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zhgeqz.f 29 kB

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  1. *> \brief \b ZHGEQZ
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZHGEQZ + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhgeqz.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhgeqz.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhgeqz.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
  22. * ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
  23. * RWORK, INFO )
  24. *
  25. * .. Scalar Arguments ..
  26. * CHARACTER COMPQ, COMPZ, JOB
  27. * INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
  28. * ..
  29. * .. Array Arguments ..
  30. * DOUBLE PRECISION RWORK( * )
  31. * COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ),
  32. * $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
  33. * $ Z( LDZ, * )
  34. * ..
  35. *
  36. *
  37. *> \par Purpose:
  38. * =============
  39. *>
  40. *> \verbatim
  41. *>
  42. *> ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
  43. *> where H is an upper Hessenberg matrix and T is upper triangular,
  44. *> using the single-shift QZ method.
  45. *> Matrix pairs of this type are produced by the reduction to
  46. *> generalized upper Hessenberg form of a complex matrix pair (A,B):
  47. *>
  48. *> A = Q1*H*Z1**H, B = Q1*T*Z1**H,
  49. *>
  50. *> as computed by ZGGHRD.
  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 and S and P are upper triangular.
  58. *>
  59. *> Optionally, the unitary matrix Q from the generalized Schur
  60. *> factorization may be postmultiplied into an input matrix Q1, and the
  61. *> unitary matrix Z may be postmultiplied into an input matrix Z1.
  62. *> If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced
  63. *> the matrix pair (A,B) to generalized Hessenberg form, then the output
  64. *> matrices Q1*Q and Z1*Z are the unitary factors from the generalized
  65. *> Schur factorization of (A,B):
  66. *>
  67. *> A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
  68. *>
  69. *> To avoid overflow, eigenvalues of the matrix pair (H,T)
  70. *> (equivalently, of (A,B)) are computed as a pair of complex values
  71. *> (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
  72. *> eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
  73. *> A*x = lambda*B*x
  74. *> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
  75. *> alternate form of the GNEP
  76. *> mu*A*y = B*y.
  77. *> The values of alpha and beta for the i-th eigenvalue can be read
  78. *> directly from the generalized Schur form: alpha = S(i,i),
  79. *> beta = P(i,i).
  80. *>
  81. *> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
  82. *> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
  83. *> pp. 241--256.
  84. *> \endverbatim
  85. *
  86. * Arguments:
  87. * ==========
  88. *
  89. *> \param[in] JOB
  90. *> \verbatim
  91. *> JOB is CHARACTER*1
  92. *> = 'E': Compute eigenvalues only;
  93. *> = 'S': Computer eigenvalues and the Schur form.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] COMPQ
  97. *> \verbatim
  98. *> COMPQ is CHARACTER*1
  99. *> = 'N': Left Schur vectors (Q) are not computed;
  100. *> = 'I': Q is initialized to the unit matrix and the matrix Q
  101. *> of left Schur vectors of (H,T) is returned;
  102. *> = 'V': Q must contain a unitary matrix Q1 on entry and
  103. *> the product Q1*Q is returned.
  104. *> \endverbatim
  105. *>
  106. *> \param[in] COMPZ
  107. *> \verbatim
  108. *> COMPZ is CHARACTER*1
  109. *> = 'N': Right Schur vectors (Z) are not computed;
  110. *> = 'I': Q is initialized to the unit matrix and the matrix Z
  111. *> of right Schur vectors of (H,T) is returned;
  112. *> = 'V': Z must contain a unitary matrix Z1 on entry and
  113. *> the product Z1*Z is returned.
  114. *> \endverbatim
  115. *>
  116. *> \param[in] N
  117. *> \verbatim
  118. *> N is INTEGER
  119. *> The order of the matrices H, T, Q, and Z. N >= 0.
  120. *> \endverbatim
  121. *>
  122. *> \param[in] ILO
  123. *> \verbatim
  124. *> ILO is INTEGER
  125. *> \endverbatim
  126. *>
  127. *> \param[in] IHI
  128. *> \verbatim
  129. *> IHI is INTEGER
  130. *> ILO and IHI mark the rows and columns of H which are in
  131. *> Hessenberg form. It is assumed that A is already upper
  132. *> triangular in rows and columns 1:ILO-1 and IHI+1:N.
