i). The relative backward and forward
- ! errors are small in the ell_2 norm.
- CALL DLASCL( 'G', 0, 0, SCALE, ONE/ROOTSC, &
- M, 1, X(1,i), M, INFO2 )
- WORK(i) = - SCALE * ( ROOTSC / DBLE(M) )
- ELSE
- ! X(:,i) will be scaled to unit 2-norm
- WORK(i) = SCALE * ROOTSC
- CALL DLASCL( 'G',0, 0, WORK(i), ONE, M, 1, &
- X(1,i), M, INFO2 ) ! LAPACK CALL
- ! X(1:M,i) = (ONE/WORK(i)) * X(1:M,i) ! INTRINSIC
- END IF
- ELSE
- WORK(i) = ZERO
- K = K + 1
- END IF
- END DO
- IF ( K == N ) THEN
- ! All columns of X are zero. Return error code -8.
- ! (the 8th input variable had an illegal value)
- K = 0
- INFO = -8
- CALL XERBLA('DGEDMD',-INFO)
- RETURN
- END IF
- DO i = 1, N
- ! Now, apply the same scaling to the columns of Y.
- IF ( WORK(i) > ZERO ) THEN
- CALL DSCAL( M, ONE/WORK(i), Y(1,i), 1 ) ! BLAS CALL
- ! Y(1:M,i) = (ONE/WORK(i)) * Y(1:M,i) ! INTRINSIC
- ELSE IF ( WORK(i) < ZERO ) THEN
- CALL DLASCL( 'G', 0, 0, -WORK(i), &
- ONE/DBLE(M), M, 1, Y(1,i), M, INFO2 ) ! LAPACK CALL
- ELSE IF ( Y(IDAMAX(M, Y(1,i),1),i ) &
- /= ZERO ) THEN
- ! X(:,i) is zero vector. For consistency,
- ! Y(:,i) should also be zero. If Y(:,i) is not
- ! zero, then the data might be inconsistent or
- ! corrupted. If JOBS == 'C', Y(:,i) is set to
- ! zero and a warning flag is raised.
- ! The computation continues but the
- ! situation will be reported in the output.
- BADXY = .TRUE.
- IF ( LSAME(JOBS,'C')) &
- CALL DSCAL( M, ZERO, Y(1,i), 1 ) ! BLAS CALL
- END IF
- END DO
- END IF
- !
- IF ( SCCOLY ) THEN
- ! The columns of Y will be normalized.
- ! To prevent overflows, the column norms of Y are
- ! carefully computed using DLASSQ.
- DO i = 1, N
- !WORK(i) = DNRM2( M, Y(1,i), 1 )
- SCALE = ZERO
- CALL DLASSQ( M, Y(1,i), 1, SCALE, SSUM )
- IF ( DISNAN(SCALE) .OR. DISNAN(SSUM) ) THEN
- K = 0
- INFO = -10
- CALL XERBLA('DGEDMD',-INFO)
- END IF
- IF ( SCALE /= ZERO .AND. (SSUM /= ZERO) ) THEN
- ROOTSC = SQRT(SSUM)
- IF ( SCALE .GE. (OFL / ROOTSC) ) THEN
- ! Norm of Y(:,i) overflows. First, Y(:,i)
- ! is scaled by
- ! ( ONE / ROOTSC ) / SCALE = 1/||Y(:,i)||_2.
- ! Next, the norm of Y(:,i) is stored without
- ! overflow as WORK(i) = - SCALE * (ROOTSC/M),
- ! the minus sign indicating the 1/M factor.
- ! Scaling is performed without overflow, and
- ! underflow may occur in the smallest entries
- ! of Y(:,i). The relative backward and forward
- ! errors are small in the ell_2 norm.
- CALL DLASCL( 'G', 0, 0, SCALE, ONE/ROOTSC, &
- M, 1, Y(1,i), M, INFO2 )
- WORK(i) = - SCALE * ( ROOTSC / DBLE(M) )
- ELSE
- ! X(:,i) will be scaled to unit 2-norm
- WORK(i) = SCALE * ROOTSC
- CALL DLASCL( 'G',0, 0, WORK(i), ONE, M, 1, &
- Y(1,i), M, INFO2 ) ! LAPACK CALL
- ! Y(1:M,i) = (ONE/WORK(i)) * Y(1:M,i) ! INTRINSIC
- END IF
- ELSE
- WORK(i) = ZERO
- END IF
- END DO
- DO i = 1, N
- ! Now, apply the same scaling to the columns of X.
