|
- *> \brief \b ZHGEQZ
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download ZHGEQZ + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zhgeqz.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhgeqz.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhgeqz.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
- * ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
- * RWORK, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER COMPQ, COMPZ, JOB
- * INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
- * ..
- * .. Array Arguments ..
- * DOUBLE PRECISION RWORK( * )
- * COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ),
- * $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
- * $ Z( LDZ, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
- *> where H is an upper Hessenberg matrix and T is upper triangular,
- *> using the single-shift QZ method.
- *> Matrix pairs of this type are produced by the reduction to
- *> generalized upper Hessenberg form of a complex matrix pair (A,B):
- *>
- *> A = Q1*H*Z1**H, B = Q1*T*Z1**H,
- *>
- *> as computed by ZGGHRD.
- *>
- *> If JOB='S', then the Hessenberg-triangular pair (H,T) is
- *> also reduced to generalized Schur form,
- *>
- *> H = Q*S*Z**H, T = Q*P*Z**H,
- *>
- *> where Q and Z are unitary matrices and S and P are upper triangular.
- *>
- *> Optionally, the unitary matrix Q from the generalized Schur
- *> factorization may be postmultiplied into an input matrix Q1, and the
- *> unitary matrix Z may be postmultiplied into an input matrix Z1.
- *> If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced
- *> the matrix pair (A,B) to generalized Hessenberg form, then the output
- *> matrices Q1*Q and Z1*Z are the unitary factors from the generalized
- *> Schur factorization of (A,B):
- *>
- *> A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
- *>
- *> To avoid overflow, eigenvalues of the matrix pair (H,T)
- *> (equivalently, of (A,B)) are computed as a pair of complex values
- *> (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
- *> eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
- *> A*x = lambda*B*x
- *> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
- *> alternate form of the GNEP
- *> mu*A*y = B*y.
- *> The values of alpha and beta for the i-th eigenvalue can be read
- *> directly from the generalized Schur form: alpha = S(i,i),
- *> beta = P(i,i).
- *>
- *> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
- *> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
- *> pp. 241--256.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] JOB
- *> \verbatim
- *> JOB is CHARACTER*1
- *> = 'E': Compute eigenvalues only;
- *> = 'S': Computer eigenvalues and the Schur form.
- *> \endverbatim
- *>
- *> \param[in] COMPQ
- *> \verbatim
- *> COMPQ is CHARACTER*1
- *> = 'N': Left Schur vectors (Q) are not computed;
- *> = 'I': Q is initialized to the unit matrix and the matrix Q
- *> of left Schur vectors of (H,T) is returned;
- *> = 'V': Q must contain a unitary matrix Q1 on entry and
- *> the product Q1*Q is returned.
- *> \endverbatim
- *>
- *> \param[in] COMPZ
- *> \verbatim
- *> COMPZ is CHARACTER*1
- *> = 'N': Right Schur vectors (Z) are not computed;
- *> = 'I': Q is initialized to the unit matrix and the matrix Z
- *> of right Schur vectors of (H,T) is returned;
- *> = 'V': Z must contain a unitary matrix Z1 on entry and
- *> the product Z1*Z is returned.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrices H, T, Q, and Z. N >= 0.
- *> \endverbatim
- *>
- *> \param[in] ILO
- *> \verbatim
- *> ILO is INTEGER
- *> \endverbatim
- *>
- *> \param[in] IHI
- *> \verbatim
- *> IHI is INTEGER
- *> ILO and IHI mark the rows and columns of H which are in
- *> Hessenberg form. It is assumed that A is already upper
- *> triangular in rows and columns 1:ILO-1 and IHI+1:N.
- *> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
- *> \endverbatim
- *>
- *> \param[in,out] H
- *> \verbatim
- *> H is COMPLEX*16 array, dimension (LDH, N)
- *> On entry, the N-by-N upper Hessenberg matrix H.
- *> On exit, if JOB = 'S', H contains the upper triangular
- *> matrix S from the generalized Schur factorization.
- *> If JOB = 'E', the diagonal of H matches that of S, but
- *> the rest of H is unspecified.
