| @@ -82,7 +82,7 @@ | |||||
| *> \param[out] DELTA | *> \param[out] DELTA | ||||
| *> \verbatim | *> \verbatim | ||||
| *> DELTA is DOUBLE PRECISION array, dimension (N) | *> DELTA is DOUBLE PRECISION array, dimension (N) | ||||
| *> If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th | |||||
| *> If N > 2, DELTA contains (D(j) - lambda_I) in its j-th | |||||
| *> component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 | *> component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 | ||||
| *> for detail. The vector DELTA contains the information necessary | *> for detail. The vector DELTA contains the information necessary | ||||
| *> to construct the eigenvectors by DLAED3 and DLAED9. | *> to construct the eigenvectors by DLAED3 and DLAED9. | ||||
| @@ -353,7 +353,7 @@ | |||||
| Z( I ) = W( INDX( I ) ) | Z( I ) = W( INDX( I ) ) | ||||
| 40 CONTINUE | 40 CONTINUE | ||||
| * | * | ||||
| * Calculate the allowable deflation tolerence | |||||
| * Calculate the allowable deflation tolerance | |||||
| * | * | ||||
| IMAX = IDAMAX( N, Z, 1 ) | IMAX = IDAMAX( N, Z, 1 ) | ||||
| JMAX = IDAMAX( N, D, 1 ) | JMAX = IDAMAX( N, D, 1 ) | ||||
| @@ -125,7 +125,7 @@ | |||||
| *> then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) | *> then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) | ||||
| *> returns the smallest positive integer j such that | *> returns the smallest positive integer j such that | ||||
| *> | *> | ||||
| *> abs( u(j,j) ).le. norm( (T - lambda*I)(j) )*TOL, | |||||
| *> abs( u(j,j) ) <= norm( (T - lambda*I)(j) )*TOL, | |||||
| *> | *> | ||||
| *> where norm( A(j) ) denotes the sum of the absolute values of | *> where norm( A(j) ) denotes the sum of the absolute values of | ||||
| *> the jth row of the matrix A. If no such j exists then IN(n) | *> the jth row of the matrix A. If no such j exists then IN(n) | ||||
| @@ -137,8 +137,8 @@ | |||||
| *> \param[out] INFO | *> \param[out] INFO | ||||
| *> \verbatim | *> \verbatim | ||||
| *> INFO is INTEGER | *> INFO is INTEGER | ||||
| *> = 0 : successful exit | |||||
| *> .lt. 0: if INFO = -k, the kth argument had an illegal value | |||||
| *> = 0: successful exit | |||||
| *> < 0: if INFO = -k, the kth argument had an illegal value | |||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| * Authors: | * Authors: | ||||
| @@ -122,12 +122,12 @@ | |||||
| *> \param[in,out] TOL | *> \param[in,out] TOL | ||||
| *> \verbatim | *> \verbatim | ||||
| *> TOL is DOUBLE PRECISION | *> TOL is DOUBLE PRECISION | ||||
| *> On entry, with JOB .lt. 0, TOL should be the minimum | |||||
| *> On entry, with JOB < 0, TOL should be the minimum | |||||
| *> perturbation to be made to very small diagonal elements of U. | *> perturbation to be made to very small diagonal elements of U. | ||||
| *> TOL should normally be chosen as about eps*norm(U), where eps | *> TOL should normally be chosen as about eps*norm(U), where eps | ||||
| *> is the relative machine precision, but if TOL is supplied as | *> is the relative machine precision, but if TOL is supplied as | ||||
| *> non-positive, then it is reset to eps*max( abs( u(i,j) ) ). | *> non-positive, then it is reset to eps*max( abs( u(i,j) ) ). | ||||
| *> If JOB .gt. 0 then TOL is not referenced. | |||||
| *> If JOB > 0 then TOL is not referenced. | |||||
| *> | *> | ||||
| *> On exit, TOL is changed as described above, only if TOL is | *> On exit, TOL is changed as described above, only if TOL is | ||||
| *> non-positive on entry. Otherwise TOL is unchanged. | *> non-positive on entry. Otherwise TOL is unchanged. | ||||
| @@ -136,14 +136,14 @@ | |||||
| *> \param[out] INFO | *> \param[out] INFO | ||||
| *> \verbatim | *> \verbatim | ||||
| *> INFO is INTEGER | *> INFO is INTEGER | ||||
| *> = 0 : successful exit | |||||
| *> .lt. 0: if INFO = -i, the i-th argument had an illegal value | |||||
| *> .gt. 0: overflow would occur when computing the INFO(th) | |||||
| *> element of the solution vector x. This can only occur | |||||
| *> when JOB is supplied as positive and either means | |||||
| *> that a diagonal element of U is very small, or that | |||||
| *> the elements of the right-hand side vector y are very | |||||
| *> large. | |||||
| *> = 0: successful exit | |||||
| *> < 0: if INFO = -i, the i-th argument had an illegal value | |||||
| *> > 0: overflow would occur when computing the INFO(th) | |||||
| *> element of the solution vector x. This can only occur | |||||
| *> when JOB is supplied as positive and either means | |||||
| *> that a diagonal element of U is very small, or that | |||||
| *> the elements of the right-hand side vector y are very | |||||
| *> large. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| * Authors: | * Authors: | ||||
| @@ -150,26 +150,26 @@ | |||||
| *> \param[out] INFO | *> \param[out] INFO | ||||
| *> \verbatim | *> \verbatim | ||||
| *> INFO is INTEGER | *> INFO is INTEGER | ||||
| *> = 0: successful exit | |||||
| *> .GT. 0: If INFO = i, DLAHQR failed to compute all the | |||||
| *> = 0: successful exit | |||||
| *> > 0: If INFO = i, DLAHQR failed to compute all the | |||||
| *> eigenvalues ILO to IHI in a total of 30 iterations | *> eigenvalues ILO to IHI in a total of 30 iterations | ||||
| *> per eigenvalue; elements i+1:ihi of WR and WI | *> per eigenvalue; elements i+1:ihi of WR and WI | ||||
| *> contain those eigenvalues which have been | *> contain those eigenvalues which have been | ||||
| *> successfully computed. | *> successfully computed. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTT is .FALSE., then on exit, | |||||
| *> If INFO > 0 and WANTT is .FALSE., then on exit, | |||||
| *> the remaining unconverged eigenvalues are the | *> the remaining unconverged eigenvalues are the | ||||
| *> eigenvalues of the upper Hessenberg matrix rows | *> eigenvalues of the upper Hessenberg matrix rows | ||||
| *> and columns ILO thorugh INFO of the final, output | |||||
| *> and columns ILO through INFO of the final, output | |||||
| *> value of H. | *> value of H. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTT is .TRUE., then on exit | |||||
| *> If INFO > 0 and WANTT is .TRUE., then on exit | |||||
| *> (*) (initial value of H)*U = U*(final value of H) | *> (*) (initial value of H)*U = U*(final value of H) | ||||
| *> where U is an orthognal matrix. The final | |||||
| *> where U is an orthogonal matrix. The final | |||||
| *> value of H is upper Hessenberg and triangular in | *> value of H is upper Hessenberg and triangular in | ||||
| *> rows and columns INFO+1 through IHI. | *> rows and columns INFO+1 through IHI. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTZ is .TRUE., then on exit | |||||
| *> If INFO > 0 and WANTZ is .TRUE., then on exit | |||||
| *> (final value of Z) = (initial value of Z)*U | *> (final value of Z) = (initial value of Z)*U | ||||
| *> where U is the orthogonal matrix in (*) | *> where U is the orthogonal matrix in (*) | ||||
| *> (regardless of the value of WANTT.) | *> (regardless of the value of WANTT.) | ||||
| @@ -49,7 +49,7 @@ | |||||
| *> the first column of each being the real part and the second | *> the first column of each being the real part and the second | ||||
| *> being the imaginary part. | *> being the imaginary part. | ||||
| *> | *> | ||||
| *> "s" is a scaling factor (.LE. 1), computed by DLALN2, which is | |||||
| *> "s" is a scaling factor (<= 1), computed by DLALN2, which is | |||||
| *> so chosen that X can be computed without overflow. X is further | *> so chosen that X can be computed without overflow. X is further | ||||
| *> scaled if necessary to assure that norm(ca A - w D)*norm(X) is less | *> scaled if necessary to assure that norm(ca A - w D)*norm(X) is less | ||||
| *> than overflow. | *> than overflow. | ||||
| @@ -1,3 +1,4 @@ | |||||
| *> \brief \b DLAMSWLQ | |||||
| * | * | ||||
| * Definition: | * Definition: | ||||
| * =========== | * =========== | ||||
| @@ -1,3 +1,4 @@ | |||||
| *> \brief \b DLAMTSQR | |||||
| * | * | ||||
| * Definition: | * Definition: | ||||
| * =========== | * =========== | ||||
| @@ -129,6 +129,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER NORM | CHARACTER NORM | ||||
| INTEGER KL, KU, LDAB, N | INTEGER KL, KU, LDAB, N | ||||
| @@ -139,22 +140,24 @@ | |||||
| * | * | ||||
| * ===================================================================== | * ===================================================================== | ||||
| * | * | ||||
| * | |||||
| * .. Parameters .. | * .. Parameters .. | ||||
| DOUBLE PRECISION ONE, ZERO | DOUBLE PRECISION ONE, ZERO | ||||
| PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) | PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) | ||||
| * .. | * .. | ||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| INTEGER I, J, K, L | INTEGER I, J, K, L | ||||
| DOUBLE PRECISION SCALE, SUM, VALUE, TEMP | |||||
| DOUBLE PRECISION SUM, VALUE, TEMP | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, MAX, MIN, SQRT | INTRINSIC ABS, MAX, MIN, SQRT | ||||
| * .. | * .. | ||||
| @@ -206,15 +209,22 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | * | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 90 J = 1, N | DO 90 J = 1, N | ||||
| L = MAX( 1, J-KU ) | L = MAX( 1, J-KU ) | ||||
| K = KU + 1 - J + L | K = KU + 1 - J + L | ||||
| CALL DLASSQ( MIN( N, J+KL )-L+1, AB( K, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( N, J+KL )-L+1, AB( K, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 90 CONTINUE | 90 CONTINUE | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANGB = VALUE | DLANGB = VALUE | ||||
| @@ -119,6 +119,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER NORM | CHARACTER NORM | ||||
| INTEGER LDA, M, N | INTEGER LDA, M, N | ||||
| @@ -135,10 +136,13 @@ | |||||
| * .. | * .. | ||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| INTEGER I, J | INTEGER I, J | ||||
| DOUBLE PRECISION SCALE, SUM, VALUE, TEMP | |||||
| DOUBLE PRECISION SUM, VALUE, TEMP | |||||
| * .. | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | * .. External Subroutines .. | ||||
| EXTERNAL DLASSQ | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| @@ -194,13 +198,19 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | * | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 90 J = 1, N | DO 90 J = 1, N | ||||
| CALL DLASSQ( M, A( 1, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( M, A( 1, J ), 1, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 90 CONTINUE | 90 CONTINUE | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANGE = VALUE | DLANGE = VALUE | ||||
| @@ -113,6 +113,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER NORM | CHARACTER NORM | ||||
| INTEGER LDA, N | INTEGER LDA, N | ||||
| @@ -129,15 +130,18 @@ | |||||
| * .. | * .. | ||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| INTEGER I, J | INTEGER I, J | ||||
| DOUBLE PRECISION SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, MIN, SQRT | INTRINSIC ABS, MIN, SQRT | ||||
| * .. | * .. | ||||
| @@ -188,13 +192,20 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | * | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 90 J = 1, N | DO 90 J = 1, N | ||||
| CALL DLASSQ( MIN( N, J+1 ), A( 1, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( N, J+1 ), A( 1, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 90 CONTINUE | 90 CONTINUE | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANHS = VALUE | DLANHS = VALUE | ||||
| @@ -134,6 +134,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER NORM, UPLO | CHARACTER NORM, UPLO | ||||
| INTEGER K, LDAB, N | INTEGER K, LDAB, N | ||||
| @@ -150,15 +151,18 @@ | |||||
| * .. | * .. | ||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| INTEGER I, J, L | INTEGER I, J, L | ||||
| DOUBLE PRECISION ABSA, SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION ABSA, SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, MAX, MIN, SQRT | INTRINSIC ABS, MAX, MIN, SQRT | ||||
| * .. | * .. | ||||
| @@ -225,29 +229,47 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| * | |||||
| * Sum off-diagonals | |||||
| * | * | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| IF( K.GT.0 ) THEN | IF( K.GT.0 ) THEN | ||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| DO 110 J = 2, N | DO 110 J = 2, N | ||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( J-1, K ), AB( MAX( K+2-J, 1 ), J ), | CALL DLASSQ( MIN( J-1, K ), AB( MAX( K+2-J, 1 ), J ), | ||||
| $ 1, SCALE, SUM ) | |||||
| $ 1, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 110 CONTINUE | 110 CONTINUE | ||||
| L = K + 1 | L = K + 1 | ||||
| ELSE | ELSE | ||||
| DO 120 J = 1, N - 1 | DO 120 J = 1, N - 1 | ||||
| CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE, | |||||
| $ SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 120 CONTINUE | 120 CONTINUE | ||||
| L = 1 | L = 1 | ||||
| END IF | END IF | ||||
| SUM = 2*SUM | |||||
| SSQ( 2 ) = 2*SSQ( 2 ) | |||||
| ELSE | ELSE | ||||
| L = 1 | L = 1 | ||||
| END IF | END IF | ||||
| CALL DLASSQ( N, AB( L, 1 ), LDAB, SCALE, SUM ) | |||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| * | |||||
| * Sum diagonal | |||||
| * | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( N, AB( L, 1 ), LDAB, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANSB = VALUE | DLANSB = VALUE | ||||
| @@ -119,6 +119,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER NORM, UPLO | CHARACTER NORM, UPLO | ||||
| INTEGER N | INTEGER N | ||||
| @@ -135,15 +136,18 @@ | |||||
| * .. | * .. | ||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| INTEGER I, J, K | INTEGER I, J, K | ||||
| DOUBLE PRECISION ABSA, SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION ABSA, SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, SQRT | INTRINSIC ABS, SQRT | ||||
| * .. | * .. | ||||
| @@ -217,31 +221,48 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| * | |||||
| * Sum off-diagonals | |||||
| * | * | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| K = 2 | K = 2 | ||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| DO 110 J = 2, N | DO 110 J = 2, N | ||||
| CALL DLASSQ( J-1, AP( K ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( J-1, AP( K ), 1, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| K = K + J | K = K + J | ||||
| 110 CONTINUE | 110 CONTINUE | ||||
| ELSE | ELSE | ||||
| DO 120 J = 1, N - 1 | DO 120 J = 1, N - 1 | ||||
| CALL DLASSQ( N-J, AP( K ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( N-J, AP( K ), 1, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| K = K + N - J + 1 | K = K + N - J + 1 | ||||
| 120 CONTINUE | 120 CONTINUE | ||||
| END IF | END IF | ||||
| SUM = 2*SUM | |||||
