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pyblm/arpack/ARPACK/SRC/cnaup2.f

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Added arpack with bindings from scipy sandbox.
2007-10-11 11:45:05 +02:00
c\BeginDoc
c
c\Name: cnaup2
c
c\Description:
c Intermediate level interface called by cnaupd.
c
c\Usage:
c call cnaup2
c ( IDO, BMAT, N, WHICH, NEV, NP, TOL, RESID, MODE, IUPD,
c ISHIFT, MXITER, V, LDV, H, LDH, RITZ, BOUNDS,
c Q, LDQ, WORKL, IPNTR, WORKD, RWORK, INFO )
c
c\Arguments
c
c IDO, BMAT, N, WHICH, NEV, TOL, RESID: same as defined in cnaupd.
c MODE, ISHIFT, MXITER: see the definition of IPARAM in cnaupd.
c
c NP Integer. (INPUT/OUTPUT)
c Contains the number of implicit shifts to apply during
c each Arnoldi iteration.
c If ISHIFT=1, NP is adjusted dynamically at each iteration
c to accelerate convergence and prevent stagnation.
c This is also roughly equal to the number of matrix-vector
c products (involving the operator OP) per Arnoldi iteration.
c The logic for adjusting is contained within the current
c subroutine.
c If ISHIFT=0, NP is the number of shifts the user needs
c to provide via reverse comunication. 0 < NP < NCV-NEV.
c NP may be less than NCV-NEV since a leading block of the current
c upper Hessenberg matrix has split off and contains "unwanted"
c Ritz values.
c Upon termination of the IRA iteration, NP contains the number
c of "converged" wanted Ritz values.
c
c IUPD Integer. (INPUT)
c IUPD .EQ. 0: use explicit restart instead implicit update.
c IUPD .NE. 0: use implicit update.
c
c V Complex N by (NEV+NP) array. (INPUT/OUTPUT)
c The Arnoldi basis vectors are returned in the first NEV
c columns of V.
c
c LDV Integer. (INPUT)
c Leading dimension of V exactly as declared in the calling
c program.
c
c H Complex (NEV+NP) by (NEV+NP) array. (OUTPUT)
c H is used to store the generated upper Hessenberg matrix
c
c LDH Integer. (INPUT)
c Leading dimension of H exactly as declared in the calling
c program.
c
c RITZ Complex array of length NEV+NP. (OUTPUT)
c RITZ(1:NEV) contains the computed Ritz values of OP.
c
c BOUNDS Complex array of length NEV+NP. (OUTPUT)
c BOUNDS(1:NEV) contain the error bounds corresponding to
c the computed Ritz values.
c
c Q Complex (NEV+NP) by (NEV+NP) array. (WORKSPACE)
c Private (replicated) work array used to accumulate the
c rotation in the shift application step.
c
c LDQ Integer. (INPUT)
c Leading dimension of Q exactly as declared in the calling
c program.
c
c WORKL Complex work array of length at least
c (NEV+NP)**2 + 3*(NEV+NP). (WORKSPACE)
c Private (replicated) array on each PE or array allocated on
c the front end. It is used in shifts calculation, shifts
c application and convergence checking.
c
c
c IPNTR Integer array of length 3. (OUTPUT)
c Pointer to mark the starting locations in the WORKD for
c vectors used by the Arnoldi iteration.
c -------------------------------------------------------------
c IPNTR(1): pointer to the current operand vector X.
c IPNTR(2): pointer to the current result vector Y.
c IPNTR(3): pointer to the vector B * X when used in the
c shift-and-invert mode. X is the current operand.
c -------------------------------------------------------------
c
c WORKD Complex work array of length 3*N. (WORKSPACE)
c Distributed array to be used in the basic Arnoldi iteration
c for reverse communication. The user should not use WORKD
c as temporary workspace during the iteration !!!!!!!!!!
c See Data Distribution Note in CNAUPD.
c
c RWORK Real work array of length NEV+NP ( WORKSPACE)
c Private (replicated) array on each PE or array allocated on
c the front end.
c
c INFO Integer. (INPUT/OUTPUT)
c If INFO .EQ. 0, a randomly initial residual vector is used.
