LAPACK 3.12.0
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zlaqr0.f
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1*> \brief \b ZLAQR0 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 ZLAQR0 + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaqr0.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaqr0.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaqr0.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE ZLAQR0( 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*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
30* ..
31*
32*
33*> \par Purpose:
34* =============
35*>
36*> \verbatim
37*>
38*> ZLAQR0 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*>
81*> It is assumed that H is already upper triangular in rows
82*> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
83*> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
84*> previous call to ZGEBAL, and then passed to ZGEHRD when the
85*> matrix output by ZGEBAL is reduced to Hessenberg form.
86*> Otherwise, ILO and IHI should be set to 1 and N,
87*> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
88*> If N = 0, then ILO = 1 and IHI = 0.
89*> \endverbatim
90*>
91*> \param[in,out] H
92*> \verbatim
93*> H is COMPLEX*16 array, dimension (LDH,N)
94*> On entry, the upper Hessenberg matrix H.
95*> On exit, if INFO = 0 and WANTT is .TRUE., then H
96*> contains the upper triangular matrix T from the Schur
97*> decomposition (the Schur form). If INFO = 0 and WANT is
98*> .FALSE., then the contents of H are unspecified on exit.
99*> (The output value of H when INFO > 0 is given under the
100*> description of INFO below.)
101*>
102*> This subroutine may explicitly set H(i,j) = 0 for i > j and
103*> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
104*> \endverbatim
105*>
106*> \param[in] LDH
107*> \verbatim
108*> LDH is INTEGER
109*> The leading dimension of the array H. LDH >= max(1,N).
110*> \endverbatim
111*>
112*> \param[out] W
113*> \verbatim
114*> W is COMPLEX*16 array, dimension (N)
115*> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
116*> in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
117*> stored in the same order as on the diagonal of the Schur
118*> form returned in H, with W(i) = H(i,i).
119*> \endverbatim
120*>
121*> \param[in] ILOZ
122*> \verbatim
123*> ILOZ is INTEGER
124*> \endverbatim
125*>
126*> \param[in] IHIZ
127*> \verbatim
128*> IHIZ is INTEGER
129*> Specify the rows of Z to which transformations must be
130*> applied if WANTZ is .TRUE..
131*> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
132*> \endverbatim
133*>
134*> \param[in,out] Z
135*> \verbatim
136*> Z is COMPLEX*16 array, dimension (LDZ,IHI)
137*> If WANTZ is .FALSE., then Z is not referenced.
138*> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
139*> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
140*> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
141*> (The output value of Z when INFO > 0 is given under
142*> the description of INFO below.)
143*> \endverbatim
144*>
145*> \param[in] LDZ
146*> \verbatim
147*> LDZ is INTEGER
148*> The leading dimension of the array Z. if WANTZ is .TRUE.
149*> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
150*> \endverbatim
151*>
152*> \param[out] WORK
153*> \verbatim
154*> WORK is COMPLEX*16 array, dimension LWORK
155*> On exit, if LWORK = -1, WORK(1) returns an estimate of
156*> the optimal value for LWORK.
157*> \endverbatim
158*>
159*> \param[in] LWORK
160*> \verbatim
161*> LWORK is INTEGER
162*> The dimension of the array WORK. LWORK >= max(1,N)
163*> is sufficient, but LWORK typically as large as 6*N may
164*> be required for optimal performance. A workspace query
165*> to determine the optimal workspace size is recommended.
166*>
167*> If LWORK = -1, then ZLAQR0 does a workspace query.
168*> In this case, ZLAQR0 checks the input parameters and
169*> estimates the optimal workspace size for the given
170*> values of N, ILO and IHI. The estimate is returned
171*> in WORK(1). No error message related to LWORK is
172*> issued by XERBLA. Neither H nor Z are accessed.
173*> \endverbatim
174*>
175*> \param[out] INFO
176*> \verbatim
177*> INFO is INTEGER
178*> = 0: successful exit
179*> > 0: if INFO = i, ZLAQR0 failed to compute all of
180*> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
181*> and WI contain those eigenvalues which have been
182*> successfully computed. (Failures are rare.)
