diff --git a/lapack-netlib/SRC/dlaed4.f b/lapack-netlib/SRC/dlaed4.f index e7dc839df..033438d73 100644 --- a/lapack-netlib/SRC/dlaed4.f +++ b/lapack-netlib/SRC/dlaed4.f @@ -82,7 +82,7 @@ *> \param[out] DELTA *> \verbatim *> DELTA is DOUBLE PRECISION array, dimension (N) -*> If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th +*> If N > 2, DELTA contains (D(j) - lambda_I) in its j-th *> component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 *> for detail. The vector DELTA contains the information necessary *> to construct the eigenvectors by DLAED3 and DLAED9. diff --git a/lapack-netlib/SRC/dlaed8.f b/lapack-netlib/SRC/dlaed8.f index c053347b1..f64679dc0 100644 --- a/lapack-netlib/SRC/dlaed8.f +++ b/lapack-netlib/SRC/dlaed8.f @@ -353,7 +353,7 @@ Z( I ) = W( INDX( I ) ) 40 CONTINUE * -* Calculate the allowable deflation tolerence +* Calculate the allowable deflation tolerance * IMAX = IDAMAX( N, Z, 1 ) JMAX = IDAMAX( N, D, 1 ) diff --git a/lapack-netlib/SRC/dlagtf.f b/lapack-netlib/SRC/dlagtf.f index 4b257c64f..b92c84f39 100644 --- a/lapack-netlib/SRC/dlagtf.f +++ b/lapack-netlib/SRC/dlagtf.f @@ -125,7 +125,7 @@ *> then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) *> returns the smallest positive integer j such that *> -*> abs( u(j,j) ).le. norm( (T - lambda*I)(j) )*TOL, +*> abs( u(j,j) ) <= norm( (T - lambda*I)(j) )*TOL, *> *> where norm( A(j) ) denotes the sum of the absolute values of *> the jth row of the matrix A. If no such j exists then IN(n) @@ -137,8 +137,8 @@ *> \param[out] INFO *> \verbatim *> INFO is INTEGER -*> = 0 : successful exit -*> .lt. 0: if INFO = -k, the kth argument had an illegal value +*> = 0: successful exit +*> < 0: if INFO = -k, the kth argument had an illegal value *> \endverbatim * * Authors: diff --git a/lapack-netlib/SRC/dlagts.f b/lapack-netlib/SRC/dlagts.f index 926075827..cbd35ae14 100644 --- a/lapack-netlib/SRC/dlagts.f +++ b/lapack-netlib/SRC/dlagts.f @@ -122,12 +122,12 @@ *> \param[in,out] TOL *> \verbatim *> TOL is DOUBLE PRECISION -*> On entry, with JOB .lt. 0, TOL should be the minimum +*> On entry, with JOB < 0, TOL should be the minimum *> perturbation to be made to very small diagonal elements of U. *> TOL should normally be chosen as about eps*norm(U), where eps *> is the relative machine precision, but if TOL is supplied as *> non-positive, then it is reset to eps*max( abs( u(i,j) ) ). -*> If JOB .gt. 0 then TOL is not referenced. +*> If JOB > 0 then TOL is not referenced. *> *> On exit, TOL is changed as described above, only if TOL is *> non-positive on entry. Otherwise TOL is unchanged. @@ -136,14 +136,14 @@ *> \param[out] INFO *> \verbatim *> INFO is INTEGER -*> = 0 : successful exit -*> .lt. 0: if INFO = -i, the i-th argument had an illegal value -*> .gt. 0: overflow would occur when computing the INFO(th) -*> element of the solution vector x. This can only occur -*> when JOB is supplied as positive and either means -*> that a diagonal element of U is very small, or that -*> the elements of the right-hand side vector y are very -*> large. +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> > 0: overflow would occur when computing the INFO(th) +*> element of the solution vector x. This can only occur +*> when JOB is supplied as positive and either means +*> that a diagonal element of U is very small, or that +*> the elements of the right-hand side vector y are very +*> large. *> \endverbatim * * Authors: diff --git a/lapack-netlib/SRC/dlahqr.f b/lapack-netlib/SRC/dlahqr.f index f7365d21e..e863829ec 100644 --- a/lapack-netlib/SRC/dlahqr.f +++ b/lapack-netlib/SRC/dlahqr.f @@ -150,26 +150,26 @@ *> \param[out] INFO *> \verbatim *> INFO is INTEGER -*> = 0: successful exit -*> .GT. 0: If INFO = i, DLAHQR failed to compute all the +*> = 0: successful exit +*> > 0: If INFO = i, DLAHQR failed to compute all the *> eigenvalues ILO to IHI in a total of 30 iterations *> per eigenvalue; elements i+1:ihi of WR and WI *> contain those eigenvalues which have been *> successfully computed. *> -*> If INFO .GT. 0 and WANTT is .FALSE., then on exit, +*> If INFO > 0 and WANTT is .FALSE., then on exit, *> the remaining unconverged eigenvalues are the *> eigenvalues of the upper Hessenberg matrix rows -*> and columns ILO thorugh INFO of the final, output +*> and columns ILO through INFO of the final, output *> value of H. *> -*> If INFO .GT. 0 and WANTT is .TRUE., then on exit +*> If INFO > 0 and WANTT is .TRUE., then on exit *> (*) (initial value of H)*U = U*(final value of H) -*> where U is an orthognal matrix. The final +*> where U is an orthogonal matrix. The final *> value of H is upper Hessenberg and triangular in *> rows and columns INFO+1 through IHI. *> -*> If INFO .GT. 0 and WANTZ is .TRUE., then on exit +*> If INFO > 0 and WANTZ is .TRUE., then on exit *> (final value of Z) = (initial value of Z)*U *> where U is the orthogonal matrix in (*) *> (regardless of the value of WANTT.) diff --git a/lapack-netlib/SRC/dlaln2.f b/lapack-netlib/SRC/dlaln2.f index a094b737b..0c94ea308 100644 --- a/lapack-netlib/SRC/dlaln2.f +++ b/lapack-netlib/SRC/dlaln2.f @@ -49,7 +49,7 @@ *> the first column of each being the real part and the second *> being the imaginary part. *> -*> "s" is a scaling factor (.LE. 1), computed by DLALN2, which is +*> "s" is a scaling factor (<= 1), computed by DLALN2, which is *> so chosen that X can be computed without overflow. X is further *> scaled if necessary to assure that norm(ca A - w D)*norm(X) is less *> than overflow. diff --git a/lapack-netlib/SRC/dlamswlq.f b/lapack-netlib/SRC/dlamswlq.f index 19e32f888..306c3d3de 100644 --- a/lapack-netlib/SRC/dlamswlq.f +++ b/lapack-netlib/SRC/dlamswlq.f @@ -1,3 +1,4 @@ +*> \brief \b DLAMSWLQ * * Definition: * =========== diff --git a/lapack-netlib/SRC/dlamtsqr.f b/lapack-netlib/SRC/dlamtsqr.f index 6af89d28e..41a067780 100644 --- a/lapack-netlib/SRC/dlamtsqr.f +++ b/lapack-netlib/SRC/dlamtsqr.f @@ -1,3 +1,4 @@ +*> \brief \b DLAMTSQR * * Definition: * =========== diff --git a/lapack-netlib/SRC/dlangb.f b/lapack-netlib/SRC/dlangb.f index 078573b87..0c4f938f7 100644 --- a/lapack-netlib/SRC/dlangb.f +++ b/lapack-netlib/SRC/dlangb.f @@ -129,6 +129,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER NORM INTEGER KL, KU, LDAB, N @@ -139,22 +140,24 @@ * * ===================================================================== * -* * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J, K, L - DOUBLE PRECISION SCALE, SUM, VALUE, TEMP + DOUBLE PRECISION SUM, VALUE, TEMP * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. @@ -206,15 +209,22 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. * - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 90 J = 1, N L = MAX( 1, J-KU ) K = KU + 1 - J + L - CALL DLASSQ( MIN( N, J+KL )-L+1, AB( K, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( N, J+KL )-L+1, AB( K, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 90 CONTINUE - VALUE = SCALE*SQRT( SUM ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANGB = VALUE diff --git a/lapack-netlib/SRC/dlange.f b/lapack-netlib/SRC/dlange.f index 9dbf45e81..6b32fbefd 100644 --- a/lapack-netlib/SRC/dlange.f +++ b/lapack-netlib/SRC/dlange.f @@ -119,6 +119,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER NORM INTEGER LDA, M, N @@ -135,10 +136,13 @@ * .. * .. Local Scalars .. INTEGER I, J - DOUBLE PRECISION SCALE, SUM, VALUE, TEMP + DOUBLE PRECISION SUM, VALUE, TEMP +* .. +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Subroutines .. - EXTERNAL DLASSQ + EXTERNAL DLASSQ, DCOMBSSQ * .. * .. External Functions .. LOGICAL LSAME, DISNAN @@ -194,13 +198,19 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. * - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 90 J = 1, N - CALL DLASSQ( M, A( 1, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( M, A( 1, J ), 1, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 90 CONTINUE - VALUE = SCALE*SQRT( SUM ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANGE = VALUE diff --git a/lapack-netlib/SRC/dlanhs.f b/lapack-netlib/SRC/dlanhs.f index 691dbc21e..a859d2216 100644 --- a/lapack-netlib/SRC/dlanhs.f +++ b/lapack-netlib/SRC/dlanhs.f @@ -113,6 +113,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER NORM INTEGER LDA, N @@ -129,15 +130,18 @@ * .. * .. Local Scalars .. INTEGER I, J - DOUBLE PRECISION SCALE, SUM, VALUE + DOUBLE PRECISION SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, MIN, SQRT * .. @@ -188,13 +192,20 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. * - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 90 J = 1, N - CALL DLASSQ( MIN( N, J+1 ), A( 1, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( N, J+1 ), A( 1, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 90 CONTINUE - VALUE = SCALE*SQRT( SUM ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANHS = VALUE diff --git a/lapack-netlib/SRC/dlansb.f b/lapack-netlib/SRC/dlansb.f index 4ccf5f27e..a82dc41b1 100644 --- a/lapack-netlib/SRC/dlansb.f +++ b/lapack-netlib/SRC/dlansb.f @@ -134,6 +134,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER NORM, UPLO INTEGER K, LDAB, N @@ -150,15 +151,18 @@ * .. * .. Local Scalars .. INTEGER I, J, L - DOUBLE PRECISION ABSA, SCALE, SUM, VALUE + DOUBLE PRECISION ABSA, SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. @@ -225,29 +229,47 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. +* + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE +* +* Sum off-diagonals * - SCALE = ZERO - SUM = ONE IF( K.GT.0 ) THEN IF( LSAME( UPLO, 'U' ) ) THEN DO 110 J = 2, N + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE CALL DLASSQ( MIN( J-1, K ), AB( MAX( K+2-J, 1 ), J ), - $ 1, SCALE, SUM ) + $ 1, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 110 CONTINUE L = K + 1 ELSE DO 120 J = 1, N - 1 - CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE, - $ SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 120 CONTINUE L = 1 END IF - SUM = 2*SUM + SSQ( 2 ) = 2*SSQ( 2 ) ELSE L = 1 END IF - CALL DLASSQ( N, AB( L, 1 ), LDAB, SCALE, SUM ) - VALUE = SCALE*SQRT( SUM ) +* +* Sum diagonal +* + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( N, AB( L, 1 ), LDAB, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANSB = VALUE diff --git a/lapack-netlib/SRC/dlansp.f b/lapack-netlib/SRC/dlansp.f index a1829db75..b6ad1ffcf 100644 --- a/lapack-netlib/SRC/dlansp.f +++ b/lapack-netlib/SRC/dlansp.f @@ -119,6 +119,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER NORM, UPLO INTEGER N @@ -135,15 +136,18 @@ * .. * .. Local Scalars .. INTEGER I, J, K - DOUBLE PRECISION ABSA, SCALE, SUM, VALUE + DOUBLE PRECISION ABSA, SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, SQRT * .. @@ -217,31 +221,48 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. +* + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE +* +* Sum off-diagonals * - SCALE = ZERO - SUM = ONE K = 2 IF( LSAME( UPLO, 'U' ) ) THEN DO 110 J = 2, N - CALL DLASSQ( J-1, AP( K ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( J-1, AP( K ), 1, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) K = K + J 110 CONTINUE ELSE DO 120 J = 1, N - 1 - CALL DLASSQ( N-J, AP( K ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( N-J, AP( K ), 1, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) K = K + N - J + 1 120 CONTINUE END IF - SUM = 2*SUM + SSQ( 2 ) = 2*SSQ( 2 ) +* +* Sum diagonal +* K = 1 + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE DO 130 I = 1, N IF( AP( K ).NE.ZERO ) THEN ABSA = ABS( AP( K ) ) - IF( SCALE.LT.ABSA ) THEN - SUM = ONE + SUM*( SCALE / ABSA )**2 - SCALE = ABSA + IF( COLSSQ( 1 ).LT.ABSA ) THEN + COLSSQ( 2 ) = ONE + COLSSQ(2)*( COLSSQ(1) / ABSA )**2 + COLSSQ( 1 ) = ABSA ELSE - SUM = SUM + ( ABSA / SCALE )**2 + COLSSQ( 2 ) = COLSSQ( 2 ) + ( ABSA / COLSSQ( 1 ) )**2 END IF END IF IF( LSAME( UPLO, 'U' ) ) THEN @@ -250,7 +271,8 @@ K = K + N - I + 1 END IF 130 CONTINUE - VALUE = SCALE*SQRT( SUM ) + CALL DCOMBSSQ( SSQ, COLSSQ ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANSP = VALUE diff --git a/lapack-netlib/SRC/dlansy.f b/lapack-netlib/SRC/dlansy.f index 2372fce0a..87d514c11 100644 --- a/lapack-netlib/SRC/dlansy.f +++ b/lapack-netlib/SRC/dlansy.f @@ -127,6 +127,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER NORM, UPLO INTEGER LDA, N @@ -143,15 +144,18 @@ * .. * .. Local Scalars .. INTEGER I, J - DOUBLE PRECISION ABSA, SCALE, SUM, VALUE + DOUBLE PRECISION ABSA, SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, SQRT * .. @@ -216,21 +220,39 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. +* + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE +* +* Sum off-diagonals * - SCALE = ZERO - SUM = ONE IF( LSAME( UPLO, 'U' ) ) THEN DO 110 J = 2, N - CALL DLASSQ( J-1, A( 1, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( J-1, A( 1, J ), 1, COLSSQ(1), COLSSQ(2) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 110 CONTINUE ELSE DO 120 J = 1, N - 1 - CALL DLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( N-J, A( J+1, J ), 1, COLSSQ(1), COLSSQ(2) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 120 CONTINUE END IF - SUM = 2*SUM - CALL DLASSQ( N, A, LDA+1, SCALE, SUM ) - VALUE = SCALE*SQRT( SUM ) + SSQ( 2 ) = 2*SSQ( 2 ) +* +* Sum diagonal +* + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( N, A, LDA+1, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANSY = VALUE diff --git a/lapack-netlib/SRC/dlantb.f b/lapack-netlib/SRC/dlantb.f index 3d2bfe7e4..0d46f6cc8 100644 --- a/lapack-netlib/SRC/dlantb.f +++ b/lapack-netlib/SRC/dlantb.f @@ -145,6 +145,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER DIAG, NORM, UPLO INTEGER K, LDAB, N @@ -162,15 +163,18 @@ * .. Local Scalars .. LOGICAL UDIAG INTEGER I, J, L - DOUBLE PRECISION SCALE, SUM, VALUE + DOUBLE PRECISION SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, MAX, MIN, SQRT * .. @@ -311,46 +315,61 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. * IF( LSAME( UPLO, 'U' ) ) THEN IF( LSAME( DIAG, 'U' ) ) THEN - SCALE = ONE - SUM = N + SSQ( 1 ) = ONE + SSQ( 2 ) = N IF( K.GT.0 ) THEN DO 280 J = 2, N + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE CALL DLASSQ( MIN( J-1, K ), - $ AB( MAX( K+2-J, 1 ), J ), 1, SCALE, - $ SUM ) + $ AB( MAX( K+2-J, 1 ), J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 280 CONTINUE END IF ELSE - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 290 J = 1, N + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE CALL DLASSQ( MIN( J, K+1 ), AB( MAX( K+2-J, 1 ), J ), - $ 1, SCALE, SUM ) + $ 1, COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 290 CONTINUE END IF ELSE IF( LSAME( DIAG, 'U' ) ) THEN - SCALE = ONE - SUM = N + SSQ( 1 ) = ONE + SSQ( 2 ) = N IF( K.GT.0 ) THEN DO 300 J = 1, N - 1 - CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE, - $ SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 300 CONTINUE END IF ELSE - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 310 J = 1, N - CALL DLASSQ( MIN( N-J+1, K+1 ), AB( 1, J ), 1, SCALE, - $ SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( N-J+1, K+1 ), AB( 1, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 310 CONTINUE END IF END IF - VALUE = SCALE*SQRT( SUM ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANTB = VALUE diff --git a/lapack-netlib/SRC/dlantp.f b/lapack-netlib/SRC/dlantp.f index f84a9e9d7..a7b89dec7 100644 --- a/lapack-netlib/SRC/dlantp.f +++ b/lapack-netlib/SRC/dlantp.f @@ -129,6 +129,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER DIAG, NORM, UPLO INTEGER N @@ -146,15 +147,18 @@ * .. Local Scalars .. LOGICAL UDIAG INTEGER I, J, K - DOUBLE PRECISION SCALE, SUM, VALUE + DOUBLE PRECISION SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, SQRT * .. @@ -306,45 +310,64 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. * IF( LSAME( UPLO, 'U' ) ) THEN IF( LSAME( DIAG, 'U' ) ) THEN - SCALE = ONE - SUM = N + SSQ( 1 ) = ONE + SSQ( 2 ) = N K = 2 DO 280 J = 2, N - CALL DLASSQ( J-1, AP( K ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( J-1, AP( K ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) K = K + J 280 CONTINUE ELSE - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE K = 1 DO 290 J = 1, N - CALL DLASSQ( J, AP( K ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( J, AP( K ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) K = K + J 290 CONTINUE END IF ELSE IF( LSAME( DIAG, 'U' ) ) THEN - SCALE = ONE - SUM = N + SSQ( 1 ) = ONE + SSQ( 2 ) = N K = 2 DO 300 J = 1, N - 1 - CALL DLASSQ( N-J, AP( K ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( N-J, AP( K ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) K = K + N - J + 1 300 CONTINUE ELSE - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE K = 1 DO 310 J = 1, N - CALL DLASSQ( N-J+1, AP( K ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( N-J+1, AP( K ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) K = K + N - J + 1 310 CONTINUE END IF END IF - VALUE = SCALE*SQRT( SUM ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANTP = VALUE diff --git a/lapack-netlib/SRC/dlantr.f b/lapack-netlib/SRC/dlantr.f index 8585b2f68..adc7da4c4 100644 --- a/lapack-netlib/SRC/dlantr.f +++ b/lapack-netlib/SRC/dlantr.f @@ -146,6 +146,7 @@ * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * + IMPLICIT NONE * .. Scalar Arguments .. CHARACTER DIAG, NORM, UPLO INTEGER LDA, M, N @@ -163,15 +164,18 @@ * .. Local Scalars .. LOGICAL UDIAG INTEGER I, J - DOUBLE PRECISION SCALE, SUM, VALUE + DOUBLE PRECISION SUM, VALUE * .. -* .. External Subroutines .. - EXTERNAL DLASSQ +* .. Local Arrays .. + DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) * .. * .. External Functions .. LOGICAL LSAME, DISNAN EXTERNAL LSAME, DISNAN * .. +* .. External Subroutines .. + EXTERNAL DLASSQ, DCOMBSSQ +* .. * .. Intrinsic Functions .. INTRINSIC ABS, MIN, SQRT * .. @@ -281,7 +285,7 @@ END IF ELSE IF( LSAME( DIAG, 'U' ) ) THEN - DO 210 I = 1, N + DO 210 I = 1, MIN( M, N ) WORK( I ) = ONE 210 CONTINUE DO 220 I = N + 1, M @@ -311,38 +315,56 @@ ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN * * Find normF(A). +* SSQ(1) is scale +* SSQ(2) is sum-of-squares +* For better accuracy, sum each column separately. * IF( LSAME( UPLO, 'U' ) ) THEN IF( LSAME( DIAG, 'U' ) ) THEN - SCALE = ONE - SUM = MIN( M, N ) + SSQ( 1 ) = ONE + SSQ( 2 ) = MIN( M, N ) DO 290 J = 2, N - CALL DLASSQ( MIN( M, J-1 ), A( 1, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( M, J-1 ), A( 1, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 290 CONTINUE ELSE - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 300 J = 1, N - CALL DLASSQ( MIN( M, J ), A( 1, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( MIN( M, J ), A( 1, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 300 CONTINUE END IF ELSE IF( LSAME( DIAG, 'U' ) ) THEN - SCALE = ONE - SUM = MIN( M, N ) + SSQ( 1 ) = ONE + SSQ( 2 ) = MIN( M, N ) DO 310 J = 1, N - CALL DLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, SCALE, - $ SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 310 CONTINUE ELSE - SCALE = ZERO - SUM = ONE + SSQ( 1 ) = ZERO + SSQ( 2 ) = ONE DO 320 J = 1, N - CALL DLASSQ( M-J+1, A( J, J ), 1, SCALE, SUM ) + COLSSQ( 1 ) = ZERO + COLSSQ( 2 ) = ONE + CALL DLASSQ( M-J+1, A( J, J ), 1, + $ COLSSQ( 1 ), COLSSQ( 2 ) ) + CALL DCOMBSSQ( SSQ, COLSSQ ) 320 CONTINUE END IF END IF - VALUE = SCALE*SQRT( SUM ) + VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) END IF * DLANTR = VALUE diff --git a/lapack-netlib/SRC/dlanv2.f b/lapack-netlib/SRC/dlanv2.f index 91fa14ff2..d68481f7e 100644 --- a/lapack-netlib/SRC/dlanv2.f +++ b/lapack-netlib/SRC/dlanv2.f @@ -161,7 +161,6 @@ IF( C.EQ.ZERO ) THEN CS = ONE SN = ZERO - GO TO 10 * ELSE IF( B.EQ.ZERO ) THEN * @@ -174,12 +173,12 @@ A = TEMP B = -C C = ZERO - GO TO 10 +* ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) ) $ THEN CS = ONE SN = ZERO - GO TO 10 +* ELSE * TEMP = A - D @@ -207,6 +206,7 @@ SN = C / TAU B = B - C C = ZERO +* ELSE * * Complex eigenvalues, or real (almost) equal eigenvalues. @@ -268,8 +268,6 @@ END IF * END IF -* - 10 CONTINUE * * Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I). * diff --git a/lapack-netlib/SRC/dlaorhr_col_getrfnp.f b/lapack-netlib/SRC/dlaorhr_col_getrfnp.f new file mode 100644 index 000000000..6a7c629e8 --- /dev/null +++ b/lapack-netlib/SRC/dlaorhr_col_getrfnp.f @@ -0,0 +1,248 @@ +*> \brief \b DLAORHR_COL_GETRFNP +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DLAORHR_COL_GETRFNP + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DLAORHR_COL_GETRFNP( M, N, A, LDA, D, INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), D( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DLAORHR_COL_GETRFNP computes the modified LU factorization without +*> pivoting of a real general M-by-N matrix A. The factorization has +*> the form: +*> +*> A - S = L * U, +*> +*> where: +*> S is a m-by-n diagonal sign matrix with the diagonal D, so that +*> D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed +*> as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing +*> i-1 steps of Gaussian elimination. This means that the diagonal +*> element at each step of "modified" Gaussian elimination is +*> at least one in absolute value (so that division-by-zero not +*> not possible during the division by the diagonal element); +*> +*> L is a M-by-N lower triangular matrix with unit diagonal elements +*> (lower trapezoidal if M > N); +*> +*> and U is a M-by-N upper triangular matrix +*> (upper trapezoidal if M < N). +*> +*> This routine is an auxiliary routine used in the Householder +*> reconstruction routine DORHR_COL. In DORHR_COL, this routine is +*> applied to an M-by-N matrix A with orthonormal columns, where each +*> element is bounded by one in absolute value. With the choice of +*> the matrix S above, one can show that the diagonal element at each +*> step of Gaussian elimination is the largest (in absolute value) in +*> the column on or below the diagonal, so that no pivoting is required +*> for numerical stability [1]. +*> +*> For more details on the Householder reconstruction algorithm, +*> including the modified LU factorization, see [1]. +*> +*> This is the blocked right-looking version of the algorithm, +*> calling Level 3 BLAS to update the submatrix. To factorize a block, +*> this routine calls the recursive routine DLAORHR_COL_GETRFNP2. +*> +*> [1] "Reconstructing Householder vectors from tall-skinny QR", +*> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, +*> E. Solomonik, J. Parallel Distrib. Comput., +*> vol. 85, pp. 3-31, 2015. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> On entry, the M-by-N matrix to be factored. +*> On exit, the factors L and U from the factorization +*> A-S=L*U; the unit diagonal elements of L are not stored. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[out] D +*> \verbatim +*> D is DOUBLE PRECISION array, dimension min(M,N) +*> The diagonal elements of the diagonal M-by-N sign matrix S, +*> D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can +*> be only plus or minus one. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +*> +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2019 +* +*> \ingroup doubleGEcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2019, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE DLAORHR_COL_GETRFNP( M, N, A, LDA, D, INFO ) + IMPLICIT NONE +* +* -- LAPACK computational routine (version 3.9.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2019 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), D( * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER IINFO, J, JB, NB +* .. +* .. External Subroutines .. + EXTERNAL DGEMM, DLAORHR_COL_GETRFNP2, DTRSM, XERBLA +* .. +* .. External Functions .. + INTEGER ILAENV + EXTERNAL ILAENV +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -4 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DLAORHR_COL_GETRFNP', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( MIN( M, N ).EQ.0 ) + $ RETURN +* +* Determine the block size for this environment. +* + + NB = ILAENV( 1, 'DLAORHR_COL_GETRFNP', ' ', M, N, -1, -1 ) + + IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN +* +* Use unblocked code. +* + CALL DLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO ) + ELSE +* +* Use blocked code. +* + DO J = 1, MIN( M, N ), NB + JB = MIN( MIN( M, N )-J+1, NB ) +* +* Factor diagonal and subdiagonal blocks. +* + CALL DLAORHR_COL_GETRFNP2( M-J+1, JB, A( J, J ), LDA, + $ D( J ), IINFO ) +* + IF( J+JB.LE.N ) THEN +* +* Compute block row of U. +* + CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB, + $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ), + $ LDA ) + IF( J+JB.LE.M ) THEN +* +* Update trailing submatrix. +* + CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1, + $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA, + $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ), + $ LDA ) + END IF + END IF + END DO + END IF + RETURN +* +* End of DLAORHR_COL_GETRFNP +* + END diff --git a/lapack-netlib/SRC/dlaorhr_col_getrfnp2.f b/lapack-netlib/SRC/dlaorhr_col_getrfnp2.f new file mode 100644 index 000000000..f7781f2e5 --- /dev/null +++ b/lapack-netlib/SRC/dlaorhr_col_getrfnp2.f @@ -0,0 +1,305 @@ +*> \brief \b DLAORHR_COL_GETRFNP2 +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DLAORHR_GETRF2NP + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* RECURSIVE SUBROUTINE DLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), D( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DLAORHR_COL_GETRFNP2 computes the modified LU factorization without +*> pivoting of a real general M-by-N matrix A. The factorization has +*> the form: +*> +*> A - S = L * U, +*> +*> where: +*> S is a m-by-n diagonal sign matrix with the diagonal D, so that +*> D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed +*> as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing +*> i-1 steps of Gaussian elimination. This means that the diagonal +*> element at each step of "modified" Gaussian elimination is at +*> least one in absolute value (so that division-by-zero not +*> possible during the division by the diagonal element); +*> +*> L is a M-by-N lower triangular matrix with unit diagonal elements +*> (lower trapezoidal if M > N); +*> +*> and U is a M-by-N upper triangular matrix +*> (upper trapezoidal if M < N). +*> +*> This routine is an auxiliary routine used in the Householder +*> reconstruction routine DORHR_COL. In DORHR_COL, this routine is +*> applied to an M-by-N matrix A with orthonormal columns, where each +*> element is bounded by one in absolute value. With the choice of +*> the matrix S above, one can show that the diagonal element at each +*> step of Gaussian elimination is the largest (in absolute value) in +*> the column on or below the diagonal, so that no pivoting is required +*> for numerical stability [1]. +*> +*> For more details on the Householder reconstruction algorithm, +*> including the modified LU factorization, see [1]. +*> +*> This is the recursive version of the LU factorization algorithm. +*> Denote A - S by B. The algorithm divides the matrix B into four +*> submatrices: +*> +*> [ B11 | B12 ] where B11 is n1 by n1, +*> B = [ -----|----- ] B21 is (m-n1) by n1, +*> [ B21 | B22 ] B12 is n1 by n2, +*> B22 is (m-n1) by n2, +*> with n1 = min(m,n)/2, n2 = n-n1. +*> +*> +*> The subroutine calls itself to factor B11, solves for B21, +*> solves for B12, updates B22, then calls itself to factor B22. +*> +*> For more details on the recursive LU algorithm, see [2]. +*> +*> DLAORHR_COL_GETRFNP2 is called to factorize a block by the blocked +*> routine DLAORHR_COL_GETRFNP, which uses blocked code calling +*. Level 3 BLAS to update the submatrix. However, DLAORHR_COL_GETRFNP2 +*> is self-sufficient and can be used without DLAORHR_COL_GETRFNP. +*> +*> [1] "Reconstructing Householder vectors from tall-skinny QR", +*> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, +*> E. Solomonik, J. Parallel Distrib. Comput., +*> vol. 85, pp. 3-31, 2015. +*> +*> [2] "Recursion leads to automatic variable blocking for dense linear +*> algebra algorithms", F. Gustavson, IBM J. of Res. and Dev., +*> vol. 41, no. 6, pp. 737-755, 1997. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> On entry, the M-by-N matrix to be factored. +*> On exit, the factors L and U from the factorization +*> A-S=L*U; the unit diagonal elements of L are not stored. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[out] D +*> \verbatim +*> D is DOUBLE PRECISION array, dimension min(M,N) +*> The diagonal elements of the diagonal M-by-N sign matrix S, +*> D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can +*> be only plus or minus one. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +*> +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2019 +* +*> \ingroup doubleGEcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2019, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> \endverbatim +* +* ===================================================================== + RECURSIVE SUBROUTINE DLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO ) + IMPLICIT NONE +* +* -- LAPACK computational routine (version 3.9.