  133. *> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
  134. *> \endverbatim
  135. *>
  136. *> \param[in,out] H
  137. *> \verbatim
  138. *> H is COMPLEX*16 array, dimension (LDH, N)
  139. *> On entry, the N-by-N upper Hessenberg matrix H.
  140. *> On exit, if JOB = 'S', H contains the upper triangular
  141. *> matrix S from the generalized Schur factorization.
  142. *> If JOB = 'E', the diagonal of H matches that of S, but
  143. *> the rest of H is unspecified.
  144. *> \endverbatim
  145. *>
  146. *> \param[in] LDH
  147. *> \verbatim
  148. *> LDH is INTEGER
  149. *> The leading dimension of the array H. LDH >= max( 1, N ).
  150. *> \endverbatim
  151. *>
  152. *> \param[in,out] T
  153. *> \verbatim
  154. *> T is COMPLEX*16 array, dimension (LDT, N)
  155. *> On entry, the N-by-N upper triangular matrix T.
  156. *> On exit, if JOB = 'S', T contains the upper triangular
  157. *> matrix P from the generalized Schur factorization.
  158. *> If JOB = 'E', the diagonal of T matches that of P, but
  159. *> the rest of T is unspecified.
  160. *> \endverbatim
  161. *>
  162. *> \param[in] LDT
  163. *> \verbatim
  164. *> LDT is INTEGER
  165. *> The leading dimension of the array T. LDT >= max( 1, N ).
  166. *> \endverbatim
  167. *>
  168. *> \param[out] ALPHA
  169. *> \verbatim
  170. *> ALPHA is COMPLEX*16 array, dimension (N)
  171. *> The complex scalars alpha that define the eigenvalues of
  172. *> GNEP. ALPHA(i) = S(i,i) in the generalized Schur
  173. *> factorization.
  174. *> \endverbatim
  175. *>
  176. *> \param[out] BETA
  177. *> \verbatim
  178. *> BETA is COMPLEX*16 array, dimension (N)
  179. *> The real non-negative scalars beta that define the
  180. *> eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
  181. *> Schur factorization.
  182. *>
  183. *> Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
  184. *> represent the j-th eigenvalue of the matrix pair (A,B), in
  185. *> one of the forms lambda = alpha/beta or mu = beta/alpha.
  186. *> Since either lambda or mu may overflow, they should not,
  187. *> in general, be computed.
  188. *> \endverbatim
  189. *>
  190. *> \param[in,out] Q
  191. *> \verbatim
  192. *> Q is COMPLEX*16 array, dimension (LDQ, N)
  193. *> On entry, if COMPQ = 'V', the unitary matrix Q1 used in the
  194. *> reduction of (A,B) to generalized Hessenberg form.
  195. *> On exit, if COMPQ = 'I', the unitary matrix of left Schur
  196. *> vectors of (H,T), and if COMPQ = 'V', the unitary matrix of
  197. *> left Schur vectors of (A,B).
  198. *> Not referenced if COMPQ = 'N'.
  199. *> \endverbatim
  200. *>
  201. *> \param[in] LDQ
  202. *> \verbatim
  203. *> LDQ is INTEGER
  204. *> The leading dimension of the array Q. LDQ >= 1.
  205. *> If COMPQ='V' or 'I', then LDQ >= N.
  206. *> \endverbatim
  207. *>
  208. *> \param[in,out] Z
  209. *> \verbatim
  210. *> Z is COMPLEX*16 array, dimension (LDZ, N)
  211. *> On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
  212. *> reduction of (A,B) to generalized Hessenberg form.
  213. *> On exit, if COMPZ = 'I', the unitary matrix of right Schur
  214. *> vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
  215. *> right Schur vectors of (A,B).
  216. *> Not referenced if COMPZ = 'N'.
  217. *> \endverbatim
  218. *>
  219. *> \param[in] LDZ
  220. *> \verbatim
  221. *> LDZ is INTEGER
  222. *> The leading dimension of the array Z. LDZ >= 1.
  223. *> If COMPZ='V' or 'I', then LDZ >= N.
  224. *> \endverbatim
  225. *>
  226. *> \param[out] WORK
  227. *> \verbatim
  228. *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
  229. *> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
  230. *> \endverbatim
  231. *>
  232. *> \param[in] LWORK
  233. *> \verbatim
  234. *> LWORK is INTEGER
  235. *> The dimension of the array WORK. LWORK >= max(1,N).
