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- !> \brief \b ZGEDMD computes the Dynamic Mode Decomposition (DMD) for a pair of data snapshot matrices.
- !
- ! =========== DOCUMENTATION ===========
- !
- ! Definition:
- ! ===========
- !
- ! SUBROUTINE ZGEDMD( JOBS, JOBZ, JOBR, JOBF, WHTSVD, &
- ! M, N, X, LDX, Y, LDY, NRNK, TOL, &
- ! K, EIGS, Z, LDZ, RES, B, LDB, &
- ! W, LDW, S, LDS, ZWORK, LZWORK, &
- ! RWORK, LRWORK, IWORK, LIWORK, INFO )
- !......
- ! 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, &
- ! LIWORK, LRWORK, LZWORK
- ! INTEGER, INTENT(OUT) :: K, INFO
- ! REAL(KIND=WP), INTENT(IN) :: TOL
- ! Array arguments
- ! COMPLEX(KIND=WP), INTENT(INOUT) :: X(LDX,*), Y(LDY,*)
- ! COMPLEX(KIND=WP), INTENT(OUT) :: Z(LDZ,*), B(LDB,*), &
- ! W(LDW,*), S(LDS,*)
- ! COMPLEX(KIND=WP), INTENT(OUT) :: EIGS(*)
- ! COMPLEX(KIND=WP), INTENT(OUT) :: ZWORK(*)
- ! REAL(KIND=WP), INTENT(OUT) :: RES(*)
- ! REAL(KIND=WP), INTENT(OUT) :: RWORK(*)
- ! INTEGER, INTENT(OUT) :: IWORK(*)
- !
- !............................................................
- !> \par Purpose:
- ! =============
- !> \verbatim
- !> ZGEDMD 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, ZGEDMD 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, ZGEDMD 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].
- !> \endverbatim
- !............................................................
- !> \par References:
- ! ================
- !> \verbatim
- !> [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.
- !> \endverbatim
- !......................................................................
- !> \par Developed and supported by:
- ! ================================
- !> \verbatim
- !> 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
- !> \endverbatim
- !......................................................................
- !> \par Distribution Statement A:
- ! ==============================
- !> \verbatim
- !> Approved for Public Release, Distribution Unlimited.
- !> Cleared by DARPA on September 29, 2022
- !> \endverbatim
- !............................................................
- ! Arguments
- ! =========
- !
- !> \param[in] JOBS
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] JOBZ
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] JOBR
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] JOBF
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] WHTSVD
- !> \verbatim
- !> WHTSVD (input) INTEGER, WHSTVD in { 1, 2, 3, 4 }
- !> Allows for a selection of the SVD algorithm from the
- !> LAPACK library.
- !> 1 :: ZGESVD (the QR SVD algorithm)
- !> 2 :: ZGESDD (the Divide and Conquer algorithm; if enough
- !> workspace available, this is the fastest option)
- !> 3 :: ZGESVDQ (the preconditioned QR SVD ; this and 4
- !> are the most accurate options)
- !> 4 :: ZGEJSV (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.
- !> \endverbatim
- !.....
- !> \param[in] M
- !> \verbatim
- !> M (input) INTEGER, M>= 0
- !> The state space dimension (the row dimension of X, Y).
- !> \endverbatim
- !.....
- !> \param[in] N
- !> \verbatim
- !> N (input) INTEGER, 0 <= N <= M
- !> The number of data snapshot pairs
- !> (the number of columns of X and Y).
- !> \endverbatim
- !.....
- !> \param[in] LDX
- !> \verbatim
- !> X (input/output) COMPLEX(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.
- !> \endverbatim
- !.....
- !> \param[in,out] Y
- !> \verbatim
- !> Y (input/workspace/output) COMPLEX(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.
- !> \endverbatim
- !.....
- !> \param[in] LDY
- !> \verbatim
- !> LDY (input) INTEGER , LDY >= M
- !> The leading dimension of the array Y.
- !> \endverbatim
- !.....
- !> \param[in] NRNK
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] TOL
- !> \verbatim
- !> TOL (input) REAL(KIND=WP), 0 <= TOL < 1
- !> The tolerance for truncating small singular values.
- !> See the description of NRNK.
