📄 lapacksubs.f
字号:
* =====================================================================** .. Parameters .. REAL ONE PARAMETER ( ONE = 1.0E+0 )* ..* .. Local Scalars .. INTEGER I REAL AII* ..* .. External Subroutines .. EXTERNAL SLARF, SLARFG, XERBLA* ..* .. Intrinsic Functions .. INTRINSIC MAX, MIN* ..* .. Executable Statements ..** Test the input parameters* INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN INFO = -2 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SGEHD2', -INFO ) RETURN END IF* DO 10 I = ILO, IHI - 1** Compute elementary reflector H(i) to annihilate A(i+2:ihi,i)* CALL SLARFG( IHI-I, A( I+1, I ), A( MIN( I+2, N ), I ), 1, $ TAU( I ) ) AII = A( I+1, I ) A( I+1, I ) = ONE** Apply H(i) to A(1:ihi,i+1:ihi) from the right* CALL SLARF( 'Right', IHI, IHI-I, A( I+1, I ), 1, TAU( I ), $ A( 1, I+1 ), LDA, WORK )** Apply H(i) to A(i+1:ihi,i+1:n) from the left* CALL SLARF( 'Left', IHI-I, N-I, A( I+1, I ), 1, TAU( I ), $ A( I+1, I+1 ), LDA, WORK )* A( I+1, I ) = AII 10 CONTINUE* RETURN** End of SGEHD2* END SUBROUTINE SGEHRD( N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO )** -- LAPACK routine (version 3.0) --* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,* Courant Institute, Argonne National Lab, and Rice University* June 30, 1999** .. Scalar Arguments .. INTEGER IHI, ILO, INFO, LDA, LWORK, N* ..* .. Array Arguments .. REAL A( LDA, * ), TAU( * ), WORK( * )* ..** Purpose* =======** SGEHRD reduces a real general matrix A to upper Hessenberg form H by* an orthogonal similarity transformation: Q' * A * Q = H .** Arguments* =========** N (input) INTEGER* The order of the matrix A. N >= 0.** ILO (input) INTEGER* IHI (input) INTEGER* It is assumed that A is already upper triangular in rows* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally* set by a previous call to SGEBAL; otherwise they should be* set to 1 and N respectively. See Further Details.* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.** A (input/output) REAL array, dimension (LDA,N)* On entry, the N-by-N general matrix to be reduced.* On exit, the upper triangle and the first subdiagonal of A* are overwritten with the upper Hessenberg matrix H, and the* elements below the first subdiagonal, with the array TAU,* represent the orthogonal matrix Q as a product of elementary* reflectors. See Further Details.** LDA (input) INTEGER* The leading dimension of the array A. LDA >= max(1,N).** TAU (output) REAL array, dimension (N-1)* The scalar factors of the elementary reflectors (see Further* Details). Elements 1:ILO-1 and IHI:N-1 of TAU are set to* zero.** WORK (workspace/output) REAL array, dimension (LWORK)* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.** LWORK (input) INTEGER* The length of the array WORK. LWORK >= max(1,N).* For optimum performance LWORK >= N*NB, where NB is the* optimal blocksize.** 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.** INFO (output) INTEGER* = 0: successful exit* < 0: if INFO = -i, the i-th argument had an illegal value.** Further Details* ===============** The matrix Q is represented as a product of (ihi-ilo) elementary* reflectors** Q = H(ilo) H(ilo+1) . . . H(ihi-1).** Each H(i) has the form** H(i) = I - tau * v * v'** where tau is a real scalar, and v is a real vector with* v(1:i) = 0, v(i+1) = 1 and v(ihi+1:n) = 0; v(i+2:ihi) is stored on* exit in A(i+2:ihi,i), and tau in TAU(i).