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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 .GE. 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.GT.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.GT.0, then 1.LE.ILO.LE.IHI.LE.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.GT.0 is given under the
  107. *> description of INFO below.)
  108. *>
  109. *> This subroutine may explicitly set H(i,j) = 0 for i.GT.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 .GE. 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 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. 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.GT.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.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.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 .GE. 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. *> \verbatim
  185. *> INFO is INTEGER
  186. *> = 0: successful exit
  187. *> .GT. 0: if INFO = i, CLAQR4 failed to compute all of
  188. *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
  189. *> and WI contain those eigenvalues which have been
  190. *> successfully computed. (Failures are rare.)
  191. *>
  192. *> If INFO .GT. 0 and WANT is .FALSE., then on exit,
  193. *> the remaining unconverged eigenvalues are the eigen-
  194. *> values of the upper Hessenberg matrix rows and
  195. *> columns ILO through INFO of the final, output
  196. *> value of H.
  197. *>
  198. *> If INFO .GT. 0 and WANTT is .TRUE., then on exit
  199. *>
  200. *> (*) (initial value of H)*U = U*(final value of H)
  201. *>
  202. *> where U is a unitary matrix. The final
  203. *> value of H is upper Hessenberg and triangular in
  204. *> rows and columns INFO+1 through IHI.
  205. *>
  206. *> If INFO .GT. 0 and WANTZ is .TRUE., then on exit
  207. *>
  208. *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
  209. *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
  210. *>
  211. *> where U is the unitary matrix in (*) (regard-
  212. *> less of the value of WANTT.)
  213. *>
  214. *> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
  215. *> accessed.
  216. *> \endverbatim
  217. *
  218. * Authors:
  219. * ========
  220. *
  221. *> \author Univ. of Tennessee
  222. *> \author Univ. of California Berkeley
  223. *> \author Univ. of Colorado Denver
  224. *> \author NAG Ltd.
  225. *
  226. *> \date September 2012
  227. *
  228. *> \ingroup complexOTHERauxiliary
  229. *
  230. *> \par Contributors:
  231. * ==================
  232. *>
  233. *> Karen Braman and Ralph Byers, Department of Mathematics,
  234. *> University of Kansas, USA
  235. *
  236. *> \par References:
  237. * ================
  238. *>
  239. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  240. *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
  241. *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
  242. *> 929--947, 2002.
  243. *> \n
  244. *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
  245. *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
  246. *> of Matrix Analysis, volume 23, pages 948--973, 2002.
  247. *>
  248. * =====================================================================
  249. SUBROUTINE CLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  250. $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
  251. *
  252. * -- LAPACK auxiliary routine (version 3.4.2) --
  253. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  254. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  255. * September 2012
  256. *
  257. * .. Scalar Arguments ..
  258. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
  259. LOGICAL WANTT, WANTZ
  260. * ..
  261. * .. Array Arguments ..
  262. COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
  263. * ..
  264. *
  265. *
  266. * ================================================================
  267. *
  268. * .. Parameters ..
  269. *
  270. * ==== Matrices of order NTINY or smaller must be processed by
  271. * . CLAHQR because of insufficient subdiagonal scratch space.
  272. * . (This is a hard limit.) ====
  273. INTEGER NTINY
  274. PARAMETER ( NTINY = 11 )
  275. *
  276. * ==== Exceptional deflation windows: try to cure rare
  277. * . slow convergence by varying the size of the
  278. * . deflation window after KEXNW iterations. ====
  279. INTEGER KEXNW
  280. PARAMETER ( KEXNW = 5 )
  281. *
  282. * ==== Exceptional shifts: try to cure rare slow convergence
  283. * . with ad-hoc exceptional shifts every KEXSH iterations.
  284. * . ====
  285. INTEGER KEXSH
  286. PARAMETER ( KEXSH = 6 )
  287. *
  288. * ==== The constant WILK1 is used to form the exceptional
  289. * . shifts. ====
  290. REAL WILK1
  291. PARAMETER ( WILK1 = 0.75e0 )
  292. COMPLEX ZERO, ONE
  293. PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
  294. $ ONE = ( 1.0e0, 0.0e0 ) )
  295. REAL TWO
  296. PARAMETER ( TWO = 2.0e0 )
  297. * ..
  298. * .. Local Scalars ..
  299. COMPLEX AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
  300. REAL S
  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. COMPLEX ZDUM( 1, 1 )
  314. * ..
  315. * .. External Subroutines ..
  316. EXTERNAL CLACPY, CLAHQR, CLAQR2, CLAQR5
  317. * ..
  318. * .. Intrinsic Functions ..
  319. INTRINSIC ABS, AIMAG, CMPLX, INT, MAX, MIN, MOD, REAL,
  320. $ SQRT
  321. * ..
