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dlaqr4.f 27 kB

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  1. *> \brief \b DLAQR4 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 DLAQR4 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr4.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr4.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr4.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  22. * ILOZ, 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. * DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
  30. * $ Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DLAQR4 implements one level of recursion for DLAQR0.
  40. *> It is a complete implementation of the small bulge multi-shift
  41. *> QR algorithm. It may be called by DLAQR0 and, for large enough
  42. *> deflation window size, it may be called by DLAQR3. This
  43. *> subroutine is identical to DLAQR0 except that it calls DLAQR2
  44. *> instead of DLAQR3.
  45. *>
  46. *> DLAQR4 computes the eigenvalues of a Hessenberg matrix H
  47. *> and, optionally, the matrices T and Z from the Schur decomposition
  48. *> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
  49. *> Schur form), and Z is the orthogonal matrix of Schur vectors.
  50. *>
  51. *> Optionally Z may be postmultiplied into an input orthogonal
  52. *> matrix Q so that this routine can give the Schur factorization
  53. *> of a matrix A which has been reduced to the Hessenberg form H
  54. *> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] WANTT
  61. *> \verbatim
  62. *> WANTT is LOGICAL
  63. *> = .TRUE. : the full Schur form T is required;
  64. *> = .FALSE.: only eigenvalues are required.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] WANTZ
  68. *> \verbatim
  69. *> WANTZ is LOGICAL
  70. *> = .TRUE. : the matrix of Schur vectors Z is required;
  71. *> = .FALSE.: Schur vectors are not required.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] N
  75. *> \verbatim
  76. *> N is INTEGER
  77. *> The order of the matrix H. N >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] ILO
  81. *> \verbatim
  82. *> ILO is INTEGER
  83. *> \endverbatim
  84. *>
  85. *> \param[in] IHI
  86. *> \verbatim
  87. *> IHI is INTEGER
  88. *> It is assumed that H is already upper triangular in rows
  89. *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
  90. *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
  91. *> previous call to DGEBAL, and then passed to DGEHRD when the
  92. *> matrix output by DGEBAL is reduced to Hessenberg form.
  93. *> Otherwise, ILO and IHI should be set to 1 and N,
  94. *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
  95. *> If N = 0, then ILO = 1 and IHI = 0.
  96. *> \endverbatim
  97. *>
  98. *> \param[in,out] H
  99. *> \verbatim
  100. *> H is DOUBLE PRECISION array, dimension (LDH,N)
  101. *> On entry, the upper Hessenberg matrix H.
  102. *> On exit, if INFO = 0 and WANTT is .TRUE., then H contains
  103. *> the upper quasi-triangular matrix T from the Schur
  104. *> decomposition (the Schur form); 2-by-2 diagonal blocks
  105. *> (corresponding to complex conjugate pairs of eigenvalues)
  106. *> are returned in standard form, with H(i,i) = H(i+1,i+1)
  107. *> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
  108. *> .FALSE., then the contents of H are unspecified on exit.
  109. *> (The output value of H when INFO > 0 is given under the
  110. *> description of INFO below.)
  111. *>
  112. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  113. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDH
  117. *> \verbatim
  118. *> LDH is INTEGER
  119. *> The leading dimension of the array H. LDH >= max(1,N).
  120. *> \endverbatim
  121. *>
  122. *> \param[out] WR
  123. *> \verbatim
  124. *> WR is DOUBLE PRECISION array, dimension (IHI)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] WI
  128. *> \verbatim
  129. *> WI is DOUBLE PRECISION array, dimension (IHI)
  130. *> The real and imaginary parts, respectively, of the computed
  131. *> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI)
  132. *> and WI(ILO:IHI). If two eigenvalues are computed as a
  133. *> complex conjugate pair, they are stored in consecutive
  134. *> elements of WR and WI, say the i-th and (i+1)th, with
  135. *> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
  136. *> the eigenvalues are stored in the same order as on the
  137. *> diagonal of the Schur form returned in H, with
  138. *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
  139. *> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
  140. *> WI(i+1) = -WI(i).