** The contents of A are illustrated by the following example, with* n = 7, ilo = 2 and ihi = 6:** on entry, on exit,** ( a a a a a a a ) ( a a h h h h a )* ( a a a a a a ) ( a h h h h a )* ( a a a a a a ) ( h h h h h h )* ( a a a a a a ) ( v2 h h h h h )* ( a a a a a a ) ( v2 v3 h h h h )* ( a a a a a a ) ( v2 v3 v4 h h h )* ( a ) ( a )** where a denotes an element of the original matrix A, h denotes a* modified element of the upper Hessenberg matrix H, and vi denotes an* element of the vector defining H(i).** =====================================================================** .. Parameters .. INTEGER NBMAX, LDT PARAMETER ( NBMAX = 64, LDT = NBMAX+1 ) REAL ZERO, ONE PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )* ..* .. Local Scalars .. LOGICAL LQUERY INTEGER I, IB, IINFO, IWS, LDWORK, LWKOPT, NB, NBMIN, $ NH, NX REAL EI* ..* .. Local Arrays .. REAL T( LDT, NBMAX )* ..* .. External Subroutines .. EXTERNAL SGEHD2, SGEMM, SLAHRD, SLARFB, XERBLA* ..* .. Intrinsic Functions .. INTRINSIC MAX, MIN* ..* .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV* ..* .. Executable Statements ..** Test the input parameters* INFO = 0 NB = MIN( NBMAX, ILAENV( 1, 'SGEHRD', ' ', N, ILO, IHI, -1 ) ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( N.LT.0 ) THEN INFO = -1 ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN INFO = -2 ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -8 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'SGEHRD', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF** Set elements 1:ILO-1 and IHI:N-1 of TAU to zero* DO 10 I = 1, ILO - 1 TAU( I ) = ZERO 10 CONTINUE DO 20 I = MAX( 1, IHI ), N - 1 TAU( I ) = ZERO 20 CONTINUE** Quick return if possible* NH = IHI - ILO + 1 IF( NH.LE.1 ) THEN WORK( 1 ) = 1 RETURN END IF** Determine the block size.* NB = MIN( NBMAX, ILAENV( 1, 'SGEHRD', ' ', N, ILO, IHI, -1 ) ) NBMIN = 2 IWS = 1 IF( NB.GT.1 .AND. NB.LT.NH ) THEN** Determine when to cross over from blocked to unblocked code* (last block is always handled by unblocked code).* NX = MAX( NB, ILAENV( 3, 'SGEHRD', ' ', N, ILO, IHI, -1 ) ) IF( NX.LT.NH ) THEN** Determine if workspace is large enough for blocked code.* IWS = N*NB IF( LWORK.LT.IWS ) THEN** Not enough workspace to use optimal NB: determine the* minimum value of NB, and reduce NB or force use of* unblocked code.* NBMIN = MAX( 2, ILAENV( 2, 'SGEHRD', ' ', N, ILO, IHI, $ -1 ) ) IF( LWORK.GE.N*NBMIN ) THEN NB = LWORK / N ELSE NB = 1 END IF END IF END IF END IF LDWORK = N* IF( NB.LT.NBMIN .OR. NB.GE.NH ) THEN** Use unblocked code below* I = ILO* ELSE** Use blocked code* DO 30 I = ILO, IHI - 1 - NX, NB IB = MIN( NB, IHI-I )** Reduce columns i:i+ib-1 to Hessenberg form, returning the* matrices V and T of the block reflector H = I - V*T*V'* which performs the reduction, and also the matrix Y = A*V*T* CALL SLAHRD( IHI, I, IB, A( 1, I ), LDA, TAU( I ), T, LDT, $ WORK, LDWORK )** Apply the block reflector H to A(1:ihi,i+ib:ihi) from the* right, computing A := A - Y * V'. V(i+ib,ib-1) must be set* to 1.* EI = A( I+IB, I+IB-1 ) A( I+IB, I+IB-1 ) = ONE CALL SGEMM( 'No transpose', 'Transpose', IHI, IHI-I-IB+1, $ IB, -ONE, WORK, LDWORK, A( I+IB, I ), LDA, ONE, $ A( 1, I+IB ), LDA ) A( I+IB, I+IB-1 ) = EI** Apply the block reflector H to A(i+1:ihi,i+ib:n) from the* left* CALL SLARFB( 'Left', 'Transpose', 'Forward', 'Columnwise', $ IHI-I, N-I-IB+1, IB, A( I+1, I ), LDA, T, LDT, $ A( I+1, I+IB ), LDA, WORK, LDWORK ) 30 CONTINUE END IF** Use unblocked code to reduce the rest of the matrix* CALL SGEHD2( N, I, IHI, A, LDA, TAU, WORK, IINFO ) WORK( 1 ) = IWS* RETURN** End of SGEHRD* END SUBROUTINE SHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, $ LDZ, WORK, LWORK, INFO )** -- LAPACK routine (version 3.0) --* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,* Courant Institute, Argonne National Lab, and Rice University* June 30, 1999** .. Scalar Arguments .. CHARACTER COMPZ, JOB INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N* ..