LAPACK 3.12.0
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claqr5.f
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1*> \brief \b CLAQR5 performs a single small-bulge multi-shift QR sweep.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download CLAQR5 + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr5.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr5.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr5.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S,
22* H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
23* WV, LDWV, NH, WH, LDWH )
24*
25* .. Scalar Arguments ..
26* INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
27* $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
28* LOGICAL WANTT, WANTZ
29* ..
30* .. Array Arguments ..
31* COMPLEX H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
32* $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
33* ..
34*
35*
36*> \par Purpose:
37* =============
38*>
39*> \verbatim
40*>
41*> CLAQR5 called by CLAQR0 performs a
42*> single small-bulge multi-shift QR sweep.
43*> \endverbatim
44*
45* Arguments:
46* ==========
47*
48*> \param[in] WANTT
49*> \verbatim
50*> WANTT is LOGICAL
51*> WANTT = .true. if the triangular Schur factor
52*> is being computed. WANTT is set to .false. otherwise.
53*> \endverbatim
54*>
55*> \param[in] WANTZ
56*> \verbatim
57*> WANTZ is LOGICAL
58*> WANTZ = .true. if the unitary Schur factor is being
59*> computed. WANTZ is set to .false. otherwise.
60*> \endverbatim
61*>
62*> \param[in] KACC22
63*> \verbatim
64*> KACC22 is INTEGER with value 0, 1, or 2.
65*> Specifies the computation mode of far-from-diagonal
66*> orthogonal updates.
67*> = 0: CLAQR5 does not accumulate reflections and does not
68*> use matrix-matrix multiply to update far-from-diagonal
69*> matrix entries.
70*> = 1: CLAQR5 accumulates reflections and uses matrix-matrix
71*> multiply to update the far-from-diagonal matrix entries.
72*> = 2: Same as KACC22 = 1. This option used to enable exploiting
73*> the 2-by-2 structure during matrix multiplications, but
74*> this is no longer supported.
75*> \endverbatim
76*>
77*> \param[in] N
78*> \verbatim
79*> N is INTEGER
80*> N is the order of the Hessenberg matrix H upon which this
81*> subroutine operates.
82*> \endverbatim
83*>
84*> \param[in] KTOP
85*> \verbatim
86*> KTOP is INTEGER
87*> \endverbatim
88*>
89*> \param[in] KBOT
90*> \verbatim
91*> KBOT is INTEGER
92*> These are the first and last rows and columns of an
93*> isolated diagonal block upon which the QR sweep is to be
94*> applied. It is assumed without a check that
95*> either KTOP = 1 or H(KTOP,KTOP-1) = 0
96*> and
97*> either KBOT = N or H(KBOT+1,KBOT) = 0.
98*> \endverbatim
99*>
100*> \param[in] NSHFTS
101*> \verbatim
102*> NSHFTS is INTEGER
103*> NSHFTS gives the number of simultaneous shifts. NSHFTS
104*> must be positive and even.
105*> \endverbatim
106*>
107*> \param[in,out] S
108*> \verbatim
109*> S is COMPLEX array, dimension (NSHFTS)
110*> S contains the shifts of origin that define the multi-
111*> shift QR sweep. On output S may be reordered.
112*> \endverbatim
113*>
114*> \param[in,out] H
115*> \verbatim
116*> H is COMPLEX array, dimension (LDH,N)
117*> On input H contains a Hessenberg matrix. On output a
118*> multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
119*> to the isolated diagonal block in rows and columns KTOP
120*> through KBOT.
121*> \endverbatim
122*>
123*> \param[in] LDH
124*> \verbatim
125*> LDH is INTEGER
126*> LDH is the leading dimension of H just as declared in the
127*> calling procedure. LDH >= MAX(1,N).
128*> \endverbatim
129*>
130*> \param[in] ILOZ
131*> \verbatim
132*> ILOZ is INTEGER
133*> \endverbatim
134*>
135*> \param[in] IHIZ
136*> \verbatim
137*> IHIZ is INTEGER
138*> Specify the rows of Z to which transformations must be
139*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
140*> \endverbatim
141*>
142*> \param[in,out] Z
143*> \verbatim
144*> Z is COMPLEX array, dimension (LDZ,IHIZ)
145*> If WANTZ = .TRUE., then the QR Sweep unitary
146*> similarity transformation is accumulated into
147*> Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
148*> If WANTZ = .FALSE., then Z is unreferenced.
