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claqz0.f 22 kB

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  1. *> \brief \b CLAQZ0
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CLAQZ0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/CLAQZ0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/CLAQZ0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/CLAQZ0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAQZ0( WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B,
  22. * $ LDB, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, REC,
  23. * $ INFO )
  24. * IMPLICIT NONE
  25. *
  26. * Arguments
  27. * CHARACTER, INTENT( IN ) :: WANTS, WANTQ, WANTZ
  28. * INTEGER, INTENT( IN ) :: N, ILO, IHI, LDA, LDB, LDQ, LDZ, LWORK,
  29. * $ REC
  30. * INTEGER, INTENT( OUT ) :: INFO
  31. * COMPLEX, INTENT( INOUT ) :: A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  32. * $ Z( LDZ, * ), ALPHA( * ), BETA( * ), WORK( * )
  33. * REAL, INTENT( OUT ) :: RWORK( * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> CLAQZ0 computes the eigenvalues of a matrix pair (H,T),
  43. *> where H is an upper Hessenberg matrix and T is upper triangular,
  44. *> using the double-shift QZ method.
  45. *> Matrix pairs of this type are produced by the reduction to
  46. *> generalized upper Hessenberg form of a 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, P and S are an upper triangular
  58. *> matrices.
  59. *>
  60. *> Optionally, the unitary matrix Q from the generalized Schur
  61. *> factorization may be postmultiplied into an input matrix Q1, and the
  62. *> unitary matrix Z may be postmultiplied into an input matrix Z1.
  63. *> If Q1 and Z1 are the unitary matrices from CGGHRD that reduced
  64. *> the matrix pair (A,B) to generalized upper Hessenberg form, then the
  65. *> output matrices Q1*Q and Z1*Z are the unitary factors from the
  66. *> generalized Schur factorization of (A,B):
  67. *>
  68. *> A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
  69. *>
  70. *> To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
  71. *> of (A,B)) are computed as a pair of values (alpha,beta), where alpha is
  72. *> complex and beta real.
  73. *> If beta is nonzero, lambda = alpha / beta is an eigenvalue of the
  74. *> generalized nonsymmetric eigenvalue problem (GNEP)
  75. *> A*x = lambda*B*x
  76. *> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
  77. *> alternate form of the GNEP
  78. *> mu*A*y = B*y.
  79. *> Eigenvalues can be read directly from the generalized Schur
  80. *> form:
  81. *> alpha = S(i,i), beta = P(i,i).
  82. *>
  83. *> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
  84. *> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
  85. *> pp. 241--256.
  86. *>
  87. *> Ref: B. Kagstrom, D. Kressner, "Multishift Variants of the QZ
  88. *> Algorithm with Aggressive Early Deflation", SIAM J. Numer.
  89. *> Anal., 29(2006), pp. 199--227.
  90. *>
  91. *> Ref: T. Steel, D. Camps, K. Meerbergen, R. Vandebril "A multishift,
  92. *> multipole rational QZ method with agressive early deflation"
  93. *> \endverbatim
  94. *
  95. * Arguments:
  96. * ==========
  97. *
  98. *> \param[in] WANTS
  99. *> \verbatim
  100. *> WANTS is CHARACTER*1
  101. *> = 'E': Compute eigenvalues only;
  102. *> = 'S': Compute eigenvalues and the Schur form.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] WANTQ
  106. *> \verbatim
  107. *> WANTQ is CHARACTER*1
  108. *> = 'N': Left Schur vectors (Q) are not computed;
  109. *> = 'I': Q is initialized to the unit matrix and the matrix Q
  110. *> of left Schur vectors of (A,B) is returned;
  111. *> = 'V': Q must contain an unitary matrix Q1 on entry and
  112. *> the product Q1*Q is returned.
  113. *> \endverbatim
  114. *>
  115. *> \param[in] WANTZ
  116. *> \verbatim
  117. *> WANTZ is CHARACTER*1
  118. *> = 'N': Right Schur vectors (Z) are not computed;
  119. *> = 'I': Z is initialized to the unit matrix and the matrix Z
  120. *> of right Schur vectors of (A,B) is returned;
  121. *> = 'V': Z must contain an unitary matrix Z1 on entry and
  122. *> the product Z1*Z is returned.