* .. Array Arguments .. REAL H( LDH, * ), WI( * ), WORK( * ), WR( * ), $ Z( LDZ, * )* ..** Purpose* =======** SHSEQR computes the eigenvalues of a real upper Hessenberg matrix H* and, optionally, the matrices T and Z from the Schur decomposition* H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur* form), and Z is the orthogonal matrix of Schur vectors.** Optionally Z may be postmultiplied into an input orthogonal matrix Q,* so that this routine can give the Schur factorization of a matrix A* which has been reduced to the Hessenberg form H by the orthogonal* matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.** Arguments* =========** JOB (input) CHARACTER*1* = 'E': compute eigenvalues only;* = 'S': compute eigenvalues and the Schur form T.** COMPZ (input) CHARACTER*1* = 'N': no Schur vectors are computed;* = 'I': Z is initialized to the unit matrix and the matrix Z* of Schur vectors of H is returned;* = 'V': Z must contain an orthogonal matrix Q on entry, and* the product Q*Z is returned.** N (input) INTEGER* The order of the matrix H. N >= 0.** ILO (input) INTEGER* IHI (input) INTEGER* It is assumed that H is already upper triangular in rows* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally* set by a previous call to SGEBAL, and then passed to SGEHRD* when the matrix output by SGEBAL is reduced to Hessenberg* form. Otherwise ILO and IHI should be set to 1 and N* respectively.* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.** H (input/output) REAL array, dimension (LDH,N)* On entry, the upper Hessenberg matrix H.* On exit, if JOB = 'S', H contains the upper quasi-triangular* matrix T from the Schur decomposition (the Schur form);* 2-by-2 diagonal blocks (corresponding to complex conjugate* pairs of eigenvalues) are returned in standard form, with* H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0. If JOB = 'E',* the contents of H are unspecified on exit.** LDH (input) INTEGER* The leading dimension of the array H. LDH >= max(1,N).** WR (output) REAL array, dimension (N)* WI (output) REAL array, dimension (N)* The real and imaginary parts, respectively, of the computed* eigenvalues. If two eigenvalues are computed as a complex* conjugate pair, they are stored in consecutive elements of* WR and WI, say the i-th and (i+1)th, with WI(i) > 0 and* WI(i+1) < 0. If JOB = 'S', the eigenvalues are stored in the* same order as on the 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 block, WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and* WI(i+1) = -WI(i).** Z (input/output) REAL array, dimension (LDZ,N)* If COMPZ = 'N': Z is not referenced.* If COMPZ = 'I': on entry, Z need not be set, and on exit, Z* contains the orthogonal matrix Z of the Schur vectors of H.* If COMPZ = 'V': on entry Z must contain an N-by-N matrix Q,* which is assumed to be equal to the unit matrix except for* the submatrix Z(ILO:IHI,ILO:IHI); on exit Z contains Q*Z.* Normally Q is the orthogonal matrix generated by SORGHR after* the call to SGEHRD which formed the Hessenberg matrix H.** LDZ (input) INTEGER* The leading dimension of the array Z.* LDZ >= max(1,N) if COMPZ = 'I' or 'V'; LDZ >= 1 otherwise.** WORK (workspace/output) REAL array, dimension (LWORK)* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.** LWORK (input) INTEGER* The dimension of the array WORK. LWORK >= max(1,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.** INFO (output) INTEGER
⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -