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claqr0.f 25 kB

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  1. *> \brief \b CLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLAQR0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  22. * IHIZ, Z, LDZ, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  26. * LOGICAL WANTT, WANTZ
  27. * ..
  28. * .. Array Arguments ..
  29. * COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CLAQR0 computes the eigenvalues of a Hessenberg matrix H
  39. *> and, optionally, the matrices T and Z from the Schur decomposition
  40. *> H = Z T Z**H, where T is an upper triangular matrix (the
  41. *> Schur form), and Z is the unitary matrix of Schur vectors.
  42. *>
  43. *> Optionally Z may be postmultiplied into an input unitary
  44. *> matrix Q so that this routine can give the Schur factorization
  45. *> of a matrix A which has been reduced to the Hessenberg form H
  46. *> by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] WANTT
  53. *> \verbatim
  54. *> WANTT is LOGICAL
  55. *> = .TRUE. : the full Schur form T is required;
  56. *> = .FALSE.: only eigenvalues are required.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] WANTZ
  60. *> \verbatim
  61. *> WANTZ is LOGICAL
  62. *> = .TRUE. : the matrix of Schur vectors Z is required;
  63. *> = .FALSE.: Schur vectors are not required.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The order of the matrix H. N >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] ILO
  73. *> \verbatim
  74. *> ILO is INTEGER
  75. *> \endverbatim
  76. *>
  77. *> \param[in] IHI
  78. *> \verbatim
  79. *> IHI is INTEGER
  80. *> It is assumed that H is already upper triangular in rows
  81. *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
  82. *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
  83. *> previous call to CGEBAL, and then passed to CGEHRD when the
  84. *> matrix output by CGEBAL is reduced to Hessenberg form.
  85. *> Otherwise, ILO and IHI should be set to 1 and N,
  86. *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
  87. *> If N = 0, then ILO = 1 and IHI = 0.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] H
  91. *> \verbatim
  92. *> H is COMPLEX array, dimension (LDH,N)
  93. *> On entry, the upper Hessenberg matrix H.
  94. *> On exit, if INFO = 0 and WANTT is .TRUE., then H
  95. *> contains the upper triangular matrix T from the Schur
  96. *> decomposition (the Schur form). If INFO = 0 and WANT is
  97. *> .FALSE., then the contents of H are unspecified on exit.
  98. *> (The output value of H when INFO > 0 is given under the
  99. *> description of INFO below.)
  100. *>
  101. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  102. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDH
  106. *> \verbatim
  107. *> LDH is INTEGER
  108. *> The leading dimension of the array H. LDH >= max(1,N).
  109. *> \endverbatim
  110. *>
  111. *> \param[out] W
  112. *> \verbatim
  113. *> W is COMPLEX array, dimension (N)
  114. *> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
  115. *> in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
  116. *> stored in the same order as on the diagonal of the Schur
  117. *> form returned in H, with W(i) = H(i,i).
  118. *> \endverbatim
  119. *>
  120. *> \param[in] ILOZ
  121. *> \verbatim
  122. *> ILOZ is INTEGER
  123. *> \endverbatim
  124. *>
  125. *> \param[in] IHIZ
  126. *> \verbatim
  127. *> IHIZ is INTEGER
  128. *> Specify the rows of Z to which transformations must be
  129. *> applied if WANTZ is .TRUE..
  130. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  131. *> \endverbatim
  132. *>
  133. *> \param[in,out] Z
  134. *> \verbatim
  135. *> Z is COMPLEX array, dimension (LDZ,IHI)
  136. *> If WANTZ is .FALSE., then Z is not referenced.
  137. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  138. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  139. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  140. *> (The output value of Z when INFO > 0 is given under
  141. *> the description of INFO below.)