183*>
184*> If INFO > 0 and WANT is .FALSE., then on exit,
185*> the remaining unconverged eigenvalues are the eigen-
186*> values of the upper Hessenberg matrix rows and
187*> columns ILO through INFO of the final, output
188*> value of H.
189*>
190*> If INFO > 0 and WANTT is .TRUE., then on exit
191*>
192*> (*) (initial value of H)*U = U*(final value of H)
193*>
194*> where U is a unitary matrix. The final
195*> value of H is upper Hessenberg and triangular in
196*> rows and columns INFO+1 through IHI.
197*>
198*> If INFO > 0 and WANTZ is .TRUE., then on exit
199*>
200*> (final value of Z(ILO:IHI,ILOZ:IHIZ)
201*> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
202*>
203*> where U is the unitary matrix in (*) (regard-
204*> less of the value of WANTT.)
205*>
206*> If INFO > 0 and WANTZ is .FALSE., then Z is not
207*> accessed.
208*> \endverbatim
209*
210* Authors:
211* ========
212*
213*> \author Univ. of Tennessee
214*> \author Univ. of California Berkeley
215*> \author Univ. of Colorado Denver
216*> \author NAG Ltd.
217*
218*> \ingroup laqr0
219*
220*> \par Contributors:
221* ==================
222*>
223*> Karen Braman and Ralph Byers, Department of Mathematics,
224*> University of Kansas, USA
225*
226*> \par References:
227* ================
228*>
229*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
230*> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
231*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
232*> 929--947, 2002.
233*> \n
234*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
235*> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
236*> of Matrix Analysis, volume 23, pages 948--973, 2002.
237*>
238* =====================================================================
239 SUBROUTINE zlaqr0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
240 $ IHIZ, Z, LDZ, WORK, LWORK, INFO )
241*
242* -- LAPACK auxiliary routine --
243* -- LAPACK is a software package provided by Univ. of Tennessee, --
244* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
245*
246* .. Scalar Arguments ..
247 INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
248 LOGICAL WANTT, WANTZ
249* ..
250* .. Array Arguments ..
251 COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
252* ..
253*
254* ================================================================
255*
256* .. Parameters ..
257*
258* ==== Matrices of order NTINY or smaller must be processed by
259* . ZLAHQR because of insufficient subdiagonal scratch space.
260* . (This is a hard limit.) ====
261 INTEGER NTINY
262 parameter( ntiny = 15 )
263*
264* ==== Exceptional deflation windows: try to cure rare
265* . slow convergence by varying the size of the
266* . deflation window after KEXNW iterations. ====
267 INTEGER KEXNW
268 parameter( kexnw = 5 )
269*
270* ==== Exceptional shifts: try to cure rare slow convergence
271* . with ad-hoc exceptional shifts every KEXSH iterations.
272* . ====
273 INTEGER KEXSH
274 parameter( kexsh = 6 )
275*
276* ==== The constant WILK1 is used to form the exceptional
277* . shifts. ====
278 DOUBLE PRECISION WILK1
279 parameter( wilk1 = 0.75d0 )
280 COMPLEX*16 ZERO, ONE
281 parameter( zero = ( 0.0d0, 0.0d0 ),
282 $ one = ( 1.0d0, 0.0d0 ) )
283 DOUBLE PRECISION TWO
284 parameter( two = 2.0d0 )
285* ..
286* .. Local Scalars ..
287 COMPLEX*16 AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
288 DOUBLE PRECISION S
289 INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
290 $ kt, ktop, ku, kv, kwh, kwtop, kwv, ld, ls,
291 $ lwkopt, ndec, ndfl, nh, nho, nibble, nmin, ns,
292 $ nsmax, nsr, nve, nw, nwmax, nwr, nwupbd
293 LOGICAL SORTED
294 CHARACTER JBCMPZ*2
295* ..
296* .. External Functions ..
297 INTEGER ILAENV
298 EXTERNAL ilaenv
299* ..
300* .. Local Arrays ..
301 COMPLEX*16 ZDUM( 1, 1 )
302* ..
303* .. External Subroutines ..
304 EXTERNAL zlacpy, zlahqr, zlaqr3, zlaqr4, zlaqr5
305* ..
306* .. Intrinsic Functions ..