- !> \endverbatim
- !.....
- !> \param[out] K
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[out] EIGS
- !> \verbatim
- !> EIGS (output) COMPLEX(KIND=WP) N-by-1 array
- !> The leading K (K<=N) entries of EIGS contain
- !> the computed eigenvalues (Ritz values).
- !> See the descriptions of K, and Z.
- !> \endverbatim
- !.....
- !> \param[out] Z
- !> \verbatim
- !> Z (workspace/output) COMPLEX(KIND=WP) M-by-N array
- !> If JOBZ =='V' then Z contains the Ritz vectors. Z(:,i)
- !> is an eigenvector of the i-th Ritz value; ||Z(:,i)||_2=1.
- !> If JOBZ == 'F', then the Z(:,i)'s are given implicitly as
- !> the columns of X(:,1:K)*W(1:K,1:K), i.e. X(:,1:K)*W(:,i)
- !> is an eigenvector corresponding to EIGS(i). The columns
- !> of W(1:k,1:K) are the computed eigenvectors of the
- !> K-by-K Rayleigh quotient.
- !> See the descriptions of EIGS, X and W.
- !> \endverbatim
- !.....
- !> \param[in] LDZ
- !> \verbatim
- !> LDZ (input) INTEGER , LDZ >= M
- !> The leading dimension of the array Z.
- !> \endverbatim
- !.....
- !> \param[out] RES
- !> \verbatim
- !> RES (output) REAL(KIND=WP) N-by-1 array
- !> RES(1:K) contains the residuals for the K computed
- !> Ritz pairs,
- !> RES(i) = || A * Z(:,i) - EIGS(i)*Z(:,i))||_2.
- !> See the description of EIGS and Z.
- !> \endverbatim
- !.....
- !> \param[out] B
- !> \verbatim
- !> B (output) COMPLEX(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.
- !> \endverbatim
- !.....
- !> \param[in] LDB
- !> \verbatim
- !> LDB (input) INTEGER, LDB >= M
- !> The leading dimension of the array B.
- !> \endverbatim
- !.....
- !> \param[out] W
- !> \verbatim
- !> W (workspace/output) COMPLEX(KIND=WP) N-by-N array
- !> On exit, W(1:K,1:K) contains the K computed
- !> eigenvectors of the matrix Rayleigh quotient.
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] LDW
- !> \verbatim
- !> LDW (input) INTEGER, LDW >= N
- !> The leading dimension of the array W.
- !> \endverbatim
- !.....
- !> \param[out] S
- !> \verbatim
- !> S (workspace/output) COMPLEX(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 ZGEEV.
- !> See the description of K.
- !> \endverbatim
- !.....
- !> \param[in] LDS
- !> \verbatim
- !> LDS (input) INTEGER, LDS >= N
- !> The leading dimension of the array S.
- !> \endverbatim
- !.....
- !> \param[out] ZWORK
- !> \verbatim
- !> ZWORK (workspace/output) COMPLEX(KIND=WP) LZWORK-by-1 array
- !> ZWORK is used as complex workspace in the complex SVD, as
- !> specified by WHTSVD (1,2, 3 or 4) and for ZGEEV for computing
- !> the eigenvalues of a Rayleigh quotient.
- !> If the call to ZGEDMD is only workspace query, then
- !> ZWORK(1) contains the minimal complex workspace length and
- !> ZWORK(2) is the optimal complex workspace length.
- !> Hence, the length of work is at least 2.
- !> See the description of LZWORK.
- !> \endverbatim
- !.....
- !> \param[in] LZWORK
- !> \verbatim
- !> LZWORK (input) INTEGER
- !> The minimal length of the workspace vector ZWORK.
