279 SUBROUTINE chgeqz( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T,
281 $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
289 CHARACTER COMPQ, COMPZ, JOB
290 INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
294 COMPLEX ALPHA( * ), BETA( * ), H( LDH, * ),
295 $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
303 PARAMETER ( CZERO = ( 0.0e+0, 0.0e+0 ),
304 $ cone = ( 1.0e+0, 0.0e+0 ) )
306 parameter( zero = 0.0e+0, one = 1.0e+0 )
308 parameter( half = 0.5e+0 )
311 LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
312 INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
313 $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
315 REAL ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
316 $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
317 COMPLEX ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
318 $ ctemp3, eshift, s, shift, signbc,
325 EXTERNAL cladiv, lsame, clanhs, slamch
331 INTRINSIC abs, aimag, cmplx, conjg, max, min, real, sqrt
337 abs1( x ) = abs( real( x ) ) + abs( aimag( x ) )
343 IF( lsame( job,
'E' ) )
THEN
346 ELSE IF( lsame( job,
'S' ) )
THEN
354 IF( lsame( compq,
'N' ) )
THEN
357 ELSE IF( lsame( compq,
'V' ) )
THEN
360 ELSE IF( lsame( compq,
'I' ) )
THEN
368 IF( lsame( compz,
'N' ) )
THEN
371 ELSE IF( lsame( compz,
'V' ) )
THEN
374 ELSE IF( lsame( compz,
'I' ) )
THEN
385 work( 1 ) = cmplx( max( 1, n ) )
386 lquery = ( lwork.EQ.-1 )
387 IF( ischur.EQ.0 )
THEN
389 ELSE IF( icompq.EQ.0 )
THEN
391 ELSE IF( icompz.EQ.0 )
THEN
393 ELSE IF( n.LT.0 )
THEN
395 ELSE IF( ilo.LT.1 )
THEN
397 ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 )
THEN
399 ELSE IF( ldh.LT.n )
THEN
401 ELSE IF( ldt.LT.n )
THEN
403 ELSE IF( ldq.LT.1 .OR. ( ilq .AND. ldq.LT.n ) )
THEN
405 ELSE IF( ldz.LT.1 .OR. ( ilz .AND. ldz.LT.n ) )
THEN
407 ELSE IF( lwork.LT.max( 1, n ) .AND. .NOT.lquery )
THEN
411 CALL xerbla(
'CHGEQZ', -info )
413 ELSE IF( lquery )
THEN
421 work( 1 ) = cmplx( 1 )
428 $
CALL claset(
'Full', n, n, czero, cone, q, ldq )
430 $
CALL claset(
'Full', n, n, czero, cone, z, ldz )
435 safmin = slamch(
'S' )
436 ulp = slamch(
'E' )*slamch(
'B' )
437 anorm = clanhs(
'F', in, h( ilo, ilo ), ldh, rwork )
438 bnorm = clanhs(
'F', in, t( ilo, ilo ), ldt, rwork )
439 atol = max( safmin, ulp*anorm )
440 btol = max( safmin, ulp*bnorm )
441 ascale = one / max( safmin, anorm )
442 bscale = one / max( safmin, bnorm )
448 absb = abs( t( j, j ) )
449 IF( absb.GT.safmin )
THEN
450 signbc = conjg( t( j, j ) / absb )
453 CALL cscal( j-1, signbc, t( 1, j ), 1 )
454 CALL cscal( j, signbc, h( 1, j ), 1 )
456 CALL cscal( 1, signbc, h( j, j ), 1 )
459 $
CALL cscal( n, signbc, z( 1, j ), 1 )
463 alpha( j ) = h( j, j )
464 beta( j ) = t( j, j )
497 maxit = 30*( ihi-ilo+1 )
499 DO 170 jiter = 1, maxit
514 IF( ilast.EQ.ilo )
THEN
517 IF( abs1( h( ilast, ilast-1 ) ).LE.max( safmin, ulp*(
518 $ abs1( h( ilast, ilast ) ) + abs1( h( ilast-1, ilast-1 )
520 h( ilast, ilast-1 ) = czero
525 IF( abs( t( ilast, ilast ) ).LE.btol )
THEN
526 t( ilast, ilast ) = czero
532 DO 40 j = ilast - 1, ilo, -1
539 IF( abs1( h( j, j-1 ) ).LE.max( safmin, ulp*(
540 $ abs1( h( j, j ) ) + abs1( h( j-1, j-1 ) )
551 IF( abs( t( j, j ) ).LT.btol )