  322. * .. Statement Functions ..
  323. REAL CABS1
  324. * ..
  325. * .. Statement Function definitions ..
  326. CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
  327. * ..
  328. * .. Executable Statements ..
  329. INFO = 0
  330. *
  331. * ==== Quick return for N = 0: nothing to do. ====
  332. *
  333. IF( N.EQ.0 ) THEN
  334. WORK( 1 ) = ONE
  335. RETURN
  336. END IF
  337. *
  338. IF( N.LE.NTINY ) THEN
  339. *
  340. * ==== Tiny matrices must use CLAHQR. ====
  341. *
  342. LWKOPT = 1
  343. IF( LWORK.NE.-1 )
  344. $ CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
  345. $ IHIZ, Z, LDZ, INFO )
  346. ELSE
  347. *
  348. * ==== Use small bulge multi-shift QR with aggressive early
  349. * . deflation on larger-than-tiny matrices. ====
  350. *
  351. * ==== Hope for the best. ====
  352. *
  353. INFO = 0
  354. *
  355. * ==== Set up job flags for ILAENV. ====
  356. *
  357. IF( WANTT ) THEN
  358. JBCMPZ( 1: 1 ) = 'S'
  359. ELSE
  360. JBCMPZ( 1: 1 ) = 'E'
  361. END IF
  362. IF( WANTZ ) THEN
  363. JBCMPZ( 2: 2 ) = 'V'
  364. ELSE
  365. JBCMPZ( 2: 2 ) = 'N'
  366. END IF
  367. *
  368. * ==== NWR = recommended deflation window size. At this
  369. * . point, N .GT. NTINY = 11, so there is enough
  370. * . subdiagonal workspace for NWR.GE.2 as required.
  371. * . (In fact, there is enough subdiagonal space for
  372. * . NWR.GE.3.) ====
  373. *
  374. NWR = ILAENV( 13, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  375. NWR = MAX( 2, NWR )
  376. NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
  377. *
  378. * ==== NSR = recommended number of simultaneous shifts.
  379. * . At this point N .GT. NTINY = 11, so there is at
  380. * . enough subdiagonal workspace for NSR to be even
  381. * . and greater than or equal to two as required. ====
  382. *
  383. NSR = ILAENV( 15, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  384. NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
  385. NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
  386. *
  387. * ==== Estimate optimal workspace ====
  388. *
  389. * ==== Workspace query call to CLAQR2 ====
  390. *
  391. CALL CLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
  392. $ IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
  393. $ LDH, WORK, -1 )
  394. *
  395. * ==== Optimal workspace = MAX(CLAQR5, CLAQR2) ====
  396. *
  397. LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
  398. *
  399. * ==== Quick return in case of workspace query. ====
  400. *
  401. IF( LWORK.EQ.-1 ) THEN
  402. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  403. RETURN
  404. END IF
  405. *
  406. * ==== CLAHQR/CLAQR0 crossover point ====
  407. *
  408. NMIN = ILAENV( 12, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  409. NMIN = MAX( NTINY, NMIN )
  410. *
  411. * ==== Nibble crossover point ====
  412. *
  413. NIBBLE = ILAENV( 14, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  414. NIBBLE = MAX( 0, NIBBLE )
  415. *
  416. * ==== Accumulate reflections during ttswp? Use block
  417. * . 2-by-2 structure during matrix-matrix multiply? ====
  418. *
  419. KACC22 = ILAENV( 16, 'CLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
  420. KACC22 = MAX( 0, KACC22 )
  421. KACC22 = MIN( 2, KACC22 )
  422. *
  423. * ==== NWMAX = the largest possible deflation window for
  424. * . which there is sufficient workspace. ====
  425. *
  426. NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
  427. NW = NWMAX
  428. *
  429. * ==== NSMAX = the Largest number of simultaneous shifts
  430. * . for which there is sufficient workspace. ====
  431. *
  432. NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
  433. NSMAX = NSMAX - MOD( NSMAX, 2 )
  434. *
  435. * ==== NDFL: an iteration count restarted at deflation. ====
  436. *
  437. NDFL = 1
  438. *
  439. * ==== ITMAX = iteration limit ====
  440. *
  441. ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
  442. *
  443. * ==== Last row and column in the active block ====
  444. *
  445. KBOT = IHI
  446. *
  447. * ==== Main Loop ====
  448. *
  449. DO 70 IT = 1, ITMAX
  450. *
  451. * ==== Done when KBOT falls below ILO ====
  452. *
  453. IF( KBOT.LT.ILO )
  454. $ GO TO 80
  455. *
  456. * ==== Locate active block ====
  457. *
  458. DO 10 K = KBOT, ILO + 1, -1
  459. IF( H( K, K-1 ).EQ.ZERO )
  460. $ GO TO 20
  461. 10 CONTINUE
  462. K = ILO
  463. 20 CONTINUE
  464. KTOP = K
  465. *
  466. * ==== Select deflation window size:
  467. * . Typical Case:
  468. * . If possible and advisable, nibble the entire
  469. * . active block. If not, use size MIN(NWR,NWMAX)
  470. * . or MIN(NWR+1,NWMAX) depending upon which has
  471. * . the smaller corresponding subdiagonal entry
  472. * . (a heuristic).
