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subroutine expprod (n, m, eps, tn, u, w, x, y, a, ioff, ndiag)
real*8 eps, tn
real*8 a(n,ndiag), u(n,m+1), w(n), x(n), y(n)
integer n, m, ndiag, ioff(ndiag)
c-----------------------------------------------------------------------
c this subroutine computes an approximation to the vector
c
c w := exp( - A * tn ) * w
c
c for matrices stored in diagonal (DIA) format.
c
c this routine constitutes an interface for the routine exppro for
c matrices stored in diagonal (DIA) format.
c-----------------------------------------------------------------------
c ARGUMENTS
c----------
c see exppro for meaning of parameters n, m, eps, tn, u, w, x, y.
c
c a, ioff, and ndiag are the arguments of the matrix:
c
c a(n,ndiag) = a rectangular array with a(*,k) containing the diagonal
c offset by ioff(k) (negative or positive or zero), i.e.,
c a(i,jdiag) contains the element A(i,i+ioff(jdiag)) in
c the usual dense storage scheme.
c
c ioff = integer array containing the offsets of the ndiag diagonals
c ndiag = integer. the number of diagonals.
c
c-----------------------------------------------------------------------
c local variables
c
integer indic, ierr
indic = 0
101 continue
call exppro (n, m, eps, tn, u, w, x, y, indic, ierr)
if (indic .eq. 1) goto 102
c
c matrix vector-product for diagonal storage --
c
call oped(n, x, y, a, ioff, ndiag)
goto 101
102 continue
return
end
c----------end-of-expprod-----------------------------------------------
c-----------------------------------------------------------------------
subroutine exppro (n, m, eps, tn, u, w, x, y, indic, ierr)
c implicit real*8 (a-h,o-z)
integer n, m, indic, ierr
real*8 eps, tn, u(n,m+1), w(n), x(n), y(n)
c-----------------------------------------------------------------------
c
c this subroutine computes an approximation to the vector
c
c w := exp( - A * tn ) * w
c
c where A is an arbitary matrix and w is a given input vector
c uses a dynamic estimation of internal time advancement (dt)
c-----------------------------------------------------------------------
c THIS IS A REVERSE COMMUNICATION IMPLEMENTATION.
c-------------------------------------------------
c USAGE: (see also comments on indic below).
c------
c
c indic = 0
c 1 continue
c call exppro (n, m, eps, tn, u, w, x, y, indic)
c if (indic .eq. 1) goto 2 <-- indic .eq. 1 means job is finished
c call matvec(n, x, y) <--- user's matrix-vec. product
c with x = input vector, and
c y = result = A * x.
c goto 1
c 2 continue
c .....
c
c-----------------------------------------------------------------------
c
c en entry:
c----------
c n = dimension of matrix
c
c m = dimension of Krylov subspace (= degree of polynomial
c approximation to the exponential used. )
c
c eps = scalar indicating the relative error tolerated for the result.
c the code will try to compute an answer such that
c norm2(exactanswer-approximation) / norm2(w) .le. eps
c
c tn = scalar by which to multiply matrix. (may be .lt. 0)
c the code will compute an approximation to exp(- tn * A) w
c and overwrite the result onto w.
c
c u = work array of size n*(m+1) (used to hold the Arnoldi basis )
c
c w = real array of length n = input vector to which exp(-A) is
c to be applied. this is also an output argument
c
c x, y = two real work vectors of length at least n each.
c see indic for usage.
c
c indic = integer used as indicator for the reverse communication.
c in the first call enter indic = 0. See below for more.
c
c on return:
c-----------
c
c w = contains the resulting vector exp(-A * tn ) * w when
c exppro has finished (see indic)
c
c indic = indicator for the reverse communication protocole.
c * INDIC .eq. 1 means that exppro has finished and w contains the
c result.
c * INDIC .gt. 1 , means that exppro has not finished and that
c it is requesting another matrix vector product before
c continuing. The user must compute Ax where A is the matrix
c and x is the vector provided by exppro, and return the
c result in y. Then exppro must be called again without
c changing any other argument. typically this must be
c implemented in a loop with exppro being called as long
c indic is returned with a value .ne. 1.
