You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

slaqr4.f 27 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740
  1. *> \brief \b SLAQR4 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 SLAQR4 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaqr4.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaqr4.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaqr4.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  22. * ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  26. * LOGICAL WANTT, WANTZ
  27. * ..
  28. * .. Array Arguments ..
  29. * REAL H( LDH, * ), WI( * ), WORK( * ), WR( * ),
  30. * $ Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SLAQR4 implements one level of recursion for SLAQR0.
  40. *> It is a complete implementation of the small bulge multi-shift
  41. *> QR algorithm. It may be called by SLAQR0 and, for large enough
  42. *> deflation window size, it may be called by SLAQR3. This
  43. *> subroutine is identical to SLAQR0 except that it calls SLAQR2
  44. *> instead of SLAQR3.
  45. *>
  46. *> SLAQR4 computes the eigenvalues of a Hessenberg matrix H
  47. *> and, optionally, the matrices T and Z from the Schur decomposition
  48. *> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
  49. *> Schur form), and Z is the orthogonal matrix of Schur vectors.
  50. *>
  51. *> Optionally Z may be postmultiplied into an input orthogonal
  52. *> matrix Q so that this routine can give the Schur factorization
  53. *> of a matrix A which has been reduced to the Hessenberg form H
  54. *> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
  55. *> \endverbatim
  56. *
  57. * Arguments:
  58. * ==========
  59. *
  60. *> \param[in] WANTT
  61. *> \verbatim
  62. *> WANTT is LOGICAL
  63. *> = .TRUE. : the full Schur form T is required;
  64. *> = .FALSE.: only eigenvalues are required.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] WANTZ
  68. *> \verbatim
  69. *> WANTZ is LOGICAL
  70. *> = .TRUE. : the matrix of Schur vectors Z is required;
  71. *> = .FALSE.: Schur vectors are not required.
  72. *> \endverbatim
  73. *>
  74. *> \param[in] N
  75. *> \verbatim
  76. *> N is INTEGER
  77. *> The order of the matrix H. N >= 0.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] ILO
  81. *> \verbatim
  82. *> ILO is INTEGER
  83. *> \endverbatim
  84. *>
  85. *> \param[in] IHI
  86. *> \verbatim
  87. *> IHI is INTEGER
  88. *> It is assumed that H is already upper triangular in rows
  89. *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
  90. *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
  91. *> previous call to SGEBAL, and then passed to SGEHRD when the
  92. *> matrix output by SGEBAL is reduced to Hessenberg form.
  93. *> Otherwise, ILO and IHI should be set to 1 and N,
  94. *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
  95. *> If N = 0, then ILO = 1 and IHI = 0.
  96. *> \endverbatim
  97. *>
  98. *> \param[in,out] H
  99. *> \verbatim
  100. *> H is REAL array, dimension (LDH,N)
  101. *> On entry, the upper Hessenberg matrix H.
  102. *> On exit, if INFO = 0 and WANTT is .TRUE., then H contains
  103. *> the upper quasi-triangular matrix T from the Schur
  104. *> decomposition (the Schur form); 2-by-2 diagonal blocks
  105. *> (corresponding to complex conjugate pairs of eigenvalues)
  106. *> are returned in standard form, with H(i,i) = H(i+1,i+1)
  107. *> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
  108. *> .FALSE., then the contents of H are unspecified on exit.
  109. *> (The output value of H when INFO > 0 is given under the
  110. *> description of INFO below.)
  111. *>
  112. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  113. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] LDH
  117. *> \verbatim
  118. *> LDH is INTEGER
  119. *> The leading dimension of the array H. LDH >= max(1,N).
  120. *> \endverbatim
  121. *>
  122. *> \param[out] WR
  123. *> \verbatim
  124. *> WR is REAL array, dimension (IHI)
  125. *> \endverbatim
  126. *>
  127. *> \param[out] WI
  128. *> \verbatim
  129. *> WI is REAL array, dimension (IHI)
  130. *> The real and imaginary parts, respectively, of the computed
  131. *> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI)
  132. *> and WI(ILO:IHI). If two eigenvalues are computed as a
  133. *> complex conjugate pair, they are stored in consecutive
  134. *> elements of WR and WI, say the i-th and (i+1)th, with
  135. *> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
  136. *> the eigenvalues are stored in the same order as on the
  137. *> diagonal of the Schur form returned in H, with
  138. *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
  139. *> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
  140. *> WI(i+1) = -WI(i).
