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dhseqr.c 35 kB

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  1. #include <math.h>
  2. #include <stdlib.h>
  3. #include <string.h>
  4. #include <stdio.h>
  5. #include <complex.h>
  6. #ifdef complex
  7. #undef complex
  8. #endif
  9. #ifdef I
  10. #undef I
  11. #endif
  12. #if defined(_WIN64)
  13. typedef long long BLASLONG;
  14. typedef unsigned long long BLASULONG;
  15. #else
  16. typedef long BLASLONG;
  17. typedef unsigned long BLASULONG;
  18. #endif
  19. #ifdef LAPACK_ILP64
  20. typedef BLASLONG blasint;
  21. #if defined(_WIN64)
  22. #define blasabs(x) llabs(x)
  23. #else
  24. #define blasabs(x) labs(x)
  25. #endif
  26. #else
  27. typedef int blasint;
  28. #define blasabs(x) abs(x)
  29. #endif
  30. typedef blasint integer;
  31. typedef unsigned int uinteger;
  32. typedef char *address;
  33. typedef short int shortint;
  34. typedef float real;
  35. typedef double doublereal;
  36. typedef struct { real r, i; } complex;
  37. typedef struct { doublereal r, i; } doublecomplex;
  38. #ifdef _MSC_VER
  39. static inline _Fcomplex Cf(complex *z) {_Fcomplex zz={z->r , z->i}; return zz;}
  40. static inline _Dcomplex Cd(doublecomplex *z) {_Dcomplex zz={z->r , z->i};return zz;}
  41. static inline _Fcomplex * _pCf(complex *z) {return (_Fcomplex*)z;}
  42. static inline _Dcomplex * _pCd(doublecomplex *z) {return (_Dcomplex*)z;}
  43. #else
  44. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  45. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  46. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  47. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  48. #endif
  49. #define pCf(z) (*_pCf(z))
  50. #define pCd(z) (*_pCd(z))
  51. typedef blasint logical;
  52. typedef char logical1;
  53. typedef char integer1;
  54. #define TRUE_ (1)
  55. #define FALSE_ (0)
  56. /* Extern is for use with -E */
  57. #ifndef Extern
  58. #define Extern extern
  59. #endif
  60. /* I/O stuff */
  61. typedef int flag;
  62. typedef int ftnlen;
  63. typedef int ftnint;
  64. /*external read, write*/
  65. typedef struct
  66. { flag cierr;
  67. ftnint ciunit;
  68. flag ciend;
  69. char *cifmt;
  70. ftnint cirec;
  71. } cilist;
  72. /*internal read, write*/
  73. typedef struct
  74. { flag icierr;
  75. char *iciunit;
  76. flag iciend;
  77. char *icifmt;
  78. ftnint icirlen;
  79. ftnint icirnum;
  80. } icilist;
  81. /*open*/
  82. typedef struct
  83. { flag oerr;
  84. ftnint ounit;
  85. char *ofnm;
  86. ftnlen ofnmlen;
  87. char *osta;
  88. char *oacc;
  89. char *ofm;
  90. ftnint orl;
  91. char *oblnk;
  92. } olist;
  93. /*close*/
  94. typedef struct
  95. { flag cerr;
  96. ftnint cunit;
  97. char *csta;
  98. } cllist;
  99. /*rewind, backspace, endfile*/
  100. typedef struct
  101. { flag aerr;
  102. ftnint aunit;
  103. } alist;
  104. /* inquire */
  105. typedef struct
  106. { flag inerr;
  107. ftnint inunit;
  108. char *infile;
  109. ftnlen infilen;
  110. ftnint *inex; /*parameters in standard's order*/
  111. ftnint *inopen;
  112. ftnint *innum;
  113. ftnint *innamed;
  114. char *inname;
  115. ftnlen innamlen;
  116. char *inacc;
  117. ftnlen inacclen;
  118. char *inseq;
  119. ftnlen inseqlen;
  120. char *indir;
  121. ftnlen indirlen;
  122. char *infmt;
  123. ftnlen infmtlen;
  124. char *inform;
  125. ftnint informlen;
  126. char *inunf;
  127. ftnlen inunflen;
  128. ftnint *inrecl;
  129. ftnint *innrec;
  130. char *inblank;
  131. ftnlen inblanklen;
  132. } inlist;
  133. #define VOID void
  134. union Multitype { /* for multiple entry points */
  135. integer1 g;
  136. shortint h;
  137. integer i;
  138. /* longint j; */
  139. real r;
  140. doublereal d;
  141. complex c;
  142. doublecomplex z;
  143. };
  144. typedef union Multitype Multitype;
  145. struct Vardesc { /* for Namelist */
  146. char *name;
  147. char *addr;
  148. ftnlen *dims;
  149. int type;
  150. };
  151. typedef struct Vardesc Vardesc;
  152. struct Namelist {
  153. char *name;
  154. Vardesc **vars;
  155. int nvars;
  156. };
  157. typedef struct Namelist Namelist;
  158. #define abs(x) ((x) >= 0 ? (x) : -(x))
  159. #define dabs(x) (fabs(x))
  160. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  161. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  162. #define dmin(a,b) (f2cmin(a,b))
  163. #define dmax(a,b) (f2cmax(a,b))
  164. #define bit_test(a,b) ((a) >> (b) & 1)
