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OpenLibm/slatec/dpigmr.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras. 
Replace amos with slatec
2012-12-31 16:37:05 -05:00

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Fortran
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*DECK DPIGMR
SUBROUTINE DPIGMR (N, R0, SR, SZ, JSCAL, MAXL, MAXLP1, KMP, NRSTS,
+ JPRE, MATVEC, MSOLVE, NMSL, Z, V, HES, Q, LGMR, RPAR, IPAR, WK,
+ DL, RHOL, NRMAX, B, BNRM, X, XL, ITOL, TOL, NELT, IA, JA, A,
+ ISYM, IUNIT, IFLAG, ERR)
C***BEGIN PROLOGUE DPIGMR
C***SUBSIDIARY
C***PURPOSE Internal routine for DGMRES.
C***LIBRARY SLATEC (SLAP)
C***CATEGORY D2A4, D2B4
C***TYPE DOUBLE PRECISION (SPIGMR-S, DPIGMR-D)
C***KEYWORDS GENERALIZED MINIMUM RESIDUAL, ITERATIVE PRECONDITION,
C NON-SYMMETRIC LINEAR SYSTEM, SLAP, SPARSE
C***AUTHOR Brown, Peter, (LLNL), pnbrown@llnl.gov
C Hindmarsh, Alan, (LLNL), alanh@llnl.gov
C Seager, Mark K., (LLNL), seager@llnl.gov
C Lawrence Livermore National Laboratory
C PO Box 808, L-60
C Livermore, CA 94550 (510) 423-3141
C***DESCRIPTION
C This routine solves the linear system A * Z = R0 using a
C scaled preconditioned version of the generalized minimum
C residual method. An initial guess of Z = 0 is assumed.
C
C *Usage:
C INTEGER N, JSCAL, MAXL, MAXLP1, KMP, NRSTS, JPRE, NMSL, LGMR
C INTEGER IPAR(USER DEFINED), NRMAX, ITOL, NELT, IA(NELT), JA(NELT)
C INTEGER ISYM, IUNIT, IFLAG
C DOUBLE PRECISION R0(N), SR(N), SZ(N), Z(N), V(N,MAXLP1),
C $ HES(MAXLP1,MAXL), Q(2*MAXL), RPAR(USER DEFINED),
C $ WK(N), DL(N), RHOL, B(N), BNRM, X(N), XL(N),
C $ TOL, A(NELT), ERR
C EXTERNAL MATVEC, MSOLVE
C
C CALL DPIGMR(N, R0, SR, SZ, JSCAL, MAXL, MAXLP1, KMP,
C $ NRSTS, JPRE, MATVEC, MSOLVE, NMSL, Z, V, HES, Q, LGMR,
C $ RPAR, IPAR, WK, DL, RHOL, NRMAX, B, BNRM, X, XL,
C $ ITOL, TOL, NELT, IA, JA, A, ISYM, IUNIT, IFLAG, ERR)
C
C *Arguments:
C N :IN Integer
C The order of the matrix A, and the lengths
C of the vectors SR, SZ, R0 and Z.
C R0 :IN Double Precision R0(N)
C R0 = the right hand side of the system A*Z = R0.
C R0 is also used as workspace when computing
C the final approximation.
C (R0 is the same as V(*,MAXL+1) in the call to DPIGMR.)
C SR :IN Double Precision SR(N)
C SR is a vector of length N containing the non-zero
C elements of the diagonal scaling matrix for R0.
C SZ :IN Double Precision SZ(N)
C SZ is a vector of length N containing the non-zero
C elements of the diagonal scaling matrix for Z.
C JSCAL :IN Integer
C A flag indicating whether arrays SR and SZ are used.
C JSCAL=0 means SR and SZ are not used and the
C algorithm will perform as if all
C SR(i) = 1 and SZ(i) = 1.
C JSCAL=1 means only SZ is used, and the algorithm
C performs as if all SR(i) = 1.
C JSCAL=2 means only SR is used, and the algorithm
C performs as if all SZ(i) = 1.
C JSCAL=3 means both SR and SZ are used.
C MAXL :IN Integer
C The maximum allowable order of the matrix H.
C MAXLP1 :IN Integer
C MAXPL1 = MAXL + 1, used for dynamic dimensioning of HES.