- !> LZWORK is calculated as MAX(LZWORK_SVD, LZWORK_ZGEEV),
- !> where LZWORK_ZGEEV = MAX( 1, 2*N ) and the minimal
- !> LZWORK_SVD is calculated as follows
- !> If WHTSVD == 1 :: ZGESVD ::
- !> LZWORK_SVD = MAX(1,2*MIN(M,N)+MAX(M,N))
- !> If WHTSVD == 2 :: ZGESDD ::
- !> LZWORK_SVD = 2*MIN(M,N)*MIN(M,N)+2*MIN(M,N)+MAX(M,N)
- !> If WHTSVD == 3 :: ZGESVDQ ::
- !> LZWORK_SVD = obtainable by a query
- !> If WHTSVD == 4 :: ZGEJSV ::
- !> LZWORK_SVD = obtainable by a query
- !> If on entry LZWORK = -1, then a workspace query is
- !> assumed and the procedure only computes the minimal
- !> and the optimal workspace lengths and returns them in
- !> LZWORK(1) and LZWORK(2), respectively.
- !> \endverbatim
- !.....
- !> \param[out] RWORK
- !> \verbatim
- !> RWORK (workspace/output) REAL(KIND=WP) LRWORK-by-1 array
- !> On exit, RWORK(1:N) contains the singular values of
- !> X (for JOBS=='N') or column scaled X (JOBS=='S', 'C').
- !> If WHTSVD==4, then RWORK(N+1) and RWORK(N+2) contain
- !> scaling factor RWORK(N+2)/RWORK(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 ZGEDMD is only workspace query, then
- !> RWORK(1) contains the minimal workspace length.
- !> See the description of LRWORK.
- !> \endverbatim
- !.....
- !> \param[in] LRWORK
- !> \verbatim
- !> LRWORK (input) INTEGER
- !> The minimal length of the workspace vector RWORK.
- !> LRWORK is calculated as follows:
- !> LRWORK = MAX(1, N+LRWORK_SVD,N+LRWORK_ZGEEV), where
- !> LRWORK_ZGEEV = MAX(1,2*N) and RWORK_SVD is the real workspace
- !> for the SVD subroutine determined by the input parameter
- !> WHTSVD.
- !> If WHTSVD == 1 :: ZGESVD ::
- !> LRWORK_SVD = 5*MIN(M,N)
- !> If WHTSVD == 2 :: ZGESDD ::
- !> LRWORK_SVD = MAX(5*MIN(M,N)*MIN(M,N)+7*MIN(M,N),
- !> 2*MAX(M,N)*MIN(M,N)+2*MIN(M,N)*MIN(M,N)+MIN(M,N) ) )
- !> If WHTSVD == 3 :: ZGESVDQ ::
- !> LRWORK_SVD = obtainable by a query
- !> If WHTSVD == 4 :: ZGEJSV ::
- !> LRWORK_SVD = obtainable by a query
- !> If on entry LRWORK = -1, then a workspace query is
- !> assumed and the procedure only computes the minimal
- !> real workspace length and returns it in RWORK(1).
- !> \endverbatim
- !.....
- !> \param[out] IWORK
- !> \verbatim
- !> 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.
- !> \endverbatim
- !.....
- !> \param[in] LIWORK
- !> \verbatim
- !> 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 ZWORK, RWORK and
- !> IWORK. See the descriptions of ZWORK, RWORK and IWORK.
- !> \endverbatim
- !.....
- !> \param[out] INFO
- !> \verbatim
- !> 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.
- !> \endverbatim
- !
- ! Authors:
- ! ========
- !
- !> \author Zlatko Drmac
- !
- !> \ingroup gedmd
- !
- !.............................................................
- !.............................................................
- SUBROUTINE ZGEDMD( JOBS, JOBZ, JOBR, JOBF, WHTSVD, &
- M, N, X, LDX, Y, LDY, NRNK, TOL, &
- K, EIGS, Z, LDZ, RES, B, LDB, &
- W, LDW, S, LDS, ZWORK, LZWORK, &
- RWORK, LRWORK, IWORK, LIWORK, INFO )
- !
- ! -- LAPACK driver routine --
- !
- ! -- LAPACK is a software package provided by University of --
- ! -- Tennessee, University of California Berkeley, University of --
- ! -- Colorado Denver and NAG Ltd.. --
- !
- !.....
- 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, &
- LIWORK, LRWORK, LZWORK
- INTEGER, INTENT(OUT) :: K, INFO
- REAL(KIND=WP), INTENT(IN) :: TOL
- !
