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annotate libcruft/lapack/claqr3.f @ 8596:8833c0b18eb2

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enable default settings queries in optim funcs
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 27 Jan 2009 08:15:08 +0100
parents 82be108cc558
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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7789
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1 SUBROUTINE CLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
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2 $ IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
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3 $ NV, WV, LDWV, WORK, LWORK )
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4 *
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5 * -- LAPACK auxiliary routine (version 3.1) --
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6 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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7 * November 2006
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8 *
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9 * .. Scalar Arguments ..
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10 INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
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11 $ LDZ, LWORK, N, ND, NH, NS, NV, NW
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12 LOGICAL WANTT, WANTZ
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13 * ..
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14 * .. Array Arguments ..
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15 COMPLEX H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
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16 $ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
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17 * ..
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18 *
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19 * ******************************************************************
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20 * Aggressive early deflation:
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21 *
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22 * This subroutine accepts as input an upper Hessenberg matrix
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23 * H and performs an unitary similarity transformation
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24 * designed to detect and deflate fully converged eigenvalues from
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25 * a trailing principal submatrix. On output H has been over-
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26 * written by a new Hessenberg matrix that is a perturbation of
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27 * an unitary similarity transformation of H. It is to be
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28 * hoped that the final version of H has many zero subdiagonal
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29 * entries.
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30 *
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31 * ******************************************************************
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32 * WANTT (input) LOGICAL
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33 * If .TRUE., then the Hessenberg matrix H is fully updated
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34 * so that the triangular Schur factor may be
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35 * computed (in cooperation with the calling subroutine).
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36 * If .FALSE., then only enough of H is updated to preserve
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37 * the eigenvalues.
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38 *
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39 * WANTZ (input) LOGICAL
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40 * If .TRUE., then the unitary matrix Z is updated so
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41 * so that the unitary Schur factor may be computed
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42 * (in cooperation with the calling subroutine).
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43 * If .FALSE., then Z is not referenced.
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44 *
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45 * N (input) INTEGER
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46 * The order of the matrix H and (if WANTZ is .TRUE.) the
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47 * order of the unitary matrix Z.
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48 *
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49 * KTOP (input) INTEGER
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50 * It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
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51 * KBOT and KTOP together determine an isolated block
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52 * along the diagonal of the Hessenberg matrix.
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53 *
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54 * KBOT (input) INTEGER
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55 * It is assumed without a check that either
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56 * KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together
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57 * determine an isolated block along the diagonal of the
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58 * Hessenberg matrix.
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59 *
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60 * NW (input) INTEGER
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61 * Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1).
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62 *
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63 * H (input/output) COMPLEX array, dimension (LDH,N)
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64 * On input the initial N-by-N section of H stores the
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65 * Hessenberg matrix undergoing aggressive early deflation.
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66 * On output H has been transformed by a unitary
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67 * similarity transformation, perturbed, and the returned
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68 * to Hessenberg form that (it is to be hoped) has some
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69 * zero subdiagonal entries.
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70 *
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71 * LDH (input) integer
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72 * Leading dimension of H just as declared in the calling
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73 * subroutine. N .LE. LDH
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74 *
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75 * ILOZ (input) INTEGER
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76 * IHIZ (input) INTEGER
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77 * Specify the rows of Z to which transformations must be
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78 * applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
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79 *
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80 * Z (input/output) COMPLEX array, dimension (LDZ,IHI)
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81 * IF WANTZ is .TRUE., then on output, the unitary
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82 * similarity transformation mentioned above has been
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83 * accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right.
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84 * If WANTZ is .FALSE., then Z is unreferenced.
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85 *
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86 * LDZ (input) integer
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87 * The leading dimension of Z just as declared in the
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88 * calling subroutine. 1 .LE. LDZ.
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89 *
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90 * NS (output) integer
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91 * The number of unconverged (ie approximate) eigenvalues
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92 * returned in SR and SI that may be used as shifts by the
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93 * calling subroutine.
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94 *
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95 * ND (output) integer
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96 * The number of converged eigenvalues uncovered by this
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97 * subroutine.
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98 *
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99 * SH (output) COMPLEX array, dimension KBOT
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100 * On output, approximate eigenvalues that may
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101 * be used for shifts are stored in SH(KBOT-ND-NS+1)
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102 * through SR(KBOT-ND). Converged eigenvalues are
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103 * stored in SH(KBOT-ND+1) through SH(KBOT).
