c----------------------------------------------------------------------- c\BeginDoc c c\Name: dnapps c c\Description: c Given the Arnoldi factorization c c A*V_{k} - V_{k}*H_{k} = r_{k+p}*e_{k+p}^T, c c apply NP implicit shifts resulting in c c A*(V_{k}*Q) - (V_{k}*Q)*(Q^T* H_{k}*Q) = r_{k+p}*e_{k+p}^T * Q c c where Q is an orthogonal matrix which is the product of rotations c and reflections resulting from the NP bulge chage sweeps. c The updated Arnoldi factorization becomes: c c A*VNEW_{k} - VNEW_{k}*HNEW_{k} = rnew_{k}*e_{k}^T. c c\Usage: c call dnapps c ( N, KEV, NP, SHIFTR, SHIFTI, V, LDV, H, LDH, RESID, Q, LDQ, c WORKL, WORKD ) c c\Arguments c N Integer. (INPUT) c Problem size, i.e. size of matrix A. c c KEV Integer. (INPUT/OUTPUT) c KEV+NP is the size of the input matrix H. c KEV is the size of the updated matrix HNEW. KEV is only c updated on ouput when fewer than NP shifts are applied in c order to keep the conjugate pair together. c c NP Integer. (INPUT) c Number of implicit shifts to be applied. c c SHIFTR, Double precision array of length NP. (INPUT) c SHIFTI Real and imaginary part of the shifts to be applied. c Upon, entry to dnapps, the shifts must be sorted so that the c conjugate pairs are in consecutive locations. c c V Double precision N by (KEV+NP) array. (INPUT/OUTPUT) c On INPUT, V contains the current KEV+NP Arnoldi vectors. c On OUTPUT, V contains the updated KEV Arnoldi vectors c in the first KEV columns of V. c c LDV Integer. (INPUT) c Leading dimension of V exactly as declared in the calling c program. c c H Double precision (KEV+NP) by (KEV+NP) array. (INPUT/OUTPUT) c On INPUT, H contains the current KEV+NP by KEV+NP upper c Hessenber matrix of the Arnoldi factorization. c On OUTPUT, H contains the updated KEV by KEV upper Hessenberg c matrix in the KEV leading submatrix. c c LDH Integer. (INPUT) c Leading dimension of H exactly as declared in the calling c program. c c RESID Double precision array of length N. (INPUT/OUTPUT) c On INPUT, RESID contains the the residual vector r_{k+p}. c On OUTPUT, RESID is the update residual vector rnew_{k} c in the first KEV locations. c c Q Double precision KEV+NP by KEV+NP work array. (WORKSPACE) c Work array used to accumulate the rotations and reflections c during the bulge chase sweep. c c LDQ Integer. (INPUT) c Leading dimension of Q exactly as declared in the calling c program. c c WORKL Double precision work array of length (KEV+NP). (WORKSPACE) c Private (replicated) array on each PE or array allocated on c the front end. c c WORKD Double precision work array of length 2*N. (WORKSPACE) c Distributed array used in the application of the accumulated c orthogonal matrix Q. c c\EndDoc c c----------------------------------------------------------------------- c c\BeginLib c c\Local variables: c xxxxxx real c c\References: c 1. D.C. Sorensen, "Implicit Application of Polynomial Filters in c a k-Step Arnoldi Method", SIAM J. Matr. Anal. Apps., 13 (1992), c pp 357-385. c c\Routines called: c ivout ARPACK utility routine that prints integers. c arsecond ARPACK utility routine for timing. c dmout ARPACK utility routine that prints matrices. c dvout ARPACK utility routine that prints vectors. c dlabad LAPACK routine that computes machine constants. c dlacpy LAPACK matrix copy routine. c dlamch LAPACK routine that determines machine constants. c dlanhs LAPACK routine that computes various norms of a matrix. c dlapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully. c dlarf LAPACK routine that applies Householder reflection to c a matrix. c dlarfg LAPACK Householder reflection construction routine. c dlartg LAPACK Givens rotation construction routine. c dlaset LAPACK matrix