Update LAPACK to 3.9.0
This commit is contained in:
parent
ef93c62eb7
commit
ff45990663
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@ -127,7 +127,7 @@
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*> \param[in,out] AUXV
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*> \verbatim
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*> AUXV is REAL array, dimension (NB)
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*> Auxiliar vector.
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*> Auxiliary vector.
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*> \endverbatim
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*>
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*> \param[in,out] F
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@ -67,7 +67,7 @@
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix H. N .GE. 0.
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*> The order of the matrix H. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] ILO
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@ -79,12 +79,12 @@
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*> \verbatim
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*> IHI is INTEGER
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*> It is assumed that H is already upper triangular in rows
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*> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
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*> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
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*> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
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*> previous call to SGEBAL, and then passed to SGEHRD when the
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*> matrix output by SGEBAL is reduced to Hessenberg form.
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*> Otherwise, ILO and IHI should be set to 1 and N,
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*> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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*> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
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*> If N = 0, then ILO = 1 and IHI = 0.
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*> \endverbatim
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*>
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@ -97,19 +97,19 @@
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*> decomposition (the Schur form); 2-by-2 diagonal blocks
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*> (corresponding to complex conjugate pairs of eigenvalues)
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*> are returned in standard form, with H(i,i) = H(i+1,i+1)
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*> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is
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*> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
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*> .FALSE., then the contents of H are unspecified on exit.
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*> (The output value of H when INFO.GT.0 is given under the
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*> (The output value of H when INFO > 0 is given under the
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*> description of INFO below.)
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*>
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*> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
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*> This subroutine may explicitly set H(i,j) = 0 for i > j and
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*> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
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*> \endverbatim
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*>
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*> \param[in] LDH
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*> \verbatim
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*> LDH is INTEGER
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*> The leading dimension of the array H. LDH .GE. max(1,N).
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*> The leading dimension of the array H. LDH >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] WR
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@ -125,7 +125,7 @@
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*> and WI(ILO:IHI). If two eigenvalues are computed as a
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*> complex conjugate pair, they are stored in consecutive
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*> elements of WR and WI, say the i-th and (i+1)th, with
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*> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then
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*> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
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*> the eigenvalues are stored in the same order as on the
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*> diagonal of the Schur form returned in H, with
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*> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
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@ -143,7 +143,7 @@
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*> IHIZ is INTEGER
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*> Specify the rows of Z to which transformations must be
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*> applied if WANTZ is .TRUE..
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*> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N.
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*> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
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*> \endverbatim
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*>
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*> \param[in,out] Z
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@ -153,7 +153,7 @@
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*> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
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*> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
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*> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
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*> (The output value of Z when INFO.GT.0 is given under
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*> (The output value of Z when INFO > 0 is given under
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*> the description of INFO below.)
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*> \endverbatim
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*>
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@ -161,7 +161,7 @@
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of the array Z. if WANTZ is .TRUE.
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*> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
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*> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
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*> \endverbatim
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*>
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*> \param[out] WORK
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@ -174,7 +174,7 @@
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK. LWORK .GE. max(1,N)
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*> The dimension of the array WORK. LWORK >= max(1,N)
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*> is sufficient, but LWORK typically as large as 6*N may
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*> be required for optimal performance. A workspace query
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*> to determine the optimal workspace size is recommended.
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@ -190,19 +190,19 @@
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> .GT. 0: if INFO = i, SLAQR0 failed to compute all of
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*> = 0: successful exit
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*> > 0: if INFO = i, SLAQR0 failed to compute all of
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*> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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*> and WI contain those eigenvalues which have been
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*> successfully computed. (Failures are rare.)
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*>
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*> If INFO .GT. 0 and WANT is .FALSE., then on exit,
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*> If INFO > 0 and WANT is .FALSE., then on exit,
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*> the remaining unconverged eigenvalues are the eigen-
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*> values of the upper Hessenberg matrix rows and
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*> columns ILO through INFO of the final, output
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*> value of H.
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*>
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*> If INFO .GT. 0 and WANTT is .TRUE., then on exit
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*> If INFO > 0 and WANTT is .TRUE., then on exit
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*>
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*> (*) (initial value of H)*U = U*(final value of H)
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*>
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@ -210,7 +210,7 @@
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*> value of H is upper Hessenberg and quasi-triangular
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*> in rows and columns INFO+1 through IHI.
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*>
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*> If INFO .GT. 0 and WANTZ is .TRUE., then on exit
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*> If INFO > 0 and WANTZ is .TRUE., then on exit
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*>
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*> (final value of Z(ILO:IHI,ILOZ:IHIZ)
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*> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
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@ -218,7 +218,7 @@
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*> where U is the orthogonal matrix in (*) (regard-
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*> less of the value of WANTT.)
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*>
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*> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
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*> If INFO > 0 and WANTZ is .FALSE., then Z is not
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*> accessed.
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*> \endverbatim
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*
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@ -677,7 +677,7 @@
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END IF
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END IF
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*
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* ==== Use up to NS of the the smallest magnatiude
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* ==== Use up to NS of the the smallest magnitude
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* . shifts. If there aren't NS shifts available,
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* . then use them all, possibly dropping one to
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* . make the number of shifts even. ====
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@ -69,7 +69,7 @@
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*> \verbatim
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*> LDH is INTEGER
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*> The leading dimension of H as declared in
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*> the calling procedure. LDH.GE.N
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*> the calling procedure. LDH >= N
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*> \endverbatim
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*>
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*> \param[in] SR1
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@ -103,7 +103,7 @@
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*> \param[in] NW
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*> \verbatim
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*> NW is INTEGER
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*> Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1).
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*> Deflation window size. 1 <= NW <= (KBOT-KTOP+1).
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*> \endverbatim
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*>
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*> \param[in,out] H
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@ -121,7 +121,7 @@
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*> \verbatim
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*> LDH is INTEGER
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*> Leading dimension of H just as declared in the calling
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*> subroutine. N .LE. LDH
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*> subroutine. N <= LDH
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*> \endverbatim
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*>
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*> \param[in] ILOZ
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@ -133,7 +133,7 @@
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*> \verbatim
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*> IHIZ is INTEGER
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*> Specify the rows of Z to which transformations must be
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*> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
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*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N.
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*> \endverbatim
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*>
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*> \param[in,out] Z
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@ -149,7 +149,7 @@
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of Z just as declared in the
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*> calling subroutine. 1 .LE. LDZ.
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*> calling subroutine. 1 <= LDZ.
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*> \endverbatim
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*>
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*> \param[out] NS
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@ -194,13 +194,13 @@
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*> \verbatim
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*> LDV is INTEGER
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*> The leading dimension of V just as declared in the
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*> calling subroutine. NW .LE. LDV
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*> calling subroutine. NW <= LDV
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*> \endverbatim
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*>
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*> \param[in] NH
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*> \verbatim
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*> NH is INTEGER
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*> The number of columns of T. NH.GE.NW.
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*> The number of columns of T. NH >= NW.
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*> \endverbatim
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*>
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*> \param[out] T
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*> \verbatim
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*> LDT is INTEGER
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*> The leading dimension of T just as declared in the
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*> calling subroutine. NW .LE. LDT
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*> calling subroutine. NW <= LDT
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*> \endverbatim
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*>
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*> \param[in] NV
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*> \verbatim
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*> NV is INTEGER
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*> The number of rows of work array WV available for
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*> workspace. NV.GE.NW.
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*> workspace. NV >= NW.
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*> \endverbatim
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*>
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*> \param[out] WV
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*> \verbatim
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*> LDWV is INTEGER
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*> The leading dimension of W just as declared in the
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*> calling subroutine. NW .LE. LDV
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*> calling subroutine. NW <= LDV
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*> \endverbatim
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*>
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*> \param[out] WORK
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@ -100,7 +100,7 @@
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*> \param[in] NW
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*> \verbatim
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*> NW is INTEGER
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*> Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1).
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*> Deflation window size. 1 <= NW <= (KBOT-KTOP+1).
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*> \endverbatim
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*>
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*> \param[in,out] H
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*> \verbatim
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*> LDH is INTEGER
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*> Leading dimension of H just as declared in the calling
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*> subroutine. N .LE. LDH
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*> subroutine. N <= LDH
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*> \endverbatim
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*>
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*> \param[in] ILOZ
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*> \verbatim
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*> IHIZ is INTEGER
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*> Specify the rows of Z to which transformations must be
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*> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
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*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N.
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*> \endverbatim
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*>
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*> \param[in,out] Z
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of Z just as declared in the
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*> calling subroutine. 1 .LE. LDZ.
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*> calling subroutine. 1 <= LDZ.
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*> \endverbatim
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*>
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*> \param[out] NS
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*> \verbatim
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*> LDV is INTEGER
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*> The leading dimension of V just as declared in the
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*> calling subroutine. NW .LE. LDV
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*> calling subroutine. NW <= LDV
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*> \endverbatim
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*>
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*> \param[in] NH
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*> \verbatim
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*> NH is INTEGER
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*> The number of columns of T. NH.GE.NW.
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*> The number of columns of T. NH >= NW.
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*> \endverbatim
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*>
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*> \param[out] T
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*> \verbatim
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*> LDT is INTEGER
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*> The leading dimension of T just as declared in the
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*> calling subroutine. NW .LE. LDT
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*> calling subroutine. NW <= LDT
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*> \endverbatim
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*>
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*> \param[in] NV
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*> \verbatim
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*> NV is INTEGER
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*> The number of rows of work array WV available for
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*> workspace. NV.GE.NW.
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*> workspace. NV >= NW.
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*> \endverbatim
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*>
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*> \param[out] WV
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*> \verbatim
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*> LDWV is INTEGER
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*> The leading dimension of W just as declared in the
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*> calling subroutine. NW .LE. LDV
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*> calling subroutine. NW <= LDV
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix H. N .GE. 0.
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*> The order of the matrix H. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] ILO
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*> \verbatim
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*> IHI is INTEGER
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*> It is assumed that H is already upper triangular in rows
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*> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
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*> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
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*> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
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*> previous call to SGEBAL, and then passed to SGEHRD when the
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*> matrix output by SGEBAL is reduced to Hessenberg form.
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*> Otherwise, ILO and IHI should be set to 1 and N,
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*> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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*> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
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*> If N = 0, then ILO = 1 and IHI = 0.
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*> \endverbatim
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*>
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*> decomposition (the Schur form); 2-by-2 diagonal blocks
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*> (corresponding to complex conjugate pairs of eigenvalues)
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*> are returned in standard form, with H(i,i) = H(i+1,i+1)
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*> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is
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*> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
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*> .FALSE., then the contents of H are unspecified on exit.
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*> (The output value of H when INFO.GT.0 is given under the
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*> (The output value of H when INFO > 0 is given under the
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*> description of INFO below.)
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*>
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*> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
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*> This subroutine may explicitly set H(i,j) = 0 for i > j and
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*> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
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*> \endverbatim
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*>
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*> \param[in] LDH
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*> \verbatim
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*> LDH is INTEGER
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*> The leading dimension of the array H. LDH .GE. max(1,N).
