annotate libcruft/lapack/claqr0.f @ 7789:82be108cc558

First attempt at single precision tyeps * * * corrections to qrupdate single precision routines * * * prefer demotion to single over promotion to double * * * Add single precision support to log2 function * * * Trivial PROJECT file update * * * Cache optimized hermitian/transpose methods * * * Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author David Bateman <dbateman@free.fr>
date Sun, 27 Apr 2008 22:34:17 +0200
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1 SUBROUTINE CLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
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2 $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
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3 *
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4 * -- LAPACK auxiliary routine (version 3.1) --
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5 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
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6 * November 2006
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7 *
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8 * .. Scalar Arguments ..
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9 INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
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10 LOGICAL WANTT, WANTZ
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11 * ..
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12 * .. Array Arguments ..
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13 COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
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14 * ..
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15 *
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16 * Purpose
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17 * =======
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18 *
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19 * CLAQR0 computes the eigenvalues of a Hessenberg matrix H
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20 * and, optionally, the matrices T and Z from the Schur decomposition
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21 * H = Z T Z**H, where T is an upper triangular matrix (the
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22 * Schur form), and Z is the unitary matrix of Schur vectors.
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23 *
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24 * Optionally Z may be postmultiplied into an input unitary
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25 * matrix Q so that this routine can give the Schur factorization
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26 * of a matrix A which has been reduced to the Hessenberg form H
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27 * by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
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28 *
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29 * Arguments
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30 * =========
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31 *
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32 * WANTT (input) LOGICAL
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33 * = .TRUE. : the full Schur form T is required;
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34 * = .FALSE.: only eigenvalues are required.
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35 *
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36 * WANTZ (input) LOGICAL
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37 * = .TRUE. : the matrix of Schur vectors Z is required;
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38 * = .FALSE.: Schur vectors are not required.
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39 *
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40 * N (input) INTEGER
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41 * The order of the matrix H. N .GE. 0.
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42 *
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43 * ILO (input) INTEGER
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44 * IHI (input) INTEGER
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45 * It is assumed that H is already upper triangular in rows
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46 * and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
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47 * H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
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48 * previous call to CGEBAL, and then passed to CGEHRD when the
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49 * matrix output by CGEBAL is reduced to Hessenberg form.
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50 * Otherwise, ILO and IHI should be set to 1 and N,
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51 * respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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52 * If N = 0, then ILO = 1 and IHI = 0.
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53 *
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54 * H (input/output) COMPLEX array, dimension (LDH,N)
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55 * On entry, the upper Hessenberg matrix H.
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56 * On exit, if INFO = 0 and WANTT is .TRUE., then H
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57 * contains the upper triangular matrix T from the Schur
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58 * decomposition (the Schur form). If INFO = 0 and WANT is
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59 * .FALSE., then the contents of H are unspecified on exit.
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60 * (The output value of H when INFO.GT.0 is given under the
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61 * description of INFO below.)
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62 *
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63 * This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
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64 * j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
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65 *
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66 * LDH (input) INTEGER
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67 * The leading dimension of the array H. LDH .GE. max(1,N).
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68 *
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69 * W (output) COMPLEX array, dimension (N)
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70 * The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
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71 * in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
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72 * stored in the same order as on the diagonal of the Schur
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73 * form returned in H, with W(i) = H(i,i).
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74 *
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75 * Z (input/output) COMPLEX array, dimension (LDZ,IHI)
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76 * If WANTZ is .FALSE., then Z is not referenced.
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77 * If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
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78 * replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
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79 * orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
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80 * (The output value of Z when INFO.GT.0 is given under
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81 * the description of INFO below.)
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82 *
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83 * LDZ (input) INTEGER
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84 * The leading dimension of the array Z. if WANTZ is .TRUE.
