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zlaqr0.f 25 kB

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  1. *> \brief \b ZLAQR0 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 ZLAQR0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaqr0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaqr0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaqr0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZLAQR0( 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*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> ZLAQR0 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. *>
  81. *> It is assumed that H is already upper triangular in rows
  82. *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
  83. *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
  84. *> previous call to ZGEBAL, and then passed to ZGEHRD when the
  85. *> matrix output by ZGEBAL is reduced to Hessenberg form.
  86. *> Otherwise, ILO and IHI should be set to 1 and N,
  87. *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
  88. *> If N = 0, then ILO = 1 and IHI = 0.
  89. *> \endverbatim
  90. *>
  91. *> \param[in,out] H
  92. *> \verbatim
  93. *> H is COMPLEX*16 array, dimension (LDH,N)
  94. *> On entry, the upper Hessenberg matrix H.
  95. *> On exit, if INFO = 0 and WANTT is .TRUE., then H
  96. *> contains the upper triangular matrix T from the Schur
  97. *> decomposition (the Schur form). If INFO = 0 and WANT is
  98. *> .FALSE., then the contents of H are unspecified on exit.
  99. *> (The output value of H when INFO > 0 is given under the
  100. *> description of INFO below.)
  101. *>
  102. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  103. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] LDH
  107. *> \verbatim
  108. *> LDH is INTEGER
  109. *> The leading dimension of the array H. LDH >= max(1,N).
  110. *> \endverbatim
  111. *>
  112. *> \param[out] W
  113. *> \verbatim
  114. *> W is COMPLEX*16 array, dimension (N)
  115. *> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
  116. *> in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
  117. *> stored in the same order as on the diagonal of the Schur
  118. *> form returned in H, with W(i) = H(i,i).
  119. *> \endverbatim
  120. *>
  121. *> \param[in] ILOZ
  122. *> \verbatim
  123. *> ILOZ is INTEGER
  124. *> \endverbatim
  125. *>
  126. *> \param[in] IHIZ
  127. *> \verbatim
  128. *> IHIZ is INTEGER
  129. *> Specify the rows of Z to which transformations must be
  130. *> applied if WANTZ is .TRUE..
  131. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  132. *> \endverbatim
  133. *>
  134. *> \param[in,out] Z
  135. *> \verbatim
  136. *> Z is COMPLEX*16 array, dimension (LDZ,IHI)
  137. *> If WANTZ is .FALSE., then Z is not referenced.
  138. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  139. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  140. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  141. *> (The output value of Z when INFO > 0 is given under
  142. *> the description of INFO below.)
  143. *> \endverbatim
  144. *>
  145. *> \param[in] LDZ
  146. *> \verbatim
  147. *> LDZ is INTEGER
  148. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  149. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  150. *> \endverbatim
  151. *>
  152. *> \param[out] WORK
  153. *> \verbatim
  154. *> WORK is COMPLEX*16 array, dimension LWORK
  155. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  156. *> the optimal value for LWORK.
  157. *> \endverbatim
  158. *>
  159. *> \param[in] LWORK
  160. *> \verbatim
  161. *> LWORK is INTEGER
  162. *> The dimension of the array WORK. LWORK >= max(1,N)
  163. *> is sufficient, but LWORK typically as large as 6*N may
  164. *> be required for optimal performance. A workspace query
  165. *> to determine the optimal workspace size is recommended.
  166. *>
  167. *> If LWORK = -1, then ZLAQR0 does a workspace query.
  168. *> In this case, ZLAQR0 checks the input parameters and
  169. *> estimates the optimal workspace size for the given
  170. *> values of N, ILO and IHI. The estimate is returned
  171. *> in WORK(1). No error message related to LWORK is
  172. *> issued by XERBLA. Neither H nor Z are accessed.
  173. *> \endverbatim
  174. *>
  175. *> \param[out] INFO
  176. *> \verbatim
  177. *> INFO is INTEGER
  178. *> = 0: successful exit
  179. *> > 0: if INFO = i, ZLAQR0 failed to compute all of
  180. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  181. *> and WI contain those eigenvalues which have been
  182. *> successfully computed. (Failures are rare.)
  183. *>
  184. *> If INFO > 0 and WANT is .FALSE., then on exit,
  185. *> the remaining unconverged eigenvalues are the eigen-
  186. *> values of the upper Hessenberg matrix rows and
  187. *> columns ILO through INFO of the final, output
  188. *> value of H.
