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dlaqr0.f 27 kB

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  1. *> \brief \b DLAQR0 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 DLAQR0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  22. * ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  26. * LOGICAL WANTT, WANTZ
  27. * ..
  28. * .. Array Arguments ..
  29. * DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
  30. * $ Z( LDZ, * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DLAQR0 computes the eigenvalues of a Hessenberg matrix H
  40. *> and, optionally, the matrices T and Z from the Schur decomposition
  41. *> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
  42. *> Schur form), and Z is the orthogonal matrix of Schur vectors.
  43. *>
  44. *> Optionally Z may be postmultiplied into an input orthogonal
  45. *> matrix Q so that this routine can give the Schur factorization
  46. *> of a matrix A which has been reduced to the Hessenberg form H
  47. *> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
  48. *> \endverbatim
  49. *
  50. * Arguments:
  51. * ==========
  52. *
  53. *> \param[in] WANTT
  54. *> \verbatim
  55. *> WANTT is LOGICAL
  56. *> = .TRUE. : the full Schur form T is required;
  57. *> = .FALSE.: only eigenvalues are required.
  58. *> \endverbatim
  59. *>
  60. *> \param[in] WANTZ
  61. *> \verbatim
  62. *> WANTZ is LOGICAL
  63. *> = .TRUE. : the matrix of Schur vectors Z is required;
  64. *> = .FALSE.: Schur vectors are not required.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] N
  68. *> \verbatim
  69. *> N is INTEGER
  70. *> The order of the matrix H. N >= 0.
  71. *> \endverbatim
  72. *>
  73. *> \param[in] ILO
  74. *> \verbatim
  75. *> ILO is INTEGER
  76. *> \endverbatim
  77. *>
  78. *> \param[in] IHI
  79. *> \verbatim
  80. *> IHI is INTEGER
  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 DGEBAL, and then passed to DGEHRD when the
  85. *> matrix output by DGEBAL 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 DOUBLE PRECISION array, dimension (LDH,N)
  94. *> On entry, the upper Hessenberg matrix H.
  95. *> On exit, if INFO = 0 and WANTT is .TRUE., then H contains
  96. *> the upper quasi-triangular matrix T from the Schur
  97. *> decomposition (the Schur form); 2-by-2 diagonal blocks
  98. *> (corresponding to complex conjugate pairs of eigenvalues)
  99. *> are returned in standard form, with H(i,i) = H(i+1,i+1)
  100. *> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
  101. *> .FALSE., then the contents of H are unspecified on exit.
  102. *> (The output value of H when INFO > 0 is given under the
  103. *> description of INFO below.)
  104. *>
  105. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  106. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  107. *> \endverbatim
  108. *>
  109. *> \param[in] LDH
  110. *> \verbatim
  111. *> LDH is INTEGER
  112. *> The leading dimension of the array H. LDH >= max(1,N).
  113. *> \endverbatim
  114. *>
  115. *> \param[out] WR
  116. *> \verbatim
  117. *> WR is DOUBLE PRECISION array, dimension (IHI)
  118. *> \endverbatim
  119. *>
  120. *> \param[out] WI
  121. *> \verbatim
  122. *> WI is DOUBLE PRECISION array, dimension (IHI)
  123. *> The real and imaginary parts, respectively, of the computed
  124. *> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI)
  125. *> and WI(ILO:IHI). If two eigenvalues are computed as a
  126. *> complex conjugate pair, they are stored in consecutive
  127. *> elements of WR and WI, say the i-th and (i+1)th, with
  128. *> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
  129. *> the eigenvalues are stored in the same order as on the
  130. *> diagonal of the Schur form returned in H, with
  131. *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
  132. *> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
  133. *> WI(i+1) = -WI(i).
  134. *> \endverbatim
  135. *>
  136. *> \param[in] ILOZ
  137. *> \verbatim
  138. *> ILOZ is INTEGER
  139. *> \endverbatim
  140. *>
  141. *> \param[in] IHIZ
  142. *> \verbatim
  143. *> IHIZ is INTEGER
  144. *> Specify the rows of Z to which transformations must be
  145. *> applied if WANTZ is .TRUE..