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85 * then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
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86 *
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87 * WORK (workspace/output) COMPLEX array, dimension LWORK
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88 * On exit, if LWORK = -1, WORK(1) returns an estimate of
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89 * the optimal value for LWORK.
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90 *
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91 * LWORK (input) INTEGER
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92 * The dimension of the array WORK. LWORK .GE. max(1,N)
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93 * is sufficient, but LWORK typically as large as 6*N may
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94 * be required for optimal performance. A workspace query
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95 * to determine the optimal workspace size is recommended.
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96 *
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97 * If LWORK = -1, then CLAQR0 does a workspace query.
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98 * In this case, CLAQR0 checks the input parameters and
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99 * estimates the optimal workspace size for the given
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100 * values of N, ILO and IHI. The estimate is returned
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101 * in WORK(1). No error message related to LWORK is
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102 * issued by XERBLA. Neither H nor Z are accessed.
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103 *
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104 *
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105 * INFO (output) INTEGER
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106 * = 0: successful exit
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107 * .GT. 0: if INFO = i, CLAQR0 failed to compute all of
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108 * the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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109 * and WI contain those eigenvalues which have been
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110 * successfully computed. (Failures are rare.)
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111 *
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112 * If INFO .GT. 0 and WANT is .FALSE., then on exit,
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113 * the remaining unconverged eigenvalues are the eigen-
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114 * values of the upper Hessenberg matrix rows and
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115 * columns ILO through INFO of the final, output
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116 * value of H.
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117 *
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118 * If INFO .GT. 0 and WANTT is .TRUE., then on exit
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119 *
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120 * (*) (initial value of H)*U = U*(final value of H)
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121 *
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122 * where U is a unitary matrix. The final
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123 * value of H is upper Hessenberg and triangular in
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124 * rows and columns INFO+1 through IHI.
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125 *
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126 * If INFO .GT. 0 and WANTZ is .TRUE., then on exit
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127 *
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128 * (final value of Z(ILO:IHI,ILOZ:IHIZ)
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129 * = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
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130 *
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131 * where U is the unitary matrix in (*) (regard-
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132 * less of the value of WANTT.)
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133 *
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134 * If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
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135 * accessed.
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136 *
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137 * ================================================================
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138 * Based on contributions by
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139 * Karen Braman and Ralph Byers, Department of Mathematics,
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140 * University of Kansas, USA
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141 *
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142 * ================================================================
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143 * References:
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144 * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
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145 * Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
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146 * Performance, SIAM Journal of Matrix Analysis, volume 23, pages
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147 * 929--947, 2002.
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148 *
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149 * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
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150 * Algorithm Part II: Aggressive Early Deflation, SIAM Journal
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151 * of Matrix Analysis, volume 23, pages 948--973, 2002.
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152 *
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153 * ================================================================
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154 * .. Parameters ..
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155 *
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156 * ==== Matrices of order NTINY or smaller must be processed by
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157 * . CLAHQR because of insufficient subdiagonal scratch space.
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158 * . (This is a hard limit.) ====
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159 *
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160 * ==== Exceptional deflation windows: try to cure rare
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161 * . slow convergence by increasing the size of the
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162 * . deflation window after KEXNW iterations. =====
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163 *
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164 * ==== Exceptional shifts: try to cure rare slow convergence
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165 * . with ad-hoc exceptional shifts every KEXSH iterations.
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166 * . The constants WILK1 and WILK2 are used to form the
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167 * . exceptional shifts. ====
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168 *
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169 INTEGER NTINY
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170 PARAMETER ( NTINY = 11 )
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171 INTEGER KEXNW, KEXSH
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172 PARAMETER ( KEXNW = 5, KEXSH = 6 )
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173 REAL WILK1
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174 PARAMETER ( WILK1 = 0.75e0 )
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175 COMPLEX ZERO, ONE
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176 PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
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177 $ ONE = ( 1.0e0, 0.0e0 ) )
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178 REAL TWO
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179 PARAMETER ( TWO = 2.0e0 )
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180 * ..
