Annotation of rpl/lapack/lapack/iparmq.f, revision 1.9

1.9     ! bertrand    1: *> \brief \b IPARMQ
        !             2: *
        !             3: *  =========== DOCUMENTATION ===========
        !             4: *
        !             5: * Online html documentation available at 
        !             6: *            http://www.netlib.org/lapack/explore-html/ 
        !             7: *
        !             8: *> \htmlonly
        !             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"> 
        !            15: *> [TXT]</a>
        !            16: *> \endhtmlonly 
        !            17: *
        !            18: *  Definition:
        !            19: *  ===========
        !            20: *
        !            21: *       INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
        !            22: * 
        !            23: *       .. Scalar Arguments ..
        !            24: *       INTEGER            IHI, ILO, ISPEC, LWORK, N
        !            25: *       CHARACTER          NAME*( * ), OPTS*( * )
        !            26: *  
        !            27: *
        !            28: *> \par Purpose:
        !            29: *  =============
        !            30: *>
        !            31: *> \verbatim
        !            32: *>
        !            33: *>      This program sets problem and machine dependent parameters
        !            34: *>      useful for xHSEQR and its subroutines. It is called whenever 
        !            35: *>      ILAENV is called with 12 <= ISPEC <= 16
        !            36: *> \endverbatim
        !            37: *
        !            38: *  Arguments:
        !            39: *  ==========
        !            40: *
        !            41: *> \param[in] ISPEC
        !            42: *> \verbatim
        !            43: *>          ISPEC is integer scalar
        !            44: *>              ISPEC specifies which tunable parameter IPARMQ should
        !            45: *>              return.
        !            46: *>
        !            47: *>              ISPEC=12: (INMIN)  Matrices of order nmin or less
        !            48: *>                        are sent directly to xLAHQR, the implicit
        !            49: *>                        double shift QR algorithm.  NMIN must be
        !            50: *>                        at least 11.
        !            51: *>
        !            52: *>              ISPEC=13: (INWIN)  Size of the deflation window.
        !            53: *>                        This is best set greater than or equal to
        !            54: *>                        the number of simultaneous shifts NS.
        !            55: *>                        Larger matrices benefit from larger deflation
        !            56: *>                        windows.
        !            57: *>
        !            58: *>              ISPEC=14: (INIBL) Determines when to stop nibbling and
        !            59: *>                        invest in an (expensive) multi-shift QR sweep.
        !            60: *>                        If the aggressive early deflation subroutine
        !            61: *>                        finds LD converged eigenvalues from an order
        !            62: *>                        NW deflation window and LD.GT.(NW*NIBBLE)/100,
        !            63: *>                        then the next QR sweep is skipped and early
        !            64: *>                        deflation is applied immediately to the
        !            65: *>                        remaining active diagonal block.  Setting
        !            66: *>                        IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a
        !            67: *>                        multi-shift QR sweep whenever early deflation
        !            68: *>                        finds a converged eigenvalue.  Setting
        !            69: *>                        IPARMQ(ISPEC=14) greater than or equal to 100
        !            70: *>                        prevents TTQRE from skipping a multi-shift
        !            71: *>                        QR sweep.
        !            72: *>
        !            73: *>              ISPEC=15: (NSHFTS) The number of simultaneous shifts in
        !            74: *>                        a multi-shift QR iteration.
        !            75: *>
        !            76: *>              ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the
        !            77: *>                        following meanings.
        !            78: *>                        0:  During the multi-shift QR sweep,
        !            79: *>                            xLAQR5 does not accumulate reflections and
        !            80: *>                            does not use matrix-matrix multiply to
        !            81: *>                            update the far-from-diagonal matrix
        !            82: *>                            entries.
        !            83: *>                        1:  During the multi-shift QR sweep,
        !            84: *>                            xLAQR5 and/or xLAQRaccumulates reflections and uses
        !            85: *>                            matrix-matrix multiply to update the
        !            86: *>                            far-from-diagonal matrix entries.
        !            87: *>                        2:  During the multi-shift QR sweep.
        !            88: *>                            xLAQR5 accumulates reflections and takes
        !            89: *>                            advantage of 2-by-2 block structure during
        !            90: *>                            matrix-matrix multiplies.
        !            91: *>                        (If xTRMM is slower than xGEMM, then
        !            92: *>                        IPARMQ(ISPEC=16)=1 may be more efficient than
        !            93: *>                        IPARMQ(ISPEC=16)=2 despite the greater level of
        !            94: *>                        arithmetic work implied by the latter choice.)
        !            95: *> \endverbatim
        !            96: *>
        !            97: *> \param[in] NAME
        !            98: *> \verbatim
        !            99: *>          NAME is character string
        !           100: *>               Name of the calling subroutine
        !           101: *> \endverbatim
        !           102: *>
        !           103: *> \param[in] OPTS
        !           104: *> \verbatim
        !           105: *>          OPTS is character string
        !           106: *>               This is a concatenation of the string arguments to
        !           107: *>               TTQRE.
