SUBROUTINE CHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
$ WORK, LWORK, INFO )
*
* -- LAPACK driver routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
CHARACTER COMPZ, JOB
* ..
* .. Array Arguments ..
COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
* ..
* Purpose
* =======
*
* CHSEQR computes the eigenvalues of a Hessenberg matrix H
* and, optionally, the matrices T and Z from the Schur decomposition
* H = Z T Z**H, where T is an upper triangular matrix (the
* Schur form), and Z is the unitary matrix of Schur vectors.
*
* Optionally Z may be postmultiplied into an input unitary
* matrix Q so that this routine can give the Schur factorization
* of a matrix A which has been reduced to the Hessenberg form H
* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
*
* Arguments
* =========
*
* JOB (input) CHARACTER*1
* = 'E': compute eigenvalues only;
* = 'S': compute eigenvalues and the Schur form T.
*
* COMPZ (input) CHARACTER*1
* = 'N': no Schur vectors are computed;
* = 'I': Z is initialized to the unit matrix and the matrix Z
* of Schur vectors of H is returned;
* = 'V': Z must contain an unitary matrix Q on entry, and
* the product Q*Z is returned.
*
* N (input) INTEGER
* The order of the matrix H. N .GE. 0.
*
* ILO (input) INTEGER
* IHI (input) INTEGER
* It is assumed that H is already upper triangular in rows
* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
* set by a previous call to CGEBAL, and then passed to CGEHRD
* when the matrix output by CGEBAL is reduced to Hessenberg
* form. Otherwise ILO and IHI should be set to 1 and N
* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
* If N = 0, then ILO = 1 and IHI = 0.
*
* H (input/output) COMPLEX array, dimension (LDH,N)
* On entry, the upper Hessenberg matrix H.
* On exit, if INFO = 0 and JOB = 'S', H contains the upper
* triangular matrix T from the Schur decomposition (the
* Schur form). If INFO = 0 and JOB = 'E', the contents of
* H are unspecified on exit. (The output value of H when
* INFO.GT.0 is given under the description of INFO below.)
*
* Unlike earlier versions of CHSEQR, this subroutine may
* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
* or j = IHI+1, IHI+2, ... N.
*
* LDH (input) INTEGER
* The leading dimension of the array H. LDH .GE. max(1,N).
*
* W (output) COMPLEX array, dimension (N)
* The computed eigenvalues. If JOB = 'S', the eigenvalues are
* stored in the same order as on the diagonal of the Schur
* form returned in H, with W(i) = H(i,i).
*
* Z (input/output) COMPLEX array, dimension (LDZ,N)
* If COMPZ = 'N', Z is not referenced.
* If COMPZ = 'I', on entry Z need not be set and on exit,
* if INFO = 0, Z contains the unitary matrix Z of the Schur
* vectors of H. If COMPZ = 'V', on entry Z must contain an
* N-by-N matrix Q, which is assumed to be equal to the unit
* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
* if INFO = 0, Z contains Q*Z.
* Normally Q is the unitary matrix generated by CUNGHR
* after the call to CGEHRD which formed the Hessenberg matrix
* H. (The output value of Z when INFO.GT.0 is given under
* the description of INFO below.)
*
* LDZ (input) INTEGER
* The leading dimension of the array Z. if COMPZ = 'I' or
* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
*
* WORK (workspace/output) COMPLEX array, dimension (LWORK)
* On exit, if INFO = 0, WORK(1) returns an estimate of
* the optimal value for LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK .GE. max(1,N)
* is sufficient, but LWORK typically as large as 6*N may
* be required for optimal performance. A workspace query
* to determine the optimal workspace size is recommended.
*
* If LWORK = -1, then CHSEQR does a workspace query.
* In this case, CHSEQR checks the input parameters and
* estimates the optimal workspace size for the given
* values of N, ILO and IHI. The estimate is returned
* in WORK(1). No error message related to LWORK is
* issued by XERBLA. Neither H nor Z are accessed.
*
*
* INFO (output) INTEGER
* = 0: successful exit
* .LT. 0: if INFO = -i, the i-th argument had an illegal
* value
* .GT. 0: if INFO = i, CHSEQR failed to compute all of
* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
* and WI contain those eigenvalues which have been
* successfully computed. (Failures are rare.)
*
* If INFO .GT. 0 and JOB = 'E', then on exit, the
* remaining unconverged eigenvalues are the eigen-
* values of the upper Hessenberg matrix rows and
* columns ILO through INFO of the final, output
* value of H.
