Mercurial > octave
diff libcruft/arpack/src/znapps.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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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/libcruft/arpack/src/znapps.f Fri Jan 28 14:04:33 2011 -0500 @@ -0,0 +1,507 @@ +c\BeginDoc +c +c\Name: znapps +c +c\Description: +c Given the Arnoldi factorization +c +c A*V_{k} - V_{k}*H_{k} = r_{k+p}*e_{k+p}^T, +c +c apply NP implicit shifts resulting in +c +c A*(V_{k}*Q) - (V_{k}*Q)*(Q^T* H_{k}*Q) = r_{k+p}*e_{k+p}^T * Q +c +c where Q is an orthogonal matrix which is the product of rotations +c and reflections resulting from the NP bulge change sweeps. +c The updated Arnoldi factorization becomes: +c +c A*VNEW_{k} - VNEW_{k}*HNEW_{k} = rnew_{k}*e_{k}^T. +c +c\Usage: +c call znapps +c ( N, KEV, NP, SHIFT, V, LDV, H, LDH, RESID, Q, LDQ, +c WORKL, WORKD ) +c +c\Arguments +c N Integer. (INPUT) +c Problem size, i.e. size of matrix A. +c +c KEV Integer. (INPUT/OUTPUT) +c KEV+NP is the size of the input matrix H. +c KEV is the size of the updated matrix HNEW. +c +c NP Integer. (INPUT) +c Number of implicit shifts to be applied. +c +c SHIFT Complex*16 array of length NP. (INPUT) +c The shifts to be applied. +c +c V Complex*16 N by (KEV+NP) array. (INPUT/OUTPUT) +c On INPUT, V contains the current KEV+NP Arnoldi vectors. +c On OUTPUT, V contains the updated KEV Arnoldi vectors +c in the first KEV columns of V. +c +c LDV Integer. (INPUT) +c Leading dimension of V exactly as declared in the calling +c program. +c +c H Complex*16 (KEV+NP) by (KEV+NP) array. (INPUT/OUTPUT) +c On INPUT, H contains the current KEV+NP by KEV+NP upper +c Hessenberg matrix of the Arnoldi factorization. +c On OUTPUT, H contains the updated KEV by KEV upper Hessenberg +c matrix in the KEV leading submatrix. +c +c LDH Integer. (INPUT) +c Leading dimension of H exactly as declared in the calling +c program. +c +c RESID Complex*16 array of length N. (INPUT/OUTPUT) +c On INPUT, RESID contains the the residual vector r_{k+p}. +c On OUTPUT, RESID is the update residual vector rnew_{k} +c in the first KEV locations. +c +c Q Complex*16 KEV+NP by KEV+NP work array. (WORKSPACE) +c Work array used to accumulate the rotations and reflections +c during the bulge chase sweep. +c +c LDQ Integer. (INPUT) +c Leading dimension of Q exactly as declared in the calling +c program. +c +c WORKL Complex*16 work array of length (KEV+NP). (WORKSPACE) +c Private (replicated) array on each PE or array allocated on +c the front end. +c +c WORKD Complex*16 work array of length 2*N. (WORKSPACE) +c Distributed array used in the application of the accumulated +c orthogonal matrix Q. +c +c\EndDoc +c +c----------------------------------------------------------------------- +c +c\BeginLib +c +c\Local variables: +c xxxxxx Complex*16 +c +c\References: +c 1. D.C. Sorensen, "Implicit Application of Polynomial Filters in +c a k-Step Arnoldi Method", SIAM J. Matr. Anal. Apps., 13 (1992), +c pp 357-385. +c +c\Routines called: +c ivout ARPACK utility routine that prints integers. +c arscnd ARPACK utility routine for timing. +c zmout ARPACK utility routine that prints matrices +c zvout ARPACK utility routine that prints vectors. +c zlacpy LAPACK matrix copy routine. +c zlanhs LAPACK routine that computes various norms of a matrix. +c zlartg LAPACK Givens rotation construction routine. +c zlaset LAPACK matrix initialization routine. +c dlabad LAPACK routine for defining the underflow and overflow +c limits. +c dlamch LAPACK routine that determines machine constants. +c dlapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully. +c zgemv Level 2 BLAS routine for matrix vector multiplication. +c zaxpy Level 1 BLAS that computes a vector triad. +c zcopy Level 1 BLAS that copies one vector to another. +c zscal Level 1 BLAS