Annotation of rpl/lapack/lapack/dlaqr0.f, revision 1.19
1.11 bertrand 1: *> \brief \b DLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download DLAQR0 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr0.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr0.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr0.f">
1.8 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
22: * ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
1.15 bertrand 23: *
1.8 bertrand 24: * .. Scalar Arguments ..
25: * INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
26: * LOGICAL WANTT, WANTZ
27: * ..
28: * .. Array Arguments ..
29: * DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
30: * $ Z( LDZ, * )
31: * ..
1.15 bertrand 32: *
1.8 bertrand 33: *
34: *> \par Purpose:
35: * =============
36: *>
37: *> \verbatim
38: *>
39: *> DLAQR0 computes the eigenvalues of a Hessenberg matrix H
40: *> and, optionally, the matrices T and Z from the Schur decomposition
41: *> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
42: *> Schur form), and Z is the orthogonal matrix of Schur vectors.
43: *>
44: *> Optionally Z may be postmultiplied into an input orthogonal
45: *> matrix Q so that this routine can give the Schur factorization
46: *> of a matrix A which has been reduced to the Hessenberg form H
47: *> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
48: *> \endverbatim
49: *
50: * Arguments:
51: * ==========
52: *
53: *> \param[in] WANTT
54: *> \verbatim
55: *> WANTT is LOGICAL
56: *> = .TRUE. : the full Schur form T is required;
57: *> = .FALSE.: only eigenvalues are required.
58: *> \endverbatim
59: *>
60: *> \param[in] WANTZ
61: *> \verbatim
62: *> WANTZ is LOGICAL
63: *> = .TRUE. : the matrix of Schur vectors Z is required;
64: *> = .FALSE.: Schur vectors are not required.
65: *> \endverbatim
66: *>
67: *> \param[in] N
68: *> \verbatim
69: *> N is INTEGER
1.18 bertrand 70: *> The order of the matrix H. N >= 0.
1.8 bertrand 71: *> \endverbatim
72: *>
73: *> \param[in] ILO
74: *> \verbatim
75: *> ILO is INTEGER
76: *> \endverbatim
77: *>
78: *> \param[in] IHI
79: *> \verbatim
80: *> IHI is INTEGER
81: *> It is assumed that H is already upper triangular in rows
1.18 bertrand 82: *> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
1.8 bertrand 83: *> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
84: *> previous call to DGEBAL, and then passed to DGEHRD when the
85: *> matrix output by DGEBAL is reduced to Hessenberg form.
86: *> Otherwise, ILO and IHI should be set to 1 and N,
1.18 bertrand 87: *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
1.8 bertrand 88: *> If N = 0, then ILO = 1 and IHI = 0.
89: *> \endverbatim
90: *>
91: *> \param[in,out] H
92: *> \verbatim
93: *> H is DOUBLE PRECISION array, dimension (LDH,N)
94: *> On entry, the upper Hessenberg matrix H.
95: *> On exit, if INFO = 0 and WANTT is .TRUE., then H contains
96: *> the upper quasi-triangular matrix T from the Schur
97: *> decomposition (the Schur form); 2-by-2 diagonal blocks
98: *> (corresponding to complex conjugate pairs of eigenvalues)
99: *> are returned in standard form, with H(i,i) = H(i+1,i+1)
1.18 bertrand 100: *> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
1.8 bertrand 101: *> .FALSE., then the contents of H are unspecified on exit.
1.18 bertrand 102: *> (The output value of H when INFO > 0 is given under the
1.8 bertrand 103: *> description of INFO below.)
104: *>
1.18 bertrand 105: *> This subroutine may explicitly set H(i,j) = 0 for i > j and
1.8 bertrand 106: *> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
107: *> \endverbatim
108: *>
109: *> \param[in] LDH
110: *> \verbatim
111: *> LDH is INTEGER
1.18 bertrand 112: *> The leading dimension of the array H. LDH >= max(1,N).
1.8 bertrand 113: *> \endverbatim
114: *>
115: *> \param[out] WR
116: *> \verbatim
117: *> WR is DOUBLE PRECISION array, dimension (IHI)
118: *> \endverbatim
119: *>
120: *> \param[out] WI
121: *> \verbatim
122: *> WI is DOUBLE PRECISION array, dimension (IHI)
123: *> The real and imaginary parts, respectively, of the computed
124: *> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI)
125: *> and WI(ILO:IHI). If two eigenvalues are computed as a
126: *> complex conjugate pair, they are stored in consecutive
127: *> elements of WR and WI, say the i-th and (i+1)th, with
1.18 bertrand 128: *> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
1.8 bertrand 129: *> the eigenvalues are stored in the same order as on the
130: *> diagonal of the Schur form returned in H, with
131: *> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
132: *> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
133: *> WI(i+1) = -WI(i).
