Date: 2016-03-29T14:56:54+00:00

Actual source code: invit.c
slepc-3.6.3 2016-03-29
Report Typos and Errors

      1: /*

      3:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      4:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      5:    Copyright (c) 2002-2015, Universitat Politecnica de Valencia, Spain

      7:    This file is part of SLEPc.

      9:    SLEPc is free software: you can redistribute it and/or modify it under  the
     10:    terms of version 3 of the GNU Lesser General Public License as published by
     11:    the Free Software Foundation.

     13:    SLEPc  is  distributed in the hope that it will be useful, but WITHOUT  ANY
     14:    WARRANTY;  without even the implied warranty of MERCHANTABILITY or  FITNESS
     15:    FOR  A  PARTICULAR PURPOSE. See the GNU Lesser General Public  License  for
     16:    more details.

     18:    You  should have received a copy of the GNU Lesser General  Public  License
     19:    along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
     20:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     21: */
     22: #include <slepc/private/dsimpl.h>
     23: #include <slepcblaslapack.h>

     25: struct HRtr
     26: {
     27:   PetscScalar *data;
     28:   PetscInt    m;
     29:   PetscInt    idx[2];
     30:   PetscInt    n[2];
     31:   PetscScalar tau[2];
     32:   PetscReal   alpha;
     33:   PetscReal   cs;
     34:   PetscReal   sn;
     35:   PetscInt    type;
     36: };

     40: /*
     41:   Generates a hyperbolic rotation
     42:     if x1*x1 - x2*x2 != 0
     43:       r = sqrt(|x1*x1 - x2*x2|)
     44:       c = x1/r  s = x2/r

     46:       | c -s||x1|   |d*r|
     47:       |-s  c||x2| = | 0 |
     48:       where d = 1 for type==1 and -1 for type==2
     49:   Returns the condition number of the reduction
     50: */
     51: static PetscErrorCode HRGen(PetscReal x1,PetscReal x2,PetscInt *type,PetscReal *c,PetscReal *s,PetscReal *r,PetscReal *cond)
     52: {
     53:   PetscReal t,n2,xa,xb;
     54:   PetscInt  type_;

     57:   if (x2==0.0) {
     58:     *r = PetscAbsReal(x1);
     59:     *c = (x1>=0)?1.0:-1.0;
     60:     *s = 0.0;
     61:     if (type) *type = 1;
     62:     return(0);
     63:   }
     64:   if (PetscAbsReal(x1) == PetscAbsReal(x2)) {
     65:     /* hyperbolic rotation doesn't exist */
     66:     *c = 0.0;
     67:     *s = 0.0;
     68:     *r = 0.0;
     69:     if (type) *type = 0;
     70:     *cond = PETSC_MAX_REAL;
     71:     return(0);
     72:   }

     74:   if (PetscAbsReal(x1)>PetscAbsReal(x2)) {
     75:     xa = x1; xb = x2; type_ = 1;
     76:   } else {
     77:     xa = x2; xb = x1; type_ = 2;
     78:   }
     79:   t = xb/xa;
     80:   n2 = PetscAbsReal(1 - t*t);
     81:   *r = PetscSqrtReal(n2)*PetscAbsReal(xa);
     82:   *c = x1/(*r);
     83:   *s = x2/(*r);
     84:   if (type_ == 2) *r *= -1;
     85:   if (type) *type = type_;
     86:   if (cond) *cond = (PetscAbsReal(*c) + PetscAbsReal(*s))/PetscAbsReal(PetscAbsReal(*c) - PetscAbsReal(*s));
     87:   return(0);
     88: }

     92: /*
     93:                                 |c  s|
     94:   Applies an hyperbolic rotator |s  c|
     95:            |c  s|
     96:     [x1 x2]|s  c|
     97: */
     98: static PetscErrorCode HRApply(PetscInt n,PetscScalar *x1,PetscInt inc1,PetscScalar *x2,PetscInt inc2,PetscReal c,PetscReal s)
     99: {
    100:   PetscInt    i;
    101:   PetscReal   t;
    102:   PetscScalar tmp;

    105:   if (PetscAbsReal(c)>PetscAbsReal(s)) { /* Type I */
    106:     t = s/c;
    107:     for (i=0;i<n;i++) {
    108:       x1[i*inc1] = c*x1[i*inc1] + s*x2[i*inc2];
    109:       x2[i*inc2] = t*x1[i*inc1] + x2[i*inc2]/c;
    110:     }
    111:   } else { /* Type II */
    112:     t = c/s;
    113:     for (i=0;i<n;i++) {
    114:       tmp = x1[i*inc1];
    115:       x1[i*inc1] = c*x1[i*inc1] + s*x2[i*inc2];
    116:       x2[i*inc2] = t*x1[i*inc1] + tmp/s;
    117:     }
    118:   }
    119:   return(0);
    120: }

    124: /*
    125:   Reduction to tridiagonal-diagonal form (see F. Tisseur, SIMAX 26(1), 2004).

