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claqr4.f 25 kB

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  1. *> \brief \b CLAQR4 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 CLAQR4 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr4.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr4.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr4.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAQR4( 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. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> CLAQR4 implements one level of recursion for CLAQR0.
  40. *> It is a complete implementation of the small bulge multi-shift
  41. *> QR algorithm. It may be called by CLAQR0 and, for large enough
  42. *> deflation window size, it may be called by CLAQR3. This
  43. *> subroutine is identical to CLAQR0 except that it calls CLAQR2
  44. *> instead of CLAQR3.
  45. *>
  46. *> CLAQR4 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**H, where T is an upper triangular matrix (the
  49. *> Schur form), and Z is the unitary matrix of Schur vectors.
  50. *>
  51. *> Optionally Z may be postmultiplied into an input unitary
  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 unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
  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 CGEBAL, and then passed to CGEHRD when the
  92. *> matrix output by CGEBAL 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 COMPLEX array, dimension (LDH,N)
  101. *> On entry, the upper Hessenberg matrix H.
  102. *> On exit, if INFO = 0 and WANTT is .TRUE., then H
  103. *> contains the upper triangular matrix T from the Schur
  104. *> decomposition (the Schur form). If INFO = 0 and WANT is
  105. *> .FALSE., then the contents of H are unspecified on exit.
  106. *> (The output value of H when INFO > 0 is given under the
  107. *> description of INFO below.)
  108. *>
  109. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  110. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  111. *> \endverbatim
  112. *>
  113. *> \param[in] LDH
  114. *> \verbatim
  115. *> LDH is INTEGER
  116. *> The leading dimension of the array H. LDH >= max(1,N).
  117. *> \endverbatim
  118. *>
  119. *> \param[out] W
  120. *> \verbatim
  121. *> W is COMPLEX array, dimension (N)
  122. *> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
  123. *> in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
  124. *> stored in the same order as on the diagonal of the Schur
  125. *> form returned in H, with W(i) = H(i,i).
  126. *> \endverbatim
  127. *>
  128. *> \param[in] ILOZ
  129. *> \verbatim
  130. *> ILOZ is INTEGER
  131. *> \endverbatim
  132. *>
  133. *> \param[in] IHIZ
  134. *> \verbatim
  135. *> IHIZ is INTEGER
  136. *> Specify the rows of Z to which transformations must be
  137. *> applied if WANTZ is .TRUE..
  138. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  139. *> \endverbatim
  140. *>
  141. *> \param[in,out] Z
  142. *> \verbatim
  143. *> Z is COMPLEX array, dimension (LDZ,IHI)
  144. *> If WANTZ is .FALSE., then Z is not referenced.
  145. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  146. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  147. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  148. *> (The output value of Z when INFO > 0 is given under
  149. *> the description of INFO below.)
  150. *> \endverbatim
  151. *>
  152. *> \param[in] LDZ
  153. *> \verbatim
  154. *> LDZ is INTEGER
  155. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  156. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  157. *> \endverbatim
  158. *>
  159. *> \param[out] WORK
  160. *> \verbatim
  161. *> WORK is COMPLEX array, dimension LWORK
  162. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  163. *> the optimal value for LWORK.
  164. *> \endverbatim
  165. *>
  166. *> \param[in] LWORK
  167. *> \verbatim
  168. *> LWORK is INTEGER
  169. *> The dimension of the array WORK. LWORK >= max(1,N)
  170. *> is sufficient, but LWORK typically as large as 6*N may
  171. *> be required for optimal performance. A workspace query
  172. *> to determine the optimal workspace size is recommended.
  173. *>
  174. *> If LWORK = -1, then CLAQR4 does a workspace query.
  175. *> In this case, CLAQR4 checks the input parameters and
  176. *> estimates the optimal workspace size for the given
  177. *> values of N, ILO and IHI. The estimate is returned
  178. *> in WORK(1). No error message related to LWORK is
  179. *> issued by XERBLA. Neither H nor Z are accessed.
  180. *> \endverbatim
  181. *>
  182. *> \param[out] INFO
  183. *> \verbatim
  184. *> INFO is INTEGER
  185. *> = 0: successful exit
  186. *> > 0: if INFO = i, CLAQR4 failed to compute all of
  187. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  188. *> and WI contain those eigenvalues which have been
  189. *> successfully computed. (Failures are rare.)