307 INTRINSIC abs, dble, dcmplx, dimag, int, max, min, mod,
308 $ sqrt
309* ..
310* .. Statement Functions ..
311 DOUBLE PRECISION CABS1
312* ..
313* .. Statement Function definitions ..
314 cabs1( cdum ) = abs( dble( cdum ) ) + abs( dimag( cdum ) )
315* ..
316* .. Executable Statements ..
317 info = 0
318*
319* ==== Quick return for N = 0: nothing to do. ====
320*
321 IF( n.EQ.0 ) THEN
322 work( 1 ) = one
323 RETURN
324 END IF
325*
326 IF( n.LE.ntiny ) THEN
327*
328* ==== Tiny matrices must use ZLAHQR. ====
329*
330 lwkopt = 1
331 IF( lwork.NE.-1 )
332 $ CALL zlahqr( wantt, wantz, n, ilo, ihi, h, ldh, w, iloz,
333 $ ihiz, z, ldz, info )
334 ELSE
335*
336* ==== Use small bulge multi-shift QR with aggressive early
337* . deflation on larger-than-tiny matrices. ====
338*
339* ==== Hope for the best. ====
340*
341 info = 0
342*
343* ==== Set up job flags for ILAENV. ====
344*
345 IF( wantt ) THEN
346 jbcmpz( 1: 1 ) = 'S'
347 ELSE
348 jbcmpz( 1: 1 ) = 'E'
349 END IF
350 IF( wantz ) THEN
351 jbcmpz( 2: 2 ) = 'V'
352 ELSE
353 jbcmpz( 2: 2 ) = 'N'
354 END IF
355*
356* ==== NWR = recommended deflation window size. At this
357* . point, N .GT. NTINY = 15, so there is enough
358* . subdiagonal workspace for NWR.GE.2 as required.
359* . (In fact, there is enough subdiagonal space for
360* . NWR.GE.4.) ====
361*
362 nwr = ilaenv( 13, 'ZLAQR0', jbcmpz, n, ilo, ihi, lwork )
363 nwr = max( 2, nwr )
364 nwr = min( ihi-ilo+1, ( n-1 ) / 3, nwr )
365*
366* ==== NSR = recommended number of simultaneous shifts.
367* . At this point N .GT. NTINY = 15, so there is at
368* . enough subdiagonal workspace for NSR to be even
369* . and greater than or equal to two as required. ====
370*
371 nsr = ilaenv( 15, 'ZLAQR0', jbcmpz, n, ilo, ihi, lwork )
372 nsr = min( nsr, ( n-3 ) / 6, ihi-ilo )
373 nsr = max( 2, nsr-mod( nsr, 2 ) )
374*
375* ==== Estimate optimal workspace ====
376*
377* ==== Workspace query call to ZLAQR3 ====
378*
379 CALL zlaqr3( wantt, wantz, n, ilo, ihi, nwr+1, h, ldh, iloz,
380 $ ihiz, z, ldz, ls, ld, w, h, ldh, n, h, ldh, n, h,
381 $ ldh, work, -1 )
382*
383* ==== Optimal workspace = MAX(ZLAQR5, ZLAQR3) ====
384*
385 lwkopt = max( 3*nsr / 2, int( work( 1 ) ) )
386*
387* ==== Quick return in case of workspace query. ====
388*
389 IF( lwork.EQ.-1 ) THEN
390 work( 1 ) = dcmplx( lwkopt, 0 )
391 RETURN
392 END IF
393*
394* ==== ZLAHQR/ZLAQR0 crossover point ====
395*
396 nmin = ilaenv( 12, 'ZLAQR0', jbcmpz, n, ilo, ihi, lwork )
397 nmin = max( ntiny, nmin )
398*
399* ==== Nibble crossover point ====
400*
401 nibble = ilaenv( 14, 'ZLAQR0', jbcmpz, n, ilo, ihi, lwork )
402 nibble = max( 0, nibble )
403*
404* ==== Accumulate reflections during ttswp? Use block
405* . 2-by-2 structure during matrix-matrix multiply? ====
406*
407 kacc22 = ilaenv( 16, 'ZLAQR0', jbcmpz, n, ilo, ihi, lwork )
408 kacc22 = max( 0, kacc22 )
409 kacc22 = min( 2, kacc22 )
410*
411* ==== NWMAX = the largest possible deflation window for
412* . which there is sufficient workspace. ====
413*
414 nwmax = min( ( n-1 ) / 3, lwork / 2 )
415 nw = nwmax
416*
417* ==== NSMAX = the Largest number of simultaneous shifts