  142. *> \endverbatim
  143. *>
  144. *> \param[in] LDZ
  145. *> \verbatim
  146. *> LDZ is INTEGER
  147. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  148. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  149. *> \endverbatim
  150. *>
  151. *> \param[out] WORK
  152. *> \verbatim
  153. *> WORK is COMPLEX array, dimension LWORK
  154. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  155. *> the optimal value for LWORK.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] LWORK
  159. *> \verbatim
  160. *> LWORK is INTEGER
  161. *> The dimension of the array WORK. LWORK >= max(1,N)
  162. *> is sufficient, but LWORK typically as large as 6*N may
  163. *> be required for optimal performance. A workspace query
  164. *> to determine the optimal workspace size is recommended.
  165. *>
  166. *> If LWORK = -1, then CLAQR0 does a workspace query.
  167. *> In this case, CLAQR0 checks the input parameters and
  168. *> estimates the optimal workspace size for the given
  169. *> values of N, ILO and IHI. The estimate is returned
  170. *> in WORK(1). No error message related to LWORK is
  171. *> issued by XERBLA. Neither H nor Z are accessed.
  172. *> \endverbatim
  173. *>
  174. *> \param[out] INFO
  175. *> \verbatim
  176. *> INFO is INTEGER
  177. *> = 0: successful exit
  178. *> > 0: if INFO = i, CLAQR0 failed to compute all of
  179. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  180. *> and WI contain those eigenvalues which have been
  181. *> successfully computed. (Failures are rare.)
  182. *>
  183. *> If INFO > 0 and WANT is .FALSE., then on exit,
  184. *> the remaining unconverged eigenvalues are the eigen-
  185. *> values of the upper Hessenberg matrix rows and
  186. *> columns ILO through INFO of the final, output
  187. *> value of H.
  188. *>
  189. *> If INFO > 0 and WANTT is .TRUE., then on exit
  190. *>
  191. *> (*) (initial value of H)*U = U*(final value of H)
  192. *>
  193. *> where U is a unitary matrix. The final
  194. *> value of H is upper Hessenberg and triangular in
  195. *> rows and columns INFO+1 through IHI.
  196. *>
  197. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  198. *>
  199. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  200. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  201. *>
  202. *> where U is the unitary matrix in (*) (regard-
  203. *> less of the value of WANTT.)
  204. *>
  205. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  206. *> accessed.
  207. *> \endverbatim
  208. *
  209. * Authors:
  210. * ========
  211. *
  212. *> \author Univ. of Tennessee
  213. *> \author Univ. of California Berkeley
  214. *> \author Univ. of Colorado Denver
  215. *> \author NAG Ltd.
  216. *
  217. *> \ingroup complexOTHERauxiliary
  218. *
  219. *> \par Contributors:
  220. * ==================
  221. *>
  222. *> Karen Braman and Ralph Byers, Department of Mathematics,
  223. *> University of Kansas, USA
  224. *
  225. *> \par References:
  226. * ================
  227. *>
  228. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  229. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  230. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  231. *> 929--947, 2002.
  232. *> \n
  233. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  234. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  235. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  236. *>
  237. * =====================================================================
  238. SUBROUTINE CLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  239. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  240. *
  241. * -- LAPACK auxiliary routine --
  242. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  243. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  244. *
  245. * .. Scalar Arguments ..
  246. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  247. LOGICAL WANTT, WANTZ
  248. * ..
  249. * .. Array Arguments ..
  250. COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  251. * ..
  252. *
  253. * ================================================================
  254. * .. Parameters ..
  255. *
  256. * ==== Matrices of order NTINY or smaller must be processed by
  257. * . CLAHQR because of insufficient subdiagonal scratch space.
  258. * . (This is a hard limit.) ====
  259. INTEGER NTINY
  260. PARAMETER ( NTINY = 15 )
  261. *
  262. * ==== Exceptional deflation windows: try to cure rare
  263. * . slow convergence by varying the size of the
  264. * . deflation window after KEXNW iterations. ====
  265. INTEGER KEXNW
  266. PARAMETER ( KEXNW = 5 )
  267. *
  268. * ==== Exceptional shifts: try to cure rare slow convergence
  269. * . with ad-hoc exceptional shifts every KEXSH iterations.
