dneupd
C DNEUPD SOURCE FANDEUR 22/05/02 21:15:12 11359 c\BeginDoc c c\Name: dneupd c c\Description: c c This subroutine returns the converged approximations to eigenvalues c of A*z = lambda*B*z and (optionally): c c (1) The corresponding approximate eigenvectors; c c (2) An orthonormal basis for the associated approximate c invariant subspace; c c (3) Both. c c There is negligible additional cost to obtain eigenvectors. An orthonormal c basis is always computed. There is an additional storage cost of n*nev c if both are requested (in this case a separate array Z must be supplied). c c The approximate eigenvalues and eigenvectors of A*z = lambda*B*z c are derived from approximate eigenvalues and eigenvectors of c of the linear operator OP prescribed by the MODE selection in the c call to DNAUPD . DNAUPD must be called before this routine is called. c These approximate eigenvalues and vectors are commonly called Ritz c values and Ritz vectors respectively. They are referred to as such c in the comments that follow. The computed orthonormal basis for the c invariant subspace corresponding to these Ritz values is referred to as a c Schur basis. c c See documentation in the header of the subroutine DNAUPD for c definition of OP as well as other terms and the relation of computed c Ritz values and Ritz vectors of OP with respect to the given problem c A*z = lambda*B*z. For a brief description, see definitions of c IPARAM(7), MODE and WHICH in the documentation of DNAUPD . c c\Usage: c call dneupd c ( RVEC, HOWMNY, SELECT, DR, DI, Z, LDZ, SIGMAR, SIGMAI, WORKEV, BMAT, c N, WHICH, NEV, TOL, RESID, NCV, V, LDV, IPARAM, IPNTR, WORKD, WORKL, c LWORKL, INFO ) c c\Arguments: c RVEC LOGICAL (INPUT) c Specifies whether a basis for the invariant subspace corresponding c to the converged Ritz value approximations for the eigenproblem c A*z = lambda*B*z is computed. c c RVEC = .FALSE. Compute Ritz values only. c c RVEC = .TRUE. Compute the Ritz vectors or Schur vectors. c See Remarks below. c c HOWMNY Character*1 (INPUT) c Specifies the form of the basis for the invariant subspace c corresponding to the converged Ritz values that is to be computed. c c = 'A': Compute NEV Ritz vectors; c = 'P': Compute NEV Schur vectors; c = 'S': compute some of the Ritz vectors, specified c by the logical array SELECT. c c SELECT Logical array of dimension NCV. (INPUT) c If HOWMNY = 'S', SELECT specifies the Ritz vectors to be c computed. To select the Ritz vector corresponding to a c Ritz value (DR(j), DI(j)), SELECT(j) must be set to .TRUE.. c If HOWMNY = 'A' or 'P', SELECT is used as internal workspace. c c DR REAL*8 array of dimension NEV+1. (OUTPUT) c If IPARAM(7) = 1,2 or 3 and SIGMAI=0.0 then on exit: DR contains c the real part of the Ritz approximations to the eigenvalues of c A*z = lambda*B*z. c If IPARAM(7) = 3, 4 and SIGMAI is not equal to zero, then on exit: c DR contains the real part of the Ritz values of OP computed by c DNAUPD . A further computation must be performed by the user c to transform the Ritz values computed for OP by DNAUPD to those c of the original system A*z = lambda*B*z. See remark 3 below. c c DI REAL*8 array of dimension NEV+1. (OUTPUT) c On exit, DI contains the imaginary part of the Ritz value c approximations to the eigenvalues of A*z = lambda*B*z associated c with DR. c c NOTE: When Ritz values are complex, they will come in complex c conjugate pairs. If eigenvectors are requested, the c corresponding Ritz vectors will also come in conjugate c pairs and the real and imaginary parts of these are c represented in two consecutive columns of the array Z c (see below). c c Z REAL*8 N by NEV+1 array if RVEC = .TRUE. and HOWMNY = 'A'. (OUTPUT) c On exit, if RVEC = .TRUE. and HOWMNY = 'A', then the columns of c Z represent approximate eigenvectors (Ritz vectors) corresponding c to the NCONV=IPARAM(5) Ritz values for eigensystem