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slaqr2.f 21 kB

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  1. *> \brief \b SLAQR2 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SLAQR2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaqr2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaqr2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaqr2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  22. * IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
  23. * LDT, NV, WV, LDWV, WORK, LWORK )
  24. *
  25. * .. Scalar Arguments ..
  26. * INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
  27. * $ LDZ, LWORK, N, ND, NH, NS, NV, NW
  28. * LOGICAL WANTT, WANTZ
  29. * ..
  30. * .. Array Arguments ..
  31. * REAL H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
  32. * $ V( LDV, * ), WORK( * ), WV( LDWV, * ),
  33. * $ Z( LDZ, * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> SLAQR2 is identical to SLAQR3 except that it avoids
  43. *> recursion by calling SLAHQR instead of SLAQR4.
  44. *>
  45. *> Aggressive early deflation:
  46. *>
  47. *> This subroutine accepts as input an upper Hessenberg matrix
  48. *> H and performs an orthogonal similarity transformation
  49. *> designed to detect and deflate fully converged eigenvalues from
  50. *> a trailing principal submatrix. On output H has been over-
  51. *> written by a new Hessenberg matrix that is a perturbation of
  52. *> an orthogonal similarity transformation of H. It is to be
  53. *> hoped that the final version of H has many zero subdiagonal
  54. *> entries.
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] WANTT
  61. *> \verbatim
  62. *> WANTT is LOGICAL
  63. *> If .TRUE., then the Hessenberg matrix H is fully updated
  64. *> so that the quasi-triangular Schur factor may be
  65. *> computed (in cooperation with the calling subroutine).
  66. *> If .FALSE., then only enough of H is updated to preserve
  67. *> the eigenvalues.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] WANTZ
  71. *> \verbatim
  72. *> WANTZ is LOGICAL
  73. *> If .TRUE., then the orthogonal matrix Z is updated so
  74. *> so that the orthogonal Schur factor may be computed
  75. *> (in cooperation with the calling subroutine).
  76. *> If .FALSE., then Z is not referenced.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] N
  80. *> \verbatim
  81. *> N is INTEGER
  82. *> The order of the matrix H and (if WANTZ is .TRUE.) the
  83. *> order of the orthogonal matrix Z.
  84. *> \endverbatim
  85. *>
  86. *> \param[in] KTOP
  87. *> \verbatim
  88. *> KTOP is INTEGER
  89. *> It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
  90. *> KBOT and KTOP together determine an isolated block
  91. *> along the diagonal of the Hessenberg matrix.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] KBOT
  95. *> \verbatim
  96. *> KBOT is INTEGER
  97. *> It is assumed without a check that either
  98. *> KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together
  99. *> determine an isolated block along the diagonal of the
  100. *> Hessenberg matrix.
  101. *> \endverbatim
  102. *>
  103. *> \param[in] NW
  104. *> \verbatim
  105. *> NW is INTEGER
  106. *> Deflation window size. 1 <= NW <= (KBOT-KTOP+1).
  107. *> \endverbatim
  108. *>
  109. *> \param[in,out] H
  110. *> \verbatim
  111. *> H is REAL array, dimension (LDH,N)
  112. *> On input the initial N-by-N section of H stores the
  113. *> Hessenberg matrix undergoing aggressive early deflation.
  114. *> On output H has been transformed by an orthogonal
  115. *> similarity transformation, perturbed, and the returned
  116. *> to Hessenberg form that (it is to be hoped) has some
  117. *> zero subdiagonal entries.
  118. *> \endverbatim
  119. *>
  120. *> \param[in] LDH
  121. *> \verbatim
  122. *> LDH is INTEGER
  123. *> Leading dimension of H just as declared in the calling
  124. *> subroutine. N <= LDH
  125. *> \endverbatim
  126. *>
  127. *> \param[in] ILOZ
  128. *> \verbatim
  129. *> ILOZ is INTEGER
  130. *> \endverbatim
  131. *>
  132. *> \param[in] IHIZ
  133. *> \verbatim
  134. *> IHIZ is INTEGER
  135. *> Specify the rows of Z to which transformations must be
  136. *> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N.
  137. *> \endverbatim
  138. *>
  139. *> \param[in,out] Z
  140. *> \verbatim
  141. *> Z is REAL array, dimension (LDZ,N)
  142. *> IF WANTZ is .TRUE., then on output, the orthogonal
  143. *> similarity transformation mentioned above has been
  144. *> accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
  145. *> If WANTZ is .FALSE., then Z is unreferenced.
