Annotation of rpl/lapack/lapack/dlahqr.f, revision 1.14

1.11      bertrand    1: *> \brief \b DLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.
1.8       bertrand    2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
                      5: * Online html documentation available at 
                      6: *            http://www.netlib.org/lapack/explore-html/ 
                      7: *
                      8: *> \htmlonly
                      9: *> Download DLAHQR + dependencies 
                     10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlahqr.f"> 
                     11: *> [TGZ]</a> 
                     12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlahqr.f"> 
                     13: *> [ZIP]</a> 
                     14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlahqr.f"> 
                     15: *> [TXT]</a>
                     16: *> \endhtmlonly 
                     17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
                     22: *                          ILOZ, IHIZ, Z, LDZ, INFO )
                     23: * 
                     24: *       .. Scalar Arguments ..
                     25: *       INTEGER            IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
                     26: *       LOGICAL            WANTT, WANTZ
                     27: *       ..
                     28: *       .. Array Arguments ..
                     29: *       DOUBLE PRECISION   H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
                     30: *       ..
                     31: *  
                     32: *
                     33: *> \par Purpose:
                     34: *  =============
                     35: *>
                     36: *> \verbatim
                     37: *>
                     38: *>    DLAHQR is an auxiliary routine called by DHSEQR to update the
                     39: *>    eigenvalues and Schur decomposition already computed by DHSEQR, by
                     40: *>    dealing with the Hessenberg submatrix in rows and columns ILO to
                     41: *>    IHI.
                     42: *> \endverbatim
                     43: *
                     44: *  Arguments:
                     45: *  ==========
                     46: *
                     47: *> \param[in] WANTT
                     48: *> \verbatim
                     49: *>          WANTT is LOGICAL
                     50: *>          = .TRUE. : the full Schur form T is required;
                     51: *>          = .FALSE.: only eigenvalues are required.
                     52: *> \endverbatim
                     53: *>
                     54: *> \param[in] WANTZ
                     55: *> \verbatim
                     56: *>          WANTZ is LOGICAL
                     57: *>          = .TRUE. : the matrix of Schur vectors Z is required;
                     58: *>          = .FALSE.: Schur vectors are not required.
                     59: *> \endverbatim
                     60: *>
                     61: *> \param[in] N
                     62: *> \verbatim
                     63: *>          N is INTEGER
                     64: *>          The order of the matrix H.  N >= 0.
                     65: *> \endverbatim
                     66: *>
                     67: *> \param[in] ILO
                     68: *> \verbatim
                     69: *>          ILO is INTEGER
                     70: *> \endverbatim
                     71: *>
                     72: *> \param[in] IHI
                     73: *> \verbatim
                     74: *>          IHI is INTEGER
                     75: *>          It is assumed that H is already upper quasi-triangular in
                     76: *>          rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
                     77: *>          ILO = 1). DLAHQR works primarily with the Hessenberg
                     78: *>          submatrix in rows and columns ILO to IHI, but applies
                     79: *>          transformations to all of H if WANTT is .TRUE..
                     80: *>          1 <= ILO <= max(1,IHI); IHI <= N.
                     81: *> \endverbatim
                     82: *>
                     83: *> \param[in,out] H
                     84: *> \verbatim
                     85: *>          H is DOUBLE PRECISION array, dimension (LDH,N)
                     86: *>          On entry, the upper Hessenberg matrix H.
                     87: *>          On exit, if INFO is zero and if WANTT is .TRUE., H is upper
                     88: *>          quasi-triangular in rows and columns ILO:IHI, with any
                     89: *>          2-by-2 diagonal blocks in standard form. If INFO is zero
                     90: *>          and WANTT is .FALSE., the contents of H are unspecified on
                     91: *>          exit.  The output state of H if INFO is nonzero is given
                     92: *>          below under the description of INFO.
                     93: *> \endverbatim
                     94: *>
                     95: *> \param[in] LDH
                     96: *> \verbatim
                     97: *>          LDH is INTEGER
                     98: *>          The leading dimension of the array H. LDH >= max(1,N).
