File:  [local] / rpl / lapack / lapack / dlaqr2.f
Revision 1.17: download - view: text, annotated - select for diffs - revision graph
Sat Jun 17 11:06:24 2017 UTC (6 years, 10 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_27, rpl-4_1_26, HEAD
Cohérence.

    1: *> \brief \b DLAQR2 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DLAQR2 + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr2.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr2.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr2.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
   22: *                          IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
   23: *                          LDT, NV, WV, LDWV, WORK, LWORK )
   24: *
   25: *       .. Scalar Arguments ..
   26: *       INTEGER            IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
   27: *      $                   LDZ, LWORK, N, ND, NH, NS, NV, NW
   28: *       LOGICAL            WANTT, WANTZ
   29: *       ..
   30: *       .. Array Arguments ..
   31: *       DOUBLE PRECISION   H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
   32: *      $                   V( LDV, * ), WORK( * ), WV( LDWV, * ),
   33: *      $                   Z( LDZ, * )
   34: *       ..
   35: *
   36: *
   37: *> \par Purpose:
   38: *  =============
   39: *>
   40: *> \verbatim
   41: *>
   42: *>    DLAQR2 is identical to DLAQR3 except that it avoids
   43: *>    recursion by calling DLAHQR instead of DLAQR4.
   44: *>
   45: *>    Aggressive early deflation:
   46: *>
   47: *>    This subroutine accepts as input an upper Hessenberg matrix
   48: *>    H and performs an orthogonal similarity transformation
   49: *>    designed to detect and deflate fully converged eigenvalues from
   50: *>    a trailing principal submatrix.  On output H has been over-
   51: *>    written by a new Hessenberg matrix that is a perturbation of
   52: *>    an orthogonal similarity transformation of H.  It is to be
   53: *>    hoped that the final version of H has many zero subdiagonal
   54: *>    entries.
   55: *> \endverbatim
   56: *
   57: *  Arguments:
   58: *  ==========
   59: *
   60: *> \param[in] WANTT
   61: *> \verbatim
   62: *>          WANTT is LOGICAL
   63: *>          If .TRUE., then the Hessenberg matrix H is fully updated
   64: *>          so that the quasi-triangular Schur factor may be
   65: *>          computed (in cooperation with the calling subroutine).
   66: *>          If .FALSE., then only enough of H is updated to preserve
   67: *>          the eigenvalues.
   68: *> \endverbatim
   69: *>
   70: *> \param[in] WANTZ
   71: *> \verbatim
   72: *>          WANTZ is LOGICAL
   73: *>          If .TRUE., then the orthogonal matrix Z is updated so
   74: *>          so that the orthogonal Schur factor may be computed
   75: *>          (in cooperation with the calling subroutine).
   76: *>          If .FALSE., then Z is not referenced.
   77: *> \endverbatim
   78: *>
   79: *> \param[in] N
   80: *> \verbatim
   81: *>          N is INTEGER
   82: *>          The order of the matrix H and (if WANTZ is .TRUE.) the
   83: *>          order of the orthogonal matrix Z.
   84: *> \endverbatim
   85: *>
   86: *> \param[in] KTOP
   87: *> \verbatim
   88: *>          KTOP is INTEGER
   89: *>          It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
   90: *>          KBOT and KTOP together determine an isolated block
   91: *>          along the diagonal of the Hessenberg matrix.
   92: *> \endverbatim
   93: *>
   94: *> \param[in] KBOT
   95: *> \verbatim
   96: *>          KBOT is INTEGER
   97: *>          It is assumed without a check that either
   98: *>          KBOT = N or H(KBOT+1,KBOT)=0.  KBOT and KTOP together
   99: *>          determine an isolated block along the diagonal of the
  100: *>          Hessenberg matrix.
  101: *> \endverbatim
  102: *>
  103: *> \param[in] NW
  104: *> \verbatim
  105: *>          NW is INTEGER
  106: *>          Deflation window size.  1 .LE. NW .LE. (KBOT-KTOP+1).
  107: *> \endverbatim
  108: *>
  109: *> \param[in,out] H
  110: *> \verbatim
  111: *>          H is DOUBLE PRECISION array, dimension (LDH,N)
  112: *>          On input the initial N-by-N section of H stores the
  113: *>          Hessenberg matrix undergoing aggressive early deflation.