- *> \endverbatim
- *>
- *> \param[in] LDH
- *> \verbatim
- *> LDH is INTEGER
- *> The leading dimension of the array H. LDH >= max( 1, N ).
- *> \endverbatim
- *>
- *> \param[in,out] T
- *> \verbatim
- *> T is COMPLEX*16 array, dimension (LDT, N)
- *> On entry, the N-by-N upper triangular matrix T.
- *> On exit, if JOB = 'S', T contains the upper triangular
- *> matrix P from the generalized Schur factorization.
- *> If JOB = 'E', the diagonal of T matches that of P, but
- *> the rest of T is unspecified.
- *> \endverbatim
- *>
- *> \param[in] LDT
- *> \verbatim
- *> LDT is INTEGER
- *> The leading dimension of the array T. LDT >= max( 1, N ).
- *> \endverbatim
- *>
- *> \param[out] ALPHA
- *> \verbatim
- *> ALPHA is COMPLEX*16 array, dimension (N)
- *> The complex scalars alpha that define the eigenvalues of
- *> GNEP. ALPHA(i) = S(i,i) in the generalized Schur
- *> factorization.
- *> \endverbatim
- *>
- *> \param[out] BETA
- *> \verbatim
- *> BETA is COMPLEX*16 array, dimension (N)
- *> The real non-negative scalars beta that define the
- *> eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
- *> Schur factorization.
- *>
- *> Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
- *> represent the j-th eigenvalue of the matrix pair (A,B), in
- *> one of the forms lambda = alpha/beta or mu = beta/alpha.
- *> Since either lambda or mu may overflow, they should not,
- *> in general, be computed.
- *> \endverbatim
- *>
- *> \param[in,out] Q
- *> \verbatim
- *> Q is COMPLEX*16 array, dimension (LDQ, N)
- *> On entry, if COMPQ = 'V', the unitary matrix Q1 used in the
- *> reduction of (A,B) to generalized Hessenberg form.
- *> On exit, if COMPQ = 'I', the unitary matrix of left Schur
- *> vectors of (H,T), and if COMPQ = 'V', the unitary matrix of
- *> left Schur vectors of (A,B).
- *> Not referenced if COMPQ = 'N'.
- *> \endverbatim
- *>
- *> \param[in] LDQ
- *> \verbatim
- *> LDQ is INTEGER
- *> The leading dimension of the array Q. LDQ >= 1.
- *> If COMPQ='V' or 'I', then LDQ >= N.
- *> \endverbatim
- *>
- *> \param[in,out] Z
- *> \verbatim
- *> Z is COMPLEX*16 array, dimension (LDZ, N)
- *> On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
- *> reduction of (A,B) to generalized Hessenberg form.
- *> On exit, if COMPZ = 'I', the unitary matrix of right Schur
- *> vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
- *> right Schur vectors of (A,B).
- *> Not referenced if COMPZ = 'N'.
- *> \endverbatim
- *>
- *> \param[in] LDZ
- *> \verbatim
- *> LDZ is INTEGER
- *> The leading dimension of the array Z. LDZ >= 1.
- *> If COMPZ='V' or 'I', then LDZ >= N.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
- *> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
- *> \endverbatim
- *>
- *> \param[in] LWORK
- *> \verbatim
- *> LWORK is INTEGER
- *> The dimension of the array WORK. LWORK >= max(1,N).
- *>
- *> If LWORK = -1, then a workspace query is assumed; the routine
- *> only calculates the optimal size of the WORK array, returns
- *> this value as the first entry of the WORK array, and no error
- *> message related to LWORK is issued by XERBLA.
- *> \endverbatim
- *>
- *> \param[out] RWORK
- *> \verbatim
- *> RWORK is DOUBLE PRECISION array, dimension (N)
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> = 1,...,N: the QZ iteration did not converge. (H,T) is not
- *> in Schur form, but ALPHA(i) and BETA(i),
- *> i=INFO+1,...,N should be correct.
