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zlaqr4.f 25 kB

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  1. *> \brief \b ZLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZLAQR4 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaqr4.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaqr4.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaqr4.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  22. * IHIZ, Z, LDZ, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  26. * LOGICAL WANTT, WANTZ
  27. * ..
  28. * .. Array Arguments ..
  29. * COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZLAQR4 implements one level of recursion for ZLAQR0.
  39. *> It is a complete implementation of the small bulge multi-shift
  40. *> QR algorithm. It may be called by ZLAQR0 and, for large enough
  41. *> deflation window size, it may be called by ZLAQR3. This
  42. *> subroutine is identical to ZLAQR0 except that it calls ZLAQR2
  43. *> instead of ZLAQR3.
  44. *>
  45. *> ZLAQR4 computes the eigenvalues of a Hessenberg matrix H
  46. *> and, optionally, the matrices T and Z from the Schur decomposition
  47. *> H = Z T Z**H, where T is an upper triangular matrix (the
  48. *> Schur form), and Z is the unitary matrix of Schur vectors.
  49. *>
  50. *> Optionally Z may be postmultiplied into an input unitary
  51. *> matrix Q so that this routine can give the Schur factorization
  52. *> of a matrix A which has been reduced to the Hessenberg form H
  53. *> by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
  54. *> \endverbatim
  55. *
  56. * Arguments:
  57. * ==========
  58. *
  59. *> \param[in] WANTT
  60. *> \verbatim
  61. *> WANTT is LOGICAL
  62. *> = .TRUE. : the full Schur form T is required;
  63. *> = .FALSE.: only eigenvalues are required.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] WANTZ
  67. *> \verbatim
  68. *> WANTZ is LOGICAL
  69. *> = .TRUE. : the matrix of Schur vectors Z is required;
  70. *> = .FALSE.: Schur vectors are not required.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] N
  74. *> \verbatim
  75. *> N is INTEGER
  76. *> The order of the matrix H. N .GE. 0.
  77. *> \endverbatim
  78. *>
  79. *> \param[in] ILO
  80. *> \verbatim
  81. *> ILO is INTEGER
  82. *> \endverbatim
  83. *>
  84. *> \param[in] IHI
  85. *> \verbatim
  86. *> IHI is INTEGER
  87. *> It is assumed that H is already upper triangular in rows
  88. *> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
  89. *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
  90. *> previous call to ZGEBAL, and then passed to ZGEHRD when the
  91. *> matrix output by ZGEBAL is reduced to Hessenberg form.
  92. *> Otherwise, ILO and IHI should be set to 1 and N,
  93. *> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
  94. *> If N = 0, then ILO = 1 and IHI = 0.
  95. *> \endverbatim
  96. *>
  97. *> \param[in,out] H
  98. *> \verbatim
  99. *> H is COMPLEX*16 array, dimension (LDH,N)
  100. *> On entry, the upper Hessenberg matrix H.
  101. *> On exit, if INFO = 0 and WANTT is .TRUE., then H
  102. *> contains the upper triangular matrix T from the Schur
  103. *> decomposition (the Schur form). If INFO = 0 and WANT is
  104. *> .FALSE., then the contents of H are unspecified on exit.
  105. *> (The output value of H when INFO.GT.0 is given under the
  106. *> description of INFO below.)
  107. *>
  108. *> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
  109. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDH
  113. *> \verbatim
  114. *> LDH is INTEGER
  115. *> The leading dimension of the array H. LDH .GE. max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] W
  119. *> \verbatim
  120. *> W is COMPLEX*16 array, dimension (N)
  121. *> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
  122. *> in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
  123. *> stored in the same order as on the diagonal of the Schur
  124. *> form returned in H, with W(i) = H(i,i).
  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..
  137. *> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N.
  138. *> \endverbatim
  139. *>
  140. *> \param[in,out] Z
  141. *> \verbatim
  142. *> Z is COMPLEX*16 array, dimension (LDZ,IHI)
  143. *> If WANTZ is .FALSE., then Z is not referenced.
