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Mon Aug 7 08:38:54 2023 UTC (9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    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: *>           > 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 > 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 through INFO of the final, output
  164: *>                  value of H.
  165: *>
  166: *>                  If INFO > 0 and WANTT is .TRUE., then on exit
  167: *>          (*)       (initial value of H)*U  = U*(final value of H)
  168: *>                  where U is an orthogonal 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 > 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: *> \ingroup doubleOTHERauxiliary
  187: *
  188: *> \par Further Details:
  189: *  =====================
  190: *>
  191: *> \verbatim
  192: *>
  193: *>     02-96 Based on modifications by
  194: *>     David Day, Sandia National Laboratory, USA
  195: *>
  196: *>     12-04 Further modifications by
  197: *>     Ralph Byers, University of Kansas, USA
  198: *>     This is a modified version of DLAHQR from LAPACK version 3.0.
  199: *>     It is (1) more robust against overflow and underflow and
  200: *>     (2) adopts the more conservative Ahues & Tisseur stopping
  201: *>     criterion (LAWN 122, 1997).
  202: *> \endverbatim
  203: *>
  204: *  =====================================================================
  205:       SUBROUTINE DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
  206:      $                   ILOZ, IHIZ, Z, LDZ, INFO )
  207:       IMPLICIT NONE
  208: *
  209: *  -- LAPACK auxiliary routine --
  210: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  211: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  212: *
  213: *     .. Scalar Arguments ..
  214:       INTEGER            IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
  215:       LOGICAL            WANTT, WANTZ
  216: *     ..
  217: *     .. Array Arguments ..
  218:       DOUBLE PRECISION   H( LDH, * ), WI( * ), WR( * ), Z( LDZ, * )
  219: *     ..
  220: *
  221: *  =========================================================
  222: *
  223: *     .. Parameters ..
  224:       DOUBLE PRECISION   ZERO, ONE, TWO
  225:       PARAMETER          ( ZERO = 0.0d0, ONE = 1.0d0, TWO = 2.0d0 )
  226:       DOUBLE PRECISION   DAT1, DAT2
  227:       PARAMETER          ( DAT1 = 3.0d0 / 4.0d0, DAT2 = -0.4375d0 )
  228:       INTEGER            KEXSH
  229:       PARAMETER          ( KEXSH = 10 )
  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:      $                   KDEFL 
  238: *     ..
  239: *     .. Local Arrays ..
  240:       DOUBLE PRECISION   V( 3 )
  241: *     ..
  242: *     .. External Functions ..
  243:       DOUBLE PRECISION   DLAMCH
  244:       EXTERNAL           DLAMCH
  245: *     ..
  246: *     .. External Subroutines ..
  247:       EXTERNAL           DCOPY, DLABAD, DLANV2, DLARFG, DROT
  248: *     ..
  249: *     .. Intrinsic Functions ..
  250:       INTRINSIC          ABS, DBLE, MAX, MIN, SQRT
  251: *     ..
  252: *     .. Executable Statements ..
  253: *
  254:       INFO = 0
  255: *
  256: *     Quick return if possible
  257: *
  258:       IF( N.EQ.0 )
  259:      $   RETURN
  260:       IF( ILO.EQ.IHI ) THEN
  261:          WR( ILO ) = H( ILO, ILO )
  262:          WI( ILO ) = ZERO
  263:          RETURN
  264:       END IF
  265: *
  266: *     ==== clear out the trash ====
  267:       DO 10 J = ILO, IHI - 3
  268:          H( J+2, J ) = ZERO
  269:          H( J+3, J ) = ZERO
  270:    10 CONTINUE
  271:       IF( ILO.LE.IHI-2 )
  272:      $   H( IHI, IHI-2 ) = ZERO
  273: *
  274:       NH = IHI - ILO + 1
  275:       NZ = IHIZ - ILOZ + 1
  276: *
  277: *     Set machine-dependent constants for the stopping criterion.