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*> The leading dimension of the array H. LDH >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] WR
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*> and WI(ILO:IHI). If two eigenvalues are computed as a
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*> complex conjugate pair, they are stored in consecutive
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*> elements of WR and WI, say the i-th and (i+1)th, with
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*> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then
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*> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
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*> the eigenvalues are stored in the same order as on the
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*> diagonal of the Schur form returned in H, with
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*> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
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*> IHIZ is INTEGER
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*> Specify the rows of Z to which transformations must be
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*> applied if WANTZ is .TRUE..
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*> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N.
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*> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
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*> \endverbatim
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*>
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*> \param[in,out] Z
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*> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
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*> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
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*> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
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*> (The output value of Z when INFO.GT.0 is given under
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*> (The output value of Z when INFO > 0 is given under
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*> the description of INFO below.)
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*> \endverbatim
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*>
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*> \verbatim
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*> LDZ is INTEGER
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*> The leading dimension of the array Z. if WANTZ is .TRUE.
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*> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
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*> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \param[in] LWORK
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*> \verbatim
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*> LWORK is INTEGER
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*> The dimension of the array WORK. LWORK .GE. max(1,N)
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*> The dimension of the array WORK. LWORK >= max(1,N)
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*> is sufficient, but LWORK typically as large as 6*N may
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*> be required for optimal performance. A workspace query
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*> to determine the optimal workspace size is recommended.
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*> INFO is INTEGER
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
|
||||
*> .GT. 0: if INFO = i, SLAQR4 failed to compute all of
|
||||
*> = 0: successful exit
|
||||
*> > 0: if INFO = i, SLAQR4 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)
|
||||
*>
|
||||
|
@ -219,7 +219,7 @@
|
|||
*> 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
|
||||
|
@ -227,7 +227,7 @@
|
|||
*> where U is the orthogonal matrix in (*) (regard-
|
||||
*> less of the value of WANTT.)
|
||||
*>
|
||||
*> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
|
||||
*> If INFO > 0 and WANTZ is .FALSE., then Z is not
|
||||
*> accessed.
|
||||
*> \endverbatim
|
||||
*
|
||||
|
@ -680,7 +680,7 @@
|
|||
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. ====
|
||||
|
|
|
@ -133,7 +133,7 @@
|
|||
*> \verbatim
|
||||
*> LDH is INTEGER
|
||||
*> LDH is the leading dimension of H just as declared in the
|
||||
*> calling procedure. LDH.GE.MAX(1,N).
|
||||
*> calling procedure. LDH >= MAX(1,N).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] ILOZ
|
||||
|
@ -145,7 +145,7 @@
|
|||
*> \verbatim
|
||||
*> IHIZ is INTEGER
|
||||
*> Specify the rows of Z to which transformations must be
|
||||
*> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N
|
||||
*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] Z
|
||||
|
@ -161,7 +161,7 @@
|
|||
*> \verbatim
|
||||
*> LDZ is INTEGER
|
||||
*> LDA is the leading dimension of Z just as declared in
|
||||
*> the calling procedure. LDZ.GE.N.
|
||||
*> the calling procedure. LDZ >= N.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] V
|
||||
|
@ -173,7 +173,7 @@
|
|||
*> \verbatim
|
||||
*> LDV is INTEGER
|
||||
*> LDV is the leading dimension of V as declared in the
|
||||
*> calling procedure. LDV.GE.3.
|
||||
*> calling procedure. LDV >= 3.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] U
|
||||
|
@ -185,33 +185,14 @@
|
|||
*> \verbatim
|
||||
*> LDU is INTEGER
|
||||
*> LDU is the leading dimension of U just as declared in the
|
||||
*> in the calling subroutine. LDU.GE.3*NSHFTS-3.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] NH
|
||||
*> \verbatim
|
||||
*> NH is INTEGER
|
||||
*> NH is the number of columns in array WH available for
|
||||
*> workspace. NH.GE.1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WH
|
||||
*> \verbatim
|
||||
*> WH is REAL array, dimension (LDWH,NH)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDWH
|
||||
*> \verbatim
|
||||
*> LDWH is INTEGER
|
||||
*> Leading dimension of WH just as declared in the
|
||||
*> calling procedure. LDWH.GE.3*NSHFTS-3.
|
||||
*> in the calling subroutine. LDU >= 3*NSHFTS-3.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] NV
|
||||
*> \verbatim
|
||||
*> NV is INTEGER
|
||||
*> NV is the number of rows in WV agailable for workspace.
|
||||
*> NV.GE.1.
|
||||
*> NV >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WV
|
||||
|
@ -223,9 +204,28 @@
|
|||
*> \verbatim
|
||||
*> LDWV is INTEGER
|
||||
*> LDWV is the leading dimension of WV as declared in the
|
||||
*> in the calling subroutine. LDWV.GE.NV.
|
||||
*> in the calling subroutine. LDWV >= NV.
|
||||
*> \endverbatim
|
||||
*
|
||||
*> \param[in] NH
|
||||
*> \verbatim
|
||||
*> NH is INTEGER
|
||||
*> NH is the number of columns in array WH available for
|
||||
*> workspace. NH >= 1.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WH
|
||||
*> \verbatim
|
||||
*> WH is REAL 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 >= (1,M).
|
||||
*> The leading dimension of the array C. LDC >= (1,M).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
|
|
|
@ -103,7 +103,7 @@
|
|||
*
|
||||
*> \date December 2016
|
||||
*
|
||||
*> \ingroup single_eig
|
||||
*> \ingroup realOTHERauxiliary
|
||||
*
|
||||
* =====================================================================
|
||||
SUBROUTINE SLARFY( UPLO, N, V, INCV, TAU, C, LDC, WORK )
|
||||
|
|
|
@ -91,7 +91,7 @@
|
|||
*> RTOL2 is REAL
|
||||
*> Tolerance for the convergence of the bisection intervals.
|
||||
*> An interval [LEFT,RIGHT] has converged if
|
||||
*> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
|
||||
*> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
|
||||
*> where GAP is the (estimated) distance to the nearest
|
||||
*> eigenvalue.
|
||||
*> \endverbatim
|
||||
|
@ -117,7 +117,7 @@
|
|||
*> WGAP is REAL array, dimension (N-1)
|
||||
*> On input, the (estimated) gaps between consecutive
|
||||
*> eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between
|
||||
*> eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST
|
||||
*> eigenvalues I and I+1. Note that if IFIRST = ILAST
|
||||
*> then WGAP(IFIRST-OFFSET) must be set to ZERO.
|
||||
*> On output, these gaps are refined.
|
||||
*> \endverbatim
|
||||
|
|
|
@ -150,7 +150,7 @@
|
|||
*> RTOL2 is REAL
|
||||
*> Parameters for bisection.
|
||||
*> An interval [LEFT,RIGHT] has converged if
|
||||
*> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
|
||||
*> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] SPLTOL
|
||||
|
|
|
@ -85,7 +85,7 @@
|
|||
*> RTOL is REAL
|
||||
*> Tolerance for the convergence of the bisection intervals.
|
||||
*> An interval [LEFT,RIGHT] has converged if
|
||||
*> RIGHT-LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|).
|
||||
*> RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] OFFSET
|
||||
|
|
|
@ -149,7 +149,7 @@
|
|||
*> RTOL2 is REAL
|
||||
*> 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
|
||||
|
|
|
@ -400,7 +400,7 @@
|
|||
VL( I ) = VLW( IDXI )
|
||||
50 CONTINUE
|
||||
*
|
||||
* Calculate the allowable deflation tolerence
|
||||
* Calculate the allowable deflation tolerance
|
||||
*
|
||||
EPS = SLAMCH( 'Epsilon' )
|
||||
TOL = MAX( ABS( ALPHA ), ABS( BETA ) )
|
||||
|
|
|
@ -60,7 +60,7 @@
|
|||
*>
|
||||
*> \param[in] X
|
||||
*> \verbatim
|
||||
*> X is REAL array, dimension (N)
|
||||
*> X is REAL array, dimension (1+(N-1)*INCX)
|
||||
*> The vector for which a scaled sum of squares is computed.
|
||||
*> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.
|
||||
*> \endverbatim
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
*> \brief \b SLASWLQ
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
|
@ -18,9 +19,20 @@
|
|||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> SLASWLQ computes a blocked Short-Wide LQ factorization of a
|
||||
*> M-by-N matrix A, where N >= M:
|
||||
*> A = L * Q
|
||||
*> SLASWLQ computes a blocked Tall-Skinny LQ factorization of
|
||||
*> a real M-by-N matrix A for M <= N:
|
||||
*>
|
||||
*> A = ( L 0 ) * Q,
|
||||
*>
|
||||
*> where:
|
||||
*>
|
||||
*> Q is a n-by-N orthogonal matrix, stored on exit in an implicit
|
||||
*> form in the elements above the digonal of the array A and in
|
||||
*> the elemenst of the array T;
|
||||
*> L is an lower-triangular M-by-M matrix stored on exit in
|
||||
*> the elements on and below the diagonal of the array A.
|
||||
*> 0 is a M-by-(N-M) zero matrix, if M < N, and is not stored.
|
||||
*>
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
|
@ -150,10 +162,10 @@
|
|||
SUBROUTINE SLASWLQ( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
|
||||
$ INFO)
|
||||
*
|
||||
* -- LAPACK computational routine (version 3.8.0) --
|
||||
* -- 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. --
|
||||
* November 2017
|
||||
* November 2019
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
INTEGER INFO, LDA, M, N, MB, NB, LWORK, LDT
|
||||
|
|
|
@ -284,8 +284,9 @@
|
|||
*
|
||||
* Swap A(I1, I2+1:M) with A(I2, I2+1:M)
|
||||
*
|
||||
CALL SSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA,
|
||||
$ A( J1+I2-1, I2+1 ), LDA )
|
||||
IF( I2.LT.M )
|
||||
$ CALL SSWAP( 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 SCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
|
||||
CALL SSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
|
||||
ELSE
|
||||
CALL SLASET( '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 SCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA )
|
||||
CALL SSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA )
|
||||
ELSE
|
||||
CALL SLASET( '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 SSWAP( M-I2, A( I2+1, J1+I1-1 ), 1,
|
||||
$ A( I2+1, J1+I2-1 ), 1 )
|
||||
IF( I2.LT.M )
|
||||
$ CALL SSWAP( 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 SCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
|
||||
CALL SSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
|
||||
ELSE
|
||||
CALL SLASET( '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 SCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 )
|
||||
CALL SSCAL( M-J-1, ALPHA, A( J+2, K ), 1 )
|
||||
ELSE
|
||||
CALL SLASET( 'Full', M-J-1, 1, ZERO, ZERO,
|
||||
$ A( J+2, K ), LDA )
|
||||
END IF
|
||||
END IF
|
||||
END IF
|
||||
J = J + 1
|
||||
|
|
|
@ -321,7 +321,7 @@
|
|||
* of A and working backwards, and compute the matrix W = U12*D
|
||||
* for use in updating A11
|
||||
*
|
||||
* Initilize the first entry of array E, where superdiagonal
|
||||
* Initialize the first entry of array E, where superdiagonal
|
||||
* elements of D are stored
|
||||
*
|
||||
E( 1 ) = ZERO
|
||||
|
@ -649,7 +649,7 @@
|
|||
* of A and working forwards, and compute the matrix W = L21*D
|
||||
* for use in updating A22
|
||||
*
|
||||
* Initilize the unused last entry of the subdiagonal array E.