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2019 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, M, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), D( * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE + PARAMETER ( ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + DOUBLE PRECISION SFMIN + INTEGER I, IINFO, N1, N2 +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH + EXTERNAL DLAMCH +* .. +* .. External Subroutines .. + EXTERNAL DGEMM, DSCAL, DTRSM, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DSIGN, MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -4 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DLAORHR_COL_GETRFNP2', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( MIN( M, N ).EQ.0 ) + $ RETURN + + IF ( M.EQ.1 ) THEN +* +* One row case, (also recursion termination case), +* use unblocked code +* +* Transfer the sign +* + D( 1 ) = -DSIGN( ONE, A( 1, 1 ) ) +* +* Construct the row of U +* + A( 1, 1 ) = A( 1, 1 ) - D( 1 ) +* + ELSE IF( N.EQ.1 ) THEN +* +* One column case, (also recursion termination case), +* use unblocked code +* +* Transfer the sign +* + D( 1 ) = -DSIGN( ONE, A( 1, 1 ) ) +* +* Construct the row of U +* + A( 1, 1 ) = A( 1, 1 ) - D( 1 ) +* +* Scale the elements 2:M of the column +* +* Determine machine safe minimum +* + SFMIN = DLAMCH('S') +* +* Construct the subdiagonal elements of L +* + IF( ABS( A( 1, 1 ) ) .GE. SFMIN ) THEN + CALL DSCAL( M-1, ONE / A( 1, 1 ), A( 2, 1 ), 1 ) + ELSE + DO I = 2, M + A( I, 1 ) = A( I, 1 ) / A( 1, 1 ) + END DO + END IF +* + ELSE +* +* Divide the matrix B into four submatrices +* + N1 = MIN( M, N ) / 2 + N2 = N-N1 + +* +* Factor B11, recursive call +* + CALL DLAORHR_COL_GETRFNP2( N1, N1, A, LDA, D, IINFO ) +* +* Solve for B21 +* + CALL DTRSM( 'R', 'U', 'N', 'N', M-N1, N1, ONE, A, LDA, + $ A( N1+1, 1 ), LDA ) +* +* Solve for B12 +* + CALL DTRSM( 'L', 'L', 'N', 'U', N1, N2, ONE, A, LDA, + $ A( 1, N1+1 ), LDA ) +* +* Update B22, i.e. compute the Schur complement +* B22 := B22 - B21*B12 +* + CALL DGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( N1+1, 1 ), LDA, + $ A( 1, N1+1 ), LDA, ONE, A( N1+1, N1+1 ), LDA ) +* +* Factor B22, recursive call +* + CALL DLAORHR_COL_GETRFNP2( M-N1, N2, A( N1+1, N1+1 ), LDA, + $ D( N1+1 ), IINFO ) +* + END IF + RETURN +* +* End of DLAORHR_COL_GETRFNP2 +* + END diff --git a/lapack-netlib/SRC/dlaqps.f b/lapack-netlib/SRC/dlaqps.f index 395d8e0b1..0009de951 100644 --- a/lapack-netlib/SRC/dlaqps.f +++ b/lapack-netlib/SRC/dlaqps.f @@ -127,7 +127,7 @@ *> \param[in,out] AUXV *> \verbatim *> AUXV is DOUBLE PRECISION array, dimension (NB) -*> Auxiliar vector. +*> Auxiliary vector. *> \endverbatim *> *> \param[in,out] F diff --git a/lapack-netlib/SRC/dlaqr0.f b/lapack-netlib/SRC/dlaqr0.f index 247d4ef30..f362c096c 100644 --- a/lapack-netlib/SRC/dlaqr0.f +++ b/lapack-netlib/SRC/dlaqr0.f @@ -67,7 +67,7 @@ *> \param[in] N *> \verbatim *> N is INTEGER -*> The order of the matrix H. N .GE. 0. +*> The order of the matrix H. N >= 0. *> \endverbatim *> *> \param[in] ILO @@ -79,12 +79,12 @@ *> \verbatim *> IHI is INTEGER *> It is assumed that H is already upper triangular in rows -*> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1, +*> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a *> previous call to DGEBAL, and then passed to DGEHRD when the *> matrix output by DGEBAL is reduced to Hessenberg form. *> Otherwise, ILO and IHI should be set to 1 and N, -*> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. +*> respectively. If N > 0, then 1 <= ILO <= IHI <= N. *> If N = 0, then ILO = 1 and IHI = 0. *> \endverbatim *> @@ -97,19 +97,19 @@ *> decomposition (the Schur form); 2-by-2 diagonal blocks *> (corresponding to complex conjugate pairs of eigenvalues) *> are returned in standard form, with H(i,i) = H(i+1,i+1) -*> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is +*> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is *> .FALSE., then the contents of H are unspecified on exit. -*> (The output value of H when INFO.GT.0 is given under the +*> (The output value of H when INFO > 0 is given under the *> description of INFO below.) *> -*> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and +*> This subroutine may explicitly set H(i,j) = 0 for i > j and *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. *> \endverbatim *> *> \param[in] LDH *> \verbatim *> LDH is INTEGER -*> The leading dimension of the array H. LDH .GE. max(1,N). +*> The leading dimension of the array H. LDH >= max(1,N). *> \endverbatim *> *> \param[out] WR @@ -125,7 +125,7 @@ *> and WI(ILO:IHI). If two eigenvalues are computed as a *> complex conjugate pair, they are stored in consecutive *> elements of WR and WI, say the i-th and (i+1)th, with -*> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then +*> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then *> the eigenvalues are stored in the same order as on the *> diagonal of the Schur form returned in H, with *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal @@ -143,7 +143,7 @@ *> IHIZ is INTEGER *> Specify the rows of Z to which transformations must be *> applied if WANTZ is .TRUE.. -*> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. +*> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. *> \endverbatim *> *> \param[in,out] Z @@ -153,7 +153,7 @@ *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). -*> (The output value of Z when INFO.GT.0 is given under +*> (The output value of Z when INFO > 0 is given under *> the description of INFO below.) *> \endverbatim *> @@ -161,7 +161,7 @@ *> \verbatim *> LDZ is INTEGER *> The leading dimension of the array Z. if WANTZ is .TRUE. -*> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. +*> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1. *> \endverbatim *> *> \param[out] WORK @@ -174,7 +174,7 @@ *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER -*> The dimension of the array WORK. LWORK .GE. max(1,N) +*> The dimension of the array WORK. LWORK >= max(1,N) *> is sufficient, but LWORK typically as large as 6*N may *> be required for optimal performance. A workspace query *> to determine the optimal workspace size is recommended. @@ -190,19 +190,19 @@ *> \param[out] INFO *> \verbatim *> INFO is INTEGER -*> = 0: successful exit -*> .GT. 0: if INFO = i, DLAQR0 failed to compute all of +*> = 0: successful exit +*> > 0: if INFO = i, DLAQR0 failed to compute all of *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR *> and WI contain those eigenvalues which have been *> successfully computed. (Failures are rare.) *> -*> If INFO .GT. 0 and WANT is .FALSE., then on exit, +*> If INFO > 0 and WANT is .FALSE., then on exit, *> the remaining unconverged eigenvalues are the eigen- *> values of the upper Hessenberg matrix rows and *> columns ILO through INFO of the final, output *> value of H. *> -*> If INFO .GT. 0 and WANTT is .TRUE., then on exit +*> If INFO > 0 and WANTT is .TRUE., then on exit *> *> (*) (initial value of H)*U = U*(final value of H) *> @@ -210,7 +210,7 @@ *> value of H is upper Hessenberg and quasi-triangular *> in rows and columns INFO+1 through IHI. *> -*> If INFO .GT. 0 and WANTZ is .TRUE., then on exit +*> If INFO > 0 and WANTZ is .TRUE., then on exit *> *> (final value of Z(ILO:IHI,ILOZ:IHIZ) *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U @@ -218,7 +218,7 @@ *> where U is the orthogonal matrix in (*) (regard- *> less of the value of WANTT.) *> -*> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not +*> If INFO > 0 and WANTZ is .FALSE., then Z is not *> accessed. *> \endverbatim * @@ -678,7 +678,7 @@ END IF END IF * -* ==== Use up to NS of the the smallest magnatiude +* ==== Use up to NS of the the smallest magnitude * . shifts. If there aren't NS shifts available, * . then use them all, possibly dropping one to * . make the number of shifts even. ==== diff --git a/lapack-netlib/SRC/dlaqr1.f b/lapack-netlib/SRC/dlaqr1.f index 795b072ab..4ccf997e7 100644 --- a/lapack-netlib/SRC/dlaqr1.f +++ b/lapack-netlib/SRC/dlaqr1.f @@ -69,7 +69,7 @@ *> \verbatim *> LDH is INTEGER *> The leading dimension of H as declared in -*> the calling procedure. LDH.GE.N +*> the calling procedure. LDH >= N *> \endverbatim *> *> \param[in] SR1 diff --git a/lapack-netlib/SRC/dlaqr2.f b/lapack-netlib/SRC/dlaqr2.f index 431b3f123..01fdf3046 100644 --- a/lapack-netlib/SRC/dlaqr2.f +++ b/lapack-netlib/SRC/dlaqr2.f @@ -103,7 +103,7 @@ *> \param[in] NW *> \verbatim *> NW is INTEGER -*> Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). +*> Deflation window size. 1 <= NW <= (KBOT-KTOP+1). *> \endverbatim *> *> \param[in,out] H @@ -121,7 +121,7 @@ *> \verbatim *> LDH is INTEGER *> Leading dimension of H just as declared in the calling -*> subroutine. N .LE. LDH +*> subroutine. N <= LDH *> \endverbatim *> *> \param[in] ILOZ @@ -133,7 +133,7 @@ *> \verbatim *> IHIZ is INTEGER *> Specify the rows of Z to which transformations must be -*> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. +*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N. *> \endverbatim *> *> \param[in,out] Z @@ -149,7 +149,7 @@ *> \verbatim *> LDZ is INTEGER *> The leading dimension of Z just as declared in the -*> calling subroutine. 1 .LE. LDZ. +*> calling subroutine. 