that scales a vector. +c +c\Author +c Danny Sorensen Phuong Vu +c Richard Lehoucq CRPC / Rice University +c Dept. of Computational & Houston, Texas +c Applied Mathematics +c Rice University +c Houston, Texas +c +c\SCCS Information: @(#) +c FILE: napps.F SID: 2.3 DATE OF SID: 3/28/97 RELEASE: 2 +c +c\Remarks +c 1. In this version, each shift is applied to all the sublocks of +c the Hessenberg matrix H and not just to the submatrix that it +c comes from. Deflation as in LAPACK routine zlahqr (QR algorithm +c for upper Hessenberg matrices ) is used. +c Upon output, the subdiagonals of H are enforced to be non-negative +c real numbers. +c +c\EndLib +c +c----------------------------------------------------------------------- +c + subroutine znapps + & ( n, kev, np, shift, v, ldv, h, ldh, resid, q, ldq, + & workl, workd ) +c +c %----------------------------------------------------% +c | Include files for debugging and timing information | +c %----------------------------------------------------% +c + include 'debug.h' + include 'stat.h' +c +c %------------------% +c | Scalar Arguments | +c %------------------% +c + integer kev, ldh, ldq, ldv, n, np +c +c %-----------------% +c | Array Arguments | +c %-----------------% +c + Complex*16 + & h(ldh,kev+np), resid(n), shift(np), + & v(ldv,kev+np), q(ldq,kev+np), workd(2*n), workl(kev+np) +c +c %------------% +c | Parameters | +c %------------% +c + Complex*16 + & one, zero + Double precision + & rzero + parameter (one = (1.0D+0, 0.0D+0), zero = (0.0D+0, 0.0D+0), + & rzero = 0.0D+0) +c +c %------------------------% +c | Local Scalars & Arrays | +c %------------------------% +c + integer i, iend, istart, j, jj, kplusp, msglvl + logical first + Complex*16 + & cdum, f, g, h11, h21, r, s, sigma, t + Double precision + & c, ovfl, smlnum, ulp, unfl, tst1 + save first, ovfl, smlnum, ulp, unfl +c +c %----------------------% +c | External Subroutines | +c %----------------------% +c + external zaxpy, zcopy, zgemv, zscal, zlacpy, zlartg, + & zvout, zlaset, dlabad, zmout, arscnd, ivout +c +c %--------------------% +c | External Functions | +c %--------------------% +c + Double precision + & zlanhs, dlamch, dlapy2 + external zlanhs, dlamch, dlapy2 +c +c %----------------------% +c | Intrinsics Functions | +c %----------------------% +c + intrinsic abs, dimag, conjg, dcmplx, max, min, dble +c +c %---------------------% +c | Statement Functions | +c %---------------------% +c + Double precision + & zabs1 + zabs1( cdum ) = abs( dble( cdum ) ) + abs( dimag( cdum ) ) +c +c %----------------% +c | Data statments | +c %----------------% +c + data first / .true. / +c +c %-----------------------% +c | Executable Statements | +c %-----------------------% +c + if (first) then +c +c %-----------------------------------------------% +c | Set machine-dependent constants for the | +c | stopping criterion. If norm(H) <= sqrt(OVFL), | +c | overflow should not occur. | +c | REFERENCE: LAPACK subroutine zlahqr | +c %-----------------------------------------------% +c + unfl = dlamch( 'safe minimum' ) + ovfl = dble(one / unfl) + call dlabad( unfl, ovfl ) + ulp = dlamch( 'precision' ) + smlnum = unfl*( n / ulp ) + first = .false. + end if +c +c %-------------------------------% +c | Initialize timing statistics | +c | & message level for debugging | +c %-------------------------------% +c + call arscnd (t0) + msglvl = mcapps +c + kplusp = kev + np +c +c %--------------------------------------------% +c | Initialize Q to the identity to accumulate | +c | the rotations and reflections | +c %--------------------------------------------% +c + call zlaset ('All', kplusp, kplusp, zero, one, q, ldq) +c +c %----------------------------------------------% +c | Quick return if there are no shifts to apply | +c %----------------------------------------------% +c + if (np .eq. 0) go to 9000 +c +c %----------------------------------------------% +c | Chase the bulge with the application of each | +c | implicit shift. Each shift is applied to the | +c | whole matrix including each block. | +c %----------------------------------------------% +c + do 110 jj = 1, np + sigma = shift(jj) +c + if (msglvl .gt. 2 ) then + call ivout (logfil, 1, jj, ndigit, + & '_napps: shift number.') + call zvout (logfil, 1, sigma, ndigit, + & '_napps: Value of the shift ') + end if +c + istart = 1 + 20 continue +c + do 30 i = istart, kplusp-1 +c +c %----------------------------------------% +c | Check for splitting and deflation. Use | +c | a standard test as in the QR algorithm | +c | REFERENCE: LAPACK subroutine zlahqr | +c %----------------------------------------% +c + tst1 = zabs1( h( i, i ) ) + zabs1( h( i+1, i+1 ) ) + if( tst1.eq.rzero ) + & tst1 = zlanhs( '1', kplusp-jj+1, h, ldh, workl ) + if ( abs(dble(h(i+1,i))) + & .le. max(ulp*tst1, smlnum) ) then + if (msglvl .gt. 0) then + call ivout (logfil, 1, i, ndigit, + & '_napps: matrix splitting at row/column no.') + call ivout (logfil, 1, jj, ndigit, + & '_napps: matrix splitting with shift number.') + call zvout (logfil, 1, h(i+1,i), ndigit, + & '_napps: off diagonal element.') + end if + iend = i + h(i+1,i) = zero + go to 40 + end if + 30 continue + iend = kplusp + 40 continue +c + if (msglvl .gt. 2) then + call ivout (logfil, 1, istart, ndigit, + & '_napps: Start of current block ') + call ivout (logfil, 1, iend, ndigit, + & '_napps: End of current block ') + end if +c +c %------------------------------------------------% +c | No reason to apply a shift to block of order 1 | +c | or if the current block starts after the point | +c | of compression since we'll discard this stuff | +c %------------------------------------------------% +c + if ( istart .eq. iend .or. istart .gt. kev) go to 100 +c + h11 = h(istart,istart) + h21 = h(istart+1,istart) + f = h11 - sigma + g = h21 +c + do 80 i = istart, iend-1 +c +c %------------------------------------------------------% +c | Construct the plane rotation G to zero out the bulge | +c %------------------------------------------------------% +c + call zlartg (f, g, c, s, r) + if (i .gt. istart) then + h(i,i-1) = r + h(i+1,i-1) = zero + end if +c +c %---------------------------------------------% +c | Apply rotation to the left of H; H <- G'*H | +c %---------------------------------------------% +c + do 50 j = i, kplusp + t = c*h(i,j) + s*h(i+1,j) + h(i+1,j) = -conjg(s)*h(i,j) + c*h(i+1,j) + h(i,j) = t + 50 continue +c +c %---------------------------------------------% +c | Apply rotation to the right of H; H <- H*G | +c %---------------------------------------------% +c + do 60 j = 1, min(i+2,iend) + t = c*h(j,i) + conjg(s)*h(j,i+1) + h(j,i+1) = -s*h(j,i) + c*h(j,i+1) + h(j,i) = t + 60 continue +c +c %-----------------------------------------------------% +c | Accumulate the rotation in the matrix Q; Q <- Q*G' | +c %-----------------------------------------------------% +c + do 70 j = 1, min(i+jj, kplusp) + t = c*q(j,i) + conjg(s)*q(j,i+1) + q(j,i+1) = - s*q(j,i) + c*q(j,i+1) + q(j,i) = t + 70 continue +c +c %---------------------------% +c | Prepare for next rotation | +c %---------------------------% +c + if (i .lt. iend-1) then + f = h(i+1,i) + g = h(i+2,i) + end if + 80 continue +c +c %-------------------------------% +c | Finished applying the shift. | +c %-------------------------------% +c + 100 continue +c +c %---------------------------------------------------------% +c | Apply the same shift to the next block if there is any. | +c %---------------------------------------------------------% +c + istart = iend + 1 + if (iend .lt. kplusp) go to 20 +c +c %---------------------------------------------% +c | Loop back to the