c A*z = lambda*B*z. c c The complex Ritz vector associated with the Ritz value c with positive imaginary part is stored in two consecutive c columns. The first column holds the real part of the Ritz c vector and the second column holds the imaginary part. The c Ritz vector associated with the Ritz value with negative c imaginary part is simply the complex conjugate of the Ritz vector c associated with the positive imaginary part. c c If RVEC = .FALSE. or HOWMNY = 'P', then Z is not referenced. c c NOTE: If if RVEC = .TRUE. and a Schur basis is not required, c the array Z may be set equal to first NEV+1 columns of the Arnoldi c basis array V computed by DNAUPD . In this case the Arnoldi basis c will be destroyed and overwritten with the eigenvector basis. c c LDZ Integer. (INPUT) c The leading dimension of the array Z. If Ritz vectors are c desired, then LDZ >= max( 1, N ). In any case, LDZ >= 1. c c SIGMAR Double precision (INPUT) c If IPARAM(7) = 3 or 4, represents the real part of the shift. c Not referenced if IPARAM(7) = 1 or 2. c c SIGMAI Double precision (INPUT) c If IPARAM(7) = 3 or 4, represents the imaginary part of the shift. c Not referenced if IPARAM(7) = 1 or 2. See remark 3 below. c c WORKEV Double precision work array of dimension 3*NCV. (WORKSPACE) c c **** The remaining arguments MUST be the same as for the **** c **** call to DNAUPD that was just completed. **** c c NOTE: The remaining arguments c c BMAT, N, WHICH, NEV, TOL, RESID, NCV, V, LDV, IPARAM, IPNTR, c WORKD, WORKL, LWORKL, INFO c c must be passed directly to DNEUPD following the last call c to DNAUPD . These arguments MUST NOT BE MODIFIED between c the the last call to DNAUPD and the call to DNEUPD . c c Three of these parameters (V, WORKL, INFO) are also output parameters: c c V REAL*8 N by NCV array. (INPUT/OUTPUT) c c Upon INPUT: the NCV columns of V contain the Arnoldi basis c vectors for OP as constructed by DNAUPD . c c Upon OUTPUT: If RVEC = .TRUE. the first NCONV=IPARAM(5) columns c contain approximate Schur vectors that span the c desired invariant subspace. See Remark 2 below. c c NOTE: If the array Z has been set equal to first NEV+1 columns c of the array V and RVEC=.TRUE. and HOWMNY= 'A', then the c Arnoldi basis held by V has been overwritten by the desired c Ritz vectors. If a separate array Z has been passed then c the first NCONV=IPARAM(5) columns of V will contain approximate c Schur vectors that span the desired invariant subspace. c c WORKL Double precision work array of length LWORKL. (OUTPUT/WORKSPACE) c WORKL(1:ncv*ncv+3*ncv) contains information obtained in c dnaupd . They are not changed by dneupd . c WORKL(ncv*ncv+3*ncv+1:3*ncv*ncv+6*ncv) holds the c real and imaginary part of the untransformed Ritz values, c the upper quasi-triangular matrix for H, and the c associated matrix representation of the invariant subspace for H. c c Note: IPNTR(9:13) contains the pointer into WORKL for addresses c of the above information computed by dneupd . c ------------------------------------------------------------- c IPNTR(9): pointer to the real part of the NCV RITZ values of the c original system. c IPNTR(10): pointer to the imaginary part of the NCV RITZ values of c the original system. c IPNTR(11): pointer to the NCV corresponding error bounds. c IPNTR(12): pointer to the NCV by NCV upper quasi-triangular c Schur matrix for H. c IPNTR(13): pointer to the NCV by NCV matrix of eigenvectors c of the upper Hessenberg matrix H. Only referenced by c dneupd if RVEC = .TRUE. See Remark 2 below. c ------------------------------------------------------------- c c INFO Integer. (OUTPUT) c Error flag on output. c c = 0: Normal exit. c c = 1: The Schur form computed by LAPACK routine dlahqr c could not be reordered by LAPACK routine dtrsen . c Re-enter subroutine dneupd with IPARAM(5)=NCV and c increase the size of the arrays DR and DI to