/* 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_ */
示例#2
0
/* Subroutine */extern "C" int dlaqp2_(integer *m, integer *n, integer *offset, 
	doublereal *a, integer *lda, integer *jpvt, doublereal *tau, 
	doublereal *vn1, doublereal *vn2, doublereal *work)
{
/*  -- LAPACK auxiliary routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    DLAQP2 computes a QR factorization with column pivoting of   
    the block A(OFFSET+1:M,1:N).   
    The block A(1:OFFSET,1:N) is accordingly pivoted, but not factorized.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A. M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A. N >= 0.   

    OFFSET  (input) INTEGER   
            The number of rows of the matrix A that must be pivoted   
            but no factorized. OFFSET >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the M-by-N matrix A.   
            On exit, the upper triangle of block A(OFFSET+1:M,1:N) is   
            the triangular factor obtained; the elements in block   
            A(OFFSET+1:M,1:N) below the diagonal, together with the   
            array TAU, represent the orthogonal matrix Q as a product of   
            elementary reflectors. Block A(1:OFFSET,1:N) has been   
            accordingly pivoted, but no factorized.   

    LDA     (input) INTEGER   
            The leading dimension of the array A. LDA >= max(1,M).   

    JPVT    (input/output) INTEGER array, dimension (N)   
            On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted   
            to the front of A*P (a leading column); if JPVT(i) = 0,   
            the i-th column of A is a free column.   
            On exit, if JPVT(i) = k, then the i-th column of A*P   
            was the k-th column of A.   

    TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))   
            The scalar factors of the elementary reflectors.   

    VN1     (input/output) DOUBLE PRECISION array, dimension (N)   
            The vector with the partial column norms.   

    VN2     (input/output) DOUBLE PRECISION array, dimension (N)   
            The vector with the exact column norms.   

    WORK    (workspace) DOUBLE PRECISION array, dimension (N)   

    Further Details   
    ===============   

    Based on contributions by   
      G. Quintana-Orti, Depto. de Informatica, Universidad Jaime I, Spain   
      X. Sun, Computer Science Dept., Duke University, USA   

    =====================================================================   


       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    doublereal d__1, d__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static doublereal temp;
    extern doublereal dnrm2_(integer *, doublereal *, integer *);
    static doublereal temp2;
    static integer i__, j;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *);
    static integer offpi, itemp;  
	
	extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, 
	    doublereal *, integer *);
    static integer mn;
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *);
    extern integer idamax_(integer *, doublereal *, integer *);
    static doublereal aii;
    static integer pvt;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --jpvt;
    --tau;
    --vn1;
    --vn2;
    --work;

    /* Function Body   
   Computing MIN */
    i__1 = *m - *offset;
    mn = min(i__1,*n);

/*     Compute factorization. */

    i__1 = mn;
    for (i__ = 1; i__ <= i__1; ++i__) {

	offpi = *offset + i__;

/*        Determine ith pivot column and swap if necessary. */

	i__2 = *n - i__ + 1;

	int ttt =idamax_(&i__2, &vn1[i__], &c__1);//zfm 可删 2003-1-8
	pvt = i__ - 1 + idamax_(&i__2, &vn1[i__], &c__1);



  
//pvt的值决定了交换顺序 //zfm 2003-2-8
	if (pvt != i__) {
	    dswap_(m, &a_ref(1, pvt), &c__1, &a_ref(1, i__), &c__1);
	    itemp = jpvt[pvt];
	    jpvt[pvt] = jpvt[i__];
	    jpvt[i__] = itemp;
	    vn1[pvt] = vn1[i__];
	    vn2[pvt] = vn2[i__];
	}

/*        Generate elementary reflector H(i). */

	if (offpi < *m) {
	    i__2 = *m - offpi + 1;
	    dlarfg_(&i__2, &a_ref(offpi, i__), &a_ref(offpi + 1, i__), &c__1, 
		    &tau[i__]);
	} else {
	    dlarfg_(&c__1, &a_ref(*m, i__), &a_ref(*m, i__), &c__1, &tau[i__])
		    ;
	}

	if (i__ < *n) {

/*           Apply H(i)' to A(offset+i:m,i+1:n) from the left. */

	    aii = a_ref(offpi, i__);
	    a_ref(offpi, i__) = 1.;
	    i__2 = *m - offpi + 1;
	    i__3 = *n - i__;
	    dlarf_("Left", &i__2, &i__3, &a_ref(offpi, i__), &c__1, &tau[i__],
		     &a_ref(offpi, i__ + 1), lda, &work[1]);
	    a_ref(offpi, i__) = aii;
	}

/*        Update partial column norms. */

	i__2 = *n;
	for (j = i__ + 1; j <= i__2; ++j) {
	    if (vn1[j] != 0.) {
/* Computing 2nd power */
		d__2 = (d__1 = a_ref(offpi, j), abs(d__1)) / vn1[j];
		temp = 1. - d__2 * d__2;
		temp = max(temp,0.);
/* Computing 2nd power */
		d__1 = vn1[j] / vn2[j];
		temp2 = temp * .05 * (d__1 * d__1) + 1.;
		if (temp2 == 1.) {
		    if (offpi < *m) {
			i__3 = *m - offpi;
			vn1[j] = dnrm2_(&i__3, &a_ref(offpi + 1, j), &c__1);
			vn2[j] = vn1[j];
		    } else {
			vn1[j] = 0.;
			vn2[j] = 0.;
		    }
		} else {
		    vn1[j] *= sqrt(temp);
		}
	    }
/* L10: */
	}

/* L20: */
    }

    return 0;

/*     End of DLAQP2 */

} /* dlaqp2_ */
示例#3
0
 int dlahr2_(int *n, int *k, int *nb, double *
	a, int *lda, double *tau, double *t, int *ldt, 
	double *y, int *ldy)
{
    /* System generated locals */
    int a_dim1, a_offset, t_dim1, t_offset, y_dim1, y_offset, i__1, i__2, 
	    i__3;
    double d__1;

    /* Local variables */
    int i__;
    double ei;
    extern  int dscal_(int *, double *, double *, 
	    int *), dgemm_(char *, char *, int *, int *, int *
, double *, double *, int *, double *, int *, 
	    double *, double *, int *), dgemv_(
	    char *, int *, int *, double *, double *, int 
	    *, double *, int *, double *, double *, int *), dcopy_(int *, double *, int *, double *, 
	     int *), dtrmm_(char *, char *, char *, char *, int *, 
	    int *, double *, double *, int *, double *, 
	    int *), daxpy_(int *, 
	    double *, double *, int *, double *, int *), 
	    dtrmv_(char *, char *, char *, int *, double *, int *, 
	     double *, int *), dlarfg_(
	    int *, double *, double *, int *, double *), 
	    dlacpy_(char *, int *, int *, double *, int *, 
	    double *, int *);


/*  -- LAPACK auxiliary routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLAHR2 reduces the first NB columns of A float general n-BY-(n-k+1) */
/*  matrix A so that elements below the k-th subdiagonal are zero. The */
/*  reduction is performed by an orthogonal similarity transformation */
/*  Q' * A * Q. The routine returns the matrices V and T which determine */
/*  Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T. */

/*  This is an auxiliary routine called by DGEHRD. */

/*  Arguments */
/*  ========= */

/*  N       (input) INTEGER */
/*          The order of the matrix A. */

/*  K       (input) INTEGER */
/*          The offset for the reduction. Elements below the k-th */
/*          subdiagonal in the first NB columns are reduced to zero. */
/*          K < N. */

/*  NB      (input) INTEGER */
/*          The number of columns to be reduced. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N-K+1) */
/*          On entry, the n-by-(n-k+1) general matrix A. */
/*          On exit, the elements on and above the k-th subdiagonal in */
/*          the first NB columns are overwritten with the corresponding */
/*          elements of the reduced matrix; the elements below the k-th */
/*          subdiagonal, with the array TAU, represent the matrix Q as a */
/*          product of elementary reflectors. The other columns of A are */
/*          unchanged. See Further Details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= MAX(1,N). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (NB) */
/*          The scalar factors of the elementary reflectors. See Further */
/*          Details. */

/*  T       (output) DOUBLE PRECISION array, dimension (LDT,NB) */
/*          The upper triangular matrix T. */

/*  LDT     (input) INTEGER */
/*          The leading dimension of the array T.  LDT >= NB. */

/*  Y       (output) DOUBLE PRECISION array, dimension (LDY,NB) */
/*          The n-by-nb matrix Y. */

/*  LDY     (input) INTEGER */
/*          The leading dimension of the array Y. LDY >= N. */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of nb elementary reflectors */

/*     Q = H(1) H(2) . . . H(nb). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a float scalar, and v is a float vector with */
/*  v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in */
/*  A(i+k+1:n,i), and tau in TAU(i). */

/*  The elements of the vectors v together form the (n-k+1)-by-nb matrix */
/*  V which is needed, with T and Y, to apply the transformation to the */
/*  unreduced part of the matrix, using an update of the form: */
/*  A := (I - V*T*V') * (A - Y*V'). */

/*  The contents of A on exit are illustrated by the following example */
/*  with n = 7, k = 3 and nb = 2: */

/*     ( a   a   a   a   a ) */
/*     ( a   a   a   a   a ) */
/*     ( a   a   a   a   a ) */
/*     ( h   h   a   a   a ) */
/*     ( v1  h   a   a   a ) */
/*     ( v1  v2  a   a   a ) */
/*     ( v1  v2  a   a   a ) */

/*  where a denotes an element of the original matrix A, h denotes a */
/*  modified element of the upper Hessenberg matrix H, and vi denotes an */
/*  element of the vector defining H(i). */

/*  This file is a slight modification of LAPACK-3.0's DLAHRD */
/*  incorporating improvements proposed by Quintana-Orti and Van de */
/*  Gejin. Note that the entries of A(1:K,2:NB) differ from those */
/*  returned by the original LAPACK routine. This function is */
/*  not backward compatible with LAPACK3.0. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick return if possible */

    /* Parameter adjustments */
    --tau;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    y_dim1 = *ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;

    /* Function Body */
    if (*n <= 1) {
	return 0;
    }

    i__1 = *nb;
    for (i__ = 1; i__ <= i__1; ++i__) {
	if (i__ > 1) {

/*           Update A(K+1:N,I) */

/*           Update I-th column of A - Y * V' */

	    i__2 = *n - *k;
	    i__3 = i__ - 1;
	    dgemv_("NO TRANSPOSE", &i__2, &i__3, &c_b4, &y[*k + 1 + y_dim1], 
		    ldy, &a[*k + i__ - 1 + a_dim1], lda, &c_b5, &a[*k + 1 + 
		    i__ * a_dim1], &c__1);

/*           Apply I - V * T' * V' to this column (call it b) from the */
/*           left, using the last column of T as workspace */

/*           Let  V = ( V1 )   and   b = ( b1 )   (first I-1 rows) */
/*                    ( V2 )             ( b2 ) */

/*           where V1 is unit lower triangular */

/*           w := V1' * b1 */

	    i__2 = i__ - 1;
	    dcopy_(&i__2, &a[*k + 1 + i__ * a_dim1], &c__1, &t[*nb * t_dim1 + 
		    1], &c__1);
	    i__2 = i__ - 1;
	    dtrmv_("Lower", "Transpose", "UNIT", &i__2, &a[*k + 1 + a_dim1], 
		    lda, &t[*nb * t_dim1 + 1], &c__1);

/*           w := w + V2'*b2 */

	    i__2 = *n - *k - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[*k + i__ + a_dim1], 
		    lda, &a[*k + i__ + i__ * a_dim1], &c__1, &c_b5, &t[*nb * 
		    t_dim1 + 1], &c__1);

/*           w := T'*w */

	    i__2 = i__ - 1;
	    dtrmv_("Upper", "Transpose", "NON-UNIT", &i__2, &t[t_offset], ldt, 
		     &t[*nb * t_dim1 + 1], &c__1);

/*           b2 := b2 - V2*w */

	    i__2 = *n - *k - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("NO TRANSPOSE", &i__2, &i__3, &c_b4, &a[*k + i__ + a_dim1], 
		     lda, &t[*nb * t_dim1 + 1], &c__1, &c_b5, &a[*k + i__ + 
		    i__ * a_dim1], &c__1);

/*           b1 := b1 - V1*w */

	    i__2 = i__ - 1;
	    dtrmv_("Lower", "NO TRANSPOSE", "UNIT", &i__2, &a[*k + 1 + a_dim1]
, lda, &t[*nb * t_dim1 + 1], &c__1);
	    i__2 = i__ - 1;
	    daxpy_(&i__2, &c_b4, &t[*nb * t_dim1 + 1], &c__1, &a[*k + 1 + i__ 
		    * a_dim1], &c__1);

	    a[*k + i__ - 1 + (i__ - 1) * a_dim1] = ei;
	}

/*        Generate the elementary reflector H(I) to annihilate */
/*        A(K+I+1:N,I) */

	i__2 = *n - *k - i__ + 1;
/* Computing MIN */
	i__3 = *k + i__ + 1;
	dlarfg_(&i__2, &a[*k + i__ + i__ * a_dim1], &a[MIN(i__3, *n)+ i__ * 
		a_dim1], &c__1, &tau[i__]);
	ei = a[*k + i__ + i__ * a_dim1];
	a[*k + i__ + i__ * a_dim1] = 1.;

/*        Compute  Y(K+1:N,I) */

	i__2 = *n - *k;
	i__3 = *n - *k - i__ + 1;
	dgemv_("NO TRANSPOSE", &i__2, &i__3, &c_b5, &a[*k + 1 + (i__ + 1) * 
		a_dim1], lda, &a[*k + i__ + i__ * a_dim1], &c__1, &c_b38, &y[*
		k + 1 + i__ * y_dim1], &c__1);
	i__2 = *n - *k - i__ + 1;
	i__3 = i__ - 1;
	dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[*k + i__ + a_dim1], lda, &
		a[*k + i__ + i__ * a_dim1], &c__1, &c_b38, &t[i__ * t_dim1 + 
		1], &c__1);
	i__2 = *n - *k;
	i__3 = i__ - 1;
	dgemv_("NO TRANSPOSE", &i__2, &i__3, &c_b4, &y[*k + 1 + y_dim1], ldy, 
		&t[i__ * t_dim1 + 1], &c__1, &c_b5, &y[*k + 1 + i__ * y_dim1], 
		 &c__1);
	i__2 = *n - *k;
	dscal_(&i__2, &tau[i__], &y[*k + 1 + i__ * y_dim1], &c__1);

/*        Compute T(1:I,I) */

	i__2 = i__ - 1;
	d__1 = -tau[i__];
	dscal_(&i__2, &d__1, &t[i__ * t_dim1 + 1], &c__1);
	i__2 = i__ - 1;
	dtrmv_("Upper", "No Transpose", "NON-UNIT", &i__2, &t[t_offset], ldt, 
		&t[i__ * t_dim1 + 1], &c__1)
		;
	t[i__ + i__ * t_dim1] = tau[i__];

/* L10: */
    }
    a[*k + *nb + *nb * a_dim1] = ei;

/*     Compute Y(1:K,1:NB) */

    dlacpy_("ALL", k, nb, &a[(a_dim1 << 1) + 1], lda, &y[y_offset], ldy);
    dtrmm_("RIGHT", "Lower", "NO TRANSPOSE", "UNIT", k, nb, &c_b5, &a[*k + 1 
	    + a_dim1], lda, &y[y_offset], ldy);
    if (*n > *k + *nb) {
	i__1 = *n - *k - *nb;
	dgemm_("NO TRANSPOSE", "NO TRANSPOSE", k, nb, &i__1, &c_b5, &a[(*nb + 
		2) * a_dim1 + 1], lda, &a[*k + 1 + *nb + a_dim1], lda, &c_b5, 
		&y[y_offset], ldy);
    }
    dtrmm_("RIGHT", "Upper", "NO TRANSPOSE", "NON-UNIT", k, nb, &c_b5, &t[
	    t_offset], ldt, &y[y_offset], ldy);

    return 0;

/*     End of DLAHR2 */

} /* dlahr2_ */
示例#4
0
文件: dgehd2.c 项目: csapng/libflame
/* Subroutine */
int dgehd2_(integer *n, integer *ilo, integer *ihi, doublereal *a, integer *lda, doublereal *tau, doublereal *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    /* Local variables */
    integer i__;
    doublereal aii;
    extern /* Subroutine */
    int dlarf_(char *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, doublereal *), dlarfg_(integer *, doublereal *, doublereal *, integer *, doublereal *), xerbla_(char *, integer *);
    /* -- LAPACK computational routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Intrinsic Functions .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Test the input parameters */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;
    /* Function Body */
    *info = 0;
    if (*n < 0)
    {
        *info = -1;
    }
    else if (*ilo < 1 || *ilo > max(1,*n))
    {
        *info = -2;
    }
    else if (*ihi < min(*ilo,*n) || *ihi > *n)
    {
        *info = -3;
    }
    else if (*lda < max(1,*n))
    {
        *info = -5;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DGEHD2", &i__1);
        return 0;
    }
    i__1 = *ihi - 1;
    for (i__ = *ilo;
            i__ <= i__1;
            ++i__)
    {
        /* Compute elementary reflector H(i) to annihilate A(i+2:ihi,i) */
        i__2 = *ihi - i__;
        /* Computing MIN */
        i__3 = i__ + 2;
        dlarfg_(&i__2, &a[i__ + 1 + i__ * a_dim1], &a[min(i__3,*n) + i__ * a_dim1], &c__1, &tau[i__]);
        aii = a[i__ + 1 + i__ * a_dim1];
        a[i__ + 1 + i__ * a_dim1] = 1.;
        /* Apply H(i) to A(1:ihi,i+1:ihi) from the right */
        i__2 = *ihi - i__;
        dlarf_("Right", ihi, &i__2, &a[i__ + 1 + i__ * a_dim1], &c__1, &tau[ i__], &a[(i__ + 1) * a_dim1 + 1], lda, &work[1]);
        /* Apply H(i) to A(i+1:ihi,i+1:n) from the left */
        i__2 = *ihi - i__;
        i__3 = *n - i__;
        dlarf_("Left", &i__2, &i__3, &a[i__ + 1 + i__ * a_dim1], &c__1, &tau[ i__], &a[i__ + 1 + (i__ + 1) * a_dim1], lda, &work[1]);
        a[i__ + 1 + i__ * a_dim1] = aii;
        /* L10: */
    }
    return 0;
    /* End of DGEHD2 */
}
示例#5
0
 int dgebd2_(int *m, int *n, double *a, int *
	lda, double *d__, double *e, double *tauq, double *
	taup, double *work, int *info)
{
    /* System generated locals */
    int a_dim1, a_offset, i__1, i__2, i__3;

    /* Local variables */
    int i__;
    extern  int dlarf_(char *, int *, int *, 
	    double *, int *, double *, double *, int *, 
	    double *), dlarfg_(int *, double *, 
	    double *, int *, double *), xerbla_(char *, int *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DGEBD2 reduces a float general m by n matrix A to upper or lower */
/*  bidiagonal form B by an orthogonal transformation: Q' * A * P = B. */

/*  If m >= n, B is upper bidiagonal; if m < n, B is lower bidiagonal. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows in the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns in the matrix A.  N >= 0. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the m by n general matrix to be reduced. */
/*          On exit, */
/*          if m >= n, the diagonal and the first superdiagonal are */
/*            overwritten with the upper bidiagonal matrix B; the */
/*            elements below the diagonal, with the array TAUQ, represent */
/*            the orthogonal matrix Q as a product of elementary */
/*            reflectors, and the elements above the first superdiagonal, */
/*            with the array TAUP, represent the orthogonal matrix P as */
/*            a product of elementary reflectors; */
/*          if m < n, the diagonal and the first subdiagonal are */
/*            overwritten with the lower bidiagonal matrix B; the */
/*            elements below the first subdiagonal, with the array TAUQ, */
/*            represent the orthogonal matrix Q as a product of */
/*            elementary reflectors, and the elements above the diagonal, */
/*            with the array TAUP, represent the orthogonal matrix P as */
/*            a product of elementary reflectors. */
/*          See Further Details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= MAX(1,M). */

/*  D       (output) DOUBLE PRECISION array, dimension (MIN(M,N)) */
/*          The diagonal elements of the bidiagonal matrix B: */
/*          D(i) = A(i,i). */

/*  E       (output) DOUBLE PRECISION array, dimension (MIN(M,N)-1) */
/*          The off-diagonal elements of the bidiagonal matrix B: */
/*          if m >= n, E(i) = A(i,i+1) for i = 1,2,...,n-1; */
/*          if m < n, E(i) = A(i+1,i) for i = 1,2,...,m-1. */

/*  TAUQ    (output) DOUBLE PRECISION array dimension (MIN(M,N)) */
/*          The scalar factors of the elementary reflectors which */
/*          represent the orthogonal matrix Q. See Further Details. */

/*  TAUP    (output) DOUBLE PRECISION array, dimension (MIN(M,N)) */
/*          The scalar factors of the elementary reflectors which */
/*          represent the orthogonal matrix P. See Further Details. */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (MAX(M,N)) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit. */
/*          < 0: if INFO = -i, the i-th argument had an illegal value. */

/*  Further Details */
/*  =============== */

/*  The matrices Q and P are represented as products of elementary */
/*  reflectors: */

/*  If m >= n, */

/*     Q = H(1) H(2) . . . H(n)  and  P = G(1) G(2) . . . G(n-1) */

/*  Each H(i) and G(i) has the form: */

/*     H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u' */

/*  where tauq and taup are float scalars, and v and u are float vectors; */
/*  v(1:i-1) = 0, v(i) = 1, and v(i+1:m) is stored on exit in A(i+1:m,i); */
/*  u(1:i) = 0, u(i+1) = 1, and u(i+2:n) is stored on exit in A(i,i+2:n); */
/*  tauq is stored in TAUQ(i) and taup in TAUP(i). */

/*  If m < n, */

/*     Q = H(1) H(2) . . . H(m-1)  and  P = G(1) G(2) . . . G(m) */

/*  Each H(i) and G(i) has the form: */

/*     H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u' */

/*  where tauq and taup are float scalars, and v and u are float vectors; */
/*  v(1:i) = 0, v(i+1) = 1, and v(i+2:m) is stored on exit in A(i+2:m,i); */
/*  u(1:i-1) = 0, u(i) = 1, and u(i+1:n) is stored on exit in A(i,i+1:n); */
/*  tauq is stored in TAUQ(i) and taup in TAUP(i). */

/*  The contents of A on exit are illustrated by the following examples: */

/*  m = 6 and n = 5 (m > n):          m = 5 and n = 6 (m < n): */

/*    (  d   e   u1  u1  u1 )           (  d   u1  u1  u1  u1  u1 ) */
/*    (  v1  d   e   u2  u2 )           (  e   d   u2  u2  u2  u2 ) */
/*    (  v1  v2  d   e   u3 )           (  v1  e   d   u3  u3  u3 ) */
/*    (  v1  v2  v3  d   e  )           (  v1  v2  e   d   u4  u4 ) */
/*    (  v1  v2  v3  v4  d  )           (  v1  v2  v3  e   d   u5 ) */
/*    (  v1  v2  v3  v4  v5 ) */

/*  where d and e denote diagonal and off-diagonal elements of B, vi */
/*  denotes an element of the vector defining H(i), and ui an element of */
/*  the vector defining G(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --d__;
    --e;
    --tauq;
    --taup;
    --work;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < MAX(1,*m)) {
	*info = -4;
    }
    if (*info < 0) {
	i__1 = -(*info);
	xerbla_("DGEBD2", &i__1);
	return 0;
    }

    if (*m >= *n) {

/*        Reduce to upper bidiagonal form */

	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {

/*           Generate elementary reflector H(i) to annihilate A(i+1:m,i) */

	    i__2 = *m - i__ + 1;
/* Computing MIN */
	    i__3 = i__ + 1;
	    dlarfg_(&i__2, &a[i__ + i__ * a_dim1], &a[MIN(i__3, *m)+ i__ * 
		    a_dim1], &c__1, &tauq[i__]);
	    d__[i__] = a[i__ + i__ * a_dim1];
	    a[i__ + i__ * a_dim1] = 1.;

/*           Apply H(i) to A(i:m,i+1:n) from the left */

	    if (i__ < *n) {
		i__2 = *m - i__ + 1;
		i__3 = *n - i__;
		dlarf_("Left", &i__2, &i__3, &a[i__ + i__ * a_dim1], &c__1, &
			tauq[i__], &a[i__ + (i__ + 1) * a_dim1], lda, &work[1]
);
	    }
	    a[i__ + i__ * a_dim1] = d__[i__];

	    if (i__ < *n) {

/*              Generate elementary reflector G(i) to annihilate */
/*              A(i,i+2:n) */

		i__2 = *n - i__;
/* Computing MIN */
		i__3 = i__ + 2;
		dlarfg_(&i__2, &a[i__ + (i__ + 1) * a_dim1], &a[i__ + MIN(
			i__3, *n)* a_dim1], lda, &taup[i__]);
		e[i__] = a[i__ + (i__ + 1) * a_dim1];
		a[i__ + (i__ + 1) * a_dim1] = 1.;

/*              Apply G(i) to A(i+1:m,i+1:n) from the right */

		i__2 = *m - i__;
		i__3 = *n - i__;
		dlarf_("Right", &i__2, &i__3, &a[i__ + (i__ + 1) * a_dim1], 
			lda, &taup[i__], &a[i__ + 1 + (i__ + 1) * a_dim1], 
			lda, &work[1]);
		a[i__ + (i__ + 1) * a_dim1] = e[i__];
	    } else {
		taup[i__] = 0.;
	    }
/* L10: */
	}
    } else {

/*        Reduce to lower bidiagonal form */

	i__1 = *m;
	for (i__ = 1; i__ <= i__1; ++i__) {

/*           Generate elementary reflector G(i) to annihilate A(i,i+1:n) */

	    i__2 = *n - i__ + 1;
/* Computing MIN */
	    i__3 = i__ + 1;
	    dlarfg_(&i__2, &a[i__ + i__ * a_dim1], &a[i__ + MIN(i__3, *n)* 
		    a_dim1], lda, &taup[i__]);
	    d__[i__] = a[i__ + i__ * a_dim1];
	    a[i__ + i__ * a_dim1] = 1.;

/*           Apply G(i) to A(i+1:m,i:n) from the right */

	    if (i__ < *m) {
		i__2 = *m - i__;
		i__3 = *n - i__ + 1;
		dlarf_("Right", &i__2, &i__3, &a[i__ + i__ * a_dim1], lda, &
			taup[i__], &a[i__ + 1 + i__ * a_dim1], lda, &work[1]);
	    }
	    a[i__ + i__ * a_dim1] = d__[i__];

	    if (i__ < *m) {

/*              Generate elementary reflector H(i) to annihilate */
/*              A(i+2:m,i) */

		i__2 = *m - i__;
/* Computing MIN */
		i__3 = i__ + 2;
		dlarfg_(&i__2, &a[i__ + 1 + i__ * a_dim1], &a[MIN(i__3, *m)+ 
			i__ * a_dim1], &c__1, &tauq[i__]);
		e[i__] = a[i__ + 1 + i__ * a_dim1];
		a[i__ + 1 + i__ * a_dim1] = 1.;

/*              Apply H(i) to A(i+1:m,i+1:n) from the left */

		i__2 = *m - i__;
		i__3 = *n - i__;
		dlarf_("Left", &i__2, &i__3, &a[i__ + 1 + i__ * a_dim1], &
			c__1, &tauq[i__], &a[i__ + 1 + (i__ + 1) * a_dim1], 
			lda, &work[1]);
		a[i__ + 1 + i__ * a_dim1] = e[i__];
	    } else {
		tauq[i__] = 0.;
	    }
/* L20: */
	}
    }
    return 0;

/*     End of DGEBD2 */

} /* dgebd2_ */
示例#6
0
/* Subroutine */ int dgehd2_(integer *n, integer *ilo, integer *ihi,
                             doublereal *a, integer *lda, doublereal *tau, doublereal *work,
                             integer *info)
{
    /*  -- LAPACK routine (version 2.0) --
           Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
           Courant Institute, Argonne National Lab, and Rice University
           October 31, 1992


        Purpose
        =======

        DGEHD2 reduces a real general matrix A to upper Hessenberg form H by

        an orthogonal similarity transformation:  Q' * A * Q = H .

        Arguments
        =========

        N       (input) INTEGER
                The order of the matrix A.  N >= 0.

        ILO     (input) INTEGER
        IHI     (input) INTEGER
                It is assumed that A 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; otherwise they should be
                set to 1 and N respectively. See Further Details.
                1 <= ILO <= IHI <= max(1,N).

        A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
                On entry, the n by n general matrix to be reduced.
                On exit, the upper triangle and the first subdiagonal of A
                are overwritten with the upper Hessenberg matrix H, and the
                elements below the first subdiagonal, with the array TAU,
                represent the orthogonal matrix Q as a product of elementary

                reflectors. See Further Details.

        LDA     (input) INTEGER
                The leading dimension of the array A.  LDA >= max(1,N).

        TAU     (output) DOUBLE PRECISION array, dimension (N-1)
                The scalar factors of the elementary reflectors (see Further

                Details).

        WORK    (workspace) DOUBLE PRECISION array, dimension (N)

        INFO    (output) INTEGER
                = 0:  successful exit.
                < 0:  if INFO = -i, the i-th argument had an illegal value.

        Further Details
        ===============

        The matrix Q is represented as a product of (ihi-ilo) elementary
        reflectors

           Q = H(ilo) H(ilo+1) . . . H(ihi-1).

        Each H(i) has the form

           H(i) = I - tau * v * v'

        where tau is a real scalar, and v is a real vector with
        v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on
        exit in A(i+2:ihi,i), and tau in TAU(i).

        The contents of A are illustrated by the following example, with
        n = 7, ilo = 2 and ihi = 6:

        on entry,                        on exit,

        ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a )
        (     a   a   a   a   a   a )    (      a   h   h   h   h   a )
        (     a   a   a   a   a   a )    (      h   h   h   h   h   h )
        (     a   a   a   a   a   a )    (      v2  h   h   h   h   h )
        (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h )
        (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h )
        (                         a )    (                          a )

        where a denotes an element of the original matrix A, h denotes a
        modified element of the upper Hessenberg matrix H, and vi denotes an

        element of the vector defining H(i).