| SSQ( 2 ) = 2*SSQ( 2 ) | |||||
| * | |||||
| * Sum diagonal | |||||
| * | |||||
| K = 1 | K = 1 | ||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| DO 130 I = 1, N | DO 130 I = 1, N | ||||
| IF( AP( K ).NE.ZERO ) THEN | IF( AP( K ).NE.ZERO ) THEN | ||||
| ABSA = ABS( AP( K ) ) | ABSA = ABS( AP( K ) ) | ||||
| IF( SCALE.LT.ABSA ) THEN | |||||
| SUM = ONE + SUM*( SCALE / ABSA )**2 | |||||
| SCALE = ABSA | |||||
| IF( COLSSQ( 1 ).LT.ABSA ) THEN | |||||
| COLSSQ( 2 ) = ONE + COLSSQ(2)*( COLSSQ(1) / ABSA )**2 | |||||
| COLSSQ( 1 ) = ABSA | |||||
| ELSE | ELSE | ||||
| SUM = SUM + ( ABSA / SCALE )**2 | |||||
| COLSSQ( 2 ) = COLSSQ( 2 ) + ( ABSA / COLSSQ( 1 ) )**2 | |||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| @@ -250,7 +271,8 @@ | |||||
| K = K + N - I + 1 | K = K + N - I + 1 | ||||
| END IF | END IF | ||||
| 130 CONTINUE | 130 CONTINUE | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANSP = VALUE | DLANSP = VALUE | ||||
| @@ -127,6 +127,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER NORM, UPLO | CHARACTER NORM, UPLO | ||||
| INTEGER LDA, N | INTEGER LDA, N | ||||
| @@ -143,15 +144,18 @@ | |||||
| * .. | * .. | ||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| INTEGER I, J | INTEGER I, J | ||||
| DOUBLE PRECISION ABSA, SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION ABSA, SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, SQRT | INTRINSIC ABS, SQRT | ||||
| * .. | * .. | ||||
| @@ -216,21 +220,39 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| * | |||||
| * Sum off-diagonals | |||||
| * | * | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| DO 110 J = 2, N | DO 110 J = 2, N | ||||
| CALL DLASSQ( J-1, A( 1, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( J-1, A( 1, J ), 1, COLSSQ(1), COLSSQ(2) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 110 CONTINUE | 110 CONTINUE | ||||
| ELSE | ELSE | ||||
| DO 120 J = 1, N - 1 | DO 120 J = 1, N - 1 | ||||
| CALL DLASSQ( N-J, A( J+1, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( N-J, A( J+1, J ), 1, COLSSQ(1), COLSSQ(2) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 120 CONTINUE | 120 CONTINUE | ||||
| END IF | END IF | ||||
| SUM = 2*SUM | |||||
| CALL DLASSQ( N, A, LDA+1, SCALE, SUM ) | |||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| SSQ( 2 ) = 2*SSQ( 2 ) | |||||
| * | |||||
| * Sum diagonal | |||||
| * | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( N, A, LDA+1, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANSY = VALUE | DLANSY = VALUE | ||||
| @@ -145,6 +145,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER DIAG, NORM, UPLO | CHARACTER DIAG, NORM, UPLO | ||||
| INTEGER K, LDAB, N | INTEGER K, LDAB, N | ||||
| @@ -162,15 +163,18 @@ | |||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| LOGICAL UDIAG | LOGICAL UDIAG | ||||
| INTEGER I, J, L | INTEGER I, J, L | ||||
| DOUBLE PRECISION SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, MAX, MIN, SQRT | INTRINSIC ABS, MAX, MIN, SQRT | ||||
| * .. | * .. | ||||
| @@ -311,46 +315,61 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | * | ||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| SCALE = ONE | |||||
| SUM = N | |||||
| SSQ( 1 ) = ONE | |||||
| SSQ( 2 ) = N | |||||
| IF( K.GT.0 ) THEN | IF( K.GT.0 ) THEN | ||||
| DO 280 J = 2, N | DO 280 J = 2, N | ||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( J-1, K ), | CALL DLASSQ( MIN( J-1, K ), | ||||
| $ AB( MAX( K+2-J, 1 ), J ), 1, SCALE, | |||||
| $ SUM ) | |||||
| $ AB( MAX( K+2-J, 1 ), J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 280 CONTINUE | 280 CONTINUE | ||||
| END IF | END IF | ||||
| ELSE | ELSE | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 290 J = 1, N | DO 290 J = 1, N | ||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( J, K+1 ), AB( MAX( K+2-J, 1 ), J ), | CALL DLASSQ( MIN( J, K+1 ), AB( MAX( K+2-J, 1 ), J ), | ||||
| $ 1, SCALE, SUM ) | |||||
| $ 1, COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 290 CONTINUE | 290 CONTINUE | ||||
| END IF | END IF | ||||
| ELSE | ELSE | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| SCALE = ONE | |||||
| SUM = N | |||||
| SSQ( 1 ) = ONE | |||||
| SSQ( 2 ) = N | |||||
| IF( K.GT.0 ) THEN | IF( K.GT.0 ) THEN | ||||
| DO 300 J = 1, N - 1 | DO 300 J = 1, N - 1 | ||||
| CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, SCALE, | |||||
| $ SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( N-J, K ), AB( 2, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 300 CONTINUE | 300 CONTINUE | ||||
| END IF | END IF | ||||
| ELSE | ELSE | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 310 J = 1, N | DO 310 J = 1, N | ||||
| CALL DLASSQ( MIN( N-J+1, K+1 ), AB( 1, J ), 1, SCALE, | |||||
| $ SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( N-J+1, K+1 ), AB( 1, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 310 CONTINUE | 310 CONTINUE | ||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANTB = VALUE | DLANTB = VALUE | ||||
| @@ -129,6 +129,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER DIAG, NORM, UPLO | CHARACTER DIAG, NORM, UPLO | ||||
| INTEGER N | INTEGER N | ||||
| @@ -146,15 +147,18 @@ | |||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| LOGICAL UDIAG | LOGICAL UDIAG | ||||
| INTEGER I, J, K | INTEGER I, J, K | ||||
| DOUBLE PRECISION SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, SQRT | INTRINSIC ABS, SQRT | ||||
| * .. | * .. | ||||
| @@ -306,45 +310,64 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | * | ||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| SCALE = ONE | |||||
| SUM = N | |||||
| SSQ( 1 ) = ONE | |||||
| SSQ( 2 ) = N | |||||
| K = 2 | K = 2 | ||||
| DO 280 J = 2, N | DO 280 J = 2, N | ||||
| CALL DLASSQ( J-1, AP( K ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( J-1, AP( K ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| K = K + J | K = K + J | ||||
| 280 CONTINUE | 280 CONTINUE | ||||
| ELSE | ELSE | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| K = 1 | K = 1 | ||||
| DO 290 J = 1, N | DO 290 J = 1, N | ||||
| CALL DLASSQ( J, AP( K ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( J, AP( K ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| K = K + J | K = K + J | ||||
| 290 CONTINUE | 290 CONTINUE | ||||
| END IF | END IF | ||||
| ELSE | ELSE | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| SCALE = ONE | |||||
| SUM = N | |||||
| SSQ( 1 ) = ONE | |||||
| SSQ( 2 ) = N | |||||
| K = 2 | K = 2 | ||||
| DO 300 J = 1, N - 1 | DO 300 J = 1, N - 1 | ||||
| CALL DLASSQ( N-J, AP( K ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( N-J, AP( K ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| K = K + N - J + 1 | K = K + N - J + 1 | ||||
| 300 CONTINUE | 300 CONTINUE | ||||
| ELSE | ELSE | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| K = 1 | K = 1 | ||||
| DO 310 J = 1, N | DO 310 J = 1, N | ||||
| CALL DLASSQ( N-J+1, AP( K ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( N-J+1, AP( K ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| K = K + N - J + 1 | K = K + N - J + 1 | ||||
| 310 CONTINUE | 310 CONTINUE | ||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANTP = VALUE | DLANTP = VALUE | ||||
| @@ -146,6 +146,7 @@ | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | ||||
| * December 2016 | * December 2016 | ||||
| * | * | ||||
| IMPLICIT NONE | |||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| CHARACTER DIAG, NORM, UPLO | CHARACTER DIAG, NORM, UPLO | ||||
| INTEGER LDA, M, N | INTEGER LDA, M, N | ||||
| @@ -163,15 +164,18 @@ | |||||
| * .. Local Scalars .. | * .. Local Scalars .. | ||||
| LOGICAL UDIAG | LOGICAL UDIAG | ||||
| INTEGER I, J | INTEGER I, J | ||||
| DOUBLE PRECISION SCALE, SUM, VALUE | |||||
| DOUBLE PRECISION SUM, VALUE | |||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ | |||||
| * .. Local Arrays .. | |||||
| DOUBLE PRECISION SSQ( 2 ), COLSSQ( 2 ) | |||||
| * .. | * .. | ||||
| * .. External Functions .. | * .. External Functions .. | ||||
| LOGICAL LSAME, DISNAN | LOGICAL LSAME, DISNAN | ||||
| EXTERNAL LSAME, DISNAN | EXTERNAL LSAME, DISNAN | ||||
| * .. | * .. | ||||
| * .. External Subroutines .. | |||||
| EXTERNAL DLASSQ, DCOMBSSQ | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | * .. Intrinsic Functions .. | ||||
| INTRINSIC ABS, MIN, SQRT | INTRINSIC ABS, MIN, SQRT | ||||
| * .. | * .. | ||||
| @@ -281,7 +285,7 @@ | |||||
| END IF | END IF | ||||
| ELSE | ELSE | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| DO 210 I = 1, N | |||||
| DO 210 I = 1, MIN( M, N ) | |||||
| WORK( I ) = ONE | WORK( I ) = ONE | ||||
| 210 CONTINUE | 210 CONTINUE | ||||
| DO 220 I = N + 1, M | DO 220 I = N + 1, M | ||||
| @@ -311,38 +315,56 @@ | |||||
| ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ELSE IF( ( LSAME( NORM, 'F' ) ) .OR. ( LSAME( NORM, 'E' ) ) ) THEN | ||||
| * | * | ||||
| * Find normF(A). | * Find normF(A). | ||||
| * SSQ(1) is scale | |||||
| * SSQ(2) is sum-of-squares | |||||
| * For better accuracy, sum each column separately. | |||||
| * | * | ||||
| IF( LSAME( UPLO, 'U' ) ) THEN | IF( LSAME( UPLO, 'U' ) ) THEN | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| SCALE = ONE | |||||
| SUM = MIN( M, N ) | |||||
| SSQ( 1 ) = ONE | |||||
| SSQ( 2 ) = MIN( M, N ) | |||||
| DO 290 J = 2, N | DO 290 J = 2, N | ||||
| CALL DLASSQ( MIN( M, J-1 ), A( 1, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( M, J-1 ), A( 1, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 290 CONTINUE | 290 CONTINUE | ||||
| ELSE | ELSE | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 300 J = 1, N | DO 300 J = 1, N | ||||
| CALL DLASSQ( MIN( M, J ), A( 1, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( MIN( M, J ), A( 1, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 300 CONTINUE | 300 CONTINUE | ||||
| END IF | END IF | ||||
| ELSE | ELSE | ||||
| IF( LSAME( DIAG, 'U' ) ) THEN | IF( LSAME( DIAG, 'U' ) ) THEN | ||||
| SCALE = ONE | |||||
| SUM = MIN( M, N ) | |||||
| SSQ( 1 ) = ONE | |||||
| SSQ( 2 ) = MIN( M, N ) | |||||
| DO 310 J = 1, N | DO 310 J = 1, N | ||||
| CALL DLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, SCALE, | |||||
| $ SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( M-J, A( MIN( M, J+1 ), J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 310 CONTINUE | 310 CONTINUE | ||||
| ELSE | ELSE | ||||
| SCALE = ZERO | |||||
| SUM = ONE | |||||
| SSQ( 1 ) = ZERO | |||||
| SSQ( 2 ) = ONE | |||||
| DO 320 J = 1, N | DO 320 J = 1, N | ||||
| CALL DLASSQ( M-J+1, A( J, J ), 1, SCALE, SUM ) | |||||
| COLSSQ( 1 ) = ZERO | |||||
| COLSSQ( 2 ) = ONE | |||||
| CALL DLASSQ( M-J+1, A( J, J ), 1, | |||||
| $ COLSSQ( 1 ), COLSSQ( 2 ) ) | |||||
| CALL DCOMBSSQ( SSQ, COLSSQ ) | |||||
| 320 CONTINUE | 320 CONTINUE | ||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| VALUE = SCALE*SQRT( SUM ) | |||||
| VALUE = SSQ( 1 )*SQRT( SSQ( 2 ) ) | |||||
| END IF | END IF | ||||
| * | * | ||||
| DLANTR = VALUE | DLANTR = VALUE | ||||
| @@ -161,7 +161,6 @@ | |||||
| IF( C.EQ.ZERO ) THEN | IF( C.EQ.ZERO ) THEN | ||||
| CS = ONE | CS = ONE | ||||
| SN = ZERO | SN = ZERO | ||||
| GO TO 10 | |||||
| * | * | ||||
| ELSE IF( B.EQ.ZERO ) THEN | ELSE IF( B.EQ.ZERO ) THEN | ||||
| * | * | ||||
| @@ -174,12 +173,12 @@ | |||||
| A = TEMP | A = TEMP | ||||
| B = -C | B = -C | ||||
| C = ZERO | C = ZERO | ||||
| GO TO 10 | |||||
| * | |||||
| ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) ) | ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) ) | ||||
| $ THEN | $ THEN | ||||
| CS = ONE | CS = ONE | ||||
| SN = ZERO | SN = ZERO | ||||
| GO TO 10 | |||||
| * | |||||
| ELSE | ELSE | ||||
| * | * | ||||
| TEMP = A - D | TEMP = A - D | ||||
| @@ -207,6 +206,7 @@ | |||||
| SN = C / TAU | SN = C / TAU | ||||
| B = B - C | B = B - C | ||||
| C = ZERO | C = ZERO | ||||
| * | |||||
| ELSE | ELSE | ||||
| * | * | ||||
| * Complex eigenvalues, or real (almost) equal eigenvalues. | * Complex eigenvalues, or real (almost) equal eigenvalues. | ||||
| @@ -268,8 +268,6 @@ | |||||
| END IF | END IF | ||||
| * | * | ||||
| END IF | END IF | ||||
| * | |||||
| 10 CONTINUE | |||||
| * | * | ||||
| * Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I). | * Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I). | ||||
| * | * | ||||
| @@ -0,0 +1,248 @@ | |||||
| *> \brief \b DLAORHR_COL_GETRFNP | |||||
| * | |||||
| * =========== DOCUMENTATION =========== | |||||
| * | |||||
| * Online html documentation available at | |||||
| * http://www.netlib.org/lapack/explore-html/ | |||||
| * | |||||
| *> \htmlonly | |||||
| *> Download DLAORHR_COL_GETRFNP + dependencies | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaorhr_col_getrfnp.f"> | |||||
| *> [TGZ]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaorhr_col_getrfnp.f"> | |||||
| *> [ZIP]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaorhr_col_getrfnp.f"> | |||||
| *> [TXT]</a> | |||||
| *> \endhtmlonly | |||||
| * | |||||
| * Definition: | |||||
| * =========== | |||||
| * | |||||
| * SUBROUTINE DLAORHR_COL_GETRFNP( M, N, A, LDA, D, INFO ) | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| * INTEGER INFO, LDA, M, N | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| * DOUBLE PRECISION A( LDA, * ), D( * ) | |||||
| * .. | |||||
| * | |||||
| * | |||||
| *> \par Purpose: | |||||
| * ============= | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> DLAORHR_COL_GETRFNP computes the modified LU factorization without | |||||
| *> pivoting of a real general M-by-N matrix A. The factorization has | |||||
| *> the form: | |||||
| *> | |||||
| *> A - S = L * U, | |||||
| *> | |||||
| *> where: | |||||
| *> S is a m-by-n diagonal sign matrix with the diagonal D, so that | |||||
| *> D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed | |||||
| *> as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing | |||||
| *> i-1 steps of Gaussian elimination. This means that the diagonal | |||||
| *> element at each step of "modified" Gaussian elimination is | |||||
| *> at least one in absolute value (so that division-by-zero not | |||||
| *> not possible during the division by the diagonal element); | |||||
| *> | |||||
| *> L is a M-by-N lower triangular matrix with unit diagonal elements | |||||
| *> (lower trapezoidal if M > N); | |||||
| *> | |||||
| *> and U is a M-by-N upper triangular matrix | |||||
| *> (upper trapezoidal if M < N). | |||||
| *> | |||||
| *> This routine is an auxiliary routine used in the Householder | |||||
| *> reconstruction routine DORHR_COL. In DORHR_COL, this routine is | |||||
| *> applied to an M-by-N matrix A with orthonormal columns, where each | |||||
| *> element is bounded by one in absolute value. With the choice of | |||||