  270. * . ====
  271. INTEGER KEXSH
  272. PARAMETER ( KEXSH = 6 )
  273. *
  274. * ==== The constant WILK1 is used to form the exceptional
  275. * . shifts. ====
  276. REAL WILK1
  277. PARAMETER ( WILK1 = 0.75e0 )
  278. COMPLEX ZERO, ONE
  279. PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
  280. $ ONE = ( 1.0e0, 0.0e0 ) )
  281. REAL TWO
  282. PARAMETER ( TWO = 2.0e0 )
  283. * ..
  284. * .. Local Scalars ..
  285. COMPLEX AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  286. REAL S
  287. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  288. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  289. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  290. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  291. LOGICAL SORTED
  292. CHARACTER JBCMPZ*2
  293. * ..
  294. * .. External Functions ..
  295. INTEGER ILAENV
  296. EXTERNAL ILAENV
  297. * ..
  298. * .. Local Arrays ..
  299. COMPLEX ZDUM( 1, 1 )
  300. * ..
  301. * .. External Subroutines ..
  302. EXTERNAL CLACPY, CLAHQR, CLAQR3, CLAQR4, CLAQR5
  303. * ..
  304. * .. Intrinsic Functions ..
  305. INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, MIN, MOD, REAL,
  306. $ SQRT
  307. * ..
  308. * .. Statement Functions ..
  309. REAL CABS1
  310. * ..
  311. * .. Statement Function definitions ..
  312. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
  313. * ..
  314. * .. Executable Statements ..
  315. INFO = 0
  316. *
  317. * ==== Quick return for N = 0: nothing to do. ====
  318. *
  319. IF( N.EQ.0 ) THEN
  320. WORK( 1 ) = ONE
  321. RETURN
  322. END IF
  323. *
  324. IF( N.LE.NTINY ) THEN
  325. *
  326. * ==== Tiny matrices must use CLAHQR. ====
  327. *
  328. LWKOPT = 1
  329. IF( LWORK.NE.-1 )
  330. $ CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  331. $ IHIZ, Z, LDZ, INFO )
  332. ELSE
  333. *
  334. * ==== Use small bulge multi-shift QR with aggressive early
  335. * . deflation on larger-than-tiny matrices. ====
  336. *
  337. * ==== Hope for the best. ====
  338. *
  339. INFO = 0
  340. *
  341. * ==== Set up job flags for ILAENV. ====
  342. *
  343. IF( WANTT ) THEN
  344. JBCMPZ( 1: 1 ) = 'S'
  345. ELSE
  346. JBCMPZ( 1: 1 ) = 'E'
  347. END IF
  348. IF( WANTZ ) THEN
  349. JBCMPZ( 2: 2 ) = 'V'
  350. ELSE
  351. JBCMPZ( 2: 2 ) = 'N'
  352. END IF
  353. *
  354. * ==== NWR = recommended deflation window size. At this
  355. * . point, N .GT. NTINY = 15, so there is enough
  356. * . subdiagonal workspace for NWR.GE.2 as required.
  357. * . (In fact, there is enough subdiagonal space for
  358. * . NWR.GE.4.) ====
  359. *
  360. NWR = ILAENV( 13, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  361. NWR = MAX( 2, NWR )
  362. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  363. *
  364. * ==== NSR = recommended number of simultaneous shifts.