149*> \endverbatim
150*>
151*> \param[in] LDZ
152*> \verbatim
153*> LDZ is INTEGER
154*> LDA is the leading dimension of Z just as declared in
155*> the calling procedure. LDZ >= N.
156*> \endverbatim
157*>
158*> \param[out] V
159*> \verbatim
160*> V is COMPLEX array, dimension (LDV,NSHFTS/2)
161*> \endverbatim
162*>
163*> \param[in] LDV
164*> \verbatim
165*> LDV is INTEGER
166*> LDV is the leading dimension of V as declared in the
167*> calling procedure. LDV >= 3.
168*> \endverbatim
169*>
170*> \param[out] U
171*> \verbatim
172*> U is COMPLEX array, dimension (LDU,2*NSHFTS)
173*> \endverbatim
174*>
175*> \param[in] LDU
176*> \verbatim
177*> LDU is INTEGER
178*> LDU is the leading dimension of U just as declared in the
179*> in the calling subroutine. LDU >= 2*NSHFTS.
180*> \endverbatim
181*>
182*> \param[in] NV
183*> \verbatim
184*> NV is INTEGER
185*> NV is the number of rows in WV agailable for workspace.
186*> NV >= 1.
187*> \endverbatim
188*>
189*> \param[out] WV
190*> \verbatim
191*> WV is COMPLEX array, dimension (LDWV,2*NSHFTS)
192*> \endverbatim
193*>
194*> \param[in] LDWV
195*> \verbatim
196*> LDWV is INTEGER
197*> LDWV is the leading dimension of WV as declared in the
198*> in the calling subroutine. LDWV >= NV.
199*> \endverbatim
200*
201*> \param[in] NH
202*> \verbatim
203*> NH is INTEGER
204*> NH is the number of columns in array WH available for
205*> workspace. NH >= 1.
206*> \endverbatim
207*>
208*> \param[out] WH
209*> \verbatim
210*> WH is COMPLEX array, dimension (LDWH,NH)
211*> \endverbatim
212*>
213*> \param[in] LDWH
214*> \verbatim
215*> LDWH is INTEGER
216*> Leading dimension of WH just as declared in the
217*> calling procedure. LDWH >= 2*NSHFTS.
218*> \endverbatim
219*>
220* Authors:
221* ========
222*
223*> \author Univ. of Tennessee
224*> \author Univ. of California Berkeley
225*> \author Univ. of Colorado Denver
226*> \author NAG Ltd.
227*
228*> \ingroup laqr5
229*
230*> \par Contributors:
231* ==================
232*>
233*> Karen Braman and Ralph Byers, Department of Mathematics,
234*> University of Kansas, USA
235*>
236*> Lars Karlsson, Daniel Kressner, and Bruno Lang
237*>
238*> Thijs Steel, Department of Computer science,
239*> KU Leuven, Belgium
240*
241*> \par References:
242* ================
243*>
244*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
245*> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
246*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
247*> 929--947, 2002.
248*>
249*> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed
250*> chains of bulges in multishift QR algorithms.
251*> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
252*>
253* =====================================================================
254 SUBROUTINE claqr5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S,
255 $ H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
256 $ WV, LDWV, NH, WH, LDWH )
257 IMPLICIT NONE
258*
259* -- LAPACK auxiliary routine --
260* -- LAPACK is a software package provided by Univ. of Tennessee, --
261* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
262*
263* .. Scalar Arguments ..
264 INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
265 $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
266 LOGICAL WANTT, WANTZ
267* ..
268* .. Array Arguments ..
269 COMPLEX H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
270 $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
271* ..
272*
273* ================================================================
274* .. Parameters ..
275 COMPLEX ZERO, ONE
276 PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
277 $ one = ( 1.0e0, 0.0e0 ) )
278 REAL RZERO, RONE
279 PARAMETER ( RZERO = 0.0e0, rone = 1.0e0 )
280* ..
