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chgeqz.f 28 kB

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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. *> \date April 2012
  270. *
  271. *> \ingroup complexGEcomputational
  272. *
  273. *> \par Further Details:
  274. * =====================
  275. *>
  276. *> \verbatim
  277. *>
  278. *> We assume that complex ABS works as long as its value is less than
  279. *> overflow.
  280. *> \endverbatim
  281. *>
  282. * =====================================================================
  283. SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
  284. $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
  285. $ RWORK, INFO )
  286. *
  287. * -- LAPACK computational routine (version 3.7.0) --
  288. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  289. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  290. * April 2012
  291. *
  292. * .. Scalar Arguments ..
  293. CHARACTER COMPQ, COMPZ, JOB
  294. INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
  295. * ..
  296. * .. Array Arguments ..
  297. REAL RWORK( * )
  298. COMPLEX ALPHA( * ), BETA( * ), H( LDH, * ),
  299. $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
  300. $ Z( LDZ, * )
  301. * ..
  302. *
  303. * =====================================================================
  304. *
  305. * .. Parameters ..
  306. COMPLEX CZERO, CONE
  307. PARAMETER ( CZERO = ( 0.0E+0, 0.0E+0 ),
  308. $ CONE = ( 1.0E+0, 0.0E+0 ) )
  309. REAL ZERO, ONE
  310. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  311. REAL HALF
  312. PARAMETER ( HALF = 0.5E+0 )
  313. * ..
  314. * .. Local Scalars ..
  315. LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
  316. INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
  317. $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
  318. $ JR, MAXIT
  319. REAL ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
  320. $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
  321. COMPLEX ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
  322. $ CTEMP3, ESHIFT, RTDISC, S, SHIFT, SIGNBC, T1,
  323. $ U12, X
  324. * ..
  325. * .. External Functions ..
  326. LOGICAL LSAME
  327. REAL CLANHS, SLAMCH
  328. EXTERNAL LSAME, CLANHS, SLAMCH
  329. * ..
  330. * .. External Subroutines ..
  331. EXTERNAL CLARTG, CLASET, CROT, CSCAL, XERBLA
  332. * ..
  333. * .. Intrinsic Functions ..
  334. INTRINSIC ABS, AIMAG, CMPLX, CONJG, MAX, MIN, REAL, SQRT
  335. * ..
  336. * .. Statement Functions ..
  337. REAL ABS1
  338. * ..
  339. * .. Statement Function definitions ..
  340. ABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) )
  341. * ..
  342. * .. Executable Statements ..