134: *> \endverbatim
135: *>
136: *> \param[in] ILOZ
137: *> \verbatim
138: *> ILOZ is INTEGER
139: *> \endverbatim
140: *>
141: *> \param[in] IHIZ
142: *> \verbatim
143: *> IHIZ is INTEGER
144: *> Specify the rows of Z to which transformations must be
145: *> applied if WANTZ is .TRUE..
1.18 bertrand 146: *> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
1.8 bertrand 147: *> \endverbatim
148: *>
149: *> \param[in,out] Z
150: *> \verbatim
151: *> Z is DOUBLE PRECISION array, dimension (LDZ,IHI)
152: *> If WANTZ is .FALSE., then Z is not referenced.
153: *> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
154: *> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
155: *> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
1.18 bertrand 156: *> (The output value of Z when INFO > 0 is given under
1.8 bertrand 157: *> the description of INFO below.)
158: *> \endverbatim
159: *>
160: *> \param[in] LDZ
161: *> \verbatim
162: *> LDZ is INTEGER
163: *> The leading dimension of the array Z. if WANTZ is .TRUE.
1.18 bertrand 164: *> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
1.8 bertrand 165: *> \endverbatim
166: *>
167: *> \param[out] WORK
168: *> \verbatim
169: *> WORK is DOUBLE PRECISION array, dimension LWORK
170: *> On exit, if LWORK = -1, WORK(1) returns an estimate of
171: *> the optimal value for LWORK.
172: *> \endverbatim
173: *>
174: *> \param[in] LWORK
175: *> \verbatim
176: *> LWORK is INTEGER
1.18 bertrand 177: *> The dimension of the array WORK. LWORK >= max(1,N)
1.8 bertrand 178: *> is sufficient, but LWORK typically as large as 6*N may
179: *> be required for optimal performance. A workspace query
180: *> to determine the optimal workspace size is recommended.
181: *>
182: *> If LWORK = -1, then DLAQR0 does a workspace query.
183: *> In this case, DLAQR0 checks the input parameters and
184: *> estimates the optimal workspace size for the given
185: *> values of N, ILO and IHI. The estimate is returned
186: *> in WORK(1). No error message related to LWORK is
187: *> issued by XERBLA. Neither H nor Z are accessed.
188: *> \endverbatim
189: *>
190: *> \param[out] INFO
191: *> \verbatim
192: *> INFO is INTEGER
1.18 bertrand 193: *> = 0: successful exit
194: *> > 0: if INFO = i, DLAQR0 failed to compute all of
1.8 bertrand 195: *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
196: *> and WI contain those eigenvalues which have been
197: *> successfully computed. (Failures are rare.)
198: *>
1.18 bertrand 199: *> If INFO > 0 and WANT is .FALSE., then on exit,
1.8 bertrand 200: *> the remaining unconverged eigenvalues are the eigen-
201: *> values of the upper Hessenberg matrix rows and
202: *> columns ILO through INFO of the final, output
203: *> value of H.
204: *>
1.18 bertrand 205: *> If INFO > 0 and WANTT is .TRUE., then on exit
1.8 bertrand 206: *>
207: *> (*) (initial value of H)*U = U*(final value of H)
208: *>
209: *> where U is an orthogonal matrix. The final
210: *> value of H is upper Hessenberg and quasi-triangular
211: *> in rows and columns INFO+1 through IHI.
212: *>
1.18 bertrand 213: *> If INFO > 0 and WANTZ is .TRUE., then on exit
1.8 bertrand 214: *>
215: *> (final value of Z(ILO:IHI,ILOZ:IHIZ)
216: *> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
217: *>
218: *> where U is the orthogonal matrix in (*) (regard-
219: *> less of the value of WANTT.)
220: *>
1.18 bertrand 221: *> If INFO > 0 and WANTZ is .FALSE., then Z is not
1.8 bertrand 222: *> accessed.
223: *> \endverbatim
224: *
225: *> \par Contributors:
226: * ==================
227: *>
228: *> Karen Braman and Ralph Byers, Department of Mathematics,
229: *> University of Kansas, USA
230: *
231: *> \par References:
232: * ================
233: *>
234: *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
235: *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
236: *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
237: *> 929--947, 2002.
