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annotate libcruft/arpack/src/slaqrb.f @ 12274:9f5d2ef078e8 release-3-4-x
import ARPACK sources to libcruft from Debian package libarpack2 2.1+parpack96.dfsg-3+b1
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 28 Jan 2011 14:04:33 -0500 |
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import ARPACK sources to libcruft from Debian package libarpack2 2.1+parpack96.dfsg-3+b1
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1 c----------------------------------------------------------------------- |
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2 c\BeginDoc |
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3 c |
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4 c\Name: slaqrb |
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5 c |
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6 c\Description: |
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7 c Compute the eigenvalues and the Schur decomposition of an upper |
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8 c Hessenberg submatrix in rows and columns ILO to IHI. Only the |
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9 c last component of the Schur vectors are computed. |
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10 c |
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11 c This is mostly a modification of the LAPACK routine slahqr. |
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12 c |
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13 c\Usage: |
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14 c call slaqrb |
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15 c ( WANTT, N, ILO, IHI, H, LDH, WR, WI, Z, INFO ) |
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16 c |
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17 c\Arguments |
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18 c WANTT Logical variable. (INPUT) |
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19 c = .TRUE. : the full Schur form T is required; |
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20 c = .FALSE.: only eigenvalues are required. |
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21 c |
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22 c N Integer. (INPUT) |
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23 c The order of the matrix H. N >= 0. |
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24 c |
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25 c ILO Integer. (INPUT) |
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26 c IHI Integer. (INPUT) |
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27 c It is assumed that H is already upper quasi-triangular in |
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28 c rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless |
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29 c ILO = 1). SLAQRB works primarily with the Hessenberg |
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30 c submatrix in rows and columns ILO to IHI, but applies |
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31 c transformations to all of H if WANTT is .TRUE.. |
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32 c 1 <= ILO <= max(1,IHI); IHI <= N. |
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33 c |
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34 c H Real array, dimension (LDH,N). (INPUT/OUTPUT) |
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35 c On entry, the upper Hessenberg matrix H. |
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36 c On exit, if WANTT is .TRUE., H is upper quasi-triangular in |
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37 c rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in |
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38 c standard form. If WANTT is .FALSE., the contents of H are |
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39 c unspecified on exit. |
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40 c |
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41 c LDH Integer. (INPUT) |
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42 c The leading dimension of the array H. LDH >= max(1,N). |
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43 c |
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44 c WR Real array, dimension (N). (OUTPUT) |
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45 c WI Real array, dimension (N). (OUTPUT) |
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46 c The real and imaginary parts, respectively, of the computed |
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47 c eigenvalues ILO to IHI are stored in the corresponding |
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48 c elements of WR and WI. If two eigenvalues are computed as a |
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49 c complex conjugate pair, they are stored in consecutive |
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50 c elements of WR and WI, say the i-th and (i+1)th, with |
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51 c WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the |
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52 c eigenvalues are stored in the same order as on the diagonal |
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53 c of the Schur form returned in H, with WR(i) = H(i,i), and, if |
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54 c H(i:i+1,i:i+1) is a 2-by-2 diagonal block, |
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55 c WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). |
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56 c |
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57 c Z Real array, dimension (N). (OUTPUT) |
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58 c On exit Z contains the last components of the Schur vectors. |
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59 c |
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60 c INFO Integer. (OUPUT) |
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61 c = 0: successful exit |
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62 c > 0: SLAQRB failed to compute all the eigenvalues ILO to IHI |
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63 c in a total of 30*(IHI-ILO+1) iterations; if INFO = i, |
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64 c elements i+1:ihi of WR and WI contain those eigenvalues |
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65 c which have been successfully computed. |
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66 c |
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67 c\Remarks |
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68 c 1. None. |
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69 c |
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70 c----------------------------------------------------------------------- |
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71 c |
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72 c\BeginLib |
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73 c |
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74 c\Local variables: |
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75 c xxxxxx real |
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76 c |
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77 c\Routines called: |
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78 c slabad LAPACK routine that computes machine constants. |
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79 c slamch LAPACK routine that determines machine constants. |
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80 c slanhs LAPACK routine that computes various norms of a matrix. |
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81 c slanv2 LAPACK routine that computes the Schur factorization of |
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82 c 2 by 2 nonsymmetric matrix in standard form. |
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83 c slarfg LAPACK Householder reflection construction routine. |
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84 c scopy Level 1 BLAS that copies one vector to another. |
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85 c srot Level 1 BLAS that applies a rotation to a 2 by 2 matrix. |
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86 |
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87 c |
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88 c\Author |
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89 c Danny Sorensen Phuong Vu |
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90 c Richard Lehoucq CRPC / Rice University |
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91 c Dept. of Computational & Houston, Texas |
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92 c Applied Mathematics |
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93 c Rice University |
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94 c Houston, Texas |