  190. *>
  191. *> If INFO > 0 and WANT is .FALSE., then on exit,
  192. *> the remaining unconverged eigenvalues are the eigen-
  193. *> values of the upper Hessenberg matrix rows and
  194. *> columns ILO through INFO of the final, output
  195. *> value of H.
  196. *>
  197. *> If INFO > 0 and WANTT is .TRUE., then on exit
  198. *>
  199. *> (*) (initial value of H)*U = U*(final value of H)
  200. *>
  201. *> where U is a unitary matrix. The final
  202. *> value of H is upper Hessenberg and triangular in
  203. *> rows and columns INFO+1 through IHI.
  204. *>
  205. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  206. *>
  207. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  208. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  209. *>
  210. *> where U is the unitary matrix in (*) (regard-
  211. *> less of the value of WANTT.)
  212. *>
  213. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  214. *> accessed.
  215. *> \endverbatim
  216. *
  217. * Authors:
  218. * ========
  219. *
  220. *> \author Univ. of Tennessee
  221. *> \author Univ. of California Berkeley
  222. *> \author Univ. of Colorado Denver
  223. *> \author NAG Ltd.
  224. *
  225. *> \date June 2017
  226. *
  227. *> \ingroup complexOTHERauxiliary
  228. *
  229. *> \par Contributors:
  230. * ==================
  231. *>
  232. *> Karen Braman and Ralph Byers, Department of Mathematics,
  233. *> University of Kansas, USA
  234. *
  235. *> \par References:
  236. * ================
  237. *>
  238. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  239. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  240. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  241. *> 929--947, 2002.
  242. *> \n
  243. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  244. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  245. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  246. *>
  247. * =====================================================================
  248. SUBROUTINE CLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  249. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  250. *
  251. * -- LAPACK auxiliary routine (version 3.7.1) --
  252. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  253. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  254. * June 2017
  255. *
  256. * .. Scalar Arguments ..
  257. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  258. LOGICAL WANTT, WANTZ
  259. * ..
  260. * .. Array Arguments ..
  261. COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  262. * ..
  263. *
  264. *
  265. * ================================================================
  266. *
  267. * .. Parameters ..
  268. *
  269. * ==== Matrices of order NTINY or smaller must be processed by
  270. * . CLAHQR because of insufficient subdiagonal scratch space.
  271. * . (This is a hard limit.) ====
  272. INTEGER NTINY
  273. PARAMETER ( NTINY = 15 )
  274. *
  275. * ==== Exceptional deflation windows: try to cure rare
  276. * . slow convergence by varying the size of the
  277. * . deflation window after KEXNW iterations. ====
  278. INTEGER KEXNW
  279. PARAMETER ( KEXNW = 5 )
  280. *
  281. * ==== Exceptional shifts: try to cure rare slow convergence
  282. * . with ad-hoc exceptional shifts every KEXSH iterations.
  283. * . ====
  284. INTEGER KEXSH
  285. PARAMETER ( KEXSH = 6 )
  286. *
  287. * ==== The constant WILK1 is used to form the exceptional
  288. * . shifts. ====
  289. REAL WILK1
  290. PARAMETER ( WILK1 = 0.75e0 )
  291. COMPLEX ZERO, ONE
  292. PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
  293. $ ONE = ( 1.0e0, 0.0e0 ) )
  294. REAL TWO
  295. PARAMETER ( TWO = 2.0e0 )
  296. * ..
  297. * .. Local Scalars ..
  298. COMPLEX AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  299. REAL S
  300. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  301. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  302. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  303. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  304. LOGICAL SORTED
  305. CHARACTER JBCMPZ*2
  306. * ..
  307. * .. External Functions ..
  308. INTEGER ILAENV
  309. EXTERNAL ILAENV
  310. * ..
  311. * .. Local Arrays ..
  312. COMPLEX ZDUM( 1, 1 )
  313. * ..
  314. * .. External Subroutines ..
  315. EXTERNAL CLACPY, CLAHQR, CLAQR2, CLAQR5
  316. * ..
  317. * .. Intrinsic Functions ..
  318. INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, MIN, MOD, REAL,
  319. $ SQRT
  320. * ..
  321. * .. Statement Functions ..
  322. REAL CABS1
  323. * ..
  324. * .. Statement Function definitions ..
  325. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
  326. * ..
  327. * .. Executable Statements ..