  144. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  145. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  146. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  147. *> (The output value of Z when INFO.GT.0 is given under
  148. *> the description of INFO below.)
  149. *> \endverbatim
  150. *>
  151. *> \param[in] LDZ
  152. *> \verbatim
  153. *> LDZ is INTEGER
  154. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  155. *> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
  156. *> \endverbatim
  157. *>
  158. *> \param[out] WORK
  159. *> \verbatim
  160. *> WORK is COMPLEX*16 array, dimension LWORK
  161. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  162. *> the optimal value for LWORK.
  163. *> \endverbatim
  164. *>
  165. *> \param[in] LWORK
  166. *> \verbatim
  167. *> LWORK is INTEGER
  168. *> The dimension of the array WORK. LWORK .GE. max(1,N)
  169. *> is sufficient, but LWORK typically as large as 6*N may
  170. *> be required for optimal performance. A workspace query
  171. *> to determine the optimal workspace size is recommended.
  172. *>
  173. *> If LWORK = -1, then ZLAQR4 does a workspace query.
  174. *> In this case, ZLAQR4 checks the input parameters and
  175. *> estimates the optimal workspace size for the given
  176. *> values of N, ILO and IHI. The estimate is returned
  177. *> in WORK(1). No error message related to LWORK is
  178. *> issued by XERBLA. Neither H nor Z are accessed.
  179. *> \endverbatim
  180. *>
  181. *> \param[out] INFO
  182. *> \verbatim
  183. *> INFO is INTEGER
  184. *> = 0: successful exit
  185. *> .GT. 0: if INFO = i, ZLAQR4 failed to compute all of
  186. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  187. *> and WI contain those eigenvalues which have been
  188. *> successfully computed. (Failures are rare.)
  189. *>
  190. *> If INFO .GT. 0 and WANT is .FALSE., then on exit,
  191. *> the remaining unconverged eigenvalues are the eigen-
  192. *> values of the upper Hessenberg matrix rows and
  193. *> columns ILO through INFO of the final, output
  194. *> value of H.
  195. *>
  196. *> If INFO .GT. 0 and WANTT is .TRUE., then on exit
  197. *>
  198. *> (*) (initial value of H)*U = U*(final value of H)
  199. *>
  200. *> where U is a unitary matrix. The final
  201. *> value of H is upper Hessenberg and triangular in
  202. *> rows and columns INFO+1 through IHI.
  203. *>
  204. *> If INFO .GT. 0 and WANTZ is .TRUE., then on exit
  205. *>
  206. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  207. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  208. *>
  209. *> where U is the unitary matrix in (*) (regard-
  210. *> less of the value of WANTT.)
  211. *>
  212. *> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
  213. *> accessed.
  214. *> \endverbatim
  215. *
  216. * Authors:
  217. * ========
  218. *
  219. *> \author Univ. of Tennessee
  220. *> \author Univ. of California Berkeley
  221. *> \author Univ. of Colorado Denver
  222. *> \author NAG Ltd.
  223. *
  224. *> \date December 2016
  225. *
  226. *> \ingroup complex16OTHERauxiliary
  227. *
  228. *> \par Contributors:
  229. * ==================
  230. *>
  231. *> Karen Braman and Ralph Byers, Department of Mathematics,
  232. *> University of Kansas, USA
  233. *
  234. *> \par References:
  235. * ================
  236. *>
  237. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  238. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  239. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  240. *> 929--947, 2002.
  241. *> \n
  242. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  243. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  244. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  245. *>
  246. * =====================================================================
  247. SUBROUTINE ZLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  248. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  249. *
  250. * -- LAPACK auxiliary routine (version 3.7.0) --
  251. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  252. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  253. * December 2016
  254. *
  255. * .. Scalar Arguments ..
  256. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  257. LOGICAL WANTT, WANTZ
  258. * ..
  259. * .. Array Arguments ..
  260. COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  261. * ..
  262. *
  263. * ================================================================
  264. *
  265. * .. Parameters ..
