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chgeqz.f 30 kB

4 years ago
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  1. *> \brief \b CHGEQZ
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHGEQZ + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chgeqz.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chgeqz.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chgeqz.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
  22. * ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
  23. * RWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER COMPQ, COMPZ, JOB
  27. * INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
  28. * ..
  29. * .. Array Arguments ..
  30. * REAL RWORK( * )
  31. * COMPLEX ALPHA( * ), BETA( * ), H( LDH, * ),
  32. * $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
  33. * $ Z( LDZ, * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> CHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
  43. *> where H is an upper Hessenberg matrix and T is upper triangular,
  44. *> using the single-shift QZ method.
  45. *> Matrix pairs of this type are produced by the reduction to
  46. *> generalized upper Hessenberg form of a complex matrix pair (A,B):
  47. *>
  48. *> A = Q1*H*Z1**H, B = Q1*T*Z1**H,
  49. *>
  50. *> as computed by CGGHRD.
  51. *>
  52. *> If JOB='S', then the Hessenberg-triangular pair (H,T) is
  53. *> also reduced to generalized Schur form,
  54. *>
  55. *> H = Q*S*Z**H, T = Q*P*Z**H,
  56. *>
  57. *> where Q and Z are unitary matrices and S and P are upper triangular.
  58. *>
  59. *> Optionally, the unitary matrix Q from the generalized Schur
  60. *> factorization may be postmultiplied into an input matrix Q1, and the
  61. *> unitary matrix Z may be postmultiplied into an input matrix Z1.
  62. *> If Q1 and Z1 are the unitary matrices from CGGHRD that reduced
  63. *> the matrix pair (A,B) to generalized Hessenberg form, then the output
  64. *> matrices Q1*Q and Z1*Z are the unitary factors from the generalized
  65. *> Schur factorization of (A,B):
  66. *>
  67. *> A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
  68. *>
  69. *> To avoid overflow, eigenvalues of the matrix pair (H,T)
  70. *> (equivalently, of (A,B)) are computed as a pair of complex values
  71. *> (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
  72. *> eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
  73. *> A*x = lambda*B*x
  74. *> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
  75. *> alternate form of the GNEP
  76. *> mu*A*y = B*y.
  77. *> The values of alpha and beta for the i-th eigenvalue can be read
  78. *> directly from the generalized Schur form: alpha = S(i,i),
  79. *> beta = P(i,i).
  80. *>
  81. *> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
  82. *> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
  83. *> pp. 241--256.
  84. *> \endverbatim
  85. *
  86. * Arguments:
  87. * ==========
  88. *
  89. *> \param[in] JOB
  90. *> \verbatim
  91. *> JOB is CHARACTER*1
  92. *> = 'E': Compute eigenvalues only;
  93. *> = 'S': Computer eigenvalues and the Schur form.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] COMPQ
  97. *> \verbatim
  98. *> COMPQ is CHARACTER*1
  99. *> = 'N': Left Schur vectors (Q) are not computed;
  100. *> = 'I': Q is initialized to the unit matrix and the matrix Q
  101. *> of left Schur vectors of (H,T) is returned;
  102. *> = 'V': Q must contain a unitary matrix Q1 on entry and
  103. *> the product Q1*Q is returned.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] COMPZ
  107. *> \verbatim
  108. *> COMPZ is CHARACTER*1
  109. *> = 'N': Right Schur vectors (Z) are not computed;
  110. *> = 'I': Q is initialized to the unit matrix and the matrix Z
  111. *> of right Schur vectors of (H,T) is returned;
  112. *> = 'V': Z must contain a unitary matrix Z1 on entry and
  113. *> the product Z1*Z is returned.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] N
  117. *> \verbatim
  118. *> N is INTEGER
  119. *> The order of the matrices H, T, Q, and Z. N >= 0.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] ILO
  123. *> \verbatim
  124. *> ILO is INTEGER
  125. *> \endverbatim
  126. *>
  127. *> \param[in] IHI
  128. *> \verbatim
  129. *> IHI is INTEGER
  130. *> ILO and IHI mark the rows and columns of H which are in
  131. *> Hessenberg form. It is assumed that A is already upper
  132. *> triangular in rows and columns 1:ILO-1 and IHI+1:N.
  133. *> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
  134. *> \endverbatim
  135. *>
  136. *> \param[in,out] H
  137. *> \verbatim
  138. *> H is COMPLEX array, dimension (LDH, N)
  139. *> On entry, the N-by-N upper Hessenberg matrix H.
