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// Copyright ©2016 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package gonum
import (
"math"
"gonum.org/v1/gonum/blas"
"gonum.org/v1/gonum/blas/blas64"
)
// Dlaqr5 performs a single small-bulge multi-shift QR sweep on an isolated
// block of a Hessenberg matrix.
//
// wantt and wantz determine whether the quasi-triangular Schur factor and the
// orthogonal Schur factor, respectively, will be computed.
//
// kacc22 specifies the computation mode of far-from-diagonal orthogonal
// updates. Permitted values are:
//
// 0: Dlaqr5 will not accumulate reflections and will not use matrix-matrix
// multiply to update far-from-diagonal matrix entries.
// 1: Dlaqr5 will accumulate reflections and use matrix-matrix multiply to
// update far-from-diagonal matrix entries.
// 2: Same as kacc22=1. This option used to enable exploiting the 2×2 structure
// during matrix multiplications, but this is no longer supported.
//
// For other values of kacc2 Dlaqr5 will panic.
//
// n is the order of the Hessenberg matrix H.
//
// ktop and kbot are indices of the first and last row and column of an isolated
// diagonal block upon which the QR sweep will be applied. It must hold that
//
// ktop == 0, or 0 < ktop <= n-1 and H[ktop, ktop-1] == 0, and
// kbot == n-1, or 0 <= kbot < n-1 and H[kbot+1, kbot] == 0,
//
// otherwise Dlaqr5 will panic.
//
// nshfts is the number of simultaneous shifts. It must be positive and even,
// otherwise Dlaqr5 will panic.
//
// sr and si contain the real and imaginary parts, respectively, of the shifts
// of origin that define the multi-shift QR sweep. On return both slices may be
// reordered by Dlaqr5. Their length must be equal to nshfts, otherwise Dlaqr5
// will panic.
//
// h and ldh represent the Hessenberg matrix H of size n×n. On return
// multi-shift QR sweep with shifts sr+i*si has been applied to the isolated
// diagonal block in rows and columns ktop through kbot, inclusive.
//
// iloz and ihiz specify the rows of Z to which transformations will be applied
// if wantz is true. It must hold that 0 <= iloz <= ihiz < n, otherwise Dlaqr5
// will panic.
//
// z and ldz represent the matrix Z of size n×n. If wantz is true, the QR sweep
// orthogonal similarity transformation is accumulated into
// z[iloz:ihiz,iloz:ihiz] from the right, otherwise z not referenced.
//
// v and ldv represent an auxiliary matrix V of size (nshfts/2)×3. Note that V
// is transposed with respect to the reference netlib implementation.
//
// u and ldu represent an auxiliary matrix of size (2*nshfts)×(2*nshfts).
//
// wh and ldwh represent an auxiliary matrix of size (2*nshfts-1)×nh.
//
// wv and ldwv represent an auxiliary matrix of size nv×(2*nshfts-1).
//
// Dlaqr5 is an internal routine. It is exported for testing purposes.
func (impl Implementation) Dlaqr5(wantt, wantz bool, kacc22 int, n, ktop, kbot, nshfts int, sr, si []float64, h []float64, ldh int, iloz, ihiz int, z []float64, ldz int, v []float64, ldv int, u []float64, ldu int, nv int, wv []float64, ldwv int, nh int, wh []float64, ldwh int) {
switch {
case kacc22 != 0 && kacc22 != 1 && kacc22 != 2:
panic(badKacc22)
case n < 0:
panic(nLT0)
case ktop < 0 || n <= ktop:
panic(badKtop)
case kbot < 0 || n <= kbot:
panic(badKbot)
case nshfts < 0:
panic(nshftsLT0)
case nshfts&0x1 != 0:
panic(nshftsOdd)
case len(sr) != nshfts:
panic(badLenSr)
case len(si) != nshfts:
panic(badLenSi)
case ldh < max(1, n):
panic(badLdH)
case len(h) < (n-1)*ldh+n:
panic(shortH)
case wantz && ihiz >= n:
panic(badIhiz)
case wantz && iloz < 0 || ihiz < iloz:
panic(badIloz)
case ldz < 1, wantz && ldz < n:
panic(badLdZ)
case wantz && len(z) < (n-1)*ldz+n:
panic(shortZ)
case ldv < 3:
// V is transposed w.r.t. reference lapack.