  189. *>
  190. *> If INFO > 0 and WANTT is .TRUE., then on exit
  191. *>
  192. *> (*) (initial value of H)*U = U*(final value of H)
  193. *>
  194. *> where U is a unitary matrix. The final
  195. *> value of H is upper Hessenberg and triangular in
  196. *> rows and columns INFO+1 through IHI.
  197. *>
  198. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  199. *>
  200. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  201. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  202. *>
  203. *> where U is the unitary matrix in (*) (regard-
  204. *> less of the value of WANTT.)
  205. *>
  206. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  207. *> accessed.
  208. *> \endverbatim
  209. *
  210. * Authors:
  211. * ========
  212. *
  213. *> \author Univ. of Tennessee
  214. *> \author Univ. of California Berkeley
  215. *> \author Univ. of Colorado Denver
  216. *> \author NAG Ltd.
  217. *
  218. *> \ingroup complex16OTHERauxiliary
  219. *
  220. *> \par Contributors:
  221. * ==================
  222. *>
  223. *> Karen Braman and Ralph Byers, Department of Mathematics,
  224. *> University of Kansas, USA
  225. *
  226. *> \par References:
  227. * ================
  228. *>
  229. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  230. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  231. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  232. *> 929--947, 2002.
  233. *> \n
  234. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  235. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  236. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  237. *>
  238. * =====================================================================
  239. SUBROUTINE ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  240. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  241. *
  242. * -- LAPACK auxiliary routine --
  243. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  244. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  245. *
  246. * .. Scalar Arguments ..
  247. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  248. LOGICAL WANTT, WANTZ
  249. * ..
  250. * .. Array Arguments ..
  251. COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  252. * ..
  253. *
  254. * ================================================================
  255. *
  256. * .. Parameters ..
  257. *
  258. * ==== Matrices of order NTINY or smaller must be processed by
  259. * . ZLAHQR because of insufficient subdiagonal scratch space.
  260. * . (This is a hard limit.) ====
  261. INTEGER NTINY
  262. PARAMETER ( NTINY = 15 )
  263. *
  264. * ==== Exceptional deflation windows: try to cure rare
  265. * . slow convergence by varying the size of the
  266. * . deflation window after KEXNW iterations. ====
  267. INTEGER KEXNW
  268. PARAMETER ( KEXNW = 5 )
  269. *
  270. * ==== Exceptional shifts: try to cure rare slow convergence
  271. * . with ad-hoc exceptional shifts every KEXSH iterations.
  272. * . ====
  273. INTEGER KEXSH
  274. PARAMETER ( KEXSH = 6 )
  275. *
  276. * ==== The constant WILK1 is used to form the exceptional
  277. * . shifts. ====
  278. DOUBLE PRECISION WILK1
  279. PARAMETER ( WILK1 = 0.75d0 )
  280. COMPLEX*16 ZERO, ONE
  281. PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
  282. $ ONE = ( 1.0d0, 0.0d0 ) )
  283. DOUBLE PRECISION TWO
  284. PARAMETER ( TWO = 2.0d0 )
  285. * ..
  286. * .. Local Scalars ..
  287. COMPLEX*16 AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  288. DOUBLE PRECISION S
  289. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  290. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  291. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  292. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  293. LOGICAL SORTED
  294. CHARACTER JBCMPZ*2
  295. * ..
  296. * .. External Functions ..
  297. INTEGER ILAENV
  298. EXTERNAL ILAENV
  299. * ..
  300. * .. Local Arrays ..
  301. COMPLEX*16 ZDUM( 1, 1 )
  302. * ..
  303. * .. External Subroutines ..
  304. EXTERNAL ZLACPY, ZLAHQR, ZLAQR3, ZLAQR4, ZLAQR5
  305. * ..
  306. * .. Intrinsic Functions ..
  307. INTRINSIC ABS, DBLE, DCMPLX, DIMAG, INT, MAX, MIN, MOD,
  308. $ SQRT
  309. * ..
  310. * .. Statement Functions ..
  311. DOUBLE PRECISION CABS1
  312. * ..
  313. * .. Statement Function definitions ..
  314. CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
  315. * ..
  316. * .. Executable Statements ..