  266. *
  267. * ==== Matrices of order NTINY or smaller must be processed by
  268. * . ZLAHQR because of insufficient subdiagonal scratch space.
  269. * . (This is a hard limit.) ====
  270. INTEGER NTINY
  271. PARAMETER ( NTINY = 11 )
  272. *
  273. * ==== Exceptional deflation windows: try to cure rare
  274. * . slow convergence by varying the size of the
  275. * . deflation window after KEXNW iterations. ====
  276. INTEGER KEXNW
  277. PARAMETER ( KEXNW = 5 )
  278. *
  279. * ==== Exceptional shifts: try to cure rare slow convergence
  280. * . with ad-hoc exceptional shifts every KEXSH iterations.
  281. * . ====
  282. INTEGER KEXSH
  283. PARAMETER ( KEXSH = 6 )
  284. *
  285. * ==== The constant WILK1 is used to form the exceptional
  286. * . shifts. ====
  287. DOUBLE PRECISION WILK1
  288. PARAMETER ( WILK1 = 0.75d0 )
  289. COMPLEX*16 ZERO, ONE
  290. PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
  291. $ ONE = ( 1.0d0, 0.0d0 ) )
  292. DOUBLE PRECISION TWO
  293. PARAMETER ( TWO = 2.0d0 )
  294. * ..
  295. * .. Local Scalars ..
  296. COMPLEX*16 AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  297. DOUBLE PRECISION S
  298. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  299. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  300. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  301. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  302. LOGICAL SORTED
  303. CHARACTER JBCMPZ*2
  304. * ..
  305. * .. External Functions ..
  306. INTEGER ILAENV
  307. EXTERNAL ILAENV
  308. * ..
  309. * .. Local Arrays ..
  310. COMPLEX*16 ZDUM( 1, 1 )
  311. * ..
  312. * .. External Subroutines ..
  313. EXTERNAL ZLACPY, ZLAHQR, ZLAQR2, ZLAQR5
  314. * ..
  315. * .. Intrinsic Functions ..
  316. INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, MAX, MIN, MOD,
  317. $ SQRT
  318. * ..
  319. * .. Statement Functions ..
  320. DOUBLE PRECISION CABS1
  321. * ..
  322. * .. Statement Function definitions ..
  323. CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
  324. * ..
  325. * .. Executable Statements ..
  326. INFO = 0
  327. *
  328. * ==== Quick return for N = 0: nothing to do. ====
  329. *
  330. IF( N.EQ.0 ) THEN
  331. WORK( 1 ) = ONE
  332. RETURN
  333. END IF
  334. *
  335. IF( N.LE.NTINY ) THEN
  336. *
  337. * ==== Tiny matrices must use ZLAHQR. ====
  338. *
  339. LWKOPT = 1
  340. IF( LWORK.NE.-1 )
  341. $ CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  342. $ IHIZ, Z, LDZ, INFO )
  343. ELSE
  344. *
  345. * ==== Use small bulge multi-shift QR with aggressive early
  346. * . deflation on larger-than-tiny matrices. ====
  347. *
  348. * ==== Hope for the best. ====
  349. *
  350. INFO = 0
  351. *
  352. * ==== Set up job flags for ILAENV. ====
  353. *
  354. IF( WANTT ) THEN
  355. JBCMPZ( 1: 1 ) = 'S'
  356. ELSE
  357. JBCMPZ( 1: 1 ) = 'E'
  358. END IF
  359. IF( WANTZ ) THEN
  360. JBCMPZ( 2: 2 ) = 'V'
  361. ELSE
  362. JBCMPZ( 2: 2 ) = 'N'
  363. END IF
  364. *
  365. * ==== NWR = recommended deflation window size. At this
  366. * . point, N .GT. NTINY = 11, so there is enough
  367. * . subdiagonal workspace for NWR.GE.2 as required.
  368. * . (In fact, there is enough subdiagonal space for
  369. * . NWR.GE.3.) ====
  370. *
  371. NWR = ILAENV( 13, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  372. NWR = MAX( 2, NWR )
  373. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  374. *
  375. * ==== NSR = recommended number of simultaneous shifts.
