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arpack.xlahqr2.patch
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diff -rupN arpack-ng-3.1.5/SRC/Makefile.am arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/Makefile.am
--- arpack-ng-3.1.5/SRC/Makefile.am 2014-02-14 16:25:43.000000000 +0530
+++ arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/Makefile.am 2014-09-15 04:10:16.000000000 +0530
@@ -7,10 +7,10 @@ libarpacksrc_la_SOURCES = \
dgetv0.f dlaqrb.f dstqrb.f dsortc.f dsortr.f dstatn.f dstats.f \
dnaitr.f dnapps.f dnaup2.f dnaupd.f dnconv.f dneigh.f dngets.f \
dsaitr.f dsapps.f dsaup2.f dsaupd.f dsconv.f dseigt.f dsgets.f \
- dneupd.f dseupd.f dsesrt.f \
+ dneupd.f dseupd.f dsesrt.f dlahqr2.f slahqr2.f \
cnaitr.f cnapps.f cnaup2.f cnaupd.f cneigh.f cneupd.f cngets.f \
cgetv0.f csortc.f cstatn.f \
znaitr.f znapps.f znaup2.f znaupd.f zneigh.f zneupd.f zngets.f \
zgetv0.f zsortc.f zstatn.f
-EXTRA_DIST = debug.h stat.h version.h
\ No newline at end of file
+EXTRA_DIST = debug.h stat.h version.h
diff -rupN arpack-ng-3.1.5/SRC/Makefile.in arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/Makefile.in
--- arpack-ng-3.1.5/SRC/Makefile.in 2014-02-15 19:16:02.000000000 +0530
+++ arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/Makefile.in 2014-09-15 04:10:16.000000000 +0530
@@ -101,10 +101,10 @@ am_libarpacksrc_la_OBJECTS = sgetv0.lo s
dsortr.lo dstatn.lo dstats.lo dnaitr.lo dnapps.lo dnaup2.lo \
dnaupd.lo dnconv.lo dneigh.lo dngets.lo dsaitr.lo dsapps.lo \
dsaup2.lo dsaupd.lo dsconv.lo dseigt.lo dsgets.lo dneupd.lo \
- dseupd.lo dsesrt.lo cnaitr.lo cnapps.lo cnaup2.lo cnaupd.lo \
- cneigh.lo cneupd.lo cngets.lo cgetv0.lo csortc.lo cstatn.lo \
- znaitr.lo znapps.lo znaup2.lo znaupd.lo zneigh.lo zneupd.lo \
- zngets.lo zgetv0.lo zsortc.lo zstatn.lo
+ dseupd.lo dsesrt.lo dlahqr2.lo slahqr2.lo cnaitr.lo cnapps.lo \
+ cnaup2.lo cnaupd.lo cneigh.lo cneupd.lo cngets.lo cgetv0.lo \
+ csortc.lo cstatn.lo znaitr.lo znapps.lo znaup2.lo znaupd.lo \
+ zneigh.lo zneupd.lo zngets.lo zgetv0.lo zsortc.lo zstatn.lo
libarpacksrc_la_OBJECTS = $(am_libarpacksrc_la_OBJECTS)
AM_V_lt = $(am__v_lt_@AM_V@)
am__v_lt_ = $(am__v_lt_@AM_DEFAULT_V@)
@@ -298,7 +298,7 @@ libarpacksrc_la_SOURCES = \
dgetv0.f dlaqrb.f dstqrb.f dsortc.f dsortr.f dstatn.f dstats.f \
dnaitr.f dnapps.f dnaup2.f dnaupd.f dnconv.f dneigh.f dngets.f \
dsaitr.f dsapps.f dsaup2.f dsaupd.f dsconv.f dseigt.f dsgets.f \
- dneupd.f dseupd.f dsesrt.f \
+ dneupd.f dseupd.f dsesrt.f dlahqr2.f slahqr2.f \
cnaitr.f cnapps.f cnaup2.f cnaupd.f cneigh.f cneupd.f cngets.f \
cgetv0.f csortc.f cstatn.f \
znaitr.f znapps.f znaup2.f znaupd.f zneigh.f zneupd.f zngets.f \
diff -rupN arpack-ng-3.1.5/SRC/dlahqr2.f arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/dlahqr2.f
--- arpack-ng-3.1.5/SRC/dlahqr2.f 1970-01-01 05:30:00.000000000 +0530
+++ arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/dlahqr2.f 2014-09-15 04:10:16.000000000 +0530
@@ -0,0 +1,410 @@
+ SUBROUTINE DLAHQR2( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, INFO )
+*
+* -- LAPACK auxiliary routine (version 2.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTT, WANTZ
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DLAHQR2 is an auxiliary routine called by DHSEQR to update the
+* eigenvalues and Schur decomposition already computed by DHSEQR, by
+* dealing with the Hessenberg submatrix in rows and columns ILO to IHI.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* 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 quasi-triangular in
+* rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
+* ILO = 1). DLAHQR works primarily with the Hessenberg
+* submatrix in rows and columns ILO to IHI, but applies
+* transformations to all of H if WANTT is .TRUE..
