dlasq3.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLASQ3
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLASQ3 + dependencies
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!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasq3.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasq3.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL,
!                          ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1,
!                          DN2, G, TAU )
!
!       .. Scalar Arguments ..
!       LOGICAL            IEEE
!       INTEGER            I0, ITER, N0, NDIV, NFAIL, PP
!       DOUBLE PRECISION   DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, G,
!      $                   QMAX, SIGMA, TAU
!       ..
!       .. Array Arguments ..
!       DOUBLE PRECISION   Z( * )
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLASQ3 checks for deflation, computes a shift (TAU) and calls dqds.
!> In case of failure it changes shifts, and tries again until output
!> is positive.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in] I0
!> \verbatim
!>          I0 is INTEGER
!>         First index.
!> \endverbatim
!>
!> \param[in,out] N0
!> \verbatim
!>          N0 is INTEGER
!>         Last index.
!> \endverbatim
!>
!> \param[in] Z
!> \verbatim
!>          Z is DOUBLE PRECISION array, dimension ( 4*N )
!>         Z holds the qd array.
!> \endverbatim
!>
!> \param[in,out] PP
!> \verbatim
!>          PP is INTEGER
!>         PP=0 for ping, PP=1 for pong.
!>         PP=2 indicates that flipping was applied to the Z array
!>         and that the initial tests for deflation should not be
!>         performed.
!> \endverbatim
!>
!> \param[out] DMIN
!> \verbatim
!>          DMIN is DOUBLE PRECISION
!>         Minimum value of d.
!> \endverbatim
!>
!> \param[out] SIGMA
!> \verbatim
!>          SIGMA is DOUBLE PRECISION
!>         Sum of shifts used in current segment.
!> \endverbatim
!>
!> \param[in,out] DESIG
!> \verbatim
!>          DESIG is DOUBLE PRECISION
!>         Lower order part of SIGMA
!> \endverbatim
!>
!> \param[in] QMAX
!> \verbatim
!>          QMAX is DOUBLE PRECISION
!>         Maximum value of q.
!> \endverbatim
!>
!> \param[out] NFAIL
!> \verbatim
!>          NFAIL is INTEGER
!>         Number of times shift was too big.
!> \endverbatim
!>
!> \param[out] ITER
!> \verbatim
!>          ITER is INTEGER
!>         Number of iterations.
!> \endverbatim
!>
!> \param[out] NDIV
!> \verbatim
!>          NDIV is INTEGER
!>         Number of divisions.
!> \endverbatim
!>
!> \param[in] IEEE
!> \verbatim
!>          IEEE is LOGICAL
!>         Flag for IEEE or non IEEE arithmetic (passed to DLASQ5).
!> \endverbatim
!>
!> \param[in,out] TTYPE
!> \verbatim
!>          TTYPE is INTEGER
!>         Shift type.
!> \endverbatim
!>
!> \param[in,out] DMIN1
!> \verbatim
!>          DMIN1 is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] DMIN2
!> \verbatim
!>          DMIN2 is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] DN
!> \verbatim
!>          DN is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] DN1
!> \verbatim
!>          DN1 is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] DN2
!> \verbatim
!>          DN2 is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] G
!> \verbatim
!>          G is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] TAU
!> \verbatim
!>          TAU is DOUBLE PRECISION
!>
!>         These are passed as arguments in order to save their values
!>         between calls to DLASQ3.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date November 2011
!
!> \ingroup auxOTHERcomputational
!
!  =====================================================================
      SUBROUTINE DLASQ3( I0, N0, Z, PP, DMIN, SIGMA, DESIG, QMAX, NFAIL, &
     &                   ITER, NDIV, IEEE, TTYPE, DMIN1, DMIN2, DN, DN1, &
     &                   DN2, G, TAU )
!
!  -- LAPACK computational routine (version 3.4.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     November 2011
!
!     .. Scalar Arguments ..
      LOGICAL            IEEE
      INTEGER            I0, ITER, N0, NDIV, NFAIL, PP
      DOUBLE PRECISION   DESIG, DMIN, DMIN1, DMIN2, DN, DN1, DN2, G, &
     &                   QMAX, SIGMA, TAU
!     ..
!     .. Array Arguments ..