  165. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  166. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  167. #define abort_() { sig_die("Fortran abort routine called", 1); }
  168. #define c_abs(z) (cabsf(Cf(z)))
  169. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  170. #ifdef _MSC_VER
  171. #define c_div(c, a, b) {Cf(c)._Val[0] = (Cf(a)._Val[0]/Cf(b)._Val[0]); Cf(c)._Val[1]=(Cf(a)._Val[1]/Cf(b)._Val[1]);}
  172. #define z_div(c, a, b) {Cd(c)._Val[0] = (Cd(a)._Val[0]/Cd(b)._Val[0]); Cd(c)._Val[1]=(Cd(a)._Val[1]/df(b)._Val[1]);}
  173. #else
  174. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  175. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  176. #endif
  177. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  178. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  179. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  180. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  181. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  182. #define d_abs(x) (fabs(*(x)))
  183. #define d_acos(x) (acos(*(x)))
  184. #define d_asin(x) (asin(*(x)))
  185. #define d_atan(x) (atan(*(x)))
  186. #define d_atn2(x, y) (atan2(*(x),*(y)))
  187. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  188. #define r_cnjg(R, Z) { pCf(R) = conjf(Cf(Z)); }
  189. #define d_cos(x) (cos(*(x)))
  190. #define d_cosh(x) (cosh(*(x)))
  191. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  192. #define d_exp(x) (exp(*(x)))
  193. #define d_imag(z) (cimag(Cd(z)))
  194. #define r_imag(z) (cimagf(Cf(z)))
  195. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  196. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  197. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  198. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  199. #define d_log(x) (log(*(x)))
  200. #define d_mod(x, y) (fmod(*(x), *(y)))
  201. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  202. #define d_nint(x) u_nint(*(x))
  203. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  204. #define d_sign(a,b) u_sign(*(a),*(b))
  205. #define r_sign(a,b) u_sign(*(a),*(b))
  206. #define d_sin(x) (sin(*(x)))
  207. #define d_sinh(x) (sinh(*(x)))
  208. #define d_sqrt(x) (sqrt(*(x)))
  209. #define d_tan(x) (tan(*(x)))
  210. #define d_tanh(x) (tanh(*(x)))
  211. #define i_abs(x) abs(*(x))
  212. #define i_dnnt(x) ((integer)u_nint(*(x)))
  213. #define i_len(s, n) (n)
  214. #define i_nint(x) ((integer)u_nint(*(x)))
  215. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  216. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  217. #define pow_si(B,E) spow_ui(*(B),*(E))
  218. #define pow_ri(B,E) spow_ui(*(B),*(E))
  219. #define pow_di(B,E) dpow_ui(*(B),*(E))
  220. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  221. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  222. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  223. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  224. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  225. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  226. #define sig_die(s, kill) { exit(1); }
  227. #define s_stop(s, n) {exit(0);}
  228. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  229. #define z_abs(z) (cabs(Cd(z)))
  230. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  231. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  232. #define myexit_() break;
  233. #define mycycle() continue;
  234. #define myceiling(w) {ceil(w)}
  235. #define myhuge(w) {HUGE_VAL}
  236. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  237. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  238. /* procedure parameter types for -A and -C++ */
  239. #ifdef __cplusplus
  240. typedef logical (*L_fp)(...);
  241. #else
  242. typedef logical (*L_fp)();
  243. #endif
  244. static float spow_ui(float x, integer n) {
  245. float pow=1.0; unsigned long int u;
  246. if(n != 0) {
  247. if(n < 0) n = -n, x = 1/x;
  248. for(u = n; ; ) {
  249. if(u & 01) pow *= x;
  250. if(u >>= 1) x *= x;
  251. else break;
  252. }
  253. }
  254. return pow;
  255. }
  256. static double dpow_ui(double x, integer n) {
  257. double pow=1.0; unsigned long int u;
  258. if(n != 0) {
  259. if(n < 0) n = -n, x = 1/x;
  260. for(u = n; ; ) {
  261. if(u & 01) pow *= x;
  262. if(u >>= 1) x *= x;
  263. else break;
  264. }
  265. }
  266. return pow;
  267. }
  268. #ifdef _MSC_VER
  269. static _Fcomplex cpow_ui(complex x, integer n) {
  270. complex pow={1.0,0.0}; unsigned long int u;
  271. if(n != 0) {
  272. if(n < 0) n = -n, x.r = 1/x.r, x.i=1/x.i;
  273. for(u = n; ; ) {
  274. if(u & 01) pow.r *= x.r, pow.i *= x.i;