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104 *
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105 * V (workspace) COMPLEX array, dimension (LDV,NW)
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106 * An NW-by-NW work array.
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107 *
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108 * LDV (input) integer scalar
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109 * The leading dimension of V just as declared in the
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110 * calling subroutine. NW .LE. LDV
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111 *
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112 * NH (input) integer scalar
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113 * The number of columns of T. NH.GE.NW.
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114 *
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115 * T (workspace) COMPLEX array, dimension (LDT,NW)
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116 *
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117 * LDT (input) integer
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118 * The leading dimension of T just as declared in the
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119 * calling subroutine. NW .LE. LDT
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120 *
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121 * NV (input) integer
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122 * The number of rows of work array WV available for
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123 * workspace. NV.GE.NW.
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124 *
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125 * WV (workspace) COMPLEX array, dimension (LDWV,NW)
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126 *
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127 * LDWV (input) integer
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128 * The leading dimension of W just as declared in the
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129 * calling subroutine. NW .LE. LDV
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130 *
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131 * WORK (workspace) COMPLEX array, dimension LWORK.
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132 * On exit, WORK(1) is set to an estimate of the optimal value
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133 * of LWORK for the given values of N, NW, KTOP and KBOT.
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134 *
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135 * LWORK (input) integer
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136 * The dimension of the work array WORK. LWORK = 2*NW
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137 * suffices, but greater efficiency may result from larger
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138 * values of LWORK.
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139 *
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140 * If LWORK = -1, then a workspace query is assumed; CLAQR3
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141 * only estimates the optimal workspace size for the given
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142 * values of N, NW, KTOP and KBOT. The estimate is returned
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143 * in WORK(1). No error message related to LWORK is issued
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144 * by XERBLA. Neither H nor Z are accessed.
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145 *
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146 * ================================================================
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147 * Based on contributions by
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148 * Karen Braman and Ralph Byers, Department of Mathematics,
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149 * University of Kansas, USA
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150 *
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151 * ==================================================================
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152 * .. Parameters ..
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153 COMPLEX ZERO, ONE
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154 PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
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155 $ ONE = ( 1.0e0, 0.0e0 ) )
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156 REAL RZERO, RONE
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157 PARAMETER ( RZERO = 0.0e0, RONE = 1.0e0 )
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158 * ..
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159 * .. Local Scalars ..
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160 COMPLEX BETA, CDUM, S, TAU
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161 REAL FOO, SAFMAX, SAFMIN, SMLNUM, ULP
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162 INTEGER I, IFST, ILST, INFO, INFQR, J, JW, KCOL, KLN,
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163 $ KNT, KROW, KWTOP, LTOP, LWK1, LWK2, LWK3,
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164 $ LWKOPT, NMIN
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165 * ..
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166 * .. External Functions ..
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167 REAL SLAMCH
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168 INTEGER ILAENV
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169 EXTERNAL SLAMCH, ILAENV
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170 * ..
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171 * .. External Subroutines ..
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172 EXTERNAL CCOPY, CGEHRD, CGEMM, CLACPY, CLAHQR, CLAQR4,
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173 $ CLARF, CLARFG, CLASET, CTREXC, CUNGHR, SLABAD
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174 * ..
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175 * .. Intrinsic Functions ..
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176 INTRINSIC ABS, AIMAG, CMPLX, CONJG, INT, MAX, MIN, REAL
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177 * ..
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178 * .. Statement Functions ..
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179 REAL CABS1
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180 * ..
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181 * .. Statement Function definitions ..
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182 CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
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183 * ..
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184 * .. Executable Statements ..
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185 *
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186 * ==== Estimate optimal workspace. ====
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187 *
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188 JW = MIN( NW, KBOT-KTOP+1 )
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189 IF( JW.LE.2 ) THEN
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190 LWKOPT = 1
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191 ELSE
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192 *
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193 * ==== Workspace query call to CGEHRD ====
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194 *
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195 CALL CGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
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196 LWK1 = INT( WORK( 1 ) )
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197 *
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198 * ==== Workspace query call to CUNGHR ====
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199 *
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200 CALL CUNGHR( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
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201 LWK2 = INT( WORK( 1 ) )
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202 *
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203 * ==== Workspace query call to CLAQR4 ====
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204 *
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205 CALL CLAQR4( .true., .true., JW, 1, JW, T, LDT, SH, 1, JW, V,
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206 $ LDV, WORK, -1, INFQR )
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207 LWK3 = INT( WORK( 1 ) )
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208 *
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209 * ==== Optimal workspace ====
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210 *
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211 LWKOPT = MAX( JW+MAX( LWK1, LWK2 ), LWK3 )
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212 END IF
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213 *
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214 * ==== Quick return in case of workspace query. ====
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215 *
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216 IF( LWORK.EQ.-1 ) THEN
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217 WORK( 1 ) = CMPLX( LWKOPT, 0 )
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218 RETURN
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219 END IF
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220 *
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221 * ==== Nothing to do ...
