int dhsein_(char *side, char *eigsrc, char *initv, int *
select, int *n, double *h__, int *ldh, double *wr,
double *wi, double *vl, int *ldvl, double *vr,
int *ldvr, int *mm, int *m, double *work, int *
ifaill, int *ifailr, int *info)
{
/* System generated locals */
int h_dim1, h_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2;
double d__1, d__2;
/* Local variables */
int i__, k, kl, kr, kln, ksi;
double wki;
int ksr;
double ulp, wkr, eps3;
int pair;
double unfl;
extern int lsame_(char *, char *);
int iinfo;
int leftv, bothv;
double hnorm;
extern double dlamch_(char *);
extern int dlaein_(int *, int *, int *,
double *, int *, double *, double *, double *,
double *, double *, int *, double *, double *
, double *, double *, int *);
extern double dlanhs_(char *, int *, double *, int *,
double *);
extern int xerbla_(char *, int *);
double bignum;
int noinit;
int ldwork;
int rightv, fromqr;
double smlnum;
/* -- LAPACK routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DHSEIN uses inverse iteration to find specified right and/or left */
/* eigenvectors of a float upper Hessenberg matrix H. */
/* The right eigenvector x and the left eigenvector y of the matrix H */
/* corresponding to an eigenvalue w are defined by: */
/* H * x = w * x, y**h * H = w * y**h */
/* where y**h denotes the conjugate transpose of the vector y. */
/* Arguments */
/* ========= */
/* SIDE (input) CHARACTER*1 */
/* = 'R': compute right eigenvectors only; */
/* = 'L': compute left eigenvectors only; */
/* = 'B': compute both right and left eigenvectors. */
/* EIGSRC (input) CHARACTER*1 */
/* Specifies the source of eigenvalues supplied in (WR,WI): */
/* = 'Q': the eigenvalues were found using DHSEQR; thus, if */
/* H has zero subdiagonal elements, and so is */
/* block-triangular, then the j-th eigenvalue can be */
/* assumed to be an eigenvalue of the block containing */
/* the j-th row/column. This property allows DHSEIN to */
/* perform inverse iteration on just one diagonal block. */
/* = 'N': no assumptions are made on the correspondence */
/* between eigenvalues and diagonal blocks. In this */
/* case, DHSEIN must always perform inverse iteration */
/* using the whole matrix H. */
/* INITV (input) CHARACTER*1 */
/* = 'N': no initial vectors are supplied; */
/* = 'U': user-supplied initial vectors are stored in the arrays */
/* VL and/or VR. */
/* SELECT (input/output) LOGICAL array, dimension (N) */
/* Specifies the eigenvectors to be computed. To select the */
/* float eigenvector corresponding to a float eigenvalue WR(j), */
/* SELECT(j) must be set to .TRUE.. To select the complex */
/* eigenvector corresponding to a complex eigenvalue */
/* (WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)), */
/* either SELECT(j) or SELECT(j+1) or both must be set to */
/* .TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is */
/* .FALSE.. */
/* N (input) INTEGER */
/* The order of the matrix H. N >= 0. */
/* H (input) DOUBLE PRECISION array, dimension (LDH,N) */
/* The upper Hessenberg matrix H. */
/* LDH (input) INTEGER */
/* The leading dimension of the array H. LDH >= MAX(1,N). */
/* WR (input/output) DOUBLE PRECISION array, dimension (N) */
/* WI (input) DOUBLE PRECISION array, dimension (N) */
/* On entry, the float and imaginary parts of the eigenvalues of */
/* H; a complex conjugate pair of eigenvalues must be stored in */
/* consecutive elements of WR and WI. */
/* On exit, WR may have been altered since close eigenvalues */
/* are perturbed slightly in searching for independent */
/* eigenvectors. */
/* VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM) */
/* On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must */
/* contain starting vectors for the inverse iteration for the */
/* left eigenvectors; the starting vector for each eigenvector */
/* must be in the same column(s) in which the eigenvector will */
/* be stored. */
/* On exit, if SIDE = 'L' or 'B', the left eigenvectors */
/* specified by SELECT will be stored consecutively in the */
/* columns of VL, in the same order as their eigenvalues. A */
/* complex eigenvector corresponding to a complex eigenvalue is */
/* stored in two consecutive columns, the first holding the float */
/* part and the second the imaginary part. */
/* If SIDE = 'R', VL is not referenced. */
/* LDVL (input) INTEGER */
/* The leading dimension of the array VL. */
/* LDVL >= MAX(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise. */
/* VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM) */
/* On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must */
/* contain starting vectors for the inverse iteration for the */
/* right eigenvectors; the starting vector for each eigenvector */
/* must be in the same column(s) in which the eigenvector will */
/* be stored. */
/* On exit, if SIDE = 'R' or 'B', the right eigenvectors */
/* specified by SELECT will be stored consecutively in the */
/* columns of VR, in the same order as their eigenvalues. A */
/* complex eigenvector corresponding to a complex eigenvalue is */
/* stored in two consecutive columns, the first holding the float */
/* part and the second the imaginary part. */
/* If SIDE = 'L', VR is not referenced. */
/* LDVR (input) INTEGER */
/* The leading dimension of the array VR. */
/* LDVR >= MAX(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise. */
/* MM (input) INTEGER */
/* The number of columns in the arrays VL and/or VR. MM >= M. */
/* M (output) INTEGER */
/* The number of columns in the arrays VL and/or VR required to */
/* store the eigenvectors; each selected float eigenvector */
/* occupies one column and each selected complex eigenvector */
/* occupies two columns. */
/* WORK (workspace) DOUBLE PRECISION array, dimension ((N+2)*N) */
/* IFAILL (output) INTEGER array, dimension (MM) */
/* If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left */
/* eigenvector in the i-th column of VL (corresponding to the */
/* eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the */
/* eigenvector converged satisfactorily. If the i-th and (i+1)th */
/* columns of VL hold a complex eigenvector, then IFAILL(i) and */
/* IFAILL(i+1) are set to the same value. */
/* If SIDE = 'R', IFAILL is not referenced. */
/* IFAILR (output) INTEGER array, dimension (MM) */
/* If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right */
/* eigenvector in the i-th column of VR (corresponding to the */
/* eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the */
/* eigenvector converged satisfactorily. If the i-th and (i+1)th */
/* columns of VR hold a complex eigenvector, then IFAILR(i) and */
/* IFAILR(i+1) are set to the same value. */
/* If SIDE = 'L', IFAILR is not referenced. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* < 0: if INFO = -i, the i-th argument had an illegal value */
/* > 0: if INFO = i, i is the number of eigenvectors which */
/* failed to converge; see IFAILL and IFAILR for further */
/* details. */
/* Further Details */
/* =============== */
/* Each eigenvector is normalized so that the element of largest */
/* magnitude has magnitude 1; here the magnitude of a complex number */
/* (x,y) is taken to be |x|+|y|. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Decode and test the input parameters. */
/* Parameter adjustments */
--select;
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1;
vr -= vr_offset;
--work;
--ifaill;
--ifailr;
/* Function Body */
bothv = lsame_(side, "B");
rightv = lsame_(side, "R") || bothv;
leftv = lsame_(side, "L") || bothv;
fromqr = lsame_(eigsrc, "Q");
noinit = lsame_(initv, "N");
/* Set M to the number of columns required to store the selected */
/* eigenvectors, and standardize the array SELECT. */
*m = 0;
pair = FALSE;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE;
select[k] = FALSE;
} else {
if (wi[k] == 0.) {
if (select[k]) {
++(*m);
}
} else {
pair = TRUE;
if (select[k] || select[k + 1]) {
select[k] = TRUE;
*m += 2;
}
}
}
/* L10: */
}
*info = 0;
if (! rightv && ! leftv) {
*info = -1;
} else if (! fromqr && ! lsame_(eigsrc, "N")) {
*info = -2;
} else if (! noinit && ! lsame_(initv, "U")) {
*info = -3;
} else if (*n < 0) {
*info = -5;
} else if (*ldh < MAX(1,*n)) {
*info = -7;
} else if (*ldvl < 1 || leftv && *ldvl < *n) {
*info = -11;
} else if (*ldvr < 1 || rightv && *ldvr < *n) {
*info = -13;
} else if (*mm < *m) {
*info = -14;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DHSEIN", &i__1);
return 0;
}
/* Quick return if possible. */
if (*n == 0) {
return 0;
}
/* Set machine-dependent constants. */
unfl = dlamch_("Safe minimum");
ulp = dlamch_("Precision");
smlnum = unfl * (*n / ulp);
bignum = (1. - ulp) / smlnum;
ldwork = *n + 1;
kl = 1;
kln = 0;
if (fromqr) {
kr = 0;
} else {
kr = *n;
}
ksr = 1;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (select[k]) {
/* Compute eigenvector(s) corresponding to W(K). */
if (fromqr) {
/* If affiliation of eigenvalues is known, check whether */
/* the matrix splits. */
/* Determine KL and KR such that 1 <= KL <= K <= KR <= N */
/* and H(KL,KL-1) and H(KR+1,KR) are zero (or KL = 1 or */
/* KR = N). */
/* Then inverse iteration can be performed with the */
/* submatrix H(KL:N,KL:N) for a left eigenvector, and with */
/* the submatrix H(1:KR,1:KR) for a right eigenvector. */
i__2 = kl + 1;
for (i__ = k; i__ >= i__2; --i__) {
if (h__[i__ + (i__ - 1) * h_dim1] == 0.) {
goto L30;
}
/* L20: */
}
L30:
kl = i__;
if (k > kr) {
i__2 = *n - 1;
for (i__ = k; i__ <= i__2; ++i__) {
if (h__[i__ + 1 + i__ * h_dim1] == 0.) {
goto L50;
}
/* L40: */
}
L50:
kr = i__;
}
}
if (kl != kln) {
kln = kl;
/* Compute infinity-norm of submatrix H(KL:KR,KL:KR) if it */
/* has not ben computed before. */
i__2 = kr - kl + 1;
hnorm = dlanhs_("I", &i__2, &h__[kl + kl * h_dim1], ldh, &
work[1]);
if (hnorm > 0.) {
eps3 = hnorm * ulp;
} else {
eps3 = smlnum;
}
}
/* Perturb eigenvalue if it is close to any previous */
/* selected eigenvalues affiliated to the submatrix */
/* H(KL:KR,KL:KR). Close roots are modified by EPS3. */
wkr = wr[k];
wki = wi[k];
L60:
i__2 = kl;
for (i__ = k - 1; i__ >= i__2; --i__) {
if (select[i__] && (d__1 = wr[i__] - wkr, ABS(d__1)) + (d__2 =
wi[i__] - wki, ABS(d__2)) < eps3) {
wkr += eps3;
goto L60;
}
/* L70: */
}
wr[k] = wkr;
pair = wki != 0.;
if (pair) {
ksi = ksr + 1;
} else {
ksi = ksr;
}
if (leftv) {
/* Compute left eigenvector. */
i__2 = *n - kl + 1;
dlaein_(&c_false, &noinit, &i__2, &h__[kl + kl * h_dim1], ldh,
&wkr, &wki, &vl[kl + ksr * vl_dim1], &vl[kl + ksi *
vl_dim1], &work[1], &ldwork, &work[*n * *n + *n + 1],
&eps3, &smlnum, &bignum, &iinfo);
if (iinfo > 0) {
if (pair) {
*info += 2;
} else {
++(*info);
}
ifaill[ksr] = k;
ifaill[ksi] = k;
} else {
ifaill[ksr] = 0;
ifaill[ksi] = 0;
}
i__2 = kl - 1;
for (i__ = 1; i__ <= i__2; ++i__) {
vl[i__ + ksr * vl_dim1] = 0.;
/* L80: */
}
if (pair) {
i__2 = kl - 1;
for (i__ = 1; i__ <= i__2; ++i__) {
vl[i__ + ksi * vl_dim1] = 0.;
/* L90: */
}
}
}
if (rightv) {
/* Compute right eigenvector. */
dlaein_(&c_true, &noinit, &kr, &h__[h_offset], ldh, &wkr, &
wki, &vr[ksr * vr_dim1 + 1], &vr[ksi * vr_dim1 + 1], &
work[1], &ldwork, &work[*n * *n + *n + 1], &eps3, &
smlnum, &bignum, &iinfo);
if (iinfo > 0) {
if (pair) {
*info += 2;
} else {
++(*info);
}
ifailr[ksr] = k;
ifailr[ksi] = k;
} else {
ifailr[ksr] = 0;
ifailr[ksi] = 0;
}
i__2 = *n;
for (i__ = kr + 1; i__ <= i__2; ++i__) {
vr[i__ + ksr * vr_dim1] = 0.;
/* L100: */
}
if (pair) {
i__2 = *n;
for (i__ = kr + 1; i__ <= i__2; ++i__) {
vr[i__ + ksi * vr_dim1] = 0.;
/* L110: */
}
}
}
if (pair) {
ksr += 2;
} else {
++ksr;
}
}
/* L120: */
}
return 0;
/* End of DHSEIN */
} /* dhsein_ */
/* Subroutine */ int dlaqrb_(logical *wantt, integer *n, integer *ilo,
integer *ihi, doublereal *h__, integer *ldh, doublereal *wr,
doublereal *wi, doublereal *z__, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, i__1, i__2, i__3, i__4;
doublereal d__1, d__2;
/* Local variables */
static integer i__, j, k, l, m;
static doublereal s, v[3];
static integer i1, i2;
static doublereal t1, t2, t3, v1, v2, v3, h00, h10, h11, h12, h21, h22,
h33, h44;
static integer nh;
static doublereal cs;
static integer nr;
static doublereal sn, h33s, h44s;
static integer itn, its;
static doublereal ulp, sum, tst1, h43h34, unfl, ovfl;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal work[1];
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *), dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
doublereal *, doublereal *);
extern doublereal dlamch_(char *, ftnlen);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *, ftnlen);
static doublereal smlnum;
/* %------------------% */
/* | Scalar Arguments | */
/* %------------------% */
/* %-----------------% */
/* | Array Arguments | */
/* %-----------------% */
/* %------------% */
/* | Parameters | */
/* %------------% */
/* %------------------------% */
/* | Local Scalars & Arrays | */
/* %------------------------% */
/* %--------------------% */
/* | External Functions | */
/* %--------------------% */
/* %----------------------% */
/* | External Subroutines | */
/* %----------------------% */
/* %-----------------------% */
/* | Executable Statements | */
/* %-----------------------% */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
--z__;
/* Function Body */
*info = 0;
/* %--------------------------% */
/* | Quick return if possible | */
/* %--------------------------% */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h__[*ilo + *ilo * h_dim1];
wi[*ilo] = 0.;
return 0;
}
/* %---------------------------------------------% */
/* | Initialize the vector of last components of | */
/* | the Schur vectors for accumulation. | */
/* %---------------------------------------------% */
i__1 = *n - 1;
for (j = 1; j <= i__1; ++j) {
z__[j] = 0.;
/* L5: */
}
z__[*n] = 1.;
nh = *ihi - *ilo + 1;
/* %-------------------------------------------------------------% */
/* | Set machine-dependent constants for the stopping criterion. | */
/* | If norm(H) <= sqrt(OVFL), overflow should not occur. | */
/* %-------------------------------------------------------------% */
unfl = dlamch_("safe minimum", (ftnlen)12);
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("precision", (ftnlen)9);
smlnum = unfl * (nh / ulp);
/* %---------------------------------------------------------------% */
/* | I1 and I2 are the indices of the first row and last column | */
/* | of H to which transformations must be applied. If eigenvalues | */
/* | only are computed, I1 and I2 are set inside the main loop. | */
/* | Zero out H(J+2,J) = ZERO for J=1:N if WANTT = .TRUE. | */
/* | else H(J+2,J) for J=ILO:IHI-ILO-1 if WANTT = .FALSE. | */
/* %---------------------------------------------------------------% */
if (*wantt) {
i1 = 1;
i2 = *n;
i__1 = i2 - 2;
for (i__ = 1; i__ <= i__1; ++i__) {
h__[i1 + i__ + 1 + i__ * h_dim1] = 0.;
/* L8: */
}
} else {
i__1 = *ihi - *ilo - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
h__[*ilo + i__ + 1 + (*ilo + i__ - 1) * h_dim1] = 0.;
/* L9: */
}
}
/* %---------------------------------------------------% */
/* | ITN is the total number of QR iterations allowed. | */
/* %---------------------------------------------------% */
itn = nh * 30;
/* ------------------------------------------------------------------ */
/* The main loop begins here. I is the loop index and decreases from */
/* IHI to ILO in steps of 1 or 2. Each iteration of the loop works */
/* with the active submatrix in rows and columns L to I. */
/* Eigenvalues I+1 to IHI have already converged. Either L = ILO or */
/* H(L,L-1) is negligible so that the matrix splits. */
/* ------------------------------------------------------------------ */
i__ = *ihi;
L10:
l = *ilo;
if (i__ < *ilo) {
goto L150;
}
