951 lines
31 KiB
C
951 lines
31 KiB
C
/* -- translated by f2c (version 20240504).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "f2c.h"
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/* Table of constant values */
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static integer c__1 = 1;
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static logical c_false = FALSE_;
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static doublereal c_b24 = 1.;
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static doublereal c_b49 = 0.;
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static doublereal c_b57 = -1.;
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static integer c__2 = 2;
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/* -----------------------------------------------------------------------
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\BeginDoc
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\Name: dsaitr
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\Description:
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Reverse communication interface for applying NP additional steps to
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a K step symmetric Arnoldi factorization.
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Input: OP*V_{k} - V_{k}*H = r_{k}*e_{k}^T
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with (V_{k}^T)*B*V_{k} = I, (V_{k}^T)*B*r_{k} = 0.
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Output: OP*V_{k+p} - V_{k+p}*H = r_{k+p}*e_{k+p}^T
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with (V_{k+p}^T)*B*V_{k+p} = I, (V_{k+p}^T)*B*r_{k+p} = 0.
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where OP and B are as in dsaupd. The B-norm of r_{k+p} is also
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computed and returned.
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\Usage:
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call dsaitr
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( IDO, BMAT, N, K, NP, MODE, RESID, RNORM, V, LDV, H, LDH,
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IPNTR, WORKD, INFO )
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\Arguments
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IDO Integer. (INPUT/OUTPUT)
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Reverse communication flag.
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-------------------------------------------------------------
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IDO = 0: first call to the reverse communication interface
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IDO = -1: compute Y = OP * X where
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IPNTR(1) is the pointer into WORK for X,
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IPNTR(2) is the pointer into WORK for Y.
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This is for the restart phase to force the new
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starting vector into the range of OP.
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IDO = 1: compute Y = OP * X where
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IPNTR(1) is the pointer into WORK for X,
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IPNTR(2) is the pointer into WORK for Y,
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IPNTR(3) is the pointer into WORK for B * X.
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IDO = 2: compute Y = B * X where
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IPNTR(1) is the pointer into WORK for X,
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IPNTR(2) is the pointer into WORK for Y.
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IDO = 99: done
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-------------------------------------------------------------
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When the routine is used in the "shift-and-invert" mode, the
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vector B * Q is already available and does not need to be
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recomputed in forming OP * Q.
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BMAT Character*1. (INPUT)
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BMAT specifies the type of matrix B that defines the
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semi-inner product for the operator OP. See dsaupd.
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B = 'I' -> standard eigenvalue problem A*x = lambda*x
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B = 'G' -> generalized eigenvalue problem A*x = lambda*M*x
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N Integer. (INPUT)
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Dimension of the eigenproblem.
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K Integer. (INPUT)
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Current order of H and the number of columns of V.
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NP Integer. (INPUT)
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Number of additional Arnoldi steps to take.
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MODE Integer. (INPUT)
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Signifies which form for "OP". If MODE=2 then
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a reduction in the number of B matrix vector multiplies
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is possible since the B-norm of OP*x is equivalent to
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the inv(B)-norm of A*x.
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RESID Double precision array of length N. (INPUT/OUTPUT)
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On INPUT: RESID contains the residual vector r_{k}.
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On OUTPUT: RESID contains the residual vector r_{k+p}.
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RNORM Double precision scalar. (INPUT/OUTPUT)
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On INPUT the B-norm of r_{k}.
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On OUTPUT the B-norm of the updated residual r_{k+p}.
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V Double precision N by K+NP array. (INPUT/OUTPUT)
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On INPUT: V contains the Arnoldi vectors in the first K
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columns.
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On OUTPUT: V contains the new NP Arnoldi vectors in the next
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NP columns. The first K columns are unchanged.
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LDV Integer. (INPUT)
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Leading dimension of V exactly as declared in the calling
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program.
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H Double precision (K+NP) by 2 array. (INPUT/OUTPUT)
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H is used to store the generated symmetric tridiagonal matrix
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with the subdiagonal in the first column starting at H(2,1)
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and the main diagonal in the second column.
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LDH Integer. (INPUT)
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Leading dimension of H exactly as declared in the calling
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program.
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IPNTR Integer array of length 3. (OUTPUT)
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Pointer to mark the starting locations in the WORK for
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vectors used by the Arnoldi iteration.
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-------------------------------------------------------------
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IPNTR(1): pointer to the current operand vector X.
