summaryrefslogtreecommitdiff
path: root/src/lib/lapack/zlaqr2.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/zlaqr2.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/zlaqr2.f')
-rw-r--r--src/lib/lapack/zlaqr2.f437
1 files changed, 0 insertions, 437 deletions
diff --git a/src/lib/lapack/zlaqr2.f b/src/lib/lapack/zlaqr2.f
deleted file mode 100644
index 0add51ae..00000000
--- a/src/lib/lapack/zlaqr2.f
+++ /dev/null
@@ -1,437 +0,0 @@
- SUBROUTINE ZLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
- $ IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
- $ NV, WV, LDWV, WORK, LWORK )
-*
-* -- LAPACK auxiliary routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
- $ LDZ, LWORK, N, ND, NH, NS, NV, NW
- LOGICAL WANTT, WANTZ
-* ..
-* .. Array Arguments ..
- COMPLEX*16 H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
- $ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
-* ..
-*
-* This subroutine is identical to ZLAQR3 except that it avoids
-* recursion by calling ZLAHQR instead of ZLAQR4.
-*
-*
-* ******************************************************************
-* Aggressive early deflation:
-*
-* This subroutine accepts as input an upper Hessenberg matrix
-* H and performs an unitary similarity transformation
-* designed to detect and deflate fully converged eigenvalues from
-* a trailing principal submatrix. On output H has been over-
-* written by a new Hessenberg matrix that is a perturbation of
-* an unitary similarity transformation of H. It is to be
-* hoped that the final version of H has many zero subdiagonal
-* entries.
-*
-* ******************************************************************
-* WANTT (input) LOGICAL
-* If .TRUE., then the Hessenberg matrix H is fully updated
-* so that the triangular Schur factor may be
-* computed (in cooperation with the calling subroutine).
-* If .FALSE., then only enough of H is updated to preserve
-* the eigenvalues.
-*
-* WANTZ (input) LOGICAL
-* If .TRUE., then the unitary matrix Z is updated so
-* so that the unitary Schur factor may be computed
-* (in cooperation with the calling subroutine).
-* If .FALSE., then Z is not referenced.
-*
-* N (input) INTEGER
-* The order of the matrix H and (if WANTZ is .TRUE.) the
-* order of the unitary matrix Z.
-*
-* KTOP (input) INTEGER
-* It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
-* KBOT and KTOP together determine an isolated block
-* along the diagonal of the Hessenberg matrix.
-*
-* KBOT (input) INTEGER
-* It is assumed without a check that either
-* KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together
-* determine an isolated block along the diagonal of the
-* Hessenberg matrix.
-*
-* NW (input) INTEGER
-* Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1).
-*
-* H (input/output) COMPLEX*16 array, dimension (LDH,N)
-* On input the initial N-by-N section of H stores the
-* Hessenberg matrix undergoing aggressive early deflation.
-* On output H has been transformed by a unitary
-* similarity transformation, perturbed, and the returned
-* to Hessenberg form that (it is to be hoped) has some
-* zero subdiagonal entries.
-*
-* LDH (input) integer
-* Leading dimension of H just as declared in the calling
-* subroutine. N .LE. LDH
-*
-* ILOZ (input) INTEGER
-* IHIZ (input) INTEGER
-* Specify the rows of Z to which transformations must be
-* applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
-*
-* Z (input/output) COMPLEX*16 array, dimension (LDZ,IHI)
-* IF WANTZ is .TRUE., then on output, the unitary
-* similarity transformation mentioned above has been
-* accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right.
-* If WANTZ is .FALSE., then Z is unreferenced.
-*
-* LDZ (input) integer
-* The leading dimension of Z just as declared in the
-* calling subroutine. 1 .LE. LDZ.
-*
-* NS (output) integer
-* The number of unconverged (ie approximate) eigenvalues
-* returned in SR and SI that may be used as shifts by the
-* calling subroutine.
-*
-* ND (output) integer
-* The number of converged eigenvalues uncovered by this
-* subroutine.
-*
-* SH (output) COMPLEX*16 array, dimension KBOT
-* On output, approximate eigenvalues that may
-* be used for shifts are stored in SH(KBOT-ND-NS+1)
-* through SR(KBOT-ND). Converged eigenvalues are
-* stored in SH(KBOT-ND+1) through SH(KBOT).
-*
-* V (workspace) COMPLEX*16 array, dimension (LDV,NW)
-* An NW-by-NW work array.