  123. *> \endverbatim
  124. *>
  125. *> \param[in] N
  126. *> \verbatim
  127. *> N is INTEGER
  128. *> The order of the matrices A, B, Q, and Z. N >= 0.
  129. *> \endverbatim
  130. *>
  131. *> \param[in] ILO
  132. *> \verbatim
  133. *> ILO is INTEGER
  134. *> \endverbatim
  135. *>
  136. *> \param[in] IHI
  137. *> \verbatim
  138. *> IHI is INTEGER
  139. *> ILO and IHI mark the rows and columns of A which are in
  140. *> Hessenberg form. It is assumed that A is already upper
  141. *> triangular in rows and columns 1:ILO-1 and IHI+1:N.
  142. *> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
  143. *> \endverbatim
  144. *>
  145. *> \param[in,out] A
  146. *> \verbatim
  147. *> A is COMPLEX array, dimension (LDA, N)
  148. *> On entry, the N-by-N upper Hessenberg matrix A.
  149. *> On exit, if JOB = 'S', A contains the upper triangular
  150. *> matrix S from the generalized Schur factorization.
  151. *> If JOB = 'E', the diagonal of A matches that of S, but
  152. *> the rest of A is unspecified.
  153. *> \endverbatim
  154. *>
  155. *> \param[in] LDA
  156. *> \verbatim
  157. *> LDA is INTEGER
  158. *> The leading dimension of the array A. LDA >= max( 1, N ).
  159. *> \endverbatim
  160. *>
  161. *> \param[in,out] B
  162. *> \verbatim
  163. *> B is COMPLEX array, dimension (LDB, N)
  164. *> On entry, the N-by-N upper triangular matrix B.
  165. *> On exit, if JOB = 'S', B contains the upper triangular
  166. *> matrix P from the generalized Schur factorization.
  167. *> If JOB = 'E', the diagonal of B matches that of P, but
  168. *> the rest of B is unspecified.
  169. *> \endverbatim
  170. *>
  171. *> \param[in] LDB
  172. *> \verbatim
  173. *> LDB is INTEGER
  174. *> The leading dimension of the array B. LDB >= max( 1, N ).
  175. *> \endverbatim
  176. *>
  177. *> \param[out] ALPHA
  178. *> \verbatim
  179. *> ALPHA is COMPLEX array, dimension (N)
  180. *> Each scalar alpha defining an eigenvalue
  181. *> of GNEP.
  182. *> \endverbatim
  183. *>
  184. *> \param[out] BETA
  185. *> \verbatim
  186. *> BETA is COMPLEX array, dimension (N)
  187. *> The scalars beta that define the eigenvalues of GNEP.
  188. *> Together, the quantities alpha = ALPHA(j) and
  189. *> beta = BETA(j) represent the j-th eigenvalue of the matrix
  190. *> pair (A,B), in one of the forms lambda = alpha/beta or
  191. *> mu = beta/alpha. Since either lambda or mu may overflow,
  192. *> they should not, in general, be computed.
  193. *> \endverbatim
  194. *>
  195. *> \param[in,out] Q
  196. *> \verbatim
  197. *> Q is COMPLEX array, dimension (LDQ, N)
  198. *> On entry, if COMPQ = 'V', the unitary matrix Q1 used in
  199. *> the reduction of (A,B) to generalized Hessenberg form.
  200. *> On exit, if COMPQ = 'I', the unitary matrix of left Schur
  201. *> vectors of (A,B), and if COMPQ = 'V', the unitary matrix
  202. *> of left Schur vectors of (A,B).
  203. *> Not referenced if COMPQ = 'N'.
  204. *> \endverbatim
  205. *>
  206. *> \param[in] LDQ
  207. *> \verbatim
  208. *> LDQ is INTEGER
  209. *> The leading dimension of the array Q. LDQ >= 1.
  210. *> If COMPQ='V' or 'I', then LDQ >= N.
  211. *> \endverbatim
  212. *>
  213. *> \param[in,out] Z
  214. *> \verbatim
  215. *> Z is COMPLEX array, dimension (LDZ, N)
  216. *> On entry, if COMPZ = 'V', the unitary matrix Z1 used in
  217. *> the reduction of (A,B) to generalized Hessenberg form.
  218. *> On exit, if COMPZ = 'I', the unitary matrix of
  219. *> right Schur vectors of (H,T), and if COMPZ = 'V', the
  220. *> unitary matrix of right Schur vectors of (A,B).