- ! Array arguments
- ! ~~~~~~~~~~~~~~~
- COMPLEX(KIND=WP), INTENT(INOUT) :: X(LDX,*), Y(LDY,*)
- COMPLEX(KIND=WP), INTENT(OUT) :: Z(LDZ,*), B(LDB,*), &
- W(LDW,*), S(LDS,*)
- COMPLEX(KIND=WP), INTENT(OUT) :: EIGS(*)
- COMPLEX(KIND=WP), INTENT(OUT) :: ZWORK(*)
- REAL(KIND=WP), INTENT(OUT) :: RES(*)
- REAL(KIND=WP), INTENT(OUT) :: RWORK(*)
- INTEGER, INTENT(OUT) :: IWORK(*)
- !
- ! Parameters
- ! ~~~~~~~~~~
- REAL(KIND=WP), PARAMETER :: ONE = 1.0_WP
- REAL(KIND=WP), PARAMETER :: ZERO = 0.0_WP
- COMPLEX(KIND=WP), PARAMETER :: ZONE = ( 1.0_WP, 0.0_WP )
- COMPLEX(KIND=WP), PARAMETER :: ZZERO = ( 0.0_WP, 0.0_WP )
- !
- ! Local scalars
- ! ~~~~~~~~~~~~~
- REAL(KIND=WP) :: OFL, ROOTSC, SCALE, SMALL, &
- SSUM, XSCL1, XSCL2
- INTEGER :: i, j, IMINWR, INFO1, INFO2, &
- LWRKEV, LWRSDD, LWRSVD, LWRSVJ, &
- LWRSVQ, MLWORK, MWRKEV, MWRSDD, &
- MWRSVD, MWRSVJ, MWRSVQ, NUMRNK, &
- OLWORK, MLRWRK
- LOGICAL :: BADXY, LQUERY, SCCOLX, SCCOLY, &
- WNTEX, WNTREF, WNTRES, WNTVEC
- CHARACTER :: JOBZL, T_OR_N
- CHARACTER :: JSVOPT
- !
- ! Local arrays
- ! ~~~~~~~~~~~~
- REAL(KIND=WP) :: RDUMMY(2)
- !
- ! External functions (BLAS and LAPACK)
- ! ~~~~~~~~~~~~~~~~~
- REAL(KIND=WP) ZLANGE, DLAMCH, DZNRM2
- EXTERNAL ZLANGE, DLAMCH, DZNRM2, IZAMAX
- INTEGER IZAMAX
- LOGICAL DISNAN, LSAME
- EXTERNAL DISNAN, LSAME
- !
- ! External subroutines (BLAS and LAPACK)
- ! ~~~~~~~~~~~~~~~~~~~~
- EXTERNAL ZAXPY, ZGEMM, ZDSCAL
- EXTERNAL ZGEEV, ZGEJSV, ZGESDD, ZGESVD, ZGESVDQ, &
- ZLACPY, ZLASCL, ZLASSQ, 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 = ( ( LZWORK == -1 ) .OR. ( LIWORK == -1 ) &
- .OR. ( LRWORK == -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 = -17
- ELSE IF ( (WNTREF .OR. WNTEX ) .AND. ( LDB < M ) ) THEN
- INFO = -20
- ELSE IF ( LDW < N ) THEN
- INFO = -22
- ELSE IF ( LDS < N ) THEN
- INFO = -24
- 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
- RWORK(1) = 1
- ZWORK(1) = 2
- ZWORK(2) = 2
- ELSE
- K = 0
- END IF
- INFO = 1
- RETURN
- END IF
-
- IMINWR = 1
- MLRWRK = MAX(1,N)
- MLWORK = 2
- OLWORK = 2
- SELECT CASE ( WHTSVD )
- CASE (1)
- ! The following is specified as the minimal
- ! length of WORK in the definition of ZGESVD:
- ! MWRSVD = MAX(1,2*MIN(M,N)+MAX(M,N))
- MWRSVD = MAX(1,2*MIN(M,N)+MAX(M,N))
- MLWORK = MAX(MLWORK,MWRSVD)
- MLRWRK = MAX(MLRWRK,N + 5*MIN(M,N))
- IF ( LQUERY ) THEN
- CALL ZGESVD( 'O', 'S', M, N, X, LDX, RWORK, &
- B, LDB, W, LDW, ZWORK, -1, RDUMMY, INFO1 )
- LWRSVD = INT( ZWORK(1) )
- OLWORK = MAX(OLWORK,LWRSVD)
- END IF
- CASE (2)
- ! The following is specified as the minimal
- ! length of WORK in the definition of ZGESDD:
- ! MWRSDD = 2*min(M,N)*min(M,N)+2*min(M,N)+max(M,N).