panic(badLdV)
case len(v) < (nshfts/2-1)*ldv+3:
panic(shortV)
case ldu < max(1, 2*nshfts):
panic(badLdU)
case len(u) < (2*nshfts-1)*ldu+2*nshfts:
panic(shortU)
case nv < 0:
panic(nvLT0)
case ldwv < max(1, 2*nshfts):
panic(badLdWV)
case len(wv) < (nv-1)*ldwv+2*nshfts:
panic(shortWV)
case nh < 0:
panic(nhLT0)
case ldwh < max(1, nh):
panic(badLdWH)
case len(wh) < (2*nshfts-1)*ldwh+nh:
panic(shortWH)
case ktop > 0 && h[ktop*ldh+ktop-1] != 0:
panic(notIsolated)
case kbot < n-1 && h[(kbot+1)*ldh+kbot] != 0:
panic(notIsolated)
}
// If there are no shifts, then there is nothing to do.
if nshfts < 2 {
return
}
// If the active block is empty or 1×1, then there is nothing to do.
if ktop >= kbot {
return
}
// Shuffle shifts into pairs of real shifts and pairs of complex
// conjugate shifts assuming complex conjugate shifts are already
// adjacent to one another.
for i := 0; i < nshfts-2; i += 2 {
if si[i] == -si[i+1] {
continue
}
sr[i], sr[i+1], sr[i+2] = sr[i+1], sr[i+2], sr[i]
si[i], si[i+1], si[i+2] = si[i+1], si[i+2], si[i]
}
// Note: lapack says that nshfts must be even but allows it to be odd
// anyway. We panic above if nshfts is not even, so reducing it by one
// is unnecessary. The only caller Dlaqr04 uses only even nshfts.
//
// The original comment and code from lapack-3.6.0/SRC/dlaqr5.f:341:
// * ==== NSHFTS is supposed to be even, but if it is odd,
// * . then simply reduce it by one. The shuffle above
// * . ensures that the dropped shift is real and that
// * . the remaining shifts are paired. ====
// *
// NS = NSHFTS - MOD( NSHFTS, 2 )
ns := nshfts
safmin := dlamchS
ulp := dlamchP
smlnum := safmin * float64(n) / ulp
// Use accumulated reflections to update far-from-diagonal entries?
accum := kacc22 == 1 || kacc22 == 2
// Clear trash.
if ktop+2 <= kbot {
h[(ktop+2)*ldh+ktop] = 0
}
// nbmps = number of 2-shift bulges in the chain.
nbmps := ns / 2
// kdu = width of slab.
kdu := 4 * nbmps
// Create and chase chains of nbmps bulges.
for incol := ktop - 2*nbmps + 1; incol <= kbot-2; incol += 2 * nbmps {
// jtop is an index from which updates from the right start.
var jtop int
switch {
case accum:
jtop = max(ktop, incol)
case wantt:
default:
jtop = ktop
}
ndcol := incol + kdu
if accum {
impl.Dlaset(blas.All, kdu, kdu, 0, 1, u, ldu)
}
// Near-the-diagonal bulge chase. The following loop performs
// the near-the-diagonal part of a small bulge multi-shift QR
// sweep. Each 4*nbmps column diagonal chunk extends from
// column incol to column ndcol (including both column incol and
// column ndcol). The following loop chases a 2*nbmps+1 column
// long chain of nbmps bulges 2*nbmps columns to the right.