  141. *> \endverbatim
  142. *>
  143. *> \param[in] ILOZ
  144. *> \verbatim
  145. *> ILOZ is INTEGER
  146. *> \endverbatim
  147. *>
  148. *> \param[in] IHIZ
  149. *> \verbatim
  150. *> IHIZ is INTEGER
  151. *> Specify the rows of Z to which transformations must be
  152. *> applied if WANTZ is .TRUE..
  153. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  154. *> \endverbatim
  155. *>
  156. *> \param[in,out] Z
  157. *> \verbatim
  158. *> Z is REAL array, dimension (LDZ,IHI)
  159. *> If WANTZ is .FALSE., then Z is not referenced.
  160. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  161. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  162. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  163. *> (The output value of Z when INFO > 0 is given under
  164. *> the description of INFO below.)
  165. *> \endverbatim
  166. *>
  167. *> \param[in] LDZ
  168. *> \verbatim
  169. *> LDZ is INTEGER
  170. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  171. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  172. *> \endverbatim
  173. *>
  174. *> \param[out] WORK
  175. *> \verbatim
  176. *> WORK is REAL array, dimension LWORK
  177. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  178. *> the optimal value for LWORK.
  179. *> \endverbatim
  180. *>
  181. *> \param[in] LWORK
  182. *> \verbatim
  183. *> LWORK is INTEGER
  184. *> The dimension of the array WORK. LWORK >= max(1,N)
  185. *> is sufficient, but LWORK typically as large as 6*N may
  186. *> be required for optimal performance. A workspace query
  187. *> to determine the optimal workspace size is recommended.
  188. *>
  189. *> If LWORK = -1, then SLAQR4 does a workspace query.
  190. *> In this case, SLAQR4 checks the input parameters and
  191. *> estimates the optimal workspace size for the given
  192. *> values of N, ILO and IHI. The estimate is returned
  193. *> in WORK(1). No error message related to LWORK is
  194. *> issued by XERBLA. Neither H nor Z are accessed.
  195. *> \endverbatim
  196. *>
  197. *> \param[out] INFO
  198. *> \verbatim
  199. *> INFO is INTEGER
  200. *> \verbatim
  201. *> INFO is INTEGER
  202. *> = 0: successful exit
  203. *> > 0: if INFO = i, SLAQR4 failed to compute all of
  204. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  205. *> and WI contain those eigenvalues which have been
  206. *> successfully computed. (Failures are rare.)
  207. *>
  208. *> If INFO > 0 and WANT is .FALSE., then on exit,
  209. *> the remaining unconverged eigenvalues are the eigen-
  210. *> values of the upper Hessenberg matrix rows and
  211. *> columns ILO through INFO of the final, output
  212. *> value of H.
  213. *>
  214. *> If INFO > 0 and WANTT is .TRUE., then on exit
  215. *>
  216. *> (*) (initial value of H)*U = U*(final value of H)
  217. *>
  218. *> where U is a orthogonal matrix. The final
  219. *> value of H is upper Hessenberg and triangular in
  220. *> rows and columns INFO+1 through IHI.
  221. *>
  222. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  223. *>
  224. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  225. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  226. *>
  227. *> where U is the orthogonal matrix in (*) (regard-
  228. *> less of the value of WANTT.)
  229. *>
  230. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  231. *> accessed.
  232. *> \endverbatim
  233. *
  234. * Authors:
  235. * ========
  236. *
  237. *> \author Univ. of Tennessee
  238. *> \author Univ. of California Berkeley
  239. *> \author Univ. of Colorado Denver
  240. *> \author NAG Ltd.
  241. *
  242. *> \ingroup laqr4
  243. *
  244. *> \par Contributors:
  245. * ==================
  246. *>
  247. *> Karen Braman and Ralph Byers, Department of Mathematics,
  248. *> University of Kansas, USA
  249. *
  250. *> \par References:
  251. * ================
  252. *>
  253. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  254. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  255. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  256. *> 929--947, 2002.
  257. *> \n
  258. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  259. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  260. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  261. *>
  262. * =====================================================================
  263. SUBROUTINE SLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  264. $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
  265. *
  266. * -- LAPACK auxiliary routine --
  267. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  268. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  269. *
  270. * .. Scalar Arguments ..