c
c ierr = error indicator.
c ierr = 1 means phipro was called with indic=1 (not allowed)
c ierr = -1 means that the input is zero the solution has been
c unchanged.
c
c NOTES: m should not exceed 60 in this version (see mmax below)
c-----------------------------------------------------------------------
c written by Y. Saad -- version feb, 1991.
c-----------------------------------------------------------------------
c For reference see following papers :
c (1) E. Gallopoulos and Y. Saad: Efficient solution of parabolic
c equations by Krylov approximation methods. RIACS technical
c report 90-14.
c (2) Y.Saad: Analysis of some Krylov subspace approximations to the
c matrix exponential operator. RIACS Tech report. 90-14
c-----------------------------------------------------------------------
c local variables
c
integer mmax
parameter (mmax=60)
real*8 errst, tcur, told, dtl, beta, red, dabs, dble
real*8 hh(mmax+2,mmax+1), z(mmax+1)
complex*16 wkc(mmax+1)
integer ih, job
logical verboz
data verboz/.true./
save
c-----------------------------------------------------------------------
c indic = 3 means passing through only with result of y= Ax to exphes
c indic = 2 means exphes has finished its job
c indic = 1 means exppro has finished its job (real end)/
c-----------------------------------------------------------------------
ierr = 0
if (indic .eq. 3) goto 101
if (indic .eq. 1) then
ierr = 1
return
endif
c-----
ih = mmax
m = min0(m,mmax)
tcur = 0.0d0
dtl = tn-tcur
job = -1
c-------------------- outer loop -----------------------------
100 continue
if(verboz) print *,'In EXPPRO, current time = ', tcur ,'---------'
c-------------------------------------------------------------
c ---- call exponential propagator ---------------------------
c-------------------------------------------------------------
told = tcur
101 continue
c if (told + dtl .gt. tn) dtl = tn-told
call exphes (n,m,dtl,eps,u,w,job,z,wkc,beta,errst,hh,ih,
* x,y,indic,ierr)
c-----------------------------------------------------------------------
if (ierr .ne. 0) return
if (indic .ge. 3) return
tcur = told + dtl
if(verboz) print *, ' tcur now = ', tcur, ' dtl = ', dtl
c
c relative error
c if(verboz) print *, ' beta', beta
errst = errst / beta
c---------
if ((errst .le. eps) .and. ( (errst .gt. eps/100.0) .or.
* (tcur .eq. tn))) goto 102
c
c use approximation : [ new err ] = fact**m * [cur. error]
c
red = (0.5*eps / errst)**(1.0d0 /dble(m) )
dtl = dtl*red
if (dabs(told+dtl) .gt. dabs(tn) ) dtl = tn-told
if(verboz) print *, ' red =',red,' , reducing dt to: ', dtl
c-------
job = 1
goto 101
c-------
102 continue
c
call project(n,m,u,z,w)
c never go beyond tcur
job = 0
dtl = dmin1(dtl, tn-tcur)
if (dabs(tcur+dtl) .gt. dabs(tn)) dtl = tn-tcur
if (dabs(tcur) .lt. dabs(tn)) goto 100
indic = 1
c
return
end
c----------end-of-expro-------------------------------------------------
c-----------------------------------------------------------------------
subroutine exphes (n,m,dt,eps,u,w,job,z,wkc,beta,errst,hh,ih,
* x, y, indic,ierr)
c implicit real*8 (a-h,o-z)
integer n, m, job, ih, indic, ierr
real*8 hh(ih+2,m+1), u(n,m+1), w(n), z(m+1), x(n), y(n)
complex*16 wkc(m+1)
real*8 dt, eps, beta, errst
c-----------------------------------------------------------------------
c this subroutine computes the Arnoldi basis and the corresponding
c coeffcient vector in the approximation
c
c w ::= beta Vm ym
c where ym = exp(- Hm *dt) * e1
c
c to the vector exp(-A dt) w where A is an arbitary matrix and
c w is a given input vector. In case job = 0 the arnoldi basis
c is recomputed. Otherwise the
c code assumes assumes that u(*) contains an already computed
c arnoldi basis and computes only the y-vector (which is stored in v(*))
c-----------------------------------------------------------------------
c on entry:
c----------
c n = dimension of matrix
c
c m = dimension of Krylov subspace (= degree of polynomial
c approximation to the exponential used. )
c
c dt = scalar by which to multiply matrix. Can be viewed
c as a time step. dt must be positive [to be fixed].