  146. *> \endverbatim
  147. *>
  148. *> \param[in] LDZ
  149. *> \verbatim
  150. *> LDZ is INTEGER
  151. *> The leading dimension of Z just as declared in the
  152. *> calling subroutine. 1 <= LDZ.
  153. *> \endverbatim
  154. *>
  155. *> \param[out] NS
  156. *> \verbatim
  157. *> NS is INTEGER
  158. *> The number of unconverged (ie approximate) eigenvalues
  159. *> returned in SR and SI that may be used as shifts by the
  160. *> calling subroutine.
  161. *> \endverbatim
  162. *>
  163. *> \param[out] ND
  164. *> \verbatim
  165. *> ND is INTEGER
  166. *> The number of converged eigenvalues uncovered by this
  167. *> subroutine.
  168. *> \endverbatim
  169. *>
  170. *> \param[out] SR
  171. *> \verbatim
  172. *> SR is REAL array, dimension (KBOT)
  173. *> \endverbatim
  174. *>
  175. *> \param[out] SI
  176. *> \verbatim
  177. *> SI is REAL array, dimension (KBOT)
  178. *> On output, the real and imaginary parts of approximate
  179. *> eigenvalues that may be used for shifts are stored in
  180. *> SR(KBOT-ND-NS+1) through SR(KBOT-ND) and
  181. *> SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively.
  182. *> The real and imaginary parts of converged eigenvalues
  183. *> are stored in SR(KBOT-ND+1) through SR(KBOT) and
  184. *> SI(KBOT-ND+1) through SI(KBOT), respectively.
  185. *> \endverbatim
  186. *>
  187. *> \param[out] V
  188. *> \verbatim
  189. *> V is REAL array, dimension (LDV,NW)
  190. *> An NW-by-NW work array.
  191. *> \endverbatim
  192. *>
  193. *> \param[in] LDV
  194. *> \verbatim
  195. *> LDV is INTEGER
  196. *> The leading dimension of V just as declared in the
  197. *> calling subroutine. NW <= LDV
  198. *> \endverbatim
  199. *>
  200. *> \param[in] NH
  201. *> \verbatim
  202. *> NH is INTEGER
  203. *> The number of columns of T. NH >= NW.
  204. *> \endverbatim
  205. *>
  206. *> \param[out] T
  207. *> \verbatim
  208. *> T is REAL array, dimension (LDT,NW)
  209. *> \endverbatim
  210. *>
  211. *> \param[in] LDT
  212. *> \verbatim
  213. *> LDT is INTEGER
  214. *> The leading dimension of T just as declared in the
  215. *> calling subroutine. NW <= LDT
  216. *> \endverbatim
  217. *>
  218. *> \param[in] NV
  219. *> \verbatim
  220. *> NV is INTEGER
  221. *> The number of rows of work array WV available for
  222. *> workspace. NV >= NW.
  223. *> \endverbatim
  224. *>
  225. *> \param[out] WV
  226. *> \verbatim
  227. *> WV is REAL array, dimension (LDWV,NW)
  228. *> \endverbatim
  229. *>
  230. *> \param[in] LDWV
  231. *> \verbatim
  232. *> LDWV is INTEGER
  233. *> The leading dimension of W just as declared in the
  234. *> calling subroutine. NW <= LDV
  235. *> \endverbatim
  236. *>
  237. *> \param[out] WORK
  238. *> \verbatim
  239. *> WORK is REAL array, dimension (LWORK)
  240. *> On exit, WORK(1) is set to an estimate of the optimal value
  241. *> of LWORK for the given values of N, NW, KTOP and KBOT.
  242. *> \endverbatim
  243. *>
  244. *> \param[in] LWORK
  245. *> \verbatim
  246. *> LWORK is INTEGER
  247. *> The dimension of the work array WORK. LWORK = 2*NW
  248. *> suffices, but greater efficiency may result from larger
  249. *> values of LWORK.
  250. *>
  251. *> If LWORK = -1, then a workspace query is assumed; SLAQR2
  252. *> only estimates the optimal workspace size for the given
  253. *> values of N, NW, KTOP and KBOT. The estimate is returned
  254. *> in WORK(1). No error message related to LWORK is issued
  255. *> by XERBLA. Neither H nor Z are accessed.
  256. *> \endverbatim
  257. *
  258. * Authors:
  259. * ========
  260. *
  261. *> \author Univ. of Tennessee
  262. *> \author Univ. of California Berkeley
  263. *> \author Univ. of Colorado Denver
  264. *> \author NAG Ltd.
