Update LAPACK to 3.9.0
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@ -124,7 +124,7 @@
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*> LDVT is INTEGER.
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*> \endverbatim
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*>
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*> \param[in] WORK
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX*16 array. Workspace of size nb.
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*> \endverbatim
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@ -19,7 +19,7 @@
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* ===========
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*
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* SUBROUTINE ZHECON_3( UPLO, N, A, LDA, E, IPIV, ANORM, RCOND,
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* WORK, IWORK, INFO )
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* WORK, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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@ -27,7 +27,7 @@
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* DOUBLE PRECISION ANORM, RCOND
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* ..
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* .. Array Arguments ..
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* INTEGER IPIV( * ), IWORK( * )
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* INTEGER IPIV( * )
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* COMPLEX*16 A( LDA, * ), E ( * ), WORK( * )
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* ..
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*
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@ -129,11 +129,6 @@
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*> WORK is COMPLEX*16 array, dimension (2*N)
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*> \endverbatim
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*>
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*> \param[out] IWORK
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*> \verbatim
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*> IWORK is INTEGER array, dimension (N)
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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@ -210,7 +210,7 @@
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*> eigenvalues are computed to high relative accuracy when
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*> possible in future releases. The current code does not
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*> make any guarantees about high relative accuracy, but
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*> furutre releases will. See J. Barlow and J. Demmel,
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*> future releases will. See J. Barlow and J. Demmel,
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*> "Computing Accurate Eigensystems of Scaled Diagonally
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*> Dominant Matrices", LAPACK Working Note #7, for a discussion
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*> of which matrices define their eigenvalues to high relative
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@ -217,7 +217,7 @@
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*> eigenvalues are computed to high relative accuracy when
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*> possible in future releases. The current code does not
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*> make any guarantees about high relative accuracy, but
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*> furutre releases will. See J. Barlow and J. Demmel,
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*> future releases will. See J. Barlow and J. Demmel,
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*> "Computing Accurate Eigensystems of Scaled Diagonally
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*> Dominant Matrices", LAPACK Working Note #7, for a discussion
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*> of which matrices define their eigenvalues to high relative
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@ -97,6 +97,7 @@
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*> B is COMPLEX*16 array, dimension (LDB,N)
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*> The triangular factor from the Cholesky factorization of B,
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*> as returned by ZPOTRF.
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*> B is modified by the routine but restored on exit.
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*> \endverbatim
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*>
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*> \param[in] LDB
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@ -97,6 +97,7 @@
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*> B is COMPLEX*16 array, dimension (LDB,N)
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*> The triangular factor from the Cholesky factorization of B,
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*> as returned by ZPOTRF.
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*> B is modified by the routine but restored on exit.
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*> \endverbatim
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*>
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*> \param[in] LDB
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@ -102,7 +102,7 @@
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*> \param[in] A
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*> \verbatim
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*> A is COMPLEX*16 array, dimension (LDA,N)
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*> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
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*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
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*> upper triangular part of A contains the upper triangular
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*> part of the matrix A, and the strictly lower triangular
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*> part of A is not referenced. If UPLO = 'L', the leading
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@ -270,7 +270,7 @@
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*> information as described below. There currently are up to three
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*> pieces of information returned for each right-hand side. If
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*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
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*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
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*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
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*> the first (:,N_ERR_BNDS) entries are returned.
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*>
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*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
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@ -306,14 +306,14 @@
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*> \param[in] NPARAMS
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*> \verbatim
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*> NPARAMS is INTEGER
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*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
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*> Specifies the number of parameters set in PARAMS. If <= 0, the
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*> PARAMS array is never referenced and default values are used.
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*> \endverbatim
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*>
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*> \param[in,out] PARAMS
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*> \verbatim
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*> PARAMS is DOUBLE PRECISION array, dimension NPARAMS
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*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
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*> Specifies algorithm parameters. If an entry is < 0.0, then
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*> that entry will be filled with default value used for that
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*> parameter. Only positions up to NPARAMS are accessed; defaults
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*> are used for higher-numbered parameters.
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@ -321,9 +321,9 @@
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*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
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*> refinement or not.
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*> Default: 1.0D+0
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*> = 0.0 : No refinement is performed, and no error bounds are
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*> = 0.0: No refinement is performed, and no error bounds are
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*> computed.
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*> = 1.0 : Use the double-precision refinement algorithm,
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*> = 1.0: Use the double-precision refinement algorithm,
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*> possibly with doubled-single computations if the
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*> compilation environment does not support DOUBLE
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*> PRECISION.
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@ -42,7 +42,7 @@
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*> matrices.
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*>
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*> Aasen's algorithm is used to factor A as
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*> A = U * T * U**H, if UPLO = 'U', or
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*> A = U**H * T * U, if UPLO = 'U', or
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*> A = L * T * L**H, if UPLO = 'L',
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*> where U (or L) is a product of permutation and unit upper (lower)
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*> triangular matrices, and T is Hermitian and tridiagonal. The factored form
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@ -86,7 +86,7 @@
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*>
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*> On exit, if INFO = 0, the tridiagonal matrix T and the
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*> multipliers used to obtain the factor U or L from the
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*> factorization A = U*T*U**H or A = L*T*L**H as computed by
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*> factorization A = U**H*T*U or A = L*T*L**H as computed by
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*> ZHETRF_AA.
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*> \endverbatim
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*>
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@ -230,7 +230,7 @@
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RETURN
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END IF
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*
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* Compute the factorization A = U*T*U**H or A = L*T*L**H.
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* Compute the factorization A = U**H*T*U or A = L*T*L**H.
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*
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CALL ZHETRF_AA( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
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IF( INFO.EQ.0 ) THEN
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@ -44,7 +44,7 @@
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*> matrices.
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*>
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*> Aasen's 2-stage algorithm is used to factor A as
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*> A = U * T * U**H, if UPLO = 'U', or
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*> A = U**H * T * U, if UPLO = 'U', or
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*> A = L * T * L**H, if UPLO = 'L',
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*> where U (or L) is a product of permutation and unit upper (lower)
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*> triangular matrices, and T is Hermitian and band. The matrix T is
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@ -211,9 +211,7 @@
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*
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* .. Local Scalars ..
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LOGICAL UPPER, TQUERY, WQUERY
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INTEGER I, J, K, I1, I2, TD
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INTEGER LDTB, LWKOPT, NB, KB, NT, IINFO
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COMPLEX PIV
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INTEGER LWKOPT
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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RETURN
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END IF
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*
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* Compute the factorization A = U*T*U**H or A = L*T*L**H.
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* Compute the factorization A = U**H*T*U or A = L*T*L**H.
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*
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CALL ZHETRF_AA_2STAGE( UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2,
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$ WORK, LWORK, INFO )
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*>
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*> ZHESVXX uses the diagonal pivoting factorization to compute the
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*> solution to a complex*16 system of linear equations A * X = B, where
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*> A is an N-by-N symmetric matrix and X and B are N-by-NRHS
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*> A is an N-by-N Hermitian matrix and X and B are N-by-NRHS
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*> matrices.
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*>
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*> If requested, both normwise and maximum componentwise error bounds
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*> A = L * D * L**T, if UPLO = 'L',
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*>
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*> where U (or L) is a product of permutation and unit upper (lower)
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*> triangular matrices, and D is symmetric and block diagonal with
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*> triangular matrices, and D is Hermitian and block diagonal with
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*> 1-by-1 and 2-by-2 diagonal blocks.
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*>
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*> 3. If some D(i,i)=0, so that D is exactly singular, then the
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX*16 array, dimension (LDA,N)
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*> The symmetric matrix A. If UPLO = 'U', the leading N-by-N
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*> The Hermitian matrix A. If UPLO = 'U', the leading N-by-N
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*> upper triangular part of A contains the upper triangular
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*> part of the matrix A, and the strictly lower triangular
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*> part of A is not referenced. If UPLO = 'L', the leading
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*> information as described below. There currently are up to three
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*> pieces of information returned for each right-hand side. If
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*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
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*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
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*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
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*> the first (:,N_ERR_BNDS) entries are returned.
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*>
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*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
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*> \param[in] NPARAMS
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*> \verbatim
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*> NPARAMS is INTEGER
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*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
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*> Specifies the number of parameters set in PARAMS. If <= 0, the
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*> PARAMS array is never referenced and default values are used.
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*> \endverbatim
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*>
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*> \param[in,out] PARAMS
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*> \verbatim
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*> PARAMS is DOUBLE PRECISION array, dimension NPARAMS
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*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
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*> Specifies algorithm parameters. If an entry is < 0.0, then
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*> that entry will be filled with default value used for that
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*> parameter. Only positions up to NPARAMS are accessed; defaults
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*> are used for higher-numbered parameters.
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*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
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*> refinement or not.
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*> Default: 1.0D+0
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*> = 0.0 : No refinement is performed, and no error bounds are
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*> = 0.0: No refinement is performed, and no error bounds are
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*> computed.
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*> = 1.0 : Use the extra-precise refinement algorithm.
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*> = 1.0: Use the extra-precise refinement algorithm.
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*> (other values are reserved for future use)
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*>
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*> PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
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*
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* Factorize A as U*D*U**H using the upper triangle of A
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*
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* Initilize the first entry of array E, where superdiagonal
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* Initialize the first entry of array E, where superdiagonal
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* elements of D are stored
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*
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E( 1 ) = CZERO
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*
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* Factorize A as L*D*L**H using the lower triangle of A
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*
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* Initilize the unused last entry of the subdiagonal array E.