  221. *> Not referenced if COMPZ = 'N'.
  222. *> \endverbatim
  223. *>
  224. *> \param[in] LDZ
  225. *> \verbatim
  226. *> LDZ is INTEGER
  227. *> The leading dimension of the array Z. LDZ >= 1.
  228. *> If COMPZ='V' or 'I', then LDZ >= N.
  229. *> \endverbatim
  230. *>
  231. *> \param[out] WORK
  232. *> \verbatim
  233. *> WORK is COMPLEX array, dimension (MAX(1,LWORK))
  234. *> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
  235. *> \endverbatim
  236. *>
  237. *> \param[in] LWORK
  238. *> \verbatim
  239. *> LWORK is INTEGER
  240. *> The dimension of the array WORK. LWORK >= max(1,N).
  241. *>
  242. *> If LWORK = -1, then a workspace query is assumed; the routine
  243. *> only calculates the optimal size of the WORK array, returns
  244. *> this value as the first entry of the WORK array, and no error
  245. *> message related to LWORK is issued by XERBLA.
  246. *> \endverbatim
  247. *>
  248. *> \param[out] RWORK
  249. *> \verbatim
  250. *> RWORK is REAL array, dimension (N)
  251. *> \endverbatim
  252. *>
  253. *> \param[in] REC
  254. *> \verbatim
  255. *> REC is INTEGER
  256. *> REC indicates the current recursion level. Should be set
  257. *> to 0 on first call.
  258. *> \endverbatim
  259. *>
  260. *> \param[out] INFO
  261. *> \verbatim
  262. *> INFO is INTEGER
  263. *> = 0: successful exit
  264. *> < 0: if INFO = -i, the i-th argument had an illegal value
  265. *> = 1,...,N: the QZ iteration did not converge. (A,B) is not
  266. *> in Schur form, but ALPHA(i) and
  267. *> BETA(i), i=INFO+1,...,N should be correct.
  268. *> \endverbatim
  269. *
  270. * Authors:
  271. * ========
  272. *
  273. *> \author Thijs Steel, KU Leuven
  274. *
  275. *> \date May 2020
  276. *
  277. *> \ingroup complexGEcomputational
  278. *>
  279. * =====================================================================
  280. RECURSIVE SUBROUTINE CLAQZ0( WANTS, WANTQ, WANTZ, N, ILO, IHI, A,
  281. $ LDA, B, LDB, ALPHA, BETA, Q, LDQ, Z,
  282. $ LDZ, WORK, LWORK, RWORK, REC,
  283. $ INFO )
  284. IMPLICIT NONE
  285. * Arguments
  286. CHARACTER, INTENT( IN ) :: WANTS, WANTQ, WANTZ
  287. INTEGER, INTENT( IN ) :: N, ILO, IHI, LDA, LDB, LDQ, LDZ, LWORK,
  288. $ REC
  289. INTEGER, INTENT( OUT ) :: INFO
  290. COMPLEX, INTENT( INOUT ) :: A( LDA, * ), B( LDB, * ), Q( LDQ, * ),
  291. $ Z( LDZ, * ), ALPHA( * ), BETA( * ), WORK( * )