      DOUBLE PRECISION   Z( * )
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   CBIAS
      PARAMETER          ( CBIAS = 1.50D0 )
      DOUBLE PRECISION   ZERO, QURTR, HALF, ONE, TWO, HUNDRD
      PARAMETER          ( ZERO = 0.0D0, QURTR = 0.250D0, HALF = 0.5D0, &
     &                     ONE = 1.0D0, TWO = 2.0D0, HUNDRD = 100.0D0 )
!     ..
!     .. Local Scalars ..
      INTEGER            IPN4, J4, N0IN, NN, TTYPE
      DOUBLE PRECISION   EPS, S, T, TEMP, TOL, TOL2
!     ..
!     .. External Subroutines ..
      EXTERNAL           DLASQ4, DLASQ5, DLASQ6
!     ..
!     .. External Function ..
      DOUBLE PRECISION   DLAMCH
      LOGICAL            DISNAN
      EXTERNAL           DISNAN, DLAMCH
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, MIN, SQRT
!     ..
!     .. Executable Statements ..
!
      N0IN = N0
      EPS = DLAMCH( 'Precision' )
      TOL = EPS*HUNDRD
      TOL2 = TOL**2
!
!     Check for deflation.
!
   10 CONTINUE
!
      IF( N0.LT.I0 ) &
     &   RETURN
      IF( N0.EQ.I0 ) &
     &   GO TO 20
      NN = 4*N0 + PP
      IF( N0.EQ.( I0+1 ) ) &
     &   GO TO 40
!
!     Check whether E(N0-1) is negligible, 1 eigenvalue.
!
      IF( Z( NN-5 ).GT.TOL2*( SIGMA+Z( NN-3 ) ) .AND. &
     &    Z( NN-2*PP-4 ).GT.TOL2*Z( NN-7 ) ) &
     &   GO TO 30
!
   20 CONTINUE
!
      Z( 4*N0-3 ) = Z( 4*N0+PP-3 ) + SIGMA
      N0 = N0 - 1
      GO TO 10
!
!     Check  whether E(N0-2) is negligible, 2 eigenvalues.
!
   30 CONTINUE
!
      IF( Z( NN-9 ).GT.TOL2*SIGMA .AND. &
     &    Z( NN-2*PP-8 ).GT.TOL2*Z( NN-11 ) ) &
     &   GO TO 50
!
   40 CONTINUE
!
      IF( Z( NN-3 ).GT.Z( NN-7 ) ) THEN
         S = Z( NN-3 )
         Z( NN-3 ) = Z( NN-7 )
         Z( NN-7 ) = S
      END IF
      IF( Z( NN-5 ).GT.Z( NN-3 )*TOL2 ) THEN
         T = HALF*( ( Z( NN-7 )-Z( NN-3 ) )+Z( NN-5 ) )
         S = Z( NN-3 )*( Z( NN-5 ) / T )
         IF( S.LE.T ) THEN
            S = Z( NN-3 )*( Z( NN-5 ) / &
     &          ( T*( ONE+SQRT( ONE+S / T ) ) ) )
         ELSE
            S = Z( NN-3 )*( Z( NN-5 ) / ( T+SQRT( T )*SQRT( T+S ) ) )
         END IF
         T = Z( NN-7 ) + ( S+Z( NN-5 ) )
         Z( NN-3 ) = Z( NN-3 )*( Z( NN-7 ) / T )
         Z( NN-7 ) = T
      END IF
      Z( 4*N0-7 ) = Z( NN-7 ) + SIGMA
      Z( 4*N0-3 ) = Z( NN-3 ) + SIGMA
      N0 = N0 - 2
      GO TO 10
!
   50 CONTINUE
      IF( PP.EQ.2 ) &
     &   PP = 0
!
!     Reverse the qd-array, if warranted.
!