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* Initialize the unused last entry of the subdiagonal array E.
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*
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E( N ) = CZERO
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*
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*>
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*> \param[out] HOUS2
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*> \verbatim
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*> HOUS2 is COMPLEX*16 array, dimension LHOUS2, that
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*> store the Householder representation of the stage2
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*> HOUS2 is COMPLEX*16 array, dimension (LHOUS2)
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*> Stores the Householder representation of the stage2
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*> band to tridiagonal.
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*> \endverbatim
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*>
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*> \param[in] LHOUS2
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*> \verbatim
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*> LHOUS2 is INTEGER
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*> The dimension of the array HOUS2. LHOUS2 = MAX(1, dimension)
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*> If LWORK = -1, or LHOUS2=-1,
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*> The dimension of the array HOUS2.
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*> If LWORK = -1, or LHOUS2 = -1,
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*> then a query is assumed; the routine
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*> only calculates the optimal size of the HOUS2 array, returns
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*> this value as the first entry of the HOUS2 array, and no error
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*> message related to LHOUS2 is issued by XERBLA.
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*> LHOUS2 = MAX(1, dimension) where
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*> dimension = 4*N if VECT='N'
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*> not available now if VECT='H'
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*> If VECT='N', LHOUS2 = max(1, 4*n);
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*> if VECT='V', option not yet available.
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*> \endverbatim
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*>
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*> \param[out] WORK
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@ -50,9 +50,9 @@
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* Arguments:
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* ==========
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*
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*> \param[in] STAGE
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*> \param[in] STAGE1
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*> \verbatim
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*> STAGE is CHARACTER*1
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*> STAGE1 is CHARACTER*1
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*> = 'N': "No": to mention that the stage 1 of the reduction
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*> from dense to band using the zhetrd_he2hb routine
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*> was not called before this routine to reproduce AB.
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*
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* Call the kernel
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*
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#if defined(_OPENMP) && _OPENMP >= 201307
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#if defined(_OPENMP)
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IF( TTYPE.NE.1 ) THEN
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!$OMP TASK DEPEND(in:WORK(MYID+SHIFT-1))
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!$OMP$ DEPEND(in:WORK(MYID-1))
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*
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*
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* Set the workspace of the triangular matrix T to zero once such a
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* way everytime T is generated the upper/lower portion will be always zero
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* way every time T is generated the upper/lower portion will be always zero
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*
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CALL ZLASET( "A", LDT, KD, ZERO, ZERO, WORK( TPOS ), LDT )
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*
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*> ZHETRF_AA computes the factorization of a complex hermitian matrix A
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*> using the Aasen's algorithm. The form of the factorization is
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*>
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*> A = U*T*U**H or A = L*T*L**H
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*> A = U**H*T*U or A = L*T*L**H
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*>
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*> where U (or L) is a product of permutation and unit upper (lower)
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*> triangular matrices, and T is a hermitian tridiagonal matrix.
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IF( UPPER ) THEN
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*
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* .....................................................
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* Factorize A as L*D*L**H using the upper triangle of A
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* Factorize A as U**H*D*U using the upper triangle of A
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* .....................................................
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*
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* copy first row A(1, 1:N) into H(1:n) (stored in WORK(1:N))
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$ A( MAX(1, J), J+1 ), LDA,
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$ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) )
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*
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* Ajust IPIV and apply it back (J-th step picks (J+1)-th pivot)
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* Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot)
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*
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DO J2 = J+2, MIN(N, J+JB+1)
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IPIV( J2 ) = IPIV( J2 ) + J
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$ A( J+1, MAX(1, J) ), LDA,
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$ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) )
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*
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* Ajust IPIV and apply it back (J-th step picks (J+1)-th pivot)
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* Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot)
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*
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DO J2 = J+2, MIN(N, J+JB+1)
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IPIV( J2 ) = IPIV( J2 ) + J
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*> ZHETRF_AA_2STAGE computes the factorization of a double hermitian matrix A
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*> using the Aasen's algorithm. The form of the factorization is
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*>
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*> A = U*T*U**T or A = L*T*L**T
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*> A = U**H*T*U or A = L*T*L**H
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*>
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*> where U (or L) is a product of permutation and unit upper (lower)
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*> triangular matrices, and T is a hermitian band matrix with the
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*>
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*> \param[in,out] A
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*> \verbatim
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*> A is COMPLEX array, dimension (LDA,N)
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*> A is COMPLEX*16 array, dimension (LDA,N)
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*> On entry, the hermitian matrix A. If UPLO = 'U', the leading
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*> N-by-N upper triangular part of A contains the upper
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*> triangular part of the matrix A, and the strictly lower
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*>
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*> \param[out] TB
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*> \verbatim
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*> TB is COMPLEX array, dimension (LTB)
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*> TB is COMPLEX*16 array, dimension (LTB)
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*> On exit, details of the LU factorization of the band matrix.
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*> \endverbatim
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*>
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX workspace of size LWORK
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*> WORK is COMPLEX*16 workspace of size LWORK
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*> \endverbatim
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*>
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*> \param[in] LWORK
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IF( UPPER ) THEN
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*
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* .....................................................
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* Factorize A as L*D*L**T using the upper triangle of A
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* Factorize A as U**H*D*U using the upper triangle of A
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* .....................................................
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*
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DO J = 0, NT-1
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@ -453,13 +453,16 @@ c END IF
|
|||
CALL ZSWAP( K-1, A( (J+1)*NB+1, I1 ), 1,
|
||||
$ A( (J+1)*NB+1, I2 ), 1 )
|
||||
* > Swap A(I1+1:M, I1) with A(I2, I1+1:M)
|
||||
CALL ZSWAP( I2-I1-1, A( I1, I1+1 ), LDA,
|
||||
$ A( I1+1, I2 ), 1 )
|
||||
IF( I2.GT.(I1+1) ) THEN
|
||||
CALL ZSWAP( I2-I1-1, A( I1, I1+1 ), LDA,
|
||||
$ A( I1+1, I2 ), 1 )
|
||||
CALL ZLACGV( I2-I1-1, A( I1+1, I2 ), 1 )
|
||||
END IF
|
||||
CALL ZLACGV( I2-I1, A( I1, I1+1 ), LDA )
|
||||
CALL ZLACGV( I2-I1-1, A( I1+1, I2 ), 1 )
|
||||
* > Swap A(I2+1:M, I1) with A(I2+1:M, I2)
|
||||
CALL ZSWAP( N-I2, A( I1, I2+1 ), LDA,
|
||||
$ A( I2, I2+1 ), LDA )
|
||||
IF( I2.LT.N )
|
||||
$ CALL ZSWAP( N-I2, A( I1, I2+1 ), LDA,
|
||||
$ A( I2, I2+1 ), LDA )
|
||||
* > Swap A(I1, I1) with A(I2, I2)
|
||||
PIV = A( I1, I1 )
|
||||
A( I1, I1 ) = A( I2, I2 )
|
||||
|
@ -476,7 +479,7 @@ c END IF
|
|||
ELSE
|
||||
*
|
||||
* .....................................................
|
||||
* Factorize A as L*D*L**T using the lower triangle of A
|
||||
* Factorize A as L*D*L**H using the lower triangle of A
|
||||
* .....................................................
|
||||
*
|
||||
DO J = 0, NT-1
|
||||
|
@ -630,13 +633,16 @@ c END IF
|
|||
CALL ZSWAP( K-1, A( I1, (J+1)*NB+1 ), LDA,
|
||||
$ A( I2, (J+1)*NB+1 ), LDA )
|
||||
* > Swap A(I1+1:M, I1) with A(I2, I1+1:M)
|
||||
CALL ZSWAP( I2-I1-1, A( I1+1, I1 ), 1,
|
||||
$ A( I2, I1+1 ), LDA )
|
||||
IF( I2.GT.(I1+1) ) THEN
|
||||
CALL ZSWAP( I2-I1-1, A( I1+1, I1 ), 1,
|
||||
$ A( I2, I1+1 ), LDA )
|
||||
CALL ZLACGV( I2-I1-1, A( I2, I1+1 ), LDA )
|
||||
END IF
|
||||
CALL ZLACGV( I2-I1, A( I1+1, I1 ), 1 )
|
||||
CALL ZLACGV( I2-I1-1, A( I2, I1+1 ), LDA )
|
||||
* > Swap A(I2+1:M, I1) with A(I2+1:M, I2)
|
||||
CALL ZSWAP( N-I2, A( I2+1, I1 ), 1,
|
||||
$ A( I2+1, I2 ), 1 )
|
||||
IF( I2.LT.N )
|
||||
$ CALL ZSWAP( N-I2, A( I2+1, I1 ), 1,
|
||||
$ A( I2+1, I2 ), 1 )
|
||||
* > Swap A(I1, I1) with A(I2, I2)
|
||||
PIV = A( I1, I1 )
|
||||
A( I1, I1 ) = A( I2, I2 )
|
||||
|
|
|
@ -62,7 +62,7 @@
|
|||
*> \param[in,out] A
|
||||
*> \verbatim
|
||||
*> A is COMPLEX*16 array, dimension (LDA,N)
|
||||
*> On entry, the NB diagonal matrix D and the multipliers
|
||||
*> On entry, the block diagonal matrix D and the multipliers
|
||||
*> used to obtain the factor U or L as computed by ZHETRF.
|
||||
*>
|
||||
*> On exit, if INFO = 0, the (symmetric) inverse of the original
|
||||
|
@ -82,7 +82,7 @@
|
|||
*> \param[in] IPIV
|
||||
*> \verbatim
|
||||
*> IPIV is INTEGER array, dimension (N)
|
||||
*> Details of the interchanges and the NB structure of D
|
||||
*> Details of the interchanges and the block structure of D
|
||||
*> as determined by ZHETRF.