  114: *>          On output H has been transformed by an orthogonal
  115: *>          similarity transformation, perturbed, and the returned
  116: *>          to Hessenberg form that (it is to be hoped) has some
  117: *>          zero subdiagonal entries.
  118: *> \endverbatim
  119: *>
  120: *> \param[in] LDH
  121: *> \verbatim
  122: *>          LDH is integer
  123: *>          Leading dimension of H just as declared in the calling
  124: *>          subroutine.  N .LE. LDH
  125: *> \endverbatim
  126: *>
  127: *> \param[in] ILOZ
  128: *> \verbatim
  129: *>          ILOZ is INTEGER
  130: *> \endverbatim
  131: *>
  132: *> \param[in] IHIZ
  133: *> \verbatim
  134: *>          IHIZ is INTEGER
  135: *>          Specify the rows of Z to which transformations must be
  136: *>          applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
  137: *> \endverbatim
  138: *>
  139: *> \param[in,out] Z
  140: *> \verbatim
  141: *>          Z is DOUBLE PRECISION array, dimension (LDZ,N)
  142: *>          IF WANTZ is .TRUE., then on output, the orthogonal
  143: *>          similarity transformation mentioned above has been
  144: *>          accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
  145: *>          If WANTZ is .FALSE., then Z is unreferenced.
  146: *> \endverbatim
  147: *>
  148: *> \param[in] LDZ
  149: *> \verbatim
  150: *>          LDZ is integer
  151: *>          The leading dimension of Z just as declared in the
  152: *>          calling subroutine.  1 .LE. LDZ.
  153: *> \endverbatim
  154: *>
  155: *> \param[out] NS
  156: *> \verbatim
  157: *>          NS is integer
  158: *>          The number of unconverged (ie approximate) eigenvalues
  159: *>          returned in SR and SI that may be used as shifts by the
  160: *>          calling subroutine.
  161: *> \endverbatim
  162: *>
  163: *> \param[out] ND
  164: *> \verbatim
  165: *>          ND is integer
  166: *>          The number of converged eigenvalues uncovered by this
  167: *>          subroutine.
  168: *> \endverbatim
  169: *>
  170: *> \param[out] SR
  171: *> \verbatim
  172: *>          SR is DOUBLE PRECISION array, dimension (KBOT)
  173: *> \endverbatim
  174: *>
  175: *> \param[out] SI
  176: *> \verbatim
  177: *>          SI is DOUBLE PRECISION array, dimension (KBOT)
  178: *>          On output, the real and imaginary parts of approximate
  179: *>          eigenvalues that may be used for shifts are stored in
  180: *>          SR(KBOT-ND-NS+1) through SR(KBOT-ND) and
  181: *>          SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively.
  182: *>          The real and imaginary parts of converged eigenvalues
  183: *>          are stored in SR(KBOT-ND+1) through SR(KBOT) and
  184: *>          SI(KBOT-ND+1) through SI(KBOT), respectively.
  185: *> \endverbatim
  186: *>
  187: *> \param[out] V
  188: *> \verbatim
  189: *>          V is DOUBLE PRECISION array, dimension (LDV,NW)
  190: *>          An NW-by-NW work array.
  191: *> \endverbatim
  192: *>
  193: *> \param[in] LDV
  194: *> \verbatim
  195: *>          LDV is integer scalar
  196: *>          The leading dimension of V just as declared in the
  197: *>          calling subroutine.  NW .LE. LDV
  198: *> \endverbatim
  199: *>
  200: *> \param[in] NH
  201: *> \verbatim
  202: *>          NH is integer scalar
  203: *>          The number of columns of T.  NH.GE.NW.
  204: *> \endverbatim
  205: *>
  206: *> \param[out] T
  207: *> \verbatim
  208: *>          T is DOUBLE PRECISION array, dimension (LDT,NW)
  209: *> \endverbatim
  210: *>
  211: *> \param[in] LDT
  212: *> \verbatim
  213: *>          LDT is integer
  214: *>          The leading dimension of T just as declared in the
  215: *>          calling subroutine.  NW .LE. LDT
  216: *> \endverbatim
  217: *>
  218: *> \param[in] NV
  219: *> \verbatim
  220: *>          NV is integer
  221: *>          The number of rows of work array WV available for
  222: *>          workspace.  NV.GE.NW.