C KMP :IN Integer
C The number of previous vectors the new vector VNEW
C must be made orthogonal to. (KMP .le. MAXL)
C NRSTS :IN Integer
C Counter for the number of restarts on the current
C call to DGMRES. If NRSTS .gt. 0, then the residual
C R0 is already scaled, and so scaling of it is
C not necessary.
C JPRE :IN Integer
C Preconditioner type flag.
C MATVEC :EXT External.
C Name of a routine which performs the matrix vector multiply
C Y = A*X given A and X. The name of the MATVEC routine must
C be declared external in the calling program. The calling
C sequence to MATVEC is:
C CALL MATVEC(N, X, Y, NELT, IA, JA, A, ISYM)
C where N is the number of unknowns, Y is the product A*X
C upon return, X is an input vector, and NELT is the number of
C non-zeros in the SLAP IA, JA, A storage for the matrix A.
C ISYM is a flag which, if non-zero, denotes that A is
C symmetric and only the lower or upper triangle is stored.
C MSOLVE :EXT External.
C Name of the routine which solves a linear system Mz = r for
C z given r with the preconditioning matrix M (M is supplied via
C RPAR and IPAR arrays. The name of the MSOLVE routine must
C be declared external in the calling program. The calling
C sequence to MSOLVE is:
C CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RPAR, IPAR)
C Where N is the number of unknowns, R is the right-hand side
C vector and Z is the solution upon return. NELT, IA, JA, A and
C ISYM are defined as below. RPAR is a double precision array
C that can be used to pass necessary preconditioning information
C and/or workspace to MSOLVE. IPAR is an integer work array
C for the same purpose as RPAR.
C NMSL :OUT Integer
C The number of calls to MSOLVE.
C Z :OUT Double Precision Z(N)
C The final computed approximation to the solution
C of the system A*Z = R0.
C V :OUT Double Precision V(N,MAXLP1)
C The N by (LGMR+1) array containing the LGMR
C orthogonal vectors V(*,1) to V(*,LGMR).
C HES :OUT Double Precision HES(MAXLP1,MAXL)
C The upper triangular factor of the QR decomposition
C of the (LGMR+1) by LGMR upper Hessenberg matrix whose
C entries are the scaled inner-products of A*V(*,I)
C and V(*,K).
C Q :OUT Double Precision Q(2*MAXL)
C A double precision array of length 2*MAXL containing the
C components of the Givens rotations used in the QR
C decomposition of HES. It is loaded in DHEQR and used in
C DHELS.
C LGMR :OUT Integer
C The number of iterations performed and
C the current order of the upper Hessenberg
C matrix HES.
C RPAR :IN Double Precision RPAR(USER DEFINED)
C Double Precision workspace passed directly to the MSOLVE
C routine.
C IPAR :IN Integer IPAR(USER DEFINED)
C Integer workspace passed directly to the MSOLVE routine.
C WK :IN Double Precision WK(N)
C A double precision work array of length N used by routines
C MATVEC and MSOLVE.
C DL :INOUT Double Precision DL(N)
C On input, a double precision work array of length N used for
C calculation of the residual norm RHO when the method is
C incomplete (KMP.lt.MAXL), and/or when using restarting.
C On output, the scaled residual vector RL. It is only loaded
C when performing restarts of the Krylov iteration.
C RHOL :OUT Double Precision
C A double precision scalar containing the norm of the final
C residual.
C NRMAX :IN Integer
C The maximum number of restarts of the Krylov iteration.
C NRMAX .gt. 0 means restarting is active, while
C NRMAX = 0 means restarting is not being used.
C B :IN Double Precision B(N)
C The right hand side of the linear system A*X = b.
C BNRM :IN Double Precision
C The scaled norm of b.
C X :IN Double Precision X(N)
C The current approximate solution as of the last
C restart.
C XL :IN Double Precision XL(N)
C An array of length N used to hold the approximate
C solution X(L) when ITOL=11.
C ITOL :IN Integer
C A flag to indicate the type of convergence criterion
C used. See the driver for its description.
C TOL :IN Double Precision
C The tolerance on residuals R0-A*Z in scaled norm.
C NELT :IN Integer
C The length of arrays IA, JA and A.
C IA :IN Integer IA(NELT)
C An integer array of length NELT containing matrix data.