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181 * .. Local Scalars ..
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182 COMPLEX AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
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183 REAL S
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184 INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
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185 $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
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186 $ LWKOPT, NDFL, NH, NHO, NIBBLE, NMIN, NS, NSMAX,
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187 $ NSR, NVE, NW, NWMAX, NWR
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188 LOGICAL NWINC, SORTED
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189 CHARACTER JBCMPZ*2
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190 * ..
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191 * .. External Functions ..
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192 INTEGER ILAENV
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193 EXTERNAL ILAENV
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194 * ..
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195 * .. Local Arrays ..
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196 COMPLEX ZDUM( 1, 1 )
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197 * ..
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198 * .. External Subroutines ..
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199 EXTERNAL CLACPY, CLAHQR, CLAQR3, CLAQR4, CLAQR5
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200 * ..
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201 * .. Intrinsic Functions ..
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202 INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, MIN, MOD, REAL,
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203 $ SQRT
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204 * ..
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205 * .. Statement Functions ..
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206 REAL CABS1
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207 * ..
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208 * .. Statement Function definitions ..
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209 CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
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210 * ..
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211 * .. Executable Statements ..
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212 INFO = 0
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213 *
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214 * ==== Quick return for N = 0: nothing to do. ====
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215 *
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216 IF( N.EQ.0 ) THEN
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217 WORK( 1 ) = ONE
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218 RETURN
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219 END IF
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220 *
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221 * ==== Set up job flags for ILAENV. ====
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222 *
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223 IF( WANTT ) THEN
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224 JBCMPZ( 1: 1 ) = 'S'
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225 ELSE
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226 JBCMPZ( 1: 1 ) = 'E'
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227 END IF
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228 IF( WANTZ ) THEN
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229 JBCMPZ( 2: 2 ) = 'V'
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230 ELSE
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231 JBCMPZ( 2: 2 ) = 'N'
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232 END IF
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233 *
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234 * ==== Tiny matrices must use CLAHQR. ====
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235 *
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236 IF( N.LE.NTINY ) THEN
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237 *
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238 * ==== Estimate optimal workspace. ====
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239 *
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240 LWKOPT = 1
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241 IF( LWORK.NE.-1 )
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242 $ CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
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243 $ IHIZ, Z, LDZ, INFO )
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244 ELSE
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245 *
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246 * ==== Use small bulge multi-shift QR with aggressive early
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247 * . deflation on larger-than-tiny matrices. ====
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248 *
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249 * ==== Hope for the best. ====
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250 *
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251 INFO = 0
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252 *
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253 * ==== NWR = recommended deflation window size. At this
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254 * . point, N .GT. NTINY = 11, so there is enough
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255 * . subdiagonal workspace for NWR.GE.2 as required.
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256 * . (In fact, there is enough subdiagonal space for
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257 * . NWR.GE.3.) ====
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258 *
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259 NWR = ILAENV( 13, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
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260 NWR = MAX( 2, NWR )
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261 NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
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262 NW = NWR
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263 *
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264 * ==== NSR = recommended number of simultaneous shifts.