    127:   Input:
    128:     A symmetric (only lower triangular part is referred)
    129:     s vector +1 and -1 (signature matrix)
    130:   Output:
    131:     d,e
    132:     s
    133:     Q s-orthogonal matrix with Q^T*A*Q = T (symmetric tridiagonal matrix)
    134: */
    135: static PetscErrorCode TridiagDiag_HHR(PetscInt n,PetscScalar *A,PetscInt lda,PetscReal *s,PetscScalar* Q,PetscInt ldq,PetscBool flip,PetscReal *d,PetscReal *e,PetscInt *perm_,PetscScalar *work,PetscInt nw,PetscReal *rwork,PetscInt nwr,PetscBLASInt *iwork,PetscInt nwi)
    136: {
    137: #if defined(PETSC_MISSING_LAPACK_LARFG) || defined(PETSC_MISSING_LAPACK_LARF)
    139:   SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"LARFG/LARF - Lapack routines are unavailable");
    140: #else
    142:   PetscInt       i,j,k,*ii,*jj,i0=0,ik=0,tmp,type;
    143:   PetscInt       nwall,nwu=0,nwallr,nwur=0,nwalli,nwui=0;
    144:   PetscReal      *ss,cond=1.0,cs,sn,r;
    145:   PetscScalar    tau,t,*AA;
    146:   PetscBLASInt   n0,n1,ni,inc=1,m,n_,lda_,ldq_,*perm;
    147:   PetscBool      breakdown = PETSC_TRUE;

    150:   if (n<3) {
    151:     if (n==1) Q[0]=1;
    152:     if (n==2) {
    153:       Q[0] = Q[1+ldq] = 1;
    154:       Q[1] = Q[ldq] = 0;
    155:     }
    156:     return(0);
    157:   }
    158:   PetscBLASIntCast(lda,&lda_);
    159:   PetscBLASIntCast(n,&n_);
    160:   PetscBLASIntCast(ldq,&ldq_);
    161:   nwall = n*n+n;
    162:   if (!work || nw<nwall) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Invalid argument %d",12);
    163:   nwallr = n;
    164:   if (!rwork || nwr<nwallr) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Invalid argument %d",14);
    165:   ss = rwork;
    166:   nwur += n;
    167:   nwalli = n;
    168:   if (!iwork || nwi<nwalli) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Invalid argument %d",16);
    169:   perm = iwork;
    170:   nwui += n;
    171:   AA = work;
    172:   for (i=0;i<n;i++) {
    173:     PetscMemcpy(AA+i*n,A+i*lda,n*sizeof(PetscScalar));
    174:   }
    175:   nwu += n*n;
    176:   k=0;
    177:   while (breakdown && k<n) {
    178:     breakdown = PETSC_FALSE;
    179:     /* Classify (and flip) A and s according to sign */
    180:     if (flip) {
    181:       for (i=0;i<n;i++) {
    182:         perm[i] = n-1-perm_[i];
    183:         if (perm[i]==0) i0 = i;
    184:         if (perm[i]==k) ik = i;
    185:       }
    186:     } else {
    187:       for (i=0;i<n;i++) {
    188:         perm[i] = perm_[i];
    189:         if (perm[i]==0) i0 = i;
    190:         if (perm[i]==k) ik = i;
    191:       }
    192:     }
    193:     perm[ik] = 0;
    194:     perm[i0] = k;
    195:     i=1;
    196:     while (i<n-1 && s[perm[i-1]]==s[perm[0]]) {
    197:       if (s[perm[i]]!=s[perm[0]]) {
    198:         j=i+1;
    199:         while (j<n-1 && s[perm[j]]!=s[perm[0]])j++;
    200:         tmp = perm[i]; perm[i] = perm[j]; perm[j] = tmp;
    201:       }
    202:       i++;
    203:     }
    204:     for (i=0;i<n;i++) {
    205:       ss[i] = s[perm[i]];
    206:     }
    207:     if (flip) {
    208:       ii = &j;
    209:       jj = &i;
    210:     } else {
    211:       ii = &i;
    212:       jj = &j;
    213:     }
    214:     for (i=0;i<n;i++)
    215:       for (j=0;j<n;j++)
    216:         A[i+j*lda] = AA[perm[*ii]+perm[*jj]*n];
    217:     /* Initialize Q */
    218:     for (i=0;i<n;i++) {
    219:       PetscMemzero(Q+i*ldq,n*sizeof(PetscScalar));
    220:       Q[perm[i]+i*ldq] = 1.0;
    221:     }
    222:     for (ni=1;ni<n && ss[ni]==ss[0]; ni++);
    223:     n0 = ni-1;
    224:     n1 = n_-ni;
    225:     for (j=0;j<n-2;j++) {
    226:       PetscBLASIntCast(n-j-1,&m);
    227:       /* Forming and applying reflectors */
    228:       if (n0 > 1) {
    229:         PetscStackCallBLAS("LAPACKlarfg",LAPACKlarfg_(&n0,A+ni-n0+j*lda,A+ni-n0+j*lda+1,&inc,&tau));
    230:         /* Apply reflector */
    231:         if (PetscAbsScalar(tau) != 0.0) {
    232:           t=*(A+ni-n0+j*lda);  *(A+ni-n0+j*lda)=1.0;
    233:           PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&m,&n0,A+ni-n0+j*lda,&inc,&tau,A+j+1+(j+1)*lda,&lda_,work+nwu));
    234:           PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n0,&m,A+ni-n0+j*lda,&inc,&tau,A+j+1+(j+1)*lda,&lda_,work+nwu));
    235:           /* Update Q */
    236:           PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&n_,&n0,A+ni-n0+j*lda,&inc,&tau,Q+(j+1)*ldq,&ldq_,work+nwu));
    237:           *(A+ni-n0+j*lda) = t;
    238:           for (i=1;i<n0;i++) {
    239:             *(A+ni-n0+j*lda+i) = 0.0;  *(A+j+(ni-n0+i)*lda) = 0.0;
    240:           }
    241:           *(A+j+(ni-n0)*lda) = *(A+ni-n0+j*lda);
    242:         }
    243:       }
    244:       if (n1 > 1) {
    245:         PetscStackCallBLAS("LAPACKlarfg",LAPACKlarfg_(&n1,A+n-n1+j*lda,A+n-n1+j*lda+1,&inc,&tau));
    246:         /* Apply reflector */
    247:         if (PetscAbsScalar(tau) != 0.0) {
    248:           t=*(A+n-n1+j*lda);  *(A+n-n1+j*lda)=1.0;
    249:           PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&m,&n1,A+n-n1+j*lda,&inc,&tau,A+j+1+(n-n1)*lda,&lda_,work+nwu));
    250:           PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n1,&m,A+n-n1+j*lda,&inc,&tau,A+n-n1+(j+1)*lda,&lda_,work+nwu));
    251:           /* Update Q */
    252:           PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&n_,&n1,A+n-n1+j*lda,&inc,&tau,Q+(n-n1)*ldq,&ldq_,work+nwu));
    253:           *(A+n-n1+j*lda) = t;
    254:           for (i=1;i<n1;i++) {
    255:             *(A+n-n1+i+j*lda) = 0.0;  *(A+j+(n-n1+i)*lda) = 0.0;
    256:           }
    257:           *(A+j+(n-n1)*lda) = *(A+n-n1+j*lda);
    258:         }
    259:       }
    260:       /* Hyperbolic rotation */
    261:       if (n0 > 0 && n1 > 0) {
    262:         HRGen(PetscRealPart(A[ni-n0+j*lda]),PetscRealPart(A[n-n1+j*lda]),&type,&cs,&sn,&r,&cond);
    263:         /* Check condition number */
    264:         if (cond > 1.0/(10*PETSC_SQRT_MACHINE_EPSILON)) {
    265:           breakdown = PETSC_TRUE;
    266:           k++;
    267:           if (k==n || flip)
    268:             SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"Breakdown in construction of hyperbolic transformation");
    269:           break;
    270:         }
    271:         A[ni-n0+j*lda] = r; A[n-n1+j*lda] = 0.0;
    272:         A[j+(ni-n0)*lda] = r; A[j+(n-n1)*lda] = 0.0;
    273:         /* Apply to A */
    274:         HRApply(m,A+j+1+(ni-n0)*lda,1,A+j+1+(n-n1)*lda,1,cs,-sn);
    275:         HRApply(m,A+ni-n0+(j+1)*lda,lda,A+n-n1+(j+1)*lda,lda,cs,-sn);