C It is passed directly to the MATVEC and MSOLVE routines.
C JA :IN Integer JA(NELT)
C An integer array of length NELT containing matrix data.
C It is passed directly to the MATVEC and MSOLVE routines.
C A :IN Double Precision A(NELT)
C A double precision array of length NELT containing matrix
C data. It is passed directly to the MATVEC and MSOLVE routines.
C ISYM :IN Integer
C A flag to indicate symmetric matrix storage.
C If ISYM=0, all non-zero entries of the matrix are
C stored. If ISYM=1, the matrix is symmetric and
C only the upper or lower triangular part is stored.
C IUNIT :IN Integer
C The i/o unit number for writing intermediate residual
C norm values.
C IFLAG :OUT Integer
C An integer error flag..
C 0 means convergence in LGMR iterations, LGMR.le.MAXL.
C 1 means the convergence test did not pass in MAXL
C iterations, but the residual norm is .lt. norm(R0),
C and so Z is computed.
C 2 means the convergence test did not pass in MAXL
C iterations, residual .ge. norm(R0), and Z = 0.
C ERR :OUT Double Precision.
C Error estimate of error in final approximate solution, as
C defined by ITOL.
C
C *Cautions:
C This routine will attempt to write to the Fortran logical output
C unit IUNIT, if IUNIT .ne. 0. Thus, the user must make sure that
C this logical unit is attached to a file or terminal before calling
C this routine with a non-zero value for IUNIT. This routine does
C not check for the validity of a non-zero IUNIT unit number.
C
C***SEE ALSO DGMRES
C***ROUTINES CALLED DAXPY, DCOPY, DHELS, DHEQR, DNRM2, DORTH, DRLCAL,
C DSCAL, ISDGMR
C***REVISION HISTORY (YYMMDD)
C 890404 DATE WRITTEN
C 890404 Previous REVISION DATE
C 890915 Made changes requested at July 1989 CML Meeting. (MKS)
C 890922 Numerous changes to prologue to make closer to SLATEC
C standard. (FNF)
C 890929 Numerous changes to reduce SP/DP differences. (FNF)
C 910411 Prologue converted to Version 4.0 format. (BAB)
C 910502 Removed MATVEC and MSOLVE from ROUTINES CALLED list. (FNF)
C 910506 Made subsidiary to DGMRES. (FNF)
C 920511 Added complete declaration section. (WRB)
C***END PROLOGUE DPIGMR
C The following is for optimized compilation on LLNL/LTSS Crays.
CLLL. OPTIMIZE
C .. Scalar Arguments ..
DOUBLE PRECISION BNRM, ERR, RHOL, TOL
INTEGER IFLAG, ISYM, ITOL, IUNIT, JPRE, JSCAL, KMP, LGMR, MAXL,
+ MAXLP1, N, NELT, NMSL, NRMAX, NRSTS
C .. Array Arguments ..
DOUBLE PRECISION A(NELT), B(*), DL(*), HES(MAXLP1,*), Q(*), R0(*),
+ RPAR(*), SR(*), SZ(*), V(N,*), WK(*), X(*),
+ XL(*), Z(*)
INTEGER IA(NELT), IPAR(*), JA(NELT)
C .. Subroutine Arguments ..
EXTERNAL MATVEC, MSOLVE
C .. Local Scalars ..
DOUBLE PRECISION C, DLNRM, PROD, R0NRM, RHO, S, SNORMW, TEM
INTEGER I, I2, INFO, IP1, ITER, ITMAX, J, K, LL, LLP1
C .. External Functions ..
DOUBLE PRECISION DNRM2
INTEGER ISDGMR
EXTERNAL DNRM2, ISDGMR
C .. External Subroutines ..
EXTERNAL DAXPY, DCOPY, DHELS, DHEQR, DORTH, DRLCAL, DSCAL
C .. Intrinsic Functions ..
INTRINSIC ABS
C***FIRST EXECUTABLE STATEMENT DPIGMR
C
C Zero out the Z array.
C
DO 5 I = 1,N
Z(I) = 0
5 CONTINUE
C
IFLAG = 0
LGMR = 0
NMSL = 0
C Load ITMAX, the maximum number of iterations.
ITMAX =(NRMAX+1)*MAXL
C -------------------------------------------------------------------
C The initial residual is the vector R0.