  275. if(u >>= 1) x.r *= x.r, x.i *= x.i;
  276. else break;
  277. }
  278. }
  279. _Fcomplex p={pow.r, pow.i};
  280. return p;
  281. }
  282. #else
  283. static _Complex float cpow_ui(_Complex float x, integer n) {
  284. _Complex float pow=1.0; unsigned long int u;
  285. if(n != 0) {
  286. if(n < 0) n = -n, x = 1/x;
  287. for(u = n; ; ) {
  288. if(u & 01) pow *= x;
  289. if(u >>= 1) x *= x;
  290. else break;
  291. }
  292. }
  293. return pow;
  294. }
  295. #endif
  296. #ifdef _MSC_VER
  297. static _Dcomplex zpow_ui(_Dcomplex x, integer n) {
  298. _Dcomplex pow={1.0,0.0}; unsigned long int u;
  299. if(n != 0) {
  300. if(n < 0) n = -n, x._Val[0] = 1/x._Val[0], x._Val[1] =1/x._Val[1];
  301. for(u = n; ; ) {
  302. if(u & 01) pow._Val[0] *= x._Val[0], pow._Val[1] *= x._Val[1];
  303. if(u >>= 1) x._Val[0] *= x._Val[0], x._Val[1] *= x._Val[1];
  304. else break;
  305. }
  306. }
  307. _Dcomplex p = {pow._Val[0], pow._Val[1]};
  308. return p;
  309. }
  310. #else
  311. static _Complex double zpow_ui(_Complex double x, integer n) {
  312. _Complex double pow=1.0; unsigned long int u;
  313. if(n != 0) {
  314. if(n < 0) n = -n, x = 1/x;
  315. for(u = n; ; ) {
  316. if(u & 01) pow *= x;
  317. if(u >>= 1) x *= x;
  318. else break;
  319. }
  320. }
  321. return pow;
  322. }
  323. #endif
  324. static integer pow_ii(integer x, integer n) {
  325. integer pow; unsigned long int u;
  326. if (n <= 0) {
  327. if (n == 0 || x == 1) pow = 1;
  328. else if (x != -1) pow = x == 0 ? 1/x : 0;
  329. else n = -n;
  330. }
  331. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  332. u = n;
  333. for(pow = 1; ; ) {
  334. if(u & 01) pow *= x;
  335. if(u >>= 1) x *= x;
  336. else break;
  337. }
  338. }
  339. return pow;
  340. }
  341. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  342. {
  343. double m; integer i, mi;
  344. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  345. if (w[i-1]>m) mi=i ,m=w[i-1];
  346. return mi-s+1;
  347. }
  348. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  349. {
  350. float m; integer i, mi;
  351. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  352. if (w[i-1]>m) mi=i ,m=w[i-1];
  353. return mi-s+1;
  354. }
  355. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  356. integer n = *n_, incx = *incx_, incy = *incy_, i;
  357. #ifdef _MSC_VER
  358. _Fcomplex zdotc = {0.0, 0.0};
  359. if (incx == 1 && incy == 1) {
  360. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  361. zdotc._Val[0] += conjf(Cf(&x[i]))._Val[0] * Cf(&y[i])._Val[0];
  362. zdotc._Val[1] += conjf(Cf(&x[i]))._Val[1] * Cf(&y[i])._Val[1];
  363. }
  364. } else {
  365. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  366. zdotc._Val[0] += conjf(Cf(&x[i*incx]))._Val[0] * Cf(&y[i*incy])._Val[0];
  367. zdotc._Val[1] += conjf(Cf(&x[i*incx]))._Val[1] * Cf(&y[i*incy])._Val[1];
  368. }
  369. }
  370. pCf(z) = zdotc;
  371. }
  372. #else
  373. _Complex float zdotc = 0.0;
  374. if (incx == 1 && incy == 1) {
  375. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  376. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  377. }
  378. } else {
  379. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  380. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  381. }
  382. }
  383. pCf(z) = zdotc;
  384. }
  385. #endif
  386. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  387. integer n = *n_, incx = *incx_, incy = *incy_, i;
  388. #ifdef _MSC_VER
  389. _Dcomplex zdotc = {0.0, 0.0};
  390. if (incx == 1 && incy == 1) {
  391. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  392. zdotc._Val[0] += conj(Cd(&x[i]))._Val[0] * Cd(&y[i])._Val[0];
  393. zdotc._Val[1] += conj(Cd(&x[i]))._Val[1] * Cd(&y[i])._Val[1];
  394. }
  395. } else {
  396. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  397. zdotc._Val[0] += conj(Cd(&x[i*incx]))._Val[0] * Cd(&y[i*incy])._Val[0];
  398. zdotc._Val[1] += conj(Cd(&x[i*incx]))._Val[1] * Cd(&y[i*incy])._Val[1];
  399. }
  400. }
  401. pCd(z) = zdotc;
  402. }
  403. #else
  404. _Complex double zdotc = 0.0;
  405. if (incx == 1 && incy == 1) {
  406. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  407. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  408. }
  409. } else {
  410. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  411. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  412. }
  413. }
  414. pCd(z) = zdotc;
  415. }
  416. #endif
  417. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  418. integer n = *n_, incx = *incx_, incy = *incy_, i;