238: *> \n
239: *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
240: *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
241: *> of Matrix Analysis, volume 23, pages 948--973, 2002.
242: *
243: * Authors:
244: * ========
245: *
1.15 bertrand 246: *> \author Univ. of Tennessee
247: *> \author Univ. of California Berkeley
248: *> \author Univ. of Colorado Denver
249: *> \author NAG Ltd.
1.8 bertrand 250: *
251: *> \ingroup doubleOTHERauxiliary
252: *
253: * =====================================================================
1.1 bertrand 254: SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
255: $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
256: *
1.19 ! bertrand 257: * -- LAPACK auxiliary routine --
1.8 bertrand 258: * -- LAPACK is a software package provided by Univ. of Tennessee, --
259: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.1 bertrand 260: *
261: * .. Scalar Arguments ..
262: INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
263: LOGICAL WANTT, WANTZ
264: * ..
265: * .. Array Arguments ..
266: DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
267: $ Z( LDZ, * )
268: * ..
269: *
1.8 bertrand 270: * ================================================================
1.1 bertrand 271: *
272: * .. Parameters ..
273: *
274: * ==== Matrices of order NTINY or smaller must be processed by
275: * . DLAHQR because of insufficient subdiagonal scratch space.
276: * . (This is a hard limit.) ====
277: INTEGER NTINY
1.19 ! bertrand 278: PARAMETER ( NTINY = 15 )
1.1 bertrand 279: *
280: * ==== Exceptional deflation windows: try to cure rare
281: * . slow convergence by varying the size of the
282: * . deflation window after KEXNW iterations. ====
283: INTEGER KEXNW
284: PARAMETER ( KEXNW = 5 )
285: *
286: * ==== Exceptional shifts: try to cure rare slow convergence
287: * . with ad-hoc exceptional shifts every KEXSH iterations.
288: * . ====
289: INTEGER KEXSH
290: PARAMETER ( KEXSH = 6 )
291: *
292: * ==== The constants WILK1 and WILK2 are used to form the
293: * . exceptional shifts. ====
294: DOUBLE PRECISION WILK1, WILK2
295: PARAMETER ( WILK1 = 0.75d0, WILK2 = -0.4375d0 )
296: DOUBLE PRECISION ZERO, ONE
297: PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
298: * ..
299: * .. Local Scalars ..
300: DOUBLE PRECISION AA, BB, CC, CS, DD, SN, SS, SWAP
301: INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
302: $ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
303: $ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
304: $ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
305: LOGICAL SORTED
306: CHARACTER JBCMPZ*2
307: * ..
308: * .. External Functions ..
309: INTEGER ILAENV
310: EXTERNAL ILAENV
311: * ..
312: * .. Local Arrays ..
313: DOUBLE PRECISION ZDUM( 1, 1 )
314: * ..
315: * .. External Subroutines ..
316: EXTERNAL DLACPY, DLAHQR, DLANV2, DLAQR3, DLAQR4, DLAQR5
317: * ..
318: * .. Intrinsic Functions ..
319: INTRINSIC ABS, DBLE, INT, MAX, MIN, MOD
320: * ..
321: * .. Executable Statements ..
322: INFO = 0
323: *
324: * ==== Quick return for N = 0: nothing to do. ====
325: *
326: IF( N.EQ.0 ) THEN
327: WORK( 1 ) = ONE
328: RETURN
329: END IF
330: *
331: IF( N.LE.NTINY ) THEN
332: *
333: * ==== Tiny matrices must use DLAHQR. ====
334: *
335: LWKOPT = 1
336: IF( LWORK.NE.-1 )
337: $ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
338: $ ILOZ, IHIZ, Z, LDZ, INFO )
339: ELSE
340: *
341: * ==== Use small bulge multi-shift QR with aggressive early
342: * . deflation on larger-than-tiny matrices. ====
343: *
344: * ==== Hope for the best. ====
345: *
346: INFO = 0
347: *
348: * ==== Set up job flags for ILAENV. ====
349: *
350: IF( WANTT ) THEN
351: JBCMPZ( 1: 1 ) = 'S'
352: ELSE
353: JBCMPZ( 1: 1 ) = 'E'
354: END IF
355: IF( WANTZ ) THEN
356: JBCMPZ( 2: 2 ) = 'V'
357: ELSE
358: JBCMPZ( 2: 2 ) = 'N'
359: END IF
360: *
361: * ==== NWR = recommended deflation window size. At this
1.19 ! bertrand 362: * . point, N .GT. NTINY = 15, so there is enough
1.1 bertrand 363: * . subdiagonal workspace for NWR.GE.2 as required.