| *> the matrix S above, one can show that the diagonal element at each | |||||
| *> step of Gaussian elimination is the largest (in absolute value) in | |||||
| *> the column on or below the diagonal, so that no pivoting is required | |||||
| *> for numerical stability [1]. | |||||
| *> | |||||
| *> For more details on the Householder reconstruction algorithm, | |||||
| *> including the modified LU factorization, see [1]. | |||||
| *> | |||||
| *> This is the blocked right-looking version of the algorithm, | |||||
| *> calling Level 3 BLAS to update the submatrix. To factorize a block, | |||||
| *> this routine calls the recursive routine DLAORHR_COL_GETRFNP2. | |||||
| *> | |||||
| *> [1] "Reconstructing Householder vectors from tall-skinny QR", | |||||
| *> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, | |||||
| *> E. Solomonik, J. Parallel Distrib. Comput., | |||||
| *> vol. 85, pp. 3-31, 2015. | |||||
| *> \endverbatim | |||||
| * | |||||
| * Arguments: | |||||
| * ========== | |||||
| * | |||||
| *> \param[in] M | |||||
| *> \verbatim | |||||
| *> M is INTEGER | |||||
| *> The number of rows of the matrix A. M >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] N | |||||
| *> \verbatim | |||||
| *> N is INTEGER | |||||
| *> The number of columns of the matrix A. N >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in,out] A | |||||
| *> \verbatim | |||||
| *> A is DOUBLE PRECISION array, dimension (LDA,N) | |||||
| *> On entry, the M-by-N matrix to be factored. | |||||
| *> On exit, the factors L and U from the factorization | |||||
| *> A-S=L*U; the unit diagonal elements of L are not stored. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDA | |||||
| *> \verbatim | |||||
| *> LDA is INTEGER | |||||
| *> The leading dimension of the array A. LDA >= max(1,M). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] D | |||||
| *> \verbatim | |||||
| *> D is DOUBLE PRECISION array, dimension min(M,N) | |||||
| *> The diagonal elements of the diagonal M-by-N sign matrix S, | |||||
| *> D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can | |||||
| *> be only plus or minus one. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] INFO | |||||
| *> \verbatim | |||||
| *> INFO is INTEGER | |||||
| *> = 0: successful exit | |||||
| *> < 0: if INFO = -i, the i-th argument had an illegal value | |||||
| *> \endverbatim | |||||
| *> | |||||
| * Authors: | |||||
| * ======== | |||||
| * | |||||
| *> \author Univ. of Tennessee | |||||
| *> \author Univ. of California Berkeley | |||||
| *> \author Univ. of Colorado Denver | |||||
| *> \author NAG Ltd. | |||||
| * | |||||
| *> \date November 2019 | |||||
| * | |||||
| *> \ingroup doubleGEcomputational | |||||
| * | |||||
| *> \par Contributors: | |||||
| * ================== | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> November 2019, Igor Kozachenko, | |||||
| *> Computer Science Division, | |||||
| *> University of California, Berkeley | |||||
| *> | |||||
| *> \endverbatim | |||||
| * | |||||
| * ===================================================================== | |||||
| SUBROUTINE DLAORHR_COL_GETRFNP( M, N, A, LDA, D, INFO ) | |||||
| IMPLICIT NONE | |||||
| * | |||||
| * -- LAPACK computational routine (version 3.9.0) -- | |||||
| * -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | |||||
| * November 2019 | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| INTEGER INFO, LDA, M, N | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| DOUBLE PRECISION A( LDA, * ), D( * ) | |||||
| * .. | |||||
| * | |||||
| * ===================================================================== | |||||
| * | |||||
| * .. Parameters .. | |||||
| DOUBLE PRECISION ONE | |||||
| PARAMETER ( ONE = 1.0D+0 ) | |||||
| * .. | |||||
| * .. Local Scalars .. | |||||
| INTEGER IINFO, J, JB, NB | |||||
| * .. | |||||
| * .. External Subroutines .. | |||||
| EXTERNAL DGEMM, DLAORHR_COL_GETRFNP2, DTRSM, XERBLA | |||||
| * .. | |||||
| * .. External Functions .. | |||||
| INTEGER ILAENV | |||||
| EXTERNAL ILAENV | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | |||||
| INTRINSIC MAX, MIN | |||||
| * .. | |||||
| * .. Executable Statements .. | |||||
| * | |||||
| * Test the input parameters. | |||||
| * | |||||
| INFO = 0 | |||||
| IF( M.LT.0 ) THEN | |||||
| INFO = -1 | |||||
| ELSE IF( N.LT.0 ) THEN | |||||
| INFO = -2 | |||||
| ELSE IF( LDA.LT.MAX( 1, M ) ) THEN | |||||
| INFO = -4 | |||||
| END IF | |||||
| IF( INFO.NE.0 ) THEN | |||||
| CALL XERBLA( 'DLAORHR_COL_GETRFNP', -INFO ) | |||||
| RETURN | |||||
| END IF | |||||
| * | |||||
| * Quick return if possible | |||||
| * | |||||
| IF( MIN( M, N ).EQ.0 ) | |||||
| $ RETURN | |||||
| * | |||||
| * Determine the block size for this environment. | |||||
| * | |||||
| NB = ILAENV( 1, 'DLAORHR_COL_GETRFNP', ' ', M, N, -1, -1 ) | |||||
| IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN | |||||
| * | |||||
| * Use unblocked code. | |||||
| * | |||||
| CALL DLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO ) | |||||
| ELSE | |||||
| * | |||||
| * Use blocked code. | |||||
| * | |||||
| DO J = 1, MIN( M, N ), NB | |||||
| JB = MIN( MIN( M, N )-J+1, NB ) | |||||
| * | |||||
| * Factor diagonal and subdiagonal blocks. | |||||
| * | |||||
| CALL DLAORHR_COL_GETRFNP2( M-J+1, JB, A( J, J ), LDA, | |||||
| $ D( J ), IINFO ) | |||||
| * | |||||
| IF( J+JB.LE.N ) THEN | |||||
| * | |||||
| * Compute block row of U. | |||||
| * | |||||
| CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB, | |||||
| $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ), | |||||
| $ LDA ) | |||||
| IF( J+JB.LE.M ) THEN | |||||
| * | |||||
| * Update trailing submatrix. | |||||
| * | |||||
| CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1, | |||||
| $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA, | |||||
| $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ), | |||||
| $ LDA ) | |||||
| END IF | |||||
| END IF | |||||
| END DO | |||||
| END IF | |||||
| RETURN | |||||
| * | |||||
| * End of DLAORHR_COL_GETRFNP | |||||
| * | |||||
| END | |||||
| @@ -0,0 +1,305 @@ | |||||
| *> \brief \b DLAORHR_COL_GETRFNP2 | |||||
| * | |||||
| * =========== DOCUMENTATION =========== | |||||
| * | |||||
| * Online html documentation available at | |||||
| * http://www.netlib.org/lapack/explore-html/ | |||||
| * | |||||
| *> \htmlonly | |||||
| *> Download DLAORHR_GETRF2NP + dependencies | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaorhr_col_getrfnp2.f"> | |||||
| *> [TGZ]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaorhr_col_getrfnp2.f"> | |||||
| *> [ZIP]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaorhr_col_getrfnp2.f"> | |||||
| *> [TXT]</a> | |||||
| *> \endhtmlonly | |||||
| * | |||||
| * Definition: | |||||
| * =========== | |||||
| * | |||||
| * RECURSIVE SUBROUTINE DLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO ) | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| * INTEGER INFO, LDA, M, N | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| * DOUBLE PRECISION A( LDA, * ), D( * ) | |||||
| * .. | |||||
| * | |||||
| * | |||||
| *> \par Purpose: | |||||
| * ============= | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> DLAORHR_COL_GETRFNP2 computes the modified LU factorization without | |||||
| *> pivoting of a real general M-by-N matrix A. The factorization has | |||||
| *> the form: | |||||
| *> | |||||
| *> A - S = L * U, | |||||
| *> | |||||
| *> where: | |||||
| *> S is a m-by-n diagonal sign matrix with the diagonal D, so that | |||||
| *> D(i) = S(i,i), 1 <= i <= min(M,N). The diagonal D is constructed | |||||
| *> as D(i)=-SIGN(A(i,i)), where A(i,i) is the value after performing | |||||
| *> i-1 steps of Gaussian elimination. This means that the diagonal | |||||
| *> element at each step of "modified" Gaussian elimination is at | |||||
| *> least one in absolute value (so that division-by-zero not | |||||
| *> possible during the division by the diagonal element); | |||||
| *> | |||||
| *> L is a M-by-N lower triangular matrix with unit diagonal elements | |||||
| *> (lower trapezoidal if M > N); | |||||
| *> | |||||
| *> and U is a M-by-N upper triangular matrix | |||||
| *> (upper trapezoidal if M < N). | |||||
| *> | |||||
| *> This routine is an auxiliary routine used in the Householder | |||||
| *> reconstruction routine DORHR_COL. In DORHR_COL, this routine is | |||||
| *> applied to an M-by-N matrix A with orthonormal columns, where each | |||||
| *> element is bounded by one in absolute value. With the choice of | |||||
| *> the matrix S above, one can show that the diagonal element at each | |||||
| *> step of Gaussian elimination is the largest (in absolute value) in | |||||
| *> the column on or below the diagonal, so that no pivoting is required | |||||
| *> for numerical stability [1]. | |||||
| *> | |||||
| *> For more details on the Householder reconstruction algorithm, | |||||
| *> including the modified LU factorization, see [1]. | |||||
| *> | |||||
| *> This is the recursive version of the LU factorization algorithm. | |||||
| *> Denote A - S by B. The algorithm divides the matrix B into four | |||||
| *> submatrices: | |||||
| *> | |||||
| *> [ B11 | B12 ] where B11 is n1 by n1, | |||||
| *> B = [ -----|----- ] B21 is (m-n1) by n1, | |||||
| *> [ B21 | B22 ] B12 is n1 by n2, | |||||
| *> B22 is (m-n1) by n2, | |||||
| *> with n1 = min(m,n)/2, n2 = n-n1. | |||||
| *> | |||||
| *> | |||||
| *> The subroutine calls itself to factor B11, solves for B21, | |||||
| *> solves for B12, updates B22, then calls itself to factor B22. | |||||
| *> | |||||
| *> For more details on the recursive LU algorithm, see [2]. | |||||
| *> | |||||
| *> DLAORHR_COL_GETRFNP2 is called to factorize a block by the blocked | |||||
| *> routine DLAORHR_COL_GETRFNP, which uses blocked code calling | |||||
| *. Level 3 BLAS to update the submatrix. However, DLAORHR_COL_GETRFNP2 | |||||
| *> is self-sufficient and can be used without DLAORHR_COL_GETRFNP. | |||||
| *> | |||||
| *> [1] "Reconstructing Householder vectors from tall-skinny QR", | |||||
| *> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, | |||||
| *> E. Solomonik, J. Parallel Distrib. Comput., | |||||
| *> vol. 85, pp. 3-31, 2015. | |||||
| *> | |||||
| *> [2] "Recursion leads to automatic variable blocking for dense linear | |||||
| *> algebra algorithms", F. Gustavson, IBM J. of Res. and Dev., | |||||
| *> vol. 41, no. 6, pp. 737-755, 1997. | |||||
| *> \endverbatim | |||||
| * | |||||
| * Arguments: | |||||
| * ========== | |||||
| * | |||||
| *> \param[in] M | |||||
| *> \verbatim | |||||
| *> M is INTEGER | |||||
| *> The number of rows of the matrix A. M >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] N | |||||
| *> \verbatim | |||||
| *> N is INTEGER | |||||
| *> The number of columns of the matrix A. N >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in,out] A | |||||
| *> \verbatim | |||||
| *> A is DOUBLE PRECISION array, dimension (LDA,N) | |||||
| *> On entry, the M-by-N matrix to be factored. | |||||
| *> On exit, the factors L and U from the factorization | |||||
| *> A-S=L*U; the unit diagonal elements of L are not stored. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDA | |||||
| *> \verbatim | |||||
| *> LDA is INTEGER | |||||
| *> The leading dimension of the array A. LDA >= max(1,M). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] D | |||||
| *> \verbatim | |||||
| *> D is DOUBLE PRECISION array, dimension min(M,N) | |||||
| *> The diagonal elements of the diagonal M-by-N sign matrix S, | |||||
| *> D(i) = S(i,i), where 1 <= i <= min(M,N). The elements can | |||||
| *> be only plus or minus one. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] INFO | |||||
| *> \verbatim | |||||
| *> INFO is INTEGER | |||||
| *> = 0: successful exit | |||||
| *> < 0: if INFO = -i, the i-th argument had an illegal value | |||||
| *> \endverbatim | |||||
| *> | |||||
| * Authors: | |||||
| * ======== | |||||
| * | |||||
| *> \author Univ. of Tennessee | |||||
| *> \author Univ. of California Berkeley | |||||
| *> \author Univ. of Colorado Denver | |||||
| *> \author NAG Ltd. | |||||
| * | |||||
| *> \date November 2019 | |||||
| * | |||||
| *> \ingroup doubleGEcomputational | |||||
| * | |||||
| *> \par Contributors: | |||||
| * ================== | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> November 2019, Igor Kozachenko, | |||||
| *> Computer Science Division, | |||||
| *> University of California, Berkeley | |||||
| *> | |||||
| *> \endverbatim | |||||
| * | |||||
| * ===================================================================== | |||||
| RECURSIVE SUBROUTINE DLAORHR_COL_GETRFNP2( M, N, A, LDA, D, INFO ) | |||||
| IMPLICIT NONE | |||||
| * | |||||
| * -- LAPACK computational routine (version 3.9.0) -- | |||||
| * -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | |||||
| * November 2019 | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| INTEGER INFO, LDA, M, N | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| DOUBLE PRECISION A( LDA, * ), D( * ) | |||||
| * .. | |||||
| * | |||||
| * ===================================================================== | |||||
| * | |||||
| * .. Parameters .. | |||||
| DOUBLE PRECISION ONE | |||||
| PARAMETER ( ONE = 1.0D+0 ) | |||||
| * .. | |||||
| * .. Local Scalars .. | |||||
| DOUBLE PRECISION SFMIN | |||||
| INTEGER I, IINFO, N1, N2 | |||||
| * .. | |||||
| * .. External Functions .. | |||||
| DOUBLE PRECISION DLAMCH | |||||
| EXTERNAL DLAMCH | |||||
| * .. | |||||
| * .. External Subroutines .. | |||||
| EXTERNAL DGEMM, DSCAL, DTRSM, XERBLA | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | |||||
| INTRINSIC ABS, DSIGN, MAX, MIN | |||||
| * .. | |||||
| * .. Executable Statements .. | |||||
| * | |||||
| * Test the input parameters | |||||
| * | |||||
| INFO = 0 | |||||
| IF( M.LT.0 ) THEN | |||||
| INFO = -1 | |||||
| ELSE IF( N.LT.0 ) THEN | |||||
| INFO = -2 | |||||
| ELSE IF( LDA.LT.MAX( 1, M ) ) THEN | |||||
| INFO = -4 | |||||
| END IF | |||||
| IF( INFO.NE.0 ) THEN | |||||
| CALL XERBLA( 'DLAORHR_COL_GETRFNP2', -INFO ) | |||||
| RETURN | |||||
| END IF | |||||
| * | |||||
| * Quick return if possible | |||||
| * | |||||
| IF( MIN( M, N ).EQ.0 ) | |||||
| $ RETURN | |||||
| IF ( M.EQ.1 ) THEN | |||||
| * | |||||
| * One row case, (also recursion termination case), | |||||
| * use unblocked code | |||||
| * | |||||
| * Transfer the sign | |||||
| * | |||||
| D( 1 ) = -DSIGN( ONE, A( 1, 1 ) ) | |||||
| * | |||||
| * Construct the row of U | |||||
| * | |||||
| A( 1, 1 ) = A( 1, 1 ) - D( 1 ) | |||||
| * | |||||
| ELSE IF( N.EQ.1 ) THEN | |||||
| * | |||||
