slaqr5.f

famous linear algebra library (LAPACK) ports to windows

     $              ( KBOT-2 )
*
*           ==== Generate reflections to chase the chain right
*           .    one column.  (The minimum value of K is KTOP-1.) ====
*
            DO 20 M = MTOP, MBOT
               K = KRCOL + 3*( M-1 )
               IF( K.EQ.KTOP-1 ) THEN
                  CALL SLAQR1( 3, H( KTOP, KTOP ), LDH, SR( 2*M-1 ),
     $                         SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
     $                         V( 1, M ) )
                  ALPHA = V( 1, M )
                  CALL SLARFG( 3, ALPHA, V( 2, M ), 1, V( 1, M ) )
               ELSE
                  BETA = H( K+1, K )
                  V( 2, M ) = H( K+2, K )
                  V( 3, M ) = H( K+3, K )
                  CALL SLARFG( 3, BETA, V( 2, M ), 1, V( 1, M ) )
*
*                 ==== A Bulge may collapse because of vigilant
*                 .    deflation or destructive underflow.  (The
*                 .    initial bulge is always collapsed.) Use
*                 .    the two-small-subdiagonals trick to try
*                 .    to get it started again. If V(2,M).NE.0 and
*                 .    V(3,M) = H(K+3,K+1) = H(K+3,K+2) = 0, then
*                 .    this bulge is collapsing into a zero
*                 .    subdiagonal.  It will be restarted next
*                 .    trip through the loop.)
*
                  IF( V( 1, M ).NE.ZERO .AND.
     $                ( V( 3, M ).NE.ZERO .OR. ( H( K+3,
     $                K+1 ).EQ.ZERO .AND. H( K+3, K+2 ).EQ.ZERO ) ) )
     $                 THEN
*
*                    ==== Typical case: not collapsed (yet). ====
*
                     H( K+1, K ) = BETA
                     H( K+2, K ) = ZERO
                     H( K+3, K ) = ZERO
                  ELSE
*
*                    ==== Atypical case: collapsed.  Attempt to
*                    .    reintroduce ignoring H(K+1,K).  If the
*                    .    fill resulting from the new reflector
*                    .    is too large, then abandon it.
*                    .    Otherwise, use the new one. ====
*
                     CALL SLAQR1( 3, H( K+1, K+1 ), LDH, SR( 2*M-1 ),
     $                            SI( 2*M-1 ), SR( 2*M ), SI( 2*M ),
     $                            VT )
                     SCL = ABS( VT( 1 ) ) + ABS( VT( 2 ) ) +
     $                     ABS( VT( 3 ) )
                     IF( SCL.NE.ZERO ) THEN
                        VT( 1 ) = VT( 1 ) / SCL
                        VT( 2 ) = VT( 2 ) / SCL
                        VT( 3 ) = VT( 3 ) / SCL
                     END IF
*
*                    ==== The following is the traditional and
*                    .    conservative two-small-subdiagonals
*                    .    test.  ====
*                    .
                     IF( ABS( H( K+1, K ) )*( ABS( VT( 2 ) )+
     $                   ABS( VT( 3 ) ) ).GT.ULP*ABS( VT( 1 ) )*
     $                   ( ABS( H( K, K ) )+ABS( H( K+1,
     $                   K+1 ) )+ABS( H( K+2, K+2 ) ) ) ) THEN
*
*                       ==== Starting a new bulge here would
*                       .    create non-negligible fill.   If
*                       .    the old reflector is diagonal (only
*                       .    possible with underflows), then
*                       .    change it to I.  Otherwise, use
*                       .    it with trepidation. ====
*
                        IF( V( 2, M ).EQ.ZERO .AND. V( 3, M ).EQ.ZERO )
     $                       THEN
                           V( 1, M ) = ZERO
                        ELSE
                           H( K+1, K ) = BETA
                           H( K+2, K ) = ZERO
                           H( K+3, K ) = ZERO
                        END IF
                     ELSE
*
*                       ==== Stating a new bulge here would
*                       .    create only negligible fill.