  236. *>
  237. *> If LWORK = -1, then a workspace query is assumed; the routine
  238. *> only calculates the optimal size of the WORK array, returns
  239. *> this value as the first entry of the WORK array, and no error
  240. *> message related to LWORK is issued by XERBLA.
  241. *> \endverbatim
  242. *>
  243. *> \param[out] RWORK
  244. *> \verbatim
  245. *> RWORK is DOUBLE PRECISION array, dimension (N)
  246. *> \endverbatim
  247. *>
  248. *> \param[out] INFO
  249. *> \verbatim
  250. *> INFO is INTEGER
  251. *> = 0: successful exit
  252. *> < 0: if INFO = -i, the i-th argument had an illegal value
  253. *> = 1,...,N: the QZ iteration did not converge. (H,T) is not
  254. *> in Schur form, but ALPHA(i) and BETA(i),
  255. *> i=INFO+1,...,N should be correct.
  256. *> = N+1,...,2*N: the shift calculation failed. (H,T) is not
  257. *> in Schur form, but ALPHA(i) and BETA(i),
  258. *> i=INFO-N+1,...,N should be correct.
  259. *> \endverbatim
  260. *
  261. * Authors:
  262. * ========
  263. *
  264. *> \author Univ. of Tennessee
  265. *> \author Univ. of California Berkeley
  266. *> \author Univ. of Colorado Denver
  267. *> \author NAG Ltd.
  268. *
  269. *> \ingroup complex16GEcomputational
  270. *
  271. *> \par Further Details:
  272. * =====================
  273. *>
  274. *> \verbatim
  275. *>
  276. *> We assume that complex ABS works as long as its value is less than
  277. *> overflow.
  278. *> \endverbatim
  279. *>
  280. * =====================================================================
  281. SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
  282. $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
  283. $ RWORK, INFO )
  284. *
  285. * -- LAPACK computational routine --
  286. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  287. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  288. *
  289. * .. Scalar Arguments ..
  290. CHARACTER COMPQ, COMPZ, JOB
  291. INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
  292. * ..
  293. * .. Array Arguments ..
  294. DOUBLE PRECISION RWORK( * )
  295. COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ),
  296. $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
  297. $ Z( LDZ, * )
  298. * ..
  299. *
  300. * =====================================================================
  301. *
  302. * .. Parameters ..
  303. COMPLEX*16 CZERO, CONE
  304. PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
  305. $ CONE = ( 1.0D+0, 0.0D+0 ) )
  306. DOUBLE PRECISION ZERO, ONE
  307. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  308. DOUBLE PRECISION HALF
  309. PARAMETER ( HALF = 0.5D+0 )
  310. * ..
  311. * .. Local Scalars ..
  312. LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
  313. INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
  314. $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
  315. $ JR, MAXIT
  316. DOUBLE PRECISION ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
  317. $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
  318. COMPLEX*16 ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
  319. $ CTEMP3, ESHIFT, S, SHIFT, SIGNBC,
  320. $ U12, X, ABI12, Y
  321. * ..
  322. * .. External Functions ..
  323. COMPLEX*16 ZLADIV
  324. LOGICAL LSAME
  325. DOUBLE PRECISION DLAMCH, ZLANHS
  326. EXTERNAL ZLADIV, LSAME, DLAMCH, ZLANHS
  327. * ..
  328. * .. External Subroutines ..
  329. EXTERNAL XERBLA, ZLARTG, ZLASET, ZROT, ZSCAL
  330. * ..
  331. * .. Intrinsic Functions ..
  332. INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN,
  333. $ SQRT
  334. * ..
  335. * .. Statement Functions ..
  336. DOUBLE PRECISION ABS1
  337. * ..
  338. * .. Statement Function definitions ..
  339. ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
  340. * ..
  341. * .. Executable Statements ..