/* %--------------------------------------------------------------% */
/* | Perform QR iterations on rows and columns ILO to I until a | */
/* | submatrix of order 1 or 2 splits off at the bottom because a | */
/* | subdiagonal element has become negligible. | */
/* %--------------------------------------------------------------% */
i__1 = itn;
for (its = 0; its <= i__1; ++its) {
/* %----------------------------------------------% */
/* | Look for a single small subdiagonal element. | */
/* %----------------------------------------------% */
i__2 = l + 1;
for (k = i__; k >= i__2; --k) {
tst1 = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[k + k * h_dim1], abs(d__2));
if (tst1 == 0.) {
i__3 = i__ - l + 1;
tst1 = dlanhs_("1", &i__3, &h__[l + l * h_dim1], ldh, work, (
ftnlen)1);
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= max(d__2,
smlnum)) {
goto L30;
}
/* L20: */
}
L30:
l = k;
if (l > *ilo) {
/* %------------------------% */
/* | H(L,L-1) is negligible | */
/* %------------------------% */
h__[l + (l - 1) * h_dim1] = 0.;
}
/* %-------------------------------------------------------------% */
/* | Exit from loop if a submatrix of order 1 or 2 has split off | */
/* %-------------------------------------------------------------% */
if (l >= i__ - 1) {
goto L140;
}
/* %---------------------------------------------------------% */
/* | Now the active submatrix is in rows and columns L to I. | */
/* | If eigenvalues only are being computed, only the active | */
/* | submatrix need be transformed. | */
/* %---------------------------------------------------------% */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* %-------------------% */
/* | Exceptional shift | */
/* %-------------------% */
s = (d__1 = h__[i__ + (i__ - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[i__ - 1 + (i__ - 2) * h_dim1], abs(d__2));
h44 = s * .75;
h33 = h44;
h43h34 = s * -.4375 * s;
} else {
/* %-----------------------------------------% */
/* | Prepare to use Wilkinson's double shift | */
/* %-----------------------------------------% */
h44 = h__[i__ + i__ * h_dim1];
h33 = h__[i__ - 1 + (i__ - 1) * h_dim1];
h43h34 = h__[i__ + (i__ - 1) * h_dim1] * h__[i__ - 1 + i__ *
h_dim1];
}
/* %-----------------------------------------------------% */
/* | Look for two consecutive small subdiagonal elements | */
/* %-----------------------------------------------------% */
i__2 = l;
for (m = i__ - 2; m >= i__2; --m) {
/* %---------------------------------------------------------% */
/* | Determine the effect of starting the double-shift QR | */
/* | iteration at row M, and see if this would make H(M,M-1) | */
/* | negligible. | */
/* %---------------------------------------------------------% */
h11 = h__[m + m * h_dim1];
h22 = h__[m + 1 + (m + 1) * h_dim1];
h21 = h__[m + 1 + m * h_dim1];
h12 = h__[m + (m + 1) * h_dim1];
h44s = h44 - h11;
h33s = h33 - h11;
v1 = (h33s * h44s - h43h34) / h21 + h12;
v2 = h22 - h11 - h33s - h44s;
v3 = h__[m + 2 + (m + 1) * h_dim1];
s = abs(v1) + abs(v2) + abs(v3);
v1 /= s;
v2 /= s;
v3 /= s;
v[0] = v1;
v[1] = v2;
v[2] = v3;
if (m == l) {
goto L50;
}
h00 = h__[m - 1 + (m - 1) * h_dim1];
h10 = h__[m + (m - 1) * h_dim1];
tst1 = abs(v1) * (abs(h00) + abs(h11) + abs(h22));
if (abs(h10) * (abs(v2) + abs(v3)) <= ulp * tst1) {
goto L50;
}
/* L40: */
}
L50:
/* %----------------------% */
/* | Double-shift QR step | */
/* %----------------------% */
i__2 = i__ - 1;
for (k = m; k <= i__2; ++k) {
/* ------------------------------------------------------------ */
/* The first iteration of this loop determines a reflection G */
/* from the vector V and applies it from left and right to H, */
/* thus creating a nonzero bulge below the subdiagonal. */
/* Each subsequent iteration determines a reflection G to */
/* restore the Hessenberg form in the (K-1)th column, and thus */
/* chases the bulge one step toward the bottom of the active */
/* submatrix. NR is the order of G. */
/* ------------------------------------------------------------ */
/* Computing MIN */
i__3 = 3, i__4 = i__ - k + 1;
nr = min(i__3,i__4);
if (k > m) {
dcopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
if (k > m) {
h__[k + (k - 1) * h_dim1] = v[0];
h__[k + 1 + (k - 1) * h_dim1] = 0.;
if (k < i__ - 1) {
h__[k + 2 + (k - 1) * h_dim1] = 0.;
}
} else if (m > l) {
h__[k + (k - 1) * h_dim1] = -h__[k + (k - 1) * h_dim1];
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* %------------------------------------------------% */
/* | Apply G from the left to transform the rows of | */
/* | the matrix in columns K to I2. | */
/* %------------------------------------------------% */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1]
+ v3 * h__[k + 2 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
h__[k + 2 + j * h_dim1] -= sum * t3;
/* L60: */
}
/* %----------------------------------------------------% */
/* | Apply G from the right to transform the columns of | */
/* | the matrix in rows I1 to min(K+3,I). | */
/* %----------------------------------------------------% */
/* Computing MIN */
i__4 = k + 3;
i__3 = min(i__4,i__);
for (j = i1; j <= i__3; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
+ v3 * h__[j + (k + 2) * h_dim1];
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
h__[j + (k + 2) * h_dim1] -= sum * t3;
/* L70: */
}
/* %----------------------------------% */
/* | Accumulate transformations for Z | */
/* %----------------------------------% */
sum = z__[k] + v2 * z__[k + 1] + v3 * z__[k + 2];
z__[k] -= sum * t1;
z__[k + 1] -= sum * t2;
z__[k + 2] -= sum * t3;
} else if (nr == 2) {
/* %------------------------------------------------% */
/* | Apply G from the left to transform the rows of | */
/* | the matrix in columns K to I2. | */
/* %------------------------------------------------% */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
/* L90: */
}
/* %----------------------------------------------------% */
/* | Apply G from the right to transform the columns of | */
/* | the matrix in rows I1 to min(K+3,I). | */
/* %----------------------------------------------------% */
i__3 = i__;
for (j = i1; j <= i__3; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
;
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
/* L100: */
}
/* %----------------------------------% */
/* | Accumulate transformations for Z | */
/* %----------------------------------% */
sum = z__[k] + v2 * z__[k + 1];
z__[k] -= sum * t1;
z__[k + 1] -= sum * t2;
}
/* L120: */
}
/* L130: */
}
/* %-------------------------------------------------------% */
/* | Failure to converge in remaining number of iterations | */
/* %-------------------------------------------------------% */
*info = i__;
return 0;
L140:
if (l == i__) {
/* %------------------------------------------------------% */
/* | H(I,I-1) is negligible: one eigenvalue has converged | */
/* %------------------------------------------------------% */
wr[i__] = h__[i__ + i__ * h_dim1];
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* %--------------------------------------------------------% */
/* | H(I-1,I-2) is negligible; | */
/* | a pair of eigenvalues have converged. | */
/* | | */
/* | Transform the 2-by-2 submatrix to standard Schur form, | */
/* | and compute and store the eigenvalues. | */
/* %--------------------------------------------------------% */
dlanv2_(&h__[i__ - 1 + (i__ - 1) * h_dim1], &h__[i__ - 1 + i__ *
h_dim1], &h__[i__ + (i__ - 1) * h_dim1], &h__[i__ + i__ *
h_dim1], &wr[i__ - 1], &wi[i__ - 1], &wr[i__], &wi[i__], &cs,
&sn);
if (*wantt) {
/* %-----------------------------------------------------% */
/* | Apply the transformation to the rest of H and to Z, | */
/* | as required. | */
/* %-----------------------------------------------------% */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h__[i1 + (i__ - 1) * h_dim1], &c__1, &h__[i1 + i__ *
h_dim1], &c__1, &cs, &sn);
sum = cs * z__[i__ - 1] + sn * z__[i__];
z__[i__] = cs * z__[i__] - sn * z__[i__ - 1];
z__[i__ - 1] = sum;
}
}
/* %---------------------------------------------------------% */
/* | Decrement number of remaining iterations, and return to | */
/* | start of the main loop with new value of I. | */
/* %---------------------------------------------------------% */
itn -= its;
i__ = l - 1;
goto L10;
L150:
return 0;
/* %---------------% */
/* | End of dlaqrb | */
/* %---------------% */
} /* dlaqrb_ */
/* Subroutine */ int dhseqr_(char *job, char *compz, integer *n, integer *ilo,
integer *ihi, doublereal *h, integer *ldh, doublereal *wr,
doublereal *wi, doublereal *z, integer *ldz, doublereal *work,
integer *lwork, integer *info)
{
/* -- LAPACK routine (version 2.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Purpose
=======
DHSEQR computes the eigenvalues of a real upper Hessenberg matrix H
and, optionally, the matrices T and Z from the Schur decomposition
H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur
form), and Z is the orthogonal matrix of Schur vectors.
Optionally Z may be postmultiplied into an input orthogonal matrix Q,
so that this routine can give the Schur factorization of a matrix A
which has been reduced to the Hessenberg form H by the orthogonal
matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
Arguments
=========
JOB (input) CHARACTER*1
= 'E': compute eigenvalues only;
= 'S': compute eigenvalues and the Schur form T.
COMPZ (input) CHARACTER*1
= 'N': no Schur vectors are computed;
= 'I': Z is initialized to the unit matrix and the matrix Z
of Schur vectors of H is returned;
= 'V': Z must contain an orthogonal matrix Q on entry, and
the product Q*Z is returned.
N (input) INTEGER
The order of the matrix H. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that H is already upper triangular in rows
and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
set by a previous call to DGEBAL, and then passed to SGEHRD
when the matrix output by DGEBAL is reduced to Hessenberg
form. Otherwise ILO and IHI should be set to 1 and N
respectively.
1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if JOB = 'S', H contains the upper quasi-triangular
matrix T from the Schur decomposition (the Schur form);
2-by-2 diagonal blocks (corresponding to complex conjugate
pairs of eigenvalues) are returned in standard form, with
H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0. If JOB = 'E',
the contents of H are unspecified on exit.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N)
The real and imaginary parts, respectively, of the computed
eigenvalues. If two eigenvalues are computed as a complex
conjugate pair, they are stored in consecutive elements of
WR and WI, say the i-th and (i+1)th, with WI(i) > 0 and
WI(i+1) < 0. If JOB = 'S', the eigenvalues are stored in the
same order as on the diagonal of the Schur form returned in
H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2
diagonal block, WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and
WI(i+1) = -WI(i).
Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
If COMPZ = 'N': Z is not referenced.
If COMPZ = 'I': on entry, Z need not be set, and on exit, Z
contains the orthogonal matrix Z of the Schur vectors of H.
If COMPZ = 'V': on entry Z must contain an N-by-N matrix Q,
which is assumed to be equal to the unit matrix except for
the submatrix Z(ILO:IHI,ILO:IHI); on exit Z contains Q*Z.
Normally Q is the orthogonal matrix generated by DORGHR after
the call to DGEHRD which formed the Hessenberg matrix H.
LDZ (input) INTEGER
The leading dimension of the array Z.
LDZ >= max(1,N) if COMPZ = 'I' or 'V'; LDZ >= 1 otherwise.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
LWORK (input) INTEGER
This argument is currently redundant.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, DHSEQR failed to compute all of the
eigenvalues in a total of 30*(IHI-ILO+1) iterations;
elements 1:ilo-1 and i+1:n of WR and WI contain those
eigenvalues which have been successfully computed.
=====================================================================
Decode and test the input parameters
Parameter adjustments
Function Body */
/* Table of constant values */
static doublereal c_b9 = 0.;
static doublereal c_b10 = 1.;
static integer c__4 = 4;
static integer c_n1 = -1;
static integer c__2 = 2;
static integer c__8 = 8;
static integer c__15 = 15;
static logical c_false = FALSE_;
static integer c__1 = 1;
/* System generated locals */
address a__1[2];
integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3[2], i__4,
i__5;
doublereal d__1, d__2;
char ch__1[2];
/* Builtin functions
Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen);
/* Local variables */
static integer maxb;
static doublereal absw;
static integer ierr;
static doublereal unfl, temp, ovfl;
static integer i, j, k, l;
static doublereal s[225] /* was [15][15] */, v[16];
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *);
extern logical lsame_(char *, char *);
extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *);
static integer itemp;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
static integer i1, i2;
static logical initz, wantt, wantz;
extern doublereal dlapy2_(doublereal *, doublereal *);
extern /* Subroutine */ int dlabad_(doublereal *, doublereal *);
static integer ii, nh;
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
static integer nr, ns;
extern integer idamax_(integer *, doublereal *, integer *);
static integer nv;
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *);
extern /* Subroutine */ int dlahqr_(logical *, logical *, integer *,
integer *, integer *, doublereal *, integer *, doublereal *,
doublereal *, integer *, integer *, doublereal *, integer *,
integer *);
static doublereal vv[16];
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *);
extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
integer *, integer *, ftnlen, ftnlen);
extern /* Subroutine */ int dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *),
dlarfx_(char *, integer *, integer *, doublereal *, doublereal *,
doublereal *, integer *, doublereal *), xerbla_(char *,
integer *);
static doublereal smlnum;
static integer itn;
static doublereal tau;
static integer its;
static doublereal ulp, tst1;
#define S(I) s[(I)]
#define WAS(I) was[(I)]
#define V(I) v[(I)]
#define VV(I) vv[(I)]
#define WR(I) wr[(I)-1]
#define WI(I) wi[(I)-1]
#define WORK(I) work[(I)-1]
#define H(I,J) h[(I)-1 + ((J)-1)* ( *ldh)]
#define Z(I,J) z[(I)-1 + ((J)-1)* ( *ldz)]
wantt = lsame_(job, "S");
initz = lsame_(compz, "I");
wantz = initz || lsame_(compz, "V");
*info = 0;
if (! lsame_(job, "E") && ! wantt) {
*info = -1;
} else if (! lsame_(compz, "N") && ! wantz) {
*info = -2;
} else if (*n < 0) {
*info = -3;
} else if (*ilo < 1 || *ilo > max(1,*n)) {
*info = -4;
} else if (*ihi < min(*ilo,*n) || *ihi > *n) {
*info = -5;
} else if (*ldh < max(1,*n)) {
*info = -7;
} else if (*ldz < 1 || wantz && *ldz < max(1,*n)) {
*info = -11;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DHSEQR", &i__1);
return 0;
}
/* Initialize Z, if necessary */
if (initz) {
dlaset_("Full", n, n, &c_b9, &c_b10, &Z(1,1), ldz);
}
/* Store the eigenvalues isolated by DGEBAL. */
i__1 = *ilo - 1;
for (i = 1; i <= *ilo-1; ++i) {
WR(i) = H(i,i);
WI(i) = 0.;
/* L10: */
}
i__1 = *n;
for (i = *ihi + 1; i <= *n; ++i) {
WR(i) = H(i,i);
WI(i) = 0.;
/* L20: */
}
/* Quick return if possible. */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
WR(*ilo) = H(*ilo,*ilo);
WI(*ilo) = 0.;
return 0;
}
/* Set rows and columns ILO to IHI to zero below the first
subdiagonal. */
i__1 = *ihi - 2;
for (j = *ilo; j <= *ihi-2; ++j) {
i__2 = *n;
for (i = j + 2; i <= *n; ++i) {
H(i,j) = 0.;
/* L30: */
}
/* L40: */
}
nh = *ihi - *ilo + 1;
/* Determine the order of the multi-shift QR algorithm to be used.