  376. * . At this point N .GT. NTINY = 11, so there is at
  377. * . enough subdiagonal workspace for NSR to be even
  378. * . and greater than or equal to two as required. ====
  379. *
  380. NSR = ILAENV( 15, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  381. NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
  382. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  383. *
  384. * ==== Estimate optimal workspace ====
  385. *
  386. * ==== Workspace query call to ZLAQR2 ====
  387. *
  388. CALL ZLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  389. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  390. $ LDH, WORK, -1 )
  391. *
  392. * ==== Optimal workspace = MAX(ZLAQR5, ZLAQR2) ====
  393. *
  394. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  395. *
  396. * ==== Quick return in case of workspace query. ====
  397. *
  398. IF( LWORK.EQ.-1 ) THEN
  399. WORK( 1 ) = DCMPLX( LWKOPT, 0 )
  400. RETURN
  401. END IF
  402. *
  403. * ==== ZLAHQR/ZLAQR0 crossover point ====
  404. *
  405. NMIN = ILAENV( 12, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  406. NMIN = MAX( NTINY, NMIN )
  407. *
  408. * ==== Nibble crossover point ====
  409. *
  410. NIBBLE = ILAENV( 14, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  411. NIBBLE = MAX( 0, NIBBLE )
  412. *
  413. * ==== Accumulate reflections during ttswp? Use block
  414. * . 2-by-2 structure during matrix-matrix multiply? ====
  415. *
  416. KACC22 = ILAENV( 16, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  417. KACC22 = MAX( 0, KACC22 )
  418. KACC22 = MIN( 2, KACC22 )
  419. *
  420. * ==== NWMAX = the largest possible deflation window for
  421. * . which there is sufficient workspace. ====
  422. *
  423. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  424. NW = NWMAX
  425. *
  426. * ==== NSMAX = the Largest number of simultaneous shifts
  427. * . for which there is sufficient workspace. ====
  428. *
  429. NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
  430. NSMAX = NSMAX - MOD( NSMAX, 2 )
  431. *
  432. * ==== NDFL: an iteration count restarted at deflation. ====
  433. *
  434. NDFL = 1
  435. *
  436. * ==== ITMAX = iteration limit ====
  437. *
  438. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  439. *
  440. * ==== Last row and column in the active block ====
  441. *
  442. KBOT = IHI
  443. *
  444. * ==== Main Loop ====
  445. *
  446. DO 70 IT = 1, ITMAX
  447. *
  448. * ==== Done when KBOT falls below ILO ====
  449. *
  450. IF( KBOT.LT.ILO )
  451. $ GO TO 80
  452. *
  453. * ==== Locate active block ====
  454. *
  455. DO 10 K = KBOT, ILO + 1, -1
  456. IF( H( K, K-1 ).EQ.ZERO )
  457. $ GO TO 20
  458. 10 CONTINUE
  459. K = ILO
  460. 20 CONTINUE
  461. KTOP = K
  462. *
  463. * ==== Select deflation window size:
  464. * . Typical Case:
  465. * . If possible and advisable, nibble the entire
  466. * . active block. If not, use size MIN(NWR,NWMAX)
  467. * . or MIN(NWR+1,NWMAX) depending upon which has
  468. * . the smaller corresponding subdiagonal entry
  469. * . (a heuristic).
  470. * .
  471. * . Exceptional Case:
  472. * . If there have been no deflations in KEXNW or
  473. * . more iterations, then vary the deflation window
  474. * . size. At first, because, larger windows are,
  475. * . in general, more powerful than smaller ones,
  476. * . rapidly increase the window to the maximum possible.