| * One column case, (also recursion termination case), | |||||
| * use unblocked code | |||||
| * | |||||
| * Transfer the sign | |||||
| * | |||||
| D( 1 ) = -DSIGN( ONE, A( 1, 1 ) ) | |||||
| * | |||||
| * Construct the row of U | |||||
| * | |||||
| A( 1, 1 ) = A( 1, 1 ) - D( 1 ) | |||||
| * | |||||
| * Scale the elements 2:M of the column | |||||
| * | |||||
| * Determine machine safe minimum | |||||
| * | |||||
| SFMIN = DLAMCH('S') | |||||
| * | |||||
| * Construct the subdiagonal elements of L | |||||
| * | |||||
| IF( ABS( A( 1, 1 ) ) .GE. SFMIN ) THEN | |||||
| CALL DSCAL( M-1, ONE / A( 1, 1 ), A( 2, 1 ), 1 ) | |||||
| ELSE | |||||
| DO I = 2, M | |||||
| A( I, 1 ) = A( I, 1 ) / A( 1, 1 ) | |||||
| END DO | |||||
| END IF | |||||
| * | |||||
| ELSE | |||||
| * | |||||
| * Divide the matrix B into four submatrices | |||||
| * | |||||
| N1 = MIN( M, N ) / 2 | |||||
| N2 = N-N1 | |||||
| * | |||||
| * Factor B11, recursive call | |||||
| * | |||||
| CALL DLAORHR_COL_GETRFNP2( N1, N1, A, LDA, D, IINFO ) | |||||
| * | |||||
| * Solve for B21 | |||||
| * | |||||
| CALL DTRSM( 'R', 'U', 'N', 'N', M-N1, N1, ONE, A, LDA, | |||||
| $ A( N1+1, 1 ), LDA ) | |||||
| * | |||||
| * Solve for B12 | |||||
| * | |||||
| CALL DTRSM( 'L', 'L', 'N', 'U', N1, N2, ONE, A, LDA, | |||||
| $ A( 1, N1+1 ), LDA ) | |||||
| * | |||||
| * Update B22, i.e. compute the Schur complement | |||||
| * B22 := B22 - B21*B12 | |||||
| * | |||||
| CALL DGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( N1+1, 1 ), LDA, | |||||
| $ A( 1, N1+1 ), LDA, ONE, A( N1+1, N1+1 ), LDA ) | |||||
| * | |||||
| * Factor B22, recursive call | |||||
| * | |||||
| CALL DLAORHR_COL_GETRFNP2( M-N1, N2, A( N1+1, N1+1 ), LDA, | |||||
| $ D( N1+1 ), IINFO ) | |||||
| * | |||||
| END IF | |||||
| RETURN | |||||
| * | |||||
| * End of DLAORHR_COL_GETRFNP2 | |||||
| * | |||||
| END | |||||
| @@ -127,7 +127,7 @@ | |||||
| *> \param[in,out] AUXV | *> \param[in,out] AUXV | ||||
| *> \verbatim | *> \verbatim | ||||
| *> AUXV is DOUBLE PRECISION array, dimension (NB) | *> AUXV is DOUBLE PRECISION array, dimension (NB) | ||||
| *> Auxiliar vector. | |||||
| *> Auxiliary vector. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] F | *> \param[in,out] F | ||||
| @@ -67,7 +67,7 @@ | |||||
| *> \param[in] N | *> \param[in] N | ||||
| *> \verbatim | *> \verbatim | ||||
| *> N is INTEGER | *> N is INTEGER | ||||
| *> The order of the matrix H. N .GE. 0. | |||||
| *> The order of the matrix H. N >= 0. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] ILO | *> \param[in] ILO | ||||
| @@ -79,12 +79,12 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> IHI is INTEGER | *> IHI is INTEGER | ||||
| *> It is assumed that H is already upper triangular in rows | *> It is assumed that H is already upper triangular in rows | ||||
| *> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1, | |||||
| *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, | |||||
| *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a | *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a | ||||
| *> previous call to DGEBAL, and then passed to DGEHRD when the | *> previous call to DGEBAL, and then passed to DGEHRD when the | ||||
| *> matrix output by DGEBAL is reduced to Hessenberg form. | *> matrix output by DGEBAL is reduced to Hessenberg form. | ||||
| *> Otherwise, ILO and IHI should be set to 1 and N, | *> Otherwise, ILO and IHI should be set to 1 and N, | ||||
| *> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. | |||||
| *> respectively. If N > 0, then 1 <= ILO <= IHI <= N. | |||||
| *> If N = 0, then ILO = 1 and IHI = 0. | *> If N = 0, then ILO = 1 and IHI = 0. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| @@ -97,19 +97,19 @@ | |||||
| *> decomposition (the Schur form); 2-by-2 diagonal blocks | *> decomposition (the Schur form); 2-by-2 diagonal blocks | ||||
| *> (corresponding to complex conjugate pairs of eigenvalues) | *> (corresponding to complex conjugate pairs of eigenvalues) | ||||
| *> are returned in standard form, with H(i,i) = H(i+1,i+1) | *> are returned in standard form, with H(i,i) = H(i+1,i+1) | ||||
| *> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is | |||||
| *> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is | |||||
| *> .FALSE., then the contents of H are unspecified on exit. | *> .FALSE., then the contents of H are unspecified on exit. | ||||
| *> (The output value of H when INFO.GT.0 is given under the | |||||
| *> (The output value of H when INFO > 0 is given under the | |||||
| *> description of INFO below.) | *> description of INFO below.) | ||||
| *> | *> | ||||
| *> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and | |||||
| *> This subroutine may explicitly set H(i,j) = 0 for i > j and | |||||
| *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. | *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] LDH | *> \param[in] LDH | ||||
| *> \verbatim | *> \verbatim | ||||
| *> LDH is INTEGER | *> LDH is INTEGER | ||||
| *> The leading dimension of the array H. LDH .GE. max(1,N). | |||||
| *> The leading dimension of the array H. LDH >= max(1,N). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WR | *> \param[out] WR | ||||
| @@ -125,7 +125,7 @@ | |||||
| *> and WI(ILO:IHI). If two eigenvalues are computed as a | *> and WI(ILO:IHI). If two eigenvalues are computed as a | ||||
| *> complex conjugate pair, they are stored in consecutive | *> complex conjugate pair, they are stored in consecutive | ||||
| *> elements of WR and WI, say the i-th and (i+1)th, with | *> elements of WR and WI, say the i-th and (i+1)th, with | ||||
| *> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then | |||||
| *> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then | |||||
| *> the eigenvalues are stored in the same order as on the | *> the eigenvalues are stored in the same order as on the | ||||
| *> diagonal of the Schur form returned in H, with | *> diagonal of the Schur form returned in H, with | ||||
| *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal | *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal | ||||
| @@ -143,7 +143,7 @@ | |||||
| *> IHIZ is INTEGER | *> IHIZ is INTEGER | ||||
| *> Specify the rows of Z to which transformations must be | *> Specify the rows of Z to which transformations must be | ||||
| *> applied if WANTZ is .TRUE.. | *> applied if WANTZ is .TRUE.. | ||||
| *> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. | |||||
| *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] Z | *> \param[in,out] Z | ||||
| @@ -153,7 +153,7 @@ | |||||
| *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is | *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is | ||||
| *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the | *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the | ||||
| *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). | *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). | ||||
| *> (The output value of Z when INFO.GT.0 is given under | |||||
| *> (The output value of Z when INFO > 0 is given under | |||||
| *> the description of INFO below.) | *> the description of INFO below.) | ||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| @@ -161,7 +161,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDZ is INTEGER | *> LDZ is INTEGER | ||||
| *> The leading dimension of the array Z. if WANTZ is .TRUE. | *> The leading dimension of the array Z. if WANTZ is .TRUE. | ||||
| *> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. | |||||
| *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WORK | *> \param[out] WORK | ||||
| @@ -174,7 +174,7 @@ | |||||
| *> \param[in] LWORK | *> \param[in] LWORK | ||||
| *> \verbatim | *> \verbatim | ||||
| *> LWORK is INTEGER | *> LWORK is INTEGER | ||||
| *> The dimension of the array WORK. LWORK .GE. max(1,N) | |||||
| *> The dimension of the array WORK. LWORK >= max(1,N) | |||||
| *> is sufficient, but LWORK typically as large as 6*N may | *> is sufficient, but LWORK typically as large as 6*N may | ||||
| *> be required for optimal performance. A workspace query | *> be required for optimal performance. A workspace query | ||||
| *> to determine the optimal workspace size is recommended. | *> to determine the optimal workspace size is recommended. | ||||
| @@ -190,19 +190,19 @@ | |||||
| *> \param[out] INFO | *> \param[out] INFO | ||||
| *> \verbatim | *> \verbatim | ||||
| *> INFO is INTEGER | *> INFO is INTEGER | ||||
| *> = 0: successful exit | |||||
| *> .GT. 0: if INFO = i, DLAQR0 failed to compute all of | |||||
| *> = 0: successful exit | |||||
| *> > 0: if INFO = i, DLAQR0 failed to compute all of | |||||
| *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR | *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR | ||||
| *> and WI contain those eigenvalues which have been | *> and WI contain those eigenvalues which have been | ||||
| *> successfully computed. (Failures are rare.) | *> successfully computed. (Failures are rare.) | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANT is .FALSE., then on exit, | |||||
| *> If INFO > 0 and WANT is .FALSE., then on exit, | |||||
| *> the remaining unconverged eigenvalues are the eigen- | *> the remaining unconverged eigenvalues are the eigen- | ||||
| *> values of the upper Hessenberg matrix rows and | *> values of the upper Hessenberg matrix rows and | ||||
| *> columns ILO through INFO of the final, output | *> columns ILO through INFO of the final, output | ||||
| *> value of H. | *> value of H. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTT is .TRUE., then on exit | |||||
| *> If INFO > 0 and WANTT is .TRUE., then on exit | |||||
| *> | *> | ||||
| *> (*) (initial value of H)*U = U*(final value of H) | *> (*) (initial value of H)*U = U*(final value of H) | ||||
| *> | *> | ||||
| @@ -210,7 +210,7 @@ | |||||
| *> value of H is upper Hessenberg and quasi-triangular | *> value of H is upper Hessenberg and quasi-triangular | ||||
| *> in rows and columns INFO+1 through IHI. | *> in rows and columns INFO+1 through IHI. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTZ is .TRUE., then on exit | |||||
| *> If INFO > 0 and WANTZ is .TRUE., then on exit | |||||
| *> | *> | ||||
| *> (final value of Z(ILO:IHI,ILOZ:IHIZ) | *> (final value of Z(ILO:IHI,ILOZ:IHIZ) | ||||
| *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U | *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U | ||||
| @@ -218,7 +218,7 @@ | |||||
| *> where U is the orthogonal matrix in (*) (regard- | *> where U is the orthogonal matrix in (*) (regard- | ||||
| *> less of the value of WANTT.) | *> less of the value of WANTT.) | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not | |||||
| *> If INFO > 0 and WANTZ is .FALSE., then Z is not | |||||
| *> accessed. | *> accessed. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| @@ -678,7 +678,7 @@ | |||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| * | * | ||||
| * ==== Use up to NS of the the smallest magnatiude | |||||
| * ==== Use up to NS of the the smallest magnitude | |||||
| * . shifts. If there aren't NS shifts available, | * . shifts. If there aren't NS shifts available, | ||||
| * . then use them all, possibly dropping one to | * . then use them all, possibly dropping one to | ||||
| * . make the number of shifts even. ==== | * . make the number of shifts even. ==== | ||||
| @@ -69,7 +69,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDH is INTEGER | *> LDH is INTEGER | ||||
| *> The leading dimension of H as declared in | *> The leading dimension of H as declared in | ||||
| *> the calling procedure. LDH.GE.N | |||||
| *> the calling procedure. LDH >= N | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] SR1 | *> \param[in] SR1 | ||||
| @@ -103,7 +103,7 @@ | |||||
| *> \param[in] NW | *> \param[in] NW | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NW is INTEGER | *> NW is INTEGER | ||||
| *> Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). | |||||
| *> Deflation window size. 1 <= NW <= (KBOT-KTOP+1). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] H | *> \param[in,out] H | ||||
| @@ -121,7 +121,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDH is INTEGER | *> LDH is INTEGER | ||||
| *> Leading dimension of H just as declared in the calling | *> Leading dimension of H just as declared in the calling | ||||
| *> subroutine. N .LE. LDH | |||||
| *> subroutine. N <= LDH | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] ILOZ | *> \param[in] ILOZ | ||||
| @@ -133,7 +133,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> IHIZ is INTEGER | *> IHIZ is INTEGER | ||||
| *> Specify the rows of Z to which transformations must be | *> Specify the rows of Z to which transformations must be | ||||
| *> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. | |||||
| *> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] Z | *> \param[in,out] Z | ||||
| @@ -149,7 +149,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDZ is INTEGER | *> LDZ is INTEGER | ||||
| *> The leading dimension of Z just as declared in the | *> The leading dimension of Z just as declared in the | ||||
| *> calling subroutine. 1 .LE. LDZ. | |||||
| *> calling subroutine. 1 <= LDZ. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] NS | *> \param[out] NS | ||||
| @@ -194,13 +194,13 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDV is INTEGER | *> LDV is INTEGER | ||||
| *> The leading dimension of V just as declared in the | *> The leading dimension of V just as declared in the | ||||
| *> calling subroutine. NW .LE. LDV | |||||
| *> calling subroutine. NW <= LDV | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] NH | *> \param[in] NH | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NH is INTEGER | *> NH is INTEGER | ||||
| *> The number of columns of T. NH.GE.NW. | |||||
| *> The number of columns of T. NH >= NW. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] T | *> \param[out] T | ||||
| @@ -212,14 +212,14 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDT is INTEGER | *> LDT is INTEGER | ||||
| *> The leading dimension of T just as declared in the | *> The leading dimension of T just as declared in the | ||||
| *> calling subroutine. NW .LE. LDT | |||||
| *> calling subroutine. NW <= LDT | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] NV | *> \param[in] NV | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NV is INTEGER | *> NV is INTEGER | ||||
| *> The number of rows of work array WV available for | *> The number of rows of work array WV available for | ||||
| *> workspace. NV.GE.NW. | |||||
| *> workspace. NV >= NW. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WV | *> \param[out] WV | ||||