+* 1 <= ILO <= max(1,IHI); IHI <= N.
+*
+* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if WANTT is .TRUE., H is upper quasi-triangular in
+* rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in
+* standard form. If WANTT is .FALSE., the contents of H are
+* unspecified on exit.
+*
+* LDH (input) INTEGER
+* The leading dimension of the array H. LDH >= max(1,N).
+*
+* WR (output) DOUBLE PRECISION array, dimension (N)
+* WI (output) DOUBLE PRECISION array, dimension (N)
+* The real and imaginary parts, respectively, of the computed
+* eigenvalues ILO to IHI are stored in the corresponding
+* elements of WR and WI. 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 WANTT is .TRUE., 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).
+*
+* ILOZ (input) INTEGER
+* IHIZ (input) INTEGER
+* Specify the rows of Z to which transformations must be
+* applied if WANTZ is .TRUE..
+* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
+*
+* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
+* If WANTZ is .TRUE., on entry Z must contain the current
+* matrix Z of transformations accumulated by DHSEQR, and on
+* exit Z has been updated; transformations are applied only to
+* the submatrix Z(ILOZ:IHIZ,ILO:IHI).
+* If WANTZ is .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* > 0: DLAHQR failed to compute all the eigenvalues ILO to IHI
+* in a total of 30*(IHI-ILO+1) iterations; if INFO = i,
+* elements i+1:ihi of WR and WI contain those eigenvalues
+* which have been successfully computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+ DOUBLE PRECISION DAT1, DAT2
+ PARAMETER ( DAT1 = 0.75D+0, DAT2 = -0.4375D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, I1, I2, ITN, ITS, J, K, L, M, NH, NR, NZ
+ DOUBLE PRECISION CS, H00, H10, H11, H12, H21, H22, H33, H33S,
+ $ H43H34, H44, H44S, OVFL, S, SMLNUM, SN, SUM,
+ $ T1, T2, T3, TST1, ULP, UNFL, V1, V2, V3
+* ..
+* .. Local Arrays ..
+ DOUBLE PRECISION V( 3 ), WORK( 1 )
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH, DLANHS
+ EXTERNAL DLAMCH, DLANHS
+* ..
+* .. External Subroutines ..
+ EXTERNAL DCOPY, DLABAD, DLANV2, DLARFG, DROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( ILO.EQ.IHI ) THEN
+ WR( ILO ) = H( ILO, ILO )
+ WI( ILO ) = ZERO
+ RETURN
+ END IF
+*
+ NH = IHI - ILO + 1
+ NZ = IHIZ - ILOZ + 1
+*
+* Set machine-dependent constants for the stopping criterion.
+* If norm(H) <= sqrt(OVFL), overflow should not occur.
+*
+ UNFL = DLAMCH( 'Safe minimum' )
+ OVFL = ONE / UNFL
+ CALL DLABAD( UNFL, OVFL )
+ ULP = DLAMCH( 'Precision' )
+ SMLNUM = UNFL*( NH / ULP )
+*
+* I1 and I2 are the indices of the first row and last column of H
+* to which transformations must be applied. If eigenvalues only are
+* being computed, I1 and I2 are set inside the main loop.
+*
+ IF( WANTT ) THEN
+ I1 = 1
+ I2 = N
+ END IF
+*
+* ITN is the total number of QR iterations allowed.
+*
+ ITN = 30*NH
+*
+* The main loop begins here. I is the loop index and decreases from
+* IHI to ILO in steps of 1 or 2. Each iteration of the loop works
+* with the active submatrix in rows and columns L to I.
+* Eigenvalues I+1 to IHI have already converged. Either L = ILO or
+* H(L,L-1) is negligible so that the matrix splits.
+*
+ I = IHI
+ 10 CONTINUE
+ L = ILO
+ IF( I.LT.ILO )
+ $ GO TO 150
+*
+* Perform QR iterations on rows and columns ILO to I until a
+* submatrix of order 1 or 2 splits off at the bottom because a
+* subdiagonal element has become negligible.
+*
+ DO 130 ITS = 0, ITN
+*
+* Look for a single small subdiagonal element.
