Annotation of rpl/lapack/lapack/iparmq.f, revision 1.20

1.9       bertrand    1: *> \brief \b IPARMQ
                      2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.16      bertrand    5: * Online html documentation available at
                      6: *            http://www.netlib.org/lapack/explore-html/
1.9       bertrand    7: *
                      8: *> \htmlonly
1.16      bertrand    9: *> Download IPARMQ + dependencies
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/iparmq.f">
                     11: *> [TGZ]</a>
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/iparmq.f">
                     13: *> [ZIP]</a>
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/iparmq.f">
1.9       bertrand   15: *> [TXT]</a>
1.16      bertrand   16: *> \endhtmlonly
1.9       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
1.16      bertrand   22: *
1.9       bertrand   23: *       .. Scalar Arguments ..
                     24: *       INTEGER            IHI, ILO, ISPEC, LWORK, N
                     25: *       CHARACTER          NAME*( * ), OPTS*( * )
1.16      bertrand   26: *
1.9       bertrand   27: *
                     28: *> \par Purpose:
                     29: *  =============
                     30: *>
                     31: *> \verbatim
                     32: *>
                     33: *>      This program sets problem and machine dependent parameters
1.14      bertrand   34: *>      useful for xHSEQR and related subroutines for eigenvalue
                     35: *>      problems. It is called whenever
                     36: *>      IPARMQ is called with 12 <= ISPEC <= 16
1.9       bertrand   37: *> \endverbatim
                     38: *
                     39: *  Arguments:
                     40: *  ==========
                     41: *
                     42: *> \param[in] ISPEC
                     43: *> \verbatim
1.18      bertrand   44: *>          ISPEC is INTEGER
1.9       bertrand   45: *>              ISPEC specifies which tunable parameter IPARMQ should
                     46: *>              return.
                     47: *>
                     48: *>              ISPEC=12: (INMIN)  Matrices of order nmin or less
                     49: *>                        are sent directly to xLAHQR, the implicit
                     50: *>                        double shift QR algorithm.  NMIN must be
                     51: *>                        at least 11.
                     52: *>
                     53: *>              ISPEC=13: (INWIN)  Size of the deflation window.
                     54: *>                        This is best set greater than or equal to
                     55: *>                        the number of simultaneous shifts NS.
                     56: *>                        Larger matrices benefit from larger deflation
                     57: *>                        windows.
                     58: *>
                     59: *>              ISPEC=14: (INIBL) Determines when to stop nibbling and
                     60: *>                        invest in an (expensive) multi-shift QR sweep.
                     61: *>                        If the aggressive early deflation subroutine
                     62: *>                        finds LD converged eigenvalues from an order
1.20    ! bertrand   63: *>                        NW deflation window and LD > (NW*NIBBLE)/100,
1.9       bertrand   64: *>                        then the next QR sweep is skipped and early
                     65: *>                        deflation is applied immediately to the
                     66: *>                        remaining active diagonal block.  Setting
                     67: *>                        IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a
                     68: *>                        multi-shift QR sweep whenever early deflation
                     69: *>                        finds a converged eigenvalue.  Setting
                     70: *>                        IPARMQ(ISPEC=14) greater than or equal to 100
                     71: *>                        prevents TTQRE from skipping a multi-shift
                     72: *>                        QR sweep.
                     73: *>
                     74: *>              ISPEC=15: (NSHFTS) The number of simultaneous shifts in
                     75: *>                        a multi-shift QR iteration.
                     76: *>
                     77: *>              ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the
                     78: *>                        following meanings.
1.14      bertrand   79: *>                        0:  During the multi-shift QR/QZ sweep,
                     80: *>                            blocked eigenvalue reordering, blocked
                     81: *>                            Hessenberg-triangular reduction,
                     82: *>                            reflections and/or rotations are not
                     83: *>                            accumulated when updating the
1.9       bertrand   84: *>                            far-from-diagonal matrix entries.
1.14      bertrand   85: *>                        1:  During the multi-shift QR/QZ sweep,
                     86: *>                            blocked eigenvalue reordering, blocked
                     87: *>                            Hessenberg-triangular reduction,
                     88: *>                            reflections and/or rotations are
                     89: *>                            accumulated, and matrix-matrix
                     90: *>                            multiplication is used to update the
                     91: *>                            far-from-diagonal matrix entries.
                     92: *>                        2:  During the multi-shift QR/QZ sweep,
                     93: *>                            blocked eigenvalue reordering, blocked
                     94: *>                            Hessenberg-triangular reduction,
                     95: *>                            reflections and/or rotations are
                     96: *>                            accumulated, and 2-by-2 block structure
                     97: *>                            is exploited during matrix-matrix
                     98: *>                            multiplies.