  365. * . At this point N .GT. NTINY = 15, so there is at
  366. * . enough subdiagonal workspace for NSR to be even
  367. * . and greater than or equal to two as required. ====
  368. *
  369. NSR = ILAENV( 15, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  370. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  371. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  372. *
  373. * ==== Estimate optimal workspace ====
  374. *
  375. * ==== Workspace query call to CLAQR3 ====
  376. *
  377. CALL CLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  378. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  379. $ LDH, WORK, -1 )
  380. *
  381. * ==== Optimal workspace = MAX(CLAQR5, CLAQR3) ====
  382. *
  383. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  384. *
  385. * ==== Quick return in case of workspace query. ====
  386. *
  387. IF( LWORK.EQ.-1 ) THEN
  388. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  389. RETURN
  390. END IF
  391. *
  392. * ==== CLAHQR/CLAQR0 crossover point ====
  393. *
  394. NMIN = ILAENV( 12, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  395. NMIN = MAX( NTINY, NMIN )
  396. *
  397. * ==== Nibble crossover point ====
  398. *
  399. NIBBLE = ILAENV( 14, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  400. NIBBLE = MAX( 0, NIBBLE )
  401. *
  402. * ==== Accumulate reflections during ttswp? Use block
  403. * . 2-by-2 structure during matrix-matrix multiply? ====
  404. *
  405. KACC22 = ILAENV( 16, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  406. KACC22 = MAX( 0, KACC22 )
  407. KACC22 = MIN( 2, KACC22 )
  408. *
  409. * ==== NWMAX = the largest possible deflation window for
  410. * . which there is sufficient workspace. ====
  411. *
  412. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  413. NW = NWMAX
  414. *
  415. * ==== NSMAX = the Largest number of simultaneous shifts
  416. * . for which there is sufficient workspace. ====
  417. *
  418. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  419. NSMAX = NSMAX - MOD( NSMAX, 2 )
  420. *
  421. * ==== NDFL: an iteration count restarted at deflation. ====
  422. *
  423. NDFL = 1
  424. *
  425. * ==== ITMAX = iteration limit ====
  426. *
  427. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  428. *
  429. * ==== Last row and column in the active block ====
  430. *
  431. KBOT = IHI
  432. *
  433. * ==== Main Loop ====
  434. *
  435. DO 70 IT = 1, ITMAX
  436. *
  437. * ==== Done when KBOT falls below ILO ====
  438. *
  439. IF( KBOT.LT.ILO )
  440. $ GO TO 80
  441. *
  442. * ==== Locate active block ====
  443. *
  444. DO 10 K = KBOT, ILO + 1, -1
  445. IF( H( K, K-1 ).EQ.ZERO )
  446. $ GO TO 20
  447. 10 CONTINUE
  448. K = ILO
  449. 20 CONTINUE
  450. KTOP = K
  451. *
  452. * ==== Select deflation window size:
  453. * . Typical Case:
  454. * . If possible and advisable, nibble the entire
  455. * . active block. If not, use size MIN(NWR,NWMAX)
  456. * . or MIN(NWR+1,NWMAX) depending upon which has
  457. * . the smaller corresponding subdiagonal entry
  458. * . (a heuristic).
  459. * .
  460. * . Exceptional Case:
  461. * . If there have been no deflations in KEXNW or
  462. * . more iterations, then vary the deflation window
  463. * . size. At first, because, larger windows are,
  464. * . in general, more powerful than smaller ones,
  465. * . rapidly increase the window to the maximum possible.
  466. * . Then, gradually reduce the window size. ====
  467. *
  468. NH = KBOT - KTOP + 1
  469. NWUPBD = MIN( NH, NWMAX )
  470. IF( NDFL.LT.KEXNW ) THEN
  471. NW = MIN( NWUPBD, NWR )
  472. ELSE
  473. NW = MIN( NWUPBD, 2*NW )
  474. END IF
  475. IF( NW.LT.NWMAX ) THEN
  476. IF( NW.GE.NH-1 ) THEN
  477. NW = NH
  478. ELSE
  479. KWTOP = KBOT - NW + 1
  480. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  481. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  482. END IF
  483. END IF
  484. IF( NDFL.LT.KEXNW ) THEN
  485. NDEC = -1
  486. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  487. NDEC = NDEC + 1
  488. IF( NW-NDEC.LT.2 )
  489. $ NDEC = 0
  490. NW = NW - NDEC
  491. END IF
  492. *
  493. * ==== Aggressive early deflation:
  494. * . split workspace under the subdiagonal into
  495. * . - an nw-by-nw work array V in the lower
  496. * . left-hand-corner,
  497. * . - an NW-by-at-least-NW-but-more-is-better
  498. * . (NW-by-NHO) horizontal work array along
  499. * . the bottom edge,
  500. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  501. * . vertical work array along the left-hand-edge.