        =====================================================================



           Test the input parameters


       Parameter adjustments
           Function Body */
    /* Table of constant values */
    static integer c__1 = 1;

    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    /* Local variables */
    static integer i;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *,
                                       doublereal *, integer *, doublereal *, doublereal *, integer *,
                                       doublereal *), dlarfg_(integer *, doublereal *,
                                               doublereal *, integer *, doublereal *), xerbla_(char *, integer *);
    static doublereal aii;



#define TAU(I) tau[(I)-1]
#define WORK(I) work[(I)-1]

#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]

    *info = 0;
    if (*n < 0) {
        *info = -1;
    } else if (*ilo < 1 || *ilo > max(1,*n)) {
        *info = -2;
    } else if (*ihi < min(*ilo,*n) || *ihi > *n) {
        *info = -3;
    } else if (*lda < max(1,*n)) {
        *info = -5;
    }
    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("DGEHD2", &i__1);
        return 0;
    }

    i__1 = *ihi - 1;
    for (i = *ilo; i <= *ihi-1; ++i) {

        /*        Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)
         */

        i__2 = *ihi - i;
        /* Computing MIN */
        i__3 = i + 2;
        dlarfg_(&i__2, &A(i+1,i), &A(min(i+2,*n),i),
                &c__1, &TAU(i));
        aii = A(i+1,i);
        A(i+1,i) = 1.;

        /*        Apply H(i) to A(1:ihi,i+1:ihi) from the right */

        i__2 = *ihi - i;
        dlarf_("Right", ihi, &i__2, &A(i+1,i), &c__1, &TAU(i), &
               A(1,i+1), lda, &WORK(1));

        /*        Apply H(i) to A(i+1:ihi,i+1:n) from the left */

        i__2 = *ihi - i;
        i__3 = *n - i;
        dlarf_("Left", &i__2, &i__3, &A(i+1,i), &c__1, &TAU(i), &
               A(i+1,i+1), lda, &WORK(1));

        A(i+1,i) = aii;
        /* L10: */
    }

    return 0;

    /*     End of DGEHD2 */

} /* dgehd2_ */
示例#7
0
/* Subroutine */ int ddrges_(integer *nsizes, integer *nn, integer *ntypes, 
	logical *dotype, integer *iseed, doublereal *thresh, integer *nounit, 
	doublereal *a, integer *lda, doublereal *b, doublereal *s, doublereal 
	*t, doublereal *q, integer *ldq, doublereal *z__, doublereal *alphar, 
	doublereal *alphai, doublereal *beta, doublereal *work, integer *
	lwork, doublereal *result, logical *bwork, integer *info)
{
    /* Initialized data */

    static integer kclass[26] = { 1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,2,2,2,2,2,2,2,
	    2,2,2,3 };
    static integer kbmagn[26] = { 1,1,1,1,1,1,1,1,3,2,3,2,2,3,1,1,1,1,1,1,1,3,
	    2,3,2,1 };
    static integer ktrian[26] = { 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,
	    1,1,1,1 };
    static integer iasign[26] = { 0,0,0,0,0,0,2,0,2,2,0,0,2,2,2,0,2,0,0,0,2,2,
	    2,2,2,0 };
    static integer ibsign[26] = { 0,0,0,0,0,0,0,2,0,0,2,2,0,0,2,0,2,0,0,0,0,0,
	    0,0,0,0 };
    static integer kz1[6] = { 0,1,2,1,3,3 };
    static integer kz2[6] = { 0,0,1,2,1,1 };
    static integer kadd[6] = { 0,0,0,0,3,2 };
    static integer katype[26] = { 0,1,0,1,2,3,4,1,4,4,1,1,4,4,4,2,4,5,8,7,9,4,
	    4,4,4,0 };
    static integer kbtype[26] = { 0,0,1,1,2,-3,1,4,1,1,4,4,1,1,-4,2,-4,8,8,8,
	    8,8,8,8,8,0 };
    static integer kazero[26] = { 1,1,1,1,1,1,2,1,2,2,1,1,2,2,3,1,3,5,5,5,5,3,
	    3,3,3,1 };
    static integer kbzero[26] = { 1,1,1,1,1,1,1,2,1,1,2,2,1,1,4,1,4,6,6,6,6,4,
	    4,4,4,1 };
    static integer kamagn[26] = { 1,1,1,1,1,1,1,1,2,3,2,3,2,3,1,1,1,1,1,1,1,2,
	    3,3,2,1 };

    /* Format strings */
    static char fmt_9999[] = "(\002 DDRGES: \002,a,\002 returned INFO=\002,i"
	    "6,\002.\002,/9x,\002N=\002,i6,\002, JTYPE=\002,i6,\002, ISEED="
	    "(\002,4(i4,\002,\002),i5,\002)\002)";
    static char fmt_9998[] = "(\002 DDRGES: DGET53 returned INFO=\002,i1,"
	    "\002 for eigenvalue \002,i6,\002.\002,/9x,\002N=\002,i6,\002, JT"
	    "YPE=\002,i6,\002, ISEED=(\002,4(i4,\002,\002),i5,\002)\002)";
    static char fmt_9997[] = "(\002 DDRGES: S not in Schur form at eigenvalu"
	    "e \002,i6,\002.\002,/9x,\002N=\002,i6,\002, JTYPE=\002,i6,\002, "
	    "ISEED=(\002,3(i5,\002,\002),i5,\002)\002)";
    static char fmt_9996[] = "(/1x,a3,\002 -- Real Generalized Schur form dr"
	    "iver\002)";
    static char fmt_9995[] = "(\002 Matrix types (see DDRGES for details):"
	    " \002)";
    static char fmt_9994[] = "(\002 Special Matrices:\002,23x,\002(J'=transp"
	    "osed Jordan block)\002,/\002   1=(0,0)  2=(I,0)  3=(0,I)  4=(I,I"
	    ")  5=(J',J')  \002,\0026=(diag(J',I), diag(I,J'))\002,/\002 Diag"
	    "onal Matrices:  ( \002,\002D=diag(0,1,2,...) )\002,/\002   7=(D,"
	    "I)   9=(large*D, small*I\002,\002)  11=(large*I, small*D)  13=(l"
	    "arge*D, large*I)\002,/\002   8=(I,D)  10=(small*D, large*I)  12="
	    "(small*I, large*D) \002,\002 14=(small*D, small*I)\002,/\002  15"
	    "=(D, reversed D)\002)";
    static char fmt_9993[] = "(\002 Matrices Rotated by Random \002,a,\002 M"
	    "atrices U, V:\002,/\002  16=Transposed Jordan Blocks            "
	    " 19=geometric \002,\002alpha, beta=0,1\002,/\002  17=arithm. alp"
	    "ha&beta             \002,\002      20=arithmetic alpha, beta=0,"
	    "1\002,/\002  18=clustered \002,\002alpha, beta=0,1            21"
	    "=random alpha, beta=0,1\002,/\002 Large & Small Matrices:\002,"
	    "/\002  22=(large, small)   \002,\00223=(small,large)    24=(smal"
	    "l,small)    25=(large,large)\002,/\002  26=random O(1) matrices"
	    ".\002)";
    static char fmt_9992[] = "(/\002 Tests performed:  (S is Schur, T is tri"
	    "angular, \002,\002Q and Z are \002,a,\002,\002,/19x,\002l and r "
	    "are the appropriate left and right\002,/19x,\002eigenvectors, re"
	    "sp., a is alpha, b is beta, and\002,/19x,a,\002 means \002,a,"
	    "\002.)\002,/\002 Without ordering: \002,/\002  1 = | A - Q S "
	    "Z\002,a,\002 | / ( |A| n ulp )      2 = | B - Q T Z\002,a,\002 |"
	    " / ( |B| n ulp )\002,/\002  3 = | I - QQ\002,a,\002 | / ( n ulp "
	    ")             4 = | I - ZZ\002,a,\002 | / ( n ulp )\002,/\002  5"
	    " = A is in Schur form S\002,/\002  6 = difference between (alpha"
	    ",beta)\002,\002 and diagonals of (S,T)\002,/\002 With ordering:"
	    " \002,/\002  7 = | (A,B) - Q (S,T) Z\002,a,\002 | / ( |(A,B)| n "
	    "ulp )  \002,/\002  8 = | I - QQ\002,a,\002 | / ( n ulp )        "
	    "    9 = | I - ZZ\002,a,\002 | / ( n ulp )\002,/\002 10 = A is in"
	    " Schur form S\002,/\002 11 = difference between (alpha,beta) and"
	    " diagonals\002,\002 of (S,T)\002,/\002 12 = SDIM is the correct "
	    "number of \002,\002selected eigenvalues\002,/)";
    static char fmt_9991[] = "(\002 Matrix order=\002,i5,\002, type=\002,i2"
	    ",\002, seed=\002,4(i4,\002,\002),\002 result \002,i2,\002 is\002"
	    ",0p,f8.2)";
    static char fmt_9990[] = "(\002 Matrix order=\002,i5,\002, type=\002,i2"
	    ",\002, seed=\002,4(i4,\002,\002),\002 result \002,i2,\002 is\002"
	    ",1p,d10.3)";

    /* System generated locals */
    integer a_dim1, a_offset, b_dim1, b_offset, q_dim1, q_offset, s_dim1, 
	    s_offset, t_dim1, t_offset, z_dim1, z_offset, i__1, i__2, i__3, 
	    i__4;
    doublereal d__1, d__2, d__3, d__4, d__5, d__6, d__7, d__8, d__9, d__10;

    /* Local variables */
    integer i__, j, n, i1, n1, jc, nb, in, jr;
    doublereal ulp;
    integer iadd, sdim, ierr, nmax, rsub;
    char sort[1];
    doublereal temp1, temp2;
    logical badnn;
    extern /* Subroutine */ int dget51_(integer *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *), dget53_(
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, integer *), dget54_(
	    integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *, doublereal *, integer *, doublereal *, doublereal *), 
	    dgges_(char *, char *, char *, L_fp, integer *, doublereal *, 
	    integer *, doublereal *, integer *, integer *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, integer *, doublereal *, 
	     integer *, doublereal *, integer *, logical *, integer *);
    integer iinfo;
    doublereal rmagn[4];
    integer nmats, jsize, nerrs, jtype, ntest, isort;
    extern /* Subroutine */ int dlatm4_(integer *, integer *, integer *, 
	    integer *, integer *, doublereal *, doublereal *, doublereal *, 
	    integer *, integer *, doublereal *, integer *), dorm2r_(char *, 
	    char *, integer *, integer *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *), dlabad_(doublereal *, doublereal *);
    logical ilabad;
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *, 
	     integer *, doublereal *);
    extern doublereal dlarnd_(integer *, integer *);
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *);
    doublereal safmin;
    integer ioldsd[4];
    doublereal safmax;
    integer knteig;
    extern logical dlctes_(doublereal *, doublereal *, doublereal *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    extern /* Subroutine */ int alasvm_(char *, integer *, integer *, integer 
	    *, integer *), dlaset_(char *, integer *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *), 
	    xerbla_(char *, integer *);
    integer minwrk, maxwrk;
    doublereal ulpinv;
    integer mtypes, ntestt;

    /* Fortran I/O blocks */
    static cilist io___40 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___46 = { 0, 0, 0, fmt_9999, 0 };
    static cilist io___52 = { 0, 0, 0, fmt_9998, 0 };
    static cilist io___53 = { 0, 0, 0, fmt_9997, 0 };
    static cilist io___55 = { 0, 0, 0, fmt_9996, 0 };
    static cilist io___56 = { 0, 0, 0, fmt_9995, 0 };
    static cilist io___57 = { 0, 0, 0, fmt_9994, 0 };
    static cilist io___58 = { 0, 0, 0, fmt_9993, 0 };
    static cilist io___59 = { 0, 0, 0, fmt_9992, 0 };
    static cilist io___60 = { 0, 0, 0, fmt_9991, 0 };
    static cilist io___61 = { 0, 0, 0, fmt_9990, 0 };



/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DDRGES checks the nonsymmetric generalized eigenvalue (Schur form) */
/*  problem driver DGGES. */

/*  DGGES factors A and B as Q S Z'  and Q T Z' , where ' means */
/*  transpose, T is upper triangular, S is in generalized Schur form */
/*  (block upper triangular, with 1x1 and 2x2 blocks on the diagonal, */
/*  the 2x2 blocks corresponding to complex conjugate pairs of */
/*  generalized eigenvalues), and Q and Z are orthogonal. It also */
/*  computes the generalized eigenvalues (alpha(j),beta(j)), j=1,...,n, */
/*  Thus, w(j) = alpha(j)/beta(j) is a root of the characteristic */
/*  equation */
/*                  det( A - w(j) B ) = 0 */
/*  Optionally it also reorder the eigenvalues so that a selected */
/*  cluster of eigenvalues appears in the leading diagonal block of the */
/*  Schur forms. */

/*  When DDRGES is called, a number of matrix "sizes" ("N's") and a */
/*  number of matrix "TYPES" are specified.  For each size ("N") */
/*  and each TYPE of matrix, a pair of matrices (A, B) will be generated */
/*  and used for testing. For each matrix pair, the following 13 tests */
/*  will be performed and compared with the threshhold THRESH except */
/*  the tests (5), (11) and (13). */


/*  (1)   | A - Q S Z' | / ( |A| n ulp ) (no sorting of eigenvalues) */


/*  (2)   | B - Q T Z' | / ( |B| n ulp ) (no sorting of eigenvalues) */


/*  (3)   | I - QQ' | / ( n ulp ) (no sorting of eigenvalues) */


/*  (4)   | I - ZZ' | / ( n ulp ) (no sorting of eigenvalues) */

/*  (5)   if A is in Schur form (i.e. quasi-triangular form) */
/*        (no sorting of eigenvalues) */

/*  (6)   if eigenvalues = diagonal blocks of the Schur form (S, T), */
/*        i.e., test the maximum over j of D(j)  where: */

/*        if alpha(j) is real: */
/*                      |alpha(j) - S(j,j)|        |beta(j) - T(j,j)| */
/*            D(j) = ------------------------ + ----------------------- */
/*                   max(|alpha(j)|,|S(j,j)|)   max(|beta(j)|,|T(j,j)|) */

/*        if alpha(j) is complex: */
/*                                  | det( s S - w T ) | */
/*            D(j) = --------------------------------------------------- */
/*                   ulp max( s norm(S), |w| norm(T) )*norm( s S - w T ) */

/*        and S and T are here the 2 x 2 diagonal blocks of S and T */
/*        corresponding to the j-th and j+1-th eigenvalues. */
/*        (no sorting of eigenvalues) */

/*  (7)   | (A,B) - Q (S,T) Z' | / ( | (A,B) | n ulp ) */
/*             (with sorting of eigenvalues). */

/*  (8)   | I - QQ' | / ( n ulp ) (with sorting of eigenvalues). */

/*  (9)   | I - ZZ' | / ( n ulp ) (with sorting of eigenvalues). */

/*  (10)  if A is in Schur form (i.e. quasi-triangular form) */
/*        (with sorting of eigenvalues). */

/*  (11)  if eigenvalues = diagonal blocks of the Schur form (S, T), */
/*        i.e. test the maximum over j of D(j)  where: */

/*        if alpha(j) is real: */
/*                      |alpha(j) - S(j,j)|        |beta(j) - T(j,j)| */
/*            D(j) = ------------------------ + ----------------------- */
/*                   max(|alpha(j)|,|S(j,j)|)   max(|beta(j)|,|T(j,j)|) */

/*        if alpha(j) is complex: */
/*                                  | det( s S - w T ) | */
/*            D(j) = --------------------------------------------------- */
/*                   ulp max( s norm(S), |w| norm(T) )*norm( s S - w T ) */

/*        and S and T are here the 2 x 2 diagonal blocks of S and T */
/*        corresponding to the j-th and j+1-th eigenvalues. */
/*        (with sorting of eigenvalues). */

/*  (12)  if sorting worked and SDIM is the number of eigenvalues */
/*        which were SELECTed. */

/*  Test Matrices */
/*  ============= */

/*  The sizes of the test matrices are specified by an array */
/*  NN(1:NSIZES); the value of each element NN(j) specifies one size. */
/*  The "types" are specified by a logical array DOTYPE( 1:NTYPES ); if */
/*  DOTYPE(j) is .TRUE., then matrix type "j" will be generated. */
/*  Currently, the list of possible types is: */

/*  (1)  ( 0, 0 )         (a pair of zero matrices) */

/*  (2)  ( I, 0 )         (an identity and a zero matrix) */

/*  (3)  ( 0, I )         (an identity and a zero matrix) */

/*  (4)  ( I, I )         (a pair of identity matrices) */

/*          t   t */
/*  (5)  ( J , J  )       (a pair of transposed Jordan blocks) */

/*                                      t                ( I   0  ) */
/*  (6)  ( X, Y )         where  X = ( J   0  )  and Y = (      t ) */
/*                                   ( 0   I  )          ( 0   J  ) */
/*                        and I is a k x k identity and J a (k+1)x(k+1) */
/*                        Jordan block; k=(N-1)/2 */

/*  (7)  ( D, I )         where D is diag( 0, 1,..., N-1 ) (a diagonal */
/*                        matrix with those diagonal entries.) */
/*  (8)  ( I, D ) */

/*  (9)  ( big*D, small*I ) where "big" is near overflow and small=1/big */

/*  (10) ( small*D, big*I ) */

/*  (11) ( big*I, small*D ) */

/*  (12) ( small*I, big*D ) */

/*  (13) ( big*D, big*I ) */

/*  (14) ( small*D, small*I ) */

/*  (15) ( D1, D2 )        where D1 is diag( 0, 0, 1, ..., N-3, 0 ) and */
/*                         D2 is diag( 0, N-3, N-4,..., 1, 0, 0 ) */
/*            t   t */
/*  (16) Q ( J , J ) Z     where Q and Z are random orthogonal matrices. */

/*  (17) Q ( T1, T2 ) Z    where T1 and T2 are upper triangular matrices */
/*                         with random O(1) entries above the diagonal */
/*                         and diagonal entries diag(T1) = */
/*                         ( 0, 0, 1, ..., N-3, 0 ) and diag(T2) = */
/*                         ( 0, N-3, N-4,..., 1, 0, 0 ) */

/*  (18) Q ( T1, T2 ) Z    diag(T1) = ( 0, 0, 1, 1, s, ..., s, 0 ) */
/*                         diag(T2) = ( 0, 1, 0, 1,..., 1, 0 ) */
/*                         s = machine precision. */

/*  (19) Q ( T1, T2 ) Z    diag(T1)=( 0,0,1,1, 1-d, ..., 1-(N-5)*d=s, 0 ) */
/*                         diag(T2) = ( 0, 1, 0, 1, ..., 1, 0 ) */

/*                                                         N-5 */
/*  (20) Q ( T1, T2 ) Z    diag(T1)=( 0, 0, 1, 1, a, ..., a   =s, 0 ) */
/*                         diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) */

/*  (21) Q ( T1, T2 ) Z    diag(T1)=( 0, 0, 1, r1, r2, ..., r(N-4), 0 ) */
/*                         diag(T2) = ( 0, 1, 0, 1, ..., 1, 0, 0 ) */
/*                         where r1,..., r(N-4) are random. */

/*  (22) Q ( big*T1, small*T2 ) Z    diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) */
/*                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 ) */

/*  (23) Q ( small*T1, big*T2 ) Z    diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) */
/*                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 ) */

/*  (24) Q ( small*T1, small*T2 ) Z  diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) */
/*                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 ) */

/*  (25) Q ( big*T1, big*T2 ) Z      diag(T1) = ( 0, 0, 1, ..., N-3, 0 ) */
/*                                   diag(T2) = ( 0, 1, ..., 1, 0, 0 ) */

/*  (26) Q ( T1, T2 ) Z     where T1 and T2 are random upper-triangular */
/*                          matrices. */


/*  Arguments */
/*  ========= */

/*  NSIZES  (input) INTEGER */
/*          The number of sizes of matrices to use.  If it is zero, */
/*          DDRGES does nothing.  NSIZES >= 0. */

/*  NN      (input) INTEGER array, dimension (NSIZES) */
/*          An array containing the sizes to be used for the matrices. */
/*          Zero values will be skipped.  NN >= 0. */

/*  NTYPES  (input) INTEGER */
/*          The number of elements in DOTYPE.   If it is zero, DDRGES */
/*          does nothing.  It must be at least zero.  If it is MAXTYP+1 */
/*          and NSIZES is 1, then an additional type, MAXTYP+1 is */
/*          defined, which is to use whatever matrix is in A on input. */
/*          This is only useful if DOTYPE(1:MAXTYP) is .FALSE. and */
/*          DOTYPE(MAXTYP+1) is .TRUE. . */

/*  DOTYPE  (input) LOGICAL array, dimension (NTYPES) */
/*          If DOTYPE(j) is .TRUE., then for each size in NN a */
/*          matrix of that size and of type j will be generated. */
/*          If NTYPES is smaller than the maximum number of types */
/*          defined (PARAMETER MAXTYP), then types NTYPES+1 through */
/*          MAXTYP will not be generated. If NTYPES is larger */
/*          than MAXTYP, DOTYPE(MAXTYP+1) through DOTYPE(NTYPES) */
/*          will be ignored. */

/*  ISEED   (input/output) INTEGER array, dimension (4) */
/*          On entry ISEED specifies the seed of the random number */
/*          generator. The array elements should be between 0 and 4095; */
/*          if not they will be reduced mod 4096. Also, ISEED(4) must */
/*          be odd.  The random number generator uses a linear */
/*          congruential sequence limited to small integers, and so */
/*          should produce machine independent random numbers. The */
/*          values of ISEED are changed on exit, and can be used in the */
/*          next call to DDRGES to continue the same random number */
/*          sequence. */

/*  THRESH  (input) DOUBLE PRECISION */
/*          A test will count as "failed" if the "error", computed as */
/*          described above, exceeds THRESH.  Note that the error is */
/*          scaled to be O(1), so THRESH should be a reasonably small */
/*          multiple of 1, e.g., 10 or 100.  In particular, it should */
/*          not depend on the precision (single vs. double) or the size */
/*          of the matrix.  THRESH >= 0. */

/*  NOUNIT  (input) INTEGER */
/*          The FORTRAN unit number for printing out error messages */
/*          (e.g., if a routine returns IINFO not equal to 0.) */

/*  A       (input/workspace) DOUBLE PRECISION array, */
/*                                       dimension(LDA, max(NN)) */
/*          Used to hold the original A matrix.  Used as input only */
/*          if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and */
/*          DOTYPE(MAXTYP+1)=.TRUE. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of A, B, S, and T. */
/*          It must be at least 1 and at least max( NN ). */

/*  B       (input/workspace) DOUBLE PRECISION array, */
/*                                       dimension(LDA, max(NN)) */
/*          Used to hold the original B matrix.  Used as input only */
/*          if NTYPES=MAXTYP+1, DOTYPE(1:MAXTYP)=.FALSE., and */
/*          DOTYPE(MAXTYP+1)=.TRUE. */

/*  S       (workspace) DOUBLE PRECISION array, dimension (LDA, max(NN)) */
/*          The Schur form matrix computed from A by DGGES.  On exit, S */
/*          contains the Schur form matrix corresponding to the matrix */
/*          in A. */

/*  T       (workspace) DOUBLE PRECISION array, dimension (LDA, max(NN)) */
/*          The upper triangular matrix computed from B by DGGES. */

/*  Q       (workspace) DOUBLE PRECISION array, dimension (LDQ, max(NN)) */
/*          The (left) orthogonal matrix computed by DGGES. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of Q and Z. It must */
/*          be at least 1 and at least max( NN ). */

/*  Z       (workspace) DOUBLE PRECISION array, dimension( LDQ, max(NN) ) */
/*          The (right) orthogonal matrix computed by DGGES. */

/*  ALPHAR  (workspace) DOUBLE PRECISION array, dimension (max(NN)) */
/*  ALPHAI  (workspace) DOUBLE PRECISION array, dimension (max(NN)) */
/*  BETA    (workspace) DOUBLE PRECISION array, dimension (max(NN)) */
/*          The generalized eigenvalues of (A,B) computed by DGGES. */
/*          ( ALPHAR(k)+ALPHAI(k)*i ) / BETA(k) is the k-th */
/*          generalized eigenvalue of A and B. */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (LWORK) */

/*  LWORK   (input) INTEGER */
/*          The dimension of the array WORK. */
/*          LWORK >= MAX( 10*(N+1), 3*N*N ), where N is the largest */
/*          matrix dimension. */

/*  RESULT  (output) DOUBLE PRECISION array, dimension (15) */
/*          The values computed by the tests described above. */
/*          The values are currently limited to 1/ulp, to avoid overflow. */

/*  BWORK   (workspace) LOGICAL array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */
/*          > 0:  A routine returned an error code.  INFO is the */
/*                absolute value of the INFO value returned. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Data statements .. */
    /* Parameter adjustments */
    --nn;
    --dotype;
    --iseed;
    t_dim1 = *lda;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    s_dim1 = *lda;
    s_offset = 1 + s_dim1;
    s -= s_offset;
    b_dim1 = *lda;
    b_offset = 1 + b_dim1;
    b -= b_offset;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    z_dim1 = *ldq;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --alphar;
    --alphai;
    --beta;
    --work;
    --result;
    --bwork;

    /* Function Body */
/*     .. */
/*     .. Executable Statements .. */

/*     Check for errors */

    *info = 0;

    badnn = FALSE_;
    nmax = 1;
    i__1 = *nsizes;
    for (j = 1; j <= i__1; ++j) {
/* Computing MAX */
	i__2 = nmax, i__3 = nn[j];
	nmax = max(i__2,i__3);
	if (nn[j] < 0) {
	    badnn = TRUE_;
	}
/* L10: */
    }

    if (*nsizes < 0) {
	*info = -1;
    } else if (badnn) {
	*info = -2;
    } else if (*ntypes < 0) {
	*info = -3;
    } else if (*thresh < 0.) {
	*info = -6;
    } else if (*lda <= 1 || *lda < nmax) {
	*info = -9;
    } else if (*ldq <= 1 || *ldq < nmax) {
	*info = -14;
    }

/*     Compute workspace */
/*      (Note: Comments in the code beginning "Workspace:" describe the */
/*       minimal amount of workspace needed at that point in the code, */
/*       as well as the preferred amount for good performance. */
/*       NB refers to the optimal block size for the immediately */
/*       following subroutine, as returned by ILAENV. */

    minwrk = 1;
    if (*info == 0 && *lwork >= 1) {
/* Computing MAX */
	i__1 = (nmax + 1) * 10, i__2 = nmax * 3 * nmax;
	minwrk = max(i__1,i__2);
/* Computing MAX */
	i__1 = 1, i__2 = ilaenv_(&c__1, "DGEQRF", " ", &nmax, &nmax, &c_n1, &
		c_n1), i__1 = max(i__1,i__2), i__2 = 
		ilaenv_(&c__1, "DORMQR", "LT", &nmax, &nmax, &nmax, &c_n1), i__1 = max(i__1,i__2), i__2 = ilaenv_(&
		c__1, "DORGQR", " ", &nmax, &nmax, &nmax, &c_n1);
	nb = max(i__1,i__2);
/* Computing MAX */
	i__1 = (nmax + 1) * 10, i__2 = (nmax << 1) + nmax * nb, i__1 = max(
		i__1,i__2), i__2 = nmax * 3 * nmax;
	maxwrk = max(i__1,i__2);
	work[1] = (doublereal) maxwrk;
    }

    if (*lwork < minwrk) {
	*info = -20;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DDRGES", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*nsizes == 0 || *ntypes == 0) {
	return 0;
    }

    safmin = dlamch_("Safe minimum");
    ulp = dlamch_("Epsilon") * dlamch_("Base");
    safmin /= ulp;
    safmax = 1. / safmin;
    dlabad_(&safmin, &safmax);
    ulpinv = 1. / ulp;

/*     The values RMAGN(2:3) depend on N, see below. */

    rmagn[0] = 0.;
    rmagn[1] = 1.;

/*     Loop over matrix sizes */

    ntestt = 0;
    nerrs = 0;
    nmats = 0;

    i__1 = *nsizes;
    for (jsize = 1; jsize <= i__1; ++jsize) {
	n = nn[jsize];
	n1 = max(1,n);
	rmagn[2] = safmax * ulp / (doublereal) n1;
	rmagn[3] = safmin * ulpinv * (doublereal) n1;

	if (*nsizes != 1) {
	    mtypes = min(26,*ntypes);
	} else {
	    mtypes = min(27,*ntypes);
	}

/*        Loop over matrix types */

	i__2 = mtypes;
	for (jtype = 1; jtype <= i__2; ++jtype) {
	    if (! dotype[jtype]) {
		goto L180;
	    }
	    ++nmats;
	    ntest = 0;

/*           Save ISEED in case of an error. */

	    for (j = 1; j <= 4; ++j) {
		ioldsd[j - 1] = iseed[j];
/* L20: */
	    }

/*           Initialize RESULT */

	    for (j = 1; j <= 13; ++j) {
		result[j] = 0.;
/* L30: */
	    }

/*           Generate test matrices A and B */

/*           Description of control parameters: */

/*           KZLASS: =1 means w/o rotation, =2 means w/ rotation, */
/*                   =3 means random. */
/*           KATYPE: the "type" to be passed to DLATM4 for computing A. */
/*           KAZERO: the pattern of zeros on the diagonal for A: */
/*                   =1: ( xxx ), =2: (0, xxx ) =3: ( 0, 0, xxx, 0 ), */
/*                   =4: ( 0, xxx, 0, 0 ), =5: ( 0, 0, 1, xxx, 0 ), */
/*                   =6: ( 0, 1, 0, xxx, 0 ).  (xxx means a string of */
/*                   non-zero entries.) */
/*           KAMAGN: the magnitude of the matrix: =0: zero, =1: O(1), */
/*                   =2: large, =3: small. */
/*           IASIGN: 1 if the diagonal elements of A are to be */
/*                   multiplied by a random magnitude 1 number, =2 if */
/*                   randomly chosen diagonal blocks are to be rotated */
/*                   to form 2x2 blocks. */
/*           KBTYPE, KBZERO, KBMAGN, IBSIGN: the same, but for B. */
/*           KTRIAN: =0: don't fill in the upper triangle, =1: do. */
/*           KZ1, KZ2, KADD: used to implement KAZERO and KBZERO. */
/*           RMAGN: used to implement KAMAGN and KBMAGN. */

	    if (mtypes > 26) {
		goto L110;
	    }
	    iinfo = 0;
	    if (kclass[jtype - 1] < 3) {

/*              Generate A (w/o rotation) */

		if ((i__3 = katype[jtype - 1], abs(i__3)) == 3) {
		    in = ((n - 1) / 2 << 1) + 1;
		    if (in != n) {
			dlaset_("Full", &n, &n, &c_b26, &c_b26, &a[a_offset], 
				lda);
		    }
		} else {
		    in = n;
		}
		dlatm4_(&katype[jtype - 1], &in, &kz1[kazero[jtype - 1] - 1], 
			&kz2[kazero[jtype - 1] - 1], &iasign[jtype - 1], &
			rmagn[kamagn[jtype - 1]], &ulp, &rmagn[ktrian[jtype - 
			1] * kamagn[jtype - 1]], &c__2, &iseed[1], &a[
			a_offset], lda);
		iadd = kadd[kazero[jtype - 1] - 1];
		if (iadd > 0 && iadd <= n) {
		    a[iadd + iadd * a_dim1] = 1.;
		}