  141. *> \endverbatim
  142. *>
  143. *> \param[in] ILOZ
  144. *> \verbatim
  145. *> ILOZ is INTEGER
  146. *> \endverbatim
  147. *>
  148. *> \param[in] IHIZ
  149. *> \verbatim
  150. *> IHIZ is INTEGER
  151. *> Specify the rows of Z to which transformations must be
  152. *> applied if WANTZ is .TRUE..
  153. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  154. *> \endverbatim
  155. *>
  156. *> \param[in,out] Z
  157. *> \verbatim
  158. *> Z is DOUBLE PRECISION array, dimension (LDZ,IHI)
  159. *> If WANTZ is .FALSE., then Z is not referenced.
  160. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  161. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  162. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  163. *> (The output value of Z when INFO > 0 is given under
  164. *> the description of INFO below.)
  165. *> \endverbatim
  166. *>
  167. *> \param[in] LDZ
  168. *> \verbatim
  169. *> LDZ is INTEGER
  170. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  171. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  172. *> \endverbatim
  173. *>
  174. *> \param[out] WORK
  175. *> \verbatim
  176. *> WORK is DOUBLE PRECISION array, dimension LWORK
  177. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  178. *> the optimal value for LWORK.
  179. *> \endverbatim
  180. *>
  181. *> \param[in] LWORK
  182. *> \verbatim
  183. *> LWORK is INTEGER
  184. *> The dimension of the array WORK. LWORK >= max(1,N)
  185. *> is sufficient, but LWORK typically as large as 6*N may
  186. *> be required for optimal performance. A workspace query
  187. *> to determine the optimal workspace size is recommended.
  188. *>
  189. *> If LWORK = -1, then DLAQR4 does a workspace query.
  190. *> In this case, DLAQR4 checks the input parameters and
  191. *> estimates the optimal workspace size for the given
  192. *> values of N, ILO and IHI. The estimate is returned
  193. *> in WORK(1). No error message related to LWORK is
  194. *> issued by XERBLA. Neither H nor Z are accessed.
  195. *> \endverbatim
  196. *>
  197. *> \param[out] INFO
  198. *> \verbatim
  199. *> INFO is INTEGER
  200. *> = 0: successful exit
  201. *> > 0: if INFO = i, DLAQR4 failed to compute all of
  202. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  203. *> and WI contain those eigenvalues which have been
  204. *> successfully computed. (Failures are rare.)
  205. *>
  206. *> If INFO > 0 and WANT is .FALSE., then on exit,
  207. *> the remaining unconverged eigenvalues are the eigen-
  208. *> values of the upper Hessenberg matrix rows and
  209. *> columns ILO through INFO of the final, output
  210. *> value of H.
  211. *>
  212. *> If INFO > 0 and WANTT is .TRUE., then on exit
  213. *>
  214. *> (*) (initial value of H)*U = U*(final value of H)
  215. *>
  216. *> where U is a orthogonal matrix. The final
  217. *> value of H is upper Hessenberg and triangular in
  218. *> rows and columns INFO+1 through IHI.
  219. *>
  220. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  221. *>
  222. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  223. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  224. *>
  225. *> where U is the orthogonal matrix in (*) (regard-
  226. *> less of the value of WANTT.)
  227. *>
  228. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  229. *> accessed.
  230. *> \endverbatim
  231. *
  232. * Authors:
  233. * ========
  234. *
  235. *> \author Univ. of Tennessee
  236. *> \author Univ. of California Berkeley
  237. *> \author Univ. of Colorado Denver
  238. *> \author NAG Ltd.
  239. *
  240. *> \ingroup doubleOTHERauxiliary
  241. *
  242. *> \par Contributors:
  243. * ==================
  244. *>
  245. *> Karen Braman and Ralph Byers, Department of Mathematics,
  246. *> University of Kansas, USA
  247. *
  248. *> \par References:
  249. * ================
  250. *>
  251. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  252. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  253. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  254. *> 929--947, 2002.
  255. *> \n
  256. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  257. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  258. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  259. *>
  260. * =====================================================================
  261. SUBROUTINE DLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  262. $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
  263. *
  264. * -- LAPACK auxiliary routine --
  265. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  266. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  267. *
  268. * .. Scalar Arguments ..
  269. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  270. LOGICAL WANTT, WANTZ
  271. * ..
  272. * .. Array Arguments ..
  273. DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
  274. $ Z( LDZ, * )
  275. * ..