have c dimension at least dimension NCV and allocate at least NCV c columns for Z. NOTE: Not necessary if Z and V share c the same space. Please notify the authors if this error c occurs. c c = -1: N must be positive. c = -2: NEV must be positive. c = -3: NCV-NEV >= 2 and less than or equal to N. c = -5: WHICH must be one of 'LM', 'SM', 'LR', 'SR', 'LI', 'SI' c = -6: BMAT must be one of 'I' or 'G'. c = -7: Length of private work WORKL array is not sufficient. c = -8: Error return from calculation of a real Schur form. c Informational error from LAPACK routine dlahqr . c = -9: Error return from calculation of eigenvectors. c Informational error from LAPACK routine dtrevc . c = -10: IPARAM(7) must be 1,2,3,4. c = -11: IPARAM(7) = 1 and BMAT = 'G' are incompatible. c = -12: HOWMNY = 'S' not yet implemented c = -13: HOWMNY must be one of 'A' or 'P' if RVEC = .true. c = -14: DNAUPD did not find any eigenvalues to sufficient c accuracy. c = -15: DNEUPD got a different count of the number of converged c Ritz values than DNAUPD got. This indicates the user c probably made an error in passing data from DNAUPD to c DNEUPD or that the data was modified before entering c DNEUPD c c\BeginLib 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 2. R.B. Lehoucq, "Analysis and Implementation of an Implicitly c Restarted Arnoldi Iteration", Rice University Technical Report c TR95-13, Department of Computational and Applied Mathematics. c 3. B.N. Parlett & Y. Saad, "Complex Shift and Invert Strategies for c Real Matrices", Linear Algebra and its Applications, vol 88/89, c pp 575-595, (1987). c c\Routines called: c ivout ARPACK utility routine that prints integers. c dmout ARPACK utility routine that prints matrices c dvout ARPACK utility routine that prints vectors. c dgeqr2 LAPACK routine that computes the QR factorization of c a matrix. c dlacpy LAPACK matrix copy routine. c dlahqr LAPACK routine to compute the real Schur form of an c upper Hessenberg matrix. c dlamch LAPACK routine that determines machine constants. c dlapy2 LAPACK routine to compute sqrt(x**2+y**2) carefully. c dlaset LAPACK matrix initialization routine. c dorm2r LAPACK routine that applies an orthogonal matrix in c factored form. c dtrevc LAPACK routine to compute the eigenvectors of a matrix c in upper quasi-triangular form. c dtrsen LAPACK routine that re-orders the Schur form. c dtrmm Level 3 BLAS matrix times an upper triangular matrix. c dger Level 2 BLAS rank one update to a matrix. c dcopy Level 1 BLAS that copies one vector to another . c ddot Level 1 BLAS that computes the scalar product of two vectors. c dnrm2 Level 1 BLAS that computes the norm of a vector. c dscal Level 1 BLAS that scales a vector. c c\Remarks c c 1. Currently only HOWMNY = 'A' and 'P' are implemented. c c Let trans(X) denote the transpose of X. c c 2. Schur vectors are an orthogonal representation for the basis of c Ritz vectors. Thus, their numerical properties are often superior. c If RVEC = .TRUE. then the relationship c A * V(:,1:IPARAM(5)) = V(:,1:IPARAM(5)) * T, and c trans(V(:,1:IPARAM(5))) * V(:,1:IPARAM(5)) = I are approximately c satisfied. Here T is the leading submatrix of order IPARAM(5) of the c real upper quasi-triangular matrix stored workl(ipntr(12)). That is, c T is block upper triangular with 1-by-1 and 2-by-2 diagonal blocks; c each 2-by-2 diagonal block has its diagonal elements equal and its c off-diagonal elements of opposite sign. Corresponding to each 2-by-2 c diagonal block is a complex conjugate pair of Ritz values. The real c Ritz values are stored on the diagonal of T. c c 3. If IPARAM(7) = 3 or 4 and SIGMAI is not equal zero, then the user must c form the IPARAM(5) Rayleigh quotients in order to transform the Ritz c values computed by DNAUPD for OP to those of A*z = lambda*B*z. c Set RVEC = .true. and HOWMNY = 'A', and c compute c trans(Z(:,I)) * A * Z(:,I) if