|
||||
* Initialize the unused last entry of the subdiagonal array E.
|
||||
*
|
||||
E( N ) = ZERO
|
||||
*
|
||||
|
|
|
@ -85,7 +85,7 @@
|
|||
*> RHS is REAL array, dimension N.
|
||||
*> On entry, RHS contains contributions from other subsystems.
|
||||
*> On exit, RHS contains the solution of the subsystem with
|
||||
*> entries acoording to the value of IJOB (see above).
|
||||
*> entries according to the value of IJOB (see above).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] RDSUM
|
||||
|
@ -260,7 +260,7 @@
|
|||
*
|
||||
* Solve for U-part, look-ahead for RHS(N) = +-1. This is not done
|
||||
* in BSOLVE and will hopefully give us a better estimate because
|
||||
* any ill-conditioning of the original matrix is transfered to U
|
||||
* any ill-conditioning of the original matrix is transferred to U
|
||||
* and not to L. U(N, N) is an approximation to sigma_min(LU).
|
||||
*
|
||||
CALL SCOPY( N-1, RHS, 1, XP, 1 )
|
||||
|
|
|
@ -1,3 +1,4 @@
|
|||
*> \brief \b SLATSQR
|
||||
*
|
||||
* Definition:
|
||||
* ===========
|
||||
|
@ -19,8 +20,22 @@
|
|||
*> \verbatim
|
||||
*>
|
||||
*> SLATSQR computes a blocked Tall-Skinny QR factorization of
|
||||
*> an M-by-N matrix A, where M >= N:
|
||||
*> A = Q * R .
|
||||
*> a real M-by-N matrix A for M >= N:
|
||||
*>
|
||||
*> A = Q * ( R ),
|
||||
*> ( 0 )
|
||||
*>
|
||||
*> where:
|
||||
*>
|
||||
*> Q is a M-by-M orthogonal matrix, stored on exit in an implicit
|
||||
*> form in the elements below the digonal of the array A and in
|
||||
*> the elemenst of the array T;
|
||||
*>
|
||||
*> R is an upper-triangular N-by-N matrix, stored on exit in
|
||||
*> the elements on and above the diagonal of the array A.
|
||||
*>
|
||||
*> 0 is a (M-N)-by-N zero matrix, and is not stored.
|
||||
*>
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
|
@ -149,10 +164,10 @@
|
|||
SUBROUTINE SLATSQR( 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 +1,306 @@
|
|||
*> \brief \b SORGTSQR
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download SORGTSQR + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorgtsqr.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sorgtsqr.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sorgtsqr.f">
|
||||
*> [TXT]</a>
|
||||
*>
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE SORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
|
||||
* $ INFO )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* REAL A( LDA, * ), T( LDT, * ), WORK( * )
|
||||
* ..
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> SORGTSQR generates an M-by-N real matrix Q_out with orthonormal columns,
|
||||
*> which are the first N columns of a product of real orthogonal
|
||||
*> matrices of order M which are returned by SLATSQR
|
||||
*>
|
||||
*> Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ).
|
||||
*>
|
||||
*> See the documentation for SLATSQR.
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] M
|
||||
*> \verbatim
|
||||
*> M is INTEGER
|
||||
*> The number of rows of the matrix A. M >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The number of columns of the matrix A. M >= N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] MB
|
||||
*> \verbatim
|
||||
*> MB is INTEGER
|
||||
*> The row block size used by SLATSQR to return
|
||||
*> arrays A and T. MB > N.
|
||||
*> (Note that if MB > M, then M is used instead of MB
|
||||
*> as the row block size).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] NB
|
||||
*> \verbatim
|
||||
*> NB is INTEGER
|
||||
*> The column block size used by SLATSQR to return
|
||||
*> arrays A and T. NB >= 1.
|
||||
*> (Note that if NB > N, then N is used instead of NB
|
||||
*> as the column block size).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] A
|
||||
*> \verbatim
|
||||
*> A is REAL array, dimension (LDA,N)
|
||||
*>
|
||||
*> On entry:
|
||||
*>
|
||||
*> The elements on and above the diagonal are not accessed.
|
||||
*> The elements below the diagonal represent the unit
|
||||
*> lower-trapezoidal blocked matrix V computed by SLATSQR
|
||||
*> that defines the input matrices Q_in(k) (ones on the
|
||||
*> diagonal are not stored) (same format as the output A
|
||||
*> below the diagonal in SLATSQR).
|
||||
*>
|
||||
*> On exit:
|
||||
*>
|
||||
*> The array A contains an M-by-N orthonormal matrix Q_out,
|
||||
*> i.e the columns of A are orthogonal unit vectors.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDA
|
||||
*> \verbatim
|
||||
*> LDA is INTEGER
|
||||
*> The leading dimension of the array A. LDA >= max(1,M).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] T
|
||||
*> \verbatim
|
||||
*> T is REAL array,
|
||||
*> dimension (LDT, N * NIRB)
|
||||
*> where NIRB = Number_of_input_row_blocks
|
||||
*> = MAX( 1, CEIL((M-N)/(MB-N)) )
|
||||
*> Let NICB = Number_of_input_col_blocks
|
||||
*> = CEIL(N/NB)
|
||||
*>
|
||||
*> The upper-triangular block reflectors used to define the
|
||||
*> input matrices Q_in(k), k=(1:NIRB*NICB). The block
|
||||
*> reflectors are stored in compact form in NIRB block
|
||||
*> reflector sequences. Each of NIRB block reflector sequences
|
||||
*> is stored in a larger NB-by-N column block of T and consists
|
||||
*> of NICB smaller NB-by-NB upper-triangular column blocks.
|
||||
*> (same format as the output T in SLATSQR).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T.
|
||||
*> LDT >= max(1,min(NB1,N)).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> (workspace) REAL array, dimension (MAX(2,LWORK))
|
||||
*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LWORK
|
||||
*> \verbatim
|
||||
*> The dimension of the array WORK. LWORK >= (M+NB)*N.
|
||||
*> If LWORK = -1, then a workspace query is assumed.
|
||||
*> The routine only calculates the optimal size of the WORK
|
||||
*> array, returns this value as the first entry of the WORK
|
||||
*> array, and no error message related to LWORK is issued
|
||||
*> by XERBLA.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: successful exit
|
||||
*> < 0: if INFO = -i, the i-th argument had an illegal value
|
||||
*> \endverbatim
|
||||
*>
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \date November 2019
|
||||
*
|
||||
*> \ingroup singleOTHERcomputational
|
||||
*
|
||||
*> \par Contributors:
|
||||
* ==================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> November 2019, Igor Kozachenko,
|
||||
*> Computer Science Division,
|
||||
*> University of California, Berkeley
|
||||
*>
|
||||
*> \endverbatim
|
||||
*
|
||||
* =====================================================================
|
||||
SUBROUTINE SORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK,
|
||||
$ INFO )
|
||||
IMPLICIT NONE
|
||||
*
|
||||
* -- LAPACK computational routine (version 3.9.0) --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* November 2019
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
REAL A( LDA, * ), T( LDT, * ), WORK( * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
REAL ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
LOGICAL LQUERY
|
||||
INTEGER IINFO, LDC, LWORKOPT, LC, LW, NBLOCAL, J
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL SCOPY, SLAMTSQR, SLASET, XERBLA
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC REAL, MAX, MIN
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Test the input parameters
|
||||
*
|
||||
LQUERY = LWORK.EQ.-1
|
||||
INFO = 0
|
||||
IF( M.LT.0 ) THEN
|
||||
INFO = -1
|
||||
ELSE IF( N.LT.0 .OR. M.LT.N ) THEN
|
||||
INFO = -2
|
||||
ELSE IF( MB.LE.N ) THEN
|
||||
INFO = -3
|
||||
ELSE IF( NB.LT.1 ) THEN
|
||||
INFO = -4
|
||||
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
|
||||
INFO = -6
|
||||
ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN
|
||||
INFO = -8
|
||||
ELSE
|
||||
*
|
||||
* Test the input LWORK for the dimension of the array WORK.
|
||||
* This workspace is used to store array C(LDC, N) and WORK(LWORK)
|
||||
* in the call to DLAMTSQR. See the documentation for DLAMTSQR.
|
||||
*
|
||||
IF( LWORK.LT.2 .AND. (.NOT.LQUERY) ) THEN
|
||||
INFO = -10
|
||||
ELSE
|
||||
*
|
||||
* Set block size for column blocks
|
||||
*
|
||||
NBLOCAL = MIN( NB, N )
|
||||
*
|
||||
* LWORK = -1, then set the size for the array C(LDC,N)
|
||||
* in DLAMTSQR call and set the optimal size of the work array
|
||||
* WORK(LWORK) in DLAMTSQR call.
|
||||
*
|
||||
LDC = M
|
||||
LC = LDC*N
|
||||
LW = N * NBLOCAL
|
||||
*
|
||||
LWORKOPT = LC+LW
|
||||
*
|
||||
IF( ( LWORK.LT.MAX( 1, LWORKOPT ) ).AND.(.NOT.LQUERY) ) THEN
|
||||
INFO = -10
|
||||
END IF
|
||||
END IF
|
||||
*
|
||||
END IF
|
||||
*
|
||||
* Handle error in the input parameters and return workspace query.
|
||||
*
|
||||
IF( INFO.NE.0 ) THEN
|
||||
CALL XERBLA( 'SORGTSQR', -INFO )
|
||||
RETURN
|
||||
ELSE IF ( LQUERY ) THEN
|
||||
WORK( 1 ) = REAL( LWORKOPT )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( MIN( M, N ).EQ.0 ) THEN
|
||||
WORK( 1 ) = REAL( LWORKOPT )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* (1) Form explicitly the tall-skinny M-by-N left submatrix Q1_in
|
||||
* of M-by-M orthogonal matrix Q_in, which is implicitly stored in
|
||||
* the subdiagonal part of input array A and in the input array T.
|
||||
* Perform by the following operation using the routine DLAMTSQR.
|
||||
*
|
||||
* Q1_in = Q_in * ( I ), where I is a N-by-N identity matrix,
|
||||
* ( 0 ) 0 is a (M-N)-by-N zero matrix.
|
||||
*
|
||||
* (1a) Form M-by-N matrix in the array WORK(1:LDC*N) with ones
|
||||
* on the diagonal and zeros elsewhere.
|
||||
*
|
||||
CALL SLASET( 'F', M, N, ZERO, ONE, WORK, LDC )
|
||||
*
|
||||
* (1b) On input, WORK(1:LDC*N) stores ( I );
|
||||
* ( 0 )
|
||||
*
|
||||
* On output, WORK(1:LDC*N) stores Q1_in.
|
||||
*
|
||||
CALL SLAMTSQR( 'L', 'N', M, N, N, MB, NBLOCAL, A, LDA, T, LDT,
|
||||
$ WORK, LDC, WORK( LC+1 ), LW, IINFO )
|
||||
*
|
||||
* (2) Copy the result from the part of the work array (1:M,1:N)
|
||||
* with the leading dimension LDC that starts at WORK(1) into
|
||||
* the output array A(1:M,1:N) column-by-column.