                     99: *> \endverbatim
                    100: *>
                    101: *> \param[out] WR
                    102: *> \verbatim
                    103: *>          WR is DOUBLE PRECISION array, dimension (N)
                    104: *> \endverbatim
                    105: *>
                    106: *> \param[out] WI
                    107: *> \verbatim
                    108: *>          WI is DOUBLE PRECISION array, dimension (N)
                    109: *>          The real and imaginary parts, respectively, of the computed
                    110: *>          eigenvalues ILO to IHI are stored in the corresponding
                    111: *>          elements of WR and WI. If two eigenvalues are computed as a
                    112: *>          complex conjugate pair, they are stored in consecutive
                    113: *>          elements of WR and WI, say the i-th and (i+1)th, with
                    114: *>          WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the
                    115: *>          eigenvalues are stored in the same order as on the diagonal
                    116: *>          of the Schur form returned in H, with WR(i) = H(i,i), and, if
                    117: *>          H(i:i+1,i:i+1) is a 2-by-2 diagonal block,
                    118: *>          WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(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 DOUBLE PRECISION array, dimension (LDZ,N)
                    137: *>          If WANTZ is .TRUE., on entry Z must contain the current
                    138: *>          matrix Z of transformations accumulated by DHSEQR, and on
                    139: *>          exit Z has been updated; transformations are applied only to
                    140: *>          the submatrix Z(ILOZ:IHIZ,ILO:IHI).
                    141: *>          If WANTZ is .FALSE., Z is not referenced.
                    142: *> \endverbatim
                    143: *>
                    144: *> \param[in] LDZ
                    145: *> \verbatim
                    146: *>          LDZ is INTEGER
                    147: *>          The leading dimension of the array Z. LDZ >= max(1,N).
                    148: *> \endverbatim
                    149: *>
                    150: *> \param[out] INFO
                    151: *> \verbatim
                    152: *>          INFO is INTEGER
                    153: *>           =   0: successful exit
                    154: *>          .GT. 0: If INFO = i, DLAHQR failed to compute all the
                    155: *>                  eigenvalues ILO to IHI in a total of 30 iterations
                    156: *>                  per eigenvalue; elements i+1:ihi of WR and WI
                    157: *>                  contain those eigenvalues which have been
                    158: *>                  successfully computed.
                    159: *>
                    160: *>                  If INFO .GT. 0 and WANTT is .FALSE., then on exit,
                    161: *>                  the remaining unconverged eigenvalues are the
                    162: *>                  eigenvalues of the upper Hessenberg matrix rows
                    163: *>                  and columns ILO thorugh INFO of the final, output
                    164: *>                  value of H.
                    165: *>
                    166: *>                  If INFO .GT. 0 and WANTT is .TRUE., then on exit
                    167: *>          (*)       (initial value of H)*U  = U*(final value of H)
                    168: *>                  where U is an orthognal matrix.    The final
                    169: *>                  value of H is upper Hessenberg and triangular in
                    170: *>                  rows and columns INFO+1 through IHI.
                    171: *>
                    172: *>                  If INFO .GT. 0 and WANTZ is .TRUE., then on exit
                    173: *>                      (final value of Z)  = (initial value of Z)*U
                    174: *>                  where U is the orthogonal matrix in (*)
                    175: *>                  (regardless of the value of WANTT.)
                    176: *> \endverbatim
                    177: *
                    178: *  Authors:
                    179: *  ========
                    180: *
                    181: *> \author Univ. of Tennessee 
                    182: *> \author Univ. of California Berkeley 
                    183: *> \author Univ. of Colorado Denver 
                    184: *> \author NAG Ltd. 
                    185: *
1.14    ! bertrand  186: *> \date November 2015
1.8       bertrand  187: *
                    188: *> \ingroup doubleOTHERauxiliary
                    189: *
                    190: *> \par Further Details:
                    191: *  =====================
                    192: *>
                    193: *> \verbatim
                    194: *>
                    195: *>     02-96 Based on modifications by
                    196: *>     David Day, Sandia National Laboratory, USA
                    197: *>
                    198: *>     12-04 Further modifications by
                    199: *>     Ralph Byers, University of Kansas, USA
                    200: *>     This is a modified version of DLAHQR from LAPACK version 3.0.