  343. *
  344. * Decode JOB, COMPQ, COMPZ
  345. *
  346. IF( LSAME( JOB, 'E' ) ) THEN
  347. ILSCHR = .FALSE.
  348. ISCHUR = 1
  349. ELSE IF( LSAME( JOB, 'S' ) ) THEN
  350. ILSCHR = .TRUE.
  351. ISCHUR = 2
  352. ELSE
  353. ISCHUR = 0
  354. END IF
  355. *
  356. IF( LSAME( COMPQ, 'N' ) ) THEN
  357. ILQ = .FALSE.
  358. ICOMPQ = 1
  359. ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
  360. ILQ = .TRUE.
  361. ICOMPQ = 2
  362. ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
  363. ILQ = .TRUE.
  364. ICOMPQ = 3
  365. ELSE
  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. ICOMPZ = 0
  380. END IF
  381. *
  382. * Check Argument Values
  383. *
  384. INFO = 0
  385. WORK( 1 ) = MAX( 1, N )
  386. LQUERY = ( LWORK.EQ.-1 )
  387. IF( ISCHUR.EQ.0 ) THEN
  388. INFO = -1
  389. ELSE IF( ICOMPQ.EQ.0 ) THEN
  390. INFO = -2
  391. ELSE IF( ICOMPZ.EQ.0 ) THEN
  392. INFO = -3
  393. ELSE IF( N.LT.0 ) THEN
  394. INFO = -4
  395. ELSE IF( ILO.LT.1 ) THEN
  396. INFO = -5
  397. ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
  398. INFO = -6
  399. ELSE IF( LDH.LT.N ) THEN
  400. INFO = -8
  401. ELSE IF( LDT.LT.N ) THEN
  402. INFO = -10
  403. ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
  404. INFO = -14
  405. ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
  406. INFO = -16
  407. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  408. INFO = -18
  409. END IF
  410. IF( INFO.NE.0 ) THEN
  411. CALL XERBLA( 'CHGEQZ', -INFO )
  412. RETURN
  413. ELSE IF( LQUERY ) THEN
  414. RETURN
  415. END IF
  416. *
  417. * Quick return if possible
  418. *
  419. * WORK( 1 ) = CMPLX( 1 )
  420. IF( N.LE.0 ) THEN
  421. WORK( 1 ) = CMPLX( 1 )
  422. RETURN
  423. END IF
  424. *
  425. * Initialize Q and Z
  426. *
  427. IF( ICOMPQ.EQ.3 )
  428. $ CALL CLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
  429. IF( ICOMPZ.EQ.3 )
  430. $ CALL CLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
  431. *
  432. * Machine Constants
  433. *
  434. IN = IHI + 1 - ILO
  435. SAFMIN = SLAMCH( 'S' )
  436. ULP = SLAMCH( 'E' )*SLAMCH( 'B' )
  437. ANORM = CLANHS( 'F', IN, H( ILO, ILO ), LDH, RWORK )
  438. BNORM = CLANHS( 'F', IN, T( ILO, ILO ), LDT, RWORK )
  439. ATOL = MAX( SAFMIN, ULP*ANORM )
  440. BTOL = MAX( SAFMIN, ULP*BNORM )
  441. ASCALE = ONE / MAX( SAFMIN, ANORM )
  442. BSCALE = ONE / MAX( SAFMIN, BNORM )
  443. *
  444. *
  445. * Set Eigenvalues IHI+1:N
  446. *
  447. DO 10 J = IHI + 1, N
  448. ABSB = ABS( T( J, J ) )
  449. IF( ABSB.GT.SAFMIN ) THEN
  450. SIGNBC = CONJG( T( J, J ) / ABSB )
  451. T( J, J ) = ABSB
  452. IF( ILSCHR ) THEN
  453. CALL CSCAL( J-1, SIGNBC, T( 1, J ), 1 )
  454. CALL CSCAL( J, SIGNBC, H( 1, J ), 1 )
  455. ELSE
  456. CALL CSCAL( 1, SIGNBC, H( J, J ), 1 )
  457. END IF
  458. IF( ILZ )
  459. $ CALL CSCAL( N, SIGNBC, Z( 1, J ), 1 )
  460. ELSE
  461. T( J, J ) = CZERO
  462. END IF
  463. ALPHA( J ) = H( J, J )
  464. BETA( J ) = T( J, J )
  465. 10 CONTINUE
  466. *
  467. * If IHI < ILO, skip QZ steps
  468. *
  469. IF( IHI.LT.ILO )
  470. $ GO TO 190
  471. *
  472. * MAIN QZ ITERATION LOOP
  473. *
  474. * Initialize dynamic indices
  475. *
  476. * Eigenvalues ILAST+1:N have been found.
  477. * Column operations modify rows IFRSTM:whatever
  478. * Row operations modify columns whatever:ILASTM
  479. *
  480. * If only eigenvalues are being computed, then
  481. * IFRSTM is the row of the last splitting row above row ILAST;
  482. * this is always at least ILO.
  483. * IITER counts iterations since the last eigenvalue was found,
  484. * to tell when to use an extraordinary shift.
  485. * MAXIT is the maximum number of QZ sweeps allowed.