DI(I) = 0. c If DI(I) is not equal to zero and DI(I+1) = - D(I), c then the desired real and imaginary parts of the Ritz value are c trans(Z(:,I)) * A * Z(:,I) + trans(Z(:,I+1)) * A * Z(:,I+1), c trans(Z(:,I)) * A * Z(:,I+1) - trans(Z(:,I+1)) * A * Z(:,I), c respectively. c Another possibility is to set RVEC = .true. and HOWMNY = 'P' and c compute trans(V(:,1:IPARAM(5))) * A * V(:,1:IPARAM(5)) and then an upper c quasi-triangular matrix of order IPARAM(5) is computed. See remark c 2 above. c c\Authors c Danny Sorensen Phuong Vu c Richard Lehoucq CRPC / Rice University c Chao Yang Houston, Texas c Dept. of Computational & c Applied Mathematics c Rice University c Houston, Texas c c\SCCS Information: @(#) c FILE: neupd.F SID: 2.7 DATE OF SID: 09/20/00 RELEASE: 2 c c\EndLib c c----------------------------------------------------------------------- & z , ldz , sigmar, sigmai, workev, & bmat , n , which , nev , tol, & resid, ncv , v , ldv , iparam, & ipntr, workd , workl , lworkl, info) c c %----------------------------------------------------% c | Include files for debugging and timing information | c -INC TARTRAK c %----------------------------------------------------% c c c %------------------% c | Scalar Arguments | c %------------------% c character bmat, howmny, which*2 logical rvec integer info, ldz, ldv, lworkl, n, ncv, nev REAL*8 & sigmar, sigmai, tol c c %-----------------% c | Array Arguments | c %-----------------% c integer iparam(11), ipntr(14) logical select(ncv) REAL*8 & dr(nev+1) , di(nev+1), resid(n) , & v(ldv,ncv) , z(ldz,*) , workd(3*n), & workl(lworkl), workev(3*ncv) c c %------------% c | Parameters | c %------------% c REAL*8 & one, zero c c %---------------% c | Local Scalars | c %---------------% c character type*6 integer bounds, ierr , ih , ihbds , & iheigr, iheigi, iconj , nconv , & invsub, iuptri, iwev , iwork(1), & j , k , ldh , ldq , & mode , msglvl, outncv, ritzr , & ritzi , wri , wrr , irr , & iri , ibd , ishift, numcnv , & np , jj , nconv2 parameter (msglvl=0) logical reord REAL*8 & conds , rnorm, sep , temp, & vl(1,1), temp1, eps23 c c %----------------------% c | External Subroutines | c %----------------------% c c c %--------------------% c | External Functions | c %--------------------% c REAL*8 c c %---------------------% **c | Intrinsic Functions | **c %---------------------% **c ** intrinsic abs, min, sqrt **c **c %-----------------------% **c | Executable Statements | c %-----------------------% c c %------------------------% c | Set default parameters | c %------------------------% c c msglvl = mneupd mode = iparam(7) nconv = iparam(5) info = 0 c c %---------------------------------% c | Get machine dependent constant. | c %---------------------------------% c eps23 = eps23**(2.0D+0 / 3.0D+0 ) c c %--------------% c | Quick return | c %--------------% c ierr = 0 c if (nconv .le. 0) then ierr = -14 else if (n .le. 0) then ierr = -1 else if (nev .le. 0) then ierr = -2 else if (ncv .le. nev+1 .or. ncv .gt. n) then ierr = -3 else if (which .ne. 'LM' .and. & which .ne. 'SM' .and. & which .ne. 'LR' .and. & which .ne. 'SR' .and. & which .ne. 'LI' .and. & which .ne. 'SI') then ierr = -5 else if (bmat .ne. 'I' .and. bmat .ne. 'G') then ierr = -6 else if (lworkl .lt. 3*ncv**2 + 6*ncv) then ierr = -7 else if ( (howmny .ne. 'A' .and. & howmny .ne. 'P' .and. & howmny .ne. 'S') .and. rvec ) then ierr = -13 else if (howmny .eq. 'S' ) then ierr = -12 end if c if (mode .eq. 1 .or. mode .eq. 2) then type = 'REGULR' type = 'SHIFTI' else if (mode .eq. 3 ) then type = 'REALPT' else if (mode .eq. 4 ) then type = 'IMAGPT' else ierr = -10 end if if (mode .eq. 1 .and. bmat .eq. 