- IF ( WORK(i) > ZERO ) THEN
- CALL DSCAL( M, ONE/WORK(i), X(1,i), 1 ) ! BLAS CALL
- ! X(1:M,i) = (ONE/WORK(i)) * X(1:M,i) ! INTRINSIC
- ELSE IF ( WORK(i) < ZERO ) THEN
- CALL DLASCL( 'G', 0, 0, -WORK(i), &
- ONE/DBLE(M), M, 1, X(1,i), M, INFO2 ) ! LAPACK CALL
- ELSE IF ( X(IDAMAX(M, X(1,i),1),i ) &
- /= ZERO ) THEN
- ! Y(:,i) is zero vector. If X(:,i) is not
- ! zero, then a warning flag is raised.
- ! The computation continues but the
- ! situation will be reported in the output.
- BADXY = .TRUE.
- END IF
- END DO
- END IF
- !
- ! <2> SVD of the data snapshot matrix X.
- ! =====================================
- ! The left singular vectors are stored in the array X.
- ! The right singular vectors are in the array W.
- ! The array W will later on contain the eigenvectors
- ! of a Rayleigh quotient.
- NUMRNK = N
- SELECT CASE ( WHTSVD )
- CASE (1)
- CALL DGESVD( 'O', 'S', M, N, X, LDX, WORK, B, &
- LDB, W, LDW, WORK(N+1), LWORK-N, INFO1 ) ! LAPACK CALL
- T_OR_N = 'T'
- CASE (2)
- CALL DGESDD( 'O', M, N, X, LDX, WORK, B, LDB, W, &
- LDW, WORK(N+1), LWORK-N, IWORK, INFO1 ) ! LAPACK CALL
- T_OR_N = 'T'
- CASE (3)
- CALL DGESVDQ( 'H', 'P', 'N', 'R', 'R', M, N, &
- X, LDX, WORK, Z, LDZ, W, LDW, &
- NUMRNK, IWORK, LIWORK, WORK(N+MAX(2,M)+1),&
- LWORK-N-MAX(2,M), WORK(N+1), MAX(2,M), INFO1) ! LAPACK CALL
- CALL DLACPY( 'A', M, NUMRNK, Z, LDZ, X, LDX ) ! LAPACK CALL
- T_OR_N = 'T'
- CASE (4)
- CALL DGEJSV( 'F', 'U', JSVOPT, 'N', 'N', 'P', M, &
- N, X, LDX, WORK, Z, LDZ, W, LDW, &
- WORK(N+1), LWORK-N, IWORK, INFO1 ) ! LAPACK CALL
- CALL DLACPY( 'A', M, N, Z, LDZ, X, LDX ) ! LAPACK CALL
- T_OR_N = 'N'
- XSCL1 = WORK(N+1)
- XSCL2 = WORK(N+2)
- IF ( XSCL1 /= XSCL2 ) THEN
- ! This is an exceptional situation. If the
- ! data matrices are not scaled and the
- ! largest singular value of X overflows.
- ! In that case DGEJSV can return the SVD
- ! in scaled form. The scaling factor can be used
- ! to rescale the data (X and Y).
- CALL DLASCL( 'G', 0, 0, XSCL1, XSCL2, M, N, Y, LDY, INFO2 )
- END IF
- END SELECT
- !
- IF ( INFO1 > 0 ) THEN
- ! The SVD selected subroutine did not converge.
- ! Return with an error code.
- INFO = 2
- RETURN
- END IF
- !
- IF ( WORK(1) == ZERO ) THEN
- ! The largest computed singular value of (scaled)
- ! X is zero. Return error code -8
- ! (the 8th input variable had an illegal value).
- K = 0
- INFO = -8
- CALL XERBLA('DGEDMD',-INFO)
- RETURN
- END IF
- !