281* .. Local Scalars ..
282 COMPLEX ALPHA, BETA, CDUM, REFSUM, T1, T2, T3
283 REAL H11, H12, H21, H22, SAFMAX, SAFMIN, SCL,
284 $ smlnum, tst1, tst2, ulp
285 INTEGER I2, I4, INCOL, J, JBOT, JCOL, JLEN,
286 $ JROW, JTOP, K, K1, KDU, KMS, KRCOL,
287 $ m, m22, mbot, mtop, nbmps, ndcol,
288 $ ns, nu
289 LOGICAL ACCUM, BMP22
290* ..
291* .. External Functions ..
292 REAL SLAMCH
293 EXTERNAL SLAMCH
294* ..
295* .. Intrinsic Functions ..
296*
297 INTRINSIC abs, aimag, conjg, max, min, mod, real
298* ..
299* .. Local Arrays ..
300 COMPLEX VT( 3 )
301* ..
302* .. External Subroutines ..
303 EXTERNAL cgemm, clacpy, claqr1, clarfg, claset, ctrmm
304* ..
305* .. Statement Functions ..
306 REAL CABS1
307* ..
308* .. Statement Function definitions ..
309 cabs1( cdum ) = abs( real( cdum ) ) + abs( aimag( cdum ) )
310* ..
311* .. Executable Statements ..
312*
313* ==== If there are no shifts, then there is nothing to do. ====
314*
315 IF( nshfts.LT.2 )
316 $ RETURN
317*
318* ==== If the active block is empty or 1-by-1, then there
319* . is nothing to do. ====
320*
321 IF( ktop.GE.kbot )
322 $ RETURN
323*
324* ==== NSHFTS is supposed to be even, but if it is odd,
325* . then simply reduce it by one. ====
326*
327 ns = nshfts - mod( nshfts, 2 )
328*
329* ==== Machine constants for deflation ====
330*
331 safmin = slamch( 'SAFE MINIMUM' )
332 safmax = rone / safmin
333 ulp = slamch( 'PRECISION' )
334 smlnum = safmin*( real( n ) / ulp )
335*
336* ==== Use accumulated reflections to update far-from-diagonal
337* . entries ? ====
338*
339 accum = ( kacc22.EQ.1 ) .OR. ( kacc22.EQ.2 )
340*
341* ==== clear trash ====
342*
343 IF( ktop+2.LE.kbot )
344 $ h( ktop+2, ktop ) = zero
345*
346* ==== NBMPS = number of 2-shift bulges in the chain ====
347*
348 nbmps = ns / 2
349*
350* ==== KDU = width of slab ====
351*
352 kdu = 4*nbmps
353*
354* ==== Create and chase chains of NBMPS bulges ====
355*
356 DO 180 incol = ktop - 2*nbmps + 1, kbot - 2, 2*nbmps
357*
358* JTOP = Index from which updates from the right start.
359*
360 IF( accum ) THEN
361 jtop = max( ktop, incol )
362 ELSE IF( wantt ) THEN
363 jtop = 1
364 ELSE
365 jtop = ktop
366 END IF
367*
368 ndcol = incol + kdu
369 IF( accum )
370 $ CALL claset( 'ALL', kdu, kdu, zero, one, u, ldu )
371*
372* ==== Near-the-diagonal bulge chase. The following loop
373* . performs the near-the-diagonal part of a small bulge
374* . multi-shift QR sweep. Each 4*NBMPS column diagonal
375* . chunk extends from column INCOL to column NDCOL
376* . (including both column INCOL and column NDCOL). The
377* . following loop chases a 2*NBMPS+1 column long chain of
378* . NBMPS bulges 2*NBMPS columns to the right. (INCOL
379* . may be less than KTOP and and NDCOL may be greater than
380* . KBOT indicating phantom columns from which to chase
381* . bulges before they are actually introduced or to which
382* . to chase bulges beyond column KBOT.) ====
383*
384 DO 145 krcol = incol, min( incol+2*nbmps-1, kbot-2 )
385*
386* ==== Bulges number MTOP to MBOT are active double implicit
387* . shift bulges. There may or may not also be small
388* . 2-by-2 bulge, if there is room. The inactive bulges
389* . (if any) must wait until the active bulges have moved
390* . down the diagonal to make room. The phantom matrix
391* . paradigm described above helps keep track. ====
392*
393 mtop = max( 1, ( ktop-krcol ) / 2+1 )
394 mbot = min( nbmps, ( kbot-krcol-1 ) / 2 )
395 m22 = mbot + 1
396 bmp22 = ( mbot.LT.nbmps ) .AND. ( krcol+2*( m22-1 ) ).EQ.