c If INFO .NE. 0, RESID contains the initial residual vector,
c possibly from a previous run.
c Error flag on output.
c = 0: Normal return.
c = 1: Maximum number of iterations taken.
c All possible eigenvalues of OP has been found.
c NP returns the number of converged Ritz values.
c = 2: No shifts could be applied.
c = -8: Error return from LAPACK eigenvalue calculation;
c This should never happen.
c = -9: Starting vector is zero.
c = -9999: Could not build an Arnoldi factorization.
c Size that was built in returned in NP.
c
c\EndDoc
c
c-----------------------------------------------------------------------
c
c\BeginLib
c
c\Local variables:
c xxxxxx Complex
c
c\References:
c 1. D.C. Sorensen, "Implicit Application of Polynomial Filters in
c a k-Step Arnoldi Method", SIAM J. Matr. Anal. Apps., 13 (1992),
c pp 357-385.
c 2. R.B. Lehoucq, "Analysis and Implementation of an Implicitly
c Restarted Arnoldi Iteration", Rice University Technical Report
c TR95-13, Department of Computational and Applied Mathematics.
c
c\Routines called:
c cgetv0 ARPACK initial vector generation routine.
c cnaitr ARPACK Arnoldi factorization routine.
c cnapps ARPACK application of implicit shifts routine.
c cneigh ARPACK compute Ritz values and error bounds routine.
c cngets ARPACK reorder Ritz values and error bounds routine.
c csortc ARPACK sorting routine.
c ivout ARPACK utility routine that prints integers.
c second ARPACK utility routine for timing.
c cmout ARPACK utility routine that prints matrices
c cvout ARPACK utility routine that prints vectors.
c svout ARPACK utility routine that prints vectors.
c slamch LAPACK routine that determines machine constants.
c slapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
c ccopy Level 1 BLAS that copies one vector to another .
c cdotc Level 1 BLAS that computes the scalar product of two vectors.
c cswap Level 1 BLAS that swaps two vectors.
c scnrm2 Level 1 BLAS that computes the norm of a vector.
c
c\Author
c Danny Sorensen Phuong Vu
c Richard Lehoucq CRPC / Rice Universitya
c Chao Yang Houston, Texas
c Dept. of Computational &
c Applied Mathematics
c Rice University
c Houston, Texas
c
c\SCCS Information: @(#)
c FILE: naup2.F SID: 2.6 DATE OF SID: 06/01/00 RELEASE: 2
c
c\Remarks
c 1. None
c
c\EndLib
c
c-----------------------------------------------------------------------
c
subroutine cnaup2
& ( ido, bmat, n, which, nev, np, tol, resid, mode, iupd,
& ishift, mxiter, v, ldv, h, ldh, ritz, bounds,
& q, ldq, workl, ipntr, workd, rwork, info )
c
c %----------------------------------------------------%
c | Include files for debugging and timing information |
c %----------------------------------------------------%
c
include 'debug.h'
include 'stat.h'
c
c %------------------%
c | Scalar Arguments |
c %------------------%
c
character bmat*1, which*2
integer ido, info, ishift, iupd, mode, ldh, ldq, ldv, mxiter,
& n, nev, np
Real
& tol
c
c %-----------------%
c | Array Arguments |
c %-----------------%
c
integer ipntr(13)
Complex
& bounds(nev+np), h(ldh,nev+np), q(ldq,nev+np),
& resid(n), ritz(nev+np), v(ldv,nev+np),
& workd(3*n), workl( (nev+np)*(nev+np+3) )
Real
& rwork(nev+np)
c
c %------------%
c | Parameters |
c %------------%
c
Complex
& one, zero
Real
& rzero
parameter (one = (1.0E+0, 0.0E+0) , zero = (0.0E+0, 0.0E+0) ,
& rzero = 0.0E+0 )
c
c %---------------%
c | Local Scalars |
c %---------------%
c
logical cnorm , getv0, initv , update, ushift
integer ierr , iter , kplusp, msglvl, nconv,
& nevbef, nev0 , np0 , nptemp, i ,
& j
Complex
& cmpnorm
Real
& rnorm , eps23, rtemp
character wprime*2
c
save cnorm, getv0, initv , update, ushift,
& rnorm, iter , kplusp, msglvl, nconv ,
& nevbef, nev0 , np0 , eps23
c
c
c %-----------------------%
c | Local array arguments |
c %-----------------------%
c
integer kp(3)
c
c %----------------------%
c | External Subroutines |
c %----------------------%
c
external ccopy, cgetv0, cnaitr, cneigh, cngets, cnapps,
& csortc, cswap, cmout, cvout, ivout, second
c
c %--------------------%
c | External functions |
c %--------------------%
c
Complex