+*
+ DO 20 K = I, L + 1, -1
+ TST1 = ABS( H( K-1, K-1 ) ) + ABS( H( K, K ) )
+ IF( TST1.EQ.ZERO )
+ $ TST1 = DLANHS( '1', I-L+1, H( L, L ), LDH, WORK )
+ IF( ABS( H( K, K-1 ) ).LE.MAX( ULP*TST1, SMLNUM ) )
+ $ GO TO 30
+ 20 CONTINUE
+ 30 CONTINUE
+ L = K
+ IF( L.GT.ILO ) THEN
+*
+* H(L,L-1) is negligible
+*
+ H( L, L-1 ) = ZERO
+ END IF
+*
+* Exit from loop if a submatrix of order 1 or 2 has split off.
+*
+ IF( L.GE.I-1 )
+ $ GO TO 140
+*
+* Now the active submatrix is in rows and columns L to I. If
+* eigenvalues only are being computed, only the active submatrix
+* need be transformed.
+*
+ IF( .NOT.WANTT ) THEN
+ I1 = L
+ I2 = I
+ END IF
+*
+ IF( ITS.EQ.10 .OR. ITS.EQ.20 ) THEN
+*
+* Exceptional shift.
+*
+ S = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
+ H44 = DAT1*S
+ H33 = H44
+ H43H34 = DAT2*S*S
+ ELSE
+*
+* Prepare to use Wilkinson's double shift
+*
+ H44 = H( I, I )
+ H33 = H( I-1, I-1 )
+ H43H34 = H( I, I-1 )*H( I-1, I )
+ END IF
+*
+* Look for two consecutive small subdiagonal elements.
+*
+ DO 40 M = I - 2, L, -1
+*
+* Determine the effect of starting the double-shift QR
+* iteration at row M, and see if this would make H(M,M-1)
+* negligible.
+*
+ H11 = H( M, M )
+ H22 = H( M+1, M+1 )
+ H21 = H( M+1, M )
+ H12 = H( M, M+1 )
+ H44S = H44 - H11
+ H33S = H33 - H11
+ V1 = ( H33S*H44S-H43H34 ) / H21 + H12
+ V2 = H22 - H11 - H33S - H44S
+ V3 = H( M+2, M+1 )
+ S = ABS( V1 ) + ABS( V2 ) + ABS( V3 )
+ V1 = V1 / S
+ V2 = V2 / S
+ V3 = V3 / S
+ V( 1 ) = V1
+ V( 2 ) = V2
+ V( 3 ) = V3
+ IF( M.EQ.L )
+ $ GO TO 50
+ H00 = H( M-1, M-1 )
+ H10 = H( M, M-1 )
+ TST1 = ABS( V1 )*( ABS( H00 )+ABS( H11 )+ABS( H22 ) )
+ IF( ABS( H10 )*( ABS( V2 )+ABS( V3 ) ).LE.ULP*TST1 )
+ $ GO TO 50
+ 40 CONTINUE
+ 50 CONTINUE
+*
+* Double-shift QR step
+*
+ DO 120 K = M, I - 1
+*
+* The first iteration of this loop determines a reflection G
+* from the vector V and applies it from left and right to H,
+* thus creating a nonzero bulge below the subdiagonal.
+*
+* Each subsequent iteration determines a reflection G to
+* restore the Hessenberg form in the (K-1)th column, and thus
+* chases the bulge one step toward the bottom of the active
+* submatrix. NR is the order of G.
+*
+ NR = MIN( 3, I-K+1 )
+ IF( K.GT.M )
+ $ CALL DCOPY( NR, H( K, K-1 ), 1, V, 1 )
+ CALL DLARFG( NR, V( 1 ), V( 2 ), 1, T1 )
+ IF( K.GT.M ) THEN
+ H( K, K-1 ) = V( 1 )
+ H( K+1, K-1 ) = ZERO
+ IF( K.LT.I-1 )
+ $ H( K+2, K-1 ) = ZERO
+ ELSE IF( M.GT.L ) THEN
+ H( K, K-1 ) = -H( K, K-1 )
+ END IF
+ V2 = V( 2 )
+ T2 = T1*V2
+ IF( NR.EQ.3 ) THEN
+ V3 = V( 3 )
+ T3 = T1*V3
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 60 J = K, I2
+ SUM = H( K, J ) + V2*H( K+1, J ) + V3*H( K+2, J )
+ H( K, J ) = H( K, J ) - SUM*T1
+ H( K+1, J ) = H( K+1, J ) - SUM*T2
+ H( K+2, J ) = H( K+2, J ) - SUM*T3
+ 60 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+3,I).
