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/* ../SRC/dsapps.f -- translated by f2c (version 20061008).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#include "f2c.h"
/* Common Block Declarations */
struct {
integer logfil, ndigit, mgetv0, msaupd, msaup2, msaitr, mseigt, msapps,
msgets, mseupd, mnaupd, mnaup2, mnaitr, mneigh, mnapps, mngets,
mneupd, mcaupd, mcaup2, mcaitr, mceigh, mcapps, mcgets, mceupd;
} debug_;
#define debug_1 debug_
struct {
integer nopx, nbx, nrorth, nitref, nrstrt;
real tsaupd, tsaup2, tsaitr, tseigt, tsgets, tsapps, tsconv, tnaupd,
tnaup2, tnaitr, tneigh, tngets, tnapps, tnconv, tcaupd, tcaup2,
tcaitr, tceigh, tcgets, tcapps, tcconv, tmvopx, tmvbx, tgetv0,
titref, trvec;
} timing_;
#define timing_1 timing_
/* Table of constant values */
static doublereal c_b4 = 0.;
static doublereal c_b5 = 1.;
static integer c__1 = 1;
static doublereal c_b20 = -1.;
/* ----------------------------------------------------------------------- */
/* \BeginDoc */
/* \Name: dsapps */
/* \Description: */
/* Given the Arnoldi factorization */
/* A*V_{k} - V_{k}*H_{k} = r_{k+p}*e_{k+p}^T, */
/* apply NP shifts implicitly resulting in */
/* A*(V_{k}*Q) - (V_{k}*Q)*(Q^T* H_{k}*Q) = r_{k+p}*e_{k+p}^T * Q */
/* where Q is an orthogonal matrix of order KEV+NP. Q is the product of */
/* rotations resulting from the NP bulge chasing sweeps. The updated Arnoldi */
/* factorization becomes: */
/* A*VNEW_{k} - VNEW_{k}*HNEW_{k} = rnew_{k}*e_{k}^T. */
/* \Usage: */
/* call dsapps */
/* ( N, KEV, NP, SHIFT, V, LDV, H, LDH, RESID, Q, LDQ, WORKD ) */
/* \Arguments */
/* N Integer. (INPUT) */
/* Problem size, i.e. dimension of matrix A. */
/* KEV Integer. (INPUT) */
/* INPUT: KEV+NP is the size of the input matrix H. */
/* OUTPUT: KEV is the size of the updated matrix HNEW. */
/* NP Integer. (INPUT) */
/* Number of implicit shifts to be applied. */
/* SHIFT Double precision array of length NP. (INPUT) */
/* The shifts to be applied. */
/* V Double precision N by (KEV+NP) array. (INPUT/OUTPUT) */
/* INPUT: V contains the current KEV+NP Arnoldi vectors. */
/* OUTPUT: VNEW = V(1:n,1:KEV); the updated Arnoldi vectors */
/* are in the first KEV columns of V. */
/* LDV Integer. (INPUT) */
/* Leading dimension of V exactly as declared in the calling */
/* program. */
/* H Double precision (KEV+NP) by 2 array. (INPUT/OUTPUT) */
/* INPUT: H contains the symmetric tridiagonal matrix of the */
/* Arnoldi factorization with the subdiagonal in the 1st column */
/* starting at H(2,1) and the main diagonal in the 2nd column. */
/* OUTPUT: H contains the updated tridiagonal matrix in the */
/* KEV leading submatrix. */
/* LDH Integer. (INPUT) */
/* Leading dimension of H exactly as declared in the calling */
/* program. */
/* RESID Double precision array of length (N). (INPUT/OUTPUT) */
/* INPUT: RESID contains the the residual vector r_{k+p}. */
/* OUTPUT: RESID is the updated residual vector rnew_{k}. */
/* Q Double precision KEV+NP by KEV+NP work array. (WORKSPACE) */
/* Work array used to accumulate the rotations during the bulge */
/* chase sweep. */
/* LDQ Integer. (INPUT) */
/* Leading dimension of Q exactly as declared in the calling */
/* program. */
/* WORKD Double precision work array of length 2*N. (WORKSPACE) */
/* Distributed array used in the application of the accumulated */