/*              Generate B (w/o rotation) */

		if ((i__3 = kbtype[jtype - 1], abs(i__3)) == 3) {
		    in = ((n - 1) / 2 << 1) + 1;
		    if (in != n) {
			dlaset_("Full", &n, &n, &c_b26, &c_b26, &b[b_offset], 
				lda);
		    }
		} else {
		    in = n;
		}
		dlatm4_(&kbtype[jtype - 1], &in, &kz1[kbzero[jtype - 1] - 1], 
			&kz2[kbzero[jtype - 1] - 1], &ibsign[jtype - 1], &
			rmagn[kbmagn[jtype - 1]], &c_b32, &rmagn[ktrian[jtype 
			- 1] * kbmagn[jtype - 1]], &c__2, &iseed[1], &b[
			b_offset], lda);
		iadd = kadd[kbzero[jtype - 1] - 1];
		if (iadd != 0 && iadd <= n) {
		    b[iadd + iadd * b_dim1] = 1.;
		}

		if (kclass[jtype - 1] == 2 && n > 0) {

/*                 Include rotations */

/*                 Generate Q, Z as Householder transformations times */
/*                 a diagonal matrix. */

		    i__3 = n - 1;
		    for (jc = 1; jc <= i__3; ++jc) {
			i__4 = n;
			for (jr = jc; jr <= i__4; ++jr) {
			    q[jr + jc * q_dim1] = dlarnd_(&c__3, &iseed[1]);
			    z__[jr + jc * z_dim1] = dlarnd_(&c__3, &iseed[1]);
/* L40: */
			}
			i__4 = n + 1 - jc;
			dlarfg_(&i__4, &q[jc + jc * q_dim1], &q[jc + 1 + jc * 
				q_dim1], &c__1, &work[jc]);
			work[(n << 1) + jc] = d_sign(&c_b32, &q[jc + jc * 
				q_dim1]);
			q[jc + jc * q_dim1] = 1.;
			i__4 = n + 1 - jc;
			dlarfg_(&i__4, &z__[jc + jc * z_dim1], &z__[jc + 1 + 
				jc * z_dim1], &c__1, &work[n + jc]);
			work[n * 3 + jc] = d_sign(&c_b32, &z__[jc + jc * 
				z_dim1]);
			z__[jc + jc * z_dim1] = 1.;
/* L50: */
		    }
		    q[n + n * q_dim1] = 1.;
		    work[n] = 0.;
		    d__1 = dlarnd_(&c__2, &iseed[1]);
		    work[n * 3] = d_sign(&c_b32, &d__1);
		    z__[n + n * z_dim1] = 1.;
		    work[n * 2] = 0.;
		    d__1 = dlarnd_(&c__2, &iseed[1]);
		    work[n * 4] = d_sign(&c_b32, &d__1);

/*                 Apply the diagonal matrices */

		    i__3 = n;
		    for (jc = 1; jc <= i__3; ++jc) {
			i__4 = n;
			for (jr = 1; jr <= i__4; ++jr) {
			    a[jr + jc * a_dim1] = work[(n << 1) + jr] * work[
				    n * 3 + jc] * a[jr + jc * a_dim1];
			    b[jr + jc * b_dim1] = work[(n << 1) + jr] * work[
				    n * 3 + jc] * b[jr + jc * b_dim1];
/* L60: */
			}
/* L70: */
		    }
		    i__3 = n - 1;
		    dorm2r_("L", "N", &n, &n, &i__3, &q[q_offset], ldq, &work[
			    1], &a[a_offset], lda, &work[(n << 1) + 1], &
			    iinfo);
		    if (iinfo != 0) {
			goto L100;
		    }
		    i__3 = n - 1;
		    dorm2r_("R", "T", &n, &n, &i__3, &z__[z_offset], ldq, &
			    work[n + 1], &a[a_offset], lda, &work[(n << 1) + 
			    1], &iinfo);
		    if (iinfo != 0) {
			goto L100;
		    }
		    i__3 = n - 1;
		    dorm2r_("L", "N", &n, &n, &i__3, &q[q_offset], ldq, &work[
			    1], &b[b_offset], lda, &work[(n << 1) + 1], &
			    iinfo);
		    if (iinfo != 0) {
			goto L100;
		    }
		    i__3 = n - 1;
		    dorm2r_("R", "T", &n, &n, &i__3, &z__[z_offset], ldq, &
			    work[n + 1], &b[b_offset], lda, &work[(n << 1) + 
			    1], &iinfo);
		    if (iinfo != 0) {
			goto L100;
		    }
		}
	    } else {

/*              Random matrices */

		i__3 = n;
		for (jc = 1; jc <= i__3; ++jc) {
		    i__4 = n;
		    for (jr = 1; jr <= i__4; ++jr) {
			a[jr + jc * a_dim1] = rmagn[kamagn[jtype - 1]] * 
				dlarnd_(&c__2, &iseed[1]);
			b[jr + jc * b_dim1] = rmagn[kbmagn[jtype - 1]] * 
				dlarnd_(&c__2, &iseed[1]);
/* L80: */
		    }
/* L90: */
		}
	    }

L100:

	    if (iinfo != 0) {
		io___40.ciunit = *nounit;
		s_wsfe(&io___40);
		do_fio(&c__1, "Generator", (ftnlen)9);
		do_fio(&c__1, (char *)&iinfo, (ftnlen)sizeof(integer));
		do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
		do_fio(&c__1, (char *)&jtype, (ftnlen)sizeof(integer));
		do_fio(&c__4, (char *)&ioldsd[0], (ftnlen)sizeof(integer));
		e_wsfe();
		*info = abs(iinfo);
		return 0;
	    }

L110:

	    for (i__ = 1; i__ <= 13; ++i__) {
		result[i__] = -1.;
/* L120: */
	    }

/*           Test with and without sorting of eigenvalues */

	    for (isort = 0; isort <= 1; ++isort) {
		if (isort == 0) {
		    *(unsigned char *)sort = 'N';
		    rsub = 0;
		} else {
		    *(unsigned char *)sort = 'S';
		    rsub = 5;
		}

/*              Call DGGES to compute H, T, Q, Z, alpha, and beta. */

		dlacpy_("Full", &n, &n, &a[a_offset], lda, &s[s_offset], lda);
		dlacpy_("Full", &n, &n, &b[b_offset], lda, &t[t_offset], lda);
		ntest = rsub + 1 + isort;
		result[rsub + 1 + isort] = ulpinv;
		dgges_("V", "V", sort, (L_fp)dlctes_, &n, &s[s_offset], lda, &
			t[t_offset], lda, &sdim, &alphar[1], &alphai[1], &
			beta[1], &q[q_offset], ldq, &z__[z_offset], ldq, &
			work[1], lwork, &bwork[1], &iinfo);
		if (iinfo != 0 && iinfo != n + 2) {
		    result[rsub + 1 + isort] = ulpinv;
		    io___46.ciunit = *nounit;
		    s_wsfe(&io___46);
		    do_fio(&c__1, "DGGES", (ftnlen)5);
		    do_fio(&c__1, (char *)&iinfo, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
		    do_fio(&c__1, (char *)&jtype, (ftnlen)sizeof(integer));
		    do_fio(&c__4, (char *)&ioldsd[0], (ftnlen)sizeof(integer))
			    ;
		    e_wsfe();
		    *info = abs(iinfo);
		    goto L160;
		}

		ntest = rsub + 4;

/*              Do tests 1--4 (or tests 7--9 when reordering ) */

		if (isort == 0) {
		    dget51_(&c__1, &n, &a[a_offset], lda, &s[s_offset], lda, &
			    q[q_offset], ldq, &z__[z_offset], ldq, &work[1], &
			    result[1]);
		    dget51_(&c__1, &n, &b[b_offset], lda, &t[t_offset], lda, &
			    q[q_offset], ldq, &z__[z_offset], ldq, &work[1], &
			    result[2]);
		} else {
		    dget54_(&n, &a[a_offset], lda, &b[b_offset], lda, &s[
			    s_offset], lda, &t[t_offset], lda, &q[q_offset], 
			    ldq, &z__[z_offset], ldq, &work[1], &result[7]);
		}
		dget51_(&c__3, &n, &a[a_offset], lda, &t[t_offset], lda, &q[
			q_offset], ldq, &q[q_offset], ldq, &work[1], &result[
			rsub + 3]);
		dget51_(&c__3, &n, &b[b_offset], lda, &t[t_offset], lda, &z__[
			z_offset], ldq, &z__[z_offset], ldq, &work[1], &
			result[rsub + 4]);

/*              Do test 5 and 6 (or Tests 10 and 11 when reordering): */
/*              check Schur form of A and compare eigenvalues with */
/*              diagonals. */

		ntest = rsub + 6;
		temp1 = 0.;

		i__3 = n;
		for (j = 1; j <= i__3; ++j) {
		    ilabad = FALSE_;
		    if (alphai[j] == 0.) {
/* Computing MAX */
			d__7 = safmin, d__8 = (d__2 = alphar[j], abs(d__2)), 
				d__7 = max(d__7,d__8), d__8 = (d__3 = s[j + j 
				* s_dim1], abs(d__3));
/* Computing MAX */
			d__9 = safmin, d__10 = (d__5 = beta[j], abs(d__5)), 
				d__9 = max(d__9,d__10), d__10 = (d__6 = t[j + 
				j * t_dim1], abs(d__6));
			temp2 = ((d__1 = alphar[j] - s[j + j * s_dim1], abs(
				d__1)) / max(d__7,d__8) + (d__4 = beta[j] - t[
				j + j * t_dim1], abs(d__4)) / max(d__9,d__10))
				 / ulp;

			if (j < n) {
			    if (s[j + 1 + j * s_dim1] != 0.) {
				ilabad = TRUE_;
				result[rsub + 5] = ulpinv;
			    }
			}
			if (j > 1) {
			    if (s[j + (j - 1) * s_dim1] != 0.) {
				ilabad = TRUE_;
				result[rsub + 5] = ulpinv;
			    }
			}

		    } else {
			if (alphai[j] > 0.) {
			    i1 = j;
			} else {
			    i1 = j - 1;
			}
			if (i1 <= 0 || i1 >= n) {
			    ilabad = TRUE_;
			} else if (i1 < n - 1) {
			    if (s[i1 + 2 + (i1 + 1) * s_dim1] != 0.) {
				ilabad = TRUE_;
				result[rsub + 5] = ulpinv;
			    }
			} else if (i1 > 1) {
			    if (s[i1 + (i1 - 1) * s_dim1] != 0.) {
				ilabad = TRUE_;
				result[rsub + 5] = ulpinv;
			    }
			}
			if (! ilabad) {
			    dget53_(&s[i1 + i1 * s_dim1], lda, &t[i1 + i1 * 
				    t_dim1], lda, &beta[j], &alphar[j], &
				    alphai[j], &temp2, &ierr);
			    if (ierr >= 3) {
				io___52.ciunit = *nounit;
				s_wsfe(&io___52);
				do_fio(&c__1, (char *)&ierr, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&j, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&n, (ftnlen)sizeof(
					integer));
				do_fio(&c__1, (char *)&jtype, (ftnlen)sizeof(
					integer));
				do_fio(&c__4, (char *)&ioldsd[0], (ftnlen)
					sizeof(integer));
				e_wsfe();
				*info = abs(ierr);
			    }
			} else {
			    temp2 = ulpinv;
			}

		    }
		    temp1 = max(temp1,temp2);
		    if (ilabad) {
			io___53.ciunit = *nounit;
			s_wsfe(&io___53);
			do_fio(&c__1, (char *)&j, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&jtype, (ftnlen)sizeof(integer))
				;
			do_fio(&c__4, (char *)&ioldsd[0], (ftnlen)sizeof(
				integer));
			e_wsfe();
		    }
/* L130: */
		}
		result[rsub + 6] = temp1;

		if (isort >= 1) {

/*                 Do test 12 */

		    ntest = 12;
		    result[12] = 0.;
		    knteig = 0;
		    i__3 = n;
		    for (i__ = 1; i__ <= i__3; ++i__) {
			d__1 = -alphai[i__];
			if (dlctes_(&alphar[i__], &alphai[i__], &beta[i__]) ||
				 dlctes_(&alphar[i__], &d__1, &beta[i__])) {
			    ++knteig;
			}
			if (i__ < n) {
			    d__1 = -alphai[i__ + 1];
			    d__2 = -alphai[i__];
			    if ((dlctes_(&alphar[i__ + 1], &alphai[i__ + 1], &
				    beta[i__ + 1]) || dlctes_(&alphar[i__ + 1]
, &d__1, &beta[i__ + 1])) && ! (dlctes_(&
				    alphar[i__], &alphai[i__], &beta[i__]) || 
				    dlctes_(&alphar[i__], &d__2, &beta[i__])) 
				    && iinfo != n + 2) {
				result[12] = ulpinv;
			    }
			}
/* L140: */
		    }
		    if (sdim != knteig) {
			result[12] = ulpinv;
		    }
		}

/* L150: */
	    }

/*           End of Loop -- Check for RESULT(j) > THRESH */

L160:

	    ntestt += ntest;

/*           Print out tests which fail. */

	    i__3 = ntest;
	    for (jr = 1; jr <= i__3; ++jr) {
		if (result[jr] >= *thresh) {

/*                 If this is the first test to fail, */
/*                 print a header to the data file. */

		    if (nerrs == 0) {
			io___55.ciunit = *nounit;
			s_wsfe(&io___55);
			do_fio(&c__1, "DGS", (ftnlen)3);
			e_wsfe();

/*                    Matrix types */

			io___56.ciunit = *nounit;
			s_wsfe(&io___56);
			e_wsfe();
			io___57.ciunit = *nounit;
			s_wsfe(&io___57);
			e_wsfe();
			io___58.ciunit = *nounit;
			s_wsfe(&io___58);
			do_fio(&c__1, "Orthogonal", (ftnlen)10);
			e_wsfe();

/*                    Tests performed */

			io___59.ciunit = *nounit;
			s_wsfe(&io___59);
			do_fio(&c__1, "orthogonal", (ftnlen)10);
			do_fio(&c__1, "'", (ftnlen)1);
			do_fio(&c__1, "transpose", (ftnlen)9);
			for (j = 1; j <= 8; ++j) {
			    do_fio(&c__1, "'", (ftnlen)1);
			}
			e_wsfe();

		    }
		    ++nerrs;
		    if (result[jr] < 1e4) {
			io___60.ciunit = *nounit;
			s_wsfe(&io___60);
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&jtype, (ftnlen)sizeof(integer))
				;
			do_fio(&c__4, (char *)&ioldsd[0], (ftnlen)sizeof(
				integer));
			do_fio(&c__1, (char *)&jr, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&result[jr], (ftnlen)sizeof(
				doublereal));
			e_wsfe();
		    } else {
			io___61.ciunit = *nounit;
			s_wsfe(&io___61);
			do_fio(&c__1, (char *)&n, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&jtype, (ftnlen)sizeof(integer))
				;
			do_fio(&c__4, (char *)&ioldsd[0], (ftnlen)sizeof(
				integer));
			do_fio(&c__1, (char *)&jr, (ftnlen)sizeof(integer));
			do_fio(&c__1, (char *)&result[jr], (ftnlen)sizeof(
				doublereal));
			e_wsfe();
		    }
		}
/* L170: */
	    }

L180:
	    ;
	}
/* L190: */
    }

/*     Summary */

    alasvm_("DGS", nounit, &nerrs, &ntestt, &c__0);

    work[1] = (doublereal) maxwrk;

    return 0;








/*     End of DDRGES */

} /* ddrges_ */
示例#8
0
文件: dgeqr2.c 项目: BishopWolf/ITK
/*<       SUBROUTINE DGEQR2( M, N, A, LDA, TAU, WORK, INFO ) >*/
/* Subroutine */ int dgeqr2_(integer *m, integer *n, doublereal *a, integer *
        lda, doublereal *tau, doublereal *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;

    /* Local variables */
    integer i__, k;
    doublereal aii;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *,
            doublereal *, integer *, doublereal *, doublereal *, integer *,
            doublereal *, ftnlen), dlarfg_(integer *, doublereal *,
            doublereal *, integer *, doublereal *), xerbla_(char *, integer *,
             ftnlen);


/*  -- LAPACK routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     February 29, 1992 */

/*     .. Scalar Arguments .. */
/*<       INTEGER            INFO, LDA, M, N >*/
/*     .. */
/*     .. Array Arguments .. */
/*<       DOUBLE PRECISION   A( LDA, * ), TAU( * ), WORK( * ) >*/
/*     .. */

/*  Purpose */
/*  ======= */

/*  DGEQR2 computes a QR factorization of a real m by n matrix A: */
/*  A = Q * R. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the m by n matrix A. */
/*          On exit, the elements on and above the diagonal of the array */
/*          contain the min(m,n) by n upper trapezoidal matrix R (R is */
/*          upper triangular if m >= n); the elements below the diagonal, */
/*          with the array TAU, represent the orthogonal matrix Q as a */
/*          product of elementary reflectors (see Further Details). */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N)) */
/*          The scalar factors of the elementary reflectors (see Further */
/*          Details). */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of elementary reflectors */

/*     Q = H(1) H(2) . . . H(k), where k = min(m,n). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real vector with */
/*  v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i), */
/*  and tau in TAU(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*<       DOUBLE PRECISION   ONE >*/
/*<       PARAMETER          ( ONE = 1.0D+0 ) >*/
/*     .. */
/*     .. Local Scalars .. */
/*<       INTEGER            I, K >*/
/*<       DOUBLE PRECISION   AII >*/
/*     .. */
/*     .. External Subroutines .. */
/*<       EXTERNAL           DLARF, DLARFG, XERBLA >*/
/*     .. */
/*     .. Intrinsic Functions .. */
/*<       INTRINSIC          MAX, MIN >*/
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

/*<       INFO = 0 >*/
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    *info = 0;
/*<       IF( M.LT.0 ) THEN >*/
    if (*m < 0) {
/*<          INFO = -1 >*/
        *info = -1;
/*<       ELSE IF( N.LT.0 ) THEN >*/
    } else if (*n < 0) {
/*<          INFO = -2 >*/
        *info = -2;
/*<       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN >*/
    } else if (*lda < max(1,*m)) {
/*<          INFO = -4 >*/
        *info = -4;
/*<       END IF >*/
    }
/*<       IF( INFO.NE.0 ) THEN >*/
    if (*info != 0) {
/*<          CALL XERBLA( 'DGEQR2', -INFO ) >*/
        i__1 = -(*info);
        xerbla_("DGEQR2", &i__1, (ftnlen)6);
/*<          RETURN >*/
        return 0;
/*<       END IF >*/
    }

/*<       K = MIN( M, N ) >*/
    k = min(*m,*n);

/*<       DO 10 I = 1, K >*/
    i__1 = k;
    for (i__ = 1; i__ <= i__1; ++i__) {

/*        Generate elementary reflector H(i) to annihilate A(i+1:m,i) */

/*<    >*/
        i__2 = *m - i__ + 1;
/* Computing MIN */
        i__3 = i__ + 1;
        dlarfg_(&i__2, &a[i__ + i__ * a_dim1], &a[min(i__3,*m) + i__ * a_dim1]
                , &c__1, &tau[i__]);
/*<          IF( I.LT.N ) THEN >*/
        if (i__ < *n) {

/*           Apply H(i) to A(i:m,i+1:n) from the left */

/*<             AII = A( I, I ) >*/
            aii = a[i__ + i__ * a_dim1];
/*<             A( I, I ) = ONE >*/
            a[i__ + i__ * a_dim1] = 1.;
/*<    >*/
            i__2 = *m - i__ + 1;
            i__3 = *n - i__;
            dlarf_("Left", &i__2, &i__3, &a[i__ + i__ * a_dim1], &c__1, &tau[
                    i__], &a[i__ + (i__ + 1) * a_dim1], lda, &work[1], (
                    ftnlen)4);
/*<             A( I, I ) = AII >*/
            a[i__ + i__ * a_dim1] = aii;
/*<          END IF >*/
        }
/*<    10 CONTINUE >*/
/* L10: */
    }
/*<       RETURN >*/
    return 0;

/*     End of DGEQR2 */

/*<       END >*/
} /* dgeqr2_ */
示例#9
0
/* Subroutine */ int dlatrz_(integer *m, integer *n, integer *l, doublereal *
	a, integer *lda, doublereal *tau, doublereal *work)
{
/*  -- LAPACK routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   


    Purpose   
    =======   

    DLATRZ factors the M-by-(M+L) real upper trapezoidal matrix   
    [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R  0 ) * Z, by means   
    of orthogonal transformations.  Z is an (M+L)-by-(M+L) orthogonal   
    matrix and, R and A1 are M-by-M upper triangular matrices.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A.  M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A.  N >= 0.   

    L       (input) INTEGER   
            The number of columns of the matrix A containing the   
            meaningful part of the Householder vectors. N-M >= L >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the leading M-by-N upper trapezoidal part of the   
            array A must contain the matrix to be factorized.   
            On exit, the leading M-by-M upper triangular part of A   
            contains the upper triangular matrix R, and elements N-L+1 to   
            N of the first M rows of A, with the array TAU, represent the   
            orthogonal matrix Z as a product of M elementary reflectors.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,M).   

    TAU     (output) DOUBLE PRECISION array, dimension (M)   
            The scalar factors of the elementary reflectors.   

    WORK    (workspace) DOUBLE PRECISION array, dimension (M)   

    Further Details   
    ===============   

    Based on contributions by   
      A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA   

    The factorization is obtained by Householder's method.  The kth   
    transformation matrix, Z( k ), which is used to introduce zeros into   
    the ( m - k + 1 )th row of A, is given in the form   

       Z( k ) = ( I     0   ),   
                ( 0  T( k ) )   

    where   

       T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ),   
                                                   (   0    )   
                                                   ( z( k ) )   

    tau is a scalar and z( k ) is an l element vector. tau and z( k )   
    are chosen to annihilate the elements of the kth row of A2.   

    The scalar tau is returned in the kth element of TAU and the vector   
    u( k ) in the kth row of A2, such that the elements of z( k ) are   
    in  a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in   
    the upper triangular part of A1.   

    Z is given by   

       Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ).   

    =====================================================================   


       Test the input arguments   

       Quick return if possible   

       Parameter adjustments */
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    /* Local variables */
    static integer i__;
    extern /* Subroutine */ int dlarz_(char *, integer *, integer *, integer *
	    , doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dlarfg_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *);
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]

    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    if (*m == 0) {
	return 0;
    } else if (*m == *n) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tau[i__] = 0.;
/* L10: */
	}
	return 0;
    }

    for (i__ = *m; i__ >= 1; --i__) {

/*        Generate elementary reflector H(i) to annihilate   
          [ A(i,i) A(i,n-l+1:n) ] */

	i__1 = *l + 1;
	dlarfg_(&i__1, &a_ref(i__, i__), &a_ref(i__, *n - *l + 1), lda, &tau[
		i__]);

/*        Apply H(i) to A(1:i-1,i:n) from the right */

	i__1 = i__ - 1;
	i__2 = *n - i__ + 1;
	dlarz_("Right", &i__1, &i__2, l, &a_ref(i__, *n - *l + 1), lda, &tau[
		i__], &a_ref(1, i__), lda, &work[1]);

/* L20: */
    }

    return 0;

/*     End of DLATRZ */

} /* dlatrz_ */
示例#10
0
文件: dsytd2.c 项目: 353/viewercv
/* Subroutine */ int dsytd2_(char* uplo, integer* n, doublereal* a, integer *
                             lda, doublereal* d__, doublereal* e, doublereal* tau, integer* info) {
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;

    /* Local variables */
    integer i__;
    extern doublereal ddot_(integer*, doublereal*, integer*, doublereal*,
                            integer*);
    doublereal taui;
    extern /* Subroutine */ int dsyr2_(char*, integer*, doublereal*,
                                       doublereal*, integer*, doublereal*, integer*, doublereal*,
                                       integer*);
    doublereal alpha;
    extern logical lsame_(char*, char*);
    extern /* Subroutine */ int daxpy_(integer*, doublereal*, doublereal*,
                                       integer*, doublereal*, integer*);
    logical upper;
    extern /* Subroutine */ int dsymv_(char*, integer*, doublereal*,
                                       doublereal*, integer*, doublereal*, integer*, doublereal*,
                                       doublereal*, integer*), dlarfg_(integer*, doublereal*,
                                               doublereal*, integer*, doublereal*), xerbla_(char*, integer *
                                                                                           );


    /*  -- LAPACK routine (version 3.1) -- */
    /*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
    /*     November 2006 */

    /*     .. Scalar Arguments .. */
    /*     .. */
    /*     .. Array Arguments .. */
    /*     .. */

    /*  Purpose */
    /*  ======= */

    /*  DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal */
    /*  form T by an orthogonal similarity transformation: Q' * A * Q = T. */

    /*  Arguments */
    /*  ========= */

    /*  UPLO    (input) CHARACTER*1 */
    /*          Specifies whether the upper or lower triangular part of the */
    /*          symmetric matrix A is stored: */
    /*          = 'U':  Upper triangular */
    /*          = 'L':  Lower triangular */

    /*  N       (input) INTEGER */
    /*          The order of the matrix A.  N >= 0. */

    /*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
    /*          On entry, the symmetric matrix A.  If UPLO = 'U', the leading */
    /*          n-by-n upper triangular part of A contains the upper */
    /*          triangular part of the matrix A, and the strictly lower */
    /*          triangular part of A is not referenced.  If UPLO = 'L', the */
    /*          leading n-by-n lower triangular part of A contains the lower */
    /*          triangular part of the matrix A, and the strictly upper */
    /*          triangular part of A is not referenced. */
    /*          On exit, if UPLO = 'U', the diagonal and first superdiagonal */
    /*          of A are overwritten by the corresponding elements of the */
    /*          tridiagonal matrix T, and the elements above the first */
    /*          superdiagonal, with the array TAU, represent the orthogonal */
    /*          matrix Q as a product of elementary reflectors; if UPLO */
    /*          = 'L', the diagonal and first subdiagonal of A are over- */
    /*          written by the corresponding elements of the tridiagonal */
    /*          matrix T, and the elements below the first subdiagonal, with */
    /*          the array TAU, represent the orthogonal matrix Q as a product */
    /*          of elementary reflectors. See Further Details. */

    /*  LDA     (input) INTEGER */
    /*          The leading dimension of the array A.  LDA >= max(1,N). */

    /*  D       (output) DOUBLE PRECISION array, dimension (N) */
    /*          The diagonal elements of the tridiagonal matrix T: */
    /*          D(i) = A(i,i). */

    /*  E       (output) DOUBLE PRECISION array, dimension (N-1) */
    /*          The off-diagonal elements of the tridiagonal matrix T: */
    /*          E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'. */

    /*  TAU     (output) DOUBLE PRECISION array, dimension (N-1) */
    /*          The scalar factors of the elementary reflectors (see Further */
    /*          Details). */

    /*  INFO    (output) INTEGER */
    /*          = 0:  successful exit */
    /*          < 0:  if INFO = -i, the i-th argument had an illegal value. */

    /*  Further Details */
    /*  =============== */

    /*  If UPLO = 'U', the matrix Q is represented as a product of elementary */
    /*  reflectors */

    /*     Q = H(n-1) . . . H(2) H(1). */

    /*  Each H(i) has the form */

    /*     H(i) = I - tau * v * v' */

    /*  where tau is a real scalar, and v is a real vector with */
    /*  v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in */
    /*  A(1:i-1,i+1), and tau in TAU(i). */

    /*  If UPLO = 'L', the matrix Q is represented as a product of elementary */
    /*  reflectors */

    /*     Q = H(1) H(2) . . . H(n-1). */

    /*  Each H(i) has the form */

    /*     H(i) = I - tau * v * v' */

    /*  where tau is a real scalar, and v is a real vector with */
    /*  v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i), */
    /*  and tau in TAU(i). */

    /*  The contents of A on exit are illustrated by the following examples */
    /*  with n = 5: */

    /*  if UPLO = 'U':                       if UPLO = 'L': */

    /*    (  d   e   v2  v3  v4 )              (  d                  ) */
    /*    (      d   e   v3  v4 )              (  e   d              ) */
    /*    (          d   e   v4 )              (  v1  e   d          ) */
    /*    (              d   e  )              (  v1  v2  e   d      ) */
    /*    (                  d  )              (  v1  v2  v3  e   d  ) */

    /*  where d and e denote diagonal and off-diagonal elements of T, and vi */
    /*  denotes an element of the vector defining H(i). */

    /*  ===================================================================== */

    /*     .. Parameters .. */
    /*     .. */
    /*     .. Local Scalars .. */
    /*     .. */
    /*     .. External Subroutines .. */
    /*     .. */
    /*     .. External Functions .. */
    /*     .. */
    /*     .. Intrinsic Functions .. */
    /*     .. */
    /*     .. Executable Statements .. */

    /*     Test the input parameters */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --d__;
    --e;
    --tau;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
        *info = -1;
    } else if (*n < 0) {
        *info = -2;
    } else if (*lda < max(1, *n)) {
        *info = -4;
    }
    if (*info != 0) {
        i__1 = -(*info);
        xerbla_("DSYTD2", &i__1);
        return 0;
    }

    /*     Quick return if possible */

    if (*n <= 0) {
        return 0;
    }

    if (upper) {

        /*        Reduce the upper triangle of A */

        for (i__ = *n - 1; i__ >= 1; --i__) {

            /*           Generate elementary reflector H(i) = I - tau * v * v' */
            /*           to annihilate A(1:i-1,i+1) */

            dlarfg_(&i__, &a[i__ + (i__ + 1) * a_dim1], &a[(i__ + 1) * a_dim1
                    + 1], &c__1, &taui);
            e[i__] = a[i__ + (i__ + 1) * a_dim1];

            if (taui != 0.) {

                /*              Apply H(i) from both sides to A(1:i,1:i) */

                a[i__ + (i__ + 1) * a_dim1] = 1.;

                /*              Compute  x := tau * A * v  storing x in TAU(1:i) */

                dsymv_(uplo, &i__, &taui, &a[a_offset], lda, &a[(i__ + 1) *
                        a_dim1 + 1], &c__1, &c_b8, &tau[1], &c__1);

