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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. *> \ingroup complexOTHERauxiliary
  226. *
  227. *> \par Contributors:
  228. * ==================
  229. *>
  230. *> Karen Braman and Ralph Byers, Department of Mathematics,
  231. *> University of Kansas, USA
  232. *
  233. *> \par References:
  234. * ================
  235. *>
  236. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  237. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  238. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  239. *> 929--947, 2002.
  240. *> \n
  241. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  242. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  243. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  244. *>
  245. * =====================================================================
  246. SUBROUTINE CLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  247. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  248. *
  249. * -- LAPACK auxiliary routine --
  250. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  251. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  252. *
  253. * .. Scalar Arguments ..
  254. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  255. LOGICAL WANTT, WANTZ
  256. * ..
  257. * .. Array Arguments ..
  258. COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  259. * ..
  260. *
  261. *
  262. * ================================================================
  263. *
  264. * .. Parameters ..
  265. *
  266. * ==== Matrices of order NTINY or smaller must be processed by
  267. * . CLAHQR because of insufficient subdiagonal scratch space.
  268. * . (This is a hard limit.) ====
  269. INTEGER NTINY
  270. PARAMETER ( NTINY = 15 )
  271. *
  272. * ==== Exceptional deflation windows: try to cure rare
  273. * . slow convergence by varying the size of the
  274. * . deflation window after KEXNW iterations. ====
  275. INTEGER KEXNW
  276. PARAMETER ( KEXNW = 5 )
  277. *
  278. * ==== Exceptional shifts: try to cure rare slow convergence
  279. * . with ad-hoc exceptional shifts every KEXSH iterations.
  280. * . ====
  281. INTEGER KEXSH
  282. PARAMETER ( KEXSH = 6 )
  283. *
  284. * ==== The constant WILK1 is used to form the exceptional
  285. * . shifts. ====
  286. REAL WILK1
  287. PARAMETER ( WILK1 = 0.75e0 )
  288. COMPLEX ZERO, ONE
  289. PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
  290. $ ONE = ( 1.0e0, 0.0e0 ) )
  291. REAL TWO
  292. PARAMETER ( TWO = 2.0e0 )
  293. * ..
  294. * .. Local Scalars ..
  295. COMPLEX AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  296. REAL S
  297. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  298. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  299. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  300. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  301. LOGICAL SORTED
  302. CHARACTER JBCMPZ*2
  303. * ..
  304. * .. External Functions ..
  305. INTEGER ILAENV
  306. EXTERNAL ILAENV
  307. * ..
  308. * .. Local Arrays ..
  309. COMPLEX ZDUM( 1, 1 )
  310. * ..
  311. * .. External Subroutines ..
  312. EXTERNAL CLACPY, CLAHQR, CLAQR2, CLAQR5
  313. * ..
  314. * .. Intrinsic Functions ..
  315. INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, MIN, MOD, REAL,
  316. $ SQRT
  317. * ..
  318. * .. Statement Functions ..
  319. REAL CABS1
  320. * ..
  321. * .. Statement Function definitions ..
  322. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
  323. * ..
  324. * .. Executable Statements ..
  325. INFO = 0
  326. *
  327. * ==== Quick return for N = 0: nothing to do. ====
  328. *
  329. IF( N.EQ.0 ) THEN
  330. WORK( 1 ) = ONE
  331. RETURN
  332. END IF
  333. *
  334. IF( N.LE.NTINY ) THEN
  335. *
  336. * ==== Tiny matrices must use CLAHQR. ====
  337. *
  338. LWKOPT = 1
  339. IF( LWORK.NE.-1 )
  340. $ CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  341. $ IHIZ, Z, LDZ, INFO )
  342. ELSE
  343. *
  344. * ==== Use small bulge multi-shift QR with aggressive early
  345. * . deflation on larger-than-tiny matrices. ====
  346. *
  347. * ==== Hope for the best. ====
  348. *
  349. INFO = 0
  350. *
  351. * ==== Set up job flags for ILAENV. ====
  352. *
  353. IF( WANTT ) THEN
  354. JBCMPZ( 1: 1 ) = 'S'
  355. ELSE
  356. JBCMPZ( 1: 1 ) = 'E'
  357. END IF
  358. IF( WANTZ ) THEN
  359. JBCMPZ( 2: 2 ) = 'V'
  360. ELSE
  361. JBCMPZ( 2: 2 ) = 'N'
  362. END IF
  363. *
  364. * ==== NWR = recommended deflation window size. At this
  365. * . point, N .GT. NTINY = 15, so there is enough
  366. * . subdiagonal workspace for NWR.GE.2 as required.