397 $ ( kbot-2 )
398*
399* ==== Generate reflections to chase the chain right
400* . one column. (The minimum value of K is KTOP-1.) ====
401*
402 IF ( bmp22 ) THEN
403*
404* ==== Special case: 2-by-2 reflection at bottom treated
405* . separately ====
406*
407 k = krcol + 2*( m22-1 )
408 IF( k.EQ.ktop-1 ) THEN
409 CALL claqr1( 2, h( k+1, k+1 ), ldh, s( 2*m22-1 ),
410 $ s( 2*m22 ), v( 1, m22 ) )
411 beta = v( 1, m22 )
412 CALL clarfg( 2, beta, v( 2, m22 ), 1, v( 1, m22 ) )
413 ELSE
414 beta = h( k+1, k )
415 v( 2, m22 ) = h( k+2, k )
416 CALL clarfg( 2, beta, v( 2, m22 ), 1, v( 1, m22 ) )
417 h( k+1, k ) = beta
418 h( k+2, k ) = zero
419 END IF
420
421*
422* ==== Perform update from right within
423* . computational window. ====
424*
425 t1 = v( 1, m22 )
426 t2 = t1*conjg( v( 2, m22 ) )
427 DO 30 j = jtop, min( kbot, k+3 )
428 refsum = h( j, k+1 ) + v( 2, m22 )*h( j, k+2 )
429 h( j, k+1 ) = h( j, k+1 ) - refsum*t1
430 h( j, k+2 ) = h( j, k+2 ) - refsum*t2
431 30 CONTINUE
432*
433* ==== Perform update from left within
434* . computational window. ====
435*
436 IF( accum ) THEN
437 jbot = min( ndcol, kbot )
438 ELSE IF( wantt ) THEN
439 jbot = n
440 ELSE
441 jbot = kbot
442 END IF
443 t1 = conjg( v( 1, m22 ) )
444 t2 = t1*v( 2, m22 )
445 DO 40 j = k+1, jbot
446 refsum = h( k+1, j ) +
447 $ conjg( v( 2, m22 ) )*h( k+2, j )
448 h( k+1, j ) = h( k+1, j ) - refsum*t1
449 h( k+2, j ) = h( k+2, j ) - refsum*t2
450 40 CONTINUE
451*
452* ==== The following convergence test requires that
453* . the tradition small-compared-to-nearby-diagonals
454* . criterion and the Ahues & Tisseur (LAWN 122, 1997)
455* . criteria both be satisfied. The latter improves
456* . accuracy in some examples. Falling back on an
457* . alternate convergence criterion when TST1 or TST2
458* . is zero (as done here) is traditional but probably
459* . unnecessary. ====
460*
461 IF( k.GE.ktop) THEN
462 IF( h( k+1, k ).NE.zero ) THEN
463 tst1 = cabs1( h( k, k ) ) + cabs1( h( k+1, k+1 ) )
464 IF( tst1.EQ.rzero ) THEN
465 IF( k.GE.ktop+1 )
466 $ tst1 = tst1 + cabs1( h( k, k-1 ) )
467 IF( k.GE.ktop+2 )
468 $ tst1 = tst1 + cabs1( h( k, k-2 ) )
469 IF( k.GE.ktop+3 )
470 $ tst1 = tst1 + cabs1( h( k, k-3 ) )
471 IF( k.LE.kbot-2 )
472 $ tst1 = tst1 + cabs1( h( k+2, k+1 ) )
473 IF( k.LE.kbot-3 )
474 $ tst1 = tst1 + cabs1( h( k+3, k+1 ) )
475 IF( k.LE.kbot-4 )
476 $ tst1 = tst1 + cabs1( h( k+4, k+1 ) )
477 END IF
478 IF( cabs1( h( k+1, k ) )
479 $ .LE.max( smlnum, ulp*tst1 ) ) THEN
480 h12 = max( cabs1( h( k+1, k ) ),
481 $ cabs1( h( k, k+1 ) ) )
482 h21 = min( cabs1( h( k+1, k ) ),
483 $ cabs1( h( k, k+1 ) ) )
484 h11 = max( cabs1( h( k+1, k+1 ) ),
485 $ cabs1( h( k, k )-h( k+1, k+1 ) ) )
486 h22 = min( cabs1( h( k+1, k+1 ) ),
487 $ cabs1( h( k, k )-h( k+1, k+1 ) ) )
488 scl = h11 + h12
489 tst2 = h22*( h11 / scl )
