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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dlaqr5.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dlaqr5.f')
-rw-r--r-- | SRC/dlaqr5.f | 812 |
1 files changed, 812 insertions, 0 deletions
diff --git a/SRC/dlaqr5.f b/SRC/dlaqr5.f new file mode 100644 index 00000000..17857572 --- /dev/null +++ b/SRC/dlaqr5.f @@ -0,0 +1,812 @@ + SUBROUTINE DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, + $ SR, SI, H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, + $ LDU, NV, WV, LDWV, NH, WH, LDWH ) +* +* -- LAPACK auxiliary routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV, + $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV + LOGICAL WANTT, WANTZ +* .. +* .. Array Arguments .. + DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), U( LDU, * ), + $ V( LDV, * ), WH( LDWH, * ), WV( LDWV, * ), + $ Z( LDZ, * ) +* .. +* +* This auxiliary subroutine called by DLAQR0 performs a +* single small-bulge multi-shift QR sweep. +* +* WANTT (input) logical scalar +* WANTT = .true. if the quasi-triangular Schur factor +* is being computed. WANTT is set to .false. otherwise. +* +* WANTZ (input) logical scalar +* WANTZ = .true. if the orthogonal Schur factor is being +* computed. WANTZ is set to .false. otherwise. +* +* KACC22 (input) integer with value 0, 1, or 2. +* Specifies the computation mode of far-from-diagonal +* orthogonal updates. +* = 0: DLAQR5 does not accumulate reflections and does not +* use matrix-matrix multiply to update far-from-diagonal +* matrix entries. +* = 1: DLAQR5 accumulates reflections and uses matrix-matrix +* multiply to update the far-from-diagonal matrix entries. +* = 2: DLAQR5 accumulates reflections, uses matrix-matrix +* multiply to update the far-from-diagonal matrix entries, +* and takes advantage of 2-by-2 block structure during +* matrix multiplies. +* +* N (input) integer scalar +* N is the order of the Hessenberg matrix H upon which this +* subroutine operates. +* +* KTOP (input) integer scalar +* KBOT (input) integer scalar +* These are the first and last rows and columns of an +* isolated diagonal block upon which the QR sweep is to be +* applied. It is assumed without a check that +* either KTOP = 1 or H(KTOP,KTOP-1) = 0 +* and +* either KBOT = N or H(KBOT+1,KBOT) = 0. +* +* NSHFTS (input) integer scalar +* NSHFTS gives the number of simultaneous shifts. NSHFTS +* must be positive and even. +* +* SR (input) DOUBLE PRECISION array of size (NSHFTS) +* SI (input) DOUBLE PRECISION array of size (NSHFTS) +* SR contains the real parts and SI contains the imaginary +* parts of the NSHFTS shifts of origin that define the +* multi-shift QR sweep. +* +* H (input/output) DOUBLE PRECISION array of size (LDH,N) +* On input H contains a Hessenberg matrix. On output a +* multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied +* to the isolated diagonal block in rows and columns KTOP +* through KBOT. +* +* LDH (input) integer scalar +* LDH is