    277:         /* Update Q */
    278:         HRApply(n,Q+(ni-n0)*ldq,1,Q+(n-n1)*ldq,1,cs,-sn);
    279:         if (type==2) {
    280:           ss[ni-n0] = -ss[ni-n0]; ss[n-n1] = -ss[n-n1];
    281:           n0++;ni++;n1--;
    282:         }
    283:       }
    284:       if (n0>0) n0--;
    285:       else n1--;
    286:     }
    287:   }

    289:   /* flip matrices */
    290:   if (flip) {
    291:     for (i=0;i<n-1;i++) {
    292:       d[i] = PetscRealPart(A[n-i-1+(n-i-1)*lda]);
    293:       e[i] = PetscRealPart(A[n-i-1+(n-i-2)*lda]);
    294:       s[i] = ss[n-i-1];
    295:     }
    296:     s[n-1] = ss[0];
    297:     d[n-1] = PetscRealPart(A[0]);
    298:     for (i=0;i<n;i++) {
    299:       ierr=PetscMemcpy(work+i*n,Q+i*ldq,n*sizeof(PetscScalar));
    300:     }
    301:     for (i=0;i<n;i++)
    302:       for (j=0;j<n;j++)
    303:         Q[i+j*ldq] = work[i+(n-j-1)*n];
    304:   } else {
    305:     for (i=0;i<n-1;i++) {
    306:       d[i] = PetscRealPart(A[i+i*lda]);
    307:       e[i] = PetscRealPart(A[i+1+i*lda]);
    308:       s[i] = ss[i];
    309:     }
    310:     s[n-1] = ss[n-1];
    311:     d[n-1] = PetscRealPart(A[n-1 + (n-1)*lda]);
    312:   }
    313:   return(0);
    314: #endif
    315: }

    319: static PetscErrorCode MadeHRtr(PetscInt sz,PetscInt n,PetscInt idx0,PetscInt n0,PetscInt idx1,PetscInt n1,struct HRtr *tr1,struct HRtr *tr2,PetscReal *ncond,PetscScalar *work,PetscInt lw)
    320: {
    322:   PetscScalar    *x,*y;
    323:   PetscReal       ncond2;
    324:   PetscBLASInt   n0_,n1_,inc=1;