/* orthogonal matrix Q. */
/* \EndDoc */
/* ----------------------------------------------------------------------- */
/* \BeginLib */
/* \Local variables: */
/* xxxxxx real */
/* \References: */
/* 1. D.C. Sorensen, "Implicit Application of Polynomial Filters in */
/* a k-Step Arnoldi Method", SIAM J. Matr. Anal. Apps., 13 (1992), */
/* pp 357-385. */
/* 2. R.B. Lehoucq, "Analysis and Implementation of an Implicitly */
/* Restarted Arnoldi Iteration", Rice University Technical Report */
/* TR95-13, Department of Computational and Applied Mathematics. */
/* \Routines called: */
/* ivout ARPACK utility routine that prints integers. */
/* second ARPACK utility routine for timing. */
/* dvout ARPACK utility routine that prints vectors. */
/* dlamch LAPACK routine that determines machine constants. */
/* dlartg LAPACK Givens rotation construction routine. */
/* dlacpy LAPACK matrix copy routine. */
/* dlaset LAPACK matrix initialization routine. */
/* dgemv Level 2 BLAS routine for matrix vector multiplication. */
/* daxpy Level 1 BLAS that computes a vector triad. */
/* dcopy Level 1 BLAS that copies one vector to another. */
/* dscal Level 1 BLAS that scales a vector. */
/* \Author */
/* Danny Sorensen Phuong Vu */
/* Richard Lehoucq CRPC / Rice University */
/* Dept. of Computational & Houston, Texas */
/* Applied Mathematics */
/* Rice University */
/* Houston, Texas */
/* \Revision history: */
/* 12/16/93: Version ' 2.1' */
/* \SCCS Information: @(#) */
/* FILE: sapps.F SID: 2.5 DATE OF SID: 4/19/96 RELEASE: 2 */
/* \Remarks */
/* 1. In this version, each shift is applied to all the subblocks of */
/* the tridiagonal matrix H and not just to the submatrix that it */
/* comes from. This routine assumes that the subdiagonal elements */
/* of H that are stored in h(1:kev+np,1) are nonegative upon input */
/* and enforce this condition upon output. This version incorporates */
/* deflation. See code for documentation. */
/* \EndLib */
/* ----------------------------------------------------------------------- */
/* Subroutine */ int dsapps_(integer *n, integer *kev, integer *np,
doublereal *shift, doublereal *v, integer *ldv, doublereal *h__,
integer *ldh, doublereal *resid, doublereal *q, integer *ldq,
doublereal *workd)
{
/* Initialized data */
static logical first = TRUE_;
/* System generated locals */
integer h_dim1, h_offset, q_dim1, q_offset, v_dim1, v_offset, i__1, i__2,
i__3, i__4;
doublereal d__1, d__2;
/* Local variables */
static doublereal c__, f, g;
static integer i__, j;
static doublereal r__, s, a1, a2, a3, a4;
static real t0, t1;
static integer jj;
static doublereal big;
static integer iend, itop;
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
integer *), dgemv_(char *, integer *, integer *, doublereal *,
doublereal *, integer *, doublereal *, integer *, doublereal *,
doublereal *, integer *, ftnlen), dcopy_(integer *, doublereal *,
integer *, doublereal *, integer *), daxpy_(integer *, doublereal
*, doublereal *, integer *, doublereal *, integer *), dvout_(
integer *, integer *, doublereal *, integer *, char *, ftnlen),
ivout_(integer *, integer *, integer *, integer *, char *, ftnlen)
;
extern doublereal dlamch_(char *, ftnlen);
extern /* Subroutine */ int second_(real *);
static doublereal epsmch;
