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improve deflation criterion in xhgeqz #505

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Merged
merged 1 commit into from
Mar 5, 2021
Merged

improve deflation criterion in xhgeqz #505

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17 changes: 13 additions & 4 deletions SRC/chgeqz.f
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Original file line number Diff line number Diff line change
Expand Up @@ -518,13 +518,17 @@ SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
IF( ILAST.EQ.ILO ) THEN
GO TO 60
ELSE
IF( ABS1( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
IF( ABS1( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS1( H( ILAST, ILAST ) ) + ABS1( H( ILAST-1, ILAST-1 )
$ ) ) ) ) THEN
H( ILAST, ILAST-1 ) = CZERO
GO TO 60
END IF
END IF
*
IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
IF( ABS( T( ILAST, ILAST ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( T( ILAST - 1, ILAST ) ) + ABS( T( ILAST-1, ILAST-1 )
$ ) ) ) ) THEN
T( ILAST, ILAST ) = CZERO
GO TO 50
END IF
Expand All @@ -538,7 +542,9 @@ SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
IF( J.EQ.ILO ) THEN
ILAZRO = .TRUE.
ELSE
IF( ABS1( H( J, J-1 ) ).LE.ATOL ) THEN
IF( ABS1( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS1( H( J, J ) ) + ABS1( H( J-1, J-1 ) )
$ ) ) ) THEN
H( J, J-1 ) = CZERO
ILAZRO = .TRUE.
ELSE
Expand All @@ -548,7 +554,10 @@ SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*
* Test 2: for T(j,j)=0
*
IF( ABS( T( J, J ) ).LT.BTOL ) THEN
TEMP = ABS ( T( J, J + 1 ) )
IF ( J .GT. ILO )
$ TEMP = TEMP + ABS ( T( J - 1, J ) )
IF( ABS( T( J, J ) ).LT.MAX( SAFMIN,ULP*TEMP ) ) THEN
T( J, J ) = CZERO
*
* Test 1a: Check for 2 consecutive small subdiagonals in A
Expand Down
17 changes: 13 additions & 4 deletions SRC/dhgeqz.f
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -531,13 +531,17 @@ SUBROUTINE DHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*
GO TO 80
ELSE
IF( ABS( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
IF( ABS( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( H( ILAST, ILAST ) ) + ABS( H( ILAST-1, ILAST-1 ) )
$ ) ) ) THEN
H( ILAST, ILAST-1 ) = ZERO
GO TO 80
END IF
END IF
*
IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
IF( ABS( T( ILAST, ILAST ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( T( ILAST - 1, ILAST ) ) + ABS( T( ILAST-1, ILAST-1 )
$ ) ) ) ) THEN
T( ILAST, ILAST ) = ZERO
GO TO 70
END IF
Expand All @@ -551,7 +555,9 @@ SUBROUTINE DHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
IF( J.EQ.ILO ) THEN
ILAZRO = .TRUE.
ELSE
IF( ABS( H( J, J-1 ) ).LE.ATOL ) THEN
IF( ABS( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( H( J, J ) ) + ABS( H( J-1, J-1 ) )
$ ) ) ) THEN
H( J, J-1 ) = ZERO
ILAZRO = .TRUE.
ELSE
Expand All @@ -561,7 +567,10 @@ SUBROUTINE DHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*
* Test 2: for T(j,j)=0
*
IF( ABS( T( J, J ) ).LT.BTOL ) THEN
TEMP = ABS ( T( J, J + 1 ) )
IF ( J .GT. ILO )
$ TEMP = TEMP + ABS ( T( J - 1, J ) )
IF( ABS( T( J, J ) ).LT.MAX( SAFMIN,ULP*TEMP ) ) THEN
T( J, J ) = ZERO
*
* Test 1a: Check for 2 consecutive small subdiagonals in A
Expand Down
17 changes: 13 additions & 4 deletions SRC/shgeqz.f
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -531,13 +531,17 @@ SUBROUTINE SHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*
GO TO 80
ELSE
IF( ABS( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
IF( ABS( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( H( ILAST, ILAST ) ) + ABS( H( ILAST-1, ILAST-1 ) )
$ ) ) ) THEN
H( ILAST, ILAST-1 ) = ZERO
GO TO 80
END IF
END IF
*
IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
IF( ABS( T( ILAST, ILAST ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( T( ILAST - 1, ILAST ) ) + ABS( T( ILAST-1, ILAST-1 )
$ ) ) ) ) THEN
T( ILAST, ILAST ) = ZERO
GO TO 70
END IF
Expand All @@ -551,7 +555,9 @@ SUBROUTINE SHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
IF( J.EQ.ILO ) THEN
ILAZRO = .TRUE.
ELSE
IF( ABS( H( J, J-1 ) ).LE.ATOL ) THEN
IF( ABS( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( H( J, J ) ) + ABS( H( J-1, J-1 ) )
$ ) ) ) THEN
H( J, J-1 ) = ZERO
ILAZRO = .TRUE.
ELSE
Expand All @@ -561,7 +567,10 @@ SUBROUTINE SHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*
* Test 2: for T(j,j)=0
*
IF( ABS( T( J, J ) ).LT.BTOL ) THEN
TEMP = ABS ( T( J, J + 1 ) )
IF ( J .GT. ILO )
$ TEMP = TEMP + ABS ( T( J - 1, J ) )
IF( ABS( T( J, J ) ).LT.MAX( SAFMIN,ULP*TEMP ) ) THEN
T( J, J ) = ZERO
*
* Test 1a: Check for 2 consecutive small subdiagonals in A
Expand Down
17 changes: 13 additions & 4 deletions SRC/zhgeqz.f
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -519,13 +519,17 @@ SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
IF( ILAST.EQ.ILO ) THEN
GO TO 60
ELSE
IF( ABS1( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
IF( ABS1( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS1( H( ILAST, ILAST ) ) + ABS1( H( ILAST-1, ILAST-1 )
$ ) ) ) ) THEN
H( ILAST, ILAST-1 ) = CZERO
GO TO 60
END IF
END IF
*
IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
IF( ABS( T( ILAST, ILAST ) ).LE.MAX( SAFMIN, ULP*(
$ ABS( T( ILAST - 1, ILAST ) ) + ABS( T( ILAST-1, ILAST-1 )
$ ) ) ) ) THEN
T( ILAST, ILAST ) = CZERO
GO TO 50
END IF
Expand All @@ -539,7 +543,9 @@ SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
IF( J.EQ.ILO ) THEN
ILAZRO = .TRUE.
ELSE
IF( ABS1( H( J, J-1 ) ).LE.ATOL ) THEN
IF( ABS1( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*(
$ ABS1( H( J, J ) ) + ABS1( H( J-1, J-1 ) )
$ ) ) ) THEN
H( J, J-1 ) = CZERO
ILAZRO = .TRUE.
ELSE
Expand All @@ -549,7 +555,10 @@ SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*
* Test 2: for T(j,j)=0
*
IF( ABS( T( J, J ) ).LT.BTOL ) THEN
TEMP = ABS ( T( J, J + 1 ) )
IF ( J .GT. ILO )
$ TEMP = TEMP + ABS ( T( J - 1, J ) )
IF( ABS( T( J, J ) ).LT.MAX( SAFMIN,ULP*TEMP ) ) THEN
T( J, J ) = CZERO
*
* Test 1a: Check for 2 consecutive small subdiagonals in A
Expand Down