the leading dimension of H just as declared in the +* calling procedure. LDH.GE.MAX(1,N). +* +* ILOZ (input) INTEGER +* IHIZ (input) INTEGER +* Specify the rows of Z to which transformations must be +* applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N +* +* Z (input/output) DOUBLE PRECISION array of size (LDZ,IHI) +* If WANTZ = .TRUE., then the QR Sweep orthogonal +* similarity transformation is accumulated into +* Z(ILOZ:IHIZ,ILO:IHI) from the right. +* If WANTZ = .FALSE., then Z is unreferenced. +* +* LDZ (input) integer scalar +* LDA is the leading dimension of Z just as declared in +* the calling procedure. LDZ.GE.N. +* +* V (workspace) DOUBLE PRECISION array of size (LDV,NSHFTS/2) +* +* LDV (input) integer scalar +* LDV is the leading dimension of V as declared in the +* calling procedure. LDV.GE.3. +* +* U (workspace) DOUBLE PRECISION array of size +* (LDU,3*NSHFTS-3) +* +* LDU (input) integer scalar +* LDU is the leading dimension of U just as declared in the +* in the calling subroutine. LDU.GE.3*NSHFTS-3. +* +* NH (input) integer scalar +* NH is the number of columns in array WH available for +* workspace. NH.GE.1. +* +* WH (workspace) DOUBLE PRECISION array of size (LDWH,NH) +* +* LDWH (input) integer scalar +* Leading dimension of WH just as declared in the +* calling procedure. LDWH.GE.3*NSHFTS-3. +* +* NV (input) integer scalar +* NV is the number of rows in WV agailable for workspace. +* NV.GE.1. +* +* WV (workspace) DOUBLE PRECISION array of size +* (LDWV,3*NSHFTS-3) +* +* LDWV (input) integer scalar +* LDWV is the leading dimension of WV as declared in the +* in the calling subroutine. LDWV.GE.NV. +* +* +* ================================================================ +* Based on contributions by +* Karen Braman and Ralph Byers, Department of Mathematics, +* University of Kansas, USA +* +* ============================================================ +* Reference: +* +* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR +* Algorithm Part I: Maintaining Well Focused Shifts, and +* Level 3 Performance, SIAM Journal of Matrix Analysis, +* volume 23, pages 929--947, 2002. +* +* ============================================================ +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 ) +* .. +* .. Local Scalars .. + DOUBLE PRECISION ALPHA, BETA, H11, H12, H21, H22, REFSUM, + $ SAFMAX, SAFMIN, SCL, SMLNUM, SWAP, TST1, TST2, + $ ULP + INTEGER I, I2, I4, INCOL, J, J2, J4, JBOT, JCOL, JLEN, + $ JROW, JTOP, K, K1, KDU, KMS, KNZ, KRCOL, KZS, + $ M, M22, MBOT, MEND, MSTART, MTOP, NBMPS, NDCOL, + $ NS, NU + LOGICAL ACCUM, BLK22, BMP22 +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH + EXTERNAL DLAMCH +* .. +* .. Intrinsic Functions .. +* + INTRINSIC ABS, DBLE, MAX, MIN, MOD +* .. +* .. Local Arrays .. + DOUBLE PRECISION VT( 3 ) +* .. +* .. External Subroutines .. + EXTERNAL DGEMM, DLABAD, DLACPY, DLAQR1, DLARFG, DLASET, + $ DTRMM +* .. +* .. Executable Statements .. +* +* ==== If there are no shifts, then there is nothing to do. ==== +* + IF( NSHFTS.LT.2 ) + $ RETURN +* +* ==== If the active block is empty or 1-by-1, then there +* . is nothing to do. ==== +* + IF( KTOP.GE.KBOT ) + $ RETURN +* +* ==== Shuffle shifts into pairs of real shifts and pairs +* . of complex conjugate shifts assuming complex +* . conjugate shifts are already adjacent to one +* . another. ==== +* + DO 10 I = 1, NSHFTS - 2, 2 + IF( SI( I ).NE.