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
|
|
@ -38,8 +38,8 @@
|
|||
*> \verbatim
|
||||
*>
|
||||
*> ZHETRS_AA solves a system of linear equations A*X = B with a complex
|
||||
*> hermitian matrix A using the factorization A = U*T*U**H or
|
||||
*> A = L*T*L**T computed by ZHETRF_AA.
|
||||
*> hermitian matrix A using the factorization A = U**H*T*U or
|
||||
*> A = L*T*L**H computed by ZHETRF_AA.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
|
@ -50,7 +50,7 @@
|
|||
*> UPLO is CHARACTER*1
|
||||
*> Specifies whether the details of the factorization are stored
|
||||
*> as an upper or lower triangular matrix.
|
||||
*> = 'U': Upper triangular, form is A = U*T*U**H;
|
||||
*> = 'U': Upper triangular, form is A = U**H*T*U;
|
||||
*> = 'L': Lower triangular, form is A = L*T*L**H.
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
@ -98,14 +98,16 @@
|
|||
*> The leading dimension of the array B. LDB >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is DOUBLE array, dimension (MAX(1,LWORK))
|
||||
*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LWORK
|
||||
*> \verbatim
|
||||
*> LWORK is INTEGER, LWORK >= MAX(1,3*N-2).
|
||||
*> LWORK is INTEGER
|
||||
*> The dimension of the array WORK. LWORK >= max(1,3*N-2).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
|
@ -199,61 +201,80 @@
|
|||
*
|
||||
IF( UPPER ) THEN
|
||||
*
|
||||
* Solve A*X = B, where A = U*T*U**T.
|
||||
* Solve A*X = B, where A = U**H*T*U.
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* 1) Forward substitution with U**H
|
||||
*
|
||||
DO K = 1, N
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
* Compute (U \P**T * B) -> B [ (U \P**T * B) ]
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL ZTRSM('L', 'U', 'C', 'U', N-1, NRHS, ONE, A( 1, 2 ), LDA,
|
||||
$ B( 2, 1 ), LDB)
|
||||
DO K = 1, N
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
*
|
||||
* Compute T \ B -> B [ T \ (U \P**T * B) ]
|
||||
* Compute U**H \ B -> B [ (U**H \P**T * B) ]
|
||||
*
|
||||
CALL ZLACPY( 'F', 1, N, A(1, 1), LDA+1, WORK(N), 1)
|
||||
CALL ZTRSM( 'L', 'U', 'C', 'U', N-1, NRHS, ONE, A( 1, 2 ),
|
||||
$ LDA, B( 2, 1 ), LDB )
|
||||
END IF
|
||||
*
|
||||
* 2) Solve with triangular matrix T
|
||||
*
|
||||
* Compute T \ B -> B [ T \ (U**H \P**T * B) ]
|
||||
*
|
||||
CALL ZLACPY( 'F', 1, N, A(1, 1), LDA+1, WORK(N), 1 )
|
||||
IF( N.GT.1 ) THEN
|
||||
CALL ZLACPY( 'F', 1, N-1, A( 1, 2 ), LDA+1, WORK( 2*N ), 1)
|
||||
CALL ZLACPY( 'F', 1, N-1, A( 1, 2 ), LDA+1, WORK( 1 ), 1)
|
||||
CALL ZLACPY( 'F', 1, N-1, A( 1, 2 ), LDA+1, WORK( 1 ), 1 )
|
||||
CALL ZLACGV( N-1, WORK( 1 ), 1 )
|
||||
END IF
|
||||
CALL ZGTSV(N, NRHS, WORK(1), WORK(N), WORK(2*N), B, LDB,
|
||||
$ INFO)
|
||||
CALL ZGTSV( N, NRHS, WORK(1), WORK(N), WORK(2*N), B, LDB,
|
||||
$ INFO )
|
||||
*
|
||||
* Compute (U**T \ B) -> B [ U**T \ (T \ (U \P**T * B) ) ]
|
||||
* 3) Backward substitution with U
|
||||
*
|
||||
CALL ZTRSM( 'L', 'U', 'N', 'U', N-1, NRHS, ONE, A( 1, 2 ), LDA,
|
||||
$ B(2, 1), LDB)
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
* Pivot, P * B [ P * (U**T \ (T \ (U \P**T * B) )) ]
|
||||
* Compute U \ B -> B [ U \ (T \ (U**H \P**T * B) ) ]
|
||||
*
|
||||
DO K = N, 1, -1
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
CALL ZTRSM( 'L', 'U', 'N', 'U', N-1, NRHS, ONE, A( 1, 2 ),
|
||||
$ LDA, B(2, 1), LDB)
|
||||
*
|
||||
* Pivot, P * B [ P * (U**H \ (T \ (U \P**T * B) )) ]
|
||||
*
|
||||
DO K = N, 1, -1
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
END IF
|
||||
*
|
||||
ELSE
|
||||
*
|
||||
* Solve A*X = B, where A = L*T*L**T.
|
||||
* Solve A*X = B, where A = L*T*L**H.
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* 1) Forward substitution with L
|
||||
*
|
||||
DO K = 1, N
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
* Compute (L \P**T * B) -> B [ (L \P**T * B) ]
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL ZTRSM( 'L', 'L', 'N', 'U', N-1, NRHS, ONE, A( 2, 1 ), LDA,
|
||||
$ B(2, 1), LDB)
|
||||
DO K = 1, N
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
*
|
||||
* Compute L \ B -> B [ (L \P**T * B) ]
|
||||
*
|
||||
CALL ZTRSM( 'L', 'L', 'N', 'U', N-1, NRHS, ONE, A( 2, 1 ),
|
||||
$ LDA, B(2, 1), LDB)
|
||||
END IF
|
||||
*
|
||||
* 2) Solve with triangular matrix T
|
||||
*
|
||||
* Compute T \ B -> B [ T \ (L \P**T * B) ]
|
||||
*
|
||||
|
@ -266,18 +287,23 @@
|
|||
CALL ZGTSV(N, NRHS, WORK(1), WORK(N), WORK(2*N), B, LDB,
|
||||
$ INFO)
|
||||
*
|
||||
* Compute (L**T \ B) -> B [ L**T \ (T \ (L \P**T * B) ) ]
|
||||
* 3) Backward substitution with L**H
|
||||
*
|
||||
CALL ZTRSM( 'L', 'L', 'C', 'U', N-1, NRHS, ONE, A( 2, 1 ), LDA,
|
||||
$ B( 2, 1 ), LDB)
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
* Pivot, P * B [ P * (L**T \ (T \ (L \P**T * B) )) ]
|
||||
* Compute L**H \ B -> B [ L**H \ (T \ (L \P**T * B) ) ]
|
||||
*
|
||||
DO K = N, 1, -1
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
CALL ZTRSM( 'L', 'L', 'C', 'U', N-1, NRHS, ONE, A( 2, 1 ),
|
||||
$ LDA, B( 2, 1 ), LDB)
|
||||
*
|
||||
* Pivot, P * B [ P * (L**H \ (T \ (L \P**T * B) )) ]
|
||||
*
|
||||
DO K = N, 1, -1
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
END DO
|
||||
END IF
|
||||
*
|
||||
END IF
|
||||
*
|
||||
|
|
|
@ -38,8 +38,8 @@
|
|||
*> \verbatim
|
||||
*>
|
||||
*> ZHETRS_AA_2STAGE solves a system of linear equations A*X = B with a
|
||||
*> hermitian matrix A using the factorization A = U*T*U**T or
|
||||
*> A = L*T*L**T computed by ZHETRF_AA_2STAGE.
|
||||
*> hermitian matrix A using the factorization A = U**H*T*U or
|
||||
*> A = L*T*L**H computed by ZHETRF_AA_2STAGE.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
|
@ -50,8 +50,8 @@
|
|||
*> UPLO is CHARACTER*1
|
||||
*> Specifies whether the details of the factorization are stored
|
||||
*> as an upper or lower triangular matrix.
|
||||
*> = 'U': Upper triangular, form is A = U*T*U**T;
|
||||
*> = 'L': Lower triangular, form is A = L*T*L**T.
|
||||
*> = 'U': Upper triangular, form is A = U**H*T*U;
|
||||
*> = 'L': Lower triangular, form is A = L*T*L**H.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
|
@ -210,33 +210,33 @@
|
|||
*
|
||||
IF( UPPER ) THEN
|
||||
*
|
||||
* Solve A*X = B, where A = U*T*U**T.
|
||||
* Solve A*X = B, where A = U**H*T*U.
