522 lines
18 KiB
FortranFixed
522 lines
18 KiB
FortranFixed
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c-----------------------------------------------------------------------
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c\BeginDoc
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c
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c\Name: dlaqrb
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c
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c\Description:
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c Compute the eigenvalues and the Schur decomposition of an upper
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c Hessenberg submatrix in rows and columns ILO to IHI. Only the
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c last component of the Schur vectors are computed.
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c
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c This is mostly a modification of the LAPACK routine dlahqr.
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c
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c\Usage:
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c call dlaqrb
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c ( WANTT, N, ILO, IHI, H, LDH, WR, WI, Z, INFO )
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c
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c\Arguments
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c WANTT Logical variable. (INPUT)
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c = .TRUE. : the full Schur form T is required;
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c = .FALSE.: only eigenvalues are required.
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c
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c N Integer. (INPUT)
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c The order of the matrix H. N >= 0.
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c
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c ILO Integer. (INPUT)
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c IHI Integer. (INPUT)
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c It is assumed that H is already upper quasi-triangular in
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c rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
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c ILO = 1). SLAQRB works primarily with the Hessenberg
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c submatrix in rows and columns ILO to IHI, but applies
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c transformations to all of H if WANTT is .TRUE..
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c 1 <= ILO <= max(1,IHI); IHI <= N.
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c
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c H Double precision array, dimension (LDH,N). (INPUT/OUTPUT)
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c On entry, the upper Hessenberg matrix H.
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c On exit, if WANTT is .TRUE., H is upper quasi-triangular in
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c rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in
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c standard form. If WANTT is .FALSE., the contents of H are
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c unspecified on exit.
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c
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c LDH Integer. (INPUT)
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c The leading dimension of the array H. LDH >= max(1,N).
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c
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c WR Double precision array, dimension (N). (OUTPUT)
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c WI Double precision array, dimension (N). (OUTPUT)
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c The real and imaginary parts, respectively, of the computed
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c eigenvalues ILO to IHI are stored in the corresponding
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c elements of WR and WI. If two eigenvalues are computed as a
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c complex conjugate pair, they are stored in consecutive
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c elements of WR and WI, say the i-th and (i+1)th, with
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c WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the
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c eigenvalues are stored in the same order as on the diagonal
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c of the Schur form returned in H, with WR(i) = H(i,i), and, if
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c H(i:i+1,i:i+1) is a 2-by-2 diagonal block,
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c WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i).
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c
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c Z Double precision array, dimension (N). (OUTPUT)
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c On exit Z contains the last components of the Schur vectors.
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c
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c INFO Integer. (OUPUT)
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c = 0: successful exit
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c > 0: SLAQRB failed to compute all the eigenvalues ILO to IHI
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c in a total of 30*(IHI-ILO+1) iterations; if INFO = i,
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c elements i+1:ihi of WR and WI contain those eigenvalues
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c which have been successfully computed.
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c
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c\Remarks
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c 1. None.
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c
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c-----------------------------------------------------------------------
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c
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c\BeginLib
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c
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c\Local variables:
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c xxxxxx real
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c
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c\Routines called:
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c dlabad LAPACK routine that computes machine constants.
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c dlamch LAPACK routine that determines machine constants.
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c dlanhs LAPACK routine that computes various norms of a matrix.
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c dlanv2 LAPACK routine that computes the Schur factorization of
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c 2 by 2 nonsymmetric matrix in standard form.
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c dlarfg LAPACK Householder reflection construction routine.
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c dcopy Level 1 BLAS that copies one vector to another.
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c drot Level 1 BLAS that applies a rotation to a 2 by 2 matrix.
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c
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c\Author
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c Danny Sorensen Phuong Vu
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c Richard Lehoucq CRPC / Rice University
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c Dept. of Computational & Houston, Texas
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c Applied Mathematics
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c Rice University
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c Houston, Texas
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c
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c\Revision history:
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c xx/xx/92: Version ' 2.4'
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c Modified from the LAPACK routine dlahqr so that only the
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c last component of the Schur vectors are computed.
