#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int chgeqz_(char *job, char *compq, char *compz, integer *n, integer *ilo, integer *ihi, complex *h__, integer *ldh, complex *t, integer *ldt, complex *alpha, complex *beta, complex *q, integer *ldq, complex *z__, integer *ldz, complex *work, integer *lwork, real * rwork, integer *info ) { /* -- LAPACK routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= CHGEQZ 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 CGGHRD. 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 CGGHRD 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. Arguments ========= JOB (input) CHARACTER*1 = 'E': Compute eigenvalues only; = 'S': Computer eigenvalues and the Schur form. COMPQ (input) 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. COMPZ (input) 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. N (input) INTEGER The order of the matrices H, T, Q, and Z. N >= 0. ILO (input) INTEGER IHI (input) 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. H (input/output) COMPLEX 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. LDH (input) INTEGER The leading dimension of the array H. LDH >= max( 1, N ). T (input/output) COMPLEX 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. LDT (input) INTEGER The leading dimension of the array T. LDT >= max( 1, N ). ALPHA (output) COMPLEX array, dimension (N) The complex scalars alpha that define the eigenvalues of GNEP. ALPHA(i) = S(i,i) in the generalized Schur factorization. BETA (output) COMPLEX 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. Q (input/output) COMPLEX array, dimension (LDQ, N) On entry, if COMPZ = 'V', the unitary matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the unitary matrix of left Schur vectors of (H,T), and if COMPZ = 'V', the unitary matrix of left Schur vectors of (A,B). Not referenced if COMPZ = 'N'. LDQ (input) INTEGER The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N. Z (input/output) COMPLEX 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'. LDZ (input) INTEGER The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N. WORK (workspace/output) COMPLEX array, dimension (MAX(1,LWORK)) On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. LWORK (input) 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. RWORK (workspace) REAL array, dimension (N) INFO (output) 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. Further Details =============== We assume that complex ABS works as long as its value is less than overflow. ===================================================================== Decode JOB, COMPQ, COMPZ Parameter adjustments */ /* Table of constant values */ static complex c_b1 = {0.f,0.f}; static complex c_b2 = {1.f,0.f}; static integer c__1 = 1; static integer c__2 = 2; /* System generated locals */ integer h_dim1, h_offset, q_dim1, q_offset, t_dim1, t_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4, i__5, i__6; real r__1, r__2, r__3, r__4, r__5, r__6; complex q__1, q__2, q__3, q__4, q__5, q__6; /* Builtin functions */ double c_abs(complex *); void r_cnjg(complex *, complex *); double r_imag(complex *); void c_div(complex *, complex *, complex *), pow_ci(complex *, complex *, integer *), c_sqrt(complex *, complex *); /* Local variables */ static real c__; static integer j; static complex s, t1; static integer jc, in; static complex u12; static integer jr; static complex ad11, ad12, ad21, ad22; static integer jch; static logical ilq, ilz; static real ulp; static complex abi22; static real absb, atol, btol, temp; extern /* Subroutine */ int crot_(integer *, complex *, integer *, complex *, integer *, real *, complex *); static real temp2; extern /* Subroutine */ int cscal_(integer *, complex *, complex *, integer *); extern logical lsame_(char *, char *); static complex ctemp; static integer iiter, ilast, jiter; static real anorm, bnorm; static integer maxit; static complex shift; static real tempr; static complex ctemp2, ctemp3; static logical ilazr2; static real ascale, bscale; static complex signbc; extern doublereal slamch_(char *), clanhs_(char *, integer *, complex *, integer *, real *); extern /* Subroutine */ int claset_(char *, integer *, integer *, complex *, complex *, complex *, integer *), clartg_(complex *, complex *, real *, complex *, complex *); static real safmin; extern /* Subroutine */ int xerbla_(char *, integer *); static complex eshift; static logical ilschr; static integer icompq, ilastm; static complex rtdisc; static integer ischur; static logical ilazro; static integer icompz, ifirst, ifrstm, istart; static logical lquery; h_dim1 = *ldh; h_offset = 1 + h_dim1; h__ -= h_offset; t_dim1 = *ldt; t_offset = 1 + t_dim1; t -= t_offset; --alpha; --beta; q_dim1 = *ldq; q_offset = 1 + q_dim1; q -= q_offset; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --work; --rwork; /* Function Body */ if (lsame_(job, "E")) { ilschr = FALSE_; ischur = 1; } else if (lsame_(job, "S")) { ilschr = TRUE_; ischur = 2; } else { ischur = 0; } if (lsame_(compq, "N")) { ilq = FALSE_; icompq = 1; } else if (lsame_(compq, "V")) { ilq = TRUE_; icompq = 2; } else if (lsame_(compq, "I")) { ilq = TRUE_; icompq = 3; } else { icompq = 0; } if (lsame_(compz, "N")) { ilz = FALSE_; icompz = 1; } else if (lsame_(compz, "V")) { ilz = TRUE_; icompz = 2; } else if (lsame_(compz, "I")) { ilz = TRUE_; icompz = 3; } else { icompz = 0; } /* Check Argument Values */ *info = 0; i__1 = max(1,*n); work[1].r = (real) i__1, work[1].i = 0.f; lquery = *lwork == -1; if (ischur == 0) { *info = -1; } else if (icompq == 0) { *info = -2; } else if (icompz == 0) { *info = -3; } else if (*n < 0) { *info = -4; } else if (*ilo < 1) { *info = -5; } else if (*ihi > *n || *ihi < *ilo - 1) { *info = -6; } else if (*ldh < *n) { *info = -8; } else if (*ldt < *n) { *info = -10; } else if (*ldq < 1 || ilq && *ldq < *n) { *info = -14; } else if (*ldz < 1 || ilz && *ldz < *n) { *info = -16; } else if (*lwork < max(1,*n) && ! lquery) { *info = -18; } if (*info != 0) { i__1 = -(*info); xerbla_("CHGEQZ", &i__1); return 0; } else if (lquery) { return 0; } /* Quick return if possible WORK( 1 ) = CMPLX( 1 ) */ if (*n <= 0) { work[1].r = 1.f, work[1].i = 0.f; return 0; } /* Initialize Q and Z */ if (icompq == 3) { claset_("Full", n, n, &c_b1, &c_b2, &q[q_offset], ldq); } if (icompz == 3) { claset_("Full", n, n, &c_b1, &c_b2, &z__[z_offset], ldz); } /* Machine Constants */ in = *ihi + 1 - *ilo; safmin = slamch_("S"); ulp = slamch_("E") * slamch_("B"); anorm = clanhs_("F", &in, &h__[*ilo + *ilo * h_dim1], ldh, &rwork[1]); bnorm = clanhs_("F", &in, &t[*ilo + *ilo * t_dim1], ldt, &rwork[1]); /* Computing MAX */ r__1 = safmin, r__2 = ulp * anorm; atol = dmax(r__1,r__2); /* Computing MAX */ r__1 = safmin, r__2 = ulp * bnorm; btol = dmax(r__1,r__2); ascale = 1.f / dmax(safmin,anorm); bscale = 1.f / dmax(safmin,bnorm); /* Set Eigenvalues IHI+1:N */ i__1 = *n; for (j = *ihi + 1; j <= i__1; ++j) { absb = c_abs(&t[j + j * t_dim1]); if (absb > safmin) { i__2 = j + j * t_dim1; q__2.r = t[i__2].r / absb, q__2.i = t[i__2].i / absb; r_cnjg(&q__1, &q__2); signbc.r = q__1.r, signbc.i = q__1.i; i__2 = j + j * t_dim1; t[i__2].r = absb, t[i__2].i = 0.f; if (ilschr) { i__2 = j - 1; cscal_(&i__2, &signbc, &t[j * t_dim1 + 1], &c__1); cscal_(&j, &signbc, &h__[j * h_dim1 + 1], &c__1); } else { i__2 = j + j * h_dim1; i__3 = j + j * h_dim1; q__1.r = h__[i__3].r * signbc.r - h__[i__3].i * signbc.i, q__1.i = h__[i__3].r * signbc.i + h__[i__3].i * signbc.r; h__[i__2].r = q__1.r, h__[i__2].i = q__1.i; } if (ilz) { cscal_(n, &signbc, &z__[j * z_dim1 + 1], &c__1); } } else { i__2 = j + j * t_dim1; t[i__2].r = 0.f, t[i__2].i = 0.f; } i__2 = j; i__3 = j + j * h_dim1; alpha[i__2].r = h__[i__3].r, alpha[i__2].i = h__[i__3].i; i__2 = j; i__3 = j + j * t_dim1; beta[i__2].r = t[i__3].r, beta[i__2].i = t[i__3].i; /* L10: */ } /* If IHI < ILO, skip QZ steps */ if (*ihi < *ilo) { goto L190; } /* 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) { ifrstm = 1; ilastm = *n; } else { ifrstm = *ilo; ilastm = *ihi; } iiter = 0; eshift.r = 0.f, eshift.i = 0.f; maxit = (*ihi - *ilo + 1) * 30; i__1 = maxit; for (jiter = 1; jiter <= i__1; ++jiter) { /* Check for too many iterations. */ if (jiter > maxit) { goto L180; } /* 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 == *ilo) { goto L60; } else { i__2 = ilast + (ilast - 1) * h_dim1; if ((r__1 = h__[i__2].r, dabs(r__1)) + (r__2 = r_imag(&h__[ilast + (ilast - 1) * h_dim1]), dabs(r__2)) <= atol) { i__2 = ilast + (ilast - 1) * h_dim1; h__[i__2].r = 0.f, h__[i__2].i = 0.f; goto L60; } } if (c_abs(&t[ilast + ilast * t_dim1]) <= btol) { i__2 = ilast + ilast * t_dim1; t[i__2].r = 0.f, t[i__2].i = 0.f; goto L50; } /* General case: j= i__2; --j) { /* Test 1: for H(j,j-1)=0 or j=ILO */ if (j == *ilo) { ilazro = TRUE_; } else { i__3 = j + (j - 1) * h_dim1; if ((r__1 = h__[i__3].r, dabs(r__1)) + (r__2 = r_imag(&h__[j + (j - 1) * h_dim1]), dabs(r__2)) <= atol) { i__3 = j + (j - 1) * h_dim1; h__[i__3].r = 0.f, h__[i__3].i = 0.f; ilazro = TRUE_; } else { ilazro = FALSE_; } } /* Test 2: for T(j,j)=0 */ if (c_abs(&t[j + j * t_dim1]) < btol) { i__3 = j + j * t_dim1; t[i__3].r = 0.f, t[i__3].i = 0.f; /* Test 1a: Check for 2 consecutive small subdiagonals in A */ ilazr2 = FALSE_; if (! ilazro) { i__3 = j + (j - 1) * h_dim1; i__4 = j + 1 + j * h_dim1; i__5 = j + j * h_dim1; if (((r__1 = h__[i__3].r, dabs(r__1)) + (r__2 = r_imag(& h__[j + (j - 1) * h_dim1]), dabs(r__2))) * ( ascale * ((r__3 = h__[i__4].r, dabs(r__3)) + ( r__4 = r_imag(&h__[j + 1 + j * h_dim1]), dabs( r__4)))) <= ((r__5 = h__[i__5].r, dabs(r__5)) + ( r__6 = r_imag(&h__[j + j * h_dim1]), dabs(r__6))) * (ascale * atol)) { ilazr2 = TRUE_; } } /* 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 || ilazr2) { i__3 = ilast - 1; for (jch = j; jch <= i__3; ++jch) { i__4 = jch + jch * h_dim1; ctemp.r = h__[i__4].r, ctemp.i = h__[i__4].i; clartg_(&ctemp, &h__[jch + 1 + jch * h_dim1], &c__, & s, &h__[jch + jch * h_dim1]); i__4 = jch + 1 + jch * h_dim1; h__[i__4].r = 0.f, h__[i__4].i = 0.f; i__4 = ilastm - jch; crot_(&i__4, &h__[jch + (jch + 1) * h_dim1], ldh, & h__[jch + 1 + (jch + 1) * h_dim1], ldh, &c__, &s); i__4 = ilastm - jch; crot_(&i__4, &t[jch + (jch + 1) * t_dim1], ldt, &t[ jch + 1 + (jch + 1) * t_dim1], ldt, &c__, &s); if (ilq) { r_cnjg(&q__1, &s); crot_(n, &q[jch * q_dim1 + 1], &c__1, &q[(jch + 1) * q_dim1 + 1], &c__1, &c__, &q__1); } if (ilazr2) { i__4 = jch + (jch - 1) * h_dim1; i__5 = jch + (jch - 1) * h_dim1; q__1.r = c__ * h__[i__5].r, q__1.i = c__ * h__[ i__5].i; h__[i__4].r = q__1.r, h__[i__4].i = q__1.i; } ilazr2 = FALSE_; i__4 = jch + 1 + (jch + 1) * t_dim1; if ((r__1 = t[i__4].r, dabs(r__1)) + (r__2 = r_imag(& t[jch + 1 + (jch + 1) * t_dim1]), dabs(r__2)) >= btol) { if (jch + 1 >= ilast) { goto L60; } else { ifirst = jch + 1; goto L70; } } i__4 = jch + 1 + (jch + 1) * t_dim1; t[i__4].r = 0.f, t[i__4].i = 0.f; /* L20: */ } goto L50; } else { /* Only test 2 passed -- chase the zero to T(ILAST,ILAST) Then process as in the case T(ILAST,ILAST)=0 */ i__3 = ilast - 1; for (jch = j; jch <= i__3; ++jch) { i__4 = jch + (jch + 1) * t_dim1; ctemp.r = t[i__4].r, ctemp.i = t[i__4].i; clartg_(&ctemp, &t[jch + 1 + (jch + 1) * t_dim1], & c__, &s, &t[jch + (jch + 1) * t_dim1]); i__4 = jch + 1 + (jch + 1) * t_dim1; t[i__4].r = 0.f, t[i__4].i = 0.f; if (jch < ilastm - 1) { i__4 = ilastm - jch - 1; crot_(&i__4, &t[jch + (jch + 2) * t_dim1], ldt, & t[jch + 1 + (jch + 2) * t_dim1], ldt, & c__, &s); } i__4 = ilastm - jch + 2; crot_(&i__4, &h__[jch + (jch - 1) * h_dim1], ldh, & h__[jch + 1 + (jch - 1) * h_dim1], ldh, &c__, &s); if (ilq) { r_cnjg(&q__1, &s); crot_(n, &q[jch * q_dim1 + 1], &c__1, &q[(jch + 1) * q_dim1 + 1], &c__1, &c__, &q__1); } i__4 = jch + 1 + jch * h_dim1; ctemp.r = h__[i__4].r, ctemp.i = h__[i__4].i; clartg_(&ctemp, &h__[jch + 1 + (jch - 1) * h_dim1], & c__, &s, &h__[jch + 1 + jch * h_dim1]); i__4 = jch + 1 + (jch - 1) * h_dim1; h__[i__4].r = 0.f, h__[i__4].i = 0.f; i__4 = jch + 1 - ifrstm; crot_(&i__4, &h__[ifrstm + jch * h_dim1], &c__1, &h__[ ifrstm + (jch - 1) * h_dim1], &c__1, &c__, &s) ; i__4 = jch - ifrstm; crot_(&i__4, &t[ifrstm + jch * t_dim1], &c__1, &t[ ifrstm + (jch - 1) * t_dim1], &c__1, &c__, &s) ; if (ilz) { crot_(n, &z__[jch * z_dim1 + 1], &c__1, &z__[(jch - 1) * z_dim1 + 1], &c__1, &c__, &s); } /* L30: */ } goto L50; } } else if (ilazro) { /* Only test 1 passed -- work on J:ILAST */ ifirst = j; goto L70; } /* Neither test passed -- try next J L40: */ } /* (Drop-through is "impossible") */ *info = (*n << 1) + 1; goto L210; /* T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a 1x1 block. */ L50: i__2 = ilast + ilast * h_dim1; ctemp.r = h__[i__2].r, ctemp.i = h__[i__2].i; clartg_(&ctemp, &h__[ilast + (ilast - 1) * h_dim1], &c__, &s, &h__[ ilast + ilast * h_dim1]); i__2 = ilast + (ilast - 1) * h_dim1; h__[i__2].r = 0.f, h__[i__2].i = 0.f; i__2 = ilast - ifrstm; crot_(&i__2, &h__[ifrstm + ilast * h_dim1], &c__1, &h__[ifrstm + ( ilast - 1) * h_dim1], &c__1, &c__, &s); i__2 = ilast - ifrstm; crot_(&i__2, &t[ifrstm + ilast * t_dim1], &c__1, &t[ifrstm + (ilast - 1) * t_dim1], &c__1, &c__, &s); if (ilz) { crot_(n, &z__[ilast * z_dim1 + 1], &c__1, &z__[(ilast - 1) * z_dim1 + 1], &c__1, &c__, &s); } /* H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA */ L60: absb = c_abs(&t[ilast + ilast * t_dim1]); if (absb > safmin) { i__2 = ilast + ilast * t_dim1; q__2.r = t[i__2].r / absb, q__2.i = t[i__2].i / absb; r_cnjg(&q__1, &q__2); signbc.r = q__1.r, signbc.i = q__1.i; i__2 = ilast + ilast * t_dim1; t[i__2].r = absb, t[i__2].i = 0.f; if (ilschr) { i__2 = ilast - ifrstm; cscal_(&i__2, &signbc, &t[ifrstm + ilast * t_dim1], &c__1); i__2 = ilast + 1 - ifrstm; cscal_(&i__2, &signbc, &h__[ifrstm + ilast * h_dim1], &c__1); } else { i__2 = ilast + ilast * h_dim1; i__3 = ilast + ilast * h_dim1; q__1.r = h__[i__3].r * signbc.r - h__[i__3].i * signbc.i, q__1.i = h__[i__3].r * signbc.i + h__[i__3].i * signbc.r; h__[i__2].r = q__1.r, h__[i__2].i = q__1.i; } if (ilz) { cscal_(n, &signbc, &z__[ilast * z_dim1 + 1], &c__1); } } else { i__2 = ilast + ilast * t_dim1; t[i__2].r = 0.f, t[i__2].i = 0.f; } i__2 = ilast; i__3 = ilast + ilast * h_dim1; alpha[i__2].r = h__[i__3].r, alpha[i__2].i = h__[i__3].i; i__2 = ilast; i__3 = ilast + ilast * t_dim1; beta[i__2].r = t[i__3].r, beta[i__2].i = t[i__3].i; /* Go to next block -- exit if finished. */ --ilast; if (ilast < *ilo) { goto L190; } /* Reset counters */ iiter = 0; eshift.r = 0.f, eshift.i = 0.f; if (! ilschr) { ilastm = ilast; if (ifrstm > ilast) { ifrstm = *ilo; } } goto L160; /* QZ step This iteration only involves rows/columns IFIRST:ILAST. We assume IFIRST < ILAST, and that the diagonal of B is non-zero. */ L70: ++iiter; if (! ilschr) { ifrstm = ifirst; } /* 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 != iiter) { /* 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). */ i__2 = ilast - 1 + ilast * t_dim1; q__2.r = bscale * t[i__2].r, q__2.i = bscale * t[i__2].i; i__3 = ilast + ilast * t_dim1; q__3.r = bscale * t[i__3].r, q__3.i = bscale * t[i__3].i; c_div(&q__1, &q__2, &q__3); u12.r = q__1.r, u12.i = q__1.i; i__2 = ilast - 1 + (ilast - 1) * h_dim1; q__2.r = ascale * h__[i__2].r, q__2.i = ascale * h__[i__2].i; i__3 = ilast - 1 + (ilast - 1) * t_dim1; q__3.r = bscale * t[i__3].r, q__3.i = bscale * t[i__3].i; c_div(&q__1, &q__2, &q__3); ad11.r = q__1.r, ad11.i = q__1.i; i__2 = ilast + (ilast - 1) * h_dim1; q__2.r = ascale * h__[i__2].r, q__2.i = ascale * h__[i__2].i; i__3 = ilast - 1 + (ilast - 1) * t_dim1; q__3.r = bscale * t[i__3].r, q__3.i = bscale * t[i__3].i; c_div(&q__1, &q__2, &q__3); ad21.r = q__1.r, ad21.i = q__1.i; i__2 = ilast - 1 + ilast * h_dim1; q__2.r = ascale * h__[i__2].r, q__2.i = ascale * h__[i__2].i; i__3 = ilast + ilast * t_dim1; q__3.r = bscale * t[i__3].r, q__3.i = bscale * t[i__3].i; c_div(&q__1, &q__2, &q__3); ad12.r = q__1.r, ad12.i = q__1.i; i__2 = ilast + ilast * h_dim1; q__2.r = ascale * h__[i__2].r, q__2.i = ascale * h__[i__2].i; i__3 = ilast + ilast * t_dim1; q__3.r = bscale * t[i__3].r, q__3.i = bscale * t[i__3].i; c_div(&q__1, &q__2, &q__3); ad22.r = q__1.r, ad22.i = q__1.i; q__2.r = u12.r * ad21.r - u12.i * ad21.i, q__2.i = u12.r * ad21.i + u12.i * ad21.r; q__1.r = ad22.r - q__2.r, q__1.i = ad22.i - q__2.i; abi22.r = q__1.r, abi22.i = q__1.i; q__2.r = ad11.r + abi22.r, q__2.i = ad11.i + abi22.i; q__1.r = q__2.r * .5f, q__1.i = q__2.i * .5f; t1.r = q__1.r, t1.i = q__1.i; pow_ci(&q__4, &t1, &c__2); q__5.r = ad12.r * ad21.r - ad12.i * ad21.i, q__5.i = ad12.r * ad21.i + ad12.i * ad21.r; q__3.r = q__4.r + q__5.r, q__3.i = q__4.i + q__5.i; q__6.r = ad11.r * ad22.r - ad11.i * ad22.i, q__6.i = ad11.r * ad22.i + ad11.i * ad22.r; q__2.r = q__3.r - q__6.r, q__2.i = q__3.i - q__6.i; c_sqrt(&q__1, &q__2); rtdisc.r = q__1.r, rtdisc.i = q__1.i; q__1.r = t1.r - abi22.r, q__1.i = t1.i - abi22.i; q__2.r = t1.r - abi22.r, q__2.i = t1.i - abi22.i; temp = q__1.r * rtdisc.r + r_imag(&q__2) * r_imag(&rtdisc); if (temp <= 0.f) { q__1.r = t1.r + rtdisc.r, q__1.i = t1.i + rtdisc.i; shift.r = q__1.r, shift.i = q__1.i; } else { q__1.r = t1.r - rtdisc.r, q__1.i = t1.i - rtdisc.i; shift.r = q__1.r, shift.i = q__1.i; } } else { /* Exceptional shift. Chosen for no particularly good reason. */ i__2 = ilast - 1 + ilast * h_dim1; q__4.r = ascale * h__[i__2].r, q__4.i = ascale * h__[i__2].i; i__3 = ilast - 1 + (ilast - 1) * t_dim1; q__5.r = bscale * t[i__3].r, q__5.i = bscale * t[i__3].i; c_div(&q__3, &q__4, &q__5); r_cnjg(&q__2, &q__3); q__1.r = eshift.r + q__2.r, q__1.i = eshift.i + q__2.i; eshift.r = q__1.r, eshift.i = q__1.i; shift.r = eshift.r, shift.i = eshift.i; } /* Now check for two consecutive small subdiagonals. */ i__2 = ifirst + 1; for (j = ilast - 1; j >= i__2; --j) { istart = j; i__3 = j + j * h_dim1; q__2.r = ascale * h__[i__3].r, q__2.i = ascale * h__[i__3].i; i__4 = j + j * t_dim1; q__4.r = bscale * t[i__4].r, q__4.i = bscale * t[i__4].i; q__3.r = shift.r * q__4.r - shift.i * q__4.i, q__3.i = shift.r * q__4.i + shift.i * q__4.r; q__1.r = q__2.r - q__3.r, q__1.i = q__2.i - q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; temp = (r__1 = ctemp.r, dabs(r__1)) + (r__2 = r_imag(&ctemp), dabs(r__2)); i__3 = j + 1 + j * h_dim1; temp2 = ascale * ((r__1 = h__[i__3].r, dabs(r__1)) + (r__2 = r_imag(&h__[j + 1 + j * h_dim1]), dabs(r__2))); tempr = dmax(temp,temp2); if (tempr < 1.f && tempr != 0.f) { temp /= tempr; temp2 /= tempr; } i__3 = j + (j - 1) * h_dim1; if (((r__1 = h__[i__3].r, dabs(r__1)) + (r__2 = r_imag(&h__[j + ( j - 1) * h_dim1]), dabs(r__2))) * temp2 <= temp * atol) { goto L90; } /* L80: */ } istart = ifirst; i__2 = ifirst + ifirst * h_dim1; q__2.r = ascale * h__[i__2].r, q__2.i = ascale * h__[i__2].i; i__3 = ifirst + ifirst * t_dim1; q__4.r = bscale * t[i__3].r, q__4.i = bscale * t[i__3].i; q__3.r = shift.r * q__4.r - shift.i * q__4.i, q__3.i = shift.r * q__4.i + shift.i * q__4.r; q__1.r = q__2.r - q__3.r, q__1.i = q__2.i - q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; L90: /* Do an implicit-shift QZ sweep. Initial Q */ i__2 = istart + 1 + istart * h_dim1; q__1.r = ascale * h__[i__2].r, q__1.i = ascale * h__[i__2].i; ctemp2.r = q__1.r, ctemp2.i = q__1.i; clartg_(&ctemp, &ctemp2, &c__, &s, &ctemp3); /* Sweep */ i__2 = ilast - 1; for (j = istart; j <= i__2; ++j) { if (j > istart) { i__3 = j + (j - 1) * h_dim1; ctemp.r = h__[i__3].r, ctemp.i = h__[i__3].i; clartg_(&ctemp, &h__[j + 1 + (j - 1) * h_dim1], &c__, &s, & h__[j + (j - 1) * h_dim1]); i__3 = j + 1 + (j - 1) * h_dim1; h__[i__3].r = 0.f, h__[i__3].i = 0.f; } i__3 = ilastm; for (jc = j; jc <= i__3; ++jc) { i__4 = j + jc * h_dim1; q__2.r = c__ * h__[i__4].r, q__2.i = c__ * h__[i__4].i; i__5 = j + 1 + jc * h_dim1; q__3.r = s.r * h__[i__5].r - s.i * h__[i__5].i, q__3.i = s.r * h__[i__5].i + s.i * h__[i__5].r; q__1.r = q__2.r + q__3.r, q__1.i = q__2.i + q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; i__4 = j + 1 + jc * h_dim1; r_cnjg(&q__4, &s); q__3.r = -q__4.r, q__3.i = -q__4.i; i__5 = j + jc * h_dim1; q__2.r = q__3.r * h__[i__5].r - q__3.i * h__[i__5].i, q__2.i = q__3.r * h__[i__5].i + q__3.i * h__[i__5].r; i__6 = j + 1 + jc * h_dim1; q__5.r = c__ * h__[i__6].r, q__5.i = c__ * h__[i__6].i; q__1.r = q__2.r + q__5.r, q__1.i = q__2.i + q__5.i; h__[i__4].r = q__1.r, h__[i__4].i = q__1.i; i__4 = j + jc * h_dim1; h__[i__4].r = ctemp.r, h__[i__4].i = ctemp.i; i__4 = j + jc * t_dim1; q__2.r = c__ * t[i__4].r, q__2.i = c__ * t[i__4].i; i__5 = j + 1 + jc * t_dim1; q__3.r = s.r * t[i__5].r - s.i * t[i__5].i, q__3.i = s.r * t[ i__5].i + s.i * t[i__5].r; q__1.r = q__2.r + q__3.r, q__1.i = q__2.i + q__3.i; ctemp2.r = q__1.r, ctemp2.i = q__1.i; i__4 = j + 1 + jc * t_dim1; r_cnjg(&q__4, &s); q__3.r = -q__4.r, q__3.i = -q__4.i; i__5 = j + jc * t_dim1; q__2.r = q__3.r * t[i__5].r - q__3.i * t[i__5].i, q__2.i = q__3.r * t[i__5].i + q__3.i * t[i__5].r; i__6 = j + 1 + jc * t_dim1; q__5.r = c__ * t[i__6].r, q__5.i = c__ * t[i__6].i; q__1.r = q__2.r + q__5.r, q__1.i = q__2.i + q__5.i; t[i__4].r = q__1.r, t[i__4].i = q__1.i; i__4 = j + jc * t_dim1; t[i__4].r = ctemp2.r, t[i__4].i = ctemp2.i; /* L100: */ } if (ilq) { i__3 = *n; for (jr = 1; jr <= i__3; ++jr) { i__4 = jr + j * q_dim1; q__2.r = c__ * q[i__4].r, q__2.i = c__ * q[i__4].i; r_cnjg(&q__4, &s); i__5 = jr + (j + 1) * q_dim1; q__3.r = q__4.r * q[i__5].r - q__4.i * q[i__5].i, q__3.i = q__4.r * q[i__5].i + q__4.i * q[i__5].r; q__1.r = q__2.r + q__3.r, q__1.i = q__2.i + q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; i__4 = jr + (j + 1) * q_dim1; q__3.r = -s.r, q__3.i = -s.i; i__5 = jr + j * q_dim1; q__2.r = q__3.r * q[i__5].r - q__3.i * q[i__5].i, q__2.i = q__3.r * q[i__5].i + q__3.i * q[i__5].r; i__6 = jr + (j + 1) * q_dim1; q__4.r = c__ * q[i__6].r, q__4.i = c__ * q[i__6].i; q__1.r = q__2.r + q__4.r, q__1.i = q__2.i + q__4.i; q[i__4].r = q__1.r, q[i__4].i = q__1.i; i__4 = jr + j * q_dim1; q[i__4].r = ctemp.r, q[i__4].i = ctemp.i; /* L110: */ } } i__3 = j + 1 + (j + 1) * t_dim1; ctemp.r = t[i__3].r, ctemp.i = t[i__3].i; clartg_(&ctemp, &t[j + 1 + j * t_dim1], &c__, &s, &t[j + 1 + (j + 1) * t_dim1]); i__3 = j + 1 + j * t_dim1; t[i__3].r = 0.f, t[i__3].i = 0.f; /* Computing MIN */ i__4 = j + 2; i__3 = min(i__4,ilast); for (jr = ifrstm; jr <= i__3; ++jr) { i__4 = jr + (j + 1) * h_dim1; q__2.r = c__ * h__[i__4].r, q__2.i = c__ * h__[i__4].i; i__5 = jr + j * h_dim1; q__3.r = s.r * h__[i__5].r - s.i * h__[i__5].i, q__3.i = s.r * h__[i__5].i + s.i * h__[i__5].r; q__1.r = q__2.r + q__3.r, q__1.i = q__2.i + q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; i__4 = jr + j * h_dim1; r_cnjg(&q__4, &s); q__3.r = -q__4.r, q__3.i = -q__4.i; i__5 = jr + (j + 1) * h_dim1; q__2.r = q__3.r * h__[i__5].r - q__3.i * h__[i__5].i, q__2.i = q__3.r * h__[i__5].i + q__3.i * h__[i__5].r; i__6 = jr + j * h_dim1; q__5.r = c__ * h__[i__6].r, q__5.i = c__ * h__[i__6].i; q__1.r = q__2.r + q__5.r, q__1.i = q__2.i + q__5.i; h__[i__4].r = q__1.r, h__[i__4].i = q__1.i; i__4 = jr + (j + 1) * h_dim1; h__[i__4].r = ctemp.r, h__[i__4].i = ctemp.i; /* L120: */ } i__3 = j; for (jr = ifrstm; jr <= i__3; ++jr) { i__4 = jr + (j + 1) * t_dim1; q__2.r = c__ * t[i__4].r, q__2.i = c__ * t[i__4].i; i__5 = jr + j * t_dim1; q__3.r = s.r * t[i__5].r - s.i * t[i__5].i, q__3.i = s.r * t[ i__5].i + s.i * t[i__5].r; q__1.r = q__2.r + q__3.r, q__1.i = q__2.i + q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; i__4 = jr + j * t_dim1; r_cnjg(&q__4, &s); q__3.r = -q__4.r, q__3.i = -q__4.i; i__5 = jr + (j + 1) * t_dim1; q__2.r = q__3.r * t[i__5].r - q__3.i * t[i__5].i, q__2.i = q__3.r * t[i__5].i + q__3.i * t[i__5].r; i__6 = jr + j * t_dim1; q__5.r = c__ * t[i__6].r, q__5.i = c__ * t[i__6].i; q__1.r = q__2.r + q__5.r, q__1.i = q__2.i + q__5.i; t[i__4].r = q__1.r, t[i__4].i = q__1.i; i__4 = jr + (j + 1) * t_dim1; t[i__4].r = ctemp.r, t[i__4].i = ctemp.i; /* L130: */ } if (ilz) { i__3 = *n; for (jr = 1; jr <= i__3; ++jr) { i__4 = jr + (j + 1) * z_dim1; q__2.r = c__ * z__[i__4].r, q__2.i = c__ * z__[i__4].i; i__5 = jr + j * z_dim1; q__3.r = s.r * z__[i__5].r - s.i * z__[i__5].i, q__3.i = s.r * z__[i__5].i + s.i * z__[i__5].r; q__1.r = q__2.r + q__3.r, q__1.i = q__2.i + q__3.i; ctemp.r = q__1.r, ctemp.i = q__1.i; i__4 = jr + j * z_dim1; r_cnjg(&q__4, &s); q__3.r = -q__4.r, q__3.i = -q__4.i; i__5 = jr + (j + 1) * z_dim1; q__2.r = q__3.r * z__[i__5].r - q__3.i * z__[i__5].i, q__2.i = q__3.r * z__[i__5].i + q__3.i * z__[i__5] .r; i__6 = jr + j * z_dim1; q__5.r = c__ * z__[i__6].r, q__5.i = c__ * z__[i__6].i; q__1.r = q__2.r + q__5.r, q__1.i = q__2.i + q__5.i; z__[i__4].r = q__1.r, z__[i__4].i = q__1.i; i__4 = jr + (j + 1) * z_dim1; z__[i__4].r = ctemp.r, z__[i__4].i = ctemp.i; /* L140: */ } } /* L150: */ } L160: /* L170: */ ; } /* Drop-through = non-convergence */ L180: *info = ilast; goto L210; /* Successful completion of all QZ steps */ L190: /* Set Eigenvalues 1:ILO-1 */ i__1 = *ilo - 1; for (j = 1; j <= i__1; ++j) { absb = c_abs(&t[j + j * t_dim1]); if (absb > safmin) { i__2 = j + j * t_dim1; q__2.r = t[i__2].r / absb, q__2.i = t[i__2].i / absb; r_cnjg(&q__1, &q__2); signbc.r = q__1.r, signbc.i = q__1.i; i__2 = j + j * t_dim1; t[i__2].r = absb, t[i__2].i = 0.f; if (ilschr) { i__2 = j - 1; cscal_(&i__2, &signbc, &t[j * t_dim1 + 1], &c__1); cscal_(&j, &signbc, &h__[j * h_dim1 + 1], &c__1); } else { i__2 = j + j * h_dim1; i__3 = j + j * h_dim1; q__1.r = h__[i__3].r * signbc.r - h__[i__3].i * signbc.i, q__1.i = h__[i__3].r * signbc.i + h__[i__3].i * signbc.r; h__[i__2].r = q__1.r, h__[i__2].i = q__1.i; } if (ilz) { cscal_(n, &signbc, &z__[j * z_dim1 + 1], &c__1); } } else { i__2 = j + j * t_dim1; t[i__2].r = 0.f, t[i__2].i = 0.f; } i__2 = j; i__3 = j + j * h_dim1; alpha[i__2].r = h__[i__3].r, alpha[i__2].i = h__[i__3].i; i__2 = j; i__3 = j + j * t_dim1; beta[i__2].r = t[i__3].r, beta[i__2].i = t[i__3].i; /* L200: */ } /* Normal Termination */ *info = 0; /* Exit (other than argument error) -- return optimal workspace size */ L210: q__1.r = (real) (*n), q__1.i = 0.f; work[1].r = q__1.r, work[1].i = q__1.i; return 0; /* End of CHGEQZ */ } /* chgeqz_ */