  317. INFO = 0
  318. *
  319. * ==== Quick return for N = 0: nothing to do. ====
  320. *
  321. IF( N.EQ.0 ) THEN
  322. WORK( 1 ) = ONE
  323. RETURN
  324. END IF
  325. *
  326. IF( N.LE.NTINY ) THEN
  327. *
  328. * ==== Tiny matrices must use ZLAHQR. ====
  329. *
  330. LWKOPT = 1
  331. IF( LWORK.NE.-1 )
  332. $ CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  333. $ IHIZ, Z, LDZ, INFO )
  334. ELSE
  335. *
  336. * ==== Use small bulge multi-shift QR with aggressive early
  337. * . deflation on larger-than-tiny matrices. ====
  338. *
  339. * ==== Hope for the best. ====
  340. *
  341. INFO = 0
  342. *
  343. * ==== Set up job flags for ILAENV. ====
  344. *
  345. IF( WANTT ) THEN
  346. JBCMPZ( 1: 1 ) = 'S'
  347. ELSE
  348. JBCMPZ( 1: 1 ) = 'E'
  349. END IF
  350. IF( WANTZ ) THEN
  351. JBCMPZ( 2: 2 ) = 'V'
  352. ELSE
  353. JBCMPZ( 2: 2 ) = 'N'
  354. END IF
  355. *
  356. * ==== NWR = recommended deflation window size. At this
  357. * . point, N .GT. NTINY = 15, so there is enough
  358. * . subdiagonal workspace for NWR.GE.2 as required.
  359. * . (In fact, there is enough subdiagonal space for
  360. * . NWR.GE.4.) ====
  361. *
  362. NWR = ILAENV( 13, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  363. NWR = MAX( 2, NWR )
  364. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  365. *
  366. * ==== NSR = recommended number of simultaneous shifts.
  367. * . At this point N .GT. NTINY = 15, so there is at
  368. * . enough subdiagonal workspace for NSR to be even
  369. * . and greater than or equal to two as required. ====
  370. *
  371. NSR = ILAENV( 15, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  372. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  373. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  374. *
  375. * ==== Estimate optimal workspace ====
  376. *
  377. * ==== Workspace query call to ZLAQR3 ====
  378. *
  379. CALL ZLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  380. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  381. $ LDH, WORK, -1 )
  382. *
  383. * ==== Optimal workspace = MAX(ZLAQR5, ZLAQR3) ====
  384. *
  385. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  386. *
  387. * ==== Quick return in case of workspace query. ====
  388. *
  389. IF( LWORK.EQ.-1 ) THEN
  390. WORK( 1 ) = DCMPLX( LWKOPT, 0 )
  391. RETURN
  392. END IF
  393. *
  394. * ==== ZLAHQR/ZLAQR0 crossover point ====
  395. *
  396. NMIN = ILAENV( 12, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  397. NMIN = MAX( NTINY, NMIN )
  398. *
  399. * ==== Nibble crossover point ====
  400. *
  401. NIBBLE = ILAENV( 14, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  402. NIBBLE = MAX( 0, NIBBLE )
  403. *
  404. * ==== Accumulate reflections during ttswp? Use block
  405. * . 2-by-2 structure during matrix-matrix multiply? ====
  406. *
  407. KACC22 = ILAENV( 16, 'ZLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  408. KACC22 = MAX( 0, KACC22 )
  409. KACC22 = MIN( 2, KACC22 )
  410. *
  411. * ==== NWMAX = the largest possible deflation window for
  412. * . which there is sufficient workspace. ====
  413. *
  414. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  415. NW = NWMAX
  416. *
  417. * ==== NSMAX = the Largest number of simultaneous shifts
  418. * . for which there is sufficient workspace. ====
  419. *
  420. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  421. NSMAX = NSMAX - MOD( NSMAX, 2 )
  422. *
  423. * ==== NDFL: an iteration count restarted at deflation. ====
  424. *
  425. NDFL = 1
  426. *
  427. * ==== ITMAX = iteration limit ====
  428. *
  429. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  430. *
  431. * ==== Last row and column in the active block ====
  432. *
  433. KBOT = IHI
  434. *
  435. * ==== Main Loop ====
  436. *
  437. DO 70 IT = 1, ITMAX
  438. *
  439. * ==== Done when KBOT falls below ILO ====
  440. *
  441. IF( KBOT.LT.ILO )
  442. $ GO TO 80
  443. *
  444. * ==== Locate active block ====
  445. *
  446. DO 10 K = KBOT, ILO + 1, -1
  447. IF( H( K, K-1 ).EQ.ZERO )
  448. $ GO TO 20
  449. 10 CONTINUE
  450. K = ILO
  451. 20 CONTINUE
  452. KTOP = K
  453. *
  454. * ==== Select deflation window size:
  455. * . Typical Case:
  456. * . If possible and advisable, nibble the entire
  457. * . active block. If not, use size MIN(NWR,NWMAX)
  458. * . or MIN(NWR+1,NWMAX) depending upon which has
  459. * . the smaller corresponding subdiagonal entry
  460. * . (a heuristic).