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c
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c\SCCS Information: @(#)
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c FILE: laqrb.F SID: 2.2 DATE OF SID: 8/27/96 RELEASE: 2
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c
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c\Remarks
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c 1. None
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c
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c\EndLib
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c
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c-----------------------------------------------------------------------
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c
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subroutine dlaqrb ( wantt, n, ilo, ihi, h, ldh, wr, wi,
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& z, info )
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c
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c %------------------%
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c | Scalar Arguments |
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c %------------------%
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c
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logical wantt
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integer ihi, ilo, info, ldh, n
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c
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c %-----------------%
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c | Array Arguments |
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c %-----------------%
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c
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Double precision
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& h( ldh, * ), wi( * ), wr( * ), z( * )
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c
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c %------------%
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c | Parameters |
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c %------------%
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c
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Double precision
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& zero, one, dat1, dat2
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parameter (zero = 0.0D+0, one = 1.0D+0, dat1 = 7.5D-1,
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& dat2 = -4.375D-1)
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c
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c %------------------------%
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c | Local Scalars & Arrays |
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c %------------------------%
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c
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integer i, i1, i2, itn, its, j, k, l, m, nh, nr
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Double precision
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& cs, h00, h10, h11, h12, h21, h22, h33, h33s,
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& h43h34, h44, h44s, ovfl, s, smlnum, sn, sum,
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& t1, t2, t3, tst1, ulp, unfl, v1, v2, v3
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Double precision
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& v( 3 ), work( 1 )
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c
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c %--------------------%
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c | External Functions |
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c %--------------------%
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c
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Double precision
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& dlamch, dlanhs
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external dlamch, dlanhs
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c
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c %----------------------%
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c | External Subroutines |
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c %----------------------%
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c
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external dcopy, dlabad, dlanv2, dlarfg, drot
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c
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c %-----------------------%
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c | Executable Statements |
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c %-----------------------%
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c
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info = 0
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c
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c %--------------------------%
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c | Quick return if possible |
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c %--------------------------%
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c
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if( n.eq.0 )
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& return
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if( ilo.eq.ihi ) then
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wr( ilo ) = h( ilo, ilo )
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wi( ilo ) = zero
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return
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end if
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c
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c %---------------------------------------------%
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c | Initialize the vector of last components of |
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c | the Schur vectors for accumulation. |
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c %---------------------------------------------%
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c
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do 5 j = 1, n-1
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z(j) = zero
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5 continue
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z(n) = one
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c
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nh = ihi - ilo + 1
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c
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c %-------------------------------------------------------------%
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c | Set machine-dependent constants for the stopping criterion. |
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c | If norm(H) <= sqrt(OVFL), overflow should not occur. |
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c %-------------------------------------------------------------%
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c
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unfl = dlamch( 'safe minimum' )
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ovfl = one / unfl
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call dlabad( unfl, ovfl )
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ulp = dlamch( 'precision' )
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smlnum = unfl*( nh / ulp )
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c
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c %---------------------------------------------------------------%
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c | I1 and I2 are the indices of the first row and last column |
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c | of H to which transformations must be applied. If eigenvalues |
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c | only are computed, I1 and I2 are set inside the main loop. |
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c | Zero out H(J+2,J) = ZERO for J=1:N if WANTT = .TRUE. |
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c | else H(J+2,J) for J=ILO:IHI-ILO-1 if WANTT = .FALSE. |
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c %---------------------------------------------------------------%
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c
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if( wantt ) then
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i1 = 1
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i2 = n
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do 8 i=1,i2-2
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h(i1+i+1,i) = zero
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8 continue
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else
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do 9 i=1, ihi-ilo-1
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h(ilo+i+1,ilo+i-1) = zero
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9 continue
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end if
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c
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c %---------------------------------------------------%
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c | ITN is the total number of QR iterations allowed. |
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c %---------------------------------------------------%
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c
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itn = 30*nh
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c
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c ------------------------------------------------------------------
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c The main loop begins here. I is the loop index and decreases from
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c IHI to ILO in steps of 1 or 2. Each iteration of the loop works
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c with the active submatrix in rows and columns L to I.
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c Eigenvalues I+1 to IHI have already converged. Either L = ILO or
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c H(L,L-1) is negligible so that the matrix splits.
