DLAHQR convergence problem

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DLAHQR convergence problem

Postby yokimi » Wed Jul 16, 2014 8:30 pm

Hi LAPACK developers,
I encountered a convergence problem of DLAHQR in V.3.5.0. However V.2.0 converged for the same problem.
I found a difference between two versions as shown below.

in Version2.0
NH = IHI - ILO + 1
ITN = 30*NH
DO 130 ITS = 0, ITN

in Version3.5.0
PARAMETER ( ITMAX = 30 )
DO 140 ITS = 0, ITMAX

ITN and ITMAX are the maximum number of QR iterations.
Modified V.3.5.0,where ITMAX is changed to ITMAX*NH,converged for the same problem.
Is this a bug or intentionally changed ?

regards,
Yoshihide Okimi
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Re: DLAHQR convergence problem

Postby admin » Fri Sep 19, 2014 12:08 pm

Hi, sorry for the late answer.
What is the V2.0 that you are comparing too?
LAPACK 3.1.0 already had that change.
Julie
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Re: DLAHQR convergence problem

Postby yokimi » Tue Sep 23, 2014 9:24 pm

Hi, Julie. Thank you for your reply.

The V2.0 is enclosed in ARPACK (ARPACK96) developed by Rice University.
I encountered convergence failures in eigenvalue problems using ARPACK with the latest version of LAPACK. In case that DLAHQR enclosed in ARPACK is linked, there are no problems.
Comparing the two versions, I found the difference of the maximum number of QR iterations.

yokimi
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Re: DLAHQR convergence problem

Postby Julien Langou » Fri Mar 27, 2015 11:24 am

Hi Yoshihide, thanks for letting us know about this problem. This was flagged as bug 125 in the LAPACK errata, and a patch (essentially what you are suggesting) was applied SVN rev1537. Thanks a lot! Julien.

Related URL:
http://www.netlib.org/lapack/Errata/index2.html#_strong_span_class_green_bug125_span_strong_xlahqr_v3_5_does_not_converge_on_some_matrices_while_xlahqr_v2_converges
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Location: Denver, CO, USA


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