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claqr0.f 25 kB

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  1. *> \brief \b CLAQR0 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 CLAQR0 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr0.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr0.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr0.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CLAQR0( 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. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CLAQR0 computes the eigenvalues of a Hessenberg matrix H
  39. *> and, optionally, the matrices T and Z from the Schur decomposition
  40. *> H = Z T Z**H, where T is an upper triangular matrix (the
  41. *> Schur form), and Z is the unitary matrix of Schur vectors.
  42. *>
  43. *> Optionally Z may be postmultiplied into an input unitary
  44. *> matrix Q so that this routine can give the Schur factorization
  45. *> of a matrix A which has been reduced to the Hessenberg form H
  46. *> by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] WANTT
  53. *> \verbatim
  54. *> WANTT is LOGICAL
  55. *> = .TRUE. : the full Schur form T is required;
  56. *> = .FALSE.: only eigenvalues are required.
  57. *> \endverbatim
  58. *>
  59. *> \param[in] WANTZ
  60. *> \verbatim
  61. *> WANTZ is LOGICAL
  62. *> = .TRUE. : the matrix of Schur vectors Z is required;
  63. *> = .FALSE.: Schur vectors are not required.
  64. *> \endverbatim
  65. *>
  66. *> \param[in] N
  67. *> \verbatim
  68. *> N is INTEGER
  69. *> The order of the matrix H. N >= 0.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] ILO
  73. *> \verbatim
  74. *> ILO is INTEGER
  75. *> \endverbatim
  76. *>
  77. *> \param[in] IHI
  78. *> \verbatim
  79. *> IHI is INTEGER
  80. *> It is assumed that H is already upper triangular in rows
  81. *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
  82. *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
  83. *> previous call to CGEBAL, and then passed to CGEHRD when the
  84. *> matrix output by CGEBAL is reduced to Hessenberg form.
  85. *> Otherwise, ILO and IHI should be set to 1 and N,
  86. *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
  87. *> If N = 0, then ILO = 1 and IHI = 0.
  88. *> \endverbatim
  89. *>
  90. *> \param[in,out] H
  91. *> \verbatim
  92. *> H is COMPLEX array, dimension (LDH,N)
  93. *> On entry, the upper Hessenberg matrix H.
  94. *> On exit, if INFO = 0 and WANTT is .TRUE., then H
  95. *> contains the upper triangular matrix T from the Schur
  96. *> decomposition (the Schur form). If INFO = 0 and WANT is
  97. *> .FALSE., then the contents of H are unspecified on exit.
  98. *> (The output value of H when INFO > 0 is given under the
  99. *> description of INFO below.)
  100. *>
  101. *> This subroutine may explicitly set H(i,j) = 0 for i > j and
  102. *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
  103. *> \endverbatim
  104. *>
  105. *> \param[in] LDH
  106. *> \verbatim
  107. *> LDH is INTEGER
  108. *> The leading dimension of the array H. LDH >= max(1,N).
  109. *> \endverbatim
  110. *>
  111. *> \param[out] W
  112. *> \verbatim
  113. *> W is COMPLEX array, dimension (N)
  114. *> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
  115. *> in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
  116. *> stored in the same order as on the diagonal of the Schur
  117. *> form returned in H, with W(i) = H(i,i).
  118. *> \endverbatim
  119. *>
  120. *> \param[in] ILOZ
  121. *> \verbatim
  122. *> ILOZ is INTEGER
  123. *> \endverbatim
  124. *>
  125. *> \param[in] IHIZ
  126. *> \verbatim
  127. *> IHIZ is INTEGER
  128. *> Specify the rows of Z to which transformations must be
  129. *> applied if WANTZ is .TRUE..
  130. *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
  131. *> \endverbatim
  132. *>
  133. *> \param[in,out] Z
  134. *> \verbatim
  135. *> Z is COMPLEX array, dimension (LDZ,IHI)
  136. *> If WANTZ is .FALSE., then Z is not referenced.
  137. *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
  138. *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
  139. *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
  140. *> (The output value of Z when INFO > 0 is given under
  141. *> the description of INFO below.)