  223: *> \endverbatim
  224: *>
  225: *> \param[out] WV
  226: *> \verbatim
  227: *>          WV is DOUBLE PRECISION array, dimension (LDWV,NW)
  228: *> \endverbatim
  229: *>
  230: *> \param[in] LDWV
  231: *> \verbatim
  232: *>          LDWV is integer
  233: *>          The leading dimension of W just as declared in the
  234: *>          calling subroutine.  NW .LE. LDV
  235: *> \endverbatim
  236: *>
  237: *> \param[out] WORK
  238: *> \verbatim
  239: *>          WORK is DOUBLE PRECISION array, dimension (LWORK)
  240: *>          On exit, WORK(1) is set to an estimate of the optimal value
  241: *>          of LWORK for the given values of N, NW, KTOP and KBOT.
  242: *> \endverbatim
  243: *>
  244: *> \param[in] LWORK
  245: *> \verbatim
  246: *>          LWORK is integer
  247: *>          The dimension of the work array WORK.  LWORK = 2*NW
  248: *>          suffices, but greater efficiency may result from larger
  249: *>          values of LWORK.
  250: *>
  251: *>          If LWORK = -1, then a workspace query is assumed; DLAQR2
  252: *>          only estimates the optimal workspace size for the given
  253: *>          values of N, NW, KTOP and KBOT.  The estimate is returned
  254: *>          in WORK(1).  No error message related to LWORK is issued
  255: *>          by XERBLA.  Neither H nor Z are accessed.
  256: *> \endverbatim
  257: *
  258: *  Authors:
  259: *  ========
  260: *
  261: *> \author Univ. of Tennessee
  262: *> \author Univ. of California Berkeley
  263: *> \author Univ. of Colorado Denver
  264: *> \author NAG Ltd.
  265: *
  266: *> \date December 2016
  267: *
  268: *> \ingroup doubleOTHERauxiliary
  269: *
  270: *> \par Contributors:
  271: *  ==================
  272: *>
  273: *>       Karen Braman and Ralph Byers, Department of Mathematics,
  274: *>       University of Kansas, USA
  275: *>
  276: *  =====================================================================
  277:       SUBROUTINE DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  278:      $                   IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
  279:      $                   LDT, NV, WV, LDWV, WORK, LWORK )
  280: *
  281: *  -- LAPACK auxiliary routine (version 3.7.0) --
  282: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  283: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  284: *     December 2016
  285: *
  286: *     .. Scalar Arguments ..
  287:       INTEGER            IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
  288:      $                   LDZ, LWORK, N, ND, NH, NS, NV, NW
  289:       LOGICAL            WANTT, WANTZ
  290: *     ..
  291: *     .. Array Arguments ..
  292:       DOUBLE PRECISION   H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
  293:      $                   V( LDV, * ), WORK( * ), WV( LDWV, * ),
  294:      $                   Z( LDZ, * )
  295: *     ..
  296: *
  297: *  ================================================================
  298: *     .. Parameters ..
  299:       DOUBLE PRECISION   ZERO, ONE
  300:       PARAMETER          ( ZERO = 0.0d0, ONE = 1.0d0 )
  301: *     ..
  302: *     .. Local Scalars ..
  303:       DOUBLE PRECISION   AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
  304:      $                   SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
  305:       INTEGER            I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
  306:      $                   KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2,
  307:      $                   LWKOPT
  308:       LOGICAL            BULGE, SORTED
  309: *     ..
  310: *     .. External Functions ..
  311:       DOUBLE PRECISION   DLAMCH
  312:       EXTERNAL           DLAMCH
  313: *     ..
  314: *     .. External Subroutines ..
  315:       EXTERNAL           DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
  316:      $                   DLANV2, DLARF, DLARFG, DLASET, DORMHR, DTREXC
  317: *     ..
  318: *     .. Intrinsic Functions ..
  319:       INTRINSIC          ABS, DBLE, INT, MAX, MIN, SQRT
  320: *     ..
  321: *     .. Executable Statements ..