    327:   if (lw<n) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Invalid argument %d",11);
    328:   /* Hyperbolic transformation to make zeros in x */
    329:   x = tr1->data;
    330:   tr1->n[0] = n0;
    331:   tr1->n[1] = n1;
    332:   tr1->idx[0] = idx0;
    333:   tr1->idx[1] = idx1;
    334:   PetscBLASIntCast(tr1->n[0],&n0_);
    335:   PetscBLASIntCast(tr1->n[1],&n1_);
    336:   if (tr1->n[0] > 1) {
    337:     PetscStackCallBLAS("LAPACKlarfg",LAPACKlarfg_(&n0_,x+tr1->idx[0],x+tr1->idx[0]+1,&inc,tr1->tau));
    338:   }
    339:   if (tr1->n[1]> 1) {
    340:     PetscStackCallBLAS("LAPACKlarfg",LAPACKlarfg_(&n1_,x+tr1->idx[1],x+tr1->idx[1]+1,&inc,tr1->tau+1));
    341:   }
    342:   if (tr1->idx[0]<tr1->idx[1]) {
    343:     HRGen(PetscRealPart(x[tr1->idx[0]]),PetscRealPart(x[tr1->idx[1]]),&(tr1->type),&(tr1->cs),&(tr1->sn),&(tr1->alpha),ncond);
    344:   } else {
    345:     tr1->alpha = PetscRealPart(x[tr1->idx[0]]);
    346:     *ncond = 1.0;
    347:   }
    348:   if (sz==2) {
    349:     y = tr2->data;
    350:     /* Apply first transformation to second column */
    351:     if (tr1->n[0] > 1 && PetscAbsScalar(tr1->tau[0])!=0.0) {
    352:       x[tr1->idx[0]] = 1.0;
    353:       PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n0_,&inc,x+tr1->idx[0],&inc,tr1->tau,y+tr1->idx[0],&n0_,work));
    354:     }
    355:     if (tr1->n[1] > 1 && PetscAbsScalar(tr1->tau[1])!=0.0) {
    356:       x[tr1->idx[1]] = 1.0;
    357:       PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n1_,&inc,x+tr1->idx[1],&inc,tr1->tau+1,y+tr1->idx[1],&n1_,work));
    358:     }
    359:     if (tr1->idx[0]<tr1->idx[1]) {
    360:       HRApply(1,y+tr1->idx[0],1,y+tr1->idx[1],1,tr1->cs,-tr1->sn);
    361:     }
    362:     tr2->n[0] = tr1->n[0];
    363:     tr2->n[1] = tr1->n[1];
    364:     tr2->idx[0] = tr1->idx[0];
    365:     tr2->idx[1] = tr1->idx[1];
    366:     if (tr1->idx[0]<tr1->idx[1] && tr1->type==2) {
    367:       tr2->idx[1]++; tr2->n[1]--; tr2->n[0]++;
    368:     }
    369:     if (tr2->n[0]>0) {
    370:       tr2->n[0]--; tr2->idx[0]++;
    371:       if (tr2->n[1]==0) tr2->idx[1] = tr2->idx[0];
    372:     } else {
    373:       tr2->n[1]--; tr2->idx[1]++; tr2->idx[0] = tr2->idx[1];
    374:     }
    375:     /* Hyperbolic transformation to make zeros in y */
    376:     PetscBLASIntCast(tr2->n[0],&n0_);
    377:     PetscBLASIntCast(tr2->n[1],&n1_);
    378:     if (tr2->n[0] > 1) {
    379:       PetscStackCallBLAS("LAPACKlarfg",LAPACKlarfg_(&n0_,y+tr2->idx[0],y+tr2->idx[0]+1,&inc,tr2->tau));
    380:     }
    381:     if (tr2->n[1]> 1) {
    382:       PetscStackCallBLAS("LAPACKlarfg",LAPACKlarfg_(&n1_,y+tr2->idx[1],y+tr2->idx[1]+1,&inc,tr2->tau+1));
    383:     }
    384:     if (tr2->idx[0]<tr2->idx[1]) {
    385:       HRGen(PetscRealPart(y[tr2->idx[0]]),PetscRealPart(y[tr2->idx[1]]),&(tr2->type),&(tr2->cs),&(tr2->sn),&(tr2->alpha),&ncond2);
    386:     } else {
    387:     tr2->alpha = PetscRealPart(y[tr2->idx[0]]);
    388:     ncond2 = 1.0;
    389:     }
    390:     if (ncond2>*ncond) *ncond = ncond2;
    391:   }
    392:   return(0);
    393: }

    397: /*
    398:   Auxiliary function to try perform one iteration of hr routine,
    399:   checking condition number. If it is < tolD, apply the
    400:   transformation to H and R, if not, ok=false and it do nothing
    401:   tolE, tolerance to exchange complex pairs to improve conditioning
    402: */
    403: static PetscErrorCode TryHRIt(PetscInt n,PetscInt j,PetscInt sz,PetscScalar *H,PetscInt ldh,PetscScalar *R,PetscInt ldr,PetscReal *s,PetscBool *exg,PetscBool *ok,PetscInt *n0,PetscInt *n1,PetscInt *idx0,PetscInt *idx1,PetscReal *cond,PetscScalar *work,PetscInt nw)
    404: {
    406:   struct HRtr    *tr1,*tr2,tr1_t,tr2_t,tr1_te,tr2_te;
    407:   PetscScalar    *x,*y;
    408:   PetscReal      ncond,ncond_e;
    409:   PetscInt       nwu=0,nwall,i,d=1;
    410:   PetscBLASInt   n0_,n1_,inc=1,mh,mr,n_,ldr_,ldh_;
    411:   PetscReal      tolD = 1e+5;