  278: *
  279:       SAFMIN = DLAMCH( 'SAFE MINIMUM' )
  280:       SAFMAX = ONE / SAFMIN
  281:       CALL DLABAD( SAFMIN, SAFMAX )
  282:       ULP = DLAMCH( 'PRECISION' )
  283:       SMLNUM = SAFMIN*( DBLE( NH ) / ULP )
  284: *
  285: *     I1 and I2 are the indices of the first row and last column of H
  286: *     to which transformations must be applied. If eigenvalues only are
  287: *     being computed, I1 and I2 are set inside the main loop.
  288: *
  289:       IF( WANTT ) THEN
  290:          I1 = 1
  291:          I2 = N
  292:       END IF
  293: *
  294: *     ITMAX is the total number of QR iterations allowed.
  295: *
  296:       ITMAX = 30 * MAX( 10, NH )
  297: *
  298: *     KDEFL counts the number of iterations since a deflation
  299: *
  300:       KDEFL = 0
  301: *
  302: *     The main loop begins here. I is the loop index and decreases from
  303: *     IHI to ILO in steps of 1 or 2. Each iteration of the loop works
  304: *     with the active submatrix in rows and columns L to I.
  305: *     Eigenvalues I+1 to IHI have already converged. Either L = ILO or
  306: *     H(L,L-1) is negligible so that the matrix splits.
  307: *
  308:       I = IHI
  309:    20 CONTINUE
  310:       L = ILO
  311:       IF( I.LT.ILO )
  312:      $   GO TO 160
  313: *
  314: *     Perform QR iterations on rows and columns ILO to I until a
  315: *     submatrix of order 1 or 2 splits off at the bottom because a
  316: *     subdiagonal element has become negligible.
  317: *
  318:       DO 140 ITS = 0, ITMAX
  319: *
  320: *        Look for a single small subdiagonal element.
  321: *
  322:          DO 30 K = I, L + 1, -1
  323:             IF( ABS( H( K, K-1 ) ).LE.SMLNUM )
  324:      $         GO TO 40
  325:             TST = ABS( H( K-1, K-1 ) ) + ABS( H( K, K ) )
  326:             IF( TST.EQ.ZERO ) THEN
  327:                IF( K-2.GE.ILO )
  328:      $            TST = TST + ABS( H( K-1, K-2 ) )
  329:                IF( K+1.LE.IHI )
  330:      $            TST = TST + ABS( H( K+1, K ) )
  331:             END IF
  332: *           ==== The following is a conservative small subdiagonal
  333: *           .    deflation  criterion due to Ahues & Tisseur (LAWN 122,
  334: *           .    1997). It has better mathematical foundation and
  335: *           .    improves accuracy in some cases.  ====
  336:             IF( ABS( H( K, K-1 ) ).LE.ULP*TST ) THEN
  337:                AB = MAX( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
  338:                BA = MIN( ABS( H( K, K-1 ) ), ABS( H( K-1, K ) ) )
  339:                AA = MAX( ABS( H( K, K ) ),
  340:      $              ABS( H( K-1, K-1 )-H( K, K ) ) )
  341:                BB = MIN( ABS( H( K, K ) ),
  342:      $              ABS( H( K-1, K-1 )-H( K, K ) ) )
  343:                S = AA + AB
  344:                IF( BA*( AB / S ).LE.MAX( SMLNUM,
  345:      $             ULP*( BB*( AA / S ) ) ) )GO TO 40
  346:             END IF
  347:    30    CONTINUE
  348:    40    CONTINUE
  349:          L = K
  350:          IF( L.GT.ILO ) THEN
  351: *
  352: *           H(L,L-1) is negligible
  353: *
  354:             H( L, L-1 ) = ZERO
  355:          END IF
  356: *
  357: *        Exit from loop if a submatrix of order 1 or 2 has split off.