- *> = N+1,...,2*N: the shift calculation failed. (H,T) is not
- *> in Schur form, but ALPHA(i) and BETA(i),
- *> i=INFO-N+1,...,N should be correct.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date April 2012
- *
- *> \ingroup complex16GEcomputational
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> We assume that complex ABS works as long as its value is less than
- *> overflow.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
- $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
- $ RWORK, INFO )
- *
- * -- LAPACK computational routine (version 3.7.0) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * April 2012
- *
- * .. Scalar Arguments ..
- CHARACTER COMPQ, COMPZ, JOB
- INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
- * ..
- * .. Array Arguments ..
- DOUBLE PRECISION RWORK( * )
- COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ),
- $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
- $ Z( LDZ, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- COMPLEX*16 CZERO, CONE
- PARAMETER ( CZERO = ( 0.0D+0, 0.0D+0 ),
- $ CONE = ( 1.0D+0, 0.0D+0 ) )
- DOUBLE PRECISION ZERO, ONE
- PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
- DOUBLE PRECISION HALF
- PARAMETER ( HALF = 0.5D+0 )
- * ..
- * .. Local Scalars ..
- LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
- INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
- $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
- $ JR, MAXIT
- DOUBLE PRECISION ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
- $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
- COMPLEX*16 ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
- $ CTEMP3, ESHIFT, RTDISC, S, SHIFT, SIGNBC, T1,
- $ U12, X
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- DOUBLE PRECISION DLAMCH, ZLANHS
- EXTERNAL LSAME, DLAMCH, ZLANHS
- * ..
- * .. External Subroutines ..
- EXTERNAL XERBLA, ZLARTG, ZLASET, ZROT, ZSCAL
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, DBLE, DCMPLX, DCONJG, DIMAG, MAX, MIN,
- $ SQRT
- * ..
- * .. Statement Functions ..
- DOUBLE PRECISION ABS1
- * ..
- * .. Statement Function definitions ..
- ABS1( X ) = ABS( DBLE( X ) ) + ABS( DIMAG( X ) )
- * ..
- * .. Executable Statements ..
- *
- * Decode JOB, COMPQ, COMPZ
- *
- IF( LSAME( JOB, 'E' ) ) THEN
- ILSCHR = .FALSE.
- ISCHUR = 1
- ELSE IF( LSAME( JOB, 'S' ) ) THEN
- ILSCHR = .TRUE.
- ISCHUR = 2
- ELSE
- ISCHUR = 0
- END IF
- *
- IF( LSAME( COMPQ, 'N' ) ) THEN
- ILQ = .FALSE.
- ICOMPQ = 1
- ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
- ILQ = .TRUE.
- ICOMPQ = 2
- ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
- ILQ = .TRUE.
- ICOMPQ = 3
- ELSE
- ICOMPQ = 0
- END IF
- *
- IF( LSAME( COMPZ, 'N' ) ) THEN
- ILZ = .FALSE.
- ICOMPZ = 1
- ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
- ILZ = .TRUE.
- ICOMPZ = 2
- ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
- ILZ = .TRUE.
- ICOMPZ = 3
- ELSE
- ICOMPZ = 0
- END IF
- *
- * Check Argument Values
- *
- INFO = 0
- WORK( 1 ) = MAX( 1, N )
- LQUERY = ( LWORK.EQ.-1 )
- IF( ISCHUR.EQ.0 ) THEN
- INFO = -1
- ELSE IF( ICOMPQ.EQ.0 ) THEN
- INFO = -2
- ELSE IF( ICOMPZ.EQ.0 ) THEN
- INFO = -3
- ELSE IF( N.LT.0 ) THEN
- INFO = -4
- ELSE IF( ILO.LT.1 ) THEN
- INFO = -5
- ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
- INFO = -6
- ELSE IF( LDH.LT.N ) THEN
- INFO = -8