  276. *
  277. * ================================================================
  278. * .. Parameters ..
  279. *
  280. * ==== Matrices of order NTINY or smaller must be processed by
  281. * . DLAHQR because of insufficient subdiagonal scratch space.
  282. * . (This is a hard limit.) ====
  283. INTEGER NTINY
  284. PARAMETER ( NTINY = 15 )
  285. *
  286. * ==== Exceptional deflation windows: try to cure rare
  287. * . slow convergence by varying the size of the
  288. * . deflation window after KEXNW iterations. ====
  289. INTEGER KEXNW
  290. PARAMETER ( KEXNW = 5 )
  291. *
  292. * ==== Exceptional shifts: try to cure rare slow convergence
  293. * . with ad-hoc exceptional shifts every KEXSH iterations.
  294. * . ====
  295. INTEGER KEXSH
  296. PARAMETER ( KEXSH = 6 )
  297. *
  298. * ==== The constants WILK1 and WILK2 are used to form the
  299. * . exceptional shifts. ====
  300. DOUBLE PRECISION WILK1, WILK2
  301. PARAMETER ( WILK1 = 0.75d0, WILK2 = -0.4375d0 )
  302. DOUBLE PRECISION ZERO, ONE
  303. PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
  304. * ..
  305. * .. Local Scalars ..
  306. DOUBLE PRECISION AA, BB, CC, CS, DD, SN, SS, SWAP
  307. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  308. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  309. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  310. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  311. LOGICAL SORTED
  312. CHARACTER JBCMPZ*2
  313. * ..
  314. * .. External Functions ..
  315. INTEGER ILAENV
  316. EXTERNAL ILAENV
  317. * ..
  318. * .. Local Arrays ..
  319. DOUBLE PRECISION ZDUM( 1, 1 )
  320. * ..
  321. * .. External Subroutines ..
  322. EXTERNAL DLACPY, DLAHQR, DLANV2, DLAQR2, DLAQR5
  323. * ..
  324. * .. Intrinsic Functions ..
  325. INTRINSIC ABS, DBLE, INT, MAX, MIN, MOD
  326. * ..
  327. * .. Executable Statements ..
  328. INFO = 0
  329. *
  330. * ==== Quick return for N = 0: nothing to do. ====
  331. *
  332. IF( N.EQ.0 ) THEN
  333. WORK( 1 ) = ONE
  334. RETURN
  335. END IF
  336. *
  337. IF( N.LE.NTINY ) THEN
  338. *
  339. * ==== Tiny matrices must use DLAHQR. ====
  340. *
  341. LWKOPT = 1
  342. IF( LWORK.NE.-1 )
  343. $ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  344. $ ILOZ, IHIZ, Z, LDZ, INFO )
  345. ELSE
  346. *
  347. * ==== Use small bulge multi-shift QR with aggressive early
  348. * . deflation on larger-than-tiny matrices. ====
  349. *
  350. * ==== Hope for the best. ====
  351. *
  352. INFO = 0
  353. *
  354. * ==== Set up job flags for ILAENV. ====
  355. *
  356. IF( WANTT ) THEN
  357. JBCMPZ( 1: 1 ) = 'S'
  358. ELSE
  359. JBCMPZ( 1: 1 ) = 'E'
  360. END IF
  361. IF( WANTZ ) THEN
  362. JBCMPZ( 2: 2 ) = 'V'
  363. ELSE
  364. JBCMPZ( 2: 2 ) = 'N'
  365. END IF
  366. *
  367. * ==== NWR = recommended deflation window size. At this
  368. * . point, N .GT. NTINY = 15, so there is enough
  369. * . subdiagonal workspace for NWR.GE.2 as required.
  370. * . (In fact, there is enough subdiagonal space for
  371. * . NWR.GE.4.) ====
  372. *
  373. NWR = ILAENV( 13, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  374. NWR = MAX( 2, NWR )
  375. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  376. *
  377. * ==== NSR = recommended number of simultaneous shifts.
