Mercurial > hg > octave-max
changeset 2814:ffa60dc8e49b
[project @ 1997-03-14 04:30:59 by jwe]
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new file mode 100644 --- /dev/null +++ b/libcruft/blas/dsymv.f @@ -0,0 +1,265 @@ +* +************************************************************************ +* + SUBROUTINE DSYMV ( UPLO, N, ALPHA, A, LDA, X, INCX, + $ BETA, Y, INCY ) +* .. Scalar Arguments .. + DOUBLE PRECISION ALPHA, BETA + INTEGER INCX, INCY, LDA, N + CHARACTER*1 UPLO +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), X( * ), Y( * ) +* .. +* +* Purpose +* ======= +* +* DSYMV performs the matrix-vector operation +* +* y := alpha*A*x + beta*y, +* +* where alpha and beta are scalars, x and y are n element vectors and +* A is an n by n symmetric matrix. +* +* Parameters +* ========== +* +* UPLO - CHARACTER*1. +* On entry, UPLO specifies whether the upper or lower +* triangular part of the array A is to be referenced as +* follows: +* +* UPLO = 'U' or 'u' Only the upper triangular part of A +* is to be referenced. +* +* UPLO = 'L' or 'l' Only the lower triangular part of A +* is to be referenced. +* +* Unchanged on exit. +* +* N - INTEGER. +* On entry, N specifies the order of the matrix A. +* N must be at least zero. +* Unchanged on exit. +* +* ALPHA - DOUBLE PRECISION. +* On entry, ALPHA specifies the scalar alpha. +* Unchanged on exit. +* +* A - DOUBLE PRECISION array of DIMENSION ( LDA, n ). +* Before entry with UPLO = 'U' or 'u', the leading n by n +* upper triangular part of the array A must contain the upper +* triangular part of the symmetric matrix and the strictly +* lower triangular part of A is not referenced. +* Before entry with UPLO = 'L' or 'l', the leading n by n +* lower triangular part of the array A must contain the lower +* triangular part of the symmetric matrix and the strictly +* upper triangular part of A is not referenced. +* Unchanged on exit. +* +* LDA - INTEGER. +* On entry, LDA specifies the first dimension of A as declared +* in the calling (sub) program. LDA must be at least +* max( 1, n ). +* Unchanged on exit. +* +* X - DOUBLE PRECISION array of dimension at least +* ( 1 + ( n - 1 )*abs( INCX ) ). +* Before entry, the incremented array X must contain the n +* element vector x. +* Unchanged on exit. +* +* INCX - INTEGER. +* On entry, INCX specifies the increment for the elements of +* X. INCX must not be zero. +* Unchanged on exit. +* +* BETA - DOUBLE PRECISION. +* On entry, BETA specifies the scalar beta. When BETA is +* supplied as zero then Y need not be set on input. +* Unchanged on exit. +* +* Y - DOUBLE PRECISION array of dimension at least +* ( 1 + ( n - 1 )*abs( INCY ) ). +* Before entry, the incremented array Y must contain the n +* element vector y. On exit, Y is overwritten by the updated +* vector y. +* +* INCY - INTEGER. +* On entry, INCY specifies the increment for the elements of +* Y. INCY must not be zero. +* Unchanged on exit. +* +* +* Level 2 Blas routine. +* +* -- Written on 22-October-1986. +* Jack Dongarra, Argonne National Lab. +* Jeremy Du Croz, Nag Central Office. +* Sven Hammarling, Nag Central Office. +* Richard Hanson, Sandia National Labs. +* +* +* .. Parameters .. + DOUBLE PRECISION ONE , ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. Local Scalars .. + DOUBLE PRECISION TEMP1, TEMP2 + INTEGER I, INFO, IX, IY, J, JX, JY, KX, KY +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. External Subroutines .. + EXTERNAL XERBLA +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF ( .NOT.LSAME( UPLO, 'U' ).AND. + $ .NOT.LSAME( UPLO, 'L' ) )THEN + INFO = 1 + ELSE IF( N.LT.0 )THEN + INFO = 2 + ELSE IF( LDA.LT.MAX( 1, N ) )THEN + INFO = 5 + ELSE IF( INCX.EQ.0 )THEN + INFO = 7 + ELSE IF( INCY.EQ.0 )THEN + INFO = 10 + END IF + IF( INFO.NE.0 )THEN + CALL XERBLA( 'DSYMV ', INFO ) + RETURN + END IF +* +* Quick return if possible. +* + IF( ( N.EQ.0 ).OR.( ( ALPHA.EQ.ZERO ).AND.( BETA.EQ.ONE ) ) ) + $ RETURN +* +* Set up the start points in X and Y. +* + IF( INCX.GT.0 )THEN + KX = 1 + ELSE + KX = 1 - ( N - 1 )*INCX + END IF + IF( INCY.GT.0 )THEN + KY = 1 + ELSE + KY = 1 - ( N - 1 )*INCY + END IF +* +* Start the operations. In this version the elements of A are +* accessed sequentially with one pass through the triangular part +* of A. +* +* First form y := beta*y. +* + IF( BETA.NE.ONE )THEN + IF( INCY.EQ.1 )THEN + IF( BETA.EQ.ZERO )THEN + DO 10, I = 1, N + Y( I ) = ZERO + 10 CONTINUE + ELSE + DO 20, I = 1, N + Y( I ) = BETA*Y( I ) + 20 CONTINUE + END IF + ELSE + IY = KY + IF( BETA.EQ.ZERO )THEN + DO 30, I = 1, N + Y( IY ) = ZERO + IY = IY + INCY + 30 CONTINUE + ELSE + DO 40, I = 1, N + Y( IY ) = BETA*Y( IY ) + IY = IY + INCY + 40 CONTINUE + END IF + END IF + END IF + IF( ALPHA.EQ.ZERO ) + $ RETURN + IF( LSAME( UPLO, 'U' ) )THEN +* +* Form y when A is stored in upper triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 60, J = 1, N + TEMP1 = ALPHA*X( J ) + TEMP2 = ZERO + DO 50, I = 1, J - 1 + Y( I ) = Y( I ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + A( I, J )*X( I ) + 50 CONTINUE + Y( J ) = Y( J ) + TEMP1*A( J, J ) + ALPHA*TEMP2 + 60 CONTINUE + ELSE + JX = KX + JY = KY + DO 80, J = 1, N + TEMP1 = ALPHA*X( JX ) + TEMP2 = ZERO + IX = KX + IY = KY + DO 70, I = 1, J - 1 + Y( IY ) = Y( IY ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + A( I, J )*X( IX ) + IX = IX + INCX + IY = IY + INCY + 70 CONTINUE + Y( JY ) = Y( JY ) + TEMP1*A( J, J ) + ALPHA*TEMP2 + JX = JX + INCX + JY = JY + INCY + 80 CONTINUE + END IF + ELSE +* +* Form y when A is stored in lower triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 100, J = 1, N + TEMP1 = ALPHA*X( J ) + TEMP2 = ZERO + Y( J ) = Y( J ) + TEMP1*A( J, J ) + DO 90, I = J + 1, N + Y( I ) = Y( I ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + A( I, J )*X( I ) + 90 CONTINUE + Y( J ) = Y( J ) + ALPHA*TEMP2 + 100 CONTINUE + ELSE + JX = KX + JY = KY + DO 120, J = 1, N + TEMP1 = ALPHA*X( JX ) + TEMP2 = ZERO + Y( JY ) = Y( JY ) + TEMP1*A( J, J ) + IX = JX + IY = JY + DO 110, I = J + 1, N + IX = IX + INCX + IY = IY + INCY + Y( IY ) = Y( IY ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + A( I, J )*X( IX ) + 110 CONTINUE + Y( JY ) = Y( JY ) + ALPHA*TEMP2 + JX = JX + INCX + JY = JY + INCY + 120 CONTINUE + END IF + END IF +* + RETURN +* +* End of DSYMV . +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/blas/dsyr2.f @@ -0,0 +1,233 @@ +* +************************************************************************ +* + SUBROUTINE DSYR2 ( UPLO, N, ALPHA, X, INCX, Y, INCY, A, LDA ) +* .. Scalar Arguments .. + DOUBLE PRECISION ALPHA + INTEGER INCX, INCY, LDA, N + CHARACTER*1 UPLO +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), X( * ), Y( * ) +* .. +* +* Purpose +* ======= +* +* DSYR2 performs the symmetric rank 2 operation +* +* A := alpha*x*y' + alpha*y*x' + A, +* +* where alpha is a scalar, x and y are n element vectors and A is an n +* by n symmetric matrix. +* +* Parameters +* ========== +* +* UPLO - CHARACTER*1. +* On entry, UPLO specifies whether the upper or lower +* triangular part of the array A is to be referenced as +* follows: +* +* UPLO = 'U' or 'u' Only the upper triangular part of A +* is to be referenced. +* +* UPLO = 'L' or 'l' Only the lower triangular part of A +* is to be referenced. +* +* Unchanged on exit. +* +* N - INTEGER. +* On entry, N specifies the order of the matrix A. +* N must be at least zero. +* Unchanged on exit. +* +* ALPHA - DOUBLE PRECISION. +* On entry, ALPHA specifies the scalar alpha. +* Unchanged on exit. +* +* X - DOUBLE PRECISION array of dimension at least +* ( 1 + ( n - 1 )*abs( INCX ) ). +* Before entry, the incremented array X must contain the n +* element vector x. +* Unchanged on exit. +* +* INCX - INTEGER. +* On entry, INCX specifies the increment for the elements of +* X. INCX must not be zero. +* Unchanged on exit. +* +* Y - DOUBLE PRECISION array of dimension at least +* ( 1 + ( n - 1 )*abs( INCY ) ). +* Before entry, the incremented array Y must contain the n +* element vector y. +* Unchanged on exit. +* +* INCY - INTEGER. +* On entry, INCY specifies the increment for the elements of +* Y. INCY must not be zero. +* Unchanged on exit. +* +* A - DOUBLE PRECISION array of DIMENSION ( LDA, n ). +* Before entry with UPLO = 'U' or 'u', the leading n by n +* upper triangular part of the array A must contain the upper +* triangular part of the symmetric matrix and the strictly +* lower triangular part of A is not referenced. On exit, the +* upper triangular part of the array A is overwritten by the +* upper triangular part of the updated matrix. +* Before entry with UPLO = 'L' or 'l', the leading n by n +* lower triangular part of the array A must contain the lower +* triangular part of the symmetric matrix and the strictly +* upper triangular part of A is not referenced. On exit, the +* lower triangular part of the array A is overwritten by the +* lower triangular part of the updated matrix. +* +* LDA - INTEGER. +* On entry, LDA specifies the first dimension of A as declared +* in the calling (sub) program. LDA must be at least +* max( 1, n ). +* Unchanged on exit. +* +* +* Level 2 Blas routine. +* +* -- Written on 22-October-1986. +* Jack Dongarra, Argonne National Lab. +* Jeremy Du Croz, Nag Central Office. +* Sven Hammarling, Nag Central Office. +* Richard Hanson, Sandia National Labs. +* +* +* .. Parameters .. + DOUBLE PRECISION ZERO + PARAMETER ( ZERO = 0.0D+0 ) +* .. Local Scalars .. + DOUBLE PRECISION TEMP1, TEMP2 + INTEGER I, INFO, IX, IY, J, JX, JY, KX, KY +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. External Subroutines .. + EXTERNAL XERBLA +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF ( .NOT.LSAME( UPLO, 'U' ).AND. + $ .NOT.LSAME( UPLO, 'L' ) )THEN + INFO = 1 + ELSE IF( N.LT.0 )THEN + INFO = 2 + ELSE IF( INCX.EQ.0 )THEN + INFO = 5 + ELSE IF( INCY.EQ.0 )THEN + INFO = 7 + ELSE IF( LDA.LT.MAX( 1, N ) )THEN + INFO = 9 + END IF + IF( INFO.NE.0 )THEN + CALL XERBLA( 'DSYR2 ', INFO ) + RETURN + END IF +* +* Quick return if possible. +* + IF( ( N.EQ.0 ).OR.( ALPHA.EQ.ZERO ) ) + $ RETURN +* +* Set up the start points in X and Y if the increments are not both +* unity. +* + IF( ( INCX.NE.1 ).OR.( INCY.NE.1 ) )THEN + IF( INCX.GT.0 )THEN + KX = 1 + ELSE + KX = 1 - ( N - 1 )*INCX + END IF + IF( INCY.GT.0 )THEN + KY = 1 + ELSE + KY = 1 - ( N - 1 )*INCY + END IF + JX = KX + JY = KY + END IF +* +* Start the operations. In this version the elements of A are +* accessed sequentially with one pass through the triangular part +* of A. +* + IF( LSAME( UPLO, 'U' ) )THEN +* +* Form A when A is stored in the upper triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 20, J = 1, N + IF( ( X( J ).NE.ZERO ).OR.( Y( J ).NE.ZERO ) )THEN + TEMP1 = ALPHA*Y( J ) + TEMP2 = ALPHA*X( J ) + DO 10, I = 1, J + A( I, J ) = A( I, J ) + X( I )*TEMP1 + Y( I )*TEMP2 + 10 CONTINUE + END IF + 20 CONTINUE + ELSE + DO 40, J = 1, N + IF( ( X( JX ).NE.ZERO ).OR.( Y( JY ).NE.ZERO ) )THEN + TEMP1 = ALPHA*Y( JY ) + TEMP2 = ALPHA*X( JX ) + IX = KX + IY = KY + DO 30, I = 1, J + A( I, J ) = A( I, J ) + X( IX )*TEMP1 + $ + Y( IY )*TEMP2 + IX = IX + INCX + IY = IY + INCY + 30 CONTINUE + END IF + JX = JX + INCX + JY = JY + INCY + 40 CONTINUE + END IF + ELSE +* +* Form A when A is stored in the lower triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 60, J = 1, N + IF( ( X( J ).NE.ZERO ).OR.( Y( J ).NE.ZERO ) )THEN + TEMP1 = ALPHA*Y( J ) + TEMP2 = ALPHA*X( J ) + DO 50, I = J, N + A( I, J ) = A( I, J ) + X( I )*TEMP1 + Y( I )*TEMP2 + 50 CONTINUE + END IF + 60 CONTINUE + ELSE + DO 80, J = 1, N + IF( ( X( JX ).NE.ZERO ).OR.( Y( JY ).NE.ZERO ) )THEN + TEMP1 = ALPHA*Y( JY ) + TEMP2 = ALPHA*X( JX ) + IX = JX + IY = JY + DO 70, I = J, N + A( I, J ) = A( I, J ) + X( IX )*TEMP1 + $ + Y( IY )*TEMP2 + IX = IX + INCX + IY = IY + INCY + 70 CONTINUE + END IF + JX = JX + INCX + JY = JY + INCY + 80 CONTINUE + END IF + END IF +* + RETURN +* +* End of DSYR2 . +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/blas/dsyr2k.f @@ -0,0 +1,330 @@ +* +************************************************************************ +* + SUBROUTINE DSYR2K( UPLO, TRANS, N, K, ALPHA, A, LDA, B, LDB, + $ BETA, C, LDC ) +* .. Scalar Arguments .. + CHARACTER*1 UPLO, TRANS + INTEGER N, K, LDA, LDB, LDC + DOUBLE PRECISION ALPHA, BETA +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ) +* .. +* +* Purpose +* ======= +* +* DSYR2K performs one of the symmetric rank 2k operations +* +* C := alpha*A*B' + alpha*B*A' + beta*C, +* +* or +* +* C := alpha*A'*B + alpha*B'*A + beta*C, +* +* where alpha and beta are scalars, C is an n by n symmetric matrix +* and A and B are n by k matrices in the first case and k by n +* matrices in the second case. +* +* Parameters +* ========== +* +* UPLO - CHARACTER*1. +* On entry, UPLO specifies whether the upper or lower +* triangular part of the array C is to be referenced as +* follows: +* +* UPLO = 'U' or 'u' Only the upper triangular part of C +* is to be referenced. +* +* UPLO = 'L' or 'l' Only the lower triangular part of C +* is to be referenced. +* +* Unchanged on exit. +* +* TRANS - CHARACTER*1. +* On entry, TRANS specifies the operation to be performed as +* follows: +* +* TRANS = 'N' or 'n' C := alpha*A*B' + alpha*B*A' + +* beta*C. +* +* TRANS = 'T' or 't' C := alpha*A'*B + alpha*B'*A + +* beta*C. +* +* TRANS = 'C' or 'c' C := alpha*A'*B + alpha*B'*A + +* beta*C. +* +* Unchanged on exit. +* +* N - INTEGER. +* On entry, N specifies the order of the matrix C. N must be +* at least zero. +* Unchanged on exit. +* +* K - INTEGER. +* On entry with TRANS = 'N' or 'n', K specifies the number +* of columns of the matrices A and B, and on entry with +* TRANS = 'T' or 't' or 'C' or 'c', K specifies the number +* of rows of the matrices A and B. K must be at least zero. +* Unchanged on exit. +* +* ALPHA - DOUBLE PRECISION. +* On entry, ALPHA specifies the scalar alpha. +* Unchanged on exit. +* +* A - DOUBLE PRECISION array of DIMENSION ( LDA, ka ), where ka is +* k when TRANS = 'N' or 'n', and is n otherwise. +* Before entry with TRANS = 'N' or 'n', the leading n by k +* part of the array A must contain the matrix A, otherwise +* the leading k by n part of the array A must contain the +* matrix A. +* Unchanged on exit. +* +* LDA - INTEGER. +* On entry, LDA specifies the first dimension of A as declared +* in the calling (sub) program. When TRANS = 'N' or 'n' +* then LDA must be at least max( 1, n ), otherwise LDA must +* be at least max( 1, k ). +* Unchanged on exit. +* +* B - DOUBLE PRECISION array of DIMENSION ( LDB, kb ), where kb is +* k when TRANS = 'N' or 'n', and is n otherwise. +* Before entry with TRANS = 'N' or 'n', the leading n by k +* part of the array B must contain the matrix B, otherwise +* the leading k by n part of the array B must contain the +* matrix B. +* Unchanged on exit. +* +* LDB - INTEGER. +* On entry, LDB specifies the first dimension of B as declared +* in the calling (sub) program. When TRANS = 'N' or 'n' +* then LDB must be at least max( 1, n ), otherwise LDB must +* be at least max( 1, k ). +* Unchanged on exit. +* +* BETA - DOUBLE PRECISION. +* On entry, BETA specifies the scalar beta. +* Unchanged on exit. +* +* C - DOUBLE PRECISION array of DIMENSION ( LDC, n ). +* Before entry with UPLO = 'U' or 'u', the leading n by n +* upper triangular part of the array C must contain the upper +* triangular part of the symmetric matrix and the strictly +* lower triangular part of C is not referenced. On exit, the +* upper triangular part of the array C is overwritten by the +* upper triangular part of the updated matrix. +* Before entry with UPLO = 'L' or 'l', the leading n by n +* lower triangular part of the array C must contain the lower +* triangular part of the symmetric matrix and the strictly +* upper triangular part of C is not referenced. On exit, the +* lower triangular part of the array C is overwritten by the +* lower triangular part of the updated matrix. +* +* LDC - INTEGER. +* On entry, LDC specifies the first dimension of C as declared +* in the calling (sub) program. LDC must be at least +* max( 1, n ). +* Unchanged on exit. +* +* +* Level 3 Blas routine. +* +* +* -- Written on 8-February-1989. +* Jack Dongarra, Argonne National Laboratory. +* Iain Duff, AERE Harwell. +* Jeremy Du Croz, Numerical Algorithms Group Ltd. +* Sven Hammarling, Numerical Algorithms Group Ltd. +* +* +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. External Subroutines .. + EXTERNAL XERBLA +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, INFO, J, L, NROWA + DOUBLE PRECISION TEMP1, TEMP2 +* .. Parameters .. + DOUBLE PRECISION ONE , ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + IF( LSAME( TRANS, 'N' ) )THEN + NROWA = N + ELSE + NROWA = K + END IF + UPPER = LSAME( UPLO, 'U' ) +* + INFO = 0 + IF( ( .NOT.UPPER ).AND. + $ ( .NOT.LSAME( UPLO , 'L' ) ) )THEN + INFO = 1 + ELSE IF( ( .NOT.LSAME( TRANS, 'N' ) ).AND. + $ ( .NOT.LSAME( TRANS, 'T' ) ).AND. + $ ( .NOT.LSAME( TRANS, 'C' ) ) )THEN + INFO = 2 + ELSE IF( N .LT.0 )THEN + INFO = 3 + ELSE IF( K .LT.0 )THEN + INFO = 4 + ELSE IF( LDA.LT.MAX( 1, NROWA ) )THEN + INFO = 7 + ELSE IF( LDB.LT.MAX( 1, NROWA ) )THEN + INFO = 9 + ELSE IF( LDC.LT.MAX( 1, N ) )THEN + INFO = 12 + END IF + IF( INFO.NE.0 )THEN + CALL XERBLA( 'DSYR2K', INFO ) + RETURN + END IF +* +* Quick return if possible. +* + IF( ( N.EQ.0 ).OR. + $ ( ( ( ALPHA.EQ.ZERO ).OR.( K.EQ.0 ) ).AND.