  342. *
  343. * Decode JOB, COMPQ, COMPZ
  344. *
  345. IF( LSAME( JOB, 'E' ) ) THEN
  346. ILSCHR = .FALSE.
  347. ISCHUR = 1
  348. ELSE IF( LSAME( JOB, 'S' ) ) THEN
  349. ILSCHR = .TRUE.
  350. ISCHUR = 2
  351. ELSE
  352. ILSCHR = .TRUE.
  353. ISCHUR = 0
  354. END IF
  355. *
  356. IF( LSAME( COMPQ, 'N' ) ) THEN
  357. ILQ = .FALSE.
  358. ICOMPQ = 1
  359. ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
  360. ILQ = .TRUE.
  361. ICOMPQ = 2
  362. ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
  363. ILQ = .TRUE.
  364. ICOMPQ = 3
  365. ELSE
  366. ILQ = .TRUE.
  367. ICOMPQ = 0
  368. END IF
  369. *
  370. IF( LSAME( COMPZ, 'N' ) ) THEN
  371. ILZ = .FALSE.
  372. ICOMPZ = 1
  373. ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
  374. ILZ = .TRUE.
  375. ICOMPZ = 2
  376. ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
  377. ILZ = .TRUE.
  378. ICOMPZ = 3
  379. ELSE
  380. ILZ = .TRUE.
  381. ICOMPZ = 0
  382. END IF
  383. *
  384. * Check Argument Values
  385. *
  386. INFO = 0
  387. WORK( 1 ) = MAX( 1, N )
  388. LQUERY = ( LWORK.EQ.-1 )
  389. IF( ISCHUR.EQ.0 ) THEN
  390. INFO = -1
  391. ELSE IF( ICOMPQ.EQ.0 ) THEN
  392. INFO = -2
  393. ELSE IF( ICOMPZ.EQ.0 ) THEN
  394. INFO = -3
  395. ELSE IF( N.LT.0 ) THEN
  396. INFO = -4
  397. ELSE IF( ILO.LT.1 ) THEN
  398. INFO = -5
  399. ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
  400. INFO = -6
  401. ELSE IF( LDH.LT.N ) THEN
  402. INFO = -8
  403. ELSE IF( LDT.LT.N ) THEN
  404. INFO = -10
  405. ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
  406. INFO = -14
  407. ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
  408. INFO = -16
  409. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  410. INFO = -18
  411. END IF
  412. IF( INFO.NE.0 ) THEN
  413. CALL XERBLA( 'ZHGEQZ', -INFO )
  414. RETURN
  415. ELSE IF( LQUERY ) THEN
  416. RETURN
  417. END IF
  418. *
  419. * Quick return if possible
  420. *
  421. * WORK( 1 ) = CMPLX( 1 )
  422. IF( N.LE.0 ) THEN
  423. WORK( 1 ) = DCMPLX( 1 )
  424. RETURN
  425. END IF
  426. *
  427. * Initialize Q and Z
  428. *
  429. IF( ICOMPQ.EQ.3 )
  430. $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
  431. IF( ICOMPZ.EQ.3 )
  432. $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
  433. *
  434. * Machine Constants
  435. *
  436. IN = IHI + 1 - ILO
  437. SAFMIN = DLAMCH( 'S' )
  438. ULP = DLAMCH( 'E' )*DLAMCH( 'B' )
  439. ANORM = ZLANHS( 'F', IN, H( ILO, ILO ), LDH, RWORK )
  440. BNORM = ZLANHS( 'F', IN, T( ILO, ILO ), LDT, RWORK )
  441. ATOL = MAX( SAFMIN, ULP*ANORM )
  442. BTOL = MAX( SAFMIN, ULP*BNORM )
  443. ASCALE = ONE / MAX( SAFMIN, ANORM )
  444. BSCALE = ONE / MAX( SAFMIN, BNORM )
  445. *
  446. *
  447. * Set Eigenvalues IHI+1:N
  448. *
  449. DO 10 J = IHI + 1, N
  450. ABSB = ABS( T( J, J ) )
  451. IF( ABSB.GT.SAFMIN ) THEN
  452. SIGNBC = DCONJG( T( J, J ) / ABSB )
  453. T( J, J ) = ABSB
  454. IF( ILSCHR ) THEN
  455. CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 )
  456. CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 )
  457. ELSE
  458. CALL ZSCAL( 1, SIGNBC, H( J, J ), 1 )
  459. END IF
  460. IF( ILZ )
  461. $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )
  462. ELSE
  463. T( J, J ) = CZERO
  464. END IF
  465. ALPHA( J ) = H( J, J )
  466. BETA( J ) = T( J, J )
  467. 10 CONTINUE
  468. *
  469. * If IHI < ILO, skip QZ steps
  470. *
  471. IF( IHI.LT.ILO )
  472. $ GO TO 190
  473. *
  474. * MAIN QZ ITERATION LOOP
  475. *
  476. * Initialize dynamic indices
  477. *
  478. * Eigenvalues ILAST+1:N have been found.