  271. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  272. LOGICAL WANTT, WANTZ
  273. * ..
  274. * .. Array Arguments ..
  275. REAL H( LDH, * ), WI( * ), WORK( * ), WR( * ),
  276. $ Z( LDZ, * )
  277. * ..
  278. *
  279. * ================================================================
  280. *
  281. * .. Parameters ..
  282. *
  283. * ==== Matrices of order NTINY or smaller must be processed by
  284. * . SLAHQR because of insufficient subdiagonal scratch space.
  285. * . (This is a hard limit.) ====
  286. INTEGER NTINY
  287. PARAMETER ( NTINY = 15 )
  288. *
  289. * ==== Exceptional deflation windows: try to cure rare
  290. * . slow convergence by varying the size of the
  291. * . deflation window after KEXNW iterations. ====
  292. INTEGER KEXNW
  293. PARAMETER ( KEXNW = 5 )
  294. *
  295. * ==== Exceptional shifts: try to cure rare slow convergence
  296. * . with ad-hoc exceptional shifts every KEXSH iterations.
  297. * . ====
  298. INTEGER KEXSH
  299. PARAMETER ( KEXSH = 6 )
  300. *
  301. * ==== The constants WILK1 and WILK2 are used to form the
  302. * . exceptional shifts. ====
  303. REAL WILK1, WILK2
  304. PARAMETER ( WILK1 = 0.75e0, WILK2 = -0.4375e0 )
  305. REAL ZERO, ONE
  306. PARAMETER ( ZERO = 0.0e0, ONE = 1.0e0 )
  307. * ..
  308. * .. Local Scalars ..
  309. REAL AA, BB, CC, CS, DD, SN, SS, SWAP
  310. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  311. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  312. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  313. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  314. LOGICAL SORTED
  315. CHARACTER JBCMPZ*2
  316. * ..
  317. * .. External Functions ..
  318. INTEGER ILAENV
  319. REAL SROUNDUP_LWORK
  320. EXTERNAL ILAENV, SROUNDUP_LWORK
  321. * ..
  322. * .. Local Arrays ..
  323. REAL ZDUM( 1, 1 )
  324. * ..
  325. * .. External Subroutines ..
  326. EXTERNAL SLACPY, SLAHQR, SLANV2, SLAQR2, SLAQR5
  327. * ..
  328. * .. Intrinsic Functions ..
  329. INTRINSIC ABS, INT, MAX, MIN, MOD
  330. * ..
  331. * .. Executable Statements ..
  332. INFO = 0
  333. *
  334. * ==== Quick return for N = 0: nothing to do. ====
  335. *
  336. IF( N.EQ.0 ) THEN
  337. WORK( 1 ) = ONE
  338. RETURN
  339. END IF
  340. *
  341. IF( N.LE.NTINY ) THEN
  342. *
  343. * ==== Tiny matrices must use SLAHQR. ====
  344. *
  345. LWKOPT = 1
  346. IF( LWORK.NE.-1 )
  347. $ CALL SLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  348. $ ILOZ, IHIZ, Z, LDZ, INFO )
  349. ELSE
  350. *
  351. * ==== Use small bulge multi-shift QR with aggressive early
  352. * . deflation on larger-than-tiny matrices. ====
  353. *
  354. * ==== Hope for the best. ====
  355. *
  356. INFO = 0
  357. *
  358. * ==== Set up job flags for ILAENV. ====
  359. *
  360. IF( WANTT ) THEN
  361. JBCMPZ( 1: 1 ) = 'S'
  362. ELSE
  363. JBCMPZ( 1: 1 ) = 'E'
  364. END IF
  365. IF( WANTZ ) THEN
  366. JBCMPZ( 2: 2 ) = 'V'
  367. ELSE
  368. JBCMPZ( 2: 2 ) = 'N'
  369. END IF
  370. *
  371. * ==== NWR = recommended deflation window size. At this
  372. * . point, N .GT. NTINY = 15, so there is enough
  373. * . subdiagonal workspace for NWR.GE.2 as required.
  374. * . (In fact, there is enough subdiagonal space for
  375. * . NWR.GE.4.) ====
  376. *
  377. NWR = ILAENV( 13, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  378. NWR = MAX( 2, NWR )
  379. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  380. *
  381. * ==== NSR = recommended number of simultaneous shifts.