418* . for which there is sufficient workspace. ====
419*
420 nsmax = min( ( n-3 ) / 6, 2*lwork / 3 )
421 nsmax = nsmax - mod( nsmax, 2 )
422*
423* ==== NDFL: an iteration count restarted at deflation. ====
424*
425 ndfl = 1
426*
427* ==== ITMAX = iteration limit ====
428*
429 itmax = max( 30, 2*kexsh )*max( 10, ( ihi-ilo+1 ) )
430*
431* ==== Last row and column in the active block ====
432*
433 kbot = ihi
434*
435* ==== Main Loop ====
436*
437 DO 70 it = 1, itmax
438*
439* ==== Done when KBOT falls below ILO ====
440*
441 IF( kbot.LT.ilo )
442 $ GO TO 80
443*
444* ==== Locate active block ====
445*
446 DO 10 k = kbot, ilo + 1, -1
447 IF( h( k, k-1 ).EQ.zero )
448 $ GO TO 20
449 10 CONTINUE
450 k = ilo
451 20 CONTINUE
452 ktop = k
453*
454* ==== Select deflation window size:
455* . Typical Case:
456* . If possible and advisable, nibble the entire
457* . active block. If not, use size MIN(NWR,NWMAX)
458* . or MIN(NWR+1,NWMAX) depending upon which has
459* . the smaller corresponding subdiagonal entry
460* . (a heuristic).
461* .
462* . Exceptional Case:
463* . If there have been no deflations in KEXNW or
464* . more iterations, then vary the deflation window
465* . size. At first, because, larger windows are,
466* . in general, more powerful than smaller ones,
467* . rapidly increase the window to the maximum possible.
468* . Then, gradually reduce the window size. ====
469*
470 nh = kbot - ktop + 1
471 nwupbd = min( nh, nwmax )
472 IF( ndfl.LT.kexnw ) THEN
473 nw = min( nwupbd, nwr )
474 ELSE
475 nw = min( nwupbd, 2*nw )
476 END IF
477 IF( nw.LT.nwmax ) THEN
478 IF( nw.GE.nh-1 ) THEN
479 nw = nh
480 ELSE
481 kwtop = kbot - nw + 1
482 IF( cabs1( h( kwtop, kwtop-1 ) ).GT.
483 $ cabs1( h( kwtop-1, kwtop-2 ) ) )nw = nw + 1
484 END IF
485 END IF
486 IF( ndfl.LT.kexnw ) THEN
487 ndec = -1
488 ELSE IF( ndec.GE.0 .OR. nw.GE.nwupbd ) THEN
489 ndec = ndec + 1
490 IF( nw-ndec.LT.2 )
491 $ ndec = 0
492 nw = nw - ndec
493 END IF
494*
495* ==== Aggressive early deflation:
496* . split workspace under the subdiagonal into
497* . - an nw-by-nw work array V in the lower
498* . left-hand-corner,
499* . - an NW-by-at-least-NW-but-more-is-better
500* . (NW-by-NHO) horizontal work array along
501* . the bottom edge,
502* . - an at-least-NW-but-more-is-better (NHV-by-NW)
503* . vertical work array along the left-hand-edge.
504* . ====
505*
506 kv = n - nw + 1
507 kt = nw + 1
508 nho = ( n-nw-1 ) - kt + 1
509 kwv = nw + 2
510 nve = ( n-nw ) - kwv + 1
511*
512* ==== Aggressive early deflation ====
513*
514 CALL zlaqr3( wantt, wantz, n, ktop, kbot, nw, h, ldh, iloz,
515 $ ihiz, z, ldz, ls, ld, w, h( kv, 1 ), ldh, nho,
516 $ h( kv, kt ), ldh, nve, h( kwv, 1 ), ldh, work,
517 $ lwork )
518*
519* ==== Adjust KBOT accounting for new deflations. ====
520*
521 kbot = kbot - ld
522*
523* ==== KS points to the shifts. ====
524*
525 ks = kbot - ls + 1
526*
527* ==== Skip an expensive QR sweep if there is a (partly
528* . heuristic) reason to expect that many eigenvalues
529* . will deflate without it. Here, the QR sweep is
530* . skipped if many eigenvalues have just been deflated
531* . or if the remaining active block is small.