+*
+ DO 70 J = I1, MIN( K+3, I )
+ SUM = H( J, K ) + V2*H( J, K+1 ) + V3*H( J, K+2 )
+ H( J, K ) = H( J, K ) - SUM*T1
+ H( J, K+1 ) = H( J, K+1 ) - SUM*T2
+ H( J, K+2 ) = H( J, K+2 ) - SUM*T3
+ 70 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 80 J = ILOZ, IHIZ
+ SUM = Z( J, K ) + V2*Z( J, K+1 ) + V3*Z( J, K+2 )
+ Z( J, K ) = Z( J, K ) - SUM*T1
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
+ Z( J, K+2 ) = Z( J, K+2 ) - SUM*T3
+ 80 CONTINUE
+ END IF
+ ELSE IF( NR.EQ.2 ) THEN
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 90 J = K, I2
+ SUM = H( K, J ) + V2*H( K+1, J )
+ H( K, J ) = H( K, J ) - SUM*T1
+ H( K+1, J ) = H( K+1, J ) - SUM*T2
+ 90 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+3,I).
+*
+ DO 100 J = I1, I
+ SUM = H( J, K ) + V2*H( J, K+1 )
+ H( J, K ) = H( J, K ) - SUM*T1
+ H( J, K+1 ) = H( J, K+1 ) - SUM*T2
+ 100 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 110 J = ILOZ, IHIZ
+ SUM = Z( J, K ) + V2*Z( J, K+1 )
+ Z( J, K ) = Z( J, K ) - SUM*T1
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
+ 110 CONTINUE
+ END IF
+ END IF
+ 120 CONTINUE
+*
+ 130 CONTINUE
+*
+* Failure to converge in remaining number of iterations
+*
+ INFO = I
+ RETURN
+*
+ 140 CONTINUE
+*
+ IF( L.EQ.I ) THEN
+*
+* H(I,I-1) is negligible: one eigenvalue has converged.
+*
+ WR( I ) = H( I, I )
+ WI( I ) = ZERO
+ ELSE IF( L.EQ.I-1 ) THEN
+*
+* H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
+*
+* Transform the 2-by-2 submatrix to standard Schur form,
+* and compute and store the eigenvalues.
+*
+ CALL DLANV2( H( I-1, I-1 ), H( I-1, I ), H( I, I-1 ),
+ $ H( I, I ), WR( I-1 ), WI( I-1 ), WR( I ), WI( I ),
+ $ CS, SN )
+*
+ IF( WANTT ) THEN
+*
+* Apply the transformation to the rest of H.
+*
+ IF( I2.GT.I )
+ $ CALL DROT( I2-I, H( I-1, I+1 ), LDH, H( I, I+1 ), LDH,
+ $ CS, SN )
+ CALL DROT( I-I1-1, H( I1, I-1 ), 1, H( I1, I ), 1, CS, SN )
+ END IF
+ IF( WANTZ ) THEN
+*
+* Apply the transformation to Z.
+*
+ CALL DROT( NZ, Z( ILOZ, I-1 ), 1, Z( ILOZ, I ), 1, CS, SN )
+ END IF
+ END IF
+*
+* Decrement number of remaining iterations, and return to start of
+* the main loop with new value of I.
+*
+ ITN = ITN - ITS
+ I = L - 1
+ GO TO 10
+*
+ 150 CONTINUE
+ RETURN
+*
+* End of DLAHQR
+*
+ END
diff -rupN arpack-ng-3.1.5/SRC/dneupd.f arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/dneupd.f
--- arpack-ng-3.1.5/SRC/dneupd.f 2014-02-14 16:25:43.000000000 +0530
+++ arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/dneupd.f 2014-09-15 04:10:16.000000000 +0530
@@ -181,7 +181,7 @@ c Error flag on output.
c
c = 0: Normal exit.
c
-c = 1: The Schur form computed by LAPACK routine dlahqr
+c = 1: The Schur form computed by LAPACK routine dlahqr2
c could not be reordered by LAPACK routine dtrsen .
c Re-enter subroutine dneupd with IPARAM(5)=NCV and
c increase the size of the arrays DR and DI to have
@@ -197,7 +197,7 @@ c = -5: WHICH must be one of 'L
c = -6: BMAT must be one of 'I' or 'G'.
c = -7: Length of private work WORKL array is not sufficient.
c = -8: Error return from calculation of a real Schur form.
-c Informational error from LAPACK routine dlahqr .
+c Informational error from LAPACK routine dlahqr2 .
c = -9: Error return from calculation of eigenvectors.
c Informational error from LAPACK routine dtrevc .
c = -10: IPARAM(7) must be 1,2,3,4.
@@ -232,7 +232,7 @@ c dvout ARPACK utility routine th
c dgeqr2 LAPACK routine that computes the QR factorization of
c a matrix.
c dlacpy LAPACK matrix copy routine.