'G') ierr = -11 c c %------------% c | Error Exit | c %------------% c if (ierr .ne. 0) then info = ierr go to 9000 end if c c %--------------------------------------------------------% c | Pointer into WORKL for address of H, RITZ, BOUNDS, Q | c | etc... and the remaining workspace. | c | Also update pointer to be used on output. | c | Memory is laid out as follows: | c | workl(1:ncv*ncv) := generated Hessenberg matrix | c | workl(ncv*ncv+1:ncv*ncv+2*ncv) := real and imaginary | c | parts of ritz values | c | workl(ncv*ncv+2*ncv+1:ncv*ncv+3*ncv) := error bounds | c %--------------------------------------------------------% c c %-----------------------------------------------------------% c | The following is used and set by DNEUPD . | c | workl(ncv*ncv+3*ncv+1:ncv*ncv+4*ncv) := The untransformed | c | real part of the Ritz values. | c | workl(ncv*ncv+4*ncv+1:ncv*ncv+5*ncv) := The untransformed | c | imaginary part of the Ritz values. | c | workl(ncv*ncv+5*ncv+1:ncv*ncv+6*ncv) := The untransformed | c | error bounds of the Ritz values | c | workl(ncv*ncv+6*ncv+1:2*ncv*ncv+6*ncv) := Holds the upper | c | quasi-triangular matrix for H | c | workl(2*ncv*ncv+6*ncv+1: 3*ncv*ncv+6*ncv) := Holds the | c | associated matrix representation of the invariant | c | subspace for H. | c | GRAND total of NCV * ( 3 * NCV + 6 ) locations. | c %-----------------------------------------------------------% c ih = ipntr(5) ritzr = ipntr(6) ritzi = ipntr(7) bounds = ipntr(8) ldh = ncv ldq = ncv iheigr = bounds + ldh iheigi = iheigr + ldh ihbds = iheigi + ldh iuptri = ihbds + ldh invsub = iuptri + ldh*ncv ipntr(9) = iheigr ipntr(10) = iheigi ipntr(11) = ihbds ipntr(12) = iuptri ipntr(13) = invsub wrr = 1 wri = ncv + 1 iwev = wri + ncv c c %-----------------------------------------% c | irr points to the REAL part of the Ritz | c | values computed by _neigh before | c | exiting _naup2. | c | iri points to the IMAGINARY part of the | c | Ritz values computed by _neigh | c | before exiting _naup2. | c | ibd points to the Ritz estimates | c | computed by _neigh before exiting | c | _naup2. | c %-----------------------------------------% c irr = ipntr(14)+ncv*ncv iri = irr+ncv ibd = iri+ncv c c %------------------------------------% c | RNORM is B-norm of the RESID(1:N). | c %------------------------------------% c rnorm = workl(ih+2) c c if (msglvl .gt. 2) then c call dvout ( ncv, workl(irr), ndigit, c & '_neupd: Real part of Ritz values passed in from _NAUPD.') c call dvout ( ncv, workl(iri), ndigit, c & '_neupd: Imag part of Ritz values passed in from _NAUPD.') c call dvout ( ncv, workl(ibd), ndigit, c & '_neupd: Ritz estimates passed in from _NAUPD.') c end if c if (rvec) then c reord = .false. c c %---------------------------------------------------% c | Use the temporary bounds array to store indices | c | These will be used to mark the select array later | c %---------------------------------------------------% c do 10 j = 1,ncv workl(bounds+j-1) = j select(j) = .false. 10 continue c c %-------------------------------------% c | Select the wanted Ritz values. | c | Sort the Ritz values so that the | c | wanted ones appear at the tailing | c | NEV positions of workl(irr) and | c | workl(iri). Move the corresponding | c | error estimates in workl(bound) | c | accordingly. | c %-------------------------------------% c np = ncv - nev ishift = 0 & np , workl(irr), workl(iri), & workl(bounds), workl , workl(np+1)) c c if (msglvl .gt. 2) then c call dvout ( ncv, workl(irr), ndigit, c & '_neupd: Real part of Ritz values after calling _NGETS.') c call dvout ( ncv, workl(iri), ndigit, c & '_neupd: Imag part of Ritz values after calling _NGETS.') c call dvout ( ncv, workl(bounds), ndigit, c & '_neupd: Ritz value indices after calling _NGETS.') c end if c c %-----------------------------------------------------% c | Record indices of the converged wanted Ritz values | c | Mark the select array for possible reordering | c %-----------------------------------------------------% c numcnv = 0 do 11 j = 1,ncv temp1 = max( eps23, temp1 ) jj = int(workl(bounds + ncv - j)) if (numcnv .lt. nconv .and. & workl(ibd+jj-1) .le. tol*temp1) then select(jj) = .true. numcnv = numcnv + 1 if (jj .gt. nconv) reord = .true. endif 11 continue c c %-----------------------------------------------------------% c | Check the count (numcnv) of converged Ritz values with | c | the number (nconv) reported by dnaupd. If these two | c | are different then there has probably been an error | c | caused by incorrect passing of the dnaupd data. | c %-----------------------------------------------------------% c c if (msglvl .gt. 2) then c call ivout ( 1, numcnv, ndigit, c & '_neupd: Number of specified eigenvalues') c call ivout ( 1, nconv, ndigit, c & '_neupd: Number of "converged" eigenvalues') c end if c if (numcnv .ne. nconv) then info = -15 go to 9000 end if c c %-----------------------------------------------------------% c | Call LAPACK routine dlahqr to compute the real Schur form | c | of the upper Hessenberg matrix returned by DNAUPD . | c | Make a copy of the upper Hessenberg matrix. | c | Initialize the Schur vector matrix Q to the identity. | c %-----------------------------------------------------------% c & ldq) & 1 , ncv , workl(iuptri), & ldh , workl(iheigr), workl(iheigi), & 1 , ncv , workl(invsub), & ldq , ierr) & workl(ihbds), 1) c if (ierr .ne. 0) then info = -8 go to 9000 end if c c if (msglvl .gt. 1) then c call dvout ( ncv, workl(iheigr), ndigit, c & '_neupd: Real part of the eigenvalues of H') c call dvout ( ncv, workl(iheigi), ndigit, c & '_neupd: Imaginary part of the Eigenvalues of H') c call dvout ( ncv, workl(ihbds), ndigit, c & '_neupd: Last row of the Schur vector matrix') c if (msglvl .gt. 3) then c call dmout (logfil , ncv, ncv , c & workl(iuptri), ldh, ndigit, c & '_neupd: The upper quasi-triangular matrix ') c end if c end if c if (reord) then c c %-----------------------------------------------------% c | Reorder the computed upper quasi-triangular matrix. | c %-----------------------------------------------------% c & select , ncv , & workl(iuptri), ldh , & workl(invsub), ldq , & workl(iheigr), workl(iheigi), & nconv2 , conds , & sep , workl(ihbds) , & ncv , iwork , & 1 , ierr) c if (nconv2 .lt. nconv) then nconv = nconv2 end if if (ierr .eq. 1) then info = 1 go to 9000 end if c c if (msglvl .gt. 2) then c call dvout ( ncv, workl(iheigr), ndigit, c & '_neupd: Real part of the eigenvalues of H--reordered') c call dvout ( ncv, workl(iheigi), ndigit, c & '_neupd: Imag part of the eigenvalues of H--reordered') c if (msglvl .gt. 3) then c call dmout (logfil , ncv, ncv , c & workl(iuptri), ldq, ndigit, c & '_neupd: Quasi-triangular matrix after re-ordering') c end if c end if c end if c c %---------------------------------------% c | Copy the last row of the Schur vector | c | into workl(ihbds). This will be used | c | to compute the Ritz estimates of | c | converged Ritz values. | c %---------------------------------------% c c c %----------------------------------------------------% c | Place the computed eigenvalues of H into DR and DI | c | if a spectral transformation was not used. | c %----------------------------------------------------% c if (type .eq. 'REGULR') then end if c c %----------------------------------------------------------% c | Compute the QR factorization of the matrix representing | c | the wanted invariant subspace located in the first NCONV | c | columns of workl(invsub,ldq). | c %----------------------------------------------------------% c & ldq, workev, workev(ncv+1), & ierr) c c %---------------------------------------------------------% c | * Postmultiply V by Q using dorm2r . | c | * Copy the first NCONV columns of VQ into Z. | c | * Postmultiply Z by R. | c | The N by NCONV matrix Z is now a matrix representation | c | of the approximate invariant subspace associated with | c | the Ritz values in workl(iheigr) and workl(iheigi) | c | The first NCONV columns of V are now