  265. *
  266. *> \ingroup laqr2
  267. *
  268. *> \par Contributors:
  269. * ==================
  270. *>
  271. *> Karen Braman and Ralph Byers, Department of Mathematics,
  272. *> University of Kansas, USA
  273. *>
  274. * =====================================================================
  275. SUBROUTINE SLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  276. $ IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
  277. $ LDT, NV, WV, LDWV, WORK, LWORK )
  278. *
  279. * -- LAPACK auxiliary routine --
  280. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  281. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  282. *
  283. * .. Scalar Arguments ..
  284. INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
  285. $ LDZ, LWORK, N, ND, NH, NS, NV, NW
  286. LOGICAL WANTT, WANTZ
  287. * ..
  288. * .. Array Arguments ..
  289. REAL H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
  290. $ V( LDV, * ), WORK( * ), WV( LDWV, * ),
  291. $ Z( LDZ, * )
  292. * ..
  293. *
  294. * ================================================================
  295. * .. Parameters ..
  296. REAL ZERO, ONE
  297. PARAMETER ( ZERO = 0.0e0, ONE = 1.0e0 )
  298. * ..
  299. * .. Local Scalars ..
  300. REAL AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
  301. $ SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
  302. INTEGER I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
  303. $ KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2,
  304. $ LWKOPT
  305. LOGICAL BULGE, SORTED
  306. * ..
  307. * .. External Functions ..
  308. REAL SLAMCH, SROUNDUP_LWORK
  309. EXTERNAL SLAMCH, SROUNDUP_LWORK
  310. * ..
  311. * .. External Subroutines ..
  312. EXTERNAL SCOPY, SGEHRD, SGEMM, SLACPY, SLAHQR,
  313. $ SLANV2, SLARF, SLARFG, SLASET, SORMHR, STREXC
  314. * ..
  315. * .. Intrinsic Functions ..
  316. INTRINSIC ABS, INT, MAX, MIN, REAL, SQRT
  317. * ..
  318. * .. Executable Statements ..
  319. *
  320. * ==== Estimate optimal workspace. ====
  321. *
  322. JW = MIN( NW, KBOT-KTOP+1 )
  323. IF( JW.LE.2 ) THEN
  324. LWKOPT = 1
  325. ELSE
  326. *
  327. * ==== Workspace query call to SGEHRD ====
  328. *
  329. CALL SGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
  330. LWK1 = INT( WORK( 1 ) )
  331. *
  332. * ==== Workspace query call to SORMHR ====
  333. *
  334. CALL SORMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
  335. $ WORK, -1, INFO )
  336. LWK2 = INT( WORK( 1 ) )
  337. *
  338. * ==== Optimal workspace ====
  339. *
  340. LWKOPT = JW + MAX( LWK1, LWK2 )
  341. END IF
  342. *
  343. * ==== Quick return in case of workspace query. ====
  344. *
  345. IF( LWORK.EQ.-1 ) THEN
  346. WORK( 1 ) = SROUNDUP_LWORK( LWKOPT )
  347. RETURN
  348. END IF
  349. *
  350. * ==== Nothing to do ...
  351. * ... for an empty active block ... ====
  352. NS = 0
  353. ND = 0
  354. WORK( 1 ) = ONE
  355. IF( KTOP.GT.KBOT )
  356. $ RETURN
  357. * ... nor for an empty deflation window. ====
  358. IF( NW.LT.1 )
  359. $ RETURN
  360. *
  361. * ==== Machine constants ====
  362. *
  363. SAFMIN = SLAMCH( 'SAFE MINIMUM' )
  364. SAFMAX = ONE / SAFMIN
  365. ULP = SLAMCH( 'PRECISION' )
  366. SMLNUM = SAFMIN*( REAL( N ) / ULP )
  367. *
  368. * ==== Setup deflation window ====
  369. *
  370. JW = MIN( NW, KBOT-KTOP+1 )
  371. KWTOP = KBOT - JW + 1
  372. IF( KWTOP.EQ.KTOP ) THEN
  373. S = ZERO
  374. ELSE
  375. S = H( KWTOP, KWTOP-1 )
  376. END IF
  377. *
  378. IF( KBOT.EQ.KWTOP ) THEN
  379. *
  380. * ==== 1-by-1 deflation window: not much to do ====
  381. *
  382. SR( KWTOP ) = H( KWTOP, KWTOP )
  383. SI( KWTOP ) = ZERO
  384. NS = 1
  385. ND = 0
  386. IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
  387. $ THEN
  388. NS = 0
  389. ND = 1
  390. IF( KWTOP.GT.KTOP )
  391. $ H( KWTOP, KWTOP-1 ) = ZERO
  392. END IF
  393. WORK( 1 ) = ONE
  394. RETURN
  395. END IF
  396. *
  397. * ==== Convert to spike-triangular form. (In case of a
  398. * . rare QR failure, this routine continues to do
  399. * . aggressive early deflation using that part of
  400. * . the deflation window that converged using INFQR
  401. * . here and there to keep track.) ====
  402. *
  403. CALL SLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
  404. CALL SCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
  405. *
  406. CALL SLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
  407. CALL SLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
  408. $ SI( KWTOP ), 1, JW, V, LDV, INFQR )