*
* If INFO .GT. 0 and JOB = 'S', then on exit
*
* (*) (initial value of H)*U = U*(final value of H)
*
* where U is a unitary matrix. The final
* value of H is upper Hessenberg and triangular in
* rows and columns INFO+1 through IHI.
*
* If INFO .GT. 0 and COMPZ = 'V', then on exit
*
* (final value of Z) = (initial value of Z)*U
*
* where U is the unitary matrix in (*) (regard-
* less of the value of JOB.)
*
* If INFO .GT. 0 and COMPZ = 'I', then on exit
* (final value of Z) = U
* where U is the unitary matrix in (*) (regard-
* less of the value of JOB.)
*
* If INFO .GT. 0 and COMPZ = 'N', then Z is not
* accessed.
*
* ================================================================
* Default values supplied by
* ILAENV(ISPEC,'CHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
* It is suggested that these defaults be adjusted in order
* to attain best performance in each particular
* computational environment.
*
* ISPEC=1: The CLAHQR vs CLAQR0 crossover point.
* Default: 75. (Must be at least 11.)
*
* ISPEC=2: Recommended deflation window size.
* This depends on ILO, IHI and NS. NS is the
* number of simultaneous shifts returned
* by ILAENV(ISPEC=4). (See ISPEC=4 below.)
* The default for (IHI-ILO+1).LE.500 is NS.
* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
*
* ISPEC=3: Nibble crossover point. (See ILAENV for
* details.) Default: 14% of deflation window
* size.
*
* ISPEC=4: Number of simultaneous shifts, NS, in
* a multi-shift QR iteration.
*
* If IHI-ILO+1 is ...
*
* greater than ...but less ... the
* or equal to ... than default is
*
* 1 30 NS - 2(+)
* 30 60 NS - 4(+)
* 60 150 NS = 10(+)
* 150 590 NS = **
* 590 3000 NS = 64
* 3000 6000 NS = 128
* 6000 infinity NS = 256
*
* (+) By default some or all matrices of this order
* are passed to the implicit double shift routine
* CLAHQR and NS is ignored. See ISPEC=1 above
* and comments in IPARM for details.
*
* The asterisks (**) indicate an ad-hoc
* function of N increasing from 10 to 64.
*
* ISPEC=5: Select structured matrix multiply.
* (See ILAENV for details.) Default: 3.
*
* ================================================================
* Based on contributions by
* Karen Braman and Ralph Byers, Department of Mathematics,
* University of Kansas, USA
*
* ================================================================
* References:
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
* Performance, SIAM Journal of Matrix Analysis, volume 23, pages
* 929--947, 2002.
*
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
* of Matrix Analysis, volume 23, pages 948--973, 2002.
*
* ================================================================
* .. Parameters ..
*
* ==== Matrices of order NTINY or smaller must be processed by
* . CLAHQR because of insufficient subdiagonal scratch space.
* . (This is a hard limit.) ====
*
* ==== NL allocates some local workspace to help small matrices
* . through a rare CLAHQR failure. NL .GT. NTINY = 11 is
* . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom-
* . mended. (The default value of NMIN is 75.) Using NL = 49
* . allows up to six simultaneous shifts and a 16-by-16
* . deflation window. ====
*
INTEGER NTINY
PARAMETER ( NTINY = 11 )
INTEGER NL
PARAMETER ( NL = 49 )
COMPLEX ZERO, ONE
PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
$ ONE = ( 1.0e0, 0.0e0 ) )
REAL RZERO
PARAMETER ( RZERO = 0.0e0 )
* ..
* .. Local Arrays ..
COMPLEX HL( NL, NL ), WORKL( NL )
* ..
* .. Local Scalars ..
INTEGER KBOT, NMIN
LOGICAL INITZ, LQUERY, WANTT, WANTZ
* ..
* .. External Functions ..
INTEGER ILAENV
LOGICAL LSAME
EXTERNAL ILAENV, LSAME
* ..
* .. External Subroutines ..
EXTERNAL CCOPY, CLACPY, CLAHQR, CLAQR0, CLASET, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC CMPLX, MAX, MIN, REAL
* ..
* .. Executable Statements ..