-*
-* LDV (input) integer scalar
-* The leading dimension of V just as declared in the
-* calling subroutine. NW .LE. LDV
-*
-* NH (input) integer scalar
-* The number of columns of T. NH.GE.NW.
-*
-* T (workspace) COMPLEX*16 array, dimension (LDT,NW)
-*
-* LDT (input) integer
-* The leading dimension of T just as declared in the
-* calling subroutine. NW .LE. LDT
-*
-* NV (input) integer
-* The number of rows of work array WV available for
-* workspace. NV.GE.NW.
-*
-* WV (workspace) COMPLEX*16 array, dimension (LDWV,NW)
-*
-* LDWV (input) integer
-* The leading dimension of W just as declared in the
-* calling subroutine. NW .LE. LDV
-*
-* WORK (workspace) COMPLEX*16 array, dimension LWORK.
-* On exit, WORK(1) is set to an estimate of the optimal value
-* of LWORK for the given values of N, NW, KTOP and KBOT.
-*
-* LWORK (input) integer
-* The dimension of the work array WORK. LWORK = 2*NW
-* suffices, but greater efficiency may result from larger
-* values of LWORK.
-*
-* If LWORK = -1, then a workspace query is assumed; ZLAQR2
-* only estimates the optimal workspace size for the given
-* values of N, NW, KTOP and KBOT. The estimate is returned
-* in WORK(1). No error message related to LWORK is issued
-* by XERBLA. Neither H nor Z are accessed.
-*
-* ================================================================
-* Based on contributions by
-* Karen Braman and Ralph Byers, Department of Mathematics,
-* University of Kansas, USA
-*
-* ==================================================================
-* .. Parameters ..
- COMPLEX*16 ZERO, ONE
- PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
- $ ONE = ( 1.0d0, 0.0d0 ) )
- DOUBLE PRECISION RZERO, RONE
- PARAMETER ( RZERO = 0.0d0, RONE = 1.0d0 )
-* ..
-* .. Local Scalars ..
- COMPLEX*16 BETA, CDUM, S, TAU
- DOUBLE PRECISION FOO, SAFMAX, SAFMIN, SMLNUM, ULP
- INTEGER I, IFST, ILST, INFO, INFQR, J, JW, KCOL, KLN,
- $ KNT, KROW, KWTOP, LTOP, LWK1, LWK2, LWKOPT
-* ..
-* .. External Functions ..
- DOUBLE PRECISION DLAMCH
- EXTERNAL DLAMCH
-* ..
-* .. External Subroutines ..
- EXTERNAL DLABAD, ZCOPY, ZGEHRD, ZGEMM, ZLACPY, ZLAHQR,
- $ ZLARF, ZLARFG, ZLASET, ZTREXC, ZUNGHR
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, INT, MAX, MIN
-* ..
-* .. Statement Functions ..
- DOUBLE PRECISION CABS1
-* ..
-* .. Statement Function definitions ..
- CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
-* ..
-* .. Executable Statements ..
-*
-* ==== Estimate optimal workspace. ====
-*
- JW = MIN( NW, KBOT-KTOP+1 )
- IF( JW.LE.2 ) THEN
- LWKOPT = 1
- ELSE
-*
-* ==== Workspace query call to ZGEHRD ====
-*
- CALL ZGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
- LWK1 = INT( WORK( 1 ) )
-*
-* ==== Workspace query call to ZUNGHR ====
-*
- CALL ZUNGHR( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
- LWK2 = INT( WORK( 1 ) )
-*
-* ==== Optimal workspace ====
-*
- LWKOPT = JW + MAX( LWK1, LWK2 )
- END IF
-*
-* ==== Quick return in case of workspace query. ====
-*
- IF( LWORK.EQ.-1 ) THEN
- WORK( 1 ) = DCMPLX( LWKOPT, 0 )
- RETURN
- END IF
-*
-* ==== Nothing to do ...