  328. INFO = 0
  329. *
  330. * ==== Quick return for N = 0: nothing to do. ====
  331. *
  332. IF( N.EQ.0 ) THEN
  333. WORK( 1 ) = ONE
  334. RETURN
  335. END IF
  336. *
  337. IF( N.LE.NTINY ) THEN
  338. *
  339. * ==== Tiny matrices must use CLAHQR. ====
  340. *
  341. LWKOPT = 1
  342. IF( LWORK.NE.-1 )
  343. $ CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  344. $ IHIZ, Z, LDZ, INFO )
  345. ELSE
  346. *
  347. * ==== Use small bulge multi-shift QR with aggressive early
  348. * . deflation on larger-than-tiny matrices. ====
  349. *
  350. * ==== Hope for the best. ====
  351. *
  352. INFO = 0
  353. *
  354. * ==== Set up job flags for ILAENV. ====
  355. *
  356. IF( WANTT ) THEN
  357. JBCMPZ( 1: 1 ) = 'S'
  358. ELSE
  359. JBCMPZ( 1: 1 ) = 'E'
  360. END IF
  361. IF( WANTZ ) THEN
  362. JBCMPZ( 2: 2 ) = 'V'
  363. ELSE
  364. JBCMPZ( 2: 2 ) = 'N'
  365. END IF
  366. *
  367. * ==== NWR = recommended deflation window size. At this
  368. * . point, N .GT. NTINY = 15, so there is enough
  369. * . subdiagonal workspace for NWR.GE.2 as required.
  370. * . (In fact, there is enough subdiagonal space for
  371. * . NWR.GE.4.) ====
  372. *
  373. NWR = ILAENV( 13, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  374. NWR = MAX( 2, NWR )
  375. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  376. *
  377. * ==== NSR = recommended number of simultaneous shifts.
  378. * . At this point N .GT. NTINY = 15, so there is at
  379. * . enough subdiagonal workspace for NSR to be even
  380. * . and greater than or equal to two as required. ====
  381. *
  382. NSR = ILAENV( 15, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  383. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  384. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  385. *
  386. * ==== Estimate optimal workspace ====
  387. *
  388. * ==== Workspace query call to CLAQR2 ====
  389. *
  390. CALL CLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  391. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  392. $ LDH, WORK, -1 )
  393. *
  394. * ==== Optimal workspace = MAX(CLAQR5, CLAQR2) ====
  395. *
  396. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  397. *
  398. * ==== Quick return in case of workspace query. ====
  399. *
  400. IF( LWORK.EQ.-1 ) THEN
  401. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  402. RETURN
  403. END IF
  404. *
  405. * ==== CLAHQR/CLAQR0 crossover point ====
  406. *
  407. NMIN = ILAENV( 12, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  408. NMIN = MAX( NTINY, NMIN )
  409. *
  410. * ==== Nibble crossover point ====
  411. *
  412. NIBBLE = ILAENV( 14, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  413. NIBBLE = MAX( 0, NIBBLE )
  414. *
  415. * ==== Accumulate reflections during ttswp? Use block
  416. * . 2-by-2 structure during matrix-matrix multiply? ====
  417. *
  418. KACC22 = ILAENV( 16, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  419. KACC22 = MAX( 0, KACC22 )
  420. KACC22 = MIN( 2, KACC22 )
  421. *
  422. * ==== NWMAX = the largest possible deflation window for
  423. * . which there is sufficient workspace. ====
  424. *
  425. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  426. NW = NWMAX
  427. *
  428. * ==== NSMAX = the Largest number of simultaneous shifts
  429. * . for which there is sufficient workspace. ====
  430. *
  431. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  432. NSMAX = NSMAX - MOD( NSMAX, 2 )
  433. *
  434. * ==== NDFL: an iteration count restarted at deflation. ====
  435. *
  436. NDFL = 1
  437. *
  438. * ==== ITMAX = iteration limit ====
  439. *
  440. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  441. *
  442. * ==== Last row and column in the active block ====
  443. *
  444. KBOT = IHI
  445. *
  446. * ==== Main Loop ====
  447. *
  448. DO 70 IT = 1, ITMAX
  449. *
  450. * ==== Done when KBOT falls below ILO ====
  451. *
  452. IF( KBOT.LT.ILO )
  453. $ GO TO 80
  454. *
  455. * ==== Locate active block ====
  456. *
  457. DO 10 K = KBOT, ILO + 1, -1
  458. IF( H( K, K-1 ).EQ.ZERO )
  459. $ GO TO 20
  460. 10 CONTINUE
  461. K = ILO
  462. 20 CONTINUE
  463. KTOP = K
  464. *
  465. * ==== Select deflation window size:
  466. * . Typical Case:
  467. * . If possible and advisable, nibble the entire
  468. * . active block. If not, use size MIN(NWR,NWMAX)
  469. * . or MIN(NWR+1,NWMAX) depending upon which has
  470. * . the smaller corresponding subdiagonal entry
  471. * . (a heuristic).
