summaryrefslogtreecommitdiff
path: root/src/lib/lapack/dlahqr.f
diff options
context:
space:
mode:
authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
commit8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch)
tree3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dlahqr.f
parent9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff)
downloadscilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz
scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2
scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dlahqr.f')
-rw-r--r--src/lib/lapack/dlahqr.f501
1 files changed, 0 insertions, 501 deletions
diff --git a/src/lib/lapack/dlahqr.f b/src/lib/lapack/dlahqr.f
deleted file mode 100644
index 449a3770..00000000
--- a/src/lib/lapack/dlahqr.f
+++ /dev/null
@@ -1,501 +0,0 @@
- SUBROUTINE DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
- $ ILOZ, IHIZ, Z, LDZ, INFO )
-*
-* -- LAPACK auxiliary routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
- LOGICAL WANTT, WANTZ
-* ..
-* .. Array Arguments ..
- DOUBLE PRECISION H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
-* ..
-*
-* Purpose
-* =======
-*
-* DLAHQR is an auxiliary routine called by DHSEQR to update the
-* eigenvalues and Schur decomposition already computed by DHSEQR, by
-* dealing with the Hessenberg submatrix in rows and columns ILO to
-* IHI.
-*
-* Arguments
-* =========
-*
-* WANTT (input) LOGICAL
-* = .TRUE. : the full Schur form T is required;
-* = .FALSE.: only eigenvalues are required.
-*
-* WANTZ (input) LOGICAL
-* = .TRUE. : the matrix of Schur vectors Z is required;
-* = .FALSE.: Schur vectors are not required.
-*
-* N (input) INTEGER
-* The order of the matrix H. N >= 0.
-*
-* ILO (input) INTEGER
-* IHI (input) INTEGER
-* It is assumed that H is already upper quasi-triangular in
-* rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
-* ILO = 1). DLAHQR works primarily with the Hessenberg
-* submatrix in rows and columns ILO to IHI, but applies
-* transformations to all of H if WANTT is .TRUE..
-* 1 <= ILO <= max(1,IHI); IHI <= N.
-*
-* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
-* On entry, the upper Hessenberg matrix H.
-* On exit, if INFO is zero and if WANTT is .TRUE., H is upper
-* quasi-triangular in rows and columns ILO:IHI, with any
-* 2-by-2 diagonal blocks in standard form. If INFO is zero
-* and WANTT is .FALSE., the contents of H are unspecified on
-* exit. The output state of H if INFO is nonzero is given
-* below under the description of INFO.
-*
-* LDH (input) INTEGER
-* The leading dimension of the array H. LDH >= max(1,N).
-*
-* WR (output) DOUBLE PRECISION array, dimension (N)
-* WI (output) DOUBLE PRECISION array, dimension (N)
-* The real and imaginary parts, respectively, of the computed
-* eigenvalues ILO to IHI are stored in the corresponding
-* elements of WR and WI. If two eigenvalues are computed as a
-* complex conjugate pair, they are stored in consecutive
-* elements of WR and WI, say the i-th and (i+1)th, with
-* WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the
-* eigenvalues are stored in the same order as on the diagonal
-* of the Schur form returned in H, with WR(i) = H(i,i), and, if
-* H(i:i+1,i:i+1) is a 2-by-2 diagonal block,
-* WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i).
-*
-* ILOZ (input) INTEGER
-* IHIZ (input) INTEGER
-* Specify the rows of Z to which transformations must be
-* applied if WANTZ is .TRUE..
-* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
-*
-* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
-* If WANTZ is .TRUE., on entry Z must contain the current
-* matrix Z of transformations accumulated by DHSEQR, and on
-* exit Z has been updated; transformations are applied only to
-* the submatrix Z(ILOZ:IHIZ,ILO:IHI).
-* If WANTZ is .FALSE., Z is not referenced.
-*
-* LDZ (input) INTEGER
-* The leading dimension of the array Z. LDZ >= max(1,N).