490*
491 IF( tst2.EQ.rzero .OR. h21*( h12 / scl ).LE.
492 $ max( smlnum, ulp*tst2 ) )h( k+1, k ) = zero
493 END IF
494 END IF
495 END IF
496*
497* ==== Accumulate orthogonal transformations. ====
498*
499 IF( accum ) THEN
500 kms = k - incol
501 DO 50 j = max( 1, ktop-incol ), kdu
502 refsum = v( 1, m22 )*( u( j, kms+1 )+
503 $ v( 2, m22 )*u( j, kms+2 ) )
504 u( j, kms+1 ) = u( j, kms+1 ) - refsum
505 u( j, kms+2 ) = u( j, kms+2 ) -
506 $ refsum*conjg( v( 2, m22 ) )
507 50 CONTINUE
508 ELSE IF( wantz ) THEN
509 DO 60 j = iloz, ihiz
510 refsum = v( 1, m22 )*( z( j, k+1 )+v( 2, m22 )*
511 $ z( j, k+2 ) )
512 z( j, k+1 ) = z( j, k+1 ) - refsum
513 z( j, k+2 ) = z( j, k+2 ) -
514 $ refsum*conjg( v( 2, m22 ) )
515 60 CONTINUE
516 END IF
517 END IF
518*
519* ==== Normal case: Chain of 3-by-3 reflections ====
520*
521 DO 80 m = mbot, mtop, -1
522 k = krcol + 2*( m-1 )
523 IF( k.EQ.ktop-1 ) THEN
524 CALL claqr1( 3, h( ktop, ktop ), ldh, s( 2*m-1 ),
525 $ s( 2*m ), v( 1, m ) )
526 alpha = v( 1, m )
527 CALL clarfg( 3, alpha, v( 2, m ), 1, v( 1, m ) )
528 ELSE
529*
530* ==== Perform delayed transformation of row below
531* . Mth bulge. Exploit fact that first two elements
532* . of row are actually zero. ====
533*
534 t1 = v( 1, m )
535 t2 = t1*conjg( v( 2, m ) )
536 t3 = t1*conjg( v( 3, m ) )
537 refsum = v( 3, m )*h( k+3, k+2 )
538 h( k+3, k ) = -refsum*t1
539 h( k+3, k+1 ) = -refsum*t2
540 h( k+3, k+2 ) = h( k+3, k+2 ) - refsum*t3
541*
542* ==== Calculate reflection to move
543* . Mth bulge one step. ====
544*
545 beta = h( k+1, k )
546 v( 2, m ) = h( k+2, k )
547 v( 3, m ) = h( k+3, k )
548 CALL clarfg( 3, beta, v( 2, m ), 1, v( 1, m ) )
549*
550* ==== A Bulge may collapse because of vigilant
551* . deflation or destructive underflow. In the
552* . underflow case, try the two-small-subdiagonals
553* . trick to try to reinflate the bulge. ====
554*
555 IF( h( k+3, k ).NE.zero .OR. h( k+3, k+1 ).NE.
556 $ zero .OR. h( k+3, k+2 ).EQ.zero ) THEN
557*
558* ==== Typical case: not collapsed (yet). ====
559*
560 h( k+1, k ) = beta
561 h( k+2, k ) = zero
562 h( k+3, k ) = zero
563 ELSE
564*
565* ==== Atypical case: collapsed. Attempt to
566* . reintroduce ignoring H(K+1,K) and H(K+2,K).
