File: TMB02FD.f

package info (click to toggle)
slicot 5.9.1-2
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid
  • size: 23,528 kB
  • sloc: fortran: 148,076; makefile: 964; sh: 57
file content (142 lines) | stat: -rw-r--r-- 5,906 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
C
C SPDX-License-Identifier: BSD-3-Clause
C
*     MB02FD EXAMPLE PROGRAM TEXT
*
*     .. Parameters ..
      DOUBLE PRECISION ZERO, ONE
      PARAMETER        ( ZERO = 0.0D0, ONE = 1.0D0 )
      INTEGER          NIN, NOUT
      PARAMETER        ( NIN = 5, NOUT = 6 )
      INTEGER          ITMAX, KMAX, NMAX
      PARAMETER        ( ITMAX = 10, KMAX = 20, NMAX = 20 )
      INTEGER          LDR, LDT, LDWORK
      PARAMETER        ( LDR = NMAX*KMAX, LDT = KMAX,
     $                   LDWORK = ( NMAX + 1 )*KMAX )
*     .. Local Scalars ..
      INTEGER          I, INFO, IT, J, K, LEN, M, N, P, PIT, POS, POSR,
     $                 S1, SCIT
      CHARACTER        TYPET
      DOUBLE PRECISION NNRM
*     .. Local Arrays .. (Dimensioned for TYPET = 'R'.)
      INTEGER          S(ITMAX)
      DOUBLE PRECISION DWORK(LDWORK), R(LDR, NMAX*KMAX),
     $                 T(LDT, NMAX*KMAX), V(NMAX*KMAX), W(NMAX*KMAX),
     $                 Z(NMAX*KMAX)
*     .. External Functions ..
      LOGICAL          LSAME
      DOUBLE PRECISION DNRM2
      EXTERNAL         DNRM2, LSAME
*     .. External Subroutines ..
      EXTERNAL         DAXPY, DCOPY, DGEMV, DLASET, DSCAL, DTRMV, MB02FD
*
*     .. Executable Statements ..
      WRITE ( NOUT, FMT = 99999 )
*     Skip the heading in the data file and read the data.
      READ ( NIN, FMT = '()' )
      READ ( NIN, FMT = * ) N, K, IT
      TYPET = 'R'
      M = N*K
      IF( N.LE.0 .OR. N.GT.NMAX ) THEN
         WRITE ( NOUT, FMT = 99993 ) N
      ELSE IF( K.LE.0 .OR. K.GT.KMAX ) THEN
         WRITE ( NOUT, FMT = 99992 ) K
      ELSE IF( IT.LE.0 .OR. IT.GT.ITMAX ) THEN
         WRITE ( NOUT, FMT = 99991 ) IT
      ELSE
         READ ( NIN, FMT = * ) ( S(I), I = 1, IT )
         READ ( NIN, FMT = * ) ( ( T(I,J), J = 1,M ), I = 1,K )
         P   = 0
         POS = 1
         WRITE ( NOUT, FMT = 99997 )
         DO 90  SCIT = 1, IT
            CALL MB02FD( TYPET, K, N, P, S(SCIT), T(1,POS), LDT,
     $                   R(POS,POS), LDR, DWORK, LDWORK, INFO )
            IF ( INFO.NE.0 ) THEN
               WRITE ( NOUT, FMT = 99998 ) INFO
               STOP
            END IF
            S1 = S(SCIT) + P
            IF ( S1.EQ.0 ) THEN
*              Estimate the 2-norm of the Toeplitz matrix with 5 power
*              iterations.
               LEN = N*K
               CALL DLASET( 'All', LEN, 1, ONE, ONE, V, 1 )
               DO 30  PIT = 1, 5
                  DO 10  I = 1, N
                     CALL DGEMV( 'NoTranspose', K, LEN-(I-1)*K, ONE, T,
     $                           LDT, V((I-1)*K+1), 1, ZERO,
     $                           W((I-1)*K+1), 1 )
   10             CONTINUE
                  DO 20 I = 1, N-1
                     CALL DGEMV( 'Transpose', K, (N-I)*K, ONE,
     $                           T(1,K+1), LDT, V((I-1)*K+1), 1,
     $                           ONE, W(I*K+1), 1 )
   20             CONTINUE
                  CALL DCOPY( LEN, W, 1, V, 1 )
                  NNRM = DNRM2( LEN, V, 1 )
                  CALL DSCAL( LEN, ONE/NNRM, V, 1 )
   30          CONTINUE
            ELSE
*              Estimate the 2-norm of the Schur complement with 5 power
*              iterations.
               LEN = ( N - S1 )*K
               CALL DLASET( 'All', LEN, 1, ONE, ONE, V, 1 )
               DO 80  PIT = 1, 5
                  POSR = ( S1 - 1 )*K + 1
                  DO 40  I = 1, N - S1
                     CALL DGEMV( 'NoTranspose', K, LEN-(I-1)*K, ONE,
     $                           T(1,POSR+K), LDT, V((I-1)*K+1), 1,
     $                           ZERO, W((I-1)*K+1), 1 )
   40             CONTINUE
                  DO 50  I = 1, N - S1
                     CALL DTRMV( 'Upper', 'NoTranspose', 'NonUnit', K,
     $                           R(POSR,POSR), LDR, V((I-1)*K+1), 1 )
                     CALL DGEMV( 'NoTranspose', K, LEN-I*K, ONE,
     $                           R(POSR,POSR+K), LDR, V(I*K+1), 1, ONE,
     $                           V((I-1)*K+1), 1 )
   50             CONTINUE
                  CALL DLASET( 'All', LEN, 1, ZERO, ZERO, Z, 1 )
                  DO 60  I = 1, N - S1
                     CALL DGEMV( 'Transpose', K, LEN-I*K, ONE,
     $                           R(POSR,POSR+K), LDR, V((I-1)*K+1), 1,
     $                           ONE, Z(I*K+1), 1 )
                     CALL DTRMV( 'Upper', 'Transpose', 'NonUnit', K,
     $                           R(POSR,POSR), LDR, V((I-1)*K+1), 1 )
                     CALL DAXPY( K, ONE, V((I-1)*K+1), 1, Z((I-1)*K+1),
     $                           1 )
   60             CONTINUE
                  CALL DLASET( 'All', LEN, 1, ZERO, ZERO, V, 1 )
                  DO 70  I = 1, N - S1
                     CALL DGEMV( 'Transpose', K, LEN-(I-1)*K, ONE,
     $                           T(1,POSR+K), LDT, W((I-1)*K+1), 1,
     $                           ONE, V((I-1)*K+1), 1 )
   70             CONTINUE
                  CALL DAXPY( LEN, -ONE, Z, 1, V, 1 )
                  NNRM = DNRM2( LEN, V, 1 )
                  CALL DSCAL( LEN, -ONE/NNRM, V, 1 )
   80          CONTINUE
               POS = ( S1 - 1 )*K + 1
               P   = S1
            END IF
            WRITE ( NOUT, FMT = 99995 ) P*K, NNRM
   90    CONTINUE
         WRITE ( NOUT, FMT = 99996 )
         DO 100  I = 1, P*K
            WRITE ( NOUT, FMT = 99994 ) ( R(I,J), J = 1, M )
  100    CONTINUE
      END IF
      STOP
*
99999 FORMAT (' MB02FD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from MB02FD = ',I2)
99997 FORMAT ('   Incomplete Cholesky factorization ',
     $         //'   rows    norm(Schur complement)',/)
99996 FORMAT (/' The upper ICC factor of the block Toeplitz matrix is '
     $       )
99995 FORMAT (I4,5X,F8.4)
99994 FORMAT (20(1X,F8.4))
99993 FORMAT (/' N is out of range.',/' N = ',I5)
99992 FORMAT (/' K is out of range.',/' K = ',I5)
99991 FORMAT (/' IT is out of range.',/' IT = ',I5)
      END