  140. *> On exit, if JOB = 'S', H contains the upper triangular
  141. *> matrix S from the generalized Schur factorization.
  142. *> If JOB = 'E', the diagonal of H matches that of S, but
  143. *> the rest of H is unspecified.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] LDH
  147. *> \verbatim
  148. *> LDH is INTEGER
  149. *> The leading dimension of the array H. LDH >= max( 1, N ).
  150. *> \endverbatim
  151. *>
  152. *> \param[in,out] T
  153. *> \verbatim
  154. *> T is COMPLEX array, dimension (LDT, N)
  155. *> On entry, the N-by-N upper triangular matrix T.
  156. *> On exit, if JOB = 'S', T contains the upper triangular
  157. *> matrix P from the generalized Schur factorization.
  158. *> If JOB = 'E', the diagonal of T matches that of P, but
  159. *> the rest of T is unspecified.
  160. *> \endverbatim
  161. *>
  162. *> \param[in] LDT
  163. *> \verbatim
  164. *> LDT is INTEGER
  165. *> The leading dimension of the array T. LDT >= max( 1, N ).
  166. *> \endverbatim
  167. *>
  168. *> \param[out] ALPHA
  169. *> \verbatim
  170. *> ALPHA is COMPLEX array, dimension (N)
  171. *> The complex scalars alpha that define the eigenvalues of
  172. *> GNEP. ALPHA(i) = S(i,i) in the generalized Schur
  173. *> factorization.
  174. *> \endverbatim
  175. *>
  176. *> \param[out] BETA
  177. *> \verbatim
  178. *> BETA is COMPLEX array, dimension (N)
  179. *> The real non-negative scalars beta that define the
  180. *> eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
  181. *> Schur factorization.
  182. *>
  183. *> Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
  184. *> represent the j-th eigenvalue of the matrix pair (A,B), in
  185. *> one of the forms lambda = alpha/beta or mu = beta/alpha.
  186. *> Since either lambda or mu may overflow, they should not,
  187. *> in general, be computed.
  188. *> \endverbatim
  189. *>
  190. *> \param[in,out] Q
  191. *> \verbatim
  192. *> Q is COMPLEX array, dimension (LDQ, N)
  193. *> On entry, if COMPQ = 'V', the unitary matrix Q1 used in the
  194. *> reduction of (A,B) to generalized Hessenberg form.
  195. *> On exit, if COMPQ = 'I', the unitary matrix of left Schur
  196. *> vectors of (H,T), and if COMPQ = 'V', the unitary matrix of
  197. *> left Schur vectors of (A,B).
  198. *> Not referenced if COMPQ = 'N'.
  199. *> \endverbatim
  200. *>
  201. *> \param[in] LDQ
  202. *> \verbatim
  203. *> LDQ is INTEGER
  204. *> The leading dimension of the array Q. LDQ >= 1.
  205. *> If COMPQ='V' or 'I', then LDQ >= N.
  206. *> \endverbatim
  207. *>
  208. *> \param[in,out] Z
  209. *> \verbatim
  210. *> Z is COMPLEX array, dimension (LDZ, N)
  211. *> On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
  212. *> reduction of (A,B) to generalized Hessenberg form.
  213. *> On exit, if COMPZ = 'I', the unitary matrix of right Schur
  214. *> vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
  215. *> right Schur vectors of (A,B).
  216. *> Not referenced if COMPZ = 'N'.
  217. *> \endverbatim
  218. *>
  219. *> \param[in] LDZ
  220. *> \verbatim
  221. *> LDZ is INTEGER
  222. *> The leading dimension of the array Z. LDZ >= 1.
  223. *> If COMPZ='V' or 'I', then LDZ >= N.
  224. *> \endverbatim
  225. *>
  226. *> \param[out] WORK
  227. *> \verbatim
  228. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  229. *> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
  230. *> \endverbatim
  231. *>
  232. *> \param[in] LWORK
  233. *> \verbatim
  234. *> LWORK is INTEGER
  235. *> The dimension of the array WORK. LWORK >= max(1,N).
  236. *>
  237. *> If LWORK = -1, then a workspace query is assumed; the routine
  238. *> only calculates the optimal size of the WORK array, returns
  239. *> this value as the first entry of the WORK array, and no error
  240. *> message related to LWORK is issued by XERBLA.
  241. *> \endverbatim
  242. *>
  243. *> \param[out] RWORK
  244. *> \verbatim
  245. *> RWORK is REAL array, dimension (N)
  246. *> \endverbatim
  247. *>
  248. *> \param[out] INFO
  249. *> \verbatim
  250. *> INFO is INTEGER
  251. *> = 0: successful exit
  252. *> < 0: if INFO = -i, the i-th argument had an illegal value
  253. *> = 1,...,N: the QZ iteration did not converge. (H,T) is not
  254. *> in Schur form, but ALPHA(i) and BETA(i),
  255. *> i=INFO+1,...,N should be correct.
  256. *> = N+1,...,2*N: the shift calculation failed. (H,T) is not
  257. *> in Schur form, but ALPHA(i) and BETA(i),
  258. *> i=INFO-N+1,...,N should be correct.
  259. *> \endverbatim
  260. *
  261. * Authors:
  262. * ========
  263. *
  264. *> \author Univ. of Tennessee
  265. *> \author Univ. of California Berkeley
  266. *> \author Univ. of Colorado Denver
  267. *> \author NAG Ltd.
  268. *
  269. *> \ingroup complexGEcomputational
  270. *
  271. *> \par Further Details:
  272. * =====================
  273. *>
  274. *> \verbatim
  275. *>
  276. *> We assume that complex ABS works as long as its value is less than
  277. *> overflow.
  278. *> \endverbatim
  279. *>
  280. * =====================================================================
  281. SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
  282. $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
  283. $ RWORK, INFO )
  284. *
  285. * -- LAPACK computational routine --
  286. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  287. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  288. *
  289. * .. Scalar Arguments ..
  290. CHARACTER COMPQ, COMPZ, JOB
  291. INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
  292. * ..
  293. * .. Array Arguments ..
  294. REAL RWORK( * )
  295. COMPLEX ALPHA( * ), BETA( * ), H( LDH, * ),
  296. $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
  297. $ Z( LDZ, * )
  298. * ..
  299. *
  300. * =====================================================================
  301. *
  302. * .. Parameters ..
  303. COMPLEX CZERO, CONE
  304. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  305. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  306. REAL ZERO, ONE
  307. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  308. REAL HALF
  309. PARAMETER ( HALF = 0.5E+0 )
  310. * ..
  311. * .. Local Scalars ..
  312. LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
  313. INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
  314. $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
  315. $ JR, MAXIT
  316. REAL ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
  317. $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
  318. COMPLEX ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
  319. $ CTEMP3, ESHIFT, S, SHIFT, SIGNBC,
  320. $ U12, X, ABI12, Y
  321. * ..
  322. * .. External Functions ..
  323. COMPLEX CLADIV
  324. LOGICAL LSAME
  325. REAL CLANHS, SLAMCH
  326. EXTERNAL CLADIV, LSAME, CLANHS, SLAMCH
  327. * ..
  328. * .. External Subroutines ..
  329. EXTERNAL CLARTG, CLASET, CROT, CSCAL, XERBLA
  330. * ..
  331. * .. Intrinsic Functions ..
  332. INTRINSIC ABS, AIMAG, CMPLX, CONJG, MAX, MIN, REAL, SQRT
  333. * ..
  334. * .. Statement Functions ..
  335. REAL ABS1
  336. * ..
  337. * .. Statement Function definitions ..
  338. ABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) )
  339. * ..
  340. * .. Executable Statements ..