- ! RWORK length: 5*MIN(M,N)*MIN(M,N)+7*MIN(M,N)
- ! In LAPACK 3.10.1 RWORK is defined differently.
- ! Below we take max over the two versions.
- ! IMINWR = 8*MIN(M,N)
- MWRSDD = 2*MIN(M,N)*MIN(M,N)+2*MIN(M,N)+MAX(M,N)
- MLWORK = MAX(MLWORK,MWRSDD)
- IMINWR = 8*MIN(M,N)
- MLRWRK = MAX( MLRWRK, N + &
- MAX( 5*MIN(M,N)*MIN(M,N)+7*MIN(M,N), &
- 5*MIN(M,N)*MIN(M,N)+5*MIN(M,N), &
- 2*MAX(M,N)*MIN(M,N)+ &
- 2*MIN(M,N)*MIN(M,N)+MIN(M,N) ) )
- IF ( LQUERY ) THEN
- CALL ZGESDD( 'O', M, N, X, LDX, RWORK, B,LDB,&
- W, LDW, ZWORK, -1, RDUMMY, IWORK, INFO1 )
- LWRSDD = MAX( MWRSDD,INT( ZWORK(1) ))
- ! Possible bug in ZGESDD optimal workspace size.
- OLWORK = MAX(OLWORK,LWRSDD)
- END IF
- CASE (3)
- CALL ZGESVDQ( 'H', 'P', 'N', 'R', 'R', M, N, &
- X, LDX, RWORK, Z, LDZ, W, LDW, NUMRNK, &
- IWORK, -1, ZWORK, -1, RDUMMY, -1, INFO1 )
- IMINWR = IWORK(1)
- MWRSVQ = INT(ZWORK(2))
- MLWORK = MAX(MLWORK,MWRSVQ)
- MLRWRK = MAX(MLRWRK,N + INT(RDUMMY(1)))
- IF ( LQUERY ) THEN
- LWRSVQ = INT(ZWORK(1))
- OLWORK = MAX(OLWORK,LWRSVQ)
- END IF
- CASE (4)
- JSVOPT = 'J'
- CALL ZGEJSV( 'F', 'U', JSVOPT, 'R', 'N', 'P', M, &
- N, X, LDX, RWORK, Z, LDZ, W, LDW, &
- ZWORK, -1, RDUMMY, -1, IWORK, INFO1 )
- IMINWR = IWORK(1)
- MWRSVJ = INT(ZWORK(2))
- MLWORK = MAX(MLWORK,MWRSVJ)
- MLRWRK = MAX(MLRWRK,N + MAX(7,INT(RDUMMY(1))))
- IF ( LQUERY ) THEN
- LWRSVJ = INT(ZWORK(1))
- OLWORK = MAX(OLWORK,LWRSVJ)
- END IF
- END SELECT
- IF ( WNTVEC .OR. WNTEX .OR. LSAME(JOBZ,'F') ) THEN
- JOBZL = 'V'
- ELSE
- JOBZL = 'N'
- END IF
- ! Workspace calculation to the ZGEEV call
- MWRKEV = MAX( 1, 2*N )
- MLWORK = MAX(MLWORK,MWRKEV)
- MLRWRK = MAX(MLRWRK,N+2*N)
- IF ( LQUERY ) THEN
- CALL ZGEEV( 'N', JOBZL, N, S, LDS, EIGS, &
- W, LDW, W, LDW, ZWORK, -1, RWORK, INFO1 )
- LWRKEV = INT(ZWORK(1))
- OLWORK = MAX( OLWORK, LWRKEV )
- END IF
- !
- IF ( LIWORK < IMINWR .AND. (.NOT.LQUERY) ) INFO = -30
- IF ( LRWORK < MLRWRK .AND. (.NOT.LQUERY) ) INFO = -28
- IF ( LZWORK < MLWORK .AND. (.NOT.LQUERY) ) INFO = -26
-
- END IF
- !
- IF( INFO /= 0 ) THEN
- CALL XERBLA( 'ZGEDMD', -INFO )
- RETURN
- ELSE IF ( LQUERY ) THEN
- ! Return minimal and optimal workspace sizes
- IWORK(1) = IMINWR
- RWORK(1) = MLRWRK
- ZWORK(1) = MLWORK
- ZWORK(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 ZLASSQ.
- K = 0
- DO i = 1, N
- !WORK(i) = DZNRM2( M, X(1,i), 1 )
- SSUM = ONE
- SCALE = ZERO
- CALL ZLASSQ( M, X(1,i), 1, SCALE, SSUM )
- IF ( DISNAN(SCALE) .OR. DISNAN(SSUM) ) THEN
- K = 0
- INFO = -8
- CALL XERBLA('ZGEDMD',-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 RWORK(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 ZLASCL( 'G', 0, 0, SCALE, ONE/ROOTSC, &
- M, 1, X(1,i), LDX, INFO2 )
- RWORK(i) = - SCALE * ( ROOTSC / DBLE(M) )
- ELSE
- ! X(:,i) will be scaled to unit 2-norm
- RWORK(i) = SCALE * ROOTSC
- CALL ZLASCL( 'G',0, 0, RWORK(i), ONE, M, 1, &
- X(1,i), LDX, INFO2 ) ! LAPACK CALL
- ! X(1:M,i) = (ONE/RWORK(i)) * X(1:M,i) ! INTRINSIC
- END IF
- ELSE
- RWORK(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('ZGEDMD',-INFO)
- RETURN
- END IF
- DO i = 1, N
- ! Now, apply the same scaling to the columns of Y.
- IF ( RWORK(i) > ZERO ) THEN
- CALL ZDSCAL( M, ONE/RWORK(i), Y(1,i), 1 ) ! BLAS CALL
- ! Y(1:M,i) = (ONE/RWORK(i)) * Y(1:M,i) ! INTRINSIC
- ELSE IF ( RWORK(i) < ZERO ) THEN
- CALL ZLASCL( 'G', 0, 0, -RWORK(i), &
- ONE/DBLE(M), M, 1, Y(1,i), LDY, INFO2 ) ! LAPACK CALL
- ELSE IF ( ABS(Y(IZAMAX(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 ZDSCAL( 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 ZLASSQ.
- DO i = 1, N
- !RWORK(i) = DZNRM2( M, Y(1,i), 1 )
- SSUM = ONE
- SCALE = ZERO
- CALL ZLASSQ( M, Y(1,i), 1, SCALE, SSUM )
- IF ( DISNAN(SCALE) .OR. DISNAN(SSUM) ) THEN
- K = 0
- INFO = -10
- CALL XERBLA('ZGEDMD',-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 RWORK(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 ZLASCL( 'G', 0, 0, SCALE, ONE/ROOTSC, &
- M, 1, Y(1,i), LDY, INFO2 )
- RWORK(i) = - SCALE * ( ROOTSC / DBLE(M) )
- ELSE
- ! Y(:,i) will be scaled to unit 2-norm
- RWORK(i) = SCALE * ROOTSC
- CALL ZLASCL( 'G',0, 0, RWORK(i), ONE, M, 1, &
- Y(1,i), LDY, INFO2 ) ! LAPACK CALL
- ! Y(1:M,i) = (ONE/RWORK(i)) * Y(1:M,i) ! INTRINSIC
- END IF
- ELSE
- RWORK(i) = ZERO
- END IF
- END DO
- DO i = 1, N
- ! Now, apply the same scaling to the columns of X.
- IF ( RWORK(i) > ZERO ) THEN
- CALL ZDSCAL( M, ONE/RWORK(i), X(1,i), 1 ) ! BLAS CALL
- ! X(1:M,i) = (ONE/RWORK(i)) * X(1:M,i) ! INTRINSIC
- ELSE IF ( RWORK(i) < ZERO ) THEN
- CALL ZLASCL( 'G', 0, 0, -RWORK(i), &
- ONE/DBLE(M), M, 1, X(1,i), LDX, INFO2 ) ! LAPACK CALL
- ELSE IF ( ABS(X(IZAMAX(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 ZGESVD( 'O', 'S', M, N, X, LDX, RWORK, B, &
- LDB, W, LDW, ZWORK, LZWORK, RWORK(N+1), INFO1 ) ! LAPACK CALL
- T_OR_N = 'C'
- CASE (2)
- CALL ZGESDD( 'O', M, N, X, LDX, RWORK, B, LDB, W, &
- LDW, ZWORK, LZWORK, RWORK(N+1), IWORK, INFO1 ) ! LAPACK CALL
- T_OR_N = 'C'
- CASE (3)
- CALL ZGESVDQ( 'H', 'P', 'N', 'R', 'R', M, N, &
- X, LDX, RWORK, Z, LDZ, W, LDW, &
- NUMRNK, IWORK, LIWORK, ZWORK, &
- LZWORK, RWORK(N+1), LRWORK-N, INFO1) ! LAPACK CALL
- CALL ZLACPY( 'A', M, NUMRNK, Z, LDZ, X, LDX ) ! LAPACK CALL
- T_OR_N = 'C'
- CASE (4)
- CALL ZGEJSV( 'F', 'U', JSVOPT, 'R', 'N', 'P', M, &
- N, X, LDX, RWORK, Z, LDZ, W, LDW, &
- ZWORK, LZWORK, RWORK(N+1), LRWORK-N, IWORK, INFO1 ) ! LAPACK CALL
- CALL ZLACPY( 'A', M, N, Z, LDZ, X, LDX ) ! LAPACK CALL
- T_OR_N = 'N'
- XSCL1 = RWORK(N+1)
- XSCL2 = RWORK(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 ZGEJSV can return the SVD
- ! in scaled form. The scaling factor can be used
- ! to rescale the data (X and Y).
- CALL ZLASCL( '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 ( RWORK(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('ZGEDMD',-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 ( ( RWORK(i) <= RWORK(1)*TOL ) .OR. &
- ( RWORK(i) <= SMALL ) ) EXIT
- K = K + 1
- END DO
- CASE ( -2 )
- K = 1
- DO i = 1, NUMRNK-1
- IF ( ( RWORK(i+1) <= RWORK(i)*TOL ) .OR. &
- ( RWORK(i) <= SMALL ) ) EXIT
- K = K + 1
- END DO
- CASE DEFAULT
- K = 1
- DO i = 2, NRNK
- IF ( RWORK(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^H * 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^H 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 ZDSCAL( N, ONE/RWORK(i), W(1,i), 1 ) ! BLAS CALL
- ! W(1:N,i) = (ONE/RWORK(i)) * W(1:N,i) ! INTRINSIC
- END DO
- ELSE
- ! This non-unit stride access is due to the fact
- ! that ZGESVD, ZGESVDQ and ZGESDD return the
- ! adjoint matrix of the right singular vectors.
- !DO i = 1, K
- ! CALL ZDSCAL( N, ONE/RWORK(i), W(i,1), LDW ) ! BLAS CALL
- ! ! W(i,1:N) = (ONE/RWORK(i)) * W(i,1:N) ! INTRINSIC
- !END DO
- DO i = 1, K
- RWORK(N+i) = ONE/RWORK(i)
- END DO
- DO j = 1, N
- DO i = 1, K
- W(i,j) = CMPLX(RWORK(N+i),ZERO,KIND=WP)*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 ZGEDMD).
- CALL ZGEMM( 'N', T_OR_N, M, K, N, ZONE, Y, LDY, W, &
- LDW, ZZERO, Z, LDZ ) ! BLAS CALL
- ! Z(1:M,1:K)=MATMUL(Y(1:M,1:N),TRANSPOSE(CONJG(W(1:K,1:N)))) ! INTRINSIC, for T_OR_N=='C'
- ! 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 ZLACPY( 'A', M, K, Z, LDZ, B, LDB ) ! BLAS CALL
- ! B(1:M,1:K) = Z(1:M,1:K) ! INTRINSIC
-
- CALL ZGEMM( 'C', 'N', K, K, M, ZONE, X, LDX, Z, &
- LDZ, ZZERO, S, LDS ) ! BLAS CALL
- ! S(1:K,1:K) = MATMUL(TRANSPOSE(CONJG(X(1:M,1:K))),Z(1:M,1:K)) ! INTRINSIC
- ! At this point S = U^H * 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 ZGEMM( 'C', 'N', K, N, M, ZONE, X, LDX, Y, LDY, &
- ZZERO, Z, LDZ ) ! BLAS CALL
- ! Z(1:K,1:N) = MATMUL( TRANSPOSE(CONJG(X(1:M,1:K))), Y(1:M,1:N) ) ! INTRINSIC
- !