THEN
557 IF( .NOT.ilazro )
THEN
558 IF( abs1( h( j, j-1 ) )*( ascale*abs1( h( j+1,
559 $ j ) ) ).LE.abs1( h( j, j ) )*( ascale*atol ) )
569 IF( ilazro .OR. ilazr2 )
THEN
570 DO 20 jch = j, ilast - 1
571 ctemp = h( jch, jch )
572 CALL clartg( ctemp, h( jch+1, jch ), c, s,
574 h( jch+1, jch ) = czero
575 CALL crot( ilastm-jch, h( jch, jch+1 ), ldh,
576 $ h( jch+1, jch+1 ), ldh, c, s )
577 CALL crot( ilastm-jch, t( jch, jch+1 ), ldt,
578 $ t( jch+1, jch+1 ), ldt, c, s )
580 $
CALL crot( n, q( 1, jch ), 1, q( 1, jch+1 ),
584 $ h( jch, jch-1 ) = h( jch, jch-1 )*c
586 IF( abs1( t( jch+1, jch+1 ) ).GE.btol )
THEN
587 IF( jch+1.GE.ilast )
THEN
594 t( jch+1, jch+1 ) = czero
602 DO 30 jch = j, ilast - 1
603 ctemp = t( jch, jch+1 )
604 CALL clartg( ctemp, t( jch+1, jch+1 ), c, s,
606 t( jch+1, jch+1 ) = czero
607 IF( jch.LT.ilastm-1 )
608 $
CALL crot( ilastm-jch-1, t( jch, jch+2 ),
610 $ t( jch+1, jch+2 ), ldt, c, s )
611 CALL crot( ilastm-jch+2, h( jch, jch-1 ), ldh,
612 $ h( jch+1, jch-1 ), ldh, c, s )
614 $
CALL crot( n, q( 1, jch ), 1, q( 1, jch+1 ),
617 ctemp = h( jch+1, jch )
618 CALL clartg( ctemp, h( jch+1, jch-1 ), c, s,
620 h( jch+1, jch-1 ) = czero
621 CALL crot( jch+1-ifrstm, h( ifrstm, jch ), 1,
622 $ h( ifrstm, jch-1 ), 1, c, s )
623 CALL crot( jch-ifrstm, t( ifrstm, jch ), 1,
624 $ t( ifrstm, jch-1 ), 1, c, s )
626 $
CALL crot( n, z( 1, jch ), 1, z( 1, jch-1 ),
632 ELSE IF( ilazro )
THEN
653 ctemp = h( ilast, ilast )
654 CALL clartg( ctemp, h( ilast, ilast-1 ), c, s,
655 $ h( ilast, ilast ) )
656 h( ilast, ilast-1 ) = czero
657 CALL crot( ilast-ifrstm, h( ifrstm, ilast ), 1,
658 $ h( ifrstm, ilast-1 ), 1, c, s )
659 CALL crot( ilast-ifrstm, t( ifrstm, ilast ), 1,
660 $ t( ifrstm, ilast-1 ), 1, c, s )
662 $
CALL crot( n, z( 1, ilast ), 1, z( 1, ilast-1 ), 1, c,
668 absb = abs( t( ilast, ilast ) )
669 IF( absb.GT.safmin )
THEN
670 signbc = conjg( t( ilast, ilast ) / absb )
671 t( ilast, ilast ) = absb
673 CALL cscal( ilast-ifrstm, signbc, t( ifrstm, ilast ),
675 CALL cscal( ilast+1-ifrstm, signbc, h( ifrstm,
679 CALL cscal( 1, signbc, h( ilast, ilast ), 1 )
682 $
CALL cscal( n, signbc, z( 1, ilast ), 1 )
684 t( ilast, ilast ) = czero
686 alpha( ilast ) = h( ilast, ilast )
687 beta( ilast ) = t( ilast, ilast )
699 IF( .NOT.ilschr )
THEN
701 IF( ifrstm.GT.ilast )
713 IF( .NOT.ilschr )
THEN
723 IF( ( iiter / 10 )*10.NE.iiter )
THEN
732 u12 = ( bscale*t( ilast-1, ilast ) ) /
733 $ ( bscale*t( ilast, ilast ) )
734 ad11 = ( ascale*h( ilast-1, ilast-1 ) ) /
735 $ ( bscale*t( ilast-1, ilast-1 ) )
736 ad21 = ( ascale*h( ilast, ilast-1 ) ) /
737 $ ( bscale*t( ilast-1, ilast-1 ) )
738 ad12 = ( ascale*h( ilast-1, ilast ) ) /
739 $ ( bscale*t( ilast, ilast ) )
740 ad22 = ( ascale*h( ilast, ilast ) ) /
741 $ ( bscale*t( ilast, ilast ) )
742 abi22 = ad22 - u12*ad21
743 abi12 = ad12 - u12*ad11
746 ctemp = sqrt( abi12 )*sqrt( ad21 )
748 IF( ctemp.NE.zero )
THEN
749 x = half*( ad11-shift )
751 temp = max( temp, abs1( x ) )
752 y = temp*sqrt( ( x / temp )**2+( ctemp / temp )**2 )
753 IF( temp2.GT.zero )
THEN
754 IF( real( x / temp2 )*real( y )+
755 $ aimag( x / temp2 )*aimag( y ).LT.zero )y = -y
757 shift = shift - ctemp*cladiv( ctemp, ( x+y ) )