-c dlahqr LAPACK routine to compute the real Schur form of an
+c dlahqr2 LAPACK routine to compute the real Schur form of an
c upper Hessenberg matrix.
c dlamch LAPACK routine that determines machine constants.
c dlapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
@@ -364,7 +364,7 @@ c | External Subroutines |
c %----------------------%
c
external dcopy , dger , dgeqr2 , dlacpy ,
- & dlahqr , dlaset , dmout , dorm2r ,
+ & dlahqr2 , dlaset , dmout , dorm2r ,
& dtrevc , dtrmm , dtrsen , dscal ,
& dvout , ivout
c
@@ -612,18 +612,18 @@ c
go to 9000
end if
c
-c %-----------------------------------------------------------%
-c | Call LAPACK routine dlahqr to compute the real Schur form |
-c | of the upper Hessenberg matrix returned by DNAUPD . |
-c | Make a copy of the upper Hessenberg matrix. |
-c | Initialize the Schur vector matrix Q to the identity. |
-c %-----------------------------------------------------------%
+c %-------------------------------------------------------------%
+c | Call LAPACK routine dlahqr2 to compute the real Schur form |
+c | of the upper Hessenberg matrix returned by DNAUPD . |
+c | Make a copy of the upper Hessenberg matrix. |
+c | Initialize the Schur vector matrix Q to the identity. |
+c %-------------------------------------------------------------%
c
call dcopy (ldh*ncv, workl(ih), 1, workl(iuptri), 1)
call dlaset ('All', ncv, ncv,
& zero , one, workl(invsub),
& ldq)
- call dlahqr (.true., .true. , ncv,
+ call dlahqr2 (.true., .true. , ncv,
& 1 , ncv , workl(iuptri),
& ldh , workl(iheigr), workl(iheigi),
& 1 , ncv , workl(invsub),
diff -rupN arpack-ng-3.1.5/SRC/slahqr2.f arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/slahqr2.f
--- arpack-ng-3.1.5/SRC/slahqr2.f 1970-01-01 05:30:00.000000000 +0530
+++ arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/slahqr2.f 2014-09-15 04:10:16.000000000 +0530
@@ -0,0 +1,410 @@
+ SUBROUTINE SLAHQR2( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
+ $ ILOZ, IHIZ, Z, LDZ, INFO )
+*
+* -- LAPACK auxiliary routine (version 2.0) --
+* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+* Courant Institute, Argonne National Lab, and Rice University
+* October 31, 1992
+*
+* .. Scalar Arguments ..
+ LOGICAL WANTT, WANTZ
+ INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
+* ..
+* .. Array Arguments ..
+ REAL H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* SLAHQR2 is an auxiliary routine called by SHSEQR to update the
+* eigenvalues and Schur decomposition already computed by SHSEQR, by
+* dealing with the Hessenberg submatrix in rows and columns ILO to IHI.
+*
+* Arguments
+* =========
+*
+* WANTT (input) LOGICAL
+* = .TRUE. : the full Schur form T is required;
+* = .FALSE.: only eigenvalues are required.
+*
+* WANTZ (input) LOGICAL
+* = .TRUE. : the matrix of Schur vectors Z is required;
+* = .FALSE.: Schur vectors are not required.
+*
+* 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 quasi-triangular in
+* rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
+* ILO = 1). SLAHQR works primarily with the Hessenberg
+* submatrix in rows and columns ILO to IHI, but applies
+* transformations to all of H if WANTT is .TRUE..
+* 1 <= ILO <= max(1,IHI); IHI <= N.
+*
+* H (input/output) REAL array, dimension (LDH,N)
+* On entry, the upper Hessenberg matrix H.
+* On exit, if WANTT is .TRUE., H is upper quasi-triangular in
+* rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in
+* standard form. If WANTT is .FALSE., 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 ILO to IHI are stored in the corresponding
+* elements of WR and WI. 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 WANTT is .TRUE., 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).
+*
+* ILOZ (input) INTEGER
+* IHIZ (input) INTEGER
+* Specify the rows of Z to which transformations must be
+* applied if WANTZ is .TRUE..
+* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
+*
+* Z (input/output) REAL array, dimension (LDZ,N)
+* If WANTZ is .TRUE., on entry Z must contain the current
+* matrix Z of transformations accumulated by SHSEQR, and on
+* exit Z has been updated; transformations are applied only to
+* the submatrix Z(ILOZ:IHIZ,ILO:IHI).
