File:  [local] / rpl / lapack / lapack / dlaqr2.f
Revision 1.21: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:38:55 2023 UTC (8 months, 3 weeks 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 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 <= NW <= (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 <= 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 <= ILOZ <= IHIZ <= 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 <= 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
  196: *>          The leading dimension of V just as declared in the
  197: *>          calling subroutine.  NW <= LDV
  198: *> \endverbatim
  199: *>
  200: *> \param[in] NH
  201: *> \verbatim
  202: *>          NH is INTEGER
  203: *>          The number of columns of T.  NH >= 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 <= 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 >= 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 <= 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: *> \ingroup doubleOTHERauxiliary
  267: *
  268: *> \par Contributors:
  269: *  ==================
  270: *>
  271: *>       Karen Braman and Ralph Byers, Department of Mathematics,
  272: *>       University of Kansas, USA
  273: *>
  274: *  =====================================================================
  275:       SUBROUTINE DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
  276:      $                   IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
  277:      $                   LDT, NV, WV, LDWV, WORK, LWORK )
  278: *
  279: *  -- LAPACK auxiliary routine --
  280: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  281: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  282: *
  283: *     .. Scalar Arguments ..
  284:       INTEGER            IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
  285:      $                   LDZ, LWORK, N, ND, NH, NS, NV, NW
  286:       LOGICAL            WANTT, WANTZ
  287: *     ..
  288: *     .. Array Arguments ..
  289:       DOUBLE PRECISION   H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
  290:      $                   V( LDV, * ), WORK( * ), WV( LDWV, * ),
  291:      $                   Z( LDZ, * )
  292: *     ..
  293: *
  294: *  ================================================================
  295: *     .. Parameters ..
  296:       DOUBLE PRECISION   ZERO, ONE
  297:       PARAMETER          ( ZERO = 0.0d0, ONE = 1.0d0 )
  298: *     ..
  299: *     .. Local Scalars ..
  300:       DOUBLE PRECISION   AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
  301:      $                   SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
  302:       INTEGER            I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
  303:      $                   KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2,
  304:      $                   LWKOPT
  305:       LOGICAL            BULGE, SORTED
  306: *     ..
  307: *     .. External Functions ..
  308:       DOUBLE PRECISION   DLAMCH
  309:       EXTERNAL           DLAMCH
  310: *     ..
  311: *     .. External Subroutines ..
  312:       EXTERNAL           DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
  313:      $                   DLANV2, DLARF, DLARFG, DLASET, DORMHR, DTREXC
  314: *     ..
  315: *     .. Intrinsic Functions ..
  316:       INTRINSIC          ABS, DBLE, INT, MAX, MIN, SQRT
  317: *     ..
  318: *     .. Executable Statements ..
  319: *
  320: *     ==== Estimate optimal workspace. ====
  321: *
  322:       JW = MIN( NW, KBOT-KTOP+1 )
  323:       IF( JW.LE.2 ) THEN
  324:          LWKOPT = 1
  325:       ELSE
  326: *
  327: *        ==== Workspace query call to DGEHRD ====
  328: *
  329:          CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
  330:          LWK1 = INT( WORK( 1 ) )
  331: *
  332: *        ==== Workspace query call to DORMHR ====
  333: *
  334:          CALL DORMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
  335:      $                WORK, -1, INFO )
  336:          LWK2 = INT( WORK( 1 ) )
  337: *
  338: *        ==== Optimal workspace ====
  339: *
  340:          LWKOPT = JW + MAX( LWK1, LWK2 )
  341:       END IF
  342: *
  343: *     ==== Quick return in case of workspace query. ====
  344: *
  345:       IF( LWORK.EQ.-1 ) THEN
  346:          WORK( 1 ) = DBLE( LWKOPT )
  347:          RETURN
  348:       END IF
  349: *
  350: *     ==== Nothing to do ...