initialization routine. c dgemv Level 2 BLAS routine for matrix vector multiplication. c daxpy Level 1 BLAS that computes a vector triad. c dcopy Level 1 BLAS that copies one vector to another . c dscal Level 1 BLAS that scales a vector. c c\Author c Danny Sorensen Phuong Vu c Richard Lehoucq CRPC / Rice University c Dept. of Computational & Houston, Texas c Applied Mathematics c Rice University c Houston, Texas c c\Revision history: c xx/xx/92: Version ' 2.4' c c\SCCS Information: @(#) c FILE: napps.F SID: 2.4 DATE OF SID: 3/28/97 RELEASE: 2 c c\Remarks c 1. In this version, each shift is applied to all the sublocks of c the Hessenberg matrix H and not just to the submatrix that it c comes from. Deflation as in LAPACK routine dlahqr (QR algorithm c for upper Hessenberg matrices ) is used. c The subdiagonals of H are enforced to be non-negative. c c\EndLib c c----------------------------------------------------------------------- c subroutine dnapps & ( n, kev, np, shiftr, shifti, v, ldv, h, ldh, resid, q, ldq, & workl, workd ) c c %----------------------------------------------------% c | Include files for debugging and timing information | c %----------------------------------------------------% c include 'debug.h' include 'stat.h' c c %------------------% c | Scalar Arguments | c %------------------% c integer kev, ldh, ldq, ldv, n, np c c %-----------------% c | Array Arguments | c %-----------------% c Double precision & h(ldh,kev+np), resid(n), shifti(np), shiftr(np), & v(ldv,kev+np), q(ldq,kev+np), workd(2*n), workl(kev+np) c c %------------% c | Parameters | c %------------% c Double precision & one, zero parameter (one = 1.0D+0, zero = 0.0D+0) c c %------------------------% c | Local Scalars & Arrays | c %------------------------% c integer i, iend, ir, istart, j, jj, kplusp, msglvl, nr logical cconj, first Double precision & c, f, g, h11, h12, h21, h22, h32, ovfl, r, s, sigmai, & sigmar, smlnum, ulp, unfl, u(3), t, tau, tst1 save first, ovfl, smlnum, ulp, unfl c c %----------------------% c | External Subroutines | c %----------------------% c external daxpy, dcopy, dscal, dlacpy, dlarfg, dlarf, & dlaset, dlabad, dlartg c c %--------------------% c | External Functions | c %--------------------% c Double precision & dlamch, dlanhs, dlapy2 external dlamch, dlanhs, dlapy2 c c %----------------------% c | Intrinsics Functions | c %----------------------% c intrinsic abs, max, min c c %----------------% c | Data statments | c %----------------% c data first / .true. / c c %-----------------------% c | Executable Statements | c %-----------------------% c if (first) then c c %-----------------------------------------------% c | Set machine-dependent constants for the | c | stopping criterion. If norm(H) <= sqrt(OVFL), | c | overflow should not occur. | c | REFERENCE: LAPACK subroutine dlahqr | c %-----------------------------------------------% c unfl = dlamch( 'safe minimum' ) ovfl = one / unfl call dlabad( unfl, ovfl ) ulp = dlamch( 'precision' ) smlnum = unfl*( n / ulp ) first = .false. end if c c %-------------------------------% c | Initialize timing statistics | c | & message level for debugging | c %-------------------------------% c call arsecond (t0) msglvl = mnapps kplusp = kev + np c c %--------------------------------------------% c | Initialize Q to the identity to accumulate | c | the rotations and reflections | c %--------------------------------------------% c call dlaset ('All', kplusp, kplusp, zero, one, q, ldq) c c %----------------------------------------------% c | Quick return if there are no shifts to apply | c %----------------------------------------------% c if (np .eq. 0) go to 9000 c c %----------------------------------------------% c | Chase the bulge with the application of each | c | implicit shift. Each shift is applied to the | c | whole matrix including each block. | c %----------------------------------------------% c cconj = .false. do 110 jj = 1, np sigmar = shiftr(jj) sigmai = shifti(jj) c if (msglvl .gt. 2 ) then call ivout (logfil, 1, jj, ndigit, & '_napps: shift number.') call dvout (logfil, 1, sigmar, ndigit, & '_napps: The real part of the shift ') call dvout (logfil, 1, sigmai, ndigit, & '_napps: The imaginary part of the shift ') end if c c %-------------------------------------------------% c | The following set of conditionals is necessary | c | in order that complex conjugate pairs of shifts | c | are applied together or not at all. | c %-------------------------------------------------% c if ( cconj ) then c c %-----------------------------------------% c | cconj = .true. means the previous shift | c | had non-zero imaginary part. | c %-----------------------------------------% c cconj = .false. go to 110 else if ( jj .lt. np .and. abs( sigmai ) .gt. zero ) then c c %------------------------------------% c | Start of a complex conjugate pair. | c %------------------------------------% c cconj = .true. else if ( jj .eq. np .and. abs( sigmai ) .gt. zero ) then c c %----------------------------------------------% c | The last shift has a nonzero imaginary part. | c | Don't apply it; thus the order of the | c | compressed H is order KEV+1 since only np-1 | c | were applied. | c %----------------------------------------------% c kev = kev + 1 go to 110 end if istart = 1 20 continue c c %--------------------------------------------------% c | if sigmai = 0 then | c | Apply the jj-th shift ... | c | else | c | Apply the jj-th and (jj+1)-th together ... | c | (Note that jj < np at this point in the code) | c | end | c | to the current block of H. The next do loop | c | determines the current block ; | c %--------------------------------------------------% c do 30 i = istart, kplusp-1 c c %----------------------------------------% c | Check for splitting and deflation. Use | c | a standard test as in the QR algorithm | c | REFERENCE: LAPACK subroutine dlahqr | c %----------------------------------------% c tst1 = abs( h( i, i ) ) + abs( h( i+1, i+1 ) ) if( tst1.eq.zero ) & tst1 = dlanhs( '1', kplusp-jj+1, h, ldh, workl ) if( abs( h( i+1,i ) ).le.max( ulp*tst1, smlnum ) ) then if (msglvl .gt. 0) then call ivout (logfil, 1, i, ndigit, & '_napps: matrix splitting at row/column no.') call ivout (logfil, 1, jj, ndigit, & '_napps: matrix splitting with shift number.') call dvout (logfil, 1, h(i+1,i), ndigit, & '_napps: off diagonal element.') end if iend = i h(i+1,i) = zero go to 40 end if 30 continue iend = kplusp 40 continue c if (msglvl .gt. 2) then call ivout (logfil, 1, istart, ndigit, & '_napps: Start of current block ') call ivout (logfil, 1, iend, ndigit, & '_napps: End of current block ') end if c c %------------------------------------------------% c | No reason to apply a shift to block of order 1 | c %------------------------------------------------% c if ( istart .eq. iend ) go to 100 c c %------------------------------------------------------% c | If istart + 1 = iend then no reason to apply a | c | complex conjugate pair of shifts on a 2 by 2 matrix. | c %------------------------------------------------------% c if ( istart + 1 .eq. iend .and. abs( sigmai ) .gt. zero ) & go to 100 c h11 = h(istart,istart) h21 = h(istart+1,istart) if ( abs( sigmai ) .le. zero ) then c c %---------------------------------------------% c | Real-valued shift ==> apply single shift QR | c %---------------------------------------------% c f = h11 - sigmar g = h21 c do 80 i = istart, iend-1 c c %-----------------------------------------------------% c | Contruct the plane rotation G to zero out the bulge | c %-----------------------------------------------------% c call dlartg (f, g, c, s, r) if (i .gt. istart) then c c %-------------------------------------------% c | The following ensures that h(1:iend-1,1), | c | the first iend-2 off diagonal of elements | c | H, remain non negative. | c %-------------------------------------------% c if (r .lt. zero) then r = -r c = -c s = -s end if h(i,i-1) = r h(i+1,i-1) = zero end if c c %---------------------------------------------% c | Apply rotation to the left of H; H <- G'*H | c %---------------------------------------------% c do 50 j = i, kplusp t = c*h(i,j) + s*h(i+1,j) h(i+1,j) = -s*h(i,j) + c*h(i+1,j) h(i,j) = t 50 continue c c %---------------------------------------------% c | Apply rotation to the right of H; H <- H*G | c %---------------------------------------------% c do 60 j = 1, min(i+2,iend) t = c*h(j,i) + s*h(j,i+1) h(j,i+1) = -s*h(j,i) + c*h(j,i+1) h(j,i) = t 60 continue c c %----------------------------------------------------% c | Accumulate the rotation in the matrix Q; Q <- Q*G | c %----------------------------------------------------% c do 70 j = 1, min( i+jj, kplusp ) t = c*q(j,i) + s*q(j,i+1) q(j,i+1) = - s*q(j,i) + c*q(j,i+1) q(j,i) = t 70 continue c c %---------------------------% c | Prepare for next rotation | c %---------------------------% c if (i .lt. iend-1) then f = h(i+1,i) g = h(i+2,i) end if 80 continue c c %-----------------------------------% c | Finished applying the real shift. | c %-----------------------------------% c else c c %----------------------------------------------------% c | Complex conjugate shifts ==> apply double shift QR | c %----------------------------------------------------% c h12 = h(istart,istart+1) h22 = h(istart+1,istart+1) h32 = h(istart+2,istart+1) c c %---------------------------------------------------------% c | Compute 1st column of (H - shift*I)*(H - conj(shift)*I) | c %---------------------------------------------------------% c s = 2.0*sigmar t = dlapy2 ( sigmar, sigmai ) u(1) = ( h11 * (h11 - s) + t * t ) / h21 + h12 u(2) = h11 + h22 - s u(3) = h32 c do 90 i = istart, iend-1 c nr = min ( 3, iend-i+1 ) c c %-----------------------------------------------------% c | Construct Householder reflector G to zero out u(1). | c | G is of the form I - tau*( 1 u )' * ( 1 u' ). | c %-----------------------------------------------------% c call dlarfg ( nr, u(1), u(2), 1, tau ) c if (i .gt. istart) then h(i,i-1) = u(1) h(i+1,i-1) = zero if (i .lt. iend-1) h(i+2,i-1) = zero end if u(1) = one c c %--------------------------------------% c | Apply the reflector to the left of H | c %--------------------------------------% c call dlarf ('Left', nr, kplusp-i+1, u, 1, tau, & h(i,i), ldh, workl) c c %---------------------------------------% c | Apply the reflector to the right of H | c %---------------------------------------% c ir = min ( i+3, iend ) call dlarf ('Right', ir, nr, u, 1, tau, & h(1,i), ldh, workl) c c %-----------------------------------------------------% c | Accumulate the reflector in the matrix Q; Q <- Q*G | c %-----------------------------------------------------% c call dlarf ('Right', kplusp, nr, u, 1, tau, & q(1,i), ldq, workl) c c %----------------------------% c | Prepare for next reflector | c %----------------------------% c if (i .lt. iend-1) then u(1) = h(i+1,i) u(2) = h(i+2,i) if (i .lt. iend-2) u(3) = h(i+3,i) end if c 90 continue c c %--------------------------------------------% c | Finished applying a complex pair of shifts | c | to the current