static integer istart, kplusp, msglvl;
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *, ftnlen),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), dlaset_(char *, integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *, ftnlen);
/* %----------------------------------------------------% */
/* | Include files for debugging and timing information | */
/* %----------------------------------------------------% */
/* \SCCS Information: @(#) */
/* FILE: debug.h SID: 2.3 DATE OF SID: 11/16/95 RELEASE: 2 */
/* %---------------------------------% */
/* | See debug.doc for documentation | */
/* %---------------------------------% */
/* %------------------% */
/* | Scalar Arguments | */
/* %------------------% */
/* %--------------------------------% */
/* | See stat.doc for documentation | */
/* %--------------------------------% */
/* \SCCS Information: @(#) */
/* FILE: stat.h SID: 2.2 DATE OF SID: 11/16/95 RELEASE: 2 */
/* %-----------------% */
/* | Array Arguments | */
/* %-----------------% */
/* %------------% */
/* | Parameters | */
/* %------------% */
/* %---------------% */
/* | Local Scalars | */
/* %---------------% */
/* %----------------------% */
/* | External Subroutines | */
/* %----------------------% */
/* %--------------------% */
/* | External Functions | */
/* %--------------------% */
/* %----------------------% */
/* | Intrinsics Functions | */
/* %----------------------% */
/* %----------------% */
/* | Data statments | */
/* %----------------% */
/* Parameter adjustments */
--workd;
--resid;
--shift;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
/* Function Body */
/* %-----------------------% */
/* | Executable Statements | */
/* %-----------------------% */
if (first) {
epsmch = dlamch_("Epsilon-Machine", (ftnlen)15);
first = FALSE_;
}
itop = 1;
/* %-------------------------------% */
/* | Initialize timing statistics | */
/* | & message level for debugging | */
/* %-------------------------------% */
second_(&t0);
msglvl = debug_1.msapps;
kplusp = *kev + *np;
/* %----------------------------------------------% */
/* | Initialize Q to the identity matrix of order | */
/* | kplusp used to accumulate the rotations. | */
/* %----------------------------------------------% */
dlaset_("All", &kplusp, &kplusp, &c_b4, &c_b5, &q[q_offset], ldq, (ftnlen)
3);
/* %----------------------------------------------% */
/* | Quick return if there are no shifts to apply | */
/* %----------------------------------------------% */
if (*np == 0) {
goto L9000;
}
/* %----------------------------------------------------------% */
/* | Apply the np shifts implicitly. Apply each shift to the | */
/* | whole matrix and not just to the submatrix from which it | */
/* | comes. | */
/* %----------------------------------------------------------% */
i__1 = *np;
for (jj = 1; jj <= i__1; ++jj) {
istart = itop;
/* %----------------------------------------------------------% */
/* | Check for splitting and deflation. Currently we consider | */
/* | an off-diagonal element h(i+1,1) negligible if | */
/* | h(i+1,1) .le. epsmch*( |h(i,2)| + |h(i+1,2)| ) | */
/* | for i=1:KEV+NP-1. | */
/* | If above condition tests true then we set h(i+1,1) = 0. | */
/* | Note that h(1:KEV+NP,1) are assumed to be non negative. | */