-SI( I+1 ) ) THEN +* + SWAP = SR( I ) + SR( I ) = SR( I+1 ) + SR( I+1 ) = SR( I+2 ) + SR( I+2 ) = SWAP +* + SWAP = SI( I ) + SI( I ) = SI( I+1 ) + SI( I+1 ) = SI( I+2 ) + SI( I+2 ) = SWAP + END IF + 10 CONTINUE +* +* ==== NSHFTS is supposed to be even, but if is odd, +* . then simply reduce it by one. The shuffle above +* . ensures that the dropped shift is real and that +* . the remaining shifts are paired. ==== +* + NS = NSHFTS - MOD( NSHFTS, 2 ) +* +* ==== Machine constants for deflation ==== +* + SAFMIN = DLAMCH( 'SAFE MINIMUM' ) + SAFMAX = ONE / SAFMIN + CALL DLABAD( SAFMIN, SAFMAX ) + ULP = DLAMCH( 'PRECISION' ) + SMLNUM = SAFMIN*( DBLE( N ) / ULP ) +* +* ==== Use accumulated reflections to update far-from-diagonal +* . entries ? ==== +* + ACCUM = ( KACC22.EQ.1 ) .OR. ( KACC22.EQ.2 ) +* +* ==== If so, exploit the 2-by-2 block structure? ==== +* + BLK22 = ( NS.GT.2 ) .AND. ( KACC22.EQ.2 ) +* +* ==== clear trash ==== +* + IF( KTOP+2.LE.KBOT ) + $ H( KTOP+2, KTOP ) = ZERO +* +* ==== NBMPS = number of 2-shift bulges in the chain ==== +* + NBMPS = NS / 2 +* +* ==== KDU = width of slab ==== +* + KDU = 6*NBMPS - 3 +* +* ==== Create and chase chains of NBMPS bulges ==== +* + DO 220 INCOL = 3*( 1-NBMPS ) + KTOP - 1, KBOT - 2, 3*NBMPS - 2 + NDCOL = INCOL + KDU + IF( ACCUM ) + $ CALL DLASET( 'ALL', KDU, KDU, ZERO, ONE, U, LDU ) +* +* ==== Near-the-diagonal bulge chase. The following loop +* . performs the near-the-diagonal part of a small bulge +* . multi-shift QR sweep. Each 6*NBMPS-2 column diagonal +* . chunk extends from column INCOL to column NDCOL +* . (including both column INCOL and column NDCOL). The +* . following loop chases a 3*NBMPS column long chain of +* . NBMPS bulges 3*NBMPS-2 columns to the right. (INCOL +* . may be less than KTOP and and NDCOL may be greater than +* . KBOT indicating phantom columns from which to chase +* . bulges before they are actually introduced or to which +* . to chase bulges beyond column KBOT.) ==== +* + DO 150 KRCOL = INCOL, MIN( INCOL+3*NBMPS-3, KBOT-2 ) +* +* ==== Bulges number MTOP to MBOT are active double implicit +* . shift bulges. There may or may not also be small +* . 