    414:   if (cond) *cond = 1.0;
    415:   PetscBLASIntCast(n,&n_);
    416:   PetscBLASIntCast(ldr,&ldr_);
    417:   PetscBLASIntCast(ldh,&ldh_);
    418:   nwall = 5*n;
    419:   if (!work || nw<nwall) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Invalid argument %d",16);
    420:   x = work+nwu;
    421:   nwu += n;
    422:   PetscMemcpy(x,R+j*ldr,n*sizeof(PetscScalar));
    423:   *exg = PETSC_FALSE;
    424:   *ok = PETSC_TRUE;
    425:   tr1_t.data = x;
    426:   if (sz==1) {
    427:     /* Hyperbolic transformation to make zeros in x */
    428:     MadeHRtr(sz,n,*idx0,*n0,*idx1,*n1,&tr1_t,NULL,&ncond,work+nwu,nwall-nwu);
    429:     /* Check condition number to single column*/
    430:     if (ncond>tolD) {
    431:       *ok = PETSC_FALSE;
    432:     }
    433:     tr1 = &tr1_t;
    434:     tr2 = &tr2_t;
    435:   } else {
    436:     y = work+nwu;
    437:     nwu += n;
    438:     PetscMemcpy(y,R+(j+1)*ldr,n*sizeof(PetscScalar));
    439:     tr2_t.data = y;
    440:     MadeHRtr(sz,n,*idx0,*n0,*idx1,*n1,&tr1_t,&tr2_t,&ncond,work+nwu,nwall-nwu);
    441:     /* Computing hyperbolic transformations also for exchanged vectors */
    442:     tr1_te.data = work+nwu;
    443:     nwu += n;
    444:     PetscMemcpy(tr1_te.data,R+(j+1)*ldr,n*sizeof(PetscScalar));
    445:     tr2_te.data = work+nwu;
    446:     nwu += n;
    447:     PetscMemcpy(tr2_te.data,R+j*ldr,n*sizeof(PetscScalar));
    448:     MadeHRtr(sz,n,*idx0,*n0,*idx1,*n1,&tr1_te,&tr2_te,&ncond_e,work+nwu,nwall-nwu);
    449:     if (ncond > d*ncond_e) {
    450:       *exg = PETSC_TRUE;
    451:       tr1 = &tr1_te;
    452:       tr2 = &tr2_te;
    453:       ncond = ncond_e;
    454:     } else {
    455:       tr1 = &tr1_t;
    456:       tr2 = &tr2_t;
    457:     }
    458:     if (ncond>tolD) *ok = PETSC_FALSE;
    459:   }
    460:   if (*ok) {
    461:     /* Everything is OK, apply transformations to R and H */
    462:     /* First column */
    463:     if (cond && *cond<ncond) *cond = ncond;
    464:     x = tr1->data;
    465:     PetscBLASIntCast(tr1->n[0],&n0_);
    466:     PetscBLASIntCast(tr1->n[1],&n1_);
    467:     PetscBLASIntCast(n-j-sz,&mr);
    468:     if (tr1->n[0] > 1 && PetscAbsScalar(tr1->tau[0])!=0.0) {
    469:       x[tr1->idx[0]] = 1.0;
    470:       PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n0_,&mr,x+tr1->idx[0],&inc,tr1->tau,R+(j+sz)*ldr+tr1->idx[0],&ldr_,work+nwu));
    471:       PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&n_,&n0_,x+tr1->idx[0],&inc,tr1->tau,H+(tr1->idx[0])*ldh,&ldh_,work+nwu));
    472:     }
    473:     if (tr1->n[1] > 1 && PetscAbsScalar(tr1->tau[1])!=0.0) {
    474:       x[tr1->idx[1]] = 1.0;
    475:       PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n1_,&mr,x+tr1->idx[1],&inc,tr1->tau+1,R+(j+sz)*ldr+tr1->idx[1],&ldr_,work+nwu));
    476:       PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&n_,&n1_,x+tr1->idx[1],&inc,tr1->tau+1,H+(tr1->idx[1])*ldh,&ldh_,work+nwu));
    477:     }
    478:     if (tr1->idx[0]<tr1->idx[1]) {
    479:       HRApply(mr,R+(j+sz)*ldr+tr1->idx[0],ldr,R+(j+sz)*ldr+tr1->idx[1],ldr,tr1->cs,-tr1->sn);
    480:       if (tr1->type==1) {