/* %----------------------------------------------------------% */
L20:
/* %------------------------------------------------% */
/* | The following loop exits early if we encounter | */
/* | a negligible off diagonal element. | */
/* %------------------------------------------------% */
i__2 = kplusp - 1;
for (i__ = istart; i__ <= i__2; ++i__) {
big = (d__1 = h__[i__ + (h_dim1 << 1)], abs(d__1)) + (d__2 = h__[
i__ + 1 + (h_dim1 << 1)], abs(d__2));
if (h__[i__ + 1 + h_dim1] <= epsmch * big) {
if (msglvl > 0) {
ivout_(&debug_1.logfil, &c__1, &i__, &debug_1.ndigit,
"_sapps: deflation at row/column no.", (ftnlen)35)
;
ivout_(&debug_1.logfil, &c__1, &jj, &debug_1.ndigit,
"_sapps: occured before shift number.", (ftnlen)
36);
dvout_(&debug_1.logfil, &c__1, &h__[i__ + 1 + h_dim1], &
debug_1.ndigit, "_sapps: the corresponding off d"
"iagonal element", (ftnlen)46);
}
h__[i__ + 1 + h_dim1] = 0.;
iend = i__;
goto L40;
}
/* L30: */
}
iend = kplusp;
L40:
if (istart < iend) {
/* %--------------------------------------------------------% */
/* | Construct the plane rotation G'(istart,istart+1,theta) | */
/* | that attempts to drive h(istart+1,1) to zero. | */
/* %--------------------------------------------------------% */
f = h__[istart + (h_dim1 << 1)] - shift[jj];
g = h__[istart + 1 + h_dim1];
dlartg_(&f, &g, &c__, &s, &r__);
/* %-------------------------------------------------------% */
/* | Apply rotation to the left and right of H; | */
/* | H <- G' * H * G, where G = G(istart,istart+1,theta). | */
/* | This will create a "bulge". | */
/* %-------------------------------------------------------% */
a1 = c__ * h__[istart + (h_dim1 << 1)] + s * h__[istart + 1 +
h_dim1];
a2 = c__ * h__[istart + 1 + h_dim1] + s * h__[istart + 1 + (
h_dim1 << 1)];
a4 = c__ * h__[istart + 1 + (h_dim1 << 1)] - s * h__[istart + 1 +
h_dim1];
a3 = c__ * h__[istart + 1 + h_dim1] - s * h__[istart + (h_dim1 <<
1)];
h__[istart + (h_dim1 << 1)] = c__ * a1 + s * a2;
h__[istart + 1 + (h_dim1 << 1)] = c__ * a4 - s * a3;
h__[istart + 1 + h_dim1] = c__ * a3 + s * a4;
/* %----------------------------------------------------% */
/* | Accumulate the rotation in the matrix Q; Q <- Q*G | */
/* %----------------------------------------------------% */
/* Computing MIN */
i__3 = istart + jj;
i__2 = min(i__3,kplusp);
for (j = 1; j <= i__2; ++j) {
a1 = c__ * q[j + istart * q_dim1] + s * q[j + (istart + 1) *
q_dim1];
q[j + (istart + 1) * q_dim1] = -s * q[j + istart * q_dim1] +
c__ * q[j + (istart + 1) * q_dim1];
q[j + istart * q_dim1] = a1;
/* L60: */
}
/* %----------------------------------------------% */
/* | The following loop chases the bulge created. | */
/* | Note that the previous rotation may also be | */
/* | done within the following loop. But it is | */
/* | kept separate to make the distinction among | */
/* | the bulge chasing sweeps and the first plane | */
/* | rotation designed to drive h(istart+1,1) to | */
/* | zero. | */
/* %----------------------------------------------% */
i__2 = iend - 1;
for (i__ = istart + 1; i__ <= i__2; ++i__) {
/* %----------------------------------------------% */
/* | Construct the plane rotation G'(i,i+1,theta) | */
/* | that zeros the i-th bulge that was created | */
/* | by G(i-1,i,theta). g represents the bulge. | */
/* %----------------------------------------------% */