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265 * . At this point N .GT. NTINY = 11, so there is at
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266 * . enough subdiagonal workspace for NSR to be even
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267 * . and greater than or equal to two as required. ====
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268 *
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269 NSR = ILAENV( 15, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
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270 NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
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271 NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
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272 *
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273 * ==== Estimate optimal workspace ====
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274 *
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275 * ==== Workspace query call to CLAQR3 ====
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276 *
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277 CALL CLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
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278 $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
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279 $ LDH, WORK, -1 )
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280 *
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281 * ==== Optimal workspace = MAX(CLAQR5, CLAQR3) ====
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282 *
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283 LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
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284 *
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285 * ==== Quick return in case of workspace query. ====
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286 *
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287 IF( LWORK.EQ.-1 ) THEN
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288 WORK( 1 ) = CMPLX( LWKOPT, 0 )
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289 RETURN
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290 END IF
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291 *
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292 * ==== CLAHQR/CLAQR0 crossover point ====
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293 *
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294 NMIN = ILAENV( 12, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
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295 NMIN = MAX( NTINY, NMIN )
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296 *
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297 * ==== Nibble crossover point ====
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298 *
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299 NIBBLE = ILAENV( 14, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
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300 NIBBLE = MAX( 0, NIBBLE )
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301 *
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302 * ==== Accumulate reflections during ttswp? Use block
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303 * . 2-by-2 structure during matrix-matrix multiply? ====
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304 *
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305 KACC22 = ILAENV( 16, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
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306 KACC22 = MAX( 0, KACC22 )
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307 KACC22 = MIN( 2, KACC22 )
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308 *
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309 * ==== NWMAX = the largest possible deflation window for
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310 * . which there is sufficient workspace. ====
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311 *
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312 NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
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313 *
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314 * ==== NSMAX = the Largest number of simultaneous shifts
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315 * . for which there is sufficient workspace. ====
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316 *
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317 NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
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318 NSMAX = NSMAX - MOD( NSMAX, 2 )
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319 *
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320 * ==== NDFL: an iteration count restarted at deflation. ====
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321 *
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322 NDFL = 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
323 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
324 * ==== ITMAX = iteration limit ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
325 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
326 ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
327 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
328 * ==== Last row and column in the active block ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
329 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
330 KBOT = IHI
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
331 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
332 * ==== Main Loop ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
333 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
334 DO 70 IT = 1, ITMAX
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
335 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
336 * ==== Done when KBOT falls below ILO ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
337 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
338 IF( KBOT.LT.ILO )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
339 $ GO TO 80
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
340 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
341 * ==== Locate active block ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
342 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
343 DO 10 K = KBOT, ILO + 1, -1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
344 IF( H( K, K-1 ).EQ.ZERO )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
345 $ GO TO 20
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
346 10 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
347 K = ILO
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
348 20 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
349 KTOP = K
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
350 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
351 * ==== Select deflation window size ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
352 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
353 NH = KBOT - KTOP + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
354 IF( NDFL.LT.KEXNW .OR. NH.LT.NW ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
355 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
356 * ==== Typical deflation window. If possible and
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
357 * . advisable, nibble the entire active block.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
358 * . If not, use size NWR or NWR+1 depending upon
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
359 * . which has the smaller corresponding subdiagonal
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
360 * . entry (a heuristic). ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
361 *
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David Bateman <dbateman@free.fr>
parents:
diff changeset
362 NWINC = .TRUE.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
363 IF( NH.LE.MIN( NMIN, NWMAX ) ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
364 NW = NH
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
365 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
366 NW = MIN( NWR, NH, NWMAX )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
367 IF( NW.LT.NWMAX ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
368 IF( NW.GE.NH-1 ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
369 NW = NH
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
370 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
371 KWTOP = KBOT - NW + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
372 IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
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David Bateman <dbateman@free.fr>