  473. * .
  474. * . Exceptional Case:
  475. * . If there have been no deflations in KEXNW or
  476. * . more iterations, then vary the deflation window
  477. * . size. At first, because, larger windows are,
  478. * . in general, more powerful than smaller ones,
  479. * . rapidly increase the window to the maximum possible.
  480. * . Then, gradually reduce the window size. ====
  481. *
  482. NH = KBOT - KTOP + 1
  483. NWUPBD = MIN( NH, NWMAX )
  484. IF( NDFL.LT.KEXNW ) THEN
  485. NW = MIN( NWUPBD, NWR )
  486. ELSE
  487. NW = MIN( NWUPBD, 2*NW )
  488. END IF
  489. IF( NW.LT.NWMAX ) THEN
  490. IF( NW.GE.NH-1 ) THEN
  491. NW = NH
  492. ELSE
  493. KWTOP = KBOT - NW + 1
  494. IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
  495. $ CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
  496. END IF
  497. END IF
  498. IF( NDFL.LT.KEXNW ) THEN
  499. NDEC = -1
  500. ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
  501. NDEC = NDEC + 1
  502. IF( NW-NDEC.LT.2 )
  503. $ NDEC = 0
  504. NW = NW - NDEC
  505. END IF
  506. *
  507. * ==== Aggressive early deflation:
  508. * . split workspace under the subdiagonal into
  509. * . - an nw-by-nw work array V in the lower
  510. * . left-hand-corner,
  511. * . - an NW-by-at-least-NW-but-more-is-better
  512. * . (NW-by-NHO) horizontal work array along
  513. * . the bottom edge,
  514. * . - an at-least-NW-but-more-is-better (NHV-by-NW)
  515. * . vertical work array along the left-hand-edge.
  516. * . ====
  517. *
  518. KV = N - NW + 1
  519. KT = NW + 1
  520. NHO = ( N-NW-1 ) - KT + 1
  521. KWV = NW + 2
  522. NVE = ( N-NW ) - KWV + 1
  523. *
  524. * ==== Aggressive early deflation ====
  525. *
  526. CALL CLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  527. $ IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
  528. $ H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
  529. $ LWORK )
  530. *
  531. * ==== Adjust KBOT accounting for new deflations. ====
  532. *
  533. KBOT = KBOT - LD
  534. *
  535. * ==== KS points to the shifts. ====
  536. *
  537. KS = KBOT - LS + 1
  538. *
  539. * ==== Skip an expensive QR sweep if there is a (partly
  540. * . heuristic) reason to expect that many eigenvalues
  541. * . will deflate without it. Here, the QR sweep is
  542. * . skipped if many eigenvalues have just been deflated
  543. * . or if the remaining active block is small.
  544. *
  545. IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
  546. $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
  547. *
  548. * ==== NS = nominal number of simultaneous shifts.
  549. * . This may be lowered (slightly) if CLAQR2
  550. * . did not provide that many shifts. ====
  551. *
  552. NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
  553. NS = NS - MOD( NS, 2 )
  554. *
  555. * ==== If there have been no deflations
  556. * . in a multiple of KEXSH iterations,
  557. * . then try exceptional shifts.
  558. * . Otherwise use shifts provided by
  559. * . CLAQR2 above or from the eigenvalues
  560. * . of a trailing principal submatrix. ====
  561. *
  562. IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
  563. KS = KBOT - NS + 1
  564. DO 30 I = KBOT, KS + 1, -2
  565. W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
  566. W( I-1 ) = W( I )
  567. 30 CONTINUE
  568. ELSE
  569. *
  570. * ==== Got NS/2 or fewer shifts? Use CLAHQR
  571. * . on a trailing principal submatrix to
  572. * . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
  573. * . there is enough space below the subdiagonal
  574. * . to fit an NS-by-NS scratch array.) ====
  575. *
  576. IF( KBOT-KS+1.LE.NS / 2 ) THEN
  577. KS = KBOT - NS + 1
  578. KT = N - NS + 1
  579. CALL CLACPY( 'A', NS, NS, H( KS, KS ), LDH,
  580. $ H( KT, 1 ), LDH )
  581. CALL CLAHQR( .false., .false., NS, 1, NS,
  582. $ H( KT, 1 ), LDH, W( KS ), 1, 1, ZDUM,
  583. $ 1, INF )
  584. KS = KS + INF
  585. *
  586. * ==== In case of a rare QR failure use
  587. * . eigenvalues of the trailing 2-by-2
  588. * . principal submatrix. Scale to avoid
  589. * . overflows, underflows and subnormals.