763 IF( ( iiter / 20 )*20.EQ.iiter .AND.
764 $ bscale*abs1(t( ilast, ilast )).GT.safmin )
THEN
765 eshift = eshift + ( ascale*h( ilast,
766 $ ilast ) )/( bscale*t( ilast, ilast ) )
768 eshift = eshift + ( ascale*h( ilast,
769 $ ilast-1 ) )/( bscale*t( ilast-1, ilast-1 ) )
776 DO 80 j = ilast - 1, ifirst + 1, -1
778 ctemp = ascale*h( j, j ) - shift*( bscale*t( j, j ) )
780 temp2 = ascale*abs1( h( j+1, j ) )
781 tempr = max( temp, temp2 )
782 IF( tempr.LT.one .AND. tempr.NE.zero )
THEN
784 temp2 = temp2 / tempr
786 IF( abs1( h( j, j-1 ) )*temp2.LE.temp*atol )
791 ctemp = ascale*h( ifirst, ifirst ) -
792 $ shift*( bscale*t( ifirst, ifirst ) )
799 ctemp2 = ascale*h( istart+1, istart )
800 CALL clartg( ctemp, ctemp2, c, s, ctemp3 )
804 DO 150 j = istart, ilast - 1
805 IF( j.GT.istart )
THEN
807 CALL clartg( ctemp, h( j+1, j-1 ), c, s, h( j, j-1 ) )
808 h( j+1, j-1 ) = czero
811 DO 100 jc = j, ilastm
812 ctemp = c*h( j, jc ) + s*h( j+1, jc )
813 h( j+1, jc ) = -conjg( s )*h( j, jc ) + c*h( j+1, jc )
815 ctemp2 = c*t( j, jc ) + s*t( j+1, jc )
816 t( j+1, jc ) = -conjg( s )*t( j, jc ) + c*t( j+1, jc )
821 ctemp = c*q( jr, j ) + conjg( s )*q( jr, j+1 )
822 q( jr, j+1 ) = -s*q( jr, j ) + c*q( jr, j+1 )
827 ctemp = t( j+1, j+1 )
828 CALL clartg( ctemp, t( j+1, j ), c, s, t( j+1, j+1 ) )
831 DO 120 jr = ifrstm, min( j+2, ilast )
832 ctemp = c*h( jr, j+1 ) + s*h( jr, j )
833 h( jr, j ) = -conjg( s )*h( jr, j+1 ) + c*h( jr, j )
836 DO 130 jr = ifrstm, j
837 ctemp = c*t( jr, j+1 ) + s*t( jr, j )
838 t( jr, j ) = -conjg( s )*t( jr, j+1 ) + c*t( jr, j )
843 ctemp = c*z( jr, j+1 ) + s*z( jr, j )
844 z( jr, j ) = -conjg( s )*z( jr, j+1 ) + c*z( jr, j )
866 DO 200 j = 1, ilo - 1
867 absb = abs( t( j, j ) )
868 IF( absb.GT.safmin )
THEN
869 signbc = conjg( t( j, j ) / absb )
872 CALL cscal( j-1, signbc, t( 1, j ), 1 )
873 CALL cscal( j, signbc, h( 1, j ), 1 )
875 CALL cscal( 1, signbc, h( j, j ), 1 )
878 $
CALL cscal( n, signbc, z( 1, j ), 1 )
882 alpha( j ) = h( j, j )
883 beta( j ) = t( j, j )
893 work( 1 ) = cmplx( n )