-*
-* INFO (output) INTEGER
-* = 0: successful exit
-* .GT. 0: If INFO = i, DLAHQR failed to compute all the
-* eigenvalues ILO to IHI in a total of 30 iterations
-* per eigenvalue; elements i+1:ihi of WR and WI
-* contain those eigenvalues which have been
-* successfully computed.
-*
-* If INFO .GT. 0 and WANTT is .FALSE., then on exit,
-* the remaining unconverged eigenvalues are the
-* eigenvalues of the upper Hessenberg matrix rows
-* and columns ILO thorugh INFO of the final, output
-* value of H.
-*
-* If INFO .GT. 0 and WANTT is .TRUE., then on exit
-* (*) (initial value of H)*U = U*(final value of H)
-* where U is an orthognal matrix. The final
-* 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
-* (final value of Z) = (initial value of Z)*U
-* where U is the orthogonal matrix in (*)
-* (regardless of the value of WANTT.)
-*
-* Further Details
-* ===============
-*
-* 02-96 Based on modifications by
-* David Day, Sandia National Laboratory, USA
-*
-* 12-04 Further modifications by
-* Ralph Byers, University of Kansas, USA
-*
-* This is a modified version of DLAHQR from LAPACK version 3.0.
-* It is (1) more robust against overflow and underflow and
-* (2) adopts the more conservative Ahues & Tisseur stopping
-* criterion (LAWN 122, 1997).
-*
-* =========================================================
-*
-* .. Parameters ..
- INTEGER ITMAX
- PARAMETER ( ITMAX = 30 )
- DOUBLE PRECISION ZERO, ONE, TWO
- PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0, TWO = 2.0d0 )
- DOUBLE PRECISION DAT1, DAT2
- PARAMETER ( DAT1 = 3.0d0 / 4.0d0, DAT2 = -0.4375d0 )
-* ..
-* .. Local Scalars ..
- DOUBLE PRECISION AA, AB, BA, BB, CS, DET, H11, H12, H21, H21S,
- $ H22, RT1I, RT1R, RT2I, RT2R, RTDISC, S, SAFMAX,
- $ SAFMIN, SMLNUM, SN, SUM, T1, T2, T3, TR, TST,
- $ ULP, V2, V3
- INTEGER I, I1, I2, ITS, J, K, L, M, NH, NR, NZ
-* ..
-* .. Local Arrays ..
- DOUBLE PRECISION V( 3 )
-* ..
-* .. External Functions ..
- DOUBLE PRECISION DLAMCH
- EXTERNAL DLAMCH
-* ..
-* .. External Subroutines ..
- EXTERNAL DCOPY, DLABAD, DLANV2, DLARFG, DROT
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, DBLE, MAX, MIN, SQRT
-* ..
-* .. Executable Statements ..
-*
- INFO = 0
-*
-* Quick return if possible
-*
- IF( N.EQ.0 )
- $ RETURN
- IF( ILO.EQ.IHI ) THEN
- WR( ILO ) = H( ILO, ILO )
- WI( ILO ) = ZERO
- RETURN
- END IF
-*
-* ==== clear out the trash ====
- DO 10 J = ILO, IHI - 3
- H( J+2, J ) = ZERO
- H( J+3, J ) = ZERO
- 10 CONTINUE
- IF( ILO.LE.IHI-2 )
- $ H( IHI, IHI-2 ) = ZERO
-*
- NH = IHI - ILO + 1
- NZ = IHIZ - ILOZ + 1
-*
-* Set machine-dependent constants for the stopping criterion.
-*
- SAFMIN = DLAMCH( 'SAFE MINIMUM' )
- SAFMAX = ONE / SAFMIN
- CALL DLABAD( SAFMIN, SAFMAX )
- ULP = DLAMCH( 'PRECISION' )
- SMLNUM = SAFMIN*( DBLE( NH ) / ULP )
-*
-* I1 and I2 are the indices of the first row and last column of H
-* to which transformations must be applied. If eigenvalues only are
-* being computed, I1 and I2 are set inside the main loop.