  358: *
  359:          IF( L.GE.I-1 )
  360:      $      GO TO 150
  361:          KDEFL = KDEFL + 1
  362: *
  363: *        Now the active submatrix is in rows and columns L to I. If
  364: *        eigenvalues only are being computed, only the active submatrix
  365: *        need be transformed.
  366: *
  367:          IF( .NOT.WANTT ) THEN
  368:             I1 = L
  369:             I2 = I
  370:          END IF
  371: *
  372:          IF( MOD(KDEFL,2*KEXSH).EQ.0 ) THEN
  373: *
  374: *           Exceptional shift.
  375: *
  376:             S = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
  377:             H11 = DAT1*S + H( I, I )
  378:             H12 = DAT2*S
  379:             H21 = S
  380:             H22 = H11
  381:          ELSE IF( MOD(KDEFL,KEXSH).EQ.0 ) THEN
  382: *
  383: *           Exceptional shift.
  384: *
  385:             S = ABS( H( L+1, L ) ) + ABS( H( L+2, L+1 ) )
  386:             H11 = DAT1*S + H( L, L )
  387:             H12 = DAT2*S
  388:             H21 = S
  389:             H22 = H11
  390:          ELSE
  391: *
  392: *           Prepare to use Francis' double shift
  393: *           (i.e. 2nd degree generalized Rayleigh quotient)
  394: *
  395:             H11 = H( I-1, I-1 )
  396:             H21 = H( I, I-1 )
  397:             H12 = H( I-1, I )
  398:             H22 = H( I, I )
  399:          END IF
  400:          S = ABS( H11 ) + ABS( H12 ) + ABS( H21 ) + ABS( H22 )
  401:          IF( S.EQ.ZERO ) THEN
  402:             RT1R = ZERO
  403:             RT1I = ZERO
  404:             RT2R = ZERO
  405:             RT2I = ZERO
  406:          ELSE
  407:             H11 = H11 / S
  408:             H21 = H21 / S
  409:             H12 = H12 / S
  410:             H22 = H22 / S
  411:             TR = ( H11+H22 ) / TWO
  412:             DET = ( H11-TR )*( H22-TR ) - H12*H21
  413:             RTDISC = SQRT( ABS( DET ) )
  414:             IF( DET.GE.ZERO ) THEN
  415: *
  416: *              ==== complex conjugate shifts ====
  417: *
  418:                RT1R = TR*S
  419:                RT2R = RT1R
  420:                RT1I = RTDISC*S
  421:                RT2I = -RT1I
  422:             ELSE
  423: *
  424: *              ==== real shifts (use only one of them)  ====
  425: *
  426:                RT1R = TR + RTDISC
  427:                RT2R = TR - RTDISC
  428:                IF( ABS( RT1R-H22 ).LE.ABS( RT2R-H22 ) ) THEN
  429:                   RT1R = RT1R*S
  430:                   RT2R = RT1R
  431:                ELSE
  432:                   RT2R = RT2R*S
  433:                   RT1R = RT2R
  434:                END IF
  435:                RT1I = ZERO
  436:                RT2I = ZERO
  437:             END IF
  438:          END IF
  439: *
  440: *        Look for two consecutive small subdiagonal elements.
  441: *
  442:          DO 50 M = I - 2, L, -1
  443: *           Determine the effect of starting the double-shift QR
  444: *           iteration at row M, and see if this would make H(M,M-1)
  445: *           negligible.  (The following uses scaling to avoid
  446: *           overflows and most underflows.)