1 <= LDZ. *> \endverbatim *> *> \param[out] NS @@ -194,13 +194,13 @@ *> \verbatim *> LDV is INTEGER *> The leading dimension of V just as declared in the -*> calling subroutine. NW .LE. LDV +*> calling subroutine. NW <= LDV *> \endverbatim *> *> \param[in] NH *> \verbatim *> NH is INTEGER -*> The number of columns of T. NH.GE.NW. +*> The number of columns of T. NH >= NW. *> \endverbatim *> *> \param[out] T @@ -212,14 +212,14 @@ *> \verbatim *> LDT is INTEGER *> The leading dimension of T just as declared in the -*> calling subroutine. NW .LE. LDT +*> calling subroutine. NW <= LDT *> \endverbatim *> *> \param[in] NV *> \verbatim *> NV is INTEGER *> The number of rows of work array WV available for -*> workspace. NV.GE.NW. +*> workspace. NV >= NW. *> \endverbatim *> *> \param[out] WV @@ -231,7 +231,7 @@ *> \verbatim *> LDWV is INTEGER *> The leading dimension of W just as declared in the -*> calling subroutine. NW .LE. LDV +*> calling subroutine. NW <= LDV *> \endverbatim *> *> \param[out] WORK diff --git a/lapack-netlib/SRC/dlaqr3.f b/lapack-netlib/SRC/dlaqr3.f index aa23617c3..1dbf55c9e 100644 --- a/lapack-netlib/SRC/dlaqr3.f +++ b/lapack-netlib/SRC/dlaqr3.f @@ -100,7 +100,7 @@ *> \param[in] NW *> \verbatim *> NW is INTEGER -*> Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). +*> Deflation window size. 1 <= NW <= (KBOT-KTOP+1). *> \endverbatim *> *> \param[in,out] H @@ -118,7 +118,7 @@ *> \verbatim *> LDH is INTEGER *> Leading dimension of H just as declared in the calling -*> subroutine. N .LE. LDH +*> subroutine. N <= LDH *> \endverbatim *> *> \param[in] ILOZ @@ -130,7 +130,7 @@ *> \verbatim *> IHIZ is INTEGER *> Specify the rows of Z to which transformations must be -*> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. +*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N. *> \endverbatim *> *> \param[in,out] Z @@ -146,7 +146,7 @@ *> \verbatim *> LDZ is INTEGER *> The leading dimension of Z just as declared in the -*> calling subroutine. 1 .LE. LDZ. +*> calling subroutine. 1 <= LDZ. *> \endverbatim *> *> \param[out] NS @@ -191,13 +191,13 @@ *> \verbatim *> LDV is INTEGER *> The leading dimension of V just as declared in the -*> calling subroutine. NW .LE. LDV +*> calling subroutine. NW <= LDV *> \endverbatim *> *> \param[in] NH *> \verbatim *> NH is INTEGER -*> The number of columns of T. NH.GE.NW. +*> The number of columns of T. NH >= NW. *> \endverbatim *> *> \param[out] T @@ -209,14 +209,14 @@ *> \verbatim *> LDT is INTEGER *> The leading dimension of T just as declared in the -*> calling subroutine. NW .LE. LDT +*> calling subroutine. NW <= LDT *> \endverbatim *> *> \param[in] NV *> \verbatim *> NV is INTEGER *> The number of rows of work array WV available for -*> workspace. NV.GE.NW. +*> workspace. NV >= NW. *> \endverbatim *> *> \param[out] WV @@ -228,7 +228,7 @@ *> \verbatim *> LDWV is INTEGER *> The leading dimension of W just as declared in the -*> calling subroutine. NW .LE. LDV +*> calling subroutine. NW <= LDV *> \endverbatim *> *> \param[out] WORK diff --git a/lapack-netlib/SRC/dlaqr4.f b/lapack-netlib/SRC/dlaqr4.f index 89b9b7f20..454bf9608 100644 --- a/lapack-netlib/SRC/dlaqr4.f +++ b/lapack-netlib/SRC/dlaqr4.f @@ -74,7 +74,7 @@ *> \param[in] N *> \verbatim *> N is INTEGER -*> The order of the matrix H. N .GE. 0. +*> The order of the matrix H. N >= 0. *> \endverbatim *> *> \param[in] ILO @@ -86,12 +86,12 @@ *> \verbatim *> IHI is INTEGER *> It is assumed that H is already upper triangular in rows -*> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1, +*> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a *> previous call to DGEBAL, and then passed to DGEHRD when the *> matrix output by DGEBAL is reduced to Hessenberg form. *> Otherwise, ILO and IHI should be set to 1 and N, -*> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. +*> respectively. If N > 0, then 1 <= ILO <= IHI <= N. *> If N = 0, then ILO = 1 and IHI = 0. *> \endverbatim *> @@ -104,19 +104,19 @@ *> decomposition (the Schur form); 2-by-2 diagonal blocks *> (corresponding to complex conjugate pairs of eigenvalues) *> are returned in standard form, with H(i,i) = H(i+1,i+1) -*> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is +*> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is *> .FALSE., then the contents of H are unspecified on exit. -*> (The output value of H when INFO.GT.0 is given under the +*> (The output value of H when INFO > 0 is given under the *> description of INFO below.) *> -*> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and +*> This subroutine may explicitly set H(i,j) = 0 for i > j and *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. *> \endverbatim *> *> \param[in] LDH *> \verbatim *> LDH is INTEGER -*> The leading dimension of the array H. LDH .GE. max(1,N). +*> The leading dimension of the array H. LDH >= max(1,N). *> \endverbatim *> *> \param[out] WR @@ -132,7 +132,7 @@ *> and WI(ILO:IHI). If two eigenvalues are computed as a *> complex conjugate pair, they are stored in consecutive *> elements of WR and WI, say the i-th and (i+1)th, with -*> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then +*> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then *> the eigenvalues are stored in the same order as on the *> diagonal of the Schur form returned in H, with *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal @@ -150,7 +150,7 @@ *> IHIZ is INTEGER *> Specify the rows of Z to which transformations must be *> applied if WANTZ is .TRUE.. -*> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. +*> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. *> \endverbatim *> *> \param[in,out] Z @@ -160,7 +160,7 @@ *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). -*> (The output value of Z when INFO.GT.0 is given under +*> (The output value of Z when INFO > 0 is given under *> the description of INFO below.) *> \endverbatim *> @@ -168,7 +168,7 @@ *> \verbatim *> LDZ is INTEGER *> The leading dimension of the array Z. if WANTZ is .TRUE. -*> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. +*> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1. *> \endverbatim *> *> \param[out] WORK @@ -181,7 +181,7 @@ *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER -*> The dimension of the array WORK. LWORK .GE. max(1,N) +*> The dimension of the array WORK. LWORK >= max(1,N) *> is sufficient, but LWORK typically as large as 6*N may *> be required for optimal performance. A workspace query *> to determine the optimal workspace size is recommended. @@ -197,19 +197,19 @@ *> \param[out] INFO *> \verbatim *> INFO is INTEGER -*> = 0: successful exit -*> .GT. 0: if INFO = i, DLAQR4 failed to compute all of +*> = 0: successful exit +*> > 0: if INFO = i, DLAQR4 failed to compute all of *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR *> and WI contain those eigenvalues which have been *> successfully computed. (Failures are rare.) *> -*> If INFO .GT. 0 and WANT is .FALSE., then on exit, +*> If INFO > 0 and WANT is .FALSE., then on exit, *> the remaining unconverged eigenvalues are the eigen- *> values of the upper Hessenberg matrix rows and *> columns ILO through INFO of the final, output *> value of H. *> -*> If INFO .GT. 0 and WANTT is .TRUE., then on exit +*> If INFO > 0 and WANTT is .TRUE., then on exit *> *> (*) (initial value of H)*U = U*(final value of H) *> @@ -217,7 +217,7 @@ *> value of H is upper Hessenberg and triangular in *> rows and columns INFO+1 through IHI. *> -*> If INFO .GT. 0 and WANTZ is .TRUE., then on exit +*> If INFO > 0 and WANTZ is .TRUE., then on exit *> *> (final value of Z(ILO:IHI,ILOZ:IHIZ) *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U @@ -225,7 +225,7 @@ *> where U is the orthogonal matrix in (*) (regard- *> less of the value of WANTT.) *> -*> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not +*> If INFO > 0 and WANTZ is .FALSE., then Z is not *> accessed. *> \endverbatim * @@ -677,7 +677,7 @@ END IF END IF * -* ==== Use up to NS of the the smallest magnatiude +* ==== Use up to NS of the the smallest magnitude * . shifts. If there aren't NS shifts available, * . then use them all, possibly dropping one to * . make the number of shifts even. ==== diff --git a/lapack-netlib/SRC/dlaqr5.f b/lapack-netlib/SRC/dlaqr5.f index 5cc4eda1a..f58db9c89 100644 --- a/lapack-netlib/SRC/dlaqr5.f +++ b/lapack-netlib/SRC/dlaqr5.f @@ -133,7 +133,7 @@ *> \verbatim *> LDH is INTEGER *> LDH is the leading dimension of H just as declared in the -*> calling procedure. LDH.GE.MAX(1,N). +*> calling procedure. LDH >= MAX(1,N). *> \endverbatim *> *> \param[in] ILOZ @@ -145,7 +145,7 @@ *> \verbatim *> IHIZ is INTEGER *> Specify the rows of Z to which transformations must be -*> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N +*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N *> \endverbatim *> *> \param[in,out] Z @@ -161,7 +161,7 @@ *> \verbatim *> LDZ is INTEGER *> LDA is the leading dimension of Z just as declared in -*> the calling procedure. LDZ.GE.N. +*> the calling procedure. LDZ >= N. *> \endverbatim *> *> \param[out] V @@ -173,7 +173,7 @@ *> \verbatim *> LDV is INTEGER *> LDV is the leading dimension of V as declared in the -*> calling procedure. LDV.GE.3. +*> calling procedure. LDV >= 3. *> \endverbatim *> *> \param[out] U @@ -185,33 +185,14 @@ *> \verbatim *> LDU is INTEGER *> LDU is the leading dimension of U just as declared in the -*> in the calling subroutine. LDU.GE.3*NSHFTS-3. -*> \endverbatim -*> -*> \param[in] NH -*> \verbatim -*> NH is INTEGER -*> NH is the number of columns in array WH available for -*> workspace. NH.GE.1. -*> \endverbatim -*> -*> \param[out] WH -*> \verbatim -*> WH is DOUBLE PRECISION array, dimension (LDWH,NH) -*> \endverbatim -*> -*> \param[in] LDWH -*> \verbatim -*> LDWH is INTEGER -*> Leading dimension of WH just as declared in the -*> calling procedure. LDWH.GE.3*NSHFTS-3. +*> in the calling subroutine. LDU >= 3*NSHFTS-3. *> \endverbatim *> *> \param[in] NV *> \verbatim *> NV is INTEGER *> NV is the number of rows in WV agailable for workspace. -*> NV.GE.1. +*> NV >= 1. *> \endverbatim *> *> \param[out] WV @@ -223,9 +204,28 @@ *> \verbatim *> LDWV is INTEGER *> LDWV is the leading dimension of WV as declared in the -*> in the calling subroutine. LDWV.GE.NV. +*> in the calling subroutine. LDWV >= NV. *> \endverbatim * +*> \param[in] NH +*> \verbatim +*> NH is INTEGER +*> NH is the number of columns in array WH available for +*> workspace. NH >= 1. +*> \endverbatim +*> +*> \param[out] WH +*> \verbatim +*> WH is DOUBLE PRECISION array, dimension (LDWH,NH) +*> \endverbatim +*> +*> \param[in] LDWH +*> \verbatim +*> LDWH is INTEGER +*> Leading dimension of WH just as declared in the +*> calling procedure. LDWH >= 3*NSHFTS-3. +*> \endverbatim +*> * Authors: * ======== * diff --git a/lapack-netlib/SRC/dlarfb.f b/lapack-netlib/SRC/dlarfb.f index 5b2cc2ba8..e63641213 100644 --- a/lapack-netlib/SRC/dlarfb.f +++ b/lapack-netlib/SRC/dlarfb.f @@ -92,6 +92,8 @@ *> K is INTEGER *> The order of the matrix T (= the number of elementary *> reflectors whose product defines the block reflector). +*> If SIDE = 'L', M >= K >= 0; +*> if SIDE = 'R', N >= K >= 0. *> \endverbatim *> *> \param[in] V diff --git a/lapack-netlib/SRC/dlarfx.f b/lapack-netlib/SRC/dlarfx.f index 260d367d4..a9e4496f9 100644 --- a/lapack-netlib/SRC/dlarfx.f +++ b/lapack-netlib/SRC/dlarfx.f @@ -94,7 +94,7 @@ *> \param[in] LDC *> \verbatim *> LDC is INTEGER -*> The leading dimension of the array C. LDA >= (1,M). +*> The leading dimension of the array C. LDC >= (1,M). *> \endverbatim *> *> \param[out] WORK diff --git a/lapack-netlib/SRC/dlarfy.f b/lapack-netlib/SRC/dlarfy.f index a0b0ebb31..3000b38bc 100644 --- a/lapack-netlib/SRC/dlarfy.f +++ b/lapack-netlib/SRC/dlarfy.f @@ -103,7 +103,7 @@ * *> \date December 2016 * -*> \ingroup double_eig +*> \ingroup doubleOTHERauxiliary * * ===================================================================== SUBROUTINE DLARFY( UPLO, N, V, INCV, TAU, C, LDC, WORK ) diff --git a/lapack-netlib/SRC/dlarrb.f b/lapack-netlib/SRC/dlarrb.f index 2b6389e25..ddf3888b9 100644 --- a/lapack-netlib/SRC/dlarrb.f +++ b/lapack-netlib/SRC/dlarrb.f @@ -91,7 +91,7 @@ *> RTOL2 is DOUBLE PRECISION *> Tolerance for the convergence of the bisection intervals. *> An interval [LEFT,RIGHT] has converged if -*> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) +*> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) *> where GAP is the (estimated) distance to the nearest *> eigenvalue. *> \endverbatim @@ -117,7 +117,7 @@ *> WGAP is DOUBLE PRECISION array, dimension (N-1) *> On input, the (estimated) gaps between consecutive *> eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between -*> eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST +*> eigenvalues I and I+1. Note that if IFIRST = ILAST *> then WGAP(IFIRST-OFFSET) must be set to ZERO. *> On output, these gaps are refined. *> \endverbatim diff --git a/lapack-netlib/SRC/dlarre.f b/lapack-netlib/SRC/dlarre.f index 0613efbc3..ce55442e2 100644 --- a/lapack-netlib/SRC/dlarre.f +++ b/lapack-netlib/SRC/dlarre.f @@ -150,7 +150,7 @@ *> RTOL2 is DOUBLE PRECISION *> Parameters for bisection. *> An interval [LEFT,RIGHT] has converged if -*> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) +*> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) *> \endverbatim *> *> \param[in] SPLTOL diff --git a/lapack-netlib/SRC/dlarrj.f b/lapack-netlib/SRC/dlarrj.f index 097ba9f77..a4bfb210c 100644 --- a/lapack-netlib/SRC/dlarrj.f +++ b/lapack-netlib/SRC/dlarrj.f @@ -85,7 +85,7 @@ *> RTOL is DOUBLE PRECISION *> Tolerance for the convergence of the bisection intervals. *> An interval [LEFT,RIGHT] has converged if -*> RIGHT-LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|). +*> RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|). *> \endverbatim *> *> \param[in] OFFSET diff --git a/lapack-netlib/SRC/dlarrv.f b/lapack-netlib/SRC/dlarrv.f index cace17c0e..4a59a2bbf 100644 --- a/lapack-netlib/SRC/dlarrv.f +++ b/lapack-netlib/SRC/dlarrv.f @@ -149,7 +149,7 @@ *> RTOL2 is DOUBLE PRECISION *> Parameters for bisection. *> An interval [LEFT,RIGHT] has converged if -*> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) +*> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) *> \endverbatim *> *> \param[in,out] W diff --git a/lapack-netlib/SRC/dlasd7.f b/lapack-netlib/SRC/dlasd7.f index e0ddedeb5..66f665cf8 100644 --- a/lapack-netlib/SRC/dlasd7.f +++ b/lapack-netlib/SRC/dlasd7.f @@ -400,7 +400,7 @@ VL( I ) = VLW( IDXI ) 50 CONTINUE * -* Calculate the allowable deflation tolerence +* Calculate the allowable deflation tolerance * EPS = DLAMCH( 'Epsilon' ) TOL = MAX( ABS( ALPHA ), ABS( BETA ) ) diff --git a/lapack-netlib/SRC/dlasr.f b/lapack-netlib/SRC/dlasr.f index 6059c6293..f707970e4 100644 --- a/lapack-netlib/SRC/dlasr.f +++ b/lapack-netlib/SRC/dlasr.f @@ -175,7 +175,7 @@ *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> The M-by-N matrix A. On exit, A is overwritten by P*A if -*> SIDE = 'R' or by A*P**T if SIDE = 'L'. +*> SIDE = 'L' or by A*P**T if SIDE = 'R'. *> \endverbatim *> *> \param[in] LDA diff --git a/lapack-netlib/SRC/dlassq.f b/lapack-netlib/SRC/dlassq.f index 885395e3c..5922360f9 100644 --- a/lapack-netlib/SRC/dlassq.f +++ b/lapack-netlib/SRC/dlassq.f @@ -60,7 +60,7 @@ *> *> \param[in] X *> \verbatim -*> X is DOUBLE PRECISION array, dimension (N) +*> X is DOUBLE PRECISION array, dimension (1+(N-1)*INCX) *> The vector for which a scaled sum of squares is computed. *> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n. *> \endverbatim diff --git a/lapack-netlib/SRC/dlaswlq.f b/lapack-netlib/SRC/dlaswlq.f index 6e4ca20fd..619a1f1a2 100644 --- a/lapack-netlib/SRC/dlaswlq.f +++ b/lapack-netlib/SRC/dlaswlq.f @@ -1,3 +1,4 @@ +*> \brief \b DLASWLQ * * Definition: * =========== @@ -18,9 +19,20 @@ *> *> \verbatim *> -*> DLASWLQ computes a blocked Short-Wide LQ factorization of a -*> M-by-N matrix A, where N >= M: -*> A = L * Q +*> DLASWLQ computes a blocked Tall-Skinny LQ factorization of +*> a real M-by-N matrix A for M <= N: +*> +*> A = ( L 0 ) * Q, +*> +*> where: +*> +*> Q is a n-by-N orthogonal matrix, stored on exit in an implicit +*> form in the elements above the digonal of the array A and in +*> the elemenst of the array T; +*> L is an lower-triangular M-by-M matrix stored on exit in +*> the elements on and below the diagonal of the array A. +*> 0 is a M-by-(N-M) zero matrix, if M < N, and is not stored. +*> *> \endverbatim * * Arguments: @@ -150,7 +162,7 @@ SUBROUTINE DLASWLQ( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, $ INFO) * -* -- LAPACK computational routine (version 3.7.1) -- +* -- LAPACK computational routine (version 3.9.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. -- * June 2017 diff --git a/lapack-netlib/SRC/dlasyf_aa.f b/lapack-netlib/SRC/dlasyf_aa.f index 6b75e46e0..793537e04 100644 --- a/lapack-netlib/SRC/dlasyf_aa.f +++ b/lapack-netlib/SRC/dlasyf_aa.f @@ -284,8 +284,9 @@ * * Swap A(I1, I2+1:M) with A(I2, I2+1:M) * - CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA, - $ A( J1+I2-1, I2+1 ), LDA ) + IF( I2.LT.M ) + $ CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA, + $ A( J1+I2-1, I2+1 ), LDA ) * * Swap A(I1, I1) with A(I2,I2) * @@ -325,13 +326,15 @@ * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) * - IF( A( K, J+1 ).NE.ZERO ) THEN - ALPHA = ONE / A( K, J+1 ) - CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA ) - CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA ) - ELSE - CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO, - $ A( K, J+2 ), LDA) + IF( J.LT.(M-1) ) THEN + IF( A( K, J+1 ).NE.ZERO ) THEN + ALPHA = ONE / A( K, J+1 ) + CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA ) + CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA ) + ELSE + CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO, + $ A( K, J+2 ), LDA) + END IF END IF END IF J = J + 1 @@ -432,8 +435,9 @@ * * Swap A(I2+1:M, I1) with A(I2+1:M, I2) * - CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1, - $ A( I2+1, J1+I2-1 ), 1 ) + IF( I2.LT.M ) + $ CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1, + $ A( I2+1, J1+I2-1 ), 1 ) * * Swap A(I1, I1) with A(I2, I2) * @@ -473,13 +477,15 @@ * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) * - IF( A( J+1, K ).NE.ZERO ) THEN - ALPHA = ONE / A( J+1, K ) - CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 ) - CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 ) - ELSE - CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO, - $ A( J+2, K ), LDA ) + IF( J.LT.(M-1) ) THEN + IF( A( J+1, K ).NE.ZERO ) THEN + ALPHA = ONE / A( J+1, K ) + CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 ) + CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 ) + ELSE + CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO, + $ A( J+2, K ), LDA ) + END IF END IF END IF J = J + 1 diff --git a/lapack-netlib/SRC/dlasyf_rk.f b/lapack-netlib/SRC/dlasyf_rk.f index 209b4c89d..d581eeedc 100644 --- a/lapack-netlib/SRC/dlasyf_rk.f +++ b/lapack-netlib/SRC/dlasyf_rk.f @@ -321,7 +321,7 @@ * of A and working backwards, and compute the matrix W = U12*D * for use in updating A11 * -* Initilize the first entry of array E, where superdiagonal +* Initialize the first entry of array E, where superdiagonal * elements of D are stored * E( 1 ) = ZERO @@ -649,7 +649,7 @@ * of A and working forwards, and compute the matrix W = L21*D * for use in updating A22 * -* Initilize the unused last entry of the subdiagonal array E. +* Initialize the unused last entry of the subdiagonal array E. * E( N ) = ZERO * diff --git a/lapack-netlib/SRC/dlasyf_rook.f b/lapack-netlib/SRC/dlasyf_rook.f index 49ee7a6c9..557032104 100644 --- a/lapack-netlib/SRC/dlasyf_rook.f +++ b/lapack-netlib/SRC/dlasyf_rook.f @@ -21,7 +21,7 @@ * SUBROUTINE DLASYF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) * * .. Scalar Arguments .. -* CHARADLATER UPLO +* CHARACTER UPLO * INTEGER INFO, KB, LDA, LDW, N, NB * .. * .. Array Arguments .. diff --git a/lapack-netlib/SRC/dlatdf.f b/lapack-netlib/SRC/dlatdf.f index fd05059b3..8001e0830 100644 --- a/lapack-netlib/SRC/dlatdf.f +++ b/lapack-netlib/SRC/dlatdf.f @@ -85,7 +85,7 @@ *> RHS is DOUBLE PRECISION array, dimension (N) *> On entry, RHS contains contributions from other subsystems. *> On exit, RHS contains the solution of the subsystem with -*> entries acoording to the value of IJOB (see above). +*> entries according to the value of IJOB (see above). *> \endverbatim *> *> \param[in,out] RDSUM @@ -260,7 +260,7 @@ * * Solve for U-part, look-ahead for RHS(N) = +-1. This is not done * in BSOLVE and will hopefully give us a better estimate because -* any ill-conditioning of the original matrix is transfered to U +* any ill-conditioning of the original matrix is transferred to U * and not to L. U(N, N) is an approximation to sigma_min(LU). * CALL DCOPY( N-1, RHS, 1, XP, 1 ) diff --git a/lapack-netlib/SRC/dlatsqr.f b/lapack-netlib/SRC/dlatsqr.f index 1ce7c4de0..598d2938e 100644 --- a/lapack-netlib/SRC/dlatsqr.f +++ b/lapack-netlib/SRC/dlatsqr.f @@ -1,3 +1,4 @@ +*> \brief \b DLATSQR * * Definition: * =========== @@ -19,8 +20,22 @@ *> \verbatim *> *> DLATSQR computes a blocked Tall-Skinny QR factorization of -*> an M-by-N matrix A, where M >= N: -*> A = Q * R . +*> a real M-by-N matrix A for M >= N: +*> +*> A = Q * ( R ), +*> ( 0 ) +*> +*> where: +*> +*> Q is a M-by-M orthogonal matrix, stored on exit in an implicit +*> form in the elements below the digonal of the array A and in +*> the elemenst of the array T; +*> +*> R is an upper-triangular N-by-N matrix, stored on exit in +*> the elements on and above the diagonal of the array A. +*> +*> 0 is a (M-N)-by-N zero matrix, and is not stored. +*> *> \endverbatim * * Arguments: @@ -149,10 +164,10 @@ SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, $ LWORK, INFO) * -* -- LAPACK computational routine (version 3.7.0) -- +* -- LAPACK computational routine (version 3.9.