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|
c\BeginDoc
c
c\Name: cnapps
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 change 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 cnapps
c ( N, KEV, NP, SHIFT, 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.
c
c NP Integer. (INPUT)
c Number of implicit shifts to be applied.
c
c SHIFT Complex array of length NP. (INPUT)
c The shifts to be applied.
c
c V Complex 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 Complex (KEV+NP) by (KEV+NP) array. (INPUT/OUTPUT)
c On INPUT, H contains the current KEV+NP by KEV+NP upper
c Hessenberg 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 Complex 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 Complex 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 Complex 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 Complex 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 Complex
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 arscnd ARPACK utility routine for timing.
c cmout ARPACK utility routine that prints matrices
c cvout ARPACK utility routine that prints vectors.
c clacpy LAPACK matrix copy routine.
c wclanhs LAPACK routine that computes various norms of a matrix.
c clartg LAPACK Givens rotation construction routine.
c claset LAPACK matrix initialization routine.
c slabad LAPACK routine for defining the underflow and overflow
c limits.
c wslamch LAPACK routine that determines machine constants.
c wslapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully.
c cgemv Level 2 BLAS routine for matrix vector multiplication.
c caxpy Level 1 BLAS that computes a vector triad.
c ccopy Level 1 BLAS that copies one vector to another.
c cscal 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\SCCS Information: @(#)
c FILE: napps.F SID: 2.3 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 clahqr (QR algorithm
c for upper Hessenberg matrices ) is used.
c Upon output, the subdiagonals of H are enforced to be non-negative
c real numbers.
c
c\EndLib
c
c-----------------------------------------------------------------------
c
subroutine cnapps
& ( n, kev, np, shift, 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
Complex
& h(ldh,kev+np), resid(n), shift(np),
& v(ldv,kev+np), q(ldq,kev+np), workd(2*n), workl(kev+np)
c
c %------------%
c | Parameters |
c %------------%
c
Complex
& one, zero
Real
& rzero
parameter (one = (1.0E+0, 0.0E+0), zero = (0.0E+0, 0.0E+0),
& rzero = 0.0E+0)
c
c %------------------------%
c | Local Scalars & Arrays |
c %------------------------%
c
integer i, iend, istart, j, jj, kplusp, msglvl
logical first
Complex
& cdum, f, g, h11, h21, r, s, sigma, t
Real
& c, ovfl, smlnum, ulp, unfl, tst1
save first, ovfl, smlnum, ulp, unfl
c
c %----------------------%
c | External Subroutines |
c %----------------------%
c
external caxpy, ccopy, cgemv, cscal, clacpy, clartg,
& cvout, claset, slabad, cmout, arscnd, ivout
c
c %--------------------%
c | External Functions |
c %--------------------%
c
Real
& wclanhs, wslamch, wslapy2
external wclanhs, wslamch, wslapy2
c
c %----------------------%
c | Intrinsics Functions |
c %----------------------%
c
intrinsic abs, aimag, conjg, cmplx, max, min, real
c
c %---------------------%
c | Statement Functions |
c %---------------------%
c
Real
& cabs1
cabs1( cdum ) = abs( real( cdum ) ) + abs( aimag( cdum ) )
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 clahqr |
c %-----------------------------------------------%
c
unfl = wslamch( 'safe minimum' )
ovfl = real(one / unfl)
call slabad( unfl, ovfl )
ulp = wslamch( 'precision' )
smlnum = unfl*( n / ulp )
first = .false.
end if
c
c %-------------------------------%
c | Initialize timing statistics |
c | & message level for debugging |
c %-------------------------------%
c
call arscnd (t0)
msglvl = mcapps
c
kplusp = kev + np
c
c %--------------------------------------------%
c | Initialize Q to the identity to accumulate |
c | the rotations and reflections |
c %--------------------------------------------%
c
call claset ('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
do 110 jj = 1, np
sigma = shift(jj)
c
if (msglvl .gt. 2 ) then
call ivout (logfil, 1, jj, ndigit,
& '_napps: shift number.')
call cvout (logfil, 1, sigma, ndigit,
& '_napps: Value of the shift ')
end if
c
istart = 1
20 continue
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 clahqr |
c %----------------------------------------%
c
tst1 = cabs1( h( i, i ) ) + cabs1( h( i+1, i+1 ) )
if( tst1.eq.rzero )
& tst1 = wclanhs( '1', kplusp-jj+1, h, ldh, workl )
if ( abs(real(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 cvout (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 | or if the current block starts after the point |
c | of compression since we'll discard this stuff |
c %------------------------------------------------%
c
if ( istart .eq. iend .or. istart .gt. kev) go to 100
c
h11 = h(istart,istart)
h21 = h(istart+1,istart)
f = h11 - sigma
g = h21
c
do 80 i = istart, iend-1
c
c %------------------------------------------------------%
c | Construct the plane rotation G to zero out the bulge |
c %------------------------------------------------------%
c
call clartg (f, g, c, s, r)
if (i .gt. istart) then
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) = -conjg(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) + conjg(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) + conjg(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 shift. |
c %-------------------------------%
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 the compressed H will have non-negative |
c | real subdiagonal elements. |
c %---------------------------------------------------%
c
do 120 j=1,kev
if ( real( h(j+1,j) ) .lt. rzero .or.
& aimag( h(j+1,j) ) .ne. rzero ) then
t = h(j+1,j) / wslapy2(real(h(j+1,j)),aimag(h(j+1,j)))
call cscal( kplusp-j+1, conjg(t), h(j+1,j), ldh )
call cscal( min(j+2, kplusp), t, h(1,j+1), 1 )
call cscal( min(j+np+1,kplusp), t, q(1,j+1), 1 )
h(j+1,j) = cmplx( real( h(j+1,j) ), rzero )
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 clahqr. |
c | Note: Since the subdiagonals of the |
c | compressed H are nonnegative real numbers, |
c | we take advantage of this. |
c %--------------------------------------------%
c
tst1 = cabs1( h( i, i ) ) + cabs1( h( i+1, i+1 ) )
if( tst1 .eq. rzero )
& tst1 = wclanhs( '1', kev, h, ldh, workl )
if( real( 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 ( real( h(kev+1,kev) ) .gt. rzero )
& call cgemv ('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 cgemv ('N', n, kplusp-i+1, one, v, ldv,
& q(1,kev-i+1), 1, zero, workd, 1)
call ccopy (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 clacpy ('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 ( real( h(kev+1,kev) ) .gt. rzero )
& call ccopy (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_{kev+p}'*Q)*e_{kev} |
c | betak = e_{kev+1}'*H*e_{kev} |
c %-------------------------------------%
c
call cscal (n, q(kplusp,kev), resid, 1)
if ( real( h(kev+1,kev) ) .gt. rzero )
& call caxpy (n, h(kev+1,kev), v(1,kev+1), 1, resid, 1)
c
if (msglvl .gt. 1) then
call cvout (logfil, 1, q(kplusp,kev), ndigit,
& '_napps: sigmak = (e_{kev+p}^T*Q)*e_{kev}')
call cvout (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 cmout (logfil, kev, kev, h, ldh, ndigit,
& '_napps: updated Hessenberg matrix H for next iteration')
end if
c
end if
c
9000 continue
call arscnd (t1)
tcapps = tcapps + (t1 - t0)
c
return
c
c %---------------%
c | End of cnapps |
c %---------------%
c
end
|