  146. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  147. *> \endverbatim
  148. *>
  149. *> \param[in,out] Z
  150. *> \verbatim
  151. *> Z is DOUBLE PRECISION array, dimension (LDZ,IHI)
  152. *> If WANTZ is .FALSE., then Z is not referenced.
  153. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  154. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  155. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  156. *> (The output value of Z when INFO > 0 is given under
  157. *> the description of INFO below.)
  158. *> \endverbatim
  159. *>
  160. *> \param[in] LDZ
  161. *> \verbatim
  162. *> LDZ is INTEGER
  163. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  164. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  165. *> \endverbatim
  166. *>
  167. *> \param[out] WORK
  168. *> \verbatim
  169. *> WORK is DOUBLE PRECISION array, dimension LWORK
  170. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  171. *> the optimal value for LWORK.
  172. *> \endverbatim
  173. *>
  174. *> \param[in] LWORK
  175. *> \verbatim
  176. *> LWORK is INTEGER
  177. *> The dimension of the array WORK. LWORK >= max(1,N)
  178. *> is sufficient, but LWORK typically as large as 6*N may
  179. *> be required for optimal performance. A workspace query
  180. *> to determine the optimal workspace size is recommended.
  181. *>
  182. *> If LWORK = -1, then DLAQR0 does a workspace query.
  183. *> In this case, DLAQR0 checks the input parameters and
  184. *> estimates the optimal workspace size for the given
  185. *> values of N, ILO and IHI. The estimate is returned
  186. *> in WORK(1). No error message related to LWORK is
  187. *> issued by XERBLA. Neither H nor Z are accessed.
  188. *> \endverbatim
  189. *>
  190. *> \param[out] INFO
  191. *> \verbatim
  192. *> INFO is INTEGER
  193. *> = 0: successful exit
  194. *> > 0: if INFO = i, DLAQR0 failed to compute all of
  195. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  196. *> and WI contain those eigenvalues which have been
  197. *> successfully computed. (Failures are rare.)
  198. *>
  199. *> If INFO > 0 and WANT is .FALSE., then on exit,
  200. *> the remaining unconverged eigenvalues are the eigen-
  201. *> values of the upper Hessenberg matrix rows and
  202. *> columns ILO through INFO of the final, output
  203. *> value of H.
  204. *>
  205. *> If INFO > 0 and WANTT is .TRUE., then on exit
  206. *>
  207. *> (*) (initial value of H)*U = U*(final value of H)
  208. *>
  209. *> where U is an orthogonal matrix. The final
  210. *> value of H is upper Hessenberg and quasi-triangular
  211. *> in rows and columns INFO+1 through IHI.
  212. *>
  213. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  214. *>
  215. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  216. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  217. *>
  218. *> where U is the orthogonal matrix in (*) (regard-
  219. *> less of the value of WANTT.)
  220. *>
  221. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  222. *> accessed.
  223. *> \endverbatim
  224. *
  225. *> \par Contributors:
  226. * ==================
  227. *>
  228. *> Karen Braman and Ralph Byers, Department of Mathematics,
  229. *> University of Kansas, USA
  230. *
  231. *> \par References:
  232. * ================
  233. *>
  234. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  235. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  236. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  237. *> 929--947, 2002.
  238. *> \n
  239. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  240. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  241. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  242. *
  243. * Authors:
  244. * ========
  245. *
  246. *> \author Univ. of Tennessee
  247. *> \author Univ. of California Berkeley
  248. *> \author Univ. of Colorado Denver
  249. *> \author NAG Ltd.
  250. *
  251. *> \ingroup doubleOTHERauxiliary
  252. *
  253. * =====================================================================
  254. SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  255. $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
  256. *
  257. * -- LAPACK auxiliary routine --
  258. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  259. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  260. *
  261. * .. Scalar Arguments ..
  262. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  263. LOGICAL WANTT, WANTZ
  264. * ..
  265. * .. Array Arguments ..
  266. DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
  267. $ Z( LDZ, * )
  268. * ..
  269. *
  270. * ================================================================
  271. *
  272. * .. Parameters ..
  273. *
  274. * ==== Matrices of order NTINY or smaller must be processed by
  275. * . DLAHQR because of insufficient subdiagonal scratch space.