*
* ==== Decode and check the input parameters. ====
*
WANTT = LSAME( JOB, 'S' )
INITZ = LSAME( COMPZ, 'I' )
WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
WORK( 1 ) = CMPLX( REAL( MAX( 1, N ) ), RZERO )
LQUERY = LWORK.EQ.-1
*
INFO = 0
IF( .NOT.LSAME( JOB, 'E' ) .AND. .NOT.WANTT ) THEN
INFO = -1
ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
INFO = -4
ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
INFO = -5
ELSE IF( LDH.LT.MAX( 1, N ) ) THEN
INFO = -7
ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
INFO = -10
ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
INFO = -12
END IF
*
IF( INFO.NE.0 ) THEN
*
* ==== Quick return in case of invalid argument. ====
*
CALL XERBLA( 'CHSEQR', -INFO )
RETURN
*
ELSE IF( N.EQ.0 ) THEN
*
* ==== Quick return in case N = 0; nothing to do. ====
*
RETURN
*
ELSE IF( LQUERY ) THEN
*
* ==== Quick return in case of a workspace query ====
*
CALL CLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI, Z,
$ LDZ, WORK, LWORK, INFO )
* ==== Ensure reported workspace size is backward-compatible with
* . previous LAPACK versions. ====
WORK( 1 ) = CMPLX( MAX( REAL( WORK( 1 ) ), REAL( MAX( 1,
$ N ) ) ), RZERO )
RETURN
*
ELSE
*
* ==== copy eigenvalues isolated by CGEBAL ====
*
IF( ILO.GT.1 )
$ CALL CCOPY( ILO-1, H, LDH+1, W, 1 )
IF( IHI.LT.N )
$ CALL CCOPY( N-IHI, H( IHI+1, IHI+1 ), LDH+1, W( IHI+1 ), 1 )
*
* ==== Initialize Z, if requested ====
*
IF( INITZ )
$ CALL CLASET( 'A', N, N, ZERO, ONE, Z, LDZ )
*
* ==== Quick return if possible ====
*
IF( ILO.EQ.IHI ) THEN
W( ILO ) = H( ILO, ILO )
RETURN
END IF
*
* ==== CLAHQR/CLAQR0 crossover point ====
*
NMIN = ILAENV( 1, 'CHSEQR', JOB( : 1 ) // COMPZ( : 1 ), N, ILO,
$ IHI, LWORK )
NMIN = MAX( NTINY, NMIN )
*
* ==== CLAQR0 for big matrices; CLAHQR for small ones ====
*
IF( N.GT.NMIN ) THEN
CALL CLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
$ Z, LDZ, WORK, LWORK, INFO )
ELSE
*
* ==== Small matrix ====
*
CALL CLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
$ Z, LDZ, INFO )
*
IF( INFO.GT.0 ) THEN
*
* ==== A rare CLAHQR failure! CLAQR0 sometimes succeeds
* . when CLAHQR fails. ====
*
KBOT = INFO
*
IF( N.GE.NL ) THEN
*
* ==== Larger matrices have enough subdiagonal scratch
* . space to call CLAQR0 directly. ====
*
CALL CLAQR0( WANTT, WANTZ, N, ILO, KBOT, H, LDH, W,
$ ILO, IHI, Z, LDZ, WORK, LWORK, INFO )
*
ELSE
*
* ==== Tiny matrices don't have enough subdiagonal
* . scratch space to benefit from CLAQR0. Hence,
* . tiny matrices must be copied into a larger
* . array before calling CLAQR0. ====
*
CALL CLACPY( 'A', N, N, H, LDH, HL, NL )
HL( N+1, N ) = ZERO
CALL CLASET( 'A', NL, NL-N, ZERO, ZERO, HL( 1, N+1 ),
$ NL )
CALL CLAQR0( WANTT, WANTZ, NL, ILO, KBOT, HL, NL, W,
$ ILO, IHI, Z, LDZ, WORKL, NL, INFO )
IF( WANTT .OR. INFO.NE.0 )
$ CALL CLACPY( 'A', N, N, HL, NL, H, LDH )
END IF
END IF
END IF
*
* ==== Clear out the trash, if necessary. ====
*
IF( ( WANTT .OR. INFO.NE.0 ) .AND. N.GT.2 )
$ CALL CLASET( 'L', N-2, N-2, ZERO, ZERO, H( 3, 1 ), LDH )
*
* ==== Ensure reported workspace size is backward-compatible with
* . previous LAPACK versions. ====
*
WORK( 1 ) = CMPLX( MAX( REAL( MAX( 1, N ) ),
$ REAL( WORK( 1 ) ) ), RZERO )
END IF
*
* ==== End of CHSEQR ====
*
END