  419. #ifdef _MSC_VER
  420. _Fcomplex zdotc = {0.0, 0.0};
  421. if (incx == 1 && incy == 1) {
  422. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  423. zdotc._Val[0] += Cf(&x[i])._Val[0] * Cf(&y[i])._Val[0];
  424. zdotc._Val[1] += Cf(&x[i])._Val[1] * Cf(&y[i])._Val[1];
  425. }
  426. } else {
  427. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  428. zdotc._Val[0] += Cf(&x[i*incx])._Val[0] * Cf(&y[i*incy])._Val[0];
  429. zdotc._Val[1] += Cf(&x[i*incx])._Val[1] * Cf(&y[i*incy])._Val[1];
  430. }
  431. }
  432. pCf(z) = zdotc;
  433. }
  434. #else
  435. _Complex float zdotc = 0.0;
  436. if (incx == 1 && incy == 1) {
  437. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  438. zdotc += Cf(&x[i]) * Cf(&y[i]);
  439. }
  440. } else {
  441. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  442. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  443. }
  444. }
  445. pCf(z) = zdotc;
  446. }
  447. #endif
  448. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  449. integer n = *n_, incx = *incx_, incy = *incy_, i;
  450. #ifdef _MSC_VER
  451. _Dcomplex zdotc = {0.0, 0.0};
  452. if (incx == 1 && incy == 1) {
  453. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  454. zdotc._Val[0] += Cd(&x[i])._Val[0] * Cd(&y[i])._Val[0];
  455. zdotc._Val[1] += Cd(&x[i])._Val[1] * Cd(&y[i])._Val[1];
  456. }
  457. } else {
  458. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  459. zdotc._Val[0] += Cd(&x[i*incx])._Val[0] * Cd(&y[i*incy])._Val[0];
  460. zdotc._Val[1] += Cd(&x[i*incx])._Val[1] * Cd(&y[i*incy])._Val[1];
  461. }
  462. }
  463. pCd(z) = zdotc;
  464. }
  465. #else
  466. _Complex double zdotc = 0.0;
  467. if (incx == 1 && incy == 1) {
  468. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  469. zdotc += Cd(&x[i]) * Cd(&y[i]);
  470. }
  471. } else {
  472. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  473. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  474. }
  475. }
  476. pCd(z) = zdotc;
  477. }
  478. #endif
  479. /* -- translated by f2c (version 20000121).
  480. You must link the resulting object file with the libraries:
  481. -lf2c -lm (in that order)
  482. */
  483. /* Table of constant values */
  484. static doublereal c_b11 = 0.;
  485. static doublereal c_b12 = 1.;
  486. static integer c__12 = 12;
  487. static integer c__2 = 2;
  488. static integer c__49 = 49;
  489. /* > \brief \b DHSEQR */
  490. /* =========== DOCUMENTATION =========== */
  491. /* Online html documentation available at */
  492. /* http://www.netlib.org/lapack/explore-html/ */
  493. /* > \htmlonly */
  494. /* > Download DHSEQR + dependencies */
  495. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dhseqr.
  496. f"> */
  497. /* > [TGZ]</a> */
  498. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dhseqr.
  499. f"> */
  500. /* > [ZIP]</a> */
  501. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dhseqr.
  502. f"> */
  503. /* > [TXT]</a> */
  504. /* > \endhtmlonly */
  505. /* Definition: */
  506. /* =========== */
  507. /* SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, */
  508. /* LDZ, WORK, LWORK, INFO ) */
  509. /* INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N */
  510. /* CHARACTER COMPZ, JOB */
  511. /* DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ), */
  512. /* $ Z( LDZ, * ) */
  513. /* > \par Purpose: */
  514. /* ============= */
  515. /* > */
  516. /* > \verbatim */
  517. /* > */
  518. /* > DHSEQR computes the eigenvalues of a Hessenberg matrix H */
  519. /* > and, optionally, the matrices T and Z from the Schur decomposition */
  520. /* > H = Z T Z**T, where T is an upper quasi-triangular matrix (the */
  521. /* > Schur form), and Z is the orthogonal matrix of Schur vectors. */
  522. /* > */
  523. /* > Optionally Z may be postmultiplied into an input orthogonal */
  524. /* > matrix Q so that this routine can give the Schur factorization */
  525. /* > of a matrix A which has been reduced to the Hessenberg form H */
  526. /* > by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. */
  527. /* > \endverbatim */
  528. /* Arguments: */
  529. /* ========== */
  530. /* > \param[in] JOB */
  531. /* > \verbatim */
  532. /* > JOB is CHARACTER*1 */
  533. /* > = 'E': compute eigenvalues only; */
  534. /* > = 'S': compute eigenvalues and the Schur form T. */
  535. /* > \endverbatim */
  536. /* > */
  537. /* > \param[in] COMPZ */
  538. /* > \verbatim */
  539. /* > COMPZ is CHARACTER*1 */
  540. /* > = 'N': no Schur vectors are computed; */