  322: *
  323: *     ==== Estimate optimal workspace. ====
  324: *
  325:       JW = MIN( NW, KBOT-KTOP+1 )
  326:       IF( JW.LE.2 ) THEN
  327:          LWKOPT = 1
  328:       ELSE
  329: *
  330: *        ==== Workspace query call to DGEHRD ====
  331: *
  332:          CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
  333:          LWK1 = INT( WORK( 1 ) )
  334: *
  335: *        ==== Workspace query call to DORMHR ====
  336: *
  337:          CALL DORMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
  338:      $                WORK, -1, INFO )
  339:          LWK2 = INT( WORK( 1 ) )
  340: *
  341: *        ==== Optimal workspace ====
  342: *
  343:          LWKOPT = JW + MAX( LWK1, LWK2 )
  344:       END IF
  345: *
  346: *     ==== Quick return in case of workspace query. ====
  347: *
  348:       IF( LWORK.EQ.-1 ) THEN
  349:          WORK( 1 ) = DBLE( LWKOPT )
  350:          RETURN
  351:       END IF
  352: *
  353: *     ==== Nothing to do ...
  354: *     ... for an empty active block ... ====
  355:       NS = 0
  356:       ND = 0
  357:       WORK( 1 ) = ONE
  358:       IF( KTOP.GT.KBOT )
  359:      $   RETURN
  360: *     ... nor for an empty deflation window. ====
  361:       IF( NW.LT.1 )
  362:      $   RETURN
  363: *
  364: *     ==== Machine constants ====
  365: *
  366:       SAFMIN = DLAMCH( 'SAFE MINIMUM' )
  367:       SAFMAX = ONE / SAFMIN
  368:       CALL DLABAD( SAFMIN, SAFMAX )
  369:       ULP = DLAMCH( 'PRECISION' )
  370:       SMLNUM = SAFMIN*( DBLE( N ) / ULP )
  371: *
  372: *     ==== Setup deflation window ====
  373: *
  374:       JW = MIN( NW, KBOT-KTOP+1 )
  375:       KWTOP = KBOT - JW + 1
  376:       IF( KWTOP.EQ.KTOP ) THEN
  377:          S = ZERO
  378:       ELSE
  379:          S = H( KWTOP, KWTOP-1 )
  380:       END IF
  381: *
  382:       IF( KBOT.EQ.KWTOP ) THEN
  383: *
  384: *        ==== 1-by-1 deflation window: not much to do ====
  385: *
  386:          SR( KWTOP ) = H( KWTOP, KWTOP )
  387:          SI( KWTOP ) = ZERO
  388:          NS = 1
  389:          ND = 0
  390:          IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
  391:      $        THEN
  392:             NS = 0
  393:             ND = 1
  394:             IF( KWTOP.GT.KTOP )
  395:      $         H( KWTOP, KWTOP-1 ) = ZERO
  396:          END IF
  397:          WORK( 1 ) = ONE
  398:          RETURN
  399:       END IF
  400: *
  401: *     ==== Convert to spike-triangular form.  (In case of a
  402: *     .    rare QR failure, this routine continues to do
  403: *     .    aggressive early deflation using that part of
  404: *     .    the deflation window that converged using INFQR
  405: *     .    here and there to keep track.) ====
  406: *
  407:       CALL DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
  408:       CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
  409: *
  410:       CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
  411:       CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
  412:      $             SI( KWTOP ), 1, JW, V, LDV, INFQR )
  413: *
  414: *     ==== DTREXC needs a clean margin near the diagonal ====
  415: *
  416:       DO 10 J = 1, JW - 3
  417:          T( J+2, J ) = ZERO
  418:          T( J+3, J ) = ZERO
  419:    10 CONTINUE
  420:       IF( JW.GT.2 )
  421:      $   T( JW, JW-2 ) = ZERO
  422: *
  423: *     ==== Deflation detection loop ====
  424: *
  425:       NS = JW
  426:       ILST = INFQR + 1
  427:    20 CONTINUE
  428:       IF( ILST.LE.NS ) THEN
  429:          IF( NS.EQ.1 ) THEN
  430:             BULGE = .FALSE.