  477. * . Then, gradually reduce the window size. ====
  478. *
  479. NH = KBOT - KTOP + 1
  480. NWUPBD = MIN( NH, NWMAX )
  481. IF( NDFL.LT.KEXNW ) THEN
  482. NW = MIN( NWUPBD, NWR )
  483. ELSE
  484. NW = MIN( NWUPBD, 2*NW )
  485. END IF
  486. IF( NW.LT.NWMAX ) THEN
  487. IF( NW.GE.NH-1 ) THEN
  488. NW = NH
  489. ELSE
  490. KWTOP = KBOT - NW + 1
  491. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  492. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  493. END IF
  494. END IF
  495. IF( NDFL.LT.KEXNW ) THEN
  496. NDEC = -1
  497. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  498. NDEC = NDEC + 1
  499. IF( NW-NDEC.LT.2 )
  500. $ NDEC = 0
  501. NW = NW - NDEC
  502. END IF
  503. *
  504. * ==== Aggressive early deflation:
  505. * . split workspace under the subdiagonal into
  506. * . - an nw-by-nw work array V in the lower
  507. * . left-hand-corner,
  508. * . - an NW-by-at-least-NW-but-more-is-better
  509. * . (NW-by-NHO) horizontal work array along
  510. * . the bottom edge,
  511. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  512. * . vertical work array along the left-hand-edge.
  513. * . ====
  514. *
  515. KV = N - NW + 1
  516. KT = NW + 1
  517. NHO = ( N-NW-1 ) - KT + 1
  518. KWV = NW + 2
  519. NVE = ( N-NW ) - KWV + 1
  520. *
  521. * ==== Aggressive early deflation ====
  522. *
  523. CALL ZLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  524. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  525. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  526. $ LWORK )
  527. *
  528. * ==== Adjust KBOT accounting for new deflations. ====
  529. *
  530. KBOT = KBOT - LD
  531. *
  532. * ==== KS points to the shifts. ====
  533. *
  534. KS = KBOT - LS + 1
  535. *
  536. * ==== Skip an expensive QR sweep if there is a (partly
  537. * . heuristic) reason to expect that many eigenvalues
  538. * . will deflate without it. Here, the QR sweep is
  539. * . skipped if many eigenvalues have just been deflated
  540. * . or if the remaining active block is small.
  541. *
  542. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  543. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  544. *
  545. * ==== NS = nominal number of simultaneous shifts.
  546. * . This may be lowered (slightly) if ZLAQR2
  547. * . did not provide that many shifts. ====
  548. *
  549. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  550. NS = NS - MOD( NS, 2 )
  551. *
  552. * ==== If there have been no deflations
  553. * . in a multiple of KEXSH iterations,
  554. * . then try exceptional shifts.
  555. * . Otherwise use shifts provided by
  556. * . ZLAQR2 above or from the eigenvalues
  557. * . of a trailing principal submatrix. ====
  558. *
  559. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  560. KS = KBOT - NS + 1
  561. DO 30 I = KBOT, KS + 1, -2
  562. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  563. W( I-1 ) = W( I )
  564. 30 CONTINUE
  565. ELSE
  566. *
  567. * ==== Got NS/2 or fewer shifts? Use ZLAHQR
  568. * . on a trailing principal submatrix to
  569. * . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
  570. * . there is enough space below the subdiagonal
  571. * . to fit an NS-by-NS scratch array.) ====
  572. *
  573. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  574. KS = KBOT - NS + 1
  575. KT = N - NS + 1
  576. CALL ZLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  577. $ H( KT, 1 ), LDH )
  578. CALL ZLAHQR( .false., .false., NS, 1, NS,
  579. $ H( KT, 1 ), LDH, W( KS ), 1, 1, ZDUM,
  580. $ 1, INF )
  581. KS = KS + INF
  582. *
  583. * ==== In case of a rare QR failure use
  584. * . eigenvalues of the trailing 2-by-2
  585. * . principal submatrix. Scale to avoid
  586. * . overflows, underflows and subnormals.
