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* -*- fortran -*-
SUBROUTINE <_c>GMRESREVCOM(N, B, X, RESTRT, WORK, LDW, WORK2,
$ LDW2, ITER, RESID, INFO, NDX1, NDX2, SCLR1,
$ SCLR2, IJOB)
*
* -- Iterative template routine --
* Univ. of Tennessee and Oak Ridge National Laboratory
* October 1, 1993
* Details of this algorithm are described in "Templates for the
* Solution of Linear Systems: Building Blocks for Iterative
* Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra,
* EiITERkhout, Pozo, Romine, and van der Vorst, SIAM Publications,
* 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps).
*
* .. Scalar Arguments ..
INTEGER N, RESTRT, LDW, LDW2, ITER, INFO
<rt=real,double precision,real,double precision> RESID
INTEGER NDX1, NDX2
<_t> SCLR1, SCLR2
INTEGER IJOB
* ..
* .. Array Arguments ..
<_t> B( * ), X( * ), WORK( LDW,* ), WORK2( LDW2,* )
* ..
*
* Purpose
* =======
*
* GMRES solves the linear system Ax = b using the
* Generalized Minimal Residual iterative method with preconditioning.
*
* Arguments
* =========
*
* N (input) INTEGER.
* On entry, the dimension of the matrix.
* Unchanged on exit.
*
* B (input) DOUBLE PRECISION array, dimension N.
* On entry, right hand side vector B.
* Unchanged on exit.
*
* X (input/output) DOUBLE PRECISION array, dimension N.
* On input, the initial guess; on exit, the iterated solution.
*
* RESTRT (input) INTEGER
* Restart parameter, .ls. = N. This parameter controls the amount
* of memory required for matrix WORK2.
*
* WORK (workspace) DOUBLE PRECISION array, dimension (LDW,6+restrt).
* Note that if the initial guess is the zero vector, then
* storing the initial residual is not necessary.
*
* LDW (input) INTEGER
* The leading dimension of the array WORK. LDW .gt. = max(1,N).
*
* WORK2 (workspace) DOUBLE PRECISION array, dimension (LDW2,2*RESTRT+2).
* This workspace is used for constructing and storing the
* upper Hessenberg matrix. The two extra columns are used to
* store the Givens rotation matrices.
*
* LDW2 (input) INTEGER
* The leading dimension of the array WORK2.
* LDW2 .gt. = max(2,RESTRT+1).
*
* ITER (input/output) INTEGER
* On input, the maximum iterations to be performed.
* On output, actual number of iterations performed.
*
* RESID (input/output) DOUBLE PRECISION
* On input, the allowable error tolerance.
* On ouput, the norm of the residual vector if solution
* approximated to tolerance, otherwise reset to input
* tolerance.
*
* INFO (output) INTEGER
* = 0: successful exit
* = 1: maximum number of iterations performed;
* convergence not achieved.
* -5: Erroneous NDX1/NDX2 in INIT call.
* -6: Erroneous RLBL.
*
* NDX1 (input/output) INTEGER.
* NDX2 On entry in INIT call contain indices required by interface
* level for stopping test.
* All other times, used as output, to indicate indices into
* WORK[] for the MATVEC, PSOLVE done by the interface level.
*
* SCLR1 (output) DOUBLE PRECISION.
* SCLR2 Used to pass the scalars used in MATVEC. Scalars are reqd because
* original routines use dgemv.
*
* IJOB (input/output) INTEGER.
* Used to communicate job code between the two levels.
*
* ============================================================
*
* .. Parameters ..
<rt> ZERO, ONE
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
INTEGER OFSET
PARAMETER ( OFSET = 1000 )
* ..
* .. Local Scalars ..
INTEGER I, MAXIT, AV, GIV, H, R, S, V, W, Y,
$ NEED1, NEED2
<_t> <xdot=wsdot,ddot,wcdotc,wzdotc>
<_t> toz
<_t> TMPVAL
<rt> BNRM2, RNORM, TOL,
$ <rc=ws,d,wsc,dz>NRM2,
$ <rc>APPROXRES
*
* indicates where to resume from. Only valid when IJOB = 2!