  461. * .
  462. * . Exceptional Case:
  463. * . If there have been no deflations in KEXNW or
  464. * . more iterations, then vary the deflation window
  465. * . size. At first, because, larger windows are,
  466. * . in general, more powerful than smaller ones,
  467. * . rapidly increase the window to the maximum possible.
  468. * . Then, gradually reduce the window size. ====
  469. *
  470. NH = KBOT - KTOP + 1
  471. NWUPBD = MIN( NH, NWMAX )
  472. IF( NDFL.LT.KEXNW ) THEN
  473. NW = MIN( NWUPBD, NWR )
  474. ELSE
  475. NW = MIN( NWUPBD, 2*NW )
  476. END IF
  477. IF( NW.LT.NWMAX ) THEN
  478. IF( NW.GE.NH-1 ) THEN
  479. NW = NH
  480. ELSE
  481. KWTOP = KBOT - NW + 1
  482. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  483. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  484. END IF
  485. END IF
  486. IF( NDFL.LT.KEXNW ) THEN
  487. NDEC = -1
  488. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  489. NDEC = NDEC + 1
  490. IF( NW-NDEC.LT.2 )
  491. $ NDEC = 0
  492. NW = NW - NDEC
  493. END IF
  494. *
  495. * ==== Aggressive early deflation:
  496. * . split workspace under the subdiagonal into
  497. * . - an nw-by-nw work array V in the lower
  498. * . left-hand-corner,
  499. * . - an NW-by-at-least-NW-but-more-is-better
  500. * . (NW-by-NHO) horizontal work array along
  501. * . the bottom edge,
  502. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  503. * . vertical work array along the left-hand-edge.
  504. * . ====
  505. *
  506. KV = N - NW + 1
  507. KT = NW + 1
  508. NHO = ( N-NW-1 ) - KT + 1
  509. KWV = NW + 2
  510. NVE = ( N-NW ) - KWV + 1
  511. *
  512. * ==== Aggressive early deflation ====
  513. *
  514. CALL ZLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  515. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  516. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  517. $ LWORK )
  518. *
  519. * ==== Adjust KBOT accounting for new deflations. ====
  520. *
  521. KBOT = KBOT - LD
  522. *
  523. * ==== KS points to the shifts. ====
  524. *
  525. KS = KBOT - LS + 1
  526. *
  527. * ==== Skip an expensive QR sweep if there is a (partly
  528. * . heuristic) reason to expect that many eigenvalues
  529. * . will deflate without it. Here, the QR sweep is
  530. * . skipped if many eigenvalues have just been deflated
  531. * . or if the remaining active block is small.
  532. *
  533. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  534. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  535. *
  536. * ==== NS = nominal number of simultaneous shifts.
  537. * . This may be lowered (slightly) if ZLAQR3
  538. * . did not provide that many shifts. ====
  539. *
  540. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  541. NS = NS - MOD( NS, 2 )
  542. *
  543. * ==== If there have been no deflations
  544. * . in a multiple of KEXSH iterations,
  545. * . then try exceptional shifts.
  546. * . Otherwise use shifts provided by
  547. * . ZLAQR3 above or from the eigenvalues
  548. * . of a trailing principal submatrix. ====
  549. *
  550. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  551. KS = KBOT - NS + 1
  552. DO 30 I = KBOT, KS + 1, -2
  553. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  554. W( I-1 ) = W( I )
  555. 30 CONTINUE
  556. ELSE
  557. *
  558. * ==== Got NS/2 or fewer shifts? Use ZLAQR4 or
  559. * . ZLAHQR on a trailing principal submatrix to
  560. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  561. * . there is enough space below the subdiagonal
  562. * . to fit an NS-by-NS scratch array.) ====
  563. *
  564. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  565. KS = KBOT - NS + 1
  566. KT = N - NS + 1
  567. CALL ZLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  568. $ H( KT, 1 ), LDH )
  569. IF( NS.GT.NMIN ) THEN
  570. CALL ZLAQR4( .false., .false., NS, 1, NS,
  571. $ H( KT, 1 ), LDH, W( KS ), 1, 1,
  572. $ ZDUM, 1, WORK, LWORK, INF )
  573. ELSE
  574. CALL ZLAHQR( .false., .false., NS, 1, NS,
  575. $ H( KT, 1 ), LDH, W( KS ), 1, 1,
  576. $ ZDUM, 1, INF )
  577. END IF
  578. KS = KS + INF
  579. *
  580. * ==== In case of a rare QR failure use
  581. * . eigenvalues of the trailing 2-by-2
  582. * . principal submatrix. Scale to avoid
  583. * . overflows, underflows and subnormals.