  431:          ELSE
  432:             BULGE = T( NS, NS-1 ).NE.ZERO
  433:          END IF
  434: *
  435: *        ==== Small spike tip test for deflation ====
  436: *
  437:          IF( .NOT.BULGE ) THEN
  438: *
  439: *           ==== Real eigenvalue ====
  440: *
  441:             FOO = ABS( T( NS, NS ) )
  442:             IF( FOO.EQ.ZERO )
  443:      $         FOO = ABS( S )
  444:             IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
  445: *
  446: *              ==== Deflatable ====
  447: *
  448:                NS = NS - 1
  449:             ELSE
  450: *
  451: *              ==== Undeflatable.   Move it up out of the way.
  452: *              .    (DTREXC can not fail in this case.) ====
  453: *
  454:                IFST = NS
  455:                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  456:      $                      INFO )
  457:                ILST = ILST + 1
  458:             END IF
  459:          ELSE
  460: *
  461: *           ==== Complex conjugate pair ====
  462: *
  463:             FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
  464:      $            SQRT( ABS( T( NS-1, NS ) ) )
  465:             IF( FOO.EQ.ZERO )
  466:      $         FOO = ABS( S )
  467:             IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
  468:      $          MAX( SMLNUM, ULP*FOO ) ) THEN
  469: *
  470: *              ==== Deflatable ====
  471: *
  472:                NS = NS - 2
  473:             ELSE
  474: *
  475: *              ==== Undeflatable. Move them up out of the way.
  476: *              .    Fortunately, DTREXC does the right thing with
  477: *              .    ILST in case of a rare exchange failure. ====
  478: *
  479:                IFST = NS
  480:                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  481:      $                      INFO )
  482:                ILST = ILST + 2
  483:             END IF
  484:          END IF
  485: *
  486: *        ==== End deflation detection loop ====
  487: *
  488:          GO TO 20
  489:       END IF
  490: *
  491: *        ==== Return to Hessenberg form ====
  492: *
  493:       IF( NS.EQ.0 )
  494:      $   S = ZERO
  495: *
  496:       IF( NS.LT.JW ) THEN
  497: *
  498: *        ==== sorting diagonal blocks of T improves accuracy for
  499: *        .    graded matrices.  Bubble sort deals well with
  500: *        .    exchange failures. ====
  501: *
  502:          SORTED = .false.
  503:          I = NS + 1
  504:    30    CONTINUE
  505:          IF( SORTED )
  506:      $      GO TO 50
  507:          SORTED = .true.
  508: *
  509:          KEND = I - 1
  510:          I = INFQR + 1
  511:          IF( I.EQ.NS ) THEN
  512:             K = I + 1
  513:          ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
  514:             K = I + 1
  515:          ELSE
  516:             K = I + 2
  517:          END IF
  518:    40    CONTINUE
  519:          IF( K.LE.KEND ) THEN
  520:             IF( K.EQ.I+1 ) THEN
  521:                EVI = ABS( T( I, I ) )
  522:             ELSE
  523:                EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
  524:      $               SQRT( ABS( T( I, I+1 ) ) )
  525:             END IF
  526: *
  527:             IF( K.EQ.KEND ) THEN
  528:                EVK = ABS( T( K, K ) )
  529:             ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
  530:                EVK = ABS( T( K, K ) )
  531:             ELSE
  532:                EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
  533:      $               SQRT( ABS( T( K, K+1 ) ) )
  534:             END IF
  535: *
  536:             IF( EVI.GE.EVK ) THEN
  537:                I = K
  538:             ELSE
  539:                SORTED = .false.