*                       .    Replace the old reflector with
*                       .    the new one. ====
*
                        ALPHA = VT( 1 )
                        CALL SLARFG( 3, ALPHA, VT( 2 ), 1, VT( 1 ) )
                        REFSUM = H( K+1, K ) + H( K+2, K )*VT( 2 ) +
     $                           H( K+3, K )*VT( 3 )
                        H( K+1, K ) = H( K+1, K ) - VT( 1 )*REFSUM
                        H( K+2, K ) = ZERO
                        H( K+3, K ) = ZERO
                        V( 1, M ) = VT( 1 )
                        V( 2, M ) = VT( 2 )
                        V( 3, M ) = VT( 3 )
                     END IF
                  END IF
               END IF
   20       CONTINUE
*
*           ==== Generate a 2-by-2 reflection, if needed. ====
*
            K = KRCOL + 3*( M22-1 )
            IF( BMP22 ) THEN
               IF( K.EQ.KTOP-1 ) THEN
                  CALL SLAQR1( 2, H( K+1, K+1 ), LDH, SR( 2*M22-1 ),
     $                         SI( 2*M22-1 ), SR( 2*M22 ), SI( 2*M22 ),
     $                         V( 1, M22 ) )
                  BETA = V( 1, M22 )
                  CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
               ELSE
                  BETA = H( K+1, K )
                  V( 2, M22 ) = H( K+2, K )
                  CALL SLARFG( 2, BETA, V( 2, M22 ), 1, V( 1, M22 ) )
                  H( K+1, K ) = BETA
                  H( K+2, K ) = ZERO
               END IF
            ELSE
*
*              ==== Initialize V(1,M22) here to avoid possible undefined
*              .    variable problems later. ====
*
               V( 1, M22 ) = ZERO
            END IF
*
*           ==== Multiply H by reflections from the left ====
*
            IF( ACCUM ) THEN
               JBOT = MIN( NDCOL, KBOT )
            ELSE IF( WANTT ) THEN
               JBOT = N
            ELSE
               JBOT = KBOT
            END IF
            DO 40 J = MAX( KTOP, KRCOL ), JBOT
               MEND = MIN( MBOT, ( J-KRCOL+2 ) / 3 )
               DO 30 M = MTOP, MEND
                  K = KRCOL + 3*( M-1 )
                  REFSUM = V( 1, M )*( H( K+1, J )+V( 2, M )*
     $                     H( K+2, J )+V( 3, M )*H( K+3, J ) )
                  H( K+1, J ) = H( K+1, J ) - REFSUM
                  H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M )
                  H( K+3, J ) = H( K+3, J ) - REFSUM*V( 3, M )
   30          CONTINUE
   40       CONTINUE
            IF( BMP22 ) THEN
               K = KRCOL + 3*( M22-1 )
               DO 50 J = MAX( K+1, KTOP ), JBOT
                  REFSUM = V( 1, M22 )*( H( K+1, J )+V( 2, M22 )*
     $                     H( K+2, J ) )
                  H( K+1, J ) = H( K+1, J ) - REFSUM
                  H( K+2, J ) = H( K+2, J ) - REFSUM*V( 2, M22 )
   50          CONTINUE
            END IF
*
*           ==== Multiply H by reflections from the right.