  292. REAL, INTENT( OUT ) :: RWORK( * )
  293. * Parameters
  294. COMPLEX CZERO, CONE
  295. PARAMETER ( CZERO = ( 0.0, 0.0 ), CONE = ( 1.0, 0.0 ) )
  296. REAL :: ZERO, ONE, HALF
  297. PARAMETER( ZERO = 0.0, ONE = 1.0, HALF = 0.5 )
  298. * Local scalars
  299. REAL :: SMLNUM, ULP, SAFMIN, SAFMAX, C1, TEMPR, BNORM, BTOL
  300. COMPLEX :: ESHIFT, S1, TEMP
  301. INTEGER :: ISTART, ISTOP, IITER, MAXIT, ISTART2, K, LD, NSHIFTS,
  302. $ NBLOCK, NW, NMIN, NIBBLE, N_UNDEFLATED, N_DEFLATED,
  303. $ NS, SWEEP_INFO, SHIFTPOS, LWORKREQ, K2, ISTARTM,
  304. $ ISTOPM, IWANTS, IWANTQ, IWANTZ, NORM_INFO, AED_INFO,
  305. $ NWR, NBR, NSR, ITEMP1, ITEMP2, RCOST
  306. LOGICAL :: ILSCHUR, ILQ, ILZ
  307. CHARACTER :: JBCMPZ*3
  308. * External Functions
  309. EXTERNAL :: XERBLA, CHGEQZ, CLAQZ2, CLAQZ3, CLASET, SLABAD,
  310. $ CLARTG, CROT
  311. REAL, EXTERNAL :: SLAMCH, CLANHS
  312. LOGICAL, EXTERNAL :: LSAME
  313. INTEGER, EXTERNAL :: ILAENV
  314. *
  315. * Decode wantS,wantQ,wantZ
  316. *
  317. IF( LSAME( WANTS, 'E' ) ) THEN
  318. ILSCHUR = .FALSE.
  319. IWANTS = 1
  320. ELSE IF( LSAME( WANTS, 'S' ) ) THEN
  321. ILSCHUR = .TRUE.
  322. IWANTS = 2
  323. ELSE
  324. IWANTS = 0
  325. END IF
  326. IF( LSAME( WANTQ, 'N' ) ) THEN
  327. ILQ = .FALSE.
  328. IWANTQ = 1
  329. ELSE IF( LSAME( WANTQ, 'V' ) ) THEN
  330. ILQ = .TRUE.
  331. IWANTQ = 2
  332. ELSE IF( LSAME( WANTQ, 'I' ) ) THEN
  333. ILQ = .TRUE.
  334. IWANTQ = 3
  335. ELSE
  336. IWANTQ = 0
  337. END IF
  338. IF( LSAME( WANTZ, 'N' ) ) THEN
  339. ILZ = .FALSE.
  340. IWANTZ = 1
  341. ELSE IF( LSAME( WANTZ, 'V' ) ) THEN
  342. ILZ = .TRUE.
  343. IWANTZ = 2
  344. ELSE IF( LSAME( WANTZ, 'I' ) ) THEN
  345. ILZ = .TRUE.
  346. IWANTZ = 3
  347. ELSE
  348. IWANTZ = 0
  349. END IF
  350. *
  351. * Check Argument Values
  352. *
  353. INFO = 0
  354. IF( IWANTS.EQ.0 ) THEN
  355. INFO = -1
  356. ELSE IF( IWANTQ.EQ.0 ) THEN
  357. INFO = -2
  358. ELSE IF( IWANTZ.EQ.0 ) THEN
  359. INFO = -3
  360. ELSE IF( N.LT.0 ) THEN
  361. INFO = -4
  362. ELSE IF( ILO.LT.1 ) THEN
  363. INFO = -5
  364. ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
  365. INFO = -6
  366. ELSE IF( LDA.LT.N ) THEN
  367. INFO = -8
  368. ELSE IF( LDB.LT.N ) THEN
  369. INFO = -10
  370. ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
  371. INFO = -15
  372. ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
  373. INFO = -17
  374. END IF
  375. IF( INFO.NE.0 ) THEN
  376. CALL XERBLA( 'CLAQZ0', -INFO )
  377. RETURN
  378. END IF
  379. *
  380. * Quick return if possible
  381. *
  382. IF( N.LE.0 ) THEN
  383. WORK( 1 ) = REAL( 1 )
  384. RETURN
  385. END IF
  386. *
  387. * Get the parameters
  388. *
  389. JBCMPZ( 1:1 ) = WANTS
  390. JBCMPZ( 2:2 ) = WANTQ
  391. JBCMPZ( 3:3 ) = WANTZ
  392. NMIN = ILAENV( 12, 'CLAQZ0', JBCMPZ, N, ILO, IHI, LWORK )
  393. NWR = ILAENV( 13, 'CLAQZ0', JBCMPZ, N, ILO, IHI, LWORK )
  394. NWR = MAX( 2, NWR )
  395. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  396. NIBBLE = ILAENV( 14, 'CLAQZ0', JBCMPZ, N, ILO, IHI, LWORK )