| @@ -231,7 +231,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDWV is INTEGER | *> LDWV is INTEGER | ||||
| *> The leading dimension of W just as declared in the | *> The leading dimension of W just as declared in the | ||||
| *> calling subroutine. NW .LE. LDV | |||||
| *> calling subroutine. NW <= LDV | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WORK | *> \param[out] WORK | ||||
| @@ -100,7 +100,7 @@ | |||||
| *> \param[in] NW | *> \param[in] NW | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NW is INTEGER | *> NW is INTEGER | ||||
| *> Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). | |||||
| *> Deflation window size. 1 <= NW <= (KBOT-KTOP+1). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] H | *> \param[in,out] H | ||||
| @@ -118,7 +118,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDH is INTEGER | *> LDH is INTEGER | ||||
| *> Leading dimension of H just as declared in the calling | *> Leading dimension of H just as declared in the calling | ||||
| *> subroutine. N .LE. LDH | |||||
| *> subroutine. N <= LDH | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] ILOZ | *> \param[in] ILOZ | ||||
| @@ -130,7 +130,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> IHIZ is INTEGER | *> IHIZ is INTEGER | ||||
| *> Specify the rows of Z to which transformations must be | *> Specify the rows of Z to which transformations must be | ||||
| *> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. | |||||
| *> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] Z | *> \param[in,out] Z | ||||
| @@ -146,7 +146,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDZ is INTEGER | *> LDZ is INTEGER | ||||
| *> The leading dimension of Z just as declared in the | *> The leading dimension of Z just as declared in the | ||||
| *> calling subroutine. 1 .LE. LDZ. | |||||
| *> calling subroutine. 1 <= LDZ. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] NS | *> \param[out] NS | ||||
| @@ -191,13 +191,13 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDV is INTEGER | *> LDV is INTEGER | ||||
| *> The leading dimension of V just as declared in the | *> The leading dimension of V just as declared in the | ||||
| *> calling subroutine. NW .LE. LDV | |||||
| *> calling subroutine. NW <= LDV | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] NH | *> \param[in] NH | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NH is INTEGER | *> NH is INTEGER | ||||
| *> The number of columns of T. NH.GE.NW. | |||||
| *> The number of columns of T. NH >= NW. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] T | *> \param[out] T | ||||
| @@ -209,14 +209,14 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDT is INTEGER | *> LDT is INTEGER | ||||
| *> The leading dimension of T just as declared in the | *> The leading dimension of T just as declared in the | ||||
| *> calling subroutine. NW .LE. LDT | |||||
| *> calling subroutine. NW <= LDT | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] NV | *> \param[in] NV | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NV is INTEGER | *> NV is INTEGER | ||||
| *> The number of rows of work array WV available for | *> The number of rows of work array WV available for | ||||
| *> workspace. NV.GE.NW. | |||||
| *> workspace. NV >= NW. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WV | *> \param[out] WV | ||||
| @@ -228,7 +228,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDWV is INTEGER | *> LDWV is INTEGER | ||||
| *> The leading dimension of W just as declared in the | *> The leading dimension of W just as declared in the | ||||
| *> calling subroutine. NW .LE. LDV | |||||
| *> calling subroutine. NW <= LDV | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WORK | *> \param[out] WORK | ||||
| @@ -74,7 +74,7 @@ | |||||
| *> \param[in] N | *> \param[in] N | ||||
| *> \verbatim | *> \verbatim | ||||
| *> N is INTEGER | *> N is INTEGER | ||||
| *> The order of the matrix H. N .GE. 0. | |||||
| *> The order of the matrix H. N >= 0. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] ILO | *> \param[in] ILO | ||||
| @@ -86,12 +86,12 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> IHI is INTEGER | *> IHI is INTEGER | ||||
| *> It is assumed that H is already upper triangular in rows | *> It is assumed that H is already upper triangular in rows | ||||
| *> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1, | |||||
| *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, | |||||
| *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a | *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a | ||||
| *> previous call to DGEBAL, and then passed to DGEHRD when the | *> previous call to DGEBAL, and then passed to DGEHRD when the | ||||
| *> matrix output by DGEBAL is reduced to Hessenberg form. | *> matrix output by DGEBAL is reduced to Hessenberg form. | ||||
| *> Otherwise, ILO and IHI should be set to 1 and N, | *> Otherwise, ILO and IHI should be set to 1 and N, | ||||
| *> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. | |||||
| *> respectively. If N > 0, then 1 <= ILO <= IHI <= N. | |||||
| *> If N = 0, then ILO = 1 and IHI = 0. | *> If N = 0, then ILO = 1 and IHI = 0. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| @@ -104,19 +104,19 @@ | |||||
| *> decomposition (the Schur form); 2-by-2 diagonal blocks | *> decomposition (the Schur form); 2-by-2 diagonal blocks | ||||
| *> (corresponding to complex conjugate pairs of eigenvalues) | *> (corresponding to complex conjugate pairs of eigenvalues) | ||||
| *> are returned in standard form, with H(i,i) = H(i+1,i+1) | *> are returned in standard form, with H(i,i) = H(i+1,i+1) | ||||
| *> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is | |||||
| *> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is | |||||
| *> .FALSE., then the contents of H are unspecified on exit. | *> .FALSE., then the contents of H are unspecified on exit. | ||||
| *> (The output value of H when INFO.GT.0 is given under the | |||||
| *> (The output value of H when INFO > 0 is given under the | |||||
| *> description of INFO below.) | *> description of INFO below.) | ||||
| *> | *> | ||||
| *> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and | |||||
| *> This subroutine may explicitly set H(i,j) = 0 for i > j and | |||||
| *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. | *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] LDH | *> \param[in] LDH | ||||
| *> \verbatim | *> \verbatim | ||||
| *> LDH is INTEGER | *> LDH is INTEGER | ||||
| *> The leading dimension of the array H. LDH .GE. max(1,N). | |||||
| *> The leading dimension of the array H. LDH >= max(1,N). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WR | *> \param[out] WR | ||||
| @@ -132,7 +132,7 @@ | |||||
| *> and WI(ILO:IHI). If two eigenvalues are computed as a | *> and WI(ILO:IHI). If two eigenvalues are computed as a | ||||
| *> complex conjugate pair, they are stored in consecutive | *> complex conjugate pair, they are stored in consecutive | ||||
| *> elements of WR and WI, say the i-th and (i+1)th, with | *> elements of WR and WI, say the i-th and (i+1)th, with | ||||
| *> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then | |||||
| *> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then | |||||
| *> the eigenvalues are stored in the same order as on the | *> the eigenvalues are stored in the same order as on the | ||||
| *> diagonal of the Schur form returned in H, with | *> diagonal of the Schur form returned in H, with | ||||
| *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal | *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal | ||||
| @@ -150,7 +150,7 @@ | |||||
| *> IHIZ is INTEGER | *> IHIZ is INTEGER | ||||
| *> Specify the rows of Z to which transformations must be | *> Specify the rows of Z to which transformations must be | ||||
| *> applied if WANTZ is .TRUE.. | *> applied if WANTZ is .TRUE.. | ||||
| *> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. | |||||
| *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] Z | *> \param[in,out] Z | ||||
| @@ -160,7 +160,7 @@ | |||||
| *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is | *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is | ||||
| *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the | *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the | ||||
| *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). | *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). | ||||
| *> (The output value of Z when INFO.GT.0 is given under | |||||
| *> (The output value of Z when INFO > 0 is given under | |||||
| *> the description of INFO below.) | *> the description of INFO below.) | ||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| @@ -168,7 +168,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDZ is INTEGER | *> LDZ is INTEGER | ||||
| *> The leading dimension of the array Z. if WANTZ is .TRUE. | *> The leading dimension of the array Z. if WANTZ is .TRUE. | ||||
| *> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. | |||||
| *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WORK | *> \param[out] WORK | ||||
| @@ -181,7 +181,7 @@ | |||||
| *> \param[in] LWORK | *> \param[in] LWORK | ||||
| *> \verbatim | *> \verbatim | ||||
| *> LWORK is INTEGER | *> LWORK is INTEGER | ||||
| *> The dimension of the array WORK. LWORK .GE. max(1,N) | |||||
| *> The dimension of the array WORK. LWORK >= max(1,N) | |||||
| *> is sufficient, but LWORK typically as large as 6*N may | *> is sufficient, but LWORK typically as large as 6*N may | ||||
| *> be required for optimal performance. A workspace query | *> be required for optimal performance. A workspace query | ||||
| *> to determine the optimal workspace size is recommended. | *> to determine the optimal workspace size is recommended. | ||||
| @@ -197,19 +197,19 @@ | |||||
| *> \param[out] INFO | *> \param[out] INFO | ||||
| *> \verbatim | *> \verbatim | ||||
| *> INFO is INTEGER | *> INFO is INTEGER | ||||
| *> = 0: successful exit | |||||
| *> .GT. 0: if INFO = i, DLAQR4 failed to compute all of | |||||
| *> = 0: successful exit | |||||
| *> > 0: if INFO = i, DLAQR4 failed to compute all of | |||||
| *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR | *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR | ||||
| *> and WI contain those eigenvalues which have been | *> and WI contain those eigenvalues which have been | ||||
| *> successfully computed. (Failures are rare.) | *> successfully computed. (Failures are rare.) | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANT is .FALSE., then on exit, | |||||
| *> If INFO > 0 and WANT is .FALSE., then on exit, | |||||
| *> the remaining unconverged eigenvalues are the eigen- | *> the remaining unconverged eigenvalues are the eigen- | ||||
| *> values of the upper Hessenberg matrix rows and | *> values of the upper Hessenberg matrix rows and | ||||
| *> columns ILO through INFO of the final, output | *> columns ILO through INFO of the final, output | ||||
| *> value of H. | *> value of H. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTT is .TRUE., then on exit | |||||
| *> If INFO > 0 and WANTT is .TRUE., then on exit | |||||
| *> | *> | ||||
| *> (*) (initial value of H)*U = U*(final value of H) | *> (*) (initial value of H)*U = U*(final value of H) | ||||
| *> | *> | ||||
| @@ -217,7 +217,7 @@ | |||||
| *> value of H is upper Hessenberg and triangular in | *> value of H is upper Hessenberg and triangular in | ||||
| *> rows and columns INFO+1 through IHI. | *> rows and columns INFO+1 through IHI. | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTZ is .TRUE., then on exit | |||||
| *> If INFO > 0 and WANTZ is .TRUE., then on exit | |||||
| *> | *> | ||||
| *> (final value of Z(ILO:IHI,ILOZ:IHIZ) | *> (final value of Z(ILO:IHI,ILOZ:IHIZ) | ||||
| *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U | *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U | ||||
| @@ -225,7 +225,7 @@ | |||||
| *> where U is the orthogonal matrix in (*) (regard- | *> where U is the orthogonal matrix in (*) (regard- | ||||
| *> less of the value of WANTT.) | *> less of the value of WANTT.) | ||||
| *> | *> | ||||
| *> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not | |||||
| *> If INFO > 0 and WANTZ is .FALSE., then Z is not | |||||
| *> accessed. | *> accessed. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| @@ -677,7 +677,7 @@ | |||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| * | * | ||||
| * ==== Use up to NS of the the smallest magnatiude | |||||
| * ==== Use up to NS of the the smallest magnitude | |||||
| * . shifts. If there aren't NS shifts available, | * . shifts. If there aren't NS shifts available, | ||||
| * . then use them all, possibly dropping one to | * . then use them all, possibly dropping one to | ||||
| * . make the number of shifts even. ==== | * . make the number of shifts even. ==== | ||||
| @@ -133,7 +133,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDH is INTEGER | *> LDH is INTEGER | ||||
| *> LDH is the leading dimension of H just as declared in the | *> LDH is the leading dimension of H just as declared in the | ||||
| *> calling procedure. LDH.GE.MAX(1,N). | |||||
| *> calling procedure. LDH >= MAX(1,N). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] ILOZ | *> \param[in] ILOZ | ||||
| @@ -145,7 +145,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> IHIZ is INTEGER | *> IHIZ is INTEGER | ||||
| *> Specify the rows of Z to which transformations must be | *> Specify the rows of Z to which transformations must be | ||||
| *> applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N | |||||
| *> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] Z | *> \param[in,out] Z | ||||
| @@ -161,7 +161,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDZ is INTEGER | *> LDZ is INTEGER | ||||
| *> LDA is the leading dimension of Z just as declared in | *> LDA is the leading dimension of Z just as declared in | ||||
| *> the calling procedure. LDZ.GE.N. | |||||
| *> the calling procedure. LDZ >= N. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] V | *> \param[out] V | ||||
| @@ -173,7 +173,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDV is INTEGER | *> LDV is INTEGER | ||||
| *> LDV is the leading dimension of V as declared in the | *> LDV is the leading dimension of V as declared in the | ||||
| *> calling procedure. LDV.GE.3. | |||||
| *> calling procedure. LDV >= 3. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] U | *> \param[out] U | ||||
| @@ -185,33 +185,14 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDU is INTEGER | *> LDU is INTEGER | ||||
| *> LDU is the leading dimension of U just as declared in the | *> LDU is the leading dimension of U just as declared in the | ||||
| *> in the calling subroutine. LDU.GE.3*NSHFTS-3. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] NH | |||||
| *> \verbatim | |||||
| *> NH is INTEGER | |||||
| *> NH is the number of columns in array WH available for | |||||
| *> workspace. NH.GE.1. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] WH | |||||
| *> \verbatim | |||||
| *> WH is DOUBLE PRECISION array, dimension (LDWH,NH) | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDWH | |||||
| *> \verbatim | |||||
| *> LDWH is INTEGER | |||||
| *> Leading dimension of WH just as declared in the | |||||
| *> calling procedure. LDWH.GE.3*NSHFTS-3. | |||||
| *> in the calling subroutine. LDU >= 3*NSHFTS-3. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] NV | *> \param[in] NV | ||||
| *> \verbatim | *> \verbatim | ||||
| *> NV is INTEGER | *> NV is INTEGER | ||||
| *> NV is the number of rows in WV agailable for workspace. | *> NV is the number of rows in WV agailable for workspace. | ||||
| *> NV.GE.1. | |||||
| *> NV >= 1. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WV | *> \param[out] WV | ||||
| @@ -223,9 +204,28 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> LDWV is INTEGER | *> LDWV is INTEGER | ||||
| *> LDWV is the leading dimension of WV as declared in the | *> LDWV is the leading dimension of WV as declared in the | ||||
| *> in the calling subroutine. LDWV.GE.NV. | |||||
| *> in the calling subroutine. LDWV >= NV. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| *> \param[in] NH | |||||
| *> \verbatim | |||||
| *> NH is INTEGER | |||||
| *> NH is the number of columns in array WH available for | |||||
| *> workspace. NH >= 1. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] WH | |||||
| *> \verbatim | |||||
| *> WH is DOUBLE PRECISION array, dimension (LDWH,NH) | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDWH | |||||
| *> \verbatim | |||||
| *> LDWH is INTEGER | |||||
| *> Leading dimension of WH just as declared in the | |||||
| *> calling procedure. LDWH >= 3*NSHFTS-3. | |||||
| *> \endverbatim | |||||
| *> | |||||
| * Authors: | * Authors: | ||||
| * ======== | * ======== | ||||
| * | * | ||||
| @@ -92,6 +92,8 @@ | |||||
| *> K is INTEGER | *> K is INTEGER | ||||
| *> The order of the matrix T (= the number of elementary | *> The order of the matrix T (= the number of elementary | ||||
| *> reflectors whose product defines the block reflector). | *> reflectors whose product defines the block reflector). | ||||
| *> If SIDE = 'L', M >= K >= 0; | |||||
| *> if SIDE = 'R', N >= K >= 0. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] V | *> \param[in] V | ||||
| @@ -94,7 +94,7 @@ | |||||
| *> \param[in] LDC | *> \param[in] LDC | ||||
| *> \verbatim | *> \verbatim | ||||
| *> LDC is INTEGER | *> LDC is INTEGER | ||||
| *> The leading dimension of the array C. LDA >= (1,M). | |||||
| *> The leading dimension of the array C. LDC >= (1,M). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[out] WORK | *> \param[out] WORK | ||||
| @@ -103,7 +103,7 @@ | |||||
| * | * | ||||
| *> \date December 2016 | *> \date December 2016 | ||||
| * | * | ||||
| *> \ingroup double_eig | |||||
| *> \ingroup doubleOTHERauxiliary | |||||
| * | * | ||||
| * ===================================================================== | * ===================================================================== | ||||
| SUBROUTINE DLARFY( UPLO, N, V, INCV, TAU, C, LDC, WORK ) | SUBROUTINE DLARFY( UPLO, N, V, INCV, TAU, C, LDC, WORK ) | ||||
| @@ -91,7 +91,7 @@ | |||||
| *> RTOL2 is DOUBLE PRECISION | *> RTOL2 is DOUBLE PRECISION | ||||
| *> Tolerance for the convergence of the bisection intervals. | *> Tolerance for the convergence of the bisection intervals. | ||||
| *> An interval [LEFT,RIGHT] has converged if | *> An interval [LEFT,RIGHT] has converged if | ||||
| *> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) | |||||
| *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) | |||||
| *> where GAP is the (estimated) distance to the nearest | *> where GAP is the (estimated) distance to the nearest | ||||
| *> eigenvalue. | *> eigenvalue. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| @@ -117,7 +117,7 @@ | |||||
| *> WGAP is DOUBLE PRECISION array, dimension (N-1) | *> WGAP is DOUBLE PRECISION array, dimension (N-1) | ||||
| *> On input, the (estimated) gaps between consecutive | *> On input, the (estimated) gaps between consecutive | ||||
| *> eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between | *> eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between | ||||
| *> eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST | |||||
| *> eigenvalues I and I+1. Note that if IFIRST = ILAST | |||||
| *> then WGAP(IFIRST-OFFSET) must be set to ZERO. | *> then WGAP(IFIRST-OFFSET) must be set to ZERO. | ||||
| *> On output, these gaps are refined. | *> On output, these gaps are refined. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| @@ -150,7 +150,7 @@ | |||||
| *> RTOL2 is DOUBLE PRECISION | *> RTOL2 is DOUBLE PRECISION | ||||
| *> Parameters for bisection. | *> Parameters for bisection. | ||||
| *> An interval [LEFT,RIGHT] has converged if | *> An interval [LEFT,RIGHT] has converged if | ||||
| *> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) | |||||
| *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] SPLTOL | *> \param[in] SPLTOL | ||||
| @@ -85,7 +85,7 @@ | |||||
| *> RTOL is DOUBLE PRECISION | *> RTOL is DOUBLE PRECISION | ||||
| *> Tolerance for the convergence of the bisection intervals. | *> Tolerance for the convergence of the bisection intervals. | ||||
| *> An interval [LEFT,RIGHT] has converged if | *> An interval [LEFT,RIGHT] has converged if | ||||
| *> RIGHT-LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|). | |||||
| *> RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] OFFSET | *> \param[in] OFFSET | ||||
| @@ -149,7 +149,7 @@ | |||||
| *> RTOL2 is DOUBLE PRECISION | *> RTOL2 is DOUBLE PRECISION | ||||
| *> Parameters for bisection. | *> Parameters for bisection. | ||||
| *> An interval [LEFT,RIGHT] has converged if | *> An interval [LEFT,RIGHT] has converged if | ||||
| *> RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) | |||||
| *> RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] W | *> \param[in,out] W | ||||
| @@ -400,7 +400,7 @@ | |||||
| VL( I ) = VLW( IDXI ) | VL( I ) = VLW( IDXI ) | ||||
| 50 CONTINUE | 50 CONTINUE | ||||
| * | * | ||||
| * Calculate the allowable deflation tolerence | |||||
| * Calculate the allowable deflation tolerance | |||||
| * | * | ||||
| EPS = DLAMCH( 'Epsilon' ) | EPS = DLAMCH( 'Epsilon' ) | ||||
| TOL = MAX( ABS( ALPHA ), ABS( BETA ) ) | TOL = MAX( ABS( ALPHA ), ABS( BETA ) ) | ||||
| @@ -175,7 +175,7 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> A is DOUBLE PRECISION array, dimension (LDA,N) | *> A is DOUBLE PRECISION array, dimension (LDA,N) | ||||
| *> The M-by-N matrix A. On exit, A is overwritten by P*A if | *> The M-by-N matrix A. On exit, A is overwritten by P*A if | ||||
| *> SIDE = 'R' or by A*P**T if SIDE = 'L'. | |||||
| *> SIDE = 'L' or by A*P**T if SIDE = 'R'. | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in] LDA | *> \param[in] LDA | ||||
| @@ -60,7 +60,7 @@ | |||||
| *> | *> | ||||
| *> \param[in] X | *> \param[in] X | ||||
| *> \verbatim | *> \verbatim | ||||
| *> X is DOUBLE PRECISION array, dimension (N) | |||||
| *> X is DOUBLE PRECISION array, dimension (1+(N-1)*INCX) | |||||
| *> The vector for which a scaled sum of squares is computed. | *> The vector for which a scaled sum of squares is computed. | ||||
| *> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n. | *> x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n. | ||||
| *> \endverbatim | *> \endverbatim | ||||
| @@ -1,3 +1,4 @@ | |||||
| *> \brief \b DLASWLQ | |||||
| * | * | ||||
| * Definition: | * Definition: | ||||
| * =========== | * =========== | ||||
| @@ -18,9 +19,20 @@ | |||||
| *> | *> | ||||
| *> \verbatim | *> \verbatim | ||||
| *> | *> | ||||
| *> DLASWLQ computes a blocked Short-Wide LQ factorization of a | |||||
| *> M-by-N matrix A, where N >= M: | |||||
| *> A = L * Q | |||||
| *> DLASWLQ computes a blocked Tall-Skinny LQ factorization of | |||||
| *> a real M-by-N matrix A for M <= N: | |||||
| *> | |||||
| *> A = ( L 0 ) * Q, | |||||
| *> | |||||
| *> where: | |||||
| *> | |||||
| *> Q is a n-by-N orthogonal matrix, stored on exit in an implicit | |||||
| *> form in the elements above the digonal of the array A and in | |||||
| *> the elemenst of the array T; | |||||
| *> L is an lower-triangular M-by-M matrix stored on exit in | |||||
| *> the elements on and below the diagonal of the array A. | |||||
| *> 0 is a M-by-(N-M) zero matrix, if M < N, and is not stored. | |||||
| *> | |||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| * Arguments: | * Arguments: | ||||
| @@ -150,7 +162,7 @@ | |||||
| SUBROUTINE DLASWLQ( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, | SUBROUTINE DLASWLQ( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, | ||||
| $ INFO) | $ INFO) | ||||
| * | * | ||||
| * -- LAPACK computational routine (version 3.7.1) -- | |||||
| * -- LAPACK computational routine (version 3.9.0) -- | |||||
| * -- LAPACK is a software package provided by Univ. of Tennessee, -- | * -- LAPACK is a software package provided by Univ. of Tennessee, -- | ||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. -- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. -- | ||||
| * June 2017 | * June 2017 | ||||
| @@ -284,8 +284,9 @@ | |||||
| * | * | ||||
| * Swap A(I1, I2+1:M) with A(I2, I2+1:M) | * Swap A(I1, I2+1:M) with A(I2, I2+1:M) | ||||
| * | * | ||||
| CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA, | |||||
| $ A( J1+I2-1, I2+1 ), LDA ) | |||||
| IF( I2.LT.M ) | |||||
| $ CALL DSWAP( M-I2, A( J1+I1-1, I2+1 ), LDA, | |||||
| $ A( J1+I2-1, I2+1 ), LDA ) | |||||
| * | * | ||||
| * Swap A(I1, I1) with A(I2,I2) | * Swap A(I1, I1) with A(I2,I2) | ||||
| * | * | ||||
| @@ -325,13 +326,15 @@ | |||||
| * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), | * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), | ||||
| * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) | * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) | ||||
| * | * | ||||
| IF( A( K, J+1 ).NE.ZERO ) THEN | |||||
| ALPHA = ONE / A( K, J+1 ) | |||||
| CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA ) | |||||
| CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA ) | |||||
| ELSE | |||||
| CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO, | |||||
| $ A( K, J+2 ), LDA) | |||||
| IF( J.LT.(M-1) ) THEN | |||||
| IF( A( K, J+1 ).NE.ZERO ) THEN | |||||
| ALPHA = ONE / A( K, J+1 ) | |||||
| CALL DCOPY( M-J-1, WORK( 3 ), 1, A( K, J+2 ), LDA ) | |||||
| CALL DSCAL( M-J-1, ALPHA, A( K, J+2 ), LDA ) | |||||
| ELSE | |||||
| CALL DLASET( 'Full', 1, M-J-1, ZERO, ZERO, | |||||
| $ A( K, J+2 ), LDA) | |||||
| END IF | |||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| J = J + 1 | J = J + 1 | ||||
| @@ -432,8 +435,9 @@ | |||||
| * | * | ||||
| * Swap A(I2+1:M, I1) with A(I2+1:M, I2) | * Swap A(I2+1:M, I1) with A(I2+1:M, I2) | ||||
| * | * | ||||
| CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1, | |||||
| $ A( I2+1, J1+I2-1 ), 1 ) | |||||
| IF( I2.LT.M ) | |||||
| $ CALL DSWAP( M-I2, A( I2+1, J1+I1-1 ), 1, | |||||
| $ A( I2+1, J1+I2-1 ), 1 ) | |||||
| * | * | ||||
| * Swap A(I1, I1) with A(I2, I2) | * Swap A(I1, I1) with A(I2, I2) | ||||
| * | * | ||||
| @@ -473,13 +477,15 @@ | |||||
| * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), | * Compute L(J+2, J+1) = WORK( 3:M ) / T(J, J+1), | ||||
| * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) | * where A(J, J+1) = T(J, J+1) and A(J+2:M, J) = L(J+2:M, J+1) | ||||
| * | * | ||||
| IF( A( J+1, K ).NE.ZERO ) THEN | |||||
| ALPHA = ONE / A( J+1, K ) | |||||
| CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 ) | |||||
| CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 ) | |||||
| ELSE | |||||
| CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO, | |||||
| $ A( J+2, K ), LDA ) | |||||
| IF( J.LT.(M-1) ) THEN | |||||
| IF( A( J+1, K ).NE.ZERO ) THEN | |||||
| ALPHA = ONE / A( J+1, K ) | |||||
| CALL DCOPY( M-J-1, WORK( 3 ), 1, A( J+2, K ), 1 ) | |||||
| CALL DSCAL( M-J-1, ALPHA, A( J+2, K ), 1 ) | |||||
| ELSE | |||||
| CALL DLASET( 'Full', M-J-1, 1, ZERO, ZERO, | |||||
| $ A( J+2, K ), LDA ) | |||||
| END IF | |||||
| END IF | END IF | ||||
| END IF | END IF | ||||
| J = J + 1 | J = J + 1 | ||||
| @@ -321,7 +321,7 @@ | |||||
| * of A and working backwards, and compute the matrix W = U12*D | * of A and working backwards, and compute the matrix W = U12*D | ||||
| * for use in updating A11 | * for use in updating A11 | ||||
| * | * | ||||
| * Initilize the first entry of array E, where superdiagonal | |||||
| * Initialize the first entry of array E, where superdiagonal | |||||
| * elements of D are stored | * elements of D are stored | ||||
| * | * | ||||
| E( 1 ) = ZERO | E( 1 ) = ZERO | ||||
| @@ -649,7 +649,7 @@ | |||||
| * of A and working forwards, and compute the matrix W = L21*D | * of A and working forwards, and compute the matrix W = L21*D | ||||
| * for use in updating A22 | * for use in updating A22 | ||||
| * | * | ||||
| * Initilize the unused last entry of the subdiagonal array E. | |||||
| * Initialize the unused last entry of the subdiagonal array E. | |||||
| * | * | ||||
| E( N ) = ZERO | E( N ) = ZERO | ||||
| * | * | ||||
| @@ -21,7 +21,7 @@ | |||||
| * SUBROUTINE DLASYF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) | * SUBROUTINE DLASYF_ROOK( UPLO, N, NB, KB, A, LDA, IPIV, W, LDW, INFO ) | ||||
| * | * | ||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| * CHARADLATER UPLO | |||||
| * CHARACTER UPLO | |||||
| * INTEGER INFO, KB, LDA, LDW, N, NB | * INTEGER INFO, KB, LDA, LDW, N, NB | ||||
| * .. | * .. | ||||
| * .. Array Arguments .. | * .. Array Arguments .. | ||||
| @@ -85,7 +85,7 @@ | |||||
| *> RHS is DOUBLE PRECISION array, dimension (N) | *> RHS is DOUBLE PRECISION array, dimension (N) | ||||
| *> On entry, RHS contains contributions from other subsystems. | *> On entry, RHS contains contributions from other subsystems. | ||||
| *> On exit, RHS contains the solution of the subsystem with | *> On exit, RHS contains the solution of the subsystem with | ||||
| *> entries acoording to the value of IJOB (see above). | |||||
| *> entries according to the value of IJOB (see above). | |||||
| *> \endverbatim | *> \endverbatim | ||||
| *> | *> | ||||