*           .    Delay filling in the last row until the
*           .    vigilant deflation check is complete. ====
*
            IF( ACCUM ) THEN
               JTOP = MAX( KTOP, INCOL )
            ELSE IF( WANTT ) THEN
               JTOP = 1
            ELSE
               JTOP = KTOP
            END IF
            DO 90 M = MTOP, MBOT
               IF( V( 1, M ).NE.ZERO ) THEN
                  K = KRCOL + 3*( M-1 )
                  DO 60 J = JTOP, MIN( KBOT, K+3 )
                     REFSUM = V( 1, M )*( H( J, K+1 )+V( 2, M )*
     $                        H( J, K+2 )+V( 3, M )*H( J, K+3 ) )
                     H( J, K+1 ) = H( J, K+1 ) - REFSUM
                     H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M )
                     H( J, K+3 ) = H( J, K+3 ) - REFSUM*V( 3, M )
   60             CONTINUE
*
                  IF( ACCUM ) THEN
*
*                    ==== Accumulate U. (If necessary, update Z later
*                    .    with with an efficient matrix-matrix
*                    .    multiply.) ====
*
                     KMS = K - INCOL
                     DO 70 J = MAX( 1, KTOP-INCOL ), KDU
                        REFSUM = V( 1, M )*( U( J, KMS+1 )+V( 2, M )*
     $                           U( J, KMS+2 )+V( 3, M )*U( J, KMS+3 ) )
                        U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
                        U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M )
                        U( J, KMS+3 ) = U( J, KMS+3 ) - REFSUM*V( 3, M )
   70                CONTINUE
                  ELSE IF( WANTZ ) THEN
*
*                    ==== U is not accumulated, so update Z
*                    .    now by multiplying by reflections
*                    .    from the right. ====
*
                     DO 80 J = ILOZ, IHIZ
                        REFSUM = V( 1, M )*( Z( J, K+1 )+V( 2, M )*
     $                           Z( J, K+2 )+V( 3, M )*Z( J, K+3 ) )
                        Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
                        Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M )
                        Z( J, K+3 ) = Z( J, K+3 ) - REFSUM*V( 3, M )
   80                CONTINUE
                  END IF
               END IF
   90       CONTINUE
*
*           ==== Special case: 2-by-2 reflection (if needed) ====
*
            K = KRCOL + 3*( M22-1 )
            IF( BMP22 .AND. ( V( 1, M22 ).NE.ZERO ) ) THEN
               DO 100 J = JTOP, MIN( KBOT, K+3 )
                  REFSUM = V( 1, M22 )*( H( J, K+1 )+V( 2, M22 )*
     $                     H( J, K+2 ) )
                  H( J, K+1 ) = H( J, K+1 ) - REFSUM
                  H( J, K+2 ) = H( J, K+2 ) - REFSUM*V( 2, M22 )
  100          CONTINUE
*
               IF( ACCUM ) THEN
                  KMS = K - INCOL
                  DO 110 J = MAX( 1, KTOP-INCOL ), KDU
                     REFSUM = V( 1, M22 )*( U( J, KMS+1 )+V( 2, M22 )*
     $                        U( J, KMS+2 ) )
                     U( J, KMS+1 ) = U( J, KMS+1 ) - REFSUM
                     U( J, KMS+2 ) = U( J, KMS+2 ) - REFSUM*V( 2, M22 )
  110             CONTINUE
               ELSE IF( WANTZ ) THEN
                  DO 120 J = ILOZ, IHIZ
                     REFSUM = V( 1, M22 )*( Z( J, K+1 )+V( 2, M22 )*
     $                        Z( J, K+2 ) )
                     Z( J, K+1 ) = Z( J, K+1 ) - REFSUM
                     Z( J, K+2 ) = Z( J, K+2 ) - REFSUM*V( 2, M22 )
  120             CONTINUE
               END IF
            END IF
*
*           ==== Vigilant deflation check ====
*
            MSTART = MTOP
            IF( KRCOL+3*( MSTART-1 ).LT.KTOP )
     $         MSTART = MSTART + 1
            MEND = MBOT
            IF( BMP22 )
     $         MEND = MEND + 1
            IF( KRCOL.EQ.KBOT-2 )
     $         MEND = MEND + 1
            DO 130 M = MSTART, MEND
               K = MIN( KBOT-1, KRCOL+3*( M-1 ) )
*
*              ==== The following convergence test requires that
*              .    the tradition small-compared-to-nearby-diagonals
*              .    criterion and the Ahues & Tisseur (LAWN 122, 1997)
*              .    criteria both be satisfied.  The latter improves
*              .    accuracy in some examples. Falling back on an
*              .    alternate convergence criterion when TST1 or TST2
*              .    is zero (as done here) is traditional but probably 
*              .    unnecessary. ====
*
               IF( H( K+1, K ).NE.ZERO ) THEN
                  TST1 = ABS( H( K, K ) ) + ABS( H( K+1, K+1 ) )
                  IF( TST1.EQ.ZERO ) THEN
                     IF( K.GE.KTOP+1 )
     $                  TST1 = TST1 + ABS( H( K, K-1 ) )
                     IF( K.GE.KTOP+2 )
     $                  TST1 = TST1 + ABS( H( K, K-2 ) )
                     IF( K.GE.KTOP+3 )