  341. *
  342. * Decode JOB, COMPQ, COMPZ
  343. *
  344. IF( LSAME( JOB, 'E' ) ) THEN
  345. ILSCHR = .FALSE.
  346. ISCHUR = 1
  347. ELSE IF( LSAME( JOB, 'S' ) ) THEN
  348. ILSCHR = .TRUE.
  349. ISCHUR = 2
  350. ELSE
  351. ILSCHR = .TRUE.
  352. ISCHUR = 0
  353. END IF
  354. *
  355. IF( LSAME( COMPQ, 'N' ) ) THEN
  356. ILQ = .FALSE.
  357. ICOMPQ = 1
  358. ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
  359. ILQ = .TRUE.
  360. ICOMPQ = 2
  361. ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
  362. ILQ = .TRUE.
  363. ICOMPQ = 3
  364. ELSE
  365. ILQ = .TRUE.
  366. ICOMPQ = 0
  367. END IF
  368. *
  369. IF( LSAME( COMPZ, 'N' ) ) THEN
  370. ILZ = .FALSE.
  371. ICOMPZ = 1
  372. ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
  373. ILZ = .TRUE.
  374. ICOMPZ = 2
  375. ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
  376. ILZ = .TRUE.
  377. ICOMPZ = 3
  378. ELSE
  379. ILZ = .TRUE.
  380. ICOMPZ = 0
  381. END IF
  382. *
  383. * Check Argument Values
  384. *
  385. INFO = 0
  386. WORK( 1 ) = MAX( 1, N )
  387. LQUERY = ( LWORK.EQ.-1 )
  388. IF( ISCHUR.EQ.0 ) THEN
  389. INFO = -1
  390. ELSE IF( ICOMPQ.EQ.0 ) THEN
  391. INFO = -2
  392. ELSE IF( ICOMPZ.EQ.0 ) THEN
  393. INFO = -3
  394. ELSE IF( N.LT.0 ) THEN
  395. INFO = -4
  396. ELSE IF( ILO.LT.1 ) THEN
  397. INFO = -5
  398. ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
  399. INFO = -6
  400. ELSE IF( LDH.LT.N ) THEN
  401. INFO = -8
  402. ELSE IF( LDT.LT.N ) THEN
  403. INFO = -10
  404. ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
  405. INFO = -14
  406. ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
  407. INFO = -16
  408. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  409. INFO = -18
  410. END IF
  411. IF( INFO.NE.0 ) THEN
  412. CALL XERBLA( 'CHGEQZ', -INFO )
  413. RETURN
  414. ELSE IF( LQUERY ) THEN
  415. RETURN
  416. END IF
  417. *
  418. * Quick return if possible
  419. *
  420. * WORK( 1 ) = CMPLX( 1 )
  421. IF( N.LE.0 ) THEN
  422. WORK( 1 ) = CMPLX( 1 )
  423. RETURN
  424. END IF
  425. *
  426. * Initialize Q and Z
  427. *
  428. IF( ICOMPQ.EQ.3 )
  429. $ CALL CLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
  430. IF( ICOMPZ.EQ.3 )
  431. $ CALL CLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
  432. *
  433. * Machine Constants
  434. *
  435. IN = IHI + 1 - ILO
  436. SAFMIN = SLAMCH( 'S' )
  437. ULP = SLAMCH( 'E' )*SLAMCH( 'B' )
  438. ANORM = CLANHS( 'F', IN, H( ILO, ILO ), LDH, RWORK )
  439. BNORM = CLANHS( 'F', IN, T( ILO, ILO ), LDT, RWORK )
  440. ATOL = MAX( SAFMIN, ULP*ANORM )
  441. BTOL = MAX( SAFMIN, ULP*BNORM )
  442. ASCALE = ONE / MAX( SAFMIN, ANORM )
  443. BSCALE = ONE / MAX( SAFMIN, BNORM )
  444. *
  445. *
  446. * Set Eigenvalues IHI+1:N
  447. *
  448. DO 10 J = IHI + 1, N
  449. ABSB = ABS( T( J, J ) )
  450. IF( ABSB.GT.SAFMIN ) THEN
  451. SIGNBC = CONJG( T( J, J ) / ABSB )
  452. T( J, J ) = ABSB
  453. IF( ILSCHR ) THEN
  454. CALL CSCAL( J-1, SIGNBC, T( 1, J ), 1 )
  455. CALL CSCAL( J, SIGNBC, H( 1, J ), 1 )
  456. ELSE
  457. CALL CSCAL( 1, SIGNBC, H( J, J ), 1 )
  458. END IF
  459. IF( ILZ )
  460. $ CALL CSCAL( N, SIGNBC, Z( 1, J ), 1 )
  461. ELSE
  462. T( J, J ) = CZERO
  463. END IF
  464. ALPHA( J ) = H( J, J )
  465. BETA( J ) = T( J, J )
  466. 10 CONTINUE
  467. *
  468. * If IHI < ILO, skip QZ steps
  469. *
  470. IF( IHI.LT.ILO )
  471. $ GO TO 190
  472. *
  473. * MAIN QZ ITERATION LOOP
  474. *
  475. * Initialize dynamic indices
  476. *
  477. * Eigenvalues ILAST+1:N have been found.
  478. * Column operations modify rows IFRSTM:whatever
  479. * Row operations modify columns whatever:ILASTM
  480. *
  481. * If only eigenvalues are being computed, then
  482. * IFRSTM is the row of the last splitting row above row ILAST;
  483. * this is always at least ILO.