  472. * .
  473. * . Exceptional Case:
  474. * . If there have been no deflations in KEXNW or
  475. * . more iterations, then vary the deflation window
  476. * . size. At first, because, larger windows are,
  477. * . in general, more powerful than smaller ones,
  478. * . rapidly increase the window to the maximum possible.
  479. * . Then, gradually reduce the window size. ====
  480. *
  481. NH = KBOT - KTOP + 1
  482. NWUPBD = MIN( NH, NWMAX )
  483. IF( NDFL.LT.KEXNW ) THEN
  484. NW = MIN( NWUPBD, NWR )
  485. ELSE
  486. NW = MIN( NWUPBD, 2*NW )
  487. END IF
  488. IF( NW.LT.NWMAX ) THEN
  489. IF( NW.GE.NH-1 ) THEN
  490. NW = NH
  491. ELSE
  492. KWTOP = KBOT - NW + 1
  493. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  494. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  495. END IF
  496. END IF
  497. IF( NDFL.LT.KEXNW ) THEN
  498. NDEC = -1
  499. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  500. NDEC = NDEC + 1
  501. IF( NW-NDEC.LT.2 )
  502. $ NDEC = 0
  503. NW = NW - NDEC
  504. END IF
  505. *
  506. * ==== Aggressive early deflation:
  507. * . split workspace under the subdiagonal into
  508. * . - an nw-by-nw work array V in the lower
  509. * . left-hand-corner,
  510. * . - an NW-by-at-least-NW-but-more-is-better
  511. * . (NW-by-NHO) horizontal work array along
  512. * . the bottom edge,
  513. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  514. * . vertical work array along the left-hand-edge.
  515. * . ====
  516. *
  517. KV = N - NW + 1
  518. KT = NW + 1
  519. NHO = ( N-NW-1 ) - KT + 1
  520. KWV = NW + 2
  521. NVE = ( N-NW ) - KWV + 1
  522. *
  523. * ==== Aggressive early deflation ====
  524. *
  525. CALL CLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  526. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  527. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  528. $ LWORK )
  529. *
  530. * ==== Adjust KBOT accounting for new deflations. ====
  531. *
  532. KBOT = KBOT - LD
  533. *
  534. * ==== KS points to the shifts. ====
  535. *
  536. KS = KBOT - LS + 1
  537. *
  538. * ==== Skip an expensive QR sweep if there is a (partly
  539. * . heuristic) reason to expect that many eigenvalues
  540. * . will deflate without it. Here, the QR sweep is
  541. * . skipped if many eigenvalues have just been deflated
  542. * . or if the remaining active block is small.
  543. *
  544. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  545. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  546. *
  547. * ==== NS = nominal number of simultaneous shifts.
  548. * . This may be lowered (slightly) if CLAQR2
  549. * . did not provide that many shifts. ====
  550. *
  551. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  552. NS = NS - MOD( NS, 2 )
  553. *
  554. * ==== If there have been no deflations
  555. * . in a multiple of KEXSH iterations,
  556. * . then try exceptional shifts.
  557. * . Otherwise use shifts provided by
  558. * . CLAQR2 above or from the eigenvalues
  559. * . of a trailing principal submatrix. ====
  560. *
  561. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  562. KS = KBOT - NS + 1
  563. DO 30 I = KBOT, KS + 1, -2
  564. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  565. W( I-1 ) = W( I )
  566. 30 CONTINUE
  567. ELSE
  568. *
  569. * ==== Got NS/2 or fewer shifts? Use CLAHQR
  570. * . on a trailing principal submatrix to
  571. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  572. * . there is enough space below the subdiagonal
  573. * . to fit an NS-by-NS scratch array.) ====
  574. *
  575. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  576. KS = KBOT - NS + 1
  577. KT = N - NS + 1
  578. CALL CLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  579. $ H( KT, 1 ), LDH )
  580. CALL CLAHQR( .false., .false., NS, 1, NS,
  581. $ H( KT, 1 ), LDH, W( KS ), 1, 1, ZDUM,
  582. $ 1, INF )
  583. KS = KS + INF
  584. *
  585. * ==== In case of a rare QR failure use
  586. * . eigenvalues of the trailing 2-by-2
  587. * . principal submatrix. Scale to avoid
  588. * . overflows, underflows and subnormals.