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95 c |
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96 c\Revision history: |
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97 c xx/xx/92: Version ' 2.4' |
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98 c Modified from the LAPACK routine slahqr so that only the |
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99 c last component of the Schur vectors are computed. |
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100 c |
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101 c\SCCS Information: @(#) |
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102 c FILE: laqrb.F SID: 2.2 DATE OF SID: 8/27/96 RELEASE: 2 |
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103 c |
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104 c\Remarks |
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105 c 1. None |
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106 c |
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107 c\EndLib |
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108 c |
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109 c----------------------------------------------------------------------- |
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110 c |
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111 subroutine slaqrb ( wantt, n, ilo, ihi, h, ldh, wr, wi, |
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112 & z, info ) |
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113 c |
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114 c %------------------% |
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115 c | Scalar Arguments | |
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116 c %------------------% |
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117 c |
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118 logical wantt |
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119 integer ihi, ilo, info, ldh, n |
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120 c |
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121 c %-----------------% |
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122 c | Array Arguments | |
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123 c %-----------------% |
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124 c |
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125 Real |
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126 & h( ldh, * ), wi( * ), wr( * ), z( * ) |
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127 c |
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128 c %------------% |
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129 c | Parameters | |
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130 c %------------% |
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131 c |
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132 Real |
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133 & zero, one, dat1, dat2 |
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134 parameter (zero = 0.0E+0, one = 1.0E+0, dat1 = 7.5E-1, |
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135 & dat2 = -4.375E-1) |
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136 c |
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137 c %------------------------% |
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138 c | Local Scalars & Arrays | |
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139 c %------------------------% |
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140 c |
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141 integer i, i1, i2, itn, its, j, k, l, m, nh, nr |
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142 Real |
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143 & cs, h00, h10, h11, h12, h21, h22, h33, h33s, |
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144 & h43h34, h44, h44s, ovfl, s, smlnum, sn, sum, |
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145 & t1, t2, t3, tst1, ulp, unfl, v1, v2, v3 |
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146 Real |
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147 & v( 3 ), work( 1 ) |
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148 c |
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149 c %--------------------% |
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150 c | External Functions | |
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151 c %--------------------% |
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152 c |
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153 Real |
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154 & slamch, slanhs |
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155 external slamch, slanhs |
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156 c |
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157 c %----------------------% |
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158 c | External Subroutines | |
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159 c %----------------------% |
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160 c |
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161 external scopy, slabad, slanv2, slarfg, srot |
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162 c |
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163 c %-----------------------% |
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164 c | Executable Statements | |
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165 c %-----------------------% |
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166 c |
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167 info = 0 |
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168 c |
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169 c %--------------------------% |
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170 c | Quick return if possible | |
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171 c %--------------------------% |
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172 c |
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173 if( n.eq.0 ) |
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174 & return |
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175 if( ilo.eq.ihi ) then |
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176 wr( ilo ) = h( ilo, ilo ) |
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177 wi( ilo ) = zero |
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178 return |
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179 end if |
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180 c |
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181 c %---------------------------------------------% |
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182 c | Initialize the vector of last components of | |
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183 c | the Schur vectors for accumulation. | |
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184 c %---------------------------------------------% |
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185 c |
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186 do 5 j = 1, n-1 |
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187 z(j) = zero |
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188 5 continue |
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189 z(n) = one |
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190 c |
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191 nh = ihi - ilo + 1 |
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192 c |
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193 c %-------------------------------------------------------------% |
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194 c | Set machine-dependent constants for the stopping criterion. | |
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195 c | If norm(H) <= sqrt(OVFL), overflow should not occur. | |
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196 c %-------------------------------------------------------------% |
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197 c |
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198 unfl = slamch( 'safe minimum' ) |
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199 ovfl = one / unfl |
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200 call slabad( unfl, ovfl ) |
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201 ulp = slamch( 'precision' ) |
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202 smlnum = unfl*( nh / ulp ) |
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203 c |
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204 c %---------------------------------------------------------------% |
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205 c | I1 and I2 are the indices of the first row and last column | |