|
||||
*
|
||||
IF( N.GT.NB ) THEN
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, 1 )
|
||||
*
|
||||
* Compute (U**T \P**T * B) -> B [ (U**T \P**T * B) ]
|
||||
* Compute (U**H \ B) -> B [ (U**H \P**T * B) ]
|
||||
*
|
||||
CALL ZTRSM( 'L', 'U', 'C', 'U', N-NB, NRHS, ONE, A(1, NB+1),
|
||||
$ LDA, B(NB+1, 1), LDB)
|
||||
*
|
||||
END IF
|
||||
*
|
||||
* Compute T \ B -> B [ T \ (U**T \P**T * B) ]
|
||||
* Compute T \ B -> B [ T \ (U**H \P**T * B) ]
|
||||
*
|
||||
CALL ZGBTRS( 'N', N, NB, NB, NRHS, TB, LDTB, IPIV2, B, LDB,
|
||||
$ INFO)
|
||||
IF( N.GT.NB ) THEN
|
||||
*
|
||||
* Compute (U \ B) -> B [ U \ (T \ (U**T \P**T * B) ) ]
|
||||
* Compute (U \ B) -> B [ U \ (T \ (U**H \P**T * B) ) ]
|
||||
*
|
||||
CALL ZTRSM( 'L', 'U', 'N', 'U', N-NB, NRHS, ONE, A(1, NB+1),
|
||||
$ LDA, B(NB+1, 1), LDB)
|
||||
*
|
||||
* Pivot, P * B [ P * (U \ (T \ (U**T \P**T * B) )) ]
|
||||
* Pivot, P * B -> B [ P * (U \ (T \ (U**H \P**T * B) )) ]
|
||||
*
|
||||
CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, -1 )
|
||||
*
|
||||
|
@ -244,15 +244,15 @@
|
|||
*
|
||||
ELSE
|
||||
*
|
||||
* Solve A*X = B, where A = L*T*L**T.
|
||||
* Solve A*X = B, where A = L*T*L**H.
|
||||
*
|
||||
IF( N.GT.NB ) THEN
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, 1 )
|
||||
*
|
||||
* Compute (L \P**T * B) -> B [ (L \P**T * B) ]
|
||||
* Compute (L \ B) -> B [ (L \P**T * B) ]
|
||||
*
|
||||
CALL ZTRSM( 'L', 'L', 'N', 'U', N-NB, NRHS, ONE, A(NB+1, 1),
|
||||
$ LDA, B(NB+1, 1), LDB)
|
||||
|
@ -265,12 +265,12 @@
|
|||
$ INFO)
|
||||
IF( N.GT.NB ) THEN
|
||||
*
|
||||
* Compute (L**T \ B) -> B [ L**T \ (T \ (L \P**T * B) ) ]
|
||||
* Compute (L**H \ B) -> B [ L**H \ (T \ (L \P**T * B) ) ]
|
||||
*
|
||||
CALL ZTRSM( 'L', 'L', 'C', 'U', N-NB, NRHS, ONE, A(NB+1, 1),
|
||||
$ LDA, B(NB+1, 1), LDB)
|
||||
*
|
||||
* Pivot, P * B [ P * (L**T \ (T \ (L \P**T * B) )) ]
|
||||
* Pivot, P * B -> B [ P * (L**H \ (T \ (L \P**T * B) )) ]
|
||||
*
|
||||
CALL ZLASWP( NRHS, B, LDB, NB+1, N, IPIV, -1 )
|
||||
*
|
||||
|
|
|
@ -69,7 +69,7 @@
|
|||
*> \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
|
||||
|
@ -86,7 +86,7 @@
|
|||
*> set by a previous call to ZGEBAL, and then passed to ZGEHRD
|
||||
*> when the matrix output by ZGEBAL 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
|
||||
*>
|
||||
|
@ -98,17 +98,17 @@
|
|||
*> triangular matrix T from the Schur decomposition (the
|
||||
*> Schur form). If INFO = 0 and JOB = 'E', the contents of
|
||||
*> H are unspecified on exit. (The output value of H when
|
||||
*> INFO.GT.0 is given under the description of INFO below.)
|
||||
*> INFO > 0 is given under the description of INFO below.)
|
||||
*>
|
||||
*> Unlike earlier versions of ZHSEQR, this subroutine may
|
||||
*> explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
|
||||
*> explicitly 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] W
|
||||
|
@ -131,7 +131,7 @@
|
|||
*> if INFO = 0, Z contains Q*Z.
|
||||
*> Normally Q is the unitary matrix generated by ZUNGHR
|
||||
*> after the call to ZGEHRD which formed the Hessenberg matrix
|
||||
*> H. (The output value of Z when INFO.GT.0 is given under
|
||||
*> H. (The output value of Z when INFO > 0 is given under
|
||||
*> the description of INFO below.)
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
@ -139,7 +139,7 @@
|
|||
*> \verbatim
|
||||
*> LDZ is INTEGER
|
||||
*> The leading dimension of the array Z. if COMPZ = 'I' or
|
||||
*> COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
|
||||
*> COMPZ = 'V', then LDZ >= MAX(1,N). Otherwise, LDZ >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
|
@ -152,7 +152,7 @@
|
|||
*> \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 and delivers very good and sometimes
|
||||
*> optimal performance. However, LWORK as large as 11*N
|
||||
*> may be required for optimal performance. A workspace
|
||||
|
@ -170,21 +170,21 @@
|
|||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: successful exit
|
||||
*> .LT. 0: if INFO = -i, the i-th argument had an illegal
|
||||
*> = 0: successful exit
|
||||
*> < 0: if INFO = -i, the i-th argument had an illegal
|
||||
*> value
|
||||
*> .GT. 0: if INFO = i, ZHSEQR 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
|
||||
*> > 0: if INFO = i, ZHSEQR failed to compute all of
|
||||
*> the eigenvalues. Elements 1:ilo-1 and i+1:n of W
|
||||
*> contain those eigenvalues which have been
|
||||
*> successfully computed. (Failures are rare.)
|
||||
*>
|
||||
*> If INFO .GT. 0 and JOB = 'E', then on exit, the
|
||||
*> If INFO > 0 and JOB = 'E', 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 JOB = 'S', then on exit
|
||||
*> If INFO > 0 and JOB = 'S', then on exit
|
||||
*>
|
||||
*> (*) (initial value of H)*U = U*(final value of H)
|
||||
*>
|
||||
|
@ -192,19 +192,19 @@
|
|||
*> value of H is upper Hessenberg and triangular in
|
||||
*> rows and columns INFO+1 through IHI.
|
||||
*>
|
||||
*> If INFO .GT. 0 and COMPZ = 'V', then on exit
|
||||
*> If INFO > 0 and COMPZ = 'V', then on exit
|
||||
*>
|
||||
*> (final value of Z) = (initial value of Z)*U
|
||||
*>
|
||||
*> where U is the unitary matrix in (*) (regard-
|
||||
*> less of the value of JOB.)
|
||||
*>
|
||||
*> If INFO .GT. 0 and COMPZ = 'I', then on exit
|
||||
*> If INFO > 0 and COMPZ = 'I', then on exit
|
||||
*> (final value of Z) = U
|
||||
*> where U is the unitary matrix in (*) (regard-
|
||||
*> less of the value of JOB.)
|
||||
*>
|
||||
*> If INFO .GT. 0 and COMPZ = 'N', then Z is not
|
||||
*> If INFO > 0 and COMPZ = 'N', then Z is not
|
||||
*> accessed.
|
||||
*> \endverbatim
|
||||
*
|
||||
|
@ -244,8 +244,8 @@
|
|||
*> This depends on ILO, IHI and NS. NS is the
|
||||
*> number of simultaneous shifts returned
|
||||
*> by ILAENV(ISPEC=15). (See ISPEC=15 below.)
|
||||
*> The default for (IHI-ILO+1).LE.500 is NS.
|
||||
*> The default for (IHI-ILO+1).GT.500 is 3*NS/2.
|
||||
*> The default for (IHI-ILO+1) <= 500 is NS.
|
||||
*> The default for (IHI-ILO+1) > 500 is 3*NS/2.
|
||||
*>
|
||||
*> ISPEC=14: Nibble crossover point. (See IPARMQ for
|
||||
*> details.) Default: 14% of deflation window
|
||||
|
@ -323,8 +323,8 @@
|
|||
PARAMETER ( NTINY = 11 )
|
||||
*
|
||||
* ==== NL allocates some local workspace to help small matrices
|
||||
* . through a rare ZLAHQR failure. NL .GT. NTINY = 11 is
|
||||
* . required and NL .LE. NMIN = ILAENV(ISPEC=12,...) is recom-
|
||||
* . through a rare ZLAHQR failure. NL > NTINY = 11 is
|
||||
* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom-
|
||||
* . mended. (The default value of NMIN is 75.) Using NL = 49
|
||||
* . allows up to six simultaneous shifts and a 16-by-16
|
||||
* . deflation window. ====
|
||||
|
|
|
@ -133,13 +133,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -126,13 +126,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -65,19 +65,19 @@
|
|||
*> \verbatim
|
||||
*> PREC_TYPE is INTEGER
|
||||
*> Specifies the intermediate precision to be used in refinement.