( BETA.EQ.ONE ) ) ) + $ RETURN +* +* And when alpha.eq.zero. +* + IF( ALPHA.EQ.ZERO )THEN + IF( UPPER )THEN + IF( BETA.EQ.ZERO )THEN + DO 20, J = 1, N + DO 10, I = 1, J + C( I, J ) = ZERO + 10 CONTINUE + 20 CONTINUE + ELSE + DO 40, J = 1, N + DO 30, I = 1, J + C( I, J ) = BETA*C( I, J ) + 30 CONTINUE + 40 CONTINUE + END IF + ELSE + IF( BETA.EQ.ZERO )THEN + DO 60, J = 1, N + DO 50, I = J, N + C( I, J ) = ZERO + 50 CONTINUE + 60 CONTINUE + ELSE + DO 80, J = 1, N + DO 70, I = J, N + C( I, J ) = BETA*C( I, J ) + 70 CONTINUE + 80 CONTINUE + END IF + END IF + RETURN + END IF +* +* Start the operations. +* + IF( LSAME( TRANS, 'N' ) )THEN +* +* Form C := alpha*A*B' + alpha*B*A' + C. +* + IF( UPPER )THEN + DO 130, J = 1, N + IF( BETA.EQ.ZERO )THEN + DO 90, I = 1, J + C( I, J ) = ZERO + 90 CONTINUE + ELSE IF( BETA.NE.ONE )THEN + DO 100, I = 1, J + C( I, J ) = BETA*C( I, J ) + 100 CONTINUE + END IF + DO 120, L = 1, K + IF( ( A( J, L ).NE.ZERO ).OR. + $ ( B( J, L ).NE.ZERO ) )THEN + TEMP1 = ALPHA*B( J, L ) + TEMP2 = ALPHA*A( J, L ) + DO 110, I = 1, J + C( I, J ) = C( I, J ) + + $ A( I, L )*TEMP1 + B( I, L )*TEMP2 + 110 CONTINUE + END IF + 120 CONTINUE + 130 CONTINUE + ELSE + DO 180, J = 1, N + IF( BETA.EQ.ZERO )THEN + DO 140, I = J, N + C( I, J ) = ZERO + 140 CONTINUE + ELSE IF( BETA.NE.ONE )THEN + DO 150, I = J, N + C( I, J ) = BETA*C( I, J ) + 150 CONTINUE + END IF + DO 170, L = 1, K + IF( ( A( J, L ).NE.ZERO ).OR. + $ ( B( J, L ).NE.ZERO ) )THEN + TEMP1 = ALPHA*B( J, L ) + TEMP2 = ALPHA*A( J, L ) + DO 160, I = J, N + C( I, J ) = C( I, J ) + + $ A( I, L )*TEMP1 + B( I, L )*TEMP2 + 160 CONTINUE + END IF + 170 CONTINUE + 180 CONTINUE + END IF + ELSE +* +* Form C := alpha*A'*B + alpha*B'*A + C. +* + IF( UPPER )THEN + DO 210, J = 1, N + DO 200, I = 1, J + TEMP1 = ZERO + TEMP2 = ZERO + DO 190, L = 1, K + TEMP1 = TEMP1 + A( L, I )*B( L, J ) + TEMP2 = TEMP2 + B( L, I )*A( L, J ) + 190 CONTINUE + IF( BETA.EQ.ZERO )THEN + C( I, J ) = ALPHA*TEMP1 + ALPHA*TEMP2 + ELSE + C( I, J ) = BETA *C( I, J ) + + $ ALPHA*TEMP1 + ALPHA*TEMP2 + END IF + 200 CONTINUE + 210 CONTINUE + ELSE + DO 240, J = 1, N + DO 230, I = J, N + TEMP1 = ZERO + TEMP2 = ZERO + DO 220, L = 1, K + TEMP1 = TEMP1 + A( L, I )*B( L, J ) + TEMP2 = TEMP2 + B( L, I )*A( L, J ) + 220 CONTINUE + IF( BETA.EQ.ZERO )THEN + C( I, J ) = ALPHA*TEMP1 + ALPHA*TEMP2 + ELSE + C( I, J ) = BETA *C( I, J ) + + $ ALPHA*TEMP1 + ALPHA*TEMP2 + END IF + 230 CONTINUE + 240 CONTINUE + END IF + END IF +* + RETURN +* +* End of DSYR2K. +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/blas/zhemv.f @@ -0,0 +1,269 @@ +* +************************************************************************ +* + SUBROUTINE ZHEMV ( UPLO, N, ALPHA, A, LDA, X, INCX, + $ BETA, Y, INCY ) +* .. Scalar Arguments .. + COMPLEX*16 ALPHA, BETA + INTEGER INCX, INCY, LDA, N + CHARACTER*1 UPLO +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), X( * ), Y( * ) +* .. +* +* Purpose +* ======= +* +* ZHEMV performs the matrix-vector operation +* +* y := alpha*A*x + beta*y, +* +* where alpha and beta are scalars, x and y are n element vectors and +* A is an n by n hermitian matrix. +* +* Parameters +* ========== +* +* UPLO - CHARACTER*1. +* On entry, UPLO specifies whether the upper or lower +* triangular part of the array A is to be referenced as +* follows: +* +* UPLO = 'U' or 'u' Only the upper triangular part of A +* is to be referenced. +* +* UPLO = 'L' or 'l' Only the lower triangular part of A +* is to be referenced. +* +* Unchanged on exit. +* +* N - INTEGER. +* On entry, N specifies the order of the matrix A. +* N must be at least zero. +* Unchanged on exit. +* +* ALPHA - COMPLEX*16 . +* On entry, ALPHA specifies the scalar alpha. +* Unchanged on exit. +* +* A - COMPLEX*16 array of DIMENSION ( LDA, n ). +* Before entry with UPLO = 'U' or 'u', the leading n by n +* upper triangular part of the array A must contain the upper +* triangular part of the hermitian matrix and the strictly +* lower triangular part of A is not referenced. +* Before entry with UPLO = 'L' or 'l', the leading n by n +* lower triangular part of the array A must contain the lower +* triangular part of the hermitian matrix and the strictly +* upper triangular part of A is not referenced. +* Note that the imaginary parts of the diagonal elements need +* not be set and are assumed to be zero. +* Unchanged on exit. +* +* LDA - INTEGER. +* On entry, LDA specifies the first dimension of A as declared +* in the calling (sub) program. LDA must be at least +* max( 1, n ). +* Unchanged on exit. +* +* X - COMPLEX*16 array of dimension at least +* ( 1 + ( n - 1 )*abs( INCX ) ). +* Before entry, the incremented array X must contain the n +* element vector x. +* Unchanged on exit. +* +* INCX - INTEGER. +* On entry, INCX specifies the increment for the elements of +* X. INCX must not be zero. +* Unchanged on exit. +* +* BETA - COMPLEX*16 . +* On entry, BETA specifies the scalar beta. When BETA is +* supplied as zero then Y need not be set on input. +* Unchanged on exit. +* +* Y - COMPLEX*16 array of dimension at least +* ( 1 + ( n - 1 )*abs( INCY ) ). +* Before entry, the incremented array Y must contain the n +* element vector y. On exit, Y is overwritten by the updated +* vector y. +* +* INCY - INTEGER. +* On entry, INCY specifies the increment for the elements of +* Y. INCY must not be zero. +* Unchanged on exit. +* +* +* Level 2 Blas routine. +* +* -- Written on 22-October-1986. +* Jack Dongarra, Argonne National Lab. +* Jeremy Du Croz, Nag Central Office. +* Sven Hammarling, Nag Central Office. +* Richard Hanson, Sandia National Labs. +* +* +* .. Parameters .. + COMPLEX*16 ONE + PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ) ) + COMPLEX*16 ZERO + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. Local Scalars .. + COMPLEX*16 TEMP1, TEMP2 + INTEGER I, INFO, IX, IY, J, JX, JY, KX, KY +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. External Subroutines .. + EXTERNAL XERBLA +* .. Intrinsic Functions .. + INTRINSIC DCONJG, MAX, DBLE +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF ( .NOT.LSAME( UPLO, 'U' ).AND. + $ .NOT.LSAME( UPLO, 'L' ) )THEN + INFO = 1 + ELSE IF( N.LT.0 )THEN + INFO = 2 + ELSE IF( LDA.LT.MAX( 1, N ) )THEN + INFO = 5 + ELSE IF( INCX.EQ.0 )THEN + INFO = 7 + ELSE IF( INCY.EQ.0 )THEN + INFO = 10 + END IF + IF( INFO.NE.0 )THEN + CALL XERBLA( 'ZHEMV ', INFO ) + RETURN + END IF +* +* Quick return if possible. +* + IF( ( N.EQ.0 ).OR.( ( ALPHA.EQ.ZERO ).AND.( BETA.EQ.ONE ) ) ) + $ RETURN +* +* Set up the start points in X and Y. +* + IF( INCX.GT.0 )THEN + KX = 1 + ELSE + KX = 1 - ( N - 1 )*INCX + END IF + IF( INCY.GT.0 )THEN + KY = 1 + ELSE + KY = 1 - ( N - 1 )*INCY + END IF +* +* Start the operations. In this version the elements of A are +* accessed sequentially with one pass through the triangular part +* of A. +* +* First form y := beta*y. +* + IF( BETA.NE.ONE )THEN + IF( INCY.EQ.1 )THEN + IF( BETA.EQ.ZERO )THEN + DO 10, I = 1, N + Y( I ) = ZERO + 10 CONTINUE + ELSE + DO 20, I = 1, N + Y( I ) = BETA*Y( I ) + 20 CONTINUE + END IF + ELSE + IY = KY + IF( BETA.EQ.ZERO )THEN + DO 30, I = 1, N + Y( IY ) = ZERO + IY = IY + INCY + 30 CONTINUE + ELSE + DO 40, I = 1, N + Y( IY ) = BETA*Y( IY ) + IY = IY + INCY + 40 CONTINUE + END IF + END IF + END IF + IF( ALPHA.EQ.ZERO ) + $ RETURN + IF( LSAME( UPLO, 'U' ) )THEN +* +* Form y when A is stored in upper triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 60, J = 1, N + TEMP1 = ALPHA*X( J ) + TEMP2 = ZERO + DO 50, I = 1, J - 1 + Y( I ) = Y( I ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + DCONJG( A( I, J ) )*X( I ) + 50 CONTINUE + Y( J ) = Y( J ) + TEMP1*DBLE( A( J, J ) ) + ALPHA*TEMP2 + 60 CONTINUE + ELSE + JX = KX + JY = KY + DO 80, J = 1, N + TEMP1 = ALPHA*X( JX ) + TEMP2 = ZERO + IX = KX + IY = KY + DO 70, I = 1, J - 1 + Y( IY ) = Y( IY ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + DCONJG( A( I, J ) )*X( IX ) + IX = IX + INCX + IY = IY + INCY + 70 CONTINUE + Y( JY ) = Y( JY ) + TEMP1*DBLE( A( J, J ) ) + ALPHA*TEMP2 + JX = JX + INCX + JY = JY + INCY + 80 CONTINUE + END IF + ELSE +* +* Form y when A is stored in lower triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 100, J = 1, N + TEMP1 = ALPHA*X( J ) + TEMP2 = ZERO + Y( J ) = Y( J ) + TEMP1*DBLE( A( J, J ) ) + DO 90, I = J + 1, N + Y( I ) = Y( I ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + DCONJG( A( I, J ) )*X( I ) + 90 CONTINUE + Y( J ) = Y( J ) + ALPHA*TEMP2 + 100 CONTINUE + ELSE + JX = KX + JY = KY + DO 120, J = 1, N + TEMP1 = ALPHA*X( JX ) + TEMP2 = ZERO + Y( JY ) = Y( JY ) + TEMP1*DBLE( A( J, J ) ) + IX = JX + IY = JY + DO 110, I = J + 1, N + IX = IX + INCX + IY = IY + INCY + Y( IY ) = Y( IY ) + TEMP1*A( I, J ) + TEMP2 = TEMP2 + DCONJG( A( I, J ) )*X( IX ) + 110 CONTINUE + Y( JY ) = Y( JY ) + ALPHA*TEMP2 + JX = JX + INCX + JY = JY + INCY + 120 CONTINUE + END IF + END IF +* + RETURN +* +* End of ZHEMV . +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/blas/zher2.f @@ -0,0 +1,252 @@ +* +************************************************************************ +* + SUBROUTINE ZHER2 ( UPLO, N, ALPHA, X, INCX, Y, INCY, A, LDA ) +* .. Scalar Arguments .. + COMPLEX*16 ALPHA + INTEGER INCX, INCY, LDA, N + CHARACTER*1 UPLO +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), X( * ), Y( * ) +* .. +* +* Purpose +* ======= +* +* ZHER2 performs the hermitian rank 2 operation +* +* A := alpha*x*conjg( y' ) + conjg( alpha )*y*conjg( x' ) + A, +* +* where alpha is a scalar, x and y are n element vectors and A is an n +* by n hermitian matrix. +* +* Parameters +* ========== +* +* UPLO - CHARACTER*1. +* On entry, UPLO specifies whether the upper or lower +* triangular part of the array A is to be referenced as +* follows: +* +* UPLO = 'U' or 'u' Only the upper triangular part of A +* is to be referenced. +* +* UPLO = 'L' or 'l' Only the lower triangular part of A +* is to be referenced. +* +* Unchanged on exit. +* +* N - INTEGER. +* On entry, N specifies the order of the matrix A. +* N must be at least zero. +* Unchanged on exit. +* +* ALPHA - COMPLEX*16 . +* On entry, ALPHA specifies the scalar alpha. +* Unchanged on exit. +* +* X - COMPLEX*16 array of dimension at least +* ( 1 + ( n - 1 )*abs( INCX ) ). +* Before entry, the incremented array X must contain the n +* element vector x. +* Unchanged on exit. +* +* INCX - INTEGER. +* On entry, INCX specifies the increment for the elements of +* X. INCX must not be zero. +* Unchanged on exit. +* +* Y - COMPLEX*16 array of dimension at least +* ( 1 + ( n - 1 )*abs( INCY ) ). +* Before entry, the incremented array Y must contain the n +* element vector y. +* Unchanged on exit. +* +* INCY - INTEGER. +* On entry, INCY specifies the increment for the elements of +* Y. INCY must not be zero. +* Unchanged on exit. +* +* A - COMPLEX*16 array of DIMENSION ( LDA, n ). +* Before entry with UPLO = 'U' or 'u', the leading n by n +* upper triangular part of the array A must contain the upper +* triangular part of the hermitian matrix and the strictly +* lower triangular part of A is not referenced. On exit, the +* upper triangular part of the array A is overwritten by the +* upper triangular part of the updated matrix. +* Before entry with UPLO = 'L' or 'l', the leading n by n +* lower triangular part of the array A must contain the lower +* triangular part of the hermitian matrix and the strictly +* upper triangular part of A is not referenced. On exit, the +* lower triangular part of the array A is overwritten by the +* lower triangular part of the updated matrix. +* Note that the imaginary parts of the diagonal elements need +* not be set, they are assumed to be zero, and on exit they +* are set to zero. +* +* LDA - INTEGER. +* On entry, LDA specifies the first dimension of A as declared +* in the calling (sub) program. LDA must be at least +* max( 1, n ). +* Unchanged on exit. +* +* +* Level 2 Blas routine. +* +* -- Written on 22-October-1986. +* Jack Dongarra, Argonne National Lab. +* Jeremy Du Croz, Nag Central Office. +* Sven Hammarling, Nag Central Office. +* Richard Hanson, Sandia National Labs. +* +* +* .. Parameters .. + COMPLEX*16 ZERO + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. Local Scalars .. + COMPLEX*16 TEMP1, TEMP2 + INTEGER I, INFO, IX, IY, J, JX, JY, KX, KY +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. External Subroutines .. + EXTERNAL XERBLA +* .. Intrinsic Functions .. + INTRINSIC DCONJG, MAX, DBLE +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF ( .NOT.LSAME( UPLO, 'U' ).AND. + $ .NOT.LSAME( UPLO, 'L' ) )THEN + INFO = 1 + ELSE IF( N.LT.0 )THEN + INFO = 2 + ELSE IF( INCX.EQ.0 )THEN + INFO = 5 + ELSE IF( INCY.EQ.0 )THEN + INFO = 7 + ELSE IF( LDA.LT.MAX( 1, N ) )THEN + INFO = 9 + END IF + IF( INFO.NE.0 )THEN + CALL XERBLA( 'ZHER2 ', INFO ) + RETURN + END IF +* +* Quick return if possible. +* + IF( ( N.EQ.0 ).OR.( ALPHA.EQ.ZERO ) ) + $ RETURN +* +* Set up the start points in X and Y if the increments are not both +* unity. +* + IF( ( INCX.NE.1 ).OR.( INCY.NE.1 ) )THEN + IF( INCX.GT.0 )THEN + KX = 1 + ELSE + KX = 1 - ( N - 1 )*INCX + END IF + IF( INCY.GT.0 )THEN + KY = 1 + ELSE + KY = 1 - ( N - 1 )*INCY + END IF + JX = KX + JY = KY + END IF +* +* Start the operations. In this version the elements of A are +* accessed sequentially with one pass through the triangular part +* of A. +* + IF( LSAME( UPLO, 'U' ) )THEN +* +* Form A when A is stored in the upper triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 20, J = 1, N + IF( ( X( J ).NE.ZERO ).OR.( Y( J ).NE.ZERO ) )THEN + TEMP1 = ALPHA*DCONJG( Y( J ) ) + TEMP2 = DCONJG( ALPHA*X( J ) ) + DO 10, I = 1, J - 1 + A( I, J ) = A( I, J ) + X( I )*TEMP1 + Y( I )*TEMP2 + 10 CONTINUE + A( J, J ) = DBLE( A( J, J ) ) + + $ DBLE( X( J )*TEMP1 + Y( J )*TEMP2 ) + ELSE + A( J, J ) = DBLE( A( J, J ) ) + END IF + 20 CONTINUE + ELSE + DO 40, J = 1, N + IF( ( X( JX ).NE.ZERO ).OR.( Y( JY ).NE.ZERO ) )THEN + TEMP1 = ALPHA*DCONJG( Y( JY ) ) + TEMP2 = DCONJG( ALPHA*X( JX ) ) + IX = KX + IY = KY + DO 30, I = 1, J - 1 + A( I, J ) = A( I, J ) + X( IX )*TEMP1 + $ + Y( IY )*TEMP2 + IX = IX + INCX + IY = IY + INCY + 30 CONTINUE + A( J, J ) = DBLE( A( J, J ) ) + + $ DBLE( X( JX )*TEMP1 + Y( JY )*TEMP2 ) + ELSE + A( J, J ) = DBLE( A( J, J ) ) + END IF + JX = JX + INCX + JY = JY + INCY + 40 CONTINUE + END IF + ELSE +* +* Form A when A is stored in the lower triangle. +* + IF( ( INCX.EQ.1 ).AND.( INCY.EQ.1 ) )THEN + DO 60, J = 1, N + IF( ( X( J ).NE.ZERO ).OR.( Y( J ).NE.ZERO ) )THEN + TEMP1 = ALPHA*DCONJG( Y( J ) ) + TEMP2 = DCONJG( ALPHA*X( J ) ) + A( J, J ) = DBLE( A( J, J ) ) + + $ DBLE( X( J )*TEMP1 + Y( J )*TEMP2 ) + DO 50, I = J + 1, N + A( I, J ) = A( I, J ) + X( I )*TEMP1 + Y( I )*TEMP2 + 50 CONTINUE + ELSE + A( J, J ) = DBLE( A( J, J ) ) + END IF + 60 CONTINUE + ELSE + DO 80, J = 1, N + IF( ( X( JX ).NE.ZERO ).OR.( Y( JY ).NE.ZERO ) )THEN + TEMP1 = ALPHA*DCONJG( Y( JY ) ) + TEMP2 = DCONJG( ALPHA*X( JX ) ) + A( J, J ) = DBLE( A( J, J ) ) + + $ DBLE( X( JX )*TEMP1 + Y( JY )*TEMP2 ) + IX = JX + IY = JY + DO 70, I = J + 1, N + IX = IX + INCX + IY = IY + INCY + A( I, J ) = A( I, J ) + X( IX )*TEMP1 + $ + Y( IY )*TEMP2 + 70 CONTINUE + ELSE + A( J, J ) = DBLE( A( J, J ) ) + END IF + JX = JX + INCX + JY = JY + INCY + 80 CONTINUE + END IF + END IF +* + RETURN +* +* End of ZHER2 . +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/blas/zher2k.f @@ -0,0 +1,372 @@ + SUBROUTINE ZHER2K( UPLO, TRANS, N, K, ALPHA, A, LDA, B, LDB, BETA, + $ C, LDC ) +* .. Scalar Arguments .. + CHARACTER TRANS, UPLO + INTEGER K, LDA, LDB, LDC, N + DOUBLE PRECISION BETA + COMPLEX*16 ALPHA +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), B( LDB, * ), C( LDC, * ) +* .. +* +* Purpose +* ======= +* +* ZHER2K performs one of the hermitian rank 2k operations +* +* C := alpha*A*conjg( B' ) + conjg( alpha )*B*conjg( A' ) + beta*C, +* +* or +* +* C := alpha*conjg( A' )*B + conjg( alpha )*conjg( B' )*A + beta*C, +* +* where alpha and beta are scalars with beta real, C is an n by n +* hermitian matrix and A and B are n by k matrices in the first case +* and k by n matrices in the second case. +* +* Parameters +* ========== +* +* UPLO - CHARACTER*1. +* On entry, UPLO specifies whether the upper or lower +* triangular part of the array C is to be referenced as +* follows: +* +* UPLO = 'U' or 'u' Only the upper triangular part of C +* is to be referenced. +* +* UPLO = 'L' or 'l' Only the lower triangular part of C +* is to be referenced. +* +* Unchanged on exit. +* +* TRANS - CHARACTER*1. +* On entry, TRANS specifies the operation to be performed as +* follows: +* +* TRANS = 'N' or 'n' C := alpha*A*conjg( B' ) + +* conjg( alpha )*B*conjg( A' ) + +* beta*C. +* +* TRANS = 'C' or 'c' C := alpha*conjg( A' )*B + +* conjg( alpha )*conjg( B' )*A + +* beta*C. +* +* Unchanged on exit. +* +* N - INTEGER. +* On entry, N specifies the order of the matrix C. N must be +* at least zero. +* Unchanged on exit. +* +* K - INTEGER. +* On entry with TRANS = 'N' or 'n', K specifies the number +* of columns of the matrices A and B, and on entry with +* TRANS = 'C' or 'c', K specifies the number of rows of the +* matrices A and B. K must be at least zero. +* Unchanged on exit. +* +* ALPHA - COMPLEX*16 . +* On entry, ALPHA specifies the scalar alpha. +* Unchanged on exit. +* +* A - COMPLEX*16 array of DIMENSION ( LDA, ka ), where ka is +* k when TRANS = 'N' or 'n', and is n otherwise. +* Before entry with TRANS = 'N' or 'n', the leading n by k +* part of the array A must contain the matrix A, otherwise +* the leading k by n part of the array A must contain the +* matrix A. +* Unchanged on exit. +* +* LDA - INTEGER. +* On entry, LDA specifies the first dimension of A