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IPNTR(2): pointer to the current result vector Y.
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IPNTR(3): pointer to the vector B * X when used in the
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shift-and-invert mode. X is the current operand.
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-------------------------------------------------------------
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WORKD Double precision work array of length 3*N. (REVERSE COMMUNICATION)
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Distributed array to be used in the basic Arnoldi iteration
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for reverse communication. The calling program should not
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use WORKD as temporary workspace during the iteration !!!!!!
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On INPUT, WORKD(1:N) = B*RESID where RESID is associated
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with the K step Arnoldi factorization. Used to save some
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computation at the first step.
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On OUTPUT, WORKD(1:N) = B*RESID where RESID is associated
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with the K+NP step Arnoldi factorization.
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INFO Integer. (OUTPUT)
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= 0: Normal exit.
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> 0: Size of an invariant subspace of OP is found that is
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less than K + NP.
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\EndDoc
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-----------------------------------------------------------------------
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\BeginLib
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\Local variables:
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xxxxxx real
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\Routines called:
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dgetv0 ARPACK routine to generate the initial vector.
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ivout ARPACK utility routine that prints integers.
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dmout ARPACK utility routine that prints matrices.
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dvout ARPACK utility routine that prints vectors.
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dlamch LAPACK routine that determines machine constants.
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dlascl LAPACK routine for careful scaling of a matrix.
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dgemv Level 2 BLAS routine for matrix vector multiplication.
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daxpy Level 1 BLAS that computes a vector triad.
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dscal Level 1 BLAS that scales a vector.
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dcopy Level 1 BLAS that copies one vector to another .
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ddot Level 1 BLAS that computes the scalar product of two vectors.
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dnrm2 Level 1 BLAS that computes the norm of a vector.
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\Author
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Danny Sorensen Phuong Vu
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Richard Lehoucq CRPC / Rice University
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Dept. of Computational & Houston, Texas
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Applied Mathematics
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Rice University
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Houston, Texas
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\Revision history:
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xx/xx/93: Version ' 2.4'
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\SCCS Information: @(#)
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FILE: saitr.F SID: 2.6 DATE OF SID: 8/28/96 RELEASE: 2
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\Remarks
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The algorithm implemented is:
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restart = .false.
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Given V_{k} = [v_{1}, ..., v_{k}], r_{k};
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r_{k} contains the initial residual vector even for k = 0;
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Also assume that rnorm = || B*r_{k} || and B*r_{k} are already
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computed by the calling program.
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betaj = rnorm ; p_{k+1} = B*r_{k} ;
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For j = k+1, ..., k+np Do
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1) if ( betaj < tol ) stop or restart depending on j.
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if ( restart ) generate a new starting vector.
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2) v_{j} = r(j-1)/betaj; V_{j} = [V_{j-1}, v_{j}];
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p_{j} = p_{j}/betaj
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3) r_{j} = OP*v_{j} where OP is defined as in dsaupd
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For shift-invert mode p_{j} = B*v_{j} is already available.
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wnorm = || OP*v_{j} ||
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4) Compute the j-th step residual vector.
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w_{j} = V_{j}^T * B * OP * v_{j}
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r_{j} = OP*v_{j} - V_{j} * w_{j}
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alphaj <- j-th component of w_{j}
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rnorm = || r_{j} ||
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betaj+1 = rnorm
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If (rnorm > 0.717*wnorm) accept step and go back to 1)
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5) Re-orthogonalization step:
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s = V_{j}'*B*r_{j}
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r_{j} = r_{j} - V_{j}*s; rnorm1 = || r_{j} ||
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alphaj = alphaj + s_{j};
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6) Iterative refinement step:
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If (rnorm1 > 0.717*rnorm) then
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rnorm = rnorm1
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accept step and go back to 1)
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Else
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rnorm = rnorm1
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If this is the first time in step 6), go to 5)
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Else r_{j} lies in the span of V_{j} numerically.