  276. * . (This is a hard limit.) ====
  277. INTEGER NTINY
  278. PARAMETER ( NTINY = 15 )
  279. *
  280. * ==== Exceptional deflation windows: try to cure rare
  281. * . slow convergence by varying the size of the
  282. * . deflation window after KEXNW iterations. ====
  283. INTEGER KEXNW
  284. PARAMETER ( KEXNW = 5 )
  285. *
  286. * ==== Exceptional shifts: try to cure rare slow convergence
  287. * . with ad-hoc exceptional shifts every KEXSH iterations.
  288. * . ====
  289. INTEGER KEXSH
  290. PARAMETER ( KEXSH = 6 )
  291. *
  292. * ==== The constants WILK1 and WILK2 are used to form the
  293. * . exceptional shifts. ====
  294. DOUBLE PRECISION WILK1, WILK2
  295. PARAMETER ( WILK1 = 0.75d0, WILK2 = -0.4375d0 )
  296. DOUBLE PRECISION ZERO, ONE
  297. PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
  298. * ..
  299. * .. Local Scalars ..
  300. DOUBLE PRECISION AA, BB, CC, CS, DD, SN, SS, SWAP
  301. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  302. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  303. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  304. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  305. LOGICAL SORTED
  306. CHARACTER JBCMPZ*2
  307. * ..
  308. * .. External Functions ..
  309. INTEGER ILAENV
  310. EXTERNAL ILAENV
  311. * ..
  312. * .. Local Arrays ..
  313. DOUBLE PRECISION ZDUM( 1, 1 )
  314. * ..
  315. * .. External Subroutines ..
  316. EXTERNAL DLACPY, DLAHQR, DLANV2, DLAQR3, DLAQR4, DLAQR5
  317. * ..
  318. * .. Intrinsic Functions ..
  319. INTRINSIC ABS, DBLE, INT, MAX, MIN, MOD
  320. * ..
  321. * .. Executable Statements ..
  322. INFO = 0
  323. *
  324. * ==== Quick return for N = 0: nothing to do. ====
  325. *
  326. IF( N.EQ.0 ) THEN
  327. WORK( 1 ) = ONE
  328. RETURN
  329. END IF
  330. *
  331. IF( N.LE.NTINY ) THEN
  332. *
  333. * ==== Tiny matrices must use DLAHQR. ====
  334. *
  335. LWKOPT = 1
  336. IF( LWORK.NE.-1 )
  337. $ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  338. $ ILOZ, IHIZ, Z, LDZ, INFO )
  339. ELSE
  340. *
  341. * ==== Use small bulge multi-shift QR with aggressive early
  342. * . deflation on larger-than-tiny matrices. ====
  343. *
  344. * ==== Hope for the best. ====
  345. *
  346. INFO = 0
  347. *
  348. * ==== Set up job flags for ILAENV. ====
  349. *
  350. IF( WANTT ) THEN
  351. JBCMPZ( 1: 1 ) = 'S'
  352. ELSE
  353. JBCMPZ( 1: 1 ) = 'E'
  354. END IF
  355. IF( WANTZ ) THEN
  356. JBCMPZ( 2: 2 ) = 'V'
  357. ELSE
  358. JBCMPZ( 2: 2 ) = 'N'
  359. END IF
  360. *
  361. * ==== NWR = recommended deflation window size. At this
  362. * . point, N .GT. NTINY = 15, so there is enough
  363. * . subdiagonal workspace for NWR.GE.2 as required.
  364. * . (In fact, there is enough subdiagonal space for
  365. * . NWR.GE.4.) ====
  366. *
  367. NWR = ILAENV( 13, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  368. NWR = MAX( 2, NWR )
  369. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  370. *
  371. * ==== NSR = recommended number of simultaneous shifts.