  541. /* > = 'I': Z is initialized to the unit matrix and the matrix Z */
  542. /* > of Schur vectors of H is returned; */
  543. /* > = 'V': Z must contain an orthogonal matrix Q on entry, and */
  544. /* > the product Q*Z is returned. */
  545. /* > \endverbatim */
  546. /* > */
  547. /* > \param[in] N */
  548. /* > \verbatim */
  549. /* > N is INTEGER */
  550. /* > The order of the matrix H. N >= 0. */
  551. /* > \endverbatim */
  552. /* > */
  553. /* > \param[in] ILO */
  554. /* > \verbatim */
  555. /* > ILO is INTEGER */
  556. /* > \endverbatim */
  557. /* > */
  558. /* > \param[in] IHI */
  559. /* > \verbatim */
  560. /* > IHI is INTEGER */
  561. /* > */
  562. /* > It is assumed that H is already upper triangular in rows */
  563. /* > and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally */
  564. /* > set by a previous call to DGEBAL, and then passed to ZGEHRD */
  565. /* > when the matrix output by DGEBAL is reduced to Hessenberg */
  566. /* > form. Otherwise ILO and IHI should be set to 1 and N */
  567. /* > respectively. If N > 0, then 1 <= ILO <= IHI <= N. */
  568. /* > If N = 0, then ILO = 1 and IHI = 0. */
  569. /* > \endverbatim */
  570. /* > */
  571. /* > \param[in,out] H */
  572. /* > \verbatim */
  573. /* > H is DOUBLE PRECISION array, dimension (LDH,N) */
  574. /* > On entry, the upper Hessenberg matrix H. */
  575. /* > On exit, if INFO = 0 and JOB = 'S', then H contains the */
  576. /* > upper quasi-triangular matrix T from the Schur decomposition */
  577. /* > (the Schur form); 2-by-2 diagonal blocks (corresponding to */
  578. /* > complex conjugate pairs of eigenvalues) are returned in */
  579. /* > standard form, with H(i,i) = H(i+1,i+1) and */
  580. /* > H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and JOB = 'E', the */
  581. /* > contents of H are unspecified on exit. (The output value of */
  582. /* > H when INFO > 0 is given under the description of INFO */
  583. /* > below.) */
  584. /* > */
  585. /* > Unlike earlier versions of DHSEQR, this subroutine may */
  586. /* > explicitly H(i,j) = 0 for i > j and j = 1, 2, ... ILO-1 */
  587. /* > or j = IHI+1, IHI+2, ... N. */
  588. /* > \endverbatim */
  589. /* > */
  590. /* > \param[in] LDH */
  591. /* > \verbatim */
  592. /* > LDH is INTEGER */
  593. /* > The leading dimension of the array H. LDH >= f2cmax(1,N). */
  594. /* > \endverbatim */
  595. /* > */
  596. /* > \param[out] WR */
  597. /* > \verbatim */
  598. /* > WR is DOUBLE PRECISION array, dimension (N) */
  599. /* > \endverbatim */
  600. /* > */
  601. /* > \param[out] WI */
  602. /* > \verbatim */
  603. /* > WI is DOUBLE PRECISION array, dimension (N) */
  604. /* > */
  605. /* > The real and imaginary parts, respectively, of the computed */
  606. /* > eigenvalues. If two eigenvalues are computed as a complex */
  607. /* > conjugate pair, they are stored in consecutive elements of */
  608. /* > WR and WI, say the i-th and (i+1)th, with WI(i) > 0 and */
  609. /* > WI(i+1) < 0. If JOB = 'S', the eigenvalues are stored in */
  610. /* > the same order as on the diagonal of the Schur form returned */
  611. /* > in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 */
  612. /* > diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and */
  613. /* > WI(i+1) = -WI(i). */
  614. /* > \endverbatim */
  615. /* > */
  616. /* > \param[in,out] Z */
  617. /* > \verbatim */
  618. /* > Z is DOUBLE PRECISION array, dimension (LDZ,N) */
  619. /* > If COMPZ = 'N', Z is not referenced. */
  620. /* > If COMPZ = 'I', on entry Z need not be set and on exit, */
  621. /* > if INFO = 0, Z contains the orthogonal matrix Z of the Schur */
  622. /* > vectors of H. If COMPZ = 'V', on entry Z must contain an */
  623. /* > N-by-N matrix Q, which is assumed to be equal to the unit */
  624. /* > matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit, */
  625. /* > if INFO = 0, Z contains Q*Z. */
  626. /* > Normally Q is the orthogonal matrix generated by DORGHR */
  627. /* > after the call to DGEHRD which formed the Hessenberg matrix */
  628. /* > H. (The output value of Z when INFO > 0 is given under */
  629. /* > the description of INFO below.) */
  630. /* > \endverbatim */
  631. /* > */
  632. /* > \param[in] LDZ */
  633. /* > \verbatim */
  634. /* > LDZ is INTEGER */
  635. /* > The leading dimension of the array Z. if COMPZ = 'I' or */
  636. /* > COMPZ = 'V', then LDZ >= MAX(1,N). Otherwise, LDZ >= 1. */
  637. /* > \endverbatim */
  638. /* > */
  639. /* > \param[out] WORK */
  640. /* > \verbatim */