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and
|
||||
*> P = 'S': Single
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
|
||||
*> = 'S': Single
|
||||
*> = 'D': Double
|
||||
*> = 'I': Indigenous
|
||||
*> = 'X', 'E': Extra
|
||||
*> = 'X' or 'E': Extra
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] TRANS_TYPE
|
||||
*> \verbatim
|
||||
*> TRANS_TYPE is INTEGER
|
||||
*> Specifies the transposition operation on A.
|
||||
*> The value is defined by ILATRANS(T) where T is a CHARACTER and
|
||||
*> T = 'N': No transpose
|
||||
*> The value is defined by ILATRANS(T) where T is a CHARACTER and T
|
||||
*> = 'N': No transpose
|
||||
*> = 'T': Transpose
|
||||
*> = 'C': Conjugate transpose
|
||||
*> \endverbatim
|
||||
|
@ -269,7 +269,7 @@
|
|||
*> information as described below. There currently are up to three
|
||||
*> pieces of information returned for each right-hand side. If
|
||||
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
|
||||
*> the first (:,N_ERR_BNDS) entries are returned.
|
||||
*>
|
||||
*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
||||
|
|
|
@ -22,7 +22,7 @@
|
|||
* LDAF, IPIV, C, CAPPLY,
|
||||
* INFO, WORK, RWORK )
|
||||
*
|
||||
* .. Scalar Aguments ..
|
||||
* .. Scalar Arguments ..
|
||||
* CHARACTER TRANS
|
||||
* LOGICAL CAPPLY
|
||||
* INTEGER N, LDA, LDAF, INFO
|
||||
|
@ -114,13 +114,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
@ -148,7 +148,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
* .. Scalar Aguments ..
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER TRANS
|
||||
LOGICAL CAPPLY
|
||||
INTEGER N, LDA, LDAF, INFO
|
||||
|
|
|
@ -107,13 +107,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -64,19 +64,19 @@
|
|||
*> \verbatim
|
||||
*> PREC_TYPE is INTEGER
|
||||
*> Specifies the intermediate precision to be used in refinement.
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and
|
||||
*> P = 'S': Single
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
|
||||
*> = 'S': Single
|
||||
*> = 'D': Double
|
||||
*> = 'I': Indigenous
|
||||
*> = 'X', 'E': Extra
|
||||
*> = 'X' or 'E': Extra
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] TRANS_TYPE
|
||||
*> \verbatim
|
||||
*> TRANS_TYPE is INTEGER
|
||||
*> Specifies the transposition operation on A.
|
||||
*> The value is defined by ILATRANS(T) where T is a CHARACTER and
|
||||
*> T = 'N': No transpose
|
||||
*> The value is defined by ILATRANS(T) where T is a CHARACTER and T
|
||||
*> = 'N': No transpose
|
||||
*> = 'T': Transpose
|
||||
*> = 'C': Conjugate transpose
|
||||
*> \endverbatim
|
||||
|
@ -256,7 +256,7 @@
|
|||
*> information as described below. There currently are up to three
|
||||
*> pieces of information returned for each right-hand side. If
|
||||
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
||||
*> ERRS_C is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
||||
*> ERRS_C is not accessed. If N_ERR_BNDS < 3, then at most
|
||||
*> the first (:,N_ERR_BNDS) entries are returned.
|
||||
*>
|
||||
*> The first index in ERRS_C(i,:) corresponds to the ith
|
||||
|
|
|
@ -111,13 +111,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -104,13 +104,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -66,11 +66,11 @@
|
|||
*> \verbatim
|
||||
*> PREC_TYPE is INTEGER
|
||||
*> Specifies the intermediate precision to be used in refinement.
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and
|
||||
*> P = 'S': Single
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
|
||||
*> = 'S': Single
|
||||
*> = 'D': Double
|
||||
*> = 'I': Indigenous
|
||||
*> = 'X', 'E': Extra
|
||||
*> = 'X' or 'E': Extra
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] UPLO
|
||||
|
@ -254,7 +254,7 @@
|
|||
*> information as described below. There currently are up to three
|
||||
*> pieces of information returned for each right-hand side. If
|
||||
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
|
||||
*> the first (:,N_ERR_BNDS) entries are returned.
|
||||
*>
|
||||
*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
||||
|
|
|
@ -102,7 +102,7 @@
|
|||
*> as determined by ZHETRF.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is DOUBLE PRECISION array, dimension (2*N)
|
||||
*> \endverbatim
|
||||
|
|
|
@ -103,13 +103,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -96,13 +96,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -65,11 +65,11 @@
|
|||
*> \verbatim
|
||||
*> PREC_TYPE is INTEGER
|
||||
*> Specifies the intermediate precision to be used in refinement.
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and
|
||||
*> P = 'S': Single
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
|
||||
*> = 'S': Single
|
||||
*> = 'D': Double
|
||||
*> = 'I': Indigenous
|
||||
*> = 'X', 'E': Extra
|
||||
*> = 'X' or 'E': Extra
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] UPLO
|
||||
|
@ -246,7 +246,7 @@
|
|||
*> information as described below. There currently are up to three
|
||||
*> pieces of information returned for each right-hand side. If
|
||||
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
|
||||
*> the first (:,N_ERR_BNDS) entries are returned.
|
||||
*>
|
||||
*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
||||
|
|
|
@ -86,7 +86,7 @@
|
|||
*> The leading dimension of the array AF. LDAF >= max(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is DOUBLE PRECISION array, dimension (2*N)
|
||||
*> \endverbatim
|
||||
|
|
|
@ -111,13 +111,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -104,13 +104,13 @@
|
|||
*> i > 0: The ith argument is invalid.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is COMPLEX*16 array, dimension (2*N).
|
||||
*> Workspace.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] RWORK
|
||||
*> \param[out] RWORK
|
||||
*> \verbatim
|
||||
*> RWORK is DOUBLE PRECISION array, dimension (N).
|
||||
*> Workspace.
|
||||
|
|
|
@ -66,11 +66,11 @@
|
|||
*> \verbatim
|
||||
*> PREC_TYPE is INTEGER
|
||||
*> Specifies the intermediate precision to be used in refinement.
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and
|
||||
*> P = 'S': Single
|
||||
*> The value is defined by ILAPREC(P) where P is a CHARACTER and P
|
||||
*> = 'S': Single
|
||||
*> = 'D': Double
|
||||
*> = 'I': Indigenous
|
||||
*> = 'X', 'E': Extra
|
||||
*> = 'X' or 'E': Extra
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] UPLO
|
||||
|
@ -254,7 +254,7 @@
|
|||
*> information as described below. There currently are up to three
|
||||
*> pieces of information returned for each right-hand side. If
|
||||
*> componentwise accuracy is not requested (PARAMS(3) = 0.0), then
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS .LT. 3, then at most
|
||||
*> ERR_BNDS_COMP is not accessed. If N_ERR_BNDS < 3, then at most
|
||||
*> the first (:,N_ERR_BNDS) entries are returned.
|
||||
*>
|
||||
*> The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
|
||||
|
|
|
@ -102,7 +102,7 @@
|
|||
*> as determined by ZSYTRF.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is DOUBLE PRECISION array, dimension (2*N)
|
||||
*> \endverbatim
|
||||
|
|
|
@ -36,7 +36,7 @@
|
|||
*> ZLA_WWADDW adds a vector W into a doubled-single vector (X, Y).
|
||||
*>
|
||||
*> This works for all extant IBM's hex and binary floating point
|
||||
*> arithmetics, but not for decimal.
|
||||
*> arithmetic, but not for decimal.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
|
|
|
@ -288,8 +288,9 @@
|
|||
*
|
||||
* Swap A(I1, I2+1:N) with A(I2, I2+1:N)
|
||||
*
|
||||
CALL ZSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
|
||||
$ A( J1+I2-1, I2+1 ), LDA )
|
||||
IF( I2.LT.M )
|
||||
$ CALL ZSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
|
||||
$ A( J1+I2-1, I2+1 ), LDA )
|
||||
*
|
||||
* Swap A(I1, I1) with A(I2,I2)
|
||||
*
|
||||
|
@ -329,13 +330,15 @@
|
|||
* Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
|
||||
* where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
|
||||
*
|
||||
IF( A( K, J+1 ).NE.ZERO ) THEN
|
||||
ALPHA = ONE / A( K, J+1 )
|
||||
CALL ZCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
|
||||
ELSE
|
||||
CALL ZLASET( '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 ZCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
|
||||
ELSE
|
||||
CALL ZLASET( 'Full', 1, M-J-1, ZERO, ZERO,
|
||||
$ A( K, J+2 ), LDA)
|
||||
END IF
|
||||
END IF
|
||||
END IF
|
||||
J = J + 1
|
||||
|
@ -440,8 +443,9 @@
|
|||
*
|
||||
* Swap A(I2+1:N, I1) with A(I2+1:N, I2)
|
||||
*
|
||||
CALL ZSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
|
||||
$ A( I2+1, J1+I2-1 ), 1 )
|
||||
IF( I2.LT.M )
|
||||
$ CALL ZSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
|
||||
$ A( I2+1, J1+I2-1 ), 1 )
|
||||
*
|
||||
* Swap A(I1, I1) with A(I2, I2)
|
||||
*
|
||||
|
@ -481,13 +485,15 @@
|
|||
* Compute L(J+2, J+1) = WORK( 3:N ) / T(J, J+1),
|
||||
* where A(J, J+1) = T(J, J+1) and A(J+2:N, J) = L(J+2:N, J+1)
|
||||
*
|
||||
IF( A( J+1, K ).NE.ZERO ) THEN
|
||||
ALPHA = ONE / A( J+1, K )
|
||||
CALL ZCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
|
||||
ELSE
|
||||
CALL ZLASET( '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 ZCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
|
||||
ELSE
|
||||
CALL ZLASET( 'Full', M-J-1, 1, ZERO, ZERO,
|
||||
$ A( J+2, K ), LDA )
|
||||
END IF
|
||||
END IF
|
||||
END IF
|
||||
J = J + 1
|
||||
|
|
|
@ -331,7 +331,7 @@
|
|||
* Factorize the trailing columns of A using the upper triangle
|
||||
* of A and working backwards, and compute the matrix W = U12*D
|
||||
* for use in updating A11 (note that conjg(W) is actually stored)
|
||||
* 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 ) = CZERO
|
||||
|
@ -789,7 +789,7 @@
|
|||
* of A and working forwards, and compute the matrix W = L21*D
|
||||
* for use in updating A22 (note that conjg(W) is actually stored)
|
||||
*
|
||||
* Initilize the unused last entry of the subdiagonal array E.