-* ... for an empty active block ... ====
- NS = 0
- ND = 0
- IF( KTOP.GT.KBOT )
- $ RETURN
-* ... nor for an empty deflation window. ====
- IF( NW.LT.1 )
- $ RETURN
-*
-* ==== Machine constants ====
-*
- SAFMIN = DLAMCH( 'SAFE MINIMUM' )
- SAFMAX = RONE / SAFMIN
- CALL DLABAD( SAFMIN, SAFMAX )
- ULP = DLAMCH( 'PRECISION' )
- SMLNUM = SAFMIN*( DBLE( N ) / ULP )
-*
-* ==== Setup deflation window ====
-*
- JW = MIN( NW, KBOT-KTOP+1 )
- KWTOP = KBOT - JW + 1
- IF( KWTOP.EQ.KTOP ) THEN
- S = ZERO
- ELSE
- S = H( KWTOP, KWTOP-1 )
- END IF
-*
- IF( KBOT.EQ.KWTOP ) THEN
-*
-* ==== 1-by-1 deflation window: not much to do ====
-*
- SH( KWTOP ) = H( KWTOP, KWTOP )
- NS = 1
- ND = 0
- IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
- $ KWTOP ) ) ) ) THEN
- NS = 0
- ND = 1
- IF( KWTOP.GT.KTOP )
- $ H( KWTOP, KWTOP-1 ) = ZERO
- END IF
- RETURN
- END IF
-*
-* ==== Convert to spike-triangular form. (In case of a
-* . rare QR failure, this routine continues to do
-* . aggressive early deflation using that part of
-* . the deflation window that converged using INFQR
-* . here and there to keep track.) ====
-*
- CALL ZLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
- CALL ZCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
-*
- CALL ZLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
- CALL ZLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
- $ JW, V, LDV, INFQR )
-*
-* ==== Deflation detection loop ====
-*
- NS = JW
- ILST = INFQR + 1
- DO 10 KNT = INFQR + 1, JW
-*
-* ==== Small spike tip deflation test ====
-*
- FOO = CABS1( T( NS, NS ) )
- IF( FOO.EQ.RZERO )
- $ FOO = CABS1( S )
- IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
- $ THEN
-*
-* ==== One more converged eigenvalue ====
-*
- NS = NS - 1
- ELSE
-*
-* ==== One undflatable eigenvalue. Move it up out of the
-* . way. (ZTREXC can not fail in this case.) ====
-*
- IFST = NS
- CALL ZTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
- ILST = ILST + 1
- END IF
- 10 CONTINUE
-*
-* ==== Return to Hessenberg form ====
-*
- IF( NS.EQ.0 )
- $ S = ZERO
-*
- IF( NS.LT.JW ) THEN
-*
-* ==== sorting the diagonal of T improves accuracy for
-* . graded matrices. ====
-*
- DO 30 I = INFQR + 1, NS
- IFST = I
- DO 20 J = I + 1, NS
- IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
- $ IFST = J
- 20 CONTINUE
- ILST = I
- IF( IFST.NE.ILST )
- $ CALL ZTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
- 30 CONTINUE
- END IF
-*
-* ==== Restore shift/eigenvalue array from T ====
-*
- DO 40 I = INFQR + 1, JW
- SH( KWTOP+I-1 ) = T( I, I )
- 40 CONTINUE
-*
-*
- IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
- IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
-*
-* ==== Reflect spike back into lower triangle ====
-*
- CALL ZCOPY( NS, V, LDV, WORK, 1 )
- DO 50 I = 1, NS
- WORK( I ) = DCONJG( WORK( I ) )
- 50 CONTINUE
- BETA = WORK( 1 )
- CALL ZLARFG( NS, BETA, WORK( 2 ), 1, TAU )
- WORK( 1 ) = ONE
-*
- CALL ZLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
-*
- CALL ZLARF( 'L', NS, JW, WORK, 1, DCONJG( TAU ), T, LDT,
- $ WORK( JW+1 ) )
- CALL ZLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
- $ WORK( JW+1 ) )
- CALL ZLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
- $ WORK( JW+1 ) )
-*
- CALL ZGEHRD( 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*DCONJG( V( 1, 1 ) )
- CALL ZLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
- CALL ZCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
- $ LDH+1 )
-*
-* ==== Accumulate orthogonal matrix in order update
-* . H and Z, if requested. (A modified version
-* . of ZUNGHR that accumulates block Householder
-* . transformations into V directly might be
-* . marginally more efficient than the following.) ====
-*
- IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
- CALL ZUNGHR( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
- $ LWORK-JW, INFO )
- CALL ZGEMM( 'N', 'N', JW, NS, NS, ONE, V, LDV, T, LDT, ZERO,
- $ WV, LDWV )
- CALL ZLACPY( 'A', JW, NS, WV, LDWV, V, LDV )
- END IF
-*
-* ==== 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 ZGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
- $ LDH, V, LDV, ZERO, WV, LDWV )
- CALL ZLACPY( '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 ZGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
- $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
- CALL ZLACPY( '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 ZGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
- $ LDZ, V, LDV, ZERO, WV, LDWV )
- CALL ZLACPY( '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 ) = DCMPLX( LWKOPT, 0 )
-*
-* ==== End of ZLAQR2 ====
-*
- END