                /*              Compute  w := x - 1/2 * tau * (x'*v) * v */

                alpha = taui * -.5 * ddot_(&i__, &tau[1], &c__1, &a[(i__ + 1)
                                           * a_dim1 + 1], &c__1);
                daxpy_(&i__, &alpha, &a[(i__ + 1) * a_dim1 + 1], &c__1, &tau[
                           1], &c__1);

                /*              Apply the transformation as a rank-2 update: */
                /*                 A := A - v * w' - w * v' */

                dsyr2_(uplo, &i__, &c_b14, &a[(i__ + 1) * a_dim1 + 1], &c__1,
                       &tau[1], &c__1, &a[a_offset], lda);

                a[i__ + (i__ + 1) * a_dim1] = e[i__];
            }
            d__[i__ + 1] = a[i__ + 1 + (i__ + 1) * a_dim1];
            tau[i__] = taui;
            /* L10: */
        }
        d__[1] = a[a_dim1 + 1];
    } else {

        /*        Reduce the lower triangle of A */

        i__1 = *n - 1;
        for (i__ = 1; i__ <= i__1; ++i__) {

            /*           Generate elementary reflector H(i) = I - tau * v * v' */
            /*           to annihilate A(i+2:n,i) */

            i__2 = *n - i__;
            /* Computing MIN */
            i__3 = i__ + 2;
            dlarfg_(&i__2, &a[i__ + 1 + i__ * a_dim1], &a[min(i__3, *n)+ i__ *
                    a_dim1], &c__1, &taui);
            e[i__] = a[i__ + 1 + i__ * a_dim1];

            if (taui != 0.) {

                /*              Apply H(i) from both sides to A(i+1:n,i+1:n) */

                a[i__ + 1 + i__ * a_dim1] = 1.;

                /*              Compute  x := tau * A * v  storing y in TAU(i:n-1) */

                i__2 = *n - i__;
                dsymv_(uplo, &i__2, &taui, &a[i__ + 1 + (i__ + 1) * a_dim1],
                       lda, &a[i__ + 1 + i__ * a_dim1], &c__1, &c_b8, &tau[
                           i__], &c__1);

                /*              Compute  w := x - 1/2 * tau * (x'*v) * v */

                i__2 = *n - i__;
                alpha = taui * -.5 * ddot_(&i__2, &tau[i__], &c__1, &a[i__ +
                                           1 + i__ * a_dim1], &c__1);
                i__2 = *n - i__;
                daxpy_(&i__2, &alpha, &a[i__ + 1 + i__ * a_dim1], &c__1, &tau[
                           i__], &c__1);

                /*              Apply the transformation as a rank-2 update: */
                /*                 A := A - v * w' - w * v' */

                i__2 = *n - i__;
                dsyr2_(uplo, &i__2, &c_b14, &a[i__ + 1 + i__ * a_dim1], &c__1,
                       &tau[i__], &c__1, &a[i__ + 1 + (i__ + 1) * a_dim1],
                       lda);

                a[i__ + 1 + i__ * a_dim1] = e[i__];
            }
            d__[i__] = a[i__ + i__ * a_dim1];
            tau[i__] = taui;
            /* L20: */
        }
        d__[*n] = a[*n + *n * a_dim1];
    }

    return 0;

    /*     End of DSYTD2 */

} /* dsytd2_ */
示例#11
0
/* Subroutine */ int dtzrqf_(integer *m, integer *n, doublereal *a, integer *
	lda, doublereal *tau, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    doublereal d__1;

    /* Local variables */
    integer i__, k, m1;
    extern /* Subroutine */ int dger_(integer *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *), dgemv_(char *, integer *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *), dcopy_(integer *, doublereal *, 
	    integer *, doublereal *, integer *), daxpy_(integer *, doublereal 
	    *, doublereal *, integer *, doublereal *, integer *), dlarfg_(
	    integer *, doublereal *, doublereal *, integer *, doublereal *), 
	    xerbla_(char *, integer *);


/*  -- LAPACK routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  This routine is deprecated and has been replaced by routine DTZRZF. */

/*  DTZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A */
/*  to upper triangular form by means of orthogonal transformations. */

/*  The upper trapezoidal matrix A is factored as */

/*     A = ( R  0 ) * Z, */

/*  where Z is an N-by-N orthogonal matrix and R is an M-by-M upper */
/*  triangular matrix. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= M. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the leading M-by-N upper trapezoidal part of the */
/*          array A must contain the matrix to be factorized. */
/*          On exit, the leading M-by-M upper triangular part of A */
/*          contains the upper triangular matrix R, and elements M+1 to */
/*          N of the first M rows of A, with the array TAU, represent the */
/*          orthogonal matrix Z as a product of M elementary reflectors. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (M) */
/*          The scalar factors of the elementary reflectors. */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The factorization is obtained by Householder's method.  The kth */
/*  transformation matrix, Z( k ), which is used to introduce zeros into */
/*  the ( m - k + 1 )th row of A, is given in the form */

/*     Z( k ) = ( I     0   ), */
/*              ( 0  T( k ) ) */

/*  where */

/*     T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ), */
/*                                                 (   0    ) */
/*                                                 ( z( k ) ) */

/*  tau is a scalar and z( k ) is an ( n - m ) element vector. */
/*  tau and z( k ) are chosen to annihilate the elements of the kth row */
/*  of X. */

/*  The scalar tau is returned in the kth element of TAU and the vector */
/*  u( k ) in the kth row of A, such that the elements of z( k ) are */
/*  in  a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in */
/*  the upper triangular part of A. */

/*  Z is given by */

/*     Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters. */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < *m) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DTZRQF", &i__1);
	return 0;
    }

/*     Perform the factorization. */

    if (*m == 0) {
	return 0;
    }
    if (*m == *n) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tau[i__] = 0.;
/* L10: */
	}
    } else {
/* Computing MIN */
	i__1 = *m + 1;
	m1 = min(i__1,*n);
	for (k = *m; k >= 1; --k) {

/*           Use a Householder reflection to zero the kth row of A. */
/*           First set up the reflection. */

	    i__1 = *n - *m + 1;
	    dlarfg_(&i__1, &a[k + k * a_dim1], &a[k + m1 * a_dim1], lda, &tau[
		    k]);

	    if (tau[k] != 0. && k > 1) {

/*              We now perform the operation  A := A*P( k ). */

/*              Use the first ( k - 1 ) elements of TAU to store  a( k ), */
/*              where  a( k ) consists of the first ( k - 1 ) elements of */
/*              the  kth column  of  A.  Also  let  B  denote  the  first */
/*              ( k - 1 ) rows of the last ( n - m ) columns of A. */

		i__1 = k - 1;
		dcopy_(&i__1, &a[k * a_dim1 + 1], &c__1, &tau[1], &c__1);

/*              Form   w = a( k ) + B*z( k )  in TAU. */

		i__1 = k - 1;
		i__2 = *n - *m;
		dgemv_("No transpose", &i__1, &i__2, &c_b8, &a[m1 * a_dim1 + 
			1], lda, &a[k + m1 * a_dim1], lda, &c_b8, &tau[1], &
			c__1);

/*              Now form  a( k ) := a( k ) - tau*w */
/*              and       B      := B      - tau*w*z( k )'. */

		i__1 = k - 1;
		d__1 = -tau[k];
		daxpy_(&i__1, &d__1, &tau[1], &c__1, &a[k * a_dim1 + 1], &
			c__1);
		i__1 = k - 1;
		i__2 = *n - *m;
		d__1 = -tau[k];
		dger_(&i__1, &i__2, &d__1, &tau[1], &c__1, &a[k + m1 * a_dim1]
, lda, &a[m1 * a_dim1 + 1], lda);
	    }
/* L20: */
	}
    }

    return 0;

/*     End of DTZRQF */

} /* dtzrqf_ */
示例#12
0
/* Subroutine */ int dlabrd_(integer *m, integer *n, integer *nb, doublereal *
	a, integer *lda, doublereal *d__, doublereal *e, doublereal *tauq, 
	doublereal *taup, doublereal *x, integer *ldx, doublereal *y, integer 
	*ldy)
{
    /* System generated locals */
    integer a_dim1, a_offset, x_dim1, x_offset, y_dim1, y_offset, i__1, i__2, 
	    i__3;

    /* Local variables */
    integer i__;
    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 
	    integer *), dgemv_(char *, integer *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *), dlarfg_(integer *, doublereal *, 
	     doublereal *, integer *, doublereal *);


/*  -- LAPACK auxiliary routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLABRD reduces the first NB rows and columns of a real general */
/*  m by n matrix A to upper or lower bidiagonal form by an orthogonal */
/*  transformation Q' * A * P, and returns the matrices X and Y which */
/*  are needed to apply the transformation to the unreduced part of A. */

/*  If m >= n, A is reduced to upper bidiagonal form; if m < n, to lower */
/*  bidiagonal form. */

/*  This is an auxiliary routine called by DGEBRD */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows in the matrix A. */

/*  N       (input) INTEGER */
/*          The number of columns in the matrix A. */

/*  NB      (input) INTEGER */
/*          The number of leading rows and columns of A to be reduced. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the m by n general matrix to be reduced. */
/*          On exit, the first NB rows and columns of the matrix are */
/*          overwritten; the rest of the array is unchanged. */
/*          If m >= n, elements on and below the diagonal in the first NB */
/*            columns, with the array TAUQ, represent the orthogonal */
/*            matrix Q as a product of elementary reflectors; and */
/*            elements above the diagonal in the first NB rows, with the */
/*            array TAUP, represent the orthogonal matrix P as a product */
/*            of elementary reflectors. */
/*          If m < n, elements below the diagonal in the first NB */
/*            columns, with the array TAUQ, represent the orthogonal */
/*            matrix Q as a product of elementary reflectors, and */
/*            elements on and above the diagonal in the first NB rows, */
/*            with the array TAUP, represent the orthogonal matrix P as */
/*            a product of elementary reflectors. */
/*          See Further Details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  D       (output) DOUBLE PRECISION array, dimension (NB) */
/*          The diagonal elements of the first NB rows and columns of */
/*          the reduced matrix.  D(i) = A(i,i). */

/*  E       (output) DOUBLE PRECISION array, dimension (NB) */
/*          The off-diagonal elements of the first NB rows and columns of */
/*          the reduced matrix. */

/*  TAUQ    (output) DOUBLE PRECISION array dimension (NB) */
/*          The scalar factors of the elementary reflectors which */
/*          represent the orthogonal matrix Q. See Further Details. */

/*  TAUP    (output) DOUBLE PRECISION array, dimension (NB) */
/*          The scalar factors of the elementary reflectors which */
/*          represent the orthogonal matrix P. See Further Details. */

/*  X       (output) DOUBLE PRECISION array, dimension (LDX,NB) */
/*          The m-by-nb matrix X required to update the unreduced part */
/*          of A. */

/*  LDX     (input) INTEGER */
/*          The leading dimension of the array X. LDX >= M. */

/*  Y       (output) DOUBLE PRECISION array, dimension (LDY,NB) */
/*          The n-by-nb matrix Y required to update the unreduced part */
/*          of A. */

/*  LDY     (input) INTEGER */
/*          The leading dimension of the array Y. LDY >= N. */

/*  Further Details */
/*  =============== */

/*  The matrices Q and P are represented as products of elementary */
/*  reflectors: */

/*     Q = H(1) H(2) . . . H(nb)  and  P = G(1) G(2) . . . G(nb) */

/*  Each H(i) and G(i) has the form: */

/*     H(i) = I - tauq * v * v'  and G(i) = I - taup * u * u' */

/*  where tauq and taup are real scalars, and v and u are real vectors. */

/*  If m >= n, v(1:i-1) = 0, v(i) = 1, and v(i:m) is stored on exit in */
/*  A(i:m,i); u(1:i) = 0, u(i+1) = 1, and u(i+1:n) is stored on exit in */
/*  A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). */

/*  If m < n, v(1:i) = 0, v(i+1) = 1, and v(i+1:m) is stored on exit in */
/*  A(i+2:m,i); u(1:i-1) = 0, u(i) = 1, and u(i:n) is stored on exit in */
/*  A(i,i+1:n); tauq is stored in TAUQ(i) and taup in TAUP(i). */

/*  The elements of the vectors v and u together form the m-by-nb matrix */
/*  V and the nb-by-n matrix U' which are needed, with X and Y, to apply */
/*  the transformation to the unreduced part of the matrix, using a block */
/*  update of the form:  A := A - V*Y' - X*U'. */

/*  The contents of A on exit are illustrated by the following examples */
/*  with nb = 2: */

/*  m = 6 and n = 5 (m > n):          m = 5 and n = 6 (m < n): */

/*    (  1   1   u1  u1  u1 )           (  1   u1  u1  u1  u1  u1 ) */
/*    (  v1  1   1   u2  u2 )           (  1   1   u2  u2  u2  u2 ) */
/*    (  v1  v2  a   a   a  )           (  v1  1   a   a   a   a  ) */
/*    (  v1  v2  a   a   a  )           (  v1  v2  a   a   a   a  ) */
/*    (  v1  v2  a   a   a  )           (  v1  v2  a   a   a   a  ) */
/*    (  v1  v2  a   a   a  ) */

/*  where a denotes an element of the original matrix which is unchanged, */
/*  vi denotes an element of the vector defining H(i), and ui an element */
/*  of the vector defining G(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick return if possible */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --d__;
    --e;
    --tauq;
    --taup;
    x_dim1 = *ldx;
    x_offset = 1 + x_dim1;
    x -= x_offset;
    y_dim1 = *ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;

    /* Function Body */
    if (*m <= 0 || *n <= 0) {
	return 0;
    }

    if (*m >= *n) {

/*        Reduce to upper bidiagonal form */

	i__1 = *nb;
	for (i__ = 1; i__ <= i__1; ++i__) {

/*           Update A(i:m,i) */

	    i__2 = *m - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("No transpose", &i__2, &i__3, &c_b4, &a[i__ + a_dim1], lda, 
		     &y[i__ + y_dim1], ldy, &c_b5, &a[i__ + i__ * a_dim1], &
		    c__1);
	    i__2 = *m - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("No transpose", &i__2, &i__3, &c_b4, &x[i__ + x_dim1], ldx, 
		     &a[i__ * a_dim1 + 1], &c__1, &c_b5, &a[i__ + i__ * 
		    a_dim1], &c__1);

/*           Generate reflection Q(i) to annihilate A(i+1:m,i) */

	    i__2 = *m - i__ + 1;
/* Computing MIN */
	    i__3 = i__ + 1;
	    dlarfg_(&i__2, &a[i__ + i__ * a_dim1], &a[min(i__3, *m)+ i__ * 
		    a_dim1], &c__1, &tauq[i__]);
	    d__[i__] = a[i__ + i__ * a_dim1];
	    if (i__ < *n) {
		a[i__ + i__ * a_dim1] = 1.;

/*              Compute Y(i+1:n,i) */

		i__2 = *m - i__ + 1;
		i__3 = *n - i__;
		dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[i__ + (i__ + 1) * 
			a_dim1], lda, &a[i__ + i__ * a_dim1], &c__1, &c_b16, &
			y[i__ + 1 + i__ * y_dim1], &c__1);
		i__2 = *m - i__ + 1;
		i__3 = i__ - 1;
		dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[i__ + a_dim1], 
			lda, &a[i__ + i__ * a_dim1], &c__1, &c_b16, &y[i__ * 
			y_dim1 + 1], &c__1);
		i__2 = *n - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b4, &y[i__ + 1 + 
			y_dim1], ldy, &y[i__ * y_dim1 + 1], &c__1, &c_b5, &y[
			i__ + 1 + i__ * y_dim1], &c__1);
		i__2 = *m - i__ + 1;
		i__3 = i__ - 1;
		dgemv_("Transpose", &i__2, &i__3, &c_b5, &x[i__ + x_dim1], 
			ldx, &a[i__ + i__ * a_dim1], &c__1, &c_b16, &y[i__ * 
			y_dim1 + 1], &c__1);
		i__2 = i__ - 1;
		i__3 = *n - i__;
		dgemv_("Transpose", &i__2, &i__3, &c_b4, &a[(i__ + 1) * 
			a_dim1 + 1], lda, &y[i__ * y_dim1 + 1], &c__1, &c_b5, 
			&y[i__ + 1 + i__ * y_dim1], &c__1);
		i__2 = *n - i__;
		dscal_(&i__2, &tauq[i__], &y[i__ + 1 + i__ * y_dim1], &c__1);

/*              Update A(i,i+1:n) */

		i__2 = *n - i__;
		dgemv_("No transpose", &i__2, &i__, &c_b4, &y[i__ + 1 + 
			y_dim1], ldy, &a[i__ + a_dim1], lda, &c_b5, &a[i__ + (
			i__ + 1) * a_dim1], lda);
		i__2 = i__ - 1;
		i__3 = *n - i__;
		dgemv_("Transpose", &i__2, &i__3, &c_b4, &a[(i__ + 1) * 
			a_dim1 + 1], lda, &x[i__ + x_dim1], ldx, &c_b5, &a[
			i__ + (i__ + 1) * a_dim1], lda);

/*              Generate reflection P(i) to annihilate A(i,i+2:n) */

		i__2 = *n - i__;
/* Computing MIN */
		i__3 = i__ + 2;
		dlarfg_(&i__2, &a[i__ + (i__ + 1) * a_dim1], &a[i__ + min(
			i__3, *n)* a_dim1], lda, &taup[i__]);
		e[i__] = a[i__ + (i__ + 1) * a_dim1];
		a[i__ + (i__ + 1) * a_dim1] = 1.;

/*              Compute X(i+1:m,i) */

		i__2 = *m - i__;
		i__3 = *n - i__;
		dgemv_("No transpose", &i__2, &i__3, &c_b5, &a[i__ + 1 + (i__ 
			+ 1) * a_dim1], lda, &a[i__ + (i__ + 1) * a_dim1], 
			lda, &c_b16, &x[i__ + 1 + i__ * x_dim1], &c__1);
		i__2 = *n - i__;
		dgemv_("Transpose", &i__2, &i__, &c_b5, &y[i__ + 1 + y_dim1], 
			ldy, &a[i__ + (i__ + 1) * a_dim1], lda, &c_b16, &x[
			i__ * x_dim1 + 1], &c__1);
		i__2 = *m - i__;
		dgemv_("No transpose", &i__2, &i__, &c_b4, &a[i__ + 1 + 
			a_dim1], lda, &x[i__ * x_dim1 + 1], &c__1, &c_b5, &x[
			i__ + 1 + i__ * x_dim1], &c__1);
		i__2 = i__ - 1;
		i__3 = *n - i__;
		dgemv_("No transpose", &i__2, &i__3, &c_b5, &a[(i__ + 1) * 
			a_dim1 + 1], lda, &a[i__ + (i__ + 1) * a_dim1], lda, &
			c_b16, &x[i__ * x_dim1 + 1], &c__1);
		i__2 = *m - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b4, &x[i__ + 1 + 
			x_dim1], ldx, &x[i__ * x_dim1 + 1], &c__1, &c_b5, &x[
			i__ + 1 + i__ * x_dim1], &c__1);
		i__2 = *m - i__;
		dscal_(&i__2, &taup[i__], &x[i__ + 1 + i__ * x_dim1], &c__1);
	    }
/* L10: */
	}
    } else {

/*        Reduce to lower bidiagonal form */

	i__1 = *nb;
	for (i__ = 1; i__ <= i__1; ++i__) {

/*           Update A(i,i:n) */

	    i__2 = *n - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("No transpose", &i__2, &i__3, &c_b4, &y[i__ + y_dim1], ldy, 
		     &a[i__ + a_dim1], lda, &c_b5, &a[i__ + i__ * a_dim1], 
		    lda);
	    i__2 = i__ - 1;
	    i__3 = *n - i__ + 1;
	    dgemv_("Transpose", &i__2, &i__3, &c_b4, &a[i__ * a_dim1 + 1], 
		    lda, &x[i__ + x_dim1], ldx, &c_b5, &a[i__ + i__ * a_dim1], 
		     lda);

/*           Generate reflection P(i) to annihilate A(i,i+1:n) */

	    i__2 = *n - i__ + 1;
/* Computing MIN */
	    i__3 = i__ + 1;
	    dlarfg_(&i__2, &a[i__ + i__ * a_dim1], &a[i__ + min(i__3, *n)* 
		    a_dim1], lda, &taup[i__]);
	    d__[i__] = a[i__ + i__ * a_dim1];
	    if (i__ < *m) {
		a[i__ + i__ * a_dim1] = 1.;

/*              Compute X(i+1:m,i) */

		i__2 = *m - i__;
		i__3 = *n - i__ + 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b5, &a[i__ + 1 + i__ *
			 a_dim1], lda, &a[i__ + i__ * a_dim1], lda, &c_b16, &
			x[i__ + 1 + i__ * x_dim1], &c__1);
		i__2 = *n - i__ + 1;
		i__3 = i__ - 1;
		dgemv_("Transpose", &i__2, &i__3, &c_b5, &y[i__ + y_dim1], 
			ldy, &a[i__ + i__ * a_dim1], lda, &c_b16, &x[i__ * 
			x_dim1 + 1], &c__1);
		i__2 = *m - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b4, &a[i__ + 1 + 
			a_dim1], lda, &x[i__ * x_dim1 + 1], &c__1, &c_b5, &x[
			i__ + 1 + i__ * x_dim1], &c__1);
		i__2 = i__ - 1;
		i__3 = *n - i__ + 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b5, &a[i__ * a_dim1 + 
			1], lda, &a[i__ + i__ * a_dim1], lda, &c_b16, &x[i__ *
			 x_dim1 + 1], &c__1);
		i__2 = *m - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b4, &x[i__ + 1 + 
			x_dim1], ldx, &x[i__ * x_dim1 + 1], &c__1, &c_b5, &x[
			i__ + 1 + i__ * x_dim1], &c__1);
		i__2 = *m - i__;
		dscal_(&i__2, &taup[i__], &x[i__ + 1 + i__ * x_dim1], &c__1);

/*              Update A(i+1:m,i) */

		i__2 = *m - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b4, &a[i__ + 1 + 
			a_dim1], lda, &y[i__ + y_dim1], ldy, &c_b5, &a[i__ + 
			1 + i__ * a_dim1], &c__1);
		i__2 = *m - i__;
		dgemv_("No transpose", &i__2, &i__, &c_b4, &x[i__ + 1 + 
			x_dim1], ldx, &a[i__ * a_dim1 + 1], &c__1, &c_b5, &a[
			i__ + 1 + i__ * a_dim1], &c__1);

/*              Generate reflection Q(i) to annihilate A(i+2:m,i) */

		i__2 = *m - i__;
/* Computing MIN */
		i__3 = i__ + 2;
		dlarfg_(&i__2, &a[i__ + 1 + i__ * a_dim1], &a[min(i__3, *m)+ 
			i__ * a_dim1], &c__1, &tauq[i__]);
		e[i__] = a[i__ + 1 + i__ * a_dim1];
		a[i__ + 1 + i__ * a_dim1] = 1.;

/*              Compute Y(i+1:n,i) */

		i__2 = *m - i__;
		i__3 = *n - i__;
		dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[i__ + 1 + (i__ + 
			1) * a_dim1], lda, &a[i__ + 1 + i__ * a_dim1], &c__1, 
			&c_b16, &y[i__ + 1 + i__ * y_dim1], &c__1);
		i__2 = *m - i__;
		i__3 = i__ - 1;
		dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[i__ + 1 + a_dim1], 
			 lda, &a[i__ + 1 + i__ * a_dim1], &c__1, &c_b16, &y[
			i__ * y_dim1 + 1], &c__1);
		i__2 = *n - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b4, &y[i__ + 1 + 
			y_dim1], ldy, &y[i__ * y_dim1 + 1], &c__1, &c_b5, &y[
			i__ + 1 + i__ * y_dim1], &c__1);
		i__2 = *m - i__;
		dgemv_("Transpose", &i__2, &i__, &c_b5, &x[i__ + 1 + x_dim1], 
			ldx, &a[i__ + 1 + i__ * a_dim1], &c__1, &c_b16, &y[
			i__ * y_dim1 + 1], &c__1);
		i__2 = *n - i__;
		dgemv_("Transpose", &i__, &i__2, &c_b4, &a[(i__ + 1) * a_dim1 
			+ 1], lda, &y[i__ * y_dim1 + 1], &c__1, &c_b5, &y[i__ 
			+ 1 + i__ * y_dim1], &c__1);
		i__2 = *n - i__;
		dscal_(&i__2, &tauq[i__], &y[i__ + 1 + i__ * y_dim1], &c__1);
	    }
/* L20: */
	}
    }
    return 0;

/*     End of DLABRD */

} /* dlabrd_ */
示例#13
0
文件: dgeqrt3.c 项目: csapng/libflame
/* Subroutine */
int dgeqrt3_(integer *m, integer *n, doublereal *a, integer * lda, doublereal *t, integer *ldt, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, t_dim1, t_offset, i__1, i__2;
    /* Local variables */
    integer i__, j, i1, j1, n1, n2;
    extern /* Subroutine */
    int dgemm_(char *, char *, integer *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *);
    integer iinfo;
    extern /* Subroutine */
    int dtrmm_(char *, char *, char *, char *, integer *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dlarfg_( integer *, doublereal *, doublereal *, integer *, doublereal *), xerbla_(char *, integer *);
    /* -- LAPACK computational routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ===================================================================== */
    /* .. Parameters .. */
    /* .. */
    /* .. Local Scalars .. */
    /* .. */
    /* .. External Subroutines .. */
    /* .. */
    /* .. Executable Statements .. */
    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    /* Function Body */
    *info = 0;
    if (*n < 0)
    {
        *info = -2;
    }
    else if (*m < *n)
    {
        *info = -1;
    }
    else if (*lda < max(1,*m))
    {
        *info = -4;
    }
    else if (*ldt < max(1,*n))
    {
        *info = -6;
    }
    if (*info != 0)
    {
        i__1 = -(*info);
        xerbla_("DGEQRT3", &i__1);
        return 0;
    }
    if (*n == 1)
    {
        /* Compute Householder transform when N=1 */
        dlarfg_(m, &a[a_offset], &a[min(2,*m) + a_dim1], &c__1, &t[t_offset]);
    }
    else
    {
        /* Otherwise, split A into blocks... */
        n1 = *n / 2;
        n2 = *n - n1;
        /* Computing MIN */
        i__1 = n1 + 1;
        j1 = min(i__1,*n);
        /* Computing MIN */
        i__1 = *n + 1;
        i1 = min(i__1,*m);
        /* Compute A(1:M,1:N1) <- (Y1,R1,T1), where Q1 = I - Y1 T1 Y1^H */
        dgeqrt3_(m, &n1, &a[a_offset], lda, &t[t_offset], ldt, &iinfo);
        /* Compute A(1:M,J1:N) = Q1^H A(1:M,J1:N) [workspace: T(1:N1,J1:N)] */
        i__1 = n2;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            i__2 = n1;
            for (i__ = 1;
                    i__ <= i__2;
                    ++i__)
            {
                t[i__ + (j + n1) * t_dim1] = a[i__ + (j + n1) * a_dim1];
            }
        }
        dtrmm_("L", "L", "T", "U", &n1, &n2, &c_b8, &a[a_offset], lda, &t[j1 * t_dim1 + 1], ldt) ;
        i__1 = *m - n1;
        dgemm_("T", "N", &n1, &n2, &i__1, &c_b8, &a[j1 + a_dim1], lda, &a[j1 + j1 * a_dim1], lda, &c_b8, &t[j1 * t_dim1 + 1], ldt);
        dtrmm_("L", "U", "T", "N", &n1, &n2, &c_b8, &t[t_offset], ldt, &t[j1 * t_dim1 + 1], ldt) ;
        i__1 = *m - n1;
        dgemm_("N", "N", &i__1, &n2, &n1, &c_b20, &a[j1 + a_dim1], lda, &t[j1 * t_dim1 + 1], ldt, &c_b8, &a[j1 + j1 * a_dim1], lda);
        dtrmm_("L", "L", "N", "U", &n1, &n2, &c_b8, &a[a_offset], lda, &t[j1 * t_dim1 + 1], ldt) ;
        i__1 = n2;
        for (j = 1;
                j <= i__1;
                ++j)
        {
            i__2 = n1;
            for (i__ = 1;
                    i__ <= i__2;
                    ++i__)
            {
                a[i__ + (j + n1) * a_dim1] -= t[i__ + (j + n1) * t_dim1];
            }
        }
        /* Compute A(J1:M,J1:N) <- (Y2,R2,T2) where Q2 = I - Y2 T2 Y2^H */
        i__1 = *m - n1;
        dgeqrt3_(&i__1, &n2, &a[j1 + j1 * a_dim1], lda, &t[j1 + j1 * t_dim1], ldt, &iinfo);
        /* Compute T3 = T(1:N1,J1:N) = -T1 Y1^H Y2 T2 */
        i__1 = n1;
        for (i__ = 1;
                i__ <= i__1;
                ++i__)
        {
            i__2 = n2;
            for (j = 1;
                    j <= i__2;
                    ++j)
            {
                t[i__ + (j + n1) * t_dim1] = a[j + n1 + i__ * a_dim1];
            }
        }
        dtrmm_("R", "L", "N", "U", &n1, &n2, &c_b8, &a[j1 + j1 * a_dim1], lda, &t[j1 * t_dim1 + 1], ldt);
        i__1 = *m - *n;
        dgemm_("T", "N", &n1, &n2, &i__1, &c_b8, &a[i1 + a_dim1], lda, &a[i1 + j1 * a_dim1], lda, &c_b8, &t[j1 * t_dim1 + 1], ldt);
        dtrmm_("L", "U", "N", "N", &n1, &n2, &c_b20, &t[t_offset], ldt, &t[j1 * t_dim1 + 1], ldt);
        dtrmm_("R", "U", "N", "N", &n1, &n2, &c_b8, &t[j1 + j1 * t_dim1], ldt, &t[j1 * t_dim1 + 1], ldt);
        /* Y = (Y1,Y2);
        R = [ R1 A(1:N1,J1:N) ];
        T = [T1 T3] */
        /* [ 0 R2 ] [ 0 T2] */
    }
    return 0;
    /* End of DGEQRT3 */
}
示例#14
0
/* 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_ */
示例#15
0
文件: dlaqrb.f.c 项目: cadarso/tensor
/* 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_ */
示例#16
0
/* Subroutine */ int dgeqpf_(integer *m, integer *n, doublereal *a, integer *
	lda, integer *jpvt, doublereal *tau, doublereal *work, integer *info)
{
/*  -- LAPACK test routine (version 2.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       March 31, 1993   


    Purpose   
    =======   

    DGEQPF computes a QR factorization with column pivoting of a   
    real M-by-N matrix A: A*P = Q*R.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A. M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A. N >= 0   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the M-by-N matrix A.   
            On exit, the upper triangle of the array contains the   
            min(M,N)-by-N upper triangular matrix R; the elements   
            below the diagonal, together with the array TAU,   
            represent the orthogonal matrix Q as a product of   
            min(m,n) elementary reflectors.   