parents:
diff changeset
373 $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
374 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
375 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
376 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
377 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
378 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
379 * ==== Exceptional deflation window. If there have
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
380 * . been no deflations in KEXNW or more iterations,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
381 * . then vary the deflation window size. At first,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
382 * . because, larger windows are, in general, more
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
383 * . powerful than smaller ones, rapidly increase the
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
384 * . window up to the maximum reasonable and possible.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
385 * . Then maybe try a slightly smaller window. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
386 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
387 IF( NWINC .AND. NW.LT.MIN( NWMAX, NH ) ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
388 NW = MIN( NWMAX, NH, 2*NW )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
389 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
390 NWINC = .FALSE.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
391 IF( NW.EQ.NH .AND. NH.GT.2 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
392 $ NW = NH - 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
393 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
394 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
395 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
396 * ==== Aggressive early deflation:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
397 * . split workspace under the subdiagonal into
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
398 * . - an nw-by-nw work array V in the lower
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
399 * . left-hand-corner,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
400 * . - an NW-by-at-least-NW-but-more-is-better
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
401 * . (NW-by-NHO) horizontal work array along
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
402 * . the bottom edge,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
403 * . - an at-least-NW-but-more-is-better (NHV-by-NW)
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
404 * . vertical work array along the left-hand-edge.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
405 * . ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
406 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
407 KV = N - NW + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
408 KT = NW + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
409 NHO = ( N-NW-1 ) - KT + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
410 KWV = NW + 2
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
411 NVE = ( N-NW ) - KWV + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
412 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
413 * ==== Aggressive early deflation ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
414 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
415 CALL CLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
416 $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
417 $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
418 $ LWORK )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
419 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
420 * ==== Adjust KBOT accounting for new deflations. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
421 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
422 KBOT = KBOT - LD
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
423 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
424 * ==== KS points to the shifts. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
425 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
426 KS = KBOT - LS + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
427 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
428 * ==== Skip an expensive QR sweep if there is a (partly
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
429 * . heuristic) reason to expect that many eigenvalues
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
430 * . will deflate without it. Here, the QR sweep is
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
431 * . skipped if many eigenvalues have just been deflated
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
432 * . or if the remaining active block is small.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
433 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
434 IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
435 $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
436 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
437 * ==== NS = nominal number of simultaneous shifts.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
438 * . This may be lowered (slightly) if CLAQR3
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
439 * . did not provide that many shifts. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
440 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
441 NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
442 NS = NS - MOD( NS, 2 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
443 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
444 * ==== If there have been no deflations
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
445 * . in a multiple of KEXSH iterations,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
446 * . then try exceptional shifts.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
447 * . Otherwise use shifts provided by
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
448 * . CLAQR3 above or from the eigenvalues
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
449 * . of a trailing principal submatrix. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
450 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
451 IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
452 KS = KBOT - NS + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
453 DO 30 I = KBOT, KS + 1, -2
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
454 W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
455 W( I-1 ) = W( I )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
456 30 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
457 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
458 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
459 * ==== Got NS/2 or fewer shifts? Use CLAQR4 or
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
460 * . CLAHQR on a trailing principal submatrix to
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
461 * . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
462 * . there is enough space below the subdiagonal
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
463 * . to fit an NS-by-NS scratch array.) ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
464 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
465 IF( KBOT-KS+1.LE.NS / 2 ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
466 KS = KBOT - NS + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
467 KT = N - NS + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
468 CALL CLACPY( 'A', NS, NS, H( KS, KS ), LDH,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
469 $ H( KT, 1 ), LDH )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
470 IF( NS.GT.NMIN ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
471 CALL CLAQR4( .false., .false., NS, 1, NS,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
472 $ H( KT, 1 ), LDH, W( KS ), 1, 1,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
473 $ ZDUM, 1, WORK, LWORK, INF )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
474 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
475 CALL CLAHQR( .false., .false., NS, 1, NS,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
476 $ H( KT, 1 ), LDH, W( KS ), 1, 1,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
477 $ ZDUM, 1, INF )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
478 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
479 KS = KS + INF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
480 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
481 * ==== In case of a rare QR failure use
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
482 * . eigenvalues of the trailing 2-by-2
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
483 * . principal submatrix. Scale to avoid