f = h__[i__ + h_dim1];
g = s * h__[i__ + 1 + h_dim1];
/* %----------------------------------% */
/* | Final update with G(i-1,i,theta) | */
/* %----------------------------------% */
h__[i__ + 1 + h_dim1] = c__ * h__[i__ + 1 + h_dim1];
dlartg_(&f, &g, &c__, &s, &r__);
/* %-------------------------------------------% */
/* | The following ensures that h(1:iend-1,1), | */
/* | the first iend-2 off diagonal of elements | */
/* | H, remain non negative. | */
/* %-------------------------------------------% */
if (r__ < 0.) {
r__ = -r__;
c__ = -c__;
s = -s;
}
/* %--------------------------------------------% */
/* | Apply rotation to the left and right of H; | */
/* | H <- G * H * G', where G = G(i,i+1,theta) | */
/* %--------------------------------------------% */
h__[i__ + h_dim1] = r__;
a1 = c__ * h__[i__ + (h_dim1 << 1)] + s * h__[i__ + 1 +
h_dim1];
a2 = c__ * h__[i__ + 1 + h_dim1] + s * h__[i__ + 1 + (h_dim1
<< 1)];
a3 = c__ * h__[i__ + 1 + h_dim1] - s * h__[i__ + (h_dim1 << 1)
];
a4 = c__ * h__[i__ + 1 + (h_dim1 << 1)] - s * h__[i__ + 1 +
h_dim1];
h__[i__ + (h_dim1 << 1)] = c__ * a1 + s * a2;
h__[i__ + 1 + (h_dim1 << 1)] = c__ * a4 - s * a3;
h__[i__ + 1 + h_dim1] = c__ * a3 + s * a4;
/* %----------------------------------------------------% */
/* | Accumulate the rotation in the matrix Q; Q <- Q*G | */
/* %----------------------------------------------------% */
/* Computing MIN */
i__4 = j + jj;
i__3 = min(i__4,kplusp);
for (j = 1; j <= i__3; ++j) {
a1 = c__ * q[j + i__ * q_dim1] + s * q[j + (i__ + 1) *
q_dim1];
q[j + (i__ + 1) * q_dim1] = -s * q[j + i__ * q_dim1] +
c__ * q[j + (i__ + 1) * q_dim1];
q[j + i__ * q_dim1] = a1;
/* L50: */
}
/* L70: */
}
}
/* %--------------------------% */
/* | Update the block pointer | */
/* %--------------------------% */
istart = iend + 1;
/* %------------------------------------------% */
/* | Make sure that h(iend,1) is non-negative | */
/* | If not then set h(iend,1) <-- -h(iend,1) | */
/* | and negate the last column of Q. | */
/* | We have effectively carried out a | */
/* | similarity on transformation H | */
/* %------------------------------------------% */
if (h__[iend + h_dim1] < 0.) {
h__[iend + h_dim1] = -h__[iend + h_dim1];
dscal_(&kplusp, &c_b20, &q[iend * q_dim1 + 1], &c__1);
}
/* %--------------------------------------------------------% */
/* | Apply the same shift to the next block if there is any | */
/* %--------------------------------------------------------% */
if (iend < kplusp) {
goto L20;
}
/* %-----------------------------------------------------% */
/* | Check if we can increase the the start of the block | */
/* %-----------------------------------------------------% */
i__2 = kplusp - 1;
for (i__ = itop; i__ <= i__2; ++i__) {
if (h__[i__ + 1 + h_dim1] > 0.) {
goto L90;
}
++itop;
/* L80: */
}
/* %-----------------------------------% */
/* | Finished applying the jj-th shift | */
/* %-----------------------------------% */
L90:
;
}
/* %------------------------------------------% */
/* | All shifts have been applied. Check for | */
/* | more possible deflation that might occur | */
/* | after the last shift is applied. | */
/* %------------------------------------------% */
i__1 = kplusp - 1;
for (i__ = itop; i__ <= i__1; ++i__) {
