LAPACK 3.12.1
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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*> Download CLAQR5 + dependencies
9*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr5.f">
10*> [TGZ]</a>
11*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr5.f">
12*> [ZIP]</a>
13*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr5.f">
14*> [TXT]</a>
15*
16* Definition:
17* ===========
18*
19* SUBROUTINE CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS, S,
20* H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
21* WV, LDWV, NH, WH, LDWH )
22*
23* .. Scalar Arguments ..
24* INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
25* $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
26* LOGICAL WANTT, WANTZ
27* ..
28* .. Array Arguments ..
29* COMPLEX H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
30* $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
31* ..
32*
33*
34*> \par Purpose:
35* =============
36*>
37*> \verbatim
38*>
39*> CLAQR5 called by CLAQR0 performs a
40*> single small-bulge multi-shift QR sweep.
41*> \endverbatim
42*
43* Arguments:
44* ==========
45*
46*> \param[in] WANTT
47*> \verbatim
48*> WANTT is LOGICAL
49*> WANTT = .true. if the triangular Schur factor
50*> is being computed. WANTT is set to .false. otherwise.
51*> \endverbatim
52*>
53*> \param[in] WANTZ
54*> \verbatim
55*> WANTZ is LOGICAL
56*> WANTZ = .true. if the unitary Schur factor is being
57*> computed. WANTZ is set to .false. otherwise.
58*> \endverbatim
59*>
60*> \param[in] KACC22
61*> \verbatim
62*> KACC22 is INTEGER with value 0, 1, or 2.
63*> Specifies the computation mode of far-from-diagonal
64*> orthogonal updates.
65*> = 0: CLAQR5 does not accumulate reflections and does not
66*> use matrix-matrix multiply to update far-from-diagonal
67*> matrix entries.
68*> = 1: CLAQR5 accumulates reflections and uses matrix-matrix
69*> multiply to update the far-from-diagonal matrix entries.
70*> = 2: Same as KACC22 = 1. This option used to enable exploiting
71*> the 2-by-2 structure during matrix multiplications, but
72*> this is no longer supported.
73*> \endverbatim
74*>
75*> \param[in] N
76*> \verbatim
77*> N is INTEGER
78*> N is the order of the Hessenberg matrix H upon which this
79*> subroutine operates.
80*> \endverbatim
81*>
82*> \param[in] KTOP
83*> \verbatim
84*> KTOP is INTEGER
85*> \endverbatim
86*>
87*> \param[in] KBOT
88*> \verbatim
89*> KBOT is INTEGER
90*> These are the first and last rows and columns of an
91*> isolated diagonal block upon which the QR sweep is to be
92*> applied. It is assumed without a check that
93*> either KTOP = 1 or H(KTOP,KTOP-1) = 0
94*> and
95*> either KBOT = N or H(KBOT+1,KBOT) = 0.
96*> \endverbatim
97*>
98*> \param[in] NSHFTS
99*> \verbatim
100*> NSHFTS is INTEGER
101*> NSHFTS gives the number of simultaneous shifts. NSHFTS
102*> must be positive and even.
103*> \endverbatim
104*>
105*> \param[in,out] S
106*> \verbatim
107*> S is COMPLEX array, dimension (NSHFTS)
108*> S contains the shifts of origin that define the multi-
109*> shift QR sweep. On output S may be reordered.
110*> \endverbatim
111*>
112*> \param[in,out] H
113*> \verbatim
114*> H is COMPLEX array, dimension (LDH,N)
115*> On input H contains a Hessenberg matrix. On output a
116*> multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied
117*> to the isolated diagonal block in rows and columns KTOP
118*> through KBOT.
119*> \endverbatim
120*>
121*> \param[in] LDH
122*> \verbatim
123*> LDH is INTEGER
124*> LDH is the leading dimension of H just as declared in the
125*> calling procedure. LDH >= MAX(1,N).
126*> \endverbatim
127*>
128*> \param[in] ILOZ
129*> \verbatim
130*> ILOZ is INTEGER
131*> \endverbatim
132*>
133*> \param[in] IHIZ
134*> \verbatim
135*> IHIZ is INTEGER
136*> Specify the rows of Z to which transformations must be
137*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
138*> \endverbatim
139*>
140*> \param[in,out] Z
141*> \verbatim
142*> Z is COMPLEX array, dimension (LDZ,IHIZ)
143*> If WANTZ = .TRUE., then the QR Sweep unitary
144*> similarity transformation is accumulated into
145*> Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
146*> If WANTZ = .FALSE., then Z is unreferenced.
147*> \endverbatim
148*>
149*> \param[in] LDZ
150*> \verbatim
151*> LDZ is INTEGER
152*> LDA is the leading dimension of Z just as declared in
153*> the calling procedure. LDZ >= N.
154*> \endverbatim
155*>
156*> \param[out] V
157*> \verbatim
158*> V is COMPLEX array, dimension (LDV,NSHFTS/2)
159*> \endverbatim
160*>
161*> \param[in] LDV
162*> \verbatim
163*> LDV is INTEGER
164*> LDV is the leading dimension of V as declared in the
165*> calling procedure. LDV >= 3.