  382. * . At this point N .GT. NTINY = 15, so there is at
  383. * . enough subdiagonal workspace for NSR to be even
  384. * . and greater than or equal to two as required. ====
  385. *
  386. NSR = ILAENV( 15, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  387. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  388. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  389. *
  390. * ==== Estimate optimal workspace ====
  391. *
  392. * ==== Workspace query call to SLAQR2 ====
  393. *
  394. CALL SLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  395. $ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
  396. $ N, H, LDH, WORK, -1 )
  397. *
  398. * ==== Optimal workspace = MAX(SLAQR5, SLAQR2) ====
  399. *
  400. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  401. *
  402. * ==== Quick return in case of workspace query. ====
  403. *
  404. IF( LWORK.EQ.-1 ) THEN
  405. WORK( 1 ) = SROUNDUP_LWORK( LWKOPT )
  406. RETURN
  407. END IF
  408. *
  409. * ==== SLAHQR/SLAQR0 crossover point ====
  410. *
  411. NMIN = ILAENV( 12, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  412. NMIN = MAX( NTINY, NMIN )
  413. *
  414. * ==== Nibble crossover point ====
  415. *
  416. NIBBLE = ILAENV( 14, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  417. NIBBLE = MAX( 0, NIBBLE )
  418. *
  419. * ==== Accumulate reflections during ttswp? Use block
  420. * . 2-by-2 structure during matrix-matrix multiply? ====
  421. *
  422. KACC22 = ILAENV( 16, 'SLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  423. KACC22 = MAX( 0, KACC22 )
  424. KACC22 = MIN( 2, KACC22 )
  425. *
  426. * ==== NWMAX = the largest possible deflation window for
  427. * . which there is sufficient workspace. ====
  428. *
  429. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  430. NW = NWMAX
  431. *
  432. * ==== NSMAX = the Largest number of simultaneous shifts
  433. * . for which there is sufficient workspace. ====
  434. *
  435. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  436. NSMAX = NSMAX - MOD( NSMAX, 2 )
  437. *
  438. * ==== NDFL: an iteration count restarted at deflation. ====
  439. *
  440. NDFL = 1
  441. *
  442. * ==== ITMAX = iteration limit ====
  443. *
  444. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  445. *
  446. * ==== Last row and column in the active block ====
  447. *
  448. KBOT = IHI
  449. *
  450. * ==== Main Loop ====
  451. *
  452. DO 80 IT = 1, ITMAX
  453. *
  454. * ==== Done when KBOT falls below ILO ====
  455. *
  456. IF( KBOT.LT.ILO )
  457. $ GO TO 90
  458. *
  459. * ==== Locate active block ====
  460. *
  461. DO 10 K = KBOT, ILO + 1, -1
  462. IF( H( K, K-1 ).EQ.ZERO )
  463. $ GO TO 20
  464. 10 CONTINUE
  465. K = ILO
  466. 20 CONTINUE
  467. KTOP = K
  468. *
  469. * ==== Select deflation window size:
  470. * . Typical Case:
  471. * . If possible and advisable, nibble the entire
  472. * . active block. If not, use size MIN(NWR,NWMAX)
  473. * . or MIN(NWR+1,NWMAX) depending upon which has
  474. * . the smaller corresponding subdiagonal entry
  475. * . (a heuristic).
  476. * .
  477. * . Exceptional Case:
  478. * . If there have been no deflations in KEXNW or
  479. * . more iterations, then vary the deflation window
  480. * . size. At first, because, larger windows are,
  481. * . in general, more powerful than smaller ones,
  482. * . rapidly increase the window to the maximum possible.
  483. * . Then, gradually reduce the window size. ====
  484. *
  485. NH = KBOT - KTOP + 1
  486. NWUPBD = MIN( NH, NWMAX )
  487. IF( NDFL.LT.KEXNW ) THEN
  488. NW = MIN( NWUPBD, NWR )
  489. ELSE
  490. NW = MIN( NWUPBD, 2*NW )
  491. END IF
  492. IF( NW.LT.NWMAX ) THEN
  493. IF( NW.GE.NH-1 ) THEN
  494. NW = NH
  495. ELSE
  496. KWTOP = KBOT - NW + 1
  497. IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
  498. $ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  499. END IF
  500. END IF
  501. IF( NDFL.LT.KEXNW ) THEN
  502. NDEC = -1
  503. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  504. NDEC = NDEC + 1
  505. IF( NW-NDEC.LT.2 )
  506. $ NDEC = 0
  507. NW = NW - NDEC
  508. END IF
  509. *
  510. * ==== Aggressive early deflation:
  511. * . split workspace under the subdiagonal into
  512. * . - an nw-by-nw work array V in the lower
  513. * . left-hand-corner,
  514. * . - an NW-by-at-least-NW-but-more-is-better
  515. * . (NW-by-NHO) horizontal work array along
  516. * . the bottom edge,
  517. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  518. * . vertical work array along the left-hand-edge.