- ELSE IF( LDT.LT.N ) THEN
- INFO = -10
- ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
- INFO = -14
- ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
- INFO = -16
- ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
- INFO = -18
- END IF
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'ZHGEQZ', -INFO )
- RETURN
- ELSE IF( LQUERY ) THEN
- RETURN
- END IF
- *
- * Quick return if possible
- *
- * WORK( 1 ) = CMPLX( 1 )
- IF( N.LE.0 ) THEN
- WORK( 1 ) = DCMPLX( 1 )
- RETURN
- END IF
- *
- * Initialize Q and Z
- *
- IF( ICOMPQ.EQ.3 )
- $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
- IF( ICOMPZ.EQ.3 )
- $ CALL ZLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
- *
- * Machine Constants
- *
- IN = IHI + 1 - ILO
- SAFMIN = DLAMCH( 'S' )
- ULP = DLAMCH( 'E' )*DLAMCH( 'B' )
- ANORM = ZLANHS( 'F', IN, H( ILO, ILO ), LDH, RWORK )
- BNORM = ZLANHS( 'F', IN, T( ILO, ILO ), LDT, RWORK )
- ATOL = MAX( SAFMIN, ULP*ANORM )
- BTOL = MAX( SAFMIN, ULP*BNORM )
- ASCALE = ONE / MAX( SAFMIN, ANORM )
- BSCALE = ONE / MAX( SAFMIN, BNORM )
- *
- *
- * Set Eigenvalues IHI+1:N
- *
- DO 10 J = IHI + 1, N
- ABSB = ABS( T( J, J ) )
- IF( ABSB.GT.SAFMIN ) THEN
- SIGNBC = DCONJG( T( J, J ) / ABSB )
- T( J, J ) = ABSB
- IF( ILSCHR ) THEN
- CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 )
- CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 )
- ELSE
- CALL ZSCAL( 1, SIGNBC, H( J, J ), 1 )
- END IF
- IF( ILZ )
- $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )
- ELSE
- T( J, J ) = CZERO
- END IF
- ALPHA( J ) = H( J, J )
- BETA( J ) = T( J, J )
- 10 CONTINUE
- *
- * If IHI < ILO, skip QZ steps
- *
- IF( IHI.LT.ILO )
- $ GO TO 190
- *
- * MAIN QZ ITERATION LOOP
- *
- * Initialize dynamic indices
- *
- * Eigenvalues ILAST+1:N have been found.
- * Column operations modify rows IFRSTM:whatever
- * Row operations modify columns whatever:ILASTM
- *
- * If only eigenvalues are being computed, then
- * IFRSTM is the row of the last splitting row above row ILAST;
- * this is always at least ILO.
- * IITER counts iterations since the last eigenvalue was found,
- * to tell when to use an extraordinary shift.
- * MAXIT is the maximum number of QZ sweeps allowed.
- *
- ILAST = IHI
- IF( ILSCHR ) THEN
- IFRSTM = 1
- ILASTM = N
- ELSE
- IFRSTM = ILO
- ILASTM = IHI
- END IF
- IITER = 0
- ESHIFT = CZERO
- MAXIT = 30*( IHI-ILO+1 )
- *
- DO 170 JITER = 1, MAXIT
- *
- * Check for too many iterations.
- *
- IF( JITER.GT.MAXIT )
- $ GO TO 180
- *
- * Split the matrix if possible.
- *
- * Two tests:
- * 1: H(j,j-1)=0 or j=ILO
- * 2: T(j,j)=0
- *
- * Special case: j=ILAST
- *
- IF( ILAST.EQ.ILO ) THEN
- GO TO 60
- ELSE
- IF( ABS1( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
- H( ILAST, ILAST-1 ) = CZERO
- GO TO 60
- END IF
- END IF
- *
- IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
- T( ILAST, ILAST ) = CZERO
- GO TO 50
- END IF
- *
- * General case: j<ILAST
- *
- DO 40 J = ILAST - 1, ILO, -1
- *
- * Test 1: for H(j,j-1)=0 or j=ILO
- *
- IF( J.EQ.ILO ) THEN
- ILAZRO = .TRUE.
- ELSE
- IF( ABS1( H( J, J-1 ) ).LE.ATOL ) THEN
- H( J, J-1 ) = CZERO
- ILAZRO = .TRUE.
- ELSE
- ILAZRO = .FALSE.
- END IF
- END IF
- *
- * Test 2: for T(j,j)=0
- *
- IF( ABS( T( J, J ) ).LT.BTOL ) THEN
- T( J, J ) = CZERO
- *
- * Test 1a: Check for 2 consecutive small subdiagonals in A
- *
- ILAZR2 = .FALSE.