Writing concatenation */
i__3[0] = 1, a__1[0] = job;
i__3[1] = 1, a__1[1] = compz;
s_cat(ch__1, a__1, i__3, &c__2, 2L);
ns = ilaenv_(&c__4, "DHSEQR", ch__1, n, ilo, ihi, &c_n1, 6L, 2L);
/* Writing concatenation */
i__3[0] = 1, a__1[0] = job;
i__3[1] = 1, a__1[1] = compz;
s_cat(ch__1, a__1, i__3, &c__2, 2L);
maxb = ilaenv_(&c__8, "DHSEQR", ch__1, n, ilo, ihi, &c_n1, 6L, 2L);
if (ns <= 2 || ns > nh || maxb >= nh) {
/* Use the standard double-shift algorithm */
dlahqr_(&wantt, &wantz, n, ilo, ihi, &H(1,1), ldh, &WR(1), &WI(1)
, ilo, ihi, &Z(1,1), ldz, info);
return 0;
}
maxb = max(3,maxb);
/* Computing MIN */
i__1 = min(ns,maxb);
ns = min(i__1,15);
/* Now 2 < NS <= MAXB < NH.
Set machine-dependent constants for the stopping criterion.
If norm(H) <= sqrt(OVFL), overflow should not occur. */
unfl = dlamch_("Safe minimum");
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("Precision");
smlnum = unfl * (nh / ulp);
/* I1 and I2 are the indices of the first row and last column of H
to which transformations must be applied. If eigenvalues only are
being computed, I1 and I2 are set inside the main loop. */
if (wantt) {
i1 = 1;
i2 = *n;
}
/* ITN is the total number of multiple-shift QR iterations allowed. */
itn = nh * 30;
/* The main loop begins here. I is the loop index and decreases from
IHI to ILO in steps of at most MAXB. Each iteration of the loop
works with the active submatrix in rows and columns L to I.
Eigenvalues I+1 to IHI have already converged. Either L = ILO or
H(L,L-1) is negligible so that the matrix splits. */
i = *ihi;
L50:
l = *ilo;
if (i < *ilo) {
goto L170;
}
/* Perform multiple-shift QR iterations on rows and columns ILO to I
until a submatrix of order at most MAXB splits off at the bottom
because a subdiagonal element has become negligible. */
i__1 = itn;
for (its = 0; its <= itn; ++its) {
/* Look for a single small subdiagonal element. */
i__2 = l + 1;
for (k = i; k >= l+1; --k) {
tst1 = (d__1 = H(k-1,k-1), abs(d__1)) + (d__2 =
H(k,k), abs(d__2));
if (tst1 == 0.) {
i__4 = i - l + 1;
tst1 = dlanhs_("1", &i__4, &H(l,l), ldh, &WORK(1));
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = H(k,k-1), abs(d__1)) <= max(d__2,
smlnum)) {
goto L70;
}
/* L60: */
}
L70:
l = k;
if (l > *ilo) {
/* H(L,L-1) is negligible. */
H(l,l-1) = 0.;
}
/* Exit from loop if a submatrix of order <= MAXB has split off
. */
if (l >= i - maxb + 1) {
goto L160;
}
/* Now the active submatrix is in rows and columns L to I. If
eigenvalues only are being computed, only the active submatr
ix
need be transformed. */
if (! wantt) {
i1 = l;
i2 = i;
}
if (its == 20 || its == 30) {
/* Exceptional shifts. */
i__2 = i;
for (ii = i - ns + 1; ii <= i; ++ii) {
WR(ii) = ((d__1 = H(ii,ii-1), abs(d__1)) + (
d__2 = H(ii,ii), abs(d__2))) * 1.5;
WI(ii) = 0.;
/* L80: */
}
} else {
/* Use eigenvalues of trailing submatrix of order NS as
shifts. */
dlacpy_("Full", &ns, &ns, &H(i-ns+1,i-ns+1),
ldh, s, &c__15);
dlahqr_(&c_false, &c_false, &ns, &c__1, &ns, s, &c__15, &WR(i -
ns + 1), &WI(i - ns + 1), &c__1, &ns, &Z(1,1), ldz, &
ierr);
if (ierr > 0) {
/* If DLAHQR failed to compute all NS eigenvalues
, use the
unconverged diagonal elements as the remaining
shifts. */
i__2 = ierr;
for (ii = 1; ii <= ierr; ++ii) {
WR(i - ns + ii) = S(ii + ii * 15 - 16);
WI(i - ns + ii) = 0.;
/* L90: */
}
}
}
/* Form the first column of (G-w(1)) (G-w(2)) . . . (G-w(ns))
where G is the Hessenberg submatrix H(L:I,L:I) and w is
the vector of shifts (stored in WR and WI). The result is
stored in the local array V. */
V(0) = 1.;
i__2 = ns + 1;
for (ii = 2; ii <= ns+1; ++ii) {
V(ii - 1) = 0.;
/* L100: */
}
nv = 1;
i__2 = i;
for (j = i - ns + 1; j <= i; ++j) {
if (WI(j) >= 0.) {
if (WI(j) == 0.) {
/* real shift */
i__4 = nv + 1;
dcopy_(&i__4, v, &c__1, vv, &c__1);
i__4 = nv + 1;
d__1 = -WR(j);
dgemv_("No transpose", &i__4, &nv, &c_b10, &H(l,l), ldh, vv, &c__1, &d__1, v, &c__1);
++nv;
} else if (WI(j) > 0.) {
/* complex conjugate pair of shifts */
i__4 = nv + 1;
dcopy_(&i__4, v, &c__1, vv, &c__1);
i__4 = nv + 1;
d__1 = WR(j) * -2.;
dgemv_("No transpose", &i__4, &nv, &c_b10, &H(l,l), ldh, v, &c__1, &d__1, vv, &c__1);
i__4 = nv + 1;
itemp = idamax_(&i__4, vv, &c__1);
/* Computing MAX */
d__2 = (d__1 = VV(itemp - 1), abs(d__1));
temp = 1. / max(d__2,smlnum);
i__4 = nv + 1;
dscal_(&i__4, &temp, vv, &c__1);
absw = dlapy2_(&WR(j), &WI(j));
temp = temp * absw * absw;
i__4 = nv + 2;
i__5 = nv + 1;
dgemv_("No transpose", &i__4, &i__5, &c_b10, &H(l,l), ldh, vv, &c__1, &temp, v, &c__1);
nv += 2;
}
/* Scale V(1:NV) so that max(abs(V(i))) = 1. If V
is zero,
reset it to the unit vector. */
itemp = idamax_(&nv, v, &c__1);
temp = (d__1 = V(itemp - 1), abs(d__1));
if (temp == 0.) {
V(0) = 1.;
i__4 = nv;
for (ii = 2; ii <= nv; ++ii) {
V(ii - 1) = 0.;
/* L110: */
}
} else {
temp = max(temp,smlnum);
d__1 = 1. / temp;
dscal_(&nv, &d__1, v, &c__1);
}
}
/* L120: */
}
/* Multiple-shift QR step */
i__2 = i - 1;
for (k = l; k <= i-1; ++k) {
/* The first iteration of this loop determines a reflect
ion G
from the vector V and applies it from left and right
to H,
thus creating a nonzero bulge below the subdiagonal.
Each subsequent iteration determines a reflection G t
o
restore the Hessenberg form in the (K-1)th column, an
d thus
chases the bulge one step toward the bottom of the ac
tive
submatrix. NR is the order of G.
Computing MIN */
i__4 = ns + 1, i__5 = i - k + 1;
nr = min(i__4,i__5);
if (k > l) {
dcopy_(&nr, &H(k,k-1), &c__1, v, &c__1);
}
dlarfg_(&nr, v, &V(1), &c__1, &tau);
if (k > l) {
H(k,k-1) = V(0);
i__4 = i;
for (ii = k + 1; ii <= i; ++ii) {
H(ii,k-1) = 0.;
/* L130: */
}
}
V(0) = 1.;
/* Apply G from the left to transform the rows of the ma
trix in
columns K to I2. */
i__4 = i2 - k + 1;
dlarfx_("Left", &nr, &i__4, v, &tau, &H(k,k), ldh, &
WORK(1));
/* Apply G from the right to transform the columns of th
e
matrix in rows I1 to min(K+NR,I).
Computing MIN */
i__5 = k + nr;
i__4 = min(i__5,i) - i1 + 1;
dlarfx_("Right", &i__4, &nr, v, &tau, &H(i1,k), ldh, &
WORK(1));
if (wantz) {
/* Accumulate transformations in the matrix Z */
dlarfx_("Right", &nh, &nr, v, &tau, &Z(*ilo,k),
ldz, &WORK(1));
}
/* L140: */
}
/* L150: */
}
/* Failure to converge in remaining number of iterations */
*info = i;
return 0;
L160:
/* A submatrix of order <= MAXB in rows and columns L to I has split
off. Use the double-shift QR algorithm to handle it. */
dlahqr_(&wantt, &wantz, n, &l, &i, &H(1,1), ldh, &WR(1), &WI(1), ilo,
ihi, &Z(1,1), ldz, info);
if (*info > 0) {
return 0;
}
/* Decrement number of remaining iterations, and return to start of
the main loop with a new value of I. */
itn -= its;
i = l - 1;
goto L50;
L170:
return 0;
/* End of DHSEQR */
} /* dhseqr_ */
/* Subroutine */ int dgtt01_(integer *n, doublereal *dl, doublereal *d__,
doublereal *du, doublereal *dlf, doublereal *df, doublereal *duf,
doublereal *du2, integer *ipiv, doublereal *work, integer *ldwork,
doublereal *rwork, doublereal *resid)
{
/* System generated locals */
integer work_dim1, work_offset, i__1, i__2;
/* Local variables */
static integer i__, j;
static doublereal anorm;
static integer lastj;
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *), daxpy_(integer *, doublereal *,
doublereal *, integer *, doublereal *, integer *);
static doublereal li;
extern doublereal dlamch_(char *);
static integer ip;
extern doublereal dlangt_(char *, integer *, doublereal *, doublereal *,
doublereal *), dlanhs_(char *, integer *, doublereal *,
integer *, doublereal *);
static doublereal eps;
#define work_ref(a_1,a_2) work[(a_2)*work_dim1 + a_1]
/* -- LAPACK test routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
February 29, 1992
Purpose
=======
DGTT01 reconstructs a tridiagonal matrix A from its LU factorization
and computes the residual
norm(L*U - A) / ( norm(A) * EPS ),
where EPS is the machine epsilon.
Arguments
=========
N (input) INTEGTER
The order of the matrix A. N >= 0.
DL (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) sub-diagonal elements of A.
D (input) DOUBLE PRECISION array, dimension (N)
The diagonal elements of A.
DU (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) super-diagonal elements of A.
DLF (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) multipliers that define the matrix L from the
LU factorization of A.
DF (input) DOUBLE PRECISION array, dimension (N)
The n diagonal elements of the upper triangular matrix U from
the LU factorization of A.
DUF (input) DOUBLE PRECISION array, dimension (N-1)
The (n-1) elements of the first super-diagonal of U.
DU2F (input) DOUBLE PRECISION array, dimension (N-2)
The (n-2) elements of the second super-diagonal of U.
IPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= n, row i of the matrix was
interchanged with row IPIV(i). IPIV(i) will always be either
i or i+1; IPIV(i) = i indicates a row interchange was not
required.
WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,N)
LDWORK (input) INTEGER
The leading dimension of the array WORK. LDWORK >= max(1,N).
