578 lines
18 KiB
Fortran
578 lines
18 KiB
Fortran
*> \brief \b CLAQR3 performs the unitary similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download CLAQR3 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr3.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr3.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr3.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE CLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
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* IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
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* NV, WV, LDWV, WORK, LWORK )
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*
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* .. Scalar Arguments ..
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* INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
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* $ LDZ, LWORK, N, ND, NH, NS, NV, NW
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* LOGICAL WANTT, WANTZ
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* ..
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* .. Array Arguments ..
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* COMPLEX H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
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* $ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> Aggressive early deflation:
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*>
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*> CLAQR3 accepts as input an upper Hessenberg matrix
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*> H and performs an unitary similarity transformation
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*> designed to detect and deflate fully converged eigenvalues from
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*> a trailing principal submatrix. On output H has been over-
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*> written by a new Hessenberg matrix that is a perturbation of
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*> an unitary similarity transformation of H. It is to be
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*> hoped that the final version of H has many zero subdiagonal
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*> entries.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] WANTT
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*> \verbatim
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*> WANTT is LOGICAL
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*> If .TRUE., then the Hessenberg matrix H is fully updated
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*> so that the triangular Schur factor may be
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*> computed (in cooperation with the calling subroutine).
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*> If .FALSE., then only enough of H is updated to preserve
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*> the eigenvalues.
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*> \endverbatim
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*>
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*> \param[in] WANTZ
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*> \verbatim
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*> WANTZ is LOGICAL
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*> If .TRUE., then the unitary matrix Z is updated so
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*> so that the unitary Schur factor may be computed
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*> (in cooperation with the calling subroutine).
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*> If .FALSE., then Z is not referenced.
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*> \endverbatim
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*>
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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 and (if WANTZ is .TRUE.) the
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*> order of the unitary matrix Z.
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*> \endverbatim
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*>
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*> \param[in] KTOP
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*> \verbatim
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*> KTOP is INTEGER
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*> It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
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*> KBOT and KTOP together determine an isolated block
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*> along the diagonal of the Hessenberg matrix.
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*> \endverbatim
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*>
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*> \param[in] KBOT
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*> \verbatim
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*> KBOT is INTEGER
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*> It is assumed without a check that either
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*> KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together
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*> determine an isolated block along the diagonal of the
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*> Hessenberg matrix.
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*> \endverbatim
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*>
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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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*> \endverbatim
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*>
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*> \param[in,out] H
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*> \verbatim
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*> H is COMPLEX array, dimension (LDH,N)
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*> On input the initial N-by-N section of H stores the
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*> Hessenberg matrix undergoing aggressive early deflation.
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*> On output H has been transformed by a unitary
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*> similarity transformation, perturbed, and the returned
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*> to Hessenberg form that (it is to be hoped) has some
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*> zero subdiagonal entries.
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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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*> Leading dimension of H just as declared in the calling
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*> subroutine. N .LE. 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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*> ILOZ is INTEGER
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*> \endverbatim
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*>
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*> \param[in] IHIZ
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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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*> \endverbatim
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*>
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*> \param[in,out] Z
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*> \verbatim
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*> Z is COMPLEX array, dimension (LDZ,N)
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*> IF WANTZ is .TRUE., then on output, the unitary
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*> similarity transformation mentioned above has been
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*> accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right.
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*> If WANTZ is .FALSE., then Z is unreferenced.
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*> \endverbatim
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*>
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*> \param[in] LDZ
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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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*> \endverbatim
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*>
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*> \param[out] NS
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*> \verbatim
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*> NS is integer
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*> The number of unconverged (ie approximate) eigenvalues
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*> returned in SR and SI that may be used as shifts by the
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*> calling subroutine.
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*> \endverbatim
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*>
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*> \param[out] ND
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*> \verbatim
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*> ND is integer
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*> The number of converged eigenvalues uncovered by this
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*> subroutine.
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*> \endverbatim
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*>
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*> \param[out] SH
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*> \verbatim
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*> SH is COMPLEX array, dimension KBOT
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*> On output, approximate eigenvalues that may
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*> be used for shifts are stored in SH(KBOT-ND-NS+1)
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*> through SR(KBOT-ND). Converged eigenvalues are
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*> stored in SH(KBOT-ND+1) through SH(KBOT).