        !           108: *> \endverbatim
        !           109: *>
        !           110: *> \param[in] N
        !           111: *> \verbatim
        !           112: *>          N is integer scalar
        !           113: *>               N is the order of the Hessenberg matrix H.
        !           114: *> \endverbatim
        !           115: *>
        !           116: *> \param[in] ILO
        !           117: *> \verbatim
        !           118: *>          ILO is INTEGER
        !           119: *> \endverbatim
        !           120: *>
        !           121: *> \param[in] IHI
        !           122: *> \verbatim
        !           123: *>          IHI is INTEGER
        !           124: *>               It is assumed that H is already upper triangular
        !           125: *>               in rows and columns 1:ILO-1 and IHI+1:N.
        !           126: *> \endverbatim
        !           127: *>
        !           128: *> \param[in] LWORK
        !           129: *> \verbatim
        !           130: *>          LWORK is integer scalar
        !           131: *>               The amount of workspace available.
        !           132: *> \endverbatim
        !           133: *
        !           134: *  Authors:
        !           135: *  ========
        !           136: *
        !           137: *> \author Univ. of Tennessee 
        !           138: *> \author Univ. of California Berkeley 
        !           139: *> \author Univ. of Colorado Denver 
        !           140: *> \author NAG Ltd. 
        !           141: *
        !           142: *> \date November 2011
        !           143: *
        !           144: *> \ingroup auxOTHERauxiliary
        !           145: *
        !           146: *> \par Further Details:
        !           147: *  =====================
        !           148: *>
        !           149: *> \verbatim
        !           150: *>
        !           151: *>       Little is known about how best to choose these parameters.
        !           152: *>       It is possible to use different values of the parameters
        !           153: *>       for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR.
        !           154: *>
        !           155: *>       It is probably best to choose different parameters for
        !           156: *>       different matrices and different parameters at different
        !           157: *>       times during the iteration, but this has not been
        !           158: *>       implemented --- yet.
        !           159: *>
        !           160: *>
        !           161: *>       The best choices of most of the parameters depend
        !           162: *>       in an ill-understood way on the relative execution
        !           163: *>       rate of xLAQR3 and xLAQR5 and on the nature of each
        !           164: *>       particular eigenvalue problem.  Experiment may be the
        !           165: *>       only practical way to determine which choices are most
        !           166: *>       effective.
        !           167: *>
        !           168: *>       Following is a list of default values supplied by IPARMQ.
        !           169: *>       These defaults may be adjusted in order to attain better
        !           170: *>       performance in any particular computational environment.
        !           171: *>
        !           172: *>       IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point.
        !           173: *>                        Default: 75. (Must be at least 11.)
        !           174: *>
        !           175: *>       IPARMQ(ISPEC=13) Recommended deflation window size.
        !           176: *>                        This depends on ILO, IHI and NS, the
        !           177: *>                        number of simultaneous shifts returned
        !           178: *>                        by IPARMQ(ISPEC=15).  The default for
        !           179: *>                        (IHI-ILO+1).LE.500 is NS.  The default
        !           180: *>                        for (IHI-ILO+1).GT.500 is 3*NS/2.
        !           181: *>
        !           182: *>       IPARMQ(ISPEC=14) Nibble crossover point.  Default: 14.
        !           183: *>
        !           184: *>       IPARMQ(ISPEC=15) Number of simultaneous shifts, NS.
        !           185: *>                        a multi-shift QR iteration.
        !           186: *>
        !           187: *>                        If IHI-ILO+1 is ...
        !           188: *>
        !           189: *>                        greater than      ...but less    ... the
        !           190: *>                        or equal to ...      than        default is
        !           191: *>
        !           192: *>                                0               30       NS =   2+
        !           193: *>                               30               60       NS =   4+
        !           194: *>                               60              150       NS =  10
        !           195: *>                              150              590       NS =  **
        !           196: *>                              590             3000       NS =  64
        !           197: *>                             3000             6000       NS = 128
        !           198: *>                             6000             infinity   NS = 256
        !           199: *>
        !           200: *>                    (+)  By default matrices of this order are
        !           201: *>                         passed to the implicit double shift routine
        !           202: *>                         xLAHQR.  See IPARMQ(ISPEC=12) above.   These
        !           203: *>                         values of NS are used only in case of a rare
        !           204: *>                         xLAHQR failure.
        !           205: *>
        !           206: *>                    (**) The asterisks (**) indicate an ad-hoc
        !           207: *>                         function increasing from 10 to 64.
        !           208: *>
        !           209: *>       IPARMQ(ISPEC=16) Select structured matrix multiply.
        !           210: *>                        (See ISPEC=16 above for details.)
        !           211: *>                        Default: 3.