532*
533 IF( ( ld.EQ.0 ) .OR. ( ( 100*ld.LE.nw*nibble ) .AND. ( kbot-
534 $ ktop+1.GT.min( nmin, nwmax ) ) ) ) THEN
535*
536* ==== NS = nominal number of simultaneous shifts.
537* . This may be lowered (slightly) if ZLAQR3
538* . did not provide that many shifts. ====
539*
540 ns = min( nsmax, nsr, max( 2, kbot-ktop ) )
541 ns = ns - mod( ns, 2 )
542*
543* ==== If there have been no deflations
544* . in a multiple of KEXSH iterations,
545* . then try exceptional shifts.
546* . Otherwise use shifts provided by
547* . ZLAQR3 above or from the eigenvalues
548* . of a trailing principal submatrix. ====
549*
550 IF( mod( ndfl, kexsh ).EQ.0 ) THEN
551 ks = kbot - ns + 1
552 DO 30 i = kbot, ks + 1, -2
553 w( i ) = h( i, i ) + wilk1*cabs1( h( i, i-1 ) )
554 w( i-1 ) = w( i )
555 30 CONTINUE
556 ELSE
557*
558* ==== Got NS/2 or fewer shifts? Use ZLAQR4 or
559* . ZLAHQR on a trailing principal submatrix to
560* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
561* . there is enough space below the subdiagonal
562* . to fit an NS-by-NS scratch array.) ====
563*
564 IF( kbot-ks+1.LE.ns / 2 ) THEN
565 ks = kbot - ns + 1
566 kt = n - ns + 1
567 CALL zlacpy( 'A', ns, ns, h( ks, ks ), ldh,
568 $ h( kt, 1 ), ldh )
569 IF( ns.GT.nmin ) THEN
570 CALL zlaqr4( .false., .false., ns, 1, ns,
571 $ h( kt, 1 ), ldh, w( ks ), 1, 1,
572 $ zdum, 1, work, lwork, inf )
573 ELSE
574 CALL zlahqr( .false., .false., ns, 1, ns,
575 $ h( kt, 1 ), ldh, w( ks ), 1, 1,
576 $ zdum, 1, inf )
577 END IF
578 ks = ks + inf
579*
580* ==== In case of a rare QR failure use
581* . eigenvalues of the trailing 2-by-2
582* . principal submatrix. Scale to avoid
583* . overflows, underflows and subnormals.
584* . (The scale factor S can not be zero,
585* . because H(KBOT,KBOT-1) is nonzero.) ====
586*
587 IF( ks.GE.kbot ) THEN
588 s = cabs1( h( kbot-1, kbot-1 ) ) +
589 $ cabs1( h( kbot, kbot-1 ) ) +
590 $ cabs1( h( kbot-1, kbot ) ) +
591 $ cabs1( h( kbot, kbot ) )
592 aa = h( kbot-1, kbot-1 ) / s
593 cc = h( kbot, kbot-1 ) / s
594 bb = h( kbot-1, kbot ) / s
595 dd = h( kbot, kbot ) / s
596 tr2 = ( aa+dd ) / two
597 det = ( aa-tr2 )*( dd-tr2 ) - bb*cc
598 rtdisc = sqrt( -det )
599 w( kbot-1 ) = ( tr2+rtdisc )*s
600 w( kbot ) = ( tr2-rtdisc )*s
601*
602 ks = kbot - 1
603 END IF
604 END IF
605*
606 IF( kbot-ks+1.GT.ns ) THEN
607*
608* ==== Sort the shifts (Helps a little) ====
609*
610 sorted = .false.
611 DO 50 k = kbot, ks + 1, -1
612 IF( sorted )
613 $ GO TO 60
614 sorted = .true.
615 DO 40 i = ks, k - 1
616 IF( cabs1( w( i ) ).LT.cabs1( w( i+1 ) ) )
617 $ THEN
618 sorted = .false.