+* If WANTZ is .FALSE., Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= max(1,N).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* > 0: SLAHQR failed to compute all the eigenvalues ILO to IHI
+* in a total of 30*(IHI-ILO+1) iterations; if INFO = i,
+* elements i+1:ihi of WR and WI contain those eigenvalues
+* which have been successfully computed.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ZERO, ONE
+ PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
+ REAL DAT1, DAT2
+ PARAMETER ( DAT1 = 0.75E+0, DAT2 = -0.4375E+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, I1, I2, ITN, ITS, J, K, L, M, NH, NR, NZ
+ REAL CS, H00, H10, H11, H12, H21, H22, H33, H33S,
+ $ H43H34, H44, H44S, OVFL, S, SMLNUM, SN, SUM,
+ $ T1, T2, T3, TST1, ULP, UNFL, V1, V2, V3
+* ..
+* .. Local Arrays ..
+ REAL V( 3 ), WORK( 1 )
+* ..
+* .. External Functions ..
+ REAL SLAMCH, SLANHS
+ EXTERNAL SLAMCH, SLANHS
+* ..
+* .. External Subroutines ..
+ EXTERNAL SCOPY, SLABAD, SLANV2, SLARFG, SROT
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( ILO.EQ.IHI ) THEN
+ WR( ILO ) = H( ILO, ILO )
+ WI( ILO ) = ZERO
+ RETURN
+ END IF
+*
+ NH = IHI - ILO + 1
+ NZ = IHIZ - ILOZ + 1
+*
+* Set machine-dependent constants for the stopping criterion.
+* If norm(H) <= sqrt(OVFL), overflow should not occur.
+*
+ UNFL = SLAMCH( 'Safe minimum' )
+ OVFL = ONE / UNFL
+ CALL SLABAD( UNFL, OVFL )
+ ULP = SLAMCH( 'Precision' )
+ SMLNUM = UNFL*( NH / ULP )
+*
+* I1 and I2 are the indices of the first row and last column of H
+* to which transformations must be applied. If eigenvalues only are
+* being computed, I1 and I2 are set inside the main loop.
+*
+ IF( WANTT ) THEN
+ I1 = 1
+ I2 = N
+ END IF
+*
+* ITN is the total number of QR iterations allowed.
+*
+ ITN = 30*NH
+*
+* The main loop begins here. I is the loop index and decreases from
+* IHI to ILO in steps of 1 or 2. Each iteration of the loop works
+* with the active submatrix in rows and columns L to I.
+* Eigenvalues I+1 to IHI have already converged. Either L = ILO or
+* H(L,L-1) is negligible so that the matrix splits.
+*
+ I = IHI
+ 10 CONTINUE
+ L = ILO
+ IF( I.LT.ILO )
+ $ GO TO 150
+*
+* Perform QR iterations on rows and columns ILO to I until a
+* submatrix of order 1 or 2 splits off at the bottom because a
+* subdiagonal element has become negligible.
+*
+ DO 130 ITS = 0, ITN
+*
+* Look for a single small subdiagonal element.
+*
+ DO 20 K = I, L + 1, -1
+ TST1 = ABS( H( K-1, K-1 ) ) + ABS( H( K, K ) )
+ IF( TST1.EQ.ZERO )
+ $ TST1 = SLANHS( '1', I-L+1, H( L, L ), LDH, WORK )
+ IF( ABS( H( K, K-1 ) ).LE.MAX( ULP*TST1, SMLNUM ) )
+ $ GO TO 30
+ 20 CONTINUE
+ 30 CONTINUE
+ L = K
+ IF( L.GT.ILO ) THEN
+*
+* H(L,L-1) is negligible
+*
+ H( L, L-1 ) = ZERO
+ END IF
+*
+* Exit from loop if a submatrix of order 1 or 2 has split off.
+*
+ IF( L.GE.I-1 )
+ $ GO TO 140
+*
+* Now the active submatrix is in rows and columns L to I. If
+* eigenvalues only are being computed, only the active submatrix
+* need be transformed.
+*
+ IF( .NOT.WANTT ) THEN
+ I1 = L
+ I2 = I
+ END IF
+*
+ IF( ITS.EQ.10 .OR. ITS.EQ.20 ) THEN
+*
+* Exceptional shift.
+*
+ S = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
+ H44 = DAT1*S
+ H33 = H44
+ H43H34 = DAT2*S*S
+ ELSE
+*
+* Prepare to use Wilkinson's double shift
+*
+ H44 = H( I, I )
+ H33 = H( I-1, I-1 )
+ H43H34 = H( I, I-1 )*H( I-1, I )
+ END IF
+*
+* Look for two consecutive small subdiagonal elements.
+*
+ DO 40 M = I - 2, L, -1
+*
+* Determine the effect of starting the double-shift QR
+* iteration at row M, and see if this would make H(M,M-1)
+* negligible.