|
||||
*
|
||||
DO J = 1, N
|
||||
CALL SCOPY( M, WORK( (J-1)*LDC + 1 ), 1, A( 1, J ), 1 )
|
||||
END DO
|
||||
*
|
||||
WORK( 1 ) = REAL( LWORKOPT )
|
||||
RETURN
|
||||
*
|
||||
* End of SORGTSQR
|
||||
*
|
||||
END
|
|
@ -0,0 +1,439 @@
|
|||
*> \brief \b SORHR_COL
|
||||
*
|
||||
* =========== DOCUMENTATION ===========
|
||||
*
|
||||
* Online html documentation available at
|
||||
* http://www.netlib.org/lapack/explore-html/
|
||||
*
|
||||
*> \htmlonly
|
||||
*> Download SORHR_COL + dependencies
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sorhr_col.f">
|
||||
*> [TGZ]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sorhr_col.f">
|
||||
*> [ZIP]</a>
|
||||
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sorhr_col.f">
|
||||
*> [TXT]</a>
|
||||
*>
|
||||
* Definition:
|
||||
* ===========
|
||||
*
|
||||
* SUBROUTINE SORHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO )
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
* INTEGER INFO, LDA, LDT, M, N, NB
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
* REAL A( LDA, * ), D( * ), T( LDT, * )
|
||||
* ..
|
||||
*
|
||||
*> \par Purpose:
|
||||
* =============
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> SORHR_COL takes an M-by-N real matrix Q_in with orthonormal columns
|
||||
*> as input, stored in A, and performs Householder Reconstruction (HR),
|
||||
*> i.e. reconstructs Householder vectors V(i) implicitly representing
|
||||
*> another M-by-N matrix Q_out, with the property that Q_in = Q_out*S,
|
||||
*> where S is an N-by-N diagonal matrix with diagonal entries
|
||||
*> equal to +1 or -1. The Householder vectors (columns V(i) of V) are
|
||||
*> stored in A on output, and the diagonal entries of S are stored in D.
|
||||
*> Block reflectors are also returned in T
|
||||
*> (same output format as SGEQRT).
|
||||
*> \endverbatim
|
||||
*
|
||||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] M
|
||||
*> \verbatim
|
||||
*> M is INTEGER
|
||||
*> The number of rows of the matrix A. M >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] N
|
||||
*> \verbatim
|
||||
*> N is INTEGER
|
||||
*> The number of columns of the matrix A. M >= N >= 0.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] NB
|
||||
*> \verbatim
|
||||
*> NB is INTEGER
|
||||
*> The column block size to be used in the reconstruction
|
||||
*> of Householder column vector blocks in the array A and
|
||||
*> corresponding block reflectors in the array T. NB >= 1.
|
||||
*> (Note that if NB > N, then N is used instead of NB
|
||||
*> as the column block size.)
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] A
|
||||
*> \verbatim
|
||||
*> A is REAL array, dimension (LDA,N)
|
||||
*>
|
||||
*> On entry:
|
||||
*>
|
||||
*> The array A contains an M-by-N orthonormal matrix Q_in,
|
||||
*> i.e the columns of A are orthogonal unit vectors.
|
||||
*>
|
||||
*> On exit:
|
||||
*>
|
||||
*> The elements below the diagonal of A represent the unit
|
||||
*> lower-trapezoidal matrix V of Householder column vectors
|
||||
*> V(i). The unit diagonal entries of V are not stored
|
||||
*> (same format as the output below the diagonal in A from
|
||||
*> SGEQRT). The matrix T and the matrix V stored on output
|
||||
*> in A implicitly define Q_out.
|
||||
*>
|
||||
*> The elements above the diagonal contain the factor U
|
||||
*> of the "modified" LU-decomposition:
|
||||
*> Q_in - ( S ) = V * U
|
||||
*> ( 0 )
|
||||
*> where 0 is a (M-N)-by-(M-N) zero matrix.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDA
|
||||
*> \verbatim
|
||||
*> LDA is INTEGER
|
||||
*> The leading dimension of the array A. LDA >= max(1,M).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] T
|
||||
*> \verbatim
|
||||
*> T is REAL array,
|
||||
*> dimension (LDT, N)
|
||||
*>
|
||||
*> Let NOCB = Number_of_output_col_blocks
|
||||
*> = CEIL(N/NB)
|
||||
*>
|
||||
*> On exit, T(1:NB, 1:N) contains NOCB upper-triangular
|
||||
*> block reflectors used to define Q_out stored in compact
|
||||
*> form as a sequence of upper-triangular NB-by-NB column
|
||||
*> blocks (same format as the output T in SGEQRT).
|
||||
*> The matrix T and the matrix V stored on output in A
|
||||
*> implicitly define Q_out. NOTE: The lower triangles
|
||||
*> below the upper-triangular blcoks will be filled with
|
||||
*> zeros. See Further Details.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LDT
|
||||
*> \verbatim
|
||||
*> LDT is INTEGER
|
||||
*> The leading dimension of the array T.
|
||||
*> LDT >= max(1,min(NB,N)).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] D
|
||||
*> \verbatim
|
||||
*> D is REAL array, dimension min(M,N).
|
||||
*> The elements can be only plus or minus one.
|
||||
*>
|
||||
*> D(i) is constructed as D(i) = -SIGN(Q_in_i(i,i)), where
|
||||
*> 1 <= i <= min(M,N), and Q_in_i is Q_in after performing
|
||||
*> i-1 steps of “modified” Gaussian elimination.
|
||||
*> See Further Details.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0: successful exit
|
||||
*> < 0: if INFO = -i, the i-th argument had an illegal value
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \par Further Details:
|
||||
* =====================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> The computed M-by-M orthogonal factor Q_out is defined implicitly as
|
||||
*> a product of orthogonal matrices Q_out(i). Each Q_out(i) is stored in
|
||||
*> the compact WY-representation format in the corresponding blocks of
|
||||
*> matrices V (stored in A) and T.
|
||||
*>
|
||||
*> The M-by-N unit lower-trapezoidal matrix V stored in the M-by-N
|
||||
*> matrix A contains the column vectors V(i) in NB-size column
|
||||
*> blocks VB(j). For example, VB(1) contains the columns
|
||||
*> V(1), V(2), ... V(NB). NOTE: The unit entries on
|
||||
*> the diagonal of Y are not stored in A.
|
||||
*>
|
||||
*> The number of column blocks is
|
||||
*>
|
||||
*> NOCB = Number_of_output_col_blocks = CEIL(N/NB)
|
||||
*>
|
||||
*> where each block is of order NB except for the last block, which
|
||||
*> is of order LAST_NB = N - (NOCB-1)*NB.
|
||||
*>
|
||||
*> For example, if M=6, N=5 and NB=2, the matrix V is
|
||||
*>
|
||||
*>
|
||||
*> V = ( VB(1), VB(2), VB(3) ) =
|
||||
*>
|
||||
*> = ( 1 )
|
||||
*> ( v21 1 )
|
||||
*> ( v31 v32 1 )
|
||||
*> ( v41 v42 v43 1 )
|
||||
*> ( v51 v52 v53 v54 1 )
|
||||
*> ( v61 v62 v63 v54 v65 )
|
||||
*>
|
||||
*>
|
||||
*> For each of the column blocks VB(i), an upper-triangular block
|
||||
*> reflector TB(i) is computed. These blocks are stored as
|
||||
*> a sequence of upper-triangular column blocks in the NB-by-N
|
||||
*> matrix T. The size of each TB(i) block is NB-by-NB, except
|
||||
*> for the last block, whose size is LAST_NB-by-LAST_NB.
|
||||
*>
|
||||
*> For example, if M=6, N=5 and NB=2, the matrix T is
|
||||
*>
|
||||
*> T = ( TB(1), TB(2), TB(3) ) =
|
||||
*>
|
||||
*> = ( t11 t12 t13 t14 t15 )
|
||||
*> ( t22 t24 )
|
||||
*>
|
||||
*>
|
||||
*> The M-by-M factor Q_out is given as a product of NOCB
|
||||
*> orthogonal M-by-M matrices Q_out(i).
|
||||
*>
|
||||
*> Q_out = Q_out(1) * Q_out(2) * ... * Q_out(NOCB),
|
||||
*>
|
||||
*> where each matrix Q_out(i) is given by the WY-representation
|
||||
*> using corresponding blocks from the matrices V and T:
|
||||
*>
|
||||
*> Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T,
|
||||
*>
|
||||
*> where I is the identity matrix. Here is the formula with matrix
|
||||
*> dimensions:
|
||||
*>
|
||||
*> Q(i){M-by-M} = I{M-by-M} -
|
||||
*> VB(i){M-by-INB} * TB(i){INB-by-INB} * (VB(i))**T {INB-by-M},
|
||||
*>
|
||||
*> where INB = NB, except for the last block NOCB
|
||||
*> for which INB=LAST_NB.
|
||||
*>
|
||||
*> =====
|
||||
*> NOTE:
|
||||
*> =====
|
||||
*>
|
||||
*> If Q_in is the result of doing a QR factorization
|
||||
*> B = Q_in * R_in, then:
|
||||
*>
|
||||
*> B = (Q_out*S) * R_in = Q_out * (S * R_in) = O_out * R_out.
|
||||
*>
|
||||
*> So if one wants to interpret Q_out as the result
|
||||
*> of the QR factorization of B, then corresponding R_out
|
||||
*> should be obtained by R_out = S * R_in, i.e. some rows of R_in
|
||||
*> should be multiplied by -1.
|
||||
*>
|
||||
*> For the details of the algorithm, see [1].
|
||||
*>
|
||||
*> [1] "Reconstructing Householder vectors from tall-skinny QR",
|
||||
*> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen,
|
||||
*> E. Solomonik, J. Parallel Distrib. Comput.,
|
||||
*> vol. 85, pp. 3-31, 2015.
|
||||
*> \endverbatim
|
||||
*>
|
||||
* Authors:
|
||||
* ========
|
||||
*
|
||||
*> \author Univ. of Tennessee
|
||||
*> \author Univ. of California Berkeley
|
||||
*> \author Univ. of Colorado Denver
|
||||
*> \author NAG Ltd.
|
||||
*
|
||||
*> \date November 2019
|
||||
*
|
||||
*> \ingroup singleOTHERcomputational
|
||||
*
|
||||
*> \par Contributors:
|
||||
* ==================
|
||||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> November 2019, Igor Kozachenko,
|
||||
*> Computer Science Division,
|
||||
*> University of California, Berkeley
|
||||
*>
|
||||
*> \endverbatim
|
||||
*
|
||||
* =====================================================================
|
||||
SUBROUTINE SORHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO )
|
||||
IMPLICIT NONE
|
||||
*
|
||||
* -- LAPACK computational routine (version 3.9.0) --
|
||||
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
||||
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
||||
* November 2019
|
||||
*
|
||||
* .. Scalar Arguments ..
|
||||
INTEGER INFO, LDA, LDT, M, N, NB
|
||||
* ..
|
||||
* .. Array Arguments ..
|
||||
REAL A( LDA, * ), D( * ), T( LDT, * )
|
||||
* ..