                    201: *>     It is (1) more robust against overflow and underflow and
                    202: *>     (2) adopts the more conservative Ahues & Tisseur stopping
                    203: *>     criterion (LAWN 122, 1997).
                    204: *> \endverbatim
                    205: *>
                    206: *  =====================================================================
1.1       bertrand  207:       SUBROUTINE DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
                    208:      $                   ILOZ, IHIZ, Z, LDZ, INFO )
                    209: *
1.14    ! bertrand  210: *  -- LAPACK auxiliary routine (version 3.6.0) --
1.8       bertrand  211: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    212: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.14    ! bertrand  213: *     November 2015
1.1       bertrand  214: *
                    215: *     .. Scalar Arguments ..
                    216:       INTEGER            IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
                    217:       LOGICAL            WANTT, WANTZ
                    218: *     ..
                    219: *     .. Array Arguments ..
                    220:       DOUBLE PRECISION   H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
                    221: *     ..
                    222: *
1.8       bertrand  223: *  =========================================================
1.1       bertrand  224: *
                    225: *     .. Parameters ..
                    226:       DOUBLE PRECISION   ZERO, ONE, TWO
                    227:       PARAMETER          ( ZERO = 0.0d0, ONE = 1.0d0, TWO = 2.0d0 )
                    228:       DOUBLE PRECISION   DAT1, DAT2
                    229:       PARAMETER          ( DAT1 = 3.0d0 / 4.0d0, DAT2 = -0.4375d0 )
                    230: *     ..
                    231: *     .. Local Scalars ..
                    232:       DOUBLE PRECISION   AA, AB, BA, BB, CS, DET, H11, H12, H21, H21S,
                    233:      $                   H22, RT1I, RT1R, RT2I, RT2R, RTDISC, S, SAFMAX,
                    234:      $                   SAFMIN, SMLNUM, SN, SUM, T1, T2, T3, TR, TST,
                    235:      $                   ULP, V2, V3
1.14    ! bertrand  236:       INTEGER            I, I1, I2, ITS, ITMAX, J, K, L, M, NH, NR, NZ
1.1       bertrand  237: *     ..
                    238: *     .. Local Arrays ..
                    239:       DOUBLE PRECISION   V( 3 )
                    240: *     ..
                    241: *     .. External Functions ..
                    242:       DOUBLE PRECISION   DLAMCH
                    243:       EXTERNAL           DLAMCH
                    244: *     ..
                    245: *     .. External Subroutines ..
                    246:       EXTERNAL           DCOPY, DLABAD, DLANV2, DLARFG, DROT
                    247: *     ..
                    248: *     .. Intrinsic Functions ..
                    249:       INTRINSIC          ABS, DBLE, MAX, MIN, SQRT
                    250: *     ..
                    251: *     .. Executable Statements ..
                    252: *
                    253:       INFO = 0
                    254: *
                    255: *     Quick return if possible
                    256: *
                    257:       IF( N.EQ.0 )
                    258:      $   RETURN
                    259:       IF( ILO.EQ.IHI ) THEN
                    260:          WR( ILO ) = H( ILO, ILO )
                    261:          WI( ILO ) = ZERO
                    262:          RETURN
                    263:       END IF
                    264: *
                    265: *     ==== clear out the trash ====
                    266:       DO 10 J = ILO, IHI - 3
                    267:          H( J+2, J ) = ZERO
                    268:          H( J+3, J ) = ZERO
                    269:    10 CONTINUE
                    270:       IF( ILO.LE.IHI-2 )
                    271:      $   H( IHI, IHI-2 ) = ZERO
                    272: *
                    273:       NH = IHI - ILO + 1
                    274:       NZ = IHIZ - ILOZ + 1
                    275: *
                    276: *     Set machine-dependent constants for the stopping criterion.