// (incol may be less than ktop and ndcol may be greater than
// kbot indicating phantom columns from which to chase bulges
// before they are actually introduced or to which to chase
// bulges beyond column kbot.)
for krcol := incol; krcol <= min(incol+2*nbmps-1, kbot-2); krcol++ {
// Bulges number mtop to mbot are active double implicit
// shift bulges. There may or may not also be small 2×2
// bulge, if there is room. The inactive bulges (if any)
// must wait until the active bulges have moved down the
// diagonal to make room. The phantom matrix paradigm
// described above helps keep track.
mtop := max(0, (ktop-krcol)/2)
mbot := min(nbmps, (kbot-krcol-1)/2) - 1
m22 := mbot + 1
bmp22 := (mbot < nbmps-1) && (krcol+2*m22 == kbot-2)
// Generate reflections to chase the chain right one column.
// The minimum value of k is ktop-1.
if bmp22 {
// Special case: 2×2 reflection at bottom treated separately.
k := krcol + 2*m22
if k == ktop-1 {
impl.Dlaqr1(2, h[(k+1)*ldh+k+1:], ldh,
sr[2*m22], si[2*m22], sr[2*m22+1], si[2*m22+1],
v[m22*ldv:m22*ldv+2])
beta := v[m22*ldv]
_, v[m22*ldv] = impl.Dlarfg(2, beta, v[m22*ldv+1:m22*ldv+2], 1)
} else {
beta := h[(k+1)*ldh+k]
v[m22*ldv+1] = h[(k+2)*ldh+k]
beta, v[m22*ldv] = impl.Dlarfg(2, beta, v[m22*ldv+1:m22*ldv+2], 1)
h[(k+1)*ldh+k] = beta
h[(k+2)*ldh+k] = 0
}
// Perform update from right within computational window.
t1 := v[m22*ldv]
t2 := t1 * v[m22*ldv+1]
for j := jtop; j <= min(kbot, k+3); j++ {
refsum := h[j*ldh+k+1] + v[m22*ldv+1]*h[j*ldh+k+2]
h[j*ldh+k+1] -= refsum * t1
h[j*ldh+k+2] -= refsum * t2
}
// Perform update from left within computational window.
var jbot int
switch {
case accum:
jbot = min(ndcol, kbot)
case wantt:
jbot = n - 1
default:
jbot = kbot
}
t1 = v[m22*ldv]
t2 = t1 * v[m22*ldv+1]
for j := k + 1; j <= jbot; j++ {
refsum := h[(k+1)*ldh+j] + v[m22*ldv+1]*h[(k+2)*ldh+j]
h[(k+1)*ldh+j] -= refsum * t1
h[(k+2)*ldh+j] -= refsum * t2
}
// The following convergence test requires that the traditional
// 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 k >= ktop && h[(k+1)*ldh+k] != 0 {
tst1 := math.Abs(h[k*ldh+k]) + math.Abs(h[(k+1)*ldh+k+1])
if tst1 == 0 {
if k >= ktop+1 {
tst1 += math.Abs(h[k*ldh+k-1])
}
if k >= ktop+2 {
tst1 += math.Abs(h[k*ldh+k-2])
}
if k >= ktop+3 {
tst1 += math.Abs(h[k*ldh+k-3])
}
if k <= kbot-2 {
tst1 += math.Abs(h[(k+2)*ldh+k+1])
}
if k <= kbot-3 {
tst1 += math.Abs(h[(k+3)*ldh+k+1])
}
if k <= kbot-4 {
tst1 += math.Abs(h[(k+4)*ldh+k+1])
}
}
if math.Abs(h[(k+1)*ldh+k]) <= math.Max(smlnum, ulp*tst1) {
h12 := math.Max(math.Abs(h[(k+1)*ldh+k]), math.Abs(h[k*ldh+k+1]))
h21 := math.Min(math.Abs(h[(k+1)*ldh+k]), math.Abs(h[k*ldh+k+1]))
h11 := math.Max(math.Abs(h[(k+1)*ldh+k+1]), math.Abs(h[k*ldh+k]-h[(k+1)*ldh+k+1]))
h22 := math.Min(math.Abs(h[(k+1)*ldh+k+1]), math.Abs(h[k*ldh+k]-h[(k+1)*ldh+k+1]))
scl := h11 + h12
tst2 := h22 * (h11 / scl)
if tst2 == 0 || h21*(h12/scl) <= math.Max(smlnum, ulp*tst2) {
h[(k+1)*ldh+k] = 0
}
}
}
// Accumulate orthogonal transformations.