  484. * IITER counts iterations since the last eigenvalue was found,
  485. * to tell when to use an extraordinary shift.
  486. * MAXIT is the maximum number of QZ sweeps allowed.
  487. *
  488. ILAST = IHI
  489. IF( ILSCHR ) THEN
  490. IFRSTM = 1
  491. ILASTM = N
  492. ELSE
  493. IFRSTM = ILO
  494. ILASTM = IHI
  495. END IF
  496. IITER = 0
  497. ESHIFT = CZERO
  498. MAXIT = 30*( IHI-ILO+1 )
  499. *
  500. DO 170 JITER = 1, MAXIT
  501. *
  502. * Check for too many iterations.
  503. *
  504. IF( JITER.GT.MAXIT )
  505. $ GO TO 180
  506. *
  507. * Split the matrix if possible.
  508. *
  509. * Two tests:
  510. * 1: H(j,j-1)=0 or j=ILO
  511. * 2: T(j,j)=0
  512. *
  513. * Special case: j=ILAST
  514. *
  515. IF( ILAST.EQ.ILO ) THEN
  516. GO TO 60
  517. ELSE
  518. IF( ABS1( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*(
  519. $ ABS1( H( ILAST, ILAST ) ) + ABS1( H( ILAST-1, ILAST-1 )
  520. $ ) ) ) ) THEN
  521. H( ILAST, ILAST-1 ) = CZERO
  522. GO TO 60
  523. END IF
  524. END IF
  525. *
  526. IF( ABS( T( ILAST, ILAST ) ).LE.MAX( SAFMIN, ULP*(
  527. $ ABS( T( ILAST - 1, ILAST ) ) + ABS( T( ILAST-1, ILAST-1 )
  528. $ ) ) ) ) THEN
  529. T( ILAST, ILAST ) = CZERO
  530. GO TO 50
  531. END IF
  532. *
  533. * General case: j<ILAST
  534. *
  535. DO 40 J = ILAST - 1, ILO, -1
  536. *
  537. * Test 1: for H(j,j-1)=0 or j=ILO
  538. *
  539. IF( J.EQ.ILO ) THEN
  540. ILAZRO = .TRUE.
  541. ELSE
  542. IF( ABS1( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*(
  543. $ ABS1( H( J, J ) ) + ABS1( H( J-1, J-1 ) )
  544. $ ) ) ) THEN
  545. H( J, J-1 ) = CZERO
  546. ILAZRO = .TRUE.
  547. ELSE
  548. ILAZRO = .FALSE.
  549. END IF
  550. END IF
  551. *
  552. * Test 2: for T(j,j)=0
  553. *
  554. TEMP = ABS ( T( J, J + 1 ) )
  555. IF ( J .GT. ILO )
  556. $ TEMP = TEMP + ABS ( T( J - 1, J ) )
  557. IF( ABS( T( J, J ) ).LT.MAX( SAFMIN,ULP*TEMP ) ) THEN
  558. T( J, J ) = CZERO
  559. *
  560. * Test 1a: Check for 2 consecutive small subdiagonals in A
  561. *
  562. ILAZR2 = .FALSE.
  563. IF( .NOT.ILAZRO ) THEN
  564. IF( ABS1( H( J, J-1 ) )*( ASCALE*ABS1( H( J+1,
  565. $ J ) ) ).LE.ABS1( H( J, J ) )*( ASCALE*ATOL ) )
  566. $ ILAZR2 = .TRUE.
  567. END IF
  568. *
  569. * If both tests pass (1 & 2), i.e., the leading diagonal
  570. * element of B in the block is zero, split a 1x1 block off
  571. * at the top. (I.e., at the J-th row/column) The leading
  572. * diagonal element of the remainder can also be zero, so
  573. * this may have to be done repeatedly.