                    277: *
                    278:       SAFMIN = DLAMCH( 'SAFE MINIMUM' )
                    279:       SAFMAX = ONE / SAFMIN
                    280:       CALL DLABAD( SAFMIN, SAFMAX )
                    281:       ULP = DLAMCH( 'PRECISION' )
                    282:       SMLNUM = SAFMIN*( DBLE( NH ) / ULP )
                    283: *
                    284: *     I1 and I2 are the indices of the first row and last column of H
                    285: *     to which transformations must be applied. If eigenvalues only are
                    286: *     being computed, I1 and I2 are set inside the main loop.
                    287: *
                    288:       IF( WANTT ) THEN
                    289:          I1 = 1
                    290:          I2 = N
                    291:       END IF
                    292: *
1.14    ! bertrand  293: *     ITMAX is the total number of QR iterations allowed.
        !           294: *
        !           295:       ITMAX = 30 * MAX( 10, NH ) 
        !           296: *
1.1       bertrand  297: *     The main loop begins here. I is the loop index and decreases from
                    298: *     IHI to ILO in steps of 1 or 2. Each iteration of the loop works
                    299: *     with the active submatrix in rows and columns L to I.
                    300: *     Eigenvalues I+1 to IHI have already converged. Either L = ILO or
                    301: *     H(L,L-1) is negligible so that the matrix splits.
                    302: *
                    303:       I = IHI
                    304:    20 CONTINUE
                    305:       L = ILO
                    306:       IF( I.LT.ILO )
                    307:      $   GO TO 160
                    308: *
                    309: *     Perform QR iterations on rows and columns ILO to I until a
                    310: *     submatrix of order 1 or 2 splits off at the bottom because a
                    311: *     subdiagonal element has become negligible.
                    312: *
                    313:       DO 140 ITS = 0, ITMAX
                    314: *
                    315: *        Look for a single small subdiagonal element.
                    316: *
                    317:          DO 30 K = I, L + 1, -1
                    318:             IF( ABS( H( K, K-1 ) ).LE.SMLNUM )
                    319:      $         GO TO 40
                    320:             TST = ABS( H( K-1, K-1 ) ) + ABS( H( K, K ) )
                    321:             IF( TST.EQ.ZERO ) THEN
                    322:                IF( K-2.GE.ILO )
                    323:      $            TST = TST + ABS( H( K-1, K-2 ) )
                    324:                IF( K+1.LE.IHI )
                    325:      $            TST = TST + ABS( H( K+1, K ) )
                    326:             END IF
                    327: *           ==== The following is a conservative small subdiagonal
                    328: *           .    deflation  criterion due to Ahues & Tisseur (LAWN 122,
                    329: *           .    1997). It has better mathematical foundation and
                    330: *           .    improves accuracy in some cases.  ====
                    331:             IF( ABS( H( K, K-1 ) ).LE.ULP*TST ) THEN
                    332:                AB = MAX( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
                    333:                BA = MIN( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
                    334:                AA = MAX( ABS( H( K, K ) ),
                    335:      $              ABS( H( K-1, K-1 )-H( K, K ) ) )
                    336:                BB = MIN( ABS( H( K, K ) ),
                    337:      $              ABS( H( K-1, K-1 )-H( K, K ) ) )
                    338:                S = AA + AB
                    339:                IF( BA*( AB / S ).LE.MAX( SMLNUM,
                    340:      $             ULP*( BB*( AA / S ) ) ) )GO TO 40
                    341:             END IF
                    342:    30    CONTINUE
                    343:    40    CONTINUE
                    344:          L = K
                    345:          IF( L.GT.ILO ) THEN
                    346: *
                    347: *           H(L,L-1) is negligible
                    348: *
                    349:             H( L, L-1 ) = ZERO
                    350:          END IF
                    351: *
                    352: *        Exit from loop if a submatrix of order 1 or 2 has split off.
                    353: *
                    354:          IF( L.GE.I-1 )
                    355:      $      GO TO 150
                    356: *
                    357: *        Now the active submatrix is in rows and columns L to I. If
                    358: *        eigenvalues only are being computed, only the active submatrix
                    359: *        need be transformed.