|
||||
*
|
||||
* =====================================================================
|
||||
*
|
||||
* .. Parameters ..
|
||||
REAL ONE, ZERO
|
||||
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
|
||||
* ..
|
||||
* .. Local Scalars ..
|
||||
INTEGER I, IINFO, J, JB, JBTEMP1, JBTEMP2, JNB,
|
||||
$ NPLUSONE
|
||||
* ..
|
||||
* .. External Subroutines ..
|
||||
EXTERNAL SCOPY, SLAORHR_COL_GETRFNP, SSCAL, STRSM, XERBLA
|
||||
* ..
|
||||
* .. Intrinsic Functions ..
|
||||
INTRINSIC MAX, MIN
|
||||
* ..
|
||||
* .. Executable Statements ..
|
||||
*
|
||||
* Test the input parameters
|
||||
*
|
||||
INFO = 0
|
||||
IF( M.LT.0 ) THEN
|
||||
INFO = -1
|
||||
ELSE IF( N.LT.0 .OR. N.GT.M ) THEN
|
||||
INFO = -2
|
||||
ELSE IF( NB.LT.1 ) THEN
|
||||
INFO = -3
|
||||
ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
|
||||
INFO = -5
|
||||
ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN
|
||||
INFO = -7
|
||||
END IF
|
||||
*
|
||||
* Handle error in the input parameters.
|
||||
*
|
||||
IF( INFO.NE.0 ) THEN
|
||||
CALL XERBLA( 'SORHR_COL', -INFO )
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Quick return if possible
|
||||
*
|
||||
IF( MIN( M, N ).EQ.0 ) THEN
|
||||
RETURN
|
||||
END IF
|
||||
*
|
||||
* On input, the M-by-N matrix A contains the orthogonal
|
||||
* M-by-N matrix Q_in.
|
||||
*
|
||||
* (1) Compute the unit lower-trapezoidal V (ones on the diagonal
|
||||
* are not stored) by performing the "modified" LU-decomposition.
|
||||
*
|
||||
* Q_in - ( S ) = V * U = ( V1 ) * U,
|
||||
* ( 0 ) ( V2 )
|
||||
*
|
||||
* where 0 is an (M-N)-by-N zero matrix.
|
||||
*
|
||||
* (1-1) Factor V1 and U.
|
||||
|
||||
CALL SLAORHR_COL_GETRFNP( N, N, A, LDA, D, IINFO )
|
||||
*
|
||||
* (1-2) Solve for V2.
|
||||
*
|
||||
IF( M.GT.N ) THEN
|
||||
CALL STRSM( 'R', 'U', 'N', 'N', M-N, N, ONE, A, LDA,
|
||||
$ A( N+1, 1 ), LDA )
|
||||
END IF
|
||||
*
|
||||
* (2) Reconstruct the block reflector T stored in T(1:NB, 1:N)
|
||||
* as a sequence of upper-triangular blocks with NB-size column
|
||||
* blocking.
|
||||
*
|
||||
* Loop over the column blocks of size NB of the array A(1:M,1:N)
|
||||
* and the array T(1:NB,1:N), JB is the column index of a column
|
||||
* block, JNB is the column block size at each step JB.
|
||||
*
|
||||
NPLUSONE = N + 1
|
||||
DO JB = 1, N, NB
|
||||
*
|
||||
* (2-0) Determine the column block size JNB.
|
||||
*
|
||||
JNB = MIN( NPLUSONE-JB, NB )
|
||||
*
|
||||
* (2-1) Copy the upper-triangular part of the current JNB-by-JNB
|
||||
* diagonal block U(JB) (of the N-by-N matrix U) stored
|
||||
* in A(JB:JB+JNB-1,JB:JB+JNB-1) into the upper-triangular part
|
||||
* of the current JNB-by-JNB block T(1:JNB,JB:JB+JNB-1)
|
||||
* column-by-column, total JNB*(JNB+1)/2 elements.
|
||||
*
|
||||
JBTEMP1 = JB - 1
|
||||
DO J = JB, JB+JNB-1
|
||||
CALL SCOPY( J-JBTEMP1, A( JB, J ), 1, T( 1, J ), 1 )
|
||||
END DO
|
||||
*
|
||||
* (2-2) Perform on the upper-triangular part of the current
|
||||
* JNB-by-JNB diagonal block U(JB) (of the N-by-N matrix U) stored
|
||||
* in T(1:JNB,JB:JB+JNB-1) the following operation in place:
|
||||
* (-1)*U(JB)*S(JB), i.e the result will be stored in the upper-
|
||||
* triangular part of T(1:JNB,JB:JB+JNB-1). This multiplication
|
||||
* of the JNB-by-JNB diagonal block U(JB) by the JNB-by-JNB
|
||||
* diagonal block S(JB) of the N-by-N sign matrix S from the
|
||||
* right means changing the sign of each J-th column of the block
|
||||
* U(JB) according to the sign of the diagonal element of the block
|
||||
* S(JB), i.e. S(J,J) that is stored in the array element D(J).
|
||||
*
|
||||
DO J = JB, JB+JNB-1
|
||||
IF( D( J ).EQ.ONE ) THEN
|
||||
CALL SSCAL( J-JBTEMP1, -ONE, T( 1, J ), 1 )
|
||||
END IF
|
||||
END DO
|
||||
*
|
||||
* (2-3) Perform the triangular solve for the current block
|
||||
* matrix X(JB):
|
||||
*
|
||||
* X(JB) * (A(JB)**T) = B(JB), where:
|
||||
*
|
||||
* A(JB)**T is a JNB-by-JNB unit upper-triangular
|
||||
* coefficient block, and A(JB)=V1(JB), which
|
||||
* is a JNB-by-JNB unit lower-triangular block
|
||||
* stored in A(JB:JB+JNB-1,JB:JB+JNB-1).
|
||||
* The N-by-N matrix V1 is the upper part
|
||||
* of the M-by-N lower-trapezoidal matrix V
|
||||
* stored in A(1:M,1:N);
|
||||
*
|
||||
* B(JB) is a JNB-by-JNB upper-triangular right-hand
|
||||
* side block, B(JB) = (-1)*U(JB)*S(JB), and
|
||||
* B(JB) is stored in T(1:JNB,JB:JB+JNB-1);
|
||||
*
|
||||
* X(JB) is a JNB-by-JNB upper-triangular solution
|
||||
* block, X(JB) is the upper-triangular block
|
||||
* reflector T(JB), and X(JB) is stored
|
||||
* in T(1:JNB,JB:JB+JNB-1).
|
||||
*
|
||||
* In other words, we perform the triangular solve for the
|
||||
* upper-triangular block T(JB):
|
||||
*
|
||||
* T(JB) * (V1(JB)**T) = (-1)*U(JB)*S(JB).
|
||||
*
|
||||
* Even though the blocks X(JB) and B(JB) are upper-
|
||||
* triangular, the routine STRSM will access all JNB**2
|
||||
* elements of the square T(1:JNB,JB:JB+JNB-1). Therefore,
|
||||
* we need to set to zero the elements of the block
|
||||
* T(1:JNB,JB:JB+JNB-1) below the diagonal before the call
|
||||
* to STRSM.
|
||||
*
|
||||
* (2-3a) Set the elements to zero.
|
||||
*
|
||||
JBTEMP2 = JB - 2
|
||||
DO J = JB, JB+JNB-2
|
||||
DO I = J-JBTEMP2, NB
|
||||
T( I, J ) = ZERO
|
||||
END DO
|
||||
END DO
|
||||
*
|
||||
* (2-3b) Perform the triangular solve.
|
||||
*
|
||||
CALL STRSM( 'R', 'L', 'T', 'U', JNB, JNB, ONE,
|
||||
$ A( JB, JB ), LDA, T( 1, JB ), LDT )
|
||||
*
|
||||
END DO
|
||||
*
|
||||
RETURN
|
||||
*
|
||||
* End of SORHR_COL
|
||||
*
|
||||
END
|
|
@ -135,7 +135,7 @@
|
|||
*> \param[in,out] S
|
||||
*> \verbatim
|
||||
*> S is REAL array, dimension (N)
|
||||
*> The row scale factors for A. If EQUED = 'Y', A is multiplied on
|
||||
*> The scale factors for A. If EQUED = 'Y', A is multiplied on
|
||||
*> the left and right by diag(S). S is an input argument if FACT =
|
||||
*> 'F'; otherwise, S is an output argument. If FACT = 'F' and EQUED
|
||||
*> = 'Y', each element of S must be positive. If S is output, each
|
||||
|
@ -263,7 +263,7 @@
|
|||
*> 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
|
||||
|
@ -299,14 +299,14 @@
|
|||
*> \param[in] NPARAMS
|
||||
*> \verbatim
|
||||
*> NPARAMS is INTEGER
|
||||
*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
||||
*> Specifies the number of parameters set in PARAMS. If <= 0, the
|
||||
*> PARAMS array is never referenced and default values are used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] PARAMS
|
||||
*> \verbatim
|
||||
*> PARAMS is REAL array, dimension NPARAMS
|
||||
*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
||||
*> Specifies algorithm parameters. If an entry is < 0.0, then
|
||||
*> that entry will be filled with default value used for that
|
||||
*> parameter. Only positions up to NPARAMS are accessed; defaults
|
||||
*> are used for higher-numbered parameters.
|
||||
|
@ -314,9 +314,9 @@
|
|||
*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
||||
*> refinement or not.
|
||||
*> Default: 1.0
|
||||
*> = 0.0 : No refinement is performed, and no error bounds are
|
||||
*> = 0.0: No refinement is performed, and no error bounds are
|
||||
*> computed.
|
||||
*> = 1.0 : Use the double-precision refinement algorithm,
|
||||
*> = 1.0: Use the double-precision refinement algorithm,
|
||||
*> possibly with doubled-single computations if the
|
||||
*> compilation environment does not support DOUBLE
|
||||
*> PRECISION.
|
||||
|
|
|
@ -366,7 +366,7 @@
|
|||
*> 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
|
||||
|
@ -402,14 +402,14 @@
|
|||
*> \param[in] NPARAMS
|
||||
*> \verbatim
|
||||
*> NPARAMS is INTEGER
|
||||
*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
||||
*> Specifies the number of parameters set in PARAMS. If <= 0, the
|
||||
*> PARAMS array is never referenced and default values are used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] PARAMS
|
||||
*> \verbatim
|
||||
*> PARAMS is REAL array, dimension NPARAMS
|
||||
*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
||||
*> Specifies algorithm parameters. If an entry is < 0.0, then
|
||||
*> that entry will be filled with default value used for that
|
||||
*> parameter. Only positions up to NPARAMS are accessed; defaults
|
||||
*> are used for higher-numbered parameters.
|
||||
|
@ -417,9 +417,9 @@
|
|||
*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
||||
*> refinement or not.
|
||||
*> Default: 1.0
|
||||
*> = 0.0 : No refinement is performed, and no error bounds are
|
||||
*> = 0.0: No refinement is performed, and no error bounds are
|
||||
*> computed.
|
||||
*> = 1.0 : Use the double-precision refinement algorithm,
|
||||
*> = 1.0: Use the double-precision refinement algorithm,
|
||||
*> possibly with doubled-single computations if the
|
||||
*> compilation environment does not support DOUBLE
|
||||
*> PRECISION.