C Apply left precon. if JPRE < 0 and this is not a restart.
C Apply scaling to R0 if JSCAL = 2 or 3.
C -------------------------------------------------------------------
IF ((JPRE .LT. 0) .AND.(NRSTS .EQ. 0)) THEN
CALL DCOPY(N, R0, 1, WK, 1)
CALL MSOLVE(N, WK, R0, NELT, IA, JA, A, ISYM, RPAR, IPAR)
NMSL = NMSL + 1
ENDIF
IF (((JSCAL.EQ.2) .OR.(JSCAL.EQ.3)) .AND.(NRSTS.EQ.0)) THEN
DO 10 I = 1,N
V(I,1) = R0(I)*SR(I)
10 CONTINUE
ELSE
DO 20 I = 1,N
V(I,1) = R0(I)
20 CONTINUE
ENDIF
R0NRM = DNRM2(N, V, 1)
ITER = NRSTS*MAXL
C
C Call stopping routine ISDGMR.
C
IF (ISDGMR(N, B, X, XL, NELT, IA, JA, A, ISYM, MSOLVE,
$ NMSL, ITOL, TOL, ITMAX, ITER, ERR, IUNIT, V(1,1), Z, WK,
$ RPAR, IPAR, R0NRM, BNRM, SR, SZ, JSCAL,
$ KMP, LGMR, MAXL, MAXLP1, V, Q, SNORMW, PROD, R0NRM,
$ HES, JPRE) .NE. 0) RETURN
TEM = 1.0D0/R0NRM
CALL DSCAL(N, TEM, V(1,1), 1)
C
C Zero out the HES array.
C
DO 50 J = 1,MAXL
DO 40 I = 1,MAXLP1
HES(I,J) = 0
40 CONTINUE
50 CONTINUE
C -------------------------------------------------------------------
C Main loop to compute the vectors V(*,2) to V(*,MAXL).
C The running product PROD is needed for the convergence test.
C -------------------------------------------------------------------
PROD = 1
DO 90 LL = 1,MAXL
LGMR = LL
C -------------------------------------------------------------------
C Unscale the current V(LL) and store in WK. Call routine
C MSOLVE to compute(M-inverse)*WK, where M is the
C preconditioner matrix. Save the answer in Z. Call routine
C MATVEC to compute VNEW = A*Z, where A is the the system
C matrix. save the answer in V(LL+1). Scale V(LL+1). Call
C routine DORTH to orthogonalize the new vector VNEW =
C V(*,LL+1). Call routine DHEQR to update the factors of HES.
C -------------------------------------------------------------------
IF ((JSCAL .EQ. 1) .OR.(JSCAL .EQ. 3)) THEN
DO 60 I = 1,N
WK(I) = V(I,LL)/SZ(I)
60 CONTINUE
ELSE
CALL DCOPY(N, V(1,LL), 1, WK, 1)
ENDIF
IF (JPRE .GT. 0) THEN
CALL MSOLVE(N, WK, Z, NELT, IA, JA, A, ISYM, RPAR, IPAR)
NMSL = NMSL + 1
CALL MATVEC(N, Z, V(1,LL+1), NELT, IA, JA, A, ISYM)
ELSE
CALL MATVEC(N, WK, V(1,LL+1), NELT, IA, JA, A, ISYM)
ENDIF
IF (JPRE .LT. 0) THEN
CALL DCOPY(N, V(1,LL+1), 1, WK, 1)
CALL MSOLVE(N,WK,V(1,LL+1),NELT,IA,JA,A,ISYM,RPAR,IPAR)
NMSL = NMSL + 1
ENDIF
IF ((JSCAL .EQ. 2) .OR.(JSCAL .EQ. 3)) THEN
DO 65 I = 1,N
V(I,LL+1) = V(I,LL+1)*SR(I)
65 CONTINUE
ENDIF
CALL DORTH(V(1,LL+1), V, HES, N, LL, MAXLP1, KMP, SNORMW)
HES(LL+1,LL) = SNORMW
CALL DHEQR(HES, MAXLP1, LL, Q, INFO, LL)
IF (INFO .EQ. LL) GO TO 120
C -------------------------------------------------------------------
C Update RHO, the estimate of the norm of the residual R0-A*ZL.