  447: *
  448:             H21S = H( M+1, M )
  449:             S = ABS( H( M, M )-RT2R ) + ABS( RT2I ) + ABS( H21S )
  450:             H21S = H( M+1, M ) / S
  451:             V( 1 ) = H21S*H( M, M+1 ) + ( H( M, M )-RT1R )*
  452:      $               ( ( H( M, M )-RT2R ) / S ) - RT1I*( RT2I / S )
  453:             V( 2 ) = H21S*( H( M, M )+H( M+1, M+1 )-RT1R-RT2R )
  454:             V( 3 ) = H21S*H( M+2, M+1 )
  455:             S = ABS( V( 1 ) ) + ABS( V( 2 ) ) + ABS( V( 3 ) )
  456:             V( 1 ) = V( 1 ) / S
  457:             V( 2 ) = V( 2 ) / S
  458:             V( 3 ) = V( 3 ) / S
  459:             IF( M.EQ.L )
  460:      $         GO TO 60
  461:             IF( ABS( H( M, M-1 ) )*( ABS( V( 2 ) )+ABS( V( 3 ) ) ).LE.
  462:      $          ULP*ABS( V( 1 ) )*( ABS( H( M-1, M-1 ) )+ABS( H( M,
  463:      $          M ) )+ABS( H( M+1, M+1 ) ) ) )GO TO 60
  464:    50    CONTINUE
  465:    60    CONTINUE
  466: *
  467: *        Double-shift QR step
  468: *
  469:          DO 130 K = M, I - 1
  470: *
  471: *           The first iteration of this loop determines a reflection G
  472: *           from the vector V and applies it from left and right to H,
  473: *           thus creating a nonzero bulge below the subdiagonal.
  474: *
  475: *           Each subsequent iteration determines a reflection G to
  476: *           restore the Hessenberg form in the (K-1)th column, and thus
  477: *           chases the bulge one step toward the bottom of the active
  478: *           submatrix. NR is the order of G.
  479: *
  480:             NR = MIN( 3, I-K+1 )
  481:             IF( K.GT.M )
  482:      $         CALL DCOPY( NR, H( K, K-1 ), 1, V, 1 )
  483:             CALL DLARFG( NR, V( 1 ), V( 2 ), 1, T1 )
  484:             IF( K.GT.M ) THEN
  485:                H( K, K-1 ) = V( 1 )
  486:                H( K+1, K-1 ) = ZERO
  487:                IF( K.LT.I-1 )
  488:      $            H( K+2, K-1 ) = ZERO
  489:             ELSE IF( M.GT.L ) THEN
  490: *               ==== Use the following instead of
  491: *               .    H( K, K-1 ) = -H( K, K-1 ) to
  492: *               .    avoid a bug when v(2) and v(3)
  493: *               .    underflow. ====
  494:                H( K, K-1 ) = H( K, K-1 )*( ONE-T1 )
  495:             END IF
  496:             V2 = V( 2 )
  497:             T2 = T1*V2
  498:             IF( NR.EQ.3 ) THEN
  499:                V3 = V( 3 )
  500:                T3 = T1*V3
  501: *
  502: *              Apply G from the left to transform the rows of the matrix
  503: *              in columns K to I2.
  504: *
  505:                DO 70 J = K, I2
  506:                   SUM = H( K, J ) + V2*H( K+1, J ) + V3*H( K+2, J )
  507:                   H( K, J ) = H( K, J ) - SUM*T1
  508:                   H( K+1, J ) = H( K+1, J ) - SUM*T2
  509:                   H( K+2, J ) = H( K+2, J ) - SUM*T3
  510:    70          CONTINUE
  511: *
  512: *              Apply G from the right to transform the columns of the
  513: *              matrix in rows I1 to min(K+3,I).
  514: *
  515:                DO 80 J = I1, MIN( K+3, I )
  516:                   SUM = H( J, K ) + V2*H( J, K+1 ) + V3*H( J, K+2 )
  517:                   H( J, K ) = H( J, K ) - SUM*T1
  518:                   H( J, K+1 ) = H( J, K+1 ) - SUM*T2
  519:                   H( J, K+2 ) = H( J, K+2 ) - SUM*T3
  520:    80          CONTINUE
  521: *
  522:                IF( WANTZ ) THEN
  523: *
  524: *                 Accumulate transformations in the matrix Z
  525: *
  526:                   DO 90 J = ILOZ, IHIZ
  527:                      SUM = Z( J, K ) + V2*Z( J, K+1 ) + V3*Z( J, K+2 )
  528:                      Z( J, K ) = Z( J, K ) - SUM*T1
  529:                      Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
  530:                      Z( J, K+2 ) = Z( J, K+2 ) - SUM*T3
  531:    90             CONTINUE
  532:                END IF
  533:             ELSE IF( NR.EQ.2 ) THEN
  534: *
  535: *              Apply G from the left to transform the rows of the matrix
  536: *              in columns K to I2.