|
||||
* Initialize the unused last entry of the subdiagonal array E.
|
||||
*
|
||||
E( N ) = CZERO
|
||||
*
|
||||
|
|
|
@ -138,26 +138,26 @@
|
|||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: successful exit
|
||||
*> .GT. 0: if INFO = i, ZLAHQR failed to compute all the
|
||||
*> = 0: successful exit
|
||||
*> > 0: if INFO = i, ZLAHQR failed to compute all the
|
||||
*> eigenvalues ILO to IHI in a total of 30 iterations
|
||||
*> per eigenvalue; elements i+1:ihi of W 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,
|
||||
*> 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)
|
||||
*> 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.)
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
*> \brief \b ZLAMSWLQ
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
*> \brief \b ZLAMTSQR
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
|
|
|
@ -130,6 +130,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM
|
||||
INTEGER KL, KU, LDAB, N
|
||||
|
@ -147,14 +148,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, K, L
|
||||
DOUBLE PRECISION SCALE, SUM, VALUE, TEMP
|
||||
DOUBLE PRECISION SUM, VALUE, TEMP
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, MAX, MIN, SQRT
|
||||
|
@ -207,15 +211,22 @@
|
|||
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 ZLASSQ( MIN( N, J+KL )-L+1, AB( K, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
ZLANGB = VALUE
|
||||
|
|
|
@ -120,6 +120,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM
|
||||
INTEGER LDA, M, N
|
||||
|
@ -137,14 +138,17 @@
|
|||
* ..
|
||||
* .. 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 Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, MIN, SQRT
|
||||
|
@ -196,13 +200,19 @@
|
|||
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 ZLASSQ( M, A( 1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
ZLANGE = VALUE
|
||||
|
|
|
@ -137,6 +137,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM, UPLO
|
||||
INTEGER K, LDAB, N
|
||||
|
@ -154,14 +155,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, L
|
||||
DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION ABSA, SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, DBLE, MAX, MIN, SQRT
|
||||
|
@ -233,39 +237,57 @@
|
|||
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 ZLASSQ( 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 ZLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE,
|
||||
$ SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
* Sum diagonal
|
||||
*
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
DO 130 J = 1, N
|
||||
IF( DBLE( AB( L, J ) ).NE.ZERO ) THEN
|
||||
ABSA = ABS( DBLE( AB( L, J ) ) )
|
||||
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
|
||||
130 CONTINUE
|
||||
VALUE = SCALE*SQRT( SUM )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) )
|
||||
END IF
|
||||
*
|
||||
ZLANHB = VALUE
|
||||
|
|
|
@ -129,6 +129,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM, UPLO
|
||||
INTEGER LDA, N
|
||||
|
@ -146,14 +147,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J
|
||||
DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION ABSA, SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, DBLE, SQRT
|
||||
|
@ -223,31 +227,48 @@
|
|||
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
|
||||
IF( LSAME( UPLO, 'U' ) ) THEN
|
||||
DO 110 J = 2, N
|
||||
CALL ZLASSQ( J-1, A( 1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( J-1, A( 1, J ), 1,
|
||||
$ COLSSQ( 1 ), COLSSQ( 2 ) )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
110 CONTINUE
|
||||
ELSE
|
||||
DO 120 J = 1, N - 1
|
||||
CALL ZLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( N-J, A( J+1, J ), 1,
|
||||
$ COLSSQ( 1 ), COLSSQ( 2 ) )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
120 CONTINUE
|
||||
END IF
|
||||
SUM = 2*SUM
|
||||
SSQ( 2 ) = 2*SSQ( 2 )
|
||||
*
|
||||
* Sum diagonal
|
||||
*
|
||||
DO 130 I = 1, N
|
||||
IF( DBLE( A( I, I ) ).NE.ZERO ) THEN
|
||||
ABSA = ABS( DBLE( A( I, I ) ) )
|
||||
IF( SCALE.LT.ABSA ) THEN
|
||||
SUM = ONE + SUM*( SCALE / ABSA )**2
|
||||
SCALE = ABSA
|
||||
IF( SSQ( 1 ).LT.ABSA ) THEN
|
||||
SSQ( 2 ) = ONE + SSQ( 2 )*( SSQ( 1 ) / ABSA )**2
|
||||
SSQ( 1 ) = ABSA
|
||||
ELSE
|
||||
SUM = SUM + ( ABSA / SCALE )**2
|
||||
SSQ( 2 ) = SSQ( 2 ) + ( ABSA / SSQ( 1 ) )**2
|
||||
END IF
|
||||
END IF
|
||||
130 CONTINUE
|
||||
VALUE = SCALE*SQRT( SUM )
|
||||
VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) )
|
||||
END IF
|
||||
*
|
||||
ZLANHE = VALUE
|
||||
|
|
|
@ -122,6 +122,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM, UPLO
|
||||
INTEGER N
|
||||
|
@ -139,14 +140,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, K
|
||||
DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION ABSA, SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, DBLE, SQRT
|
||||
|
@ -225,31 +229,48 @@
|
|||
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 ZLASSQ( J-1, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( N-J, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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( DBLE( AP( K ) ).NE.ZERO ) THEN
|
||||
ABSA = ABS( DBLE( 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
|
||||
|
@ -258,7 +279,8 @@
|
|||
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
|
||||
*
|
||||
ZLANHP = VALUE
|
||||
|
|
|
@ -114,6 +114,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM
|
||||
INTEGER LDA, N
|
||||
|
@ -131,14 +132,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J
|
||||
DOUBLE PRECISION SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, MIN, SQRT
|
||||
|
@ -190,13 +194,20 @@
|
|||
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 ZLASSQ( MIN( N, J+1 ), A( 1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
ZLANHS = VALUE
|
||||
|
|
|
@ -135,6 +135,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM, UPLO
|
||||
INTEGER K, LDAB, N
|
||||
|
@ -152,14 +153,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, L
|
||||
DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION ABSA, SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, MAX, MIN, SQRT
|
||||
|
@ -227,29 +231,47 @@
|
|||
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 ZLASSQ( 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 ZLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE,
|
||||
$ SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( N, AB( L, 1 ), LDAB, SCALE, SUM )
|
||||
VALUE = SCALE*SQRT( SUM )
|
||||
*
|
||||
* Sum diagonal
|
||||
*
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( N, AB( L, 1 ), LDAB, COLSSQ( 1 ), COLSSQ( 2 ) )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) )
|
||||
END IF
|
||||
*
|
||||
ZLANSB = VALUE
|
||||
|
|
|
@ -120,6 +120,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM, UPLO
|
||||
INTEGER N
|
||||
|
@ -137,14 +138,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J, K
|
||||
DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION ABSA, SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, DBLE, DIMAG, SQRT
|
||||
|
@ -219,40 +223,57 @@
|
|||
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 ZLASSQ( J-1, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( N-J, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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( DBLE( AP( K ) ).NE.ZERO ) THEN
|
||||
ABSA = ABS( DBLE( 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( DIMAG( AP( K ) ).NE.ZERO ) THEN
|
||||
ABSA = ABS( DIMAG( 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
|
||||
|
@ -261,7 +282,8 @@
|
|||
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
|
||||
*
|
||||
ZLANSP = VALUE
|
||||
|
|
|
@ -128,6 +128,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER NORM, UPLO
|
||||
INTEGER LDA, N
|
||||
|
@ -145,14 +146,17 @@
|
|||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, J
|
||||
DOUBLE PRECISION ABSA, SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION ABSA, SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, SQRT
|
||||
|
@ -218,21 +222,39 @@
|
|||
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 ZLASSQ( J-1, A( 1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( J-1, A( 1, J ), 1, COLSSQ(1), COLSSQ(2) )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
110 CONTINUE
|
||||
ELSE
|
||||
DO 120 J = 1, N - 1
|
||||
CALL ZLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( N-J, A( J+1, J ), 1, COLSSQ(1), COLSSQ(2) )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
120 CONTINUE
|
||||
END IF
|
||||
SUM = 2*SUM
|
||||
CALL ZLASSQ( N, A, LDA+1, SCALE, SUM )
|
||||
VALUE = SCALE*SQRT( SUM )
|
||||
SSQ( 2 ) = 2*SSQ( 2 )
|
||||
*
|
||||
* Sum diagonal
|
||||
*
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( N, A, LDA+1, COLSSQ( 1 ), COLSSQ( 2 ) )
|
||||
CALL DCOMBSSQ( SSQ, COLSSQ )
|
||||
VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) )
|
||||
END IF
|
||||
*
|
||||
ZLANSY = VALUE
|
||||
|
|
|
@ -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 K, LDAB, N
|
||||
|
@ -164,14 +165,17 @@
|
|||
* .. Local Scalars ..