  584. * . (The scale factor S can not be zero,
  585. * . because H(KBOT,KBOT-1) is nonzero.) ====
  586. *
  587. IF( KS.GE.KBOT ) THEN
  588. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  589. $ CABS1( H( KBOT, KBOT-1 ) ) +
  590. $ CABS1( H( KBOT-1, KBOT ) ) +
  591. $ CABS1( H( KBOT, KBOT ) )
  592. AA = H( KBOT-1, KBOT-1 ) / S
  593. CC = H( KBOT, KBOT-1 ) / S
  594. BB = H( KBOT-1, KBOT ) / S
  595. DD = H( KBOT, KBOT ) / S
  596. TR2 = ( AA+DD ) / TWO
  597. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  598. RTDISC = SQRT( -DET )
  599. W( KBOT-1 ) = ( TR2+RTDISC )*S
  600. W( KBOT ) = ( TR2-RTDISC )*S
  601. *
  602. KS = KBOT - 1
  603. END IF
  604. END IF
  605. *
  606. IF( KBOT-KS+1.GT.NS ) THEN
  607. *
  608. * ==== Sort the shifts (Helps a little) ====
  609. *
  610. SORTED = .false.
  611. DO 50 K = KBOT, KS + 1, -1
  612. IF( SORTED )
  613. $ GO TO 60
  614. SORTED = .true.
  615. DO 40 I = KS, K - 1
  616. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  617. $ THEN
  618. SORTED = .false.
  619. SWAP = W( I )
  620. W( I ) = W( I+1 )
  621. W( I+1 ) = SWAP
  622. END IF
  623. 40 CONTINUE
  624. 50 CONTINUE
  625. 60 CONTINUE
  626. END IF
  627. END IF
  628. *
  629. * ==== If there are only two shifts, then use
  630. * . only one. ====
  631. *
  632. IF( KBOT-KS+1.EQ.2 ) THEN
  633. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  634. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  635. W( KBOT-1 ) = W( KBOT )
  636. ELSE
  637. W( KBOT ) = W( KBOT-1 )
  638. END IF
  639. END IF
  640. *
  641. * ==== Use up to NS of the the smallest magnitude
  642. * . shifts. If there aren't NS shifts available,
  643. * . then use them all, possibly dropping one to
  644. * . make the number of shifts even. ====
  645. *
  646. NS = MIN( NS, KBOT-KS+1 )
  647. NS = NS - MOD( NS, 2 )
  648. KS = KBOT - NS + 1
  649. *
  650. * ==== Small-bulge multi-shift QR sweep:
  651. * . split workspace under the subdiagonal into
  652. * . - a KDU-by-KDU work array U in the lower
  653. * . left-hand-corner,
  654. * . - a KDU-by-at-least-KDU-but-more-is-better
  655. * . (KDU-by-NHo) horizontal work array WH along
  656. * . the bottom edge,
  657. * . - and an at-least-KDU-but-more-is-better-by-KDU
  658. * . (NVE-by-KDU) vertical work WV arrow along
  659. * . the left-hand-edge. ====
  660. *
  661. KDU = 2*NS
  662. KU = N - KDU + 1
  663. KWH = KDU + 1
  664. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  665. KWV = KDU + 4
  666. NVE = N - KDU - KWV + 1
  667. *
  668. * ==== Small-bulge multi-shift QR sweep ====
  669. *
  670. CALL ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  671. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  672. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  673. $ NHO, H( KU, KWH ), LDH )
  674. END IF
  675. *
  676. * ==== Note progress (or the lack of it). ====
  677. *
  678. IF( LD.GT.0 ) THEN
  679. NDFL = 1
  680. ELSE
  681. NDFL = NDFL + 1
  682. END IF
  683. *
  684. * ==== End of main loop ====
  685. 70 CONTINUE
  686. *
  687. * ==== Iteration limit exceeded. Set INFO to show where
  688. * . the problem occurred and exit. ====
  689. *
  690. INFO = KBOT
  691. 80 CONTINUE
  692. END IF
  693. *
  694. * ==== Return the optimal value of LWORK. ====
  695. *
  696. WORK( 1 ) = DCMPLX( LWKOPT, 0 )
  697. *
  698. * ==== End of ZLAQR0 ====
  699. *
  700. END