big = (d__1 = h__[i__ + (h_dim1 << 1)], abs(d__1)) + (d__2 = h__[i__
+ 1 + (h_dim1 << 1)], abs(d__2));
if (h__[i__ + 1 + h_dim1] <= epsmch * big) {
if (msglvl > 0) {
ivout_(&debug_1.logfil, &c__1, &i__, &debug_1.ndigit, "_sapp"
"s: deflation at row/column no.", (ftnlen)35);
dvout_(&debug_1.logfil, &c__1, &h__[i__ + 1 + h_dim1], &
debug_1.ndigit, "_sapps: the corresponding off diago"
"nal element", (ftnlen)46);
}
h__[i__ + 1 + h_dim1] = 0.;
}
/* L100: */
}
/* %-------------------------------------------------% */
/* | Compute the (kev+1)-st column of (V*Q) and | */
/* | temporarily store the result in WORKD(N+1:2*N). | */
/* | This is not necessary if h(kev+1,1) = 0. | */
/* %-------------------------------------------------% */
if (h__[*kev + 1 + h_dim1] > 0.) {
dgemv_("N", n, &kplusp, &c_b5, &v[v_offset], ldv, &q[(*kev + 1) *
q_dim1 + 1], &c__1, &c_b4, &workd[*n + 1], &c__1, (ftnlen)1);
}
/* %-------------------------------------------------------% */
/* | Compute column 1 to kev of (V*Q) in backward order | */
/* | taking advantage that Q is an upper triangular matrix | */
/* | with lower bandwidth np. | */
/* | Place results in v(:,kplusp-kev:kplusp) temporarily. | */
/* %-------------------------------------------------------% */
i__1 = *kev;
for (i__ = 1; i__ <= i__1; ++i__) {
i__2 = kplusp - i__ + 1;
dgemv_("N", n, &i__2, &c_b5, &v[v_offset], ldv, &q[(*kev - i__ + 1) *
q_dim1 + 1], &c__1, &c_b4, &workd[1], &c__1, (ftnlen)1);
dcopy_(n, &workd[1], &c__1, &v[(kplusp - i__ + 1) * v_dim1 + 1], &
c__1);
/* L130: */
}
/* %-------------------------------------------------% */
/* | Move v(:,kplusp-kev+1:kplusp) into v(:,1:kev). | */
/* %-------------------------------------------------% */
dlacpy_("All", n, kev, &v[(*np + 1) * v_dim1 + 1], ldv, &v[v_offset], ldv,
(ftnlen)3);
/* %--------------------------------------------% */
/* | Copy the (kev+1)-st column of (V*Q) in the | */
/* | appropriate place if h(kev+1,1) .ne. zero. | */
/* %--------------------------------------------% */
if (h__[*kev + 1 + h_dim1] > 0.) {
dcopy_(n, &workd[*n + 1], &c__1, &v[(*kev + 1) * v_dim1 + 1], &c__1);
}
/* %-------------------------------------% */
/* | Update the residual vector: | */
/* | r <- sigmak*r + betak*v(:,kev+1) | */
/* | where | */
/* | sigmak = (e_{kev+p}'*Q)*e_{kev} | */
/* | betak = e_{kev+1}'*H*e_{kev} | */
/* %-------------------------------------% */
dscal_(n, &q[kplusp + *kev * q_dim1], &resid[1], &c__1);
if (h__[*kev + 1 + h_dim1] > 0.) {
daxpy_(n, &h__[*kev + 1 + h_dim1], &v[(*kev + 1) * v_dim1 + 1], &c__1,
&resid[1], &c__1);
}
if (msglvl > 1) {
dvout_(&debug_1.logfil, &c__1, &q[kplusp + *kev * q_dim1], &
debug_1.ndigit, "_sapps: sigmak of the updated residual vect"
"or", (ftnlen)45);
dvout_(&debug_1.logfil, &c__1, &h__[*kev + 1 + h_dim1], &
debug_1.ndigit, "_sapps: betak of the updated residual vector"
, (ftnlen)44);
dvout_(&debug_1.logfil, kev, &h__[(h_dim1 << 1) + 1], &debug_1.ndigit,
"_sapps: updated main diagonal of H for next iteration", (
ftnlen)53);
if (*kev > 1) {
i__1 = *kev - 1;
dvout_(&debug_1.logfil, &i__1, &h__[h_dim1 + 2], &debug_1.ndigit,
"_sapps: updated sub diagonal of H for next iteration", (
ftnlen)52);
}
}
second_(&t1);
timing_1.tsapps += t1 - t0;
L9000:
return 0;
/* %---------------% */
/* | End of dsapps | */
/* %---------------% */
} /* dsapps_ */
|