  641. /* > WORK is DOUBLE PRECISION array, dimension (LWORK) */
  642. /* > On exit, if INFO = 0, WORK(1) returns an estimate of */
  643. /* > the optimal value for LWORK. */
  644. /* > \endverbatim */
  645. /* > */
  646. /* > \param[in] LWORK */
  647. /* > \verbatim */
  648. /* > LWORK is INTEGER */
  649. /* > The dimension of the array WORK. LWORK >= f2cmax(1,N) */
  650. /* > is sufficient and delivers very good and sometimes */
  651. /* > optimal performance. However, LWORK as large as 11*N */
  652. /* > may be required for optimal performance. A workspace */
  653. /* > query is recommended to determine the optimal workspace */
  654. /* > size. */
  655. /* > */
  656. /* > If LWORK = -1, then DHSEQR does a workspace query. */
  657. /* > In this case, DHSEQR checks the input parameters and */
  658. /* > estimates the optimal workspace size for the given */
  659. /* > values of N, ILO and IHI. The estimate is returned */
  660. /* > in WORK(1). No error message related to LWORK is */
  661. /* > issued by XERBLA. Neither H nor Z are accessed. */
  662. /* > \endverbatim */
  663. /* > */
  664. /* > \param[out] INFO */
  665. /* > \verbatim */
  666. /* > INFO is INTEGER */
  667. /* > = 0: successful exit */
  668. /* > < 0: if INFO = -i, the i-th argument had an illegal */
  669. /* > value */
  670. /* > > 0: if INFO = i, DHSEQR failed to compute all of */
  671. /* > the eigenvalues. Elements 1:ilo-1 and i+1:n of WR */
  672. /* > and WI contain those eigenvalues which have been */
  673. /* > successfully computed. (Failures are rare.) */
  674. /* > */
  675. /* > If INFO > 0 and JOB = 'E', then on exit, the */
  676. /* > remaining unconverged eigenvalues are the eigen- */
  677. /* > values of the upper Hessenberg matrix rows and */
  678. /* > columns ILO through INFO of the final, output */
  679. /* > value of H. */
  680. /* > */
  681. /* > If INFO > 0 and JOB = 'S', then on exit */
  682. /* > */
  683. /* > (*) (initial value of H)*U = U*(final value of H) */
  684. /* > */
  685. /* > where U is an orthogonal matrix. The final */
  686. /* > value of H is upper Hessenberg and quasi-triangular */
  687. /* > in rows and columns INFO+1 through IHI. */
  688. /* > */
  689. /* > If INFO > 0 and COMPZ = 'V', then on exit */
  690. /* > */
  691. /* > (final value of Z) = (initial value of Z)*U */
  692. /* > */
  693. /* > where U is the orthogonal matrix in (*) (regard- */
  694. /* > less of the value of JOB.) */
  695. /* > */
  696. /* > If INFO > 0 and COMPZ = 'I', then on exit */
  697. /* > (final value of Z) = U */
  698. /* > where U is the orthogonal matrix in (*) (regard- */
  699. /* > less of the value of JOB.) */
  700. /* > */
  701. /* > If INFO > 0 and COMPZ = 'N', then Z is not */
  702. /* > accessed. */
  703. /* > \endverbatim */
  704. /* Authors: */
  705. /* ======== */
  706. /* > \author Univ. of Tennessee */
  707. /* > \author Univ. of California Berkeley */
  708. /* > \author Univ. of Colorado Denver */
  709. /* > \author NAG Ltd. */
  710. /* > \date December 2016 */
  711. /* > \ingroup doubleOTHERcomputational */
  712. /* > \par Contributors: */
  713. /* ================== */
  714. /* > */
  715. /* > Karen Braman and Ralph Byers, Department of Mathematics, */
  716. /* > University of Kansas, USA */
  717. /* > \par Further Details: */
  718. /* ===================== */
  719. /* > */
  720. /* > \verbatim */
  721. /* > */
  722. /* > Default values supplied by */
  723. /* > ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK). */
  724. /* > It is suggested that these defaults be adjusted in order */
  725. /* > to attain best performance in each particular */
  726. /* > computational environment. */
  727. /* > */
  728. /* > ISPEC=12: The DLAHQR vs DLAQR0 crossover point. */
  729. /* > Default: 75. (Must be at least 11.) */
  730. /* > */
  731. /* > ISPEC=13: Recommended deflation window size. */
  732. /* > This depends on ILO, IHI and NS. NS is the */
  733. /* > number of simultaneous shifts returned */
  734. /* > by ILAENV(ISPEC=15). (See ISPEC=15 below.) */
  735. /* > The default for (IHI-ILO+1) <= 500 is NS. */
  736. /* > The default for (IHI-ILO+1) > 500 is 3*NS/2. */
  737. /* > */
  738. /* > ISPEC=14: Nibble crossover point. (See IPARMQ for */
  739. /* > details.) Default: 14% of deflation window */
  740. /* > size. */
  741. /* > */
  742. /* > ISPEC=15: Number of simultaneous shifts in a multishift */
  743. /* > QR iteration. */
  744. /* > */
  745. /* > If IHI-ILO+1 is ... */
  746. /* > */