- IF( .NOT.ILAZRO ) THEN
- IF( ABS1( H( J, J-1 ) )*( ASCALE*ABS1( H( J+1,
- $ J ) ) ).LE.ABS1( H( J, J ) )*( ASCALE*ATOL ) )
- $ ILAZR2 = .TRUE.
- END IF
- *
- * If both tests pass (1 & 2), i.e., the leading diagonal
- * element of B in the block is zero, split a 1x1 block off
- * at the top. (I.e., at the J-th row/column) The leading
- * diagonal element of the remainder can also be zero, so
- * this may have to be done repeatedly.
- *
- IF( ILAZRO .OR. ILAZR2 ) THEN
- DO 20 JCH = J, ILAST - 1
- CTEMP = H( JCH, JCH )
- CALL ZLARTG( CTEMP, H( JCH+1, JCH ), C, S,
- $ H( JCH, JCH ) )
- H( JCH+1, JCH ) = CZERO
- CALL ZROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
- $ H( JCH+1, JCH+1 ), LDH, C, S )
- CALL ZROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
- $ T( JCH+1, JCH+1 ), LDT, C, S )
- IF( ILQ )
- $ CALL ZROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
- $ C, DCONJG( S ) )
- IF( ILAZR2 )
- $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
- ILAZR2 = .FALSE.
- IF( ABS1( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
- IF( JCH+1.GE.ILAST ) THEN
- GO TO 60
- ELSE
- IFIRST = JCH + 1
- GO TO 70
- END IF
- END IF
- T( JCH+1, JCH+1 ) = CZERO
- 20 CONTINUE
- GO TO 50
- ELSE
- *
- * Only test 2 passed -- chase the zero to T(ILAST,ILAST)
- * Then process as in the case T(ILAST,ILAST)=0
- *
- DO 30 JCH = J, ILAST - 1
- CTEMP = T( JCH, JCH+1 )
- CALL ZLARTG( CTEMP, T( JCH+1, JCH+1 ), C, S,
- $ T( JCH, JCH+1 ) )
- T( JCH+1, JCH+1 ) = CZERO
- IF( JCH.LT.ILASTM-1 )
- $ CALL ZROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT,
- $ T( JCH+1, JCH+2 ), LDT, C, S )
- CALL ZROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
- $ H( JCH+1, JCH-1 ), LDH, C, S )
- IF( ILQ )
- $ CALL ZROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
- $ C, DCONJG( S ) )
- CTEMP = H( JCH+1, JCH )
- CALL ZLARTG( CTEMP, H( JCH+1, JCH-1 ), C, S,
- $ H( JCH+1, JCH ) )
- H( JCH+1, JCH-1 ) = CZERO
- CALL ZROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
- $ H( IFRSTM, JCH-1 ), 1, C, S )
- CALL ZROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
- $ T( IFRSTM, JCH-1 ), 1, C, S )
- IF( ILZ )
- $ CALL ZROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
- $ C, S )
- 30 CONTINUE
- GO TO 50
- END IF
- ELSE IF( ILAZRO ) THEN
- *
- * Only test 1 passed -- work on J:ILAST
- *
- IFIRST = J
- GO TO 70
- END IF
- *
- * Neither test passed -- try next J
- *
- 40 CONTINUE
- *
- * (Drop-through is "impossible")
- *
- INFO = 2*N + 1
- GO TO 210
- *
- * T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
- * 1x1 block.