  372. * . At this point N .GT. NTINY = 15, so there is at
  373. * . enough subdiagonal workspace for NSR to be even
  374. * . and greater than or equal to two as required. ====
  375. *
  376. NSR = ILAENV( 15, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  377. NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
  378. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  379. *
  380. * ==== Estimate optimal workspace ====
  381. *
  382. * ==== Workspace query call to DLAQR3 ====
  383. *
  384. CALL DLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  385. $ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
  386. $ N, H, LDH, WORK, -1 )
  387. *
  388. * ==== Optimal workspace = MAX(DLAQR5, DLAQR3) ====
  389. *
  390. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  391. *
  392. * ==== Quick return in case of workspace query. ====
  393. *
  394. IF( LWORK.EQ.-1 ) THEN
  395. WORK( 1 ) = DBLE( LWKOPT )
  396. RETURN
  397. END IF
  398. *
  399. * ==== DLAHQR/DLAQR0 crossover point ====
  400. *
  401. NMIN = ILAENV( 12, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  402. NMIN = MAX( NTINY, NMIN )
  403. *
  404. * ==== Nibble crossover point ====
  405. *
  406. NIBBLE = ILAENV( 14, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  407. NIBBLE = MAX( 0, NIBBLE )
  408. *
  409. * ==== Accumulate reflections during ttswp? Use block
  410. * . 2-by-2 structure during matrix-matrix multiply? ====
  411. *
  412. KACC22 = ILAENV( 16, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  413. KACC22 = MAX( 0, KACC22 )
  414. KACC22 = MIN( 2, KACC22 )
  415. *
  416. * ==== NWMAX = the largest possible deflation window for
  417. * . which there is sufficient workspace. ====
  418. *
  419. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  420. NW = NWMAX
  421. *
  422. * ==== NSMAX = the Largest number of simultaneous shifts
  423. * . for which there is sufficient workspace. ====
  424. *
  425. NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
  426. NSMAX = NSMAX - MOD( NSMAX, 2 )
  427. *
  428. * ==== NDFL: an iteration count restarted at deflation. ====
  429. *
  430. NDFL = 1
  431. *
  432. * ==== ITMAX = iteration limit ====
  433. *
  434. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  435. *
  436. * ==== Last row and column in the active block ====
  437. *
  438. KBOT = IHI
  439. *
  440. * ==== Main Loop ====
  441. *
  442. DO 80 IT = 1, ITMAX
  443. *
  444. * ==== Done when KBOT falls below ILO ====
  445. *
  446. IF( KBOT.LT.ILO )
  447. $ GO TO 90
  448. *
  449. * ==== Locate active block ====
  450. *
  451. DO 10 K = KBOT, ILO + 1, -1
  452. IF( H( K, K-1 ).EQ.ZERO )
  453. $ GO TO 20
  454. 10 CONTINUE
  455. K = ILO
  456. 20 CONTINUE
  457. KTOP = K
  458. *
  459. * ==== Select deflation window size:
  460. * . Typical Case:
  461. * . If possible and advisable, nibble the entire
  462. * . active block. If not, use size MIN(NWR,NWMAX)
  463. * . or MIN(NWR+1,NWMAX) depending upon which has
  464. * . the smaller corresponding subdiagonal entry
  465. * . (a heuristic).
  466. * .
  467. * . Exceptional Case:
  468. * . If there have been no deflations in KEXNW or
  469. * . more iterations, then vary the deflation window
  470. * . size. At first, because, larger windows are,
  471. * . in general, more powerful than smaller ones,
  472. * . rapidly increase the window to the maximum possible.
  473. * . Then, gradually reduce the window size. ====
  474. *
  475. NH = KBOT - KTOP + 1
  476. NWUPBD = MIN( NH, NWMAX )
  477. IF( NDFL.LT.KEXNW ) THEN
  478. NW = MIN( NWUPBD, NWR )
  479. ELSE
  480. NW = MIN( NWUPBD, 2*NW )
  481. END IF
  482. IF( NW.LT.NWMAX ) THEN
  483. IF( NW.GE.NH-1 ) THEN
  484. NW = NH
  485. ELSE
  486. KWTOP = KBOT - NW + 1
  487. IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
  488. $ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  489. END IF
  490. END IF
  491. IF( NDFL.LT.KEXNW ) THEN
  492. NDEC = -1
  493. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  494. NDEC = NDEC + 1
  495. IF( NW-NDEC.LT.2 )
  496. $ NDEC = 0
  497. NW = NW - NDEC
  498. END IF
  499. *
  500. * ==== Aggressive early deflation:
  501. * . split workspace under the subdiagonal into
  502. * . - an nw-by-nw work array V in the lower
  503. * . left-hand-corner,
  504. * . - an NW-by-at-least-NW-but-more-is-better
  505. * . (NW-by-NHO) horizontal work array along
  506. * . the bottom edge,
  507. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  508. * . vertical work array along the left-hand-edge.
