00001 SUBROUTINE DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
00002 $ IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
00003 $ LDT, NV, WV, LDWV, WORK, LWORK )
00004
00005
00006
00007
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00009
00010 INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
00011 $ LDZ, LWORK, N, ND, NH, NS, NV, NW
00012 LOGICAL WANTT, WANTZ
00013
00014
00015 DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
00016 $ V( LDV, * ), WORK( * ), WV( LDWV, * ),
00017 $ Z( LDZ, * )
00018
00019
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00157
00158 DOUBLE PRECISION ZERO, ONE
00159 PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
00160
00161
00162 DOUBLE PRECISION AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
00163 $ SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
00164 INTEGER I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
00165 $ KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2, LWK3,
00166 $ LWKOPT, NMIN
00167 LOGICAL BULGE, SORTED
00168
00169
00170 DOUBLE PRECISION DLAMCH
00171 INTEGER ILAENV
00172 EXTERNAL DLAMCH, ILAENV
00173
00174
00175 EXTERNAL DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
00176 $ DLANV2, DLAQR4, DLARF, DLARFG, DLASET, DORMHR,
00177 $ DTREXC
00178
00179
00180 INTRINSIC ABS, DBLE, INT, MAX, MIN, SQRT
00181
00182
00183
00184
00185
00186 JW = MIN( NW, KBOT-KTOP+1 )
00187 IF( JW.LE.2 ) THEN
00188 LWKOPT = 1
00189 ELSE
00190
00191
00192
00193 CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
00194 LWK1 = INT( WORK( 1 ) )
00195
00196
00197
00198 CALL DORMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
00199 $ WORK, -1, INFO )
00200 LWK2 = INT( WORK( 1 ) )
00201
00202
00203
00204 CALL DLAQR4( .true., .true., JW, 1, JW, T, LDT, SR, SI, 1, JW,
00205 $ V, LDV, WORK, -1, INFQR )
00206 LWK3 = INT( WORK( 1 ) )
00207
00208
00209
00210 LWKOPT = MAX( JW+MAX( LWK1, LWK2 ), LWK3 )
00211 END IF
00212
00213
00214
00215 IF( LWORK.EQ.-1 ) THEN
00216 WORK( 1 ) = DBLE( LWKOPT )
00217 RETURN
00218 END IF
00219
00220
00221
00222 NS = 0
00223 ND = 0
00224 WORK( 1 ) = ONE
00225 IF( KTOP.GT.KBOT )
00226 $ RETURN
00227
00228 IF( NW.LT.1 )
00229 $ RETURN
00230
00231
00232
00233 SAFMIN = DLAMCH( 'SAFE MINIMUM' )
00234 SAFMAX = ONE / SAFMIN
00235 CALL DLABAD( SAFMIN, SAFMAX )
00236 ULP = DLAMCH( 'PRECISION' )
00237 SMLNUM = SAFMIN*( DBLE( N ) / ULP )
00238
00239
00240
00241 JW = MIN( NW, KBOT-KTOP+1 )
00242 KWTOP = KBOT - JW + 1
00243 IF( KWTOP.EQ.KTOP ) THEN
00244 S = ZERO
00245 ELSE
00246 S = H( KWTOP, KWTOP-1 )
00247 END IF
00248
00249 IF( KBOT.EQ.KWTOP ) THEN
00250
00251
00252
00253 SR( KWTOP ) = H( KWTOP, KWTOP )
00254 SI( KWTOP ) = ZERO
00255 NS = 1
00256 ND = 0
00257 IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
00258 $ THEN
00259 NS = 0
00260 ND = 1
00261 IF( KWTOP.GT.KTOP )
00262 $ H( KWTOP, KWTOP-1 ) = ZERO
00263 END IF
00264 WORK( 1 ) = ONE
00265 RETURN
00266 END IF
00267
00268
00269
00270
00271
00272
00273
00274 CALL DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
00275 CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
00276
00277 CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
00278 NMIN = ILAENV( 12, 'DLAQR3', 'SV', JW, 1, JW, LWORK )
00279 IF( JW.GT.NMIN ) THEN
00280 CALL DLAQR4( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
00281 $ SI( KWTOP ), 1, JW, V, LDV, WORK, LWORK, INFQR )
00282 ELSE
00283 CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
00284 $ SI( KWTOP ), 1, JW, V, LDV, INFQR )