                    360: *
                    361:          IF( .NOT.WANTT ) THEN
                    362:             I1 = L
                    363:             I2 = I
                    364:          END IF
                    365: *
                    366:          IF( ITS.EQ.10 ) THEN
                    367: *
                    368: *           Exceptional shift.
                    369: *
                    370:             S = ABS( H( L+1, L ) ) + ABS( H( L+2, L+1 ) )
                    371:             H11 = DAT1*S + H( L, L )
                    372:             H12 = DAT2*S
                    373:             H21 = S
                    374:             H22 = H11
                    375:          ELSE IF( ITS.EQ.20 ) THEN
                    376: *
                    377: *           Exceptional shift.
                    378: *
                    379:             S = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
                    380:             H11 = DAT1*S + H( I, I )
                    381:             H12 = DAT2*S
                    382:             H21 = S
                    383:             H22 = H11
                    384:          ELSE
                    385: *
                    386: *           Prepare to use Francis' double shift
                    387: *           (i.e. 2nd degree generalized Rayleigh quotient)
                    388: *
                    389:             H11 = H( I-1, I-1 )
                    390:             H21 = H( I, I-1 )
                    391:             H12 = H( I-1, I )
                    392:             H22 = H( I, I )
                    393:          END IF
                    394:          S = ABS( H11 ) + ABS( H12 ) + ABS( H21 ) + ABS( H22 )
                    395:          IF( S.EQ.ZERO ) THEN
                    396:             RT1R = ZERO
                    397:             RT1I = ZERO
                    398:             RT2R = ZERO
                    399:             RT2I = ZERO
                    400:          ELSE
                    401:             H11 = H11 / S
                    402:             H21 = H21 / S
                    403:             H12 = H12 / S
                    404:             H22 = H22 / S
                    405:             TR = ( H11+H22 ) / TWO
                    406:             DET = ( H11-TR )*( H22-TR ) - H12*H21
                    407:             RTDISC = SQRT( ABS( DET ) )
                    408:             IF( DET.GE.ZERO ) THEN
                    409: *
                    410: *              ==== complex conjugate shifts ====
                    411: *
                    412:                RT1R = TR*S
                    413:                RT2R = RT1R
                    414:                RT1I = RTDISC*S
                    415:                RT2I = -RT1I
                    416:             ELSE
                    417: *
                    418: *              ==== real shifts (use only one of them)  ====
                    419: *
                    420:                RT1R = TR + RTDISC
                    421:                RT2R = TR - RTDISC
                    422:                IF( ABS( RT1R-H22 ).LE.ABS( RT2R-H22 ) ) THEN
                    423:                   RT1R = RT1R*S
                    424:                   RT2R = RT1R
                    425:                ELSE
                    426:                   RT2R = RT2R*S
                    427:                   RT1R = RT2R
                    428:                END IF
                    429:                RT1I = ZERO
                    430:                RT2I = ZERO
                    431:             END IF
                    432:          END IF
                    433: *
                    434: *        Look for two consecutive small subdiagonal elements.
                    435: *
                    436:          DO 50 M = I - 2, L, -1
                    437: *           Determine the effect of starting the double-shift QR
                    438: *           iteration at row M, and see if this would make H(M,M-1)
                    439: *           negligible.  (The following uses scaling to avoid
                    440: *           overflows and most underflows.)