      IF( DMIN.LE.ZERO .OR. N0.LT.N0IN ) THEN
         IF( CBIAS*Z( 4*I0+PP-3 ).LT.Z( 4*N0+PP-3 ) ) THEN
            IPN4 = 4*( I0+N0 )
            DO 60 J4 = 4*I0, 2*( I0+N0-1 ), 4
               TEMP = Z( J4-3 )
               Z( J4-3 ) = Z( IPN4-J4-3 )
               Z( IPN4-J4-3 ) = TEMP
               TEMP = Z( J4-2 )
               Z( J4-2 ) = Z( IPN4-J4-2 )
               Z( IPN4-J4-2 ) = TEMP
               TEMP = Z( J4-1 )
               Z( J4-1 ) = Z( IPN4-J4-5 )
               Z( IPN4-J4-5 ) = TEMP
               TEMP = Z( J4 )
               Z( J4 ) = Z( IPN4-J4-4 )
               Z( IPN4-J4-4 ) = TEMP
   60       CONTINUE
            IF( N0-I0.LE.4 ) THEN
               Z( 4*N0+PP-1 ) = Z( 4*I0+PP-1 )
               Z( 4*N0-PP ) = Z( 4*I0-PP )
            END IF
            DMIN2 = MIN( DMIN2, Z( 4*N0+PP-1 ) )
            Z( 4*N0+PP-1 ) = MIN( Z( 4*N0+PP-1 ), Z( 4*I0+PP-1 ), &
     &                            Z( 4*I0+PP+3 ) )
            Z( 4*N0-PP ) = MIN( Z( 4*N0-PP ), Z( 4*I0-PP ), &
     &                          Z( 4*I0-PP+4 ) )
            QMAX = MAX( QMAX, Z( 4*I0+PP-3 ), Z( 4*I0+PP+1 ) )
            DMIN = -ZERO
         END IF
      END IF
!
!     Choose a shift.
!
      CALL DLASQ4( I0, N0, Z, PP, N0IN, DMIN, DMIN1, DMIN2, DN, DN1, &
     &             DN2, TAU, TTYPE, G )
!
!     Call dqds until DMIN > 0.
!
   70 CONTINUE
!
      CALL DLASQ5( I0, N0, Z, PP, TAU, DMIN, DMIN1, DMIN2, DN, &
     &             DN1, DN2, IEEE )
!
      NDIV = NDIV + ( N0-I0+2 )
      ITER = ITER + 1
!
!     Check status.
!
      IF( DMIN.GE.ZERO .AND. DMIN1.GT.ZERO ) THEN
!
!        Success.
!
         GO TO 90
!
      ELSE IF( DMIN.LT.ZERO .AND. DMIN1.GT.ZERO .AND. &
     &         Z( 4*( N0-1 )-PP ).LT.TOL*( SIGMA+DN1 ) .AND. &
     &         ABS( DN ).LT.TOL*SIGMA ) THEN
!
!        Convergence hidden by negative DN.
!
         Z( 4*( N0-1 )-PP+2 ) = ZERO
         DMIN = ZERO
         GO TO 90
      ELSE IF( DMIN.LT.ZERO ) THEN
!
!        TAU too big. Select new TAU and try again.
!
         NFAIL = NFAIL + 1
         IF( TTYPE.LT.-22 ) THEN
!
!           Failed twice. Play it safe.
!
            TAU = ZERO
         ELSE IF( DMIN1.GT.ZERO ) THEN
!
!           Late failure. Gives excellent shift.
!
            TAU = ( TAU+DMIN )*( ONE-TWO*EPS )
            TTYPE = TTYPE - 11
         ELSE
!
!           Early failure. Divide by 4.
!
            TAU = QURTR*TAU
            TTYPE = TTYPE - 12
         END IF
         GO TO 70
      ELSE IF( DISNAN( DMIN ) ) THEN
!
!        NaN.
!
         IF( TAU.EQ.ZERO ) THEN
            GO TO 80
         ELSE
            TAU = ZERO
            GO TO 70
         END IF
      ELSE
!
!        Possible underflow. Play it safe.
!
         GO TO 80
      END IF
!
!     Risk of underflow.
!
   80 CONTINUE
      CALL DLASQ6( I0, N0, Z, PP, DMIN, DMIN1, DMIN2, DN, DN1, DN2 )
      NDIV = NDIV + ( N0-I0+2 )
      ITER = ITER + 1
      TAU = ZERO
!
   90 CONTINUE
      IF( TAU.LT.SIGMA ) THEN
         DESIG = DESIG + TAU
         T = SIGMA + DESIG
         DESIG = DESIG - ( T-SIGMA )
      ELSE
         T = SIGMA + TAU
         DESIG = SIGMA - ( T-TAU ) + DESIG
      END IF
      SIGMA = T
!
      RETURN
!
!     End of DLASQ3
!
      END