& cdotc
Real
& scnrm2, slamch, slapy2
external cdotc, scnrm2, slamch, slapy2
c
c %---------------------%
c | Intrinsic Functions |
c %---------------------%
c
intrinsic aimag, real , min, max
c
c %-----------------------%
c | Executable Statements |
c %-----------------------%
c
if (ido .eq. 0) then
c
call second (t0)
c
msglvl = mcaup2
c
nev0 = nev
np0 = np
c
c %-------------------------------------%
c | kplusp is the bound on the largest |
c | Lanczos factorization built. |
c | nconv is the current number of |
c | "converged" eigenvalues. |
c | iter is the counter on the current |
c | iteration step. |
c %-------------------------------------%
c
kplusp = nev + np
nconv = 0
iter = 0
c
c %---------------------------------%
c | Get machine dependent constant. |
c %---------------------------------%
c
eps23 = slamch('Epsilon-Machine')
eps23 = eps23**(2.0E+0 / 3.0E+0 )
c
c %---------------------------------------%
c | Set flags for computing the first NEV |
c | steps of the Arnoldi factorization. |
c %---------------------------------------%
c
getv0 = .true.
update = .false.
ushift = .false.
cnorm = .false.
c
if (info .ne. 0) then
c
c %--------------------------------------------%
c | User provides the initial residual vector. |
c %--------------------------------------------%
c
initv = .true.
info = 0
else
initv = .false.
end if
end if
c
c %---------------------------------------------%
c | Get a possibly random starting vector and |
c | force it into the range of the operator OP. |
c %---------------------------------------------%
c
10 continue
c
if (getv0) then
call cgetv0 (ido, bmat, 1, initv, n, 1, v, ldv, resid, rnorm,
& ipntr, workd, info)
c
if (ido .ne. 99) go to 9000
c
if (rnorm .eq. rzero) then
c
c %-----------------------------------------%
c | The initial vector is zero. Error exit. |
c %-----------------------------------------%
c
info = -9
go to 1100
end if
getv0 = .false.
ido = 0
end if
c
c %-----------------------------------%
c | Back from reverse communication : |
c | continue with update step |
c %-----------------------------------%
c
if (update) go to 20
c
c %-------------------------------------------%
c | Back from computing user specified shifts |
c %-------------------------------------------%
c
if (ushift) go to 50
c
c %-------------------------------------%
c | Back from computing residual norm |
c | at the end of the current iteration |
c %-------------------------------------%
c
if (cnorm) go to 100
c
c %----------------------------------------------------------%
c | Compute the first NEV steps of the Arnoldi factorization |
c %----------------------------------------------------------%
c
call cnaitr (ido, bmat, n, 0, nev, mode, resid, rnorm, v, ldv,
& h, ldh, ipntr, workd, info)
c
if (ido .ne. 99) go to 9000
c
if (info .gt. 0) then
np = info
mxiter = iter
info = -9999
go to 1200
end if
c
c %--------------------------------------------------------------%
c | |
c | M A I N ARNOLDI I T E R A T I O N L O O P |
c | Each iteration implicitly restarts the Arnoldi |
c | factorization in place. |
c | |
c %--------------------------------------------------------------%
c
1000 continue
c
iter = iter + 1
c
if (msglvl .gt. 0) then
call ivout (logfil, 1, iter, ndigit,
& '_naup2: **** Start of major iteration number ****')
end if
c
c %-----------------------------------------------------------%
c | Compute NP additional steps of the Arnoldi factorization. |
c | Adjust NP since NEV might have been updated by last call |
c | to the shift application routine cnapps. |
c %-----------------------------------------------------------%
c
np = kplusp - nev
c
if (msglvl .gt. 1) then
call ivout (logfil, 1, nev, ndigit,
& '_naup2: The length of the current Arnoldi factorization')
call ivout (logfil, 1, np, ndigit,
& '_naup2: Extend the Arnoldi factorization by')
end if
c
c %-----------------------------------------------------------%
c | Compute NP additional steps of the Arnoldi factorization. |
c %-----------------------------------------------------------%
c
ido = 0
20 continue
update = .true.