  367. * . (In fact, there is enough subdiagonal space for
  368. * . NWR.GE.4.) ====
  369. *
  370. NWR = ILAENV( 13, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  371. NWR = MAX( 2, NWR )
  372. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  373. *
  374. * ==== NSR = recommended number of simultaneous shifts.
  375. * . At this point N .GT. NTINY = 15, so there is at
  376. * . enough subdiagonal workspace for NSR to be even
  377. * . and greater than or equal to two as required. ====
  378. *
  379. NSR = ILAENV( 15, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  380. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  381. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  382. *
  383. * ==== Estimate optimal workspace ====
  384. *
  385. * ==== Workspace query call to CLAQR2 ====
  386. *
  387. CALL CLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  388. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  389. $ LDH, WORK, -1 )
  390. *
  391. * ==== Optimal workspace = MAX(CLAQR5, CLAQR2) ====
  392. *
  393. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  394. *
  395. * ==== Quick return in case of workspace query. ====
  396. *
  397. IF( LWORK.EQ.-1 ) THEN
  398. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  399. RETURN
  400. END IF
  401. *
  402. * ==== CLAHQR/CLAQR0 crossover point ====
  403. *
  404. NMIN = ILAENV( 12, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  405. NMIN = MAX( NTINY, NMIN )
  406. *
  407. * ==== Nibble crossover point ====
  408. *
  409. NIBBLE = ILAENV( 14, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  410. NIBBLE = MAX( 0, NIBBLE )
  411. *
  412. * ==== Accumulate reflections during ttswp? Use block
  413. * . 2-by-2 structure during matrix-matrix multiply? ====
  414. *
  415. KACC22 = ILAENV( 16, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  416. KACC22 = MAX( 0, KACC22 )
  417. KACC22 = MIN( 2, KACC22 )
  418. *
  419. * ==== NWMAX = the largest possible deflation window for
  420. * . which there is sufficient workspace. ====
  421. *
  422. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  423. NW = NWMAX
  424. *
  425. * ==== NSMAX = the Largest number of simultaneous shifts
  426. * . for which there is sufficient workspace. ====
  427. *
  428. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  429. NSMAX = NSMAX - MOD( NSMAX, 2 )
  430. *
  431. * ==== NDFL: an iteration count restarted at deflation. ====
  432. *
  433. NDFL = 1
  434. *
  435. * ==== ITMAX = iteration limit ====
  436. *
  437. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  438. *
  439. * ==== Last row and column in the active block ====
  440. *
  441. KBOT = IHI
  442. *
  443. * ==== Main Loop ====
  444. *
  445. DO 70 IT = 1, ITMAX
  446. *
  447. * ==== Done when KBOT falls below ILO ====
  448. *
  449. IF( KBOT.LT.ILO )
  450. $ GO TO 80
  451. *
  452. * ==== Locate active block ====
  453. *
  454. DO 10 K = KBOT, ILO + 1, -1
  455. IF( H( K, K-1 ).EQ.ZERO )
  456. $ GO TO 20
  457. 10 CONTINUE
  458. K = ILO
  459. 20 CONTINUE
  460. KTOP = K
  461. *
  462. * ==== Select deflation window size:
  463. * . Typical Case:
  464. * . If possible and advisable, nibble the entire
  465. * . active block. If not, use size MIN(NWR,NWMAX)
  466. * . or MIN(NWR+1,NWMAX) depending upon which has
  467. * . the smaller corresponding subdiagonal entry
  468. * . (a heuristic).
  469. * .
  470. * . Exceptional Case:
  471. * . If there have been no deflations in KEXNW or
  472. * . more iterations, then vary the deflation window
  473. * . size. At first, because, larger windows are,
  474. * . in general, more powerful than smaller ones,
  475. * . rapidly increase the window to the maximum possible.