  519. * . ====
  520. *
  521. KV = N - NW + 1
  522. KT = NW + 1
  523. NHO = ( N-NW-1 ) - KT + 1
  524. KWV = NW + 2
  525. NVE = ( N-NW ) - KWV + 1
  526. *
  527. * ==== Aggressive early deflation ====
  528. *
  529. CALL SLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  530. $ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
  531. $ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
  532. $ WORK, LWORK )
  533. *
  534. * ==== Adjust KBOT accounting for new deflations. ====
  535. *
  536. KBOT = KBOT - LD
  537. *
  538. * ==== KS points to the shifts. ====
  539. *
  540. KS = KBOT - LS + 1
  541. *
  542. * ==== Skip an expensive QR sweep if there is a (partly
  543. * . heuristic) reason to expect that many eigenvalues
  544. * . will deflate without it. Here, the QR sweep is
  545. * . skipped if many eigenvalues have just been deflated
  546. * . or if the remaining active block is small.
  547. *
  548. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  549. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  550. *
  551. * ==== NS = nominal number of simultaneous shifts.
  552. * . This may be lowered (slightly) if SLAQR2
  553. * . did not provide that many shifts. ====
  554. *
  555. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  556. NS = NS - MOD( NS, 2 )
  557. *
  558. * ==== If there have been no deflations
  559. * . in a multiple of KEXSH iterations,
  560. * . then try exceptional shifts.
  561. * . Otherwise use shifts provided by
  562. * . SLAQR2 above or from the eigenvalues
  563. * . of a trailing principal submatrix. ====
  564. *
  565. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  566. KS = KBOT - NS + 1
  567. DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
  568. SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
  569. AA = WILK1*SS + H( I, I )
  570. BB = SS
  571. CC = WILK2*SS
  572. DD = AA
  573. CALL SLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
  574. $ WR( I ), WI( I ), CS, SN )
  575. 30 CONTINUE
  576. IF( KS.EQ.KTOP ) THEN
  577. WR( KS+1 ) = H( KS+1, KS+1 )
  578. WI( KS+1 ) = ZERO
  579. WR( KS ) = WR( KS+1 )
  580. WI( KS ) = WI( KS+1 )
  581. END IF
  582. ELSE
  583. *
  584. * ==== Got NS/2 or fewer shifts? Use SLAHQR
  585. * . on a trailing principal submatrix to
  586. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  587. * . there is enough space below the subdiagonal
  588. * . to fit an NS-by-NS scratch array.) ====
  589. *
  590. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  591. KS = KBOT - NS + 1
  592. KT = N - NS + 1
  593. CALL SLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  594. $ H( KT, 1 ), LDH )
  595. CALL SLAHQR( .false., .false., NS, 1, NS,
  596. $ H( KT, 1 ), LDH, WR( KS ), WI( KS ),
  597. $ 1, 1, ZDUM, 1, INF )
  598. KS = KS + INF
  599. *
  600. * ==== In case of a rare QR failure use
  601. * . eigenvalues of the trailing 2-by-2
  602. * . principal submatrix. ====
  603. *
  604. IF( KS.GE.KBOT ) THEN
  605. AA = H( KBOT-1, KBOT-1 )
  606. CC = H( KBOT, KBOT-1 )
  607. BB = H( KBOT-1, KBOT )
  608. DD = H( KBOT, KBOT )
  609. CALL SLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
  610. $ WI( KBOT-1 ), WR( KBOT ),
  611. $ WI( KBOT ), CS, SN )
  612. KS = KBOT - 1
  613. END IF
  614. END IF
  615. *
  616. IF( KBOT-KS+1.GT.NS ) THEN
  617. *
  618. * ==== Sort the shifts (Helps a little)