block | c %--------------------------------------------% c end if c 100 continue c c %---------------------------------------------------------% c | Apply the same shift to the next block if there is any. | c %---------------------------------------------------------% c istart = iend + 1 if (iend .lt. kplusp) go to 20 c c %---------------------------------------------% c | Loop back to the top to get the next shift. | c %---------------------------------------------% c 110 continue c c %--------------------------------------------------% c | Perform a similarity transformation that makes | c | sure that H will have non negative sub diagonals | c %--------------------------------------------------% c do 120 j=1,kev if ( h(j+1,j) .lt. zero ) then call dscal( kplusp-j+1, -one, h(j+1,j), ldh ) call dscal( min(j+2, kplusp), -one, h(1,j+1), 1 ) call dscal( min(j+np+1,kplusp), -one, q(1,j+1), 1 ) end if 120 continue c do 130 i = 1, kev c c %--------------------------------------------% c | Final check for splitting and deflation. | c | Use a standard test as in the QR algorithm | c | REFERENCE: LAPACK subroutine dlahqr | c %--------------------------------------------% c tst1 = abs( h( i, i ) ) + abs( h( i+1, i+1 ) ) if( tst1.eq.zero ) & tst1 = dlanhs( '1', kev, h, ldh, workl ) if( h( i+1,i ) .le. max( ulp*tst1, smlnum ) ) & h(i+1,i) = zero 130 continue c c %-------------------------------------------------% c | Compute the (kev+1)-st column of (V*Q) and | c | temporarily store the result in WORKD(N+1:2*N). | c | This is needed in the residual update since we | c | cannot GUARANTEE that the corresponding entry | c | of H would be zero as in exact arithmetic. | c %-------------------------------------------------% c if (h(kev+1,kev) .gt. zero) & call dgemv ('N', n, kplusp, one, v, ldv, q(1,kev+1), 1, zero, & workd(n+1), 1) c c %----------------------------------------------------------% c | Compute column 1 to kev of (V*Q) in backward order | c | taking advantage of the upper Hessenberg structure of Q. | c %----------------------------------------------------------% c do 140 i = 1, kev call dgemv ('N', n, kplusp-i+1, one, v, ldv, & q(1,kev-i+1), 1, zero, workd, 1) call dcopy (n, workd, 1, v(1,kplusp-i+1), 1) 140 continue c c %-------------------------------------------------% c | Move v(:,kplusp-kev+1:kplusp) into v(:,1:kev). | c %-------------------------------------------------% c call dlacpy ('A', n, kev, v(1,kplusp-kev+1), ldv, v, ldv) c c %--------------------------------------------------------------% c | Copy the (kev+1)-st column of (V*Q) in the appropriate place | c %--------------------------------------------------------------% c if (h(kev+1,kev) .gt. zero) & call dcopy (n, workd(n+1), 1, v(1,kev+1), 1) c c %-------------------------------------% c | Update the residual vector: | c | r <- sigmak*r + betak*v(:,kev+1) | c | where | c | sigmak = (e_{kplusp}'*Q)*e_{kev} | c | betak = e_{kev+1}'*H*e_{kev} | c %-------------------------------------% c call dscal (n, q(kplusp,kev), resid, 1) if (h(kev+1,kev) .gt. zero) & call daxpy (n, h(kev+1,kev), v(1,kev+1), 1, resid, 1) c if (msglvl .gt. 1) then call dvout (logfil, 1, q(kplusp,kev), ndigit, & '_napps: sigmak = (e_{kev+p}^T*Q)*e_{kev}') call dvout (logfil, 1, h(kev+1,kev), ndigit, & '_napps: betak = e_{kev+1}^T*H*e_{kev}') call ivout (logfil, 1, kev, ndigit, & '_napps: Order of the final Hessenberg matrix ') if (msglvl .gt. 2) then call dmout (logfil, kev, kev, h, ldh, ndigit, & '_napps: updated Hessenberg matrix H for next iteration') end if c end if c 9000 continue call arsecond (t1) tnapps = tnapps + (t1 - t0) c return c c %---------------% c | End of dnapps | c %---------------% c end