    LDA     (input) INTEGER   
            The leading dimension of the array A. LDA >= max(1,M).   

    JPVT    (input/output) INTEGER array, dimension (N)   
            On entry, if JPVT(i) .ne. 0, the i-th column of A is permuted 
  
            to the front of A*P (a leading column); if JPVT(i) = 0,   
            the i-th column of A is a free column.   
            On exit, if JPVT(i) = k, then the i-th column of A*P   
            was the k-th column of A.   

    TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))   
            The scalar factors of the elementary reflectors.   

    WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   

    Further Details   
    ===============   

    The matrix Q is represented as a product of elementary reflectors   

       Q = H(1) H(2) . . . H(n)   

    Each H(i) has the form   

       H = I - tau * v * v'   

    where tau is a real scalar, and v is a real vector with   
    v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i). 
  

    The matrix P is represented in jpvt as follows: If   
       jpvt(j) = i   
    then the jth column of P is the ith canonical unit vector.   

    ===================================================================== 
  


       Test the input arguments   

    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    doublereal d__1, d__2;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    static doublereal temp;
    extern doublereal dnrm2_(integer *, doublereal *, integer *);
    static doublereal temp2;
    static integer i, j;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *);
    static integer itemp;
    extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *, 
	    doublereal *, integer *), dgeqr2_(integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *), 
	    dorm2r_(char *, char *, integer *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, integer *);
    static integer ma, mn;
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *);
    extern integer idamax_(integer *, doublereal *, integer *);
    extern /* Subroutine */ int xerbla_(char *, integer *);
    static doublereal aii;
    static integer pvt;



#define JPVT(I) jpvt[(I)-1]
#define TAU(I) tau[(I)-1]
#define WORK(I) work[(I)-1]

#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]

    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGEQPF", &i__1);
	return 0;
    }

    mn = min(*m,*n);

/*     Move initial columns up front */

    itemp = 1;
    i__1 = *n;
    for (i = 1; i <= *n; ++i) {
	if (JPVT(i) != 0) {
	    if (i != itemp) {
		dswap_(m, &A(1,i), &c__1, &A(1,itemp), &
			c__1);
		JPVT(i) = JPVT(itemp);
		JPVT(itemp) = i;
	    } else {
		JPVT(i) = i;
	    }
	    ++itemp;
	} else {
	    JPVT(i) = i;
	}
/* L10: */
    }
    --itemp;

/*     Compute the QR factorization and update remaining columns */

    if (itemp > 0) {
	ma = min(itemp,*m);
	dgeqr2_(m, &ma, &A(1,1), lda, &TAU(1), &WORK(1), info);
	if (ma < *n) {
	    i__1 = *n - ma;
	    dorm2r_("Left", "Transpose", m, &i__1, &ma, &A(1,1), lda, &
		    TAU(1), &A(1,ma+1), lda, &WORK(1), info);
	}
    }

    if (itemp < mn) {

/*        Initialize partial column norms. The first n elements of   
          work store the exact column norms. */

	i__1 = *n;
	for (i = itemp + 1; i <= *n; ++i) {
	    i__2 = *m - itemp;
	    WORK(i) = dnrm2_(&i__2, &A(itemp+1,i), &c__1);
	    WORK(*n + i) = WORK(i);
/* L20: */
	}

/*        Compute factorization */

	i__1 = mn;
	for (i = itemp + 1; i <= mn; ++i) {

/*           Determine ith pivot column and swap if necessary */

	    i__2 = *n - i + 1;
	    pvt = i - 1 + idamax_(&i__2, &WORK(i), &c__1);

	    if (pvt != i) {
		dswap_(m, &A(1,pvt), &c__1, &A(1,i), &
			c__1);
		itemp = JPVT(pvt);
		JPVT(pvt) = JPVT(i);
		JPVT(i) = itemp;
		WORK(pvt) = WORK(i);
		WORK(*n + pvt) = WORK(*n + i);
	    }

/*           Generate elementary reflector H(i) */

	    if (i < *m) {
		i__2 = *m - i + 1;
		dlarfg_(&i__2, &A(i,i), &A(i+1,i), &
			c__1, &TAU(i));
	    } else {
		dlarfg_(&c__1, &A(*m,*m), &A(*m,*m), &
			c__1, &TAU(*m));
	    }

	    if (i < *n) {

/*              Apply H(i) to A(i:m,i+1:n) from the left */

		aii = A(i,i);
		A(i,i) = 1.;
		i__2 = *m - i + 1;
		i__3 = *n - i;
		dlarf_("LEFT", &i__2, &i__3, &A(i,i), &c__1, &TAU(
			i), &A(i,i+1), lda, &WORK((*n << 1) + 
			1));
		A(i,i) = aii;
	    }

/*           Update partial column norms */

	    i__2 = *n;
	    for (j = i + 1; j <= *n; ++j) {
		if (WORK(j) != 0.) {
/* Computing 2nd power */
		    d__2 = (d__1 = A(i,j), abs(d__1)) / WORK(j);
		    temp = 1. - d__2 * d__2;
		    temp = max(temp,0.);
/* Computing 2nd power */
		    d__1 = WORK(j) / WORK(*n + j);
		    temp2 = temp * .05 * (d__1 * d__1) + 1.;
		    if (temp2 == 1.) {
			if (*m - i > 0) {
			    i__3 = *m - i;
			    WORK(j) = dnrm2_(&i__3, &A(i+1,j), &
				    c__1);
			    WORK(*n + j) = WORK(j);
			} else {
			    WORK(j) = 0.;
			    WORK(*n + j) = 0.;
			}
		    } else {
			WORK(j) *= sqrt(temp);
		    }
		}
/* L30: */
	    }

/* L40: */
	}
    }
    return 0;

/*     End of DGEQPF */

} /* dgeqpf_ */
示例#17
0
/* 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;
    doublereal d__1, d__2, d__3, d__4;

    /* Builtin functions */
    double sqrt(doublereal);

    /* Local variables */
    integer i__, j, k, l, m;
    doublereal s, v[3];
    integer i1, i2;
    doublereal t1, t2, t3, v2, v3, aa, ab, ba, bb, h11, h12, h21, h22, cs;
    integer nh;
    doublereal sn;
    integer nr;
    doublereal tr;
    integer nz;
    doublereal det, h21s;
    integer its;
    doublereal ulp, sum, tst, rt1i, rt2i, rt1r, rt2r;
    extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *), dcopy_(
	    integer *, doublereal *, integer *, doublereal *, integer *), 
	    dlanv2_(doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *, doublereal *), dlabad_(doublereal *, doublereal *);
    extern doublereal dlamch_(char *);
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *, 
	     integer *, doublereal *);
    doublereal safmin, safmax, rtdisc, smlnum;


/*  -- LAPACK auxiliary routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*     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 INFO is zero and 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 INFO is zero */
/*          and WANTT is .FALSE., the contents of H are unspecified on */
/*          exit.  The output state of H if INFO is nonzero is given */
/*          below under the description of INFO. */

/*     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 */
/*          .GT. 0: If INFO = i, DLAHQR failed to compute all the */
/*                  eigenvalues ILO to IHI in a total of 30 iterations */
/*                  per eigenvalue; elements i+1:ihi of WR and WI */
/*                  contain those eigenvalues which have been */
/*                  successfully computed. */

/*                  If INFO .GT. 0 and WANTT is .FALSE., then on exit, */
/*                  the remaining unconverged eigenvalues are the */
/*                  eigenvalues of the upper Hessenberg matrix rows */
/*                  and columns ILO thorugh INFO of the final, output */
/*                  value of H. */

/*                  If INFO .GT. 0 and WANTT is .TRUE., then on exit */
/*          (*)       (initial value of H)*U  = U*(final value of H) */
/*                  where U is an orthognal matrix.    The final */
/*                  value of H is upper Hessenberg and triangular in */
/*                  rows and columns INFO+1 through IHI. */

/*                  If INFO .GT. 0 and WANTZ is .TRUE., then on exit */
/*                      (final value of Z)  = (initial value of Z)*U */
/*                  where U is the orthogonal matrix in (*) */
/*                  (regardless of the value of WANTT.) */

/*     Further Details */
/*     =============== */

/*     02-96 Based on modifications by */
/*     David Day, Sandia National Laboratory, USA */

/*     12-04 Further modifications by */
/*     Ralph Byers, University of Kansas, USA */

/*       This is a modified version of DLAHQR from LAPACK version 3.0. */
/*       It is (1) more robust against overflow and underflow and */
/*       (2) adopts the more conservative Ahues & Tisseur stopping */
/*       criterion (LAWN 122, 1997). */

/*     ========================================================= */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    h_dim1 = *ldh;
    h_offset = 1 + h_dim1;
    h__ -= h_offset;
    --wr;
    --wi;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;

    /* 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;
    }

/*     ==== clear out the trash ==== */
    i__1 = *ihi - 3;
    for (j = *ilo; j <= i__1; ++j) {
	h__[j + 2 + j * h_dim1] = 0.;
	h__[j + 3 + j * h_dim1] = 0.;
/* L10: */
    }
    if (*ilo <= *ihi - 2) {
	h__[*ihi + (*ihi - 2) * h_dim1] = 0.;
    }

    nh = *ihi - *ilo + 1;
    nz = *ihiz - *iloz + 1;

/*     Set machine-dependent constants for the stopping criterion. */

    safmin = dlamch_("SAFE MINIMUM");
    safmax = 1. / safmin;
    dlabad_(&safmin, &safmax);
    ulp = dlamch_("PRECISION");
    smlnum = safmin * ((doublereal) 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;
    }

/*     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;
L20:
    l = *ilo;
    if (i__ < *ilo) {
	goto L160;
    }

/*     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. */

    for (its = 0; its <= 30; ++its) {

/*        Look for a single small subdiagonal element. */

	i__1 = l + 1;
	for (k = i__; k >= i__1; --k) {
	    if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= smlnum) {
		goto L40;
	    }
	    tst = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 = 
		    h__[k + k * h_dim1], abs(d__2));
	    if (tst == 0.) {
		if (k - 2 >= *ilo) {
		    tst += (d__1 = h__[k - 1 + (k - 2) * h_dim1], abs(d__1));
		}
		if (k + 1 <= *ihi) {
		    tst += (d__1 = h__[k + 1 + k * h_dim1], abs(d__1));
		}
	    }
/*           ==== The following is a conservative small subdiagonal */
/*           .    deflation  criterion due to Ahues & Tisseur (LAWN 122, */
/*           .    1997). It has better mathematical foundation and */
/*           .    improves accuracy in some cases.  ==== */
	    if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= ulp * tst) {
/* Computing MAX */
		d__3 = (d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)), d__4 = (
			d__2 = h__[k - 1 + k * h_dim1], abs(d__2));
		ab = max(d__3,d__4);
/* Computing MIN */
		d__3 = (d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)), d__4 = (
			d__2 = h__[k - 1 + k * h_dim1], abs(d__2));
		ba = min(d__3,d__4);
/* Computing MAX */
		d__3 = (d__1 = h__[k + k * h_dim1], abs(d__1)), d__4 = (d__2 =
			 h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1], 
			abs(d__2));
		aa = max(d__3,d__4);
/* Computing MIN */
		d__3 = (d__1 = h__[k + k * h_dim1], abs(d__1)), d__4 = (d__2 =
			 h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1], 
			abs(d__2));
		bb = min(d__3,d__4);
		s = aa + ab;
/* Computing MAX */
		d__1 = smlnum, d__2 = ulp * (bb * (aa / s));
		if (ba * (ab / s) <= max(d__1,d__2)) {
		    goto L40;
		}
	    }
/* L30: */
	}
L40:
	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 L150;
	}

/*        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. */

	    h11 = s * .75 + h__[i__ + i__ * h_dim1];
	    h12 = s * -.4375;
	    h21 = s;
	    h22 = h11;
	} else {

/*           Prepare to use Francis' double shift */
/*           (i.e. 2nd degree generalized Rayleigh quotient) */

	    h11 = h__[i__ - 1 + (i__ - 1) * h_dim1];
	    h21 = h__[i__ + (i__ - 1) * h_dim1];
	    h12 = h__[i__ - 1 + i__ * h_dim1];
	    h22 = h__[i__ + i__ * h_dim1];
	}
	s = abs(h11) + abs(h12) + abs(h21) + abs(h22);
	if (s == 0.) {
	    rt1r = 0.;
	    rt1i = 0.;
	    rt2r = 0.;
	    rt2i = 0.;
	} else {
	    h11 /= s;
	    h21 /= s;
	    h12 /= s;
	    h22 /= s;
	    tr = (h11 + h22) / 2.;
	    det = (h11 - tr) * (h22 - tr) - h12 * h21;
	    rtdisc = sqrt((abs(det)));
	    if (det >= 0.) {

/*              ==== complex conjugate shifts ==== */

		rt1r = tr * s;
		rt2r = rt1r;
		rt1i = rtdisc * s;
		rt2i = -rt1i;
	    } else {

/*              ==== real shifts (use only one of them)  ==== */

		rt1r = tr + rtdisc;
		rt2r = tr - rtdisc;
		if ((d__1 = rt1r - h22, abs(d__1)) <= (d__2 = rt2r - h22, abs(
			d__2))) {
		    rt1r *= s;
		    rt2r = rt1r;
		} else {
		    rt2r *= s;
		    rt1r = rt2r;
		}
		rt1i = 0.;
		rt2i = 0.;
	    }
	}

/*        Look for two consecutive small subdiagonal elements. */

	i__1 = l;
	for (m = i__ - 2; m >= i__1; --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.  (The following uses scaling to avoid */
/*           overflows and most underflows.) */

	    h21s = h__[m + 1 + m * h_dim1];
	    s = (d__1 = h__[m + m * h_dim1] - rt2r, abs(d__1)) + abs(rt2i) + 
		    abs(h21s);
	    h21s = h__[m + 1 + m * h_dim1] / s;
	    v[0] = h21s * h__[m + (m + 1) * h_dim1] + (h__[m + m * h_dim1] - 
		    rt1r) * ((h__[m + m * h_dim1] - rt2r) / s) - rt1i * (rt2i 
		    / s);
	    v[1] = h21s * (h__[m + m * h_dim1] + h__[m + 1 + (m + 1) * h_dim1]
		     - rt1r - rt2r);
	    v[2] = h21s * h__[m + 2 + (m + 1) * h_dim1];
	    s = abs(v[0]) + abs(v[1]) + abs(v[2]);
	    v[0] /= s;
	    v[1] /= s;
	    v[2] /= s;
	    if (m == l) {
		goto L60;
	    }
	    if ((d__1 = h__[m + (m - 1) * h_dim1], abs(d__1)) * (abs(v[1]) + 
		    abs(v[2])) <= ulp * abs(v[0]) * ((d__2 = h__[m - 1 + (m - 
		    1) * h_dim1], abs(d__2)) + (d__3 = h__[m + m * h_dim1], 
		    abs(d__3)) + (d__4 = h__[m + 1 + (m + 1) * h_dim1], abs(
		    d__4)))) {
		goto L60;
	    }
/* L50: */
	}
L60:

/*        Double-shift QR step */

	i__1 = i__ - 1;
	for (k = m; k <= i__1; ++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__2 = 3, i__3 = i__ - k + 1;
	    nr = min(i__2,i__3);
	    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__2 = i2;
		for (j = k; j <= i__2; ++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;
/* L70: */
		}

/*              Apply G from the right to transform the columns of the */
/*              matrix in rows I1 to min(K+3,I). */

/* Computing MIN */
		i__3 = k + 3;
		i__2 = min(i__3,i__);
		for (j = i1; j <= i__2; ++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;
/* L80: */
		}

		if (*wantz) {

/*                 Accumulate transformations in the matrix Z */

		    i__2 = *ihiz;
		    for (j = *iloz; j <= i__2; ++j) {
			sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) * 
				z_dim1] + v3 * z__[j + (k + 2) * z_dim1];
			z__[j + k * z_dim1] -= sum * t1;
			z__[j + (k + 1) * z_dim1] -= sum * t2;
			z__[j + (k + 2) * z_dim1] -= sum * t3;
/* L90: */
		    }
		}
	    } else if (nr == 2) {

/*              Apply G from the left to transform the rows of the matrix */
/*              in columns K to I2. */

		i__2 = i2;
		for (j = k; j <= i__2; ++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;
/* L100: */
		}

/*              Apply G from the right to transform the columns of the */
/*              matrix in rows I1 to min(K+3,I). */

		i__2 = i__;
		for (j = i1; j <= i__2; ++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;
/* L110: */
		}

		if (*wantz) {

/*                 Accumulate transformations in the matrix Z */

		    i__2 = *ihiz;
		    for (j = *iloz; j <= i__2; ++j) {
			sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) * 
				z_dim1];
			z__[j + k * z_dim1] -= sum * t1;
			z__[j + (k + 1) * z_dim1] -= sum * t2;
/* L120: */
		    }
		}
	    }
/* L130: */
	}

/* L140: */
    }

/*     Failure to converge in remaining number of iterations */

    *info = i__;
    return 0;

L150:

    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. */

	    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);
	}
	if (*wantz) {

/*           Apply the transformation to Z. */

	    drot_(&nz, &z__[*iloz + (i__ - 1) * z_dim1], &c__1, &z__[*iloz + 
		    i__ * z_dim1], &c__1, &cs, &sn);
	}
    }

/*     return to start of the main loop with new value of I. */

    i__ = l - 1;
    goto L20;

L160:
    return 0;

/*     End of DLAHQR */

} /* dlahqr_ */
示例#18
0
/* Subroutine */ int dlahrd_(integer *n, integer *k, integer *nb, doublereal *
	a, integer *lda, doublereal *tau, doublereal *t, integer *ldt, 
	doublereal *y, integer *ldy)
{
    /* System generated locals */
    integer a_dim1, a_offset, t_dim1, t_offset, y_dim1, y_offset, i__1, i__2, 
	    i__3;
    doublereal d__1;

    /* Local variables */
    static integer i__;
    static doublereal ei;
    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 
	    integer *), 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 *), dtrmv_(char 
	    *, char *, char *, integer *, doublereal *, integer *, doublereal 
	    *, integer *, ftnlen, ftnlen, ftnlen), dlarfg_(integer *, 
	    doublereal *, doublereal *, integer *, doublereal *);


/*  -- LAPACK auxiliary routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     June 30, 1999 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLAHRD reduces the first NB columns of a real general n-by-(n-k+1) */
/*  matrix A so that elements below the k-th subdiagonal are zero. The */
/*  reduction is performed by an orthogonal similarity transformation */
/*  Q' * A * Q. The routine returns the matrices V and T which determine */
/*  Q as a block reflector I - V*T*V', and also the matrix Y = A * V * T. */

/*  This is an auxiliary routine called by DGEHRD. */

/*  Arguments */
/*  ========= */

/*  N       (input) INTEGER */
/*          The order of the matrix A. */

/*  K       (input) INTEGER */
/*          The offset for the reduction. Elements below the k-th */
/*          subdiagonal in the first NB columns are reduced to zero. */

/*  NB      (input) INTEGER */
/*          The number of columns to be reduced. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N-K+1) */
/*          On entry, the n-by-(n-k+1) general matrix A. */
/*          On exit, the elements on and above the k-th subdiagonal in */
/*          the first NB columns are overwritten with the corresponding */
/*          elements of the reduced matrix; the elements below the k-th */
/*          subdiagonal, with the array TAU, represent the matrix Q as a */
/*          product of elementary reflectors. The other columns of A are */
/*          unchanged. See Further Details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (NB) */
/*          The scalar factors of the elementary reflectors. See Further */
/*          Details. */

/*  T       (output) DOUBLE PRECISION array, dimension (LDT,NB) */
/*          The upper triangular matrix T. */

/*  LDT     (input) INTEGER */
/*          The leading dimension of the array T.  LDT >= NB. */

/*  Y       (output) DOUBLE PRECISION array, dimension (LDY,NB) */
/*          The n-by-nb matrix Y. */

/*  LDY     (input) INTEGER */
/*          The leading dimension of the array Y. LDY >= N. */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of nb elementary reflectors */

/*     Q = H(1) H(2) . . . H(nb). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real vector with */
/*  v(1:i+k-1) = 0, v(i+k) = 1; v(i+k+1:n) is stored on exit in */
/*  A(i+k+1:n,i), and tau in TAU(i). */

/*  The elements of the vectors v together form the (n-k+1)-by-nb matrix */
/*  V which is needed, with T and Y, to apply the transformation to the */
/*  unreduced part of the matrix, using an update of the form: */
/*  A := (I - V*T*V') * (A - Y*V'). */

/*  The contents of A on exit are illustrated by the following example */
/*  with n = 7, k = 3 and nb = 2: */

/*     ( a   h   a   a   a ) */
/*     ( a   h   a   a   a ) */
/*     ( a   h   a   a   a ) */
/*     ( h   h   a   a   a ) */
/*     ( v1  h   a   a   a ) */
/*     ( v1  v2  a   a   a ) */
/*     ( v1  v2  a   a   a ) */

/*  where a denotes an element of the original matrix A, h denotes a */
/*  modified element of the upper Hessenberg matrix H, and vi denotes an */
/*  element of the vector defining H(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Quick return if possible */

    /* Parameter adjustments */
    --tau;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    y_dim1 = *ldy;
    y_offset = 1 + y_dim1;
    y -= y_offset;

    /* Function Body */
    if (*n <= 1) {
	return 0;
    }

    i__1 = *nb;
    for (i__ = 1; i__ <= i__1; ++i__) {
	if (i__ > 1) {

/*           Update A(1:n,i) */

/*           Compute i-th column of A - Y * V' */

	    i__2 = i__ - 1;
	    dgemv_("No transpose", n, &i__2, &c_b4, &y[y_offset], ldy, &a[*k 
		    + i__ - 1 + a_dim1], lda, &c_b5, &a[i__ * a_dim1 + 1], &
		    c__1, (ftnlen)12);

/*           Apply I - V * T' * V' to this column (call it b) from the */
/*           left, using the last column of T as workspace */

/*           Let  V = ( V1 )   and   b = ( b1 )   (first I-1 rows) */
/*                    ( V2 )             ( b2 ) */

/*           where V1 is unit lower triangular */

/*           w := V1' * b1 */

	    i__2 = i__ - 1;
	    dcopy_(&i__2, &a[*k + 1 + i__ * a_dim1], &c__1, &t[*nb * t_dim1 + 
		    1], &c__1);
	    i__2 = i__ - 1;
	    dtrmv_("Lower", "Transpose", "Unit", &i__2, &a[*k + 1 + a_dim1], 
		    lda, &t[*nb * t_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)9, (
		    ftnlen)4);

/*           w := w + V2'*b2 */

	    i__2 = *n - *k - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[*k + i__ + a_dim1], 
		    lda, &a[*k + i__ + i__ * a_dim1], &c__1, &c_b5, &t[*nb * 
		    t_dim1 + 1], &c__1, (ftnlen)9);

/*           w := T'*w */

	    i__2 = i__ - 1;
	    dtrmv_("Upper", "Transpose", "Non-unit", &i__2, &t[t_offset], ldt,
		     &t[*nb * t_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)9, (
		    ftnlen)8);

/*           b2 := b2 - V2*w */

	    i__2 = *n - *k - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("No transpose", &i__2, &i__3, &c_b4, &a[*k + i__ + a_dim1],
		     lda, &t[*nb * t_dim1 + 1], &c__1, &c_b5, &a[*k + i__ + 
		    i__ * a_dim1], &c__1, (ftnlen)12);

/*           b1 := b1 - V1*w */

	    i__2 = i__ - 1;
	    dtrmv_("Lower", "No transpose", "Unit", &i__2, &a[*k + 1 + a_dim1]
		    , lda, &t[*nb * t_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)12,
		     (ftnlen)4);
	    i__2 = i__ - 1;
	    daxpy_(&i__2, &c_b4, &t[*nb * t_dim1 + 1], &c__1, &a[*k + 1 + i__ 
		    * a_dim1], &c__1);

	    a[*k + i__ - 1 + (i__ - 1) * a_dim1] = ei;
	}

/*        Generate the elementary reflector H(i) to annihilate */
/*        A(k+i+1:n,i) */

	i__2 = *n - *k - i__ + 1;
/* Computing MIN */
	i__3 = *k + i__ + 1;
	dlarfg_(&i__2, &a[*k + i__ + i__ * a_dim1], &a[min(i__3,*n) + i__ * 
		a_dim1], &c__1, &tau[i__]);
	ei = a[*k + i__ + i__ * a_dim1];
	a[*k + i__ + i__ * a_dim1] = 1.;

/*        Compute  Y(1:n,i) */

	i__2 = *n - *k - i__ + 1;
	dgemv_("No transpose", n, &i__2, &c_b5, &a[(i__ + 1) * a_dim1 + 1], 
		lda, &a[*k + i__ + i__ * a_dim1], &c__1, &c_b38, &y[i__ * 
		y_dim1 + 1], &c__1, (ftnlen)12);
	i__2 = *n - *k - i__ + 1;
	i__3 = i__ - 1;
	dgemv_("Transpose", &i__2, &i__3, &c_b5, &a[*k + i__ + a_dim1], lda, &
		a[*k + i__ + i__ * a_dim1], &c__1, &c_b38, &t[i__ * t_dim1 + 
		1], &c__1, (ftnlen)9);
	i__2 = i__ - 1;
	dgemv_("No transpose", n, &i__2, &c_b4, &y[y_offset], ldy, &t[i__ * 
		t_dim1 + 1], &c__1, &c_b5, &y[i__ * y_dim1 + 1], &c__1, (
		ftnlen)12);
	dscal_(n, &tau[i__], &y[i__ * y_dim1 + 1], &c__1);

/*        Compute T(1:i,i) */

	i__2 = i__ - 1;
	d__1 = -tau[i__];
	dscal_(&i__2, &d__1, &t[i__ * t_dim1 + 1], &c__1);
	i__2 = i__ - 1;
	dtrmv_("Upper", "No transpose", "Non-unit", &i__2, &t[t_offset], ldt, 
		&t[i__ * t_dim1 + 1], &c__1, (ftnlen)5, (ftnlen)12, (ftnlen)8)
		;
	t[i__ + i__ * t_dim1] = tau[i__];

/* L10: */
    }
    a[*k + *nb + *nb * a_dim1] = ei;

    return 0;

/*     End of DLAHRD */

} /* dlahrd_ */
示例#19
0
/* Subroutine */ int dsytd2_(char *uplo, integer *n, doublereal *a, integer *
	lda, doublereal *d__, doublereal *e, doublereal *tau, integer *info)
{
/*  -- LAPACK routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       October 31, 1992   


    Purpose   
    =======   

    DSYTD2 reduces a real symmetric matrix A to symmetric tridiagonal   
    form T by an orthogonal similarity transformation: Q' * A * Q = T.   

    Arguments   
    =========   

    UPLO    (input) CHARACTER*1   
            Specifies whether the upper or lower triangular part of the   
            symmetric matrix A is stored:   
            = 'U':  Upper triangular   
            = 'L':  Lower triangular   

    N       (input) INTEGER   
            The order of the matrix A.  N >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading   
            n-by-n upper triangular part of A contains the upper   
            triangular part of the matrix A, and the strictly lower   
            triangular part of A is not referenced.  If UPLO = 'L', the   
            leading n-by-n lower triangular part of A contains the lower   
            triangular part of the matrix A, and the strictly upper   
            triangular part of A is not referenced.   
            On exit, if UPLO = 'U', the diagonal and first superdiagonal   
            of A are overwritten by the corresponding elements of the   
            tridiagonal matrix T, and the elements above the first   
            superdiagonal, with the array TAU, represent the orthogonal   
            matrix Q as a product of elementary reflectors; if UPLO   
            = 'L', the diagonal and first subdiagonal of A are over-   
            written by the corresponding elements of the tridiagonal   
            matrix T, and the elements below the first subdiagonal, with   
            the array TAU, represent the orthogonal matrix Q as a product   
            of elementary reflectors. See Further Details.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,N).   

    D       (output) DOUBLE PRECISION array, dimension (N)   
            The diagonal elements of the tridiagonal matrix T:   
            D(i) = A(i,i).   

    E       (output) DOUBLE PRECISION array, dimension (N-1)   
            The off-diagonal elements of the tridiagonal matrix T:   
            E(i) = A(i,i+1) if UPLO = 'U', E(i) = A(i+1,i) if UPLO = 'L'.   

    TAU     (output) DOUBLE PRECISION array, dimension (N-1)   
            The scalar factors of the elementary reflectors (see Further   
            Details).   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value.   

    Further Details   
    ===============   

    If UPLO = 'U', the matrix Q is represented as a product of elementary   
    reflectors   

       Q = H(n-1) . . . H(2) H(1).   

    Each H(i) has the form   

       H(i) = I - tau * v * v'   

    where tau is a real scalar, and v is a real vector with   
    v(i+1:n) = 0 and v(i) = 1; v(1:i-1) is stored on exit in   
    A(1:i-1,i+1), and tau in TAU(i).   

    If UPLO = 'L', the matrix Q is represented as a product of elementary   
    reflectors   

       Q = H(1) H(2) . . . H(n-1).   

    Each H(i) has the form   

       H(i) = I - tau * v * v'   

    where tau is a real scalar, and v is a real vector with   
    v(1:i) = 0 and v(i+1) = 1; v(i+2:n) is stored on exit in A(i+2:n,i),   
    and tau in TAU(i).   

    The contents of A on exit are illustrated by the following examples   
    with n = 5:   

    if UPLO = 'U':                       if UPLO = 'L':   

      (  d   e   v2  v3  v4 )              (  d                  )   
      (      d   e   v3  v4 )              (  e   d              )   
      (          d   e   v4 )              (  v1  e   d          )   
      (              d   e  )              (  v1  v2  e   d      )   
      (                  d  )              (  v1  v2  v3  e   d  )   

    where d and e denote diagonal and off-diagonal elements of T, and vi   
    denotes an element of the vector defining H(i).   