  378. * . At this point N .GT. NTINY = 15, so there is at
  379. * . enough subdiagonal workspace for NSR to be even
  380. * . and greater than or equal to two as required. ====
  381. *
  382. NSR = ILAENV( 15, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  383. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  384. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  385. *
  386. * ==== Estimate optimal workspace ====
  387. *
  388. * ==== Workspace query call to DLAQR2 ====
  389. *
  390. CALL DLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  391. $ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
  392. $ N, H, LDH, WORK, -1 )
  393. *
  394. * ==== Optimal workspace = MAX(DLAQR5, DLAQR2) ====
  395. *
  396. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  397. *
  398. * ==== Quick return in case of workspace query. ====
  399. *
  400. IF( LWORK.EQ.-1 ) THEN
  401. WORK( 1 ) = DBLE( LWKOPT )
  402. RETURN
  403. END IF
  404. *
  405. * ==== DLAHQR/DLAQR0 crossover point ====
  406. *
  407. NMIN = ILAENV( 12, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  408. NMIN = MAX( NTINY, NMIN )
  409. *
  410. * ==== Nibble crossover point ====
  411. *
  412. NIBBLE = ILAENV( 14, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  413. NIBBLE = MAX( 0, NIBBLE )
  414. *
  415. * ==== Accumulate reflections during ttswp? Use block
  416. * . 2-by-2 structure during matrix-matrix multiply? ====
  417. *
  418. KACC22 = ILAENV( 16, 'DLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  419. KACC22 = MAX( 0, KACC22 )
  420. KACC22 = MIN( 2, KACC22 )
  421. *
  422. * ==== NWMAX = the largest possible deflation window for
  423. * . which there is sufficient workspace. ====
  424. *
  425. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  426. NW = NWMAX
  427. *
  428. * ==== NSMAX = the Largest number of simultaneous shifts
  429. * . for which there is sufficient workspace. ====
  430. *
  431. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  432. NSMAX = NSMAX - MOD( NSMAX, 2 )
  433. *
  434. * ==== NDFL: an iteration count restarted at deflation. ====
  435. *
  436. NDFL = 1
  437. *
  438. * ==== ITMAX = iteration limit ====
  439. *
  440. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  441. *
  442. * ==== Last row and column in the active block ====
  443. *
  444. KBOT = IHI
  445. *
  446. * ==== Main Loop ====
  447. *
  448. DO 80 IT = 1, ITMAX
  449. *
  450. * ==== Done when KBOT falls below ILO ====
  451. *
  452. IF( KBOT.LT.ILO )
  453. $ GO TO 90
  454. *
  455. * ==== Locate active block ====
  456. *
  457. DO 10 K = KBOT, ILO + 1, -1
  458. IF( H( K, K-1 ).EQ.ZERO )
  459. $ GO TO 20
  460. 10 CONTINUE
  461. K = ILO
  462. 20 CONTINUE
  463. KTOP = K
  464. *
  465. * ==== Select deflation window size:
  466. * . Typical Case:
  467. * . If possible and advisable, nibble the entire
  468. * . active block. If not, use size MIN(NWR,NWMAX)
  469. * . or MIN(NWR+1,NWMAX) depending upon which has
  470. * . the smaller corresponding subdiagonal entry
  471. * . (a heuristic).
  472. * .
  473. * . Exceptional Case:
  474. * . If there have been no deflations in KEXNW or
  475. * . more iterations, then vary the deflation window
  476. * . size. At first, because, larger windows are,
  477. * . in general, more powerful than smaller ones,
  478. * . rapidly increase the window to the maximum possible.
  479. * . Then, gradually reduce the window size. ====
  480. *
  481. NH = KBOT - KTOP + 1
  482. NWUPBD = MIN( NH, NWMAX )
  483. IF( NDFL.LT.KEXNW ) THEN
  484. NW = MIN( NWUPBD, NWR )
  485. ELSE
  486. NW = MIN( NWUPBD, 2*NW )
  487. END IF
  488. IF( NW.LT.NWMAX ) THEN
  489. IF( NW.GE.NH-1 ) THEN
  490. NW = NH
  491. ELSE
  492. KWTOP = KBOT - NW + 1
  493. IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
  494. $ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  495. END IF
  496. END IF
  497. IF( NDFL.LT.KEXNW ) THEN
  498. NDEC = -1
  499. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  500. NDEC = NDEC + 1
  501. IF( NW-NDEC.LT.2 )
  502. $ NDEC = 0
  503. NW = NW - NDEC
  504. END IF
  505. *
  506. * ==== Aggressive early deflation:
  507. * . split workspace under the subdiagonal into
  508. * . - an nw-by-nw work array V in the lower
  509. * . left-hand-corner,
  510. * . - an NW-by-at-least-NW-but-more-is-better
  511. * . (NW-by-NHO) horizontal work array along
  512. * . the bottom edge,
  513. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  514. * . vertical work array along the left-hand-edge.