approximate Schur | c | vectors associated with the real upper quasi-triangular | c | matrix of order NCONV in workl(iuptri) | c %---------------------------------------------------------% c & ncv , nconv , workl(invsub), & ldq , workev , v , & ldv , workd(n+1) , ierr) c do 20 j=1, nconv c c %---------------------------------------------------% c | Perform both a column and row scaling if the | c | diagonal element of workl(invsub,ldq) is negative | c | I'm lazy and don't take advantage of the upper | c | quasi-triangular form of workl(iuptri,ldq) | c | Note that since Q is orthogonal, R is a diagonal | c | matrix consisting of plus or minus ones | c %---------------------------------------------------% c end if c 20 continue c if (howmny .eq. 'A') then c c %--------------------------------------------% c | Compute the NCONV wanted eigenvectors of T | c | located in workl(iuptri,ldq). | c %--------------------------------------------% c do 30 j=1, ncv if (j .le. nconv) then select(j) = .true. else select(j) = .false. end if 30 continue c & ncv , workl(iuptri), ldq , & vl , 1 , workl(invsub), & ldq , ncv , outncv , & workev , ierr) c if (ierr .ne. 0) then info = -9 go to 9000 end if c c %------------------------------------------------% c | Scale the returning eigenvectors so that their | c | Euclidean norms are all one. LAPACK subroutine | c | dtrevc returns each eigenvector normalized so | c | that the element of largest magnitude has | c | magnitude 1; | c %------------------------------------------------% c iconj = 0 do 40 j=1, nconv c c c %----------------------% c | real eigenvalue case | c %----------------------% c & workl(invsub+(j-1)*ldq), 1 ) c else c c %-------------------------------------------% c | Complex conjugate pair case. Note that | c | since the real and imaginary part of | c | the eigenvector are stored in consecutive | c | columns, we further normalize by the | c | square root of two. | c %-------------------------------------------% c if (iconj .eq. 0) then & workl(invsub+(j-1)*ldq), & 1), & workl(invsub+j*ldq), & 1)) & workl(invsub+(j-1)*ldq), 1 ) & workl(invsub+j*ldq), 1 ) iconj = 1 else iconj = 0 end if c end if c 40 continue c c iconj = 0 do 45 j=1, nconv c c %-------------------------------------------% c | Complex conjugate pair case. Note that | c | since the real and imaginary part of | c | the eigenvector are stored in consecutive | c %-------------------------------------------% c if (iconj .eq. 0) then workev(j+1) = workev(j) iconj = 1 else iconj = 0 end if end if 45 continue c c if (msglvl .gt. 2) then c call dcopy (ncv, workl(invsub+ncv-1), ldq, c & workl(ihbds), 1) c call dvout ( ncv, workl(ihbds), ndigit, c & '_neupd: Last row of the eigenvector matrix for T') c if (msglvl .gt. 3) then c call dmout (logfil, ncv, ncv, workl(invsub), ldq, c & ndigit, '_neupd: The eigenvector matrix for T') c end if c end if c c %---------------------------------------% c | Copy Ritz estimates into workl(ihbds) | c %---------------------------------------% c c c %---------------------------------------------------------% c | Compute the QR factorization of the eigenvector matrix | c | associated with leading portion of T in the first NCONV | c | columns of workl(invsub,ldq). | c %---------------------------------------------------------% c & ldq, workev, workev(ncv+1), & ierr) c c %----------------------------------------------% c | * Postmultiply Z by Q. | c | * Postmultiply Z by R. | c | The N by NCONV matrix Z is now contains the | c | Ritz vectors associated with the Ritz values | c | in workl(iheigr) and workl(iheigi). | c %----------------------------------------------% c & ncv , nconv , workl(invsub), & ldq , workev , z , & ldz , workd(n+1) , ierr) c & 'Non-unit', n , nconv , & one , workl(invsub), ldq , & z , ldz) c end if c else c c %------------------------------------------------------% c | An approximate invariant subspace is not needed. | c | Place the Ritz values computed DNAUPD into DR and DI | c %------------------------------------------------------% c end if c c %------------------------------------------------% c | Transform the Ritz values and possibly vectors | c | and corresponding error bounds of OP to those | c | of A*x = lambda*B*x. | c %------------------------------------------------% c if (type .eq. 