        !           212: *> \endverbatim
        !           213: *>
        !           214: *  =====================================================================
1.1       bertrand  215:       INTEGER FUNCTION IPARMQ( ISPEC, NAME, OPTS, N, ILO, IHI, LWORK )
                    216: *
1.9     ! bertrand  217: *  -- LAPACK auxiliary routine (version 3.4.0) --
1.1       bertrand  218: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    219: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.9     ! bertrand  220: *     November 2011
        !           221: *
1.1       bertrand  222: *     .. Scalar Arguments ..
                    223:       INTEGER            IHI, ILO, ISPEC, LWORK, N
                    224:       CHARACTER          NAME*( * ), OPTS*( * )
                    225: *
1.9     ! bertrand  226: *  ================================================================
1.1       bertrand  227: *     .. Parameters ..
                    228:       INTEGER            INMIN, INWIN, INIBL, ISHFTS, IACC22
                    229:       PARAMETER          ( INMIN = 12, INWIN = 13, INIBL = 14,
                    230:      $                   ISHFTS = 15, IACC22 = 16 )
                    231:       INTEGER            NMIN, K22MIN, KACMIN, NIBBLE, KNWSWP
                    232:       PARAMETER          ( NMIN = 75, K22MIN = 14, KACMIN = 14,
                    233:      $                   NIBBLE = 14, KNWSWP = 500 )
                    234:       REAL               TWO
                    235:       PARAMETER          ( TWO = 2.0 )
                    236: *     ..
                    237: *     .. Local Scalars ..
                    238:       INTEGER            NH, NS
                    239: *     ..
                    240: *     .. Intrinsic Functions ..
                    241:       INTRINSIC          LOG, MAX, MOD, NINT, REAL
                    242: *     ..
                    243: *     .. Executable Statements ..
                    244:       IF( ( ISPEC.EQ.ISHFTS ) .OR. ( ISPEC.EQ.INWIN ) .OR.
                    245:      $    ( ISPEC.EQ.IACC22 ) ) THEN
                    246: *
                    247: *        ==== Set the number simultaneous shifts ====
                    248: *
                    249:          NH = IHI - ILO + 1
                    250:          NS = 2
                    251:          IF( NH.GE.30 )
                    252:      $      NS = 4
                    253:          IF( NH.GE.60 )
                    254:      $      NS = 10
                    255:          IF( NH.GE.150 )
                    256:      $      NS = MAX( 10, NH / NINT( LOG( REAL( NH ) ) / LOG( TWO ) ) )
                    257:          IF( NH.GE.590 )
                    258:      $      NS = 64
                    259:          IF( NH.GE.3000 )
                    260:      $      NS = 128
                    261:          IF( NH.GE.6000 )
                    262:      $      NS = 256
                    263:          NS = MAX( 2, NS-MOD( NS, 2 ) )
                    264:       END IF
                    265: *
                    266:       IF( ISPEC.EQ.INMIN ) THEN
                    267: *
                    268: *
                    269: *        ===== Matrices of order smaller than NMIN get sent
                    270: *        .     to xLAHQR, the classic double shift algorithm.
                    271: *        .     This must be at least 11. ====
                    272: *
                    273:          IPARMQ = NMIN
                    274: *
                    275:       ELSE IF( ISPEC.EQ.INIBL ) THEN
                    276: *
                    277: *        ==== INIBL: skip a multi-shift qr iteration and
                    278: *        .    whenever aggressive early deflation finds
                    279: *        .    at least (NIBBLE*(window size)/100) deflations. ====
                    280: *
                    281:          IPARMQ = NIBBLE
                    282: *
                    283:       ELSE IF( ISPEC.EQ.ISHFTS ) THEN
                    284: *
                    285: *        ==== NSHFTS: The number of simultaneous shifts =====
                    286: *
                    287:          IPARMQ = NS
                    288: *
                    289:       ELSE IF( ISPEC.EQ.INWIN ) THEN
                    290: *
                    291: *        ==== NW: deflation window size.  ====
                    292: *
                    293:          IF( NH.LE.KNWSWP ) THEN
                    294:             IPARMQ = NS
                    295:          ELSE
                    296:             IPARMQ = 3*NS / 2
                    297:          END IF
                    298: *
                    299:       ELSE IF( ISPEC.EQ.IACC22 ) THEN
                    300: *
                    301: *        ==== IACC22: Whether to accumulate reflections
                    302: *        .     before updating the far-from-diagonal elements
                    303: *        .     and whether to use 2-by-2 block structure while
                    304: *        .     doing it.  A small amount of work could be saved
                    305: *        .     by making this choice dependent also upon the
                    306: *        .     NH=IHI-ILO+1.
                    307: *
                    308:          IPARMQ = 0
                    309:          IF( NS.GE.KACMIN )
                    310:      $      IPARMQ = 1
                    311:          IF( NS.GE.K22MIN )
                    312:      $      IPARMQ = 2
                    313: *
                    314:       ELSE
                    315: *        ===== invalid value of ispec =====
                    316:          IPARMQ = -1
                    317: *
                    318:       END IF
                    319: *
                    320: *     ==== End of IPARMQ ====
                    321: *
                    322:       END

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