  486. *
  487. ILAST = IHI
  488. IF( ILSCHR ) THEN
  489. IFRSTM = 1
  490. ILASTM = N
  491. ELSE
  492. IFRSTM = ILO
  493. ILASTM = IHI
  494. END IF
  495. IITER = 0
  496. ESHIFT = CZERO
  497. MAXIT = 30*( IHI-ILO+1 )
  498. *
  499. DO 170 JITER = 1, MAXIT
  500. *
  501. * Check for too many iterations.
  502. *
  503. IF( JITER.GT.MAXIT )
  504. $ GO TO 180
  505. *
  506. * Split the matrix if possible.
  507. *
  508. * Two tests:
  509. * 1: H(j,j-1)=0 or j=ILO
  510. * 2: T(j,j)=0
  511. *
  512. * Special case: j=ILAST
  513. *
  514. IF( ILAST.EQ.ILO ) THEN
  515. GO TO 60
  516. ELSE
  517. IF( ABS1( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
  518. H( ILAST, ILAST-1 ) = CZERO
  519. GO TO 60
  520. END IF
  521. END IF
  522. *
  523. IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
  524. T( ILAST, ILAST ) = CZERO
  525. GO TO 50
  526. END IF
  527. *
  528. * General case: j<ILAST
  529. *
  530. DO 40 J = ILAST - 1, ILO, -1
  531. *
  532. * Test 1: for H(j,j-1)=0 or j=ILO
  533. *
  534. IF( J.EQ.ILO ) THEN
  535. ILAZRO = .TRUE.
  536. ELSE
  537. IF( ABS1( H( J, J-1 ) ).LE.ATOL ) THEN
  538. H( J, J-1 ) = CZERO
  539. ILAZRO = .TRUE.
  540. ELSE
  541. ILAZRO = .FALSE.
  542. END IF
  543. END IF
  544. *
  545. * Test 2: for T(j,j)=0
  546. *
  547. IF( ABS( T( J, J ) ).LT.BTOL ) THEN
  548. T( J, J ) = CZERO
  549. *
  550. * Test 1a: Check for 2 consecutive small subdiagonals in A
  551. *
  552. ILAZR2 = .FALSE.
  553. IF( .NOT.ILAZRO ) THEN
  554. IF( ABS1( H( J, J-1 ) )*( ASCALE*ABS1( H( J+1,
  555. $ J ) ) ).LE.ABS1( H( J, J ) )*( ASCALE*ATOL ) )
  556. $ ILAZR2 = .TRUE.
  557. END IF
  558. *
  559. * If both tests pass (1 & 2), i.e., the leading diagonal
  560. * element of B in the block is zero, split a 1x1 block off
  561. * at the top. (I.e., at the J-th row/column) The leading
  562. * diagonal element of the remainder can also be zero, so
  563. * this may have to be done repeatedly.
  564. *
  565. IF( ILAZRO .OR. ILAZR2 ) THEN
  566. DO 20 JCH = J, ILAST - 1
  567. CTEMP = H( JCH, JCH )
  568. CALL CLARTG( CTEMP, H( JCH+1, JCH ), C, S,
  569. $ H( JCH, JCH ) )
  570. H( JCH+1, JCH ) = CZERO
  571. CALL CROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
  572. $ H( JCH+1, JCH+1 ), LDH, C, S )
  573. CALL CROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
  574. $ T( JCH+1, JCH+1 ), LDT, C, S )
  575. IF( ILQ )
  576. $ CALL CROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
  577. $ C, CONJG( S ) )