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Set r_{j} = 0 and rnorm = 0; go to 1)
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EndIf
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End Do
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\EndLib
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-----------------------------------------------------------------------
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Subroutine */ int igraphdsaitr_(integer *ido, char *bmat, integer *n, integer *k,
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integer *np, integer *mode, doublereal *resid, doublereal *rnorm,
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doublereal *v, integer *ldv, doublereal *h__, integer *ldh, integer *
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ipntr, doublereal *workd, integer *info)
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{
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/* Initialized data */
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IGRAPH_F77_SAVE logical first = TRUE_;
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/* System generated locals */
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integer h_dim1, h_offset, v_dim1, v_offset, i__1;
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/* Builtin functions */
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double sqrt(doublereal);
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/* Local variables */
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integer i__;
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IGRAPH_F77_SAVE integer j;
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real t0, t1, t2, t3, t4, t5;
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integer jj;
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IGRAPH_F77_SAVE integer ipj, irj;
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integer nbx=0;
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IGRAPH_F77_SAVE integer ivj;
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extern doublereal igraphddot_(integer *, doublereal *, integer *, doublereal *,
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integer *);
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IGRAPH_F77_SAVE integer ierr, iter;
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integer nopx=0;
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IGRAPH_F77_SAVE integer itry;
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extern doublereal igraphdnrm2_(integer *, doublereal *, integer *);
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doublereal temp1;
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IGRAPH_F77_SAVE logical orth1, orth2, step3, step4;
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extern /* Subroutine */ int igraphdscal_(integer *, doublereal *, doublereal *,
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integer *), igraphdgemv_(char *, integer *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *);
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integer infol;
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extern /* Subroutine */ int igraphdcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *);
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doublereal xtemp[2];
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real tmvbx=0;
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extern /* Subroutine */ int igraphdvout_(integer *, integer *, doublereal *,
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integer *, char *, ftnlen);
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IGRAPH_F77_SAVE doublereal wnorm;
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extern /* Subroutine */ int igraphivout_(integer *, integer *, integer *,
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integer *, char *, ftnlen), igraphdgetv0_(integer *, char *, integer *,
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logical *, integer *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *, doublereal *, integer *);
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IGRAPH_F77_SAVE doublereal rnorm1;
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extern doublereal igraphdlamch_(char *);
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extern /* Subroutine */ int igraphdlascl_(char *, integer *, integer *,
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doublereal *, doublereal *, integer *, integer *, doublereal *,
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integer *, integer *), igrapharscnd_(real *);
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integer logfil=6;
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IGRAPH_F77_SAVE doublereal safmin;
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integer ndigit=-3, nitref=0;
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real titref=0;
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integer msaitr=0;
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IGRAPH_F77_SAVE integer msglvl;
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real tsaitr=0;
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integer nrorth=0;
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IGRAPH_F77_SAVE logical rstart;
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integer nrstrt=0;
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real tmvopx=0;
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/* %----------------------------------------------------%