  142. *> \endverbatim
  143. *>
  144. *> \param[in] LDZ
  145. *> \verbatim
  146. *> LDZ is INTEGER
  147. *> The leading dimension of the array Z. if WANTZ is .TRUE.
  148. *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
  149. *> \endverbatim
  150. *>
  151. *> \param[out] WORK
  152. *> \verbatim
  153. *> WORK is COMPLEX array, dimension LWORK
  154. *> On exit, if LWORK = -1, WORK(1) returns an estimate of
  155. *> the optimal value for LWORK.
  156. *> \endverbatim
  157. *>
  158. *> \param[in] LWORK
  159. *> \verbatim
  160. *> LWORK is INTEGER
  161. *> The dimension of the array WORK. LWORK >= max(1,N)
  162. *> is sufficient, but LWORK typically as large as 6*N may
  163. *> be required for optimal performance. A workspace query
  164. *> to determine the optimal workspace size is recommended.
  165. *>
  166. *> If LWORK = -1, then CLAQR0 does a workspace query.
  167. *> In this case, CLAQR0 checks the input parameters and
  168. *> estimates the optimal workspace size for the given
  169. *> values of N, ILO and IHI. The estimate is returned
  170. *> in WORK(1). No error message related to LWORK is
  171. *> issued by XERBLA. Neither H nor Z are accessed.
  172. *> \endverbatim
  173. *>
  174. *> \param[out] INFO
  175. *> \verbatim
  176. *> INFO is INTEGER
  177. *> = 0: successful exit
  178. *> > 0: if INFO = i, CLAQR0 failed to compute all of
  179. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  180. *> and WI contain those eigenvalues which have been
  181. *> successfully computed. (Failures are rare.)
  182. *>
  183. *> If INFO > 0 and WANT is .FALSE., then on exit,
  184. *> the remaining unconverged eigenvalues are the eigen-
  185. *> values of the upper Hessenberg matrix rows and
  186. *> columns ILO through INFO of the final, output
  187. *> value of H.
  188. *>
  189. *> If INFO > 0 and WANTT is .TRUE., then on exit
  190. *>
  191. *> (*) (initial value of H)*U = U*(final value of H)
  192. *>
  193. *> where U is a unitary matrix. The final
  194. *> value of H is upper Hessenberg and triangular in
  195. *> rows and columns INFO+1 through IHI.
  196. *>
  197. *> If INFO > 0 and WANTZ is .TRUE., then on exit
  198. *>
  199. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  200. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  201. *>
  202. *> where U is the unitary matrix in (*) (regard-
  203. *> less of the value of WANTT.)
  204. *>
  205. *> If INFO > 0 and WANTZ is .FALSE., then Z is not
  206. *> accessed.
  207. *> \endverbatim
  208. *
  209. * Authors:
  210. * ========
  211. *
  212. *> \author Univ. of Tennessee
  213. *> \author Univ. of California Berkeley
  214. *> \author Univ. of Colorado Denver
  215. *> \author NAG Ltd.
  216. *
  217. *> \date December 2016
  218. *
  219. *> \ingroup complexOTHERauxiliary
  220. *
  221. *> \par Contributors:
  222. * ==================
  223. *>
  224. *> Karen Braman and Ralph Byers, Department of Mathematics,
  225. *> University of Kansas, USA
  226. *
  227. *> \par References:
  228. * ================
  229. *>
  230. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  231. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  232. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  233. *> 929--947, 2002.
  234. *> \n
  235. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  236. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  237. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  238. *>
  239. * =====================================================================
  240. SUBROUTINE CLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  241. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  242. *
  243. * -- LAPACK auxiliary routine (version 3.7.0) --
  244. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  245. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  246. * December 2016
  247. *
  248. * .. Scalar Arguments ..
  249. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  250. LOGICAL WANTT, WANTZ
  251. * ..
  252. * .. Array Arguments ..
  253. COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  254. * ..
  255. *
  256. * ================================================================
  257. * .. Parameters ..