- !<3> Determine the numerical rank of the data
- ! snapshots matrix X. This depends on the
- ! parameters NRNK and TOL.
-
- SELECT CASE ( NRNK )
- CASE ( -1 )
- K = 1
- DO i = 2, NUMRNK
- IF ( ( WORK(i) <= WORK(1)*TOL ) .OR. &
- ( WORK(i) <= SMALL ) ) EXIT
- K = K + 1
- END DO
- CASE ( -2 )
- K = 1
- DO i = 1, NUMRNK-1
- IF ( ( WORK(i+1) <= WORK(i)*TOL ) .OR. &
- ( WORK(i) <= SMALL ) ) EXIT
- K = K + 1
- END DO
- CASE DEFAULT
- K = 1
- DO i = 2, NRNK
- IF ( WORK(i) <= SMALL ) EXIT
- K = K + 1
- END DO
- END SELECT
- ! Now, U = X(1:M,1:K) is the SVD/POD basis for the
- ! snapshot data in the input matrix X.
-
- !<4> Compute the Rayleigh quotient S = U^T * A * U.
- ! Depending on the requested outputs, the computation
- ! is organized to compute additional auxiliary
- ! matrices (for the residuals and refinements).
- !
- ! In all formulas below, we need V_k*Sigma_k^(-1)
- ! where either V_k is in W(1:N,1:K), or V_k^T is in
- ! W(1:K,1:N). Here Sigma_k=diag(WORK(1:K)).
- IF ( LSAME(T_OR_N, 'N') ) THEN
- DO i = 1, K
- CALL DSCAL( N, ONE/WORK(i), W(1,i), 1 ) ! BLAS CALL
- ! W(1:N,i) = (ONE/WORK(i)) * W(1:N,i) ! INTRINSIC
- END DO
- ELSE
- ! This non-unit stride access is due to the fact
- ! that DGESVD, DGESVDQ and DGESDD return the
- ! transposed matrix of the right singular vectors.
- !DO i = 1, K
- ! CALL DSCAL( N, ONE/WORK(i), W(i,1), LDW ) ! BLAS CALL
- ! ! W(i,1:N) = (ONE/WORK(i)) * W(i,1:N) ! INTRINSIC
- !END DO
- DO i = 1, K
- WORK(N+i) = ONE/WORK(i)
- END DO
- DO j = 1, N
- DO i = 1, K
- W(i,j) = (WORK(N+i))*W(i,j)
- END DO
- END DO
- END IF
- !
- IF ( WNTREF ) THEN
- !
- ! Need A*U(:,1:K)=Y*V_k*inv(diag(WORK(1:K)))
- ! for computing the refined Ritz vectors
- ! (optionally, outside DGEDMD).
- CALL DGEMM( 'N', T_OR_N, M, K, N, ONE, Y, LDY, W, &
- LDW, ZERO, Z, LDZ ) ! BLAS CALL
- ! Z(1:M,1:K)=MATMUL(Y(1:M,1:N),TRANSPOSE(W(1:K,1:N))) ! INTRINSIC, for T_OR_N=='T'
- ! Z(1:M,1:K)=MATMUL(Y(1:M,1:N),W(1:N,1:K)) ! INTRINSIC, for T_OR_N=='N'
- !
- ! At this point Z contains
- ! A * U(:,1:K) = Y * V_k * Sigma_k^(-1), and
- ! this is needed for computing the residuals.
- ! This matrix is returned in the array B and
- ! it can be used to compute refined Ritz vectors.
- CALL DLACPY( 'A', M, K, Z, LDZ, B, LDB ) ! BLAS CALL
- ! B(1:M,1:K) = Z(1:M,1:K) ! INTRINSIC
-
- CALL DGEMM( 'T', 'N', K, K, M, ONE, X, LDX, Z, &
- LDZ, ZERO, S, LDS ) ! BLAS CALL
- ! S(1:K,1:K) = MATMUL(TANSPOSE(X(1:M,1:K)),Z(1:M,1:K)) ! INTRINSIC
- ! At this point S = U^T * A * U is the Rayleigh quotient.