                    441: *
                    442:             H21S = H( M+1, M )
                    443:             S = ABS( H( M, M )-RT2R ) + ABS( RT2I ) + ABS( H21S )
                    444:             H21S = H( M+1, M ) / S
                    445:             V( 1 ) = H21S*H( M, M+1 ) + ( H( M, M )-RT1R )*
                    446:      $               ( ( H( M, M )-RT2R ) / S ) - RT1I*( RT2I / S )
                    447:             V( 2 ) = H21S*( H( M, M )+H( M+1, M+1 )-RT1R-RT2R )
                    448:             V( 3 ) = H21S*H( M+2, M+1 )
                    449:             S = ABS( V( 1 ) ) + ABS( V( 2 ) ) + ABS( V( 3 ) )
                    450:             V( 1 ) = V( 1 ) / S
                    451:             V( 2 ) = V( 2 ) / S
                    452:             V( 3 ) = V( 3 ) / S
                    453:             IF( M.EQ.L )
                    454:      $         GO TO 60
                    455:             IF( ABS( H( M, M-1 ) )*( ABS( V( 2 ) )+ABS( V( 3 ) ) ).LE.
                    456:      $          ULP*ABS( V( 1 ) )*( ABS( H( M-1, M-1 ) )+ABS( H( M,
                    457:      $          M ) )+ABS( H( M+1, M+1 ) ) ) )GO TO 60
                    458:    50    CONTINUE
                    459:    60    CONTINUE
                    460: *
                    461: *        Double-shift QR step
                    462: *
                    463:          DO 130 K = M, I - 1
                    464: *
                    465: *           The first iteration of this loop determines a reflection G
                    466: *           from the vector V and applies it from left and right to H,
                    467: *           thus creating a nonzero bulge below the subdiagonal.
                    468: *
                    469: *           Each subsequent iteration determines a reflection G to
                    470: *           restore the Hessenberg form in the (K-1)th column, and thus
                    471: *           chases the bulge one step toward the bottom of the active
                    472: *           submatrix. NR is the order of G.
                    473: *
                    474:             NR = MIN( 3, I-K+1 )
                    475:             IF( K.GT.M )
                    476:      $         CALL DCOPY( NR, H( K, K-1 ), 1, V, 1 )
                    477:             CALL DLARFG( NR, V( 1 ), V( 2 ), 1, T1 )
                    478:             IF( K.GT.M ) THEN
                    479:                H( K, K-1 ) = V( 1 )
                    480:                H( K+1, K-1 ) = ZERO
                    481:                IF( K.LT.I-1 )
                    482:      $            H( K+2, K-1 ) = ZERO
                    483:             ELSE IF( M.GT.L ) THEN
                    484: *               ==== Use the following instead of
                    485: *               .    H( K, K-1 ) = -H( K, K-1 ) to
                    486: *               .    avoid a bug when v(2) and v(3)
                    487: *               .    underflow. ====
                    488:                H( K, K-1 ) = H( K, K-1 )*( ONE-T1 )
                    489:             END IF
                    490:             V2 = V( 2 )
                    491:             T2 = T1*V2
                    492:             IF( NR.EQ.3 ) THEN
                    493:                V3 = V( 3 )
                    494:                T3 = T1*V3
                    495: *
                    496: *              Apply G from the left to transform the rows of the matrix
                    497: *              in columns K to I2.
                    498: *
                    499:                DO 70 J = K, I2
                    500:                   SUM = H( K, J ) + V2*H( K+1, J ) + V3*H( K+2, J )
                    501:                   H( K, J ) = H( K, J ) - SUM*T1
                    502:                   H( K+1, J ) = H( K+1, J ) - SUM*T2
                    503:                   H( K+2, J ) = H( K+2, J ) - SUM*T3
                    504:    70          CONTINUE
                    505: *
                    506: *              Apply G from the right to transform the columns of the
                    507: *              matrix in rows I1 to min(K+3,I).
                    508: *
                    509:                DO 80 J = I1, MIN( K+3, I )
                    510:                   SUM = H( J, K ) + V2*H( J, K+1 ) + V3*H( J, K+2 )
                    511:                   H( J, K ) = H( J, K ) - SUM*T1
                    512:                   H( J, K+1 ) = H( J, K+1 ) - SUM*T2
                    513:                   H( J, K+2 ) = H( J, K+2 ) - SUM*T3
                    514:    80          CONTINUE
                    515: *
                    516:                IF( WANTZ ) THEN
                    517: *
                    518: *                 Accumulate transformations in the matrix Z
                    519: *
                    520:                   DO 90 J = ILOZ, IHIZ
                    521:                      SUM = Z( J, K ) + V2*Z( J, K+1 ) + V3*Z( J, K+2 )
                    522:                      Z( J, K ) = Z( J, K ) - SUM*T1
                    523:                      Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
                    524:                      Z( J, K+2 ) = Z( J, K+2 ) - SUM*T3
                    525:    90             CONTINUE
                    526:                END IF
                    527:             ELSE IF( NR.EQ.2 ) THEN
                    528: *
                    529: *              Apply G from the left to transform the rows of the matrix
                    530: *              in columns K to I2.