  747. /* > greater than ...but less ... the */
  748. /* > or equal to ... than default is */
  749. /* > */
  750. /* > 1 30 NS = 2(+) */
  751. /* > 30 60 NS = 4(+) */
  752. /* > 60 150 NS = 10(+) */
  753. /* > 150 590 NS = ** */
  754. /* > 590 3000 NS = 64 */
  755. /* > 3000 6000 NS = 128 */
  756. /* > 6000 infinity NS = 256 */
  757. /* > */
  758. /* > (+) By default some or all matrices of this order */
  759. /* > are passed to the implicit double shift routine */
  760. /* > DLAHQR and this parameter is ignored. See */
  761. /* > ISPEC=12 above and comments in IPARMQ for */
  762. /* > details. */
  763. /* > */
  764. /* > (**) The asterisks (**) indicate an ad-hoc */
  765. /* > function of N increasing from 10 to 64. */
  766. /* > */
  767. /* > ISPEC=16: Select structured matrix multiply. */
  768. /* > If the number of simultaneous shifts (specified */
  769. /* > by ISPEC=15) is less than 14, then the default */
  770. /* > for ISPEC=16 is 0. Otherwise the default for */
  771. /* > ISPEC=16 is 2. */
  772. /* > \endverbatim */
  773. /* > \par References: */
  774. /* ================ */
  775. /* > */
  776. /* > K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
  777. /* > Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 */
  778. /* > Performance, SIAM Journal of Matrix Analysis, volume 23, pages */
  779. /* > 929--947, 2002. */
  780. /* > \n */
  781. /* > K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
  782. /* > Algorithm Part II: Aggressive Early Deflation, SIAM Journal */
  783. /* > of Matrix Analysis, volume 23, pages 948--973, 2002. */
  784. /* ===================================================================== */
  785. /* Subroutine */ void dhseqr_(char *job, char *compz, integer *n, integer *ilo,
  786. integer *ihi, doublereal *h__, integer *ldh, doublereal *wr,
  787. doublereal *wi, doublereal *z__, integer *ldz, doublereal *work,
  788. integer *lwork, integer *info)
  789. {
  790. /* System generated locals */
  791. address a__1[2];
  792. integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2[2], i__3;
  793. doublereal d__1;
  794. char ch__1[2];
  795. /* Local variables */
  796. integer kbot, nmin, i__;
  797. extern logical lsame_(char *, char *);
  798. logical initz;
  799. doublereal workl[49];
  800. logical wantt, wantz;
  801. extern /* Subroutine */ void dlaqr0_(logical *, logical *, integer *,
  802. integer *, integer *, doublereal *, integer *, doublereal *,
  803. doublereal *, integer *, integer *, doublereal *, integer *,
  804. doublereal *, integer *, integer *);
  805. doublereal hl[2401] /* was [49][49] */;
  806. extern /* Subroutine */ void dlahqr_(logical *, logical *, integer *,
  807. integer *, integer *, doublereal *, integer *, doublereal *,
  808. doublereal *, integer *, integer *, doublereal *, integer *,
  809. integer *), dlacpy_(char *, integer *, integer *, doublereal *,
  810. integer *, doublereal *, integer *), dlaset_(char *,
  811. integer *, integer *, doublereal *, doublereal *, doublereal *,
  812. integer *);
  813. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  814. integer *, integer *, ftnlen, ftnlen);
  815. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  816. logical lquery;
  817. /* -- LAPACK computational routine (version 3.7.0) -- */
  818. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  819. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  820. /* December 2016 */
  821. /* ===================================================================== */
  822. /* ==== Matrices of order NTINY or smaller must be processed by */
  823. /* . DLAHQR because of insufficient subdiagonal scratch space. */
  824. /* . (This is a hard limit.) ==== */
  825. /* ==== NL allocates some local workspace to help small matrices */
  826. /* . through a rare DLAHQR failure. NL > NTINY = 15 is */
  827. /* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom- */
  828. /* . mended. (The default value of NMIN is 75.) Using NL = 49 */
  829. /* . allows up to six simultaneous shifts and a 16-by-16 */
  830. /* . deflation window. ==== */
  831. /* ==== Decode and check the input parameters. ==== */
  832. /* Parameter adjustments */
  833. h_dim1 = *ldh;
  834. h_offset = 1 + h_dim1 * 1;
  835. h__ -= h_offset;
  836. --wr;
  837. --wi;
  838. z_dim1 = *ldz;
  839. z_offset = 1 + z_dim1 * 1;
  840. z__ -= z_offset;
  841. --work;
  842. /* Function Body */
  843. wantt = lsame_(job, "S");
  844. initz = lsame_(compz, "I");
  845. wantz = initz || lsame_(compz, "V");