|
||||
|
|
|
@ -124,7 +124,7 @@
|
|||
*> LDVT is INTEGER.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] WORK
|
||||
*> \param[out] WORK
|
||||
*> \verbatim
|
||||
*> WORK is REAL array. Workspace of size nb.
|
||||
*> \endverbatim
|
||||
|
|
|
@ -261,11 +261,11 @@
|
|||
*> \param[out] INFO
|
||||
*> \verbatim
|
||||
*> INFO is INTEGER
|
||||
*> = 0 : successful exit
|
||||
*> < 0 : if INFO = -i, the i-th argument had an illegal value
|
||||
*> = 0: successful exit
|
||||
*> < 0: if INFO = -i, the i-th argument had an illegal value
|
||||
*> <= N: if INFO = i, then i eigenvectors failed to converge.
|
||||
*> Their indices are stored in IFAIL.
|
||||
*> > N : SPBSTF returned an error code; i.e.,
|
||||
*> > N: SPBSTF returned an error code; i.e.,
|
||||
*> if INFO = N + i, for 1 <= i <= N, then the leading
|
||||
*> minor of order i of B is not positive definite.
|
||||
*> The factorization of B could not be completed and
|
||||
|
|
|
@ -233,13 +233,13 @@
|
|||
*> \param[in,out] TRYRAC
|
||||
*> \verbatim
|
||||
*> TRYRAC is LOGICAL
|
||||
*> If TRYRAC.EQ..TRUE., indicates that the code should check whether
|
||||
*> If TRYRAC = .TRUE., indicates that the code should check whether
|
||||
*> the tridiagonal matrix defines its eigenvalues to high relative
|
||||
*> accuracy. If so, the code uses relative-accuracy preserving
|
||||
*> algorithms that might be (a bit) slower depending on the matrix.
|
||||
*> If the matrix does not define its eigenvalues to high relative
|
||||
*> accuracy, the code can uses possibly faster algorithms.
|
||||
*> If TRYRAC.EQ..FALSE., the code is not required to guarantee
|
||||
*> If TRYRAC = .FALSE., the code is not required to guarantee
|
||||
*> relatively accurate eigenvalues and can use the fastest possible
|
||||
*> techniques.
|
||||
*> On exit, a .TRUE. TRYRAC will be set to .FALSE. if the matrix
|
||||
|
|
|
@ -291,7 +291,7 @@
|
|||
*
|
||||
* Convert PERMUTATIONS and IPIV
|
||||
*
|
||||
* Apply permutaions to submatrices of upper part of A
|
||||
* Apply permutations to submatrices of upper part of A
|
||||
* in factorization order where i decreases from N to 1
|
||||
*
|
||||
I = N
|
||||
|
@ -344,7 +344,7 @@
|
|||
*
|
||||
* Revert PERMUTATIONS and IPIV
|
||||
*
|
||||
* Apply permutaions to submatrices of upper part of A
|
||||
* Apply permutations to submatrices of upper part of A
|
||||
* in reverse factorization order where i increases from 1 to N
|
||||
*
|
||||
I = 1
|
||||
|
@ -435,7 +435,7 @@
|
|||
*
|
||||
* Convert PERMUTATIONS and IPIV
|
||||
*
|
||||
* Apply permutaions to submatrices of lower part of A
|
||||
* Apply permutations to submatrices of lower part of A
|
||||
* in factorization order where k increases from 1 to N
|
||||
*
|
||||
I = 1
|
||||
|
@ -488,7 +488,7 @@
|
|||
*
|
||||
* Revert PERMUTATIONS and IPIV
|
||||
*
|
||||
* Apply permutaions to submatrices of lower part of A
|
||||
* Apply permutations to submatrices of lower part of A
|
||||
* in reverse factorization order where i decreases from N to 1
|
||||
*
|
||||
I = N
|
||||
|
|
|
@ -282,7 +282,7 @@
|
|||
*
|
||||
* Convert PERMUTATIONS
|
||||
*
|
||||
* Apply permutaions to submatrices of upper part of A
|
||||
* Apply permutations to submatrices of upper part of A
|
||||
* in factorization order where i decreases from N to 1
|
||||
*
|
||||
I = N
|
||||
|
@ -333,7 +333,7 @@
|
|||
*
|
||||
* Revert PERMUTATIONS
|
||||
*
|
||||
* Apply permutaions to submatrices of upper part of A
|
||||
* Apply permutations to submatrices of upper part of A
|
||||
* in reverse factorization order where i increases from 1 to N
|
||||
*
|
||||
I = 1
|
||||
|
@ -423,7 +423,7 @@
|
|||
*
|
||||
* Convert PERMUTATIONS
|
||||
*
|
||||
* Apply permutaions to submatrices of lower part of A
|
||||
* Apply permutations to submatrices of lower part of A
|
||||
* in factorization order where i increases from 1 to N
|
||||
*
|
||||
I = 1
|
||||
|
@ -474,7 +474,7 @@
|
|||
*
|
||||
* Revert PERMUTATIONS
|
||||
*
|
||||
* Apply permutaions to submatrices of lower part of A
|
||||
* Apply permutations to submatrices of lower part of A
|
||||
* in reverse factorization order where i decreases from N to 1
|
||||
*
|
||||
I = N
|
||||
|
|
|
@ -317,7 +317,7 @@
|
|||
IF( .NOT.WANTZ ) THEN
|
||||
CALL SSTERF( N, W, WORK( INDE ), INFO )
|
||||
ELSE
|
||||
* Not available in this release, and agrument checking should not
|
||||
* Not available in this release, and argument checking should not
|
||||
* let it getting here
|
||||
RETURN
|
||||
CALL SORGTR( UPLO, N, A, LDA, WORK( INDTAU ), WORK( INDWRK ),
|
||||
|
|
|
@ -385,7 +385,7 @@
|
|||
IF( .NOT.WANTZ ) THEN
|
||||
CALL SSTERF( N, W, WORK( INDE ), INFO )
|
||||
ELSE
|
||||
* Not available in this release, and agrument checking should not
|
||||
* Not available in this release, and argument checking should not
|
||||
* let it getting here
|
||||
RETURN
|
||||
CALL SSTEDC( 'I', N, W, WORK( INDE ), WORK( INDWRK ), N,
|
||||
|
|
|
@ -271,7 +271,7 @@
|
|||
*> 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
|
||||
|
@ -307,14 +307,14 @@
|
|||
*> \param[in] NPARAMS
|
||||
*> \verbatim
|
||||
*> NPARAMS is INTEGER
|
||||
*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
||||
*> Specifies the number of parameters set in PARAMS. If <= 0, the
|
||||
*> PARAMS array is never referenced and default values are used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] PARAMS
|
||||
*> \verbatim
|
||||
*> PARAMS is REAL array, dimension NPARAMS
|
||||
*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
||||
*> Specifies algorithm parameters. If an entry is < 0.0, then
|
||||
*> that entry will be filled with default value used for that
|
||||
*> parameter. Only positions up to NPARAMS are accessed; defaults
|
||||
*> are used for higher-numbered parameters.
|
||||
|
@ -322,9 +322,9 @@
|
|||
*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
||||
*> refinement or not.
|
||||
*> Default: 1.0
|
||||
*> = 0.0 : No refinement is performed, and no error bounds are
|
||||
*> = 0.0: No refinement is performed, and no error bounds are
|
||||
*> computed.
|
||||
*> = 1.0 : Use the double-precision refinement algorithm,
|
||||
*> = 1.0: Use the double-precision refinement algorithm,
|
||||
*> possibly with doubled-single computations if the
|
||||
*> compilation environment does not support DOUBLE
|
||||
*> PRECISION.
|
||||
|
|
|
@ -42,7 +42,7 @@
|
|||
*> matrices.
|
||||
*>
|
||||
*> Aasen's algorithm is used to factor A as
|
||||
*> A = U * T * U**T, if UPLO = 'U', or
|
||||
*> A = U**T * T * U, if UPLO = 'U', or
|
||||
*> A = L * T * L**T, if UPLO = 'L',
|
||||
*> where U (or L) is a product of permutation and unit upper (lower)
|
||||
*> triangular matrices, and T is symmetric tridiagonal. The factored
|
||||
|
@ -86,7 +86,7 @@
|
|||
*>
|
||||
*> On exit, if INFO = 0, the tridiagonal matrix T and the
|
||||
*> multipliers used to obtain the factor U or L from the
|
||||
*> factorization A = U*T*U**T or A = L*T*L**T as computed by
|
||||
*> factorization A = U**T*T*U or A = L*T*L**T as computed by
|
||||
*> SSYTRF.
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
@ -229,7 +229,7 @@
|
|||
RETURN
|
||||
END IF
|
||||
*
|
||||
* Compute the factorization A = U*T*U**T or A = L*T*L**T.
|
||||
* Compute the factorization A = U**T*T*U or A = L*T*L**T.
|
||||
*
|
||||
CALL SSYTRF_AA( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
|
||||
IF( INFO.EQ.0 ) THEN
|
||||
|
|
|
@ -44,7 +44,7 @@
|
|||
*> matrices.
|
||||
*>
|
||||
*> Aasen's 2-stage algorithm is used to factor A as
|
||||
*> A = U * T * U**T, if UPLO = 'U', or
|
||||
*> A = U**T * T * U, if UPLO = 'U', or
|
||||
*> A = L * T * L**T, if UPLO = 'L',
|
||||
*> where U (or L) is a product of permutation and unit upper (lower)
|
||||
*> triangular matrices, and T is symmetric and band. The matrix T is
|
||||
|
@ -258,7 +258,7 @@
|
|||
END IF
|
||||
*
|
||||
*
|
||||
* Compute the factorization A = U*T*U**T or A = L*T*L**T.
|
||||
* Compute the factorization A = U**T*T*U or A = L*T*L**T.
|
||||
*
|
||||
CALL SSYTRF_AA_2STAGE( UPLO, N, A, LDA, TB, LTB, IPIV, IPIV2,
|
||||
$ WORK, LWORK, INFO )
|
||||
|
|
|
@ -377,7 +377,7 @@
|
|||
*> 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
|
||||
|
@ -413,14 +413,14 @@
|
|||
*> \param[in] NPARAMS
|
||||
*> \verbatim
|
||||
*> NPARAMS is INTEGER
|
||||
*> Specifies the number of parameters set in PARAMS. If .LE. 0, the
|
||||
*> Specifies the number of parameters set in PARAMS. If <= 0, the
|
||||
*> PARAMS array is never referenced and default values are used.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] PARAMS
|
||||
*> \verbatim
|
||||
*> PARAMS is REAL array, dimension NPARAMS
|
||||
*> Specifies algorithm parameters. If an entry is .LT. 0.0, then
|
||||
*> Specifies algorithm parameters. If an entry is < 0.0, then
|
||||
*> that entry will be filled with default value used for that
|
||||
*> parameter. Only positions up to NPARAMS are accessed; defaults
|
||||
*> are used for higher-numbered parameters.
|
||||
|
@ -428,9 +428,9 @@
|
|||
*> PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
|
||||
*> refinement or not.