  509. * . ====
  510. *
  511. KV = N - NW + 1
  512. KT = NW + 1
  513. NHO = ( N-NW-1 ) - KT + 1
  514. KWV = NW + 2
  515. NVE = ( N-NW ) - KWV + 1
  516. *
  517. * ==== Aggressive early deflation ====
  518. *
  519. CALL DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  520. $ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
  521. $ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
  522. $ WORK, LWORK )
  523. *
  524. * ==== Adjust KBOT accounting for new deflations. ====
  525. *
  526. KBOT = KBOT - LD
  527. *
  528. * ==== KS points to the shifts. ====
  529. *
  530. KS = KBOT - LS + 1
  531. *
  532. * ==== Skip an expensive QR sweep if there is a (partly
  533. * . heuristic) reason to expect that many eigenvalues
  534. * . will deflate without it. Here, the QR sweep is
  535. * . skipped if many eigenvalues have just been deflated
  536. * . or if the remaining active block is small.
  537. *
  538. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  539. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  540. *
  541. * ==== NS = nominal number of simultaneous shifts.
  542. * . This may be lowered (slightly) if DLAQR3
  543. * . did not provide that many shifts. ====
  544. *
  545. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  546. NS = NS - MOD( NS, 2 )
  547. *
  548. * ==== If there have been no deflations
  549. * . in a multiple of KEXSH iterations,
  550. * . then try exceptional shifts.
  551. * . Otherwise use shifts provided by
  552. * . DLAQR3 above or from the eigenvalues
  553. * . of a trailing principal submatrix. ====
  554. *
  555. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  556. KS = KBOT - NS + 1
  557. DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
  558. SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
  559. AA = WILK1*SS + H( I, I )
  560. BB = SS
  561. CC = WILK2*SS
  562. DD = AA
  563. CALL DLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
  564. $ WR( I ), WI( I ), CS, SN )
  565. 30 CONTINUE
  566. IF( KS.EQ.KTOP ) THEN
  567. WR( KS+1 ) = H( KS+1, KS+1 )
  568. WI( KS+1 ) = ZERO
  569. WR( KS ) = WR( KS+1 )
  570. WI( KS ) = WI( KS+1 )
  571. END IF
  572. ELSE
  573. *
  574. * ==== Got NS/2 or fewer shifts? Use DLAQR4 or
  575. * . DLAHQR on a trailing principal submatrix to
  576. * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
  577. * . there is enough space below the subdiagonal
  578. * . to fit an NS-by-NS scratch array.) ====
  579. *
  580. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  581. KS = KBOT - NS + 1
  582. KT = N - NS + 1
  583. CALL DLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  584. $ H( KT, 1 ), LDH )
  585. IF( NS.GT.NMIN ) THEN
  586. CALL DLAQR4( .false., .false., NS, 1, NS,
  587. $ H( KT, 1 ), LDH, WR( KS ),
  588. $ WI( KS ), 1, 1, ZDUM, 1, WORK,
  589. $ LWORK, INF )
  590. ELSE
  591. CALL DLAHQR( .false., .false., NS, 1, NS,
  592. $ H( KT, 1 ), LDH, WR( KS ),
  593. $ WI( KS ), 1, 1, ZDUM, 1, INF )
  594. END IF
  595. KS = KS + INF
  596. *
  597. * ==== In case of a rare QR failure use
  598. * . eigenvalues of the trailing 2-by-2
  599. * . principal submatrix. ====
  600. *
  601. IF( KS.GE.KBOT ) THEN
  602. AA = H( KBOT-1, KBOT-1 )
  603. CC = H( KBOT, KBOT-1 )
  604. BB = H( KBOT-1, KBOT )
  605. DD = H( KBOT, KBOT )
  606. CALL DLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
  607. $ WI( KBOT-1 ), WR( KBOT ),
  608. $ WI( KBOT ), CS, SN )
  609. KS = KBOT - 1
  610. END IF
  611. END IF
  612. *
  613. IF( KBOT-KS+1.GT.NS ) THEN
  614. *
  615. * ==== Sort the shifts (Helps a little)