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
484 * . overflows, underflows and subnormals.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
485 * . (The scale factor S can not be zero,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
486 * . because H(KBOT,KBOT-1) is nonzero.) ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
487 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
488 IF( KS.GE.KBOT ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
489 S = CABS1( H( KBOT-1, KBOT-1 ) ) +
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
490 $ CABS1( H( KBOT, KBOT-1 ) ) +
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
491 $ CABS1( H( KBOT-1, KBOT ) ) +
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
492 $ CABS1( H( KBOT, KBOT ) )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
493 AA = H( KBOT-1, KBOT-1 ) / S
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
494 CC = H( KBOT, KBOT-1 ) / S
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
495 BB = H( KBOT-1, KBOT ) / S
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
496 DD = H( KBOT, KBOT ) / S
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
497 TR2 = ( AA+DD ) / TWO
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
498 DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
499 RTDISC = SQRT( -DET )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
500 W( KBOT-1 ) = ( TR2+RTDISC )*S
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
501 W( KBOT ) = ( TR2-RTDISC )*S
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
502 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
503 KS = KBOT - 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
504 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
505 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
506 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
507 IF( KBOT-KS+1.GT.NS ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
508 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
509 * ==== Sort the shifts (Helps a little) ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
510 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
511 SORTED = .false.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
512 DO 50 K = KBOT, KS + 1, -1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
513 IF( SORTED )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
514 $ GO TO 60
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
515 SORTED = .true.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
516 DO 40 I = KS, K - 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
517 IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
518 $ THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
519 SORTED = .false.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
520 SWAP = W( I )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
521 W( I ) = W( I+1 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
522 W( I+1 ) = SWAP
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
523 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
524 40 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
525 50 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
526 60 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
527 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
528 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
529 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
530 * ==== If there are only two shifts, then use
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
531 * . only one. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
532 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
533 IF( KBOT-KS+1.EQ.2 ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
534 IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
535 $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
536 W( KBOT-1 ) = W( KBOT )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
537 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
538 W( KBOT ) = W( KBOT-1 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
539 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
540 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
541 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
542 * ==== Use up to NS of the the smallest magnatiude
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
543 * . shifts. If there aren't NS shifts available,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
544 * . then use them all, possibly dropping one to
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
545 * . make the number of shifts even. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
546 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
547 NS = MIN( NS, KBOT-KS+1 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
548 NS = NS - MOD( NS, 2 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
549 KS = KBOT - NS + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
550 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
551 * ==== Small-bulge multi-shift QR sweep:
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
552 * . split workspace under the subdiagonal into
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
553 * . - a KDU-by-KDU work array U in the lower
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
554 * . left-hand-corner,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
555 * . - a KDU-by-at-least-KDU-but-more-is-better
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
556 * . (KDU-by-NHo) horizontal work array WH along
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
557 * . the bottom edge,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
558 * . - and an at-least-KDU-but-more-is-better-by-KDU
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
559 * . (NVE-by-KDU) vertical work WV arrow along
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
560 * . the left-hand-edge. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
561 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
562 KDU = 3*NS - 3
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
563 KU = N - KDU + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
564 KWH = KDU + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
565 NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
566 KWV = KDU + 4
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
567 NVE = N - KDU - KWV + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
568 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
569 * ==== Small-bulge multi-shift QR sweep ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
570 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
571 CALL CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
572 $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
573 $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
574 $ NHO, H( KU, KWH ), LDH )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
575 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
576 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
577 * ==== Note progress (or the lack of it). ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
578 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
579 IF( LD.GT.0 ) THEN
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
580 NDFL = 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
581 ELSE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
582 NDFL = NDFL + 1
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
583 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
584 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
585 * ==== End of main loop ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
586 70 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
587 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
588 * ==== Iteration limit exceeded. Set INFO to show where
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
589 * . the problem occurred and exit. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
590 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
591 INFO = KBOT
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
592 80 CONTINUE
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
593 END IF
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
594 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
595 * ==== Return the optimal value of LWORK. ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
596 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
597 WORK( 1 ) = CMPLX( LWKOPT, 0 )
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
598 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
599 * ==== End of CLAQR0 ====
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
600 *
82be108cc558 First attempt at single precision tyeps
David Bateman <dbateman@free.fr>
parents:
diff changeset
601 END