  351: *     ... for an empty active block ... ====
  352:       NS = 0
  353:       ND = 0
  354:       WORK( 1 ) = ONE
  355:       IF( KTOP.GT.KBOT )
  356:      $   RETURN
  357: *     ... nor for an empty deflation window. ====
  358:       IF( NW.LT.1 )
  359:      $   RETURN
  360: *
  361: *     ==== Machine constants ====
  362: *
  363:       SAFMIN = DLAMCH( 'SAFE MINIMUM' )
  364:       SAFMAX = ONE / SAFMIN
  365:       CALL DLABAD( SAFMIN, SAFMAX )
  366:       ULP = DLAMCH( 'PRECISION' )
  367:       SMLNUM = SAFMIN*( DBLE( N ) / ULP )
  368: *
  369: *     ==== Setup deflation window ====
  370: *
  371:       JW = MIN( NW, KBOT-KTOP+1 )
  372:       KWTOP = KBOT - JW + 1
  373:       IF( KWTOP.EQ.KTOP ) THEN
  374:          S = ZERO
  375:       ELSE
  376:          S = H( KWTOP, KWTOP-1 )
  377:       END IF
  378: *
  379:       IF( KBOT.EQ.KWTOP ) THEN
  380: *
  381: *        ==== 1-by-1 deflation window: not much to do ====
  382: *
  383:          SR( KWTOP ) = H( KWTOP, KWTOP )
  384:          SI( KWTOP ) = ZERO
  385:          NS = 1
  386:          ND = 0
  387:          IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
  388:      $        THEN
  389:             NS = 0
  390:             ND = 1
  391:             IF( KWTOP.GT.KTOP )
  392:      $         H( KWTOP, KWTOP-1 ) = ZERO
  393:          END IF
  394:          WORK( 1 ) = ONE
  395:          RETURN
  396:       END IF
  397: *
  398: *     ==== Convert to spike-triangular form.  (In case of a
  399: *     .    rare QR failure, this routine continues to do
  400: *     .    aggressive early deflation using that part of
  401: *     .    the deflation window that converged using INFQR
  402: *     .    here and there to keep track.) ====
  403: *
  404:       CALL DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
  405:       CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
  406: *
  407:       CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
  408:       CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
  409:      $             SI( KWTOP ), 1, JW, V, LDV, INFQR )
  410: *
  411: *     ==== DTREXC needs a clean margin near the diagonal ====
  412: *
  413:       DO 10 J = 1, JW - 3
  414:          T( J+2, J ) = ZERO
  415:          T( J+3, J ) = ZERO
  416:    10 CONTINUE
  417:       IF( JW.GT.2 )
  418:      $   T( JW, JW-2 ) = ZERO
  419: *
  420: *     ==== Deflation detection loop ====
  421: *
  422:       NS = JW
  423:       ILST = INFQR + 1
  424:    20 CONTINUE
  425:       IF( ILST.LE.NS ) THEN
  426:          IF( NS.EQ.1 ) THEN
  427:             BULGE = .FALSE.
  428:          ELSE
  429:             BULGE = T( NS, NS-1 ).NE.ZERO
  430:          END IF
  431: *
  432: *        ==== Small spike tip test for deflation ====
  433: *
  434:          IF( .NOT.BULGE ) THEN
  435: *
  436: *           ==== Real eigenvalue ====
  437: *
  438:             FOO = ABS( T( NS, NS ) )
  439:             IF( FOO.EQ.ZERO )
  440:      $         FOO = ABS( S )
  441:             IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
  442: *
  443: *              ==== Deflatable ====
  444: *
  445:                NS = NS - 1
  446:             ELSE
  447: *
  448: *              ==== Undeflatable.   Move it up out of the way.
  449: *              .    (DTREXC can not fail in this case.) ====
  450: *
  451:                IFST = NS
  452:                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  453:      $                      INFO )
  454:                ILST = ILST + 1
  455:             END IF
  456:          ELSE
  457: *
  458: *           ==== Complex conjugate pair ====
  459: *
  460:             FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
  461:      $            SQRT( ABS( T( NS-1, NS ) ) )
  462:             IF( FOO.EQ.ZERO )
  463:      $         FOO = ABS( S )
  464:             IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
  465:      $          MAX( SMLNUM, ULP*FOO ) ) THEN
  466: *
  467: *              ==== Deflatable ====
  468: *
  469:                NS = NS - 2
  470:             ELSE
  471: *
  472: *              ==== Undeflatable. Move them up out of the way.
  473: *              .    Fortunately, DTREXC does the right thing with
  474: *              .    ILST in case of a rare exchange failure. ====
  475: *
  476:                IFST = NS
  477:                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  478:      $                      INFO )
  479:                ILST = ILST + 2
  480:             END IF
  481:          END IF
  482: *
  483: *        ==== End deflation detection loop ====
  484: *
  485:          GO TO 20
  486:       END IF
  487: *
  488: *        ==== Return to Hessenberg form ====
  489: *
  490:       IF( NS.EQ.0 )
  491:      $   S = ZERO
  492: *
  493:       IF( NS.LT.JW ) THEN
  494: *
  495: *        ==== sorting diagonal blocks of T improves accuracy for
  496: *        .    graded matrices.  Bubble sort deals well with
  497: *        .    exchange failures. ====
  498: *
  499:          SORTED = .false.
  500:          I = NS + 1
  501:    30    CONTINUE
  502:          IF( SORTED )
  503:      $      GO TO 50
  504:          SORTED = .true.
  505: *
  506:          KEND = I - 1
  507:          I = INFQR + 1
  508:          IF( I.EQ.NS ) THEN
  509:             K = I + 1
  510:          ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
  511:             K = I + 1
  512:          ELSE
  513:             K = I + 2
  514:          END IF
  515:    40    CONTINUE
  516:          IF( K.LE.KEND ) THEN
  517:             IF( K.EQ.I+1 ) THEN
  518:                EVI = ABS( T( I, I ) )
  519:             ELSE
  520:                EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
  521:      $               SQRT( ABS( T( I, I+1 ) ) )
  522:             END IF
  523: *
  524:             IF( K.EQ.KEND ) THEN
  525:                EVK = ABS( T( K, K ) )
  526:             ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
  527:                EVK = ABS( T( K, K ) )
  528:             ELSE
  529:                EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
  530:      $               SQRT( ABS( T( K, K+1 ) ) )
  531:             END IF
  532: *
  533:             IF( EVI.GE.EVK ) THEN
  534:                I = K
  535:             ELSE
  536:                SORTED = .false.