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c ------------------------------------------------------------------
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c
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i = ihi
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10 continue
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l = ilo
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if( i.lt.ilo )
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& go to 150
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c %--------------------------------------------------------------%
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c | Perform QR iterations on rows and columns ILO to I until a |
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c | submatrix of order 1 or 2 splits off at the bottom because a |
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c | subdiagonal element has become negligible. |
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c %--------------------------------------------------------------%
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do 130 its = 0, itn
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c
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c %----------------------------------------------%
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c | Look for a single small subdiagonal element. |
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c %----------------------------------------------%
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c
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do 20 k = i, l + 1, -1
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tst1 = abs( h( k-1, k-1 ) ) + abs( h( k, k ) )
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if( tst1.eq.zero )
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& tst1 = dlanhs( '1', i-l+1, h( l, l ), ldh, work )
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if( abs( h( k, k-1 ) ).le.max( ulp*tst1, smlnum ) )
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& go to 30
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20 continue
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30 continue
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l = k
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if( l.gt.ilo ) then
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c
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c %------------------------%
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c | H(L,L-1) is negligible |
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c %------------------------%
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c
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h( l, l-1 ) = zero
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end if
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c
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c %-------------------------------------------------------------%
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c | Exit from loop if a submatrix of order 1 or 2 has split off |
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c %-------------------------------------------------------------%
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c
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if( l.ge.i-1 )
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& go to 140
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c
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c %---------------------------------------------------------%
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c | Now the active submatrix is in rows and columns L to I. |
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c | If eigenvalues only are being computed, only the active |
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c | submatrix need be transformed. |
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c %---------------------------------------------------------%
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c
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if( .not.wantt ) then
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i1 = l
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i2 = i
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end if
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c
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if( its.eq.10 .or. its.eq.20 ) then
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c
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c %-------------------%
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c | Exceptional shift |
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c %-------------------%
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c
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s = abs( h( i, i-1 ) ) + abs( h( i-1, i-2 ) )
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h44 = dat1*s
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h33 = h44
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h43h34 = dat2*s*s
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c
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else
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c
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c %-----------------------------------------%
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c | Prepare to use Wilkinson's double shift |
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c %-----------------------------------------%
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c
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h44 = h( i, i )
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h33 = h( i-1, i-1 )
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h43h34 = h( i, i-1 )*h( i-1, i )
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end if
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c
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c %-----------------------------------------------------%
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c | Look for two consecutive small subdiagonal elements |
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c %-----------------------------------------------------%
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c
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do 40 m = i - 2, l, -1
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c
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c %---------------------------------------------------------%
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c | Determine the effect of starting the double-shift QR |
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c | iteration at row M, and see if this would make H(M,M-1) |
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c | negligible. |
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c %---------------------------------------------------------%
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c
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h11 = h( m, m )
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h22 = h( m+1, m+1 )
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h21 = h( m+1, m )
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h12 = h( m, m+1 )
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h44s = h44 - h11
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h33s = h33 - h11
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v1 = ( h33s*h44s-h43h34 ) / h21 + h12
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v2 = h22 - h11 - h33s - h44s
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v3 = h( m+2, m+1 )
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s = abs( v1 ) + abs( v2 ) + abs( v3 )
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v1 = v1 / s
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v2 = v2 / s
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v3 = v3 / s
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v( 1 ) = v1
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v( 2 ) = v2
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v( 3 ) = v3
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if( m.eq.l )
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& go to 50
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h00 = h( m-1, m-1 )
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h10 = h( m, m-1 )
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tst1 = abs( v1 )*( abs( h00 )+abs( h11 )+abs( h22 ) )
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if( abs( h10 )*( abs( v2 )+abs( v3 ) ).le.ulp*tst1 )
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& go to 50
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40 continue
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50 continue
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c
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c %----------------------%
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c | Double-shift QR step |
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c %----------------------%
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c
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do 120 k = m, i - 1
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c
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c ------------------------------------------------------------
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c The first iteration of this loop determines a reflection G
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c from the vector V and applies it from left and right to H,
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c thus creating a nonzero bulge below the subdiagonal.
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c
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c Each subsequent iteration determines a reflection G to
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c restore the Hessenberg form in the (K-1)th column, and thus
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c chases the bulge one step toward the bottom of the active
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c submatrix. NR is the order of G.