  537: *
  538:                DO 100 J = K, I2
  539:                   SUM = H( K, J ) + V2*H( K+1, J )
  540:                   H( K, J ) = H( K, J ) - SUM*T1
  541:                   H( K+1, J ) = H( K+1, J ) - SUM*T2
  542:   100          CONTINUE
  543: *
  544: *              Apply G from the right to transform the columns of the
  545: *              matrix in rows I1 to min(K+3,I).
  546: *
  547:                DO 110 J = I1, I
  548:                   SUM = H( J, K ) + V2*H( J, K+1 )
  549:                   H( J, K ) = H( J, K ) - SUM*T1
  550:                   H( J, K+1 ) = H( J, K+1 ) - SUM*T2
  551:   110          CONTINUE
  552: *
  553:                IF( WANTZ ) THEN
  554: *
  555: *                 Accumulate transformations in the matrix Z
  556: *
  557:                   DO 120 J = ILOZ, IHIZ
  558:                      SUM = Z( J, K ) + V2*Z( J, K+1 )
  559:                      Z( J, K ) = Z( J, K ) - SUM*T1
  560:                      Z( J, K+1 ) = Z( J, K+1 ) - SUM*T2
  561:   120             CONTINUE
  562:                END IF
  563:             END IF
  564:   130    CONTINUE
  565: *
  566:   140 CONTINUE
  567: *
  568: *     Failure to converge in remaining number of iterations
  569: *
  570:       INFO = I
  571:       RETURN
  572: *
  573:   150 CONTINUE
  574: *
  575:       IF( L.EQ.I ) THEN
  576: *
  577: *        H(I,I-1) is negligible: one eigenvalue has converged.
  578: *
  579:          WR( I ) = H( I, I )
  580:          WI( I ) = ZERO
  581:       ELSE IF( L.EQ.I-1 ) THEN
  582: *
  583: *        H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
  584: *
  585: *        Transform the 2-by-2 submatrix to standard Schur form,
  586: *        and compute and store the eigenvalues.
  587: *
  588:          CALL DLANV2( H( I-1, I-1 ), H( I-1, I ), H( I, I-1 ),
  589:      $                H( I, I ), WR( I-1 ), WI( I-1 ), WR( I ), WI( I ),
  590:      $                CS, SN )
  591: *
  592:          IF( WANTT ) THEN
  593: *
  594: *           Apply the transformation to the rest of H.
  595: *
  596:             IF( I2.GT.I )
  597:      $         CALL DROT( I2-I, H( I-1, I+1 ), LDH, H( I, I+1 ), LDH,
  598:      $                    CS, SN )
  599:             CALL DROT( I-I1-1, H( I1, I-1 ), 1, H( I1, I ), 1, CS, SN )
  600:          END IF
  601:          IF( WANTZ ) THEN
  602: *
  603: *           Apply the transformation to Z.
  604: *
  605:             CALL DROT( NZ, Z( ILOZ, I-1 ), 1, Z( ILOZ, I ), 1, CS, SN )
  606:          END IF
  607:       END IF
  608: *     reset deflation counter
  609:       KDEFL = 0
  610: *
  611: *     return to start of the main loop with new value of I.
  612: *
  613:       I = L - 1
  614:       GO TO 20
  615: *
  616:   160 CONTINUE
  617:       RETURN
  618: *
  619: *     End of DLAHQR
  620: *
  621:       END

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