166*> \endverbatim
167*>
168*> \param[out] U
169*> \verbatim
170*> U is COMPLEX array, dimension (LDU,2*NSHFTS)
171*> \endverbatim
172*>
173*> \param[in] LDU
174*> \verbatim
175*> LDU is INTEGER
176*> LDU is the leading dimension of U just as declared in the
177*> in the calling subroutine. LDU >= 2*NSHFTS.
178*> \endverbatim
179*>
180*> \param[in] NV
181*> \verbatim
182*> NV is INTEGER
183*> NV is the number of rows in WV agailable for workspace.
184*> NV >= 1.
185*> \endverbatim
186*>
187*> \param[out] WV
188*> \verbatim
189*> WV is COMPLEX array, dimension (LDWV,2*NSHFTS)
190*> \endverbatim
191*>
192*> \param[in] LDWV
193*> \verbatim
194*> LDWV is INTEGER
195*> LDWV is the leading dimension of WV as declared in the
196*> in the calling subroutine. LDWV >= NV.
197*> \endverbatim
198*
199*> \param[in] NH
200*> \verbatim
201*> NH is INTEGER
202*> NH is the number of columns in array WH available for
203*> workspace. NH >= 1.
204*> \endverbatim
205*>
206*> \param[out] WH
207*> \verbatim
208*> WH is COMPLEX array, dimension (LDWH,NH)
209*> \endverbatim
210*>
211*> \param[in] LDWH
212*> \verbatim
213*> LDWH is INTEGER
214*> Leading dimension of WH just as declared in the
215*> calling procedure. LDWH >= 2*NSHFTS.
216*> \endverbatim
217*>
218* Authors:
219* ========
220*
221*> \author Univ. of Tennessee
222*> \author Univ. of California Berkeley
223*> \author Univ. of Colorado Denver
224*> \author NAG Ltd.
225*
226*> \ingroup laqr5
227*
228*> \par Contributors:
229* ==================
230*>
231*> Karen Braman and Ralph Byers, Department of Mathematics,
232*> University of Kansas, USA
233*>
234*> Lars Karlsson, Daniel Kressner, and Bruno Lang
235*>
236*> Thijs Steel, Department of Computer science,
237*> KU Leuven, Belgium
238*
239*> \par References:
240* ================
241*>
242*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
243*> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
244*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
245*> 929--947, 2002.
246*>
247*> Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed
248*> chains of bulges in multishift QR algorithms.
249*> ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
250*>
251* =====================================================================
252 SUBROUTINE claqr5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NSHFTS,
253 $ S,
254 $ H, LDH, ILOZ, IHIZ, Z, LDZ, V, LDV, U, LDU, NV,
255 $ WV, LDWV, NH, WH, LDWH )
256 IMPLICIT NONE
257*
258* -- LAPACK auxiliary routine --
259* -- LAPACK is a software package provided by Univ. of Tennessee, --
260* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
261*
262* .. Scalar Arguments ..
263 INTEGER IHIZ, ILOZ, KACC22, KBOT, KTOP, LDH, LDU, LDV,
264 $ LDWH, LDWV, LDZ, N, NH, NSHFTS, NV
265 LOGICAL WANTT, WANTZ
266* ..
267* .. Array Arguments ..
268 COMPLEX H( LDH, * ), S( * ), U( LDU, * ), V( LDV, * ),
269 $ WH( LDWH, * ), WV( LDWV, * ), Z( LDZ, * )
270* ..
271*
272* ================================================================
273* .. Parameters ..
274 COMPLEX ZERO, ONE
275 PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
276 $ one = ( 1.0e0, 0.0e0 ) )
277 REAL RZERO, RONE
278 parameter( rzero = 0.0e0, rone = 1.0e0 )
279* ..
280* .. Local Scalars ..
281 COMPLEX ALPHA, BETA, CDUM, REFSUM, T1, T2, T3
282 REAL H11, H12, H21, H22, SAFMAX, SAFMIN, SCL,
283 $ SMLNUM, TST1, TST2, ULP
284 INTEGER I2, I4, INCOL, J, JBOT, JCOL, JLEN,
285 $ jrow, jtop, k, k1, kdu, kms, krcol,
286 $ m, m22, mbot, mtop, nbmps, ndcol,
287 $ ns, nu
288 LOGICAL ACCUM, BMP22
289* ..
290* .. External Functions ..
291 REAL SLAMCH
292 EXTERNAL SLAMCH
293* ..
294* .. Intrinsic Functions ..
295*
296 INTRINSIC abs, aimag, conjg, max, min, mod, real
297* ..
298* .. Local Arrays ..
299 COMPLEX VT( 3 )
300* ..
301* .. External Subroutines ..
302 EXTERNAL cgemm, clacpy, claqr1, clarfg, claset,
303 $ 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:101
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:105
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:256
subroutine clarfg(n, alpha, x, incx, tau)
CLARFG generates an elementary reflector (Householder matrix).
Definition clarfg.f:104
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:104
subroutine ctrmm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
CTRMM
Definition ctrmm.f:177