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*> \endverbatim
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*>
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*> \param[out] V
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*> \verbatim
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*> V is COMPLEX array, dimension (LDV,NW)
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*> An NW-by-NW work array.
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*> \endverbatim
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*>
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*> \param[in] LDV
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*> \verbatim
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*> LDV is integer scalar
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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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*> \endverbatim
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*>
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*> \param[in] NH
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*> \verbatim
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*> NH is integer scalar
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*> The number of columns of T. NH.GE.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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*> T is COMPLEX array, dimension (LDT,NW)
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*> \endverbatim
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*>
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*> \param[in] LDT
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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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*> \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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*> \endverbatim
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*>
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*> \param[out] WV
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*> \verbatim
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*> WV is COMPLEX array, dimension (LDWV,NW)
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*> \endverbatim
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*>
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*> \param[in] LDWV
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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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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*> WORK is COMPLEX array, dimension LWORK.
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*> On exit, WORK(1) is set to an estimate of the optimal value
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*> of LWORK for the given values of N, NW, KTOP and KBOT.
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*> \endverbatim
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*>
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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 work array WORK. LWORK = 2*NW
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*> suffices, but greater efficiency may result from larger
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*> values of LWORK.
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*>
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*> If LWORK = -1, then a workspace query is assumed; CLAQR3
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*> only estimates the optimal workspace size for the given
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*> values of N, NW, KTOP and KBOT. The estimate is returned
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*> in WORK(1). No error message related to LWORK is issued
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*> by XERBLA. Neither H nor Z are accessed.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date September 2012
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*
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*> \ingroup complexOTHERauxiliary
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*
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*> \par Contributors:
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* ==================
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*>
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*> Karen Braman and Ralph Byers, Department of Mathematics,
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*> University of Kansas, USA
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*>
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* =====================================================================
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SUBROUTINE CLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
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$ IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
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$ NV, WV, LDWV, WORK, LWORK )
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*
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* -- LAPACK auxiliary routine (version 3.4.2) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* September 2012
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*
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* .. Scalar Arguments ..
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INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
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$ LDZ, LWORK, N, ND, NH, NS, NV, NW
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LOGICAL WANTT, WANTZ
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* ..
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* .. Array Arguments ..
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COMPLEX H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
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$ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
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* ..
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*
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* ================================================================
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*
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* .. Parameters ..
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COMPLEX ZERO, ONE
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PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
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$ ONE = ( 1.0e0, 0.0e0 ) )
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REAL RZERO, RONE
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PARAMETER ( RZERO = 0.0e0, RONE = 1.0e0 )
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* ..
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* .. Local Scalars ..
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COMPLEX BETA, CDUM, S, TAU
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REAL FOO, SAFMAX, SAFMIN, SMLNUM, ULP
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INTEGER I, IFST, ILST, INFO, INFQR, J, JW, KCOL, KLN,
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$ KNT, KROW, KWTOP, LTOP, LWK1, LWK2, LWK3,
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$ LWKOPT, NMIN
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* ..
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* .. External Functions ..
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REAL SLAMCH
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INTEGER ILAENV
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EXTERNAL SLAMCH, ILAENV
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* ..
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* .. External Subroutines ..
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EXTERNAL CCOPY, CGEHRD, CGEMM, CLACPY, CLAHQR, CLAQR4,
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$ CLARF, CLARFG, CLASET, CTREXC, CUNMHR, SLABAD
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, AIMAG, CMPLX, CONJG, INT, MAX, MIN, REAL
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* ..
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* .. Statement Functions ..
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REAL CABS1
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* ..
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* .. Statement Function definitions ..
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CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
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* ..
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* .. Executable Statements ..