INTEGER RLBL
*
* saving all.
SAVE
*
* ..
* .. External Routines ..
EXTERNAL <_c>AXPY, <_c>COPY, <xdot>, <rc>NRM2, <_c>SCAL
* ..
* .. Executable Statements ..
*
* Entry point, so test IJOB
IF (IJOB .eq. 1) THEN
GOTO 1
ELSEIF (IJOB .eq. 2) THEN
* here we do resumption handling
IF (RLBL .eq. 2) GOTO 2
IF (RLBL .eq. 3) GOTO 3
IF (RLBL .eq. 4) GOTO 4
IF (RLBL .eq. 5) GOTO 5
IF (RLBL .eq. 6) GOTO 6
IF (RLBL .eq. 7) GOTO 7
* if neither of these, then error
INFO = -6
GOTO 200
ENDIF
*
* init.
*****************
1 CONTINUE
*****************
*
INFO = 0
MAXIT = ITER
TOL = RESID
*
* Alias workspace columns.
*
R = 1
S = 2
W = 3
Y = 4
AV = 5
V = 6
*
H = 1
GIV = H + RESTRT
*
* Check if caller will need indexing info.
*
IF( NDX1.NE.-1 ) THEN
IF( NDX1.EQ.1 ) THEN
NEED1 = ((R - 1) * LDW) + 1
ELSEIF( NDX1.EQ.2 ) THEN
NEED1 = ((S - 1) * LDW) + 1
ELSEIF( NDX1.EQ.3 ) THEN
NEED1 = ((W - 1) * LDW) + 1
ELSEIF( NDX1.EQ.4 ) THEN
NEED1 = ((Y - 1) * LDW) + 1
ELSEIF( NDX1.EQ.5 ) THEN
NEED1 = ((AV - 1) * LDW) + 1
ELSEIF( NDX1.EQ.6 ) THEN
NEED1 = ((V - 1) * LDW) + 1
ELSEIF( ( NDX1.GT.V*OFSET ) .AND.
$ ( NDX1.LE.V*OFSET+RESTRT ) ) THEN
NEED1 = ((NDX1-V*OFSET - 1) * LDW) + 1
ELSEIF( ( NDX1.GT.GIV*OFSET ) .AND.
$ ( NDX1.LE.GIV*OFSET+RESTRT ) ) THEN
NEED1 = ((NDX1-GIV*OFSET - 1) * LDW) + 1
ELSE
* report error
INFO = -5
GO TO 100
ENDIF
ELSE
NEED1 = NDX1
ENDIF
*
IF( NDX2.NE.-1 ) THEN
IF( NDX2.EQ.1 ) THEN
NEED2 = ((R - 1) * LDW) + 1
ELSEIF( NDX2.EQ.2 ) THEN
NEED2 = ((S - 1) * LDW) + 1
ELSEIF( NDX2.EQ.3 ) THEN
NEED2 = ((W - 1) * LDW) + 1
ELSEIF( NDX2.EQ.4 ) THEN
NEED2 = ((Y - 1) * LDW) + 1
ELSEIF( NDX2.EQ.5 ) THEN
NEED2 = ((AV - 1) * LDW) + 1
ELSEIF( NDX2.EQ.6 ) THEN
NEED2 = ((V - 1) * LDW) + 1
ELSEIF( ( NDX2.GT.V*OFSET ) .AND.
$ ( NDX2.LE.V*OFSET+RESTRT ) ) THEN
NEED2 = ((NDX2-V*OFSET - 1) * LDW) + 1
ELSEIF( ( NDX2.GT.GIV*OFSET ) .AND.
$ ( NDX2.LE.GIV*OFSET+RESTRT ) ) THEN
NEED2 = ((NDX2-GIV*OFSET - 1) * LDW) + 1
ELSE
* report error
INFO = -5
GO TO 100
ENDIF
ELSE
NEED2 = NDX2
ENDIF
*
* Set initial residual.