  846. work[1] = (doublereal) f2cmax(1,*n);
  847. lquery = *lwork == -1;
  848. *info = 0;
  849. if (! lsame_(job, "E") && ! wantt) {
  850. *info = -1;
  851. } else if (! lsame_(compz, "N") && ! wantz) {
  852. *info = -2;
  853. } else if (*n < 0) {
  854. *info = -3;
  855. } else if (*ilo < 1 || *ilo > f2cmax(1,*n)) {
  856. *info = -4;
  857. } else if (*ihi < f2cmin(*ilo,*n) || *ihi > *n) {
  858. *info = -5;
  859. } else if (*ldh < f2cmax(1,*n)) {
  860. *info = -7;
  861. } else if (*ldz < 1 || wantz && *ldz < f2cmax(1,*n)) {
  862. *info = -11;
  863. } else if (*lwork < f2cmax(1,*n) && ! lquery) {
  864. *info = -13;
  865. }
  866. if (*info != 0) {
  867. /* ==== Quick return in case of invalid argument. ==== */
  868. i__1 = -(*info);
  869. xerbla_("DHSEQR", &i__1, (ftnlen)6);
  870. return;
  871. } else if (*n == 0) {
  872. /* ==== Quick return in case N = 0; nothing to do. ==== */
  873. return;
  874. } else if (lquery) {
  875. /* ==== Quick return in case of a workspace query ==== */
  876. dlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &wi[
  877. 1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork, info);
  878. /* ==== Ensure reported workspace size is backward-compatible with */
  879. /* . previous LAPACK versions. ==== */
  880. /* Computing MAX */
  881. d__1 = (doublereal) f2cmax(1,*n);
  882. work[1] = f2cmax(d__1,work[1]);
  883. return;
  884. } else {
  885. /* ==== copy eigenvalues isolated by DGEBAL ==== */
  886. i__1 = *ilo - 1;
  887. for (i__ = 1; i__ <= i__1; ++i__) {
  888. wr[i__] = h__[i__ + i__ * h_dim1];
  889. wi[i__] = 0.;
  890. /* L10: */
  891. }
  892. i__1 = *n;
  893. for (i__ = *ihi + 1; i__ <= i__1; ++i__) {
  894. wr[i__] = h__[i__ + i__ * h_dim1];
  895. wi[i__] = 0.;
  896. /* L20: */
  897. }
  898. /* ==== Initialize Z, if requested ==== */
  899. if (initz) {
  900. dlaset_("A", n, n, &c_b11, &c_b12, &z__[z_offset], ldz)
  901. ;
  902. }
  903. /* ==== Quick return if possible ==== */
  904. if (*ilo == *ihi) {
  905. wr[*ilo] = h__[*ilo + *ilo * h_dim1];
  906. wi[*ilo] = 0.;
  907. return;
  908. }
  909. /* ==== DLAHQR/DLAQR0 crossover point ==== */
  910. /* Writing concatenation */
  911. i__2[0] = 1, a__1[0] = job;
  912. i__2[1] = 1, a__1[1] = compz;
  913. s_cat(ch__1, a__1, i__2, &c__2, (ftnlen)2);
  914. nmin = ilaenv_(&c__12, "DHSEQR", ch__1, n, ilo, ihi, lwork, (ftnlen)6,
  915. (ftnlen)2);
  916. nmin = f2cmax(15,nmin);
  917. /* ==== DLAQR0 for big matrices; DLAHQR for small ones ==== */
  918. if (*n > nmin) {
  919. dlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1],
  920. &wi[1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork,
  921. info);
  922. } else {
  923. /* ==== Small matrix ==== */
  924. dlahqr_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1],
  925. &wi[1], ilo, ihi, &z__[z_offset], ldz, info);
  926. if (*info > 0) {
  927. /* ==== A rare DLAHQR failure! DLAQR0 sometimes succeeds */
  928. /* . when DLAHQR fails. ==== */
  929. kbot = *info;
  930. if (*n >= 49) {
  931. /* ==== Larger matrices have enough subdiagonal scratch */
  932. /* . space to call DLAQR0 directly. ==== */
  933. dlaqr0_(&wantt, &wantz, n, ilo, &kbot, &h__[h_offset],
  934. ldh, &wr[1], &wi[1], ilo, ihi, &z__[z_offset],
  935. ldz, &work[1], lwork, info);
  936. } else {
  937. /* ==== Tiny matrices don't have enough subdiagonal */
  938. /* . scratch space to benefit from DLAQR0. Hence, */
  939. /* . tiny matrices must be copied into a larger */
  940. /* . array before calling DLAQR0. ==== */
  941. dlacpy_("A", n, n, &h__[h_offset], ldh, hl, &c__49);
  942. hl[*n + 1 + *n * 49 - 50] = 0.;
  943. i__1 = 49 - *n;
  944. dlaset_("A", &c__49, &i__1, &c_b11, &c_b11, &hl[(*n + 1) *
  945. 49 - 49], &c__49);
  946. dlaqr0_(&wantt, &wantz, &c__49, ilo, &kbot, hl, &c__49, &
  947. wr[1], &wi[1], ilo, ihi, &z__[z_offset], ldz,
  948. workl, &c__49, info);
  949. if (wantt || *info != 0) {
  950. dlacpy_("A", n, n, hl, &c__49, &h__[h_offset], ldh);
  951. }
  952. }
  953. }
  954. }
  955. /* ==== Clear out the trash, if necessary. ==== */
  956. if ((wantt || *info != 0) && *n > 2) {
  957. i__1 = *n - 2;
  958. i__3 = *n - 2;
  959. dlaset_("L", &i__1, &i__3, &c_b11, &c_b11, &h__[h_dim1 + 3], ldh);
  960. }
  961. /* ==== Ensure reported workspace size is backward-compatible with */
  962. /* . previous LAPACK versions. ==== */
  963. /* Computing MAX */
  964. d__1 = (doublereal) f2cmax(1,*n);
  965. work[1] = f2cmax(d__1,work[1]);
  966. }
  967. /* ==== End of DHSEQR ==== */
  968. return;
  969. } /* dhseqr_ */