  409. *
  410. * ==== STREXC needs a clean margin near the diagonal ====
  411. *
  412. DO 10 J = 1, JW - 3
  413. T( J+2, J ) = ZERO
  414. T( J+3, J ) = ZERO
  415. 10 CONTINUE
  416. IF( JW.GT.2 )
  417. $ T( JW, JW-2 ) = ZERO
  418. *
  419. * ==== Deflation detection loop ====
  420. *
  421. NS = JW
  422. ILST = INFQR + 1
  423. 20 CONTINUE
  424. IF( ILST.LE.NS ) THEN
  425. IF( NS.EQ.1 ) THEN
  426. BULGE = .FALSE.
  427. ELSE
  428. BULGE = T( NS, NS-1 ).NE.ZERO
  429. END IF
  430. *
  431. * ==== Small spike tip test for deflation ====
  432. *
  433. IF( .NOT.BULGE ) THEN
  434. *
  435. * ==== Real eigenvalue ====
  436. *
  437. FOO = ABS( T( NS, NS ) )
  438. IF( FOO.EQ.ZERO )
  439. $ FOO = ABS( S )
  440. IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
  441. *
  442. * ==== Deflatable ====
  443. *
  444. NS = NS - 1
  445. ELSE
  446. *
  447. * ==== Undeflatable. Move it up out of the way.
  448. * . (STREXC can not fail in this case.) ====
  449. *
  450. IFST = NS
  451. CALL STREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  452. $ INFO )
  453. ILST = ILST + 1
  454. END IF
  455. ELSE
  456. *
  457. * ==== Complex conjugate pair ====
  458. *
  459. FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
  460. $ SQRT( ABS( T( NS-1, NS ) ) )
  461. IF( FOO.EQ.ZERO )
  462. $ FOO = ABS( S )
  463. IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
  464. $ MAX( SMLNUM, ULP*FOO ) ) THEN
  465. *
  466. * ==== Deflatable ====
  467. *
  468. NS = NS - 2
  469. ELSE
  470. *
  471. * ==== Undeflatable. Move them up out of the way.
  472. * . Fortunately, STREXC does the right thing with
  473. * . ILST in case of a rare exchange failure. ====
  474. *
  475. IFST = NS
  476. CALL STREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  477. $ INFO )
  478. ILST = ILST + 2
  479. END IF
  480. END IF
  481. *
  482. * ==== End deflation detection loop ====
  483. *
  484. GO TO 20
  485. END IF
  486. *
  487. * ==== Return to Hessenberg form ====
  488. *
  489. IF( NS.EQ.0 )
  490. $ S = ZERO
  491. *
  492. IF( NS.LT.JW ) THEN
  493. *
  494. * ==== sorting diagonal blocks of T improves accuracy for
  495. * . graded matrices. Bubble sort deals well with
  496. * . exchange failures. ====
  497. *
  498. SORTED = .false.
  499. I = NS + 1
  500. 30 CONTINUE
  501. IF( SORTED )
  502. $ GO TO 50
  503. SORTED = .true.
  504. *
  505. KEND = I - 1
  506. I = INFQR + 1
  507. IF( I.EQ.NS ) THEN
  508. K = I + 1
  509. ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
  510. K = I + 1
  511. ELSE
  512. K = I + 2
  513. END IF
  514. 40 CONTINUE
  515. IF( K.LE.KEND ) THEN
  516. IF( K.EQ.I+1 ) THEN
  517. EVI = ABS( T( I, I ) )
  518. ELSE
  519. EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
  520. $ SQRT( ABS( T( I, I+1 ) ) )
  521. END IF
  522. *
  523. IF( K.EQ.KEND ) THEN
  524. EVK = ABS( T( K, K ) )
  525. ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
  526. EVK = ABS( T( K, K ) )
  527. ELSE
  528. EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
  529. $ SQRT( ABS( T( K, K+1 ) ) )