C If KMP < MAXL, then the vectors V(*,1),...,V(*,LL+1) are not
C necessarily orthogonal for LL > KMP. The vector DL must then
C be computed, and its norm used in the calculation of RHO.
C -------------------------------------------------------------------
PROD = PROD*Q(2*LL)
RHO = ABS(PROD*R0NRM)
IF ((LL.GT.KMP) .AND.(KMP.LT.MAXL)) THEN
IF (LL .EQ. KMP+1) THEN
CALL DCOPY(N, V(1,1), 1, DL, 1)
DO 75 I = 1,KMP
IP1 = I + 1
I2 = I*2
S = Q(I2)
C = Q(I2-1)
DO 70 K = 1,N
DL(K) = S*DL(K) + C*V(K,IP1)
70 CONTINUE
75 CONTINUE
ENDIF
S = Q(2*LL)
C = Q(2*LL-1)/SNORMW
LLP1 = LL + 1
DO 80 K = 1,N
DL(K) = S*DL(K) + C*V(K,LLP1)
80 CONTINUE
DLNRM = DNRM2(N, DL, 1)
RHO = RHO*DLNRM
ENDIF
RHOL = RHO
C -------------------------------------------------------------------
C Test for convergence. If passed, compute approximation ZL.
C If failed and LL < MAXL, then continue iterating.
C -------------------------------------------------------------------
ITER = NRSTS*MAXL + LGMR
IF (ISDGMR(N, B, X, XL, NELT, IA, JA, A, ISYM, MSOLVE,
$ NMSL, ITOL, TOL, ITMAX, ITER, ERR, IUNIT, DL, Z, WK,
$ RPAR, IPAR, RHOL, BNRM, SR, SZ, JSCAL,
$ KMP, LGMR, MAXL, MAXLP1, V, Q, SNORMW, PROD, R0NRM,
$ HES, JPRE) .NE. 0) GO TO 200
IF (LL .EQ. MAXL) GO TO 100
C -------------------------------------------------------------------
C Rescale so that the norm of V(1,LL+1) is one.
C -------------------------------------------------------------------
TEM = 1.0D0/SNORMW
CALL DSCAL(N, TEM, V(1,LL+1), 1)
90 CONTINUE
100 CONTINUE
IF (RHO .LT. R0NRM) GO TO 150
120 CONTINUE
IFLAG = 2
C
C Load approximate solution with zero.
C
DO 130 I = 1,N
Z(I) = 0
130 CONTINUE
RETURN
150 IFLAG = 1
C
C Tolerance not met, but residual norm reduced.
C
IF (NRMAX .GT. 0) THEN
C
C If performing restarting (NRMAX > 0) calculate the residual
C vector RL and store it in the DL array. If the incomplete
C version is being used (KMP < MAXL) then DL has already been
C calculated up to a scaling factor. Use DRLCAL to calculate
C the scaled residual vector.
C
CALL DRLCAL(N, KMP, MAXL, MAXL, V, Q, DL, SNORMW, PROD,
$ R0NRM)
ENDIF
C -------------------------------------------------------------------
C Compute the approximation ZL to the solution. Since the
C vector Z was used as workspace, and the initial guess
C of the linear iteration is zero, Z must be reset to zero.
C -------------------------------------------------------------------
200 CONTINUE
LL = LGMR
LLP1 = LL + 1
DO 210 K = 1,LLP1
R0(K) = 0
210 CONTINUE
R0(1) = R0NRM
CALL DHELS(HES, MAXLP1, LL, Q, R0)
DO 220 K = 1,N
Z(K) = 0
220 CONTINUE
DO 230 I = 1,LL
CALL DAXPY(N, R0(I), V(1,I), 1, Z, 1)
230 CONTINUE
IF ((JSCAL .EQ. 1) .OR.(JSCAL .EQ. 3)) THEN
DO 240 I = 1,N
Z(I) = Z(I)/SZ(I)
240 CONTINUE
ENDIF
IF (JPRE .GT. 0) THEN
CALL DCOPY(N, Z, 1, WK, 1)
CALL MSOLVE(N, WK, Z, NELT, IA, JA, A, ISYM, RPAR, IPAR)
NMSL = NMSL + 1
ENDIF
RETURN
C------------- LAST LINE OF DPIGMR FOLLOWS ----------------------------
END
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