  540:                IFST = I
  541:                ILST = K
  542:                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  543:      $                      INFO )
  544:                IF( INFO.EQ.0 ) THEN
  545:                   I = ILST
  546:                ELSE
  547:                   I = K
  548:                END IF
  549:             END IF
  550:             IF( I.EQ.KEND ) THEN
  551:                K = I + 1
  552:             ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
  553:                K = I + 1
  554:             ELSE
  555:                K = I + 2
  556:             END IF
  557:             GO TO 40
  558:          END IF
  559:          GO TO 30
  560:    50    CONTINUE
  561:       END IF
  562: *
  563: *     ==== Restore shift/eigenvalue array from T ====
  564: *
  565:       I = JW
  566:    60 CONTINUE
  567:       IF( I.GE.INFQR+1 ) THEN
  568:          IF( I.EQ.INFQR+1 ) THEN
  569:             SR( KWTOP+I-1 ) = T( I, I )
  570:             SI( KWTOP+I-1 ) = ZERO
  571:             I = I - 1
  572:          ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
  573:             SR( KWTOP+I-1 ) = T( I, I )
  574:             SI( KWTOP+I-1 ) = ZERO
  575:             I = I - 1
  576:          ELSE
  577:             AA = T( I-1, I-1 )
  578:             CC = T( I, I-1 )
  579:             BB = T( I-1, I )
  580:             DD = T( I, I )
  581:             CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
  582:      $                   SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
  583:      $                   SI( KWTOP+I-1 ), CS, SN )
  584:             I = I - 2
  585:          END IF
  586:          GO TO 60
  587:       END IF
  588: *
  589:       IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
  590:          IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
  591: *
  592: *           ==== Reflect spike back into lower triangle ====
  593: *
  594:             CALL DCOPY( NS, V, LDV, WORK, 1 )
  595:             BETA = WORK( 1 )
  596:             CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
  597:             WORK( 1 ) = ONE
  598: *
  599:             CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
  600: *
  601:             CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
  602:      $                  WORK( JW+1 ) )
  603:             CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
  604:      $                  WORK( JW+1 ) )
  605:             CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
  606:      $                  WORK( JW+1 ) )
  607: *
  608:             CALL DGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
  609:      $                   LWORK-JW, INFO )
  610:          END IF
  611: *
  612: *        ==== Copy updated reduced window into place ====
  613: *
  614:          IF( KWTOP.GT.1 )
  615:      $      H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
  616:          CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
  617:          CALL DCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
  618:      $               LDH+1 )
  619: *
  620: *        ==== Accumulate orthogonal matrix in order update
  621: *        .    H and Z, if requested.  ====
  622: *
  623:          IF( NS.GT.1 .AND. S.NE.ZERO )
  624:      $      CALL DORMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
  625:      $                   WORK( JW+1 ), LWORK-JW, INFO )
  626: *
  627: *        ==== Update vertical slab in H ====
  628: *
  629:          IF( WANTT ) THEN
  630:             LTOP = 1
  631:          ELSE
  632:             LTOP = KTOP
  633:          END IF
  634:          DO 70 KROW = LTOP, KWTOP - 1, NV
  635:             KLN = MIN( NV, KWTOP-KROW )
  636:             CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
  637:      $                  LDH, V, LDV, ZERO, WV, LDWV )
  638:             CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
  639:    70    CONTINUE
  640: *
  641: *        ==== Update horizontal slab in H ====
  642: *
  643:          IF( WANTT ) THEN
  644:             DO 80 KCOL = KBOT + 1, N, NH
  645:                KLN = MIN( NH, N-KCOL+1 )
  646:                CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
  647:      $                     H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
  648:                CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
  649:      $                      LDH )
  650:    80       CONTINUE
  651:          END IF
  652: *
  653: *        ==== Update vertical slab in Z ====
  654: *
  655:          IF( WANTZ ) THEN
  656:             DO 90 KROW = ILOZ, IHIZ, NV
  657:                KLN = MIN( NV, IHIZ-KROW+1 )
  658:                CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
  659:      $                     LDZ, V, LDV, ZERO, WV, LDWV )
  660:                CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
  661:      $                      LDZ )
  662:    90       CONTINUE
  663:          END IF
  664:       END IF
  665: *
  666: *     ==== Return the number of deflations ... ====
  667: *
  668:       ND = JW - NS
  669: *
  670: *     ==== ... and the number of shifts. (Subtracting
  671: *     .    INFQR from the spike length takes care
  672: *     .    of the case of a rare QR failure while
  673: *     .    calculating eigenvalues of the deflation
  674: *     .    window.)  ====
  675: *
  676:       NS = NS - INFQR
  677: *
  678: *      ==== Return optimal workspace. ====
  679: *
  680:       WORK( 1 ) = DBLE( LWKOPT )
  681: *
  682: *     ==== End of DLAQR2 ====
  683: *
  684:       END

CVSweb interface <joel.bertrand@systella.fr>