1.9       bertrand   99: *>                        (If xTRMM is slower than xGEMM, then
                    100: *>                        IPARMQ(ISPEC=16)=1 may be more efficient than
                    101: *>                        IPARMQ(ISPEC=16)=2 despite the greater level of
                    102: *>                        arithmetic work implied by the latter choice.)
                    103: *> \endverbatim
                    104: *>
                    105: *> \param[in] NAME
                    106: *> \verbatim
1.20    ! bertrand  107: *>          NAME is CHARACTER string
1.9       bertrand  108: *>               Name of the calling subroutine
                    109: *> \endverbatim
                    110: *>
                    111: *> \param[in] OPTS
                    112: *> \verbatim
1.20    ! bertrand  113: *>          OPTS is CHARACTER string
1.9       bertrand  114: *>               This is a concatenation of the string arguments to
                    115: *>               TTQRE.
                    116: *> \endverbatim
                    117: *>
                    118: *> \param[in] N
                    119: *> \verbatim
1.18      bertrand  120: *>          N is INTEGER
1.9       bertrand  121: *>               N is the order of the Hessenberg matrix H.
                    122: *> \endverbatim
                    123: *>
                    124: *> \param[in] ILO
                    125: *> \verbatim
                    126: *>          ILO is INTEGER
                    127: *> \endverbatim
                    128: *>
                    129: *> \param[in] IHI
                    130: *> \verbatim
                    131: *>          IHI is INTEGER
                    132: *>               It is assumed that H is already upper triangular
                    133: *>               in rows and columns 1:ILO-1 and IHI+1:N.
                    134: *> \endverbatim
                    135: *>
                    136: *> \param[in] LWORK
                    137: *> \verbatim
1.18      bertrand  138: *>          LWORK is INTEGER
1.9       bertrand  139: *>               The amount of workspace available.
                    140: *> \endverbatim
                    141: *
                    142: *  Authors:
                    143: *  ========
                    144: *
1.16      bertrand  145: *> \author Univ. of Tennessee
                    146: *> \author Univ. of California Berkeley
                    147: *> \author Univ. of Colorado Denver
                    148: *> \author NAG Ltd.
1.9       bertrand  149: *
1.18      bertrand  150: *> \date June 2017
1.9       bertrand  151: *
1.16      bertrand  152: *> \ingroup OTHERauxiliary
1.9       bertrand  153: *
                    154: *> \par Further Details:
                    155: *  =====================
                    156: *>
                    157: *> \verbatim
                    158: *>
                    159: *>       Little is known about how best to choose these parameters.
                    160: *>       It is possible to use different values of the parameters
                    161: *>       for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR.
                    162: *>
                    163: *>       It is probably best to choose different parameters for
                    164: *>       different matrices and different parameters at different
                    165: *>       times during the iteration, but this has not been
                    166: *>       implemented --- yet.
                    167: *>
                    168: *>
                    169: *>       The best choices of most of the parameters depend
                    170: *>       in an ill-understood way on the relative execution
                    171: *>       rate of xLAQR3 and xLAQR5 and on the nature of each
                    172: *>       particular eigenvalue problem.  Experiment may be the
                    173: *>       only practical way to determine which choices are most
                    174: *>       effective.
                    175: *>
                    176: *>       Following is a list of default values supplied by IPARMQ.
                    177: *>       These defaults may be adjusted in order to attain better
                    178: *>       performance in any particular computational environment.
                    179: *>
                    180: *>       IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point.
                    181: *>                        Default: 75. (Must be at least 11.)
                    182: *>
                    183: *>       IPARMQ(ISPEC=13) Recommended deflation window size.
                    184: *>                        This depends on ILO, IHI and NS, the
                    185: *>                        number of simultaneous shifts returned
                    186: *>                        by IPARMQ(ISPEC=15).  The default for
1.20    ! bertrand  187: *>                        (IHI-ILO+1) <= 500 is NS.  The default
        !           188: *>                        for (IHI-ILO+1) > 500 is 3*NS/2.
1.9       bertrand  189: *>
                    190: *>       IPARMQ(ISPEC=14) Nibble crossover point.  Default: 14.
                    191: *>
                    192: *>       IPARMQ(ISPEC=15) Number of simultaneous shifts, NS.
                    193: *>                        a multi-shift QR iteration.
                    194: *>
                    195: *>                        If IHI-ILO+1 is ...
                    196: *>
                    197: *>                        greater than      ...but less    ... the
                    198: *>                        or equal to ...      than        default is
                    199: *>
                    200: *>                                0               30       NS =   2+
                    201: *>                               30               60       NS =   4+
                    202: *>                               60              150       NS =  10
                    203: *>                              150              590       NS =  **
                    204: *>                              590             3000       NS =  64
                    205: *>                             3000             6000       NS = 128
                    206: *>                             6000             infinity   NS = 256
                    207: *>
                    208: *>                    (+)  By default matrices of this order are
                    209: *>                         passed to the implicit double shift routine
                    210: *>                         xLAHQR.  See IPARMQ(ISPEC=12) above.   These
                    211: *>                         values of NS are used only in case of a rare
                    212: *>                         xLAHQR failure.