if accum {
kms := k - incol - 1
t1 = v[m22*ldv]
t2 = t1 * v[m22*ldv+1]
for j := max(0, ktop-incol-1); j < kdu; j++ {
refsum := u[j*ldu+kms+1] + v[m22*ldv+1]*u[j*ldu+kms+2]
u[j*ldu+kms+1] -= refsum * t1
u[j*ldu+kms+2] -= refsum * t2
}
} else if wantz {
t1 = v[m22*ldv]
t2 = t1 * v[m22*ldv+1]
for j := iloz; j <= ihiz; j++ {
refsum := z[j*ldz+k+1] + v[m22*ldv+1]*z[j*ldz+k+2]
z[j*ldz+k+1] -= refsum * t1
z[j*ldz+k+2] -= refsum * t2
}
}
}
// Normal case: Chain of 3×3 reflections.
for m := mbot; m >= mtop; m-- {
k := krcol + 2*m
if k == ktop-1 {
impl.Dlaqr1(3, h[ktop*ldh+ktop:], ldh,
sr[2*m], si[2*m], sr[2*m+1], si[2*m+1],
v[m*ldv:m*ldv+3])
alpha := v[m*ldv]
_, v[m*ldv] = impl.Dlarfg(3, alpha, v[m*ldv+1:m*ldv+3], 1)
} else {
// Perform delayed transformation of row below m-th bulge.
// Exploit fact that first two elements of row are actually
// zero.
t1 := v[m*ldv]
t2 := t1 * v[m*ldv+1]
t3 := t1 * v[m*ldv+2]
refsum := v[m*ldv+2] * h[(k+3)*ldh+k+2]
h[(k+3)*ldh+k] = -refsum * t1
h[(k+3)*ldh+k+1] = -refsum * t2
h[(k+3)*ldh+k+2] -= refsum * t3
// Calculate reflection to move m-th bulge one step.
beta := h[(k+1)*ldh+k]
v[m*ldv+1] = h[(k+2)*ldh+k]
v[m*ldv+2] = h[(k+3)*ldh+k]
beta, v[m*ldv] = impl.Dlarfg(3, beta, v[m*ldv+1:m*ldv+3], 1)
// A bulge may collapse because of vigilant deflation or
// destructive underflow. In the underflow case, try the
// two-small-subdiagonals trick to try to reinflate the
// bulge.
if h[(k+3)*ldh+k] != 0 || h[(k+3)*ldh+k+1] != 0 || h[(k+3)*ldh+k+2] == 0 {
// Typical case: not collapsed (yet).
h[(k+1)*ldh+k] = beta
h[(k+2)*ldh+k] = 0
h[(k+3)*ldh+k] = 0
} else {
// Atypical case: collapsed. Attempt to reintroduce
// ignoring H[k+1,k] and H[k+2,k]. If the fill resulting
// from the new reflector is too large, then abandon it.
// Otherwise, use the new one.
var vt [3]float64
impl.Dlaqr1(3, h[(k+1)*ldh+k+1:], ldh,
sr[2*m], si[2*m], sr[2*m+1], si[2*m+1],
vt[:])
_, vt[0] = impl.Dlarfg(3, vt[0], vt[1:3], 1)
t1 = vt[0]
t2 = t1 * vt[1]
t3 = t1 * vt[2]
refsum = h[(k+1)*ldh+k] + vt[1]*h[(k+2)*ldh+k]
dsum := math.Abs(h[k*ldh+k]) + math.Abs(h[(k+1)*ldh+k+1]) + math.Abs(h[(k+2)*ldh+k+2])
if math.Abs(h[(k+2)*ldh+k]-refsum*t2)+math.Abs(refsum*t3) > ulp*dsum {
// Starting a new bulge here would create
// non-negligible fill. Use the old one with
// trepidation.