- *
- 50 CONTINUE
- CTEMP = H( ILAST, ILAST )
- CALL ZLARTG( CTEMP, H( ILAST, ILAST-1 ), C, S,
- $ H( ILAST, ILAST ) )
- H( ILAST, ILAST-1 ) = CZERO
- CALL ZROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
- $ H( IFRSTM, ILAST-1 ), 1, C, S )
- CALL ZROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
- $ T( IFRSTM, ILAST-1 ), 1, C, S )
- IF( ILZ )
- $ CALL ZROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
- *
- * H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
- *
- 60 CONTINUE
- ABSB = ABS( T( ILAST, ILAST ) )
- IF( ABSB.GT.SAFMIN ) THEN
- SIGNBC = DCONJG( T( ILAST, ILAST ) / ABSB )
- T( ILAST, ILAST ) = ABSB
- IF( ILSCHR ) THEN
- CALL ZSCAL( ILAST-IFRSTM, SIGNBC, T( IFRSTM, ILAST ), 1 )
- CALL ZSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM, ILAST ),
- $ 1 )
- ELSE
- CALL ZSCAL( 1, SIGNBC, H( ILAST, ILAST ), 1 )
- END IF
- IF( ILZ )
- $ CALL ZSCAL( N, SIGNBC, Z( 1, ILAST ), 1 )
- ELSE
- T( ILAST, ILAST ) = CZERO
- END IF
- ALPHA( ILAST ) = H( ILAST, ILAST )
- BETA( ILAST ) = T( ILAST, ILAST )
- *
- * Go to next block -- exit if finished.
- *
- ILAST = ILAST - 1
- IF( ILAST.LT.ILO )
- $ GO TO 190
- *
- * Reset counters
- *
- IITER = 0
- ESHIFT = CZERO
- IF( .NOT.ILSCHR ) THEN
- ILASTM = ILAST
- IF( IFRSTM.GT.ILAST )
- $ IFRSTM = ILO
- END IF
- GO TO 160
- *
- * QZ step
- *
- * This iteration only involves rows/columns IFIRST:ILAST. We
- * assume IFIRST < ILAST, and that the diagonal of B is non-zero.
- *
- 70 CONTINUE
- IITER = IITER + 1
- IF( .NOT.ILSCHR ) THEN
- IFRSTM = IFIRST
- END IF
- *
- * Compute the Shift.
- *
- * At this point, IFIRST < ILAST, and the diagonal elements of
- * T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
- * magnitude)
- *
- IF( ( IITER / 10 )*10.NE.IITER ) THEN
- *
- * The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
- * the bottom-right 2x2 block of A inv(B) which is nearest to
- * the bottom-right element.
- *
- * We factor B as U*D, where U has unit diagonals, and
- * compute (A*inv(D))*inv(U).
- *
- U12 = ( BSCALE*T( ILAST-1, ILAST ) ) /
- $ ( BSCALE*T( ILAST, ILAST ) )
- AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
- $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
- AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
- $ ( BSCALE*T( ILAST-1, ILAST-1 ) )
- AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
- $ ( BSCALE*T( ILAST, ILAST ) )
- AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
- $ ( BSCALE*T( ILAST, ILAST ) )
- ABI22 = AD22 - U12*AD21
- *
- T1 = HALF*( AD11+ABI22 )
- RTDISC = SQRT( T1**2+AD12*AD21-AD11*AD22 )
- TEMP = DBLE( T1-ABI22 )*DBLE( RTDISC ) +
- $ DIMAG( T1-ABI22 )*DIMAG( RTDISC )
- IF( TEMP.LE.ZERO ) THEN
- SHIFT = T1 + RTDISC
- ELSE
- SHIFT = T1 - RTDISC
- END IF
- ELSE
- *
- * Exceptional shift. Chosen for no particularly good reason.
- *
- IF( ( IITER / 20 )*20.EQ.IITER .AND.
- $ BSCALE*ABS1(T( ILAST, ILAST )).GT.SAFMIN ) THEN
- ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
- $ ILAST ) )/( BSCALE*T( ILAST, ILAST ) )
- ELSE
- ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
- $ ILAST-1 ) )/( BSCALE*T( ILAST-1, ILAST-1 ) )
- END IF
- SHIFT = ESHIFT
- END IF
- *
- * Now check for two consecutive small subdiagonals.