  397. NSR = ILAENV( 15, 'CLAQZ0', JBCMPZ, N, ILO, IHI, LWORK )
  398. NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
  399. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  400. RCOST = ILAENV( 17, 'CLAQZ0', JBCMPZ, N, ILO, IHI, LWORK )
  401. ITEMP1 = INT( NSR/SQRT( 1+2*NSR/( REAL( RCOST )/100*N ) ) )
  402. ITEMP1 = ( ( ITEMP1-1 )/4 )*4+4
  403. NBR = NSR+ITEMP1
  404. IF( N .LT. NMIN .OR. REC .GE. 2 ) THEN
  405. CALL CHGEQZ( WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B, LDB,
  406. $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK,
  407. $ INFO )
  408. RETURN
  409. END IF
  410. *
  411. * Find out required workspace
  412. *
  413. * Workspace query to CLAQZ2
  414. NW = MAX( NWR, NMIN )
  415. CALL CLAQZ2( ILSCHUR, ILQ, ILZ, N, ILO, IHI, NW, A, LDA, B, LDB,
  416. $ Q, LDQ, Z, LDZ, N_UNDEFLATED, N_DEFLATED, ALPHA,
  417. $ BETA, WORK, NW, WORK, NW, WORK, -1, RWORK, REC,
  418. $ AED_INFO )
  419. ITEMP1 = INT( WORK( 1 ) )
  420. * Workspace query to CLAQZ3
  421. CALL CLAQZ3( ILSCHUR, ILQ, ILZ, N, ILO, IHI, NSR, NBR, ALPHA,
  422. $ BETA, A, LDA, B, LDB, Q, LDQ, Z, LDZ, WORK, NBR,
  423. $ WORK, NBR, WORK, -1, SWEEP_INFO )
  424. ITEMP2 = INT( WORK( 1 ) )
  425. LWORKREQ = MAX( ITEMP1+2*NW**2, ITEMP2+2*NBR**2 )
  426. IF ( LWORK .EQ.-1 ) THEN
  427. WORK( 1 ) = REAL( LWORKREQ )
  428. RETURN
  429. ELSE IF ( LWORK .LT. LWORKREQ ) THEN
  430. INFO = -19
  431. END IF
  432. IF( INFO.NE.0 ) THEN
  433. CALL XERBLA( 'CLAQZ0', INFO )
  434. RETURN
  435. END IF
  436. *
  437. * Initialize Q and Z
  438. *
  439. IF( IWANTQ.EQ.3 ) CALL CLASET( 'FULL', N, N, CZERO, CONE, Q,
  440. $ LDQ )
  441. IF( IWANTZ.EQ.3 ) CALL CLASET( 'FULL', N, N, CZERO, CONE, Z,
  442. $ LDZ )
  443. * Get machine constants
  444. SAFMIN = SLAMCH( 'SAFE MINIMUM' )
  445. SAFMAX = ONE/SAFMIN
  446. CALL SLABAD( SAFMIN, SAFMAX )
  447. ULP = SLAMCH( 'PRECISION' )
  448. SMLNUM = SAFMIN*( REAL( N )/ULP )
  449. BNORM = CLANHS( 'F', IHI-ILO+1, B( ILO, ILO ), LDB, RWORK )
  450. BTOL = MAX( SAFMIN, ULP*BNORM )
  451. ISTART = ILO
  452. ISTOP = IHI
  453. MAXIT = 30*( IHI-ILO+1 )
  454. LD = 0
  455. DO IITER = 1, MAXIT
  456. IF( IITER .GE. MAXIT ) THEN
  457. INFO = ISTOP+1
  458. GOTO 80
  459. END IF
  460. IF ( ISTART+1 .GE. ISTOP ) THEN
  461. ISTOP = ISTART
  462. EXIT
  463. END IF
  464. * Check deflations at the end
  465. IF ( ABS( A( ISTOP, ISTOP-1 ) ) .LE. MAX( SMLNUM,
  466. $ ULP*( ABS( A( ISTOP, ISTOP ) )+ABS( A( ISTOP-1,
  467. $ ISTOP-1 ) ) ) ) ) THEN
  468. A( ISTOP, ISTOP-1 ) = CZERO
  469. ISTOP = ISTOP-1
  470. LD = 0
  471. ESHIFT = CZERO
  472. END IF
  473. * Check deflations at the start
  474. IF ( ABS( A( ISTART+1, ISTART ) ) .LE. MAX( SMLNUM,
  475. $ ULP*( ABS( A( ISTART, ISTART ) )+ABS( A( ISTART+1,
  476. $ ISTART+1 ) ) ) ) ) THEN
  477. A( ISTART+1, ISTART ) = CZERO
  478. ISTART = ISTART+1
  479. LD = 0
  480. ESHIFT = CZERO
  481. END IF
  482. IF ( ISTART+1 .GE. ISTOP ) THEN