  574. *
  575. IF( ILAZRO .OR. ILAZR2 ) THEN
  576. DO 20 JCH = J, ILAST - 1
  577. CTEMP = H( JCH, JCH )
  578. CALL CLARTG( CTEMP, H( JCH+1, JCH ), C, S,
  579. $ H( JCH, JCH ) )
  580. H( JCH+1, JCH ) = CZERO
  581. CALL CROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
  582. $ H( JCH+1, JCH+1 ), LDH, C, S )
  583. CALL CROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
  584. $ T( JCH+1, JCH+1 ), LDT, C, S )
  585. IF( ILQ )
  586. $ CALL CROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
  587. $ C, CONJG( S ) )
  588. IF( ILAZR2 )
  589. $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
  590. ILAZR2 = .FALSE.
  591. IF( ABS1( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
  592. IF( JCH+1.GE.ILAST ) THEN
  593. GO TO 60
  594. ELSE
  595. IFIRST = JCH + 1
  596. GO TO 70
  597. END IF
  598. END IF
  599. T( JCH+1, JCH+1 ) = CZERO
  600. 20 CONTINUE
  601. GO TO 50
  602. ELSE
  603. *
  604. * Only test 2 passed -- chase the zero to T(ILAST,ILAST)
  605. * Then process as in the case T(ILAST,ILAST)=0
  606. *
  607. DO 30 JCH = J, ILAST - 1
  608. CTEMP = T( JCH, JCH+1 )
  609. CALL CLARTG( CTEMP, T( JCH+1, JCH+1 ), C, S,
  610. $ T( JCH, JCH+1 ) )
  611. T( JCH+1, JCH+1 ) = CZERO
  612. IF( JCH.LT.ILASTM-1 )
  613. $ CALL CROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT,
  614. $ T( JCH+1, JCH+2 ), LDT, C, S )
  615. CALL CROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
  616. $ H( JCH+1, JCH-1 ), LDH, C, S )
  617. IF( ILQ )
  618. $ CALL CROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
  619. $ C, CONJG( S ) )
  620. CTEMP = H( JCH+1, JCH )
  621. CALL CLARTG( CTEMP, H( JCH+1, JCH-1 ), C, S,
  622. $ H( JCH+1, JCH ) )
  623. H( JCH+1, JCH-1 ) = CZERO
  624. CALL CROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
  625. $ H( IFRSTM, JCH-1 ), 1, C, S )
  626. CALL CROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
  627. $ T( IFRSTM, JCH-1 ), 1, C, S )
  628. IF( ILZ )
  629. $ CALL CROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
  630. $ C, S )
  631. 30 CONTINUE
  632. GO TO 50
  633. END IF
  634. ELSE IF( ILAZRO ) THEN
  635. *
  636. * Only test 1 passed -- work on J:ILAST
  637. *
  638. IFIRST = J
  639. GO TO 70
  640. END IF
  641. *
  642. * Neither test passed -- try next J
  643. *
  644. 40 CONTINUE
  645. *
  646. * (Drop-through is "impossible")
  647. *
  648. INFO = 2*N + 1
  649. GO TO 210
  650. *
  651. * T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
  652. * 1x1 block.
  653. *
  654. 50 CONTINUE
  655. CTEMP = H( ILAST, ILAST )
  656. CALL CLARTG( CTEMP, H( ILAST, ILAST-1 ), C, S,
  657. $ H( ILAST, ILAST ) )
  658. H( ILAST, ILAST-1 ) = CZERO
  659. CALL CROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
  660. $ H( IFRSTM, ILAST-1 ), 1, C, S )
  661. CALL CROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
  662. $ T( IFRSTM, ILAST-1 ), 1, C, S )
  663. IF( ILZ )
  664. $ CALL CROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
  665. *
  666. * H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
  667. *
  668. 60 CONTINUE
  669. ABSB = ABS( T( ILAST, ILAST ) )
  670. IF( ABSB.GT.SAFMIN ) THEN
  671. SIGNBC = CONJG( T( ILAST, ILAST ) / ABSB )
  672. T( ILAST, ILAST ) = ABSB
  673. IF( ILSCHR ) THEN
  674. CALL CSCAL( ILAST-IFRSTM, SIGNBC, T( IFRSTM, ILAST ), 1 )
  675. CALL CSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM, ILAST ),
  676. $ 1 )
  677. ELSE
  678. CALL CSCAL( 1, SIGNBC, H( ILAST, ILAST ), 1 )
  679. END IF
  680. IF( ILZ )
  681. $ CALL CSCAL( N, SIGNBC, Z( 1, ILAST ), 1 )
  682. ELSE
  683. T( ILAST, ILAST ) = CZERO
  684. END IF
  685. ALPHA( ILAST ) = H( ILAST, ILAST )
  686. BETA( ILAST ) = T( ILAST, ILAST )
  687. *
  688. * Go to next block -- exit if finished.