c
c eps = scalar indicating the relative error tolerated for the result.
c the code will try to compute an answer such that
c norm2(exactanswer-approximation) / norm2(w) .le. eps
c
c u = work array of size n*(m+1) to contain the Arnoldi basis
c
c w = real array of length n = input vector to which exp(-A) is
c to be applied.
c
c job = integer. job indicator. If job .lt. 0 then the Arnoldi
c basis is recomputed. If job .gt. 0 then it is assumed
c that the user wants to use a previously computed Krylov
c subspace but a different dt. Thus the Arnoldi basis and
c the Hessenberg matrix Hm are not recomputed.
c In that case the user should not modify the values of beta
c and the matrices hh and u(n,*) when recalling phipro.
c job = -1 : recompute basis and get an initial estimate for
c time step dt to be used.
c job = 0 : recompute basis and do not alter dt.
c job = 1 : do not recompute arnoldi basis.
c
c z = real work array of size (m+1)
c wkc = complex*16 work array of size (m+1)
c
c hh = work array of size size at least (m+2)*(m+1)
c
c ih+2 = first dimension of hh as declared in the calling program.
c ih must be .ge. m.
c
c-----------------------------------------------------------------------
c on return:
c-----------
c w2 = resulting vector w2 = exp(-A *dt) * w
c beta = real equal to the 2-norm of w. Needed if exppro will
c be recalled with the same Krylov subspace and a different dt.
c errst = rough estimates of the 2-norm of the error.
c hh = work array of dimension at least (m+2) x (m+1)
c
c-----------------------------------------------------------------------
c local variables
c
integer ndmax
parameter (ndmax=20)
real*8 alp0, fnorm, t, rm, ddot, dabs, dsqrt, dsign,dble
complex*16 alp(ndmax+1), rd(ndmax+1)
integer i, j, k, ldg, i0, i1, m1
logical verboz
data verboz/.true./
save
c------use degree 14 chebyshev all the time --------------------------
if (indic .ge. 3) goto 60
c
c------input fraction expansion of rational function ------------------
c chebyshev (14,14)
ldg= 7
alp0 = 0.183216998528140087E-11
alp(1)=( 0.557503973136501826E+02,-0.204295038779771857E+03)
rd(1)=(-0.562314417475317895E+01, 0.119406921611247440E+01)
alp(2)=(-0.938666838877006739E+02, 0.912874896775456363E+02)
rd(2)=(-0.508934679728216110E+01, 0.358882439228376881E+01)
alp(3)=( 0.469965415550370835E+02,-0.116167609985818103E+02)
rd(3)=(-0.399337136365302569E+01, 0.600483209099604664E+01)
alp(4)=(-0.961424200626061065E+01,-0.264195613880262669E+01)
rd(4)=(-0.226978543095856366E+01, 0.846173881758693369E+01)
alp(5)=( 0.752722063978321642E+00, 0.670367365566377770E+00)
rd(5)=( 0.208756929753827868E+00, 0.109912615662209418E+02)
alp(6)=(-0.188781253158648576E-01,-0.343696176445802414E-01)
rd(6)=( 0.370327340957595652E+01, 0.136563731924991884E+02)