- ELSE
- ! A * U(:,1:K) is not explicitly needed and the
- ! computation is organized differently. The Rayleigh
- ! quotient is computed more efficiently.
- CALL DGEMM( 'T', 'N', K, N, M, ONE, X, LDX, Y, LDY, &
- ZERO, Z, LDZ ) ! BLAS CALL
- ! Z(1:K,1:N) = MATMUL( TRANSPOSE(X(1:M,1:K)), Y(1:M,1:N) ) ! INTRINSIC
- ! In the two DGEMM calls here, can use K for LDZ.
- CALL DGEMM( 'N', T_OR_N, K, K, N, ONE, Z, LDZ, W, &
- LDW, ZERO, S, LDS ) ! BLAS CALL
- ! S(1:K,1:K) = MATMUL(Z(1:K,1:N),TRANSPOSE(W(1:K,1:N))) ! INTRINSIC, for T_OR_N=='T'
- ! S(1:K,1:K) = MATMUL(Z(1:K,1:N),(W(1:N,1:K))) ! INTRINSIC, for T_OR_N=='N'
- ! At this point S = U^T * A * U is the Rayleigh quotient.
- ! If the residuals are requested, save scaled V_k into Z.
- ! Recall that V_k or V_k^T is stored in W.
- IF ( WNTRES .OR. WNTEX ) THEN
- IF ( LSAME(T_OR_N, 'N') ) THEN
- CALL DLACPY( 'A', N, K, W, LDW, Z, LDZ )
- ELSE
- CALL DLACPY( 'A', K, N, W, LDW, Z, LDZ )
- END IF
- END IF
- END IF
- !
- !<5> Compute the Ritz values and (if requested) the
- ! right eigenvectors of the Rayleigh quotient.
- !
- CALL DGEEV( 'N', JOBZL, K, S, LDS, REIG, IMEIG, W, &
- LDW, W, LDW, WORK(N+1), LWORK-N, INFO1 ) ! LAPACK CALL
- !
- ! W(1:K,1:K) contains the eigenvectors of the Rayleigh
- ! quotient. Even in the case of complex spectrum, all
- ! computation is done in real arithmetic. REIG and
- ! IMEIG are the real and the imaginary parts of the
- ! eigenvalues, so that the spectrum is given as
- ! REIG(:) + sqrt(-1)*IMEIG(:). Complex conjugate pairs
- ! are listed at consecutive positions. For such a
- ! complex conjugate pair of the eigenvalues, the
- ! corresponding eigenvectors are also a complex
- ! conjugate pair with the real and imaginary parts
- ! stored column-wise in W at the corresponding
- ! consecutive column indices. See the description of Z.
- ! Also, see the description of DGEEV.
- IF ( INFO1 > 0 ) THEN
- ! DGEEV failed to compute the eigenvalues and
- ! eigenvectors of the Rayleigh quotient.
- INFO = 3
- RETURN
- END IF
- !
- ! <6> Compute the eigenvectors (if requested) and,
- ! the residuals (if requested).
- !
- IF ( WNTVEC .OR. WNTEX ) THEN
- IF ( WNTRES ) THEN
- IF ( WNTREF ) THEN
- ! Here, if the refinement is requested, we have
- ! A*U(:,1:K) already computed and stored in Z.
- ! For the residuals, need Y = A * U(:,1;K) * W.
- CALL DGEMM( 'N', 'N', M, K, K, ONE, Z, LDZ, W, &
- LDW, ZERO, Y, LDY ) ! BLAS CALL
- ! Y(1:M,1:K) = Z(1:M,1:K) * W(1:K,1:K) ! INTRINSIC
- ! This frees Z; Y contains A * U(:,1:K) * W.
- ELSE
- ! Compute S = V_k * Sigma_k^(-1) * W, where
- ! V_k * Sigma_k^(-1) is stored in Z
- CALL DGEMM( T_OR_N, 'N', N, K, K, ONE, Z, LDZ, &
- W, LDW, ZERO, S, LDS)
- ! Then, compute Z = Y * S =
- ! = Y * V_k * Sigma_k^(-1) * W(1:K,1:K) =
- ! = A * U(:,1:K) * W(1:K,1:K)
- CALL DGEMM( 'N', 'N', M, K, N, ONE, Y, LDY, S, &
- LDS, ZERO, Z, LDZ)
- ! Save a copy of Z into Y and free Z for holding
- ! the Ritz vectors.