2-by-2 bulge, if there is room. The inactive bulges +* . (if any) must wait until the active bulges have moved +* . down the diagonal to make room. The phantom matrix +* . paradigm described above helps keep track. ==== +* + MTOP = MAX( 1, ( ( KTOP-1 )-KRCOL+2 ) / 3+1 ) + MBOT = MIN( NBMPS, ( KBOT-KRCOL ) / 3 ) + M22 = MBOT + 1 + BMP22 = ( MBOT.LT.NBMPS ) .AND. ( KRCOL+3*( M22-1 ) ).EQ. + $ ( KBOT-2 ) +* +* ==== Generate reflections to chase the chain right +* . one column. (The minimum value of K is KTOP-1.) ==== +* + DO 20 M = MTOP, MBOT + K = KRCOL + 3*( M-1 ) + IF( K.EQ.KTOP-1 ) THEN + CALL DLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ), + $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ), + $ V( 1, M ) ) + ALPHA = V( 1, M ) + CALL DLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) ) + ELSE + BETA = H( K+1, K ) + V( 2, M ) = H( K+2, K ) + V( 3, M ) = H( K+3, K ) + CALL DLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) ) +* +* ==== A Bulge may collapse because of vigilant +* . deflation or destructive underflow. (The +* . initial bulge is always collapsed.) Use +* . the two-small-subdiagonals trick to try +* . to get it started again. If V(2,M).NE.0 and +* . V(3,M) = H(K+3,K+1) = H(K+3,K+2) = 0, then +* . this bulge is collapsing into a zero +* . subdiagonal. It will be restarted next +* . trip through the loop.) +* + IF( V( 1, M ).NE.ZERO .AND. + $ ( V( 3, M ).NE.ZERO .OR. ( H( K+3, + $ K+1 ).EQ.ZERO .AND. H( K+3, K+2 ).EQ.ZERO ) ) ) + $ THEN +* +* ==== Typical case: not collapsed (yet). ==== +* + H( K+1, K ) = BETA + H( K+2, K ) = ZERO + H( K+3, K ) = ZERO + ELSE +* +* ==== Atypical case: collapsed. Attempt to +* . reintroduce ignoring H(K+1,K). If the +* . fill resulting from the new reflector +* . is too large, then abandon it. +* . Otherwise, use the new one. ==== +* + CALL DLAQR1( 3, H( K+1, K+1 ), LDH, SR( 2*M-1 ), + $ SI( 2*M-1 ), SR( 2*M ), SI( 2*M ), + $ VT ) + SCL = ABS( VT( 1 ) ) + ABS( VT( 2 ) ) + + $ ABS( VT( 3 ) ) + IF( SCL.NE.ZERO ) THEN + VT( 1 ) = VT( 1 ) / SCL + VT( 2 ) = VT( 2 ) / SCL + VT( 3 ) = VT( 3 ) / SCL + END IF +* +* ==== The following is the traditional and +* . conservative two-small-subdiagonals +* . test. ==== +* . + IF( ABS( H( K+1, K ) )*( ABS( VT( 2 ) )+ + $ ABS( VT( 3 ) ) ).GT.ULP*ABS( VT( 1 ) )* + $ ( ABS( H( K, K ) )+ABS( H( K+1, + $ K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN +* +* ==== Starting a new bulge here would +* . create non-negligible fill. If +* . the old reflector is diagonal (only +* . possible with underflows), then +* . change it to I. Otherwise, use +* . it with trepidation. ==== +* + IF( V( 2, M ).EQ.ZERO .AND. V( 3, M ).EQ.ZERO ) + $ THEN + V( 1, M ) = ZERO + ELSE + H( K+1, K ) = BETA + H( K+2, K ) = ZERO + H( K+3, K ) = ZERO + END IF + ELSE +* +* ==== Stating a new bulge here would +* . create only negligible fill. +* . Replace the old reflector with +* . the new one. ==== +* + ALPHA = VT( 1 ) + CALL DLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) ) + REFSUM = H( K+1, K ) + H( K+2, K )*VT( 2 ) + + $ H( K+3, K )*VT( 3 ) + H( K+1, K ) = H( K+1, K ) - VT( 1 )*REFSUM + H( K+2, K ) = ZERO + H( K+3, K ) = ZERO + V( 1, M ) = VT( 1 ) + V( 2, M ) = VT( 2 ) + V( 3, M ) = VT( 3 ) + END IF + END IF + END IF + 20 CONTINUE +* +* ==== Generate a 2-by-2 reflection, if needed. ==== +* + K = KRCOL + 3*( M22-1 ) + IF( BMP22 ) THEN + IF( K.EQ.KTOP-1 ) THEN + CALL DLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ), + $ SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ), + $ V( 1, M22 ) ) + BETA = V( 1, M22 ) + CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) + ELSE + BETA = H( K+1, K ) + V( 2, M22 ) = H( K+2, K ) + CALL DLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) ) + H( K+1, K ) = BETA + H( K+2, K ) = ZERO + END IF + ELSE +* +* ==== Initialize V(1,M22) here to avoid possible undefined +* . variable problems later. ==== +* + V( 1, M22 ) = ZERO + END IF +* +* ==== Multiply H by reflections from the left ==== +* + IF( ACCUM ) THEN + JBOT = MIN( NDCOL, KBOT ) + ELSE IF( WANTT ) THEN + JBOT = N + ELSE + JBOT = KBOT + END IF + DO 40 J = MAX( KTOP, KRCOL ), JBOT + MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 ) + DO 30 M = MTOP, MEND + K = KRCOL + 3*( M-1 ) + REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )* + $ H( K+2, J )+V( 3, M )*H( K+3, J ) ) + H( K+1, J ) = H( K+1, J ) - REFSUM + H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M ) + H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M ) + 30 CONTINUE + 40 CONTINUE + IF( BMP22 ) THEN + K = KRCOL + 3*( M22-1 ) + DO 50 J = MAX( K+1, KTOP ), JBOT + REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )* + $ H( K+2, J ) ) + H( K+1, J ) = H( K+1, J ) - REFSUM + H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 ) + 50 CONTINUE + END IF +* +* ==== Multiply H by reflections from the right. +* . Delay filling in the last row until the +* . vigilant deflation check is complete. ==== +* + IF( ACCUM ) THEN + JTOP = MAX( KTOP, INCOL ) + ELSE IF( WANTT ) THEN + JTOP = 1 + ELSE + JTOP = KTOP + END IF + DO 90 M = MTOP, MBOT + IF( V( 1, M ).NE.ZERO ) THEN + K = KRCOL + 3*( M-1 ) + DO 60 J = JTOP, MIN( KBOT, K+3 ) + REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )* + $ H( J, K+2 )+V( 3, M )*H( J, K+3 ) ) + H( J, K+1 ) = H( J, K+1 ) - REFSUM + H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M ) + H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M ) + 60 CONTINUE +* + IF( ACCUM ) THEN +* +* ==== Accumulate U. (If necessary, update Z later +* . with with an efficient matrix-matrix +* . multiply.) ==== +* + KMS = K - INCOL + DO 70 J = MAX( 1, KTOP-INCOL ), KDU + REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )* + $ U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) ) + U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM + U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M ) + U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M ) + 70 CONTINUE + ELSE IF( WANTZ ) THEN +* +* ==== U is not accumulated, so update Z +* . now by multiplying by reflections +* . from the right. ==== +* + DO 80 J = ILOZ, IHIZ + REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )* + $ Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) ) + Z( J, K+1 ) = Z( J, K+1 ) - REFSUM + Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M ) + Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M ) + 80 CONTINUE + END IF + END IF + 90 CONTINUE +* +* ==== Special case: 2-by-2 reflection (if needed) ==== +* + K = KRCOL + 3*( M22-1 ) + IF( BMP22 .AND. ( V( 1, M22 ).NE.ZERO ) ) THEN + DO 100 J = JTOP, MIN( KBOT, K+3 ) + REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )* + $ H( J, K+2 ) ) + H( J, K+1 ) = H( J, K+1 ) - REFSUM + H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 ) + 100 CONTINUE +* + IF( ACCUM ) THEN + KMS = K - INCOL + DO 110 J = MAX( 1, KTOP-INCOL ), KDU + REFSUM = V( 1, M22 )*( U( J, KMS+1 )+V( 2, M22 )* + $ U( J, KMS+2 ) ) + U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM + U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M22 ) + 110 CONTINUE + ELSE IF( WANTZ ) THEN + DO 120 J = ILOZ, IHIZ + REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )* + $ Z( J, K+2 ) ) + Z( J, K+1 ) = Z( J, K+1 ) - REFSUM + Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 ) + 120 CONTINUE + END IF + END IF +* +* ==== Vigilant deflation check ==== +* + MSTART = MTOP + IF( KRCOL+3*( MSTART-1 ).LT.KTOP ) + $ MSTART = MSTART + 1 + MEND = MBOT + IF( BMP22 ) + $ MEND = MEND + 1 + IF( KRCOL.EQ.KBOT-2 ) + $ MEND = MEND + 1 + DO 130 M = MSTART, MEND + K = MIN( KBOT-1, KRCOL+3*( M-1 ) ) +* +* ==== The following convergence test requires that +* . the tradition small-compared-to-nearby-diagonals +* . criterion and the Ahues & Tisseur (LAWN 122, 1997) +* . criteria both be satisfied. The latter improves +* . accuracy in some examples. Falling back on an +* . alternate convergence criterion when TST1 or TST2 +* . is zero (as done here) is traditional but probably +* . unnecessary. ==== +* + IF( H( K+1, K ).NE.ZERO ) THEN + TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) ) + IF( TST1.EQ.ZERO ) THEN + IF( K.GE.KTOP+1 ) + $ TST1 = TST1 + ABS( H( K, K-1 ) ) + IF( K.GE.KTOP+2 ) + $ TST1 = TST1 + ABS( H( K, K-2 ) ) + IF( K.GE.KTOP+3 ) + $ TST1 = TST1 + ABS( H( K, K-3 ) ) + IF( K.LE.KBOT-2 ) + $ TST1 = TST1 + ABS( H( K+2, K+1 ) ) + IF( K.LE.KBOT-3 ) + $ TST1 = TST1 + ABS( H( K+3, K+1 ) ) + IF( K.LE.KBOT-4 ) + $ TST1 = TST1 + ABS( H( K+4, K+1 ) ) + END IF + IF( ABS( H( K+1, K ) ).LE.MAX( SMLNUM, ULP*TST1 ) ) + $ THEN + H12 = MAX( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) ) + H21 = MIN( ABS( H( K+1, K ) ), ABS( H( K, K+1 ) ) ) + H11 = MAX( ABS( H( K+1, K+1 ) ), + $ ABS( H( K, K )-H( K+1, K+1 ) ) ) + H22 = MIN( ABS( H( K+1, K+1 ) ), + $ ABS( H( K, K )-H( K+1, K+1 ) ) ) + SCL = H11 + H12 + TST2 = H22*( H11 / SCL ) +* + IF( TST2.EQ.ZERO .OR. H21*( H12 / SCL ).LE. + $ MAX( SMLNUM, ULP*TST2 ) )H( K+1, K ) = ZERO + END IF + END IF + 130 CONTINUE +* +* ==== Fill in the last row of each bulge. ==== +* + MEND = MIN( NBMPS, ( KBOT-KRCOL-1 ) / 3 ) + DO 140 M = MTOP, MEND + K = KRCOL + 3*( M-1 ) + REFSUM = V( 1, M )*V( 3, M )*H( K+4, K+3 ) + H( K+4, K+1 ) = -REFSUM + H( K+4, K+2 ) = -REFSUM*V( 2, M ) + H( K+4, K+3 ) = H( K+4, K+3 ) - REFSUM*V( 3, M ) + 140 CONTINUE +* +* ==== End of near-the-diagonal bulge chase. ==== +* + 150 CONTINUE +* +* ==== Use U (if accumulated) to update far-from-diagonal +* . entries in H. If required, use U to update Z as +* . well. ==== +* + IF( ACCUM ) THEN + IF( WANTT ) THEN + JTOP = 1 + JBOT = N + ELSE + JTOP = KTOP + JBOT = KBOT + END IF + IF( ( .NOT.BLK22 ) .OR. ( INCOL.LT.KTOP ) .OR. + $ ( NDCOL.GT.KBOT ) .OR. ( NS.LE.2 ) ) THEN +* +* ==== Updates not exploiting the 2-by-2 block +* . structure of U. K1 and NU keep track of +* . the location and size of U in the special +* . cases of introducing bulges and chasing +* . bulges off the bottom. In these special +* . cases and in case the number of shifts +* . is NS = 2, there is no 2-by-2 block +* . structure to exploit. ==== +* + K1 = MAX( 1, KTOP-INCOL ) + NU = ( KDU-MAX( 0, NDCOL-KBOT ) ) - K1 + 1 +* +* ==== Horizontal Multiply ==== +* + DO 160 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH + JLEN = MIN( NH, JBOT-JCOL+1 ) + CALL DGEMM( 'C', 'N', NU, JLEN, NU, ONE, U( K1, K1 ), + $ LDU, H( INCOL+K1, JCOL ), LDH, ZERO, WH, + $ LDWH ) + CALL DLACPY( 'ALL', NU, JLEN, WH, LDWH, + $ H( INCOL+K1, JCOL ), LDH ) + 160 CONTINUE +* +* ==== Vertical multiply ==== +* + DO 170 JROW = JTOP, MAX( KTOP, INCOL ) - 1, NV + JLEN = MIN( NV, MAX( KTOP, INCOL )-JROW ) + CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE, + $ H( JROW, INCOL+K1 ), LDH, U( K1, K1 ), + $ LDU, ZERO, WV, LDWV ) + CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV, + $ H( JROW, INCOL+K1 ), LDH ) + 170 CONTINUE +* +* ==== Z multiply (also vertical) ==== +* + IF( WANTZ ) THEN + DO 180 JROW = ILOZ, IHIZ, NV + JLEN = MIN( NV, IHIZ-JROW+1 ) + CALL DGEMM( 'N', 'N', JLEN, NU, NU, ONE, + $ Z( JROW, INCOL+K1 ), LDZ, U( K1, K1 ), + $ LDU, ZERO, WV, LDWV ) + CALL DLACPY( 'ALL', JLEN, NU, WV, LDWV, + $ Z( JROW, INCOL+K1 ), LDZ ) + 180 CONTINUE + END IF + ELSE +* +* ==== Updates exploiting U's 2-by-2 block structure. +* . (I2, I4, J2, J4 are the last rows and columns +* . of the blocks.) ==== +* + I2 = ( KDU+1 ) / 2 + I4 = KDU + J2 = I4 - I2 + J4 = KDU +* +* ==== KZS and KNZ deal with the band of zeros +* . along the diagonal of one of the triangular +* . blocks. ==== +* + KZS = ( J4-J2 ) - ( NS+1 ) + KNZ = NS + 1 +* +* ==== Horizontal multiply ==== +* + DO 190 JCOL = MIN( NDCOL, KBOT ) + 1, JBOT, NH + JLEN = MIN( NH, JBOT-JCOL+1 ) +* +* ==== Copy bottom of H to top+KZS of scratch ==== +* (The first KZS rows get multiplied by zero.) ==== +* + CALL DLACPY( 'ALL', KNZ, JLEN, H( INCOL+1+J2, JCOL ), + $ LDH, WH( KZS+1, 1 ), LDWH ) +* +* ==== Multiply by U21' ==== +* + CALL DLASET( 'ALL', KZS, JLEN, ZERO, ZERO, WH, LDWH ) + CALL DTRMM( 'L', 'U', 'C', 'N', KNZ, JLEN, ONE, + $ U( J2+1, 1+KZS ), LDU, WH( KZS+1, 1 ), + $ LDWH ) +* +* ==== Multiply top of H by U11' ==== +* + CALL DGEMM( 'C', 'N', I2, JLEN, J2, ONE, U, LDU, + $ H( INCOL+1, JCOL ), LDH, ONE, WH, LDWH ) +* +* ==== Copy top of H bottom of WH ==== +* + CALL DLACPY( 'ALL', J2, JLEN, H( INCOL+1, JCOL ), LDH, + $ WH( I2+1, 1 ), LDWH ) +* +* ==== Multiply by U21' ==== +* + CALL DTRMM( 'L', 