  476. * . Then, gradually reduce the window size. ====
  477. *
  478. NH = KBOT - KTOP + 1
  479. NWUPBD = MIN( NH, NWMAX )
  480. IF( NDFL.LT.KEXNW ) THEN
  481. NW = MIN( NWUPBD, NWR )
  482. ELSE
  483. NW = MIN( NWUPBD, 2*NW )
  484. END IF
  485. IF( NW.LT.NWMAX ) THEN
  486. IF( NW.GE.NH-1 ) THEN
  487. NW = NH
  488. ELSE
  489. KWTOP = KBOT - NW + 1
  490. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  491. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  492. END IF
  493. END IF
  494. IF( NDFL.LT.KEXNW ) THEN
  495. NDEC = -1
  496. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  497. NDEC = NDEC + 1
  498. IF( NW-NDEC.LT.2 )
  499. $ NDEC = 0
  500. NW = NW - NDEC
  501. END IF
  502. *
  503. * ==== Aggressive early deflation:
  504. * . split workspace under the subdiagonal into
  505. * . - an nw-by-nw work array V in the lower
  506. * . left-hand-corner,
  507. * . - an NW-by-at-least-NW-but-more-is-better
  508. * . (NW-by-NHO) horizontal work array along
  509. * . the bottom edge,
  510. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  511. * . vertical work array along the left-hand-edge.
  512. * . ====
  513. *
  514. KV = N - NW + 1
  515. KT = NW + 1
  516. NHO = ( N-NW-1 ) - KT + 1
  517. KWV = NW + 2
  518. NVE = ( N-NW ) - KWV + 1
  519. *
  520. * ==== Aggressive early deflation ====
  521. *
  522. CALL CLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  523. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  524. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  525. $ LWORK )
  526. *
  527. * ==== Adjust KBOT accounting for new deflations. ====
  528. *
  529. KBOT = KBOT - LD
  530. *
  531. * ==== KS points to the shifts. ====
  532. *
  533. KS = KBOT - LS + 1
  534. *
  535. * ==== Skip an expensive QR sweep if there is a (partly
  536. * . heuristic) reason to expect that many eigenvalues
  537. * . will deflate without it. Here, the QR sweep is
  538. * . skipped if many eigenvalues have just been deflated
  539. * . or if the remaining active block is small.
  540. *
  541. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  542. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  543. *
  544. * ==== NS = nominal number of simultaneous shifts.
  545. * . This may be lowered (slightly) if CLAQR2
  546. * . did not provide that many shifts. ====
  547. *
  548. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  549. NS = NS - MOD( NS, 2 )
  550. *
  551. * ==== If there have been no deflations
  552. * . in a multiple of KEXSH iterations,
  553. * . then try exceptional shifts.
  554. * . Otherwise use shifts provided by
  555. * . CLAQR2 above or from the eigenvalues
  556. * . of a trailing principal submatrix. ====
  557. *
  558. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  559. KS = KBOT - NS + 1
  560. DO 30 I = KBOT, KS + 1, -2
  561. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  562. W( I-1 ) = W( I )
  563. 30 CONTINUE
  564. ELSE
  565. *
  566. * ==== Got NS/2 or fewer shifts? Use CLAHQR
  567. * . on a trailing principal submatrix to
  568. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  569. * . there is enough space below the subdiagonal
  570. * . to fit an NS-by-NS scratch array.) ====
  571. *
  572. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  573. KS = KBOT - NS + 1
  574. KT = N - NS + 1
  575. CALL CLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  576. $ H( KT, 1 ), LDH )
  577. CALL CLAHQR( .false., .false., NS, 1, NS,
  578. $ H( KT, 1 ), LDH, W( KS ), 1, 1, ZDUM,
  579. $ 1, INF )
  580. KS = KS + INF
  581. *
  582. * ==== In case of a rare QR failure use
  583. * . eigenvalues of the trailing 2-by-2
  584. * . principal submatrix. Scale to avoid
  585. * . overflows, underflows and subnormals.