  689. *
  690. ILAST = ILAST - 1
  691. IF( ILAST.LT.ILO )
  692. $ GO TO 190
  693. *
  694. * Reset counters
  695. *
  696. IITER = 0
  697. ESHIFT = CZERO
  698. IF( .NOT.ILSCHR ) THEN
  699. ILASTM = ILAST
  700. IF( IFRSTM.GT.ILAST )
  701. $ IFRSTM = ILO
  702. END IF
  703. GO TO 160
  704. *
  705. * QZ step
  706. *
  707. * This iteration only involves rows/columns IFIRST:ILAST. We
  708. * assume IFIRST < ILAST, and that the diagonal of B is non-zero.
  709. *
  710. 70 CONTINUE
  711. IITER = IITER + 1
  712. IF( .NOT.ILSCHR ) THEN
  713. IFRSTM = IFIRST
  714. END IF
  715. *
  716. * Compute the Shift.
  717. *
  718. * At this point, IFIRST < ILAST, and the diagonal elements of
  719. * T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
  720. * magnitude)
  721. *
  722. IF( ( IITER / 10 )*10.NE.IITER ) THEN
  723. *
  724. * The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
  725. * the bottom-right 2x2 block of A inv(B) which is nearest to
  726. * the bottom-right element.
  727. *
  728. * We factor B as U*D, where U has unit diagonals, and
  729. * compute (A*inv(D))*inv(U).
  730. *
  731. U12 = ( BSCALE*T( ILAST-1, ILAST ) ) /
  732. $ ( BSCALE*T( ILAST, ILAST ) )
  733. AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
  734. $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
  735. AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
  736. $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
  737. AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
  738. $ ( BSCALE*T( ILAST, ILAST ) )
  739. AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
  740. $ ( BSCALE*T( ILAST, ILAST ) )
  741. ABI22 = AD22 - U12*AD21
  742. ABI12 = AD12 - U12*AD11
  743. *
  744. SHIFT = ABI22
  745. CTEMP = SQRT( ABI12 )*SQRT( AD21 )
  746. TEMP = ABS1( CTEMP )
  747. IF( CTEMP.NE.ZERO ) THEN
  748. X = HALF*( AD11-SHIFT )
  749. TEMP2 = ABS1( X )
  750. TEMP = MAX( TEMP, ABS1( X ) )
  751. Y = TEMP*SQRT( ( X / TEMP )**2+( CTEMP / TEMP )**2 )
  752. IF( TEMP2.GT.ZERO ) THEN
  753. IF( REAL( X / TEMP2 )*REAL( Y )+
  754. $ AIMAG( X / TEMP2 )*AIMAG( Y ).LT.ZERO )Y = -Y
  755. END IF
  756. SHIFT = SHIFT - CTEMP*CLADIV( CTEMP, ( X+Y ) )
  757. END IF
  758. ELSE
  759. *
  760. * Exceptional shift. Chosen for no particularly good reason.
  761. *
  762. IF( ( IITER / 20 )*20.EQ.IITER .AND.
  763. $ BSCALE*ABS1(T( ILAST, ILAST )).GT.SAFMIN ) THEN
  764. ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
  765. $ ILAST ) )/( BSCALE*T( ILAST, ILAST ) )
  766. ELSE
  767. ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
  768. $ ILAST-1 ) )/( BSCALE*T( ILAST-1, ILAST-1 ) )
  769. END IF
  770. SHIFT = ESHIFT
  771. END IF
  772. *
  773. * Now check for two consecutive small subdiagonals.
  774. *
  775. DO 80 J = ILAST - 1, IFIRST + 1, -1
  776. ISTART = J
  777. CTEMP = ASCALE*H( J, J ) - SHIFT*( BSCALE*T( J, J ) )
  778. TEMP = ABS1( CTEMP )
  779. TEMP2 = ASCALE*ABS1( H( J+1, J ) )
  780. TEMPR = MAX( TEMP, TEMP2 )
  781. IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
  782. TEMP = TEMP / TEMPR
  783. TEMP2 = TEMP2 / TEMPR
  784. END IF
  785. IF( ABS1( H( J, J-1 ) )*TEMP2.LE.TEMP*ATOL )
  786. $ GO TO 90
  787. 80 CONTINUE
  788. *
  789. ISTART = IFIRST
  790. CTEMP = ASCALE*H( IFIRST, IFIRST ) -
  791. $ SHIFT*( BSCALE*T( IFIRST, IFIRST ) )
  792. 90 CONTINUE
  793. *
  794. * Do an implicit-shift QZ sweep.