  502. * . ====
  503. *
  504. KV = N - NW + 1
  505. KT = NW + 1
  506. NHO = ( N-NW-1 ) - KT + 1
  507. KWV = NW + 2
  508. NVE = ( N-NW ) - KWV + 1
  509. *
  510. * ==== Aggressive early deflation ====
  511. *
  512. CALL CLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  513. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  514. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  515. $ LWORK )
  516. *
  517. * ==== Adjust KBOT accounting for new deflations. ====
  518. *
  519. KBOT = KBOT - LD
  520. *
  521. * ==== KS points to the shifts. ====
  522. *
  523. KS = KBOT - LS + 1
  524. *
  525. * ==== Skip an expensive QR sweep if there is a (partly
  526. * . heuristic) reason to expect that many eigenvalues
  527. * . will deflate without it. Here, the QR sweep is
  528. * . skipped if many eigenvalues have just been deflated
  529. * . or if the remaining active block is small.
  530. *
  531. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  532. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  533. *
  534. * ==== NS = nominal number of simultaneous shifts.
  535. * . This may be lowered (slightly) if CLAQR3
  536. * . did not provide that many shifts. ====
  537. *
  538. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  539. NS = NS - MOD( NS, 2 )
  540. *
  541. * ==== If there have been no deflations
  542. * . in a multiple of KEXSH iterations,
  543. * . then try exceptional shifts.
  544. * . Otherwise use shifts provided by
  545. * . CLAQR3 above or from the eigenvalues
  546. * . of a trailing principal submatrix. ====
  547. *
  548. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  549. KS = KBOT - NS + 1
  550. DO 30 I = KBOT, KS + 1, -2
  551. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  552. W( I-1 ) = W( I )
  553. 30 CONTINUE
  554. ELSE
  555. *
  556. * ==== Got NS/2 or fewer shifts? Use CLAQR4 or
  557. * . CLAHQR on a trailing principal submatrix to
  558. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  559. * . there is enough space below the subdiagonal
  560. * . to fit an NS-by-NS scratch array.) ====
  561. *
  562. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  563. KS = KBOT - NS + 1
  564. KT = N - NS + 1
  565. CALL CLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  566. $ H( KT, 1 ), LDH )
  567. IF( NS.GT.NMIN ) THEN
  568. CALL CLAQR4( .false., .false., NS, 1, NS,
  569. $ H( KT, 1 ), LDH, W( KS ), 1, 1,
  570. $ ZDUM, 1, WORK, LWORK, INF )
  571. ELSE
  572. CALL CLAHQR( .false., .false., NS, 1, NS,
  573. $ H( KT, 1 ), LDH, W( KS ), 1, 1,
  574. $ ZDUM, 1, INF )
  575. END IF
  576. KS = KS + INF
  577. *
  578. * ==== In case of a rare QR failure use
  579. * . eigenvalues of the trailing 2-by-2
  580. * . principal submatrix. Scale to avoid
  581. * . overflows, underflows and subnormals.