  589. * . (The scale factor S can not be zero,
  590. * . because H(KBOT,KBOT-1) is nonzero.) ====
  591. *
  592. IF( KS.GE.KBOT ) THEN
  593. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  594. $ CABS1( H( KBOT, KBOT-1 ) ) +
  595. $ CABS1( H( KBOT-1, KBOT ) ) +
  596. $ CABS1( H( KBOT, KBOT ) )
  597. AA = H( KBOT-1, KBOT-1 ) / S
  598. CC = H( KBOT, KBOT-1 ) / S
  599. BB = H( KBOT-1, KBOT ) / S
  600. DD = H( KBOT, KBOT ) / S
  601. TR2 = ( AA+DD ) / TWO
  602. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  603. RTDISC = SQRT( -DET )
  604. W( KBOT-1 ) = ( TR2+RTDISC )*S
  605. W( KBOT ) = ( TR2-RTDISC )*S
  606. *
  607. KS = KBOT - 1
  608. END IF
  609. END IF
  610. *
  611. IF( KBOT-KS+1.GT.NS ) THEN
  612. *
  613. * ==== Sort the shifts (Helps a little) ====
  614. *
  615. SORTED = .false.
  616. DO 50 K = KBOT, KS + 1, -1
  617. IF( SORTED )
  618. $ GO TO 60
  619. SORTED = .true.
  620. DO 40 I = KS, K - 1
  621. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  622. $ THEN
  623. SORTED = .false.
  624. SWAP = W( I )
  625. W( I ) = W( I+1 )
  626. W( I+1 ) = SWAP
  627. END IF
  628. 40 CONTINUE
  629. 50 CONTINUE
  630. 60 CONTINUE
  631. END IF
  632. END IF
  633. *
  634. * ==== If there are only two shifts, then use
  635. * . only one. ====
  636. *
  637. IF( KBOT-KS+1.EQ.2 ) THEN
  638. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  639. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  640. W( KBOT-1 ) = W( KBOT )
  641. ELSE
  642. W( KBOT ) = W( KBOT-1 )
  643. END IF
  644. END IF
  645. *
  646. * ==== Use up to NS of the the smallest magnitude
  647. * . shifts. If there aren't NS shifts available,
  648. * . then use them all, possibly dropping one to
  649. * . make the number of shifts even. ====
  650. *
  651. NS = MIN( NS, KBOT-KS+1 )
  652. NS = NS - MOD( NS, 2 )
  653. KS = KBOT - NS + 1
  654. *
  655. * ==== Small-bulge multi-shift QR sweep:
  656. * . split workspace under the subdiagonal into
  657. * . - a KDU-by-KDU work array U in the lower
  658. * . left-hand-corner,
  659. * . - a KDU-by-at-least-KDU-but-more-is-better
  660. * . (KDU-by-NHo) horizontal work array WH along
  661. * . the bottom edge,
  662. * . - and an at-least-KDU-but-more-is-better-by-KDU
  663. * . (NVE-by-KDU) vertical work WV arrow along
  664. * . the left-hand-edge. ====
  665. *
  666. KDU = 2*NS
  667. KU = N - KDU + 1
  668. KWH = KDU + 1
  669. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  670. KWV = KDU + 4
  671. NVE = N - KDU - KWV + 1
  672. *
  673. * ==== Small-bulge multi-shift QR sweep ====
  674. *
  675. CALL CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  676. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  677. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  678. $ NHO, H( KU, KWH ), LDH )
  679. END IF
  680. *
  681. * ==== Note progress (or the lack of it). ====
  682. *
  683. IF( LD.GT.0 ) THEN
  684. NDFL = 1
  685. ELSE
  686. NDFL = NDFL + 1
  687. END IF
  688. *
  689. * ==== End of main loop ====
  690. 70 CONTINUE
  691. *
  692. * ==== Iteration limit exceeded. Set INFO to show where
  693. * . the problem occurred and exit. ====
  694. *
  695. INFO = KBOT
  696. 80 CONTINUE
  697. END IF
  698. *
  699. * ==== Return the optimal value of LWORK. ====
  700. *
  701. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  702. *
  703. * ==== End of CLAQR4 ====
  704. *
  705. END