  795. *
  796. * Initial Q
  797. *
  798. CTEMP2 = ASCALE*H( ISTART+1, ISTART )
  799. CALL CLARTG( CTEMP, CTEMP2, C, S, CTEMP3 )
  800. *
  801. * Sweep
  802. *
  803. DO 150 J = ISTART, ILAST - 1
  804. IF( J.GT.ISTART ) THEN
  805. CTEMP = H( J, J-1 )
  806. CALL CLARTG( CTEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
  807. H( J+1, J-1 ) = CZERO
  808. END IF
  809. *
  810. DO 100 JC = J, ILASTM
  811. CTEMP = C*H( J, JC ) + S*H( J+1, JC )
  812. H( J+1, JC ) = -CONJG( S )*H( J, JC ) + C*H( J+1, JC )
  813. H( J, JC ) = CTEMP
  814. CTEMP2 = C*T( J, JC ) + S*T( J+1, JC )
  815. T( J+1, JC ) = -CONJG( S )*T( J, JC ) + C*T( J+1, JC )
  816. T( J, JC ) = CTEMP2
  817. 100 CONTINUE
  818. IF( ILQ ) THEN
  819. DO 110 JR = 1, N
  820. CTEMP = C*Q( JR, J ) + CONJG( S )*Q( JR, J+1 )
  821. Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
  822. Q( JR, J ) = CTEMP
  823. 110 CONTINUE
  824. END IF
  825. *
  826. CTEMP = T( J+1, J+1 )
  827. CALL CLARTG( CTEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
  828. T( J+1, J ) = CZERO
  829. *
  830. DO 120 JR = IFRSTM, MIN( J+2, ILAST )
  831. CTEMP = C*H( JR, J+1 ) + S*H( JR, J )
  832. H( JR, J ) = -CONJG( S )*H( JR, J+1 ) + C*H( JR, J )
  833. H( JR, J+1 ) = CTEMP
  834. 120 CONTINUE
  835. DO 130 JR = IFRSTM, J
  836. CTEMP = C*T( JR, J+1 ) + S*T( JR, J )
  837. T( JR, J ) = -CONJG( S )*T( JR, J+1 ) + C*T( JR, J )
  838. T( JR, J+1 ) = CTEMP
  839. 130 CONTINUE
  840. IF( ILZ ) THEN
  841. DO 140 JR = 1, N
  842. CTEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
  843. Z( JR, J ) = -CONJG( S )*Z( JR, J+1 ) + C*Z( JR, J )
  844. Z( JR, J+1 ) = CTEMP
  845. 140 CONTINUE
  846. END IF
  847. 150 CONTINUE
  848. *
  849. 160 CONTINUE
  850. *
  851. 170 CONTINUE
  852. *
  853. * Drop-through = non-convergence
  854. *
  855. 180 CONTINUE
  856. INFO = ILAST
  857. GO TO 210
  858. *
  859. * Successful completion of all QZ steps
  860. *
  861. 190 CONTINUE
  862. *
  863. * Set Eigenvalues 1:ILO-1
  864. *
  865. DO 200 J = 1, ILO - 1
  866. ABSB = ABS( T( J, J ) )
  867. IF( ABSB.GT.SAFMIN ) THEN
  868. SIGNBC = CONJG( T( J, J ) / ABSB )
  869. T( J, J ) = ABSB
  870. IF( ILSCHR ) THEN
  871. CALL CSCAL( J-1, SIGNBC, T( 1, J ), 1 )
  872. CALL CSCAL( J, SIGNBC, H( 1, J ), 1 )
  873. ELSE
  874. CALL CSCAL( 1, SIGNBC, H( J, J ), 1 )
  875. END IF
  876. IF( ILZ )
  877. $ CALL CSCAL( N, SIGNBC, Z( 1, J ), 1 )
  878. ELSE
  879. T( J, J ) = CZERO
  880. END IF
  881. ALPHA( J ) = H( J, J )
  882. BETA( J ) = T( J, J )
  883. 200 CONTINUE
  884. *
  885. * Normal Termination
  886. *
  887. INFO = 0
  888. *
  889. * Exit (other than argument error) -- return optimal workspace size
  890. *
  891. 210 CONTINUE
  892. WORK( 1 ) = CMPLX( N )
  893. RETURN
  894. *
  895. * End of CHGEQZ
  896. *
  897. END