*
CALL <_c>COPY( N, B, 1, WORK(1,R), 1 )
IF ( <rc>NRM2( N, X, 1 ).NE.ZERO ) THEN
*********CALL MATVEC( -ONE, X, ONE, WORK(1,R) )
* Note: using X directly
SCLR1 = -ONE
SCLR2 = ONE
NDX1 = -1
NDX2 = ((R - 1) * LDW) + 1
*
* Prepare for resumption & return
RLBL = 2
IJOB = 1
RETURN
ENDIF
*
*****************
2 CONTINUE
*****************
*
IF ( <rc>NRM2( N, WORK(1,R), 1 ).LT.TOL ) GO TO 200
BNRM2 = <rc>NRM2( N, B, 1 )
IF ( BNRM2.EQ.ZERO ) BNRM2 = ONE
*
ITER = 0
10 CONTINUE
*
ITER = ITER + 1
*
* Construct the first column of V, and initialize S to the
* elementary vector E1 scaled by RNORM.
*
*********CALL PSOLVE( WORK( 1,V ), WORK( 1,R ) )
*
NDX1 = ((V - 1) * LDW) + 1
NDX2 = ((R - 1) * LDW) + 1
* Prepare for return & return
RLBL = 3
IJOB = 2
RETURN
*
*****************
3 CONTINUE
*****************
*
RNORM = <rc>NRM2( N, WORK( 1,V ), 1 )
toz = ONE/RNORM
CALL <_c>SCAL( N, toz, WORK( 1,V ), 1 )
TMPVAL = RNORM
CALL <_c>ELEMVEC( 1, N, TMPVAL, WORK( 1,S ) )
*
* DO 50 I = 1, RESTRT
i = 1
49 if (i.gt.restrt) go to 50
************CALL MATVEC( ONE, WORK( 1,V+I-1 ), ZERO, WORK( 1,AV ) )
*
NDX1 = ((V+I-1 - 1) * LDW) + 1
NDX2 = ((AV - 1) * LDW) + 1
* Prepare for return & return
SCLR1 = ONE
SCLR2 = ZERO
RLBL = 4
IJOB = 3
RETURN
*
*****************
4 CONTINUE
*****************
*
*********CALL PSOLVE( WORK( 1,W ), WORK( 1,AV ) )
*
NDX1 = ((W - 1) * LDW) + 1
NDX2 = ((AV - 1) * LDW) + 1
* Prepare for return & return
RLBL = 5
IJOB = 2
RETURN
*
*****************
5 CONTINUE
*****************
*
* Construct I-th column of H so that it is orthnormal to
* the previous I-1 columns.
*
CALL <_c>ORTHOH( I, N, WORK2( 1,I+H-1 ), WORK( 1,V ), LDW,
$ WORK( 1,W ) )
*
IF ( I.GT.0 )
*
* Apply Givens rotations to the I-th column of H. This
* effectively reduces the Hessenberg matrix to upper
* triangular form during the RESTRT iterations.
*
$ CALL <_c>APPLYGIVENS(I, WORK2( 1,I+H-1 ), WORK2( 1,GIV ),
$ LDW2 )
*
* Approxiyate residual norm. Check tolerance. If okay, compute
* final approximation vector X and quit.
*
RESID = <rc>APPROXRES( I, WORK2( 1,I+H-1 ), WORK( 1,S ),
$ WORK2( 1,GIV ), LDW2 ) / BNRM2
IF ( RESID.LE.TOL ) THEN
CALL <_c>UPDATE(I, N, X, WORK2( 1,H ), LDW2,
$ WORK(1,Y), WORK(1,S), WORK( 1,V ), LDW)
GO TO 200
ENDIF
i = i + 1
go to 49
50 CONTINUE
i = restrt
*
* Compute current solution vector X.
*
CALL <_c>UPDATE(RESTRT, N, X, WORK2( 1,H ), LDW2,
$ WORK(1,Y), WORK( 1,S ), WORK( 1,V ), LDW )
*
* Compute residual vector R, find norm,
* then check for tolerance.