    =====================================================================   


       Test the input parameters   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b8 = 0.;
    static doublereal c_b14 = -1.;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    /* Local variables */
    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    static doublereal taui;
    extern /* Subroutine */ int dsyr2_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    static integer i__;
    static doublereal alpha;
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int daxpy_(integer *, doublereal *, doublereal *, 
	    integer *, doublereal *, integer *);
    static logical upper;
    extern /* Subroutine */ int dsymv_(char *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    doublereal *, integer *), dlarfg_(integer *, doublereal *,
	     doublereal *, integer *, doublereal *), xerbla_(char *, integer *
	    );
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --d__;
    --e;
    --tau;

    /* Function Body */
    *info = 0;
    upper = lsame_(uplo, "U");
    if (! upper && ! lsame_(uplo, "L")) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*n)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DSYTD2", &i__1);
	return 0;
    }

/*     Quick return if possible */

    if (*n <= 0) {
	return 0;
    }

    if (upper) {

/*        Reduce the upper triangle of A */

	for (i__ = *n - 1; i__ >= 1; --i__) {

/*           Generate elementary reflector H(i) = I - tau * v * v'   
             to annihilate A(1:i-1,i+1) */

	    dlarfg_(&i__, &a_ref(i__, i__ + 1), &a_ref(1, i__ + 1), &c__1, &
		    taui);
	    e[i__] = a_ref(i__, i__ + 1);

	    if (taui != 0.) {

/*              Apply H(i) from both sides to A(1:i,1:i) */

		a_ref(i__, i__ + 1) = 1.;

/*              Compute  x := tau * A * v  storing x in TAU(1:i) */

		dsymv_(uplo, &i__, &taui, &a[a_offset], lda, &a_ref(1, i__ + 
			1), &c__1, &c_b8, &tau[1], &c__1);

/*              Compute  w := x - 1/2 * tau * (x'*v) * v */

		alpha = taui * -.5 * ddot_(&i__, &tau[1], &c__1, &a_ref(1, 
			i__ + 1), &c__1);
		daxpy_(&i__, &alpha, &a_ref(1, i__ + 1), &c__1, &tau[1], &
			c__1);

/*              Apply the transformation as a rank-2 update:   
                   A := A - v * w' - w * v' */

		dsyr2_(uplo, &i__, &c_b14, &a_ref(1, i__ + 1), &c__1, &tau[1],
			 &c__1, &a[a_offset], lda);

		a_ref(i__, i__ + 1) = e[i__];
	    }
	    d__[i__ + 1] = a_ref(i__ + 1, i__ + 1);
	    tau[i__] = taui;
/* L10: */
	}
	d__[1] = a_ref(1, 1);
    } else {

/*        Reduce the lower triangle of A */

	i__1 = *n - 1;
	for (i__ = 1; i__ <= i__1; ++i__) {

/*           Generate elementary reflector H(i) = I - tau * v * v'   
             to annihilate A(i+2:n,i)   

   Computing MIN */
	    i__2 = i__ + 2;
	    i__3 = *n - i__;
	    dlarfg_(&i__3, &a_ref(i__ + 1, i__), &a_ref(min(i__2,*n), i__), &
		    c__1, &taui);
	    e[i__] = a_ref(i__ + 1, i__);

	    if (taui != 0.) {

/*              Apply H(i) from both sides to A(i+1:n,i+1:n) */

		a_ref(i__ + 1, i__) = 1.;

/*              Compute  x := tau * A * v  storing y in TAU(i:n-1) */

		i__2 = *n - i__;
		dsymv_(uplo, &i__2, &taui, &a_ref(i__ + 1, i__ + 1), lda, &
			a_ref(i__ + 1, i__), &c__1, &c_b8, &tau[i__], &c__1);

/*              Compute  w := x - 1/2 * tau * (x'*v) * v */

		i__2 = *n - i__;
		alpha = taui * -.5 * ddot_(&i__2, &tau[i__], &c__1, &a_ref(
			i__ + 1, i__), &c__1);
		i__2 = *n - i__;
		daxpy_(&i__2, &alpha, &a_ref(i__ + 1, i__), &c__1, &tau[i__], 
			&c__1);

/*              Apply the transformation as a rank-2 update:   
                   A := A - v * w' - w * v' */

		i__2 = *n - i__;
		dsyr2_(uplo, &i__2, &c_b14, &a_ref(i__ + 1, i__), &c__1, &tau[
			i__], &c__1, &a_ref(i__ + 1, i__ + 1), lda)
			;

		a_ref(i__ + 1, i__) = e[i__];
	    }
	    d__[i__] = a_ref(i__, i__);
	    tau[i__] = taui;
/* L20: */
	}
	d__[*n] = a_ref(*n, *n);
    }

    return 0;

/*     End of DSYTD2 */

} /* dsytd2_ */
示例#20
0
/* Subroutine */ int dlatrz_(integer *m, integer *n, integer *l, doublereal *
	a, integer *lda, doublereal *tau, doublereal *work)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;

    /* Local variables */
    integer i__;
    extern /* Subroutine */ int dlarz_(char *, integer *, integer *, integer *
, doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dlarfg_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *);


/*  -- LAPACK routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLATRZ factors the M-by-(M+L) real upper trapezoidal matrix */
/*  [ A1 A2 ] = [ A(1:M,1:M) A(1:M,N-L+1:N) ] as ( R  0 ) * Z, by means */
/*  of orthogonal transformations.  Z is an (M+L)-by-(M+L) orthogonal */
/*  matrix and, R and A1 are M-by-M upper triangular matrices. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  L       (input) INTEGER */
/*          The number of columns of the matrix A containing the */
/*          meaningful part of the Householder vectors. N-M >= L >= 0. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the leading M-by-N upper trapezoidal part of the */
/*          array A must contain the matrix to be factorized. */
/*          On exit, the leading M-by-M upper triangular part of A */
/*          contains the upper triangular matrix R, and elements N-L+1 to */
/*          N of the first M rows of A, with the array TAU, represent the */
/*          orthogonal matrix Z as a product of M elementary reflectors. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (M) */
/*          The scalar factors of the elementary reflectors. */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (M) */

/*  Further Details */
/*  =============== */

/*  Based on contributions by */
/*    A. Petitet, Computer Science Dept., Univ. of Tenn., Knoxville, USA */

/*  The factorization is obtained by Householder's method.  The kth */
/*  transformation matrix, Z( k ), which is used to introduce zeros into */
/*  the ( m - k + 1 )th row of A, is given in the form */

/*     Z( k ) = ( I     0   ), */
/*              ( 0  T( k ) ) */

/*  where */

/*     T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ), */
/*                                                 (   0    ) */
/*                                                 ( z( k ) ) */

/*  tau is a scalar and z( k ) is an l element vector. tau and z( k ) */
/*  are chosen to annihilate the elements of the kth row of A2. */

/*  The scalar tau is returned in the kth element of TAU and the vector */
/*  u( k ) in the kth row of A2, such that the elements of z( k ) are */
/*  in  a( k, l + 1 ), ..., a( k, n ). The elements of R are returned in */
/*  the upper triangular part of A1. */

/*  Z is given by */

/*     Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

/*     Quick return if possible */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    if (*m == 0) {
	return 0;
    } else if (*m == *n) {
	i__1 = *n;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    tau[i__] = 0.;
/* L10: */
	}
	return 0;
    }

    for (i__ = *m; i__ >= 1; --i__) {

/*        Generate elementary reflector H(i) to annihilate */
/*        [ A(i,i) A(i,n-l+1:n) ] */

	i__1 = *l + 1;
	dlarfg_(&i__1, &a[i__ + i__ * a_dim1], &a[i__ + (*n - *l + 1) * 
		a_dim1], lda, &tau[i__]);

/*        Apply H(i) to A(1:i-1,i:n) from the right */

	i__1 = i__ - 1;
	i__2 = *n - i__ + 1;
	dlarz_("Right", &i__1, &i__2, l, &a[i__ + (*n - *l + 1) * a_dim1], 
		lda, &tau[i__], &a[i__ * a_dim1 + 1], lda, &work[1]);

/* L20: */
    }

    return 0;

/*     End of DLATRZ */

} /* dlatrz_ */
示例#21
0
文件: dlatme.c 项目: kstraube/hysim
/* Subroutine */ int dlatme_(integer *n, char *dist, integer *iseed, 
	doublereal *d__, integer *mode, doublereal *cond, doublereal *dmax__, 
	char *ei, char *rsign, char *upper, char *sim, doublereal *ds, 
	integer *modes, doublereal *conds, integer *kl, integer *ku, 
	doublereal *anorm, doublereal *a, integer *lda, doublereal *work, 
	integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    doublereal d__1, d__2, d__3;

    /* Local variables */
    integer i__, j, ic, jc, ir, jr, jcr;
    doublereal tau;
    logical bads;
    extern /* Subroutine */ int dger_(integer *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    integer isim;
    doublereal temp;
    logical badei;
    doublereal alpha;
    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 *);
    integer iinfo;
    doublereal tempa[1];
    integer icols;
    logical useei;
    integer idist;
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
	    doublereal *, integer *);
    integer irows;
    extern /* Subroutine */ int dlatm1_(integer *, doublereal *, integer *, 
	    integer *, integer *, doublereal *, integer *, integer *);
    extern doublereal dlange_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *);
    extern /* Subroutine */ int dlarge_(integer *, doublereal *, integer *, 
	    integer *, doublereal *, integer *), dlarfg_(integer *, 
	    doublereal *, doublereal *, integer *, doublereal *);
    extern doublereal dlaran_(integer *);
    extern /* Subroutine */ int dlaset_(char *, integer *, integer *, 
	    doublereal *, doublereal *, doublereal *, integer *), 
	    xerbla_(char *, integer *), dlarnv_(integer *, integer *, 
	    integer *, doublereal *);
    integer irsign, iupper;
    doublereal xnorms;


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*     DLATME generates random non-symmetric square matrices with */
/*     specified eigenvalues for testing LAPACK programs. */

/*     DLATME operates by applying the following sequence of */
/*     operations: */

/*     1. Set the diagonal to D, where D may be input or */
/*          computed according to MODE, COND, DMAX, and RSIGN */
/*          as described below. */

/*     2. If complex conjugate pairs are desired (MODE=0 and EI(1)='R', */
/*          or MODE=5), certain pairs of adjacent elements of D are */
/*          interpreted as the real and complex parts of a complex */
/*          conjugate pair; A thus becomes block diagonal, with 1x1 */
/*          and 2x2 blocks. */

/*     3. If UPPER='T', the upper triangle of A is set to random values */
/*          out of distribution DIST. */

/*     4. If SIM='T', A is multiplied on the left by a random matrix */
/*          X, whose singular values are specified by DS, MODES, and */
/*          CONDS, and on the right by X inverse. */

/*     5. If KL < N-1, the lower bandwidth is reduced to KL using */
/*          Householder transformations.  If KU < N-1, the upper */
/*          bandwidth is reduced to KU. */

/*     6. If ANORM is not negative, the matrix is scaled to have */
/*          maximum-element-norm ANORM. */

/*     (Note: since the matrix cannot be reduced beyond Hessenberg form, */
/*      no packing options are available.) */

/*  Arguments */
/*  ========= */

/*  N      - INTEGER */
/*           The number of columns (or rows) of A. Not modified. */

/*  DIST   - CHARACTER*1 */
/*           On entry, DIST specifies the type of distribution to be used */
/*           to generate the random eigen-/singular values, and for the */
/*           upper triangle (see UPPER). */
/*           'U' => UNIFORM( 0, 1 )  ( 'U' for uniform ) */
/*           'S' => UNIFORM( -1, 1 ) ( 'S' for symmetric ) */
/*           'N' => NORMAL( 0, 1 )   ( 'N' for normal ) */
/*           Not modified. */

/*  ISEED  - INTEGER array, dimension ( 4 ) */
/*           On entry ISEED specifies the seed of the random number */
/*           generator. They should lie between 0 and 4095 inclusive, */
/*           and ISEED(4) should be odd. The random number generator */
/*           uses a linear congruential sequence limited to small */
/*           integers, and so should produce machine independent */
/*           random numbers. The values of ISEED are changed on */
/*           exit, and can be used in the next call to DLATME */
/*           to continue the same random number sequence. */
/*           Changed on exit. */

/*  D      - DOUBLE PRECISION array, dimension ( N ) */
/*           This array is used to specify the eigenvalues of A.  If */
/*           MODE=0, then D is assumed to contain the eigenvalues (but */
/*           see the description of EI), otherwise they will be */
/*           computed according to MODE, COND, DMAX, and RSIGN and */
/*           placed in D. */
/*           Modified if MODE is nonzero. */

/*  MODE   - INTEGER */
/*           On entry this describes how the eigenvalues are to */
/*           be specified: */
/*           MODE = 0 means use D (with EI) as input */
/*           MODE = 1 sets D(1)=1 and D(2:N)=1.0/COND */
/*           MODE = 2 sets D(1:N-1)=1 and D(N)=1.0/COND */
/*           MODE = 3 sets D(I)=COND**(-(I-1)/(N-1)) */
/*           MODE = 4 sets D(i)=1 - (i-1)/(N-1)*(1 - 1/COND) */
/*           MODE = 5 sets D to random numbers in the range */
/*                    ( 1/COND , 1 ) such that their logarithms */
/*                    are uniformly distributed.  Each odd-even pair */
/*                    of elements will be either used as two real */
/*                    eigenvalues or as the real and imaginary part */
/*                    of a complex conjugate pair of eigenvalues; */
/*                    the choice of which is done is random, with */
/*                    50-50 probability, for each pair. */
/*           MODE = 6 set D to random numbers from same distribution */
/*                    as the rest of the matrix. */
/*           MODE < 0 has the same meaning as ABS(MODE), except that */
/*              the order of the elements of D is reversed. */
/*           Thus if MODE is between 1 and 4, D has entries ranging */
/*              from 1 to 1/COND, if between -1 and -4, D has entries */
/*              ranging from 1/COND to 1, */
/*           Not modified. */

/*  COND   - DOUBLE PRECISION */
/*           On entry, this is used as described under MODE above. */
/*           If used, it must be >= 1. Not modified. */

/*  DMAX   - DOUBLE PRECISION */
/*           If MODE is neither -6, 0 nor 6, the contents of D, as */
/*           computed according to MODE and COND, will be scaled by */
/*           DMAX / max(abs(D(i))).  Note that DMAX need not be */
/*           positive: if DMAX is negative (or zero), D will be */
/*           scaled by a negative number (or zero). */
/*           Not modified. */

/*  EI     - CHARACTER*1 array, dimension ( N ) */
/*           If MODE is 0, and EI(1) is not ' ' (space character), */
/*           this array specifies which elements of D (on input) are */
/*           real eigenvalues and which are the real and imaginary parts */
/*           of a complex conjugate pair of eigenvalues.  The elements */
/*           of EI may then only have the values 'R' and 'I'.  If */
/*           EI(j)='R' and EI(j+1)='I', then the j-th eigenvalue is */
/*           CMPLX( D(j) , D(j+1) ), and the (j+1)-th is the complex */
/*           conjugate thereof.  If EI(j)=EI(j+1)='R', then the j-th */
/*           eigenvalue is D(j) (i.e., real).  EI(1) may not be 'I', */
/*           nor may two adjacent elements of EI both have the value 'I'. */
/*           If MODE is not 0, then EI is ignored.  If MODE is 0 and */
/*           EI(1)=' ', then the eigenvalues will all be real. */
/*           Not modified. */

/*  RSIGN  - CHARACTER*1 */
/*           If MODE is not 0, 6, or -6, and RSIGN='T', then the */
/*           elements of D, as computed according to MODE and COND, will */
/*           be multiplied by a random sign (+1 or -1).  If RSIGN='F', */
/*           they will not be.  RSIGN may only have the values 'T' or */
/*           'F'. */
/*           Not modified. */

/*  UPPER  - CHARACTER*1 */
/*           If UPPER='T', then the elements of A above the diagonal */
/*           (and above the 2x2 diagonal blocks, if A has complex */
/*           eigenvalues) will be set to random numbers out of DIST. */
/*           If UPPER='F', they will not.  UPPER may only have the */
/*           values 'T' or 'F'. */
/*           Not modified. */

/*  SIM    - CHARACTER*1 */
/*           If SIM='T', then A will be operated on by a "similarity */
/*           transform", i.e., multiplied on the left by a matrix X and */
/*           on the right by X inverse.  X = U S V, where U and V are */
/*           random unitary matrices and S is a (diagonal) matrix of */
/*           singular values specified by DS, MODES, and CONDS.  If */
/*           SIM='F', then A will not be transformed. */
/*           Not modified. */

/*  DS     - DOUBLE PRECISION array, dimension ( N ) */
/*           This array is used to specify the singular values of X, */
/*           in the same way that D specifies the eigenvalues of A. */
/*           If MODE=0, the DS contains the singular values, which */
/*           may not be zero. */
/*           Modified if MODE is nonzero. */

/*  MODES  - INTEGER */
/*  CONDS  - DOUBLE PRECISION */
/*           Same as MODE and COND, but for specifying the diagonal */
/*           of S.  MODES=-6 and +6 are not allowed (since they would */
/*           result in randomly ill-conditioned eigenvalues.) */

/*  KL     - INTEGER */
/*           This specifies the lower bandwidth of the  matrix.  KL=1 */
/*           specifies upper Hessenberg form.  If KL is at least N-1, */
/*           then A will have full lower bandwidth.  KL must be at */
/*           least 1. */
/*           Not modified. */

/*  KU     - INTEGER */
/*           This specifies the upper bandwidth of the  matrix.  KU=1 */
/*           specifies lower Hessenberg form.  If KU is at least N-1, */
/*           then A will have full upper bandwidth; if KU and KL */
/*           are both at least N-1, then A will be dense.  Only one of */
/*           KU and KL may be less than N-1.  KU must be at least 1. */
/*           Not modified. */

/*  ANORM  - DOUBLE PRECISION */
/*           If ANORM is not negative, then A will be scaled by a non- */
/*           negative real number to make the maximum-element-norm of A */
/*           to be ANORM. */
/*           Not modified. */

/*  A      - DOUBLE PRECISION array, dimension ( LDA, N ) */
/*           On exit A is the desired test matrix. */
/*           Modified. */

/*  LDA    - INTEGER */
/*           LDA specifies the first dimension of A as declared in the */
/*           calling program.  LDA must be at least N. */
/*           Not modified. */

/*  WORK   - DOUBLE PRECISION array, dimension ( 3*N ) */
/*           Workspace. */
/*           Modified. */

/*  INFO   - INTEGER */
/*           Error code.  On exit, INFO will be set to one of the */
/*           following values: */
/*             0 => normal return */
/*            -1 => N negative */
/*            -2 => DIST illegal string */
/*            -5 => MODE not in range -6 to 6 */
/*            -6 => COND less than 1.0, and MODE neither -6, 0 nor 6 */
/*            -8 => EI(1) is not ' ' or 'R', EI(j) is not 'R' or 'I', or */
/*                  two adjacent elements of EI are 'I'. */
/*            -9 => RSIGN is not 'T' or 'F' */
/*           -10 => UPPER is not 'T' or 'F' */
/*           -11 => SIM   is not 'T' or 'F' */
/*           -12 => MODES=0 and DS has a zero singular value. */
/*           -13 => MODES is not in the range -5 to 5. */
/*           -14 => MODES is nonzero and CONDS is less than 1. */
/*           -15 => KL is less than 1. */
/*           -16 => KU is less than 1, or KL and KU are both less than */
/*                  N-1. */
/*           -19 => LDA is less than N. */
/*            1  => Error return from DLATM1 (computing D) */
/*            2  => Cannot scale to DMAX (max. eigenvalue is 0) */
/*            3  => Error return from DLATM1 (computing DS) */
/*            4  => Error return from DLARGE */
/*            5  => Zero singular value from DLATM1. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     1)      Decode and Test the input parameters. */
/*             Initialize flags & seed. */

    /* Parameter adjustments */
    --iseed;
    --d__;
    --ei;
    --ds;
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --work;

    /* Function Body */
    *info = 0;

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }

/*     Decode DIST */

    if (lsame_(dist, "U")) {
	idist = 1;
    } else if (lsame_(dist, "S")) {
	idist = 2;
    } else if (lsame_(dist, "N")) {
	idist = 3;
    } else {
	idist = -1;
    }

/*     Check EI */

    useei = TRUE_;
    badei = FALSE_;
    if (lsame_(ei + 1, " ") || *mode != 0) {
	useei = FALSE_;
    } else {
	if (lsame_(ei + 1, "R")) {
	    i__1 = *n;
	    for (j = 2; j <= i__1; ++j) {
		if (lsame_(ei + j, "I")) {
		    if (lsame_(ei + (j - 1), "I")) {
			badei = TRUE_;
		    }
		} else {
		    if (! lsame_(ei + j, "R")) {
			badei = TRUE_;
		    }
		}
/* L10: */
	    }
	} else {
	    badei = TRUE_;
	}
    }

/*     Decode RSIGN */

    if (lsame_(rsign, "T")) {
	irsign = 1;
    } else if (lsame_(rsign, "F")) {
	irsign = 0;
    } else {
	irsign = -1;
    }

/*     Decode UPPER */

    if (lsame_(upper, "T")) {
	iupper = 1;
    } else if (lsame_(upper, "F")) {
	iupper = 0;
    } else {
	iupper = -1;
    }

/*     Decode SIM */

    if (lsame_(sim, "T")) {
	isim = 1;
    } else if (lsame_(sim, "F")) {
	isim = 0;
    } else {
	isim = -1;
    }

/*     Check DS, if MODES=0 and ISIM=1 */

    bads = FALSE_;
    if (*modes == 0 && isim == 1) {
	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    if (ds[j] == 0.) {
		bads = TRUE_;
	    }
/* L20: */
	}
    }

/*     Set INFO if an error */

    if (*n < 0) {
	*info = -1;
    } else if (idist == -1) {
	*info = -2;
    } else if (abs(*mode) > 6) {
	*info = -5;
    } else if (*mode != 0 && abs(*mode) != 6 && *cond < 1.) {
	*info = -6;
    } else if (badei) {
	*info = -8;
    } else if (irsign == -1) {
	*info = -9;
    } else if (iupper == -1) {
	*info = -10;
    } else if (isim == -1) {
	*info = -11;
    } else if (bads) {
	*info = -12;
    } else if (isim == 1 && abs(*modes) > 5) {
	*info = -13;
    } else if (isim == 1 && *modes != 0 && *conds < 1.) {
	*info = -14;
    } else if (*kl < 1) {
	*info = -15;
    } else if (*ku < 1 || *ku < *n - 1 && *kl < *n - 1) {
	*info = -16;
    } else if (*lda < max(1,*n)) {
	*info = -19;
    }

    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DLATME", &i__1);
	return 0;
    }

/*     Initialize random number generator */

    for (i__ = 1; i__ <= 4; ++i__) {
	iseed[i__] = (i__1 = iseed[i__], abs(i__1)) % 4096;
/* L30: */
    }

    if (iseed[4] % 2 != 1) {
	++iseed[4];
    }

/*     2)      Set up diagonal of A */

/*             Compute D according to COND and MODE */

    dlatm1_(mode, cond, &irsign, &idist, &iseed[1], &d__[1], n, &iinfo);
    if (iinfo != 0) {
	*info = 1;
	return 0;
    }
    if (*mode != 0 && abs(*mode) != 6) {

/*        Scale by DMAX */

	temp = abs(d__[1]);
	i__1 = *n;
	for (i__ = 2; i__ <= i__1; ++i__) {
/* Computing MAX */
	    d__2 = temp, d__3 = (d__1 = d__[i__], abs(d__1));
	    temp = max(d__2,d__3);
/* L40: */
	}

	if (temp > 0.) {
	    alpha = *dmax__ / temp;
	} else if (*dmax__ != 0.) {
	    *info = 2;
	    return 0;
	} else {
	    alpha = 0.;
	}

	dscal_(n, &alpha, &d__[1], &c__1);

    }

    dlaset_("Full", n, n, &c_b23, &c_b23, &a[a_offset], lda);
    i__1 = *lda + 1;
    dcopy_(n, &d__[1], &c__1, &a[a_offset], &i__1);

/*     Set up complex conjugate pairs */

    if (*mode == 0) {
	if (useei) {
	    i__1 = *n;
	    for (j = 2; j <= i__1; ++j) {
		if (lsame_(ei + j, "I")) {
		    a[j - 1 + j * a_dim1] = a[j + j * a_dim1];
		    a[j + (j - 1) * a_dim1] = -a[j + j * a_dim1];
		    a[j + j * a_dim1] = a[j - 1 + (j - 1) * a_dim1];
		}
/* L50: */
	    }
	}

    } else if (abs(*mode) == 5) {

	i__1 = *n;
	for (j = 2; j <= i__1; j += 2) {
	    if (dlaran_(&iseed[1]) > .5) {
		a[j - 1 + j * a_dim1] = a[j + j * a_dim1];
		a[j + (j - 1) * a_dim1] = -a[j + j * a_dim1];
		a[j + j * a_dim1] = a[j - 1 + (j - 1) * a_dim1];
	    }
/* L60: */
	}
    }

/*     3)      If UPPER='T', set upper triangle of A to random numbers. */
/*             (but don't modify the corners of 2x2 blocks.) */

    if (iupper != 0) {
	i__1 = *n;
	for (jc = 2; jc <= i__1; ++jc) {
	    if (a[jc - 1 + jc * a_dim1] != 0.) {
		jr = jc - 2;
	    } else {
		jr = jc - 1;
	    }
	    dlarnv_(&idist, &iseed[1], &jr, &a[jc * a_dim1 + 1]);
/* L70: */
	}
    }

/*     4)      If SIM='T', apply similarity transformation. */

/*                                -1 */
/*             Transform is  X A X  , where X = U S V, thus */

/*             it is  U S V A V' (1/S) U' */

    if (isim != 0) {

/*        Compute S (singular values of the eigenvector matrix) */
/*        according to CONDS and MODES */

	dlatm1_(modes, conds, &c__0, &c__0, &iseed[1], &ds[1], n, &iinfo);
	if (iinfo != 0) {
	    *info = 3;
	    return 0;
	}

/*        Multiply by V and V' */

	dlarge_(n, &a[a_offset], lda, &iseed[1], &work[1], &iinfo);
	if (iinfo != 0) {
	    *info = 4;
	    return 0;
	}

/*        Multiply by S and (1/S) */

	i__1 = *n;
	for (j = 1; j <= i__1; ++j) {
	    dscal_(n, &ds[j], &a[j + a_dim1], lda);
	    if (ds[j] != 0.) {
		d__1 = 1. / ds[j];
		dscal_(n, &d__1, &a[j * a_dim1 + 1], &c__1);
	    } else {
		*info = 5;
		return 0;
	    }
/* L80: */
	}

/*        Multiply by U and U' */

	dlarge_(n, &a[a_offset], lda, &iseed[1], &work[1], &iinfo);
	if (iinfo != 0) {
	    *info = 4;
	    return 0;
	}
    }

/*     5)      Reduce the bandwidth. */

    if (*kl < *n - 1) {

/*        Reduce bandwidth -- kill column */

	i__1 = *n - 1;
	for (jcr = *kl + 1; jcr <= i__1; ++jcr) {
	    ic = jcr - *kl;
	    irows = *n + 1 - jcr;
	    icols = *n + *kl - jcr;

	    dcopy_(&irows, &a[jcr + ic * a_dim1], &c__1, &work[1], &c__1);
	    xnorms = work[1];
	    dlarfg_(&irows, &xnorms, &work[2], &c__1, &tau);
	    work[1] = 1.;

	    dgemv_("T", &irows, &icols, &c_b39, &a[jcr + (ic + 1) * a_dim1], 
		    lda, &work[1], &c__1, &c_b23, &work[irows + 1], &c__1);
	    d__1 = -tau;
	    dger_(&irows, &icols, &d__1, &work[1], &c__1, &work[irows + 1], &
		    c__1, &a[jcr + (ic + 1) * a_dim1], lda);

	    dgemv_("N", n, &irows, &c_b39, &a[jcr * a_dim1 + 1], lda, &work[1]
, &c__1, &c_b23, &work[irows + 1], &c__1);
	    d__1 = -tau;
	    dger_(n, &irows, &d__1, &work[irows + 1], &c__1, &work[1], &c__1, 
		    &a[jcr * a_dim1 + 1], lda);

	    a[jcr + ic * a_dim1] = xnorms;
	    i__2 = irows - 1;
	    dlaset_("Full", &i__2, &c__1, &c_b23, &c_b23, &a[jcr + 1 + ic * 
		    a_dim1], lda);
/* L90: */
	}
    } else if (*ku < *n - 1) {

/*        Reduce upper bandwidth -- kill a row at a time. */

	i__1 = *n - 1;
	for (jcr = *ku + 1; jcr <= i__1; ++jcr) {
	    ir = jcr - *ku;
	    irows = *n + *ku - jcr;
	    icols = *n + 1 - jcr;

	    dcopy_(&icols, &a[ir + jcr * a_dim1], lda, &work[1], &c__1);
	    xnorms = work[1];
	    dlarfg_(&icols, &xnorms, &work[2], &c__1, &tau);
	    work[1] = 1.;

	    dgemv_("N", &irows, &icols, &c_b39, &a[ir + 1 + jcr * a_dim1], 
		    lda, &work[1], &c__1, &c_b23, &work[icols + 1], &c__1);
	    d__1 = -tau;
	    dger_(&irows, &icols, &d__1, &work[icols + 1], &c__1, &work[1], &
		    c__1, &a[ir + 1 + jcr * a_dim1], lda);

	    dgemv_("C", &icols, n, &c_b39, &a[jcr + a_dim1], lda, &work[1], &
		    c__1, &c_b23, &work[icols + 1], &c__1);
	    d__1 = -tau;
	    dger_(&icols, n, &d__1, &work[1], &c__1, &work[icols + 1], &c__1, 
		    &a[jcr + a_dim1], lda);

	    a[ir + jcr * a_dim1] = xnorms;
	    i__2 = icols - 1;
	    dlaset_("Full", &c__1, &i__2, &c_b23, &c_b23, &a[ir + (jcr + 1) * 
		    a_dim1], lda);
/* L100: */
	}
    }

/*     Scale the matrix to have norm ANORM */

    if (*anorm >= 0.) {
	temp = dlange_("M", n, n, &a[a_offset], lda, tempa);
	if (temp > 0.) {
	    alpha = *anorm / temp;
	    i__1 = *n;
	    for (j = 1; j <= i__1; ++j) {
		dscal_(n, &alpha, &a[j * a_dim1 + 1], &c__1);
/* L110: */
	    }
	}
    }

    return 0;

/*     End of DLATME */

} /* dlatme_ */
示例#22
0
/* Subroutine */ HYPRE_Int dgeqr2_(integer *m, integer *n, doublereal *a, integer *
	lda, doublereal *tau, doublereal *work, integer *info)
{
/*  -- LAPACK 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   
    =======   

    DGEQR2 computes a QR factorization of a real m by n matrix A:   
    A = Q * R.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A.  M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A.  N >= 0.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the m by n matrix A.   
            On exit, the elements on and above the diagonal of the array   
            contain the min(m,n) by n upper trapezoidal matrix R (R is   
            upper triangular if m >= n); the elements below the diagonal,   
            with the array TAU, represent the orthogonal matrix Q as a   
            product of elementary reflectors (see Further Details).   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,M).   