|
||||
LOGICAL UDIAG
|
||||
INTEGER I, J, L
|
||||
DOUBLE PRECISION SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, MAX, MIN, SQRT
|
||||
|
@ -313,46 +317,61 @@
|
|||
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 ZLASSQ( 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 ZLASSQ( 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 ZLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE,
|
||||
$ SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( MIN( N-J+1, K+1 ), AB( 1, J ), 1, SCALE,
|
||||
$ SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
ZLANTB = VALUE
|
||||
|
|
|
@ -130,6 +130,7 @@
|
|||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* December 2016
|
||||
*
|
||||
IMPLICIT NONE
|
||||
* .. Scalar Arguments ..
|
||||
CHARACTER DIAG, NORM, UPLO
|
||||
INTEGER N
|
||||
|
@ -148,14 +149,17 @@
|
|||
* .. Local Scalars ..
|
||||
LOGICAL UDIAG
|
||||
INTEGER I, J, K
|
||||
DOUBLE PRECISION SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, SQRT
|
||||
|
@ -308,45 +312,64 @@
|
|||
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 ZLASSQ( J-1, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( J, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( N-J, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( N-J+1, AP( K ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
ZLANTP = VALUE
|
||||
|
|
|
@ -147,6 +147,7 @@
|
|||
* -- 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
|
||||
|
@ -165,14 +166,17 @@
|
|||
* .. Local Scalars ..
|
||||
LOGICAL UDIAG
|
||||
INTEGER I, J
|
||||
DOUBLE PRECISION SCALE, SUM, VALUE
|
||||
DOUBLE PRECISION SUM, VALUE
|
||||
* ..
|
||||
* .. Local Arrays ..
|
||||
DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 )
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
LOGICAL LSAME, DISNAN
|
||||
EXTERNAL LSAME, DISNAN
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZLASSQ
|
||||
EXTERNAL ZLASSQ, DCOMBSSQ
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, MIN, SQRT
|
||||
|
@ -283,7 +287,7 @@
|
|||
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
|
||||
|
@ -313,38 +317,56 @@
|
|||
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 ZLASSQ( MIN( M, J-1 ), A( 1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( MIN( M, J ), A( 1, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, SCALE,
|
||||
$ SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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 ZLASSQ( M-J+1, A( J, J ), 1, SCALE, SUM )
|
||||
COLSSQ( 1 ) = ZERO
|
||||
COLSSQ( 2 ) = ONE
|
||||
CALL ZLASSQ( 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
|
||||
*
|
||||
ZLANTR = VALUE
|
||||
|
|
|
@ -127,7 +127,7 @@
|
|||
*> \param[in,out] AUXV
|
||||
*> \verbatim
|
||||
*> AUXV is COMPLEX*16 array, dimension (NB)
|
||||
*> Auxiliar vector.
|
||||
*> Auxiliary vector.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] F
|
||||
|
|
|
@ -66,7 +66,7 @@
|
|||
*> \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 @@
|
|||
*> 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 ZGEBAL, and then passed to ZGEHRD when the
|
||||
*> matrix output by ZGEBAL 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
|
||||
*>
|
||||
|
@ -96,17 +96,17 @@
|
|||
*> contains the upper triangular matrix T from the Schur
|
||||
*> decomposition (the Schur form). If INFO = 0 and WANT 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] W
|
||||
|
@ -128,7 +128,7 @@
|
|||
*> 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
|
||||
|
@ -138,7 +138,7 @@
|
|||
*> 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
|
||||
*>
|
||||
|
@ -146,7 +146,7 @@
|
|||
*> \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
|
||||
|
@ -159,7 +159,7 @@
|
|||
*> \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.
|
||||
|
@ -175,19 +175,19 @@
|
|||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: successful exit
|
||||
*> .GT. 0: if INFO = i, ZLAQR0 failed to compute all of
|
||||
*> = 0: successful exit
|
||||
*> > 0: if INFO = i, ZLAQR0 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)
|
||||
*>
|
||||
|
@ -195,7 +195,7 @@
|
|||
*> 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
|
||||
|
@ -203,7 +203,7 @@
|
|||
*> where U is the unitary 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
|
||||
*
|
||||
|
@ -641,7 +641,7 @@
|
|||
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. ====
|
||||
|
|
|
@ -64,7 +64,7 @@
|
|||
*> \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] S1
|
||||
|
|
|
@ -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
|
||||
|
@ -186,13 +186,13 @@
|
|||
*> \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
|
||||
|
@ -204,14 +204,14 @@
|
|||
*> \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
|
||||
|
@ -223,7 +223,7 @@
|
|||
*> \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
|
||||
|
|
|
@ -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
|
||||
|
@ -183,13 +183,13 @@
|
|||
*> \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
|
||||
|
@ -201,14 +201,14 @@
|
|||
*> \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
|
||||
|
@ -220,7 +220,7 @@
|
|||
*> \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
|
||||
|
|
|
@ -73,7 +73,7 @@
|
|||
*> \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
|
||||
|
@ -85,12 +85,12 @@
|
|||
*> \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 ZGEBAL, and then passed to ZGEHRD when the
|
||||
*> matrix output by ZGEBAL 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
|
||||
*>
|
||||
|
@ -102,17 +102,17 @@
|
|||
*> contains the upper triangular matrix T from the Schur
|
||||
*> decomposition (the Schur form). If INFO = 0 and WANT 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] W
|
||||
|
@ -134,7 +134,7 @@
|
|||
*> 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
|
||||
|
@ -144,7 +144,7 @@
|
|||
*> 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
|
||||
*>
|
||||
|
@ -152,7 +152,7 @@
|
|||
*> \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
|
||||
|
@ -165,7 +165,7 @@
|
|||
*> \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.
|
||||
|
@ -182,18 +182,18 @@
|
|||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: successful exit
|
||||
*> .GT. 0: if INFO = i, ZLAQR4 failed to compute all of
|
||||
*> > 0: if INFO = i, ZLAQR4 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)
|
||||
*>
|
||||
|
@ -201,7 +201,7 @@
|
|||
*> 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
|
||||
|
@ -209,7 +209,7 @@
|
|||
*> where U is the unitary 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
|
||||
*
|
||||
|
@ -641,7 +641,7 @@
|
|||
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. ====
|
||||
|
|
|
@ -125,7 +125,7 @@
|
|||
*> \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
|
||||
|
@ -137,7 +137,7 @@
|
|||
*> \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
|
||||
|
@ -153,7 +153,7 @@
|
|||
*> \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
|
||||
|
@ -165,7 +165,7 @@
|
|||
*> \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
|
||||
|
@ -177,33 +177,14 @@
|
|||
*> \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 COMPLEX*16 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
|
||||
|
@ -215,9 +196,28 @@
|
|||
*> \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 COMPLEX*16 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:
|
||||
* ========
|
||||
*
|
||||
|
|
|
@ -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
|
||||
|
|
|
@ -94,7 +94,7 @@
|
|||
*> \param[in] LDC
|
||||
*> \verbatim
|
||||
*> LDC is INTEGER
|
||||
*> The leading dimension of the array C. LDA >= max(1,M).
|
||||
*> The leading dimension of the array C. LDC >= max(1,M).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
|
|
|
@ -103,7 +103,7 @@
|
|||
*
|
||||
*> \date December 2016
|
||||
*
|
||||
*> \ingroup complex16_eig
|
||||
*> \ingroup complex16OTHERauxiliary
|
||||
*
|
||||
* =====================================================================
|
||||
SUBROUTINE ZLARFY( UPLO, N, V, INCV, TAU, C, LDC, WORK )
|
||||
|
|
|
@ -143,7 +143,7 @@
|
|||
*> 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
|
||||
|
|
|
@ -41,7 +41,7 @@
|
|||
*> where x( i ) = abs( X( 1 + ( i - 1 )*INCX ) ). The value of sumsq is
|
||||
*> assumed to be at least unity and the value of ssq will then satisfy
|
||||
*>
|
||||
*> 1.0 .le. ssq .le. ( sumsq + 2*n ).
|
||||
*> 1.0 <= ssq <= ( sumsq + 2*n ).
|
||||
*>
|
||||
*> scale is assumed to be non-negative and scl returns the value
|
||||
*>
|
||||
|
@ -65,7 +65,7 @@
|
|||
*>
|
||||
*> \param[in] X
|
||||
*> \verbatim
|
||||
*> X is COMPLEX*16 array, dimension (N)
|
||||
*> X is COMPLEX*16 array, dimension (1+(N-1)*INCX)
|
||||
*> The vector x as described above.