*
CALL <_c>COPY( N, B, 1, WORK( 1,R ), 1 )
*********CALL MATVEC( -ONE, X, ONE, WORK( 1,R ) )
*
NDX1 = -1
NDX2 = ((R - 1) * LDW) + 1
* Prepare for return & return
SCLR1 = -ONE
SCLR2 = ONE
RLBL = 6
IJOB = 1
RETURN
*
*****************
6 CONTINUE
*****************
*
WORK( I+1,S ) = <rc>NRM2( N, WORK( 1,R ), 1 )
*
*********RESID = WORK( I+1,S ) / BNRM2
*********IF ( RESID.LE.TOL ) GO TO 200
*
NDX1 = NEED1
NDX2 = NEED2
* Prepare for resumption & return
RLBL = 7
IJOB = 4
RETURN
*
*****************
7 CONTINUE
*****************
IF( INFO.EQ.1 ) GO TO 200
*
IF ( ITER.EQ.MAXIT ) THEN
INFO = 1
GO TO 100
ENDIF
*
GO TO 10
*
100 CONTINUE
*
* Iteration fails.
*
RLBL = -1
IJOB = -1
RETURN
*
200 CONTINUE
*
* Iteration successful; return.
*
INFO = 0
RLBL = -1
IJOB = -1
RETURN
*
* End of GMRESREVCOM
*
END
* END SUBROUTINE <_c>GMRESREVCOM
*
* =========================================================
SUBROUTINE <_c>ORTHOH( I, N, H, V, LDV, W )
*
INTEGER I, N, LDV
<_t> H( * ), W( * ), V( LDV,* )
*
* Construct the I-th column of the upper Hessenberg matrix H
* using the Gram-Schmidt process on V and W.
*
INTEGER K
<rt=real,double precision,real,double precision>
$ <rc=ws,d,wsc,dz>NRM2, ONE
PARAMETER ( ONE = 1.0D+0 )
<_t> <xdot=wsdot,ddot,wcdotc,wzdotc>
<_t> TMPVAL
EXTERNAL <_c>AXPY, <_c>COPY, <xdot>, <rc>NRM2, <_c>SCAL
*
DO 10 K = 1, I
H( K ) = <xdot>( N, V( 1,K ), 1, W, 1 )
CALL <_c>AXPY( N, -H( K ), V( 1,K ), 1, W, 1 )
10 CONTINUE
H( I+1 ) = <rc>NRM2( N, W, 1 )
CALL <_c>COPY( N, W, 1, V( 1,I+1 ), 1 )
TMPVAL = ONE / H( I+1 )
CALL <_c>SCAL( N, TMPVAL, V( 1,I+1 ), 1 )
*
RETURN
*
END
* END SUBROUTINE <_c>ORTHOH
* =========================================================
SUBROUTINE <_c>APPLYGIVENS( I, H, GIVENS, LDG )
*
INTEGER I, LDG
<_t> H( * ), GIVENS( LDG,* )
*
* This routine applies a sequence of I-1 Givens rotations to
* the I-th column of H. The Givens parameters are stored, so that
* the first I-2 Givens rotation matrices are known. The I-1st
* Givens rotation is computed using BLAS 1 routine DROTG. Each
* rotation is applied to the 2x1 vector [H( J ), H( J+1 )]',
* which results in H( J+1 ) = 0.
*
INTEGER J
* DOUBLE PRECISION TEMP
EXTERNAL <_c>ROTG
*
* .. Executable Statements ..
*
* Construct I-1st rotation matrix.
*
* CALL <_c>ROTG( H( I ), H( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
* CALL <_c>GETGIV( H( I ), H( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
*
* Apply 1,...,I-1st rotation matrices to the I-th column of H.