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
RESID (output) DOUBLE PRECISION
The scaled residual: norm(L*U - A) / (norm(A) * EPS)
=====================================================================
Quick return if possible
Parameter adjustments */
--dl;
--d__;
--du;
--dlf;
--df;
--duf;
--du2;
--ipiv;
work_dim1 = *ldwork;
work_offset = 1 + work_dim1 * 1;
work -= work_offset;
--rwork;
/* Function Body */
if (*n <= 0) {
*resid = 0.;
return 0;
}
eps = dlamch_("Epsilon");
/* Copy the matrix U to WORK. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
work_ref(i__, j) = 0.;
/* L10: */
}
/* L20: */
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (i__ == 1) {
work_ref(i__, i__) = df[i__];
if (*n >= 2) {
work_ref(i__, i__ + 1) = duf[i__];
}
if (*n >= 3) {
work_ref(i__, i__ + 2) = du2[i__];
}
} else if (i__ == *n) {
work_ref(i__, i__) = df[i__];
} else {
work_ref(i__, i__) = df[i__];
work_ref(i__, i__ + 1) = duf[i__];
if (i__ < *n - 1) {
work_ref(i__, i__ + 2) = du2[i__];
}
}
/* L30: */
}
/* Multiply on the left by L. */
lastj = *n;
for (i__ = *n - 1; i__ >= 1; --i__) {
li = dlf[i__];
i__1 = lastj - i__ + 1;
daxpy_(&i__1, &li, &work_ref(i__, i__), ldwork, &work_ref(i__ + 1,
i__), ldwork);
ip = ipiv[i__];
if (ip == i__) {
/* Computing MIN */
i__1 = i__ + 2;
lastj = min(i__1,*n);
} else {
i__1 = lastj - i__ + 1;
dswap_(&i__1, &work_ref(i__, i__), ldwork, &work_ref(i__ + 1, i__)
, ldwork);
}
/* L40: */
}
/* Subtract the matrix A. */
work_ref(1, 1) = work_ref(1, 1) - d__[1];
if (*n > 1) {
work_ref(1, 2) = work_ref(1, 2) - du[1];
work_ref(*n, *n - 1) = work_ref(*n, *n - 1) - dl[*n - 1];
work_ref(*n, *n) = work_ref(*n, *n) - d__[*n];
i__1 = *n - 1;
for (i__ = 2; i__ <= i__1; ++i__) {
work_ref(i__, i__ - 1) = work_ref(i__, i__ - 1) - dl[i__ - 1];
work_ref(i__, i__) = work_ref(i__, i__) - d__[i__];
work_ref(i__, i__ + 1) = work_ref(i__, i__ + 1) - du[i__];
/* L50: */
}
}
/* Compute the 1-norm of the tridiagonal matrix A. */
anorm = dlangt_("1", n, &dl[1], &d__[1], &du[1]);
/* Compute the 1-norm of WORK, which is only guaranteed to be
upper Hessenberg. */
*resid = dlanhs_("1", n, &work[work_offset], ldwork, &rwork[1])
;
/* Compute norm(L*U - A) / (norm(A) * EPS) */
if (anorm <= 0.) {
if (*resid != 0.) {
*resid = 1. / eps;
}
} else {
*resid = *resid / anorm / eps;
}
return 0;
/* End of DGTT01 */
} /* dgtt01_ */
/* Subroutine */ int pdnapps_(integer *comm, integer *n, integer *kev,
integer *np, doublereal *shiftr, doublereal *shifti, doublereal *v,
integer *ldv, doublereal *h__, integer *ldh, doublereal *resid,
doublereal *q, integer *ldq, doublereal *workl, doublereal *workd)
{
/* Initialized data */
static logical first = TRUE_;
/* System generated locals */
integer h_dim1, h_offset, v_dim1, v_offset, q_dim1, q_offset, i__1, i__2,
i__3, i__4;
doublereal d__1, d__2;
/* Local variables */
static doublereal c__, f, g;
static integer i__, j;
static doublereal r__, s, t, u[3];
static real t0, t1;
static doublereal h11, h12, h21, h22, h32;
static integer jj, ir, nr;
static doublereal tau, ulp, tst1;
static integer iend;
static doublereal unfl, ovfl;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *), dlarf_(char *, integer *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *, doublereal *,
ftnlen);
static logical cconj;
extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *, ftnlen), dcopy_(integer *,
doublereal *, integer *, doublereal *, integer *), daxpy_(integer
*, doublereal *, doublereal *, integer *, doublereal *, integer *)
;
extern doublereal dlapy2_(doublereal *, doublereal *);
extern /* Subroutine */ int dlabad_(doublereal *, doublereal *), dlarfg_(
integer *, doublereal *, doublereal *, integer *, doublereal *);
static doublereal sigmai;
extern /* Subroutine */ int second_(real *);
static doublereal sigmar;
static integer istart, kplusp, msglvl;
static doublereal smlnum;
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, ftnlen),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), dlaset_(char *, integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *, ftnlen), pivout_(integer *
, integer *, integer *, integer *, integer *, char *, ftnlen),
pdvout_(integer *, integer *, integer *, doublereal *, integer *,
char *, ftnlen), pdmout_(integer *, integer *, integer *, integer
*, doublereal *, integer *, integer *, char *, ftnlen);
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *, ftnlen), pdlamch_(integer *, char *, ftnlen);
/* %--------------------% */
/* | MPI Communicator | */
/* %--------------------% */
/* %----------------------------------------------------% */
/* | Include files for debugging and timing information | */
/* %----------------------------------------------------% */
/* \SCCS Information: @(#) */
/* FILE: debug.h SID: 2.3 DATE OF SID: 11/16/95 RELEASE: 2 */
/* %---------------------------------% */
/* | See debug.doc for documentation | */
/* %---------------------------------% */
/* %------------------% */
/* | Scalar Arguments | */
/* %------------------% */
/* %--------------------------------% */
/* | See stat.doc for documentation | */
/* %--------------------------------% */
/* \SCCS Information: @(#) */
/* FILE: stat.h SID: 2.2 DATE OF SID: 11/16/95 RELEASE: 2 */
/* %-----------------% */
/* | Array Arguments | */
/* %-----------------% */
/* %------------% */
/* | Parameters | */
/* %------------% */
/* %------------------------% */
/* | Local Scalars & Arrays | */
/* %------------------------% */
/* %----------------------% */
/* | External Subroutines | */
/* %----------------------% */
/* %--------------------% */
/* | External Functions | */
/* %--------------------% */
/* %----------------------% */
/* | Intrinsics Functions | */
/* %----------------------% */
/* %----------------% */
/* | Data statments | */
/* %----------------% */
/* Parameter adjustments */
--workd;
--resid;
--workl;
--shifti;
--shiftr;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
/* Function Body */
/* %-----------------------% */
/* | Executable Statements | */
/* %-----------------------% */
if (first) {
/* %-----------------------------------------------% */
/* | Set machine-dependent constants for the | */
/* | stopping criterion. If norm(H) <= sqrt(OVFL), | */
/* | overflow should not occur. | */
/* | REFERENCE: LAPACK subroutine dlahqr | */
/* %-----------------------------------------------% */
unfl = pdlamch_(comm, "safe minimum", (ftnlen)12);
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = pdlamch_(comm, "precision", (ftnlen)9);
smlnum = unfl * (*n / ulp);
first = FALSE_;
}
/* %-------------------------------% */
/* | Initialize timing statistics | */
/* | & message level for debugging | */
/* %-------------------------------% */
second_(&t0);
msglvl = debug_1.mnapps;
kplusp = *kev + *np;
/* %--------------------------------------------% */
/* | Initialize Q to the identity to accumulate | */
/* | the rotations and reflections | */
/* %--------------------------------------------% */
dlaset_("All", &kplusp, &kplusp, &c_b5, &c_b6, &q[q_offset], ldq, (ftnlen)
3);
/* %----------------------------------------------% */
/* | Quick return if there are no shifts to apply | */
/* %----------------------------------------------% */
if (*np == 0) {
goto L9000;
}
/* %----------------------------------------------% */
/* | Chase the bulge with the application of each | */
/* | implicit shift. Each shift is applied to the | */
/* | whole matrix including each block. | */
/* %----------------------------------------------% */
cconj = FALSE_;
i__1 = *np;
for (jj = 1; jj <= i__1; ++jj) {
sigmar = shiftr[jj];
sigmai = shifti[jj];
if (msglvl > 2) {
pivout_(comm, &debug_1.logfil, &c__1, &jj, &debug_1.ndigit, "_na"
"pps: shift number.", (ftnlen)21);
pdvout_(comm, &debug_1.logfil, &c__1, &sigmar, &debug_1.ndigit,
"_napps: The real part of the shift ", (ftnlen)35);
pdvout_(comm, &debug_1.logfil, &c__1, &sigmai, &debug_1.ndigit,
"_napps: The imaginary part of the shift ", (ftnlen)40);
}
/* %-------------------------------------------------% */
/* | The following set of conditionals is necessary | */
/* | in order that complex conjugate pairs of shifts | */
/* | are applied together or not at all. | */
/* %-------------------------------------------------% */
if (cconj) {
/* %-----------------------------------------% */
/* | cconj = .true. means the previous shift | */
/* | had non-zero imaginary part. | */
/* %-----------------------------------------% */
cconj = FALSE_;
goto L110;
} else if (jj < *np && abs(sigmai) > 0.) {
/* %------------------------------------% */
/* | Start of a complex conjugate pair. | */
/* %------------------------------------% */
cconj = TRUE_;
} else if (jj == *np && abs(sigmai) > 0.) {
/* %----------------------------------------------% */
/* | The last shift has a nonzero imaginary part. | */
/* | Don't apply it; thus the order of the | */
/* | compressed H is order KEV+1 since only np-1 | */
/* | were applied. | */
/* %----------------------------------------------% */
++(*kev);
goto L110;
}
istart = 1;
L20:
/* %--------------------------------------------------% */
/* | if sigmai = 0 then | */
/* | Apply the jj-th shift ... | */
/* | else | */
/* | Apply the jj-th and (jj+1)-th together ... | */
/* | (Note that jj < np at this point in the code) | */
/* | end | */
/* | to the current block of H. The next do loop | */
/* | determines the current block ; | */
/* %--------------------------------------------------% */
i__2 = kplusp - 1;
for (i__ = istart; i__ <= i__2; ++i__) {
/* %----------------------------------------% */
/* | Check for splitting and deflation. Use | */
/* | a standard test as in the QR algorithm | */
/* | REFERENCE: LAPACK subroutine dlahqr | */
/* %----------------------------------------% */
tst1 = (d__1 = h__[i__ + i__ * h_dim1], abs(d__1)) + (d__2 = h__[
i__ + 1 + (i__ + 1) * h_dim1], abs(d__2));
if (tst1 == 0.) {
i__3 = kplusp - jj + 1;
tst1 = dlanhs_("1", &i__3, &h__[h_offset], ldh, &workl[1], (
ftnlen)1);
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h__[i__ + 1 + i__ * h_dim1], abs(d__1)) <= max(d__2,
smlnum)) {
if (msglvl > 0) {
pivout_(comm, &debug_1.logfil, &c__1, &i__, &
debug_1.ndigit, "_napps: matrix splitting at row"
"/column no.", (ftnlen)42);
pivout_(comm, &debug_1.logfil, &c__1, &jj, &
debug_1.ndigit, "_napps: matrix splitting with s"
"hift number.", (ftnlen)43);
pdvout_(comm, &debug_1.logfil, &c__1, &h__[i__ + 1 + i__ *
h_dim1], &debug_1.ndigit, "_napps: off diagonal"
" element.", (ftnlen)29);
}
iend = i__;
h__[i__ + 1 + i__ * h_dim1] = 0.;
goto L40;
}
/* L30: */
}
iend = kplusp;
L40:
if (msglvl > 2) {
pivout_(comm, &debug_1.logfil, &c__1, &istart, &debug_1.ndigit,
"_napps: Start of current block ", (ftnlen)31);
pivout_(comm, &debug_1.logfil, &c__1, &iend, &debug_1.ndigit,
"_napps: End of current block ", (ftnlen)29);
}
/* %------------------------------------------------% */
/* | No reason to apply a shift to block of order 1 | */
/* %------------------------------------------------% */
if (istart == iend) {
goto L100;
}
/* %------------------------------------------------------% */
/* | If istart + 1 = iend then no reason to apply a | */
/* | complex conjugate pair of shifts on a 2 by 2 matrix. | */
/* %------------------------------------------------------% */
if (istart + 1 == iend && abs(sigmai) > 0.) {
goto L100;
}
h11 = h__[istart + istart * h_dim1];
h21 = h__[istart + 1 + istart * h_dim1];
if (abs(sigmai) <= 0.) {
/* %---------------------------------------------% */
/* | Real-valued shift ==> apply single shift QR | */
/* %---------------------------------------------% */
f = h11 - sigmar;
g = h21;
i__2 = iend - 1;
for (i__ = istart; i__ <= i__2; ++i__) {
/* %-----------------------------------------------------% */
/* | Contruct the plane rotation G to zero out the bulge | */
/* %-----------------------------------------------------% */
dlartg_(&f, &g, &c__, &s, &r__);
if (i__ > istart) {
/* %-------------------------------------------% */
/* | The following ensures that h(1:iend-1,1), | */
/* | the first iend-2 off diagonal of elements | */
/* | H, remain non negative. | */
/* %-------------------------------------------% */
if (r__ < 0.) {
r__ = -r__;
c__ = -c__;
s = -s;
}
h__[i__ + (i__ - 1) * h_dim1] = r__;
h__[i__ + 1 + (i__ - 1) * h_dim1] = 0.;
}
/* %---------------------------------------------% */
/* | Apply rotation to the left of H; H <- G'*H | */
/* %---------------------------------------------% */
i__3 = kplusp;
for (j = i__; j <= i__3; ++j) {
t = c__ * h__[i__ + j * h_dim1] + s * h__[i__ + 1 + j *
h_dim1];
h__[i__ + 1 + j * h_dim1] = -s * h__[i__ + j * h_dim1] +
c__ * h__[i__ + 1 + j * h_dim1];
h__[i__ + j * h_dim1] = t;
/* L50: */
}
/* %---------------------------------------------% */
/* | Apply rotation to the right of H; H <- H*G | */
/* %---------------------------------------------% */
/* Computing MIN */
i__4 = i__ + 2;
i__3 = min(i__4,iend);
for (j = 1; j <= i__3; ++j) {
t = c__ * h__[j + i__ * h_dim1] + s * h__[j + (i__ + 1) *
h_dim1];
h__[j + (i__ + 1) * h_dim1] = -s * h__[j + i__ * h_dim1]
+ c__ * h__[j + (i__ + 1) * h_dim1];
h__[j + i__ * h_dim1] = t;
/* L60: */
}
/* %----------------------------------------------------% */
/* | Accumulate the rotation in the matrix Q; Q <- Q*G | */
/* %----------------------------------------------------% */
/* Computing MIN */
i__4 = i__ + jj;
i__3 = min(i__4,kplusp);
for (j = 1; j <= i__3; ++j) {
t = c__ * q[j + i__ * q_dim1] + s * q[j + (i__ + 1) *
q_dim1];
q[j + (i__ + 1) * q_dim1] = -s * q[j + i__ * q_dim1] +
c__ * q[j + (i__ + 1) * q_dim1];
q[j + i__ * q_dim1] = t;
/* L70: */
}
/* %---------------------------% */
/* | Prepare for next rotation | */
/* %---------------------------% */
if (i__ < iend - 1) {
f = h__[i__ + 1 + i__ * h_dim1];
g = h__[i__ + 2 + i__ * h_dim1];
}
/* L80: */
}
/* %-----------------------------------% */
/* | Finished applying the real shift. | */
/* %-----------------------------------% */
} else {
/* %----------------------------------------------------% */
/* | Complex conjugate shifts ==> apply double shift QR | */
/* %----------------------------------------------------% */
h12 = h__[istart + (istart + 1) * h_dim1];
h22 = h__[istart + 1 + (istart + 1) * h_dim1];
h32 = h__[istart + 2 + (istart + 1) * h_dim1];
/* %---------------------------------------------------------% */
/* | Compute 1st column of (H - shift*I)*(H - conj(shift)*I) | */
/* %---------------------------------------------------------% */
s = sigmar * 2.f;
t = dlapy2_(&sigmar, &sigmai);
u[0] = (h11 * (h11 - s) + t * t) / h21 + h12;
u[1] = h11 + h22 - s;
u[2] = h32;
i__2 = iend - 1;
for (i__ = istart; i__ <= i__2; ++i__) {
/* Computing MIN */
i__3 = 3, i__4 = iend - i__ + 1;
nr = min(i__3,i__4);
/* %-----------------------------------------------------% */
/* | Construct Householder reflector G to zero out u(1). | */
/* | G is of the form I - tau*( 1 u )' * ( 1 u' ). | */
/* %-----------------------------------------------------% */
dlarfg_(&nr, u, &u[1], &c__1, &tau);
if (i__ > istart) {
h__[i__ + (i__ - 1) * h_dim1] = u[0];
h__[i__ + 1 + (i__ - 1) * h_dim1] = 0.;
if (i__ < iend - 1) {
h__[i__ + 2 + (i__ - 1) * h_dim1] = 0.;
}
}
u[0] = 1.;
/* %--------------------------------------% */
/* | Apply the reflector to the left of H | */
/* %--------------------------------------% */
i__3 = kplusp - i__ + 1;
dlarf_("Left", &nr, &i__3, u, &c__1, &tau, &h__[i__ + i__ *
h_dim1], ldh, &workl[1], (ftnlen)4);
/* %---------------------------------------% */
/* | Apply the reflector to the right of H | */
/* %---------------------------------------% */
/* Computing MIN */
i__3 = i__ + 3;
ir = min(i__3,iend);
dlarf_("Right", &ir, &nr, u, &c__1, &tau, &h__[i__ * h_dim1 +
1], ldh, &workl[1], (ftnlen)5);
/* %-----------------------------------------------------% */
/* | Accumulate the reflector in the matrix Q; Q <- Q*G | */
/* %-----------------------------------------------------% */
dlarf_("Right", &kplusp, &nr, u, &c__1, &tau, &q[i__ * q_dim1
+ 1], ldq, &workl[1], (ftnlen)5);
/* %----------------------------% */
/* | Prepare for next reflector | */
/* %----------------------------% */
if (i__ < iend - 1) {
u[0] = h__[i__ + 1 + i__ * h_dim1];
u[1] = h__[i__ + 2 + i__ * h_dim1];
if (i__ < iend - 2) {
u[2] = h__[i__ + 3 + i__ * h_dim1];
}
}
/* L90: */
}
/* %--------------------------------------------% */
/* | Finished applying a complex pair of shifts | */
/* | to the current block | */
/* %--------------------------------------------% */
}
L100:
/* %---------------------------------------------------------% */
/* | Apply the same shift to the next block if there is any. | */
/* %---------------------------------------------------------% */
istart = iend + 1;
if (iend < kplusp) {
goto L20;
}
/* %---------------------------------------------% */
/* | Loop back to the top to get the next shift. | */
/* %---------------------------------------------% */
L110:
;
}
/* %--------------------------------------------------% */
/* | Perform a similarity transformation that makes | */
/* | sure that H will have non negative sub diagonals | */
/* %--------------------------------------------------% */
i__1 = *kev;
for (j = 1; j <= i__1; ++j) {
if (h__[j + 1 + j * h_dim1] < 0.) {
i__2 = kplusp - j + 1;
dscal_(&i__2, &c_b43, &h__[j + 1 + j * h_dim1], ldh);
/* Computing MIN */
i__3 = j + 2;
i__2 = min(i__3,kplusp);
dscal_(&i__2, &c_b43, &h__[(j + 1) * h_dim1 + 1], &c__1);
/* Computing MIN */
i__3 = j + *np + 1;
i__2 = min(i__3,kplusp);
dscal_(&i__2, &c_b43, &q[(j + 1) * q_dim1 + 1], &c__1);
}
/* L120: */
}
i__1 = *kev;
for (i__ = 1; i__ <= i__1; ++i__) {
/* %--------------------------------------------% */
/* | Final check for splitting and deflation. | */
/* | Use a standard test as in the QR algorithm | */
/* | REFERENCE: LAPACK subroutine dlahqr | */
/* %--------------------------------------------% */
tst1 = (d__1 = h__[i__ + i__ * h_dim1], abs(d__1)) + (d__2 = h__[i__
+ 1 + (i__ + 1) * h_dim1], abs(d__2));
if (tst1 == 0.) {
tst1 = dlanhs_("1", kev, &h__[h_offset], ldh, &workl[1], (ftnlen)
1);
}
/* Computing MAX */
d__1 = ulp * tst1;
if (h__[i__ + 1 + i__ * h_dim1] <= max(d__1,smlnum)) {
h__[i__ + 1 + i__ * h_dim1] = 0.;
}
/* L130: */
}
/* %-------------------------------------------------% */
/* | Compute the (kev+1)-st column of (V*Q) and | */
/* | temporarily store the result in WORKD(N+1:2*N). | */
/* | This is needed in the residual update since we | */
/* | cannot GUARANTEE that the corresponding entry | */
/* | of H would be zero as in exact arithmetic. | */
/* %-------------------------------------------------% */
if (h__[*kev + 1 + *kev * h_dim1] > 0.) {
dgemv_("N", n, &kplusp, &c_b6, &v[v_offset], ldv, &q[(*kev + 1) *
q_dim1 + 1], &c__1, &c_b5, &workd[*n + 1], &c__1, (ftnlen)1);
}
/* %----------------------------------------------------------% */
/* | Compute column 1 to kev of (V*Q) in backward order | */
/* | taking advantage of the upper Hessenberg structure of Q. | */
/* %----------------------------------------------------------% */
i__1 = *kev;
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = kplusp - i__ + 1;
dgemv_("N", n, &i__2, &c_b6, &v[v_offset], ldv, &q[(*kev - i__ + 1) *
q_dim1 + 1], &c__1, &c_b5, &workd[1], &c__1, (ftnlen)1);
dcopy_(n, &workd[1], &c__1, &v[(kplusp - i__ + 1) * v_dim1 + 1], &
c__1);
/* L140: */
}
/* %-------------------------------------------------% */
/* | Move v(:,kplusp-kev+1:kplusp) into v(:,1:kev). | */
/* %-------------------------------------------------% */
dlacpy_("A", n, kev, &v[(kplusp - *kev + 1) * v_dim1 + 1], ldv, &v[
v_offset], ldv, (ftnlen)1);
/* %--------------------------------------------------------------% */
/* | Copy the (kev+1)-st column of (V*Q) in the appropriate place | */
/* %--------------------------------------------------------------% */
if (h__[*kev + 1 + *kev * h_dim1] > 0.) {
dcopy_(n, &workd[*n + 1], &c__1, &v[(*kev + 1) * v_dim1 + 1], &c__1);
}
/* %---------------------------------------% */
/* | Update the residual vector: | */
/* | r <- sigmak*r + betak*v(:,kev+1) | */
/* | where | */
/* | sigmak = (e_{kplusp}'*Q)*e_{kev} | */
/* | betak = e_{kev+1}'*H*e_{kev} | */
/* %---------------------------------------% */
dscal_(n, &q[kplusp + *kev * q_dim1], &resid[1], &c__1);
if (h__[*kev + 1 + *kev * h_dim1] > 0.) {
daxpy_(n, &h__[*kev + 1 + *kev * h_dim1], &v[(*kev + 1) * v_dim1 + 1],
&c__1, &resid[1], &c__1);
}
if (msglvl > 1) {
pdvout_(comm, &debug_1.logfil, &c__1, &q[kplusp + *kev * q_dim1], &
debug_1.ndigit, "_napps: sigmak = (e_{kev+p}^T*Q)*e_{kev}", (
ftnlen)40);
pdvout_(comm, &debug_1.logfil, &c__1, &h__[*kev + 1 + *kev * h_dim1],
&debug_1.ndigit, "_napps: betak = e_{kev+1}^T*H*e_{kev}", (
ftnlen)37);
pivout_(comm, &debug_1.logfil, &c__1, kev, &debug_1.ndigit, "_napps:"
" Order of the final Hessenberg matrix ", (ftnlen)45);
if (msglvl > 2) {
pdmout_(comm, &debug_1.logfil, kev, kev, &h__[h_offset], ldh, &
debug_1.ndigit, "_napps: updated Hessenberg matrix H for"
" next iteration", (ftnlen)54);
}
}
L9000:
second_(&t1);
timing_1.tnapps += t1 - t0;
return 0;
/* %----------------% */
/* | End of pdnapps | */
/* %----------------% */
} /* pdnapps_ */
/* Subroutine */ int dlahqr_(logical *wantt, logical *wantz, integer *n,
integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal
*wr, doublereal *wi, integer *iloz, integer *ihiz, doublereal *z__,
integer *ldz, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
static doublereal h43h34, disc, unfl, ovfl;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal work[1], opst;
static integer i__, j, k, l, m;
static doublereal s, v[3];
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
static integer i1, i2;
static doublereal t1, t2, t3, v1, v2, v3;
extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
doublereal *, doublereal *);
static doublereal h00, h10, h11, h12, h21, h22, h33, h44;
static integer nh;
static doublereal cs;
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
static integer nr;
static doublereal sn;
static integer nz;
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *);
static doublereal smlnum, ave, h33s, h44s;
static integer itn, its;
static doublereal ulp, sum, tst1;
#define h___ref(a_1,a_2) h__[(a_2)*h_dim1 + a_1]
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]
/* -- LAPACK auxiliary routine (instrum. to count ops. version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Common block to return operation count.
Purpose
=======
DLAHQR is an auxiliary routine called by DHSEQR to update the
eigenvalues and Schur decomposition already computed by DHSEQR, by
dealing with the Hessenberg submatrix in rows and columns ILO to IHI.
Arguments
=========
WANTT (input) LOGICAL
= .TRUE. : the full Schur form T is required;
= .FALSE.: only eigenvalues are required.
WANTZ (input) LOGICAL
= .TRUE. : the matrix of Schur vectors Z is required;
= .FALSE.: Schur vectors are not required.
N (input) INTEGER
The order of the matrix H. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that H is already upper quasi-triangular in
rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
ILO = 1). DLAHQR works primarily with the Hessenberg
submatrix in rows and columns ILO to IHI, but applies
transformations to all of H if WANTT is .TRUE..
1 <= ILO <= max(1,IHI); IHI <= N.
H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if WANTT is .TRUE., H is upper quasi-triangular in
rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in
standard form. If WANTT is .FALSE., the contents of H are
unspecified on exit.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N)
The real and imaginary parts, respectively, of the computed
eigenvalues ILO to IHI are stored in the corresponding
elements of WR and WI. If two eigenvalues are computed as a
complex conjugate pair, they are stored in consecutive
elements of WR and WI, say the i-th and (i+1)th, with
WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the
eigenvalues are stored in the same order as on the diagonal
of the Schur form returned in H, with WR(i) = H(i,i), and, if
H(i:i+1,i:i+1) is a 2-by-2 diagonal block,
WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i).
ILOZ (input) INTEGER
IHIZ (input) INTEGER
Specify the rows of Z to which transformations must be
applied if WANTZ is .TRUE..
1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
If WANTZ is .TRUE., on entry Z must contain the current
matrix Z of transformations accumulated by DHSEQR, and on
exit Z has been updated; transformations are applied only to
the submatrix Z(ILOZ:IHIZ,ILO:IHI).
If WANTZ is .FALSE., Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
> 0: DLAHQR failed to compute all the eigenvalues ILO to IHI
in a total of 30*(IHI-ILO+1) iterations; if INFO = i,
elements i+1:ihi of WR and WI contain those eigenvalues
which have been successfully computed.
Further Details
===============
2-96 Based on modifications by
David Day, Sandia National Laboratory, USA
=====================================================================
Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1 * 1;
h__ -= h_offset;
--wr;
--wi;
z_dim1 = *ldz;
z_offset = 1 + z_dim1 * 1;
z__ -= z_offset;
/* Function Body */
*info = 0;
/* **
Initialize */
opst = 0.;
/* **
Quick return if possible */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h___ref(*ilo, *ilo);
wi[*ilo] = 0.;
return 0;
}
nh = *ihi - *ilo + 1;
nz = *ihiz - *iloz + 1;
/* Set machine-dependent constants for the stopping criterion.
If norm(H) <= sqrt(OVFL), overflow should not occur. */
unfl = dlamch_("Safe minimum");
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("Precision");
smlnum = unfl * (nh / ulp);
/* I1 and I2 are the indices of the first row and last column of H
to which transformations must be applied. If eigenvalues only are
being computed, I1 and I2 are set inside the main loop. */
if (*wantt) {
i1 = 1;
i2 = *n;
}
/* ITN is the total number of QR iterations allowed. */
itn = nh * 30;
/* The main loop begins here. I is the loop index and decreases from
IHI to ILO in steps of 1 or 2. Each iteration of the loop works
with the active submatrix in rows and columns L to I.
Eigenvalues I+1 to IHI have already converged. Either L = ILO or
H(L,L-1) is negligible so that the matrix splits. */
i__ = *ihi;
L10:
l = *ilo;
if (i__ < *ilo) {
goto L150;
}
/* Perform QR iterations on rows and columns ILO to I until a
submatrix of order 1 or 2 splits off at the bottom because a
subdiagonal element has become negligible. */
i__1 = itn;
for (its = 0; its <= i__1; ++its) {
/* Look for a single small subdiagonal element. */
i__2 = l + 1;
for (k = i__; k >= i__2; --k) {
tst1 = (d__1 = h___ref(k - 1, k - 1), abs(d__1)) + (d__2 =
h___ref(k, k), abs(d__2));
if (tst1 == 0.) {
i__3 = i__ - l + 1;
tst1 = dlanhs_("1", &i__3, &h___ref(l, l), ldh, work);
/* **
Increment op count */
latime_1.ops += (i__ - l + 1) * (i__ - l + 2) / 2;
/* ** */
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h___ref(k, k - 1), abs(d__1)) <= max(d__2,smlnum)) {
goto L30;
}
/* L20: */
}
L30:
l = k;
/* **
Increment op count */
opst += (i__ - l + 1) * 3;
/* ** */
if (l > *ilo) {
/* H(L,L-1) is negligible */
h___ref(l, l - 1) = 0.;
}
/* Exit from loop if a submatrix of order 1 or 2 has split off. */
if (l >= i__ - 1) {
goto L140;
}
/* Now the active submatrix is in rows and columns L to I. If
eigenvalues only are being computed, only the active submatrix
need be transformed. */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* Exceptional shift. */
s = (d__1 = h___ref(i__, i__ - 1), abs(d__1)) + (d__2 = h___ref(
i__ - 1, i__ - 2), abs(d__2));
h44 = s * .75 + h___ref(i__, i__);
h33 = h44;
h43h34 = s * -.4375 * s;
/* **
Increment op count */
opst += 5;
/* ** */
} else {
/* Prepare to use Francis' double shift
(i.e. 2nd degree generalized Rayleigh quotient) */
h44 = h___ref(i__, i__);
h33 = h___ref(i__ - 1, i__ - 1);
h43h34 = h___ref(i__, i__ - 1) * h___ref(i__ - 1, i__);
s = h___ref(i__ - 1, i__ - 2) * h___ref(i__ - 1, i__ - 2);
disc = (h33 - h44) * .5;
disc = disc * disc + h43h34;
/* **
Increment op count */
opst += 6;
/* ** */
if (disc > 0.) {
/* Real roots: use Wilkinson's shift twice */
disc = sqrt(disc);
ave = (h33 + h44) * .5;
/* **
Increment op count */
opst += 2;
/* ** */
if (abs(h33) - abs(h44) > 0.) {
h33 = h33 * h44 - h43h34;
h44 = h33 / (d_sign(&disc, &ave) + ave);
/* **
Increment op count */
opst += 4;
/* ** */
} else {
h44 = d_sign(&disc, &ave) + ave;
/* **
Increment op count */
opst += 1;
/* ** */
}
h33 = h44;
h43h34 = 0.;
}
}
/* Look for two consecutive small subdiagonal elements. */
i__2 = l;
for (m = i__ - 2; m >= i__2; --m) {
/* Determine the effect of starting the double-shift QR
iteration at row M, and see if this would make H(M,M-1)
negligible. */
h11 = h___ref(m, m);
h22 = h___ref(m + 1, m + 1);
h21 = h___ref(m + 1, m);
h12 = h___ref(m, m + 1);
h44s = h44 - h11;
h33s = h33 - h11;
v1 = (h33s * h44s - h43h34) / h21 + h12;
v2 = h22 - h11 - h33s - h44s;
v3 = h___ref(m + 2, m + 1);
s = abs(v1) + abs(v2) + abs(v3);
v1 /= s;
v2 /= s;
v3 /= s;
v[0] = v1;
v[1] = v2;
v[2] = v3;
if (m == l) {
goto L50;
}
h00 = h___ref(m - 1, m - 1);
h10 = h___ref(m, m - 1);
tst1 = abs(v1) * (abs(h00) + abs(h11) + abs(h22));
if (abs(h10) * (abs(v2) + abs(v3)) <= ulp * tst1) {
goto L50;
}
/* L40: */
}
L50:
/* **
Increment op count */
opst += (i__ - m - 1) * 20;
/* **
Double-shift QR step */
i__2 = i__ - 1;
for (k = m; k <= i__2; ++k) {
/* The first iteration of this loop determines a reflection G
from the vector V and applies it from left and right to H,
thus creating a nonzero bulge below the subdiagonal.
Each subsequent iteration determines a reflection G to
restore the Hessenberg form in the (K-1)th column, and thus
chases the bulge one step toward the bottom of the active
submatrix. NR is the order of G.
Computing MIN */
i__3 = 3, i__4 = i__ - k + 1;
nr = min(i__3,i__4);
if (k > m) {
dcopy_(&nr, &h___ref(k, k - 1), &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
/* **
Increment op count */
opst = opst + nr * 3 + 9;
/* ** */
if (k > m) {
h___ref(k, k - 1) = v[0];
h___ref(k + 1, k - 1) = 0.;
if (k < i__ - 1) {
h___ref(k + 2, k - 1) = 0.;
}
} else if (m > l) {
h___ref(k, k - 1) = -h___ref(k, k - 1);
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* Apply G from the left to transform the rows of the matrix
in columns K to I2. */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h___ref(k, j) + v2 * h___ref(k + 1, j) + v3 *
h___ref(k + 2, j);
h___ref(k, j) = h___ref(k, j) - sum * t1;
h___ref(k + 1, j) = h___ref(k + 1, j) - sum * t2;
h___ref(k + 2, j) = h___ref(k + 2, j) - sum * t3;
/* L60: */
}
/* Apply G from the right to transform the columns of the
matrix in rows I1 to min(K+3,I).
Computing MIN */
i__4 = k + 3;
i__3 = min(i__4,i__);
for (j = i1; j <= i__3; ++j) {
sum = h___ref(j, k) + v2 * h___ref(j, k + 1) + v3 *
h___ref(j, k + 2);
h___ref(j, k) = h___ref(j, k) - sum * t1;
h___ref(j, k + 1) = h___ref(j, k + 1) - sum * t2;
h___ref(j, k + 2) = h___ref(j, k + 2) - sum * t3;
/* L70: */
}
/* **
Increment op count
Computing MIN */
i__3 = 3, i__4 = i__ - k;
latime_1.ops += (i2 - i1 + 2 + min(i__3,i__4)) * 10;
/* ** */
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__3 = *ihiz;
for (j = *iloz; j <= i__3; ++j) {
sum = z___ref(j, k) + v2 * z___ref(j, k + 1) + v3 *
z___ref(j, k + 2);
z___ref(j, k) = z___ref(j, k) - sum * t1;
z___ref(j, k + 1) = z___ref(j, k + 1) - sum * t2;
z___ref(j, k + 2) = z___ref(j, k + 2) - sum * t3;
/* L80: */
}
/* **
Increment op count */
latime_1.ops += nz * 10;
/* ** */
}
} else if (nr == 2) {
/* Apply G from the left to transform the rows of the matrix
in columns K to I2. */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h___ref(k, j) + v2 * h___ref(k + 1, j);
h___ref(k, j) = h___ref(k, j) - sum * t1;
h___ref(k + 1, j) = h___ref(k + 1, j) - sum * t2;
/* L90: */
}
/* Apply G from the right to transform the columns of the
matrix in rows I1 to min(K+3,I). */
i__3 = i__;
for (j = i1; j <= i__3; ++j) {
sum = h___ref(j, k) + v2 * h___ref(j, k + 1);
h___ref(j, k) = h___ref(j, k) - sum * t1;
h___ref(j, k + 1) = h___ref(j, k + 1) - sum * t2;
/* L100: */
}
/* **
Increment op count */
latime_1.ops += (i2 - i1 + 3) * 6;
/* ** */
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__3 = *ihiz;
for (j = *iloz; j <= i__3; ++j) {
sum = z___ref(j, k) + v2 * z___ref(j, k + 1);
z___ref(j, k) = z___ref(j, k) - sum * t1;
z___ref(j, k + 1) = z___ref(j, k + 1) - sum * t2;
/* L110: */
}
/* **
Increment op count */
latime_1.ops += nz * 6;
/* ** */
}
}
/* L120: */
}
/* L130: */
}
/* Failure to converge in remaining number of iterations */
*info = i__;
return 0;
L140:
if (l == i__) {
/* H(I,I-1) is negligible: one eigenvalue has converged. */
wr[i__] = h___ref(i__, i__);
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
Transform the 2-by-2 submatrix to standard Schur form,
and compute and store the eigenvalues. */
dlanv2_(&h___ref(i__ - 1, i__ - 1), &h___ref(i__ - 1, i__), &h___ref(
i__, i__ - 1), &h___ref(i__, i__), &wr[i__ - 1], &wi[i__ - 1],
&wr[i__], &wi[i__], &cs, &sn);
if (*wantt) {
/* Apply the transformation to the rest of H. */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h___ref(i__ - 1, i__ + 1), ldh, &h___ref(i__,
i__ + 1), ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h___ref(i1, i__ - 1), &c__1, &h___ref(i1, i__), &
c__1, &cs, &sn);
/* **
Increment op count */
latime_1.ops += (i2 - i1 - 1) * 6;
/* ** */
}
if (*wantz) {
/* Apply the transformation to Z. */
drot_(&nz, &z___ref(*iloz, i__ - 1), &c__1, &z___ref(*iloz, i__),
&c__1, &cs, &sn);
/* **
Increment op count */
latime_1.ops += nz * 6;
/* ** */
}
}
/* Decrement number of remaining iterations, and return to start of
the main loop with new value of I. */
itn -= its;
i__ = l - 1;
goto L10;
L150:
/* **
Compute final op count */
latime_1.ops += opst;
/* ** */
return 0;
/* End of DLAHQR */
} /* dlahqr_ */
/* Subroutine */ int dgtt01_(integer *n, doublereal *dl, doublereal *d__,
doublereal *du, doublereal *dlf, doublereal *df, doublereal *duf,
doublereal *du2, integer *ipiv, doublereal *work, integer *ldwork,
doublereal *rwork, doublereal *resid)
{
/* System generated locals */
integer work_dim1, work_offset, i__1, i__2;
/* Local variables */
integer i__, j;
doublereal li;
integer ip;
doublereal eps, anorm;
integer lastj;
extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
doublereal *, integer *), daxpy_(integer *, doublereal *,
doublereal *, integer *, doublereal *, integer *);
extern doublereal dlamch_(char *), dlangt_(char *, integer *,
doublereal *, doublereal *, doublereal *), dlanhs_(char *,
integer *, doublereal *, integer *, doublereal *);
/* -- LAPACK test routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DGTT01 reconstructs a tridiagonal matrix A from its LU factorization */
/* and computes the residual */
/* norm(L*U - A) / ( norm(A) * EPS ), */
/* where EPS is the machine epsilon. */
/* Arguments */
/* ========= */
/* N (input) INTEGTER */
/* The order of the matrix A. N >= 0. */
/* DL (input) DOUBLE PRECISION array, dimension (N-1) */
/* The (n-1) sub-diagonal elements of A. */
/* D (input) DOUBLE PRECISION array, dimension (N) */
/* The diagonal elements of A. */
/* DU (input) DOUBLE PRECISION array, dimension (N-1) */
/* The (n-1) super-diagonal elements of A. */
/* DLF (input) DOUBLE PRECISION array, dimension (N-1) */
/* The (n-1) multipliers that define the matrix L from the */
/* LU factorization of A. */
/* DF (input) DOUBLE PRECISION array, dimension (N) */
/* The n diagonal elements of the upper triangular matrix U from */
/* the LU factorization of A. */
/* DUF (input) DOUBLE PRECISION array, dimension (N-1) */
/* The (n-1) elements of the first super-diagonal of U. */
/* DU2F (input) DOUBLE PRECISION array, dimension (N-2) */
/* The (n-2) elements of the second super-diagonal of U. */
/* IPIV (input) INTEGER array, dimension (N) */
/* The pivot indices; for 1 <= i <= n, row i of the matrix was */
/* interchanged with row IPIV(i). IPIV(i) will always be either */
/* i or i+1; IPIV(i) = i indicates a row interchange was not */
/* required. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (LDWORK,N) */
/* LDWORK (input) INTEGER */
/* The leading dimension of the array WORK. LDWORK >= max(1,N). */
/* RWORK (workspace) DOUBLE PRECISION array, dimension (N) */
/* RESID (output) DOUBLE PRECISION */
/* The scaled residual: norm(L*U - A) / (norm(A) * EPS) */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Executable Statements .. */
/* Quick return if possible */
/* Parameter adjustments */
--dl;
--d__;
--du;
--dlf;
--df;
--duf;
--du2;
--ipiv;
work_dim1 = *ldwork;
work_offset = 1 + work_dim1;
work -= work_offset;
--rwork;
/* Function Body */
if (*n <= 0) {
*resid = 0.;
return 0;
}
eps = dlamch_("Epsilon");
/* Copy the matrix U to WORK. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
i__2 = *n;
for (i__ = 1; i__ <= i__2; ++i__) {
work[i__ + j * work_dim1] = 0.;
/* L10: */
}
/* L20: */
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
if (i__ == 1) {
work[i__ + i__ * work_dim1] = df[i__];
if (*n >= 2) {
work[i__ + (i__ + 1) * work_dim1] = duf[i__];
}
if (*n >= 3) {
work[i__ + (i__ + 2) * work_dim1] = du2[i__];
}
} else if (i__ == *n) {
work[i__ + i__ * work_dim1] = df[i__];
} else {
work[i__ + i__ * work_dim1] = df[i__];
work[i__ + (i__ + 1) * work_dim1] = duf[i__];
if (i__ < *n - 1) {
work[i__ + (i__ + 2) * work_dim1] = du2[i__];
}
}
/* L30: */
}
/* Multiply on the left by L. */
lastj = *n;
for (i__ = *n - 1; i__ >= 1; --i__) {
li = dlf[i__];
i__1 = lastj - i__ + 1;
daxpy_(&i__1, &li, &work[i__ + i__ * work_dim1], ldwork, &work[i__ +
1 + i__ * work_dim1], ldwork);
ip = ipiv[i__];
if (ip == i__) {
/* Computing MIN */
i__1 = i__ + 2;
lastj = min(i__1,*n);
} else {
i__1 = lastj - i__ + 1;
dswap_(&i__1, &work[i__ + i__ * work_dim1], ldwork, &work[i__ + 1
+ i__ * work_dim1], ldwork);
}
/* L40: */
}
/* Subtract the matrix A. */
work[work_dim1 + 1] -= d__[1];
if (*n > 1) {
work[(work_dim1 << 1) + 1] -= du[1];
work[*n + (*n - 1) * work_dim1] -= dl[*n - 1];
work[*n + *n * work_dim1] -= d__[*n];
i__1 = *n - 1;
for (i__ = 2; i__ <= i__1; ++i__) {
work[i__ + (i__ - 1) * work_dim1] -= dl[i__ - 1];
work[i__ + i__ * work_dim1] -= d__[i__];
work[i__ + (i__ + 1) * work_dim1] -= du[i__];
/* L50: */
}
}
/* Compute the 1-norm of the tridiagonal matrix A. */
anorm = dlangt_("1", n, &dl[1], &d__[1], &du[1]);
/* Compute the 1-norm of WORK, which is only guaranteed to be */
/* upper Hessenberg. */
*resid = dlanhs_("1", n, &work[work_offset], ldwork, &rwork[1])
;
/* Compute norm(L*U - A) / (norm(A) * EPS) */
if (anorm <= 0.) {
if (*resid != 0.) {
*resid = 1. / eps;
}
} else {
*resid = *resid / anorm / eps;
}
return 0;
/* End of DGTT01 */
} /* dgtt01_ */
/* Subroutine */ int dhsein_(char *side, char *eigsrc, char *initv, logical *
select, integer *n, doublereal *h__, integer *ldh, doublereal *wr,
doublereal *wi, doublereal *vl, integer *ldvl, doublereal *vr,
integer *ldvr, integer *mm, integer *m, doublereal *work, integer *
ifaill, integer *ifailr, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, vl_dim1, vl_offset, vr_dim1, vr_offset, i__1,
i__2;
doublereal d__1, d__2;
/* Local variables */
static logical pair;
static doublereal unfl, opst;
static integer i__, k;
extern logical lsame_(char *, char *);
static integer iinfo;
static logical leftv, bothv;
static doublereal hnorm;
static integer kl;
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlaein_(logical *, logical *, integer *,
doublereal *, integer *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, integer *, doublereal *, doublereal *
, doublereal *, doublereal *, integer *);
static integer kr;
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *);
extern /* Subroutine */ int xerbla_(char *, integer *);
static doublereal bignum;
static logical noinit;
static integer ldwork;
static logical rightv, fromqr;
static doublereal smlnum;
static integer kln, ksi;
static doublereal wki;
static integer ksr;
static doublereal ulp, wkr, eps3;
#define h___ref(a_1,a_2) h__[(a_2)*h_dim1 + a_1]
#define vl_ref(a_1,a_2) vl[(a_2)*vl_dim1 + a_1]
#define vr_ref(a_1,a_2) vr[(a_2)*vr_dim1 + a_1]
/* -- LAPACK routine (instrumented to count operations, version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
September 30, 1994
Common block to return operation count.
Purpose
=======
DHSEIN uses inverse iteration to find specified right and/or left
eigenvectors of a real upper Hessenberg matrix H.
The right eigenvector x and the left eigenvector y of the matrix H
corresponding to an eigenvalue w are defined by:
H * x = w * x, y**h * H = w * y**h
where y**h denotes the conjugate transpose of the vector y.
Arguments
=========
SIDE (input) CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
EIGSRC (input) CHARACTER*1
Specifies the source of eigenvalues supplied in (WR,WI):
= 'Q': the eigenvalues were found using DHSEQR; thus, if
H has zero subdiagonal elements, and so is
block-triangular, then the j-th eigenvalue can be
assumed to be an eigenvalue of the block containing
the j-th row/column. This property allows DHSEIN to
perform inverse iteration on just one diagonal block.
= 'N': no assumptions are made on the correspondence
between eigenvalues and diagonal blocks. In this
case, DHSEIN must always perform inverse iteration
using the whole matrix H.
INITV (input) CHARACTER*1
= 'N': no initial vectors are supplied;
= 'U': user-supplied initial vectors are stored in the arrays
VL and/or VR.
SELECT (input/output) LOGICAL array, dimension(N)
Specifies the eigenvectors to be computed. To select the
real eigenvector corresponding to a real eigenvalue WR(j),
SELECT(j) must be set to .TRUE.. To select the complex
eigenvector corresponding to a complex eigenvalue
(WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)),
either SELECT(j) or SELECT(j+1) or both must be set to
.TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is
.FALSE..
N (input) INTEGER
The order of the matrix H. N >= 0.
H (input) DOUBLE PRECISION array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (input/output) DOUBLE PRECISION array, dimension (N)
WI (input) DOUBLE PRECISION array, dimension (N)
On entry, the real and imaginary parts of the eigenvalues of
H; a complex conjugate pair of eigenvalues must be stored in
consecutive elements of WR and WI.
On exit, WR may have been altered since close eigenvalues
are perturbed slightly in searching for independent
eigenvectors.
VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM)
On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
contain starting vectors for the inverse iteration for the
left eigenvectors; the starting vector for each eigenvector
must be in the same column(s) in which the eigenvector will
be stored.
On exit, if SIDE = 'L' or 'B', the left eigenvectors
specified by SELECT will be stored consecutively in the
columns of VL, in the same order as their eigenvalues. A
complex eigenvector corresponding to a complex eigenvalue is
stored in two consecutive columns, the first holding the real
part and the second the imaginary part.
If SIDE = 'R', VL is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL.
LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
contain starting vectors for the inverse iteration for the
right eigenvectors; the starting vector for each eigenvector
must be in the same column(s) in which the eigenvector will
be stored.
On exit, if SIDE = 'R' or 'B', the right eigenvectors
specified by SELECT will be stored consecutively in the
columns of VR, in the same order as their eigenvalues. A
complex eigenvector corresponding to a complex eigenvalue is
stored in two consecutive columns, the first holding the real
part and the second the imaginary part.
If SIDE = 'L', VR is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR.
LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
MM (input) INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M (output) INTEGER
The number of columns in the arrays VL and/or VR required to
store the eigenvectors; each selected real eigenvector
occupies one column and each selected complex eigenvector
occupies two columns.
WORK (workspace) DOUBLE PRECISION array, dimension ((N+2)*N)
IFAILL (output) INTEGER array, dimension (MM)
If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
eigenvector in the i-th column of VL (corresponding to the
eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
eigenvector converged satisfactorily. If the i-th and (i+1)th
columns of VL hold a complex eigenvector, then IFAILL(i) and
IFAILL(i+1) are set to the same value.
If SIDE = 'R', IFAILL is not referenced.
IFAILR (output) INTEGER array, dimension (MM)
If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
eigenvector in the i-th column of VR (corresponding to the
eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
eigenvector converged satisfactorily. If the i-th and (i+1)th
columns of VR hold a complex eigenvector, then IFAILR(i) and
IFAILR(i+1) are set to the same value.
If SIDE = 'L', IFAILR is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, i is the number of eigenvectors which
failed to converge; see IFAILL and IFAILR for further
details.
Further Details
===============
Each eigenvector is normalized so that the element of largest
magnitude has magnitude 1; here the magnitude of a complex number
(x,y) is taken to be |x|+|y|.
=====================================================================
Decode and test the input parameters.
Parameter adjustments */
--select;
h_dim1 = *ldh;
h_offset = 1 + h_dim1 * 1;
h__ -= h_offset;
--wr;
--wi;
vl_dim1 = *ldvl;
vl_offset = 1 + vl_dim1 * 1;
vl -= vl_offset;
vr_dim1 = *ldvr;
vr_offset = 1 + vr_dim1 * 1;
vr -= vr_offset;
--work;
--ifaill;
--ifailr;
/* Function Body */
bothv = lsame_(side, "B");
rightv = lsame_(side, "R") || bothv;
leftv = lsame_(side, "L") || bothv;
fromqr = lsame_(eigsrc, "Q");
noinit = lsame_(initv, "N");
/* Set M to the number of columns required to store the selected
eigenvectors, and standardize the array SELECT. */
*m = 0;
pair = FALSE_;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (pair) {
pair = FALSE_;
select[k] = FALSE_;
} else {
if (wi[k] == 0.) {
if (select[k]) {
++(*m);
}
} else {
pair = TRUE_;
if (select[k] || select[k + 1]) {
select[k] = TRUE_;
*m += 2;
}
}
}
/* L10: */
}
*info = 0;
if (! rightv && ! leftv) {
*info = -1;
} else if (! fromqr && ! lsame_(eigsrc, "N")) {
*info = -2;
} else if (! noinit && ! lsame_(initv, "U")) {
*info = -3;
} else if (*n < 0) {
*info = -5;
} else if (*ldh < max(1,*n)) {
*info = -7;
} else if (*ldvl < 1 || leftv && *ldvl < *n) {
*info = -11;
} else if (*ldvr < 1 || rightv && *ldvr < *n) {
*info = -13;
} else if (*mm < *m) {
*info = -14;
}
if (*info != 0) {
i__1 = -(*info);
xerbla_("DHSEIN", &i__1);
return 0;
}
/* **
Initialize */
opst = 0.;
/* **
Quick return if possible. */
if (*n == 0) {
return 0;
}
/* Set machine-dependent constants. */
unfl = dlamch_("Safe minimum");
ulp = dlamch_("Precision");
smlnum = unfl * (*n / ulp);
bignum = (1. - ulp) / smlnum;
ldwork = *n + 1;
kl = 1;
kln = 0;
if (fromqr) {
kr = 0;
} else {
kr = *n;
}
ksr = 1;
i__1 = *n;
for (k = 1; k <= i__1; ++k) {
if (select[k]) {
/* Compute eigenvector(s) corresponding to W(K). */
if (fromqr) {
/* If affiliation of eigenvalues is known, check whether
the matrix splits.
Determine KL and KR such that 1 <= KL <= K <= KR <= N
and H(KL,KL-1) and H(KR+1,KR) are zero (or KL = 1 or
KR = N).
Then inverse iteration can be performed with the
submatrix H(KL:N,KL:N) for a left eigenvector, and with
the submatrix H(1:KR,1:KR) for a right eigenvector. */
i__2 = kl + 1;
for (i__ = k; i__ >= i__2; --i__) {
if (h___ref(i__, i__ - 1) == 0.) {
goto L30;
}
/* L20: */
}
L30:
kl = i__;
if (k > kr) {
i__2 = *n - 1;
for (i__ = k; i__ <= i__2; ++i__) {
if (h___ref(i__ + 1, i__) == 0.) {
goto L50;
}
/* L40: */
}
L50:
kr = i__;
}
}
if (kl != kln) {
kln = kl;
/* Compute infinity-norm of submatrix H(KL:KR,KL:KR) if it
has not ben computed before. */
i__2 = kr - kl + 1;
hnorm = dlanhs_("I", &i__2, &h___ref(kl, kl), ldh, &work[1]);
/* **
Increment opcount for computing the norm of matrix */
latime_1.ops += *n * (*n + 1) / 2;
/* ** */
if (hnorm > 0.) {
eps3 = hnorm * ulp;
} else {
eps3 = smlnum;
}
}
/* Perturb eigenvalue if it is close to any previous
selected eigenvalues affiliated to the submatrix
H(KL:KR,KL:KR). Close roots are modified by EPS3. */
wkr = wr[k];
wki = wi[k];
L60:
i__2 = kl;
for (i__ = k - 1; i__ >= i__2; --i__) {
if (select[i__] && (d__1 = wr[i__] - wkr, abs(d__1)) + (d__2 =
wi[i__] - wki, abs(d__2)) < eps3) {
wkr += eps3;
goto L60;
}
/* L70: */
}
wr[k] = wkr;
/* **
Increment opcount for loop 70 */
opst += k - kl << 1;
/* * */
pair = wki != 0.;
if (pair) {
ksi = ksr + 1;
} else {
ksi = ksr;
}
if (leftv) {
/* Compute left eigenvector. */
i__2 = *n - kl + 1;
dlaein_(&c_false, &noinit, &i__2, &h___ref(kl, kl), ldh, &wkr,
&wki, &vl_ref(kl, ksr), &vl_ref(kl, ksi), &work[1], &
ldwork, &work[*n * *n + *n + 1], &eps3, &smlnum, &
bignum, &iinfo);
if (iinfo > 0) {
if (pair) {
*info += 2;
} else {
++(*info);
}
ifaill[ksr] = k;
ifaill[ksi] = k;
} else {
ifaill[ksr] = 0;
ifaill[ksi] = 0;
}
i__2 = kl - 1;
for (i__ = 1; i__ <= i__2; ++i__) {
vl_ref(i__, ksr) = 0.;
/* L80: */
}
if (pair) {
i__2 = kl - 1;
for (i__ = 1; i__ <= i__2; ++i__) {
vl_ref(i__, ksi) = 0.;
/* L90: */
}
}
}
if (rightv) {
/* Compute right eigenvector. */
dlaein_(&c_true, &noinit, &kr, &h__[h_offset], ldh, &wkr, &
wki, &vr_ref(1, ksr), &vr_ref(1, ksi), &work[1], &
ldwork, &work[*n * *n + *n + 1], &eps3, &smlnum, &
bignum, &iinfo);
if (iinfo > 0) {
if (pair) {
*info += 2;
} else {
++(*info);
}
ifailr[ksr] = k;
ifailr[ksi] = k;
} else {
ifailr[ksr] = 0;
ifailr[ksi] = 0;
}
i__2 = *n;
for (i__ = kr + 1; i__ <= i__2; ++i__) {
vr_ref(i__, ksr) = 0.;
/* L100: */
}
if (pair) {
i__2 = *n;
for (i__ = kr + 1; i__ <= i__2; ++i__) {
vr_ref(i__, ksi) = 0.;
/* L110: */
}
}
}
if (pair) {
ksr += 2;
} else {
++ksr;
}
}
/* L120: */
}
/* **
Compute final op count */
latime_1.ops += opst;
/* ** */
return 0;
/* End of DHSEIN */
} /* dhsein_ */
/* Subroutine */ int pdnaitr_(integer *comm, integer *ido, char *bmat,
integer *n, integer *k, integer *np, integer *nb, doublereal *resid,
doublereal *rnorm, doublereal *v, integer *ldv, doublereal *h__,
integer *ldh, integer *ipntr, doublereal *workd, doublereal *workl,
integer *info, ftnlen bmat_len)
{
/* Initialized data */
static logical first = TRUE_;
/* System generated locals */
integer h_dim1, h_offset, v_dim1, v_offset, i__1, i__2;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
static integer i__, j;
static real t0, t1, t2, t3, t4, t5;
static doublereal rnorm_buf__;
static integer jj, ipj, irj, ivj;
static doublereal ulp, tst1;
extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
integer *);
static integer ierr, iter;
static doublereal unfl, ovfl;
static integer itry;
static doublereal temp1;
static logical orth1, orth2, step3, step4;
static doublereal betaj;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *), dgemv_(char *, integer *, integer *, doublereal *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
doublereal *, integer *, ftnlen);
static integer infol;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *), daxpy_(integer *, doublereal *,
doublereal *, integer *, doublereal *, integer *);
static doublereal xtemp[2], wnorm;
extern /* Subroutine */ int mpi_allreduce__(doublereal *, doublereal *,
integer *, integer *, integer *, integer *, integer *), dlabad_(
doublereal *, doublereal *);
static doublereal rnorm1;
extern /* Subroutine */ int dlascl_(char *, integer *, integer *,
doublereal *, doublereal *, integer *, integer *, doublereal *,
integer *, integer *, ftnlen);
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *, ftnlen);
static logical rstart;
static integer msglvl;
static doublereal smlnum;
extern /* Subroutine */ int pdvout_(integer *, integer *, integer *,
doublereal *, integer *, char *, ftnlen), pdmout_(integer *,
integer *, integer *, integer *, doublereal *, integer *, integer
*, char *, ftnlen), pivout_(integer *, integer *, integer *,
integer *, integer *, char *, ftnlen), second_(real *), pdgetv0_(
integer *, integer *, char *, integer *, logical *, integer *,
integer *, doublereal *, integer *, doublereal *, doublereal *,
integer *, doublereal *, doublereal *, integer *, ftnlen);
extern doublereal pdnorm2_(integer *, integer *, doublereal *, integer *),
pdlamch_(integer *, char *, ftnlen);
/* %---------------% */
/* | MPI Variables | */
/* %---------------% */
/* /+ */
/* * */
/* * (C) 1993 by Argonne National Laboratory and Mississipi State University. */
/* * All rights reserved. See COPYRIGHT in top-level directory. */
/* +/ */
/* /+ user include file for MPI programs, with no dependencies +/ */
/* /+ return codes +/ */
/* We handle datatypes by putting the variables that hold them into */
/* common. This way, a Fortran program can directly use the various */
/* datatypes and can even give them to C programs. */
/* MPI_BOTTOM needs to be a known address; here we put it at the */
/* beginning of the common block. The point-to-point and collective */
/* routines know about MPI_BOTTOM, but MPI_TYPE_STRUCT as yet does not. */
/* The types MPI_INTEGER1,2,4 and MPI_REAL4,8 are OPTIONAL. */
/* Their values are zero if they are not available. Note that */
/* using these reduces the portability of code (though may enhance */
/* portability between Crays and other systems) */
/* All other MPI routines are subroutines */
/* The attribute copy/delete functions are symbols that can be passed */
/* to MPI routines */
/* %----------------------------------------------------% */
/* | Include files for debugging and timing information | */
/* %----------------------------------------------------% */
/* \SCCS Information: @(#) */
/* FILE: debug.h SID: 2.3 DATE OF SID: 11/16/95 RELEASE: 2 */
/* %---------------------------------% */
/* | See debug.doc for documentation | */
/* %---------------------------------% */
/* %------------------% */
/* | Scalar Arguments | */
/* %------------------% */
/* %--------------------------------% */
/* | See stat.doc for documentation | */
/* %--------------------------------% */
/* \SCCS Information: @(#) */
/* FILE: stat.h SID: 2.2 DATE OF SID: 11/16/95 RELEASE: 2 */
/* %-----------------% */
/* | Array Arguments | */
/* %-----------------% */
/* %------------% */
/* | Parameters | */
/* %------------% */
/* %---------------% */
/* | Local Scalars | */
/* %---------------% */
/* %-----------------------% */
/* | Local Array Arguments | */
/* %-----------------------% */
/* %----------------------% */
/* | External Subroutines | */
/* %----------------------% */
/* %--------------------% */
/* | External Functions | */
/* %--------------------% */
/* %---------------------% */
/* | Intrinsic Functions | */
/* %---------------------% */
/* %-----------------% */
/* | Data statements | */
/* %-----------------% */
/* Parameter adjustments */
--workd;
--resid;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
--workl;
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--ipntr;
/* Function Body */
/* %-----------------------% */
/* | Executable Statements | */
/* %-----------------------% */
if (first) {
/* %-----------------------------------------% */
/* | Set machine-dependent constants for the | */
/* | the splitting and deflation criterion. | */
/* | If norm(H) <= sqrt(OVFL), | */
/* | overflow should not occur. | */
/* | REFERENCE: LAPACK subroutine dlahqr | */
/* %-----------------------------------------% */
unfl = pdlamch_(comm, "safe minimum", (ftnlen)12);
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = pdlamch_(comm, "precision", (ftnlen)9);
smlnum = unfl * (*n / ulp);
first = FALSE_;
}
if (*ido == 0) {
/* %-------------------------------% */
/* | Initialize timing statistics | */
/* | & message level for debugging | */
/* %-------------------------------% */
second_(&t0);
msglvl = debug_1.mnaitr;
/* %------------------------------% */
/* | Initial call to this routine | */
/* %------------------------------% */
*info = 0;
step3 = FALSE_;
step4 = FALSE_;
rstart = FALSE_;
orth1 = FALSE_;
orth2 = FALSE_;
j = *k + 1;
ipj = 1;
irj = ipj + *n;
ivj = irj + *n;
}
/* %-------------------------------------------------% */
/* | When in reverse communication mode one of: | */
/* | STEP3, STEP4, ORTH1, ORTH2, RSTART | */
/* | will be .true. when .... | */
/* | STEP3: return from computing OP*v_{j}. | */
/* | STEP4: return from computing B-norm of OP*v_{j} | */
/* | ORTH1: return from computing B-norm of r_{j+1} | */
/* | ORTH2: return from computing B-norm of | */
/* | correction to the residual vector. | */
/* | RSTART: return from OP computations needed by | */
/* | pdgetv0. | */
/* %-------------------------------------------------% */
if (step3) {
goto L50;
}
if (step4) {
goto L60;
}
if (orth1) {
goto L70;
}
if (orth2) {
goto L90;
}
if (rstart) {
goto L30;
}
/* %-----------------------------% */
/* | Else this is the first step | */
/* %-----------------------------% */
/* %--------------------------------------------------------------% */
/* | | */
/* | A R N O L D I I T E R A T I O N L O O P | */
/* | | */
/* | Note: B*r_{j-1} is already in WORKD(1:N)=WORKD(IPJ:IPJ+N-1) | */
/* %--------------------------------------------------------------% */
L1000:
if (msglvl > 1) {
pivout_(comm, &debug_1.logfil, &c__1, &j, &debug_1.ndigit, "_naitr: "
"generating Arnoldi vector number", (ftnlen)40);
pdvout_(comm, &debug_1.logfil, &c__1, rnorm, &debug_1.ndigit, "_nait"
"r: B-norm of the current residual is", (ftnlen)41);
}
/* %---------------------------------------------------% */
/* | STEP 1: Check if the B norm of j-th residual | */
/* | vector is zero. Equivalent to determing whether | */
/* | an exact j-step Arnoldi factorization is present. | */
/* %---------------------------------------------------% */
betaj = *rnorm;
if (*rnorm > 0.) {
goto L40;
}
/* %---------------------------------------------------% */
/* | Invariant subspace found, generate a new starting | */
/* | vector which is orthogonal to the current Arnoldi | */
/* | basis and continue the iteration. | */
/* %---------------------------------------------------% */
if (msglvl > 0) {
pivout_(comm, &debug_1.logfil, &c__1, &j, &debug_1.ndigit, "_naitr: "
"****** RESTART AT STEP ******", (ftnlen)37);
}
/* %---------------------------------------------% */
/* | ITRY is the loop variable that controls the | */
/* | maximum amount of times that a restart is | */
/* | attempted. NRSTRT is used by stat.h | */
/* %---------------------------------------------% */
betaj = 0.;
++timing_1.nrstrt;
itry = 1;
L20:
rstart = TRUE_;
*ido = 0;
L30:
/* %--------------------------------------% */
/* | If in reverse communication mode and | */
/* | RSTART = .true. flow returns here. | */
/* %--------------------------------------% */
pdgetv0_(comm, ido, bmat, &itry, &c_false, n, &j, &v[v_offset], ldv, &
resid[1], rnorm, &ipntr[1], &workd[1], &workl[1], &ierr, (ftnlen)
1);
if (*ido != 99) {
goto L9000;
}
if (ierr < 0) {
++itry;
if (itry <= 3) {
goto L20;
}
/* %------------------------------------------------% */
/* | Give up after several restart attempts. | */
/* | Set INFO to the size of the invariant subspace | */
/* | which spans OP and exit. | */
/* %------------------------------------------------% */
*info = j - 1;
second_(&t1);
timing_1.tnaitr += t1 - t0;
*ido = 99;
goto L9000;
}
L40:
/* %---------------------------------------------------------% */
/* | STEP 2: v_{j} = r_{j-1}/rnorm and p_{j} = p_{j}/rnorm | */
/* | Note that p_{j} = B*r_{j-1}. In order to avoid overflow | */
/* | when reciprocating a small RNORM, test against lower | */
/* | machine bound. | */
/* %---------------------------------------------------------% */
dcopy_(n, &resid[1], &c__1, &v[j * v_dim1 + 1], &c__1);
if (*rnorm >= unfl) {
temp1 = 1. / *rnorm;
dscal_(n, &temp1, &v[j * v_dim1 + 1], &c__1);
dscal_(n, &temp1, &workd[ipj], &c__1);
} else {
/* %-----------------------------------------% */
/* | To scale both v_{j} and p_{j} carefully | */
/* | use LAPACK routine SLASCL | */
/* %-----------------------------------------% */
dlascl_("General", &i__, &i__, rnorm, &c_b25, n, &c__1, &v[j * v_dim1
+ 1], n, &infol, (ftnlen)7);
dlascl_("General", &i__, &i__, rnorm, &c_b25, n, &c__1, &workd[ipj],
n, &infol, (ftnlen)7);
}
/* %------------------------------------------------------% */
/* | STEP 3: r_{j} = OP*v_{j}; Note that p_{j} = B*v_{j} | */
/* | Note that this is not quite yet r_{j}. See STEP 4 | */
/* %------------------------------------------------------% */
step3 = TRUE_;
++timing_1.nopx;
second_(&t2);
dcopy_(n, &v[j * v_dim1 + 1], &c__1, &workd[ivj], &c__1);
ipntr[1] = ivj;
ipntr[2] = irj;
ipntr[3] = ipj;
*ido = 1;
/* %-----------------------------------% */
/* | Exit in order to compute OP*v_{j} | */
/* %-----------------------------------% */
goto L9000;
L50:
/* %----------------------------------% */
/* | Back from reverse communication; | */
/* | WORKD(IRJ:IRJ+N-1) := OP*v_{j} | */
/* | if step3 = .true. | */
/* %----------------------------------% */
second_(&t3);
timing_1.tmvopx += t3 - t2;
step3 = FALSE_;
/* %------------------------------------------% */
/* | Put another copy of OP*v_{j} into RESID. | */
/* %------------------------------------------% */
dcopy_(n, &workd[irj], &c__1, &resid[1], &c__1);
/* %---------------------------------------% */
/* | STEP 4: Finish extending the Arnoldi | */
/* | factorization to length j. | */
/* %---------------------------------------% */
second_(&t2);
if (*(unsigned char *)bmat == 'G') {
++timing_1.nbx;
step4 = TRUE_;
ipntr[1] = irj;
ipntr[2] = ipj;
*ido = 2;
/* %-------------------------------------% */
/* | Exit in order to compute B*OP*v_{j} | */
/* %-------------------------------------% */
goto L9000;
} else if (*(unsigned char *)bmat == 'I') {
dcopy_(n, &resid[1], &c__1, &workd[ipj], &c__1);
}
L60:
/* %----------------------------------% */
/* | Back from reverse communication; | */
/* | WORKD(IPJ:IPJ+N-1) := B*OP*v_{j} | */
/* | if step4 = .true. | */
/* %----------------------------------% */
if (*(unsigned char *)bmat == 'G') {
second_(&t3);
timing_1.tmvbx += t3 - t2;
}
step4 = FALSE_;
/* %-------------------------------------% */
/* | The following is needed for STEP 5. | */
/* | Compute the B-norm of OP*v_{j}. | */
/* %-------------------------------------% */
if (*(unsigned char *)bmat == 'G') {
rnorm_buf__ = ddot_(n, &resid[1], &c__1, &workd[ipj], &c__1);
mpi_allreduce__(&rnorm_buf__, &wnorm, &c__1, &
mpipriv_1.mpi_double_precision__, &mpipriv_1.mpi_sum__, comm,
&ierr);
wnorm = sqrt((abs(wnorm)));
} else if (*(unsigned char *)bmat == 'I') {
wnorm = pdnorm2_(comm, n, &resid[1], &c__1);
}
/* %-----------------------------------------% */
/* | Compute the j-th residual corresponding | */
/* | to the j step factorization. | */
/* | Use Classical Gram Schmidt and compute: | */
/* | w_{j} <- V_{j}^T * B * OP * v_{j} | */
/* | r_{j} <- OP*v_{j} - V_{j} * w_{j} | */
/* %-----------------------------------------% */
/* %------------------------------------------% */
/* | Compute the j Fourier coefficients w_{j} | */
/* | WORKD(IPJ:IPJ+N-1) contains B*OP*v_{j}. | */
/* %------------------------------------------% */
dgemv_("T", n, &j, &c_b25, &v[v_offset], ldv, &workd[ipj], &c__1, &c_b48,
&workl[1], &c__1, (ftnlen)1);
mpi_allreduce__(&workl[1], &h__[j * h_dim1 + 1], &j, &
mpipriv_1.mpi_double_precision__, &mpipriv_1.mpi_sum__, comm, &
ierr);
/* %--------------------------------------% */
/* | Orthogonalize r_{j} against V_{j}. | */
/* | RESID contains OP*v_{j}. See STEP 3. | */
/* %--------------------------------------% */
dgemv_("N", n, &j, &c_b51, &v[v_offset], ldv, &h__[j * h_dim1 + 1], &c__1,
&c_b25, &resid[1], &c__1, (ftnlen)1);
if (j > 1) {
h__[j + (j - 1) * h_dim1] = betaj;
}
second_(&t4);
orth1 = TRUE_;
second_(&t2);
if (*(unsigned char *)bmat == 'G') {
++timing_1.nbx;
dcopy_(n, &resid[1], &c__1, &workd[irj], &c__1);
ipntr[1] = irj;
ipntr[2] = ipj;
*ido = 2;
/* %----------------------------------% */
/* | Exit in order to compute B*r_{j} | */
/* %----------------------------------% */
goto L9000;
} else if (*(unsigned char *)bmat == 'I') {
dcopy_(n, &resid[1], &c__1, &workd[ipj], &c__1);
}
L70:
/* %---------------------------------------------------% */
/* | Back from reverse communication if ORTH1 = .true. | */
/* | WORKD(IPJ:IPJ+N-1) := B*r_{j}. | */
/* %---------------------------------------------------% */
if (*(unsigned char *)bmat == 'G') {
second_(&t3);
timing_1.tmvbx += t3 - t2;
}
orth1 = FALSE_;
/* %------------------------------% */
/* | Compute the B-norm of r_{j}. | */
/* %------------------------------% */
if (*(unsigned char *)bmat == 'G') {
rnorm_buf__ = ddot_(n, &resid[1], &c__1, &workd[ipj], &c__1);
mpi_allreduce__(&rnorm_buf__, rnorm, &c__1, &
mpipriv_1.mpi_double_precision__, &mpipriv_1.mpi_sum__, comm,
&ierr);
*rnorm = sqrt((abs(*rnorm)));
} else if (*(unsigned char *)bmat == 'I') {
*rnorm = pdnorm2_(comm, n, &resid[1], &c__1);
}
/* %-----------------------------------------------------------% */
/* | STEP 5: Re-orthogonalization / Iterative refinement phase | */
/* | Maximum NITER_ITREF tries. | */
/* | | */
/* | s = V_{j}^T * B * r_{j} | */
/* | r_{j} = r_{j} - V_{j}*s | */
/* | alphaj = alphaj + s_{j} | */
/* | | */
/* | The stopping criteria used for iterative refinement is | */
/* | discussed in Parlett's book SEP, page 107 and in Gragg & | */
/* | Reichel ACM TOMS paper; Algorithm 686, Dec. 1990. | */
/* | Determine if we need to correct the residual. The goal is | */
/* | to enforce ||v(:,1:j)^T * r_{j}|| .le. eps * || r_{j} || | */
/* | The following test determines whether the sine of the | */
/* | angle between OP*x and the computed residual is less | */
/* | than or equal to 0.717. | */
/* %-----------------------------------------------------------% */
if (*rnorm > wnorm * .717f) {
goto L100;
}
iter = 0;
++timing_1.nrorth;
/* %---------------------------------------------------% */
/* | Enter the Iterative refinement phase. If further | */
/* | refinement is necessary, loop back here. The loop | */
/* | variable is ITER. Perform a step of Classical | */
/* | Gram-Schmidt using all the Arnoldi vectors V_{j} | */
/* %---------------------------------------------------% */
L80:
if (msglvl > 2) {
xtemp[0] = wnorm;
xtemp[1] = *rnorm;
pdvout_(comm, &debug_1.logfil, &c__2, xtemp, &debug_1.ndigit, "_nait"
"r: re-orthonalization; wnorm and rnorm are", (ftnlen)47);
pdvout_(comm, &debug_1.logfil, &j, &h__[j * h_dim1 + 1], &
debug_1.ndigit, "_naitr: j-th column of H", (ftnlen)24);
}
/* %----------------------------------------------------% */
/* | Compute V_{j}^T * B * r_{j}. | */
/* | WORKD(IRJ:IRJ+J-1) = v(:,1:J)'*WORKD(IPJ:IPJ+N-1). | */
/* %----------------------------------------------------% */
dgemv_("T", n, &j, &c_b25, &v[v_offset], ldv, &workd[ipj], &c__1, &c_b48,
&workl[j + 1], &c__1, (ftnlen)1);
mpi_allreduce__(&workl[j + 1], &workl[1], &j, &
mpipriv_1.mpi_double_precision__, &mpipriv_1.mpi_sum__, comm, &
ierr);
/* %---------------------------------------------% */
/* | Compute the correction to the residual: | */
/* | r_{j} = r_{j} - V_{j} * WORKD(IRJ:IRJ+J-1). | */
/* | The correction to H is v(:,1:J)*H(1:J,1:J) | */
/* | + v(:,1:J)*WORKD(IRJ:IRJ+J-1)*e'_j. | */
/* %---------------------------------------------% */
dgemv_("N", n, &j, &c_b51, &v[v_offset], ldv, &workl[1], &c__1, &c_b25, &
resid[1], &c__1, (ftnlen)1);
daxpy_(&j, &c_b25, &workl[1], &c__1, &h__[j * h_dim1 + 1], &c__1);
orth2 = TRUE_;
second_(&t2);
if (*(unsigned char *)bmat == 'G') {
++timing_1.nbx;
dcopy_(n, &resid[1], &c__1, &workd[irj], &c__1);
ipntr[1] = irj;
ipntr[2] = ipj;
*ido = 2;
/* %-----------------------------------% */
/* | Exit in order to compute B*r_{j}. | */
/* | r_{j} is the corrected residual. | */
/* %-----------------------------------% */
goto L9000;
} else if (*(unsigned char *)bmat == 'I') {
dcopy_(n, &resid[1], &c__1, &workd[ipj], &c__1);
}
L90:
/* %---------------------------------------------------% */
/* | Back from reverse communication if ORTH2 = .true. | */
/* %---------------------------------------------------% */
if (*(unsigned char *)bmat == 'G') {
second_(&t3);
timing_1.tmvbx += t3 - t2;
}
/* %-----------------------------------------------------% */
/* | Compute the B-norm of the corrected residual r_{j}. | */
/* %-----------------------------------------------------% */
if (*(unsigned char *)bmat == 'G') {
rnorm_buf__ = ddot_(n, &resid[1], &c__1, &workd[ipj], &c__1);
mpi_allreduce__(&rnorm_buf__, &rnorm1, &c__1, &
mpipriv_1.mpi_double_precision__, &mpipriv_1.mpi_sum__, comm,
&ierr);
rnorm1 = sqrt((abs(rnorm1)));
} else if (*(unsigned char *)bmat == 'I') {
rnorm1 = pdnorm2_(comm, n, &resid[1], &c__1);
}
if (msglvl > 0 && iter > 0) {
pivout_(comm, &debug_1.logfil, &c__1, &j, &debug_1.ndigit, "_naitr: "
"Iterative refinement for Arnoldi residual", (ftnlen)49);
if (msglvl > 2) {
xtemp[0] = *rnorm;
xtemp[1] = rnorm1;
pdvout_(comm, &debug_1.logfil, &c__2, xtemp, &debug_1.ndigit,
"_naitr: iterative refinement ; rnorm and rnorm1 are", (
ftnlen)51);
}
}
/* %-----------------------------------------% */
/* | Determine if we need to perform another | */
/* | step of re-orthogonalization. | */
/* %-----------------------------------------% */
if (rnorm1 > *rnorm * .717f) {
/* %---------------------------------------% */
/* | No need for further refinement. | */
/* | The cosine of the angle between the | */
/* | corrected residual vector and the old | */
/* | residual vector is greater than 0.717 | */
/* | In other words the corrected residual | */
/* | and the old residual vector share an | */
/* | angle of less than arcCOS(0.717) | */
/* %---------------------------------------% */
*rnorm = rnorm1;
} else {
/* %-------------------------------------------% */
/* | Another step of iterative refinement step | */
/* | is required. NITREF is used by stat.h | */
/* %-------------------------------------------% */
++timing_1.nitref;
*rnorm = rnorm1;
++iter;
if (iter <= 1) {
goto L80;
}
/* %-------------------------------------------------% */
/* | Otherwise RESID is numerically in the span of V | */
/* %-------------------------------------------------% */
i__1 = *n;
for (jj = 1; jj <= i__1; ++jj) {
resid[jj] = 0.;
/* L95: */
}
*rnorm = 0.;
}
/* %----------------------------------------------% */
/* | Branch here directly if iterative refinement | */
/* | wasn't necessary or after at most NITER_REF | */
/* | steps of iterative refinement. | */
/* %----------------------------------------------% */
L100:
rstart = FALSE_;
orth2 = FALSE_;
second_(&t5);
timing_1.titref += t5 - t4;
/* %------------------------------------% */
/* | STEP 6: Update j = j+1; Continue | */
/* %------------------------------------% */
++j;
if (j > *k + *np) {
second_(&t1);
timing_1.tnaitr += t1 - t0;
*ido = 99;
i__1 = *k + *np - 1;
for (i__ = max(1,*k); i__ <= i__1; ++i__) {
/* %--------------------------------------------% */
/* | Check for splitting and deflation. | */
/* | Use a standard test as in the QR algorithm | */
/* | REFERENCE: LAPACK subroutine dlahqr | */
/* %--------------------------------------------% */
tst1 = (d__1 = h__[i__ + i__ * h_dim1], abs(d__1)) + (d__2 = h__[
i__ + 1 + (i__ + 1) * h_dim1], abs(d__2));
if (tst1 == 0.) {
i__2 = *k + *np;
tst1 = dlanhs_("1", &i__2, &h__[h_offset], ldh, &workd[*n + 1]
, (ftnlen)1);
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h__[i__ + 1 + i__ * h_dim1], abs(d__1)) <= max(d__2,
smlnum)) {
h__[i__ + 1 + i__ * h_dim1] = 0.;
}
/* L110: */
}
if (msglvl > 2) {
i__1 = *k + *np;
i__2 = *k + *np;
pdmout_(comm, &debug_1.logfil, &i__1, &i__2, &h__[h_offset], ldh,
&debug_1.ndigit, "_naitr: Final upper Hessenberg matrix "
"H of order K+NP", (ftnlen)53);
}
goto L9000;
}
/* %--------------------------------------------------------% */
/* | Loop back to extend the factorization by another step. | */
/* %--------------------------------------------------------% */
goto L1000;
/* %---------------------------------------------------------------% */
/* | | */
/* | E N D O F M A I N I T E R A T I O N L O O P | */
/* | | */
/* %---------------------------------------------------------------% */
L9000:
return 0;
/* %----------------% */
/* | End of pdnaitr | */
/* %----------------% */
} /* pdnaitr_ */