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206 c | of H to which transformations must be applied. If eigenvalues | |
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207 c | only are computed, I1 and I2 are set inside the main loop. | |
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208 c | Zero out H(J+2,J) = ZERO for J=1:N if WANTT = .TRUE. | |
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209 c | else H(J+2,J) for J=ILO:IHI-ILO-1 if WANTT = .FALSE. | |
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210 c %---------------------------------------------------------------% |
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211 c |
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212 if( wantt ) then |
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213 i1 = 1 |
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214 i2 = n |
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215 do 8 i=1,i2-2 |
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216 h(i1+i+1,i) = zero |
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217 8 continue |
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218 else |
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219 do 9 i=1, ihi-ilo-1 |
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220 h(ilo+i+1,ilo+i-1) = zero |
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221 9 continue |
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222 end if |
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223 c |
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224 c %---------------------------------------------------% |
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225 c | ITN is the total number of QR iterations allowed. | |
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226 c %---------------------------------------------------% |
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227 c |
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228 itn = 30*nh |
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229 c |
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230 c ------------------------------------------------------------------ |
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231 c The main loop begins here. I is the loop index and decreases from |
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232 c IHI to ILO in steps of 1 or 2. Each iteration of the loop works |
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233 c with the active submatrix in rows and columns L to I. |
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234 c Eigenvalues I+1 to IHI have already converged. Either L = ILO or |
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235 c H(L,L-1) is negligible so that the matrix splits. |
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236 c ------------------------------------------------------------------ |
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237 c |
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238 i = ihi |
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239 10 continue |
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240 l = ilo |
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241 if( i.lt.ilo ) |
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242 & go to 150 |
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243 |
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244 c %--------------------------------------------------------------% |
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245 c | Perform QR iterations on rows and columns ILO to I until a | |
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246 c | submatrix of order 1 or 2 splits off at the bottom because a | |
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247 c | subdiagonal element has become negligible. | |
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248 c %--------------------------------------------------------------% |
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249 |
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250 do 130 its = 0, itn |
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251 c |
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252 c %----------------------------------------------% |
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253 c | Look for a single small subdiagonal element. | |
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254 c %----------------------------------------------% |
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255 c |
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256 do 20 k = i, l + 1, -1 |
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257 tst1 = abs( h( k-1, k-1 ) ) + abs( h( k, k ) ) |
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258 if( tst1.eq.zero ) |
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259 & tst1 = slanhs( '1', i-l+1, h( l, l ), ldh, work ) |
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260 if( abs( h( k, k-1 ) ).le.max( ulp*tst1, smlnum ) ) |
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261 & go to 30 |
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262 20 continue |
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263 30 continue |
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264 l = k |
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265 if( l.gt.ilo ) then |
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266 c |
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267 c %------------------------% |
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268 c | H(L,L-1) is negligible | |
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269 c %------------------------% |
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270 c |
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271 h( l, l-1 ) = zero |
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272 end if |
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273 c |
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274 c %-------------------------------------------------------------% |
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275 c | Exit from loop if a submatrix of order 1 or 2 has split off | |
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276 c %-------------------------------------------------------------% |
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277 c |
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278 if( l.ge.i-1 ) |
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279 & go to 140 |
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280 c |
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281 c %---------------------------------------------------------% |
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282 c | Now the active submatrix is in rows and columns L to I. | |
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283 c | If eigenvalues only are being computed, only the active | |
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284 c | submatrix need be transformed. | |
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285 c %---------------------------------------------------------% |
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286 c |
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287 if( .not.wantt ) then |
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288 i1 = l |
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289 i2 = i |
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290 end if |
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291 c |
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292 if( its.eq.10 .or. its.eq.20 ) then |
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293 c |
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294 c %-------------------% |
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295 c | Exceptional shift | |
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296 c %-------------------% |
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297 c |
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298 s = abs( h( i, i-1 ) ) + abs( h( i-1, i-2 ) ) |
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299 h44 = dat1*s |
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300 h33 = h44 |
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301 h43h34 = dat2*s*s |
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302 c |
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303 else |
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304 c |
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305 c %-----------------------------------------% |
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306 c | Prepare to use Wilkinson's double shift | |
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307 c %-----------------------------------------% |
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308 c |
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309 h44 = h( i, i ) |
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310 h33 = h( i-1, i-1 ) |