|
||||
*> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
|
||||
*> \endverbatim
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
*> \brief \b ZLASWLQ
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
|
@ -18,9 +19,20 @@
|
|||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> ZLASWLQ computes a blocked Short-Wide LQ factorization of a
|
||||
*> M-by-N matrix A, where N >= M:
|
||||
*> A = L * Q
|
||||
*> ZLASWLQ computes a blocked Tall-Skinny LQ factorization of
|
||||
*> a complexx 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 ZLASWLQ( 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
|
||||
|
|
|
@ -284,8 +284,9 @@
|
|||
*
|
||||
* Swap A(I1, I2+1:M) with A(I2, I2+1:M)
|
||||
*
|
||||
CALL ZSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
|
||||
$ A( J1+I2-1, I2+1 ), LDA )
|
||||
IF( I2.LT.M )
|
||||
$ CALL ZSWAP( 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 ZCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
|
||||
ELSE
|
||||
CALL ZLASET( '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 ZCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
|
||||
ELSE
|
||||
CALL ZLASET( '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 ZSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
|
||||
$ A( I2+1, J1+I2-1 ), 1 )
|
||||
IF( I2.LT.M )
|
||||
$ CALL ZSWAP( 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 ZCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
|
||||
ELSE
|
||||
CALL ZLASET( '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 ZCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
|
||||
CALL ZSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
|
||||
ELSE
|
||||
CALL ZLASET( 'Full', M-J-1, 1, ZERO, ZERO,
|
||||
$ A( J+2, K ), LDA )
|
||||
END IF
|
||||
END IF
|
||||
END IF
|
||||
J = J + 1
|
||||
|
|
|
@ -330,7 +330,7 @@
|
|||
* 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 ) = CZERO
|
||||
|
@ -658,7 +658,7 @@
|
|||
* 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 ) = CZERO
|
||||
*
|
||||
|
|
|
@ -261,7 +261,7 @@
|
|||
*
|
||||
* Solve for U- part, lockahead 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 ZCOPY( N-1, RHS, 1, WORK, 1 )
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
*> \brief \b ZLATSQR
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
|
@ -18,9 +19,23 @@
|
|||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> SLATSQR computes a blocked Tall-Skinny QR factorization of
|
||||
*> an M-by-N matrix A, where M >= N:
|
||||
*> A = Q * R .
|
||||
*> ZLATSQR computes a blocked Tall-Skinny QR factorization of
|
||||
*> a complex 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 ZLATSQR( 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
|
||||
|
|
|
@ -0,0 +1,248 @@
|
|||
*> \brief \b ZLAUNHR_COL_GETRFNP
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download ZLAUNHR_COL_GETRFNP + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaunhr_col_getrfnp.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaunhr_col_getrfnp.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaunhr_col_getrfnp.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE ZLAUNHR_COL_GETRFNP( M, N, A, LDA, D, INFO )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* INTEGER INFO, LDA, M, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* COMPLEX*16 A( LDA, * ), D( * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> ZLAUNHR_COL_GETRFNP computes the modified LU factorization without
|
||||
*> pivoting of a complex 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 ZUNHR_COL. In ZUNHR_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 ZLAUNHR_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 COMPLEX*16 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 COMPLEX*16 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 ( +1.0, 0.0 ) or (-1.0, 0.0 ).
|
||||
*> \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 complex16GEcomputational
|
||||
*
|
||||
*> \par Contributors:
|
||||
* ==================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> November 2019, Igor Kozachenko,
|
||||
*> Computer Science Division,
|
||||
*> University of California, Berkeley
|
||||
*>
|
||||
*> \endverbatim
|
||||
*
|
||||
* =====================================================================
|
||||
SUBROUTINE ZLAUNHR_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 ..
|
||||
COMPLEX*16 A( LDA, * ), D( * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
COMPLEX*16 CONE
|
||||
PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER IINFO, J, JB, NB
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZGEMM, ZLAUNHR_COL_GETRFNP2, ZTRSM, 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( 'ZLAUNHR_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, 'ZLAUNHR_COL_GETRFNP', ' ', M, N, -1, -1 )
|
||||
|
||||
IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN
|
||||
*
|
||||
* Use unblocked code.
|
||||
*
|
||||
CALL ZLAUNHR_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 ZLAUNHR_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 ZTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB,
|
||||
$ N-J-JB+1, CONE, A( J, J ), LDA, A( J, J+JB ),
|
||||
$ LDA )
|
||||
IF( J+JB.LE.M ) THEN
|
||||
*
|
||||
* Update trailing submatrix.
|
||||
*
|
||||
CALL ZGEMM( 'No transpose', 'No transpose', M-J-JB+1,
|
||||
$ N-J-JB+1, JB, -CONE, A( J+JB, J ), LDA,
|
||||
$ A( J, J+JB ), LDA, CONE, A( J+JB, J+JB ),
|
||||
$ LDA )
|
||||
END IF
|
||||
END IF
|
||||
END DO
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of ZLAUNHR_COL_GETRFNP
|
||||
*
|
||||
END
|
|
@ -0,0 +1,314 @@
|
|||
*> \brief \b ZLAUNHR_COL_GETRFNP2
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download ZLAUNHR_COL_GETRFNP2 + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaunhr_col_getrfnp2.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaunhr_col_getrfnp2.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaunhr_col_getrfnp2.f">
|
||||
*> [TXT]</a>
|
||||
*> \endhtmlonly
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* RECURSIVE SUBROUTINE ZLAUNHR_COL_GETRFNP2( M, N, A, LDA, D, INFO )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* INTEGER INFO, LDA, M, N
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* COMPLEX*16 A( LDA, * ), D( * )
|
||||
* ..
|
||||
*
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> ZLAUNHR_COL_GETRFNP2 computes the modified LU factorization without
|
||||
*> pivoting of a complex 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 ZUNHR_COL. In ZUNHR_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].
|
||||
*>
|
||||
*> ZLAUNHR_COL_GETRFNP2 is called to factorize a block by the blocked
|
||||
*> routine ZLAUNHR_COL_GETRFNP, which uses blocked code calling
|
||||
*. Level 3 BLAS to update the submatrix. However, ZLAUNHR_COL_GETRFNP2
|
||||
*> is self-sufficient and can be used without ZLAUNHR_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 COMPLEX*16 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 COMPLEX*16 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 ( +1.0, 0.0 ) or (-1.0, 0.0 ).
|
||||
*> \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 complex16GEcomputational
|
||||
*
|
||||
*> \par Contributors:
|
||||
* ==================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> November 2019, Igor Kozachenko,
|
||||
*> Computer Science Division,
|
||||
*> University of California, Berkeley
|
||||
*>
|
||||
*> \endverbatim
|
||||
*
|
||||
* =====================================================================
|
||||
RECURSIVE SUBROUTINE ZLAUNHR_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 ..
|
||||
COMPLEX*16 A( LDA, * ), D( * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
DOUBLE PRECISION ONE
|
||||
PARAMETER ( ONE = 1.0D+0 )
|
||||
COMPLEX*16 CONE
|
||||
PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
DOUBLE PRECISION SFMIN
|
||||
INTEGER I, IINFO, N1, N2
|
||||
COMPLEX*16 Z
|
||||
* ..
|
||||
* .. External Functions ..
|
||||
DOUBLE PRECISION DLAMCH
|
||||
EXTERNAL DLAMCH
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL ZGEMM, ZSCAL, ZTRSM, XERBLA
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC ABS, DBLE, DCMPLX, DIMAG, DSIGN, MAX, MIN
|
||||
* ..
|
||||
* .. Statement Functions ..
|
||||
DOUBLE PRECISION CABS1
|
||||
* ..
|
||||
* .. Statement Function definitions ..
|
||||
CABS1( Z ) = ABS( DBLE( Z ) ) + ABS( DIMAG( Z ) )
|
||||
* ..
|
||||
* .. 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( 'ZLAUNHR_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 ) = DCMPLX( -DSIGN( ONE, DBLE( 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 ) = DCMPLX( -DSIGN( ONE, DBLE( 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( CABS1( A( 1, 1 ) ) .GE. SFMIN ) THEN
|
||||
CALL ZSCAL( M-1, CONE / 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 ZLAUNHR_COL_GETRFNP2( N1, N1, A, LDA, D, IINFO )
|
||||
*
|
||||
* Solve for B21
|
||||
*
|
||||
CALL ZTRSM( 'R', 'U', 'N', 'N', M-N1, N1, CONE, A, LDA,
|
||||
$ A( N1+1, 1 ), LDA )
|
||||
*
|
||||
* Solve for B12
|
||||
*
|
||||
CALL ZTRSM( 'L', 'L', 'N', 'U', N1, N2, CONE, A, LDA,
|
||||
$ A( 1, N1+1 ), LDA )
|
||||
*
|
||||
* Update B22, i.e. compute the Schur complement
|
||||
* B22 := B22 - B21*B12
|
||||
*
|
||||
CALL ZGEMM( 'N', 'N', M-N1, N2, N1, -CONE, A( N1+1, 1 ), LDA,
|
||||
$ A( 1, N1+1 ), LDA, CONE, A( N1+1, N1+1 ), LDA )
|
||||
*
|
||||
* Factor B22, recursive call
|
||||
*
|
||||
CALL ZLAUNHR_COL_GETRFNP2( M-N1, N2, A( N1+1, N1+1 ), LDA,
|
||||
$ D( N1+1 ), IINFO )
|
||||
*
|
||||
END IF
|
||||
RETURN
|
||||
*
|
||||
* End of ZLAUNHR_COL_GETRFNP2
|
||||
*
|
||||
END
|
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Reference in New Issue