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Mise à jour de lapack.

    1: *> \brief \b DLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.
    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: *
  186: *> \date December 2016
  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: *  =====================================================================
  207:       SUBROUTINE DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  208:      $                   ILOZ, IHIZ, Z, LDZ, INFO )
  209: *
  210: *  -- LAPACK auxiliary routine (version 3.7.0) --
  211: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  212: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  213: *     December 2016
  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: *
  223: *  =========================================================
  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
  236:       INTEGER            I, I1, I2, ITS, ITMAX, J, K, L, M, NH, NR, NZ
  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: *
  293: *     ITMAX is the total number of QR iterations allowed.
  294: *
  295:       ITMAX = 30 * MAX( 10, NH )
  296: *
  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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