|
||||
*> Default: 1.0
|
||||
*> = 0.0 : No refinement is performed, and no error bounds are
|
||||
*> = 0.0: No refinement is performed, and no error bounds are
|
||||
*> computed.
|
||||
*> = 1.0 : Use the double-precision refinement algorithm,
|
||||
*> = 1.0: Use the double-precision refinement algorithm,
|
||||
*> possibly with doubled-single computations if the
|
||||
*> compilation environment does not support DOUBLE
|
||||
*> PRECISION.
|
||||
|
|
|
@ -312,7 +312,7 @@
|
|||
*
|
||||
* Factorize A as U*D*U**T using the upper triangle of A
|
||||
*
|
||||
* Initilize the first entry of array E, where superdiagonal
|
||||
* Initialize the first entry of array E, where superdiagonal
|
||||
* elements of D are stored
|
||||
*
|
||||
E( 1 ) = ZERO
|
||||
|
@ -623,7 +623,7 @@
|
|||
*
|
||||
* Factorize A as L*D*L**T using the lower triangle of A
|
||||
*
|
||||
* Initilize the unused last entry of the subdiagonal array E.
|
||||
* Initialize the unused last entry of the subdiagonal array E.
|
||||
*
|
||||
E( N ) = ZERO
|
||||
*
|
||||
|
|
|
@ -123,23 +123,22 @@
|
|||
*>
|
||||
*> \param[out] HOUS2
|
||||
*> \verbatim
|
||||
*> HOUS2 is REAL array, dimension LHOUS2, that
|
||||
*> store the Householder representation of the stage2
|
||||
*> HOUS2 is REAL array, dimension (LHOUS2)
|
||||
*> Stores the Householder representation of the stage2
|
||||
*> band to tridiagonal.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] LHOUS2
|
||||
*> \verbatim
|
||||
*> LHOUS2 is INTEGER
|
||||
*> The dimension of the array HOUS2. LHOUS2 = MAX(1, dimension)
|
||||
*> If LWORK = -1, or LHOUS2=-1,
|
||||
*> The dimension of the array HOUS2.
|
||||
*> If LWORK = -1, or LHOUS2 = -1,
|
||||
*> then a query is assumed; the routine
|
||||
*> only calculates the optimal size of the HOUS2 array, returns
|
||||
*> this value as the first entry of the HOUS2 array, and no error
|
||||
*> message related to LHOUS2 is issued by XERBLA.
|
||||
*> LHOUS2 = MAX(1, dimension) where
|
||||
*> dimension = 4*N if VECT='N'
|
||||
*> not available now if VECT='H'
|
||||
*> If VECT='N', LHOUS2 = max(1, 4*n);
|
||||
*> if VECT='V', option not yet available.
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[out] WORK
|
||||
|
|
|
@ -50,9 +50,9 @@
|
|||
* Arguments:
|
||||
* ==========
|
||||
*
|
||||
*> \param[in] STAGE
|
||||
*> \param[in] STAGE1
|
||||
*> \verbatim
|
||||
*> STAGE is CHARACTER*1
|
||||
*> STAGE1 is CHARACTER*1
|
||||
*> = 'N': "No": to mention that the stage 1 of the reduction
|
||||
*> from dense to band using the ssytrd_sy2sb routine
|
||||
*> was not called before this routine to reproduce AB.
|
||||
|
@ -481,7 +481,7 @@
|
|||
*
|
||||
* Call the kernel
|
||||
*
|
||||
#if defined(_OPENMP) && _OPENMP >= 201307
|
||||
#if defined(_OPENMP)
|
||||
IF( TTYPE.NE.1 ) THEN
|
||||
!$OMP TASK DEPEND(in:WORK(MYID+SHIFT-1))
|
||||
!$OMP$ DEPEND(in:WORK(MYID-1))
|
||||
|
|
|
@ -363,7 +363,7 @@
|
|||
*
|
||||
*
|
||||
* Set the workspace of the triangular matrix T to zero once such a
|
||||
* way everytime T is generated the upper/lower portion will be always zero
|
||||
* way every time T is generated the upper/lower portion will be always zero
|
||||
*
|
||||
CALL SLASET( "A", LDT, KD, ZERO, ZERO, WORK( TPOS ), LDT )
|
||||
*
|
||||
|
|
|
@ -39,7 +39,7 @@
|
|||
*> the Bunch-Kaufman diagonal pivoting method. The form of the
|
||||
*> factorization is
|
||||
*>
|
||||
*> A = U*D*U**T or A = L*D*L**T
|
||||
*> A = U**T*D*U or A = L*D*L**T
|
||||
*>
|
||||
*> where U (or L) is a product of permutation and unit upper (lower)
|
||||
*> triangular matrices, and D is symmetric and block diagonal with
|
||||
|
@ -144,7 +144,7 @@
|
|||
*>
|
||||
*> \verbatim
|
||||
*>
|
||||
*> If UPLO = 'U', then A = U*D*U**T, where
|
||||
*> If UPLO = 'U', then A = U**T*D*U, where
|
||||
*> U = P(n)*U(n)* ... *P(k)U(k)* ...,
|
||||
*> i.e., U is a product of terms P(k)*U(k), where k decreases from n to
|
||||
*> 1 in steps of 1 or 2, and D is a block diagonal matrix with 1-by-1
|
||||
|
@ -262,7 +262,7 @@
|
|||
*
|
||||
IF( UPPER ) THEN
|
||||
*
|
||||
* Factorize A as U*D*U**T using the upper triangle of A
|
||||
* Factorize A as U**T*D*U using the upper triangle of A
|
||||
*
|
||||
* K is the main loop index, decreasing from N to 1 in steps of
|
||||
* KB, where KB is the number of columns factorized by SLASYF;
|
||||
|
|
|
@ -37,7 +37,7 @@
|
|||
*> SSYTRF_AA computes the factorization of a real symmetric matrix A
|
||||
*> using the Aasen's algorithm. The form of the factorization is
|
||||
*>
|
||||
*> A = U*T*U**T or A = L*T*L**T
|
||||
*> A = U**T*T*U or A = L*T*L**T
|
||||
*>
|
||||
*> where U (or L) is a product of permutation and unit upper (lower)
|
||||
*> triangular matrices, and T is a symmetric tridiagonal matrix.
|
||||
|
@ -223,7 +223,7 @@
|
|||
IF( UPPER ) THEN
|
||||
*
|
||||
* .....................................................
|
||||
* Factorize A as L*D*L**T using the upper triangle of A
|
||||
* Factorize A as U**T*D*U using the upper triangle of A
|
||||
* .....................................................
|
||||
*
|
||||
* Copy first row A(1, 1:N) into H(1:n) (stored in WORK(1:N))
|
||||
|
@ -256,7 +256,7 @@
|
|||
$ A( MAX(1, J), J+1 ), LDA,
|
||||
$ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) )
|
||||
*
|
||||
* Ajust IPIV and apply it back (J-th step picks (J+1)-th pivot)
|
||||
* Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot)
|
||||
*
|
||||
DO J2 = J+2, MIN(N, J+JB+1)
|
||||
IPIV( J2 ) = IPIV( J2 ) + J
|
||||
|
@ -375,7 +375,7 @@
|
|||
$ A( J+1, MAX(1, J) ), LDA,
|
||||
$ IPIV( J+1 ), WORK, N, WORK( N*NB+1 ) )
|
||||
*
|
||||
* Ajust IPIV and apply it back (J-th step picks (J+1)-th pivot)
|
||||
* Adjust IPIV and apply it back (J-th step picks (J+1)-th pivot)
|
||||
*
|
||||
DO J2 = J+2, MIN(N, J+JB+1)
|
||||
IPIV( J2 ) = IPIV( J2 ) + J
|
||||
|
|
|
@ -38,7 +38,7 @@
|
|||
*> SSYTRF_AA_2STAGE computes the factorization of a real symmetric matrix A
|
||||
*> using the Aasen's algorithm. The form of the factorization is
|
||||
*>
|
||||
*> A = U*T*U**T or A = L*T*L**T
|
||||
*> A = U**T*T*U or A = L*T*L**T
|
||||
*>
|
||||
*> where U (or L) is a product of permutation and unit upper (lower)
|
||||
*> triangular matrices, and T is a symmetric band matrix with the
|
||||
|
@ -275,7 +275,7 @@
|
|||
IF( UPPER ) THEN
|
||||
*
|
||||
* .....................................................
|
||||
* Factorize A as L*D*L**T using the upper triangle of A
|
||||
* Factorize A as U**T*D*U using the upper triangle of A
|
||||
* .....................................................
|
||||
*
|
||||
DO J = 0, NT-1
|
||||
|
@ -443,11 +443,13 @@ c END IF
|
|||
CALL SSWAP( 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 SSWAP( I2-I1-1, A( I1, I1+1 ), LDA,
|
||||
$ A( I1+1, I2 ), 1 )
|
||||
IF( I2.GT.(I1+1) )
|
||||
$ CALL SSWAP( I2-I1-1, A( I1, I1+1 ), LDA,
|
||||
$ A( I1+1, I2 ), 1 )
|
||||
* > Swap A(I2+1:M, I1) with A(I2+1:M, I2)
|
||||
CALL SSWAP( N-I2, A( I1, I2+1 ), LDA,
|
||||
$ A( I2, I2+1 ), LDA )
|
||||
IF( I2.LT.N )
|
||||
$ CALL SSWAP( 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 )
|
||||
|
@ -616,11 +618,13 @@ c END IF
|
|||
CALL SSWAP( 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 SSWAP( I2-I1-1, A( I1+1, I1 ), 1,
|
||||
$ A( I2, I1+1 ), LDA )
|
||||
IF( I2.GT.(I1+1) )
|
||||
$ CALL SSWAP( I2-I1-1, A( I1+1, I1 ), 1,
|
||||
$ A( I2, I1+1 ), LDA )
|
||||
* > Swap A(I2+1:M, I1) with A(I2+1:M, I2)
|
||||
CALL SSWAP( N-I2, A( I2+1, I1 ), 1,
|
||||
$ A( I2+1, I2 ), 1 )
|
||||
IF( I2.LT.N )
|
||||
$ CALL SSWAP( 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 REAL 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 SSYTRF.
|
||||
*>
|
||||
*> 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 SSYTRF.
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
|
|
@ -37,7 +37,7 @@
|
|||
*> \verbatim
|
||||
*>
|
||||
*> SSYTRS_AA solves a system of linear equations A*X = B with a real
|
||||
*> symmetric matrix A using the factorization A = U*T*U**T or
|
||||
*> symmetric matrix A using the factorization A = U**T*T*U or
|
||||
*> A = L*T*L**T computed by SSYTRF_AA.
|
||||
*> \endverbatim
|
||||
*
|
||||
|
@ -49,7 +49,7 @@
|
|||
*> 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**T;
|
||||
*> = 'U': Upper triangular, form is A = U**T*T*U;
|
||||
*> = 'L': Lower triangular, form is A = L*T*L**T.
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
@ -97,14 +97,16 @@
|
|||
*> 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 REAL 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
|
||||
|
@ -198,24 +200,31 @@
|
|||
*
|
||||
IF( UPPER ) THEN
|
||||
*
|
||||
* Solve A*X = B, where A = U*T*U**T.
|
||||
* Solve A*X = B, where A = U**T*T*U.