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222 * ... for an empty active block ... ====
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223 NS = 0
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224 ND = 0
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225 IF( KTOP.GT.KBOT )
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226 $ RETURN
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227 * ... nor for an empty deflation window. ====
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228 IF( NW.LT.1 )
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229 $ RETURN
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230 *
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231 * ==== Machine constants ====
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232 *
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233 SAFMIN = SLAMCH( 'SAFE MINIMUM' )
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234 SAFMAX = RONE / SAFMIN
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235 CALL SLABAD( SAFMIN, SAFMAX )
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236 ULP = SLAMCH( 'PRECISION' )
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237 SMLNUM = SAFMIN*( REAL( N ) / ULP )
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238 *
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239 * ==== Setup deflation window ====
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240 *
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241 JW = MIN( NW, KBOT-KTOP+1 )
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242 KWTOP = KBOT - JW + 1
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243 IF( KWTOP.EQ.KTOP ) THEN
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244 S = ZERO
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245 ELSE
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246 S = H( KWTOP, KWTOP-1 )
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247 END IF
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248 *
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249 IF( KBOT.EQ.KWTOP ) THEN
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250 *
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251 * ==== 1-by-1 deflation window: not much to do ====
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252 *
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253 SH( KWTOP ) = H( KWTOP, KWTOP )
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254 NS = 1
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255 ND = 0
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256 IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
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257 $ KWTOP ) ) ) ) THEN
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258
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259 NS = 0
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260 ND = 1
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261 IF( KWTOP.GT.KTOP )
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262 $ H( KWTOP, KWTOP-1 ) = ZERO
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263 END IF
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264 RETURN
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265 END IF
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266 *
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267 * ==== Convert to spike-triangular form. (In case of a
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268 * . rare QR failure, this routine continues to do
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269 * . aggressive early deflation using that part of
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270 * . the deflation window that converged using INFQR
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271 * . here and there to keep track.) ====
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272 *
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273 CALL CLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
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274 CALL CCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
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275 *
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276 CALL CLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
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277 NMIN = ILAENV( 12, 'CLAQR3', 'SV', JW, 1, JW, LWORK )
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278 IF( JW.GT.NMIN ) THEN
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279 CALL CLAQR4( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
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280 $ JW, V, LDV, WORK, LWORK, INFQR )
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281 ELSE
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282 CALL CLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
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283 $ JW, V, LDV, INFQR )
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284 END IF
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285 *
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286 * ==== Deflation detection loop ====
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287 *
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288 NS = JW
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289 ILST = INFQR + 1
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290 DO 10 KNT = INFQR + 1, JW
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291 *
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292 * ==== Small spike tip deflation test ====
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293 *
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294 FOO = CABS1( T( NS, NS ) )
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295 IF( FOO.EQ.RZERO )
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296 $ FOO = CABS1( S )
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297 IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
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298 $ THEN
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299 *
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300 * ==== One more converged eigenvalue ====
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301 *
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302 NS = NS - 1
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303 ELSE
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304 *
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305 * ==== One undflatable eigenvalue. Move it up out of the
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306 * . way. (CTREXC can not fail in this case.) ====
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307 *
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308 IFST = NS
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309 CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
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310 ILST = ILST + 1
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311 END IF
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312 10 CONTINUE
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313 *
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314 * ==== Return to Hessenberg form ====
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315 *
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316 IF( NS.EQ.0 )
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317 $ S = ZERO
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318 *
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319 IF( NS.LT.JW ) THEN
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320 *
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321 * ==== sorting the diagonal of T improves accuracy for
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322 * . graded matrices. ====
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323 *
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324 DO 30 I = INFQR + 1, NS
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325 IFST = I
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326 DO 20 J = I + 1, NS
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327 IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
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328 $ IFST = J
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329 20 CONTINUE
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330 ILST = I
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331 IF( IFST.NE.ILST )
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332 $ CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
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333 30 CONTINUE
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334 END IF
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335 *
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336 * ==== Restore shift/eigenvalue array from T ====
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337 *
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338 DO 40 I = INFQR + 1, JW
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339 SH( KWTOP+I-1 ) = T( I, I )
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340 40 CONTINUE
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341 *
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342 *