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| Include files for debugging and timing information |
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%----------------------------------------------------%
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%------------------%
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| Scalar Arguments |
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%------------------%
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%-----------------%
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| Array Arguments |
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%-----------------%
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%------------%
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| Parameters |
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%------------%
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%---------------%
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| Local Scalars |
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%---------------%
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%-----------------------%
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| Local Array Arguments |
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%-----------------------%
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%----------------------%
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| External Subroutines |
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%----------------------%
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%--------------------%
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| External Functions |
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%--------------------%
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%-----------------%
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| Data statements |
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%-----------------%
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Parameter adjustments */
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--workd;
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--resid;
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v_dim1 = *ldv;
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v_offset = 1 + v_dim1;
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v -= v_offset;
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h_dim1 = *ldh;
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h_offset = 1 + h_dim1;
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h__ -= h_offset;
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--ipntr;
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/* Function Body
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%-----------------------%
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| Executable Statements |
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%-----------------------% */
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if (first) {
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first = FALSE_;
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/* %--------------------------------%
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| safmin = safe minimum is such |
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| that 1/sfmin does not overflow |
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%--------------------------------% */
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safmin = igraphdlamch_("safmin");
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}
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if (*ido == 0) {
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/* %-------------------------------%
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| Initialize timing statistics |
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| & message level for debugging |
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%-------------------------------% */
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igrapharscnd_(&t0);
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msglvl = msaitr;
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/* %------------------------------%
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| Initial call to this routine |
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%------------------------------% */
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*info = 0;
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step3 = FALSE_;
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step4 = FALSE_;
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rstart = FALSE_;
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orth1 = FALSE_;
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orth2 = FALSE_;
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/* %--------------------------------%
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| Pointer to the current step of |
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| the factorization to build |
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%--------------------------------% */
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j = *k + 1;
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/* %------------------------------------------%
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| Pointers used for reverse communication |
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| when using WORKD. |