- CALL ZGEMM( 'N', T_OR_N, K, K, N, ZONE, Z, LDZ, W, &
- LDW, ZZERO, S, LDS ) ! BLAS CALL
- ! S(1:K,1:K) = MATMUL(Z(1:K,1:N),TRANSPOSE(CONJG(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^H * A * U is the Rayleigh quotient.
- ! If the residuals are requested, save scaled V_k into Z.
- ! Recall that V_k or V_k^H is stored in W.
- IF ( WNTRES .OR. WNTEX ) THEN
- IF ( LSAME(T_OR_N, 'N') ) THEN
- CALL ZLACPY( 'A', N, K, W, LDW, Z, LDZ )
- ELSE
- CALL ZLACPY( '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 ZGEEV( 'N', JOBZL, K, S, LDS, EIGS, W, LDW, &
- W, LDW, ZWORK, LZWORK, RWORK(N+1), INFO1 ) ! LAPACK CALL
- !
- ! W(1:K,1:K) contains the eigenvectors of the Rayleigh
- ! quotient. See the description of Z.
- ! Also, see the description of ZGEEV.
- IF ( INFO1 > 0 ) THEN
- ! ZGEEV 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 ZGEMM( 'N', 'N', M, K, K, ZONE, Z, LDZ, W, &
- LDW, ZZERO, 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) (or its adjoint) is stored in Z
- CALL ZGEMM( T_OR_N, 'N', N, K, K, ZONE, Z, LDZ, &
- W, LDW, ZZERO, 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 ZGEMM( 'N', 'N', M, K, N, ZONE, Y, LDY, S, &
- LDS, ZZERO, Z, LDZ )
- ! Save a copy of Z into Y and free Z for holding
- ! the Ritz vectors.
- CALL ZLACPY( 'A', M, K, Z, LDZ, Y, LDY )
- IF ( WNTEX ) CALL ZLACPY( '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 ZGEMM( T_OR_N, 'N', N, K, K, ZONE, Z, LDZ, &
- W, LDW, ZZERO, 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 ZGEMM( 'N', 'N', M, K, N, ZONE, Y, LDY, S, &
- LDS, ZZERO, B, LDB )
- ! The above call replaces the following two calls
- ! that were used in the developing-testing phase.
- ! CALL ZGEMM( 'N', 'N', M, K, N, ZONE, Y, LDY, S, &
- ! LDS, ZZERO, Z, LDZ)
- ! Save a copy of Z into B and free Z for holding
- ! the Ritz vectors.
- ! CALL ZLACPY( 'A', M, K, Z, LDZ, B, LDB )
- END IF
- !
- ! Compute the Ritz vectors
- IF ( WNTVEC ) CALL ZGEMM( 'N', 'N', M, K, K, ZONE, X, LDX, W, LDW, &
- ZZERO, Z, LDZ ) ! BLAS CALL
- ! Z(1:M,1:K) = MATMUL(X(1:M,1:K), W(1:K,1:K)) ! INTRINSIC
- !
- IF ( WNTRES ) THEN
- DO i = 1, K
- CALL ZAXPY( M, -EIGS(i), Z(1,i), 1, Y(1,i), 1 ) ! BLAS CALL
- ! Y(1:M,i) = Y(1:M,i) - EIGS(i) * Z(1:M,i) ! INTRINSIC
- RES(i) = DZNRM2( M, Y(1,i), 1 ) ! BLAS CALL
- END DO
- END IF
- END IF
- !
- IF ( WHTSVD == 4 ) THEN
- RWORK(N+1) = XSCL1
- RWORK(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 ZGEDMD
-
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