619 swap = w( i )
620 w( i ) = w( i+1 )
621 w( i+1 ) = swap
622 END IF
623 40 CONTINUE
624 50 CONTINUE
625 60 CONTINUE
626 END IF
627 END IF
628*
629* ==== If there are only two shifts, then use
630* . only one. ====
631*
632 IF( kbot-ks+1.EQ.2 ) THEN
633 IF( cabs1( w( kbot )-h( kbot, kbot ) ).LT.
634 $ cabs1( w( kbot-1 )-h( kbot, kbot ) ) ) THEN
635 w( kbot-1 ) = w( kbot )
636 ELSE
637 w( kbot ) = w( kbot-1 )
638 END IF
639 END IF
640*
641* ==== Use up to NS of the the smallest magnitude
642* . shifts. If there aren't NS shifts available,
643* . then use them all, possibly dropping one to
644* . make the number of shifts even. ====
645*
646 ns = min( ns, kbot-ks+1 )
647 ns = ns - mod( ns, 2 )
648 ks = kbot - ns + 1
649*
650* ==== Small-bulge multi-shift QR sweep:
651* . split workspace under the subdiagonal into
652* . - a KDU-by-KDU work array U in the lower
653* . left-hand-corner,
654* . - a KDU-by-at-least-KDU-but-more-is-better
655* . (KDU-by-NHo) horizontal work array WH along
656* . the bottom edge,
657* . - and an at-least-KDU-but-more-is-better-by-KDU
658* . (NVE-by-KDU) vertical work WV arrow along
659* . the left-hand-edge. ====
660*
661 kdu = 2*ns
662 ku = n - kdu + 1
663 kwh = kdu + 1
664 nho = ( n-kdu+1-4 ) - ( kdu+1 ) + 1
665 kwv = kdu + 4
666 nve = n - kdu - kwv + 1
667*
668* ==== Small-bulge multi-shift QR sweep ====
669*
670 CALL zlaqr5( wantt, wantz, kacc22, n, ktop, kbot, ns,
671 $ w( ks ), h, ldh, iloz, ihiz, z, ldz, work,
672 $ 3, h( ku, 1 ), ldh, nve, h( kwv, 1 ), ldh,
673 $ nho, h( ku, kwh ), ldh )
674 END IF
675*
676* ==== Note progress (or the lack of it). ====
677*
678 IF( ld.GT.0 ) THEN
679 ndfl = 1
680 ELSE
681 ndfl = ndfl + 1
682 END IF
683*
684* ==== End of main loop ====
685 70 CONTINUE
686*
687* ==== Iteration limit exceeded. Set INFO to show where
688* . the problem occurred and exit. ====
689*
690 info = kbot
691 80 CONTINUE
692 END IF
693*
694* ==== Return the optimal value of LWORK. ====
695*
696 work( 1 ) = dcmplx( lwkopt, 0 )
697*
698* ==== End of ZLAQR0 ====
699*
700 END
subroutine zlacpy(uplo, m, n, a, lda, b, ldb)
ZLACPY copies all or part of one two-dimensional array to another.
Definition zlacpy.f:103
subroutine zlahqr(wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z, ldz, info)
ZLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix,...
Definition zlahqr.f:195
subroutine zlaqr0(wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z, ldz, work, lwork, info)
ZLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur de...
Definition zlaqr0.f:241
subroutine zlaqr3(wantt, wantz, n, ktop, kbot, nw, h, ldh, iloz, ihiz, z, ldz, ns, nd, sh, v, ldv, nh, t, ldt, nv, wv, ldwv, work, lwork)
ZLAQR3 performs the unitary similarity transformation of a Hessenberg matrix to detect and deflate fu...
Definition zlaqr3.f:267
subroutine zlaqr4(wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z, ldz, work, lwork, info)
ZLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur de...
Definition zlaqr4.f:247
subroutine zlaqr5(wantt, wantz, kacc22, n, ktop, kbot, nshfts, s, h, ldh, iloz, ihiz, z, ldz, v, ldv, u, ldu, nv, wv, ldwv, nh, wh, ldwh)
ZLAQR5 performs a single small-bulge multi-shift QR sweep.
Definition zlaqr5.f:257