  578. IF( ILAZR2 )
  579. $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
  580. ILAZR2 = .FALSE.
  581. IF( ABS1( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
  582. IF( JCH+1.GE.ILAST ) THEN
  583. GO TO 60
  584. ELSE
  585. IFIRST = JCH + 1
  586. GO TO 70
  587. END IF
  588. END IF
  589. T( JCH+1, JCH+1 ) = CZERO
  590. 20 CONTINUE
  591. GO TO 50
  592. ELSE
  593. *
  594. * Only test 2 passed -- chase the zero to T(ILAST,ILAST)
  595. * Then process as in the case T(ILAST,ILAST)=0
  596. *
  597. DO 30 JCH = J, ILAST - 1
  598. CTEMP = T( JCH, JCH+1 )
  599. CALL CLARTG( CTEMP, T( JCH+1, JCH+1 ), C, S,
  600. $ T( JCH, JCH+1 ) )
  601. T( JCH+1, JCH+1 ) = CZERO
  602. IF( JCH.LT.ILASTM-1 )
  603. $ CALL CROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT,
  604. $ T( JCH+1, JCH+2 ), LDT, C, S )
  605. CALL CROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
  606. $ H( JCH+1, JCH-1 ), LDH, C, S )
  607. IF( ILQ )
  608. $ CALL CROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
  609. $ C, CONJG( S ) )
  610. CTEMP = H( JCH+1, JCH )
  611. CALL CLARTG( CTEMP, H( JCH+1, JCH-1 ), C, S,
  612. $ H( JCH+1, JCH ) )
  613. H( JCH+1, JCH-1 ) = CZERO
  614. CALL CROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
  615. $ H( IFRSTM, JCH-1 ), 1, C, S )
  616. CALL CROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
  617. $ T( IFRSTM, JCH-1 ), 1, C, S )
  618. IF( ILZ )
  619. $ CALL CROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
  620. $ C, S )
  621. 30 CONTINUE
  622. GO TO 50
  623. END IF
  624. ELSE IF( ILAZRO ) THEN
  625. *
  626. * Only test 1 passed -- work on J:ILAST
  627. *
  628. IFIRST = J
  629. GO TO 70
  630. END IF
  631. *
  632. * Neither test passed -- try next J
  633. *
  634. 40 CONTINUE
  635. *
  636. * (Drop-through is "impossible")
  637. *
  638. INFO = 2*N + 1
  639. GO TO 210
  640. *
  641. * T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
  642. * 1x1 block.
  643. *
  644. 50 CONTINUE
  645. CTEMP = H( ILAST, ILAST )
  646. CALL CLARTG( CTEMP, H( ILAST, ILAST-1 ), C, S,
  647. $ H( ILAST, ILAST ) )
  648. H( ILAST, ILAST-1 ) = CZERO
  649. CALL CROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
  650. $ H( IFRSTM, ILAST-1 ), 1, C, S )
  651. CALL CROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
  652. $ T( IFRSTM, ILAST-1 ), 1, C, S )
  653. IF( ILZ )
  654. $ CALL CROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
  655. *
  656. * H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
  657. *
  658. 60 CONTINUE
  659. ABSB = ABS( T( ILAST, ILAST ) )
  660. IF( ABSB.GT.SAFMIN ) THEN
  661. SIGNBC = CONJG( T( ILAST, ILAST ) / ABSB )
  662. T( ILAST, ILAST ) = ABSB
  663. IF( ILSCHR ) THEN
  664. CALL CSCAL( ILAST-IFRSTM, SIGNBC, T( IFRSTM, ILAST ), 1 )
  665. CALL CSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM, ILAST ),
  666. $ 1 )
  667. ELSE
  668. CALL CSCAL( 1, SIGNBC, H( ILAST, ILAST ), 1 )
  669. END IF
  670. IF( ILZ )
  671. $ CALL CSCAL( N, SIGNBC, Z( 1, ILAST ), 1 )
  672. ELSE
  673. T( ILAST, ILAST ) = CZERO
  674. END IF
  675. ALPHA( ILAST ) = H( ILAST, ILAST )
  676. BETA( ILAST ) = T( ILAST, ILAST )
  677. *
  678. * Go to next block -- exit if finished.