- *
- DO 80 J = ILAST - 1, IFIRST + 1, -1
- ISTART = J
- CTEMP = ASCALE*H( J, J ) - SHIFT*( BSCALE*T( J, J ) )
- TEMP = ABS1( CTEMP )
- TEMP2 = ASCALE*ABS1( H( J+1, J ) )
- TEMPR = MAX( TEMP, TEMP2 )
- IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
- TEMP = TEMP / TEMPR
- TEMP2 = TEMP2 / TEMPR
- END IF
- IF( ABS1( H( J, J-1 ) )*TEMP2.LE.TEMP*ATOL )
- $ GO TO 90
- 80 CONTINUE
- *
- ISTART = IFIRST
- CTEMP = ASCALE*H( IFIRST, IFIRST ) -
- $ SHIFT*( BSCALE*T( IFIRST, IFIRST ) )
- 90 CONTINUE
- *
- * Do an implicit-shift QZ sweep.
- *
- * Initial Q
- *
- CTEMP2 = ASCALE*H( ISTART+1, ISTART )
- CALL ZLARTG( CTEMP, CTEMP2, C, S, CTEMP3 )
- *
- * Sweep
- *
- DO 150 J = ISTART, ILAST - 1
- IF( J.GT.ISTART ) THEN
- CTEMP = H( J, J-1 )
- CALL ZLARTG( CTEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
- H( J+1, J-1 ) = CZERO
- END IF
- *
- DO 100 JC = J, ILASTM
- CTEMP = C*H( J, JC ) + S*H( J+1, JC )
- H( J+1, JC ) = -DCONJG( S )*H( J, JC ) + C*H( J+1, JC )
- H( J, JC ) = CTEMP
- CTEMP2 = C*T( J, JC ) + S*T( J+1, JC )
- T( J+1, JC ) = -DCONJG( S )*T( J, JC ) + C*T( J+1, JC )
- T( J, JC ) = CTEMP2
- 100 CONTINUE
- IF( ILQ ) THEN
- DO 110 JR = 1, N
- CTEMP = C*Q( JR, J ) + DCONJG( S )*Q( JR, J+1 )
- Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
- Q( JR, J ) = CTEMP
- 110 CONTINUE
- END IF
- *
- CTEMP = T( J+1, J+1 )
- CALL ZLARTG( CTEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
- T( J+1, J ) = CZERO
- *
- DO 120 JR = IFRSTM, MIN( J+2, ILAST )
- CTEMP = C*H( JR, J+1 ) + S*H( JR, J )
- H( JR, J ) = -DCONJG( S )*H( JR, J+1 ) + C*H( JR, J )
- H( JR, J+1 ) = CTEMP
- 120 CONTINUE
- DO 130 JR = IFRSTM, J
- CTEMP = C*T( JR, J+1 ) + S*T( JR, J )
- T( JR, J ) = -DCONJG( S )*T( JR, J+1 ) + C*T( JR, J )
- T( JR, J+1 ) = CTEMP
- 130 CONTINUE
- IF( ILZ ) THEN
- DO 140 JR = 1, N
- CTEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
- Z( JR, J ) = -DCONJG( S )*Z( JR, J+1 ) + C*Z( JR, J )
- Z( JR, J+1 ) = CTEMP
- 140 CONTINUE
- END IF
- 150 CONTINUE
- *
- 160 CONTINUE
- *
- 170 CONTINUE
- *
- * Drop-through = non-convergence
- *
- 180 CONTINUE
- INFO = ILAST
- GO TO 210
- *
- * Successful completion of all QZ steps
- *
- 190 CONTINUE
- *
- * Set Eigenvalues 1:ILO-1
- *
- DO 200 J = 1, ILO - 1
- ABSB = ABS( T( J, J ) )
- IF( ABSB.GT.SAFMIN ) THEN
- SIGNBC = DCONJG( T( J, J ) / ABSB )
- T( J, J ) = ABSB
- IF( ILSCHR ) THEN
- CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 )
- CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 )
- ELSE
- CALL ZSCAL( 1, SIGNBC, H( J, J ), 1 )
- END IF
- IF( ILZ )
- $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )
- ELSE
- T( J, J ) = CZERO
- END IF
- ALPHA( J ) = H( J, J )
- BETA( J ) = T( J, J )
- 200 CONTINUE
- *
- * Normal Termination
- *
- INFO = 0
- *
- * Exit (other than argument error) -- return optimal workspace size
- *
- 210 CONTINUE
- WORK( 1 ) = DCMPLX( N )
- RETURN
- *
- * End of ZHGEQZ
- *
- END
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