  258. *
  259. * ==== Matrices of order NTINY or smaller must be processed by
  260. * . CLAHQR because of insufficient subdiagonal scratch space.
  261. * . (This is a hard limit.) ====
  262. INTEGER NTINY
  263. PARAMETER ( NTINY = 11 )
  264. *
  265. * ==== Exceptional deflation windows: try to cure rare
  266. * . slow convergence by varying the size of the
  267. * . deflation window after KEXNW iterations. ====
  268. INTEGER KEXNW
  269. PARAMETER ( KEXNW = 5 )
  270. *
  271. * ==== Exceptional shifts: try to cure rare slow convergence
  272. * . with ad-hoc exceptional shifts every KEXSH iterations.
  273. * . ====
  274. INTEGER KEXSH
  275. PARAMETER ( KEXSH = 6 )
  276. *
  277. * ==== The constant WILK1 is used to form the exceptional
  278. * . shifts. ====
  279. REAL WILK1
  280. PARAMETER ( WILK1 = 0.75e0 )
  281. COMPLEX ZERO, ONE
  282. PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
  283. $ ONE = ( 1.0e0, 0.0e0 ) )
  284. REAL TWO
  285. PARAMETER ( TWO = 2.0e0 )
  286. * ..
  287. * .. Local Scalars ..
  288. COMPLEX AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  289. REAL S
  290. INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
  291. $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
  292. $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
  293. $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
  294. LOGICAL SORTED
  295. CHARACTER JBCMPZ*2
  296. * ..
  297. * .. External Functions ..
  298. INTEGER ILAENV
  299. EXTERNAL ILAENV
  300. * ..
  301. * .. Local Arrays ..
  302. COMPLEX ZDUM( 1, 1 )
  303. * ..
  304. * .. External Subroutines ..
  305. EXTERNAL CLACPY, CLAHQR, CLAQR3, CLAQR4, CLAQR5
  306. * ..
  307. * .. Intrinsic Functions ..
  308. INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, MIN, MOD, REAL,
  309. $ SQRT
  310. * ..
  311. * .. Statement Functions ..
  312. REAL CABS1
  313. * ..
  314. * .. Statement Function definitions ..
  315. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
  316. * ..
  317. * .. Executable Statements ..
  318. INFO = 0
  319. *
  320. * ==== Quick return for N = 0: nothing to do. ====
  321. *
  322. IF( N.EQ.0 ) THEN
  323. WORK( 1 ) = ONE
  324. RETURN
  325. END IF
  326. *
  327. IF( N.LE.NTINY ) THEN
  328. *
  329. * ==== Tiny matrices must use CLAHQR. ====
  330. *
  331. LWKOPT = 1
  332. IF( LWORK.NE.-1 )
  333. $ CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  334. $ IHIZ, Z, LDZ, INFO )
  335. ELSE
  336. *
  337. * ==== Use small bulge multi-shift QR with aggressive early
  338. * . deflation on larger-than-tiny matrices. ====
  339. *
  340. * ==== Hope for the best. ====
  341. *
  342. INFO = 0
  343. *
  344. * ==== Set up job flags for ILAENV. ====
  345. *
  346. IF( WANTT ) THEN
  347. JBCMPZ( 1: 1 ) = 'S'
  348. ELSE
  349. JBCMPZ( 1: 1 ) = 'E'
  350. END IF
  351. IF( WANTZ ) THEN
  352. JBCMPZ( 2: 2 ) = 'V'
  353. ELSE
  354. JBCMPZ( 2: 2 ) = 'N'
  355. END IF
  356. *
  357. * ==== NWR = recommended deflation window size. At this
  358. * . point, N .GT. NTINY = 11, so there is enough
  359. * . subdiagonal workspace for NWR.GE.2 as required.
  360. * . (In fact, there is enough subdiagonal space for
  361. * . NWR.GE.3.) ====
  362. *
  363. NWR = ILAENV( 13, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  364. NWR = MAX( 2, NWR )
  365. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  366. *
  367. * ==== NSR = recommended number of simultaneous shifts.