h[(k+1)*ldh+k] = beta
h[(k+2)*ldh+k] = 0
h[(k+3)*ldh+k] = 0
} else {
// Starting a new bulge here would create only
// negligible fill. Replace the old reflector with
// the new one.
h[(k+1)*ldh+k] -= refsum * t1
h[(k+2)*ldh+k] = 0
h[(k+3)*ldh+k] = 0
v[m*ldv] = vt[0]
v[m*ldv+1] = vt[1]
v[m*ldv+2] = vt[2]
}
}
}
// Apply reflection from the right and the first column of
// update from the left. These updates are required for the
// vigilant deflation check. We still delay most of the updates
// from the left for efficiency.
t1 := v[m*ldv]
t2 := t1 * v[m*ldv+1]
t3 := t1 * v[m*ldv+2]
for j := jtop; j <= min(kbot, k+3); j++ {
refsum := h[j*ldh+k+1] + v[m*ldv+1]*h[j*ldh+k+2] + v[m*ldv+2]*h[j*ldh+k+3]
h[j*ldh+k+1] -= refsum * t1
h[j*ldh+k+2] -= refsum * t2
h[j*ldh+k+3] -= refsum * t3
}
// Perform update from left for subsequent column.
refsum := h[(k+1)*ldh+k+1] + v[m*ldv+1]*h[(k+2)*ldh+k+1] + v[m*ldv+2]*h[(k+3)*ldh+k+1]
h[(k+1)*ldh+k+1] -= refsum * t1
h[(k+2)*ldh+k+1] -= refsum * t2
h[(k+3)*ldh+k+1] -= refsum * t3
// 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 k < ktop {
continue
}
if h[(k+1)*ldh+k] != 0 {
tst1 := math.Abs(h[k*ldh+k]) + math.Abs(h[(k+1)*ldh+k+1])
if tst1 == 0 {
if k >= ktop+1 {
tst1 += math.Abs(h[k*ldh+k-1])
}
if k >= ktop+2 {
tst1 += math.Abs(h[k*ldh+k-2])
}
if k >= ktop+3 {
tst1 += math.Abs(h[k*ldh+k-3])
}
if k <= kbot-2 {
tst1 += math.Abs(h[(k+2)*ldh+k+1])
}
if k <= kbot-3 {
tst1 += math.Abs(h[(k+3)*ldh+k+1])
}
if k <= kbot-4 {
tst1 += math.Abs(h[(k+4)*ldh+k+1])
}
}
if math.Abs(h[(k+1)*ldh+k]) <= math.Max(smlnum, ulp*tst1) {
h12 := math.Max(math.Abs(h[(k+1)*ldh+k]), math.Abs(h[k*ldh+k+1]))
h21 := math.Min(math.Abs(h[(k+1)*ldh+k]), math.Abs(h[k*ldh+k+1]))
h11 := math.Max(math.Abs(h[(k+1)*ldh+k+1]), math.Abs(h[k*ldh+k]-h[(k+1)*ldh+k+1]))
h22 := math.Min(math.Abs(h[(k+1)*ldh+k+1]), math.Abs(h[k*ldh+k]-h[(k+1)*ldh+k+1]))
scl := h11 + h12
tst2 := h22 * (h11 / scl)
if tst2 == 0 || h21*(h12/scl) <= math.Max(smlnum, ulp*tst2) {
h[(k+1)*ldh+k] = 0
}
}
}
}
// Multiply H by reflections from the left.
var jbot int
switch {
case accum:
jbot = min(ndcol, kbot)
case wantt:
jbot = n - 1
default:
jbot = kbot
}
for m := mbot; m >= mtop; m-- {
k := krcol + 2*m
t1 := v[m*ldv]
t2 := t1 * v[m*ldv+1]
t3 := t1 * v[m*ldv+2]
for j := max(ktop, krcol+2*(m+1)); j <= jbot; j++ {
refsum := h[(k+1)*ldh+j] + v[m*ldv+1]*h[(k+2)*ldh+j] + v[m*ldv+2]*h[(k+3)*ldh+j]
h[(k+1)*ldh+j] -= refsum * t1
h[(k+2)*ldh+j] -= refsum * t2
h[(k+3)*ldh+j] -= refsum * t3
}
}
// Accumulate orthogonal transformations.