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%------------------------------------------% */
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ipj = 1;
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irj = ipj + *n;
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ivj = irj + *n;
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}
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/* %-------------------------------------------------%
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| When in reverse communication mode one of: |
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| STEP3, STEP4, ORTH1, ORTH2, RSTART |
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| will be .true. |
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| STEP3: return from computing OP*v_{j}. |
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| STEP4: return from computing B-norm of OP*v_{j} |
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| ORTH1: return from computing B-norm of r_{j+1} |
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| ORTH2: return from computing B-norm of |
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| correction to the residual vector. |
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| RSTART: return from OP computations needed by |
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| dgetv0. |
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%-------------------------------------------------% */
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if (step3) {
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goto L50;
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}
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if (step4) {
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goto L60;
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}
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if (orth1) {
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goto L70;
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}
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if (orth2) {
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goto L90;
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}
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if (rstart) {
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goto L30;
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}
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/* %------------------------------%
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| Else this is the first step. |
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%------------------------------%
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%--------------------------------------------------------------%
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| |
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| A R N O L D I I T E R A T I O N L O O P |
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| |
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| Note: B*r_{j-1} is already in WORKD(1:N)=WORKD(IPJ:IPJ+N-1) |
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%--------------------------------------------------------------% */
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L1000:
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if (msglvl > 2) {
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igraphivout_(&logfil, &c__1, &j, &ndigit, "_saitr: generating Arnoldi vect"
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"or no.", (ftnlen)37);
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igraphdvout_(&logfil, &c__1, rnorm, &ndigit, "_saitr: B-norm of the curren"
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"t residual =", (ftnlen)40);
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}
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/* %---------------------------------------------------------%
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| Check for exact zero. Equivalent to determining whether |
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| a j-step Arnoldi factorization is present. |
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%---------------------------------------------------------% */
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if (*rnorm > 0.) {
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goto L40;
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}
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/* %---------------------------------------------------%
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| Invariant subspace found, generate a new starting |
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| vector which is orthogonal to the current Arnoldi |
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| basis and continue the iteration. |
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%---------------------------------------------------% */
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if (msglvl > 0) {
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igraphivout_(&logfil, &c__1, &j, &ndigit, "_saitr: ****** restart at step "
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"******", (ftnlen)37);
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}
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/* %---------------------------------------------%
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| ITRY is the loop variable that controls the |
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| maximum amount of times that a restart is |