  515. * . ====
  516. *
  517. KV = N - NW + 1
  518. KT = NW + 1
  519. NHO = ( N-NW-1 ) - KT + 1
  520. KWV = NW + 2
  521. NVE = ( N-NW ) - KWV + 1
  522. *
  523. * ==== Aggressive early deflation ====
  524. *
  525. CALL DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  526. $ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
  527. $ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
  528. $ WORK, LWORK )
  529. *
  530. * ==== Adjust KBOT accounting for new deflations. ====
  531. *
  532. KBOT = KBOT - LD
  533. *
  534. * ==== KS points to the shifts. ====
  535. *
  536. KS = KBOT - LS + 1
  537. *
  538. * ==== Skip an expensive QR sweep if there is a (partly
  539. * . heuristic) reason to expect that many eigenvalues
  540. * . will deflate without it. Here, the QR sweep is
  541. * . skipped if many eigenvalues have just been deflated
  542. * . or if the remaining active block is small.
  543. *
  544. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  545. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  546. *
  547. * ==== NS = nominal number of simultaneous shifts.
  548. * . This may be lowered (slightly) if DLAQR2
  549. * . did not provide that many shifts. ====
  550. *
  551. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  552. NS = NS - MOD( NS, 2 )
  553. *
  554. * ==== If there have been no deflations
  555. * . in a multiple of KEXSH iterations,
  556. * . then try exceptional shifts.
  557. * . Otherwise use shifts provided by
  558. * . DLAQR2 above or from the eigenvalues
  559. * . of a trailing principal submatrix. ====
  560. *
  561. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  562. KS = KBOT - NS + 1
  563. DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
  564. SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
  565. AA = WILK1*SS + H( I, I )
  566. BB = SS
  567. CC = WILK2*SS
  568. DD = AA
  569. CALL DLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
  570. $ WR( I ), WI( I ), CS, SN )
  571. 30 CONTINUE
  572. IF( KS.EQ.KTOP ) THEN
  573. WR( KS+1 ) = H( KS+1, KS+1 )
  574. WI( KS+1 ) = ZERO
  575. WR( KS ) = WR( KS+1 )
  576. WI( KS ) = WI( KS+1 )
  577. END IF
  578. ELSE
  579. *
  580. * ==== Got NS/2 or fewer shifts? Use DLAHQR
  581. * . on a trailing principal submatrix to
  582. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  583. * . there is enough space below the subdiagonal
  584. * . to fit an NS-by-NS scratch array.) ====
  585. *
  586. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  587. KS = KBOT - NS + 1
  588. KT = N - NS + 1
  589. CALL DLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  590. $ H( KT, 1 ), LDH )
  591. CALL DLAHQR( .false., .false., NS, 1, NS,
  592. $ H( KT, 1 ), LDH, WR( KS ), WI( KS ),
  593. $ 1, 1, ZDUM, 1, INF )
  594. KS = KS + INF
  595. *
  596. * ==== In case of a rare QR failure use
  597. * . eigenvalues of the trailing 2-by-2
  598. * . principal submatrix. ====
  599. *
  600. IF( KS.GE.KBOT ) THEN
  601. AA = H( KBOT-1, KBOT-1 )
  602. CC = H( KBOT, KBOT-1 )
  603. BB = H( KBOT-1, KBOT )
  604. DD = H( KBOT, KBOT )
  605. CALL DLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
  606. $ WI( KBOT-1 ), WR( KBOT ),
  607. $ WI( KBOT ), CS, SN )
  608. KS = KBOT - 1
  609. END IF
  610. END IF
  611. *
  612. IF( KBOT-KS+1.GT.NS ) THEN
  613. *
  614. * ==== Sort the shifts (Helps a little)