as declared +* in the calling (sub) program. When TRANS = 'N' or 'n' +* then LDA must be at least max( 1, n ), otherwise LDA must +* be at least max( 1, k ). +* Unchanged on exit. +* +* B - COMPLEX*16 array of DIMENSION ( LDB, kb ), where kb is +* k when TRANS = 'N' or 'n', and is n otherwise. +* Before entry with TRANS = 'N' or 'n', the leading n by k +* part of the array B must contain the matrix B, otherwise +* the leading k by n part of the array B must contain the +* matrix B. +* Unchanged on exit. +* +* LDB - INTEGER. +* On entry, LDB specifies the first dimension of B as declared +* in the calling (sub) program. When TRANS = 'N' or 'n' +* then LDB must be at least max( 1, n ), otherwise LDB must +* be at least max( 1, k ). +* Unchanged on exit. +* +* BETA - DOUBLE PRECISION . +* On entry, BETA specifies the scalar beta. +* Unchanged on exit. +* +* C - COMPLEX*16 array of DIMENSION ( LDC, n ). +* Before entry with UPLO = 'U' or 'u', the leading n by n +* upper triangular part of the array C must contain the upper +* triangular part of the hermitian matrix and the strictly +* lower triangular part of C is not referenced. On exit, the +* upper triangular part of the array C is overwritten by the +* upper triangular part of the updated matrix. +* Before entry with UPLO = 'L' or 'l', the leading n by n +* lower triangular part of the array C must contain the lower +* triangular part of the hermitian matrix and the strictly +* upper triangular part of C is not referenced. On exit, the +* lower triangular part of the array C is overwritten by the +* lower triangular part of the updated matrix. +* Note that the imaginary parts of the diagonal elements need +* not be set, they are assumed to be zero, and on exit they +* are set to zero. +* +* LDC - INTEGER. +* On entry, LDC specifies the first dimension of C as declared +* in the calling (sub) program. LDC must be at least +* max( 1, n ). +* Unchanged on exit. +* +* +* Level 3 Blas routine. +* +* -- Written on 8-February-1989. +* Jack Dongarra, Argonne National Laboratory. +* Iain Duff, AERE Harwell. +* Jeremy Du Croz, Numerical Algorithms Group Ltd. +* Sven Hammarling, Numerical Algorithms Group Ltd. +* +* -- Modified 8-Nov-93 to set C(J,J) to DBLE( C(J,J) ) when BETA = 1. +* Ed Anderson, Cray Research Inc. +* +* +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC DBLE, DCONJG, MAX +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, INFO, J, L, NROWA + COMPLEX*16 TEMP1, TEMP2 +* .. +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) + COMPLEX*16 ZERO + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + IF( LSAME( TRANS, 'N' ) ) THEN + NROWA = N + ELSE + NROWA = K + END IF + UPPER = LSAME( UPLO, 'U' ) +* + INFO = 0 + IF( ( .NOT.UPPER ) .AND. ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN + INFO = 1 + ELSE IF( ( .NOT.LSAME( TRANS, 'N' ) ) .AND. + $ ( .NOT.LSAME( TRANS, 'C' ) ) ) THEN + INFO = 2 + ELSE IF( N.LT.0 ) THEN + INFO = 3 + ELSE IF( K.LT.0 ) THEN + INFO = 4 + ELSE IF( LDA.LT.MAX( 1, NROWA ) ) THEN + INFO = 7 + ELSE IF( LDB.LT.MAX( 1, NROWA ) ) THEN + INFO = 9 + ELSE IF( LDC.LT.MAX( 1, N ) ) THEN + INFO = 12 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZHER2K', INFO ) + RETURN + END IF +* +* Quick return if possible. +* + IF( ( N.EQ.0 ) .OR. ( ( ( ALPHA.EQ.ZERO ) .OR. ( K.EQ.0 ) ) .AND. + $ ( BETA.EQ.ONE ) ) )RETURN +* +* And when alpha.eq.zero. +* + IF( ALPHA.EQ.ZERO ) THEN + IF( UPPER ) THEN + IF( BETA.EQ.DBLE( ZERO ) ) THEN + DO 20 J = 1, N + DO 10 I = 1, J + C( I, J ) = ZERO + 10 CONTINUE + 20 CONTINUE + ELSE + DO 40 J = 1, N + DO 30 I = 1, J - 1 + C( I, J ) = BETA*C( I, J ) + 30 CONTINUE + C( J, J ) = BETA*DBLE( C( J, J ) ) + 40 CONTINUE + END IF + ELSE + IF( BETA.EQ.DBLE( ZERO ) ) THEN + DO 60 J = 1, N + DO 50 I = J, N + C( I, J ) = ZERO + 50 CONTINUE + 60 CONTINUE + ELSE + DO 80 J = 1, N + C( J, J ) = BETA*DBLE( C( J, J ) ) + DO 70 I = J + 1, N + C( I, J ) = BETA*C( I, J ) + 70 CONTINUE + 80 CONTINUE + END IF + END IF + RETURN + END IF +* +* Start the operations. +* + IF( LSAME( TRANS, 'N' ) ) THEN +* +* Form C := alpha*A*conjg( B' ) + conjg( alpha )*B*conjg( A' ) + +* C. +* + IF( UPPER ) THEN + DO 130 J = 1, N + IF( BETA.EQ.DBLE( ZERO ) ) THEN + DO 90 I = 1, J + C( I, J ) = ZERO + 90 CONTINUE + ELSE IF( BETA.NE.ONE ) THEN + DO 100 I = 1, J - 1 + C( I, J ) = BETA*C( I, J ) + 100 CONTINUE + C( J, J ) = BETA*DBLE( C( J, J ) ) + ELSE + C( J, J ) = DBLE( C( J, J ) ) + END IF + DO 120 L = 1, K + IF( ( A( J, L ).NE.ZERO ) .OR. ( B( J, L ).NE.ZERO ) ) + $ THEN + TEMP1 = ALPHA*DCONJG( B( J, L ) ) + TEMP2 = DCONJG( ALPHA*A( J, L ) ) + DO 110 I = 1, J - 1 + C( I, J ) = C( I, J ) + A( I, L )*TEMP1 + + $ B( I, L )*TEMP2 + 110 CONTINUE + C( J, J ) = DBLE( C( J, J ) ) + + $ DBLE( A( J, L )*TEMP1+B( J, L )*TEMP2 ) + END IF + 120 CONTINUE + 130 CONTINUE + ELSE + DO 180 J = 1, N + IF( BETA.EQ.DBLE( ZERO ) ) THEN + DO 140 I = J, N + C( I, J ) = ZERO + 140 CONTINUE + ELSE IF( BETA.NE.ONE ) THEN + DO 150 I = J + 1, N + C( I, J ) = BETA*C( I, J ) + 150 CONTINUE + C( J, J ) = BETA*DBLE( C( J, J ) ) + ELSE + C( J, J ) = DBLE( C( J, J ) ) + END IF + DO 170 L = 1, K + IF( ( A( J, L ).NE.ZERO ) .OR. ( B( J, L ).NE.ZERO ) ) + $ THEN + TEMP1 = ALPHA*DCONJG( B( J, L ) ) + TEMP2 = DCONJG( ALPHA*A( J, L ) ) + DO 160 I = J + 1, N + C( I, J ) = C( I, J ) + A( I, L )*TEMP1 + + $ B( I, L )*TEMP2 + 160 CONTINUE + C( J, J ) = DBLE( C( J, J ) ) + + $ DBLE( A( J, L )*TEMP1+B( J, L )*TEMP2 ) + END IF + 170 CONTINUE + 180 CONTINUE + END IF + ELSE +* +* Form C := alpha*conjg( A' )*B + conjg( alpha )*conjg( B' )*A + +* C. +* + IF( UPPER ) THEN + DO 210 J = 1, N + DO 200 I = 1, J + TEMP1 = ZERO + TEMP2 = ZERO + DO 190 L = 1, K + TEMP1 = TEMP1 + DCONJG( A( L, I ) )*B( L, J ) + TEMP2 = TEMP2 + DCONJG( B( L, I ) )*A( L, J ) + 190 CONTINUE + IF( I.EQ.J ) THEN + IF( BETA.EQ.DBLE( ZERO ) ) THEN + C( J, J ) = DBLE( ALPHA*TEMP1+DCONJG( ALPHA )* + $ TEMP2 ) + ELSE + C( J, J ) = BETA*DBLE( C( J, J ) ) + + $ DBLE( ALPHA*TEMP1+DCONJG( ALPHA )* + $ TEMP2 ) + END IF + ELSE + IF( BETA.EQ.DBLE( ZERO ) ) THEN + C( I, J ) = ALPHA*TEMP1 + DCONJG( ALPHA )*TEMP2 + ELSE + C( I, J ) = BETA*C( I, J ) + ALPHA*TEMP1 + + $ DCONJG( ALPHA )*TEMP2 + END IF + END IF + 200 CONTINUE + 210 CONTINUE + ELSE + DO 240 J = 1, N + DO 230 I = J, N + TEMP1 = ZERO + TEMP2 = ZERO + DO 220 L = 1, K + TEMP1 = TEMP1 + DCONJG( A( L, I ) )*B( L, J ) + TEMP2 = TEMP2 + DCONJG( B( L, I ) )*A( L, J ) + 220 CONTINUE + IF( I.EQ.J ) THEN + IF( BETA.EQ.DBLE( ZERO ) ) THEN + C( J, J ) = DBLE( ALPHA*TEMP1+DCONJG( ALPHA )* + $ TEMP2 ) + ELSE + C( J, J ) = BETA*DBLE( C( J, J ) ) + + $ DBLE( ALPHA*TEMP1+DCONJG( ALPHA )* + $ TEMP2 ) + END IF + ELSE + IF( BETA.EQ.DBLE( ZERO ) ) THEN + C( I, J ) = ALPHA*TEMP1 + DCONJG( ALPHA )*TEMP2 + ELSE + C( I, J ) = BETA*C( I, J ) + ALPHA*TEMP1 + + $ DCONJG( ALPHA )*TEMP2 + END IF + END IF + 230 CONTINUE + 240 CONTINUE + END IF + END IF +* + RETURN +* +* End of ZHER2K. +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dlae2.f @@ -0,0 +1,124 @@ + SUBROUTINE DLAE2( A, B, C, RT1, RT2 ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* October 31, 1992 +* +* .. Scalar Arguments .. + DOUBLE PRECISION A, B, C, RT1, RT2 +* .. +* +* Purpose +* ======= +* +* DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix +* [ A B ] +* [ B C ]. +* On return, RT1 is the eigenvalue of larger absolute value, and RT2 +* is the eigenvalue of smaller absolute value. +* +* Arguments +* ========= +* +* A (input) DOUBLE PRECISION +* The (1,1) element of the 2-by-2 matrix. +* +* B (input) DOUBLE PRECISION +* The (1,2) and (2,1) elements of the 2-by-2 matrix. +* +* C (input) DOUBLE PRECISION +* The (2,2) element of the 2-by-2 matrix. +* +* RT1 (output) DOUBLE PRECISION +* The eigenvalue of larger absolute value. +* +* RT2 (output) DOUBLE PRECISION +* The eigenvalue of smaller absolute value. +* +* Further Details +* =============== +* +* RT1 is accurate to a few ulps barring over/underflow. +* +* RT2 may be inaccurate if there is massive cancellation in the +* determinant A*C-B*B; higher precision or correctly rounded or +* correctly truncated arithmetic would be needed to compute RT2 +* accurately in all cases. +* +* Overflow is possible only if RT1 is within a factor of 5 of overflow. +* Underflow is harmless if the input data is 0 or exceeds +* underflow_threshold / macheps. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D0 ) + DOUBLE PRECISION TWO + PARAMETER ( TWO = 2.0D0 ) + DOUBLE PRECISION ZERO + PARAMETER ( ZERO = 0.0D0 ) + DOUBLE PRECISION HALF + PARAMETER ( HALF = 0.5D0 ) +* .. +* .. Local Scalars .. + DOUBLE PRECISION AB, ACMN, ACMX, ADF, DF, RT, SM, TB +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, SQRT +* .. +* .. Executable Statements .. +* +* Compute the eigenvalues +* + SM = A + C + DF = A - C + ADF = ABS( DF ) + TB = B + B + AB = ABS( TB ) + IF( ABS( A ).GT.ABS( C ) ) THEN + ACMX = A + ACMN = C + ELSE + ACMX = C + ACMN = A + END IF + IF( ADF.GT.AB ) THEN + RT = ADF*SQRT( ONE+( AB / ADF )**2 ) + ELSE IF( ADF.LT.AB ) THEN + RT = AB*SQRT( ONE+( ADF / AB )**2 ) + ELSE +* +* Includes case AB=ADF=0 +* + RT = AB*SQRT( TWO ) + END IF + IF( SM.LT.ZERO ) THEN + RT1 = HALF*( SM-RT ) +* +* Order of execution important. +* To get fully accurate smaller eigenvalue, +* next line needs to be executed in higher precision. +* + RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B + ELSE IF( SM.GT.ZERO ) THEN + RT1 = HALF*( SM+RT ) +* +* Order of execution important. +* To get fully accurate smaller eigenvalue, +* next line needs to be executed in higher precision. +* + RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B + ELSE +* +* Includes case RT1 = RT2 = 0 +* + RT1 = HALF*RT + RT2 = -HALF*RT + END IF + RETURN +* +* End of DLAE2 +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dlaev2.f @@ -0,0 +1,170 @@ + SUBROUTINE DLAEV2( A, B, C, RT1, RT2, CS1, SN1 ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* October 31, 1992 +* +* .. Scalar Arguments .. + DOUBLE PRECISION A, B, C, CS1, RT1, RT2, SN1 +* .. +* +* Purpose +* ======= +* +* DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix +* [ A B ] +* [ B C ]. +* On return, RT1 is the eigenvalue of larger absolute value, RT2 is the +* eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right +* eigenvector for RT1, giving the decomposition +* +* [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ] +* [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ]. +* +* Arguments +* ========= +* +* A (input) DOUBLE PRECISION +* The (1,1) element of the 2-by-2 matrix. +* +* B (input) DOUBLE PRECISION +* The (1,2) element and the conjugate of the (2,1) element of +* the 2-by-2 matrix. +* +* C (input) DOUBLE PRECISION +* The (2,2) element of the 2-by-2 matrix. +* +* RT1 (output) DOUBLE PRECISION +* The eigenvalue of larger absolute value. +* +* RT2 (output) DOUBLE PRECISION +* The eigenvalue of smaller absolute value. +* +* CS1 (output) DOUBLE PRECISION +* SN1 (output) DOUBLE PRECISION +* The vector (CS1, SN1) is a unit right eigenvector for RT1. +* +* Further Details +* =============== +* +* RT1 is accurate to a few ulps barring over/underflow. +* +* RT2 may be inaccurate if there is massive cancellation in the +* determinant A*C-B*B; higher precision or correctly rounded or +* correctly truncated arithmetic would be needed to compute RT2 +* accurately in all cases. +* +* CS1 and SN1 are accurate to a few ulps barring over/underflow. +* +* Overflow is possible only if RT1 is within a factor of 5 of overflow. +* Underflow is harmless if the input data is 0 or exceeds +* underflow_threshold / macheps. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D0 ) + DOUBLE PRECISION TWO + PARAMETER ( TWO = 2.0D0 ) + DOUBLE PRECISION ZERO + PARAMETER ( ZERO = 0.0D0 ) + DOUBLE PRECISION HALF + PARAMETER ( HALF = 0.5D0 ) +* .. +* .. Local Scalars .. + INTEGER SGN1, SGN2 + DOUBLE PRECISION AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM, + $ TB, TN +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, SQRT +* .. +* .. Executable Statements .. +* +* Compute the eigenvalues +* + SM = A + C + DF = A - C + ADF = ABS( DF ) + TB = B + B + AB = ABS( TB ) + IF( ABS( A ).GT.ABS( C ) ) THEN + ACMX = A + ACMN = C + ELSE + ACMX = C + ACMN = A + END IF + IF( ADF.GT.AB ) THEN + RT = ADF*SQRT( ONE+( AB / ADF )**2 ) + ELSE IF( ADF.LT.AB ) THEN + RT = AB*SQRT( ONE+( ADF / AB )**2 ) + ELSE +* +* Includes case AB=ADF=0 +* + RT = AB*SQRT( TWO ) + END IF + IF( SM.LT.ZERO ) THEN + RT1 = HALF*( SM-RT ) + SGN1 = -1 +* +* Order of execution important. +* To get fully accurate smaller eigenvalue, +* next line needs to be executed in higher precision. +* + RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B + ELSE IF( SM.GT.ZERO ) THEN + RT1 = HALF*( SM+RT ) + SGN1 = 1 +* +* Order of execution important. +* To get fully accurate smaller eigenvalue, +* next line needs to be executed in higher precision. +* + RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B + ELSE +* +* Includes case RT1 = RT2 = 0 +* + RT1 = HALF*RT + RT2 = -HALF*RT + SGN1 = 1 + END IF +* +* Compute the eigenvector +* + IF( DF.GE.ZERO ) THEN + CS = DF + RT + SGN2 = 1 + ELSE + CS = DF - RT + SGN2 = -1 + END IF + ACS = ABS( CS ) + IF( ACS.GT.AB ) THEN + CT = -TB / CS + SN1 = ONE / SQRT( ONE+CT*CT ) + CS1 = CT*SN1 + ELSE + IF( AB.EQ.ZERO ) THEN + CS1 = ONE + SN1 = ZERO + ELSE + TN = -CS / TB + CS1 = ONE / SQRT( ONE+TN*TN ) + SN1 = TN*CS1 + END IF + END IF + IF( SGN1.EQ.SGN2 ) THEN + TN = CS1 + CS1 = -SN1 + SN1 = TN + END IF + RETURN +* +* End of DLAEV2 +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dlanst.f @@ -0,0 +1,125 @@ + DOUBLE PRECISION FUNCTION DLANST( NORM, N, D, E ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* February 29, 1992 +* +* .. Scalar Arguments .. + CHARACTER NORM + INTEGER N +* .. +* .. Array Arguments .. + DOUBLE PRECISION D( * ), E( * ) +* .. +* +* Purpose +* ======= +* +* DLANST returns the value of the one norm, or the Frobenius norm, or +* the infinity norm, or the element of largest absolute value of a +* real symmetric tridiagonal matrix A. +* +* Description +* =========== +* +* DLANST returns the value +* +* DLANST = ( max(abs(A(i,j))), NORM = 'M' or 'm' +* ( +* ( norm1(A), NORM = '1', 'O' or 'o' +* ( +* ( normI(A), NORM = 'I' or 'i' +* ( +* ( normF(A), NORM = 'F', 'f', 'E' or 'e' +* +* where norm1 denotes the one norm of a matrix (maximum column sum), +* normI denotes the infinity norm of a matrix (maximum row sum) and +* normF denotes the Frobenius norm of a matrix (square root of sum of +* squares). Note that max(abs(A(i,j))) is not a matrix norm. +* +* Arguments +* ========= +* +* NORM (input) CHARACTER*1 +* Specifies the value to be returned in DLANST as described +* above. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. When N = 0, DLANST is +* set to zero. +* +* D (input) DOUBLE PRECISION array, dimension (N) +* The diagonal elements of A. +* +* E (input) DOUBLE PRECISION array, dimension (N-1) +* The (n-1) sub-diagonal or super-diagonal elements of A. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I + DOUBLE PRECISION ANORM, SCALE, SUM +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL DLASSQ +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX, SQRT +* .. +* .. Executable Statements .. +* + IF( N.LE.0 ) THEN + ANORM = ZERO + ELSE IF( LSAME( NORM, 'M' ) ) THEN +* +* Find max(abs(A(i,j))). +* + ANORM = ABS( D( N ) ) + DO 10 I = 1, N - 1 + ANORM = MAX( ANORM, ABS( D( I ) ) ) + ANORM = MAX( ANORM, ABS( E( I ) ) ) + 10 CONTINUE + ELSE IF( LSAME( NORM, 'O' ) .OR. NORM.EQ.'1' .OR. + $ LSAME( NORM, 'I' ) ) THEN +* +* Find norm1(A). +* + IF( N.EQ.1 ) THEN + ANORM = ABS( D( 1 ) ) + ELSE + ANORM = MAX( ABS( D( 1 ) )+ABS( E( 1 ) ), + $ ABS( E( N-1 ) )+ABS( D( N ) ) ) + DO 20 I = 2, N - 1 + ANORM = MAX( ANORM, ABS( D( I ) )+ABS( E( I ) )+ + $ ABS( E( I-1 ) ) ) + 20 CONTINUE + END IF + ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN +* +* Find normF(A). +* + SCALE = ZERO + SUM = ONE + IF( N.GT.1 ) THEN + CALL DLASSQ( N-1, E, 1, SCALE, SUM ) + SUM = 2*SUM + END IF + CALL DLASSQ( N, D, 1, SCALE, SUM ) + ANORM = SCALE*SQRT( SUM ) + END IF +* + DLANST = ANORM + RETURN +* +* End of DLANST +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dlansy.f @@ -0,0 +1,174 @@ + DOUBLE PRECISION FUNCTION DLANSY( NORM, UPLO, N, A, LDA, WORK ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* October 31, 1992 +* +* .. Scalar Arguments .. + CHARACTER NORM, UPLO + INTEGER LDA, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DLANSY returns the value of the one norm, or the Frobenius norm, or +* the infinity norm, or the element of largest absolute value of a +* real symmetric matrix A. +* +* Description +* =========== +* +* DLANSY returns the value +* +* DLANSY = ( max(abs(A(i,j))), NORM = 'M' or 'm' +* ( +* ( norm1(A), NORM = '1', 'O' or 'o' +* ( +* ( normI(A), NORM = 'I' or 'i' +* ( +* ( normF(A), NORM = 'F', 'f', 'E' or 'e' +* +* where norm1 denotes the one norm of a matrix (maximum column sum), +* normI denotes the infinity norm of a matrix (maximum row sum) and +* normF denotes the Frobenius norm of a matrix (square root of sum of +* squares). Note that max(abs(A(i,j))) is not a matrix norm. +* +* Arguments +* ========= +* +* NORM (input) CHARACTER*1 +* Specifies the value to be returned in DLANSY as described +* above. +* +* UPLO (input) CHARACTER*1 +* Specifies whether the upper or lower triangular part of the +* symmetric matrix A is to be referenced. +* = 'U': Upper triangular part of A is referenced +* = 'L': Lower triangular part of A is referenced +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. When N = 0, DLANSY is +* set to zero. +* +* A (input) DOUBLE PRECISION array, dimension (LDA,N) +* 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. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(N,1). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (LWORK), +* where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, +* WORK is not referenced. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, J + DOUBLE PRECISION ABSA, SCALE, SUM, VALUE +* .. +* .. External Subroutines .. + EXTERNAL DLASSQ +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX, SQRT +* .. +* .. Executable Statements .. +* + IF( N.EQ.0 ) THEN + VALUE = ZERO + ELSE IF( LSAME( NORM, 'M' ) ) THEN +* +* Find max(abs(A(i,j))). +* + VALUE = ZERO + IF( LSAME( UPLO, 'U' ) ) THEN + DO 20 J = 1, N + DO 10 I = 1, J + VALUE = MAX( VALUE, ABS( A( I, J ) ) ) + 10 CONTINUE + 20 CONTINUE + ELSE + DO 40 J = 1, N + DO 30 I = J, N + VALUE = MAX( VALUE, ABS( A( I, J ) ) ) + 30 CONTINUE + 40 CONTINUE + END IF + ELSE IF( ( LSAME( NORM, 'I' ) ) .OR. ( LSAME( NORM, 'O' ) ) .OR. + $ ( NORM.EQ.'1' ) ) THEN +* +* Find normI(A) ( = norm1(A), since A is symmetric). +* + VALUE = ZERO + IF( LSAME( UPLO, 'U' ) ) THEN + DO 60 J = 1, N + SUM = ZERO + DO 50 I = 1, J - 1 + ABSA = ABS( A( I, J ) ) + SUM = SUM + ABSA + WORK( I ) = WORK( I ) + ABSA + 50 CONTINUE + WORK( J ) = SUM + ABS( A( J, J ) ) + 60 CONTINUE + DO 70 I = 1, N + VALUE = MAX( VALUE, WORK( I ) ) + 70 CONTINUE + ELSE + DO 80 I = 1, N + WORK( I ) = ZERO + 80 CONTINUE + DO 100 J = 1, N + SUM = WORK( J ) + ABS( A( J, J ) ) + DO 90 I = J + 1, N + ABSA = ABS( A( I, J ) ) + SUM = SUM + ABSA + WORK( I ) = WORK( I ) + ABSA + 90 CONTINUE + VALUE = MAX( VALUE, SUM ) + 100 CONTINUE + END IF + ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN +* +* Find normF(A). +* + SCALE = ZERO + SUM = ONE + IF( LSAME( UPLO, 'U' ) ) THEN + DO 110 J = 2, N + CALL DLASSQ( J-1, A( 1, J ), 1, SCALE, SUM ) + 110 CONTINUE + ELSE + DO 120 J = 1, N - 1 + CALL DLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM ) + 120 CONTINUE + END IF + SUM = 2*SUM + CALL DLASSQ( N, A, LDA+1, SCALE, SUM ) + VALUE = SCALE*SQRT( SUM ) + END IF +* + DLANSY = VALUE + RETURN +* +* End of DLANSY +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dlatrd.f @@ -0,0 +1,259 @@ + SUBROUTINE DLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* October 31, 1992 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER LDA, LDW, N, NB +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), E( * ), TAU( * ), W( LDW, * ) +* .. +* +* 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). +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE, HALF + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, HALF = 0.5D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, IW + DOUBLE PRECISION ALPHA +* .. +* .. External Subroutines .. + EXTERNAL DAXPY, DGEMV, DLARFG, DSCAL, DSYMV +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DDOT + EXTERNAL LSAME, DDOT +* .. +* .. Intrinsic Functions .. + INTRINSIC MIN +* .. +* .. Executable Statements .. +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* + IF( LSAME( UPLO, 'U' ) ) THEN +* +* Reduce last NB columns of upper triangle +* + DO 10 I = N, N - NB + 1, -1 + IW = I - N + NB + IF( I.LT.N ) THEN +* +* Update A(1:i,i) +* + CALL DGEMV( 'No transpose', I, N-I, -ONE, A( 1, I+1 ), + $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 ) + CALL DGEMV( 'No transpose', I, N-I, -ONE, W( 1, IW+1 ), + $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 ) + END IF + IF( I.GT.1 ) THEN +* +* Generate elementary reflector H(i) to annihilate +* A(1:i-2,i) +* + CALL DLARFG( I-1, A( I-1, I ), A( 1, I ), 1, TAU( I-1 ) ) + E( I-1 ) = A( I-1, I ) + A( I-1, I ) = ONE +* +* Compute W(1:i-1,i) +* + CALL DSYMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1, + $ ZERO, W( 1, IW ), 1 ) + IF( I.LT.N ) THEN + CALL DGEMV( 'Transpose', I-1, N-I, ONE, W( 1, IW+1 ), + $ LDW, A( 1, I ), 1, ZERO, W( I+1, IW ), 1 ) + CALL DGEMV( 'No transpose', I-1, N-I, -ONE, + $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE, + $ W( 1, IW ), 1 ) + CALL DGEMV( 'Transpose', I-1, N-I, ONE, A( 1, I+1 ), + $ LDA, A( 1, I ), 1, ZERO, W( I+1, IW ), 1 ) + CALL DGEMV( 'No transpose', I-1, N-I, -ONE, + $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE, + $ W( 1, IW ), 1 ) + END IF + CALL DSCAL( I-1, TAU( I-1 ), W( 1, IW ), 1 ) + ALPHA = -HALF*TAU( I-1 )*DDOT( I-1, W( 1, IW ), 1, + $ A( 1, I ), 1 ) + CALL DAXPY( I-1, ALPHA, A( 1, I ), 1, W( 1, IW ), 1 ) + END IF +* + 10 CONTINUE + ELSE +* +* Reduce first NB columns of lower triangle +* + DO 20 I = 1, NB +* +* Update A(i:n,i) +* + CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, A( I, 1 ), + $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 ) + CALL DGEMV( 'No transpose', N-I+1, I-1, -ONE, W( I, 1 ), + $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 ) + IF( I.LT.N ) THEN +* +* Generate elementary reflector H(i) to annihilate +* A(i+2:n,i) +* + CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1, + $ TAU( I ) ) + E( I ) = A( I+1, I ) + A( I+1, I ) = ONE +* +* Compute W(i+1:n,i) +* + CALL DSYMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA, + $ A( I+1, I ), 1, ZERO, W( I+1, I ), 1 ) + CALL DGEMV( 'Transpose', N-I, I-1, ONE, W( I+1, 1 ), LDW, + $ A( I+1, I ), 1, ZERO, W( 1, I ), 1 ) + CALL DGEMV( 'No transpose', N-I, I-1, -ONE, A( I+1, 1 ), + $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 ) + CALL DGEMV( 'Transpose', N-I, I-1, ONE, A( I+1, 1 ), LDA, + $ A( I+1, I ), 1, ZERO, W( 1, I ), 1 ) + CALL DGEMV( 'No transpose', N-I, I-1, -ONE, W( I+1, 1 ), + $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 ) + CALL DSCAL( N-I, TAU( I ), W( I+1, I ), 1 ) + ALPHA = -HALF*TAU( I )*DDOT( N-I, W( I+1, I ), 1, + $ A( I+1, I ), 1 ) + CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, W( I+1, I ), 1 ) + END IF +* + 20 CONTINUE + END IF +* + RETURN +* +* End of DLATRD +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dorg2l.f @@ -0,0 +1,128 @@ + SUBROUTINE DORG2L( M, N, K, A, LDA, TAU, WORK, INFO ) +* +* -- LAPACK routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* February 29, 1992 +* +* .. Scalar Arguments .. + INTEGER INFO, K, LDA, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DORG2L generates an m by n real matrix Q with orthonormal columns, +* which is defined as the last n columns of a product of k elementary +* reflectors of order m +* +* Q = H(k) . . . H(2) H(1) +* +* as returned by DGEQLF. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix Q. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix Q. M >= N >= 0. +* +* K (input) INTEGER +* The number of elementary reflectors whose product defines the +* matrix Q. N >= K >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the (n-k+i)-th column must contain the vector which +* defines the elementary reflector H(i), for i = 1,2,...,k, as +* returned by DGEQLF in the last k columns of its array +* argument A. +* On exit, the m by n matrix Q. +* +* LDA (input) INTEGER +* The first dimension of the array A. LDA >= max(1,M). +* +* TAU (input) DOUBLE PRECISION array, dimension (K) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by DGEQLF. +* +* WORK (workspace) DOUBLE PRECISION array, dimension (N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument has an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, II, J, L +* .. +* .. External Subroutines .. + EXTERNAL DLARF, DSCAL, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( K.LT.0 .OR. K.GT.N ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DORG2L', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* +* Initialise columns 1:n-k to columns of the unit matrix +* + DO 20 J = 1, N - K + DO 10 L = 1, M + A( L, J ) = ZERO + 10 CONTINUE + A( M-N+J, J ) = ONE + 20 CONTINUE +* + DO 40 I = 1, K + II = N - K + I +* +* Apply H(i) to A(1:m-k+i,1:n-k+i) from the left +* + A( M-N+II, II ) = ONE + CALL DLARF( 'Left', M-N+II, II-1, A( 1, II ), 1, TAU( I ), A, + $ LDA, WORK ) + CALL DSCAL( M-N+II-1, -TAU( I ), A( 1, II ), 1 ) + A( M-N+II, II ) = ONE - TAU( I ) +* +* Set A(m-k+i+1:m,n-k+i) to zero +* + DO 30 L = M - N + II + 1, M + A( L, II ) = ZERO + 30 CONTINUE + 40 CONTINUE + RETURN +* +* End of DORG2L +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dorgql.f @@ -0,0 +1,205 @@ + SUBROUTINE DORGQL( M, N, K, A, LDA, TAU, WORK, LWORK, 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 +* +* .. Scalar Arguments .. + INTEGER INFO, K, LDA, LWORK, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( LWORK ) +* .. +* +* Purpose +* ======= +* +* DORGQL generates an M-by-N real matrix Q with orthonormal columns, +* which is defined as the last N columns of a product of K elementary +* reflectors of order M +* +* Q = H(k) . . . H(2) H(1) +* +* as returned by DGEQLF. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix Q. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix Q. M >= N >= 0. +* +* K (input) INTEGER +* The number of elementary reflectors whose product defines the +* matrix Q. N >= K >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the (n-k+i)-th column must contain the vector which +* defines the elementary reflector H(i), for i = 1,2,...,k, as +* returned by DGEQLF in the last k columns of its array +* argument A. +* On exit, the M-by-N matrix Q. +* +* LDA (input) INTEGER +* The first dimension of the array A. LDA >= max(1,M). +* +* TAU (input) DOUBLE PRECISION array, dimension (K) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by DGEQLF. +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= max(1,N). +* For optimum performance LWORK >= N*NB, where NB is the +* optimal blocksize. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument has an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO + PARAMETER ( ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, IB, IINFO, IWS, J, KK, L, LDWORK, NB, NBMIN, + $ NX +* .. +* .. External Subroutines .. + EXTERNAL DLARFB, DLARFT, DORG2L, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. External Functions .. + INTEGER ILAENV + EXTERNAL ILAENV +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( K.LT.0 .OR. K.GT.N ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + ELSE IF( LWORK.LT.MAX( 1, N ) ) THEN + INFO = -8 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DORGQL', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* +* Determine the block size. +* + NB = ILAENV( 1, 'DORGQL', ' ', M, N, K, -1 ) + NBMIN = 2 + NX = 0 + IWS = N + IF( NB.GT.1 .AND. NB.LT.K ) THEN +* +* Determine when to cross over from blocked to unblocked code. +* + NX = MAX( 0, ILAENV( 3, 'DORGQL', ' ', M, N, K, -1 ) ) + IF( NX.LT.K ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = N + IWS = LDWORK*NB + IF( LWORK.LT.IWS ) THEN +* +* Not enough workspace to use optimal NB: reduce NB and +* determine the minimum value of NB. +* + NB = LWORK / LDWORK + NBMIN = MAX( 2, ILAENV( 2, 'DORGQL', ' ', M, N, K, -1 ) ) + END IF + END IF + END IF +* + IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN +* +* Use blocked code after the first block. +* The last kk columns are handled by the block method. +* + KK = MIN( K, ( ( K-NX+NB-1 ) / NB )*NB ) +* +* Set A(m-kk+1:m,1:n-kk) to zero. +* + DO 20 J = 1, N - KK + DO 10 I = M - KK + 1, M + A( I, J ) = ZERO + 10 CONTINUE + 20 CONTINUE + ELSE + KK = 0 + END IF +* +* Use unblocked code for the first or only block. +* + CALL DORG2L( M-KK, N-KK, K-KK, A, LDA, TAU, WORK, IINFO ) +* + IF( KK.GT.0 ) THEN +* +* Use blocked code +* + DO 50 I = K - KK + 1, K, NB + IB = MIN( NB, K-I+1 ) + IF( N-K+I.GT.1 ) THEN +* +* Form the triangular factor of the block reflector +* H = H(i+ib-1) . . . H(i+1) H(i) +* + CALL DLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB, + $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK ) +* +* Apply H to A(1:m-k+i+ib-1,1:n-k+i-1) from the left +* + CALL DLARFB( 'Left', 'No transpose', 'Backward', + $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB, + $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA, + $ WORK( IB+1 ), LDWORK ) + END IF +* +* Apply H to rows 1:m-k+i+ib-1 of current block +* + CALL DORG2L( M-K+I+IB-1, IB, IB, A( 1, N-K+I ), LDA, + $ TAU( I ), WORK, IINFO ) +* +* Set rows m-k+i+ib:m of current block to zero +* + DO 40 J = N - K + I, N - K + I + IB - 1 + DO 30 L = M - K + I + IB, M + A( L, J ) = ZERO + 30 CONTINUE + 40 CONTINUE + 50 CONTINUE + END IF +* + WORK( 1 ) = IWS + RETURN +* +* End of DORGQL +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dorgtr.f @@ -0,0 +1,163 @@ + SUBROUTINE DORGTR( UPLO, N, A, LDA, TAU, WORK, LWORK, 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 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), TAU( * ), WORK( LWORK ) +* .. +* +* Purpose +* ======= +* +* DORGTR generates a real orthogonal matrix Q which is defined as the +* product of n-1 elementary reflectors of order N, as returned by +* DSYTRD: +* +* if UPLO = 'U', Q = H(n-1) . . . H(2) H(1), +* +* if UPLO = 'L', Q = H(1) H(2) . . . H(n-1). +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A contains elementary reflectors +* from DSYTRD; +* = 'L': Lower triangle of A contains elementary reflectors +* from DSYTRD. +* +* N (input) INTEGER +* The order of the matrix Q. N >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the vectors which define the elementary reflectors, +* as returned by DSYTRD. +* On exit, the N-by-N orthogonal matrix Q. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* TAU (input) DOUBLE PRECISION array, dimension (N-1) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by DSYTRD. +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= max(1,N-1). +* For optimum performance LWORK >= (N-1)*NB, where NB is +* the optimal blocksize. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, IINFO, J +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL DORGQL, DORGQR, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + ELSE IF( LWORK.LT.MAX( 1, N-1 ) ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DORGTR', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + IF( UPPER ) THEN +* +* Q was determined by a call to DSYTRD with UPLO = 'U' +* +* Shift the vectors which define the elementary reflectors one +* column to the left, and set the last row and column of Q to +* those of the unit matrix +* + DO 20 J = 1, N - 1 + DO 10 I = 1, J - 1 + A( I, J ) = A( I, J+1 ) + 10 CONTINUE + A( N, J ) = ZERO + 20 CONTINUE + DO 30 I = 1, N - 1 + A( I, N ) = ZERO + 30 CONTINUE + A( N, N ) = ONE +* +* Generate Q(1:n-1,1:n-1) +* + CALL DORGQL( N-1, N-1, N-1, A, LDA, TAU, WORK, LWORK, IINFO ) +* + ELSE +* +* Q was determined by a call to DSYTRD with UPLO = 'L'. +* +* Shift the vectors which define the elementary reflectors one +* column to the right, and set the first row and column of Q to +* those of the unit matrix +* + DO 50 J = N, 2, -1 + A( 1, J ) = ZERO + DO 40 I = J + 1, N + A( I, J ) = A( I, J-1 ) + 40 CONTINUE + 50 CONTINUE + A( 1, 1 ) = ONE + DO 60 I = 2, N + A( I, 1 ) = ZERO + 60 CONTINUE + IF( N.GT.1 ) THEN +* +* Generate Q(2:n,2:n) +* + CALL DORGQR( N-1, N-1, N-1, A( 2, 2 ), LDA, TAU, WORK, + $ LWORK, IINFO ) + END IF + END IF + RETURN +* +* End of DORGTR +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dsteqr.f @@ -0,0 +1,501 @@ + SUBROUTINE DSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, 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 +* +* .. Scalar Arguments .. + CHARACTER COMPZ + INTEGER INFO, LDZ, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION D( * ), E( * ), WORK( * ), Z( LDZ, * ) +* .. +* +* Purpose +* ======= +* +* DSTEQR computes all eigenvalues and, optionally, eigenvectors of a +* symmetric tridiagonal matrix using the implicit QL or QR method. +* The eigenvectors of a full or band symmetric matrix can also be found +* if DSYTRD or DSPTRD or DSBTRD has been used to reduce this matrix to +* tridiagonal form. +* +* Arguments +* ========= +* +* COMPZ (input) CHARACTER*1 +* = 'N': Compute eigenvalues only. +* = 'V': Compute eigenvalues and eigenvectors of the original +* symmetric matrix. On entry, Z must contain the +* orthogonal matrix used to reduce the original matrix +* to tridiagonal form. +* = 'I': Compute eigenvalues and eigenvectors of the +* tridiagonal matrix. Z is initialized to the identity +* matrix. +* +* N (input) INTEGER +* The order of the matrix. N >= 0. +* +* D (input/output) DOUBLE PRECISION array, dimension (N) +* On entry, the diagonal elements of the tridiagonal matrix. +* On exit, if INFO = 0, the eigenvalues in ascending order. +* +* E (input/output) DOUBLE PRECISION array, dimension (N-1) +* On entry, the (n-1) subdiagonal elements of the tridiagonal +* matrix. +* On exit, E has been destroyed. +* +* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) +* On entry, if COMPZ = 'V', then Z contains the orthogonal +* matrix used in the reduction to tridiagonal form. +* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the +* orthonormal eigenvectors of the original symmetric matrix, +* and if COMPZ = 'I', Z contains the orthonormal eigenvectors +* of the symmetric tridiagonal matrix. +* If COMPZ = 'N', then Z is not referenced. +* +* LDZ (input) INTEGER +* The leading dimension of the array Z. LDZ >= 1, and if +* eigenvectors are desired, then LDZ >= max(1,N). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2)) +* If COMPZ = 'N', then WORK is not referenced. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: the algorithm has failed to find all the eigenvalues in +* a total of 30*N iterations; if INFO = i, then i +* elements of E have not converged to zero; on exit, D +* and E contain the elements of a symmetric tridiagonal +* matrix which is orthogonally similar to the original +* matrix. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE, TWO, THREE + PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0, + $ THREE = 3.0D0 ) + INTEGER MAXIT + PARAMETER ( MAXIT = 30 ) +* .. +* .. Local Scalars .. + INTEGER I, ICOMPZ, II, ISCALE, J, JTOT, K, L, L1, LEND, + $ LENDM1, LENDP1, LENDSV, LM1, LSV, M, MM, MM1, + $ NM1, NMAXIT + DOUBLE PRECISION ANORM, B, C, EPS, EPS2, F, G, P, R, RT1, RT2, + $ S, SAFMAX, SAFMIN, SSFMAX, SSFMIN, TST +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DLAMCH, DLANST, DLAPY2 + EXTERNAL LSAME, DLAMCH, DLANST, DLAPY2 +* .. +* .. External Subroutines .. + EXTERNAL DLAE2, DLAEV2, DLARTG, DLASCL, DLASET, DLASR, + $ DLASRT, DSWAP, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX, SIGN, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 +* + IF( LSAME( COMPZ, 'N' ) ) THEN + ICOMPZ = 0 + ELSE IF( LSAME( COMPZ, 'V' ) ) THEN + ICOMPZ = 1 + ELSE IF( LSAME( COMPZ, 'I' ) ) THEN + ICOMPZ = 2 + ELSE + ICOMPZ = -1 + END IF + IF( ICOMPZ.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, + $ N ) ) ) THEN + INFO = -6 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DSTEQR', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) + $ RETURN +* + IF( N.EQ.1 ) THEN + IF( ICOMPZ.EQ.2 ) + $ Z( 1, 1 ) = ONE + RETURN + END IF +* +* Determine the unit roundoff and over/underflow thresholds. +* + EPS = DLAMCH( 'E' ) + EPS2 = EPS**2 + SAFMIN = DLAMCH( 'S' ) + SAFMAX = ONE / SAFMIN + SSFMAX = SQRT( SAFMAX ) / THREE + SSFMIN = SQRT( SAFMIN ) / EPS2 +* +* Compute the eigenvalues and eigenvectors of the tridiagonal +* matrix. +* + IF( ICOMPZ.EQ.2 ) + $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ ) +* + NMAXIT = N*MAXIT + JTOT = 0 +* +* Determine where the matrix splits and choose QL or QR iteration +* for each block, according to whether top or bottom diagonal +* element is smaller. +* + L1 = 1 + NM1 = N - 1 +* + 10 CONTINUE + IF( L1.GT.N ) + $ GO TO 160 + IF( L1.GT.1 ) + $ E( L1-1 ) = ZERO + IF( L1.LE.NM1 ) THEN + DO 20 M = L1, NM1 + TST = ABS( E( M ) ) + IF( TST.EQ.ZERO ) + $ GO TO 30 + IF( TST.LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+ + $ 1 ) ) ) )*EPS ) THEN + E( M ) = ZERO + GO TO 30 + END IF + 20 CONTINUE + END IF + M = N +* + 30 CONTINUE + L = L1 + LSV = L + LEND = M + LENDSV = LEND + L1 = M + 1 + IF( LEND.EQ.L ) + $ GO TO 10 +* +* Scale submatrix in rows and columns L to LEND +* + ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) ) + ISCALE = 0 + IF( ANORM.EQ.ZERO ) + $ GO TO 10 + IF( ANORM.GT.SSFMAX ) THEN + ISCALE = 1 + CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N, + $ INFO ) + CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N, + $ INFO ) + ELSE IF( ANORM.LT.SSFMIN ) THEN + ISCALE = 2 + CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N, + $ INFO ) + CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N, + $ INFO ) + END IF +* +* Choose between QL and QR iteration +* + IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN + LEND = LSV + L = LENDSV + END IF +* + IF( LEND.GT.L ) THEN +* +* QL Iteration +* +* Look for small subdiagonal element. +* + 40 CONTINUE + IF( L.NE.LEND ) THEN + LENDM1 = LEND - 1 + DO 50 M = L, LENDM1 + TST = ABS( E( M ) )**2 + IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M+1 ) )+ + $ SAFMIN )GO TO 60 + 50 CONTINUE + END IF +* + M = LEND +* + 60 CONTINUE + IF( M.LT.LEND ) + $ E( M ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 80 +* +* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 +* to compute its eigensystem. +* + IF( M.EQ.L+1 ) THEN + IF( ICOMPZ.GT.0 ) THEN + CALL DLAEV2( D( L ), E( L ), D( L+1 ), RT1, RT2, C, S ) + WORK( L ) = C + WORK( N-1+L ) = S + CALL DLASR( 'R', 'V', 'B', N, 2, WORK( L ), + $ WORK( N-1+L ), Z( 1, L ), LDZ ) + ELSE + CALL DLAE2( D( L ), E( L ), D( L+1 ), RT1, RT2 ) + END IF + D( L ) = RT1 + D( L+1 ) = RT2 + E( L ) = ZERO + L = L + 2 + IF( L.LE.LEND ) + $ GO TO 40 + GO TO 140 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 140 + JTOT = JTOT + 1 +* +* Form shift. +* + G = ( D( L+1 )-P ) / ( TWO*E( L ) ) + R = DLAPY2( G, ONE ) + G = D( M ) - P + ( E( L ) / ( G+SIGN( R, G ) ) ) +* + S = ONE + C = ONE + P = ZERO +* +* Inner loop +* + MM1 = M - 1 + DO 70 I = MM1, L, -1 + F = S*E( I ) + B = C*E( I ) + CALL DLARTG( G, F, C, S, R ) + IF( I.NE.M-1 ) + $ E( I+1 ) = R + G = D( I+1 ) - P + R = ( D( I )-G )*S + TWO*C*B + P = S*R + D( I+1 ) = G + P + G = C*R - B +* +* If eigenvectors are desired, then save rotations. +* + IF( ICOMPZ.GT.0 ) THEN + WORK( I ) = C + WORK( N-1+I ) = -S + END IF +* + 70 CONTINUE +* +* If eigenvectors are desired, then apply saved rotations. +* + IF( ICOMPZ.GT.0 ) THEN + MM = M - L + 1 + CALL DLASR( 'R', 'V', 'B', N, MM, WORK( L ), WORK( N-1+L ), + $ Z( 1, L ), LDZ ) + END IF +* + D( L ) = D( L ) - P + E( L ) = G + GO TO 40 +* +* Eigenvalue found. +* + 80 CONTINUE + D( L ) = P +* + L = L + 1 + IF( L.LE.LEND ) + $ GO TO 40 + GO TO 140 +* + ELSE +* +* QR Iteration +* +* Look for small superdiagonal element. +* + 90 CONTINUE + IF( L.NE.LEND ) THEN + LENDP1 = LEND + 1 + DO 100 M = L, LENDP1, -1 + TST = ABS( E( M-1 ) )**2 + IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M-1 ) )+ + $ SAFMIN )GO TO 110 + 100 CONTINUE + END IF +* + M = LEND +* + 110 CONTINUE + IF( M.GT.LEND ) + $ E( M-1 ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 130 +* +* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 +* to compute its eigensystem. +* + IF( M.EQ.L-1 ) THEN + IF( ICOMPZ.GT.0 ) THEN + CALL DLAEV2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2, C, S ) + WORK( M ) = C + WORK( N-1+M ) = S + CALL DLASR( 'R', 'V', 'F', N, 2, WORK( M ), + $ WORK( N-1+M ), Z( 1, L-1 ), LDZ ) + ELSE + CALL DLAE2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2 ) + END IF + D( L-1 ) = RT1 + D( L ) = RT2 + E( L-1 ) = ZERO + L = L - 2 + IF( L.GE.LEND ) + $ GO TO 90 + GO TO 140 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 140 + JTOT = JTOT + 1 +* +* Form shift. +* + G = ( D( L-1 )-P ) / ( TWO*E( L-1 ) ) + R = DLAPY2( G, ONE ) + G = D( M ) - P + ( E( L-1 ) / ( G+SIGN( R, G ) ) ) +* + S = ONE + C = ONE + P = ZERO +* +* Inner loop +* + LM1 = L - 1 + DO 120 I = M, LM1 + F = S*E( I ) + B = C*E( I ) + CALL DLARTG( G, F, C, S, R ) + IF( I.NE.M ) + $ E( I-1 ) = R + G = D( I ) - P + R = ( D( I+1 )-G )*S + TWO*C*B + P = S*R + D( I ) = G + P + G = C*R - B +* +* If eigenvectors are desired, then save rotations. +* + IF( ICOMPZ.GT.0 ) THEN + WORK( I ) = C + WORK( N-1+I ) = S + END IF +* + 120 CONTINUE +* +* If eigenvectors are desired, then apply saved rotations. +* + IF( ICOMPZ.GT.0 ) THEN + MM = L - M + 1 + CALL DLASR( 'R', 'V', 'F', N, MM, WORK( M ), WORK( N-1+M ), + $ Z( 1, M ), LDZ ) + END IF +* + D( L ) = D( L ) - P + E( LM1 ) = G + GO TO 90 +* +* Eigenvalue found. +* + 130 CONTINUE + D( L ) = P +* + L = L - 1 + IF( L.GE.LEND ) + $ GO TO 90 + GO TO 140 +* + END IF +* +* Undo scaling if necessary +* + 140 CONTINUE + IF( ISCALE.EQ.1 ) THEN + CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) + CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV, 1, E( LSV ), + $ N, INFO ) + ELSE IF( ISCALE.EQ.2 ) THEN + CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) + CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV, 1, E( LSV ), + $ N, INFO ) + END IF +* +* Check for no convergence to an eigenvalue after a total +* of N*MAXIT iterations. +* + IF( JTOT.LT.NMAXIT ) + $ GO TO 10 + DO 150 I = 1, N - 1 + IF( E( I ).NE.ZERO ) + $ INFO = INFO + 1 + 150 CONTINUE + GO TO 190 +* +* Order eigenvalues and eigenvectors. +* + 160 CONTINUE + IF( ICOMPZ.EQ.0 ) THEN +* +* Use Quick Sort +* + CALL DLASRT( 'I', N, D, INFO ) +* + ELSE +* +* Use Selection Sort to minimize swaps of eigenvectors +* + DO 180 II = 2, N + I = II - 1 + K = I + P = D( I ) + DO 170 J = II, N + IF( D( J ).LT.P ) THEN + K = J + P = D( J ) + END IF + 170 CONTINUE + IF( K.NE.I ) THEN + D( K ) = D( I ) + D( I ) = P + CALL DSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 ) + END IF + 180 CONTINUE + END IF +* + 190 CONTINUE + RETURN +* +* End of DSTEQR +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dsterf.f @@ -0,0 +1,381 @@ + SUBROUTINE DSTERF( N, D, E, 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 +* +* .. Scalar Arguments .. + INTEGER INFO, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION D( * ), E( * ) +* .. +* +* Purpose +* ======= +* +* DSTERF computes all eigenvalues of a symmetric tridiagonal matrix +* using the Pal-Walker-Kahan variant of the QL or QR algorithm. +* +* Arguments +* ========= +* +* N (input) INTEGER +* The order of the matrix. N >= 0. +* +* D (input/output) DOUBLE PRECISION array, dimension (N) +* On entry, the n diagonal elements of the tridiagonal matrix. +* On exit, if INFO = 0, the eigenvalues in ascending order. +* +* E (input/output) DOUBLE PRECISION array, dimension (N-1) +* On entry, the (n-1) subdiagonal elements of the tridiagonal +* matrix. +* On exit, E has been destroyed. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: the algorithm failed to find all of the eigenvalues in +* a total of 30*N iterations; if INFO = i, then i +* elements of E have not converged to zero. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE, TWO, THREE + PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0, + $ THREE = 3.0D0 ) + INTEGER MAXIT + PARAMETER ( MAXIT = 30 ) +* .. +* .. Local Scalars .. + INTEGER I, ISCALE, JTOT, L, L1, LEND, LENDM1, LENDP1, + $ LENDSV, LM1, LSV, M, MM1, NM1, NMAXIT + DOUBLE PRECISION ALPHA, ANORM, BB, C, EPS, EPS2, GAMMA, OLDC, + $ OLDGAM, P, R, RT1, RT2, RTE, S, SAFMAX, SAFMIN, + $ SIGMA, SSFMAX, SSFMIN, TST +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH, DLANST, DLAPY2 + EXTERNAL DLAMCH, DLANST, DLAPY2 +* .. +* .. External Subroutines .. + EXTERNAL DLAE2, DLASCL, DLASRT, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, SIGN, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 +* +* Quick return if possible +* + IF( N.LT.0 ) THEN + INFO = -1 + CALL XERBLA( 'DSTERF', -INFO ) + RETURN + END IF + IF( N.LE.1 ) + $ RETURN +* +* Determine the unit roundoff for this environment. +* + EPS = DLAMCH( 'E' ) + EPS2 = EPS**2 + SAFMIN = DLAMCH( 'S' ) + SAFMAX = ONE / SAFMIN + SSFMAX = SQRT( SAFMAX ) / THREE + SSFMIN = SQRT( SAFMIN ) / EPS2 +* +* Compute the eigenvalues of the tridiagonal matrix. +* + NMAXIT = N*MAXIT + SIGMA = ZERO + JTOT = 0 +* +* Determine where the matrix splits and choose QL or QR iteration +* for each block, according to whether top or bottom diagonal +* element is smaller. +* + L1 = 1 + NM1 = N - 1 +* + 10 CONTINUE + IF( L1.GT.N ) + $ GO TO 170 + IF( L1.GT.1 ) + $ E( L1-1 ) = ZERO + IF( L1.LE.NM1 ) THEN + DO 20 M = L1, NM1 + TST = ABS( E( M ) ) + IF( TST.EQ.ZERO ) + $ GO TO 30 + IF( TST.LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+ + $ 1 ) ) ) )*EPS ) THEN + E( M ) = ZERO + GO TO 30 + END IF + 20 CONTINUE + END IF + M = N +* + 30 CONTINUE + L = L1 + LSV = L + LEND = M + LENDSV = LEND + L1 = M + 1 + IF( LEND.EQ.L ) + $ GO TO 10 +* +* Scale submatrix in rows and columns L to LEND +* + ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) ) + ISCALE = 0 + IF( ANORM.GT.SSFMAX ) THEN + ISCALE = 1 + CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N, + $ INFO ) + CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N, + $ INFO ) + ELSE IF( ANORM.LT.SSFMIN ) THEN + ISCALE = 2 + CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N, + $ INFO ) + CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N, + $ INFO ) + END IF +* + DO 40 I = L, LEND - 1 + E( I ) = E( I )**2 + 40 CONTINUE +* +* Choose between QL and QR iteration +* + IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN + LEND = LSV + L = LENDSV + END IF +* + IF( LEND.GE.L ) THEN +* +* QL Iteration +* +* Look for small subdiagonal element. +* + 50 CONTINUE + IF( L.NE.LEND ) THEN + LENDM1 = LEND - 1 + DO 60 M = L, LENDM1 + TST = ABS( E( M ) ) + IF( TST.LE.EPS2*ABS( D( M )*D( M+1 ) ) ) + $ GO TO 70 + 60 CONTINUE + END IF +* + M = LEND +* + 70 CONTINUE + IF( M.LT.LEND ) + $ E( M ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 90 +* +* If remaining matrix is 2 by 2, use DLAE2 to compute its +* eigenvalues. +* + IF( M.EQ.L+1 ) THEN + RTE = SQRT( E( L ) ) + CALL DLAE2( D( L ), RTE, D( L+1 ), RT1, RT2 ) + D( L ) = RT1 + D( L+1 ) = RT2 + E( L ) = ZERO + L = L + 2 + IF( L.LE.LEND ) + $ GO TO 50 + GO TO 150 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 150 + JTOT = JTOT + 1 +* +* Form shift. +* + RTE = SQRT( E( L ) ) + SIGMA = ( D( L+1 )-P ) / ( TWO*RTE ) + R = DLAPY2( SIGMA, ONE ) + SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) ) +* + C = ONE + S = ZERO + GAMMA = D( M ) - SIGMA + P = GAMMA*GAMMA +* +* Inner loop +* + MM1 = M - 1 + DO 80 I = MM1, L, -1 + BB = E( I ) + R = P + BB + IF( I.NE.M-1 ) + $ E( I+1 ) = S*R + OLDC = C + C = P / R + S = BB / R + OLDGAM = GAMMA + ALPHA = D( I ) + GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM + D( I+1 ) = OLDGAM + ( ALPHA-GAMMA ) + IF( C.NE.ZERO ) THEN + P = ( GAMMA*GAMMA ) / C + ELSE + P = OLDC*BB + END IF + 80 CONTINUE +* + E( L ) = S*P + D( L ) = SIGMA + GAMMA + GO TO 50 +* +* Eigenvalue found. +* + 90 CONTINUE + D( L ) = P +* + L = L + 1 + IF( L.LE.LEND ) + $ GO TO 50 + GO TO 150 +* + ELSE +* +* QR Iteration +* +* Look for small superdiagonal element. +* + 100 CONTINUE + IF( L.NE.LEND ) THEN + LENDP1 = LEND + 1 + DO 110 M = L, LENDP1, -1 + TST = ABS( E( M-1 ) ) + IF( TST.LE.EPS2*ABS( D( M )*D( M-1 ) ) ) + $ GO TO 120 + 110 CONTINUE + END IF +* + M = LEND +* + 120 CONTINUE + IF( M.GT.LEND ) + $ E( M-1 ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 140 +* +* If remaining matrix is 2 by 2, use DLAE2 to compute its +* eigenvalues. +* + IF( M.EQ.L-1 ) THEN + RTE = SQRT( E( L-1 ) ) + CALL DLAE2( D( L ), RTE, D( L-1 ), RT1, RT2 ) + D( L ) = RT1 + D( L-1 ) = RT2 + E( L-1 ) = ZERO + L = L - 2 + IF( L.GE.LEND ) + $ GO TO 100 + GO TO 150 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 150 + JTOT = JTOT + 1 +* +* Form shift. +* + RTE = SQRT( E( L-1 ) ) + SIGMA = ( D( L-1 )-P ) / ( TWO*RTE ) + R = DLAPY2( SIGMA, ONE ) + SIGMA = P - ( RTE / ( SIGMA+SIGN( R, SIGMA ) ) ) +* + C = ONE + S = ZERO + GAMMA = D( M ) - SIGMA + P = GAMMA*GAMMA +* +* Inner loop +* + LM1 = L - 1 + DO 130 I = M, LM1 + BB = E( I ) + R = P + BB + IF( I.NE.M ) + $ E( I-1 ) = S*R + OLDC = C + C = P / R + S = BB / R + OLDGAM = GAMMA + ALPHA = D( I+1 ) + GAMMA = C*( ALPHA-SIGMA ) - S*OLDGAM + D( I ) = OLDGAM + ( ALPHA-GAMMA ) + IF( C.NE.ZERO ) THEN + P = ( GAMMA*GAMMA ) / C + ELSE + P = OLDC*BB + END IF + 130 CONTINUE +* + E( LM1 ) = S*P + D( L ) = SIGMA + GAMMA + GO TO 100 +* +* Eigenvalue found. +* + 140 CONTINUE + D( L ) = P +* + L = L - 1 + IF( L.GE.LEND ) + $ GO TO 100 + GO TO 150 +* + END IF +* +* Undo scaling if necessary +* + 150 CONTINUE + IF( ISCALE.EQ.1 ) + $ CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) + IF( ISCALE.EQ.2 ) + $ CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) +* +* Check for no convergence to an eigenvalue after a total +* of N*MAXIT iterations. +* + IF( JTOT.EQ.NMAXIT ) THEN + DO 160 I = 1, N - 1 + IF( E( I ).NE.ZERO ) + $ INFO = INFO + 1 + 160 CONTINUE + RETURN + END IF + GO TO 10 +* +* Sort eigenvalues in increasing order. +* + 170 CONTINUE + CALL DLASRT( 'I', N, D, INFO ) +* + RETURN +* +* End of DSTERF +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dsyev.f @@ -0,0 +1,198 @@ + SUBROUTINE DSYEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, INFO ) +* +* -- LAPACK driver routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* September 30, 1994 +* +* .. Scalar Arguments .. + CHARACTER JOBZ, UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), W( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* DSYEV computes all eigenvalues and, optionally, eigenvectors of a +* real symmetric matrix A. +* +* Arguments +* ========= +* +* JOBZ (input) CHARACTER*1 +* = 'N': Compute eigenvalues only; +* = 'V': Compute eigenvalues and eigenvectors. +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* 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. If UPLO = 'L', +* the leading N-by-N lower triangular part of A contains +* the lower triangular part of the matrix A. +* On exit, if JOBZ = 'V', then if INFO = 0, A contains the +* orthonormal eigenvectors of the matrix A. +* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') +* or the upper triangle (if UPLO='U') of A, including the +* diagonal, is destroyed. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* W (output) DOUBLE PRECISION array, dimension (N) +* If INFO = 0, the eigenvalues in ascending order. +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The length of the array WORK. LWORK >= max(1,3*N-1). +* For optimal efficiency, LWORK >= (NB+2)*N, +* where NB is the blocksize for DSYTRD returned by ILAENV. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: if INFO = i, the algorithm failed to converge; i +* off-diagonal elements of an intermediate tridiagonal +* form did not converge to zero. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) +* .. +* .. Local Scalars .. + LOGICAL LOWER, WANTZ + INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE, + $ LLWORK, LOPT + DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, + $ SMLNUM +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DLAMCH, DLANSY + EXTERNAL LSAME, DLAMCH, DLANSY +* .. +* .. External Subroutines .. + EXTERNAL DLASCL, DORGTR, DSCAL, DSTEQR, DSTERF, DSYTRD, + $ XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + WANTZ = LSAME( JOBZ, 'V' ) + LOWER = LSAME( UPLO, 'L' ) +* + INFO = 0 + IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN + INFO = -1 + ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN + INFO = -2 + ELSE IF( N.LT.0 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -5 + ELSE IF( LWORK.LT.MAX( 1, 3*N-1 ) ) THEN + INFO = -8 + END IF +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DSYEV ', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + IF( N.EQ.1 ) THEN + W( 1 ) = A( 1, 1 ) + WORK( 1 ) = 3 + IF( WANTZ ) + $ A( 1, 1 ) = ONE + RETURN + END IF +* +* Get machine constants. +* + SAFMIN = DLAMCH( 'Safe minimum' ) + EPS = DLAMCH( 'Precision' ) + SMLNUM = SAFMIN / EPS + BIGNUM = ONE / SMLNUM + RMIN = SQRT( SMLNUM ) + RMAX = SQRT( BIGNUM ) +* +* Scale matrix to allowable range, if necessary. +* + ANRM = DLANSY( 'M', UPLO, N, A, LDA, WORK ) + ISCALE = 0 + IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN + ISCALE = 1 + SIGMA = RMIN / ANRM + ELSE IF( ANRM.GT.RMAX ) THEN + ISCALE = 1 + SIGMA = RMAX / ANRM + END IF + IF( ISCALE.EQ.1 ) + $ CALL DLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO ) +* +* Call DSYTRD to reduce symmetric matrix to tridiagonal form. +* + INDE = 1 + INDTAU = INDE + N + INDWRK = INDTAU + N + LLWORK = LWORK - INDWRK + 1 + CALL DSYTRD( UPLO, N, A, LDA, W, WORK( INDE ), WORK( INDTAU ), + $ WORK( INDWRK ), LLWORK, IINFO ) + LOPT = 2*N + WORK( INDWRK ) +* +* For eigenvalues only, call DSTERF. For eigenvectors, first call +* DORGTR to generate the orthogonal matrix, then call DSTEQR. +* + IF( .NOT.WANTZ ) THEN + CALL DSTERF( N, W, WORK( INDE ), INFO ) + ELSE + CALL DORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ), + $ LLWORK, IINFO ) + CALL DSTEQR( JOBZ, N, W, WORK( INDE ), A, LDA, WORK( INDTAU ), + $ INFO ) + END IF +* +* If matrix was scaled, then rescale eigenvalues appropriately. +* + IF( ISCALE.EQ.1 ) THEN + IF( INFO.EQ.0 ) THEN + IMAX = N + ELSE + IMAX = INFO - 1 + END IF + CALL DSCAL( IMAX, ONE / SIGMA, W, 1 ) + END IF +* +* Set WORK(1) to optimal workspace size. +* + WORK( 1 ) = MAX( 3*N-1, LOPT ) +* + RETURN +* +* End of DSYEV +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dsytd2.f @@ -0,0 +1,249 @@ + SUBROUTINE DSYTD2( UPLO, N, A, LDA, D, E, TAU, 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 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * ) +* .. +* +* 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 .. + DOUBLE PRECISION ONE, ZERO, HALF + PARAMETER ( ONE = 1.0D0, ZERO = 0.0D0, + $ HALF = 1.0D0 / 2.0D0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I + DOUBLE PRECISION ALPHA, TAUI +* .. +* .. External Subroutines .. + EXTERNAL DAXPY, DLARFG, DSYMV, DSYR2, XERBLA +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DDOT + EXTERNAL LSAME, DDOT +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DSYTD2', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Reduce the upper triangle of A +* + DO 10 I = N - 1, 1, -1 +* +* Generate elementary reflector H(i) = I - tau * v * v' +* to annihilate A(1:i-1,i+1) +* + CALL DLARFG( I, A( I, I+1 ), A( 1, I+1 ), 1, TAUI ) + E( I ) = A( I, I+1 ) +* + IF( TAUI.NE.ZERO ) THEN +* +* Apply H(i) from both sides to A(1:i,1:i) +* + A( I, I+1 ) = ONE +* +* Compute x := tau * A * v storing x in TAU(1:i) +* + CALL DSYMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO, + $ TAU, 1 ) +* +* Compute w := x - 1/2 * tau * (x'*v) * v +* + ALPHA = -HALF*TAUI*DDOT( I, TAU, 1, A( 1, I+1 ), 1 ) + CALL DAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 ) +* +* Apply the transformation as a rank-2 update: +* A := A - v * w' - w * v' +* + CALL DSYR2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A, + $ LDA ) +* + A( I, I+1 ) = E( I ) + END IF + D( I+1 ) = A( I+1, I+1 ) + TAU( I ) = TAUI + 10 CONTINUE + D( 1 ) = A( 1, 1 ) + ELSE +* +* Reduce the lower triangle of A +* + DO 20 I = 1, N - 1 +* +* Generate elementary reflector H(i) = I - tau * v * v' +* to annihilate A(i+2:n,i) +* + CALL DLARFG( N-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1, + $ TAUI ) + E( I ) = A( I+1, I ) +* + IF( TAUI.NE.ZERO ) THEN +* +* Apply H(i) from both sides to A(i+1:n,i+1:n) +* + A( I+1, I ) = ONE +* +* Compute x := tau * A * v storing y in TAU(i:n-1) +* + CALL DSYMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA, + $ A( I+1, I ), 1, ZERO, TAU( I ), 1 ) +* +* Compute w := x - 1/2 * tau * (x'*v) * v +* + ALPHA = -HALF*TAUI*DDOT( N-I, TAU( I ), 1, A( I+1, I ), + $ 1 ) + CALL DAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 ) +* +* Apply the transformation as a rank-2 update: +* A := A - v * w' - w * v' +* + CALL DSYR2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1, + $ A( I+1, I+1 ), LDA ) +* + A( I+1, I ) = E( I ) + END IF + D( I ) = A( I, I ) + TAU( I ) = TAUI + 20 CONTINUE + D( N ) = A( N, N ) + END IF +* + RETURN +* +* End of DSYTD2 +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/dsytrd.f @@ -0,0 +1,279 @@ + SUBROUTINE DSYTRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, 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 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), D( * ), E( * ), TAU( * ), + $ WORK( * ) +* .. +* +* Purpose +* ======= +* +* DSYTRD reduces a real symmetric matrix A to real symmetric +* tridiagonal form T by an orthogonal similarity transformation: +* Q**T * A * Q = T. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* 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). +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= 1. +* For optimum performance LWORK >= N*NB, where NB is the +* optimal blocksize. +* +* 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 .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, IINFO, IWS, J, KK, LDWORK, NB, NBMIN, NX +* .. +* .. External Subroutines .. + EXTERNAL DLATRD, DSYR2K, DSYTD2, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER ILAENV + EXTERNAL LSAME, ILAENV +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + ELSE IF( LWORK.LT.1 ) THEN + INFO = -9 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DSYTRD', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* +* Determine the block size. +* + NB = ILAENV( 1, 'DSYTRD', UPLO, N, -1, -1, -1 ) + NX = N + IWS = 1 + IF( NB.GT.1 .AND. NB.LT.N ) THEN +* +* Determine when to cross over from blocked to unblocked code +* (last block is always handled by unblocked code). +* + NX = MAX( NB, ILAENV( 3, 'DSYTRD', UPLO, N, -1, -1, -1 ) ) + IF( NX.LT.N ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = N + IWS = LDWORK*NB + IF( LWORK.LT.IWS ) THEN +* +* Not enough workspace to use optimal NB: determine the +* minimum value of NB, and reduce NB or force use of +* unblocked code by setting NX = N. +* + NB = MAX( LWORK / LDWORK, 1 ) + NBMIN = ILAENV( 2, 'DSYTRD', UPLO, N, -1, -1, -1 ) + IF( NB.LT.NBMIN ) + $ NX = N + END IF + ELSE + NX = N + END IF + ELSE + NB = 1 + END IF +* + IF( UPPER ) THEN +* +* Reduce the upper triangle of A. +* Columns 1:kk are handled by the unblocked method. +* + KK = N - ( ( N-NX+NB-1 ) / NB )*NB + DO 20 I = N - NB + 1, KK + 1, -NB +* +* Reduce columns i:i+nb-1 to tridiagonal form and form the +* matrix W which is needed to update the unreduced part of +* the matrix +* + CALL DLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK, + $ LDWORK ) +* +* Update the unreduced submatrix A(1:i-1,1:i-1), using an +* update of the form: A := A - V*W' - W*V' +* + CALL DSYR2K( UPLO, 'No transpose', I-1, NB, -ONE, A( 1, I ), + $ LDA, WORK, LDWORK, ONE, A, LDA ) +* +* Copy superdiagonal elements back into A, and diagonal +* elements into D +* + DO 10 J = I, I + NB - 1 + A( J-1, J ) = E( J-1 ) + D( J ) = A( J, J ) + 10 CONTINUE + 20 CONTINUE +* +* Use unblocked code to reduce the last or only block +* + CALL DSYTD2( UPLO, KK, A, LDA, D, E, TAU, IINFO ) + ELSE +* +* Reduce the lower triangle of A +* + DO 40 I = 1, N - NX, NB +* +* Reduce columns i:i+nb-1 to tridiagonal form and form the +* matrix W which is needed to update the unreduced part of +* the matrix +* + CALL DLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ), + $ TAU( I ), WORK, LDWORK ) +* +* Update the unreduced submatrix A(i+ib:n,i+ib:n), using +* an update of the form: A := A - V*W' - W*V' +* + CALL DSYR2K( UPLO, 'No transpose', N-I-NB+1, NB, -ONE, + $ A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE, + $ A( I+NB, I+NB ), LDA ) +* +* Copy subdiagonal elements back into A, and diagonal +* elements into D +* + DO 30 J = I, I + NB - 1 + A( J+1, J ) = E( J ) + D( J ) = A( J, J ) + 30 CONTINUE + 40 CONTINUE +* +* Use unblocked code to reduce the last or only block +* + CALL DSYTD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ), + $ TAU( I ), IINFO ) + END IF +* + WORK( 1 ) = IWS + RETURN +* +* End of DSYTRD +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zheev.f @@ -0,0 +1,205 @@ + SUBROUTINE ZHEEV( JOBZ, UPLO, N, A, LDA, W, WORK, LWORK, RWORK, + $ INFO ) +* +* -- LAPACK driver routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* September 30, 1994 +* +* .. Scalar Arguments .. + CHARACTER JOBZ, UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION RWORK( * ), W( * ) + COMPLEX*16 A( LDA, * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* ZHEEV computes all eigenvalues and, optionally, eigenvectors of a +* complex Hermitian matrix A. +* +* Arguments +* ========= +* +* JOBZ (input) CHARACTER*1 +* = 'N': Compute eigenvalues only; +* = 'V': Compute eigenvalues and eigenvectors. +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA, N) +* On entry, the Hermitian matrix A. If UPLO = 'U', the +* leading N-by-N upper triangular part of A contains the +* upper triangular part of the matrix A. If UPLO = 'L', +* the leading N-by-N lower triangular part of A contains +* the lower triangular part of the matrix A. +* On exit, if JOBZ = 'V', then if INFO = 0, A contains the +* orthonormal eigenvectors of the matrix A. +* If JOBZ = 'N', then on exit the lower triangle (if UPLO='L') +* or the upper triangle (if UPLO='U') of A, including the +* diagonal, is destroyed. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* W (output) DOUBLE PRECISION array, dimension (N) +* If INFO = 0, the eigenvalues in ascending order. +* +* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The length of the array WORK. LWORK >= max(1,2*N-1). +* For optimal efficiency, LWORK >= (NB+1)*N, +* where NB is the blocksize for ZHETRD returned by ILAENV. +* +* RWORK (workspace) DOUBLE PRECISION array, dimension (max(1, 3*N-2)) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: if INFO = i, the algorithm failed to converge; i +* off-diagonal elements of an intermediate tridiagonal +* form did not converge to zero. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0 ) + COMPLEX*16 CONE + PARAMETER ( CONE = ( 1.0D0, 0.0D0 ) ) +* .. +* .. Local Scalars .. + LOGICAL LOWER, WANTZ + INTEGER IINFO, IMAX, INDE, INDTAU, INDWRK, ISCALE, + $ LLWORK, LOPT + DOUBLE PRECISION ANRM, BIGNUM, EPS, RMAX, RMIN, SAFMIN, SIGMA, + $ SMLNUM +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DLAMCH, ZLANHE + EXTERNAL LSAME, DLAMCH, ZLANHE +* .. +* .. External Subroutines .. + EXTERNAL DSCAL, DSTERF, XERBLA, ZHETRD, ZLASCL, ZSTEQR, + $ ZUNGTR +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + WANTZ = LSAME( JOBZ, 'V' ) + LOWER = LSAME( UPLO, 'L' ) +* + INFO = 0 + IF( .NOT.( WANTZ .OR. LSAME( JOBZ, 'N' ) ) ) THEN + INFO = -1 + ELSE IF( .NOT.( LOWER .OR. LSAME( UPLO, 'U' ) ) ) THEN + INFO = -2 + ELSE IF( N.LT.0 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -5 + ELSE IF( LWORK.LT.MAX( 1, 2*N-1 ) ) THEN + INFO = -8 + END IF +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZHEEV ', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + IF( N.EQ.1 ) THEN + W( 1 ) = A( 1, 1 ) + WORK( 1 ) = 3 + IF( WANTZ ) + $ A( 1, 1 ) = CONE + RETURN + END IF +* +* Get machine constants. +* + SAFMIN = DLAMCH( 'Safe minimum' ) + EPS = DLAMCH( 'Precision' ) + SMLNUM = SAFMIN / EPS + BIGNUM = ONE / SMLNUM + RMIN = SQRT( SMLNUM ) + RMAX = SQRT( BIGNUM ) +* +* Scale matrix to allowable range, if necessary. +* + ANRM = ZLANHE( 'M', UPLO, N, A, LDA, RWORK ) + ISCALE = 0 + IF( ANRM.GT.ZERO .AND. ANRM.LT.RMIN ) THEN + ISCALE = 1 + SIGMA = RMIN / ANRM + ELSE IF( ANRM.GT.RMAX ) THEN + ISCALE = 1 + SIGMA = RMAX / ANRM + END IF + IF( ISCALE.EQ.1 ) + $ CALL ZLASCL( UPLO, 0, 0, ONE, SIGMA, N, N, A, LDA, INFO ) +* +* Call ZHETRD to reduce Hermitian matrix to tridiagonal form. +* + INDE = 1 + INDTAU = 1 + INDWRK = INDTAU + N + LLWORK = LWORK - INDWRK + 1 + CALL ZHETRD( UPLO, N, A, LDA, W, RWORK( INDE ), WORK( INDTAU ), + $ WORK( INDWRK ), LLWORK, IINFO ) + LOPT = N + WORK( INDWRK ) +* +* For eigenvalues only, call DSTERF. For eigenvectors, first call +* ZUNGTR to generate the unitary matrix, then call ZSTEQR. +* + IF( .NOT.WANTZ ) THEN + CALL DSTERF( N, W, RWORK( INDE ), INFO ) + ELSE + CALL ZUNGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ), + $ LLWORK, IINFO ) + INDWRK = INDE + N + CALL ZSTEQR( JOBZ, N, W, RWORK( INDE ), A, LDA, + $ RWORK( INDWRK ), INFO ) + END IF +* +* If matrix was scaled, then rescale eigenvalues appropriately. +* + IF( ISCALE.EQ.1 ) THEN + IF( INFO.EQ.0 ) THEN + IMAX = N + ELSE + IMAX = INFO - 1 + END IF + CALL DSCAL( IMAX, ONE / SIGMA, W, 1 ) + END IF +* +* Set WORK(1) to optimal complex workspace size. +* + WORK( 1 ) = MAX( 2*N-1, LOPT ) +* + RETURN +* +* End of ZHEEV +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zhetd2.f @@ -0,0 +1,255 @@ + SUBROUTINE ZHETD2( UPLO, N, A, LDA, D, E, TAU, 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 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION D( * ), E( * ) + COMPLEX*16 A( LDA, * ), TAU( * ) +* .. +* +* Purpose +* ======= +* +* ZHETD2 reduces a complex Hermitian matrix A to real symmetric +* tridiagonal form T by a unitary similarity transformation: +* Q' * A * Q = T. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* Specifies whether the upper or lower triangular part of the +* Hermitian matrix A is stored: +* = 'U': Upper triangular +* = 'L': Lower triangular +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA,N) +* On entry, the Hermitian 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 unitary +* 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 unitary 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) COMPLEX*16 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 complex scalar, and v is a complex 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 complex scalar, and v is a complex 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 .. + COMPLEX*16 ONE, ZERO, HALF + PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ), + $ ZERO = ( 0.0D+0, 0.0D+0 ), + $ HALF = ( 0.5D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I + COMPLEX*16 ALPHA, TAUI +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZAXPY, ZHEMV, ZHER2, ZLARFG +* .. +* .. External Functions .. + LOGICAL LSAME + COMPLEX*16 ZDOTC + EXTERNAL LSAME, ZDOTC +* .. +* .. Intrinsic Functions .. + INTRINSIC DBLE, MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZHETD2', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Reduce the upper triangle of A +* + A( N, N ) = DBLE( A( N, N ) ) + DO 10 I = N - 1, 1, -1 +* +* Generate elementary reflector H(i) = I - tau * v * v' +* to annihilate A(1:i-1,i+1) +* + ALPHA = A( I, I+1 ) + CALL ZLARFG( I, ALPHA, A( 1, I+1 ), 1, TAUI ) + E( I ) = ALPHA +* + IF( TAUI.NE.ZERO ) THEN +* +* Apply H(i) from both sides to A(1:i,1:i) +* + A( I, I+1 ) = ONE +* +* Compute x := tau * A * v storing x in TAU(1:i) +* + CALL ZHEMV( UPLO, I, TAUI, A, LDA, A( 1, I+1 ), 1, ZERO, + $ TAU, 1 ) +* +* Compute w := x - 1/2 * tau * (x'*v) * v +* + ALPHA = -HALF*TAUI*ZDOTC( I, TAU, 1, A( 1, I+1 ), 1 ) + CALL ZAXPY( I, ALPHA, A( 1, I+1 ), 1, TAU, 1 ) +* +* Apply the transformation as a rank-2 update: +* A := A - v * w' - w * v' +* + CALL ZHER2( UPLO, I, -ONE, A( 1, I+1 ), 1, TAU, 1, A, + $ LDA ) +* + END IF + A( I, I+1 ) = E( I ) + D( I+1 ) = A( I+1, I+1 ) + TAU( I ) = TAUI + 10 CONTINUE + D( 1 ) = A( 1, 1 ) + ELSE +* +* Reduce the lower triangle of A +* + A( 1, 1 ) = DBLE( A( 1, 1 ) ) + DO 20 I = 1, N - 1 +* +* Generate elementary reflector H(i) = I - tau * v * v' +* to annihilate A(i+2:n,i) +* + ALPHA = A( I+1, I ) + CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1, TAUI ) + E( I ) = ALPHA +* + IF( TAUI.NE.ZERO ) THEN +* +* Apply H(i) from both sides to A(i+1:n,i+1:n) +* + A( I+1, I ) = ONE +* +* Compute x := tau * A * v storing y in TAU(i:n-1) +* + CALL ZHEMV( UPLO, N-I, TAUI, A( I+1, I+1 ), LDA, + $ A( I+1, I ), 1, ZERO, TAU( I ), 1 ) +* +* Compute w := x - 1/2 * tau * (x'*v) * v +* + ALPHA = -HALF*TAUI*ZDOTC( N-I, TAU( I ), 1, A( I+1, I ), + $ 1 ) + CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, TAU( I ), 1 ) +* +* Apply the transformation as a rank-2 update: +* A := A - v * w' - w * v' +* + CALL ZHER2( UPLO, N-I, -ONE, A( I+1, I ), 1, TAU( I ), 1, + $ A( I+1, I+1 ), LDA ) +* + END IF + A( I+1, I ) = E( I ) + D( I ) = A( I, I ) + TAU( I ) = TAUI + 20 CONTINUE + D( N ) = A( N, N ) + END IF +* + RETURN +* +* End of ZHETD2 +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zhetrd.f @@ -0,0 +1,281 @@ + SUBROUTINE ZHETRD( UPLO, N, A, LDA, D, E, TAU, WORK, LWORK, 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 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION D( * ), E( * ) + COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* ZHETRD reduces a complex Hermitian matrix A to real symmetric +* tridiagonal form T by a unitary similarity transformation: +* Q**H * A * Q = T. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A is stored; +* = 'L': Lower triangle of A is stored. +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA,N) +* On entry, the Hermitian 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 unitary +* 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 unitary 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) COMPLEX*16 array, dimension (N-1) +* The scalar factors of the elementary reflectors (see Further +* Details). +* +* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= 1. +* For optimum performance LWORK >= N*NB, where NB is the +* optimal blocksize. +* +* 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 complex scalar, and v is a complex 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 complex scalar, and v is a complex 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 .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) + COMPLEX*16 CONE + PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, IINFO, IWS, J, KK, LDWORK, NB, NBMIN, NX +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZHER2K, ZHETD2, ZLATRD +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. External Functions .. + LOGICAL LSAME + INTEGER ILAENV + EXTERNAL LSAME, ILAENV +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + ELSE IF( LWORK.LT.1 ) THEN + INFO = -9 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZHETRD', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* +* Determine the block size. +* + NB = ILAENV( 1, 'ZHETRD', UPLO, N, -1, -1, -1 ) + NX = N + IWS = 1 + IF( NB.GT.1 .AND. NB.LT.N ) THEN +* +* Determine when to cross over from blocked to unblocked code +* (last block is always handled by unblocked code). +* + NX = MAX( NB, ILAENV( 3, 'ZHETRD', UPLO, N, -1, -1, -1 ) ) + IF( NX.LT.N ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = N + IWS = LDWORK*NB + IF( LWORK.LT.IWS ) THEN +* +* Not enough workspace to use optimal NB: determine the +* minimum value of NB, and reduce NB or force use of +* unblocked code by setting NX = N. +* + NB = MAX( LWORK / LDWORK, 1 ) + NBMIN = ILAENV( 2, 'ZHETRD', UPLO, N, -1, -1, -1 ) + IF( NB.LT.NBMIN ) + $ NX = N + END IF + ELSE + NX = N + END IF + ELSE + NB = 1 + END IF +* + IF( UPPER ) THEN +* +* Reduce the upper triangle of A. +* Columns 1:kk are handled by the unblocked method. +* + KK = N - ( ( N-NX+NB-1 ) / NB )*NB + DO 20 I = N - NB + 1, KK + 1, -NB +* +* Reduce columns i:i+nb-1 to tridiagonal form and form the +* matrix W which is needed to update the unreduced part of +* the matrix +* + CALL ZLATRD( UPLO, I+NB-1, NB, A, LDA, E, TAU, WORK, + $ LDWORK ) +* +* Update the unreduced submatrix A(1:i-1,1:i-1), using an +* update of the form: A := A - V*W' - W*V' +* + CALL ZHER2K( UPLO, 'No transpose', I-1, NB, -CONE, + $ A( 1, I ), LDA, WORK, LDWORK, ONE, A, LDA ) +* +* Copy superdiagonal elements back into A, and diagonal +* elements into D +* + DO 10 J = I, I + NB - 1 + A( J-1, J ) = E( J-1 ) + D( J ) = A( J, J ) + 10 CONTINUE + 20 CONTINUE +* +* Use unblocked code to reduce the last or only block +* + CALL ZHETD2( UPLO, KK, A, LDA, D, E, TAU, IINFO ) + ELSE +* +* Reduce the lower triangle of A +* + DO 40 I = 1, N - NX, NB +* +* Reduce columns i:i+nb-1 to tridiagonal form and form the +* matrix W which is needed to update the unreduced part of +* the matrix +* + CALL ZLATRD( UPLO, N-I+1, NB, A( I, I ), LDA, E( I ), + $ TAU( I ), WORK, LDWORK ) +* +* Update the unreduced submatrix A(i+nb:n,i+nb:n), using +* an update of the form: A := A - V*W' - W*V' +* + CALL ZHER2K( UPLO, 'No transpose', N-I-NB+1, NB, -CONE, + $ A( I+NB, I ), LDA, WORK( NB+1 ), LDWORK, ONE, + $ A( I+NB, I+NB ), LDA ) +* +* Copy subdiagonal elements back into A, and diagonal +* elements into D +* + DO 30 J = I, I + NB - 1 + A( J+1, J ) = E( J ) + D( J ) = A( J, J ) + 30 CONTINUE + 40 CONTINUE +* +* Use unblocked code to reduce the last or only block +* + CALL ZHETD2( UPLO, N-I+1, A( I, I ), LDA, D( I ), E( I ), + $ TAU( I ), IINFO ) + END IF +* + WORK( 1 ) = IWS + RETURN +* +* End of ZHETRD +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zlanhe.f @@ -0,0 +1,188 @@ + DOUBLE PRECISION FUNCTION ZLANHE( NORM, UPLO, N, A, LDA, WORK ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* October 31, 1992 +* +* .. Scalar Arguments .. + CHARACTER NORM, UPLO + INTEGER LDA, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION WORK( * ) + COMPLEX*16 A( LDA, * ) +* .. +* +* Purpose +* ======= +* +* ZLANHE returns the value of the one norm, or the Frobenius norm, or +* the infinity norm, or the element of largest absolute value of a +* complex hermitian matrix A. +* +* Description +* =========== +* +* ZLANHE returns the value +* +* ZLANHE = ( max(abs(A(i,j))), NORM = 'M' or 'm' +* ( +* ( norm1(A), NORM = '1', 'O' or 'o' +* ( +* ( normI(A), NORM = 'I' or 'i' +* ( +* ( normF(A), NORM = 'F', 'f', 'E' or 'e' +* +* where norm1 denotes the one norm of a matrix (maximum column sum), +* normI denotes the infinity norm of a matrix (maximum row sum) and +* normF denotes the Frobenius norm of a matrix (square root of sum of +* squares). Note that max(abs(A(i,j))) is not a matrix norm. +* +* Arguments +* ========= +* +* NORM (input) CHARACTER*1 +* Specifies the value to be returned in ZLANHE as described +* above. +* +* UPLO (input) CHARACTER*1 +* Specifies whether the upper or lower triangular part of the +* hermitian matrix A is to be referenced. +* = 'U': Upper triangular part of A is referenced +* = 'L': Lower triangular part of A is referenced +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. When N = 0, ZLANHE is +* set to zero. +* +* A (input) COMPLEX*16 array, dimension (LDA,N) +* The hermitian 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. Note that the imaginary parts of the diagonal +* elements need not be set and are assumed to be zero. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(N,1). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (LWORK), +* where LWORK >= N when NORM = 'I' or '1' or 'O'; otherwise, +* WORK is not referenced. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, J + DOUBLE PRECISION ABSA, SCALE, SUM, VALUE +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL ZLASSQ +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, MAX, SQRT +* .. +* .. Executable Statements .. +* + IF( N.EQ.0 ) THEN + VALUE = ZERO + ELSE IF( LSAME( NORM, 'M' ) ) THEN +* +* Find max(abs(A(i,j))). +* + VALUE = ZERO + IF( LSAME( UPLO, 'U' ) ) THEN + DO 20 J = 1, N + DO 10 I = 1, J - 1 + VALUE = MAX( VALUE, ABS( A( I, J ) ) ) + 10 CONTINUE + VALUE = MAX( VALUE, ABS( DBLE( A( J, J ) ) ) ) + 20 CONTINUE + ELSE + DO 40 J = 1, N + VALUE = MAX( VALUE, ABS( DBLE( A( J, J ) ) ) ) + DO 30 I = J + 1, N + VALUE = MAX( VALUE, ABS( A( I, J ) ) ) + 30 CONTINUE + 40 CONTINUE + END IF + ELSE IF( ( LSAME( NORM, 'I' ) ) .OR. ( LSAME( NORM, 'O' ) ) .OR. + $ ( NORM.EQ.'1' ) ) THEN +* +* Find normI(A) ( = norm1(A), since A is hermitian). +* + VALUE = ZERO + IF( LSAME( UPLO, 'U' ) ) THEN + DO 60 J = 1, N + SUM = ZERO + DO 50 I = 1, J - 1 + ABSA = ABS( A( I, J ) ) + SUM = SUM + ABSA + WORK( I ) = WORK( I ) + ABSA + 50 CONTINUE + WORK( J ) = SUM + ABS( DBLE( A( J, J ) ) ) + 60 CONTINUE + DO 70 I = 1, N + VALUE = MAX( VALUE, WORK( I ) ) + 70 CONTINUE + ELSE + DO 80 I = 1, N + WORK( I ) = ZERO + 80 CONTINUE + DO 100 J = 1, N + SUM = WORK( J ) + ABS( DBLE( A( J, J ) ) ) + DO 90 I = J + 1, N + ABSA = ABS( A( I, J ) ) + SUM = SUM + ABSA + WORK( I ) = WORK( I ) + ABSA + 90 CONTINUE + VALUE = MAX( VALUE, SUM ) + 100 CONTINUE + END IF + ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN +* +* Find normF(A). +* + SCALE = ZERO + SUM = ONE + IF( LSAME( UPLO, 'U' ) ) THEN + DO 110 J = 2, N + CALL ZLASSQ( J-1, A( 1, J ), 1, SCALE, SUM ) + 110 CONTINUE + ELSE + DO 120 J = 1, N - 1 + CALL ZLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM ) + 120 CONTINUE + END IF + SUM = 2*SUM + DO 130 I = 1, N + IF( DBLE( A( I, I ) ).NE.ZERO ) THEN + ABSA = ABS( DBLE( A( I, I ) ) ) + IF( SCALE.LT.ABSA ) THEN + SUM = ONE + SUM*( SCALE / ABSA )**2 + SCALE = ABSA + ELSE + SUM = SUM + ( ABSA / SCALE )**2 + END IF + END IF + 130 CONTINUE + VALUE = SCALE*SQRT( SUM ) + END IF +* + ZLANHE = VALUE + RETURN +* +* End of ZLANHE +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zlatrd.f @@ -0,0 +1,280 @@ + SUBROUTINE ZLATRD( UPLO, N, NB, A, LDA, E, TAU, W, LDW ) +* +* -- LAPACK auxiliary routine (version 2.0) -- +* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., +* Courant Institute, Argonne National Lab, and Rice University +* September 30, 1994 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER LDA, LDW, N, NB +* .. +* .. Array Arguments .. + DOUBLE PRECISION E( * ) + COMPLEX*16 A( LDA, * ), TAU( * ), W( LDW, * ) +* .. +* +* Purpose +* ======= +* +* ZLATRD reduces NB rows and columns of a complex Hermitian matrix A to +* Hermitian tridiagonal form by a unitary 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', ZLATRD reduces the last NB rows and columns of a +* matrix, of which the upper triangle is supplied; +* if UPLO = 'L', ZLATRD reduces the first NB rows and columns of a +* matrix, of which the lower triangle is supplied. +* +* This is an auxiliary routine called by ZHETRD. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER +* Specifies whether the upper or lower triangular part of the +* Hermitian 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) COMPLEX*16 array, dimension (LDA,N) +* On entry, the Hermitian 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 unitary 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 unitary 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). +* +* 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) COMPLEX*16 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) COMPLEX*16 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 complex scalar, and v is a complex 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 complex scalar, and v is a complex 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 Hermitian 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). +* +* ===================================================================== +* +* .. Parameters .. + COMPLEX*16 ZERO, ONE, HALF + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ), + $ ONE = ( 1.0D+0, 0.0D+0 ), + $ HALF = ( 0.5D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + INTEGER I, IW + COMPLEX*16 ALPHA +* .. +* .. External Subroutines .. + EXTERNAL ZAXPY, ZGEMV, ZHEMV, ZLACGV, ZLARFG, ZSCAL +* .. +* .. External Functions .. + LOGICAL LSAME + COMPLEX*16 ZDOTC + EXTERNAL LSAME, ZDOTC +* .. +* .. Intrinsic Functions .. + INTRINSIC DBLE, MIN +* .. +* .. Executable Statements .. +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* + IF( LSAME( UPLO, 'U' ) ) THEN +* +* Reduce last NB columns of upper triangle +* + DO 10 I = N, N - NB + 1, -1 + IW = I - N + NB + IF( I.LT.N ) THEN +* +* Update A(1:i,i) +* + A( I, I ) = DBLE( A( I, I ) ) + CALL ZLACGV( N-I, W( I, IW+1 ), LDW ) + CALL ZGEMV( 'No transpose', I, N-I, -ONE, A( 1, I+1 ), + $ LDA, W( I, IW+1 ), LDW, ONE, A( 1, I ), 1 ) + CALL ZLACGV( N-I, W( I, IW+1 ), LDW ) + CALL ZLACGV( N-I, A( I, I+1 ), LDA ) + CALL ZGEMV( 'No transpose', I, N-I, -ONE, W( 1, IW+1 ), + $ LDW, A( I, I+1 ), LDA, ONE, A( 1, I ), 1 ) + CALL ZLACGV( N-I, A( I, I+1 ), LDA ) + A( I, I ) = DBLE( A( I, I ) ) + END IF + IF( I.GT.1 ) THEN +* +* Generate elementary reflector H(i) to annihilate +* A(1:i-2,i) +* + ALPHA = A( I-1, I ) + CALL ZLARFG( I-1, ALPHA, A( 1, I ), 1, TAU( I-1 ) ) + E( I-1 ) = ALPHA + A( I-1, I ) = ONE +* +* Compute W(1:i-1,i) +* + CALL ZHEMV( 'Upper', I-1, ONE, A, LDA, A( 1, I ), 1, + $ ZERO, W( 1, IW ), 1 ) + IF( I.LT.N ) THEN + CALL ZGEMV( 'Conjugate transpose', I-1, N-I, ONE, + $ W( 1, IW+1 ), LDW, A( 1, I ), 1, ZERO, + $ W( I+1, IW ), 1 ) + CALL ZGEMV( 'No transpose', I-1, N-I, -ONE, + $ A( 1, I+1 ), LDA, W( I+1, IW ), 1, ONE, + $ W( 1, IW ), 1 ) + CALL ZGEMV( 'Conjugate transpose', I-1, N-I, ONE, + $ A( 1, I+1 ), LDA, A( 1, I ), 1, ZERO, + $ W( I+1, IW ), 1 ) + CALL ZGEMV( 'No transpose', I-1, N-I, -ONE, + $ W( 1, IW+1 ), LDW, W( I+1, IW ), 1, ONE, + $ W( 1, IW ), 1 ) + END IF + CALL ZSCAL( I-1, TAU( I-1 ), W( 1, IW ), 1 ) + ALPHA = -HALF*TAU( I-1 )*ZDOTC( I-1, W( 1, IW ), 1, + $ A( 1, I ), 1 ) + CALL ZAXPY( I-1, ALPHA, A( 1, I ), 1, W( 1, IW ), 1 ) + END IF +* + 10 CONTINUE + ELSE +* +* Reduce first NB columns of lower triangle +* + DO 20 I = 1, NB +* +* Update A(i:n,i) +* + A( I, I ) = DBLE( A( I, I ) ) + CALL ZLACGV( I-1, W( I, 1 ), LDW ) + CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, A( I, 1 ), + $ LDA, W( I, 1 ), LDW, ONE, A( I, I ), 1 ) + CALL ZLACGV( I-1, W( I, 1 ), LDW ) + CALL ZLACGV( I-1, A( I, 1 ), LDA ) + CALL ZGEMV( 'No transpose', N-I+1, I-1, -ONE, W( I, 1 ), + $ LDW, A( I, 1 ), LDA, ONE, A( I, I ), 1 ) + CALL ZLACGV( I-1, A( I, 1 ), LDA ) + A( I, I ) = DBLE( A( I, I ) ) + IF( I.LT.N ) THEN +* +* Generate elementary reflector H(i) to annihilate +* A(i+2:n,i) +* + ALPHA = A( I+1, I ) + CALL ZLARFG( N-I, ALPHA, A( MIN( I+2, N ), I ), 1, + $ TAU( I ) ) + E( I ) = ALPHA + A( I+1, I ) = ONE +* +* Compute W(i+1:n,i) +* + CALL ZHEMV( 'Lower', N-I, ONE, A( I+1, I+1 ), LDA, + $ A( I+1, I ), 1, ZERO, W( I+1, I ), 1 ) + CALL ZGEMV( 'Conjugate transpose', N-I, I-1, ONE, + $ W( I+1, 1 ), LDW, A( I+1, I ), 1, ZERO, + $ W( 1, I ), 1 ) + CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, A( I+1, 1 ), + $ LDA, W( 1, I ), 1, ONE, W( I+1, I ), 1 ) + CALL ZGEMV( 'Conjugate transpose', N-I, I-1, ONE, + $ A( I+1, 1 ), LDA, A( I+1, I ), 1, ZERO, + $ W( 1, I ), 1 ) + CALL ZGEMV( 'No transpose', N-I, I-1, -ONE, W( I+1, 1 ), + $ LDW, W( 1, I ), 1, ONE, W( I+1, I ), 1 ) + CALL ZSCAL( N-I, TAU( I ), W( I+1, I ), 1 ) + ALPHA = -HALF*TAU( I )*ZDOTC( N-I, W( I+1, I ), 1, + $ A( I+1, I ), 1 ) + CALL ZAXPY( N-I, ALPHA, A( I+1, I ), 1, W( I+1, I ), 1 ) + END IF +* + 20 CONTINUE + END IF +* + RETURN +* +* End of ZLATRD +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zsteqr.f @@ -0,0 +1,504 @@ + SUBROUTINE ZSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, 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 +* +* .. Scalar Arguments .. + CHARACTER COMPZ + INTEGER INFO, LDZ, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION D( * ), E( * ), WORK( * ) + COMPLEX*16 Z( LDZ, * ) +* .. +* +* Purpose +* ======= +* +* ZSTEQR computes all eigenvalues and, optionally, eigenvectors of a +* symmetric tridiagonal matrix using the implicit QL or QR method. +* The eigenvectors of a full or band complex Hermitian matrix can also +* be found if ZHETRD or ZHPTRD or ZHBTRD has been used to reduce this +* matrix to tridiagonal form. +* +* Arguments +* ========= +* +* COMPZ (input) CHARACTER*1 +* = 'N': Compute eigenvalues only. +* = 'V': Compute eigenvalues and eigenvectors of the original +* Hermitian matrix. On entry, Z must contain the +* unitary matrix used to reduce the original matrix +* to tridiagonal form. +* = 'I': Compute eigenvalues and eigenvectors of the +* tridiagonal matrix. Z is initialized to the identity +* matrix. +* +* N (input) INTEGER +* The order of the matrix. N >= 0. +* +* D (input/output) DOUBLE PRECISION array, dimension (N) +* On entry, the diagonal elements of the tridiagonal matrix. +* On exit, if INFO = 0, the eigenvalues in ascending order. +* +* E (input/output) DOUBLE PRECISION array, dimension (N-1) +* On entry, the (n-1) subdiagonal elements of the tridiagonal +* matrix. +* On exit, E has been destroyed. +* +* Z (input/output) COMPLEX*16 array, dimension (LDZ, N) +* On entry, if COMPZ = 'V', then Z contains the unitary +* matrix used in the reduction to tridiagonal form. +* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the +* orthonormal eigenvectors of the original Hermitian matrix, +* and if COMPZ = 'I', Z contains the orthonormal eigenvectors +* of the symmetric tridiagonal matrix. +* If COMPZ = 'N', then Z is not referenced. +* +* LDZ (input) INTEGER +* The leading dimension of the array Z. LDZ >= 1, and if +* eigenvectors are desired, then LDZ >= max(1,N). +* +* WORK (workspace) DOUBLE PRECISION array, dimension (max(1,2*N-2)) +* If COMPZ = 'N', then WORK is not referenced. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* > 0: the algorithm has failed to find all the eigenvalues in +* a total of 30*N iterations; if INFO = i, then i +* elements of E have not converged to zero; on exit, D +* and E contain the elements of a symmetric tridiagonal +* matrix which is unitarily similar to the original +* matrix. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE, TWO, THREE + PARAMETER ( ZERO = 0.0D0, ONE = 1.0D0, TWO = 2.0D0, + $ THREE = 3.0D0 ) + COMPLEX*16 CZERO, CONE + PARAMETER ( CZERO = ( 0.0D0, 0.0D0 ), + $ CONE = ( 1.0D0, 0.0D0 ) ) + INTEGER MAXIT + PARAMETER ( MAXIT = 30 ) +* .. +* .. Local Scalars .. + INTEGER I, ICOMPZ, II, ISCALE, J, JTOT, K, L, L1, LEND, + $ LENDM1, LENDP1, LENDSV, LM1, LSV, M, MM, MM1, + $ NM1, NMAXIT + DOUBLE PRECISION ANORM, B, C, EPS, EPS2, F, G, P, R, RT1, RT2, + $ S, SAFMAX, SAFMIN, SSFMAX, SSFMIN, TST +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DLAMCH, DLANST, DLAPY2 + EXTERNAL LSAME, DLAMCH, DLANST, DLAPY2 +* .. +* .. External Subroutines .. + EXTERNAL DLAE2, DLAEV2, DLARTG, DLASCL, DLASRT, XERBLA, + $ ZLASET, ZLASR, ZSWAP +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX, SIGN, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 +* + IF( LSAME( COMPZ, 'N' ) ) THEN + ICOMPZ = 0 + ELSE IF( LSAME( COMPZ, 'V' ) ) THEN + ICOMPZ = 1 + ELSE IF( LSAME( COMPZ, 'I' ) ) THEN + ICOMPZ = 2 + ELSE + ICOMPZ = -1 + END IF + IF( ICOMPZ.