364: * . (In fact, there is enough subdiagonal space for
1.19 ! bertrand 365: * . NWR.GE.4.) ====
1.1 bertrand 366: *
367: NWR = ILAENV( 13, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
368: NWR = MAX( 2, NWR )
369: NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
370: *
371: * ==== NSR = recommended number of simultaneous shifts.
1.19 ! bertrand 372: * . At this point N .GT. NTINY = 15, so there is at
1.1 bertrand 373: * . enough subdiagonal workspace for NSR to be even
374: * . and greater than or equal to two as required. ====
375: *
376: NSR = ILAENV( 15, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
1.19 ! bertrand 377: NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
1.1 bertrand 378: NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
379: *
380: * ==== Estimate optimal workspace ====
381: *
382: * ==== Workspace query call to DLAQR3 ====
383: *
384: CALL DLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
385: $ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
386: $ N, H, LDH, WORK, -1 )
387: *
388: * ==== Optimal workspace = MAX(DLAQR5, DLAQR3) ====
389: *
390: LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
391: *
392: * ==== Quick return in case of workspace query. ====
393: *
394: IF( LWORK.EQ.-1 ) THEN
395: WORK( 1 ) = DBLE( LWKOPT )
396: RETURN
397: END IF
398: *
399: * ==== DLAHQR/DLAQR0 crossover point ====
400: *
401: NMIN = ILAENV( 12, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
402: NMIN = MAX( NTINY, NMIN )
403: *
404: * ==== Nibble crossover point ====
405: *
406: NIBBLE = ILAENV( 14, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
407: NIBBLE = MAX( 0, NIBBLE )
408: *
409: * ==== Accumulate reflections during ttswp? Use block
410: * . 2-by-2 structure during matrix-matrix multiply? ====
411: *
412: KACC22 = ILAENV( 16, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
413: KACC22 = MAX( 0, KACC22 )
414: KACC22 = MIN( 2, KACC22 )
415: *
416: * ==== NWMAX = the largest possible deflation window for
417: * . which there is sufficient workspace. ====
418: *
419: NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
420: NW = NWMAX
421: *
422: * ==== NSMAX = the Largest number of simultaneous shifts
423: * . for which there is sufficient workspace. ====
424: *
1.19 ! bertrand 425: NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
1.1 bertrand 426: NSMAX = NSMAX - MOD( NSMAX, 2 )
427: *
428: * ==== NDFL: an iteration count restarted at deflation. ====
429: *
430: NDFL = 1
431: *
432: * ==== ITMAX = iteration limit ====
433: *
434: ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
435: *
436: * ==== Last row and column in the active block ====
437: *
438: KBOT = IHI
439: *
440: * ==== Main Loop ====
441: *
442: DO 80 IT = 1, ITMAX
443: *
444: * ==== Done when KBOT falls below ILO ====
445: *
446: IF( KBOT.LT.ILO )
447: $ GO TO 90
448: *
449: * ==== Locate active block ====
450: *
451: DO 10 K = KBOT, ILO + 1, -1
452: IF( H( K, K-1 ).EQ.ZERO )
453: $ GO TO 20
454: 10 CONTINUE
455: K = ILO
456: 20 CONTINUE
457: KTOP = K
458: *
459: * ==== Select deflation window size:
460: * . Typical Case:
461: * . If possible and advisable, nibble the entire
462: * . active block. If not, use size MIN(NWR,NWMAX)
463: * . or MIN(NWR+1,NWMAX) depending upon which has
464: * . the smaller corresponding subdiagonal entry
465: * . (a heuristic).
466: * .
467: * . Exceptional Case:
468: * . If there have been no deflations in KEXNW or
469: * . more iterations, then vary the deflation window
470: * . size. At first, because, larger windows are,
471: * . in general, more powerful than smaller ones,
472: * . rapidly increase the window to the maximum possible.
