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Diffstat (limited to 'src/fortran/lapack/dlaqr1.f')
-rw-r--r-- | src/fortran/lapack/dlaqr1.f | 97 |
1 files changed, 97 insertions, 0 deletions
diff --git a/src/fortran/lapack/dlaqr1.f b/src/fortran/lapack/dlaqr1.f new file mode 100644 index 0000000..c80fe66 --- /dev/null +++ b/src/fortran/lapack/dlaqr1.f @@ -0,0 +1,97 @@ + SUBROUTINE DLAQR1( N, H, LDH, SR1, SI1, SR2, SI2, V ) +* +* -- LAPACK auxiliary routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + DOUBLE PRECISION SI1, SI2, SR1, SR2 + INTEGER LDH, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION H( LDH, * ), V( * ) +* .. +* +* Given a 2-by-2 or 3-by-3 matrix H, DLAQR1 sets v to a +* scalar multiple of the first column of the product +* +* (*) K = (H - (sr1 + i*si1)*I)*(H - (sr2 + i*si2)*I) +* +* scaling to avoid overflows and most underflows. It +* is assumed that either +* +* 1) sr1 = sr2 and si1 = -si2 +* or +* 2) si1 = si2 = 0. +* +* This is useful for starting double implicit shift bulges +* in the QR algorithm. +* +* +* N (input) integer +* Order of the matrix H. N must be either 2 or 3. +* +* H (input) DOUBLE PRECISION array of dimension (LDH,N) +* The 2-by-2 or 3-by-3 matrix H in (*). +* +* LDH (input) integer +* The leading dimension of H as declared in +* the calling procedure. LDH.GE.N +* +* SR1 (input) DOUBLE PRECISION +* SI1 The shifts in (*). +* SR2 +* SI2 +* +* V (output) DOUBLE PRECISION array of dimension N +* A scalar multiple of the first column of the +* matrix K in (*). +* +* ================================================================ +* Based on contributions by +* Karen Braman and Ralph Byers, Department of Mathematics, +* University of Kansas, USA +* +* ================================================================ +* +* .. Parameters .. + DOUBLE PRECISION ZERO + PARAMETER ( ZERO = 0.0d0 ) +* .. +* .. Local Scalars .. + DOUBLE PRECISION H21S, H31S, S +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS +* .. +* .. Executable Statements .. + IF( N.EQ.2 ) THEN + S = ABS( H( 1, 1 )-SR2 ) + ABS( SI2 ) + ABS( H( 2, 1 ) ) + IF( S.EQ.ZERO ) THEN + V( 1 ) = ZERO + V( 2 ) = ZERO + ELSE + H21S = H( 2, 1 ) / S + V( 1 ) = H21S*H( 1, 2 ) + ( H( 1, 1 )-SR1 )* + $ ( ( H( 1, 1 )-SR2 ) / S ) - SI1*( SI2 / S ) + V( 2 ) = H21S*( H( 1, 1 )+H( 2, 2 )-SR1-SR2 ) + END IF + ELSE + S = ABS( H( 1, 1 )-SR2 ) + ABS( SI2 ) + ABS( H( 2, 1 ) ) + + $ ABS( H( 3, 1 ) ) + IF( S.EQ.ZERO ) THEN + V( 1 ) = ZERO + V( 2 ) = ZERO + V( 3 ) = ZERO + ELSE + H21S = H( 2, 1 ) / S + H31S = H( 3, 1 ) / S + V( 1 ) = ( H( 1, 1 )-SR1 )*( ( H( 1, 1 )-SR2 ) / S ) - + $ SI1*( SI2 / S ) + H( 1, 2 )*H21S + H( 1, 3 )*H31S + V( 2 ) = H21S*( H( 1, 1 )+H( 2, 2 )-SR1-SR2 ) + + $ H( 2, 3 )*H31S + V( 3 ) = H31S*( H( 1, 1 )+H( 3, 3 )-SR1-SR2 ) + + $ H21S*H( 3, 2 ) + END IF + END IF + END |