  479. * Column operations modify rows IFRSTM:whatever
  480. * Row operations modify columns whatever:ILASTM
  481. *
  482. * If only eigenvalues are being computed, then
  483. * IFRSTM is the row of the last splitting row above row ILAST;
  484. * this is always at least ILO.
  485. * IITER counts iterations since the last eigenvalue was found,
  486. * to tell when to use an extraordinary shift.
  487. * MAXIT is the maximum number of QZ sweeps allowed.
  488. *
  489. ILAST = IHI
  490. IF( ILSCHR ) THEN
  491. IFRSTM = 1
  492. ILASTM = N
  493. ELSE
  494. IFRSTM = ILO
  495. ILASTM = IHI
  496. END IF
  497. IITER = 0
  498. ESHIFT = CZERO
  499. MAXIT = 30*( IHI-ILO+1 )
  500. *
  501. DO 170 JITER = 1, MAXIT
  502. *
  503. * Check for too many iterations.
  504. *
  505. IF( JITER.GT.MAXIT )
  506. $ GO TO 180
  507. *
  508. * Split the matrix if possible.
  509. *
  510. * Two tests:
  511. * 1: H(j,j-1)=0 or j=ILO
  512. * 2: T(j,j)=0
  513. *
  514. * Special case: j=ILAST
  515. *
  516. IF( ILAST.EQ.ILO ) THEN
  517. GO TO 60
  518. ELSE
  519. IF( ABS1( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*(
  520. $ ABS1( H( ILAST, ILAST ) ) + ABS1( H( ILAST-1, ILAST-1 )
  521. $ ) ) ) ) THEN
  522. H( ILAST, ILAST-1 ) = CZERO
  523. GO TO 60
  524. END IF
  525. END IF
  526. *
  527. IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
  528. T( ILAST, ILAST ) = CZERO
  529. GO TO 50
  530. END IF
  531. *
  532. * General case: j<ILAST
  533. *
  534. DO 40 J = ILAST - 1, ILO, -1
  535. *
  536. * Test 1: for H(j,j-1)=0 or j=ILO
  537. *
  538. IF( J.EQ.ILO ) THEN
  539. ILAZRO = .TRUE.
  540. ELSE
  541. IF( ABS1( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*(
  542. $ ABS1( H( J, J ) ) + ABS1( H( J-1, J-1 ) )
  543. $ ) ) ) THEN
  544. H( J, J-1 ) = CZERO
  545. ILAZRO = .TRUE.
  546. ELSE
  547. ILAZRO = .FALSE.
  548. END IF
  549. END IF
  550. *
  551. * Test 2: for T(j,j)=0
  552. *
  553. IF( ABS( T( J, J ) ).LT.BTOL ) THEN
  554. T( J, J ) = CZERO
  555. *
  556. * Test 1a: Check for 2 consecutive small subdiagonals in A
  557. *
  558. ILAZR2 = .FALSE.
  559. IF( .NOT.ILAZRO ) THEN
  560. IF( ABS1( H( J, J-1 ) )*( ASCALE*ABS1( H( J+1,
  561. $ J ) ) ).LE.ABS1( H( J, J ) )*( ASCALE*ATOL ) )
  562. $ ILAZR2 = .TRUE.
  563. END IF
  564. *
  565. * If both tests pass (1 & 2), i.e., the leading diagonal
  566. * element of B in the block is zero, split a 1x1 block off
  567. * at the top. (I.e., at the J-th row/column) The leading
  568. * diagonal element of the remainder can also be zero, so
  569. * this may have to be done repeatedly.
  570. *
  571. IF( ILAZRO .OR. ILAZR2 ) THEN
  572. DO 20 JCH = J, ILAST - 1
  573. CTEMP = H( JCH, JCH )
  574. CALL ZLARTG( CTEMP, H( JCH+1, JCH ), C, S,
  575. $ H( JCH, JCH ) )
  576. H( JCH+1, JCH ) = CZERO
  577. CALL ZROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
  578. $ H( JCH+1, JCH+1 ), LDH, C, S )
  579. CALL ZROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
  580. $ T( JCH+1, JCH+1 ), LDT, C, S )
  581. IF( ILQ )
  582. $ CALL ZROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
  583. $ C, DCONJG( S ) )