'L', 'C', 'N', J2, JLEN, ONE, + $ U( 1, I2+1 ), LDU, WH( I2+1, 1 ), LDWH ) +* +* ==== Multiply by U22 ==== +* + CALL DGEMM( 'C', 'N', I4-I2, JLEN, J4-J2, ONE, + $ U( J2+1, I2+1 ), LDU, + $ H( INCOL+1+J2, JCOL ), LDH, ONE, + $ WH( I2+1, 1 ), LDWH ) +* +* ==== Copy it back ==== +* + CALL DLACPY( 'ALL', KDU, JLEN, WH, LDWH, + $ H( INCOL+1, JCOL ), LDH ) + 190 CONTINUE +* +* ==== Vertical multiply ==== +* + DO 200 JROW = JTOP, MAX( INCOL, KTOP ) - 1, NV + JLEN = MIN( NV, MAX( INCOL, KTOP )-JROW ) +* +* ==== Copy right of H to scratch (the first KZS +* . columns get multiplied by zero) ==== +* + CALL DLACPY( 'ALL', JLEN, KNZ, H( JROW, INCOL+1+J2 ), + $ LDH, WV( 1, 1+KZS ), LDWV ) +* +* ==== Multiply by U21 ==== +* + CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, LDWV ) + CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, + $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), + $ LDWV ) +* +* ==== Multiply by U11 ==== +* + CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE, + $ H( JROW, INCOL+1 ), LDH, U, LDU, ONE, WV, + $ LDWV ) +* +* ==== Copy left of H to right of scratch ==== +* + CALL DLACPY( 'ALL', JLEN, J2, H( JROW, INCOL+1 ), LDH, + $ WV( 1, 1+I2 ), LDWV ) +* +* ==== Multiply by U21 ==== +* + CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, + $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), LDWV ) +* +* ==== Multiply by U22 ==== +* + CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, + $ H( JROW, INCOL+1+J2 ), LDH, + $ U( J2+1, I2+1 ), LDU, ONE, WV( 1, 1+I2 ), + $ LDWV ) +* +* ==== Copy it back ==== +* + CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV, + $ H( JROW, INCOL+1 ), LDH ) + 200 CONTINUE +* +* ==== Multiply Z (also vertical) ==== +* + IF( WANTZ ) THEN + DO 210 JROW = ILOZ, IHIZ, NV + JLEN = MIN( NV, IHIZ-JROW+1 ) +* +* ==== Copy right of Z to left of scratch (first +* . KZS columns get multiplied by zero) ==== +* + CALL DLACPY( 'ALL', JLEN, KNZ, + $ Z( JROW, INCOL+1+J2 ), LDZ, + $ WV( 1, 1+KZS ), LDWV ) +* +* ==== Multiply by U12 ==== +* + CALL DLASET( 'ALL', JLEN, KZS, ZERO, ZERO, WV, + $ LDWV ) + CALL DTRMM( 'R', 'U', 'N', 'N', JLEN, KNZ, ONE, + $ U( J2+1, 1+KZS ), LDU, WV( 1, 1+KZS ), + $ LDWV ) +* +* ==== Multiply by U11 ==== +* + CALL DGEMM( 'N', 'N', JLEN, I2, J2, ONE, + $ Z( JROW, INCOL+1 ), LDZ, U, LDU, ONE, + $ WV, LDWV ) +* +* ==== Copy left of Z to right of scratch ==== +* + CALL DLACPY( 'ALL', JLEN, J2, Z( JROW, INCOL+1 ), + $ LDZ, WV( 1, 1+I2 ), LDWV ) +* +* ==== Multiply by U21 ==== +* + CALL DTRMM( 'R', 'L', 'N', 'N', JLEN, I4-I2, ONE, + $ U( 1, I2+1 ), LDU, WV( 1, 1+I2 ), + $ LDWV ) +* +* ==== Multiply by U22 ==== +* + CALL DGEMM( 'N', 'N', JLEN, I4-I2, J4-J2, ONE, + $ Z( JROW, INCOL+1+J2 ), LDZ, + $ U( J2+1, I2+1 ), LDU, ONE, + $ WV( 1, 1+I2 ), LDWV ) +* +* ==== Copy the result back to Z ==== +* + CALL DLACPY( 'ALL', JLEN, KDU, WV, LDWV, + $ Z( JROW, INCOL+1 ), LDZ ) + 210 CONTINUE + END IF + END IF + END IF + 220 CONTINUE +* +* ==== End of DLAQR5 ==== +* + END |