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| attempted. NRSTRT is used by stat.h |
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%---------------------------------------------% */
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++nrstrt;
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itry = 1;
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L20:
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rstart = TRUE_;
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*ido = 0;
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L30:
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/* %--------------------------------------%
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| If in reverse communication mode and |
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| RSTART = .true. flow returns here. |
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%--------------------------------------% */
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igraphdgetv0_(ido, bmat, &itry, &c_false, n, &j, &v[v_offset], ldv, &resid[1],
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rnorm, &ipntr[1], &workd[1], &ierr);
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if (*ido != 99) {
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goto L9000;
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}
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if (ierr < 0) {
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++itry;
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if (itry <= 3) {
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goto L20;
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}
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/* %------------------------------------------------%
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| Give up after several restart attempts. |
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| Set INFO to the size of the invariant subspace |
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| which spans OP and exit. |
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%------------------------------------------------% */
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*info = j - 1;
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igrapharscnd_(&t1);
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tsaitr += t1 - t0;
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*ido = 99;
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goto L9000;
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}
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L40:
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/* %---------------------------------------------------------%
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| STEP 2: v_{j} = r_{j-1}/rnorm and p_{j} = p_{j}/rnorm |
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| Note that p_{j} = B*r_{j-1}. In order to avoid overflow |
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| when reciprocating a small RNORM, test against lower |
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| machine bound. |
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%---------------------------------------------------------% */
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igraphdcopy_(n, &resid[1], &c__1, &v[j * v_dim1 + 1], &c__1);
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if (*rnorm >= safmin) {
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temp1 = 1. / *rnorm;
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igraphdscal_(n, &temp1, &v[j * v_dim1 + 1], &c__1);
|
|
igraphdscal_(n, &temp1, &workd[ipj], &c__1);
|
|
} else {
|
|
|
|
/* %-----------------------------------------%
|
|
| To scale both v_{j} and p_{j} carefully |
|
|
| use LAPACK routine SLASCL |
|
|
%-----------------------------------------% */
|
|
|
|
igraphdlascl_("General", &i__, &i__, rnorm, &c_b24, n, &c__1, &v[j * v_dim1
|
|
+ 1], n, &infol);
|
|
igraphdlascl_("General", &i__, &i__, rnorm, &c_b24, n, &c__1, &workd[ipj],
|
|
n, &infol);
|
|
}
|
|
|
|
/* %------------------------------------------------------%
|
|
| STEP 3: r_{j} = OP*v_{j}; Note that p_{j} = B*v_{j} |
|
|
| Note that this is not quite yet r_{j}. See STEP 4 |
|
|
%------------------------------------------------------% */
|
|
|
|
step3 = TRUE_;
|
|
++nopx;
|
|
igrapharscnd_(&t2);
|
|
igraphdcopy_(n, &v[j * v_dim1 + 1], &c__1, &workd[ivj], &c__1);
|
|
ipntr[1] = ivj;
|
|
ipntr[2] = irj;
|
|
ipntr[3] = ipj;
|
|
*ido = 1;
|
|
|
|
/* %-----------------------------------%
|
|
| Exit in order to compute OP*v_{j} |
|
|
%-----------------------------------% */
|
|
|
|
goto L9000;
|
|
L50:
|
|
|
|
/* %-----------------------------------%
|
|
| Back from reverse communication; |
|
|
| WORKD(IRJ:IRJ+N-1) := OP*v_{j}. |
|
|
%-----------------------------------% */
|
|
|
|
igrapharscnd_(&t3);
|
|
tmvopx += t3 - t2;
|
|
|
|
step3 = FALSE_;
|
|
|
|
/* %------------------------------------------%
|
|
| Put another copy of OP*v_{j} into RESID. |
|
|
%------------------------------------------% */
|
|
|
|
igraphdcopy_(n, &workd[irj], &c__1, &resid[1], &c__1);
|
|
|
|
/* %-------------------------------------------%
|
|
| STEP 4: Finish extending the symmetric |
|
|
| Arnoldi to length j. If MODE = 2 |
|
|
| then B*OP = B*inv(B)*A = A and |
|
|
| we don't need to compute B*OP. |
|
|
| NOTE: If MODE = 2 WORKD(IVJ:IVJ+N-1) is |
|
|
| assumed to have A*v_{j}. |
|
|
%-------------------------------------------% */
|
|
|