473: * . Then, gradually reduce the window size. ====
474: *
475: NH = KBOT - KTOP + 1
476: NWUPBD = MIN( NH, NWMAX )
477: IF( NDFL.LT.KEXNW ) THEN
478: NW = MIN( NWUPBD, NWR )
479: ELSE
480: NW = MIN( NWUPBD, 2*NW )
481: END IF
482: IF( NW.LT.NWMAX ) THEN
483: IF( NW.GE.NH-1 ) THEN
484: NW = NH
485: ELSE
486: KWTOP = KBOT - NW + 1
487: IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
488: $ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
489: END IF
490: END IF
491: IF( NDFL.LT.KEXNW ) THEN
492: NDEC = -1
493: ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
494: NDEC = NDEC + 1
495: IF( NW-NDEC.LT.2 )
496: $ NDEC = 0
497: NW = NW - NDEC
498: END IF
499: *
500: * ==== Aggressive early deflation:
501: * . split workspace under the subdiagonal into
502: * . - an nw-by-nw work array V in the lower
503: * . left-hand-corner,
504: * . - an NW-by-at-least-NW-but-more-is-better
505: * . (NW-by-NHO) horizontal work array along
506: * . the bottom edge,
507: * . - an at-least-NW-but-more-is-better (NHV-by-NW)
508: * . vertical work array along the left-hand-edge.
509: * . ====
510: *
511: KV = N - NW + 1
512: KT = NW + 1
513: NHO = ( N-NW-1 ) - KT + 1
514: KWV = NW + 2
515: NVE = ( N-NW ) - KWV + 1
516: *
517: * ==== Aggressive early deflation ====
518: *
519: CALL DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
520: $ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
521: $ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
522: $ WORK, LWORK )
523: *
524: * ==== Adjust KBOT accounting for new deflations. ====
525: *
526: KBOT = KBOT - LD
527: *
528: * ==== KS points to the shifts. ====
529: *
530: KS = KBOT - LS + 1
531: *
532: * ==== Skip an expensive QR sweep if there is a (partly
533: * . heuristic) reason to expect that many eigenvalues
534: * . will deflate without it. Here, the QR sweep is
535: * . skipped if many eigenvalues have just been deflated
536: * . or if the remaining active block is small.
537: *
538: IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
539: $ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
540: *
541: * ==== NS = nominal number of simultaneous shifts.
542: * . This may be lowered (slightly) if DLAQR3
543: * . did not provide that many shifts. ====
544: *
545: NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
546: NS = NS - MOD( NS, 2 )
547: *
548: * ==== If there have been no deflations
549: * . in a multiple of KEXSH iterations,
550: * . then try exceptional shifts.
551: * . Otherwise use shifts provided by
552: * . DLAQR3 above or from the eigenvalues
553: * . of a trailing principal submatrix. ====
554: *
555: IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
556: KS = KBOT - NS + 1
557: DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
558: SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
559: AA = WILK1*SS + H( I, I )
560: BB = SS
561: CC = WILK2*SS
562: DD = AA
563: CALL DLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
564: $ WR( I ), WI( I ), CS, SN )
565: 30 CONTINUE
566: IF( KS.EQ.KTOP ) THEN
567: WR( KS+1 ) = H( KS+1, KS+1 )
568: WI( KS+1 ) = ZERO
569: WR( KS ) = WR( KS+1 )
570: WI( KS ) = WI( KS+1 )
571: END IF
572: ELSE
573: *
574: * ==== Got NS/2 or fewer shifts? Use DLAQR4 or
575: * . DLAHQR on a trailing principal submatrix to
1.19 ! bertrand 576: * . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
1.1 bertrand 577: * . there is enough space below the subdiagonal
578: * . to fit an NS-by-NS scratch array.) ====
579: *
580: IF( KBOT-KS+1.LE.NS / 2 ) THEN
581: KS = KBOT - NS + 1
582: KT = N - NS + 1
583: CALL DLACPY( 'A', NS, NS, H( KS, KS ), LDH,
584: $ H( KT, 1 ), LDH )
585: IF( NS.GT.NMIN ) THEN
586: CALL DLAQR4( .false., .false., NS, 1, NS,
587: $ H( KT, 1 ), LDH, WR( KS ),
588: $ WI( KS ), 1, 1, ZDUM, 1, WORK,
589: $ LWORK, INF )
590: ELSE
591: CALL DLAHQR( .false., .false., NS, 1, NS,
592: $ H( KT, 1 ), LDH, WR( KS ),
593: $ WI( KS ), 1, 1, ZDUM, 1, INF )
594: END IF
595: KS = KS + INF
596: *
597: * ==== In case of a rare QR failure use
598: * . eigenvalues of the trailing 2-by-2
599: * . principal submatrix. ====
600: *
601: IF( KS.GE.KBOT ) THEN
602: AA = H( KBOT-1, KBOT-1 )
603: CC = H( KBOT, KBOT-1 )
604: BB = H( KBOT-1, KBOT )
605: DD = H( KBOT, KBOT )
606: CALL DLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
607: $ WI( KBOT-1 ), WR( KBOT ),
608: $ WI( KBOT ), CS, SN )
609: KS = KBOT - 1
610: END IF
611: END IF
612: *
613: IF( KBOT-KS+1.GT.NS ) THEN
614: *
615: * ==== Sort the shifts (Helps a little)
616: * . Bubble sort keeps complex conjugate
617: * . pairs together. ====
618: *
619: SORTED = .false.