  679. *
  680. ILAST = ILAST - 1
  681. IF( ILAST.LT.ILO )
  682. $ GO TO 190
  683. *
  684. * Reset counters
  685. *
  686. IITER = 0
  687. ESHIFT = CZERO
  688. IF( .NOT.ILSCHR ) THEN
  689. ILASTM = ILAST
  690. IF( IFRSTM.GT.ILAST )
  691. $ IFRSTM = ILO
  692. END IF
  693. GO TO 160
  694. *
  695. * QZ step
  696. *
  697. * This iteration only involves rows/columns IFIRST:ILAST. We
  698. * assume IFIRST < ILAST, and that the diagonal of B is non-zero.
  699. *
  700. 70 CONTINUE
  701. IITER = IITER + 1
  702. IF( .NOT.ILSCHR ) THEN
  703. IFRSTM = IFIRST
  704. END IF
  705. *
  706. * Compute the Shift.
  707. *
  708. * At this point, IFIRST < ILAST, and the diagonal elements of
  709. * T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
  710. * magnitude)
  711. *
  712. IF( ( IITER / 10 )*10.NE.IITER ) THEN
  713. *
  714. * The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
  715. * the bottom-right 2x2 block of A inv(B) which is nearest to
  716. * the bottom-right element.
  717. *
  718. * We factor B as U*D, where U has unit diagonals, and
  719. * compute (A*inv(D))*inv(U).
  720. *
  721. U12 = ( BSCALE*T( ILAST-1, ILAST ) ) /
  722. $ ( BSCALE*T( ILAST, ILAST ) )
  723. AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
  724. $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
  725. AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
  726. $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
  727. AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
  728. $ ( BSCALE*T( ILAST, ILAST ) )
  729. AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
  730. $ ( BSCALE*T( ILAST, ILAST ) )
  731. ABI22 = AD22 - U12*AD21
  732. *
  733. T1 = HALF*( AD11+ABI22 )
  734. RTDISC = SQRT( T1**2+AD12*AD21-AD11*AD22 )
  735. TEMP = REAL( T1-ABI22 )*REAL( RTDISC ) +
  736. $ AIMAG( T1-ABI22 )*AIMAG( RTDISC )
  737. IF( TEMP.LE.ZERO ) THEN
  738. SHIFT = T1 + RTDISC
  739. ELSE
  740. SHIFT = T1 - RTDISC
  741. END IF
  742. ELSE
  743. *
  744. * Exceptional shift. Chosen for no particularly good reason.
  745. *
  746. ESHIFT = ESHIFT + (ASCALE*H(ILAST,ILAST-1))/
  747. $ (BSCALE*T(ILAST-1,ILAST-1))
  748. SHIFT = ESHIFT
  749. END IF
  750. *
  751. * Now check for two consecutive small subdiagonals.
  752. *
  753. DO 80 J = ILAST - 1, IFIRST + 1, -1
  754. ISTART = J
  755. CTEMP = ASCALE*H( J, J ) - SHIFT*( BSCALE*T( J, J ) )
  756. TEMP = ABS1( CTEMP )
  757. TEMP2 = ASCALE*ABS1( H( J+1, J ) )
  758. TEMPR = MAX( TEMP, TEMP2 )
  759. IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
  760. TEMP = TEMP / TEMPR
  761. TEMP2 = TEMP2 / TEMPR
  762. END IF
  763. IF( ABS1( H( J, J-1 ) )*TEMP2.LE.TEMP*ATOL )
  764. $ GO TO 90
  765. 80 CONTINUE
  766. *
  767. ISTART = IFIRST
  768. CTEMP = ASCALE*H( IFIRST, IFIRST ) -
  769. $ SHIFT*( BSCALE*T( IFIRST, IFIRST ) )
  770. 90 CONTINUE
  771. *
  772. * Do an implicit-shift QZ sweep.