  619. * . Bubble sort keeps complex conjugate
  620. * . pairs together. ====
  621. *
  622. SORTED = .false.
  623. DO 50 K = KBOT, KS + 1, -1
  624. IF( SORTED )
  625. $ GO TO 60
  626. SORTED = .true.
  627. DO 40 I = KS, K - 1
  628. IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
  629. $ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
  630. SORTED = .false.
  631. *
  632. SWAP = WR( I )
  633. WR( I ) = WR( I+1 )
  634. WR( I+1 ) = SWAP
  635. *
  636. SWAP = WI( I )
  637. WI( I ) = WI( I+1 )
  638. WI( I+1 ) = SWAP
  639. END IF
  640. 40 CONTINUE
  641. 50 CONTINUE
  642. 60 CONTINUE
  643. END IF
  644. *
  645. * ==== Shuffle shifts into pairs of real shifts
  646. * . and pairs of complex conjugate shifts
  647. * . assuming complex conjugate shifts are
  648. * . already adjacent to one another. (Yes,
  649. * . they are.) ====
  650. *
  651. DO 70 I = KBOT, KS + 2, -2
  652. IF( WI( I ).NE.-WI( I-1 ) ) THEN
  653. *
  654. SWAP = WR( I )
  655. WR( I ) = WR( I-1 )
  656. WR( I-1 ) = WR( I-2 )
  657. WR( I-2 ) = SWAP
  658. *
  659. SWAP = WI( I )
  660. WI( I ) = WI( I-1 )
  661. WI( I-1 ) = WI( I-2 )
  662. WI( I-2 ) = SWAP
  663. END IF
  664. 70 CONTINUE
  665. END IF
  666. *
  667. * ==== If there are only two shifts and both are
  668. * . real, then use only one. ====
  669. *
  670. IF( KBOT-KS+1.EQ.2 ) THEN
  671. IF( WI( KBOT ).EQ.ZERO ) THEN
  672. IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
  673. $ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  674. WR( KBOT-1 ) = WR( KBOT )
  675. ELSE
  676. WR( KBOT ) = WR( KBOT-1 )
  677. END IF
  678. END IF
  679. END IF
  680. *
  681. * ==== Use up to NS of the the smallest magnitude
  682. * . shifts. If there aren't NS shifts available,
  683. * . then use them all, possibly dropping one to
  684. * . make the number of shifts even. ====
  685. *
  686. NS = MIN( NS, KBOT-KS+1 )
  687. NS = NS - MOD( NS, 2 )
  688. KS = KBOT - NS + 1
  689. *
  690. * ==== Small-bulge multi-shift QR sweep:
  691. * . split workspace under the subdiagonal into
  692. * . - a KDU-by-KDU work array U in the lower
  693. * . left-hand-corner,
  694. * . - a KDU-by-at-least-KDU-but-more-is-better
  695. * . (KDU-by-NHo) horizontal work array WH along
  696. * . the bottom edge,
  697. * . - and an at-least-KDU-but-more-is-better-by-KDU
  698. * . (NVE-by-KDU) vertical work WV arrow along
  699. * . the left-hand-edge. ====
  700. *
  701. KDU = 2*NS
  702. KU = N - KDU + 1
  703. KWH = KDU + 1
  704. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  705. KWV = KDU + 4
  706. NVE = N - KDU - KWV + 1
  707. *
  708. * ==== Small-bulge multi-shift QR sweep ====
  709. *
  710. CALL SLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  711. $ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
  712. $ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
  713. $ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
  714. END IF
  715. *
  716. * ==== Note progress (or the lack of it). ====
  717. *
  718. IF( LD.GT.0 ) THEN
  719. NDFL = 1
  720. ELSE
  721. NDFL = NDFL + 1
  722. END IF
  723. *
  724. * ==== End of main loop ====
  725. 80 CONTINUE
  726. *
  727. * ==== Iteration limit exceeded. Set INFO to show where
  728. * . the problem occurred and exit. ====
  729. *
  730. INFO = KBOT
  731. 90 CONTINUE
  732. END IF
  733. *
  734. * ==== Return the optimal value of LWORK. ====
  735. *
  736. WORK( 1 ) = SROUNDUP_LWORK( LWKOPT )
  737. *
  738. * ==== End of SLAQR4 ====
  739. *
  740. END