  537:                IFST = I
  538:                ILST = K
  539:                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
  540:      $                      INFO )
  541:                IF( INFO.EQ.0 ) THEN
  542:                   I = ILST
  543:                ELSE
  544:                   I = K
  545:                END IF
  546:             END IF
  547:             IF( I.EQ.KEND ) THEN
  548:                K = I + 1
  549:             ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
  550:                K = I + 1
  551:             ELSE
  552:                K = I + 2
  553:             END IF
  554:             GO TO 40
  555:          END IF
  556:          GO TO 30
  557:    50    CONTINUE
  558:       END IF
  559: *
  560: *     ==== Restore shift/eigenvalue array from T ====
  561: *
  562:       I = JW
  563:    60 CONTINUE
  564:       IF( I.GE.INFQR+1 ) THEN
  565:          IF( I.EQ.INFQR+1 ) THEN
  566:             SR( KWTOP+I-1 ) = T( I, I )
  567:             SI( KWTOP+I-1 ) = ZERO
  568:             I = I - 1
  569:          ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
  570:             SR( KWTOP+I-1 ) = T( I, I )
  571:             SI( KWTOP+I-1 ) = ZERO
  572:             I = I - 1
  573:          ELSE
  574:             AA = T( I-1, I-1 )
  575:             CC = T( I, I-1 )
  576:             BB = T( I-1, I )
  577:             DD = T( I, I )
  578:             CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
  579:      $                   SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
  580:      $                   SI( KWTOP+I-1 ), CS, SN )
  581:             I = I - 2
  582:          END IF
  583:          GO TO 60
  584:       END IF
  585: *
  586:       IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
  587:          IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
  588: *
  589: *           ==== Reflect spike back into lower triangle ====
  590: *
  591:             CALL DCOPY( NS, V, LDV, WORK, 1 )
  592:             BETA = WORK( 1 )
  593:             CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
  594:             WORK( 1 ) = ONE
  595: *
  596:             CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
  597: *
  598:             CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
  599:      $                  WORK( JW+1 ) )
  600:             CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
  601:      $                  WORK( JW+1 ) )
  602:             CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
  603:      $                  WORK( JW+1 ) )
  604: *
  605:             CALL DGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
  606:      $                   LWORK-JW, INFO )
  607:          END IF
  608: *
  609: *        ==== Copy updated reduced window into place ====
  610: *
  611:          IF( KWTOP.GT.1 )
  612:      $      H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
  613:          CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
  614:          CALL DCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
  615:      $               LDH+1 )
  616: *
  617: *        ==== Accumulate orthogonal matrix in order update
  618: *        .    H and Z, if requested.  ====
  619: *
  620:          IF( NS.GT.1 .AND. S.NE.ZERO )
  621:      $      CALL DORMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
  622:      $                   WORK( JW+1 ), LWORK-JW, INFO )
  623: *
  624: *        ==== Update vertical slab in H ====
  625: *
  626:          IF( WANTT ) THEN
  627:             LTOP = 1
  628:          ELSE
  629:             LTOP = KTOP
  630:          END IF
  631:          DO 70 KROW = LTOP, KWTOP - 1, NV
  632:             KLN = MIN( NV, KWTOP-KROW )
  633:             CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
  634:      $                  LDH, V, LDV, ZERO, WV, LDWV )
  635:             CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
  636:    70    CONTINUE
  637: *
  638: *        ==== Update horizontal slab in H ====
  639: *
  640:          IF( WANTT ) THEN
  641:             DO 80 KCOL = KBOT + 1, N, NH
  642:                KLN = MIN( NH, N-KCOL+1 )
  643:                CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
  644:      $                     H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
  645:                CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
  646:      $                      LDH )
  647:    80       CONTINUE
  648:          END IF
  649: *
  650: *        ==== Update vertical slab in Z ====
  651: *
  652:          IF( WANTZ ) THEN
  653:             DO 90 KROW = ILOZ, IHIZ, NV
  654:                KLN = MIN( NV, IHIZ-KROW+1 )
  655:                CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
  656:      $                     LDZ, V, LDV, ZERO, WV, LDWV )
  657:                CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
  658:      $                      LDZ )
  659:    90       CONTINUE
  660:          END IF
  661:       END IF
  662: *
  663: *     ==== Return the number of deflations ... ====
  664: *
  665:       ND = JW - NS
  666: *
  667: *     ==== ... and the number of shifts. (Subtracting
  668: *     .    INFQR from the spike length takes care
  669: *     .    of the case of a rare QR failure while
  670: *     .    calculating eigenvalues of the deflation
  671: *     .    window.)  ====
  672: *
  673:       NS = NS - INFQR
  674: *
  675: *      ==== Return optimal workspace. ====
  676: *
  677:       WORK( 1 ) = DBLE( LWKOPT )
  678: *
  679: *     ==== End of DLAQR2 ====
  680: *
  681:       END

CVSweb interface <joel.bertrand@systella.fr>