'REGULR') then c if (rvec) c else c c %---------------------------------------% c | A spectral transformation was used. | c | * Determine the Ritz estimates of the | c | Ritz values in the original system. | c %---------------------------------------% c if (type .eq. 'SHIFTI') then c if (rvec) c do 50 k=1, ncv & workl(iheigi+k-1) ) workl(ihbds+k-1) = abs( workl(ihbds+k-1) ) & / temp / temp 50 continue c else if (type .eq. 'REALPT') then c do 60 k=1, ncv 60 continue c else if (type .eq. 'IMAGPT') then c do 70 k=1, ncv 70 continue c end if c c %-----------------------------------------------------------% c | * Transform the Ritz values back to the original system. | c | For TYPE = 'SHIFTI' the transformation is | c | lambda = 1/theta + sigma | c | For TYPE = 'REALPT' or 'IMAGPT' the user must from | c | Rayleigh quotients or a projection. See remark 3 above.| c | NOTES: | c | *The Ritz vectors are not affected by the transformation. | c %-----------------------------------------------------------% c if (type .eq. 'SHIFTI') then c do 80 k=1, ncv & workl(iheigi+k-1) ) workl(iheigr+k-1) = workl(iheigr+k-1)/temp/temp & + sigmar workl(iheigi+k-1) = -workl(iheigi+k-1)/temp/temp & + sigmai 80 continue c c else if (type .eq. 'REALPT' .or. type .eq. 'IMAGPT') then c c end if c end if c c if (type .eq. 'SHIFTI' .and. msglvl .gt. 1) then c call dvout ( nconv, dr, ndigit, c & '_neupd: Untransformed real part of the Ritz valuess.') c call dvout ( nconv, di, ndigit, c & '_neupd: Untransformed imag part of the Ritz valuess.') c call dvout ( nconv, workl(ihbds), ndigit, c & '_neupd: Ritz estimates of untransformed Ritz values.') c else if (type .eq. 'REGULR' .and. msglvl .gt. 1) then c call dvout ( nconv, dr, ndigit, c & '_neupd: Real parts of converged Ritz values.') c call dvout ( nconv, di, ndigit, c & '_neupd: Imag parts of converged Ritz values.') c call dvout ( nconv, workl(ihbds), ndigit, c & '_neupd: Associated Ritz estimates.') c end if c c %-------------------------------------------------% c | Eigenvector Purification step. Formally perform | c | one of inverse subspace iteration. Only used | c | for MODE = 2. | c %-------------------------------------------------% c if (rvec .and. howmny .eq. 'A' .and. type .eq. 'SHIFTI') then c c %------------------------------------------------% c | Purify the computed Ritz vectors by adding a | c | little bit of the residual vector: | c | T | c | resid(:)*( e s ) / theta | c | NCV | c | where H s = s theta. Remember that when theta | c | has nonzero imaginary part, the corresponding | c | Ritz vector is stored across two columns of Z. | c %------------------------------------------------% c iconj = 0 do 110 j=1, nconv workev(j) = workl(invsub+(j-1)*ldq+ncv-1) / & workl(iheigr+j-1) else if (iconj .eq. 0) then & workl(iheigi+j-1) ) workev(j) = ( workl(invsub+(j-1)*ldq+ncv-1) * & workl(iheigr+j-1) + & workl(invsub+j*ldq+ncv-1) * & workl(iheigi+j-1) ) / temp / temp workev(j+1) = ( workl(invsub+j*ldq+ncv-1) * & workl(iheigr+j-1) - & workl(invsub+(j-1)*ldq+ncv-1) * & workl(iheigi+j-1) ) / temp / temp iconj = 1 else iconj = 0 end if 110 continue c c %---------------------------------------% c | Perform a rank one update to Z and | c | purify all the Ritz vectors together. | c %---------------------------------------% c c end if c 9000 continue c c return c c %---------------% c | End of DNEUPD | c %---------------% c end
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