|
if (*mode == 2) {
|
|
goto L65;
|
|
}
|
|
igrapharscnd_(&t2);
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
++nbx;
|
|
step4 = TRUE_;
|
|
ipntr[1] = irj;
|
|
ipntr[2] = ipj;
|
|
*ido = 2;
|
|
|
|
/* %-------------------------------------%
|
|
| Exit in order to compute B*OP*v_{j} |
|
|
%-------------------------------------% */
|
|
|
|
goto L9000;
|
|
} else if (*(unsigned char *)bmat == 'I') {
|
|
igraphdcopy_(n, &resid[1], &c__1, &workd[ipj], &c__1);
|
|
}
|
|
L60:
|
|
|
|
/* %-----------------------------------%
|
|
| Back from reverse communication; |
|
|
| WORKD(IPJ:IPJ+N-1) := B*OP*v_{j}. |
|
|
%-----------------------------------% */
|
|
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
igrapharscnd_(&t3);
|
|
tmvbx += t3 - t2;
|
|
}
|
|
|
|
step4 = FALSE_;
|
|
|
|
/* %-------------------------------------%
|
|
| The following is needed for STEP 5. |
|
|
| Compute the B-norm of OP*v_{j}. |
|
|
%-------------------------------------% */
|
|
|
|
L65:
|
|
if (*mode == 2) {
|
|
|
|
/* %----------------------------------%
|
|
| Note that the B-norm of OP*v_{j} |
|
|
| is the inv(B)-norm of A*v_{j}. |
|
|
%----------------------------------% */
|
|
|
|
wnorm = igraphddot_(n, &resid[1], &c__1, &workd[ivj], &c__1);
|
|
wnorm = sqrt((abs(wnorm)));
|
|
} else if (*(unsigned char *)bmat == 'G') {
|
|
wnorm = igraphddot_(n, &resid[1], &c__1, &workd[ipj], &c__1);
|
|
wnorm = sqrt((abs(wnorm)));
|
|
} else if (*(unsigned char *)bmat == 'I') {
|
|
wnorm = igraphdnrm2_(n, &resid[1], &c__1);
|
|
}
|
|
|
|
/* %-----------------------------------------%
|
|
| Compute the j-th residual corresponding |
|
|
| to the j step factorization. |
|
|
| Use Classical Gram Schmidt and compute: |
|
|
| w_{j} <- V_{j}^T * B * OP * v_{j} |
|
|
| r_{j} <- OP*v_{j} - V_{j} * w_{j} |
|
|
%-----------------------------------------%
|
|
|
|
|
|
%------------------------------------------%
|
|
| Compute the j Fourier coefficients w_{j} |
|
|
| WORKD(IPJ:IPJ+N-1) contains B*OP*v_{j}. |
|
|
%------------------------------------------% */
|
|
|
|
if (*mode != 2) {
|
|
igraphdgemv_("T", n, &j, &c_b24, &v[v_offset], ldv, &workd[ipj], &c__1, &
|
|
c_b49, &workd[irj], &c__1);
|
|
} else if (*mode == 2) {
|
|
igraphdgemv_("T", n, &j, &c_b24, &v[v_offset], ldv, &workd[ivj], &c__1, &
|
|
c_b49, &workd[irj], &c__1);
|
|
}
|
|
|
|
/* %--------------------------------------%
|
|
| Orthgonalize r_{j} against V_{j}. |
|
|
| RESID contains OP*v_{j}. See STEP 3. |
|
|
%--------------------------------------% */
|
|
|
|
igraphdgemv_("N", n, &j, &c_b57, &v[v_offset], ldv, &workd[irj], &c__1, &c_b24,
|
|
&resid[1], &c__1);
|
|
|
|
/* %--------------------------------------%
|
|
| Extend H to have j rows and columns. |
|
|
%--------------------------------------% */
|
|
|
|
h__[j + (h_dim1 << 1)] = workd[irj + j - 1];
|
|
if (j == 1 || rstart) {
|
|
h__[j + h_dim1] = 0.;
|
|
} else {
|
|
h__[j + h_dim1] = *rnorm;
|
|
}
|
|
igrapharscnd_(&t4);
|
|
|
|
orth1 = TRUE_;
|
|
iter = 0;
|
|
|
|
igrapharscnd_(&t2);
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
++nbx;
|
|
igraphdcopy_(n, &resid[1], &c__1, &workd[irj], &c__1);
|
|
ipntr[1] = irj;
|
|
ipntr[2] = ipj;
|
|
*ido = 2;
|
|
|
|
/* %----------------------------------%
|
|
| Exit in order to compute B*r_{j} |
|
|
%----------------------------------% */
|
|
|
|
goto L9000;
|
|
} else if (*(unsigned char *)bmat == 'I') {
|
|
igraphdcopy_(n, &resid[1], &c__1, &workd[ipj], &c__1);
|
|
}
|
|
L70:
|
|
|
|
/* %---------------------------------------------------%
|
|
| Back from reverse communication if ORTH1 = .true. |
|
|
| WORKD(IPJ:IPJ+N-1) := B*r_{j}. |
|
|
%---------------------------------------------------% */
|
|
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
igrapharscnd_(&t3);
|
|
tmvbx += t3 - t2;
|
|
}
|
|
|
|
orth1 = FALSE_;
|
|
|
|
/* %------------------------------%
|
|
| Compute the B-norm of r_{j}. |
|
|
%------------------------------% */
|
|
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
*rnorm = igraphddot_(n, &resid[1], &c__1, &workd[ipj], &c__1);
|
|
*rnorm = sqrt((abs(*rnorm)));
|
|
} else if (*(unsigned char *)bmat == 'I') {
|
|
*rnorm = igraphdnrm2_(n, &resid[1], &c__1);
|
|
}
|
|
|
|
/* %-----------------------------------------------------------%
|
|
| STEP 5: Re-orthogonalization / Iterative refinement phase |
|
|
| Maximum NITER_ITREF tries. |
|
|
| |
|
|
| s = V_{j}^T * B * r_{j} |
|
|
| r_{j} = r_{j} - V_{j}*s |
|
|
| alphaj = alphaj + s_{j} |
|
|
| |
|
|
| The stopping criteria used for iterative refinement is |
|
|
| discussed in Parlett's book SEP, page 107 and in Gragg & |
|
|
| Reichel ACM TOMS paper; Algorithm 686, Dec. 1990. |
|
|
| Determine if we need to correct the residual. The goal is |
|
|
| to enforce ||v(:,1:j)^T * r_{j}|| .le. eps * || r_{j} || |
|
|
%-----------------------------------------------------------% */
|
|
|
|
if (*rnorm > wnorm * .717f) {
|
|
goto L100;
|
|
}
|
|
++nrorth;
|
|
|
|
/* %---------------------------------------------------%
|
|
| Enter the Iterative refinement phase. If further |
|
|
| refinement is necessary, loop back here. The loop |
|
|
| variable is ITER. Perform a step of Classical |
|
|
| Gram-Schmidt using all the Arnoldi vectors V_{j} |
|
|
%---------------------------------------------------% */
|
|
|
|
L80:
|
|
|
|
if (msglvl > 2) {
|
|
xtemp[0] = wnorm;
|
|
xtemp[1] = *rnorm;
|
|
igraphdvout_(&logfil, &c__2, xtemp, &ndigit, "_saitr: re-orthonalization ;"
|
|
" wnorm and rnorm are", (ftnlen)48);
|
|
}
|
|
|
|
/* %----------------------------------------------------%
|
|