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*
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* ==== Estimate optimal workspace. ====
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*
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JW = MIN( NW, KBOT-KTOP+1 )
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IF( JW.LE.2 ) THEN
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LWKOPT = 1
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ELSE
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*
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* ==== Workspace query call to CGEHRD ====
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*
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CALL CGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
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LWK1 = INT( WORK( 1 ) )
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*
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* ==== Workspace query call to CUNMHR ====
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*
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CALL CUNMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
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$ WORK, -1, INFO )
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LWK2 = INT( WORK( 1 ) )
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*
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* ==== Workspace query call to CLAQR4 ====
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*
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CALL CLAQR4( .true., .true., JW, 1, JW, T, LDT, SH, 1, JW, V,
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$ LDV, WORK, -1, INFQR )
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LWK3 = INT( WORK( 1 ) )
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*
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* ==== Optimal workspace ====
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*
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LWKOPT = MAX( JW+MAX( LWK1, LWK2 ), LWK3 )
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END IF
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*
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* ==== Quick return in case of workspace query. ====
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*
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IF( LWORK.EQ.-1 ) THEN
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WORK( 1 ) = CMPLX( LWKOPT, 0 )
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RETURN
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END IF
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*
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* ==== Nothing to do ...
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* ... for an empty active block ... ====
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NS = 0
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ND = 0
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WORK( 1 ) = ONE
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IF( KTOP.GT.KBOT )
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$ RETURN
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* ... nor for an empty deflation window. ====
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IF( NW.LT.1 )
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$ RETURN
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*
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* ==== Machine constants ====
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*
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SAFMIN = SLAMCH( 'SAFE MINIMUM' )
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SAFMAX = RONE / SAFMIN
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CALL SLABAD( SAFMIN, SAFMAX )
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ULP = SLAMCH( 'PRECISION' )
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SMLNUM = SAFMIN*( REAL( N ) / ULP )
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*
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* ==== Setup deflation window ====
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*
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JW = MIN( NW, KBOT-KTOP+1 )
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KWTOP = KBOT - JW + 1
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IF( KWTOP.EQ.KTOP ) THEN
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S = ZERO
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ELSE
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S = H( KWTOP, KWTOP-1 )
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END IF
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*
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IF( KBOT.EQ.KWTOP ) THEN
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*
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* ==== 1-by-1 deflation window: not much to do ====
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*
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SH( KWTOP ) = H( KWTOP, KWTOP )
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NS = 1
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ND = 0
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IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
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$ KWTOP ) ) ) ) THEN
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NS = 0
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ND = 1
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IF( KWTOP.GT.KTOP )
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$ H( KWTOP, KWTOP-1 ) = ZERO
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END IF
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WORK( 1 ) = ONE
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RETURN
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END IF
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*
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* ==== Convert to spike-triangular form. (In case of a
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* . rare QR failure, this routine continues to do
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* . aggressive early deflation using that part of
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* . the deflation window that converged using INFQR
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* . here and there to keep track.) ====
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*
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CALL CLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
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CALL CCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
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*
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CALL CLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
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NMIN = ILAENV( 12, 'CLAQR3', 'SV', JW, 1, JW, LWORK )
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IF( JW.GT.NMIN ) THEN
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CALL CLAQR4( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
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$ JW, V, LDV, WORK, LWORK, INFQR )
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ELSE
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CALL CLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
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$ JW, V, LDV, INFQR )