  584. IF( ILAZR2 )
  585. $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
  586. ILAZR2 = .FALSE.
  587. IF( ABS1( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
  588. IF( JCH+1.GE.ILAST ) THEN
  589. GO TO 60
  590. ELSE
  591. IFIRST = JCH + 1
  592. GO TO 70
  593. END IF
  594. END IF
  595. T( JCH+1, JCH+1 ) = CZERO
  596. 20 CONTINUE
  597. GO TO 50
  598. ELSE
  599. *
  600. * Only test 2 passed -- chase the zero to T(ILAST,ILAST)
  601. * Then process as in the case T(ILAST,ILAST)=0
  602. *
  603. DO 30 JCH = J, ILAST - 1
  604. CTEMP = T( JCH, JCH+1 )
  605. CALL ZLARTG( CTEMP, T( JCH+1, JCH+1 ), C, S,
  606. $ T( JCH, JCH+1 ) )
  607. T( JCH+1, JCH+1 ) = CZERO
  608. IF( JCH.LT.ILASTM-1 )
  609. $ CALL ZROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT,
  610. $ T( JCH+1, JCH+2 ), LDT, C, S )
  611. CALL ZROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
  612. $ H( JCH+1, JCH-1 ), LDH, C, S )
  613. IF( ILQ )
  614. $ CALL ZROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
  615. $ C, DCONJG( S ) )
  616. CTEMP = H( JCH+1, JCH )
  617. CALL ZLARTG( CTEMP, H( JCH+1, JCH-1 ), C, S,
  618. $ H( JCH+1, JCH ) )
  619. H( JCH+1, JCH-1 ) = CZERO
  620. CALL ZROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
  621. $ H( IFRSTM, JCH-1 ), 1, C, S )
  622. CALL ZROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
  623. $ T( IFRSTM, JCH-1 ), 1, C, S )
  624. IF( ILZ )
  625. $ CALL ZROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
  626. $ C, S )
  627. 30 CONTINUE
  628. GO TO 50
  629. END IF
  630. ELSE IF( ILAZRO ) THEN
  631. *
  632. * Only test 1 passed -- work on J:ILAST
  633. *
  634. IFIRST = J
  635. GO TO 70
  636. END IF
  637. *
  638. * Neither test passed -- try next J
  639. *
  640. 40 CONTINUE
  641. *
  642. * (Drop-through is "impossible")
  643. *
  644. INFO = 2*N + 1
  645. GO TO 210
  646. *
  647. * T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
  648. * 1x1 block.
  649. *
  650. 50 CONTINUE
  651. CTEMP = H( ILAST, ILAST )
  652. CALL ZLARTG( CTEMP, H( ILAST, ILAST-1 ), C, S,
  653. $ H( ILAST, ILAST ) )
  654. H( ILAST, ILAST-1 ) = CZERO
  655. CALL ZROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
  656. $ H( IFRSTM, ILAST-1 ), 1, C, S )
  657. CALL ZROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
  658. $ T( IFRSTM, ILAST-1 ), 1, C, S )
  659. IF( ILZ )
  660. $ CALL ZROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
  661. *
  662. * H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
  663. *
  664. 60 CONTINUE
  665. ABSB = ABS( T( ILAST, ILAST ) )
  666. IF( ABSB.GT.SAFMIN ) THEN
  667. SIGNBC = DCONJG( T( ILAST, ILAST ) / ABSB )
  668. T( ILAST, ILAST ) = ABSB
  669. IF( ILSCHR ) THEN
  670. CALL ZSCAL( ILAST-IFRSTM, SIGNBC, T( IFRSTM, ILAST ), 1 )
  671. CALL ZSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM, ILAST ),
  672. $ 1 )
  673. ELSE
  674. CALL ZSCAL( 1, SIGNBC, H( ILAST, ILAST ), 1 )
  675. END IF
  676. IF( ILZ )
  677. $ CALL ZSCAL( N, SIGNBC, Z( 1, ILAST ), 1 )
  678. ELSE
  679. T( ILAST, ILAST ) = CZERO
  680. END IF
  681. ALPHA( ILAST ) = H( ILAST, ILAST )
  682. BETA( ILAST ) = T( ILAST, ILAST )
  683. *
  684. * Go to next block -- exit if finished.