  587. * . (The scale factor S can not be zero,
  588. * . because H(KBOT,KBOT-1) is nonzero.) ====
  589. *
  590. IF( KS.GE.KBOT ) THEN
  591. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  592. $ CABS1( H( KBOT, KBOT-1 ) ) +
  593. $ CABS1( H( KBOT-1, KBOT ) ) +
  594. $ CABS1( H( KBOT, KBOT ) )
  595. AA = H( KBOT-1, KBOT-1 ) / S
  596. CC = H( KBOT, KBOT-1 ) / S
  597. BB = H( KBOT-1, KBOT ) / S
  598. DD = H( KBOT, KBOT ) / S
  599. TR2 = ( AA+DD ) / TWO
  600. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  601. RTDISC = SQRT( -DET )
  602. W( KBOT-1 ) = ( TR2+RTDISC )*S
  603. W( KBOT ) = ( TR2-RTDISC )*S
  604. *
  605. KS = KBOT - 1
  606. END IF
  607. END IF
  608. *
  609. IF( KBOT-KS+1.GT.NS ) THEN
  610. *
  611. * ==== Sort the shifts (Helps a little) ====
  612. *
  613. SORTED = .false.
  614. DO 50 K = KBOT, KS + 1, -1
  615. IF( SORTED )
  616. $ GO TO 60
  617. SORTED = .true.
  618. DO 40 I = KS, K - 1
  619. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  620. $ THEN
  621. SORTED = .false.
  622. SWAP = W( I )
  623. W( I ) = W( I+1 )
  624. W( I+1 ) = SWAP
  625. END IF
  626. 40 CONTINUE
  627. 50 CONTINUE
  628. 60 CONTINUE
  629. END IF
  630. END IF
  631. *
  632. * ==== If there are only two shifts, then use
  633. * . only one. ====
  634. *
  635. IF( KBOT-KS+1.EQ.2 ) THEN
  636. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  637. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  638. W( KBOT-1 ) = W( KBOT )
  639. ELSE
  640. W( KBOT ) = W( KBOT-1 )
  641. END IF
  642. END IF
  643. *
  644. * ==== Use up to NS of the the smallest magnatiude
  645. * . shifts. If there aren't NS shifts available,
  646. * . then use them all, possibly dropping one to
  647. * . make the number of shifts even. ====
  648. *
  649. NS = MIN( NS, KBOT-KS+1 )
  650. NS = NS - MOD( NS, 2 )
  651. KS = KBOT - NS + 1
  652. *
  653. * ==== Small-bulge multi-shift QR sweep:
  654. * . split workspace under the subdiagonal into
  655. * . - a KDU-by-KDU work array U in the lower
  656. * . left-hand-corner,
  657. * . - a KDU-by-at-least-KDU-but-more-is-better
  658. * . (KDU-by-NHo) horizontal work array WH along
  659. * . the bottom edge,
  660. * . - and an at-least-KDU-but-more-is-better-by-KDU
  661. * . (NVE-by-KDU) vertical work WV arrow along
  662. * . the left-hand-edge. ====
  663. *
  664. KDU = 3*NS - 3
  665. KU = N - KDU + 1
  666. KWH = KDU + 1
  667. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  668. KWV = KDU + 4
  669. NVE = N - KDU - KWV + 1
  670. *
  671. * ==== Small-bulge multi-shift QR sweep ====
  672. *
  673. CALL ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  674. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  675. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  676. $ NHO, H( KU, KWH ), LDH )
  677. END IF
  678. *
  679. * ==== Note progress (or the lack of it). ====
  680. *
  681. IF( LD.GT.0 ) THEN
  682. NDFL = 1
  683. ELSE
  684. NDFL = NDFL + 1
  685. END IF
  686. *
  687. * ==== End of main loop ====
  688. 70 CONTINUE
  689. *
  690. * ==== Iteration limit exceeded. Set INFO to show where
  691. * . the problem occurred and exit. ====
  692. *
  693. INFO = KBOT
  694. 80 CONTINUE
  695. END IF
  696. *
  697. * ==== Return the optimal value of LWORK. ====
  698. *
  699. WORK( 1 ) = DCMPLX( LWKOPT, 0 )
  700. *
  701. * ==== End of ZLAQR4 ====
  702. *
  703. END