  368. * . At this point N .GT. NTINY = 11, so there is at
  369. * . enough subdiagonal workspace for NSR to be even
  370. * . and greater than or equal to two as required. ====
  371. *
  372. NSR = ILAENV( 15, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  373. NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
  374. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  375. *
  376. * ==== Estimate optimal workspace ====
  377. *
  378. * ==== Workspace query call to CLAQR3 ====
  379. *
  380. CALL CLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  381. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  382. $ LDH, WORK, -1 )
  383. *
  384. * ==== Optimal workspace = MAX(CLAQR5, CLAQR3) ====
  385. *
  386. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  387. *
  388. * ==== Quick return in case of workspace query. ====
  389. *
  390. IF( LWORK.EQ.-1 ) THEN
  391. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  392. RETURN
  393. END IF
  394. *
  395. * ==== CLAHQR/CLAQR0 crossover point ====
  396. *
  397. NMIN = ILAENV( 12, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  398. NMIN = MAX( NTINY, NMIN )
  399. *
  400. * ==== Nibble crossover point ====
  401. *
  402. NIBBLE = ILAENV( 14, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  403. NIBBLE = MAX( 0, NIBBLE )
  404. *
  405. * ==== Accumulate reflections during ttswp? Use block
  406. * . 2-by-2 structure during matrix-matrix multiply? ====
  407. *
  408. KACC22 = ILAENV( 16, 'CLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
  409. KACC22 = MAX( 0, KACC22 )
  410. KACC22 = MIN( 2, KACC22 )
  411. *
  412. * ==== NWMAX = the largest possible deflation window for
  413. * . which there is sufficient workspace. ====
  414. *
  415. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  416. NW = NWMAX
  417. *
  418. * ==== NSMAX = the Largest number of simultaneous shifts
  419. * . for which there is sufficient workspace. ====
  420. *
  421. NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
  422. NSMAX = NSMAX - MOD( NSMAX, 2 )
  423. *
  424. * ==== NDFL: an iteration count restarted at deflation. ====
  425. *
  426. NDFL = 1
  427. *
  428. * ==== ITMAX = iteration limit ====
  429. *
  430. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  431. *
  432. * ==== Last row and column in the active block ====
  433. *
  434. KBOT = IHI
  435. *
  436. * ==== Main Loop ====
  437. *
  438. DO 70 IT = 1, ITMAX
  439. *
  440. * ==== Done when KBOT falls below ILO ====
  441. *
  442. IF( KBOT.LT.ILO )
  443. $ GO TO 80
  444. *
  445. * ==== Locate active block ====
  446. *
  447. DO 10 K = KBOT, ILO + 1, -1
  448. IF( H( K, K-1 ).EQ.ZERO )
  449. $ GO TO 20
  450. 10 CONTINUE
  451. K = ILO
  452. 20 CONTINUE
  453. KTOP = K
  454. *
  455. * ==== Select deflation window size:
  456. * . Typical Case:
  457. * . If possible and advisable, nibble the entire
  458. * . active block. If not, use size MIN(NWR,NWMAX)
  459. * . or MIN(NWR+1,NWMAX) depending upon which has
  460. * . the smaller corresponding subdiagonal entry
  461. * . (a heuristic).
  462. * .
  463. * . Exceptional Case:
  464. * . If there have been no deflations in KEXNW or
  465. * . more iterations, then vary the deflation window
  466. * . size. At first, because, larger windows are,
  467. * . in general, more powerful than smaller ones,
  468. * . rapidly increase the window to the maximum possible.