  530. END IF
  531. *
  532. IF( EVI.GE.EVK ) THEN
  533. I = K
  534. ELSE
  535. SORTED = .false.
  536. IFST = I
  537. ILST = K
  538. CALL STREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  539. $ INFO )
  540. IF( INFO.EQ.0 ) THEN
  541. I = ILST
  542. ELSE
  543. I = K
  544. END IF
  545. END IF
  546. IF( I.EQ.KEND ) THEN
  547. K = I + 1
  548. ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
  549. K = I + 1
  550. ELSE
  551. K = I + 2
  552. END IF
  553. GO TO 40
  554. END IF
  555. GO TO 30
  556. 50 CONTINUE
  557. END IF
  558. *
  559. * ==== Restore shift/eigenvalue array from T ====
  560. *
  561. I = JW
  562. 60 CONTINUE
  563. IF( I.GE.INFQR+1 ) THEN
  564. IF( I.EQ.INFQR+1 ) THEN
  565. SR( KWTOP+I-1 ) = T( I, I )
  566. SI( KWTOP+I-1 ) = ZERO
  567. I = I - 1
  568. ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
  569. SR( KWTOP+I-1 ) = T( I, I )
  570. SI( KWTOP+I-1 ) = ZERO
  571. I = I - 1
  572. ELSE
  573. AA = T( I-1, I-1 )
  574. CC = T( I, I-1 )
  575. BB = T( I-1, I )
  576. DD = T( I, I )
  577. CALL SLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
  578. $ SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
  579. $ SI( KWTOP+I-1 ), CS, SN )
  580. I = I - 2
  581. END IF
  582. GO TO 60
  583. END IF
  584. *
  585. IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
  586. IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
  587. *
  588. * ==== Reflect spike back into lower triangle ====
  589. *
  590. CALL SCOPY( NS, V, LDV, WORK, 1 )
  591. BETA = WORK( 1 )
  592. CALL SLARFG( NS, BETA, WORK( 2 ), 1, TAU )
  593. WORK( 1 ) = ONE
  594. *
  595. CALL SLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
  596. *
  597. CALL SLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
  598. $ WORK( JW+1 ) )
  599. CALL SLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
  600. $ WORK( JW+1 ) )
  601. CALL SLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
  602. $ WORK( JW+1 ) )
  603. *
  604. CALL SGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
  605. $ LWORK-JW, INFO )
  606. END IF
  607. *
  608. * ==== Copy updated reduced window into place ====
  609. *
  610. IF( KWTOP.GT.1 )
  611. $ H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
  612. CALL SLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
  613. CALL SCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
  614. $ LDH+1 )
  615. *
  616. * ==== Accumulate orthogonal matrix in order update
  617. * . H and Z, if requested. ====
  618. *
  619. IF( NS.GT.1 .AND. S.NE.ZERO )
  620. $ CALL SORMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
  621. $ WORK( JW+1 ), LWORK-JW, INFO )
  622. *
  623. * ==== Update vertical slab in H ====
  624. *
  625. IF( WANTT ) THEN
  626. LTOP = 1
  627. ELSE
  628. LTOP = KTOP
  629. END IF
  630. DO 70 KROW = LTOP, KWTOP - 1, NV
  631. KLN = MIN( NV, KWTOP-KROW )
  632. CALL SGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
  633. $ LDH, V, LDV, ZERO, WV, LDWV )
  634. CALL SLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
  635. 70 CONTINUE
  636. *
  637. * ==== Update horizontal slab in H ====
  638. *
  639. IF( WANTT ) THEN
  640. DO 80 KCOL = KBOT + 1, N, NH
  641. KLN = MIN( NH, N-KCOL+1 )
  642. CALL SGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
  643. $ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
  644. CALL SLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
  645. $ LDH )
  646. 80 CONTINUE
  647. END IF
  648. *
  649. * ==== Update vertical slab in Z ====
  650. *
  651. IF( WANTZ ) THEN
  652. DO 90 KROW = ILOZ, IHIZ, NV
  653. KLN = MIN( NV, IHIZ-KROW+1 )
  654. CALL SGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
  655. $ LDZ, V, LDV, ZERO, WV, LDWV )
  656. CALL SLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
  657. $ LDZ )
  658. 90 CONTINUE
  659. END IF
  660. END IF
  661. *
  662. * ==== Return the number of deflations ... ====
  663. *
  664. ND = JW - NS
  665. *
  666. * ==== ... and the number of shifts. (Subtracting
  667. * . INFQR from the spike length takes care
  668. * . of the case of a rare QR failure while
  669. * . calculating eigenvalues of the deflation
  670. * . window.) ====
  671. *
  672. NS = NS - INFQR
  673. *
  674. * ==== Return optimal workspace. ====
  675. *
  676. WORK( 1 ) = SROUNDUP_LWORK( LWKOPT )
  677. *
  678. * ==== End of SLAQR2 ====
  679. *
  680. END