  590. * . (The scale factor S can not be zero,
  591. * . because H(KBOT,KBOT-1) is nonzero.) ====
  592. *
  593. IF( KS.GE.KBOT ) THEN
  594. S = CABS1( H( KBOT-1, KBOT-1 ) ) +
  595. $ CABS1( H( KBOT, KBOT-1 ) ) +
  596. $ CABS1( H( KBOT-1, KBOT ) ) +
  597. $ CABS1( H( KBOT, KBOT ) )
  598. AA = H( KBOT-1, KBOT-1 ) / S
  599. CC = H( KBOT, KBOT-1 ) / S
  600. BB = H( KBOT-1, KBOT ) / S
  601. DD = H( KBOT, KBOT ) / S
  602. TR2 = ( AA+DD ) / TWO
  603. DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
  604. RTDISC = SQRT( -DET )
  605. W( KBOT-1 ) = ( TR2+RTDISC )*S
  606. W( KBOT ) = ( TR2-RTDISC )*S
  607. *
  608. KS = KBOT - 1
  609. END IF
  610. END IF
  611. *
  612. IF( KBOT-KS+1.GT.NS ) THEN
  613. *
  614. * ==== Sort the shifts (Helps a little) ====
  615. *
  616. SORTED = .false.
  617. DO 50 K = KBOT, KS + 1, -1
  618. IF( SORTED )
  619. $ GO TO 60
  620. SORTED = .true.
  621. DO 40 I = KS, K - 1
  622. IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
  623. $ THEN
  624. SORTED = .false.
  625. SWAP = W( I )
  626. W( I ) = W( I+1 )
  627. W( I+1 ) = SWAP
  628. END IF
  629. 40 CONTINUE
  630. 50 CONTINUE
  631. 60 CONTINUE
  632. END IF
  633. END IF
  634. *
  635. * ==== If there are only two shifts, then use
  636. * . only one. ====
  637. *
  638. IF( KBOT-KS+1.EQ.2 ) THEN
  639. IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
  640. $ CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
  641. W( KBOT-1 ) = W( KBOT )
  642. ELSE
  643. W( KBOT ) = W( KBOT-1 )
  644. END IF
  645. END IF
  646. *
  647. * ==== Use up to NS of the the smallest magnatiude
  648. * . shifts. If there aren't NS shifts available,
  649. * . then use them all, possibly dropping one to
  650. * . make the number of shifts even. ====
  651. *
  652. NS = MIN( NS, KBOT-KS+1 )
  653. NS = NS - MOD( NS, 2 )
  654. KS = KBOT - NS + 1
  655. *
  656. * ==== Small-bulge multi-shift QR sweep:
  657. * . split workspace under the subdiagonal into
  658. * . - a KDU-by-KDU work array U in the lower
  659. * . left-hand-corner,
  660. * . - a KDU-by-at-least-KDU-but-more-is-better
  661. * . (KDU-by-NHo) horizontal work array WH along
  662. * . the bottom edge,
  663. * . - and an at-least-KDU-but-more-is-better-by-KDU
  664. * . (NVE-by-KDU) vertical work WV arrow along
  665. * . the left-hand-edge. ====
  666. *
  667. KDU = 3*NS - 3
  668. KU = N - KDU + 1
  669. KWH = KDU + 1
  670. NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
  671. KWV = KDU + 4
  672. NVE = N - KDU - KWV + 1
  673. *
  674. * ==== Small-bulge multi-shift QR sweep ====
  675. *
  676. CALL CLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
  677. $ W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
  678. $ 3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
  679. $ NHO, H( KU, KWH ), LDH )
  680. END IF
  681. *
  682. * ==== Note progress (or the lack of it). ====
  683. *
  684. IF( LD.GT.0 ) THEN
  685. NDFL = 1
  686. ELSE
  687. NDFL = NDFL + 1
  688. END IF
  689. *
  690. * ==== End of main loop ====
  691. 70 CONTINUE
  692. *
  693. * ==== Iteration limit exceeded. Set INFO to show where
  694. * . the problem occurred and exit. ====
  695. *
  696. INFO = KBOT
  697. 80 CONTINUE
  698. END IF
  699. *
  700. * ==== Return the optimal value of LWORK. ====
  701. *
  702. WORK( 1 ) = CMPLX( LWKOPT, 0 )
  703. *
  704. * ==== End of CLAQR4 ====
  705. *
  706. END