620: DO 50 K = KBOT, KS + 1, -1
621: IF( SORTED )
622: $ GO TO 60
623: SORTED = .true.
624: DO 40 I = KS, K - 1
625: IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
626: $ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
627: SORTED = .false.
628: *
629: SWAP = WR( I )
630: WR( I ) = WR( I+1 )
631: WR( I+1 ) = SWAP
632: *
633: SWAP = WI( I )
634: WI( I ) = WI( I+1 )
635: WI( I+1 ) = SWAP
636: END IF
637: 40 CONTINUE
638: 50 CONTINUE
639: 60 CONTINUE
640: END IF
641: *
642: * ==== Shuffle shifts into pairs of real shifts
643: * . and pairs of complex conjugate shifts
644: * . assuming complex conjugate shifts are
645: * . already adjacent to one another. (Yes,
646: * . they are.) ====
647: *
648: DO 70 I = KBOT, KS + 2, -2
649: IF( WI( I ).NE.-WI( I-1 ) ) THEN
650: *
651: SWAP = WR( I )
652: WR( I ) = WR( I-1 )
653: WR( I-1 ) = WR( I-2 )
654: WR( I-2 ) = SWAP
655: *
656: SWAP = WI( I )
657: WI( I ) = WI( I-1 )
658: WI( I-1 ) = WI( I-2 )
659: WI( I-2 ) = SWAP
660: END IF
661: 70 CONTINUE
662: END IF
663: *
664: * ==== If there are only two shifts and both are
665: * . real, then use only one. ====
666: *
667: IF( KBOT-KS+1.EQ.2 ) THEN
668: IF( WI( KBOT ).EQ.ZERO ) THEN
669: IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
670: $ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
671: WR( KBOT-1 ) = WR( KBOT )
672: ELSE
673: WR( KBOT ) = WR( KBOT-1 )
674: END IF
675: END IF
676: END IF
677: *
1.18 bertrand 678: * ==== Use up to NS of the the smallest magnitude
1.1 bertrand 679: * . shifts. If there aren't NS shifts available,
680: * . then use them all, possibly dropping one to
681: * . make the number of shifts even. ====
682: *
683: NS = MIN( NS, KBOT-KS+1 )
684: NS = NS - MOD( NS, 2 )
685: KS = KBOT - NS + 1
686: *
687: * ==== Small-bulge multi-shift QR sweep:
688: * . split workspace under the subdiagonal into
689: * . - a KDU-by-KDU work array U in the lower
690: * . left-hand-corner,
691: * . - a KDU-by-at-least-KDU-but-more-is-better
692: * . (KDU-by-NHo) horizontal work array WH along
693: * . the bottom edge,
694: * . - and an at-least-KDU-but-more-is-better-by-KDU
695: * . (NVE-by-KDU) vertical work WV arrow along
696: * . the left-hand-edge. ====
697: *
1.19 ! bertrand 698: KDU = 2*NS
1.1 bertrand 699: KU = N - KDU + 1
700: KWH = KDU + 1
701: NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
702: KWV = KDU + 4
703: NVE = N - KDU - KWV + 1
704: *
705: * ==== Small-bulge multi-shift QR sweep ====
706: *
707: CALL DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
708: $ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
709: $ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
710: $ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
711: END IF
712: *
713: * ==== Note progress (or the lack of it). ====
714: *
715: IF( LD.GT.0 ) THEN
716: NDFL = 1
717: ELSE
718: NDFL = NDFL + 1
719: END IF
720: *
721: * ==== End of main loop ====
722: 80 CONTINUE
723: *
724: * ==== Iteration limit exceeded. Set INFO to show where
725: * . the problem occurred and exit. ====
726: *
727: INFO = KBOT
728: 90 CONTINUE
729: END IF
730: *
731: * ==== Return the optimal value of LWORK. ====
732: *
733: WORK( 1 ) = DBLE( LWKOPT )
734: *
735: * ==== End of DLAQR0 ====
736: *
737: END
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