alp(7)=( 0.143086431411801849E-03, 0.287221133228814096E-03)
rd(7)=( 0.889777151877331107E+01, 0.166309842834712071E+02)
c-----------------------------------------------------------------------
c
c if job .gt. 0 skip arnoldi process:
c
if (job .gt. 0) goto 2
c------normalize vector w and put in first column of u --
beta = dsqrt(ddot(n,w,1,w,1))
c-----------------------------------------------------------------------
if(verboz) print *, ' In EXPHES, beta ', beta
if (beta .eq. 0.0d0) then
ierr = -1
indic = 1
return
endif
c
t = 1.0d0/beta
do 25 j=1, n
u(j,1) = w(j)*t
25 continue
c------------------Arnoldi loop -------------------------------------
c fnorm = 0.0d0
i1 = 1
58 i = i1
i1 = i + 1
do 59 k=1, n
x(k) = u(k,i)
59 continue
indic = 3
return
60 continue
do 61 k=1, n
u(k,i1) = y(k)
61 continue
i0 =1
c
c switch for Lanczos version
c i0 = max0(1, i-1)
call mgsr (n, i0, i1, u, hh(1,i))
fnorm = fnorm + ddot(i1, hh(1,i),1, hh(1,i),1)
if (hh(i1,i) .eq. 0.0) m = i
if (i .lt. m) goto 58
c--------------done with arnoldi loop ---------------------------------
rm = dble(m)
fnorm = dsqrt( fnorm / rm )
c-------get : beta*e1 into z
m1 = m+1
do 4 i=1,m1
hh(i,m1) = 0.0
4 continue
c
c compute initial dt when job .lt. 1
c
if (job .ge. 0) goto 2
c
c t = eps / beta
c
t = eps
do 41 k=1, m-1
t = t*(1.0d0 - dble(m-k)/rm )
41 continue
c
t = 2.0d0*rm* (t**(1.0d0/rm) ) / fnorm
if(verboz) print *, ' t, dt = ', t, dt
t = dmin1(dabs(dt),t)
dt = dsign(t, dt)
c
2 continue
z(1) = beta
do 3 k=2, m1
z(k) = 0.0d0
3 continue
c-------get : exp(H) * beta*e1
call hes(ldg,m1,hh,ih,dt,z,rd,alp,alp0,wkc)
c-------error estimate
errst = dabs(z(m1))
if(verboz) print *, ' error estimate =', errst
c-----------------------------------------------------------------------
indic = 2
return
end
c-----------------------------------------------------------------------
subroutine mgsr (n, i0, i1, ss, r)
c implicit real*8 (a-h,o-z)
integer n, i0, i1
real*8 ss(n,i1), r(i1)
c-----------------------------------------------------------------------
c modified gram - schmidt with partial reortho. the vector ss(*,i1) is
c orthogonalized against the first i vectors of ss (which are already
c orthogonal). the coefficients of the orthogonalization are returned in
c the array r
c------------------------------------------------------------------------
c local variables
c
integer i, j, k, it
real*8 hinorm, tet, ddot, t, dsqrt
data tet/10.0d0/
do 53 j=1, i1
r(j) = 0.0d0
53 continue
i = i1-1
it = 0
54 hinorm = 0.0d0
it = it +1
if (i .eq. 0) goto 56
c
do 55 j=i0, i
t = ddot(n, ss(1,j),1,ss(1,i1),1)
hinorm = hinorm + t**2
r(j) = r(j) + t
call daxpy(n,-t,ss(1,j),1,ss(1,i1),1)
55 continue
t = ddot(n, ss(1,i1), 1, ss(1,i1), 1)
56 continue
c
c test for reorthogonalization see daniel et. al.