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311 h43h34 = h( i, i-1 )*h( i-1, i ) |
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312 end if |
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313 c |
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314 c %-----------------------------------------------------% |
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315 c | Look for two consecutive small subdiagonal elements | |
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316 c %-----------------------------------------------------% |
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317 c |
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318 do 40 m = i - 2, l, -1 |
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319 c |
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320 c %---------------------------------------------------------% |
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321 c | Determine the effect of starting the double-shift QR | |
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322 c | iteration at row M, and see if this would make H(M,M-1) | |
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323 c | negligible. | |
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324 c %---------------------------------------------------------% |
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325 c |
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326 h11 = h( m, m ) |
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327 h22 = h( m+1, m+1 ) |
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328 h21 = h( m+1, m ) |
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329 h12 = h( m, m+1 ) |
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330 h44s = h44 - h11 |
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331 h33s = h33 - h11 |
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332 v1 = ( h33s*h44s-h43h34 ) / h21 + h12 |
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333 v2 = h22 - h11 - h33s - h44s |
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334 v3 = h( m+2, m+1 ) |
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335 s = abs( v1 ) + abs( v2 ) + abs( v3 ) |
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336 v1 = v1 / s |
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337 v2 = v2 / s |
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338 v3 = v3 / s |
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339 v( 1 ) = v1 |
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340 v( 2 ) = v2 |
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341 v( 3 ) = v3 |
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342 if( m.eq.l ) |
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343 & go to 50 |
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344 h00 = h( m-1, m-1 ) |
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345 h10 = h( m, m-1 ) |
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346 tst1 = abs( v1 )*( abs( h00 )+abs( h11 )+abs( h22 ) ) |
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347 if( abs( h10 )*( abs( v2 )+abs( v3 ) ).le.ulp*tst1 ) |
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348 & go to 50 |
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349 40 continue |
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350 50 continue |
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351 c |
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352 c %----------------------% |
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353 c | Double-shift QR step | |
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354 c %----------------------% |
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355 c |
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356 do 120 k = m, i - 1 |
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357 c |
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358 c ------------------------------------------------------------ |
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359 c The first iteration of this loop determines a reflection G |
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360 c from the vector V and applies it from left and right to H, |
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361 c thus creating a nonzero bulge below the subdiagonal. |
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362 c |
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363 c Each subsequent iteration determines a reflection G to |
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364 c restore the Hessenberg form in the (K-1)th column, and thus |
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365 c chases the bulge one step toward the bottom of the active |
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366 c submatrix. NR is the order of G. |
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367 c ------------------------------------------------------------ |
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368 c |
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369 nr = min( 3, i-k+1 ) |
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370 if( k.gt.m ) |
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371 & call scopy( nr, h( k, k-1 ), 1, v, 1 ) |
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372 call slarfg( nr, v( 1 ), v( 2 ), 1, t1 ) |
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373 if( k.gt.m ) then |
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374 h( k, k-1 ) = v( 1 ) |
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375 h( k+1, k-1 ) = zero |
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376 if( k.lt.i-1 ) |
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377 & h( k+2, k-1 ) = zero |
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378 else if( m.gt.l ) then |
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379 h( k, k-1 ) = -h( k, k-1 ) |
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380 end if |
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381 v2 = v( 2 ) |
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382 t2 = t1*v2 |
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383 if( nr.eq.3 ) then |
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384 v3 = v( 3 ) |
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385 t3 = t1*v3 |
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386 c |
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387 c %------------------------------------------------% |
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388 c | Apply G from the left to transform the rows of | |
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389 c | the matrix in columns K to I2. | |
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390 c %------------------------------------------------% |
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391 c |
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392 do 60 j = k, i2 |
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393 sum = h( k, j ) + v2*h( k+1, j ) + v3*h( k+2, j ) |
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394 h( k, j ) = h( k, j ) - sum*t1 |
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395 h( k+1, j ) = h( k+1, j ) - sum*t2 |
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396 h( k+2, j ) = h( k+2, j ) - sum*t3 |
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397 60 continue |
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398 c |
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399 c %----------------------------------------------------% |
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400 c | Apply G from the right to transform the columns of | |
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401 c | the matrix in rows I1 to min(K+3,I). | |
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402 c %----------------------------------------------------% |
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403 c |
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404 do 70 j = i1, min( k+3, i ) |
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405 sum = h( j, k ) + v2*h( j, k+1 ) + v3*h( j, k+2 ) |
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406 h( j, k ) = h( j, k ) - sum*t1 |
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407 h( j, k+1 ) = h( j, k+1 ) - sum*t2 |
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408 h( j, k+2 ) = h( j, k+2 ) - sum*t3 |
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409 70 continue |
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410 c |
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411 c %----------------------------------% |
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412 c | Accumulate transformations for Z | |
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413 c %----------------------------------% |
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414 c |
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415 sum = z( k ) + v2*z( k+1 ) + v3*z( k+2 ) |