| *> \param[in,out] RDSUM | *> \param[in,out] RDSUM | ||||
| @@ -260,7 +260,7 @@ | |||||
| * | * | ||||
| * Solve for U-part, look-ahead for RHS(N) = +-1. This is not done | * Solve for U-part, look-ahead for RHS(N) = +-1. This is not done | ||||
| * in BSOLVE and will hopefully give us a better estimate because | * in BSOLVE and will hopefully give us a better estimate because | ||||
| * any ill-conditioning of the original matrix is transfered to U | |||||
| * any ill-conditioning of the original matrix is transferred to U | |||||
| * and not to L. U(N, N) is an approximation to sigma_min(LU). | * and not to L. U(N, N) is an approximation to sigma_min(LU). | ||||
| * | * | ||||
| CALL DCOPY( N-1, RHS, 1, XP, 1 ) | CALL DCOPY( N-1, RHS, 1, XP, 1 ) | ||||
| @@ -1,3 +1,4 @@ | |||||
| *> \brief \b DLATSQR | |||||
| * | * | ||||
| * Definition: | * Definition: | ||||
| * =========== | * =========== | ||||
| @@ -19,8 +20,22 @@ | |||||
| *> \verbatim | *> \verbatim | ||||
| *> | *> | ||||
| *> DLATSQR computes a blocked Tall-Skinny QR factorization of | *> DLATSQR computes a blocked Tall-Skinny QR factorization of | ||||
| *> an M-by-N matrix A, where M >= N: | |||||
| *> A = Q * R . | |||||
| *> a real M-by-N matrix A for M >= N: | |||||
| *> | |||||
| *> A = Q * ( R ), | |||||
| *> ( 0 ) | |||||
| *> | |||||
| *> where: | |||||
| *> | |||||
| *> Q is a M-by-M orthogonal matrix, stored on exit in an implicit | |||||
| *> form in the elements below the digonal of the array A and in | |||||
| *> the elemenst of the array T; | |||||
| *> | |||||
| *> R is an upper-triangular N-by-N matrix, stored on exit in | |||||
| *> the elements on and above the diagonal of the array A. | |||||
| *> | |||||
| *> 0 is a (M-N)-by-N zero matrix, and is not stored. | |||||
| *> | |||||
| *> \endverbatim | *> \endverbatim | ||||
| * | * | ||||
| * Arguments: | * Arguments: | ||||
| @@ -149,10 +164,10 @@ | |||||
| SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, | SUBROUTINE DLATSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, | ||||
| $ LWORK, INFO) | $ LWORK, INFO) | ||||
| * | * | ||||
| * -- LAPACK computational routine (version 3.7.0) -- | |||||
| * -- LAPACK computational routine (version 3.9.0) -- | |||||
| * -- LAPACK is a software package provided by Univ. of Tennessee, -- | * -- LAPACK is a software package provided by Univ. of Tennessee, -- | ||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. -- | * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd. -- | ||||
| * December 2016 | |||||
| * November 2019 | |||||
| * | * | ||||
| * .. Scalar Arguments .. | * .. Scalar Arguments .. | ||||
| INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK | INTEGER INFO, LDA, M, N, MB, NB, LDT, LWORK | ||||
| @@ -0,0 +1,306 @@ | |||||
| *> \brief \b DORGTSQR | |||||
| * | |||||
| * =========== DOCUMENTATION =========== | |||||
| * | |||||
| * Online html documentation available at | |||||
| * http://www.netlib.org/lapack/explore-html/ | |||||
| * | |||||
| *> \htmlonly | |||||
| *> Download DORGTSQR + dependencies | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorgtsqr.f"> | |||||
| *> [TGZ]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorgtsqr.f"> | |||||
| *> [ZIP]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorgtsqr.f"> | |||||
| *> [TXT]</a> | |||||
| *> | |||||
| * Definition: | |||||
| * =========== | |||||
| * | |||||
| * SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, | |||||
| * $ INFO ) | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| * INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| * DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * ) | |||||
| * .. | |||||
| * | |||||
| *> \par Purpose: | |||||
| * ============= | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> DORGTSQR generates an M-by-N real matrix Q_out with orthonormal columns, | |||||
| *> which are the first N columns of a product of real orthogonal | |||||
| *> matrices of order M which are returned by DLATSQR | |||||
| *> | |||||
| *> Q_out = first_N_columns_of( Q(1)_in * Q(2)_in * ... * Q(k)_in ). | |||||
| *> | |||||
| *> See the documentation for DLATSQR. | |||||
| *> \endverbatim | |||||
| * | |||||
| * Arguments: | |||||
| * ========== | |||||
| * | |||||
| *> \param[in] M | |||||
| *> \verbatim | |||||
| *> M is INTEGER | |||||
| *> The number of rows of the matrix A. M >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] N | |||||
| *> \verbatim | |||||
| *> N is INTEGER | |||||
| *> The number of columns of the matrix A. M >= N >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] MB | |||||
| *> \verbatim | |||||
| *> MB is INTEGER | |||||
| *> The row block size used by DLATSQR to return | |||||
| *> arrays A and T. MB > N. | |||||
| *> (Note that if MB > M, then M is used instead of MB | |||||
| *> as the row block size). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] NB | |||||
| *> \verbatim | |||||
| *> NB is INTEGER | |||||
| *> The column block size used by DLATSQR to return | |||||
| *> arrays A and T. NB >= 1. | |||||
| *> (Note that if NB > N, then N is used instead of NB | |||||
| *> as the column block size). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in,out] A | |||||
| *> \verbatim | |||||
| *> A is DOUBLE PRECISION array, dimension (LDA,N) | |||||
| *> | |||||
| *> On entry: | |||||
| *> | |||||
| *> The elements on and above the diagonal are not accessed. | |||||
| *> The elements below the diagonal represent the unit | |||||
| *> lower-trapezoidal blocked matrix V computed by DLATSQR | |||||
| *> that defines the input matrices Q_in(k) (ones on the | |||||
| *> diagonal are not stored) (same format as the output A | |||||
| *> below the diagonal in DLATSQR). | |||||
| *> | |||||
| *> On exit: | |||||
| *> | |||||
| *> The array A contains an M-by-N orthonormal matrix Q_out, | |||||
| *> i.e the columns of A are orthogonal unit vectors. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDA | |||||
| *> \verbatim | |||||
| *> LDA is INTEGER | |||||
| *> The leading dimension of the array A. LDA >= max(1,M). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] T | |||||
| *> \verbatim | |||||
| *> T is DOUBLE PRECISION array, | |||||
| *> dimension (LDT, N * NIRB) | |||||
| *> where NIRB = Number_of_input_row_blocks | |||||
| *> = MAX( 1, CEIL((M-N)/(MB-N)) ) | |||||
| *> Let NICB = Number_of_input_col_blocks | |||||
| *> = CEIL(N/NB) | |||||
| *> | |||||
| *> The upper-triangular block reflectors used to define the | |||||
| *> input matrices Q_in(k), k=(1:NIRB*NICB). The block | |||||
| *> reflectors are stored in compact form in NIRB block | |||||
| *> reflector sequences. Each of NIRB block reflector sequences | |||||
| *> is stored in a larger NB-by-N column block of T and consists | |||||
| *> of NICB smaller NB-by-NB upper-triangular column blocks. | |||||
| *> (same format as the output T in DLATSQR). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDT | |||||
| *> \verbatim | |||||
| *> LDT is INTEGER | |||||
| *> The leading dimension of the array T. | |||||
| *> LDT >= max(1,min(NB1,N)). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] WORK | |||||
| *> \verbatim | |||||
| *> (workspace) DOUBLE PRECISION array, dimension (MAX(2,LWORK)) | |||||
| *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LWORK | |||||
| *> \verbatim | |||||
| *> The dimension of the array WORK. LWORK >= (M+NB)*N. | |||||
| *> If LWORK = -1, then a workspace query is assumed. | |||||
| *> The routine only calculates the optimal size of the WORK | |||||
| *> array, returns this value as the first entry of the WORK | |||||
| *> array, and no error message related to LWORK is issued | |||||
| *> by XERBLA. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] INFO | |||||
| *> \verbatim | |||||
| *> INFO is INTEGER | |||||
| *> = 0: successful exit | |||||
| *> < 0: if INFO = -i, the i-th argument had an illegal value | |||||
| *> \endverbatim | |||||
| *> | |||||
| * Authors: | |||||
| * ======== | |||||
| * | |||||
| *> \author Univ. of Tennessee | |||||
| *> \author Univ. of California Berkeley | |||||
| *> \author Univ. of Colorado Denver | |||||
| *> \author NAG Ltd. | |||||
| * | |||||
| *> \date November 2019 | |||||
| * | |||||
| *> \ingroup doubleOTHERcomputational | |||||
| * | |||||
| *> \par Contributors: | |||||
| * ================== | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> November 2019, Igor Kozachenko, | |||||
| *> Computer Science Division, | |||||
| *> University of California, Berkeley | |||||
| *> | |||||
| *> \endverbatim | |||||
| * | |||||
| * ===================================================================== | |||||
| SUBROUTINE DORGTSQR( M, N, MB, NB, A, LDA, T, LDT, WORK, LWORK, | |||||
| $ INFO ) | |||||
| IMPLICIT NONE | |||||
| * | |||||
| * -- LAPACK computational routine (version 3.9.0) -- | |||||
| * -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | |||||
| * November 2019 | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| INTEGER INFO, LDA, LDT, LWORK, M, N, MB, NB | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| DOUBLE PRECISION A( LDA, * ), T( LDT, * ), WORK( * ) | |||||
| * .. | |||||
| * | |||||
| * ===================================================================== | |||||
| * | |||||
| * .. Parameters .. | |||||
| DOUBLE PRECISION ONE, ZERO | |||||
| PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) | |||||
| * .. | |||||
| * .. Local Scalars .. | |||||
| LOGICAL LQUERY | |||||
| INTEGER IINFO, LDC, LWORKOPT, LC, LW, NBLOCAL, J | |||||
| * .. | |||||
| * .. External Subroutines .. | |||||
| EXTERNAL DCOPY, DLAMTSQR, DLASET, XERBLA | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | |||||
| INTRINSIC DBLE, MAX, MIN | |||||
| * .. | |||||
| * .. Executable Statements .. | |||||
| * | |||||
| * Test the input parameters | |||||
| * | |||||
| LQUERY = LWORK.EQ.-1 | |||||
| INFO = 0 | |||||
| IF( M.LT.0 ) THEN | |||||
| INFO = -1 | |||||
| ELSE IF( N.LT.0 .OR. M.LT.N ) THEN | |||||
| INFO = -2 | |||||
| ELSE IF( MB.LE.N ) THEN | |||||
| INFO = -3 | |||||
| ELSE IF( NB.LT.1 ) THEN | |||||
| INFO = -4 | |||||
| ELSE IF( LDA.LT.MAX( 1, M ) ) THEN | |||||
| INFO = -6 | |||||
| ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN | |||||
| INFO = -8 | |||||
| ELSE | |||||
| * | |||||
| * Test the input LWORK for the dimension of the array WORK. | |||||
| * This workspace is used to store array C(LDC, N) and WORK(LWORK) | |||||
| * in the call to DLAMTSQR. See the documentation for DLAMTSQR. | |||||
| * | |||||
| IF( LWORK.LT.2 .AND. (.NOT.LQUERY) ) THEN | |||||
| INFO = -10 | |||||
| ELSE | |||||
| * | |||||
| * Set block size for column blocks | |||||
| * | |||||
| NBLOCAL = MIN( NB, N ) | |||||
| * | |||||
| * LWORK = -1, then set the size for the array C(LDC,N) | |||||
| * in DLAMTSQR call and set the optimal size of the work array | |||||
| * WORK(LWORK) in DLAMTSQR call. | |||||
| * | |||||
| LDC = M | |||||
| LC = LDC*N | |||||
| LW = N * NBLOCAL | |||||
| * | |||||
| LWORKOPT = LC+LW | |||||
| * | |||||
| IF( ( LWORK.LT.MAX( 1, LWORKOPT ) ).AND.(.NOT.LQUERY) ) THEN | |||||
| INFO = -10 | |||||
| END IF | |||||
| END IF | |||||
| * | |||||
| END IF | |||||
| * | |||||
| * Handle error in the input parameters and return workspace query. | |||||
| * | |||||
| IF( INFO.NE.0 ) THEN | |||||
| CALL XERBLA( 'DORGTSQR', -INFO ) | |||||
| RETURN | |||||
| ELSE IF ( LQUERY ) THEN | |||||
| WORK( 1 ) = DBLE( LWORKOPT ) | |||||
| RETURN | |||||
| END IF | |||||
| * | |||||
| * Quick return if possible | |||||
| * | |||||
| IF( MIN( M, N ).EQ.0 ) THEN | |||||
| WORK( 1 ) = DBLE( LWORKOPT ) | |||||
| RETURN | |||||
| END IF | |||||
| * | |||||
| * (1) Form explicitly the tall-skinny M-by-N left submatrix Q1_in | |||||
| * of M-by-M orthogonal matrix Q_in, which is implicitly stored in | |||||
| * the subdiagonal part of input array A and in the input array T. | |||||
| * Perform by the following operation using the routine DLAMTSQR. | |||||
| * | |||||
| * Q1_in = Q_in * ( I ), where I is a N-by-N identity matrix, | |||||
| * ( 0 ) 0 is a (M-N)-by-N zero matrix. | |||||
| * | |||||
| * (1a) Form M-by-N matrix in the array WORK(1:LDC*N) with ones | |||||
| * on the diagonal and zeros elsewhere. | |||||
| * | |||||
| CALL DLASET( 'F', M, N, ZERO, ONE, WORK, LDC ) | |||||
| * | |||||
| * (1b) On input, WORK(1:LDC*N) stores ( I ); | |||||
| * ( 0 ) | |||||
| * | |||||
| * On output, WORK(1:LDC*N) stores Q1_in. | |||||
| * | |||||
| CALL DLAMTSQR( 'L', 'N', M, N, N, MB, NBLOCAL, A, LDA, T, LDT, | |||||
| $ WORK, LDC, WORK( LC+1 ), LW, IINFO ) | |||||
| * | |||||
| * (2) Copy the result from the part of the work array (1:M,1:N) | |||||
| * with the leading dimension LDC that starts at WORK(1) into | |||||
| * the output array A(1:M,1:N) column-by-column. | |||||
| * | |||||
| DO J = 1, N | |||||
| CALL DCOPY( M, WORK( (J-1)*LDC + 1 ), 1, A( 1, J ), 1 ) | |||||
| END DO | |||||
| * | |||||
| WORK( 1 ) = DBLE( LWORKOPT ) | |||||
| RETURN | |||||
| * | |||||
| * End of DORGTSQR | |||||
| * | |||||
| END | |||||
| @@ -0,0 +1,440 @@ | |||||
| *> \brief \b DORHR_COL | |||||
| * | |||||
| * =========== DOCUMENTATION =========== | |||||
| * | |||||
| * Online html documentation available at | |||||
| * http://www.netlib.org/lapack/explore-html/ | |||||
| * | |||||
| *> \htmlonly | |||||
| *> Download DORHR_COL + dependencies | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dorhr_col.f"> | |||||
| *> [TGZ]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dorhr_col.f"> | |||||
| *> [ZIP]</a> | |||||
| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dorhr_col.f"> | |||||
| *> [TXT]</a> | |||||
| *> | |||||
| * Definition: | |||||
| * =========== | |||||
| * | |||||
| * SUBROUTINE DORHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO ) | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| * INTEGER INFO, LDA, LDT, M, N, NB | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| * DOUBLE PRECISION A( LDA, * ), D( * ), T( LDT, * ) | |||||
| * .. | |||||
| * | |||||
| *> \par Purpose: | |||||
| * ============= | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> DORHR_COL takes an M-by-N real matrix Q_in with orthonormal columns | |||||
| *> as input, stored in A, and performs Householder Reconstruction (HR), | |||||
| *> i.e. reconstructs Householder vectors V(i) implicitly representing | |||||
| *> another M-by-N matrix Q_out, with the property that Q_in = Q_out*S, | |||||
| *> where S is an N-by-N diagonal matrix with diagonal entries | |||||
| *> equal to +1 or -1. The Householder vectors (columns V(i) of V) are | |||||
| *> stored in A on output, and the diagonal entries of S are stored in D. | |||||