567* . If the fill resulting from the new
568* . reflector is too large, then abandon it.
569* . Otherwise, use the new one. ====
570*
571 CALL claqr1( 3, h( k+1, k+1 ), ldh, s( 2*m-1 ),
572 $ s( 2*m ), vt )
573 alpha = vt( 1 )
574 CALL clarfg( 3, alpha, vt( 2 ), 1, vt( 1 ) )
575 t1 = conjg( vt( 1 ) )
576 t2 = t1*vt( 2 )
577 t3 = t1*vt( 3 )
578 refsum = h( k+1, k )+conjg( vt( 2 ) )*h( k+2, k )
579*
580 IF( cabs1( h( k+2, k )-refsum*t2 )+
581 $ cabs1( refsum*t3 ).GT.ulp*
582 $ ( cabs1( h( k, k ) )+cabs1( h( k+1,
583 $ k+1 ) )+cabs1( h( k+2, k+2 ) ) ) ) THEN
584*
585* ==== Starting a new bulge here would
586* . create non-negligible fill. Use
587* . the old one with trepidation. ====
588*
589 h( k+1, k ) = beta
590 h( k+2, k ) = zero
591 h( k+3, k ) = zero
592 ELSE
593*
594* ==== Starting a new bulge here would
595* . create only negligible fill.
596* . Replace the old reflector with
597* . the new one. ====
598*
599 h( k+1, k ) = h( k+1, k ) - refsum*t1
600 h( k+2, k ) = zero
601 h( k+3, k ) = zero
602 v( 1, m ) = vt( 1 )
603 v( 2, m ) = vt( 2 )
604 v( 3, m ) = vt( 3 )
605 END IF
606 END IF
607 END IF
608*
609* ==== Apply reflection from the right and
610* . the first column of update from the left.
611* . These updates are required for the vigilant
612* . deflation check. We still delay most of the
613* . updates from the left for efficiency. ====
614*
615 t1 = v( 1, m )
616 t2 = t1*conjg( v( 2, m ) )
617 t3 = t1*conjg( v( 3, m ) )
618 DO 70 j = jtop, min( kbot, k+3 )
619 refsum = h( j, k+1 ) + v( 2, m )*h( j, k+2 )
620 $ + v( 3, m )*h( j, k+3 )
621 h( j, k+1 ) = h( j, k+1 ) - refsum*t1
622 h( j, k+2 ) = h( j, k+2 ) - refsum*t2
623 h( j, k+3 ) = h( j, k+3 ) - refsum*t3
624 70 CONTINUE
625*
626* ==== Perform update from left for subsequent
627* . column. ====
628*
629 t1 = conjg( v( 1, m ) )
630 t2 = t1*v( 2, m )
631 t3 = t1*v( 3, m )
632 refsum = h( k+1, k+1 ) + conjg( v( 2, m ) )*h( k+2, k+1 )
633 $ + conjg( v( 3, m ) )*h( k+3, k+1 )
634 h( k+1, k+1 ) = h( k+1, k+1 ) - refsum*t1
635 h( k+2, k+1 ) = h( k+2, k+1 ) - refsum*t2
636 h( k+3, k+1 ) = h( k+3, k+1 ) - refsum*t3
637*
638* ==== The following convergence test requires that
639* . the tradition small-compared-to-nearby-diagonals
640* . criterion and the Ahues & Tisseur (LAWN 122, 1997)
641* . criteria both be satisfied. The latter improves
642* . accuracy in some examples. Falling back on an
643* . alternate convergence criterion when TST1 or TST2
644* . is zero (as done here) is traditional but probably
645* . unnecessary. ====
646*
647 IF( k.LT.ktop)
648 $ cycle
649 IF( h( k+1, k ).NE.zero ) THEN
650 tst1 = cabs1( h( k, k ) ) + cabs1( h( k+1, k+1 ) )
651 IF( tst1.EQ.rzero ) THEN
652 IF( k.GE.ktop+1 )