if accum {
// Accumulate U. If necessary, update Z later with an
// efficient matrix-matrix multiply.
for m := mbot; m >= mtop; m-- {
k := krcol + 2*m
kms := k - incol - 1
i2 := max(0, ktop-incol-1)
i2 = max(i2, kms-(krcol-incol))
i4 := min(kdu, krcol+2*mbot-incol+5)
t1 := v[m*ldv]
t2 := t1 * v[m*ldv+1]
t3 := t1 * v[m*ldv+2]
for j := i2; j < i4; j++ {
refsum := u[j*ldu+kms+1] + v[m*ldv+1]*u[j*ldu+kms+2] + v[m*ldv+2]*u[j*ldu+kms+3]
u[j*ldu+kms+1] -= refsum * t1
u[j*ldu+kms+2] -= refsum * t2
u[j*ldu+kms+3] -= refsum * t3
}
}
} else if wantz {
// U is not accumulated, so update Z now by multiplying by
// reflections from the right.
for m := mbot; m >= mtop; m-- {
k := krcol + 2*m
t1 := v[m*ldv]
t2 := t1 * v[m*ldv+1]
t3 := t1 * v[m*ldv+2]
for j := iloz; j <= ihiz; j++ {
refsum := z[j*ldz+k+1] + v[m*ldv+1]*z[j*ldz+k+2] + v[m*ldv+2]*z[j*ldz+k+3]
z[j*ldz+k+1] -= refsum * t1
z[j*ldz+k+2] -= refsum * t2
z[j*ldz+k+3] -= refsum * t3
}
}
}
}
// Use U (if accumulated) to update far-from-diagonal entries in H.
// If required, use U to update Z as well.
if !accum {
continue
}
jtop, jbot := ktop, kbot
if wantt {
jtop = 0
jbot = n - 1
}
bi := blas64.Implementation()
k1 := max(0, ktop-incol-1)
nu := kdu - max(0, ndcol-kbot) - k1
// Horizontal multiply.
for jcol := min(ndcol, kbot) + 1; jcol <= jbot; jcol += nh {
jlen := min(nh, jbot-jcol+1)
bi.Dgemm(blas.Trans, blas.NoTrans, nu, jlen, nu,
1, u[k1*ldu+k1:], ldu,
h[(incol+k1+1)*ldh+jcol:], ldh,
0, wh, ldwh)
impl.Dlacpy(blas.All, nu, jlen, wh, ldwh, h[(incol+k1+1)*ldh+jcol:], ldh)
}
// Vertical multiply.
for jrow := jtop; jrow < max(ktop, incol); jrow += nv {
jlen := min(nv, max(ktop, incol)-jrow)
bi.Dgemm(blas.NoTrans, blas.NoTrans, jlen, nu, nu,
1, h[jrow*ldh+incol+k1+1:], ldh,
u[k1*ldu+k1:], ldu,
0, wv, ldwv)
impl.Dlacpy(blas.All, jlen, nu, wv, ldwv, h[jrow*ldh+incol+k1+1:], ldh)
}
// Z multiply (also vertical).
if wantz {
for jrow := iloz; jrow <= ihiz; jrow += nv {
jlen := min(nv, ihiz-jrow+1)
bi.Dgemm(blas.NoTrans, blas.NoTrans, jlen, nu, nu,
1, z[jrow*ldz+incol+k1+1:], ldz,
u[k1*ldu+k1:], ldu,
0, wv, ldwv)
impl.Dlacpy(blas.All, jlen, nu, wv, ldwv, z[jrow*ldz+incol+k1+1:], ldz)
}
}
}
}
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