| Compute V_{j}^T * B * r_{j}. |
|
|
| WORKD(IRJ:IRJ+J-1) = v(:,1:J)'*WORKD(IPJ:IPJ+N-1). |
|
|
%----------------------------------------------------% */
|
|
|
|
igraphdgemv_("T", n, &j, &c_b24, &v[v_offset], ldv, &workd[ipj], &c__1, &c_b49,
|
|
&workd[irj], &c__1);
|
|
|
|
/* %----------------------------------------------%
|
|
| Compute the correction to the residual: |
|
|
| r_{j} = r_{j} - V_{j} * WORKD(IRJ:IRJ+J-1). |
|
|
| The correction to H is v(:,1:J)*H(1:J,1:J) + |
|
|
| v(:,1:J)*WORKD(IRJ:IRJ+J-1)*e'_j, but only |
|
|
| H(j,j) is updated. |
|
|
%----------------------------------------------% */
|
|
|
|
igraphdgemv_("N", n, &j, &c_b57, &v[v_offset], ldv, &workd[irj], &c__1, &c_b24,
|
|
&resid[1], &c__1);
|
|
|
|
if (j == 1 || rstart) {
|
|
h__[j + h_dim1] = 0.;
|
|
}
|
|
h__[j + (h_dim1 << 1)] += workd[irj + j - 1];
|
|
|
|
orth2 = TRUE_;
|
|
igrapharscnd_(&t2);
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
++nbx;
|
|
igraphdcopy_(n, &resid[1], &c__1, &workd[irj], &c__1);
|
|
ipntr[1] = irj;
|
|
ipntr[2] = ipj;
|
|
*ido = 2;
|
|
|
|
/* %-----------------------------------%
|
|
| Exit in order to compute B*r_{j}. |
|
|
| r_{j} is the corrected residual. |
|
|
%-----------------------------------% */
|
|
|
|
goto L9000;
|
|
} else if (*(unsigned char *)bmat == 'I') {
|
|
igraphdcopy_(n, &resid[1], &c__1, &workd[ipj], &c__1);
|
|
}
|
|
L90:
|
|
|
|
/* %---------------------------------------------------%
|
|
| Back from reverse communication if ORTH2 = .true. |
|
|
%---------------------------------------------------% */
|
|
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
igrapharscnd_(&t3);
|
|
tmvbx += t3 - t2;
|
|
}
|
|
|
|
/* %-----------------------------------------------------%
|
|
| Compute the B-norm of the corrected residual r_{j}. |
|
|
%-----------------------------------------------------% */
|
|
|
|
if (*(unsigned char *)bmat == 'G') {
|
|
rnorm1 = igraphddot_(n, &resid[1], &c__1, &workd[ipj], &c__1);
|
|
rnorm1 = sqrt((abs(rnorm1)));
|
|
} else if (*(unsigned char *)bmat == 'I') {
|
|
rnorm1 = igraphdnrm2_(n, &resid[1], &c__1);
|
|
}
|
|
|
|
if (msglvl > 0 && iter > 0) {
|
|
igraphivout_(&logfil, &c__1, &j, &ndigit, "_saitr: Iterative refinement fo"
|
|
"r Arnoldi residual", (ftnlen)49);
|
|
if (msglvl > 2) {
|
|
xtemp[0] = *rnorm;
|
|
xtemp[1] = rnorm1;
|
|
igraphdvout_(&logfil, &c__2, xtemp, &ndigit, "_saitr: iterative refine"
|
|
"ment ; rnorm and rnorm1 are", (ftnlen)51);
|
|
}
|
|
}
|
|
|
|
/* %-----------------------------------------%
|
|
| Determine if we need to perform another |
|
|
| step of re-orthogonalization. |
|
|
%-----------------------------------------% */
|
|
|
|
if (rnorm1 > *rnorm * .717f) {
|
|
|
|
/* %--------------------------------%
|
|
| No need for further refinement |
|
|
%--------------------------------% */
|
|
|
|
*rnorm = rnorm1;
|
|
|
|
} else {
|
|
|
|
/* %-------------------------------------------%
|
|
| Another step of iterative refinement step |
|
|
| is required. NITREF is used by stat.h |
|
|
%-------------------------------------------% */
|
|
|
|
++nitref;
|
|
*rnorm = rnorm1;
|
|
++iter;
|
|
if (iter <= 1) {
|
|
goto L80;
|
|
}
|
|
|
|
/* %-------------------------------------------------%
|
|
| Otherwise RESID is numerically in the span of V |
|
|
%-------------------------------------------------% */
|
|
|
|
i__1 = *n;
|
|
for (jj = 1; jj <= i__1; ++jj) {
|
|
resid[jj] = 0.;
|
|
/* L95: */
|
|
}
|
|
*rnorm = 0.;
|
|
}
|
|
|
|
/* %----------------------------------------------%
|
|
| Branch here directly if iterative refinement |
|
|
| wasn't necessary or after at most NITER_REF |
|
|
| steps of iterative refinement. |
|
|
%----------------------------------------------% */
|
|
|
|
L100:
|
|
|
|
rstart = FALSE_;
|
|
orth2 = FALSE_;
|
|
|
|
igrapharscnd_(&t5);
|
|
titref += t5 - t4;
|
|
|
|
/* %----------------------------------------------------------%
|
|
| Make sure the last off-diagonal element is non negative |
|
|
| If not perform a similarity transformation on H(1:j,1:j) |
|
|
| and scale v(:,j) by -1. |
|
|
%----------------------------------------------------------% */
|
|
|
|
if (h__[j + h_dim1] < 0.) {
|
|
h__[j + h_dim1] = -h__[j + h_dim1];
|
|
if (j < *k + *np) {
|
|
igraphdscal_(n, &c_b57, &v[(j + 1) * v_dim1 + 1], &c__1);
|
|
} else {
|
|
igraphdscal_(n, &c_b57, &resid[1], &c__1);
|
|
}
|
|
}
|
|
|
|
/* %------------------------------------%
|
|
| STEP 6: Update j = j+1; Continue |
|
|
%------------------------------------% */
|
|
|
|
++j;
|
|
if (j > *k + *np) {
|
|
igrapharscnd_(&t1);
|
|
tsaitr += t1 - t0;
|
|
*ido = 99;
|
|
|
|
if (msglvl > 1) {
|
|
i__1 = *k + *np;
|
|
igraphdvout_(&logfil, &i__1, &h__[(h_dim1 << 1) + 1], &ndigit, "_saitr"
|
|
": main diagonal of matrix H of step K+NP.", (ftnlen)47);
|
|
if (*k + *np > 1) {
|
|
i__1 = *k + *np - 1;
|
|
igraphdvout_(&logfil, &i__1, &h__[h_dim1 + 2], &ndigit, "_saitr: s"
|
|
"ub diagonal of matrix H of step K+NP.", (ftnlen)46);
|
|
}
|
|
}
|
|
|
|
goto L9000;
|
|
}
|
|
|
|
/* %--------------------------------------------------------%
|
|
| Loop back to extend the factorization by another step. |
|
|
%--------------------------------------------------------% */
|
|
|
|
goto L1000;
|
|
|
|
/* %---------------------------------------------------------------%
|
|
| |
|
|
| E N D O F M A I N I T E R A T I O N L O O P |
|
|
| |
|
|
%---------------------------------------------------------------% */
|
|
|
|
L9000:
|
|
return 0;
|
|
|
|
/* %---------------%
|
|
| End of dsaitr |
|
|
%---------------% */
|
|
|
|
} /* igraphdsaitr_ */
|
|
|