  469. * . Then, gradually reduce the window size. ====
  470. *
  471. NH = KBOT - KTOP + 1
  472. NWUPBD = MIN( NH, NWMAX )
  473. IF( NDFL.LT.KEXNW ) THEN
  474. NW = MIN( NWUPBD, NWR )
  475. ELSE
  476. NW = MIN( NWUPBD, 2*NW )
  477. END IF
  478. IF( NW.LT.NWMAX ) THEN
  479. IF( NW.GE.NH-1 ) THEN
  480. NW = NH
  481. ELSE
  482. KWTOP = KBOT - NW + 1
  483. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  484. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  485. END IF
  486. END IF
  487. IF( NDFL.LT.KEXNW ) THEN
  488. NDEC = -1
  489. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  490. NDEC = NDEC + 1
  491. IF( NW-NDEC.LT.2 )
  492. $ NDEC = 0
  493. NW = NW - NDEC
  494. END IF
  495. *
  496. * ==== Aggressive early deflation:
  497. * . split workspace under the subdiagonal into
  498. * . - an nw-by-nw work array V in the lower
  499. * . left-hand-corner,
  500. * . - an NW-by-at-least-NW-but-more-is-better
  501. * . (NW-by-NHO) horizontal work array along
  502. * . the bottom edge,
  503. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  504. * . vertical work array along the left-hand-edge.
  505. * . ====
  506. *
  507. KV = N - NW + 1
  508. KT = NW + 1
  509. NHO = ( N-NW-1 ) - KT + 1
  510. KWV = NW + 2
  511. NVE = ( N-NW ) - KWV + 1
  512. *
  513. * ==== Aggressive early deflation ====
  514. *
  515. CALL CLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  516. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  517. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  518. $ LWORK )
  519. *
  520. * ==== Adjust KBOT accounting for new deflations. ====
  521. *
  522. KBOT = KBOT - LD
  523. *
  524. * ==== KS points to the shifts. ====
  525. *
  526. KS = KBOT - LS + 1
  527. *
  528. * ==== Skip an expensive QR sweep if there is a (partly
  529. * . heuristic) reason to expect that many eigenvalues
  530. * . will deflate without it. Here, the QR sweep is
  531. * . skipped if many eigenvalues have just been deflated
  532. * . or if the remaining active block is small.
  533. *
  534. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  535. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  536. *
  537. * ==== NS = nominal number of simultaneous shifts.
  538. * . This may be lowered (slightly) if CLAQR3
  539. * . did not provide that many shifts. ====
  540. *
  541. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  542. NS = NS - MOD( NS, 2 )
  543. *
  544. * ==== If there have been no deflations
  545. * . in a multiple of KEXSH iterations,
  546. * . then try exceptional shifts.
  547. * . Otherwise use shifts provided by
  548. * . CLAQR3 above or from the eigenvalues
  549. * . of a trailing principal submatrix. ====
  550. *
  551. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  552. KS = KBOT - NS + 1
  553. DO 30 I = KBOT, KS + 1, -2
  554. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  555. W( I-1 ) = W( I )
  556. 30 CONTINUE
  557. ELSE
  558. *
  559. * ==== Got NS/2 or fewer shifts? Use CLAQR4 or
  560. * . CLAHQR on a trailing principal submatrix to
  561. * . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
  562. * . there is enough space below the subdiagonal
  563. * . to fit an NS-by-NS scratch array.) ====
  564. *
  565. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  566. KS = KBOT - NS + 1
  567. KT = N - NS + 1
  568. CALL CLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  569. $ H( KT, 1 ), LDH )
  570. IF( NS.GT.NMIN ) THEN
  571. CALL CLAQR4( .false., .false., NS, 1, NS,
  572. $ H( KT, 1 ), LDH, W( KS ), 1, 1,
  573. $ ZDUM, 1, WORK, LWORK, INF )
  574. ELSE
  575. CALL CLAHQR( .false., .false., NS, 1, NS,
  576. $ H( KT, 1 ), LDH, W( KS ), 1, 1,
  577. $ ZDUM, 1, INF )
  578. END IF
  579. KS = KS + INF
  580. *
  581. * ==== In case of a rare QR failure use
  582. * . eigenvalues of the trailing 2-by-2
  583. * . principal submatrix. Scale to avoid
  584. * . overflows, underflows and subnormals.