  773. *
  774. * Initial Q
  775. *
  776. CTEMP2 = ASCALE*H( ISTART+1, ISTART )
  777. CALL CLARTG( CTEMP, CTEMP2, C, S, CTEMP3 )
  778. *
  779. * Sweep
  780. *
  781. DO 150 J = ISTART, ILAST - 1
  782. IF( J.GT.ISTART ) THEN
  783. CTEMP = H( J, J-1 )
  784. CALL CLARTG( CTEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
  785. H( J+1, J-1 ) = CZERO
  786. END IF
  787. *
  788. DO 100 JC = J, ILASTM
  789. CTEMP = C*H( J, JC ) + S*H( J+1, JC )
  790. H( J+1, JC ) = -CONJG( S )*H( J, JC ) + C*H( J+1, JC )
  791. H( J, JC ) = CTEMP
  792. CTEMP2 = C*T( J, JC ) + S*T( J+1, JC )
  793. T( J+1, JC ) = -CONJG( S )*T( J, JC ) + C*T( J+1, JC )
  794. T( J, JC ) = CTEMP2
  795. 100 CONTINUE
  796. IF( ILQ ) THEN
  797. DO 110 JR = 1, N
  798. CTEMP = C*Q( JR, J ) + CONJG( S )*Q( JR, J+1 )
  799. Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
  800. Q( JR, J ) = CTEMP
  801. 110 CONTINUE
  802. END IF
  803. *
  804. CTEMP = T( J+1, J+1 )
  805. CALL CLARTG( CTEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
  806. T( J+1, J ) = CZERO
  807. *
  808. DO 120 JR = IFRSTM, MIN( J+2, ILAST )
  809. CTEMP = C*H( JR, J+1 ) + S*H( JR, J )
  810. H( JR, J ) = -CONJG( S )*H( JR, J+1 ) + C*H( JR, J )
  811. H( JR, J+1 ) = CTEMP
  812. 120 CONTINUE
  813. DO 130 JR = IFRSTM, J
  814. CTEMP = C*T( JR, J+1 ) + S*T( JR, J )
  815. T( JR, J ) = -CONJG( S )*T( JR, J+1 ) + C*T( JR, J )
  816. T( JR, J+1 ) = CTEMP
  817. 130 CONTINUE
  818. IF( ILZ ) THEN
  819. DO 140 JR = 1, N
  820. CTEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
  821. Z( JR, J ) = -CONJG( S )*Z( JR, J+1 ) + C*Z( JR, J )
  822. Z( JR, J+1 ) = CTEMP
  823. 140 CONTINUE
  824. END IF
  825. 150 CONTINUE
  826. *
  827. 160 CONTINUE
  828. *
  829. 170 CONTINUE
  830. *
  831. * Drop-through = non-convergence
  832. *
  833. 180 CONTINUE
  834. INFO = ILAST
  835. GO TO 210
  836. *
  837. * Successful completion of all QZ steps
  838. *
  839. 190 CONTINUE
  840. *
  841. * Set Eigenvalues 1:ILO-1
  842. *
  843. DO 200 J = 1, ILO - 1
  844. ABSB = ABS( T( J, J ) )
  845. IF( ABSB.GT.SAFMIN ) THEN
  846. SIGNBC = CONJG( T( J, J ) / ABSB )
  847. T( J, J ) = ABSB
  848. IF( ILSCHR ) THEN
  849. CALL CSCAL( J-1, SIGNBC, T( 1, J ), 1 )
  850. CALL CSCAL( J, SIGNBC, H( 1, J ), 1 )
  851. ELSE
  852. CALL CSCAL( 1, SIGNBC, H( J, J ), 1 )
  853. END IF
  854. IF( ILZ )
  855. $ CALL CSCAL( N, SIGNBC, Z( 1, J ), 1 )
  856. ELSE
  857. T( J, J ) = CZERO
  858. END IF
  859. ALPHA( J ) = H( J, J )
  860. BETA( J ) = T( J, J )
  861. 200 CONTINUE
  862. *
  863. * Normal Termination
  864. *
  865. INFO = 0
  866. *
  867. * Exit (other than argument error) -- return optimal workspace size
  868. *
  869. 210 CONTINUE
  870. WORK( 1 ) = CMPLX( N )
  871. RETURN
  872. *
  873. * End of CHGEQZ
  874. *
  875. END