- CALL DLACPY( 'A', M, K, Z, LDZ, Y, LDY )
- IF ( WNTEX ) CALL DLACPY( 'A', M, K, Z, LDZ, B, LDB )
- END IF
- ELSE IF ( WNTEX ) THEN
- ! Compute S = V_k * Sigma_k^(-1) * W, where
- ! V_k * Sigma_k^(-1) is stored in Z
- CALL DGEMM( T_OR_N, 'N', N, K, K, ONE, Z, LDZ, &
- W, LDW, ZERO, S, LDS )
- ! Then, compute Z = Y * S =
- ! = Y * V_k * Sigma_k^(-1) * W(1:K,1:K) =
- ! = A * U(:,1:K) * W(1:K,1:K)
- CALL DGEMM( 'N', 'N', M, K, N, ONE, Y, LDY, S, &
- LDS, ZERO, B, LDB )
- ! The above call replaces the following two calls
- ! that were used in the developing-testing phase.
- ! CALL DGEMM( 'N', 'N', M, K, N, ONE, Y, LDY, S, &
- ! LDS, ZERO, Z, LDZ)
- ! Save a copy of Z into B and free Z for holding
- ! the Ritz vectors.
- ! CALL DLACPY( 'A', M, K, Z, LDZ, B, LDB )
- END IF
- !
- ! Compute the real form of the Ritz vectors
- IF ( WNTVEC ) CALL DGEMM( 'N', 'N', M, K, K, ONE, X, LDX, W, LDW, &
- ZERO, Z, LDZ ) ! BLAS CALL
- ! Z(1:M,1:K) = MATMUL(X(1:M,1:K), W(1:K,1:K)) ! INTRINSIC
- !
- IF ( WNTRES ) THEN
- i = 1
- DO WHILE ( i <= K )
- IF ( IMEIG(i) == ZERO ) THEN
- ! have a real eigenvalue with real eigenvector
- CALL DAXPY( M, -REIG(i), Z(1,i), 1, Y(1,i), 1 ) ! BLAS CALL
- ! Y(1:M,i) = Y(1:M,i) - REIG(i) * Z(1:M,i) ! INTRINSIC
- RES(i) = DNRM2( M, Y(1,i), 1) ! BLAS CALL
- i = i + 1
- ELSE
- ! Have a complex conjugate pair
- ! REIG(i) +- sqrt(-1)*IMEIG(i).
- ! Since all computation is done in real
- ! arithmetic, the formula for the residual
- ! is recast for real representation of the
- ! complex conjugate eigenpair. See the
- ! description of RES.
- AB(1,1) = REIG(i)
- AB(2,1) = -IMEIG(i)
- AB(1,2) = IMEIG(i)
- AB(2,2) = REIG(i)
- CALL DGEMM( 'N', 'N', M, 2, 2, -ONE, Z(1,i), &
- LDZ, AB, 2, ONE, Y(1,i), LDY ) ! BLAS CALL
- ! Y(1:M,i:i+1) = Y(1:M,i:i+1) - Z(1:M,i:i+1) * AB ! INTRINSIC
- RES(i) = DLANGE( 'F', M, 2, Y(1,i), LDY, &
- WORK(N+1) ) ! LAPACK CALL
- RES(i+1) = RES(i)
- i = i + 2
- END IF
- END DO
- END IF
- END IF
- !
- IF ( WHTSVD == 4 ) THEN
- WORK(N+1) = XSCL1
- WORK(N+2) = XSCL2
- END IF
- !
- ! Successful exit.
- IF ( .NOT. BADXY ) THEN
- INFO = 0
- ELSE
- ! A warning on possible data inconsistency.
- ! This should be a rare event.
- INFO = 4
- END IF
- !............................................................
- RETURN
- ! ......
- END SUBROUTINE DGEDMD
-
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