  483. EXIT
  484. END IF
  485. * Check interior deflations
  486. ISTART2 = ISTART
  487. DO K = ISTOP, ISTART+1, -1
  488. IF ( ABS( A( K, K-1 ) ) .LE. MAX( SMLNUM, ULP*( ABS( A( K,
  489. $ K ) )+ABS( A( K-1, K-1 ) ) ) ) ) THEN
  490. A( K, K-1 ) = CZERO
  491. ISTART2 = K
  492. EXIT
  493. END IF
  494. END DO
  495. * Get range to apply rotations to
  496. IF ( ILSCHUR ) THEN
  497. ISTARTM = 1
  498. ISTOPM = N
  499. ELSE
  500. ISTARTM = ISTART2
  501. ISTOPM = ISTOP
  502. END IF
  503. * Check infinite eigenvalues, this is done without blocking so might
  504. * slow down the method when many infinite eigenvalues are present
  505. K = ISTOP
  506. DO WHILE ( K.GE.ISTART2 )
  507. IF( ABS( B( K, K ) ) .LT. BTOL ) THEN
  508. * A diagonal element of B is negligable, move it
  509. * to the top and deflate it
  510. DO K2 = K, ISTART2+1, -1
  511. CALL CLARTG( B( K2-1, K2 ), B( K2-1, K2-1 ), C1, S1,
  512. $ TEMP )
  513. B( K2-1, K2 ) = TEMP
  514. B( K2-1, K2-1 ) = CZERO
  515. CALL CROT( K2-2-ISTARTM+1, B( ISTARTM, K2 ), 1,
  516. $ B( ISTARTM, K2-1 ), 1, C1, S1 )
  517. CALL CROT( MIN( K2+1, ISTOP )-ISTARTM+1, A( ISTARTM,
  518. $ K2 ), 1, A( ISTARTM, K2-1 ), 1, C1, S1 )
  519. IF ( ILZ ) THEN
  520. CALL CROT( N, Z( 1, K2 ), 1, Z( 1, K2-1 ), 1, C1,
  521. $ S1 )
  522. END IF
  523. IF( K2.LT.ISTOP ) THEN
  524. CALL CLARTG( A( K2, K2-1 ), A( K2+1, K2-1 ), C1,
  525. $ S1, TEMP )
  526. A( K2, K2-1 ) = TEMP
  527. A( K2+1, K2-1 ) = CZERO
  528. CALL CROT( ISTOPM-K2+1, A( K2, K2 ), LDA, A( K2+1,
  529. $ K2 ), LDA, C1, S1 )
  530. CALL CROT( ISTOPM-K2+1, B( K2, K2 ), LDB, B( K2+1,
  531. $ K2 ), LDB, C1, S1 )
  532. IF( ILQ ) THEN
  533. CALL CROT( N, Q( 1, K2 ), 1, Q( 1, K2+1 ), 1,
  534. $ C1, CONJG( S1 ) )
  535. END IF
  536. END IF
  537. END DO
  538. IF( ISTART2.LT.ISTOP )THEN
  539. CALL CLARTG( A( ISTART2, ISTART2 ), A( ISTART2+1,
  540. $ ISTART2 ), C1, S1, TEMP )
  541. A( ISTART2, ISTART2 ) = TEMP
  542. A( ISTART2+1, ISTART2 ) = CZERO
  543. CALL CROT( ISTOPM-( ISTART2+1 )+1, A( ISTART2,
  544. $ ISTART2+1 ), LDA, A( ISTART2+1,
  545. $ ISTART2+1 ), LDA, C1, S1 )
  546. CALL CROT( ISTOPM-( ISTART2+1 )+1, B( ISTART2,
  547. $ ISTART2+1 ), LDB, B( ISTART2+1,
  548. $ ISTART2+1 ), LDB, C1, S1 )
  549. IF( ILQ ) THEN
  550. CALL CROT( N, Q( 1, ISTART2 ), 1, Q( 1,
  551. $ ISTART2+1 ), 1, C1, CONJG( S1 ) )
  552. END IF
  553. END IF
  554. ISTART2 = ISTART2+1
  555. END IF
  556. K = K-1
  557. END DO
  558. * istart2 now points to the top of the bottom right
  559. * unreduced Hessenberg block
  560. IF ( ISTART2 .GE. ISTOP ) THEN
  561. ISTOP = ISTART2-1
  562. LD = 0
  563. ESHIFT = CZERO
  564. CYCLE
  565. END IF
  566. NW = NWR
  567. NSHIFTS = NSR
  568. NBLOCK = NBR
  569. IF ( ISTOP-ISTART2+1 .LT. NMIN ) THEN
  570. * Setting nw to the size of the subblock will make AED deflate
  571. * all the eigenvalues. This is slightly more efficient than just
  572. * using CHGEQZ because the off diagonal part gets updated via BLAS.