c two reorthogonalization allowed ---
c
if (t*tet .le. hinorm .and. it .lt. 2) goto 54
t =dsqrt(t)
r(i1)= t
if (t .eq. 0.0d0) return
t = 1.0d0/t
do 57 k=1,n
ss(k,i1) = ss(k,i1)*t
57 continue
return
end
c----------end-of-mgsr--------------------------------------------------
c-----------------------------------------------------------------------
subroutine project(n,m,u,v,w)
integer n, m
real*8 u(n,m), v(m), w(n)
c
c computes the vector w = u * v
c
c local variables
c
integer j, k
do 1 k=1,n
w(k) = 0.d0
1 continue
do 100 j=1,m
do 99 k=1,n
w(k) = w(k) + v(j) * u(k,j)
99 continue
100 continue
return
end
c-----------------------------------------------------------------------
subroutine hes (ndg,m1,hh,ih,dt,y,root,coef,coef0,w2)
c implicit real*8 (a-h,o-z)
integer ndg, m1, ih
real*8 hh(ih+2,m1), y(m1)
complex*16 coef(ndg), root(ndg), w2(m1)
real*8 dt, coef0
c--------------------------------------------------------------------
c computes exp ( H dt) * y (1)
c where H = Hessenberg matrix (hh)
c y = arbitrary vector.
c ----------------------------
c ndg = number of poles as determined by getrat
c m1 = dimension of hessenberg matrix
c hh = hessenberg matrix (real)
c ih+2 = first dimension of hh
c dt = scaling factor used for hh (see (1))
c y = real vector. on return exp(H dt ) y is computed
c and overwritten on y.
c root = poles of the rational approximation to exp as
c computed by getrat
c coef,
c coef0 = coefficients of partial fraction expansion
c
c exp(t) ~ coef0 + sum Real [ coef(i) / (t - root(i) ]
c i=1,ndg
c
c valid for real t.
c coef0 is real, coef(*) is a complex array.
c
c--------------------------------------------------------------------
c local variables
c
integer m1max
parameter (m1max=61)
complex*16 hloc(m1max+1,m1max), t, zpiv, dcmplx
real*8 yloc(m1max), dble
integer i, j, ii
c
c if (m1 .gt. m1max) print *, ' *** ERROR : In HES, M+1 TOO LARGE'
c
c loop associated with the poles.
c
do 10 j=1,m1
yloc(j) = y(j)
y(j) = y(j)*coef0
10 continue
c
do 8 ii = 1, ndg
c
c copy Hessenberg matrix into temporary
c
do 2 j=1, m1
do 1 i=1, j+1
hloc(i,j) = dcmplx( dt*hh(i,j) )
1 continue
hloc(j,j) = hloc(j,j) - root(ii)
w2(j) = dcmplx(yloc(j))
2 continue
c
c forward solve
c
do 4 i=2,m1
zpiv = hloc(i,i-1) / hloc(i-1,i-1)
do 3 j=i,m1
hloc(i,j) = hloc(i,j) - zpiv*hloc(i-1,j)
3 continue
w2(i) = w2(i) - zpiv*w2(i-1)
4 continue
c
c backward solve
c
do 6 i=m1,1,-1
t=w2(i)
do 5 j=i+1,m1
t = t-hloc(i,j)*w2(j)
5 continue
w2(i) = t/hloc(i,i)
6 continue
c
c accumulate result in y.
c
do 7 i=1,m1
y(i) = y(i) + dble ( coef(ii) * w2(i) )
7 continue
8 continue
return
end
c----------end-of-hes---------------------------------------------------
c-----------------------------------------------------------------------
subroutine daxpy(n,t,x,indx,y,indy)
integer n, indx, indy
real*8 x(n), y(n), t
c-------------------------------------------------------------------
c does the following operation
c y <--- y + t * x , (replace by the blas routine daxpy )
c indx and indy are supposed to be one here
c-------------------------------------------------------------------
integer k
do 1 k=1,n
y(k) = y(k) + x(k)*t
1 continue
return
end
c----------end-of-daxpy-------------------------------------------------
c-----------------------------------------------------------------------
function ddot(n,x,ix,y,iy)
integer n, ix, iy
real*8 ddot, x(n), y(n)
c-------------------------------------------------------------------
c computes the inner product t=(x,y) -- replace by blas routine ddot
c-------------------------------------------------------------------
integer j
real*8 t
t = 0.0d0
do 10 j=1,n
t = t + x(j)*y(j)
10 continue
ddot=t
return
end
c----------end-of-ddot--------------------------------------------------
c-----------------------------------------------------------------------
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