+*
+ H11 = H( M, M )
+ H22 = H( M+1, M+1 )
+ H21 = H( M+1, M )
+ H12 = H( M, M+1 )
+ H44S = H44 - H11
+ H33S = H33 - H11
+ V1 = ( H33S*H44S-H43H34 ) / H21 + H12
+ V2 = H22 - H11 - H33S - H44S
+ V3 = H( M+2, M+1 )
+ S = ABS( V1 ) + ABS( V2 ) + ABS( V3 )
+ V1 = V1 / S
+ V2 = V2 / S
+ V3 = V3 / S
+ V( 1 ) = V1
+ V( 2 ) = V2
+ V( 3 ) = V3
+ IF( M.EQ.L )
+ $ GO TO 50
+ H00 = H( M-1, M-1 )
+ H10 = H( M, M-1 )
+ TST1 = ABS( V1 )*( ABS( H00 )+ABS( H11 )+ABS( H22 ) )
+ IF( ABS( H10 )*( ABS( V2 )+ABS( V3 ) ).LE.ULP*TST1 )
+ $ GO TO 50
+ 40 CONTINUE
+ 50 CONTINUE
+*
+* Double-shift QR step
+*
+ DO 120 K = M, I - 1
+*
+* The first iteration of this loop determines a reflection G
+* from the vector V and applies it from left and right to H,
+* thus creating a nonzero bulge below the subdiagonal.
+*
+* Each subsequent iteration determines a reflection G to
+* restore the Hessenberg form in the (K-1)th column, and thus
+* chases the bulge one step toward the bottom of the active
+* submatrix. NR is the order of G.
+*
+ NR = MIN( 3, I-K+1 )
+ IF( K.GT.M )
+ $ CALL SCOPY( NR, H( K, K-1 ), 1, V, 1 )
+ CALL SLARFG( NR, V( 1 ), V( 2 ), 1, T1 )
+ IF( K.GT.M ) THEN
+ H( K, K-1 ) = V( 1 )
+ H( K+1, K-1 ) = ZERO
+ IF( K.LT.I-1 )
+ $ H( K+2, K-1 ) = ZERO
+ ELSE IF( M.GT.L ) THEN
+ H( K, K-1 ) = -H( K, K-1 )
+ END IF
+ V2 = V( 2 )
+ T2 = T1*V2
+ IF( NR.EQ.3 ) THEN
+ V3 = V( 3 )
+ T3 = T1*V3
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 60 J = K, I2
+ SUM = H( K, J ) + V2*H( K+1, J ) + V3*H( K+2, J )
+ H( K, J ) = H( K, J ) - SUM*T1
+ H( K+1, J ) = H( K+1, J ) - SUM*T2
+ H( K+2, J ) = H( K+2, J ) - SUM*T3
+ 60 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+3,I).
+*
+ DO 70 J = I1, MIN( K+3, I )
+ SUM = H( J, K ) + V2*H( J, K+1 ) + V3*H( J, K+2 )
+ H( J, K ) = H( J, K ) - SUM*T1
+ H( J, K+1 ) = H( J, K+1 ) - SUM*T2
+ H( J, K+2 ) = H( J, K+2 ) - SUM*T3
+ 70 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 80 J = ILOZ, IHIZ
+ SUM = Z( J, K ) + V2*Z( J, K+1 ) + V3*Z( J, K+2 )
+ Z( J, K ) = Z( J, K ) - SUM*T1
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
+ Z( J, K+2 ) = Z( J, K+2 ) - SUM*T3
+ 80 CONTINUE
+ END IF
+ ELSE IF( NR.EQ.2 ) THEN
+*
+* Apply G from the left to transform the rows of the matrix
+* in columns K to I2.
+*
+ DO 90 J = K, I2
+ SUM = H( K, J ) + V2*H( K+1, J )
+ H( K, J ) = H( K, J ) - SUM*T1
+ H( K+1, J ) = H( K+1, J ) - SUM*T2
+ 90 CONTINUE
+*
+* Apply G from the right to transform the columns of the
+* matrix in rows I1 to min(K+3,I).
+*
+ DO 100 J = I1, I
+ SUM = H( J, K ) + V2*H( J, K+1 )
+ H( J, K ) = H( J, K ) - SUM*T1
+ H( J, K+1 ) = H( J, K+1 ) - SUM*T2
+ 100 CONTINUE
+*
+ IF( WANTZ ) THEN
+*
+* Accumulate transformations in the matrix Z
+*
+ DO 110 J = ILOZ, IHIZ
+ SUM = Z( J, K ) + V2*Z( J, K+1 )
+ Z( J, K ) = Z( J, K ) - SUM*T1
+ Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
+ 110 CONTINUE
+ END IF
+ END IF
+ 120 CONTINUE
+*
+ 130 CONTINUE
+*
+* Failure to converge in remaining number of iterations
+*
+ INFO = I
+ RETURN
+*
+ 140 CONTINUE
+*
+ IF( L.EQ.I ) THEN
+*
+* H(I,I-1) is negligible: one eigenvalue has converged.