653 $ tst1 = tst1 + cabs1( h( k, k-1 ) )
654 IF( k.GE.ktop+2 )
655 $ tst1 = tst1 + cabs1( h( k, k-2 ) )
656 IF( k.GE.ktop+3 )
657 $ tst1 = tst1 + cabs1( h( k, k-3 ) )
658 IF( k.LE.kbot-2 )
659 $ tst1 = tst1 + cabs1( h( k+2, k+1 ) )
660 IF( k.LE.kbot-3 )
661 $ tst1 = tst1 + cabs1( h( k+3, k+1 ) )
662 IF( k.LE.kbot-4 )
663 $ tst1 = tst1 + cabs1( h( k+4, k+1 ) )
664 END IF
665 IF( cabs1( h( k+1, k ) ).LE.max( smlnum, ulp*tst1 ) )
666 $ THEN
667 h12 = max( cabs1( h( k+1, k ) ),
668 $ cabs1( h( k, k+1 ) ) )
669 h21 = min( cabs1( h( k+1, k ) ),
670 $ cabs1( h( k, k+1 ) ) )
671 h11 = max( cabs1( h( k+1, k+1 ) ),
672 $ cabs1( h( k, k )-h( k+1, k+1 ) ) )
673 h22 = min( cabs1( h( k+1, k+1 ) ),
674 $ cabs1( h( k, k )-h( k+1, k+1 ) ) )
675 scl = h11 + h12
676 tst2 = h22*( h11 / scl )
677*
678 IF( tst2.EQ.rzero .OR. h21*( h12 / scl ).LE.
679 $ max( smlnum, ulp*tst2 ) )h( k+1, k ) = zero
680 END IF
681 END IF
682 80 CONTINUE
683*
684* ==== Multiply H by reflections from the left ====
685*
686 IF( accum ) THEN
687 jbot = min( ndcol, kbot )
688 ELSE IF( wantt ) THEN
689 jbot = n
690 ELSE
691 jbot = kbot
692 END IF
693*
694 DO 100 m = mbot, mtop, -1
695 k = krcol + 2*( m-1 )
696 t1 = conjg( v( 1, m ) )
697 t2 = t1*v( 2, m )
698 t3 = t1*v( 3, m )
699 DO 90 j = max( ktop, krcol + 2*m ), jbot
700 refsum = h( k+1, j ) + conjg( v( 2, m ) )*
701 $ h( k+2, j ) + conjg( v( 3, m ) )*h( k+3, j )
702 h( k+1, j ) = h( k+1, j ) - refsum*t1
703 h( k+2, j ) = h( k+2, j ) - refsum*t2
704 h( k+3, j ) = h( k+3, j ) - refsum*t3
705 90 CONTINUE
706 100 CONTINUE
707*
708* ==== Accumulate orthogonal transformations. ====
709*
710 IF( accum ) THEN
711*
712* ==== Accumulate U. (If needed, update Z later
713* . with an efficient matrix-matrix
714* . multiply.) ====
715*
716 DO 120 m = mbot, mtop, -1
717 k = krcol + 2*( m-1 )
718 kms = k - incol
719 i2 = max( 1, ktop-incol )
720 i2 = max( i2, kms-(krcol-incol)+1 )
721 i4 = min( kdu, krcol + 2*( mbot-1 ) - incol + 5 )
722 t1 = v( 1, m )
723 t2 = t1*conjg( v( 2, m ) )
724 t3 = t1*conjg( v( 3, m ) )
725 DO 110 j = i2, i4
726 refsum = u( j, kms+1 ) + v( 2, m )*u( j, kms+2 )
727 $ + v( 3, m )*u( j, kms+3 )
728 u( j, kms+1 ) = u( j, kms+1 ) - refsum*t1
729 u( j, kms+2 ) = u( j, kms+2 ) - refsum*t2
730 u( j, kms+3 ) = u( j, kms+3 ) - refsum*t3
731 110 CONTINUE
732 120 CONTINUE
733 ELSE IF( wantz ) THEN
734*
735* ==== U is not accumulated, so update Z
736* . now by multiplying by reflections
737* . from the right. ====
738*
739 DO 140 m = mbot, mtop, -1
740 k = krcol + 2*( m-1 )
741 t1 = v( 1, m )
742 t2 = t1*conjg( v( 2, m ) )
743 t3 = t1*conjg( v( 3, m ) )
744 DO 130 j = iloz, ihiz
745 refsum = z( j, k+1 ) + v( 2, m )*z( j, k+2 )
746 $ + v( 3, m )*z( j, k+3 )