  585. * . (The scale factor S can not be zero,
  586. * . because H(KBOT,KBOT-1) is nonzero.) ====
  587. *
  588. IF( KS.GE.KBOT ) THEN
  589. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  590. $ CABS1( H( KBOT, KBOT-1 ) ) +
  591. $ CABS1( H( KBOT-1, KBOT ) ) +
  592. $ CABS1( H( KBOT, KBOT ) )
  593. AA = H( KBOT-1, KBOT-1 ) / S
  594. CC = H( KBOT, KBOT-1 ) / S
  595. BB = H( KBOT-1, KBOT ) / S
  596. DD = H( KBOT, KBOT ) / S
  597. TR2 = ( AA+DD ) / TWO
  598. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  599. RTDISC = SQRT( -DET )
  600. W( KBOT-1 ) = ( TR2+RTDISC )*S
  601. W( KBOT ) = ( TR2-RTDISC )*S
  602. *
  603. KS = KBOT - 1
  604. END IF
  605. END IF
  606. *
  607. IF( KBOT-KS+1.GT.NS ) THEN
  608. *
  609. * ==== Sort the shifts (Helps a little) ====
  610. *
  611. SORTED = .false.
  612. DO 50 K = KBOT, KS + 1, -1
  613. IF( SORTED )
  614. $ GO TO 60
  615. SORTED = .true.
  616. DO 40 I = KS, K - 1
  617. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  618. $ THEN
  619. SORTED = .false.
  620. SWAP = W( I )
  621. W( I ) = W( I+1 )
  622. W( I+1 ) = SWAP
  623. END IF
  624. 40 CONTINUE
  625. 50 CONTINUE
  626. 60 CONTINUE
  627. END IF
  628. END IF
  629. *
  630. * ==== If there are only two shifts, then use
  631. * . only one. ====
  632. *
  633. IF( KBOT-KS+1.EQ.2 ) THEN
  634. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  635. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  636. W( KBOT-1 ) = W( KBOT )
  637. ELSE
  638. W( KBOT ) = W( KBOT-1 )
  639. END IF
  640. END IF
  641. *
  642. * ==== Use up to NS of the the smallest magnitude
  643. * . shifts. If there aren't NS shifts available,
  644. * . then use them all, possibly dropping one to
  645. * . make the number of shifts even. ====
  646. *
  647. NS = MIN( NS, KBOT-KS+1 )
  648. NS = NS - MOD( NS, 2 )
  649. KS = KBOT - NS + 1
  650. *
  651. * ==== Small-bulge multi-shift QR sweep:
  652. * . split workspace under the subdiagonal into
  653. * . - a KDU-by-KDU work array U in the lower
  654. * . left-hand-corner,
  655. * . - a KDU-by-at-least-KDU-but-more-is-better
  656. * . (KDU-by-NHo) horizontal work array WH along
  657. * . the bottom edge,
  658. * . - and an at-least-KDU-but-more-is-better-by-KDU
  659. * . (NVE-by-KDU) vertical work WV arrow along
  660. * . the left-hand-edge. ====
  661. *
  662. KDU = 3*NS - 3
  663. KU = N - KDU + 1
  664. KWH = KDU + 1
  665. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  666. KWV = KDU + 4
  667. NVE = N - KDU - KWV + 1
  668. *
  669. * ==== Small-bulge multi-shift QR sweep ====
  670. *
  671. CALL CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  672. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  673. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  674. $ NHO, H( KU, KWH ), LDH )
  675. END IF
  676. *
  677. * ==== Note progress (or the lack of it). ====
  678. *
  679. IF( LD.GT.0 ) THEN
  680. NDFL = 1
  681. ELSE
  682. NDFL = NDFL + 1
  683. END IF
  684. *
  685. * ==== End of main loop ====
  686. 70 CONTINUE
  687. *
  688. * ==== Iteration limit exceeded. Set INFO to show where
  689. * . the problem occurred and exit. ====
  690. *
  691. INFO = KBOT
  692. 80 CONTINUE
  693. END IF
  694. *
  695. * ==== Return the optimal value of LWORK. ====
  696. *
  697. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  698. *
  699. * ==== End of CLAQR0 ====
  700. *
  701. END