top to get the next shift. | +c %---------------------------------------------% +c + 110 continue +c +c %---------------------------------------------------% +c | Perform a similarity transformation that makes | +c | sure that the compressed H will have non-negative | +c | real subdiagonal elements. | +c %---------------------------------------------------% +c + do 120 j=1,kev + if ( dble( h(j+1,j) ) .lt. rzero .or. + & dimag( h(j+1,j) ) .ne. rzero ) then + t = h(j+1,j) / dlapy2(dble(h(j+1,j)),dimag(h(j+1,j))) + call zscal( kplusp-j+1, conjg(t), h(j+1,j), ldh ) + call zscal( min(j+2, kplusp), t, h(1,j+1), 1 ) + call zscal( min(j+np+1,kplusp), t, q(1,j+1), 1 ) + h(j+1,j) = dcmplx( dble( h(j+1,j) ), rzero ) + end if + 120 continue +c + do 130 i = 1, kev +c +c %--------------------------------------------% +c | Final check for splitting and deflation. | +c | Use a standard test as in the QR algorithm | +c | REFERENCE: LAPACK subroutine zlahqr. | +c | Note: Since the subdiagonals of the | +c | compressed H are nonnegative real numbers, | +c | we take advantage of this. | +c %--------------------------------------------% +c + tst1 = zabs1( h( i, i ) ) + zabs1( h( i+1, i+1 ) ) + if( tst1 .eq. rzero ) + & tst1 = zlanhs( '1', kev, h, ldh, workl ) + if( dble( h( i+1,i ) ) .le. max( ulp*tst1, smlnum ) ) + & h(i+1,i) = zero + 130 continue +c +c %-------------------------------------------------% +c | Compute the (kev+1)-st column of (V*Q) and | +c | temporarily store the result in WORKD(N+1:2*N). | +c | This is needed in the residual update since we | +c | cannot GUARANTEE that the corresponding entry | +c | of H would be zero as in exact arithmetic. | +c %-------------------------------------------------% +c + if ( dble( h(kev+1,kev) ) .gt. rzero ) + & call zgemv ('N', n, kplusp, one, v, ldv, q(1,kev+1), 1, zero, + & workd(n+1), 1) +c +c %----------------------------------------------------------% +c | Compute column 1 to kev of (V*Q) in backward order | +c | taking advantage of the upper Hessenberg structure of Q. | +c %----------------------------------------------------------% +c + do 140 i = 1, kev + call zgemv ('N', n, kplusp-i+1, one, v, ldv, + & q(1,kev-i+1), 1, zero, workd, 1) + call zcopy (n, workd, 1, v(1,kplusp-i+1), 1) + 140 continue +c +c %-------------------------------------------------% +c | Move v(:,kplusp-kev+1:kplusp) into v(:,1:kev). | +c %-------------------------------------------------% +c + call zlacpy ('A', n, kev, v(1,kplusp-kev+1), ldv, v, ldv) +c +c %--------------------------------------------------------------% +c | Copy the (kev+1)-st column of (V*Q) in the appropriate place | +c %--------------------------------------------------------------% +c + if ( dble( h(kev+1,kev) ) .gt. rzero ) + & call zcopy (n, workd(n+1), 1, v(1,kev+1), 1) +c +c %-------------------------------------% +c | Update the residual vector: | +c | r <- sigmak*r + betak*v(:,kev+1) | +c | where | +c | sigmak = (e_{kev+p}'*Q)*e_{kev} | +c | betak = e_{kev+1}'*H*e_{kev} | +c %-------------------------------------% +c + call zscal (n, q(kplusp,kev), resid, 1) + if ( dble( h(kev+1,kev) ) .gt. rzero ) + & call zaxpy (n, h(kev+1,kev), v(1,kev+1), 1, resid, 1) +c + if (msglvl .gt. 1) then + call zvout (logfil, 1, q(kplusp,kev), ndigit, + & '_napps: sigmak = (e_{kev+p}^T*Q)*e_{kev}') + call zvout (logfil, 1, h(kev+1,kev), ndigit, + & '_napps: betak = e_{kev+1}^T*H*e_{kev}') + call ivout (logfil, 1, kev, ndigit, + & '_napps: Order of the final Hessenberg matrix ') + if (msglvl .gt. 2) then + call zmout (logfil, kev, kev, h, ldh, ndigit, + & '_napps: updated Hessenberg matrix H for next iteration') + end if +c + end if +c + 9000 continue + call arscnd (t1) + tcapps = tcapps + (t1 - t0) +c + return +c +c %---------------% +c | End of znapps | +c %---------------% +c + end