c
call cnaitr(ido, bmat, n, nev, np, mode, resid, rnorm,
& v , ldv , h, ldh, ipntr, workd, info)
c
if (ido .ne. 99) go to 9000
c
if (info .gt. 0) then
np = info
mxiter = iter
info = -9999
go to 1200
end if
update = .false.
c
if (msglvl .gt. 1) then
call svout (logfil, 1, rnorm, ndigit,
& '_naup2: Corresponding B-norm of the residual')
end if
c
c %--------------------------------------------------------%
c | Compute the eigenvalues and corresponding error bounds |
c | of the current upper Hessenberg matrix. |
c %--------------------------------------------------------%
c
call cneigh (rnorm, kplusp, h, ldh, ritz, bounds,
& q, ldq, workl, rwork, ierr)
c
if (ierr .ne. 0) then
info = -8
go to 1200
end if
c
c %---------------------------------------------------%
c | Select the wanted Ritz values and their bounds |
c | to be used in the convergence test. |
c | The wanted part of the spectrum and corresponding |
c | error bounds are in the last NEV loc. of RITZ, |
c | and BOUNDS respectively. |
c %---------------------------------------------------%
c
nev = nev0
np = np0
c
c %--------------------------------------------------%
c | Make a copy of Ritz values and the corresponding |
c | Ritz estimates obtained from cneigh. |
c %--------------------------------------------------%
c
call ccopy(kplusp,ritz,1,workl(kplusp**2+1),1)
call ccopy(kplusp,bounds,1,workl(kplusp**2+kplusp+1),1)
c
c %---------------------------------------------------%
c | Select the wanted Ritz values and their bounds |
c | to be used in the convergence test. |
c | The wanted part of the spectrum and corresponding |
c | bounds are in the last NEV loc. of RITZ |
c | BOUNDS respectively. |
c %---------------------------------------------------%
c
call cngets (ishift, which, nev, np, ritz, bounds)
c
c %------------------------------------------------------------%
c | Convergence test: currently we use the following criteria. |
c | The relative accuracy of a Ritz value is considered |
c | acceptable if: |
c | |
c | error_bounds(i) .le. tol*max(eps23, magnitude_of_ritz(i)). |
c | |
c %------------------------------------------------------------%
c
nconv = 0
c
do 25 i = 1, nev
rtemp = max( eps23, slapy2( real (ritz(np+i)),
& aimag(ritz(np+i)) ) )
if ( slapy2(real (bounds(np+i)),aimag(bounds(np+i)))
& .le. tol*rtemp ) then
nconv = nconv + 1
end if
25 continue
c
if (msglvl .gt. 2) then
kp(1) = nev
kp(2) = np
kp(3) = nconv
call ivout (logfil, 3, kp, ndigit,
& '_naup2: NEV, NP, NCONV are')
call cvout (logfil, kplusp, ritz, ndigit,
& '_naup2: The eigenvalues of H')
call cvout (logfil, kplusp, bounds, ndigit,
& '_naup2: Ritz estimates of the current NCV Ritz values')
end if
c
c %---------------------------------------------------------%
c | Count the number of unwanted Ritz values that have zero |
c | Ritz estimates. If any Ritz estimates are equal to zero |
c | then a leading block of H of order equal to at least |
c | the number of Ritz values with zero Ritz estimates has |
c | split off. None of these Ritz values may be removed by |
c | shifting. Decrease NP the number of shifts to apply. If |
c | no shifts may be applied, then prepare to exit |
c %---------------------------------------------------------%
c
nptemp = np
do 30 j=1, nptemp
if (bounds(j) .eq. zero) then
np = np - 1
nev = nev + 1
end if
30 continue
c
if ( (nconv .ge. nev0) .or.
& (iter .gt. mxiter) .or.