    481:         HRApply(n,H+(tr1->idx[0])*ldh,1,H+(tr1->idx[1])*ldh,1,tr1->cs,tr1->sn);
    482:       } else {
    483:         HRApply(n,H+(tr1->idx[0])*ldh,1,H+(tr1->idx[1])*ldh,1,-tr1->cs,-tr1->sn);
    484:         s[tr1->idx[0]] = -s[tr1->idx[0]];
    485:         s[tr1->idx[1]] = -s[tr1->idx[1]];
    486:       }
    487:     }
    488:     for (i=0;i<tr1->idx[0];i++) *(R+j*ldr+i) = x[i];
    489:     for (i=tr1->idx[0]+1;i<n;i++) *(R+j*ldr+i) = 0.0;
    490:     *(R+j*ldr+tr1->idx[0]) = tr1->alpha;
    491:     if (sz==2) {
    492:       y = tr2->data;
    493:       /* Second column */
    494:       PetscBLASIntCast(tr2->n[0],&n0_);
    495:       PetscBLASIntCast(tr2->n[1],&n1_);
    496:       PetscBLASIntCast(n-j-sz,&mr);
    497:       PetscBLASIntCast(n-tr2->idx[0],&mh);
    498:       if (tr2->n[0] > 1 && PetscAbsScalar(tr2->tau[0])!=0.0) {
    499:         y[tr2->idx[0]] = 1.0;
    500:         PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n0_,&mr,y+tr2->idx[0],&inc,tr2->tau,R+(j+2)*ldr+tr2->idx[0],&ldr_,work+nwu));
    501:         PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&n_,&n0_,y+tr2->idx[0],&inc,tr2->tau,H+(tr2->idx[0])*ldh,&ldh_,work+nwu));
    502:       }
    503:       if (tr2->n[1] > 1 && PetscAbsScalar(tr2->tau[1])!=0.0) {
    504:         y[tr2->idx[1]] = 1.0;
    505:         PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("L",&n1_,&mr,y+tr2->idx[1],&inc,tr2->tau+1,R+(j+2)*ldr+tr2->idx[1],&ldr_,work+nwu));
    506:         PetscStackCallBLAS("LAPACKlarf",LAPACKlarf_("R",&n_,&n1_,y+tr2->idx[1],&inc,tr2->tau+1,H+(tr2->idx[1])*ldh,&ldh_,work+nwu));
    507:       }
    508:       if (tr2->idx[0]<tr2->idx[1]) {
    509:         HRApply(mr,R+(j+2)*ldr+tr2->idx[0],ldr,R+(j+2)*ldr+tr2->idx[1],ldr,tr2->cs,-tr2->sn);
    510:         if (tr2->type==1) {
    511:           HRApply(n,H+(tr2->idx[0])*ldh,1,H+(tr2->idx[1])*ldh,1,tr2->cs,tr2->sn);
    512:         } else {
    513:           HRApply(n,H+(tr2->idx[0])*ldh,1,H+(tr2->idx[1])*ldh,1,-tr2->cs,-tr2->sn);
    514:           s[tr2->idx[0]] = -s[tr2->idx[0]];
    515:           s[tr2->idx[1]] = -s[tr2->idx[1]];
    516:         }
    517:       }
    518:       for (i=0;i<tr2->idx[0]-1;i++) *(R+(j+1)*ldr+i) = y[i];
    519:       *(R+(j+1)*ldr+tr2->idx[0]-1) = y[tr2->idx[0]-1];
    520:       for (i=tr2->idx[0]+1;i<n;i++) *(R+(j+1)*ldr+i) = 0.0;
    521:       *(R+(j+1)*ldr+tr2->idx[0]) = tr2->alpha;
    522:       *n0 = tr2->n[0];
    523:       *n1 = tr2->n[1];
    524:       *idx0 = tr2->idx[0];
    525:       *idx1 = tr2->idx[1];
    526:       if (tr2->idx[0]<tr2->idx[1] && tr2->type==2) {
    527:         (*idx1)++; (*n1)--; (*n0)++;
    528:       }
    529:     } else {
    530:       *n0 = tr1->n[0];
    531:       *n1 = tr1->n[1];
    532:       *idx0 = tr1->idx[0];
    533:       *idx1 = tr1->idx[1];
    534:       if (tr1->idx[0]<tr1->idx[1] && tr1->type==2) {
    535:         (*idx1)++; (*n1)--; (*n0)++;
    536:       }
    537:     }
    538:     if (*n0>0) {
    539:       (*n0)--; (*idx0)++;
    540:       if (*n1==0) *idx1 = *idx0;
    541:     } else {
    542:       (*n1)--; (*idx1)++; *idx0 = *idx1;
    543:     }
    544:   }
    545:   return(0);
    546: }