  685. *
  686. ILAST = ILAST - 1
  687. IF( ILAST.LT.ILO )
  688. $ GO TO 190
  689. *
  690. * Reset counters
  691. *
  692. IITER = 0
  693. ESHIFT = CZERO
  694. IF( .NOT.ILSCHR ) THEN
  695. ILASTM = ILAST
  696. IF( IFRSTM.GT.ILAST )
  697. $ IFRSTM = ILO
  698. END IF
  699. GO TO 160
  700. *
  701. * QZ step
  702. *
  703. * This iteration only involves rows/columns IFIRST:ILAST. We
  704. * assume IFIRST < ILAST, and that the diagonal of B is non-zero.
  705. *
  706. 70 CONTINUE
  707. IITER = IITER + 1
  708. IF( .NOT.ILSCHR ) THEN
  709. IFRSTM = IFIRST
  710. END IF
  711. *
  712. * Compute the Shift.
  713. *
  714. * At this point, IFIRST < ILAST, and the diagonal elements of
  715. * T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
  716. * magnitude)
  717. *
  718. IF( ( IITER / 10 )*10.NE.IITER ) THEN
  719. *
  720. * The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
  721. * the bottom-right 2x2 block of A inv(B) which is nearest to
  722. * the bottom-right element.
  723. *
  724. * We factor B as U*D, where U has unit diagonals, and
  725. * compute (A*inv(D))*inv(U).
  726. *
  727. U12 = ( BSCALE*T( ILAST-1, ILAST ) ) /
  728. $ ( BSCALE*T( ILAST, ILAST ) )
  729. AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
  730. $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
  731. AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
  732. $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
  733. AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
  734. $ ( BSCALE*T( ILAST, ILAST ) )
  735. AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
  736. $ ( BSCALE*T( ILAST, ILAST ) )
  737. ABI22 = AD22 - U12*AD21
  738. ABI12 = AD12 - U12*AD11
  739. *
  740. SHIFT = ABI22
  741. CTEMP = SQRT( ABI12 )*SQRT( AD21 )
  742. TEMP = ABS1( CTEMP )
  743. IF( CTEMP.NE.ZERO ) THEN
  744. X = HALF*( AD11-SHIFT )
  745. TEMP2 = ABS1( X )
  746. TEMP = MAX( TEMP, ABS1( X ) )
  747. Y = TEMP*SQRT( ( X / TEMP )**2+( CTEMP / TEMP )**2 )
  748. IF( TEMP2.GT.ZERO ) THEN
  749. IF( DBLE( X / TEMP2 )*DBLE( Y )+
  750. $ DIMAG( X / TEMP2 )*DIMAG( Y ).LT.ZERO )Y = -Y
  751. END IF
  752. SHIFT = SHIFT - CTEMP*ZLADIV( CTEMP, ( X+Y ) )
  753. END IF
  754. ELSE
  755. *
  756. * Exceptional shift. Chosen for no particularly good reason.
  757. *
  758. IF( ( IITER / 20 )*20.EQ.IITER .AND.
  759. $ BSCALE*ABS1(T( ILAST, ILAST )).GT.SAFMIN ) THEN
  760. ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
  761. $ ILAST ) )/( BSCALE*T( ILAST, ILAST ) )
  762. ELSE
  763. ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
  764. $ ILAST-1 ) )/( BSCALE*T( ILAST-1, ILAST-1 ) )
  765. END IF
  766. SHIFT = ESHIFT
  767. END IF
  768. *
  769. * Now check for two consecutive small subdiagonals.
  770. *
  771. DO 80 J = ILAST - 1, IFIRST + 1, -1
  772. ISTART = J
  773. CTEMP = ASCALE*H( J, J ) - SHIFT*( BSCALE*T( J, J ) )
  774. TEMP = ABS1( CTEMP )
  775. TEMP2 = ASCALE*ABS1( H( J+1, J ) )
  776. TEMPR = MAX( TEMP, TEMP2 )
  777. IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
  778. TEMP = TEMP / TEMPR
  779. TEMP2 = TEMP2 / TEMPR
  780. END IF
  781. IF( ABS1( H( J, J-1 ) )*TEMP2.LE.TEMP*ATOL )
  782. $ GO TO 90
  783. 80 CONTINUE
  784. *
  785. ISTART = IFIRST
  786. CTEMP = ASCALE*H( IFIRST, IFIRST ) -
  787. $ SHIFT*( BSCALE*T( IFIRST, IFIRST ) )
  788. 90 CONTINUE
  789. *
  790. * Do an implicit-shift QZ sweep.