& (np .eq. 0) ) then
c
if (msglvl .gt. 4) then
call cvout(logfil, kplusp, workl(kplusp**2+1), ndigit,
& '_naup2: Eigenvalues computed by _neigh:')
call cvout(logfil, kplusp, workl(kplusp**2+kplusp+1),
& ndigit,
& '_naup2: Ritz estimates computed by _neigh:')
end if
c
c %------------------------------------------------%
c | Prepare to exit. Put the converged Ritz values |
c | and corresponding bounds in RITZ(1:NCONV) and |
c | BOUNDS(1:NCONV) respectively. Then sort. Be |
c | careful when NCONV > NP |
c %------------------------------------------------%
c
c %------------------------------------------%
c | Use h( 3,1 ) as storage to communicate |
c | rnorm to cneupd if needed |
c %------------------------------------------%
h(3,1) = cmplx(rnorm,rzero)
c
c %----------------------------------------------%
c | Sort Ritz values so that converged Ritz |
c | values appear within the first NEV locations |
c | of ritz and bounds, and the most desired one |
c | appears at the front. |
c %----------------------------------------------%
c
if (which .eq. 'LM') wprime = 'SM'
if (which .eq. 'SM') wprime = 'LM'
if (which .eq. 'LR') wprime = 'SR'
if (which .eq. 'SR') wprime = 'LR'
if (which .eq. 'LI') wprime = 'SI'
if (which .eq. 'SI') wprime = 'LI'
c
call csortc(wprime, .true., kplusp, ritz, bounds)
c
c %--------------------------------------------------%
c | Scale the Ritz estimate of each Ritz value |
c | by 1 / max(eps23, magnitude of the Ritz value). |
c %--------------------------------------------------%
c
do 35 j = 1, nev0
rtemp = max( eps23, slapy2( real (ritz(j)),
& aimag(ritz(j)) ) )
bounds(j) = bounds(j)/rtemp
35 continue
c
c %---------------------------------------------------%
c | Sort the Ritz values according to the scaled Ritz |
c | estimates. This will push all the converged ones |
c | towards the front of ritz, bounds (in the case |
c | when NCONV < NEV.) |
c %---------------------------------------------------%
c
wprime = 'LM'
call csortc(wprime, .true., nev0, bounds, ritz)
c
c %----------------------------------------------%
c | Scale the Ritz estimate back to its original |
c | value. |
c %----------------------------------------------%
c
do 40 j = 1, nev0
rtemp = max( eps23, slapy2( real (ritz(j)),
& aimag(ritz(j)) ) )
bounds(j) = bounds(j)*rtemp
40 continue
c
c %-----------------------------------------------%
c | Sort the converged Ritz values again so that |
c | the "threshold" value appears at the front of |
c | ritz and bound. |
c %-----------------------------------------------%
c
call csortc(which, .true., nconv, ritz, bounds)
c
if (msglvl .gt. 1) then
call cvout (logfil, kplusp, ritz, ndigit,
& '_naup2: Sorted eigenvalues')
call cvout (logfil, kplusp, bounds, ndigit,
& '_naup2: Sorted ritz estimates.')
end if
c
c %------------------------------------%
c | Max iterations have been exceeded. |
c %------------------------------------%
c
if (iter .gt. mxiter .and. nconv .lt. nev0) info = 1
c
c %---------------------%
c | No shifts to apply. |
c %---------------------%
c
if (np .eq. 0 .and. nconv .lt. nev0) info = 2
c
np = nconv
go to 1100
c
else if ( (nconv .lt. nev0) .and. (ishift .eq. 1) ) then
c
c %-------------------------------------------------%
c | Do not have all the requested eigenvalues yet. |
c | To prevent possible stagnation, adjust the size |
c | of NEV. |
c %-------------------------------------------------%
c
nevbef = nev
nev = nev + min(nconv, np/2)
if (nev .eq. 1 .and. kplusp .ge. 6) then
nev = kplusp / 2
else if (nev .eq. 1 .and. kplusp .gt. 3) then
nev = 2
end if
np = kplusp - nev
c
c %---------------------------------------%
c | If the size of NEV was just increased |
c | resort the eigenvalues. |
c %---------------------------------------%
c
if (nevbef .lt. nev)
& call cngets (ishift, which, nev, np, ritz, bounds)
c
end if
c
if (msglvl .gt. 0) then
call ivout (logfil, 1, nconv, ndigit,
& '_naup2: no. of "converged" Ritz values at this iter.')