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c ------------------------------------------------------------
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c
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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
|
||
|
|
c
|
||
|
|
c %------------------------------------------------%
|
||
|
|
c | Apply G from the left to transform the rows of |
|
||
|
|
c | the matrix in columns K to I2. |
|
||
|
|
c %------------------------------------------------%
|
||
|
|
c
|
||
|
|
do 60 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
|
||
|
|
60 continue
|
||
|
|
c
|
||
|
|
c %----------------------------------------------------%
|
||
|
|
c | Apply G from the right to transform the columns of |
|
||
|
|
c | the matrix in rows I1 to min(K+3,I). |
|
||
|
|
c %----------------------------------------------------%
|
||
|
|
c
|
||
|
|
do 70 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
|
||
|
|
70 continue
|
||
|
|
c
|
||
|
|
c %----------------------------------%
|
||
|
|
c | Accumulate transformations for Z |
|
||
|
|
c %----------------------------------%
|
||
|
|
c
|
||
|
|
sum = z( k ) + v2*z( k+1 ) + v3*z( k+2 )
|
||
|
|
z( k ) = z( k ) - sum*t1
|
||
|
|
z( k+1 ) = z( k+1 ) - sum*t2
|
||
|
|
z( k+2 ) = z( k+2 ) - sum*t3
|
||
|
|
|
||
|
|
else if( nr.eq.2 ) then
|
||
|
|
c
|
||
|
|
c %------------------------------------------------%
|
||
|
|
c | Apply G from the left to transform the rows of |
|
||
|
|
c | the matrix in columns K to I2. |
|
||
|
|
c %------------------------------------------------%
|
||
|
|
c
|
||
|
|
do 90 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
|
||
|
|
90 continue
|
||
|
|
c
|
||
|
|
c %----------------------------------------------------%
|
||
|
|
c | Apply G from the right to transform the columns of |
|
||
|
|
c | the matrix in rows I1 to min(K+3,I). |
|
||
|
|
c %----------------------------------------------------%
|
||
|
|
c
|
||
|
|
do 100 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
|
||
|
|
100 continue
|
||
|
|
c
|
||
|
|
c %----------------------------------%
|
||
|
|
c | Accumulate transformations for Z |
|
||
|
|
c %----------------------------------%
|
||
|
|
c
|
||
|
|
sum = z( k ) + v2*z( k+1 )
|
||
|
|
z( k ) = z( k ) - sum*t1
|
||
|
|
z( k+1 ) = z( k+1 ) - sum*t2
|
||
|
|
end if
|
||
|
|
120 continue
|
||
|
|
|
||
|
|
130 continue
|
||
|
|
c
|
||
|
|
c %-------------------------------------------------------%
|
||
|
|
c | Failure to converge in remaining number of iterations |
|
||
|
|
c %-------------------------------------------------------%
|
||
|
|
c
|
||
|
|
info = i
|
||
|
|
return
|
||
|
|
|
||
|
|
140 continue
|
||
|
|
|
||
|
|
if( l.eq.i ) then
|
||
|
|
c
|
||
|
|
c %------------------------------------------------------%
|
||
|
|
c | H(I,I-1) is negligible: one eigenvalue has converged |
|
||
|
|
c %------------------------------------------------------%
|
||
|
|
c
|
||
|
|
wr( i ) = h( i, i )
|
||
|
|
wi( i ) = zero
|
||
|
|
|
||
|
|
else if( l.eq.i-1 ) then
|
||
|
|
c
|
||
|
|
c %--------------------------------------------------------%
|
||
|
|
c | H(I-1,I-2) is negligible; |
|
||
|
|
c | a pair of eigenvalues have converged. |
|
||
|
|
c | |
|
||
|
|
c | Transform the 2-by-2 submatrix to standard Schur form, |
|
||
|
|
c | and compute and store the eigenvalues. |
|
||
|
|
c %--------------------------------------------------------%
|
||
|
|
c
|
||
|
|
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
|
||
|
|
c
|
||
|
|
c %-----------------------------------------------------%
|
||
|
|
c | Apply the transformation to the rest of H and to Z, |
|
||
|
|
c | as required. |
|
||
|
|
c %-----------------------------------------------------%
|
||
|
|
c
|
||
|
|
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 )
|
||
|
|
sum = cs*z( i-1 ) + sn*z( i )
|
||
|
|
z( i ) = cs*z( i ) - sn*z( i-1 )
|
||
|
|
z( i-1 ) = sum
|
||
|
|
end if
|
||
|
|
end if
|
||
|
|
c
|
||
|
|
c %---------------------------------------------------------%
|
||
|
|
c | Decrement number of remaining iterations, and return to |
|
||
|
|
c | start of the main loop with new value of I. |
|
||
|
|
c %---------------------------------------------------------%
|
||
|
|
c
|
||
|
|
itn = itn - its
|
||
|
|
i = l - 1
|
||
|
|
go to 10
|
||
|
|
|
||
|
|
150 continue
|
||
|
|
return
|
||
|
|
c
|
||
|
|
c %---------------%
|
||
|
|
c | End of dlaqrb |
|
||
|
|
c %---------------%
|
||
|
|
c
|
||
|
|
end
|