  791. *
  792. * Initial Q
  793. *
  794. CTEMP2 = ASCALE*H( ISTART+1, ISTART )
  795. CALL ZLARTG( CTEMP, CTEMP2, C, S, CTEMP3 )
  796. *
  797. * Sweep
  798. *
  799. DO 150 J = ISTART, ILAST - 1
  800. IF( J.GT.ISTART ) THEN
  801. CTEMP = H( J, J-1 )
  802. CALL ZLARTG( CTEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
  803. H( J+1, J-1 ) = CZERO
  804. END IF
  805. *
  806. DO 100 JC = J, ILASTM
  807. CTEMP = C*H( J, JC ) + S*H( J+1, JC )
  808. H( J+1, JC ) = -DCONJG( S )*H( J, JC ) + C*H( J+1, JC )
  809. H( J, JC ) = CTEMP
  810. CTEMP2 = C*T( J, JC ) + S*T( J+1, JC )
  811. T( J+1, JC ) = -DCONJG( S )*T( J, JC ) + C*T( J+1, JC )
  812. T( J, JC ) = CTEMP2
  813. 100 CONTINUE
  814. IF( ILQ ) THEN
  815. DO 110 JR = 1, N
  816. CTEMP = C*Q( JR, J ) + DCONJG( S )*Q( JR, J+1 )
  817. Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
  818. Q( JR, J ) = CTEMP
  819. 110 CONTINUE
  820. END IF
  821. *
  822. CTEMP = T( J+1, J+1 )
  823. CALL ZLARTG( CTEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
  824. T( J+1, J ) = CZERO
  825. *
  826. DO 120 JR = IFRSTM, MIN( J+2, ILAST )
  827. CTEMP = C*H( JR, J+1 ) + S*H( JR, J )
  828. H( JR, J ) = -DCONJG( S )*H( JR, J+1 ) + C*H( JR, J )
  829. H( JR, J+1 ) = CTEMP
  830. 120 CONTINUE
  831. DO 130 JR = IFRSTM, J
  832. CTEMP = C*T( JR, J+1 ) + S*T( JR, J )
  833. T( JR, J ) = -DCONJG( S )*T( JR, J+1 ) + C*T( JR, J )
  834. T( JR, J+1 ) = CTEMP
  835. 130 CONTINUE
  836. IF( ILZ ) THEN
  837. DO 140 JR = 1, N
  838. CTEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
  839. Z( JR, J ) = -DCONJG( S )*Z( JR, J+1 ) + C*Z( JR, J )
  840. Z( JR, J+1 ) = CTEMP
  841. 140 CONTINUE
  842. END IF
  843. 150 CONTINUE
  844. *
  845. 160 CONTINUE
  846. *
  847. 170 CONTINUE
  848. *
  849. * Drop-through = non-convergence
  850. *
  851. 180 CONTINUE
  852. INFO = ILAST
  853. GO TO 210
  854. *
  855. * Successful completion of all QZ steps
  856. *
  857. 190 CONTINUE
  858. *
  859. * Set Eigenvalues 1:ILO-1
  860. *
  861. DO 200 J = 1, ILO - 1
  862. ABSB = ABS( T( J, J ) )
  863. IF( ABSB.GT.SAFMIN ) THEN
  864. SIGNBC = DCONJG( T( J, J ) / ABSB )
  865. T( J, J ) = ABSB
  866. IF( ILSCHR ) THEN
  867. CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 )
  868. CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 )
  869. ELSE
  870. CALL ZSCAL( 1, SIGNBC, H( J, J ), 1 )
  871. END IF
  872. IF( ILZ )
  873. $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )
  874. ELSE
  875. T( J, J ) = CZERO
  876. END IF
  877. ALPHA( J ) = H( J, J )
  878. BETA( J ) = T( J, J )
  879. 200 CONTINUE
  880. *
  881. * Normal Termination
  882. *
  883. INFO = 0
  884. *
  885. * Exit (other than argument error) -- return optimal workspace size
  886. *
  887. 210 CONTINUE
  888. WORK( 1 ) = DCMPLX( N )
  889. RETURN
  890. *
  891. * End of ZHGEQZ
  892. *
  893. END