if (msglvl .gt. 1) then
kp(1) = nev
kp(2) = np
call ivout (logfil, 2, kp, ndigit,
& '_naup2: NEV and NP are')
call cvout (logfil, nev, ritz(np+1), ndigit,
& '_naup2: "wanted" Ritz values ')
call cvout (logfil, nev, bounds(np+1), ndigit,
& '_naup2: Ritz estimates of the "wanted" values ')
end if
end if
c
if (ishift .eq. 0) then
c
c %-------------------------------------------------------%
c | User specified shifts: pop back out to get the shifts |
c | and return them in the first 2*NP locations of WORKL. |
c %-------------------------------------------------------%
c
ushift = .true.
ido = 3
go to 9000
end if
50 continue
ushift = .false.
c
if ( ishift .ne. 1 ) then
c
c %----------------------------------%
c | Move the NP shifts from WORKL to |
c | RITZ, to free up WORKL |
c | for non-exact shift case. |
c %----------------------------------%
c
call ccopy (np, workl, 1, ritz, 1)
end if
c
if (msglvl .gt. 2) then
call ivout (logfil, 1, np, ndigit,
& '_naup2: The number of shifts to apply ')
call cvout (logfil, np, ritz, ndigit,
& '_naup2: values of the shifts')
if ( ishift .eq. 1 )
& call cvout (logfil, np, bounds, ndigit,
& '_naup2: Ritz estimates of the shifts')
end if
c
c %---------------------------------------------------------%
c | Apply the NP implicit shifts by QR bulge chasing. |
c | Each shift is applied to the whole upper Hessenberg |
c | matrix H. |
c | The first 2*N locations of WORKD are used as workspace. |
c %---------------------------------------------------------%
c
call cnapps (n, nev, np, ritz, v, ldv,
& h, ldh, resid, q, ldq, workl, workd)
c
c %---------------------------------------------%
c | Compute the B-norm of the updated residual. |
c | Keep B*RESID in WORKD(1:N) to be used in |
c | the first step of the next call to cnaitr. |
c %---------------------------------------------%
c
cnorm = .true.
call second (t2)
if (bmat .eq. 'G') then
nbx = nbx + 1
call ccopy (n, resid, 1, workd(n+1), 1)
ipntr(1) = n + 1
ipntr(2) = 1
ido = 2
c
c %----------------------------------%
c | Exit in order to compute B*RESID |
c %----------------------------------%
c
go to 9000
else if (bmat .eq. 'I') then
call ccopy (n, resid, 1, workd, 1)
end if
c
100 continue
c
c %----------------------------------%
c | Back from reverse communication; |
c | WORKD(1:N) := B*RESID |
c %----------------------------------%
c
if (bmat .eq. 'G') then
call second (t3)
tmvbx = tmvbx + (t3 - t2)
end if
c
if (bmat .eq. 'G') then
cmpnorm = cdotc (n, resid, 1, workd, 1)
rnorm = sqrt(slapy2(real (cmpnorm),aimag(cmpnorm)))
else if (bmat .eq. 'I') then
rnorm = scnrm2(n, resid, 1)
end if
cnorm = .false.
c
if (msglvl .gt. 2) then
call svout (logfil, 1, rnorm, ndigit,
& '_naup2: B-norm of residual for compressed factorization')
call cmout (logfil, nev, nev, h, ldh, ndigit,
& '_naup2: Compressed upper Hessenberg matrix H')
end if
c
go to 1000
c
c %---------------------------------------------------------------%
c | |
c | E N D O F M A I N I T E R A T I O N L O O P |
c | |
c %---------------------------------------------------------------%
c
1100 continue
c
mxiter = iter
nev = nconv
c
1200 continue
ido = 99
c
c %------------%
c | Error Exit |
c %------------%
c
call second (t1)
tcaup2 = t1 - t0
c
9000 continue
c
c %---------------%
c | End of cnaup2 |
c %---------------%
c
return
end