    TAU     (output) DOUBLE PRECISION array, dimension (min(M,N))   
            The scalar factors of the elementary reflectors (see Further   
            Details).   

    WORK    (workspace) DOUBLE PRECISION array, dimension (N)   

    INFO    (output) INTEGER   
            = 0: successful exit   
            < 0: if INFO = -i, the i-th argument had an illegal value   

    Further Details   
    ===============   

    The matrix Q is represented as a product of elementary reflectors   

       Q = H(1) H(2) . . . H(k), where k = min(m,n).   

    Each H(i) has the form   

       H(i) = I - tau * v * v'   

    where tau is a real scalar, and v is a real vector with   
    v(1:i-1) = 0 and v(i) = 1; v(i+1:m) is stored on exit in A(i+1:m,i),   
    and tau in TAU(i).   

    =====================================================================   


       Test the input arguments   

       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;
    /* Local variables */
    static integer i__, k;
    extern /* Subroutine */ HYPRE_Int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dlarfg_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *), xerbla_(char *, integer *);
    static doublereal aii;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGEQR2", &i__1);
	return 0;
    }

    k = min(*m,*n);

    i__1 = k;
    for (i__ = 1; i__ <= i__1; ++i__) {

/*        Generate elementary reflector H(i) to annihilate A(i+1:m,i)   

   Computing MIN */
	i__2 = i__ + 1;
	i__3 = *m - i__ + 1;
	dlarfg_(&i__3, &a_ref(i__, i__), &a_ref(min(i__2,*m), i__), &c__1, &
		tau[i__]);
	if (i__ < *n) {

/*           Apply H(i) to A(i:m,i+1:n) from the left */

	    aii = a_ref(i__, i__);
	    a_ref(i__, i__) = 1.;
	    i__2 = *m - i__ + 1;
	    i__3 = *n - i__;
	    dlarf_("Left", &i__2, &i__3, &a_ref(i__, i__), &c__1, &tau[i__], &
		    a_ref(i__, i__ + 1), lda, &work[1]);
	    a_ref(i__, i__) = aii;
	}
/* L10: */
    }
    return 0;

/*     End of DGEQR2 */

} /* dgeqr2_ */
示例#23
0
/* Subroutine */ int dlaexc_(logical *wantq, integer *n, doublereal *t, 
	integer *ldt, doublereal *q, integer *ldq, integer *j1, integer *n1, 
	integer *n2, doublereal *work, integer *info)
{
/*  -- LAPACK auxiliary 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   
    =======   

    DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in   
    an upper quasi-triangular matrix T by an orthogonal similarity   
    transformation.   

    T must be in Schur canonical form, that is, block upper triangular   
    with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block   
    has its diagonal elemnts equal and its off-diagonal elements of   
    opposite sign.   

    Arguments   
    =========   

    WANTQ   (input) LOGICAL   
            = .TRUE. : accumulate the transformation in the matrix Q;   
            = .FALSE.: do not accumulate the transformation.   

    N       (input) INTEGER   
            The order of the matrix T. N >= 0.   

    T       (input/output) DOUBLE PRECISION array, dimension (LDT,N)   
            On entry, the upper quasi-triangular matrix T, in Schur   
            canonical form.   
            On exit, the updated matrix T, again in Schur canonical form.   

    LDT     (input)  INTEGER   
            The leading dimension of the array T. LDT >= max(1,N).   

    Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,N)   
            On entry, if WANTQ is .TRUE., the orthogonal matrix Q.   
            On exit, if WANTQ is .TRUE., the updated matrix Q.   
            If WANTQ is .FALSE., Q is not referenced.   

    LDQ     (input) INTEGER   
            The leading dimension of the array Q.   
            LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N.   

    J1      (input) INTEGER   
            The index of the first row of the first block T11.   

    N1      (input) INTEGER   
            The order of the first block T11. N1 = 0, 1 or 2.   

    N2      (input) INTEGER   
            The order of the second block T22. N2 = 0, 1 or 2.   

    WORK    (workspace) DOUBLE PRECISION array, dimension (N)   

    INFO    (output) INTEGER   
            = 0: successful exit   
            = 1: the transformed matrix T would be too far from Schur   
                 form; the blocks are not swapped and T and Q are   
                 unchanged.   

    =====================================================================   


       Parameter adjustments */
    /* Table of constant values */
    static integer c__1 = 1;
    static integer c__4 = 4;
    static logical c_false = FALSE_;
    static integer c_n1 = -1;
    static integer c__2 = 2;
    static integer c__3 = 3;
    
    /* System generated locals */
    integer q_dim1, q_offset, t_dim1, t_offset, i__1;
    doublereal d__1, d__2, d__3, d__4, d__5, d__6;
    /* Local variables */
    static integer ierr;
    static doublereal temp;
    extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *);
    static doublereal d__[16]	/* was [4][4] */;
    static integer k;
    static doublereal u[3], scale, x[4]	/* was [2][2] */, dnorm;
    static integer j2, j3, j4;
    static doublereal xnorm, u1[3], u2[3];
    extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *), dlasy2_(
	    logical *, logical *, integer *, integer *, integer *, doublereal 
	    *, integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *);
    static integer nd;
    static doublereal cs, t11, t22;
    extern doublereal dlamch_(char *);
    static doublereal t33;
    extern doublereal dlange_(char *, integer *, integer *, doublereal *, 
	    integer *, doublereal *);
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *);
    static doublereal sn;
    extern /* Subroutine */ int dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    dlartg_(doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *), dlarfx_(char *, integer *, integer *, doublereal *,
	     doublereal *, doublereal *, integer *, doublereal *);
    static doublereal thresh, smlnum, wi1, wi2, wr1, wr2, eps, tau, tau1, 
	    tau2;
#define d___ref(a_1,a_2) d__[(a_2)*4 + a_1 - 5]
#define q_ref(a_1,a_2) q[(a_2)*q_dim1 + a_1]
#define t_ref(a_1,a_2) t[(a_2)*t_dim1 + a_1]
#define x_ref(a_1,a_2) x[(a_2)*2 + a_1 - 3]


    t_dim1 = *ldt;
    t_offset = 1 + t_dim1 * 1;
    t -= t_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1 * 1;
    q -= q_offset;
    --work;

    /* Function Body */
    *info = 0;

/*     Quick return if possible */

    if (*n == 0 || *n1 == 0 || *n2 == 0) {
	return 0;
    }
    if (*j1 + *n1 > *n) {
	return 0;
    }

    j2 = *j1 + 1;
    j3 = *j1 + 2;
    j4 = *j1 + 3;

    if (*n1 == 1 && *n2 == 1) {

/*        Swap two 1-by-1 blocks. */

	t11 = t_ref(*j1, *j1);
	t22 = t_ref(j2, j2);

/*        Determine the transformation to perform the interchange. */

	d__1 = t22 - t11;
	dlartg_(&t_ref(*j1, j2), &d__1, &cs, &sn, &temp);

/*        Apply transformation to the matrix T. */

	if (j3 <= *n) {
	    i__1 = *n - *j1 - 1;
	    drot_(&i__1, &t_ref(*j1, j3), ldt, &t_ref(j2, j3), ldt, &cs, &sn);
	}
	i__1 = *j1 - 1;
	drot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &sn);

	t_ref(*j1, *j1) = t22;
	t_ref(j2, j2) = t11;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    drot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, j2), &c__1, &cs, &sn);
	}

    } else {

/*        Swapping involves at least one 2-by-2 block.   

          Copy the diagonal block of order N1+N2 to the local array D   
          and compute its norm. */

	nd = *n1 + *n2;
	dlacpy_("Full", &nd, &nd, &t_ref(*j1, *j1), ldt, d__, &c__4);
	dnorm = dlange_("Max", &nd, &nd, d__, &c__4, &work[1]);

/*        Compute machine-dependent threshold for test for accepting   
          swap. */

	eps = dlamch_("P");
	smlnum = dlamch_("S") / eps;
/* Computing MAX */
	d__1 = eps * 10. * dnorm;
	thresh = max(d__1,smlnum);

/*        Solve T11*X - X*T22 = scale*T12 for X. */

	dlasy2_(&c_false, &c_false, &c_n1, n1, n2, d__, &c__4, &d___ref(*n1 + 
		1, *n1 + 1), &c__4, &d___ref(1, *n1 + 1), &c__4, &scale, x, &
		c__2, &xnorm, &ierr);

/*        Swap the adjacent diagonal blocks. */

	k = *n1 + *n1 + *n2 - 3;
	switch (k) {
	    case 1:  goto L10;
	    case 2:  goto L20;
	    case 3:  goto L30;
	}

L10:

/*        N1 = 1, N2 = 2: generate elementary reflector H so that:   

          ( scale, X11, X12 ) H = ( 0, 0, * ) */

	u[0] = scale;
	u[1] = x_ref(1, 1);
	u[2] = x_ref(1, 2);
	dlarfg_(&c__3, &u[2], u, &c__1, &tau);
	u[2] = 1.;
	t11 = t_ref(*j1, *j1);

/*        Perform swap provisionally on diagonal block in D. */

	dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
	dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);

/*        Test whether to reject swap.   

   Computing MAX */
	d__4 = (d__1 = d___ref(3, 1), abs(d__1)), d__5 = (d__2 = d___ref(3, 2)
		, abs(d__2)), d__4 = max(d__4,d__5), d__5 = (d__3 = d___ref(3,
		 3) - t11, abs(d__3));
	if (max(d__4,d__5) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	i__1 = *n - *j1 + 1;
	dlarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, *j1), ldt, &work[1]);
	dlarfx_("R", &j2, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);

	t_ref(j3, *j1) = 0.;
	t_ref(j3, j2) = 0.;
	t_ref(j3, j3) = t11;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    dlarfx_("R", n, &c__3, u, &tau, &q_ref(1, *j1), ldq, &work[1]);
	}
	goto L40;

L20:

/*        N1 = 2, N2 = 1: generate elementary reflector H so that:   

          H (  -X11 ) = ( * )   
            (  -X21 ) = ( 0 )   
            ( scale ) = ( 0 ) */

	u[0] = -x_ref(1, 1);
	u[1] = -x_ref(2, 1);
	u[2] = scale;
	dlarfg_(&c__3, u, &u[1], &c__1, &tau);
	u[0] = 1.;
	t33 = t_ref(j3, j3);

/*        Perform swap provisionally on diagonal block in D. */

	dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
	dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);

/*        Test whether to reject swap.   

   Computing MAX */
	d__4 = (d__1 = d___ref(2, 1), abs(d__1)), d__5 = (d__2 = d___ref(3, 1)
		, abs(d__2)), d__4 = max(d__4,d__5), d__5 = (d__3 = d___ref(1,
		 1) - t33, abs(d__3));
	if (max(d__4,d__5) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	dlarfx_("R", &j3, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);
	i__1 = *n - *j1;
	dlarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, j2), ldt, &work[1]);

	t_ref(*j1, *j1) = t33;
	t_ref(j2, *j1) = 0.;
	t_ref(j3, *j1) = 0.;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    dlarfx_("R", n, &c__3, u, &tau, &q_ref(1, *j1), ldq, &work[1]);
	}
	goto L40;

L30:

/*        N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so   
          that:   

          H(2) H(1) (  -X11  -X12 ) = (  *  * )   
                    (  -X21  -X22 )   (  0  * )   
                    ( scale    0  )   (  0  0 )   
                    (    0  scale )   (  0  0 ) */

	u1[0] = -x_ref(1, 1);
	u1[1] = -x_ref(2, 1);
	u1[2] = scale;
	dlarfg_(&c__3, u1, &u1[1], &c__1, &tau1);
	u1[0] = 1.;

	temp = -tau1 * (x_ref(1, 2) + u1[1] * x_ref(2, 2));
	u2[0] = -temp * u1[1] - x_ref(2, 2);
	u2[1] = -temp * u1[2];
	u2[2] = scale;
	dlarfg_(&c__3, u2, &u2[1], &c__1, &tau2);
	u2[0] = 1.;

/*        Perform swap provisionally on diagonal block in D. */

	dlarfx_("L", &c__3, &c__4, u1, &tau1, d__, &c__4, &work[1])
		;
	dlarfx_("R", &c__4, &c__3, u1, &tau1, d__, &c__4, &work[1])
		;
	dlarfx_("L", &c__3, &c__4, u2, &tau2, &d___ref(2, 1), &c__4, &work[1]);
	dlarfx_("R", &c__4, &c__3, u2, &tau2, &d___ref(1, 2), &c__4, &work[1]);

/*        Test whether to reject swap.   

   Computing MAX */
	d__5 = (d__1 = d___ref(3, 1), abs(d__1)), d__6 = (d__2 = d___ref(3, 2)
		, abs(d__2)), d__5 = max(d__5,d__6), d__6 = (d__3 = d___ref(4,
		 1), abs(d__3)), d__5 = max(d__5,d__6), d__6 = (d__4 = 
		d___ref(4, 2), abs(d__4));
	if (max(d__5,d__6) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	i__1 = *n - *j1 + 1;
	dlarfx_("L", &c__3, &i__1, u1, &tau1, &t_ref(*j1, *j1), ldt, &work[1]);
	dlarfx_("R", &j4, &c__3, u1, &tau1, &t_ref(1, *j1), ldt, &work[1]);
	i__1 = *n - *j1 + 1;
	dlarfx_("L", &c__3, &i__1, u2, &tau2, &t_ref(j2, *j1), ldt, &work[1]);
	dlarfx_("R", &j4, &c__3, u2, &tau2, &t_ref(1, j2), ldt, &work[1]);

	t_ref(j3, *j1) = 0.;
	t_ref(j3, j2) = 0.;
	t_ref(j4, *j1) = 0.;
	t_ref(j4, j2) = 0.;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    dlarfx_("R", n, &c__3, u1, &tau1, &q_ref(1, *j1), ldq, &work[1]);
	    dlarfx_("R", n, &c__3, u2, &tau2, &q_ref(1, j2), ldq, &work[1]);
	}

L40:

	if (*n2 == 2) {

/*           Standardize new 2-by-2 block T11 */

	    dlanv2_(&t_ref(*j1, *j1), &t_ref(*j1, j2), &t_ref(j2, *j1), &
		    t_ref(j2, j2), &wr1, &wi1, &wr2, &wi2, &cs, &sn);
	    i__1 = *n - *j1 - 1;
	    drot_(&i__1, &t_ref(*j1, *j1 + 2), ldt, &t_ref(j2, *j1 + 2), ldt, 
		    &cs, &sn);
	    i__1 = *j1 - 1;
	    drot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &
		    sn);
	    if (*wantq) {
		drot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, j2), &c__1, &cs, &
			sn);
	    }
	}

	if (*n1 == 2) {

/*           Standardize new 2-by-2 block T22 */

	    j3 = *j1 + *n2;
	    j4 = j3 + 1;
	    dlanv2_(&t_ref(j3, j3), &t_ref(j3, j4), &t_ref(j4, j3), &t_ref(j4,
		     j4), &wr1, &wi1, &wr2, &wi2, &cs, &sn);
	    if (j3 + 2 <= *n) {
		i__1 = *n - j3 - 1;
		drot_(&i__1, &t_ref(j3, j3 + 2), ldt, &t_ref(j4, j3 + 2), ldt,
			 &cs, &sn);
	    }
	    i__1 = j3 - 1;
	    drot_(&i__1, &t_ref(1, j3), &c__1, &t_ref(1, j4), &c__1, &cs, &sn)
		    ;
	    if (*wantq) {
		drot_(n, &q_ref(1, j3), &c__1, &q_ref(1, j4), &c__1, &cs, &sn)
			;
	    }
	}

    }
    return 0;

/*     Exit with INFO = 1 if swap was rejected. */

L50:
    *info = 1;
    return 0;

/*     End of DLAEXC */

} /* dlaexc_ */
示例#24
0
/* Subroutine */ int dtzrqf_(integer *m, integer *n, doublereal *a, integer *
	lda, doublereal *tau, 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   
    =======   

    DTZRQF reduces the M-by-N ( M<=N ) real upper trapezoidal matrix A   
    to upper triangular form by means of orthogonal transformations.   

    The upper trapezoidal matrix A is factored as   

       A = ( R  0 ) * Z,   

    where Z is an N-by-N orthogonal matrix and R is an M-by-M upper   
    triangular matrix.   

    Arguments   
    =========   

    M       (input) INTEGER   
            The number of rows of the matrix A.  M >= 0.   

    N       (input) INTEGER   
            The number of columns of the matrix A.  N >= M.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the leading M-by-N upper trapezoidal part of the   
            array A must contain the matrix to be factorized.   
            On exit, the leading M-by-M upper triangular part of A   
            contains the upper triangular matrix R, and elements M+1 to   
            N of the first M rows of A, with the array TAU, represent the 
  
            orthogonal matrix Z as a product of M elementary reflectors. 
  

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= max(1,M).   

    TAU     (output) DOUBLE PRECISION array, dimension (M)   
            The scalar factors of the elementary reflectors.   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   

    Further Details   
    ===============   

    The factorization is obtained by Householder's method.  The kth   
    transformation matrix, Z( k ), which is used to introduce zeros into 
  
    the ( m - k + 1 )th row of A, is given in the form   

       Z( k ) = ( I     0   ),   
                ( 0  T( k ) )   

    where   

       T( k ) = I - tau*u( k )*u( k )',   u( k ) = (   1    ),   
                                                   (   0    )   
                                                   ( z( k ) )   

    tau is a scalar and z( k ) is an ( n - m ) element vector.   
    tau and z( k ) are chosen to annihilate the elements of the kth row   
    of X.   

    The scalar tau is returned in the kth element of TAU and the vector   
    u( k ) in the kth row of A, such that the elements of z( k ) are   
    in  a( k, m + 1 ), ..., a( k, n ). The elements of R are returned in 
  
    the upper triangular part of A.   

    Z is given by   

       Z =  Z( 1 ) * Z( 2 ) * ... * Z( m ).   

    ===================================================================== 
  


       Test the input parameters.   

    
   Parameter adjustments   
       Function Body */
    /* Table of constant values */
    static integer c__1 = 1;
    static doublereal c_b8 = 1.;
    
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;
    doublereal d__1;
    /* Local variables */
    extern /* Subroutine */ int dger_(integer *, integer *, doublereal *, 
	    doublereal *, integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    static integer i, k;
    extern /* Subroutine */ int dgemv_(char *, integer *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *), dcopy_(integer *, 
	    doublereal *, integer *, doublereal *, integer *), daxpy_(integer 
	    *, doublereal *, doublereal *, integer *, doublereal *, integer *)
	    ;
    static integer m1;
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *), xerbla_(char *, integer *);



#define TAU(I) tau[(I)-1]

#define A(I,J) a[(I)-1 + ((J)-1)* ( *lda)]

    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < *m) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DTZRQF", &i__1);
	return 0;
    }

/*     Perform the factorization. */

    if (*m == 0) {
	return 0;
    }
    if (*m == *n) {
	i__1 = *n;
	for (i = 1; i <= *n; ++i) {
	    TAU(i) = 0.;
/* L10: */
	}
    } else {
/* Computing MIN */
	i__1 = *m + 1;
	m1 = min(i__1,*n);
	for (k = *m; k >= 1; --k) {

/*           Use a Householder reflection to zero the kth row of A
.   
             First set up the reflection. */

	    i__1 = *n - *m + 1;
	    dlarfg_(&i__1, &A(k,k), &A(k,m1), lda, &TAU(
		    k));

	    if (TAU(k) != 0. && k > 1) {

/*              We now perform the operation  A := A*P( k ). 
  

                Use the first ( k - 1 ) elements of TAU to sto
re  a( k ),   
                where  a( k ) consists of the first ( k - 1 ) 
elements of   
                the  kth column  of  A.  Also  let  B  denote 
 the  first   
                ( k - 1 ) rows of the last ( n - m ) columns o
f A. */

		i__1 = k - 1;
		dcopy_(&i__1, &A(1,k), &c__1, &TAU(1), &c__1);

/*              Form   w = a( k ) + B*z( k )  in TAU. */

		i__1 = k - 1;
		i__2 = *n - *m;
		dgemv_("No transpose", &i__1, &i__2, &c_b8, &A(1,m1), lda, &A(k,m1), lda, &c_b8, &TAU(1), &
			c__1);

/*              Now form  a( k ) := a( k ) - tau*w   
                and       B      := B      - tau*w*z( k )'. */

		i__1 = k - 1;
		d__1 = -TAU(k);
		daxpy_(&i__1, &d__1, &TAU(1), &c__1, &A(1,k), &
			c__1);
		i__1 = k - 1;
		i__2 = *n - *m;
		d__1 = -TAU(k);
		dger_(&i__1, &i__2, &d__1, &TAU(1), &c__1, &A(k,m1)
			, lda, &A(1,m1), lda);
	    }
/* L20: */
	}
    }

    return 0;

/*     End of DTZRQF */

} /* dtzrqf_ */
示例#25
0
文件: dlatrd.c 项目: ducpdx/hypre
/* Subroutine */ HYPRE_Int dlatrd_(const char *uplo, integer *n, integer *nb, doublereal *
	a, integer *lda, doublereal *e, doublereal *tau, doublereal *w, 
	integer *ldw)
{
/*  -- LAPACK auxiliary routine (version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       October 31, 1992   


    Purpose   
    =======   

    DLATRD reduces NB rows and columns of a real symmetric matrix A to   
    symmetric tridiagonal form by an orthogonal similarity   
    transformation Q' * A * Q, and returns the matrices V and W which are   
    needed to apply the transformation to the unreduced part of A.   

    If UPLO = 'U', DLATRD reduces the last NB rows and columns of a   
    matrix, of which the upper triangle is supplied;   
    if UPLO = 'L', DLATRD reduces the first NB rows and columns of a   
    matrix, of which the lower triangle is supplied.   

    This is an auxiliary routine called by DSYTRD.   

    Arguments   
    =========   

    UPLO    (input) CHARACTER   
            Specifies whether the upper or lower triangular part of the   
            symmetric matrix A is stored:   
            = 'U': Upper triangular   
            = 'L': Lower triangular   

    N       (input) INTEGER   
            The order of the matrix A.   

    NB      (input) INTEGER   
            The number of rows and columns to be reduced.   

    A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)   
            On entry, the symmetric matrix A.  If UPLO = 'U', the leading   
            n-by-n upper triangular part of A contains the upper   
            triangular part of the matrix A, and the strictly lower   
            triangular part of A is not referenced.  If UPLO = 'L', the   
            leading n-by-n lower triangular part of A contains the lower   
            triangular part of the matrix A, and the strictly upper   
            triangular part of A is not referenced.   
            On exit:   
            if UPLO = 'U', the last NB columns have been reduced to   
              tridiagonal form, with the diagonal elements overwriting   
              the diagonal elements of A; the elements above the diagonal   
              with the array TAU, represent the orthogonal matrix Q as a   
              product of elementary reflectors;   
            if UPLO = 'L', the first NB columns have been reduced to   
              tridiagonal form, with the diagonal elements overwriting   
              the diagonal elements of A; the elements below the diagonal   
              with the array TAU, represent the  orthogonal matrix Q as a   
              product of elementary reflectors.   
            See Further Details.   

    LDA     (input) INTEGER   
            The leading dimension of the array A.  LDA >= (1,N).   

    E       (output) DOUBLE PRECISION array, dimension (N-1)   
            If UPLO = 'U', E(n-nb:n-1) contains the superdiagonal   
            elements of the last NB columns of the reduced matrix;   
            if UPLO = 'L', E(1:nb) contains the subdiagonal elements of   
            the first NB columns of the reduced matrix.   

    TAU     (output) DOUBLE PRECISION array, dimension (N-1)   
            The scalar factors of the elementary reflectors, stored in   
            TAU(n-nb:n-1) if UPLO = 'U', and in TAU(1:nb) if UPLO = 'L'.   
            See Further Details.   

    W       (output) DOUBLE PRECISION array, dimension (LDW,NB)   
            The n-by-nb matrix W required to update the unreduced part   
            of A.   

    LDW     (input) INTEGER   
            The leading dimension of the array W. LDW >= max(1,N).   

    Further Details   
    ===============   

    If UPLO = 'U', the matrix Q is represented as a product of elementary   
    reflectors   

       Q = H(n) H(n-1) . . . H(n-nb+1).   

    Each H(i) has the form   

       H(i) = I - tau * v * v'   

    where tau is a real scalar, and v is a real vector with   
    v(i:n) = 0 and v(i-1) = 1; v(1:i-1) is stored on exit in A(1:i-1,i),   
    and tau in TAU(i-1).   

    If UPLO = 'L', the matrix Q is represented as a product of elementary   
    reflectors   

       Q = H(1) H(2) . . . H(nb).   

    Each H(i) has the form   

       H(i) = I - tau * v * v'   

    where tau is a real scalar, and v is a real vector with   
    v(1:i) = 0 and v(i+1) = 1; v(i+1:n) is stored on exit in A(i+1:n,i),   
    and tau in TAU(i).   

    The elements of the vectors v together form the n-by-nb matrix V   
    which is needed, with W, to apply the transformation to the unreduced   
    part of the matrix, using a symmetric rank-2k update of the form:   
    A := A - V*W' - W*V'.   

    The contents of A on exit are illustrated by the following examples   
    with n = 5 and nb = 2:   

    if UPLO = 'U':                       if UPLO = 'L':   

      (  a   a   a   v4  v5 )              (  d                  )   
      (      a   a   v4  v5 )              (  1   d              )   
      (          a   1   v5 )              (  v1  1   a          )   
      (              d   1  )              (  v1  v2  a   a      )   
      (                  d  )              (  v1  v2  a   a   a  )   

    where d denotes a diagonal element of the reduced matrix, a denotes   
    an element of the original matrix that is unchanged, and vi denotes   
    an element of the vector defining H(i).   

    =====================================================================   


       Quick return if possible   

       Parameter adjustments */
    /* Table of constant values */
    static doublereal c_b5 = -1.;
    static doublereal c_b6 = 1.;
    static integer c__1 = 1;
    static doublereal c_b16 = 0.;
    
    /* System generated locals */
    integer a_dim1, a_offset, w_dim1, w_offset, i__1, i__2, i__3;
    /* Local variables */
    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, 
	    integer *);
    static integer i__;
    static doublereal alpha;
    extern /* Subroutine */ HYPRE_Int dscal_(integer *, doublereal *, doublereal *, 
	    integer *);
    extern logical lsame_(const char *,const char *);
    extern /* Subroutine */ HYPRE_Int dgemv_(const char *, integer *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *), daxpy_(integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *), 
	    dsymv_(const char *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *), dlarfg_(integer *, doublereal *, doublereal *, integer *,
	     doublereal *);
    static integer iw;
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
#define w_ref(a_1,a_2) w[(a_2)*w_dim1 + a_1]


    a_dim1 = *lda;
    a_offset = 1 + a_dim1 * 1;
    a -= a_offset;
    --e;
    --tau;
    w_dim1 = *ldw;
    w_offset = 1 + w_dim1 * 1;
    w -= w_offset;

    /* Function Body */
    if (*n <= 0) {
	return 0;
    }

    if (lsame_(uplo, "U")) {

/*        Reduce last NB columns of upper triangle */

	i__1 = *n - *nb + 1;
	for (i__ = *n; i__ >= i__1; --i__) {
	    iw = i__ - *n + *nb;
	    if (i__ < *n) {

/*              Update A(1:i,i) */

		i__2 = *n - i__;
		dgemv_("No transpose", &i__, &i__2, &c_b5, &a_ref(1, i__ + 1),
			 lda, &w_ref(i__, iw + 1), ldw, &c_b6, &a_ref(1, i__),
			 &c__1);
		i__2 = *n - i__;
		dgemv_("No transpose", &i__, &i__2, &c_b5, &w_ref(1, iw + 1), 
			ldw, &a_ref(i__, i__ + 1), lda, &c_b6, &a_ref(1, i__),
			 &c__1);
	    }
	    if (i__ > 1) {

/*              Generate elementary reflector H(i) to annihilate   
                A(1:i-2,i) */

		i__2 = i__ - 1;
		dlarfg_(&i__2, &a_ref(i__ - 1, i__), &a_ref(1, i__), &c__1, &
			tau[i__ - 1]);
		e[i__ - 1] = a_ref(i__ - 1, i__);
		a_ref(i__ - 1, i__) = 1.;

/*              Compute W(1:i-1,i) */

		i__2 = i__ - 1;
		dsymv_("Upper", &i__2, &c_b6, &a[a_offset], lda, &a_ref(1, 
			i__), &c__1, &c_b16, &w_ref(1, iw), &c__1);
		if (i__ < *n) {
		    i__2 = i__ - 1;
		    i__3 = *n - i__;
		    dgemv_("Transpose", &i__2, &i__3, &c_b6, &w_ref(1, iw + 1)
			    , ldw, &a_ref(1, i__), &c__1, &c_b16, &w_ref(i__ 
			    + 1, iw), &c__1);
		    i__2 = i__ - 1;
		    i__3 = *n - i__;
		    dgemv_("No transpose", &i__2, &i__3, &c_b5, &a_ref(1, i__ 
			    + 1), lda, &w_ref(i__ + 1, iw), &c__1, &c_b6, &
			    w_ref(1, iw), &c__1);
		    i__2 = i__ - 1;
		    i__3 = *n - i__;
		    dgemv_("Transpose", &i__2, &i__3, &c_b6, &a_ref(1, i__ + 
			    1), lda, &a_ref(1, i__), &c__1, &c_b16, &w_ref(
			    i__ + 1, iw), &c__1);
		    i__2 = i__ - 1;
		    i__3 = *n - i__;
		    dgemv_("No transpose", &i__2, &i__3, &c_b5, &w_ref(1, iw 
			    + 1), ldw, &w_ref(i__ + 1, iw), &c__1, &c_b6, &
			    w_ref(1, iw), &c__1);
		}
		i__2 = i__ - 1;
		dscal_(&i__2, &tau[i__ - 1], &w_ref(1, iw), &c__1);
		i__2 = i__ - 1;
		alpha = tau[i__ - 1] * -.5 * ddot_(&i__2, &w_ref(1, iw), &
			c__1, &a_ref(1, i__), &c__1);
		i__2 = i__ - 1;
		daxpy_(&i__2, &alpha, &a_ref(1, i__), &c__1, &w_ref(1, iw), &
			c__1);
	    }