-*
- IF( WANTT ) THEN
- I1 = 1
- I2 = N
- END IF
-*
-* The main loop begins here. I is the loop index and decreases from
-* IHI to ILO in steps of 1 or 2. Each iteration of the loop works
-* with the active submatrix in rows and columns L to I.
-* Eigenvalues I+1 to IHI have already converged. Either L = ILO or
-* H(L,L-1) is negligible so that the matrix splits.
-*
- I = IHI
- 20 CONTINUE
- L = ILO
- IF( I.LT.ILO )
- $ GO TO 160
-*
-* Perform QR iterations on rows and columns ILO to I until a
-* submatrix of order 1 or 2 splits off at the bottom because a
-* subdiagonal element has become negligible.
-*
- DO 140 ITS = 0, ITMAX
-*
-* Look for a single small subdiagonal element.
-*
- DO 30 K = I, L + 1, -1
- IF( ABS( H( K, K-1 ) ).LE.SMLNUM )
- $ GO TO 40
- TST = ABS( H( K-1, K-1 ) ) + ABS( H( K, K ) )
- IF( TST.EQ.ZERO ) THEN
- IF( K-2.GE.ILO )
- $ TST = TST + ABS( H( K-1, K-2 ) )
- IF( K+1.LE.IHI )
- $ TST = TST + ABS( H( K+1, K ) )
- END IF
-* ==== The following is a conservative small subdiagonal
-* . deflation criterion due to Ahues & Tisseur (LAWN 122,
-* . 1997). It has better mathematical foundation and
-* . improves accuracy in some cases. ====
- IF( ABS( H( K, K-1 ) ).LE.ULP*TST ) THEN
- AB = MAX( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
- BA = MIN( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
- AA = MAX( ABS( H( K, K ) ),
- $ ABS( H( K-1, K-1 )-H( K, K ) ) )
- BB = MIN( ABS( H( K, K ) ),
- $ ABS( H( K-1, K-1 )-H( K, K ) ) )
- S = AA + AB
- IF( BA*( AB / S ).LE.MAX( SMLNUM,
- $ ULP*( BB*( AA / S ) ) ) )GO TO 40
- END IF
- 30 CONTINUE
- 40 CONTINUE
- L = K
- IF( L.GT.ILO ) THEN
-*
-* H(L,L-1) is negligible
-*
- H( L, L-1 ) = ZERO
- END IF
-*
-* Exit from loop if a submatrix of order 1 or 2 has split off.
-*
- IF( L.GE.I-1 )
- $ GO TO 150
-*
-* Now the active submatrix is in rows and columns L to I. If
-* eigenvalues only are being computed, only the active submatrix
-* need be transformed.
-*
- IF( .NOT.WANTT ) THEN
- I1 = L
- I2 = I
- END IF
-*
- IF( ITS.EQ.10 .OR. ITS.EQ.20 ) THEN
-*
-* Exceptional shift.
-*
- H11 = DAT1*S + H( I, I )
- H12 = DAT2*S
- H21 = S
- H22 = H11
- ELSE
-*
-* Prepare to use Francis' double shift
-* (i.e. 2nd degree generalized Rayleigh quotient)
-*
- H11 = H( I-1, I-1 )
- H21 = H( I, I-1 )
- H12 = H( I-1, I )
- H22 = H( I, I )
- END IF
- S = ABS( H11 ) + ABS( H12 ) + ABS( H21 ) + ABS( H22 )
- IF( S.EQ.ZERO ) THEN
- RT1R = ZERO
- RT1I = ZERO
- RT2R = ZERO
- RT2I = ZERO
- ELSE
- H11 = H11 / S
- H21 = H21 / S
- H12 = H12 / S
- H22 = H22 / S
- TR = ( H11+H22 ) / TWO
- DET = ( H11-TR )*( H22-TR ) - H12*H21
- RTDISC = SQRT( ABS( DET ) )
- IF( DET.GE.ZERO ) THEN
-*
-* ==== complex conjugate shifts ====
-*
- RT1R = TR*S
- RT2R = RT1R
- RT1I = RTDISC*S
- RT2I = -RT1I
- ELSE
-*
-* ==== real shifts (use only one of them) ====
-*
- RT1R = TR + RTDISC
- RT2R = TR - RTDISC
- IF( ABS( RT1R-H22 ).LE.ABS( RT2R-H22 ) ) THEN
- RT1R = RT1R*S
- RT2R = RT1R
- ELSE
- RT2R = RT2R*S
- RT1R = RT2R
- END IF
- RT1I = ZERO
- RT2I = ZERO
- END IF
- END IF
-*
-* Look for two consecutive small subdiagonal elements.