747 z( j, k+1 ) = z( j, k+1 ) - refsum*t1
748 z( j, k+2 ) = z( j, k+2 ) - refsum*t2
749 z( j, k+3 ) = z( j, k+3 ) - refsum*t3
750 130 CONTINUE
751 140 CONTINUE
752 END IF
753*
754* ==== End of near-the-diagonal bulge chase. ====
755*
756 145 CONTINUE
757*
758* ==== Use U (if accumulated) to update far-from-diagonal
759* . entries in H. If required, use U to update Z as
760* . well. ====
761*
762 IF( accum ) THEN
763 IF( wantt ) THEN
764 jtop = 1
765 jbot = n
766 ELSE
767 jtop = ktop
768 jbot = kbot
769 END IF
770 k1 = max( 1, ktop-incol )
771 nu = ( kdu-max( 0, ndcol-kbot ) ) - k1 + 1
772*
773* ==== Horizontal Multiply ====
774*
775 DO 150 jcol = min( ndcol, kbot ) + 1, jbot, nh
776 jlen = min( nh, jbot-jcol+1 )
777 CALL cgemm( 'C', 'N', nu, jlen, nu, one, u( k1, k1 ),
778 $ ldu, h( incol+k1, jcol ), ldh, zero, wh,
779 $ ldwh )
780 CALL clacpy( 'ALL', nu, jlen, wh, ldwh,
781 $ h( incol+k1, jcol ), ldh )
782 150 CONTINUE
783*
784* ==== Vertical multiply ====
785*
786 DO 160 jrow = jtop, max( ktop, incol ) - 1, nv
787 jlen = min( nv, max( ktop, incol )-jrow )
788 CALL cgemm( 'N', 'N', jlen, nu, nu, one,
789 $ h( jrow, incol+k1 ), ldh, u( k1, k1 ),
790 $ ldu, zero, wv, ldwv )
791 CALL clacpy( 'ALL', jlen, nu, wv, ldwv,
792 $ h( jrow, incol+k1 ), ldh )
793 160 CONTINUE
794*
795* ==== Z multiply (also vertical) ====
796*
797 IF( wantz ) THEN
798 DO 170 jrow = iloz, ihiz, nv
799 jlen = min( nv, ihiz-jrow+1 )
800 CALL cgemm( 'N', 'N', jlen, nu, nu, one,
801 $ z( jrow, incol+k1 ), ldz, u( k1, k1 ),
802 $ ldu, zero, wv, ldwv )
803 CALL clacpy( 'ALL', jlen, nu, wv, ldwv,
804 $ z( jrow, incol+k1 ), ldz )
805 170 CONTINUE
806 END IF
807 END IF
808 180 CONTINUE
809*
810* ==== End of CLAQR5 ====
811*
812 END
subroutine cgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
CGEMM
Definition cgemm.f:188
subroutine clacpy(uplo, m, n, a, lda, b, ldb)
CLACPY copies all or part of one two-dimensional array to another.
Definition clacpy.f:103
subroutine claqr1(n, h, ldh, s1, s2, v)
CLAQR1 sets a scalar multiple of the first column of the product of 2-by-2 or 3-by-3 matrix H and spe...
Definition claqr1.f:107
subroutine claqr5(wantt, wantz, kacc22, n, ktop, kbot, nshfts, s, h, ldh, iloz, ihiz, z, ldz, v, ldv, u, ldu, nv, wv, ldwv, nh, wh, ldwh)
CLAQR5 performs a single small-bulge multi-shift QR sweep.
Definition claqr5.f:257
subroutine clarfg(n, alpha, x, incx, tau)
CLARFG generates an elementary reflector (Householder matrix).
Definition clarfg.f:106
subroutine claset(uplo, m, n, alpha, beta, a, lda)
CLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.
Definition claset.f:106
subroutine ctrmm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
CTRMM
Definition ctrmm.f:177