                    213: *>
                    214: *>                    (**) The asterisks (**) indicate an ad-hoc
                    215: *>                         function increasing from 10 to 64.
                    216: *>
                    217: *>       IPARMQ(ISPEC=16) Select structured matrix multiply.
                    218: *>                        (See ISPEC=16 above for details.)
                    219: *>                        Default: 3.
                    220: *> \endverbatim
                    221: *>
                    222: *  =====================================================================
1.1       bertrand  223:       INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
                    224: *
1.18      bertrand  225: *  -- LAPACK auxiliary routine (version 3.7.1) --
1.1       bertrand  226: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    227: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.18      bertrand  228: *     June 2017
1.9       bertrand  229: *
1.1       bertrand  230: *     .. Scalar Arguments ..
                    231:       INTEGER            IHI, ILO, ISPEC, LWORK, N
                    232:       CHARACTER          NAME*( * ), OPTS*( * )
                    233: *
1.9       bertrand  234: *  ================================================================
1.1       bertrand  235: *     .. Parameters ..
                    236:       INTEGER            INMIN, INWIN, INIBL, ISHFTS, IACC22
                    237:       PARAMETER          ( INMIN = 12, INWIN = 13, INIBL = 14,
                    238:      $                   ISHFTS = 15, IACC22 = 16 )
                    239:       INTEGER            NMIN, K22MIN, KACMIN, NIBBLE, KNWSWP
                    240:       PARAMETER          ( NMIN = 75, K22MIN = 14, KACMIN = 14,
                    241:      $                   NIBBLE = 14, KNWSWP = 500 )
                    242:       REAL               TWO
                    243:       PARAMETER          ( TWO = 2.0 )
                    244: *     ..
                    245: *     .. Local Scalars ..
                    246:       INTEGER            NH, NS
1.14      bertrand  247:       INTEGER            I, IC, IZ
                    248:       CHARACTER          SUBNAM*6
1.1       bertrand  249: *     ..
                    250: *     .. Intrinsic Functions ..
                    251:       INTRINSIC          LOG, MAX, MOD, NINT, REAL
                    252: *     ..
                    253: *     .. Executable Statements ..
                    254:       IF( ( ISPEC.EQ.ISHFTS ) .OR. ( ISPEC.EQ.INWIN ) .OR.
                    255:      $    ( ISPEC.EQ.IACC22 ) ) THEN
                    256: *
                    257: *        ==== Set the number simultaneous shifts ====
                    258: *
                    259:          NH = IHI - ILO + 1
                    260:          NS = 2
                    261:          IF( NH.GE.30 )
                    262:      $      NS = 4
                    263:          IF( NH.GE.60 )
                    264:      $      NS = 10
                    265:          IF( NH.GE.150 )
                    266:      $      NS = MAX( 10, NH / NINT( LOG( REAL( NH ) ) / LOG( TWO ) ) )
                    267:          IF( NH.GE.590 )
                    268:      $      NS = 64
                    269:          IF( NH.GE.3000 )
                    270:      $      NS = 128
                    271:          IF( NH.GE.6000 )
                    272:      $      NS = 256
                    273:          NS = MAX( 2, NS-MOD( NS, 2 ) )
                    274:       END IF
                    275: *
                    276:       IF( ISPEC.EQ.INMIN ) THEN
                    277: *
                    278: *
                    279: *        ===== Matrices of order smaller than NMIN get sent
                    280: *        .     to xLAHQR, the classic double shift algorithm.
                    281: *        .     This must be at least 11. ====
                    282: *
                    283:          IPARMQ = NMIN
                    284: *
                    285:       ELSE IF( ISPEC.EQ.INIBL ) THEN
                    286: *
                    287: *        ==== INIBL: skip a multi-shift qr iteration and
                    288: *        .    whenever aggressive early deflation finds
                    289: *        .    at least (NIBBLE*(window size)/100) deflations. ====
                    290: *
                    291:          IPARMQ = NIBBLE
                    292: *
                    293:       ELSE IF( ISPEC.EQ.ISHFTS ) THEN
                    294: *
                    295: *        ==== NSHFTS: The number of simultaneous shifts =====
                    296: *
                    297:          IPARMQ = NS
                    298: *
                    299:       ELSE IF( ISPEC.EQ.INWIN ) THEN
                    300: *
                    301: *        ==== NW: deflation window size.  ====
                    302: *
                    303:          IF( NH.LE.KNWSWP ) THEN
                    304:             IPARMQ = NS
                    305:          ELSE
                    306:             IPARMQ = 3*NS / 2
                    307:          END IF
                    308: *
                    309:       ELSE IF( ISPEC.EQ.IACC22 ) THEN
                    310: *
                    311: *        ==== IACC22: Whether to accumulate reflections
                    312: *        .     before updating the far-from-diagonal elements
                    313: *        .     and whether to use 2-by-2 block structure while
                    314: *        .     doing it.  A small amount of work could be saved
                    315: *        .     by making this choice dependent also upon the
                    316: *        .     NH=IHI-ILO+1.