  616. * . Bubble sort keeps complex conjugate
  617. * . pairs together. ====
  618. *
  619. SORTED = .false.
  620. DO 50 K = KBOT, KS + 1, -1
  621. IF( SORTED )
  622. $ GO TO 60
  623. SORTED = .true.
  624. DO 40 I = KS, K - 1
  625. IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
  626. $ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
  627. SORTED = .false.
  628. *
  629. SWAP = WR( I )
  630. WR( I ) = WR( I+1 )
  631. WR( I+1 ) = SWAP
  632. *
  633. SWAP = WI( I )
  634. WI( I ) = WI( I+1 )
  635. WI( I+1 ) = SWAP
  636. END IF
  637. 40 CONTINUE
  638. 50 CONTINUE
  639. 60 CONTINUE
  640. END IF
  641. *
  642. * ==== Shuffle shifts into pairs of real shifts
  643. * . and pairs of complex conjugate shifts
  644. * . assuming complex conjugate shifts are
  645. * . already adjacent to one another. (Yes,
  646. * . they are.) ====
  647. *
  648. DO 70 I = KBOT, KS + 2, -2
  649. IF( WI( I ).NE.-WI( I-1 ) ) THEN
  650. *
  651. SWAP = WR( I )
  652. WR( I ) = WR( I-1 )
  653. WR( I-1 ) = WR( I-2 )
  654. WR( I-2 ) = SWAP
  655. *
  656. SWAP = WI( I )
  657. WI( I ) = WI( I-1 )
  658. WI( I-1 ) = WI( I-2 )
  659. WI( I-2 ) = SWAP
  660. END IF
  661. 70 CONTINUE
  662. END IF
  663. *
  664. * ==== If there are only two shifts and both are
  665. * . real, then use only one. ====
  666. *
  667. IF( KBOT-KS+1.EQ.2 ) THEN
  668. IF( WI( KBOT ).EQ.ZERO ) THEN
  669. IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
  670. $ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  671. WR( KBOT-1 ) = WR( KBOT )
  672. ELSE
  673. WR( KBOT ) = WR( KBOT-1 )
  674. END IF
  675. END IF
  676. END IF
  677. *
  678. * ==== Use up to NS of the the smallest magnitude
  679. * . shifts. If there aren't NS shifts available,
  680. * . then use them all, possibly dropping one to
  681. * . make the number of shifts even. ====
  682. *
  683. NS = MIN( NS, KBOT-KS+1 )
  684. NS = NS - MOD( NS, 2 )
  685. KS = KBOT - NS + 1
  686. *
  687. * ==== Small-bulge multi-shift QR sweep:
  688. * . split workspace under the subdiagonal into
  689. * . - a KDU-by-KDU work array U in the lower
  690. * . left-hand-corner,
  691. * . - a KDU-by-at-least-KDU-but-more-is-better
  692. * . (KDU-by-NHo) horizontal work array WH along
  693. * . the bottom edge,
  694. * . - and an at-least-KDU-but-more-is-better-by-KDU
  695. * . (NVE-by-KDU) vertical work WV arrow along
  696. * . the left-hand-edge. ====
  697. *
  698. KDU = 2*NS
  699. KU = N - KDU + 1
  700. KWH = KDU + 1
  701. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  702. KWV = KDU + 4
  703. NVE = N - KDU - KWV + 1
  704. *
  705. * ==== Small-bulge multi-shift QR sweep ====
  706. *
  707. CALL DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  708. $ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
  709. $ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
  710. $ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
  711. END IF
  712. *
  713. * ==== Note progress (or the lack of it). ====
  714. *
  715. IF( LD.GT.0 ) THEN
  716. NDFL = 1
  717. ELSE
  718. NDFL = NDFL + 1
  719. END IF
  720. *
  721. * ==== End of main loop ====
  722. 80 CONTINUE
  723. *
  724. * ==== Iteration limit exceeded. Set INFO to show where
  725. * . the problem occurred and exit. ====
  726. *
  727. INFO = KBOT
  728. 90 CONTINUE
  729. END IF
  730. *
  731. * ==== Return the optimal value of LWORK. ====
  732. *
  733. WORK( 1 ) = DBLE( LWKOPT )
  734. *
  735. * ==== End of DLAQR0 ====
  736. *
  737. END