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* 1) Forward substitution with U**T
|
||||
*
|
||||
K = 1
|
||||
DO WHILE ( K.LE.N )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K + 1
|
||||
END DO
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
* Compute (U \P**T * B) -> B [ (U \P**T * B) ]
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL STRSM('L', 'U', 'T', 'U', N-1, NRHS, ONE, A( 1, 2 ), LDA,
|
||||
$ B( 2, 1 ), LDB)
|
||||
K = 1
|
||||
DO WHILE ( K.LE.N )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K + 1
|
||||
END DO
|
||||
*
|
||||
* Compute T \ B -> B [ T \ (U \P**T * B) ]
|
||||
* Compute U**T \ B -> B [ (U**T \P**T * B) ]
|
||||
*
|
||||
CALL STRSM( 'L', 'U', 'T', '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**T \P**T * B) ]
|
||||
*
|
||||
CALL SLACPY( 'F', 1, N, A(1, 1), LDA+1, WORK(N), 1)
|
||||
IF( N.GT.1 ) THEN
|
||||
|
@ -225,40 +234,52 @@
|
|||
CALL SGTSV(N, NRHS, WORK(1), WORK(N), WORK(2*N), B, LDB,
|
||||
$ INFO)
|
||||
*
|
||||
* 3) Backward substitution with U
|
||||
*
|
||||
* Compute (U**T \ B) -> B [ U**T \ (T \ (U \P**T * B) ) ]
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
CALL STRSM( 'L', 'U', 'N', 'U', N-1, NRHS, ONE, A( 1, 2 ), LDA,
|
||||
$ B(2, 1), LDB)
|
||||
*
|
||||
* Pivot, P * B [ P * (U**T \ (T \ (U \P**T * B) )) ]
|
||||
* Compute U \ B -> B [ U \ (T \ (U**T \P**T * B) ) ]
|
||||
*
|
||||
K = N
|
||||
DO WHILE ( K.GE.1 )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K - 1
|
||||
END DO
|
||||
CALL STRSM( 'L', 'U', 'N', 'U', N-1, NRHS, ONE, A( 1, 2 ),
|
||||
$ LDA, B(2, 1), LDB)
|
||||
*
|
||||
* Pivot, P * B -> B [ P * (U \ (T \ (U**T \P**T * B) )) ]
|
||||
*
|
||||
K = N
|
||||
DO WHILE ( K.GE.1 )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K - 1
|
||||
END DO
|
||||
END IF
|
||||
*
|
||||
ELSE
|
||||
*
|
||||
* Solve A*X = B, where A = L*T*L**T.
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* 1) Forward substitution with L
|
||||
*
|
||||
K = 1
|
||||
DO WHILE ( K.LE.N )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K + 1
|
||||
END DO
|
||||
IF( N.GT.1 ) THEN
|
||||
*
|
||||
* Compute (L \P**T * B) -> B [ (L \P**T * B) ]
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL STRSM( 'L', 'L', 'N', 'U', N-1, NRHS, ONE, A( 2, 1), LDA,
|
||||
$ B(2, 1), LDB)
|
||||
K = 1
|
||||
DO WHILE ( K.LE.N )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K + 1
|
||||
END DO
|
||||
*
|
||||
* Compute L \ B -> B [ (L \P**T * B) ]
|
||||
*
|
||||
CALL STRSM( '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) ]
|
||||
*
|
||||
|
@ -270,20 +291,25 @@
|
|||
CALL SGTSV(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**T
|
||||
*
|
||||
CALL STRSM( 'L', 'L', 'T', '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**T \ B -> B [ L**T \ (T \ (L \P**T * B) ) ]
|
||||
*
|
||||
K = N
|
||||
DO WHILE ( K.GE.1 )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K - 1
|
||||
END DO
|
||||
CALL STRSM( 'L', 'L', 'T', 'U', N-1, NRHS, ONE, A( 2, 1 ),
|
||||
$ LDA, B( 2, 1 ), LDB)
|
||||
*
|
||||
* Pivot, P * B -> B [ P * (L**T \ (T \ (L \P**T * B) )) ]
|
||||
*
|
||||
K = N
|
||||
DO WHILE ( K.GE.1 )
|
||||
KP = IPIV( K )
|
||||
IF( KP.NE.K )
|
||||
$ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
|
||||
K = K - 1
|
||||
END DO
|
||||
END IF
|
||||
*
|
||||
END IF
|
||||
*
|
||||
|
|
|
@ -36,7 +36,7 @@
|
|||
*> \verbatim
|
||||
*>
|
||||
*> SSYTRS_AA_2STAGE solves a system of linear equations A*X = B with a real
|
||||
*> symmetric matrix A using the factorization A = U*T*U**T or
|
||||
*> symmetric matrix A using the factorization A = U**T*T*U or
|
||||
*> A = L*T*L**T computed by SSYTRF_AA_2STAGE.
|
||||
*> \endverbatim
|
||||
*
|
||||
|
@ -48,7 +48,7 @@
|
|||
*> 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**T;
|
||||
*> = 'U': Upper triangular, form is A = U**T*T*U;
|
||||
*> = 'L': Lower triangular, form is A = L*T*L**T.
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
@ -208,15 +208,15 @@
|
|||
*
|
||||
IF( UPPER ) THEN
|
||||
*
|
||||
* Solve A*X = B, where A = U*T*U**T.
|
||||
* Solve A*X = B, where A = U**T*T*U.
|
||||
*
|
||||
IF( N.GT.NB ) THEN
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL SLASWP( NRHS, B, LDB, NB+1, N, IPIV, 1 )
|
||||
*
|
||||
* Compute (U**T \P**T * B) -> B [ (U**T \P**T * B) ]
|
||||
* Compute (U**T \ B) -> B [ (U**T \P**T * B) ]
|
||||
*
|
||||
CALL STRSM( 'L', 'U', 'T', 'U', N-NB, NRHS, ONE, A(1, NB+1),
|
||||
$ LDA, B(NB+1, 1), LDB)
|
||||
|
@ -234,7 +234,7 @@
|
|||
CALL STRSM( '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**T \P**T * B) )) ]
|
||||
*
|
||||
CALL SLASWP( NRHS, B, LDB, NB+1, N, IPIV, -1 )
|
||||
*
|
||||
|
@ -246,11 +246,11 @@
|
|||
*
|
||||
IF( N.GT.NB ) THEN
|
||||
*
|
||||
* Pivot, P**T * B
|
||||
* Pivot, P**T * B -> B
|
||||
*
|
||||
CALL SLASWP( 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 STRSM( 'L', 'L', 'N', 'U', N-NB, NRHS, ONE, A(NB+1, 1),
|
||||
$ LDA, B(NB+1, 1), LDB)
|
||||
|
@ -268,7 +268,7 @@
|
|||
CALL STRSM( 'L', 'L', 'T', '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**T \ (T \ (L \P**T * B) )) ]
|
||||
*
|
||||
CALL SLASWP( NRHS, B, LDB, NB+1, N, IPIV, -1 )
|
||||
*
|
||||
|
|
|
@ -71,7 +71,7 @@
|
|||
*> R * B**T + L * E**T = scale * -F
|
||||
*>
|
||||
*> This case is used to compute an estimate of Dif[(A, D), (B, E)] =
|
||||
*> sigma_min(Z) using reverse communicaton with SLACON.
|
||||
*> sigma_min(Z) using reverse communication with SLACON.
|
||||
*>
|
||||
*> STGSY2 also (IJOB >= 1) contributes to the computation in STGSYL
|
||||
*> of an upper bound on the separation between to matrix pairs. Then
|
||||
|
@ -85,7 +85,7 @@
|
|||
*> \param[in] TRANS
|
||||
*> \verbatim
|
||||
*> TRANS is CHARACTER*1
|
||||
*> = 'N', solve the generalized Sylvester equation (1).
|
||||
*> = 'N': solve the generalized Sylvester equation (1).
|
||||
*> = 'T': solve the 'transposed' system (3).
|
||||
*> \endverbatim
|
||||
*>
|
||||
|
|
|
@ -88,20 +88,20 @@
|
|||
*> \param[in] TRANS
|
||||
*> \verbatim
|
||||
*> TRANS is CHARACTER*1
|
||||
*> = 'N', solve the generalized Sylvester equation (1).
|
||||
*> = 'T', solve the 'transposed' system (3).
|
||||
*> = 'N': solve the generalized Sylvester equation (1).
|
||||
*> = 'T': solve the 'transposed' system (3).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in] IJOB
|
||||
*> \verbatim
|
||||
*> IJOB is INTEGER
|
||||
*> Specifies what kind of functionality to be performed.
|
||||
*> =0: solve (1) only.
|
||||
*> =1: The functionality of 0 and 3.
|
||||
*> =2: The functionality of 0 and 4.
|
||||
*> =3: Only an estimate of Dif[(A,D), (B,E)] is computed.
|
||||
*> = 0: solve (1) only.
|
||||
*> = 1: The functionality of 0 and 3.
|
||||
*> = 2: The functionality of 0 and 4.
|
||||
*> = 3: Only an estimate of Dif[(A,D), (B,E)] is computed.
|
||||
*> (look ahead strategy IJOB = 1 is used).
|
||||
*> =4: Only an estimate of Dif[(A,D), (B,E)] is computed.
|
||||
*> = 4: Only an estimate of Dif[(A,D), (B,E)] is computed.
|
||||
*> ( SGECON on sub-systems is used ).
|
||||
*> Not referenced if TRANS = 'T'.
|
||||
*> \endverbatim
|
||||
|
|
|
@ -94,7 +94,7 @@
|
|||
*>
|
||||
*> \param[in] V
|
||||
*> \verbatim
|
||||
*> V is REAL array, dimension (LDA,K)
|
||||
*> V is REAL array, dimension (LDV,K)
|
||||
*> The i-th row must contain the vector which defines the
|
||||
*> elementary reflector H(i), for i = 1,2,...,k, as returned by
|
||||
*> DTPLQT in B. See Further Details.
|
||||
|
|
|
@ -94,7 +94,7 @@
|
|||
*>
|
||||
*> \param[in] V
|
||||
*> \verbatim
|
||||
*> V is REAL array, dimension (LDA,K)
|
||||
*> V is REAL array, dimension (LDV,K)
|
||||
*> The i-th column must contain the vector which defines the
|
||||
*> elementary reflector H(i), for i = 1,2,...,k, as returned by
|
||||
*> CTPQRT in B. See Further Details.
|
||||
|
|
|
@ -152,8 +152,8 @@
|
|||
*> \verbatim
|
||||
*> LDA is INTEGER
|
||||
*> The leading dimension of the array A.
|
||||
*> If SIDE = 'L', LDC >= max(1,K);
|
||||
*> If SIDE = 'R', LDC >= max(1,M).
|
||||
*> If SIDE = 'L', LDA >= max(1,K);
|
||||
*> If SIDE = 'R', LDA >= max(1,M).
|
||||
*> \endverbatim
|
||||
*>
|
||||
*> \param[in,out] B
|
||||
|
|
Loading…
Reference in New Issue