                    317: *
1.14      bertrand  318: *
                    319: *        Convert NAME to upper case if the first character is lower case.
                    320: *
1.1       bertrand  321:          IPARMQ = 0
1.14      bertrand  322:          SUBNAM = NAME
                    323:          IC = ICHAR( SUBNAM( 1: 1 ) )
                    324:          IZ = ICHAR( 'Z' )
                    325:          IF( IZ.EQ.90 .OR. IZ.EQ.122 ) THEN
                    326: *
                    327: *           ASCII character set
                    328: *
                    329:             IF( IC.GE.97 .AND. IC.LE.122 ) THEN
                    330:                SUBNAM( 1: 1 ) = CHAR( IC-32 )
                    331:                DO I = 2, 6
                    332:                   IC = ICHAR( SUBNAM( I: I ) )
                    333:                   IF( IC.GE.97 .AND. IC.LE.122 )
                    334:      $               SUBNAM( I: I ) = CHAR( IC-32 )
                    335:                END DO
                    336:             END IF
                    337: *
                    338:          ELSE IF( IZ.EQ.233 .OR. IZ.EQ.169 ) THEN
                    339: *
                    340: *           EBCDIC character set
                    341: *
                    342:             IF( ( IC.GE.129 .AND. IC.LE.137 ) .OR.
                    343:      $          ( IC.GE.145 .AND. IC.LE.153 ) .OR.
                    344:      $          ( IC.GE.162 .AND. IC.LE.169 ) ) THEN
                    345:                SUBNAM( 1: 1 ) = CHAR( IC+64 )
                    346:                DO I = 2, 6
                    347:                   IC = ICHAR( SUBNAM( I: I ) )
                    348:                   IF( ( IC.GE.129 .AND. IC.LE.137 ) .OR.
                    349:      $                ( IC.GE.145 .AND. IC.LE.153 ) .OR.
                    350:      $                ( IC.GE.162 .AND. IC.LE.169 ) )SUBNAM( I:
                    351:      $                I ) = CHAR( IC+64 )
                    352:                END DO
                    353:             END IF
                    354: *
                    355:          ELSE IF( IZ.EQ.218 .OR. IZ.EQ.250 ) THEN
                    356: *
                    357: *           Prime machines:  ASCII+128
                    358: *
                    359:             IF( IC.GE.225 .AND. IC.LE.250 ) THEN
                    360:                SUBNAM( 1: 1 ) = CHAR( IC-32 )
                    361:                DO I = 2, 6
                    362:                   IC = ICHAR( SUBNAM( I: I ) )
                    363:                   IF( IC.GE.225 .AND. IC.LE.250 )
                    364:      $               SUBNAM( I: I ) = CHAR( IC-32 )
                    365:                END DO
                    366:             END IF
                    367:          END IF
                    368: *
                    369:          IF( SUBNAM( 2:6 ).EQ.'GGHRD' .OR.
                    370:      $       SUBNAM( 2:6 ).EQ.'GGHD3' ) THEN
                    371:             IPARMQ = 1
                    372:             IF( NH.GE.K22MIN )
                    373:      $         IPARMQ = 2
                    374:          ELSE IF ( SUBNAM( 4:6 ).EQ.'EXC' ) THEN
                    375:             IF( NH.GE.KACMIN )
                    376:      $         IPARMQ = 1
                    377:             IF( NH.GE.K22MIN )
                    378:      $         IPARMQ = 2
                    379:          ELSE IF ( SUBNAM( 2:6 ).EQ.'HSEQR' .OR.
                    380:      $             SUBNAM( 2:5 ).EQ.'LAQR' ) THEN
                    381:             IF( NS.GE.KACMIN )
                    382:      $         IPARMQ = 1
                    383:             IF( NS.GE.K22MIN )
                    384:      $         IPARMQ = 2
                    385:          END IF
1.1       bertrand  386: *
                    387:       ELSE
                    388: *        ===== invalid value of ispec =====
                    389:          IPARMQ = -1
                    390: *
                    391:       END IF
                    392: *
                    393: *     ==== End of IPARMQ ====
                    394: *
                    395:       END

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