00285 END IF
00286
00287
00288
00289 DO 10 J = 1, JW - 3
00290 T( J+2, J ) = ZERO
00291 T( J+3, J ) = ZERO
00292 10 CONTINUE
00293 IF( JW.GT.2 )
00294 $ T( JW, JW-2 ) = ZERO
00295
00296
00297
00298 NS = JW
00299 ILST = INFQR + 1
00300 20 CONTINUE
00301 IF( ILST.LE.NS ) THEN
00302 IF( NS.EQ.1 ) THEN
00303 BULGE = .FALSE.
00304 ELSE
00305 BULGE = T( NS, NS-1 ).NE.ZERO
00306 END IF
00307
00308
00309
00310 IF( .NOT.BULGE ) THEN
00311
00312
00313
00314 FOO = ABS( T( NS, NS ) )
00315 IF( FOO.EQ.ZERO )
00316 $ FOO = ABS( S )
00317 IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
00318
00319
00320
00321 NS = NS - 1
00322 ELSE
00323
00324
00325
00326
00327 IFST = NS
00328 CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
00329 $ INFO )
00330 ILST = ILST + 1
00331 END IF
00332 ELSE
00333
00334
00335
00336 FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
00337 $ SQRT( ABS( T( NS-1, NS ) ) )
00338 IF( FOO.EQ.ZERO )
00339 $ FOO = ABS( S )
00340 IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
00341 $ MAX( SMLNUM, ULP*FOO ) ) THEN
00342
00343
00344
00345 NS = NS - 2
00346 ELSE
00347
00348
00349
00350
00351
00352 IFST = NS
00353 CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
00354 $ INFO )
00355 ILST = ILST + 2
00356 END IF
00357 END IF
00358
00359
00360
00361 GO TO 20
00362 END IF
00363
00364
00365
00366 IF( NS.EQ.0 )
00367 $ S = ZERO
00368
00369 IF( NS.LT.JW ) THEN
00370
00371
00372
00373
00374
00375 SORTED = .false.
00376 I = NS + 1
00377 30 CONTINUE
00378 IF( SORTED )
00379 $ GO TO 50
00380 SORTED = .true.
00381
00382 KEND = I - 1
00383 I = INFQR + 1
00384 IF( I.EQ.NS ) THEN
00385 K = I + 1
00386 ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
00387 K = I + 1
00388 ELSE
00389 K = I + 2
00390 END IF
00391 40 CONTINUE
00392 IF( K.LE.KEND ) THEN
00393 IF( K.EQ.I+1 ) THEN
00394 EVI = ABS( T( I, I ) )
00395 ELSE
00396 EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
00397 $ SQRT( ABS( T( I, I+1 ) ) )
00398 END IF
00399
00400 IF( K.EQ.KEND ) THEN
00401 EVK = ABS( T( K, K ) )
00402 ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
00403 EVK = ABS( T( K, K ) )
00404 ELSE
00405 EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
00406 $ SQRT( ABS( T( K, K+1 ) ) )
00407 END IF
00408
00409 IF( EVI.GE.EVK ) THEN
00410 I = K
00411 ELSE
00412 SORTED = .false.
00413 IFST = I
00414 ILST = K
00415 CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
00416 $ INFO )
00417 IF( INFO.EQ.0 ) THEN
00418 I = ILST
00419 ELSE
00420 I = K
00421 END IF
00422 END IF
00423 IF( I.EQ.KEND ) THEN
00424 K = I + 1
00425 ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
00426 K = I + 1
00427 ELSE
00428 K = I + 2
00429 END IF
00430 GO TO 40
00431 END IF
00432 GO TO 30
00433 50 CONTINUE
00434 END IF
00435
00436
00437
00438 I = JW
00439 60 CONTINUE
00440 IF( I.GE.INFQR+1 ) THEN
00441 IF( I.EQ.INFQR+1 ) THEN
00442 SR( KWTOP+I-1 ) = T( I, I )
00443 SI( KWTOP+I-1 ) = ZERO
00444 I = I - 1
00445 ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
00446 SR( KWTOP+I-1 ) = T( I, I )
00447 SI( KWTOP+I-1 ) = ZERO
00448 I = I - 1
00449 ELSE
00450 AA = T( I-1, I-1 )
00451 CC = T( I, I-1 )
00452 BB = T( I-1, I )
00453 DD = T( I, I )
00454 CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
00455 $ SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
00456 $ SI( KWTOP+I-1 ), CS, SN )
00457 I = I - 2
00458 END IF
00459 GO TO 60
00460 END IF
00461
00462 IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
00463 IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
00464
00465
00466
00467 CALL DCOPY( NS, V, LDV, WORK, 1 )
00468 BETA = WORK( 1 )
00469 CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
00470 WORK( 1 ) = ONE
00471
00472 CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
00473
00474 CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
00475 $ WORK( JW+1 ) )
00476 CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
00477 $ WORK( JW+1 ) )
00478 CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
00479 $ WORK( JW+1 ) )
00480
00481 CALL DGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
00482 $ LWORK-JW, INFO )
00483 END IF
00484
00485
00486
00487 IF( KWTOP.GT.1 )
00488 $ H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
00489 CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
00490 CALL DCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
00491 $ LDH+1 )
00492
00493
00494
00495
00496 IF( NS.GT.1 .AND. S.NE.ZERO )
00497 $ CALL DORMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
00498 $ WORK( JW+1 ), LWORK-JW, INFO )
00499
00500
00501
00502 IF( WANTT ) THEN
00503 LTOP = 1
00504 ELSE
00505 LTOP = KTOP
00506 END IF
00507 DO 70 KROW = LTOP, KWTOP - 1, NV
00508 KLN = MIN( NV, KWTOP-KROW )
00509 CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
00510 $ LDH, V, LDV, ZERO, WV, LDWV )
00511 CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
00512 70 CONTINUE
00513
00514
00515
00516 IF( WANTT ) THEN
00517 DO 80 KCOL = KBOT + 1, N, NH
00518 KLN = MIN( NH, N-KCOL+1 )
00519 CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
00520 $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
00521 CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
00522 $ LDH )
00523 80 CONTINUE
00524 END IF
00525
00526
00527
00528 IF( WANTZ ) THEN
00529 DO 90 KROW = ILOZ, IHIZ, NV
00530 KLN = MIN( NV, IHIZ-KROW+1 )
00531 CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
00532 $ LDZ, V, LDV, ZERO, WV, LDWV )
00533 CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
00534 $ LDZ )
00535 90 CONTINUE
00536 END IF
00537 END IF
00538
00539
00540
00541 ND = JW - NS
00542
00543
00544
00545
00546
00547
00548
00549 NS = NS - INFQR
00550
00551
00552
00553 WORK( 1 ) = DBLE( LWKOPT )
00554
00555
00556
00557 END