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( ( LDZ.LT.1 ) .OR. ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, + $ N ) ) ) THEN + INFO = -6 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZSTEQR', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) + $ RETURN +* + IF( N.EQ.1 ) THEN + IF( ICOMPZ.EQ.2 ) + $ Z( 1, 1 ) = CONE + RETURN + END IF +* +* Determine the unit roundoff and over/underflow thresholds. +* + EPS = DLAMCH( 'E' ) + EPS2 = EPS**2 + SAFMIN = DLAMCH( 'S' ) + SAFMAX = ONE / SAFMIN + SSFMAX = SQRT( SAFMAX ) / THREE + SSFMIN = SQRT( SAFMIN ) / EPS2 +* +* Compute the eigenvalues and eigenvectors of the tridiagonal +* matrix. +* + IF( ICOMPZ.EQ.2 ) + $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ ) +* + NMAXIT = N*MAXIT + JTOT = 0 +* +* Determine where the matrix splits and choose QL or QR iteration +* for each block, according to whether top or bottom diagonal +* element is smaller. +* + L1 = 1 + NM1 = N - 1 +* + 10 CONTINUE + IF( L1.GT.N ) + $ GO TO 160 + IF( L1.GT.1 ) + $ E( L1-1 ) = ZERO + IF( L1.LE.NM1 ) THEN + DO 20 M = L1, NM1 + TST = ABS( E( M ) ) + IF( TST.EQ.ZERO ) + $ GO TO 30 + IF( TST.LE.( SQRT( ABS( D( M ) ) )*SQRT( ABS( D( M+ + $ 1 ) ) ) )*EPS ) THEN + E( M ) = ZERO + GO TO 30 + END IF + 20 CONTINUE + END IF + M = N +* + 30 CONTINUE + L = L1 + LSV = L + LEND = M + LENDSV = LEND + L1 = M + 1 + IF( LEND.EQ.L ) + $ GO TO 10 +* +* Scale submatrix in rows and columns L to LEND +* + ANORM = DLANST( 'I', LEND-L+1, D( L ), E( L ) ) + ISCALE = 0 + IF( ANORM.EQ.ZERO ) + $ GO TO 10 + IF( ANORM.GT.SSFMAX ) THEN + ISCALE = 1 + CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L+1, 1, D( L ), N, + $ INFO ) + CALL DLASCL( 'G', 0, 0, ANORM, SSFMAX, LEND-L, 1, E( L ), N, + $ INFO ) + ELSE IF( ANORM.LT.SSFMIN ) THEN + ISCALE = 2 + CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L+1, 1, D( L ), N, + $ INFO ) + CALL DLASCL( 'G', 0, 0, ANORM, SSFMIN, LEND-L, 1, E( L ), N, + $ INFO ) + END IF +* +* Choose between QL and QR iteration +* + IF( ABS( D( LEND ) ).LT.ABS( D( L ) ) ) THEN + LEND = LSV + L = LENDSV + END IF +* + IF( LEND.GT.L ) THEN +* +* QL Iteration +* +* Look for small subdiagonal element. +* + 40 CONTINUE + IF( L.NE.LEND ) THEN + LENDM1 = LEND - 1 + DO 50 M = L, LENDM1 + TST = ABS( E( M ) )**2 + IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M+1 ) )+ + $ SAFMIN )GO TO 60 + 50 CONTINUE + END IF +* + M = LEND +* + 60 CONTINUE + IF( M.LT.LEND ) + $ E( M ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 80 +* +* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 +* to compute its eigensystem. +* + IF( M.EQ.L+1 ) THEN + IF( ICOMPZ.GT.0 ) THEN + CALL DLAEV2( D( L ), E( L ), D( L+1 ), RT1, RT2, C, S ) + WORK( L ) = C + WORK( N-1+L ) = S + CALL ZLASR( 'R', 'V', 'B', N, 2, WORK( L ), + $ WORK( N-1+L ), Z( 1, L ), LDZ ) + ELSE + CALL DLAE2( D( L ), E( L ), D( L+1 ), RT1, RT2 ) + END IF + D( L ) = RT1 + D( L+1 ) = RT2 + E( L ) = ZERO + L = L + 2 + IF( L.LE.LEND ) + $ GO TO 40 + GO TO 140 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 140 + JTOT = JTOT + 1 +* +* Form shift. +* + G = ( D( L+1 )-P ) / ( TWO*E( L ) ) + R = DLAPY2( G, ONE ) + G = D( M ) - P + ( E( L ) / ( G+SIGN( R, G ) ) ) +* + S = ONE + C = ONE + P = ZERO +* +* Inner loop +* + MM1 = M - 1 + DO 70 I = MM1, L, -1 + F = S*E( I ) + B = C*E( I ) + CALL DLARTG( G, F, C, S, R ) + IF( I.NE.M-1 ) + $ E( I+1 ) = R + G = D( I+1 ) - P + R = ( D( I )-G )*S + TWO*C*B + P = S*R + D( I+1 ) = G + P + G = C*R - B +* +* If eigenvectors are desired, then save rotations. +* + IF( ICOMPZ.GT.0 ) THEN + WORK( I ) = C + WORK( N-1+I ) = -S + END IF +* + 70 CONTINUE +* +* If eigenvectors are desired, then apply saved rotations. +* + IF( ICOMPZ.GT.0 ) THEN + MM = M - L + 1 + CALL ZLASR( 'R', 'V', 'B', N, MM, WORK( L ), WORK( N-1+L ), + $ Z( 1, L ), LDZ ) + END IF +* + D( L ) = D( L ) - P + E( L ) = G + GO TO 40 +* +* Eigenvalue found. +* + 80 CONTINUE + D( L ) = P +* + L = L + 1 + IF( L.LE.LEND ) + $ GO TO 40 + GO TO 140 +* + ELSE +* +* QR Iteration +* +* Look for small superdiagonal element. +* + 90 CONTINUE + IF( L.NE.LEND ) THEN + LENDP1 = LEND + 1 + DO 100 M = L, LENDP1, -1 + TST = ABS( E( M-1 ) )**2 + IF( TST.LE.( EPS2*ABS( D( M ) ) )*ABS( D( M-1 ) )+ + $ SAFMIN )GO TO 110 + 100 CONTINUE + END IF +* + M = LEND +* + 110 CONTINUE + IF( M.GT.LEND ) + $ E( M-1 ) = ZERO + P = D( L ) + IF( M.EQ.L ) + $ GO TO 130 +* +* If remaining matrix is 2-by-2, use DLAE2 or SLAEV2 +* to compute its eigensystem. +* + IF( M.EQ.L-1 ) THEN + IF( ICOMPZ.GT.0 ) THEN + CALL DLAEV2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2, C, S ) + WORK( M ) = C + WORK( N-1+M ) = S + CALL ZLASR( 'R', 'V', 'F', N, 2, WORK( M ), + $ WORK( N-1+M ), Z( 1, L-1 ), LDZ ) + ELSE + CALL DLAE2( D( L-1 ), E( L-1 ), D( L ), RT1, RT2 ) + END IF + D( L-1 ) = RT1 + D( L ) = RT2 + E( L-1 ) = ZERO + L = L - 2 + IF( L.GE.LEND ) + $ GO TO 90 + GO TO 140 + END IF +* + IF( JTOT.EQ.NMAXIT ) + $ GO TO 140 + JTOT = JTOT + 1 +* +* Form shift. +* + G = ( D( L-1 )-P ) / ( TWO*E( L-1 ) ) + R = DLAPY2( G, ONE ) + G = D( M ) - P + ( E( L-1 ) / ( G+SIGN( R, G ) ) ) +* + S = ONE + C = ONE + P = ZERO +* +* Inner loop +* + LM1 = L - 1 + DO 120 I = M, LM1 + F = S*E( I ) + B = C*E( I ) + CALL DLARTG( G, F, C, S, R ) + IF( I.NE.M ) + $ E( I-1 ) = R + G = D( I ) - P + R = ( D( I+1 )-G )*S + TWO*C*B + P = S*R + D( I ) = G + P + G = C*R - B +* +* If eigenvectors are desired, then save rotations. +* + IF( ICOMPZ.GT.0 ) THEN + WORK( I ) = C + WORK( N-1+I ) = S + END IF +* + 120 CONTINUE +* +* If eigenvectors are desired, then apply saved rotations. +* + IF( ICOMPZ.GT.0 ) THEN + MM = L - M + 1 + CALL ZLASR( 'R', 'V', 'F', N, MM, WORK( M ), WORK( N-1+M ), + $ Z( 1, M ), LDZ ) + END IF +* + D( L ) = D( L ) - P + E( LM1 ) = G + GO TO 90 +* +* Eigenvalue found. +* + 130 CONTINUE + D( L ) = P +* + L = L - 1 + IF( L.GE.LEND ) + $ GO TO 90 + GO TO 140 +* + END IF +* +* Undo scaling if necessary +* + 140 CONTINUE + IF( ISCALE.EQ.1 ) THEN + CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) + CALL DLASCL( 'G', 0, 0, SSFMAX, ANORM, LENDSV-LSV, 1, E( LSV ), + $ N, INFO ) + ELSE IF( ISCALE.EQ.2 ) THEN + CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV+1, 1, + $ D( LSV ), N, INFO ) + CALL DLASCL( 'G', 0, 0, SSFMIN, ANORM, LENDSV-LSV, 1, E( LSV ), + $ N, INFO ) + END IF +* +* Check for no convergence to an eigenvalue after a total +* of N*MAXIT iterations. +* + IF( JTOT.EQ.NMAXIT ) THEN + DO 150 I = 1, N - 1 + IF( E( I ).NE.ZERO ) + $ INFO = INFO + 1 + 150 CONTINUE + RETURN + END IF + GO TO 10 +* +* Order eigenvalues and eigenvectors. +* + 160 CONTINUE + IF( ICOMPZ.EQ.0 ) THEN +* +* Use Quick Sort +* + CALL DLASRT( 'I', N, D, INFO ) +* + ELSE +* +* Use Selection Sort to minimize swaps of eigenvectors +* + DO 180 II = 2, N + I = II - 1 + K = I + P = D( I ) + DO 170 J = II, N + IF( D( J ).LT.P ) THEN + K = J + P = D( J ) + END IF + 170 CONTINUE + IF( K.NE.I ) THEN + D( K ) = D( I ) + D( I ) = P + CALL ZSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 ) + END IF + 180 CONTINUE + END IF + RETURN +* +* End of ZSTEQR +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zung2l.f @@ -0,0 +1,129 @@ + SUBROUTINE ZUNG2L( M, N, K, A, LDA, TAU, WORK, 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 +* +* .. Scalar Arguments .. + INTEGER INFO, K, LDA, M, N +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), TAU( * ), WORK( * ) +* .. +* +* Purpose +* ======= +* +* ZUNG2L generates an m by n complex matrix Q with orthonormal columns, +* which is defined as the last n columns of a product of k elementary +* reflectors of order m +* +* Q = H(k) . . . H(2) H(1) +* +* as returned by ZGEQLF. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix Q. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix Q. M >= N >= 0. +* +* K (input) INTEGER +* The number of elementary reflectors whose product defines the +* matrix Q. N >= K >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA,N) +* On entry, the (n-k+i)-th column must contain the vector which +* defines the elementary reflector H(i), for i = 1,2,...,k, as +* returned by ZGEQLF in the last k columns of its array +* argument A. +* On exit, the m-by-n matrix Q. +* +* LDA (input) INTEGER +* The first dimension of the array A. LDA >= max(1,M). +* +* TAU (input) COMPLEX*16 array, dimension (K) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by ZGEQLF. +* +* WORK (workspace) COMPLEX*16 array, dimension (N) +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument has an illegal value +* +* ===================================================================== +* +* .. Parameters .. + COMPLEX*16 ONE, ZERO + PARAMETER ( ONE = ( 1.0D+0, 0.0D+0 ), + $ ZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + INTEGER I, II, J, L +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZLARF, ZSCAL +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( K.LT.0 .OR. K.GT.N ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZUNG2L', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) + $ RETURN +* +* Initialise columns 1:n-k to columns of the unit matrix +* + DO 20 J = 1, N - K + DO 10 L = 1, M + A( L, J ) = ZERO + 10 CONTINUE + A( M-N+J, J ) = ONE + 20 CONTINUE +* + DO 40 I = 1, K + II = N - K + I +* +* Apply H(i) to A(1:m-k+i,1:n-k+i) from the left +* + A( M-N+II, II ) = ONE + CALL ZLARF( 'Left', M-N+II, II-1, A( 1, II ), 1, TAU( I ), A, + $ LDA, WORK ) + CALL ZSCAL( M-N+II-1, -TAU( I ), A( 1, II ), 1 ) + A( M-N+II, II ) = ONE - TAU( I ) +* +* Set A(m-k+i+1:m,n-k+i) to zero +* + DO 30 L = M - N + II + 1, M + A( L, II ) = ZERO + 30 CONTINUE + 40 CONTINUE + RETURN +* +* End of ZUNG2L +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zungql.f @@ -0,0 +1,205 @@ + SUBROUTINE ZUNGQL( M, N, K, A, LDA, TAU, WORK, LWORK, 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 +* +* .. Scalar Arguments .. + INTEGER INFO, K, LDA, LWORK, M, N +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), TAU( * ), WORK( LWORK ) +* .. +* +* Purpose +* ======= +* +* ZUNGQL generates an M-by-N complex matrix Q with orthonormal columns, +* which is defined as the last N columns of a product of K elementary +* reflectors of order M +* +* Q = H(k) . . . H(2) H(1) +* +* as returned by ZGEQLF. +* +* Arguments +* ========= +* +* M (input) INTEGER +* The number of rows of the matrix Q. M >= 0. +* +* N (input) INTEGER +* The number of columns of the matrix Q. M >= N >= 0. +* +* K (input) INTEGER +* The number of elementary reflectors whose product defines the +* matrix Q. N >= K >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA,N) +* On entry, the (n-k+i)-th column must contain the vector which +* defines the elementary reflector H(i), for i = 1,2,...,k, as +* returned by ZGEQLF in the last k columns of its array +* argument A. +* On exit, the M-by-N matrix Q. +* +* LDA (input) INTEGER +* The first dimension of the array A. LDA >= max(1,M). +* +* TAU (input) COMPLEX*16 array, dimension (K) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by ZGEQLF. +* +* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= max(1,N). +* For optimum performance LWORK >= N*NB, where NB is the +* optimal blocksize. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument has an illegal value +* +* ===================================================================== +* +* .. Parameters .. + COMPLEX*16 ZERO + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + INTEGER I, IB, IINFO, IWS, J, KK, L, LDWORK, NB, NBMIN, + $ NX +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZLARFB, ZLARFT, ZUNG2L +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. External Functions .. + INTEGER ILAENV + EXTERNAL ILAENV +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( K.LT.0 .OR. K.GT.N ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + ELSE IF( LWORK.LT.MAX( 1, N ) ) THEN + INFO = -8 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZUNGQL', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* +* Determine the block size. +* + NB = ILAENV( 1, 'ZUNGQL', ' ', M, N, K, -1 ) + NBMIN = 2 + NX = 0 + IWS = N + IF( NB.GT.1 .AND. NB.LT.K ) THEN +* +* Determine when to cross over from blocked to unblocked code. +* + NX = MAX( 0, ILAENV( 3, 'ZUNGQL', ' ', M, N, K, -1 ) ) + IF( NX.LT.K ) THEN +* +* Determine if workspace is large enough for blocked code. +* + LDWORK = N + IWS = LDWORK*NB + IF( LWORK.LT.IWS ) THEN +* +* Not enough workspace to use optimal NB: reduce NB and +* determine the minimum value of NB. +* + NB = LWORK / LDWORK + NBMIN = MAX( 2, ILAENV( 2, 'ZUNGQL', ' ', M, N, K, -1 ) ) + END IF + END IF + END IF +* + IF( NB.GE.NBMIN .AND. NB.LT.K .AND. NX.LT.K ) THEN +* +* Use blocked code after the first block. +* The last kk columns are handled by the block method. +* + KK = MIN( K, ( ( K-NX+NB-1 ) / NB )*NB ) +* +* Set A(m-kk+1:m,1:n-kk) to zero. +* + DO 20 J = 1, N - KK + DO 10 I = M - KK + 1, M + A( I, J ) = ZERO + 10 CONTINUE + 20 CONTINUE + ELSE + KK = 0 + END IF +* +* Use unblocked code for the first or only block. +* + CALL ZUNG2L( M-KK, N-KK, K-KK, A, LDA, TAU, WORK, IINFO ) +* + IF( KK.GT.0 ) THEN +* +* Use blocked code +* + DO 50 I = K - KK + 1, K, NB + IB = MIN( NB, K-I+1 ) + IF( N-K+I.GT.1 ) THEN +* +* Form the triangular factor of the block reflector +* H = H(i+ib-1) . . . H(i+1) H(i) +* + CALL ZLARFT( 'Backward', 'Columnwise', M-K+I+IB-1, IB, + $ A( 1, N-K+I ), LDA, TAU( I ), WORK, LDWORK ) +* +* Apply H to A(1:m-k+i+ib-1,1:n-k+i-1) from the left +* + CALL ZLARFB( 'Left', 'No transpose', 'Backward', + $ 'Columnwise', M-K+I+IB-1, N-K+I-1, IB, + $ A( 1, N-K+I ), LDA, WORK, LDWORK, A, LDA, + $ WORK( IB+1 ), LDWORK ) + END IF +* +* Apply H to rows 1:m-k+i+ib-1 of current block +* + CALL ZUNG2L( M-K+I+IB-1, IB, IB, A( 1, N-K+I ), LDA, + $ TAU( I ), WORK, IINFO ) +* +* Set rows m-k+i+ib:m of current block to zero +* + DO 40 J = N - K + I, N - K + I + IB - 1 + DO 30 L = M - K + I + IB, M + A( L, J ) = ZERO + 30 CONTINUE + 40 CONTINUE + 50 CONTINUE + END IF +* + WORK( 1 ) = IWS + RETURN +* +* End of ZUNGQL +* + END
new file mode 100644 --- /dev/null +++ b/libcruft/lapack/zungtr.f @@ -0,0 +1,164 @@ + SUBROUTINE ZUNGTR( UPLO, N, A, LDA, TAU, WORK, LWORK, 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 +* +* .. Scalar Arguments .. + CHARACTER UPLO + INTEGER INFO, LDA, LWORK, N +* .. +* .. Array Arguments .. + COMPLEX*16 A( LDA, * ), TAU( * ), WORK( LWORK ) +* .. +* +* Purpose +* ======= +* +* ZUNGTR generates a complex unitary matrix Q which is defined as the +* product of n-1 elementary reflectors of order N, as returned by +* ZHETRD: +* +* if UPLO = 'U', Q = H(n-1) . . . H(2) H(1), +* +* if UPLO = 'L', Q = H(1) H(2) . . . H(n-1). +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangle of A contains elementary reflectors +* from ZHETRD; +* = 'L': Lower triangle of A contains elementary reflectors +* from ZHETRD. +* +* N (input) INTEGER +* The order of the matrix Q. N >= 0. +* +* A (input/output) COMPLEX*16 array, dimension (LDA,N) +* On entry, the vectors which define the elementary reflectors, +* as returned by ZHETRD. +* On exit, the N-by-N unitary matrix Q. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= N. +* +* TAU (input) COMPLEX*16 array, dimension (N-1) +* TAU(i) must contain the scalar factor of the elementary +* reflector H(i), as returned by ZHETRD. +* +* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK) +* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= N-1. +* For optimum performance LWORK >= (N-1)*NB, where NB is +* the optimal blocksize. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Parameters .. + COMPLEX*16 ZERO, ONE + PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ), + $ ONE = ( 1.0D+0, 0.0D+0 ) ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER I, IINFO, J +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL XERBLA, ZUNGQL, ZUNGQR +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input arguments +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + ELSE IF( LWORK.LT.MAX( 1, N-1 ) ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'ZUNGTR', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) THEN + WORK( 1 ) = 1 + RETURN + END IF +* + IF( UPPER ) THEN +* +* Q was determined by a call to ZHETRD with UPLO = 'U' +* +* Shift the vectors which define the elementary reflectors one +* column to the left, and set the last row and column of Q to +* those of the unit matrix +* + DO 20 J = 1, N - 1 + DO 10 I = 1, J - 1 + A( I, J ) = A( I, J+1 ) + 10 CONTINUE + A( N, J ) = ZERO + 20 CONTINUE + DO 30 I = 1, N - 1 + A( I, N ) = ZERO + 30 CONTINUE + A( N, N ) = ONE +* +* Generate Q(1:n-1,1:n-1) +* + CALL ZUNGQL( N-1, N-1, N-1, A, LDA, TAU, WORK, LWORK, IINFO ) +* + ELSE +* +* Q was determined by a call to ZHETRD with UPLO = 'L'. +* +* Shift the vectors which define the elementary reflectors one +* column to the right, and set the first row and column of Q to +* those of the unit matrix +* + DO 50 J = N, 2, -1 + A( 1, J ) = ZERO + DO 40 I = J + 1, N + A( I, J ) = A( I, J-1 ) + 40 CONTINUE + 50 CONTINUE + A( 1, 1 ) = ONE + DO 60 I = 2, N + A( I, 1 ) = ZERO + 60 CONTINUE + IF( N.GT.1 ) THEN +* +* Generate Q(2:n,2:n) +* + CALL ZUNGQR( N-1, N-1, N-1, A( 2, 2 ), LDA, TAU, WORK, + $ LWORK, IINFO ) + END IF + END IF + RETURN +* +* End of ZUNGTR +* + END