                    531: *
                    532:                DO 100 J = K, I2
                    533:                   SUM = H( K, J ) + V2*H( K+1, J )
                    534:                   H( K, J ) = H( K, J ) - SUM*T1
                    535:                   H( K+1, J ) = H( K+1, J ) - SUM*T2
                    536:   100          CONTINUE
                    537: *
                    538: *              Apply G from the right to transform the columns of the
                    539: *              matrix in rows I1 to min(K+3,I).
                    540: *
                    541:                DO 110 J = I1, I
                    542:                   SUM = H( J, K ) + V2*H( J, K+1 )
                    543:                   H( J, K ) = H( J, K ) - SUM*T1
                    544:                   H( J, K+1 ) = H( J, K+1 ) - SUM*T2
                    545:   110          CONTINUE
                    546: *
                    547:                IF( WANTZ ) THEN
                    548: *
                    549: *                 Accumulate transformations in the matrix Z
                    550: *
                    551:                   DO 120 J = ILOZ, IHIZ
                    552:                      SUM = Z( J, K ) + V2*Z( J, K+1 )
                    553:                      Z( J, K ) = Z( J, K ) - SUM*T1
                    554:                      Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
                    555:   120             CONTINUE
                    556:                END IF
                    557:             END IF
                    558:   130    CONTINUE
                    559: *
                    560:   140 CONTINUE
                    561: *
                    562: *     Failure to converge in remaining number of iterations
                    563: *
                    564:       INFO = I
                    565:       RETURN
                    566: *
                    567:   150 CONTINUE
                    568: *
                    569:       IF( L.EQ.I ) THEN
                    570: *
                    571: *        H(I,I-1) is negligible: one eigenvalue has converged.
                    572: *
                    573:          WR( I ) = H( I, I )
                    574:          WI( I ) = ZERO
                    575:       ELSE IF( L.EQ.I-1 ) THEN
                    576: *
                    577: *        H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
                    578: *
                    579: *        Transform the 2-by-2 submatrix to standard Schur form,
                    580: *        and compute and store the eigenvalues.
                    581: *
                    582:          CALL DLANV2( H( I-1, I-1 ), H( I-1, I ), H( I, I-1 ),
                    583:      $                H( I, I ), WR( I-1 ), WI( I-1 ), WR( I ), WI( I ),
                    584:      $                CS, SN )
                    585: *
                    586:          IF( WANTT ) THEN
                    587: *
                    588: *           Apply the transformation to the rest of H.
                    589: *
                    590:             IF( I2.GT.I )
                    591:      $         CALL DROT( I2-I, H( I-1, I+1 ), LDH, H( I, I+1 ), LDH,
                    592:      $                    CS, SN )
                    593:             CALL DROT( I-I1-1, H( I1, I-1 ), 1, H( I1, I ), 1, CS, SN )
                    594:          END IF
                    595:          IF( WANTZ ) THEN
                    596: *
                    597: *           Apply the transformation to Z.
                    598: *
                    599:             CALL DROT( NZ, Z( ILOZ, I-1 ), 1, Z( ILOZ, I ), 1, CS, SN )
                    600:          END IF
                    601:       END IF
                    602: *
                    603: *     return to start of the main loop with new value of I.
                    604: *
                    605:       I = L - 1
                    606:       GO TO 20
                    607: *
                    608:   160 CONTINUE
                    609:       RETURN
                    610: *
                    611: *     End of DLAHQR
                    612: *
                    613:       END

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