  586. * . (The scale factor S can not be zero,
  587. * . because H(KBOT,KBOT-1) is nonzero.) ====
  588. *
  589. IF( KS.GE.KBOT ) THEN
  590. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  591. $ CABS1( H( KBOT, KBOT-1 ) ) +
  592. $ CABS1( H( KBOT-1, KBOT ) ) +
  593. $ CABS1( H( KBOT, KBOT ) )
  594. AA = H( KBOT-1, KBOT-1 ) / S
  595. CC = H( KBOT, KBOT-1 ) / S
  596. BB = H( KBOT-1, KBOT ) / S
  597. DD = H( KBOT, KBOT ) / S
  598. TR2 = ( AA+DD ) / TWO
  599. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  600. RTDISC = SQRT( -DET )
  601. W( KBOT-1 ) = ( TR2+RTDISC )*S
  602. W( KBOT ) = ( TR2-RTDISC )*S
  603. *
  604. KS = KBOT - 1
  605. END IF
  606. END IF
  607. *
  608. IF( KBOT-KS+1.GT.NS ) THEN
  609. *
  610. * ==== Sort the shifts (Helps a little) ====
  611. *
  612. SORTED = .false.
  613. DO 50 K = KBOT, KS + 1, -1
  614. IF( SORTED )
  615. $ GO TO 60
  616. SORTED = .true.
  617. DO 40 I = KS, K - 1
  618. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  619. $ THEN
  620. SORTED = .false.
  621. SWAP = W( I )
  622. W( I ) = W( I+1 )
  623. W( I+1 ) = SWAP
  624. END IF
  625. 40 CONTINUE
  626. 50 CONTINUE
  627. 60 CONTINUE
  628. END IF
  629. END IF
  630. *
  631. * ==== If there are only two shifts, then use
  632. * . only one. ====
  633. *
  634. IF( KBOT-KS+1.EQ.2 ) THEN
  635. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  636. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  637. W( KBOT-1 ) = W( KBOT )
  638. ELSE
  639. W( KBOT ) = W( KBOT-1 )
  640. END IF
  641. END IF
  642. *
  643. * ==== Use up to NS of the the smallest magnitude
  644. * . shifts. If there aren't NS shifts available,
  645. * . then use them all, possibly dropping one to
  646. * . make the number of shifts even. ====
  647. *
  648. NS = MIN( NS, KBOT-KS+1 )
  649. NS = NS - MOD( NS, 2 )
  650. KS = KBOT - NS + 1
  651. *
  652. * ==== Small-bulge multi-shift QR sweep:
  653. * . split workspace under the subdiagonal into
  654. * . - a KDU-by-KDU work array U in the lower
  655. * . left-hand-corner,
  656. * . - a KDU-by-at-least-KDU-but-more-is-better
  657. * . (KDU-by-NHo) horizontal work array WH along
  658. * . the bottom edge,
  659. * . - and an at-least-KDU-but-more-is-better-by-KDU
  660. * . (NVE-by-KDU) vertical work WV arrow along
  661. * . the left-hand-edge. ====
  662. *
  663. KDU = 2*NS
  664. KU = N - KDU + 1
  665. KWH = KDU + 1
  666. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  667. KWV = KDU + 4
  668. NVE = N - KDU - KWV + 1
  669. *
  670. * ==== Small-bulge multi-shift QR sweep ====
  671. *
  672. CALL CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  673. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  674. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  675. $ NHO, H( KU, KWH ), LDH )
  676. END IF
  677. *
  678. * ==== Note progress (or the lack of it). ====
  679. *
  680. IF( LD.GT.0 ) THEN
  681. NDFL = 1
  682. ELSE
  683. NDFL = NDFL + 1
  684. END IF
  685. *
  686. * ==== End of main loop ====
  687. 70 CONTINUE
  688. *
  689. * ==== Iteration limit exceeded. Set INFO to show where
  690. * . the problem occurred and exit. ====
  691. *
  692. INFO = KBOT
  693. 80 CONTINUE
  694. END IF
  695. *
  696. * ==== Return the optimal value of LWORK. ====
  697. *
  698. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  699. *
  700. * ==== End of CLAQR4 ====
  701. *
  702. END