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. -- -* December 2016 +* November 2019 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK diff --git a/lapack-netlib/SRC/dorgtsqr.f b/lapack-netlib/SRC/dorgtsqr.f new file mode 100644 index 000000000..85b05b6b5 --- /dev/null +++ b/lapack-netlib/SRC/dorgtsqr.f @@ -0,0 +1,306 @@ +*> \brief \b DORGTSQR +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DORGTSQR + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> +* Definition: +* =========== +* +* SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, +* $ INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * ) +* .. +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DORGTSQR generates an M-by-N real matrix Q_out with orthonormal columns, +*> which are the first N columns of a product of real orthogonal +*> matrices of order M which are returned by DLATSQR +*> +*> Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ). +*> +*> See the documentation for DLATSQR. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrix A. M >= N >= 0. +*> \endverbatim +*> +*> \param[in] MB +*> \verbatim +*> MB is INTEGER +*> The row block size used by DLATSQR to return +*> arrays A and T. MB > N. +*> (Note that if MB > M, then M is used instead of MB +*> as the row block size). +*> \endverbatim +*> +*> \param[in] NB +*> \verbatim +*> NB is INTEGER +*> The column block size used by DLATSQR to return +*> arrays A and T. NB >= 1. +*> (Note that if NB > N, then N is used instead of NB +*> as the column block size). +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> +*> On entry: +*> +*> The elements on and above the diagonal are not accessed. +*> The elements below the diagonal represent the unit +*> lower-trapezoidal blocked matrix V computed by DLATSQR +*> that defines the input matrices Q_in(k) (ones on the +*> diagonal are not stored) (same format as the output A +*> below the diagonal in DLATSQR). +*> +*> On exit: +*> +*> The array A contains an M-by-N orthonormal matrix Q_out, +*> i.e the columns of A are orthogonal unit vectors. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[in] T +*> \verbatim +*> T is DOUBLE PRECISION array, +*> dimension (LDT, N * NIRB) +*> where NIRB = Number_of_input_row_blocks +*> = MAX( 1, CEIL((M-N)/(MB-N)) ) +*> Let NICB = Number_of_input_col_blocks +*> = CEIL(N/NB) +*> +*> The upper-triangular block reflectors used to define the +*> input matrices Q_in(k), k=(1:NIRB*NICB). The block +*> reflectors are stored in compact form in NIRB block +*> reflector sequences. Each of NIRB block reflector sequences +*> is stored in a larger NB-by-N column block of T and consists +*> of NICB smaller NB-by-NB upper-triangular column blocks. +*> (same format as the output T in DLATSQR). +*> \endverbatim +*> +*> \param[in] LDT +*> \verbatim +*> LDT is INTEGER +*> The leading dimension of the array T. +*> LDT >= max(1,min(NB1,N)). +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> (workspace) DOUBLE PRECISION array, dimension (MAX(2,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> The dimension of the array WORK. LWORK >= (M+NB)*N. +*> If LWORK = -1, then a workspace query is assumed. +*> The routine only calculates the optimal size of the WORK +*> array, returns this value as the first entry of the WORK +*> array, and no error message related to LWORK is issued +*> by XERBLA. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +*> +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2019 +* +*> \ingroup doubleOTHERcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2019, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, + $ INFO ) + IMPLICIT NONE +* +* -- LAPACK computational routine (version 3.9.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2019 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL LQUERY + INTEGER IINFO, LDC, LWORKOPT, LC, LW, NBLOCAL, J +* .. +* .. External Subroutines .. + EXTERNAL DCOPY, DLAMTSQR, DLASET, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC DBLE, MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + LQUERY = LWORK.EQ.-1 + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. M.LT.N ) THEN + INFO = -2 + ELSE IF( MB.LE.N ) THEN + INFO = -3 + ELSE IF( NB.LT.1 ) THEN + INFO = -4 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -6 + ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN + INFO = -8 + ELSE +* +* Test the input LWORK for the dimension of the array WORK. +* This workspace is used to store array C(LDC, N) and WORK(LWORK) +* in the call to DLAMTSQR. See the documentation for DLAMTSQR. +* + IF( LWORK.LT.2 .AND. (.NOT.LQUERY) ) THEN + INFO = -10 + ELSE +* +* Set block size for column blocks +* + NBLOCAL = MIN( NB, N ) +* +* LWORK = -1, then set the size for the array C(LDC,N) +* in DLAMTSQR call and set the optimal size of the work array +* WORK(LWORK) in DLAMTSQR call. +* + LDC = M + LC = LDC*N + LW = N * NBLOCAL +* + LWORKOPT = LC+LW +* + IF( ( LWORK.LT.MAX( 1, LWORKOPT ) ).AND.(.NOT.LQUERY) ) THEN + INFO = -10 + END IF + END IF +* + END IF +* +* Handle error in the input parameters and return workspace query. +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DORGTSQR', -INFO ) + RETURN + ELSE IF ( LQUERY ) THEN + WORK( 1 ) = DBLE( LWORKOPT ) + RETURN + END IF +* +* Quick return if possible +* + IF( MIN( M, N ).EQ.0 ) THEN + WORK( 1 ) = DBLE( LWORKOPT ) + RETURN + END IF +* +* (1) Form explicitly the tall-skinny M-by-N left submatrix Q1_in +* of M-by-M orthogonal matrix Q_in, which is implicitly stored in +* the subdiagonal part of input array A and in the input array T. +* Perform by the following operation using the routine DLAMTSQR. +* +* Q1_in = Q_in * ( I ), where I is a N-by-N identity matrix, +* ( 0 ) 0 is a (M-N)-by-N zero matrix. +* +* (1a) Form M-by-N matrix in the array WORK(1:LDC*N) with ones +* on the diagonal and zeros elsewhere. +* + CALL DLASET( 'F', M, N, ZERO, ONE, WORK, LDC ) +* +* (1b) On input, WORK(1:LDC*N) stores ( I ); +* ( 0 ) +* +* On output, WORK(1:LDC*N) stores Q1_in. +* + CALL DLAMTSQR( 'L', 'N', M, N, N, MB, NBLOCAL, A, LDA, T, LDT, + $ WORK, LDC, WORK( LC+1 ), LW, IINFO ) +* +* (2) Copy the result from the part of the work array (1:M,1:N) +* with the leading dimension LDC that starts at WORK(1) into +* the output array A(1:M,1:N) column-by-column. +* + DO J = 1, N + CALL DCOPY( M, WORK( (J-1)*LDC + 1 ), 1, A( 1, J ), 1 ) + END DO +* + WORK( 1 ) = DBLE( LWORKOPT ) + RETURN +* +* End of DORGTSQR +* + END \ No newline at end of file diff --git a/lapack-netlib/SRC/dorhr_col.f b/lapack-netlib/SRC/dorhr_col.f new file mode 100644 index 000000000..b5a65973d --- /dev/null +++ b/lapack-netlib/SRC/dorhr_col.f @@ -0,0 +1,440 @@ +*> \brief \b DORHR_COL +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DORHR_COL + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> +* Definition: +* =========== +* +* SUBROUTINE DORHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO ) +* +* .. Scalar Arguments .. +* INTEGER INFO, LDA, LDT, M, N, NB +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), D( * ), T( LDT, * ) +* .. +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DORHR_COL takes an M-by-N real matrix Q_in with orthonormal columns +*> as input, stored in A, and performs Householder Reconstruction (HR), +*> i.e. reconstructs Householder vectors V(i) implicitly representing +*> another M-by-N matrix Q_out, with the property that Q_in = Q_out*S, +*> where S is an N-by-N diagonal matrix with diagonal entries +*> equal to +1 or -1. The Householder vectors (columns V(i) of V) are +*> stored in A on output, and the diagonal entries of S are stored in D. +*> Block reflectors are also returned in T +*> (same output format as DGEQRT). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] M +*> \verbatim +*> M is INTEGER +*> The number of rows of the matrix A. M >= 0. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The number of columns of the matrix A. M >= N >= 0. +*> \endverbatim +*> +*> \param[in] NB +*> \verbatim +*> NB is INTEGER +*> The column block size to be used in the reconstruction +*> of Householder column vector blocks in the array A and +*> corresponding block reflectors in the array T. NB >= 1. +*> (Note that if NB > N, then N is used instead of NB +*> as the column block size.) +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> +*> On entry: +*> +*> The array A contains an M-by-N orthonormal matrix Q_in, +*> i.e the columns of A are orthogonal unit vectors. +*> +*> On exit: +*> +*> The elements below the diagonal of A represent the unit +*> lower-trapezoidal matrix V of Householder column vectors +*> V(i). The unit diagonal entries of V are not stored +*> (same format as the output below the diagonal in A from +*> DGEQRT). The matrix T and the matrix V stored on output +*> in A implicitly define Q_out. +*> +*> The elements above the diagonal contain the factor U +*> of the "modified" LU-decomposition: +*> Q_in - ( S ) = V * U +*> ( 0 ) +*> where 0 is a (M-N)-by-(M-N) zero matrix. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,M). +*> \endverbatim +*> +*> \param[out] T +*> \verbatim +*> T is DOUBLE PRECISION array, +*> dimension (LDT, N) +*> +*> Let NOCB = Number_of_output_col_blocks +*> = CEIL(N/NB) +*> +*> On exit, T(1:NB, 1:N) contains NOCB upper-triangular +*> block reflectors used to define Q_out stored in compact +*> form as a sequence of upper-triangular NB-by-NB column +*> blocks (same format as the output T in DGEQRT). +*> The matrix T and the matrix V stored on output in A +*> implicitly define Q_out. NOTE: The lower triangles +*> below the upper-triangular blcoks will be filled with +*> zeros. See Further Details. +*> \endverbatim +*> +*> \param[in] LDT +*> \verbatim +*> LDT is INTEGER +*> The leading dimension of the array T. +*> LDT >= max(1,min(NB,N)). +*> \endverbatim +*> +*> \param[out] D +*> \verbatim +*> D is DOUBLE PRECISION array, dimension min(M,N). +*> The elements can be only plus or minus one. +*> +*> D(i) is constructed as D(i) = -SIGN(Q_in_i(i,i)), where +*> 1 <= i <= min(M,N), and Q_in_i is Q_in after performing +*> i-1 steps of “modified” Gaussian elimination. +*> See Further Details. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> \endverbatim +*> +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> The computed M-by-M orthogonal factor Q_out is defined implicitly as +*> a product of orthogonal matrices Q_out(i). Each Q_out(i) is stored in +*> the compact WY-representation format in the corresponding blocks of +*> matrices V (stored in A) and T. +*> +*> The M-by-N unit lower-trapezoidal matrix V stored in the M-by-N +*> matrix A contains the column vectors V(i) in NB-size column +*> blocks VB(j). For example, VB(1) contains the columns +*> V(1), V(2), ... V(NB). NOTE: The unit entries on +*> the diagonal of Y are not stored in A. +*> +*> The number of column blocks is +*> +*> NOCB = Number_of_output_col_blocks = CEIL(N/NB) +*> +*> where each block is of order NB except for the last block, which +*> is of order LAST_NB = N - (NOCB-1)*NB. +*> +*> For example, if M=6, N=5 and NB=2, the matrix V is +*> +*> +*> V = ( VB(1), VB(2), VB(3) ) = +*> +*> = ( 1 ) +*> ( v21 1 ) +*> ( v31 v32 1 ) +*> ( v41 v42 v43 1 ) +*> ( v51 v52 v53 v54 1 ) +*> ( v61 v62 v63 v54 v65 ) +*> +*> +*> For each of the column blocks VB(i), an upper-triangular block +*> reflector TB(i) is computed. These blocks are stored as +*> a sequence of upper-triangular column blocks in the NB-by-N +*> matrix T. The size of each TB(i) block is NB-by-NB, except +*> for the last block, whose size is LAST_NB-by-LAST_NB. +*> +*> For example, if M=6, N=5 and NB=2, the matrix T is +*> +*> T = ( TB(1), TB(2), TB(3) ) = +*> +*> = ( t11 t12 t13 t14 t15 ) +*> ( t22 t24 ) +*> +*> +*> The M-by-M factor Q_out is given as a product of NOCB +*> orthogonal M-by-M matrices Q_out(i). +*> +*> Q_out = Q_out(1) * Q_out(2) * ... * Q_out(NOCB), +*> +*> where each matrix Q_out(i) is given by the WY-representation +*> using corresponding blocks from the matrices V and T: +*> +*> Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T, +*> +*> where I is the identity matrix. Here is the formula with matrix +*> dimensions: +*> +*> Q(i){M-by-M} = I{M-by-M} - +*> VB(i){M-by-INB} * TB(i){INB-by-INB} * (VB(i))**T {INB-by-M}, +*> +*> where INB = NB, except for the last block NOCB +*> for which INB=LAST_NB. +*> +*> ===== +*> NOTE: +*> ===== +*> +*> If Q_in is the result of doing a QR factorization +*> B = Q_in * R_in, then: +*> +*> B = (Q_out*S) * R_in = Q_out * (S * R_in) = O_out * R_out. +*> +*> So if one wants to interpret Q_out as the result +*> of the QR factorization of B, then corresponding R_out +*> should be obtained by R_out = S * R_in, i.e. some rows of R_in +*> should be multiplied by -1. +*> +*> For the details of the algorithm, see [1]. +*> +*> [1] "Reconstructing Householder vectors from tall-skinny QR", +*> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, +*> E. Solomonik, J. Parallel Distrib. Comput., +*> vol. 85, pp. 3-31, 2015. +*> \endverbatim +*> +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2019 +* +*> \ingroup doubleOTHERcomputational +* +*> \par Contributors: +* ================== +*> +*> \verbatim +*> +*> November 2019, Igor Kozachenko, +*> Computer Science Division, +*> University of California, Berkeley +*> +*> \endverbatim +* +* ===================================================================== + SUBROUTINE DORHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO ) + IMPLICIT NONE +* +* -- LAPACK computational routine (version 3.9.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2019 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, LDT, M, N, NB +* .. +* .. Array Arguments .. + DOUBLE PRECISION A( LDA, * ), D( * ), T( LDT, * ) +* .. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ONE, ZERO + PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, IINFO, J, JB, JBTEMP1, JBTEMP2, JNB, + $ NPLUSONE +* .. +* .. External Subroutines .. + EXTERNAL DCOPY, DLAORHR_COL_GETRFNP, DSCAL, DTRSM, + $ XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN +* .. +* .. Executable Statements .. +* +* Test the input parameters +* + INFO = 0 + IF( M.LT.0 ) THEN + INFO = -1 + ELSE IF( N.LT.0 .OR. N.GT.M ) THEN + INFO = -2 + ELSE IF( NB.LT.1 ) THEN + INFO = -3 + ELSE IF( LDA.LT.MAX( 1, M ) ) THEN + INFO = -5 + ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN + INFO = -7 + END IF +* +* Handle error in the input parameters. +* + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DORHR_COL', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( MIN( M, N ).EQ.0 ) THEN + RETURN + END IF +* +* On input, the M-by-N matrix A contains the orthogonal +* M-by-N matrix Q_in. +* +* (1) Compute the unit lower-trapezoidal V (ones on the diagonal +* are not stored) by performing the "modified" LU-decomposition. +* +* Q_in - ( S ) = V * U = ( V1 ) * U, +* ( 0 ) ( V2 ) +* +* where 0 is an (M-N)-by-N zero matrix. +* +* (1-1) Factor V1 and U. + + CALL DLAORHR_COL_GETRFNP( N, N, A, LDA, D, IINFO ) +* +* (1-2) Solve for V2. +* + IF( M.GT.N ) THEN + CALL DTRSM( 'R', 'U', 'N', 'N', M-N, N, ONE, A, LDA, + $ A( N+1, 1 ), LDA ) + END IF +* +* (2) Reconstruct the block reflector T stored in T(1:NB, 1:N) +* as a sequence of upper-triangular blocks with NB-size column +* blocking. +* +* Loop over the column blocks of size NB of the array A(1:M,1:N) +* and the array T(1:NB,1:N), JB is the column index of a column +* block, JNB is the column block size at each step JB. +* + NPLUSONE = N + 1 + DO JB = 1, N, NB +* +* (2-0) Determine the column block size JNB. +* + JNB = MIN( NPLUSONE-JB, NB ) +* +* (2-1) Copy the upper-triangular part of the current JNB-by-JNB +* diagonal block U(JB) (of the N-by-N matrix U) stored +* in A(JB:JB+JNB-1,JB:JB+JNB-1) into the upper-triangular part +* of the current JNB-by-JNB block T(1:JNB,JB:JB+JNB-1) +* column-by-column, total JNB*(JNB+1)/2 elements. +* + JBTEMP1 = JB - 1 + DO J = JB, JB+JNB-1 + CALL DCOPY( J-JBTEMP1, A( JB, J ), 1, T( 1, J ), 1 ) + END DO +* +* (2-2) Perform on the upper-triangular part of the current +* JNB-by-JNB diagonal block U(JB) (of the N-by-N matrix U) stored +* in T(1:JNB,JB:JB+JNB-1) the following operation in place: +* (-1)*U(JB)*S(JB), i.e the result will be stored in the upper- +* triangular part of T(1:JNB,JB:JB+JNB-1). This multiplication +* of the JNB-by-JNB diagonal block U(JB) by the JNB-by-JNB +* diagonal block S(JB) of the N-by-N sign matrix S from the +* right means changing the sign of each J-th column of the block +* U(JB) according to the sign of the diagonal element of the block +* S(JB), i.e. S(J,J) that is stored in the array element D(J). +* + DO J = JB, JB+JNB-1 + IF( D( J ).EQ.ONE ) THEN + CALL DSCAL( J-JBTEMP1, -ONE, T( 1, J ), 1 ) + END IF + END DO +* +* (2-3) Perform the triangular solve for the current block +* matrix X(JB): +* +* X(JB) * (A(JB)**T) = B(JB), where: +* +* A(JB)**T is a JNB-by-JNB unit upper-triangular +* coefficient block, and A(JB)=V1(JB), which +* is a JNB-by-JNB unit lower-triangular block +* stored in A(JB:JB+JNB-1,JB:JB+JNB-1). +* The N-by-N matrix V1 is the upper part +* of the M-by-N lower-trapezoidal matrix V +* stored in A(1:M,1:N); +* +* B(JB) is a JNB-by-JNB upper-triangular right-hand +* side block, B(JB) = (-1)*U(JB)*S(JB), and +* B(JB) is stored in T(1:JNB,JB:JB+JNB-1); +* +* X(JB) is a JNB-by-JNB upper-triangular solution +* block, X(JB) is the upper-triangular block +* reflector T(JB), and X(JB) is stored +* in T(1:JNB,JB:JB+JNB-1). +* +* In other words, we perform the triangular solve for the +* upper-triangular block T(JB): +* +* T(JB) * (V1(JB)**T) = (-1)*U(JB)*S(JB). +* +* Even though the blocks X(JB) and B(JB) are upper- +* triangular, the routine DTRSM will access all JNB**2 +* elements of the square T(1:JNB,JB:JB+JNB-1). Therefore, +* we need to set to zero the elements of the block +* T(1:JNB,JB:JB+JNB-1) below the diagonal before the call +* to DTRSM. +* +* (2-3a) Set the elements to zero. +* + JBTEMP2 = JB - 2 + DO J = JB, JB+JNB-2 + DO I = J-JBTEMP2, NB + T( I, J ) = ZERO + END DO + END DO +* +* (2-3b) Perform the triangular solve. +* + CALL DTRSM( 'R', 'L', 'T', 'U', JNB, JNB, ONE, + $ A( JB, JB ), LDA, T( 1, JB ), LDT ) +* + END DO +* + RETURN +* +* End of DORHR_COL +* + END \ No newline at end of file