*
DO 10 J = 1, I-1
CALL <_c>ROTVEC(H( J ), H( J+1 ), GIVENS( J,1 ), GIVENS( J,2 ))
* TEMP = GIVENS( J,1 ) * H( J ) + GIVENS( J,2 ) * H( J+1 )
* H( J+1 ) = -GIVENS( J,2 ) * H( J ) + GIVENS( J,1 ) * H( J+1 )
* H( J ) = TEMP
10 CONTINUE
call <_c>getgiv( H( I ), H( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
call <_c>rotvec( H( I ), H( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
*
RETURN
*
END
* END SUBROUTINE <_c>APPLYGIVENS
*
* ===============================================================
<rt=real,double precision,real,double precision>
$ FUNCTION <rc=ws,d,wsc,dz>APPROXRES( I, H, S, GIVENS, LDG )
*
INTEGER I, LDG
<_t> H( * ), S( * ), GIVENS( LDG,* )
*
* This func allows the user to approximate the residual
* using an updating scheme involving Givens rotations. The
* rotation matrix is formed using [H( I ),H( I+1 )]' with the
* intent of zeroing H( I+1 ), but here is applied to the 2x1
* vector [S(I), S(I+1)]'.
*
INTRINSIC ABS
EXTERNAL <_c>ROTG
*
* .. Executable Statements ..
*
* CALL <_c>ROTG( H( I ), H( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
* CALL <_c>GETGIV( H( I ), H( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
CALL <_c>ROTVEC( S( I ), S( I+1 ), GIVENS( I,1 ), GIVENS( I,2 ) )
*
<rc>APPROXRES = ABS( S( I+1 ) )
*
RETURN
*
END
* END FUNCTION <rc>APPROXRES
* ===============================================================
SUBROUTINE <_c>UPDATE( I, N, X, H, LDH, Y, S, V, LDV )
*
INTEGER N, I, J, LDH, LDV
<_t> X( * ), Y( * ), S( * ), H( LDH,* ), V( LDV,* )
EXTERNAL <_c>AXPY, <_c>COPY, <_c>TRSV
*
* Solve H*y = s for upper triangualar H.
*
CALL <_c>COPY( I, S, 1, Y, 1 )
CALL <_c>TRSV( 'UPPER', 'NOTRANS', 'NONUNIT', I, H, LDH, Y, 1 )
*
* Compute current solution vector X.
*
DO 10 J = 1, I
CALL <_c>AXPY( N, Y( J ), V( 1,J ), 1, X, 1 )
10 CONTINUE
*
RETURN
*
END
* END SUBROUTINE <_c>UPDATE
*
* ===============================================================
SUBROUTINE <_c>GETGIV( A, B, C, S )
*
<_t> A, B, C, S, TEMP, ZERO, ONE
PARAMETER (
$ ZERO = 0.0,
$ ONE = 1.0 )
*
IF ( ABS( B ).EQ.ZERO ) THEN
C = ONE
S = ZERO
ELSE IF ( ABS( B ).GT.ABS( A ) ) THEN
TEMP = -A / B
S = ONE / SQRT( ONE + abs(TEMP)**2 )
C = TEMP * S
* S = b / SQRT( abs(a)**2 + abs(b)**2 )
* C = -a / SQRT( abs(a)**2 + abs(b)**2 )
ELSE
TEMP = -B / A
C = ONE / SQRT( ONE + abs(TEMP)**2 )
S = TEMP * C
* S = -b / SQRT( abs(a)**2 + abs(b)**2 )
* C = a / SQRT( abs(a)**2 + abs(b)**2 )
ENDIF
*
RETURN
*
END
* END SUBROUTINE <_c>GETGIV
*
* ================================================================
SUBROUTINE <_c>ROTVEC( X, Y, C, S )
*
<_t> X, Y, C, S, TEMP
*
TEMP = <co= , ,conjg,conjg>(C) * X - <co>(S) * Y
Y = S * X + C * Y
X = TEMP
*
RETURN
*
END
* END SUBROUTINE <_c>ROTVEC
*
* ===============================================================
SUBROUTINE <_c>ELEMVEC( I, N, ALPHA, E )
*
* Construct the I-th elementary vector E, scaled by ALPHA.
*
INTEGER I, J, N
<_t> ALPHA, E( * )
*
* .. Parameters ..
<rt=real,double precision,real,double precision> ZERO
PARAMETER ( ZERO = 0.0D+0 )
*
DO 10 J = 1, N
E( J ) = ZERO
10 CONTINUE
E( I ) = ALPHA
*
RETURN
*
END
* END SUBROUTINE <_c>ELEMVEC
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