-*
- DO 50 M = I - 2, L, -1
-* Determine the effect of starting the double-shift QR
-* iteration at row M, and see if this would make H(M,M-1)
-* negligible. (The following uses scaling to avoid
-* overflows and most underflows.)
-*
- H21S = H( M+1, M )
- S = ABS( H( M, M )-RT2R ) + ABS( RT2I ) + ABS( H21S )
- H21S = H( M+1, M ) / S
- V( 1 ) = H21S*H( M, M+1 ) + ( H( M, M )-RT1R )*
- $ ( ( H( M, M )-RT2R ) / S ) - RT1I*( RT2I / S )
- V( 2 ) = H21S*( H( M, M )+H( M+1, M+1 )-RT1R-RT2R )
- V( 3 ) = H21S*H( M+2, M+1 )
- S = ABS( V( 1 ) ) + ABS( V( 2 ) ) + ABS( V( 3 ) )
- V( 1 ) = V( 1 ) / S
- V( 2 ) = V( 2 ) / S
- V( 3 ) = V( 3 ) / S
- IF( M.EQ.L )
- $ GO TO 60
- IF( ABS( H( M, M-1 ) )*( ABS( V( 2 ) )+ABS( V( 3 ) ) ).LE.
- $ ULP*ABS( V( 1 ) )*( ABS( H( M-1, M-1 ) )+ABS( H( M,
- $ M ) )+ABS( H( M+1, M+1 ) ) ) )GO TO 60
- 50 CONTINUE
- 60 CONTINUE
-*
-* Double-shift QR step
-*
- DO 130 K = M, I - 1
-*
-* The first iteration of this loop determines a reflection G
-* from the vector V and applies it from left and right to H,
-* thus creating a nonzero bulge below the subdiagonal.
-*
-* Each subsequent iteration determines a reflection G to
-* restore the Hessenberg form in the (K-1)th column, and thus
-* chases the bulge one step toward the bottom of the active
-* submatrix. NR is the order of G.
-*
- NR = MIN( 3, I-K+1 )
- IF( K.GT.M )
- $ CALL DCOPY( NR, H( K, K-1 ), 1, V, 1 )
- CALL DLARFG( NR, V( 1 ), V( 2 ), 1, T1 )
- IF( K.GT.M ) THEN
- H( K, K-1 ) = V( 1 )
- H( K+1, K-1 ) = ZERO
- IF( K.LT.I-1 )
- $ H( K+2, K-1 ) = ZERO
- ELSE IF( M.GT.L ) THEN
- H( K, K-1 ) = -H( K, K-1 )
- END IF
- V2 = V( 2 )
- T2 = T1*V2
- IF( NR.EQ.3 ) THEN
- V3 = V( 3 )
- T3 = T1*V3
-*
-* Apply G from the left to transform the rows of the matrix
-* in columns K to I2.