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END IF
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*
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* ==== Deflation detection loop ====
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*
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NS = JW
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ILST = INFQR + 1
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DO 10 KNT = INFQR + 1, JW
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*
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* ==== Small spike tip deflation test ====
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*
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FOO = CABS1( T( NS, NS ) )
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IF( FOO.EQ.RZERO )
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$ FOO = CABS1( S )
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IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
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$ THEN
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*
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* ==== One more converged eigenvalue ====
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*
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NS = NS - 1
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ELSE
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*
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* ==== One undeflatable eigenvalue. Move it up out of the
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* . way. (CTREXC can not fail in this case.) ====
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*
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IFST = NS
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CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
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ILST = ILST + 1
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END IF
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10 CONTINUE
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*
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* ==== Return to Hessenberg form ====
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*
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IF( NS.EQ.0 )
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$ S = ZERO
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*
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IF( NS.LT.JW ) THEN
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*
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* ==== sorting the diagonal of T improves accuracy for
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* . graded matrices. ====
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*
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DO 30 I = INFQR + 1, NS
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IFST = I
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DO 20 J = I + 1, NS
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IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
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$ IFST = J
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20 CONTINUE
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ILST = I
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IF( IFST.NE.ILST )
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$ CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
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30 CONTINUE
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END IF
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*
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* ==== Restore shift/eigenvalue array from T ====
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*
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DO 40 I = INFQR + 1, JW
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SH( KWTOP+I-1 ) = T( I, I )
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40 CONTINUE
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*
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*
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IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
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IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
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*
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* ==== Reflect spike back into lower triangle ====
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*
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CALL CCOPY( NS, V, LDV, WORK, 1 )
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DO 50 I = 1, NS
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WORK( I ) = CONJG( WORK( I ) )
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50 CONTINUE
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BETA = WORK( 1 )
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CALL CLARFG( NS, BETA, WORK( 2 ), 1, TAU )
|
|
WORK( 1 ) = ONE
|
|
*
|
|
CALL CLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
|
|
*
|
|
CALL CLARF( 'L', NS, JW, WORK, 1, CONJG( TAU ), T, LDT,
|
|
$ WORK( JW+1 ) )
|
|
CALL CLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
|
|
$ WORK( JW+1 ) )
|
|
CALL CLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
|
|
$ WORK( JW+1 ) )
|
|
*
|
|
CALL CGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
|
|
$ LWORK-JW, INFO )
|
|
END IF
|
|
*
|
|
* ==== Copy updated reduced window into place ====
|
|
*
|
|
IF( KWTOP.GT.1 )
|
|
$ H( KWTOP, KWTOP-1 ) = S*CONJG( V( 1, 1 ) )
|
|
CALL CLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
|
|
CALL CCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
|
|
$ LDH+1 )
|
|
*
|
|
* ==== Accumulate orthogonal matrix in order update
|
|
* . H and Z, if requested. ====
|
|
*
|
|
IF( NS.GT.1 .AND. S.NE.ZERO )
|
|
$ CALL CUNMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
|
|
$ WORK( JW+1 ), LWORK-JW, INFO )
|
|
*
|
|
* ==== Update vertical slab in H ====
|
|
*
|
|
IF( WANTT ) THEN
|
|
LTOP = 1
|
|
ELSE
|
|
LTOP = KTOP
|
|
END IF
|
|
DO 60 KROW = LTOP, KWTOP - 1, NV
|
|
KLN = MIN( NV, KWTOP-KROW )
|
|
CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
|
|
$ LDH, V, LDV, ZERO, WV, LDWV )
|
|
CALL CLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
|
|
60 CONTINUE
|
|
*
|
|
* ==== Update horizontal slab in H ====
|
|
*
|
|
IF( WANTT ) THEN
|
|
DO 70 KCOL = KBOT + 1, N, NH
|
|
KLN = MIN( NH, N-KCOL+1 )
|
|
CALL CGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
|
|
$ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
|
|
CALL CLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
|
|
$ LDH )
|
|
70 CONTINUE
|
|
END IF
|
|
*
|
|
* ==== Update vertical slab in Z ====
|
|
*
|
|
IF( WANTZ ) THEN
|
|
DO 80 KROW = ILOZ, IHIZ, NV
|
|
KLN = MIN( NV, IHIZ-KROW+1 )
|
|
CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
|
|
$ LDZ, V, LDV, ZERO, WV, LDWV )
|
|
CALL CLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
|
|
$ LDZ )
|
|
80 CONTINUE
|
|
END IF
|
|
END IF
|
|
*
|
|
* ==== Return the number of deflations ... ====
|
|
*
|
|
ND = JW - NS
|
|
*
|
|
* ==== ... and the number of shifts. (Subtracting
|
|
* . INFQR from the spike length takes care
|
|
* . of the case of a rare QR failure while
|
|
* . calculating eigenvalues of the deflation
|
|
* . window.) ====
|
|
*
|
|
NS = NS - INFQR
|
|
*
|
|
* ==== Return optimal workspace. ====
|
|
*
|
|
WORK( 1 ) = CMPLX( LWKOPT, 0 )
|
|
*
|
|
* ==== End of CLAQR3 ====
|
|
*
|
|
END
|