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343 IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
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344 IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
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345 *
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346 * ==== Reflect spike back into lower triangle ====
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347 *
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348 CALL CCOPY( NS, V, LDV, WORK, 1 )
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349 DO 50 I = 1, NS
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350 WORK( I ) = CONJG( WORK( I ) )
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351 50 CONTINUE
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352 BETA = WORK( 1 )
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353 CALL CLARFG( NS, BETA, WORK( 2 ), 1, TAU )
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354 WORK( 1 ) = ONE
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355 *
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356 CALL CLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
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357 *
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358 CALL CLARF( 'L', NS, JW, WORK, 1, CONJG( TAU ), T, LDT,
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359 $ WORK( JW+1 ) )
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360 CALL CLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
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361 $ WORK( JW+1 ) )
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362 CALL CLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
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363 $ WORK( JW+1 ) )
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364 *
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365 CALL CGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
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366 $ LWORK-JW, INFO )
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367 END IF
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368 *
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369 * ==== Copy updated reduced window into place ====
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370 *
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371 IF( KWTOP.GT.1 )
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372 $ H( KWTOP, KWTOP-1 ) = S*CONJG( V( 1, 1 ) )
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373 CALL CLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
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374 CALL CCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
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375 $ LDH+1 )
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376 *
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377 * ==== Accumulate orthogonal matrix in order update
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378 * . H and Z, if requested. (A modified version
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379 * . of CUNGHR that accumulates block Householder
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380 * . transformations into V directly might be
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381 * . marginally more efficient than the following.) ====
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382 *
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383 IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
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384 CALL CUNGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
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385 $ LWORK-JW, INFO )
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386 CALL CGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
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387 $ WV, LDWV )
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388 CALL CLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
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389 END IF
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390 *
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391 * ==== Update vertical slab in H ====
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392 *
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393 IF( WANTT ) THEN
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394 LTOP = 1
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395 ELSE
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396 LTOP = KTOP
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397 END IF
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398 DO 60 KROW = LTOP, KWTOP - 1, NV
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399 KLN = MIN( NV, KWTOP-KROW )
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400 CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
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401 $ LDH, V, LDV, ZERO, WV, LDWV )
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402 CALL CLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
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403 60 CONTINUE
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404 *
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405 * ==== Update horizontal slab in H ====
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406 *
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407 IF( WANTT ) THEN
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408 DO 70 KCOL = KBOT + 1, N, NH
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409 KLN = MIN( NH, N-KCOL+1 )
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410 CALL CGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
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411 $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
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412 CALL CLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
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413 $ LDH )
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414 70 CONTINUE
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415 END IF
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416 *
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diff changeset
417 * ==== Update vertical slab in Z ====
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parents:
diff changeset
418 *
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diff changeset
419 IF( WANTZ ) THEN
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420 DO 80 KROW = ILOZ, IHIZ, NV
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421 KLN = MIN( NV, IHIZ-KROW+1 )
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422 CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
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423 $ LDZ, V, LDV, ZERO, WV, LDWV )
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diff changeset
424 CALL CLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
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parents:
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425 $ LDZ )
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426 80 CONTINUE
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diff changeset
427 END IF
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428 END IF
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parents:
diff changeset
429 *
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430 * ==== Return the number of deflations ... ====
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parents:
diff changeset
431 *
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diff changeset
432 ND = JW - NS
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parents:
diff changeset
433 *
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434 * ==== ... and the number of shifts. (Subtracting
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parents:
diff changeset
435 * . INFQR from the spike length takes care
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diff changeset
436 * . of the case of a rare QR failure while
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parents:
diff changeset
437 * . calculating eigenvalues of the deflation
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diff changeset
438 * . window.) ====
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parents:
diff changeset
439 *
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diff changeset
440 NS = NS - INFQR
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parents:
diff changeset
441 *
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parents:
diff changeset
442 * ==== Return optimal workspace. ====
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parents:
diff changeset
443 *
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diff changeset
444 WORK( 1 ) = CMPLX( LWKOPT, 0 )
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parents:
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445 *
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parents:
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446 * ==== End of CLAQR3 ====
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parents:
diff changeset
447 *
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parents:
diff changeset
448 END