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416 z( k ) = z( k ) - sum*t1 |
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417 z( k+1 ) = z( k+1 ) - sum*t2 |
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418 z( k+2 ) = z( k+2 ) - sum*t3 |
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419 |
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420 else if( nr.eq.2 ) then |
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421 c |
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422 c %------------------------------------------------% |
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423 c | Apply G from the left to transform the rows of | |
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424 c | the matrix in columns K to I2. | |
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425 c %------------------------------------------------% |
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426 c |
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427 do 90 j = k, i2 |
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428 sum = h( k, j ) + v2*h( k+1, j ) |
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429 h( k, j ) = h( k, j ) - sum*t1 |
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430 h( k+1, j ) = h( k+1, j ) - sum*t2 |
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431 90 continue |
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432 c |
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433 c %----------------------------------------------------% |
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434 c | Apply G from the right to transform the columns of | |
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435 c | the matrix in rows I1 to min(K+3,I). | |
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436 c %----------------------------------------------------% |
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437 c |
9f5d2ef078e8
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438 do 100 j = i1, i |
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439 sum = h( j, k ) + v2*h( j, k+1 ) |
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440 h( j, k ) = h( j, k ) - sum*t1 |
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441 h( j, k+1 ) = h( j, k+1 ) - sum*t2 |
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442 100 continue |
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443 c |
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444 c %----------------------------------% |
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445 c | Accumulate transformations for Z | |
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446 c %----------------------------------% |
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447 c |
9f5d2ef078e8
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448 sum = z( k ) + v2*z( k+1 ) |
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449 z( k ) = z( k ) - sum*t1 |
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450 z( k+1 ) = z( k+1 ) - sum*t2 |
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451 end if |
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452 120 continue |
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453 |
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454 130 continue |
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455 c |
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456 c %-------------------------------------------------------% |
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457 c | Failure to converge in remaining number of iterations | |
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458 c %-------------------------------------------------------% |
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459 c |
9f5d2ef078e8
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460 info = i |
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461 return |
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|
462 |
9f5d2ef078e8
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|
463 140 continue |
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|
464 |
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|
465 if( l.eq.i ) then |
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466 c |
9f5d2ef078e8
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467 c %------------------------------------------------------% |
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468 c | H(I,I-1) is negligible: one eigenvalue has converged | |
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469 c %------------------------------------------------------% |
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470 c |
9f5d2ef078e8
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471 wr( i ) = h( i, i ) |
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472 wi( i ) = zero |
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473 |
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474 else if( l.eq.i-1 ) then |
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475 c |
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476 c %--------------------------------------------------------% |
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477 c | H(I-1,I-2) is negligible; | |
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478 c | a pair of eigenvalues have converged. | |
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479 c | | |
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480 c | Transform the 2-by-2 submatrix to standard Schur form, | |
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481 c | and compute and store the eigenvalues. | |
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482 c %--------------------------------------------------------% |
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483 c |
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484 call slanv2( h( i-1, i-1 ), h( i-1, i ), h( i, i-1 ), |
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485 & h( i, i ), wr( i-1 ), wi( i-1 ), wr( i ), wi( i ), |
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486 & cs, sn ) |
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487 |
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488 if( wantt ) then |
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489 c |
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490 c %-----------------------------------------------------% |
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491 c | Apply the transformation to the rest of H and to Z, | |
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492 c | as required. | |
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493 c %-----------------------------------------------------% |
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494 c |
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495 if( i2.gt.i ) |
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496 & call srot( i2-i, h( i-1, i+1 ), ldh, h( i, i+1 ), ldh, |
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497 & cs, sn ) |
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498 call srot( i-i1-1, h( i1, i-1 ), 1, h( i1, i ), 1, cs, sn ) |
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499 sum = cs*z( i-1 ) + sn*z( i ) |
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500 z( i ) = cs*z( i ) - sn*z( i-1 ) |
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501 z( i-1 ) = sum |
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502 end if |
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503 end if |
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504 c |
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505 c %---------------------------------------------------------% |
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506 c | Decrement number of remaining iterations, and return to | |
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507 c | start of the main loop with new value of I. | |
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508 c %---------------------------------------------------------% |
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509 c |
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510 itn = itn - its |
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511 i = l - 1 |
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512 go to 10 |
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513 |
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514 150 continue |
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515 return |
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516 c |
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517 c %---------------% |
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518 c | End of slaqrb | |
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519 c %---------------% |
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520 c |
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521 end |