  582. * . (The scale factor S can not be zero,
  583. * . because H(KBOT,KBOT-1) is nonzero.) ====
  584. *
  585. IF( KS.GE.KBOT ) THEN
  586. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  587. $ CABS1( H( KBOT, KBOT-1 ) ) +
  588. $ CABS1( H( KBOT-1, KBOT ) ) +
  589. $ CABS1( H( KBOT, KBOT ) )
  590. AA = H( KBOT-1, KBOT-1 ) / S
  591. CC = H( KBOT, KBOT-1 ) / S
  592. BB = H( KBOT-1, KBOT ) / S
  593. DD = H( KBOT, KBOT ) / S
  594. TR2 = ( AA+DD ) / TWO
  595. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  596. RTDISC = SQRT( -DET )
  597. W( KBOT-1 ) = ( TR2+RTDISC )*S
  598. W( KBOT ) = ( TR2-RTDISC )*S
  599. *
  600. KS = KBOT - 1
  601. END IF
  602. END IF
  603. *
  604. IF( KBOT-KS+1.GT.NS ) THEN
  605. *
  606. * ==== Sort the shifts (Helps a little) ====
  607. *
  608. SORTED = .false.
  609. DO 50 K = KBOT, KS + 1, -1
  610. IF( SORTED )
  611. $ GO TO 60
  612. SORTED = .true.
  613. DO 40 I = KS, K - 1
  614. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  615. $ THEN
  616. SORTED = .false.
  617. SWAP = W( I )
  618. W( I ) = W( I+1 )
  619. W( I+1 ) = SWAP
  620. END IF
  621. 40 CONTINUE
  622. 50 CONTINUE
  623. 60 CONTINUE
  624. END IF
  625. END IF
  626. *
  627. * ==== If there are only two shifts, then use
  628. * . only one. ====
  629. *
  630. IF( KBOT-KS+1.EQ.2 ) THEN
  631. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  632. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  633. W( KBOT-1 ) = W( KBOT )
  634. ELSE
  635. W( KBOT ) = W( KBOT-1 )
  636. END IF
  637. END IF
  638. *
  639. * ==== Use up to NS of the the smallest magnitude
  640. * . shifts. If there aren't NS shifts available,
  641. * . then use them all, possibly dropping one to
  642. * . make the number of shifts even. ====
  643. *
  644. NS = MIN( NS, KBOT-KS+1 )
  645. NS = NS - MOD( NS, 2 )
  646. KS = KBOT - NS + 1
  647. *
  648. * ==== Small-bulge multi-shift QR sweep:
  649. * . split workspace under the subdiagonal into
  650. * . - a KDU-by-KDU work array U in the lower
  651. * . left-hand-corner,
  652. * . - a KDU-by-at-least-KDU-but-more-is-better
  653. * . (KDU-by-NHo) horizontal work array WH along
  654. * . the bottom edge,
  655. * . - and an at-least-KDU-but-more-is-better-by-KDU
  656. * . (NVE-by-KDU) vertical work WV arrow along
  657. * . the left-hand-edge. ====
  658. *
  659. KDU = 2*NS
  660. KU = N - KDU + 1
  661. KWH = KDU + 1
  662. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  663. KWV = KDU + 4
  664. NVE = N - KDU - KWV + 1
  665. *
  666. * ==== Small-bulge multi-shift QR sweep ====
  667. *
  668. CALL CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  669. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  670. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  671. $ NHO, H( KU, KWH ), LDH )
  672. END IF
  673. *
  674. * ==== Note progress (or the lack of it). ====
  675. *
  676. IF( LD.GT.0 ) THEN
  677. NDFL = 1
  678. ELSE
  679. NDFL = NDFL + 1
  680. END IF
  681. *
  682. * ==== End of main loop ====
  683. 70 CONTINUE
  684. *
  685. * ==== Iteration limit exceeded. Set INFO to show where
  686. * . the problem occurred and exit. ====
  687. *
  688. INFO = KBOT
  689. 80 CONTINUE
  690. END IF
  691. *
  692. * ==== Return the optimal value of LWORK. ====
  693. *
  694. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  695. *
  696. * ==== End of CLAQR0 ====
  697. *
  698. END