  615. * . Bubble sort keeps complex conjugate
  616. * . pairs together. ====
  617. *
  618. SORTED = .false.
  619. DO 50 K = KBOT, KS + 1, -1
  620. IF( SORTED )
  621. $ GO TO 60
  622. SORTED = .true.
  623. DO 40 I = KS, K - 1
  624. IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
  625. $ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
  626. SORTED = .false.
  627. *
  628. SWAP = WR( I )
  629. WR( I ) = WR( I+1 )
  630. WR( I+1 ) = SWAP
  631. *
  632. SWAP = WI( I )
  633. WI( I ) = WI( I+1 )
  634. WI( I+1 ) = SWAP
  635. END IF
  636. 40 CONTINUE
  637. 50 CONTINUE
  638. 60 CONTINUE
  639. END IF
  640. *
  641. * ==== Shuffle shifts into pairs of real shifts
  642. * . and pairs of complex conjugate shifts
  643. * . assuming complex conjugate shifts are
  644. * . already adjacent to one another. (Yes,
  645. * . they are.) ====
  646. *
  647. DO 70 I = KBOT, KS + 2, -2
  648. IF( WI( I ).NE.-WI( I-1 ) ) THEN
  649. *
  650. SWAP = WR( I )
  651. WR( I ) = WR( I-1 )
  652. WR( I-1 ) = WR( I-2 )
  653. WR( I-2 ) = SWAP
  654. *
  655. SWAP = WI( I )
  656. WI( I ) = WI( I-1 )
  657. WI( I-1 ) = WI( I-2 )
  658. WI( I-2 ) = SWAP
  659. END IF
  660. 70 CONTINUE
  661. END IF
  662. *
  663. * ==== If there are only two shifts and both are
  664. * . real, then use only one. ====
  665. *
  666. IF( KBOT-KS+1.EQ.2 ) THEN
  667. IF( WI( KBOT ).EQ.ZERO ) THEN
  668. IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
  669. $ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  670. WR( KBOT-1 ) = WR( KBOT )
  671. ELSE
  672. WR( KBOT ) = WR( KBOT-1 )
  673. END IF
  674. END IF
  675. END IF
  676. *
  677. * ==== Use up to NS of the the smallest magnitude
  678. * . shifts. If there aren't NS shifts available,
  679. * . then use them all, possibly dropping one to
  680. * . make the number of shifts even. ====
  681. *
  682. NS = MIN( NS, KBOT-KS+1 )
  683. NS = NS - MOD( NS, 2 )
  684. KS = KBOT - NS + 1
  685. *
  686. * ==== Small-bulge multi-shift QR sweep:
  687. * . split workspace under the subdiagonal into
  688. * . - a KDU-by-KDU work array U in the lower
  689. * . left-hand-corner,
  690. * . - a KDU-by-at-least-KDU-but-more-is-better
  691. * . (KDU-by-NHo) horizontal work array WH along
  692. * . the bottom edge,
  693. * . - and an at-least-KDU-but-more-is-better-by-KDU
  694. * . (NVE-by-KDU) vertical work WV arrow along
  695. * . the left-hand-edge. ====
  696. *
  697. KDU = 2*NS
  698. KU = N - KDU + 1
  699. KWH = KDU + 1
  700. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  701. KWV = KDU + 4
  702. NVE = N - KDU - KWV + 1
  703. *
  704. * ==== Small-bulge multi-shift QR sweep ====
  705. *
  706. CALL DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  707. $ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
  708. $ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
  709. $ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
  710. END IF
  711. *
  712. * ==== Note progress (or the lack of it). ====
  713. *
  714. IF( LD.GT.0 ) THEN
  715. NDFL = 1
  716. ELSE
  717. NDFL = NDFL + 1
  718. END IF
  719. *
  720. * ==== End of main loop ====
  721. 80 CONTINUE
  722. *
  723. * ==== Iteration limit exceeded. Set INFO to show where
  724. * . the problem occurred and exit. ====
  725. *
  726. INFO = KBOT
  727. 90 CONTINUE
  728. END IF
  729. *
  730. * ==== Return the optimal value of LWORK. ====
  731. *
  732. WORK( 1 ) = DBLE( LWKOPT )
  733. *
  734. * ==== End of DLAQR4 ====
  735. *
  736. END