    550: /*
    551:   compute V = HR whit H s-orthogonal and R upper triangular
    552: */
    553: static PetscErrorCode PseudoOrthog_HR(PetscInt *nv,PetscScalar *V,PetscInt ldv,PetscReal *s,PetscScalar *R,PetscInt ldr,PetscBLASInt *perm,PetscBLASInt *cmplxEig,PetscBool *breakdown,PetscScalar *work,PetscInt nw)
    554: {
    556:   PetscInt       i,j,n,n0,n1,np,idx0,idx1,sz=1,k=0,t1,t2,nwall,nwu=0;
    557:   PetscScalar    *col1,*col2;
    558:   PetscBool      exg=PETSC_FALSE,ok=PETSC_FALSE;

    561:   n = *nv;
    562:   nwall = 7*n;
    563:   if (!work || nw<nwall) SETERRQ1(PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Invalid argument %d",11);
    564:   col1 = work+nwu;
    565:   nwu += n;
    566:   col2 = work+nwu;
    567:   nwu += n;
    568:   /* Sort R and s according to sing(s) */
    569:   np = 0;
    570:   for (i=0;i<n;i++) if (s[i]>0) np++;
    571:   if (s[0]>0) n1 = np;
    572:   else n1 = n-np;
    573:   n0 = 0;
    574:   for (i=0;i<n;i++) {
    575:     if (s[i]==s[0]) {
    576:       s[n0] = s[0];
    577:       perm[n0++] = i;
    578:     } else perm[n1++] = i;
    579:   }
    580:   for (i=n0;i<n;i++) s[i] = -s[0];
    581:   n1 -= n0;
    582:   idx0 = 0;
    583:   idx1 = n0;
    584:   if (idx1==n) idx1=idx0;
    585:   for (i=0;i<n;i++) {
    586:     for (j=0;j<n;j++) R[j*ldr+i] = V[j*ldv+perm[i]];
    587:   }
    588:   /* Initialize H */
    589:   for (i=0;i<n;i++) {
    590:     PetscMemzero(V+i*ldv,n*sizeof(PetscScalar));
    591:     V[perm[i]+i*ldv] = 1.0;
    592:   }
    593:   for (i=0;i<n;i++) perm[i] = i;
    594:   j = 0;
    595:   while (j<n-k) {
    596:     if (cmplxEig) {
    597:       if (cmplxEig[j]==0) sz=1;
    598:       else sz=2;
    599:     }
    600:     TryHRIt(n,j,sz,V,ldv,R,ldr,s,&exg,&ok,&n0,&n1,&idx0,&idx1,NULL,work+nwu,nw-nwu);
    601:     if (ok) {
    602:       if (exg) cmplxEig[j] = -cmplxEig[j];
    603:       j = j+sz;
    604:     } else { /* to be discarded */
    605:       k = k+1;
    606:       if (cmplxEig[j]==0) {
    607:         if (j<n) {
    608:           t1 = perm[j];
    609:           for (i=j;i<n-1;i++) perm[i] = perm[i+1];
    610:           perm[n-1] = t1;
    611:           t1 = cmplxEig[j];
    612:           for (i=j;i<n-1;i++) cmplxEig[i] = cmplxEig[i+1];
    613:           cmplxEig[n-1] = t1;
    614:           PetscMemcpy(col1,R+j*ldr,n*sizeof(PetscScalar));
    615:           for (i=j;i<n-1;i++) {
    616:             PetscMemcpy(R+i*ldr,R+(i+1)*ldr,n*sizeof(PetscScalar));
    617:           }
    618:           PetscMemcpy(R+(n-1)*ldr,col1,n*sizeof(PetscScalar));
    619:         }
    620:       } else {
    621:         k = k+1;
    622:         if (j<n-1) {
    623:           t1 = perm[j];
    624:           t2 = perm[j+1];
    625:           for (i=j;i<n-2;i++) perm[i] = perm[i+2];
    626:           perm[n-2] = t1;
    627:           perm[n-1] = t2;
    628:           t1 = cmplxEig[j];
    629:           t2 = cmplxEig[j+1];
    630:           for (i=j;i<n-2;i++) cmplxEig[i] = cmplxEig[i+2];
    631:           cmplxEig[n-2] = t1;
    632:           cmplxEig[n-1] = t2;
    633:           PetscMemcpy(col1,R+j*ldr,n*sizeof(PetscScalar));
    634:           PetscMemcpy(col2,R+(j+1)*ldr,n*sizeof(PetscScalar));
    635:           for (i=j;i<n-2;i++) {
    636:             PetscMemcpy(R+i*ldr,R+(i+2)*ldr,n*sizeof(PetscScalar));
    637:           }
    638:           PetscMemcpy(R+(n-2)*ldr,col1,n*sizeof(PetscScalar));
    639:           PetscMemcpy(R+(n-1)*ldr,col2,n*sizeof(PetscScalar));
    640:         }
    641:       }
    642:     }
    643:   }
    644:   if (k!=0) {
    645:     if (breakdown) *breakdown = PETSC_TRUE;
    646:     *nv = n-k;
    647:   }
    648:   return(0);
    649: }

    653: PetscErrorCode DSGHIEPOrthogEigenv(DS ds,DSMatType mat,PetscScalar *wr,PetscScalar *wi,PetscBool accum)
    654: {
    656:   PetscInt       lws,nwus=0,nwui=0,lwi;
    657:   PetscInt       off,n,nv,ld,i,ldr,l;
    658:   PetscScalar    *W,*X,*R,*ts,zeroS=0.0,oneS=1.0;
    659:   PetscReal      *s,vi,vr,tr,*d,*e;
    660:   PetscBLASInt   ld_,n_,nv_,*perm,*cmplxEig;