+*
+ WR( I ) = H( I, I )
+ WI( I ) = ZERO
+ ELSE IF( L.EQ.I-1 ) THEN
+*
+* H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
+*
+* Transform the 2-by-2 submatrix to standard Schur form,
+* and compute and store the eigenvalues.
+*
+ CALL SLANV2( H( I-1, I-1 ), H( I-1, I ), H( I, I-1 ),
+ $ H( I, I ), WR( I-1 ), WI( I-1 ), WR( I ), WI( I ),
+ $ CS, SN )
+*
+ IF( WANTT ) THEN
+*
+* Apply the transformation to the rest of H.
+*
+ IF( I2.GT.I )
+ $ CALL SROT( I2-I, H( I-1, I+1 ), LDH, H( I, I+1 ), LDH,
+ $ CS, SN )
+ CALL SROT( I-I1-1, H( I1, I-1 ), 1, H( I1, I ), 1, CS, SN )
+ END IF
+ IF( WANTZ ) THEN
+*
+* Apply the transformation to Z.
+*
+ CALL SROT( NZ, Z( ILOZ, I-1 ), 1, Z( ILOZ, I ), 1, CS, SN )
+ END IF
+ END IF
+*
+* Decrement number of remaining iterations, and return to start of
+* the main loop with new value of I.
+*
+ ITN = ITN - ITS
+ I = L - 1
+ GO TO 10
+*
+ 150 CONTINUE
+ RETURN
+*
+* End of SLAHQR
+*
+ END
diff -rupN arpack-ng-3.1.5/SRC/sneupd.f arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/sneupd.f
--- arpack-ng-3.1.5/SRC/sneupd.f 2014-02-14 16:25:43.000000000 +0530
+++ arpack-ng-cbb0bf599d53ea0ef5a5056f833dd04b2fae6b63/SRC/sneupd.f 2014-09-15 04:10:16.000000000 +0530
@@ -181,7 +181,7 @@ c Error flag on output.
c
c = 0: Normal exit.
c
-c = 1: The Schur form computed by LAPACK routine slahqr
+c = 1: The Schur form computed by LAPACK routine slahqr2
c could not be reordered by LAPACK routine strsen.
c Re-enter subroutine sneupd with IPARAM(5)=NCV and
c increase the size of the arrays DR and DI to have
@@ -197,7 +197,7 @@ c = -5: WHICH must be one of 'L
c = -6: BMAT must be one of 'I' or 'G'.
c = -7: Length of private work WORKL array is not sufficient.
c = -8: Error return from calculation of a real Schur form.
-c Informational error from LAPACK routine slahqr.
+c Informational error from LAPACK routine slahqr2.
c = -9: Error return from calculation of eigenvectors.
c Informational error from LAPACK routine strevc.
c = -10: IPARAM(7) must be 1,2,3,4.
@@ -232,7 +232,7 @@ c svout ARPACK utility routine tha
c sgeqr2 LAPACK routine that computes the QR factorization of
c a matrix.
c slacpy LAPACK matrix copy routine.
-c slahqr LAPACK routine to compute the real Schur form of an
+c slahqr2 LAPACK routine to compute the real Schur form of an
c upper Hessenberg matrix.
c slamch LAPACK routine that determines machine constants.
c slapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
@@ -364,7 +364,7 @@ c | External Subroutines |
c %----------------------%
c
external scopy , sger , sgeqr2, slacpy,
- & slahqr, slaset, smout , sorm2r,
+ & slahqr2, slaset, smout , sorm2r,
& strevc, strmm , strsen, sscal ,
& svout , ivout
c
@@ -613,7 +613,7 @@ c
end if
c
c %-----------------------------------------------------------%
-c | Call LAPACK routine slahqr to compute the real Schur form |
+c | Call LAPACK routine slahqr2 to compute the real Schur form |
c | of the upper Hessenberg matrix returned by SNAUPD. |
c | Make a copy of the upper Hessenberg matrix. |
c | Initialize the Schur vector matrix Q to the identity. |
@@ -623,7 +623,7 @@ c
call slaset('All', ncv, ncv,
& zero , one, workl(invsub),
& ldq)
- call slahqr(.true., .true. , ncv,
+ call slahqr2(.true., .true. , ncv,
& 1 , ncv , workl(iuptri),
& ldh , workl(iheigr), workl(iheigi),
& 1 , ncv , workl(invsub),