  573. IF ( ISTOP-ISTART+1 .LT. NMIN ) THEN
  574. NW = ISTOP-ISTART+1
  575. ISTART2 = ISTART
  576. ELSE
  577. NW = ISTOP-ISTART2+1
  578. END IF
  579. END IF
  580. *
  581. * Time for AED
  582. *
  583. CALL CLAQZ2( ILSCHUR, ILQ, ILZ, N, ISTART2, ISTOP, NW, A, LDA,
  584. $ B, LDB, Q, LDQ, Z, LDZ, N_UNDEFLATED, N_DEFLATED,
  585. $ ALPHA, BETA, WORK, NW, WORK( NW**2+1 ), NW,
  586. $ WORK( 2*NW**2+1 ), LWORK-2*NW**2, RWORK, REC,
  587. $ AED_INFO )
  588. IF ( N_DEFLATED > 0 ) THEN
  589. ISTOP = ISTOP-N_DEFLATED
  590. LD = 0
  591. ESHIFT = CZERO
  592. END IF
  593. IF ( 100*N_DEFLATED > NIBBLE*( N_DEFLATED+N_UNDEFLATED ) .OR.
  594. $ ISTOP-ISTART2+1 .LT. NMIN ) THEN
  595. * AED has uncovered many eigenvalues. Skip a QZ sweep and run
  596. * AED again.
  597. CYCLE
  598. END IF
  599. LD = LD+1
  600. NS = MIN( NSHIFTS, ISTOP-ISTART2 )
  601. NS = MIN( NS, N_UNDEFLATED )
  602. SHIFTPOS = ISTOP-N_DEFLATED-N_UNDEFLATED+1
  603. IF ( MOD( LD, 6 ) .EQ. 0 ) THEN
  604. *
  605. * Exceptional shift. Chosen for no particularly good reason.
  606. *
  607. IF( ( REAL( MAXIT )*SAFMIN )*ABS( A( ISTOP,
  608. $ ISTOP-1 ) ).LT.ABS( A( ISTOP-1, ISTOP-1 ) ) ) THEN
  609. ESHIFT = A( ISTOP, ISTOP-1 )/B( ISTOP-1, ISTOP-1 )
  610. ELSE
  611. ESHIFT = ESHIFT+CONE/( SAFMIN*REAL( MAXIT ) )
  612. END IF
  613. ALPHA( SHIFTPOS ) = CONE
  614. BETA( SHIFTPOS ) = ESHIFT
  615. NS = 1
  616. END IF
  617. *
  618. * Time for a QZ sweep
  619. *
  620. CALL CLAQZ3( ILSCHUR, ILQ, ILZ, N, ISTART2, ISTOP, NS, NBLOCK,
  621. $ ALPHA( SHIFTPOS ), BETA( SHIFTPOS ), A, LDA, B,
  622. $ LDB, Q, LDQ, Z, LDZ, WORK, NBLOCK, WORK( NBLOCK**
  623. $ 2+1 ), NBLOCK, WORK( 2*NBLOCK**2+1 ),
  624. $ LWORK-2*NBLOCK**2, SWEEP_INFO )
  625. END DO
  626. *
  627. * Call CHGEQZ to normalize the eigenvalue blocks and set the eigenvalues
  628. * If all the eigenvalues have been found, CHGEQZ will not do any iterations
  629. * and only normalize the blocks. In case of a rare convergence failure,
  630. * the single shift might perform better.
  631. *
  632. 80 CALL CHGEQZ( WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B, LDB,
  633. $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK,
  634. $ NORM_INFO )
  635. INFO = NORM_INFO
  636. END SUBROUTINE