-*
- DO 70 J = K, I2
- SUM = H( K, J ) + V2*H( K+1, J ) + V3*H( K+2, J )
- H( K, J ) = H( K, J ) - SUM*T1
- H( K+1, J ) = H( K+1, J ) - SUM*T2
- H( K+2, J ) = H( K+2, J ) - SUM*T3
- 70 CONTINUE
-*
-* Apply G from the right to transform the columns of the
-* matrix in rows I1 to min(K+3,I).
-*
- DO 80 J = I1, MIN( K+3, I )
- SUM = H( J, K ) + V2*H( J, K+1 ) + V3*H( J, K+2 )
- H( J, K ) = H( J, K ) - SUM*T1
- H( J, K+1 ) = H( J, K+1 ) - SUM*T2
- H( J, K+2 ) = H( J, K+2 ) - SUM*T3
- 80 CONTINUE
-*
- IF( WANTZ ) THEN
-*
-* Accumulate transformations in the matrix Z
-*
- DO 90 J = ILOZ, IHIZ
- SUM = Z( J, K ) + V2*Z( J, K+1 ) + V3*Z( J, K+2 )
- Z( J, K ) = Z( J, K ) - SUM*T1
- Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
- Z( J, K+2 ) = Z( J, K+2 ) - SUM*T3
- 90 CONTINUE
- END IF
- ELSE IF( NR.EQ.2 ) THEN
-*
-* Apply G from the left to transform the rows of the matrix
-* in columns K to I2.
-*
- DO 100 J = K, I2
- SUM = H( K, J ) + V2*H( K+1, J )
- H( K, J ) = H( K, J ) - SUM*T1
- H( K+1, J ) = H( K+1, J ) - SUM*T2
- 100 CONTINUE
-*
-* Apply G from the right to transform the columns of the
-* matrix in rows I1 to min(K+3,I).
-*
- DO 110 J = I1, I
- SUM = H( J, K ) + V2*H( J, K+1 )
- H( J, K ) = H( J, K ) - SUM*T1
- H( J, K+1 ) = H( J, K+1 ) - SUM*T2
- 110 CONTINUE
-*
- IF( WANTZ ) THEN
-*
-* Accumulate transformations in the matrix Z
-*
- DO 120 J = ILOZ, IHIZ
- SUM = Z( J, K ) + V2*Z( J, K+1 )
- Z( J, K ) = Z( J, K ) - SUM*T1
- Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
- 120 CONTINUE
- END IF
- END IF
- 130 CONTINUE
-*
- 140 CONTINUE
-*
-* Failure to converge in remaining number of iterations
-*
- INFO = I
- RETURN
-*
- 150 CONTINUE
-*
- IF( L.EQ.I ) THEN
-*
-* H(I,I-1) is negligible: one eigenvalue has converged.
-*
- WR( I ) = H( I, I )
- WI( I ) = ZERO
- ELSE IF( L.EQ.I-1 ) THEN
-*
-* H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
-*
-* Transform the 2-by-2 submatrix to standard Schur form,
-* and compute and store the eigenvalues.
-*
- CALL DLANV2( H( I-1, I-1 ), H( I-1, I ), H( I, I-1 ),
- $ H( I, I ), WR( I-1 ), WI( I-1 ), WR( I ), WI( I ),
- $ CS, SN )
-*
- IF( WANTT ) THEN
-*
-* Apply the transformation to the rest of H.
-*
- IF( I2.GT.I )
- $ CALL DROT( I2-I, H( I-1, I+1 ), LDH, H( I, I+1 ), LDH,
- $ CS, SN )
- CALL DROT( I-I1-1, H( I1, I-1 ), 1, H( I1, I ), 1, CS, SN )
- END IF
- IF( WANTZ ) THEN
-*
-* Apply the transformation to Z.
-*
- CALL DROT( NZ, Z( ILOZ, I-1 ), 1, Z( ILOZ, I ), 1, CS, SN )
- END IF
- END IF
-*
-* return to start of the main loop with new value of I.
-*
- I = L - 1
- GO TO 20
-*
- 160 CONTINUE
- RETURN
-*
-* End of DLAHQR
-*
- END