| *> Block reflectors are also returned in T | |||||
| *> (same output format as DGEQRT). | |||||
| *> \endverbatim | |||||
| * | |||||
| * Arguments: | |||||
| * ========== | |||||
| * | |||||
| *> \param[in] M | |||||
| *> \verbatim | |||||
| *> M is INTEGER | |||||
| *> The number of rows of the matrix A. M >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] N | |||||
| *> \verbatim | |||||
| *> N is INTEGER | |||||
| *> The number of columns of the matrix A. M >= N >= 0. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] NB | |||||
| *> \verbatim | |||||
| *> NB is INTEGER | |||||
| *> The column block size to be used in the reconstruction | |||||
| *> of Householder column vector blocks in the array A and | |||||
| *> corresponding block reflectors in the array T. NB >= 1. | |||||
| *> (Note that if NB > N, then N is used instead of NB | |||||
| *> as the column block size.) | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in,out] A | |||||
| *> \verbatim | |||||
| *> A is DOUBLE PRECISION array, dimension (LDA,N) | |||||
| *> | |||||
| *> On entry: | |||||
| *> | |||||
| *> The array A contains an M-by-N orthonormal matrix Q_in, | |||||
| *> i.e the columns of A are orthogonal unit vectors. | |||||
| *> | |||||
| *> On exit: | |||||
| *> | |||||
| *> The elements below the diagonal of A represent the unit | |||||
| *> lower-trapezoidal matrix V of Householder column vectors | |||||
| *> V(i). The unit diagonal entries of V are not stored | |||||
| *> (same format as the output below the diagonal in A from | |||||
| *> DGEQRT). The matrix T and the matrix V stored on output | |||||
| *> in A implicitly define Q_out. | |||||
| *> | |||||
| *> The elements above the diagonal contain the factor U | |||||
| *> of the "modified" LU-decomposition: | |||||
| *> Q_in - ( S ) = V * U | |||||
| *> ( 0 ) | |||||
| *> where 0 is a (M-N)-by-(M-N) zero matrix. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDA | |||||
| *> \verbatim | |||||
| *> LDA is INTEGER | |||||
| *> The leading dimension of the array A. LDA >= max(1,M). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] T | |||||
| *> \verbatim | |||||
| *> T is DOUBLE PRECISION array, | |||||
| *> dimension (LDT, N) | |||||
| *> | |||||
| *> Let NOCB = Number_of_output_col_blocks | |||||
| *> = CEIL(N/NB) | |||||
| *> | |||||
| *> On exit, T(1:NB, 1:N) contains NOCB upper-triangular | |||||
| *> block reflectors used to define Q_out stored in compact | |||||
| *> form as a sequence of upper-triangular NB-by-NB column | |||||
| *> blocks (same format as the output T in DGEQRT). | |||||
| *> The matrix T and the matrix V stored on output in A | |||||
| *> implicitly define Q_out. NOTE: The lower triangles | |||||
| *> below the upper-triangular blcoks will be filled with | |||||
| *> zeros. See Further Details. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[in] LDT | |||||
| *> \verbatim | |||||
| *> LDT is INTEGER | |||||
| *> The leading dimension of the array T. | |||||
| *> LDT >= max(1,min(NB,N)). | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] D | |||||
| *> \verbatim | |||||
| *> D is DOUBLE PRECISION array, dimension min(M,N). | |||||
| *> The elements can be only plus or minus one. | |||||
| *> | |||||
| *> D(i) is constructed as D(i) = -SIGN(Q_in_i(i,i)), where | |||||
| *> 1 <= i <= min(M,N), and Q_in_i is Q_in after performing | |||||
| *> i-1 steps of “modified” Gaussian elimination. | |||||
| *> See Further Details. | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \param[out] INFO | |||||
| *> \verbatim | |||||
| *> INFO is INTEGER | |||||
| *> = 0: successful exit | |||||
| *> < 0: if INFO = -i, the i-th argument had an illegal value | |||||
| *> \endverbatim | |||||
| *> | |||||
| *> \par Further Details: | |||||
| * ===================== | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> The computed M-by-M orthogonal factor Q_out is defined implicitly as | |||||
| *> a product of orthogonal matrices Q_out(i). Each Q_out(i) is stored in | |||||
| *> the compact WY-representation format in the corresponding blocks of | |||||
| *> matrices V (stored in A) and T. | |||||
| *> | |||||
| *> The M-by-N unit lower-trapezoidal matrix V stored in the M-by-N | |||||
| *> matrix A contains the column vectors V(i) in NB-size column | |||||
| *> blocks VB(j). For example, VB(1) contains the columns | |||||
| *> V(1), V(2), ... V(NB). NOTE: The unit entries on | |||||
| *> the diagonal of Y are not stored in A. | |||||
| *> | |||||
| *> The number of column blocks is | |||||
| *> | |||||
| *> NOCB = Number_of_output_col_blocks = CEIL(N/NB) | |||||
| *> | |||||
| *> where each block is of order NB except for the last block, which | |||||
| *> is of order LAST_NB = N - (NOCB-1)*NB. | |||||
| *> | |||||
| *> For example, if M=6, N=5 and NB=2, the matrix V is | |||||
| *> | |||||
| *> | |||||
| *> V = ( VB(1), VB(2), VB(3) ) = | |||||
| *> | |||||
| *> = ( 1 ) | |||||
| *> ( v21 1 ) | |||||
| *> ( v31 v32 1 ) | |||||
| *> ( v41 v42 v43 1 ) | |||||
| *> ( v51 v52 v53 v54 1 ) | |||||
| *> ( v61 v62 v63 v54 v65 ) | |||||
| *> | |||||
| *> | |||||
| *> For each of the column blocks VB(i), an upper-triangular block | |||||
| *> reflector TB(i) is computed. These blocks are stored as | |||||
| *> a sequence of upper-triangular column blocks in the NB-by-N | |||||
| *> matrix T. The size of each TB(i) block is NB-by-NB, except | |||||
| *> for the last block, whose size is LAST_NB-by-LAST_NB. | |||||
| *> | |||||
| *> For example, if M=6, N=5 and NB=2, the matrix T is | |||||
| *> | |||||
| *> T = ( TB(1), TB(2), TB(3) ) = | |||||
| *> | |||||
| *> = ( t11 t12 t13 t14 t15 ) | |||||
| *> ( t22 t24 ) | |||||
| *> | |||||
| *> | |||||
| *> The M-by-M factor Q_out is given as a product of NOCB | |||||
| *> orthogonal M-by-M matrices Q_out(i). | |||||
| *> | |||||
| *> Q_out = Q_out(1) * Q_out(2) * ... * Q_out(NOCB), | |||||
| *> | |||||
| *> where each matrix Q_out(i) is given by the WY-representation | |||||
| *> using corresponding blocks from the matrices V and T: | |||||
| *> | |||||
| *> Q_out(i) = I - VB(i) * TB(i) * (VB(i))**T, | |||||
| *> | |||||
| *> where I is the identity matrix. Here is the formula with matrix | |||||
| *> dimensions: | |||||
| *> | |||||
| *> Q(i){M-by-M} = I{M-by-M} - | |||||
| *> VB(i){M-by-INB} * TB(i){INB-by-INB} * (VB(i))**T {INB-by-M}, | |||||
| *> | |||||
| *> where INB = NB, except for the last block NOCB | |||||
| *> for which INB=LAST_NB. | |||||
| *> | |||||
| *> ===== | |||||
| *> NOTE: | |||||
| *> ===== | |||||
| *> | |||||
| *> If Q_in is the result of doing a QR factorization | |||||
| *> B = Q_in * R_in, then: | |||||
| *> | |||||
| *> B = (Q_out*S) * R_in = Q_out * (S * R_in) = O_out * R_out. | |||||
| *> | |||||
| *> So if one wants to interpret Q_out as the result | |||||
| *> of the QR factorization of B, then corresponding R_out | |||||
| *> should be obtained by R_out = S * R_in, i.e. some rows of R_in | |||||
| *> should be multiplied by -1. | |||||
| *> | |||||
| *> For the details of the algorithm, see [1]. | |||||
| *> | |||||
| *> [1] "Reconstructing Householder vectors from tall-skinny QR", | |||||
| *> G. Ballard, J. Demmel, L. Grigori, M. Jacquelin, H.D. Nguyen, | |||||
| *> E. Solomonik, J. Parallel Distrib. Comput., | |||||
| *> vol. 85, pp. 3-31, 2015. | |||||
| *> \endverbatim | |||||
| *> | |||||
| * Authors: | |||||
| * ======== | |||||
| * | |||||
| *> \author Univ. of Tennessee | |||||
| *> \author Univ. of California Berkeley | |||||
| *> \author Univ. of Colorado Denver | |||||
| *> \author NAG Ltd. | |||||
| * | |||||
| *> \date November 2019 | |||||
| * | |||||
| *> \ingroup doubleOTHERcomputational | |||||
| * | |||||
| *> \par Contributors: | |||||
| * ================== | |||||
| *> | |||||
| *> \verbatim | |||||
| *> | |||||
| *> November 2019, Igor Kozachenko, | |||||
| *> Computer Science Division, | |||||
| *> University of California, Berkeley | |||||
| *> | |||||
| *> \endverbatim | |||||
| * | |||||
| * ===================================================================== | |||||
| SUBROUTINE DORHR_COL( M, N, NB, A, LDA, T, LDT, D, INFO ) | |||||
| IMPLICIT NONE | |||||
| * | |||||
| * -- LAPACK computational routine (version 3.9.0) -- | |||||
| * -- LAPACK is a software package provided by Univ. of Tennessee, -- | |||||
| * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- | |||||
| * November 2019 | |||||
| * | |||||
| * .. Scalar Arguments .. | |||||
| INTEGER INFO, LDA, LDT, M, N, NB | |||||
| * .. | |||||
| * .. Array Arguments .. | |||||
| DOUBLE PRECISION A( LDA, * ), D( * ), T( LDT, * ) | |||||
| * .. | |||||
| * | |||||
| * ===================================================================== | |||||
| * | |||||
| * .. Parameters .. | |||||
| DOUBLE PRECISION ONE, ZERO | |||||
| PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) | |||||
| * .. | |||||
| * .. Local Scalars .. | |||||
| INTEGER I, IINFO, J, JB, JBTEMP1, JBTEMP2, JNB, | |||||
| $ NPLUSONE | |||||
| * .. | |||||
| * .. External Subroutines .. | |||||
| EXTERNAL DCOPY, DLAORHR_COL_GETRFNP, DSCAL, DTRSM, | |||||
| $ XERBLA | |||||
| * .. | |||||
| * .. Intrinsic Functions .. | |||||
| INTRINSIC MAX, MIN | |||||
| * .. | |||||
| * .. Executable Statements .. | |||||
| * | |||||
| * Test the input parameters | |||||
| * | |||||
| INFO = 0 | |||||
| IF( M.LT.0 ) THEN | |||||
| INFO = -1 | |||||
| ELSE IF( N.LT.0 .OR. N.GT.M ) THEN | |||||
| INFO = -2 | |||||
| ELSE IF( NB.LT.1 ) THEN | |||||
| INFO = -3 | |||||
| ELSE IF( LDA.LT.MAX( 1, M ) ) THEN | |||||
| INFO = -5 | |||||
| ELSE IF( LDT.LT.MAX( 1, MIN( NB, N ) ) ) THEN | |||||
| INFO = -7 | |||||
| END IF | |||||
| * | |||||
| * Handle error in the input parameters. | |||||
| * | |||||
| IF( INFO.NE.0 ) THEN | |||||
| CALL XERBLA( 'DORHR_COL', -INFO ) | |||||
| RETURN | |||||
| END IF | |||||
| * | |||||
| * Quick return if possible | |||||
| * | |||||
| IF( MIN( M, N ).EQ.0 ) THEN | |||||
| RETURN | |||||
| END IF | |||||
| * | |||||
| * On input, the M-by-N matrix A contains the orthogonal | |||||
| * M-by-N matrix Q_in. | |||||
| * | |||||
| * (1) Compute the unit lower-trapezoidal V (ones on the diagonal | |||||
| * are not stored) by performing the "modified" LU-decomposition. | |||||
| * | |||||
| * Q_in - ( S ) = V * U = ( V1 ) * U, | |||||
| * ( 0 ) ( V2 ) | |||||
| * | |||||
| * where 0 is an (M-N)-by-N zero matrix. | |||||
| * | |||||
| * (1-1) Factor V1 and U. | |||||
| CALL DLAORHR_COL_GETRFNP( N, N, A, LDA, D, IINFO ) | |||||
| * | |||||
| * (1-2) Solve for V2. | |||||
| * | |||||
| IF( M.GT.N ) THEN | |||||
| CALL DTRSM( 'R', 'U', 'N', 'N', M-N, N, ONE, A, LDA, | |||||
| $ A( N+1, 1 ), LDA ) | |||||
| END IF | |||||
| * | |||||
| * (2) Reconstruct the block reflector T stored in T(1:NB, 1:N) | |||||
| * as a sequence of upper-triangular blocks with NB-size column | |||||
| * blocking. | |||||
| * | |||||
| * Loop over the column blocks of size NB of the array A(1:M,1:N) | |||||
| * and the array T(1:NB,1:N), JB is the column index of a column | |||||
| * block, JNB is the column block size at each step JB. | |||||
| * | |||||
| NPLUSONE = N + 1 | |||||
| DO JB = 1, N, NB | |||||
| * | |||||
| * (2-0) Determine the column block size JNB. | |||||
| * | |||||
| JNB = MIN( NPLUSONE-JB, NB ) | |||||
| * | |||||
| * (2-1) Copy the upper-triangular part of the current JNB-by-JNB | |||||
| * diagonal block U(JB) (of the N-by-N matrix U) stored | |||||
| * in A(JB:JB+JNB-1,JB:JB+JNB-1) into the upper-triangular part | |||||
| * of the current JNB-by-JNB block T(1:JNB,JB:JB+JNB-1) | |||||
| * column-by-column, total JNB*(JNB+1)/2 elements. | |||||
| * | |||||
| JBTEMP1 = JB - 1 | |||||
| DO J = JB, JB+JNB-1 | |||||
| CALL DCOPY( J-JBTEMP1, A( JB, J ), 1, T( 1, J ), 1 ) | |||||
| END DO | |||||
| * | |||||
| * (2-2) Perform on the upper-triangular part of the current | |||||
| * JNB-by-JNB diagonal block U(JB) (of the N-by-N matrix U) stored | |||||
| * in T(1:JNB,JB:JB+JNB-1) the following operation in place: | |||||
| * (-1)*U(JB)*S(JB), i.e the result will be stored in the upper- | |||||
| * triangular part of T(1:JNB,JB:JB+JNB-1). This multiplication | |||||
| * of the JNB-by-JNB diagonal block U(JB) by the JNB-by-JNB | |||||
| * diagonal block S(JB) of the N-by-N sign matrix S from the | |||||
| * right means changing the sign of each J-th column of the block | |||||
| * U(JB) according to the sign of the diagonal element of the block | |||||
| * S(JB), i.e. S(J,J) that is stored in the array element D(J). | |||||
| * | |||||
| DO J = JB, JB+JNB-1 | |||||
| IF( D( J ).EQ.ONE ) THEN | |||||
| CALL DSCAL( J-JBTEMP1, -ONE, T( 1, J ), 1 ) | |||||
| END IF | |||||
| END DO | |||||
| * | |||||
| * (2-3) Perform the triangular solve for the current block | |||||
| * matrix X(JB): | |||||
| * | |||||
| * X(JB) * (A(JB)**T) = B(JB), where: | |||||
| * | |||||
| * A(JB)**T is a JNB-by-JNB unit upper-triangular | |||||
| * coefficient block, and A(JB)=V1(JB), which | |||||
| * is a JNB-by-JNB unit lower-triangular block | |||||
| * stored in A(JB:JB+JNB-1,JB:JB+JNB-1). | |||||
| * The N-by-N matrix V1 is the upper part | |||||
| * of the M-by-N lower-trapezoidal matrix V | |||||
| * stored in A(1:M,1:N); | |||||
| * | |||||
| * B(JB) is a JNB-by-JNB upper-triangular right-hand | |||||
| * side block, B(JB) = (-1)*U(JB)*S(JB), and | |||||
| * B(JB) is stored in T(1:JNB,JB:JB+JNB-1); | |||||
| * | |||||
| * X(JB) is a JNB-by-JNB upper-triangular solution | |||||
| * block, X(JB) is the upper-triangular block | |||||
| * reflector T(JB), and X(JB) is stored | |||||
| * in T(1:JNB,JB:JB+JNB-1). | |||||
| * | |||||
| * In other words, we perform the triangular solve for the | |||||
| * upper-triangular block T(JB): | |||||
| * | |||||
| * T(JB) * (V1(JB)**T) = (-1)*U(JB)*S(JB). | |||||
| * | |||||
| * Even though the blocks X(JB) and B(JB) are upper- | |||||
| * triangular, the routine DTRSM will access all JNB**2 | |||||
| * elements of the square T(1:JNB,JB:JB+JNB-1). Therefore, | |||||
| * we need to set to zero the elements of the block | |||||
| * T(1:JNB,JB:JB+JNB-1) below the diagonal before the call | |||||
| * to DTRSM. | |||||
| * | |||||
| * (2-3a) Set the elements to zero. | |||||
| * | |||||
| JBTEMP2 = JB - 2 | |||||
| DO J = JB, JB+JNB-2 | |||||
| DO I = J-JBTEMP2, NB | |||||
| T( I, J ) = ZERO | |||||
| END DO | |||||
| END DO | |||||
| * | |||||
| * (2-3b) Perform the triangular solve. | |||||
| * | |||||
| CALL DTRSM( 'R', 'L', 'T', 'U', JNB, JNB, ONE, | |||||
| $ A( JB, JB ), LDA, T( 1, JB ), LDT ) | |||||
| * | |||||
| END DO | |||||
| * | |||||
| RETURN | |||||
| * | |||||
| * End of DORHR_COL | |||||
| * | |||||
| END | |||||