/* L10: */
	}
    } else {

/*        Reduce first NB columns of lower triangle */

	i__1 = *nb;
	for (i__ = 1; i__ <= i__1; ++i__) {

/*           Update A(i:n,i) */

	    i__2 = *n - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("No transpose", &i__2, &i__3, &c_b5, &a_ref(i__, 1), lda, &
		    w_ref(i__, 1), ldw, &c_b6, &a_ref(i__, i__), &c__1);
	    i__2 = *n - i__ + 1;
	    i__3 = i__ - 1;
	    dgemv_("No transpose", &i__2, &i__3, &c_b5, &w_ref(i__, 1), ldw, &
		    a_ref(i__, 1), lda, &c_b6, &a_ref(i__, i__), &c__1);
	    if (i__ < *n) {

/*              Generate elementary reflector H(i) to annihilate   
                A(i+2:n,i)   

   Computing MIN */
		i__2 = i__ + 2;
		i__3 = *n - i__;
		dlarfg_(&i__3, &a_ref(i__ + 1, i__), &a_ref(min(i__2,*n), i__)
			, &c__1, &tau[i__]);
		e[i__] = a_ref(i__ + 1, i__);
		a_ref(i__ + 1, i__) = 1.;

/*              Compute W(i+1:n,i) */

		i__2 = *n - i__;
		dsymv_("Lower", &i__2, &c_b6, &a_ref(i__ + 1, i__ + 1), lda, &
			a_ref(i__ + 1, i__), &c__1, &c_b16, &w_ref(i__ + 1, 
			i__), &c__1);
		i__2 = *n - i__;
		i__3 = i__ - 1;
		dgemv_("Transpose", &i__2, &i__3, &c_b6, &w_ref(i__ + 1, 1), 
			ldw, &a_ref(i__ + 1, i__), &c__1, &c_b16, &w_ref(1, 
			i__), &c__1);
		i__2 = *n - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b5, &a_ref(i__ + 1, 1)
			, lda, &w_ref(1, i__), &c__1, &c_b6, &w_ref(i__ + 1, 
			i__), &c__1);
		i__2 = *n - i__;
		i__3 = i__ - 1;
		dgemv_("Transpose", &i__2, &i__3, &c_b6, &a_ref(i__ + 1, 1), 
			lda, &a_ref(i__ + 1, i__), &c__1, &c_b16, &w_ref(1, 
			i__), &c__1);
		i__2 = *n - i__;
		i__3 = i__ - 1;
		dgemv_("No transpose", &i__2, &i__3, &c_b5, &w_ref(i__ + 1, 1)
			, ldw, &w_ref(1, i__), &c__1, &c_b6, &w_ref(i__ + 1, 
			i__), &c__1);
		i__2 = *n - i__;
		dscal_(&i__2, &tau[i__], &w_ref(i__ + 1, i__), &c__1);
		i__2 = *n - i__;
		alpha = tau[i__] * -.5 * ddot_(&i__2, &w_ref(i__ + 1, i__), &
			c__1, &a_ref(i__ + 1, i__), &c__1);
		i__2 = *n - i__;
		daxpy_(&i__2, &alpha, &a_ref(i__ + 1, i__), &c__1, &w_ref(i__ 
			+ 1, i__), &c__1);
	    }

/* L20: */
	}
    }

    return 0;

/*     End of DLATRD */

} /* dlatrd_ */
示例#26
0
/* Subroutine */ int dlapll_(integer *n, doublereal *x, integer *incx, 
	doublereal *y, integer *incy, doublereal *ssmin)
{
    /* System generated locals */
    integer i__1;

    /* Local variables */
    doublereal c__, a11, a12, a22, tau;
    doublereal ssmax;

/*  -- LAPACK auxiliary routine (version 3.2) -- */
/*     November 2006 */

/*  Purpose */
/*  ======= */

/*  Given two column vectors X and Y, let */

/*                       A = ( X Y ). */

/*  The subroutine first computes the QR factorization of A = Q*R, */
/*  and then computes the SVD of the 2-by-2 upper triangular matrix R. */
/*  The smaller singular value of R is returned in SSMIN, which is used */
/*  as the measurement of the linear dependency of the vectors X and Y. */

/*  Arguments */
/*  ========= */

/*  N       (input) INTEGER */
/*          The length of the vectors X and Y. */

/*  X       (input/output) DOUBLE PRECISION array, */
/*                         dimension (1+(N-1)*INCX) */
/*          On entry, X contains the N-vector X. */
/*          On exit, X is overwritten. */

/*  INCX    (input) INTEGER */
/*          The increment between successive elements of X. INCX > 0. */

/*  Y       (input/output) DOUBLE PRECISION array, */
/*                         dimension (1+(N-1)*INCY) */
/*          On entry, Y contains the N-vector Y. */
/*          On exit, Y is overwritten. */

/*  INCY    (input) INTEGER */
/*          The increment between successive elements of Y. INCY > 0. */

/*  SSMIN   (output) DOUBLE PRECISION */
/*          The smallest singular value of the N-by-2 matrix A = ( X Y ). */

/*  ===================================================================== */

/*     Quick return if possible */

    /* Parameter adjustments */
    --y;
    --x;

    /* Function Body */
    if (*n <= 1) {
	*ssmin = 0.;
	return 0;
    }

/*     Compute the QR factorization of the N-by-2 matrix ( X Y ) */

    dlarfg_(n, &x[1], &x[*incx + 1], incx, &tau);
    a11 = x[1];
    x[1] = 1.;

    c__ = -tau * ddot_(n, &x[1], incx, &y[1], incy);
    daxpy_(n, &c__, &x[1], incx, &y[1], incy);

    i__1 = *n - 1;
    dlarfg_(&i__1, &y[*incy + 1], &y[(*incy << 1) + 1], incy, &tau);

    a12 = y[1];
    a22 = y[*incy + 1];

/*     Compute the SVD of 2-by-2 Upper triangular matrix. */

    dlas2_(&a11, &a12, &a22, ssmin, &ssmax);

    return 0;

/*     End of DLAPLL */

} /* dlapll_ */
示例#27
0
/* Subroutine */ int dgehd2_(integer *n, integer *ilo, integer *ihi, 
	doublereal *a, integer *lda, doublereal *tau, doublereal *work, 
	integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;

    /* Local variables */
    integer i__;
    doublereal aii;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dlarfg_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *), xerbla_(char *, integer *);


/*  -- LAPACK routine (version 3.2) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DGEHD2 reduces a real general matrix A to upper Hessenberg form H by */
/*  an orthogonal similarity transformation:  Q' * A * Q = H . */

/*  Arguments */
/*  ========= */

/*  N       (input) INTEGER */
/*          The order of the matrix A.  N >= 0. */

/*  ILO     (input) INTEGER */
/*  IHI     (input) INTEGER */
/*          It is assumed that A 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; otherwise they should be */
/*          set to 1 and N respectively. See Further Details. */
/*          1 <= ILO <= IHI <= max(1,N). */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the n by n general matrix to be reduced. */
/*          On exit, the upper triangle and the first subdiagonal of A */
/*          are overwritten with the upper Hessenberg matrix H, and the */
/*          elements below the first subdiagonal, with the array TAU, */
/*          represent the orthogonal matrix Q as a product of elementary */
/*          reflectors. See Further Details. */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,N). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (N-1) */
/*          The scalar factors of the elementary reflectors (see Further */
/*          Details). */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0:  successful exit. */
/*          < 0:  if INFO = -i, the i-th argument had an illegal value. */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of (ihi-ilo) elementary */
/*  reflectors */

/*     Q = H(ilo) H(ilo+1) . . . H(ihi-1). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real vector with */
/*  v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on */
/*  exit in A(i+2:ihi,i), and tau in TAU(i). */

/*  The contents of A are illustrated by the following example, with */
/*  n = 7, ilo = 2 and ihi = 6: */

/*  on entry,                        on exit, */

/*  ( a   a   a   a   a   a   a )    (  a   a   h   h   h   h   a ) */
/*  (     a   a   a   a   a   a )    (      a   h   h   h   h   a ) */
/*  (     a   a   a   a   a   a )    (      h   h   h   h   h   h ) */
/*  (     a   a   a   a   a   a )    (      v2  h   h   h   h   h ) */
/*  (     a   a   a   a   a   a )    (      v2  v3  h   h   h   h ) */
/*  (     a   a   a   a   a   a )    (      v2  v3  v4  h   h   h ) */
/*  (                         a )    (                          a ) */

/*  where a denotes an element of the original matrix A, h denotes a */
/*  modified element of the upper Hessenberg matrix H, and vi denotes an */
/*  element of the vector defining H(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input parameters */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    *info = 0;
    if (*n < 0) {
	*info = -1;
    } else if (*ilo < 1 || *ilo > max(1,*n)) {
	*info = -2;
    } else if (*ihi < min(*ilo,*n) || *ihi > *n) {
	*info = -3;
    } else if (*lda < max(1,*n)) {
	*info = -5;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGEHD2", &i__1);
	return 0;
    }

    i__1 = *ihi - 1;
    for (i__ = *ilo; i__ <= i__1; ++i__) {

/*        Compute elementary reflector H(i) to annihilate A(i+2:ihi,i) */

	i__2 = *ihi - i__;
/* Computing MIN */
	i__3 = i__ + 2;
	dlarfg_(&i__2, &a[i__ + 1 + i__ * a_dim1], &a[min(i__3, *n)+ i__ * 
		a_dim1], &c__1, &tau[i__]);
	aii = a[i__ + 1 + i__ * a_dim1];
	a[i__ + 1 + i__ * a_dim1] = 1.;

/*        Apply H(i) to A(1:ihi,i+1:ihi) from the right */

	i__2 = *ihi - i__;
	dlarf_("Right", ihi, &i__2, &a[i__ + 1 + i__ * a_dim1], &c__1, &tau[
		i__], &a[(i__ + 1) * a_dim1 + 1], lda, &work[1]);

/*        Apply H(i) to A(i+1:ihi,i+1:n) from the left */

	i__2 = *ihi - i__;
	i__3 = *n - i__;
	dlarf_("Left", &i__2, &i__3, &a[i__ + 1 + i__ * a_dim1], &c__1, &tau[
		i__], &a[i__ + 1 + (i__ + 1) * a_dim1], lda, &work[1]);

	a[i__ + 1 + i__ * a_dim1] = aii;
/* L10: */
    }

    return 0;

/*     End of DGEHD2 */

} /* dgehd2_ */
示例#28
0
/* Subroutine */ int dgelq2_(integer *m, integer *n, doublereal *a, integer *
	lda, doublereal *tau, doublereal *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2, i__3;

    /* Local variables */
    static integer i__, k;
    static doublereal aii;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *, ftnlen), dlarfg_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *), xerbla_(char *, integer *,
	     ftnlen);


/*  -- LAPACK routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     February 29, 1992 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DGELQ2 computes an LQ factorization of a real m by n matrix A: */
/*  A = L * Q. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the m by n matrix A. */
/*          On exit, the elements on and below the diagonal of the array */
/*          contain the m by min(m,n) lower trapezoidal matrix L (L is */
/*          lower triangular if m <= n); the elements above the diagonal, */
/*          with the array TAU, represent the orthogonal matrix Q as a */
/*          product of elementary reflectors (see Further Details). */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N)) */
/*          The scalar factors of the elementary reflectors (see Further */
/*          Details). */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (M) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of elementary reflectors */

/*     Q = H(k) . . . H(2) H(1), where k = min(m,n). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real vector with */
/*  v(1:i-1) = 0 and v(i) = 1; v(i+1:n) is stored on exit in A(i,i+1:n), */
/*  and tau in TAU(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGELQ2", &i__1, (ftnlen)6);
	return 0;
    }

    k = min(*m,*n);

    i__1 = k;
    for (i__ = 1; i__ <= i__1; ++i__) {

/*        Generate elementary reflector H(i) to annihilate A(i,i+1:n) */

	i__2 = *n - i__ + 1;
/* Computing MIN */
	i__3 = i__ + 1;
	dlarfg_(&i__2, &a[i__ + i__ * a_dim1], &a[i__ + min(i__3,*n) * a_dim1]
		, lda, &tau[i__]);
	if (i__ < *m) {

/*           Apply H(i) to A(i+1:m,i:n) from the right */

	    aii = a[i__ + i__ * a_dim1];
	    a[i__ + i__ * a_dim1] = 1.;
	    i__2 = *m - i__;
	    i__3 = *n - i__ + 1;
	    dlarf_("Right", &i__2, &i__3, &a[i__ + i__ * a_dim1], lda, &tau[
		    i__], &a[i__ + 1 + i__ * a_dim1], lda, &work[1], (ftnlen)
		    5);
	    a[i__ + i__ * a_dim1] = aii;
	}
/* L10: */
    }
    return 0;

/*     End of DGELQ2 */

} /* dgelq2_ */
示例#29
0
/* Subroutine */ int dgeql2_(integer *m, integer *n, doublereal *a, integer *
	lda, doublereal *tau, doublereal *work, integer *info)
{
    /* System generated locals */
    integer a_dim1, a_offset, i__1, i__2;

    /* Local variables */
    integer i__, k;
    doublereal aii;
    extern /* Subroutine */ int dlarf_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *, integer *, 
	    doublereal *), dlarfg_(integer *, doublereal *, 
	    doublereal *, integer *, doublereal *), xerbla_(char *, integer *);


/*  -- LAPACK routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DGEQL2 computes a QL factorization of a real m by n matrix A: */
/*  A = Q * L. */

/*  Arguments */
/*  ========= */

/*  M       (input) INTEGER */
/*          The number of rows of the matrix A.  M >= 0. */

/*  N       (input) INTEGER */
/*          The number of columns of the matrix A.  N >= 0. */

/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
/*          On entry, the m by n matrix A. */
/*          On exit, if m >= n, the lower triangle of the subarray */
/*          A(m-n+1:m,1:n) contains the n by n lower triangular matrix L; */
/*          if m <= n, the elements on and below the (n-m)-th */
/*          superdiagonal contain the m by n lower trapezoidal matrix L; */
/*          the remaining elements, with the array TAU, represent the */
/*          orthogonal matrix Q as a product of elementary reflectors */
/*          (see Further Details). */

/*  LDA     (input) INTEGER */
/*          The leading dimension of the array A.  LDA >= max(1,M). */

/*  TAU     (output) DOUBLE PRECISION array, dimension (min(M,N)) */
/*          The scalar factors of the elementary reflectors (see Further */
/*          Details). */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          < 0: if INFO = -i, the i-th argument had an illegal value */

/*  Further Details */
/*  =============== */

/*  The matrix Q is represented as a product of elementary reflectors */

/*     Q = H(k) . . . H(2) H(1), where k = min(m,n). */

/*  Each H(i) has the form */

/*     H(i) = I - tau * v * v' */

/*  where tau is a real scalar, and v is a real vector with */
/*  v(m-k+i+1:m) = 0 and v(m-k+i) = 1; v(1:m-k+i-1) is stored on exit in */
/*  A(1:m-k+i-1,n-k+i), and tau in TAU(i). */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Test the input arguments */

    /* Parameter adjustments */
    a_dim1 = *lda;
    a_offset = 1 + a_dim1;
    a -= a_offset;
    --tau;
    --work;

    /* Function Body */
    *info = 0;
    if (*m < 0) {
	*info = -1;
    } else if (*n < 0) {
	*info = -2;
    } else if (*lda < max(1,*m)) {
	*info = -4;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("DGEQL2", &i__1);
	return 0;
    }

    k = min(*m,*n);

    for (i__ = k; i__ >= 1; --i__) {

/*        Generate elementary reflector H(i) to annihilate */
/*        A(1:m-k+i-1,n-k+i) */

	i__1 = *m - k + i__;
	dlarfg_(&i__1, &a[*m - k + i__ + (*n - k + i__) * a_dim1], &a[(*n - k 
		+ i__) * a_dim1 + 1], &c__1, &tau[i__]);

/*        Apply H(i) to A(1:m-k+i,1:n-k+i-1) from the left */

	aii = a[*m - k + i__ + (*n - k + i__) * a_dim1];
	a[*m - k + i__ + (*n - k + i__) * a_dim1] = 1.;
	i__1 = *m - k + i__;
	i__2 = *n - k + i__ - 1;
	dlarf_("Left", &i__1, &i__2, &a[(*n - k + i__) * a_dim1 + 1], &c__1, &
		tau[i__], &a[a_offset], lda, &work[1]);
	a[*m - k + i__ + (*n - k + i__) * a_dim1] = aii;
/* L10: */
    }
    return 0;

/*     End of DGEQL2 */

} /* dgeql2_ */
示例#30
0
/* Subroutine */ int dlaexc_(logical *wantq, integer *n, doublereal *t, 
	integer *ldt, doublereal *q, integer *ldq, integer *j1, integer *n1, 
	integer *n2, doublereal *work, integer *info)
{
    /* System generated locals */
    integer q_dim1, q_offset, t_dim1, t_offset, i__1;
    doublereal d__1, d__2, d__3;

    /* Local variables */
    doublereal d__[16]	/* was [4][4] */;
    integer k;
    doublereal u[3], x[4]	/* was [2][2] */;
    integer j2, j3, j4;
    doublereal u1[3], u2[3];
    integer nd;
    doublereal cs, t11, t22, t33, sn, wi1, wi2, wr1, wr2, eps, tau, tau1, 
	    tau2;
    integer ierr;
    doublereal temp;
    extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *);
    doublereal scale, dnorm, xnorm;
    extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *), dlasy2_(
	    logical *, logical *, integer *, integer *, integer *, doublereal 
	    *, integer *, doublereal *, integer *, doublereal *, integer *, 
	    doublereal *, doublereal *, integer *, doublereal *, integer *);
    extern doublereal dlamch_(char *), dlange_(char *, integer *, 
	    integer *, doublereal *, integer *, doublereal *);
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *, 
	     integer *, doublereal *), dlacpy_(char *, integer *, integer *, 
	    doublereal *, integer *, doublereal *, integer *), 
	    dlartg_(doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *), dlarfx_(char *, integer *, integer *, doublereal *, 
	     doublereal *, doublereal *, integer *, doublereal *);
    doublereal thresh, smlnum;


/*  -- LAPACK auxiliary routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in */
/*  an upper quasi-triangular matrix T by an orthogonal similarity */
/*  transformation. */

/*  T must be in Schur canonical form, that is, block upper triangular */
/*  with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block */
/*  has its diagonal elemnts equal and its off-diagonal elements of */
/*  opposite sign. */

/*  Arguments */
/*  ========= */

/*  WANTQ   (input) LOGICAL */
/*          = .TRUE. : accumulate the transformation in the matrix Q; */
/*          = .FALSE.: do not accumulate the transformation. */

/*  N       (input) INTEGER */
/*          The order of the matrix T. N >= 0. */

/*  T       (input/output) DOUBLE PRECISION array, dimension (LDT,N) */
/*          On entry, the upper quasi-triangular matrix T, in Schur */
/*          canonical form. */
/*          On exit, the updated matrix T, again in Schur canonical form. */

/*  LDT     (input)  INTEGER */
/*          The leading dimension of the array T. LDT >= max(1,N). */

/*  Q       (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/*          On entry, if WANTQ is .TRUE., the orthogonal matrix Q. */
/*          On exit, if WANTQ is .TRUE., the updated matrix Q. */
/*          If WANTQ is .FALSE., Q is not referenced. */

/*  LDQ     (input) INTEGER */
/*          The leading dimension of the array Q. */
/*          LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N. */

/*  J1      (input) INTEGER */
/*          The index of the first row of the first block T11. */

/*  N1      (input) INTEGER */
/*          The order of the first block T11. N1 = 0, 1 or 2. */

/*  N2      (input) INTEGER */
/*          The order of the second block T22. N2 = 0, 1 or 2. */

/*  WORK    (workspace) DOUBLE PRECISION array, dimension (N) */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          = 1: the transformed matrix T would be too far from Schur */
/*               form; the blocks are not swapped and T and Q are */
/*               unchanged. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    t_dim1 = *ldt;
    t_offset = 1 + t_dim1;
    t -= t_offset;
    q_dim1 = *ldq;
    q_offset = 1 + q_dim1;
    q -= q_offset;
    --work;

    /* Function Body */
    *info = 0;

/*     Quick return if possible */

    if (*n == 0 || *n1 == 0 || *n2 == 0) {
	return 0;
    }
    if (*j1 + *n1 > *n) {
	return 0;
    }

    j2 = *j1 + 1;
    j3 = *j1 + 2;
    j4 = *j1 + 3;

    if (*n1 == 1 && *n2 == 1) {

/*        Swap two 1-by-1 blocks. */

	t11 = t[*j1 + *j1 * t_dim1];
	t22 = t[j2 + j2 * t_dim1];

/*        Determine the transformation to perform the interchange. */

	d__1 = t22 - t11;
	dlartg_(&t[*j1 + j2 * t_dim1], &d__1, &cs, &sn, &temp);

/*        Apply transformation to the matrix T. */

	if (j3 <= *n) {
	    i__1 = *n - *j1 - 1;
	    drot_(&i__1, &t[*j1 + j3 * t_dim1], ldt, &t[j2 + j3 * t_dim1], 
		    ldt, &cs, &sn);
	}
	i__1 = *j1 - 1;
	drot_(&i__1, &t[*j1 * t_dim1 + 1], &c__1, &t[j2 * t_dim1 + 1], &c__1, 
		&cs, &sn);

	t[*j1 + *j1 * t_dim1] = t22;
	t[j2 + j2 * t_dim1] = t11;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    drot_(n, &q[*j1 * q_dim1 + 1], &c__1, &q[j2 * q_dim1 + 1], &c__1, 
		    &cs, &sn);
	}

    } else {

/*        Swapping involves at least one 2-by-2 block. */

/*        Copy the diagonal block of order N1+N2 to the local array D */
/*        and compute its norm. */

	nd = *n1 + *n2;
	dlacpy_("Full", &nd, &nd, &t[*j1 + *j1 * t_dim1], ldt, d__, &c__4);
	dnorm = dlange_("Max", &nd, &nd, d__, &c__4, &work[1]);

/*        Compute machine-dependent threshold for test for accepting */
/*        swap. */

	eps = dlamch_("P");
	smlnum = dlamch_("S") / eps;
/* Computing MAX */
	d__1 = eps * 10. * dnorm;
	thresh = max(d__1,smlnum);

/*        Solve T11*X - X*T22 = scale*T12 for X. */

	dlasy2_(&c_false, &c_false, &c_n1, n1, n2, d__, &c__4, &d__[*n1 + 1 + 
		(*n1 + 1 << 2) - 5], &c__4, &d__[(*n1 + 1 << 2) - 4], &c__4, &
		scale, x, &c__2, &xnorm, &ierr);

/*        Swap the adjacent diagonal blocks. */

	k = *n1 + *n1 + *n2 - 3;
	switch (k) {
	    case 1:  goto L10;
	    case 2:  goto L20;
	    case 3:  goto L30;
	}

L10:

/*        N1 = 1, N2 = 2: generate elementary reflector H so that: */

/*        ( scale, X11, X12 ) H = ( 0, 0, * ) */

	u[0] = scale;
	u[1] = x[0];
	u[2] = x[2];
	dlarfg_(&c__3, &u[2], u, &c__1, &tau);
	u[2] = 1.;
	t11 = t[*j1 + *j1 * t_dim1];

/*        Perform swap provisionally on diagonal block in D. */

	dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
	dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);

/*        Test whether to reject swap. */

/* Computing MAX */
	d__2 = abs(d__[2]), d__3 = abs(d__[6]), d__2 = max(d__2,d__3), d__3 = 
		(d__1 = d__[10] - t11, abs(d__1));
	if (max(d__2,d__3) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	i__1 = *n - *j1 + 1;
	dlarfx_("L", &c__3, &i__1, u, &tau, &t[*j1 + *j1 * t_dim1], ldt, &
		work[1]);
	dlarfx_("R", &j2, &c__3, u, &tau, &t[*j1 * t_dim1 + 1], ldt, &work[1]);

	t[j3 + *j1 * t_dim1] = 0.;
	t[j3 + j2 * t_dim1] = 0.;
	t[j3 + j3 * t_dim1] = t11;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    dlarfx_("R", n, &c__3, u, &tau, &q[*j1 * q_dim1 + 1], ldq, &work[
		    1]);
	}
	goto L40;

L20:

/*        N1 = 2, N2 = 1: generate elementary reflector H so that: */

/*        H (  -X11 ) = ( * ) */
/*          (  -X21 ) = ( 0 ) */
/*          ( scale ) = ( 0 ) */

	u[0] = -x[0];
	u[1] = -x[1];
	u[2] = scale;
	dlarfg_(&c__3, u, &u[1], &c__1, &tau);
	u[0] = 1.;
	t33 = t[j3 + j3 * t_dim1];

/*        Perform swap provisionally on diagonal block in D. */

	dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
	dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);

/*        Test whether to reject swap. */

/* Computing MAX */
	d__2 = abs(d__[1]), d__3 = abs(d__[2]), d__2 = max(d__2,d__3), d__3 = 
		(d__1 = d__[0] - t33, abs(d__1));
	if (max(d__2,d__3) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	dlarfx_("R", &j3, &c__3, u, &tau, &t[*j1 * t_dim1 + 1], ldt, &work[1]);
	i__1 = *n - *j1;
	dlarfx_("L", &c__3, &i__1, u, &tau, &t[*j1 + j2 * t_dim1], ldt, &work[
		1]);

	t[*j1 + *j1 * t_dim1] = t33;
	t[j2 + *j1 * t_dim1] = 0.;
	t[j3 + *j1 * t_dim1] = 0.;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    dlarfx_("R", n, &c__3, u, &tau, &q[*j1 * q_dim1 + 1], ldq, &work[
		    1]);
	}
	goto L40;

L30:

/*        N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so */
/*        that: */

/*        H(2) H(1) (  -X11  -X12 ) = (  *  * ) */
/*                  (  -X21  -X22 )   (  0  * ) */
/*                  ( scale    0  )   (  0  0 ) */
/*                  (    0  scale )   (  0  0 ) */

	u1[0] = -x[0];
	u1[1] = -x[1];
	u1[2] = scale;
	dlarfg_(&c__3, u1, &u1[1], &c__1, &tau1);
	u1[0] = 1.;

	temp = -tau1 * (x[2] + u1[1] * x[3]);
	u2[0] = -temp * u1[1] - x[3];
	u2[1] = -temp * u1[2];
	u2[2] = scale;
	dlarfg_(&c__3, u2, &u2[1], &c__1, &tau2);
	u2[0] = 1.;

/*        Perform swap provisionally on diagonal block in D. */

	dlarfx_("L", &c__3, &c__4, u1, &tau1, d__, &c__4, &work[1])
		;
	dlarfx_("R", &c__4, &c__3, u1, &tau1, d__, &c__4, &work[1])
		;
	dlarfx_("L", &c__3, &c__4, u2, &tau2, &d__[1], &c__4, &work[1]);
	dlarfx_("R", &c__4, &c__3, u2, &tau2, &d__[4], &c__4, &work[1]);

/*        Test whether to reject swap. */

/* Computing MAX */
	d__1 = abs(d__[2]), d__2 = abs(d__[6]), d__1 = max(d__1,d__2), d__2 = 
		abs(d__[3]), d__1 = max(d__1,d__2), d__2 = abs(d__[7]);
	if (max(d__1,d__2) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	i__1 = *n - *j1 + 1;
	dlarfx_("L", &c__3, &i__1, u1, &tau1, &t[*j1 + *j1 * t_dim1], ldt, &
		work[1]);
	dlarfx_("R", &j4, &c__3, u1, &tau1, &t[*j1 * t_dim1 + 1], ldt, &work[
		1]);
	i__1 = *n - *j1 + 1;
	dlarfx_("L", &c__3, &i__1, u2, &tau2, &t[j2 + *j1 * t_dim1], ldt, &
		work[1]);
	dlarfx_("R", &j4, &c__3, u2, &tau2, &t[j2 * t_dim1 + 1], ldt, &work[1]
);

	t[j3 + *j1 * t_dim1] = 0.;
	t[j3 + j2 * t_dim1] = 0.;
	t[j4 + *j1 * t_dim1] = 0.;
	t[j4 + j2 * t_dim1] = 0.;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    dlarfx_("R", n, &c__3, u1, &tau1, &q[*j1 * q_dim1 + 1], ldq, &
		    work[1]);
	    dlarfx_("R", n, &c__3, u2, &tau2, &q[j2 * q_dim1 + 1], ldq, &work[
		    1]);
	}

L40:

	if (*n2 == 2) {

/*           Standardize new 2-by-2 block T11 */

	    dlanv2_(&t[*j1 + *j1 * t_dim1], &t[*j1 + j2 * t_dim1], &t[j2 + *
		    j1 * t_dim1], &t[j2 + j2 * t_dim1], &wr1, &wi1, &wr2, &
		    wi2, &cs, &sn);
	    i__1 = *n - *j1 - 1;
	    drot_(&i__1, &t[*j1 + (*j1 + 2) * t_dim1], ldt, &t[j2 + (*j1 + 2) 
		    * t_dim1], ldt, &cs, &sn);
	    i__1 = *j1 - 1;
	    drot_(&i__1, &t[*j1 * t_dim1 + 1], &c__1, &t[j2 * t_dim1 + 1], &
		    c__1, &cs, &sn);
	    if (*wantq) {
		drot_(n, &q[*j1 * q_dim1 + 1], &c__1, &q[j2 * q_dim1 + 1], &
			c__1, &cs, &sn);
	    }
	}

	if (*n1 == 2) {

/*           Standardize new 2-by-2 block T22 */

	    j3 = *j1 + *n2;
	    j4 = j3 + 1;
	    dlanv2_(&t[j3 + j3 * t_dim1], &t[j3 + j4 * t_dim1], &t[j4 + j3 * 
		    t_dim1], &t[j4 + j4 * t_dim1], &wr1, &wi1, &wr2, &wi2, &
		    cs, &sn);
	    if (j3 + 2 <= *n) {
		i__1 = *n - j3 - 1;
		drot_(&i__1, &t[j3 + (j3 + 2) * t_dim1], ldt, &t[j4 + (j3 + 2)
			 * t_dim1], ldt, &cs, &sn);
	    }
	    i__1 = j3 - 1;
	    drot_(&i__1, &t[j3 * t_dim1 + 1], &c__1, &t[j4 * t_dim1 + 1], &
		    c__1, &cs, &sn);
	    if (*wantq) {
		drot_(n, &q[j3 * q_dim1 + 1], &c__1, &q[j4 * q_dim1 + 1], &
			c__1, &cs, &sn);
	    }
	}

    }
    return 0;

/*     Exit with INFO = 1 if swap was rejected. */

L50:
    *info = 1;
    return 0;

/*     End of DLAEXC */

} /* dlaexc_ */