    663:   l = ds->l;
    664:   n = ds->n-l;
    665:   PetscBLASIntCast(n,&n_);
    666:   ld = ds->ld;
    667:   PetscBLASIntCast(ld,&ld_);
    668:   off = l*ld+l;
    669:   s = ds->rmat[DS_MAT_D];
    670:   if (!ds->compact) {
    671:     for (i=l;i<ds->n;i++) s[i] = PetscRealPart(*(ds->mat[DS_MAT_B]+i*ld+i));
    672:   }
    673:   lws = n*n+7*n;
    674:   lwi = 2*n;
    675:   DSAllocateWork_Private(ds,lws,0,lwi);
    676:   R = ds->work+nwus;
    677:   nwus += n*n;
    678:   ldr = n;
    679:   perm = ds->iwork + nwui;
    680:   nwui += n;
    681:   cmplxEig = ds->iwork+nwui;
    682:   nwui += n;
    683:   X = ds->mat[mat];
    684:   for (i=0;i<n;i++) {
    685: #if defined(PETSC_USE_COMPLEX)
    686:     vi = PetscImaginaryPart(wr[l+i]);
    687: #else
    688:     vi = PetscRealPart(wi[l+i]);
    689: #endif
    690:     if (vi!=0) {
    691:       cmplxEig[i] = 1;
    692:       cmplxEig[i+1] = 2;
    693:       i++;
    694:     } else cmplxEig[i] = 0;
    695:   }
    696:   nv = n;
    697:
    698:   /* Perform HR decomposition */
    699:   /* Hyperbolic rotators */
    700:   PseudoOrthog_HR(&nv,X+off,ld,s+l,R,ldr,perm,cmplxEig,NULL,ds->work+nwus,lws-nwus);
    701:   /* Sort wr,wi perm */
    702:   ts = ds->work+nwus;
    703:   nwus += n;
    704:   PetscMemcpy(ts,wr+l,n*sizeof(PetscScalar));
    705:   for (i=0;i<n;i++) wr[i+l] = ts[perm[i]];
    706: #if !defined(PETSC_USE_COMPLEX)
    707:   PetscMemcpy(ts,wi+l,n*sizeof(PetscScalar));
    708:   for (i=0;i<n;i++) wi[i+l] = ts[perm[i]];
    709: #endif
    710:   /* Projected Matrix */
    711:   PetscMemzero(ds->rmat[DS_MAT_T]+2*ld,ld*sizeof(PetscReal));
    712:   d = ds->rmat[DS_MAT_T];
    713:   e = d+ld;
    714:   for (i=0;i<nv;i++) {
    715:     if (cmplxEig[i]==0) { /* Real */
    716:       d[l+i] = PetscRealPart(wr[l+i]*s[l+i]);
    717:       e[l+i] = 0.0;
    718:     } else {
    719:       vr = PetscRealPart(wr[l+i]);
    720: #if defined(PETSC_USE_COMPLEX)
    721:       vi = PetscImaginaryPart(wr[l+i]);
    722: #else
    723:       vi = PetscRealPart(wi[l+i]);
    724: #endif
    725:       if (cmplxEig[i]==-1) vi = -vi;
    726:       tr = PetscRealPart((R[i+(i+1)*ldr]/R[i+i*ldr]))*vi;
    727:       d[l+i] = (vr-tr)*s[l+i];
    728:       d[l+i+1] = (vr+tr)*s[l+i+1];
    729:       e[l+i] = PetscRealPart(s[l+i]*(R[(i+1)+(i+1)*ldr]/R[i+i*ldr])*vi);
    730:       e[l+i+1] = 0.0;
    731:       i++;
    732:     }
    733:   }
    734:   /* accumulate previous Q */
    735:   if (accum) {
    736:     PetscBLASIntCast(nv,&nv_);
    737:     DSAllocateMat_Private(ds,DS_MAT_W);
    738:     W = ds->mat[DS_MAT_W];
    739:     DSCopyMatrix_Private(ds,DS_MAT_W,DS_MAT_Q);
    740:     PetscStackCallBLAS("BLASgemm",BLASgemm_("N","N",&n_,&nv_,&n_,&oneS,W+off,&ld_,X+off,&ld_,&zeroS,ds->mat[DS_MAT_Q]+off,&ld_));
    741:   } else {
    742:     PetscMemzero(ds->mat[DS_MAT_Q],ld*ld*sizeof(PetscScalar));
    743:     for (i=0;i<ds->l;i++) *(ds->mat[DS_MAT_Q]+i+i*ld) = 1.0;
    744:     for (i=0;i<n;i++) { PetscMemcpy(ds->mat[DS_MAT_Q]+off+i*ld,X+off+i*ld,n*sizeof(PetscScalar)); }
    745:   }
    746:   ds->t = nv+l;
    747:   if (!ds->compact) { DSSwitchFormat_GHIEP(ds,PETSC_FALSE); }
    748:   return(0);
    749: }

    753: /*
    754:    Reduce to tridiagonal-diagonal pair by means of TridiagDiag_HHR.
    755: */
    756: PetscErrorCode DSIntermediate_GHIEP(DS ds)
    757: {
    759:   PetscInt       i,ld,off;
    760:   PetscInt       nwall,nwallr,nwalli,nwu=0,nwur=0,nwui=0;
    761:   PetscScalar    *A,*B,*Q;
    762:   PetscReal      *d,*e,*s;

    765:   ld = ds->ld;
    766:   A = ds->mat[DS_MAT_A];
    767:   B = ds->mat[DS_MAT_B];
    768:   Q = ds->mat[DS_MAT_Q];
    769:   d = ds->rmat[DS_MAT_T];
    770:   e = ds->rmat[DS_MAT_T]+ld;
    771:   s = ds->rmat[DS_MAT_D];
    772:   off = ds->l+ds->l*ld;
    773:   PetscMemzero(Q,ld*ld*sizeof(PetscScalar));
    774:   nwall = ld*ld+ld;
    775:   nwallr = ld;
    776:   nwalli = ld;
    777:   DSAllocateWork_Private(ds,nwall,nwallr,nwalli);
    778:   for (i=0;i<ds->n;i++) Q[i+i*ld]=1.0;
    779:   for (i=0;i<ds->n-ds->l;i++) *(ds->perm+i)=i;
    780:   if (ds->compact) {
    781:     if (ds->state < DS_STATE_INTERMEDIATE) {
    782:       DSSwitchFormat_GHIEP(ds,PETSC_FALSE);
    783:       TridiagDiag_HHR(ds->k-ds->l+1,A+off,ld,s+ds->l,Q+off,ld,PETSC_TRUE,d+ds->l,e+ds->l,ds->perm,ds->work+nwu,nwall-nwu,ds->rwork+nwur,nwallr-nwur,ds->iwork+nwui,nwalli-nwui);
    784:       ds->k = ds->l;
    785:       PetscMemzero(d+2*ld+ds->l,(ds->n-ds->l)*sizeof(PetscReal));
    786:     }
    787:   } else {
    788:     if (ds->state < DS_STATE_INTERMEDIATE) {
    789:       for (i=0;i<ds->n;i++) s[i] = PetscRealPart(B[i+i*ld]);
    790:       TridiagDiag_HHR(ds->n-ds->l,A+off,ld,s+ds->l,Q+off,ld,PETSC_FALSE,d+ds->l,e+ds->l,ds->perm,ds->work+nwu,nwall-nwu,ds->rwork+nwur,nwallr-nwur,ds->iwork+nwui,nwalli-nwui);
    791:       PetscMemzero(d+2*ld,(ds->n)*sizeof(PetscReal));
    792:       ds->k = ds->l;
    793:       DSSwitchFormat_GHIEP(ds,PETSC_FALSE);
    794:     } else {
    795:       DSSwitchFormat_GHIEP(ds,PETSC_TRUE);
    796:     }
    797:   }
    798:   return(0);
    799: }