--- rpl/lapack/lapack/zhgeqz.f 2010/01/26 15:22:45 1.1 +++ rpl/lapack/lapack/zhgeqz.f 2023/08/07 08:39:25 1.20 @@ -1,11 +1,290 @@ +*> \brief \b ZHGEQZ +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download ZHGEQZ + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, +* ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, +* RWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER COMPQ, COMPZ, JOB +* INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION RWORK( * ) +* COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ), +* $ Q( LDQ, * ), T( LDT, * ), WORK( * ), +* $ Z( LDZ, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T), +*> where H is an upper Hessenberg matrix and T is upper triangular, +*> using the single-shift QZ method. +*> Matrix pairs of this type are produced by the reduction to +*> generalized upper Hessenberg form of a complex matrix pair (A,B): +*> +*> A = Q1*H*Z1**H, B = Q1*T*Z1**H, +*> +*> as computed by ZGGHRD. +*> +*> If JOB='S', then the Hessenberg-triangular pair (H,T) is +*> also reduced to generalized Schur form, +*> +*> H = Q*S*Z**H, T = Q*P*Z**H, +*> +*> where Q and Z are unitary matrices and S and P are upper triangular. +*> +*> Optionally, the unitary matrix Q from the generalized Schur +*> factorization may be postmultiplied into an input matrix Q1, and the +*> unitary matrix Z may be postmultiplied into an input matrix Z1. +*> If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced +*> the matrix pair (A,B) to generalized Hessenberg form, then the output +*> matrices Q1*Q and Z1*Z are the unitary factors from the generalized +*> Schur factorization of (A,B): +*> +*> A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H. +*> +*> To avoid overflow, eigenvalues of the matrix pair (H,T) +*> (equivalently, of (A,B)) are computed as a pair of complex values +*> (alpha,beta). If beta is nonzero, lambda = alpha / beta is an +*> eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) +*> A*x = lambda*B*x +*> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the +*> alternate form of the GNEP +*> mu*A*y = B*y. +*> The values of alpha and beta for the i-th eigenvalue can be read +*> directly from the generalized Schur form: alpha = S(i,i), +*> beta = P(i,i). +*> +*> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix +*> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), +*> pp. 241--256. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOB +*> \verbatim +*> JOB is CHARACTER*1 +*> = 'E': Compute eigenvalues only; +*> = 'S': Computer eigenvalues and the Schur form. +*> \endverbatim +*> +*> \param[in] COMPQ +*> \verbatim +*> COMPQ is CHARACTER*1 +*> = 'N': Left Schur vectors (Q) are not computed; +*> = 'I': Q is initialized to the unit matrix and the matrix Q +*> of left Schur vectors of (H,T) is returned; +*> = 'V': Q must contain a unitary matrix Q1 on entry and +*> the product Q1*Q is returned. +*> \endverbatim +*> +*> \param[in] COMPZ +*> \verbatim +*> COMPZ is CHARACTER*1 +*> = 'N': Right Schur vectors (Z) are not computed; +*> = 'I': Q is initialized to the unit matrix and the matrix Z +*> of right Schur vectors of (H,T) is returned; +*> = 'V': Z must contain a unitary matrix Z1 on entry and +*> the product Z1*Z is returned. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrices H, T, Q, and Z. N >= 0. +*> \endverbatim +*> +*> \param[in] ILO +*> \verbatim +*> ILO is INTEGER +*> \endverbatim +*> +*> \param[in] IHI +*> \verbatim +*> IHI is INTEGER +*> ILO and IHI mark the rows and columns of H which are in +*> Hessenberg form. It is assumed that A is already upper +*> triangular in rows and columns 1:ILO-1 and IHI+1:N. +*> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. +*> \endverbatim +*> +*> \param[in,out] H +*> \verbatim +*> H is COMPLEX*16 array, dimension (LDH, N) +*> On entry, the N-by-N upper Hessenberg matrix H. +*> On exit, if JOB = 'S', H contains the upper triangular +*> matrix S from the generalized Schur factorization. +*> If JOB = 'E', the diagonal of H matches that of S, but +*> the rest of H is unspecified. +*> \endverbatim +*> +*> \param[in] LDH +*> \verbatim +*> LDH is INTEGER +*> The leading dimension of the array H. LDH >= max( 1, N ). +*> \endverbatim +*> +*> \param[in,out] T +*> \verbatim +*> T is COMPLEX*16 array, dimension (LDT, N) +*> On entry, the N-by-N upper triangular matrix T. +*> On exit, if JOB = 'S', T contains the upper triangular +*> matrix P from the generalized Schur factorization. +*> If JOB = 'E', the diagonal of T matches that of P, but +*> the rest of T is unspecified. +*> \endverbatim +*> +*> \param[in] LDT +*> \verbatim +*> LDT is INTEGER +*> The leading dimension of the array T. LDT >= max( 1, N ). +*> \endverbatim +*> +*> \param[out] ALPHA +*> \verbatim +*> ALPHA is COMPLEX*16 array, dimension (N) +*> The complex scalars alpha that define the eigenvalues of +*> GNEP. ALPHA(i) = S(i,i) in the generalized Schur +*> factorization. +*> \endverbatim +*> +*> \param[out] BETA +*> \verbatim +*> BETA is COMPLEX*16 array, dimension (N) +*> The real non-negative scalars beta that define the +*> eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized +*> Schur factorization. +*> +*> Together, the quantities alpha = ALPHA(j) and beta = BETA(j) +*> represent the j-th eigenvalue of the matrix pair (A,B), in +*> one of the forms lambda = alpha/beta or mu = beta/alpha. +*> Since either lambda or mu may overflow, they should not, +*> in general, be computed. +*> \endverbatim +*> +*> \param[in,out] Q +*> \verbatim +*> Q is COMPLEX*16 array, dimension (LDQ, N) +*> On entry, if COMPQ = 'V', the unitary matrix Q1 used in the +*> reduction of (A,B) to generalized Hessenberg form. +*> On exit, if COMPQ = 'I', the unitary matrix of left Schur +*> vectors of (H,T), and if COMPQ = 'V', the unitary matrix of +*> left Schur vectors of (A,B). +*> Not referenced if COMPQ = 'N'. +*> \endverbatim +*> +*> \param[in] LDQ +*> \verbatim +*> LDQ is INTEGER +*> The leading dimension of the array Q. LDQ >= 1. +*> If COMPQ='V' or 'I', then LDQ >= N. +*> \endverbatim +*> +*> \param[in,out] Z +*> \verbatim +*> Z is COMPLEX*16 array, dimension (LDZ, N) +*> On entry, if COMPZ = 'V', the unitary matrix Z1 used in the +*> reduction of (A,B) to generalized Hessenberg form. +*> On exit, if COMPZ = 'I', the unitary matrix of right Schur +*> vectors of (H,T), and if COMPZ = 'V', the unitary matrix of +*> right Schur vectors of (A,B). +*> Not referenced if COMPZ = 'N'. +*> \endverbatim +*> +*> \param[in] LDZ +*> \verbatim +*> LDZ is INTEGER +*> The leading dimension of the array Z. LDZ >= 1. +*> If COMPZ='V' or 'I', then LDZ >= N. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) +*> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,N). +*> +*> If LWORK = -1, then a workspace query is assumed; the routine +*> only calculates the optimal size of the WORK array, returns +*> this value as the first entry of the WORK array, and no error +*> message related to LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] RWORK +*> \verbatim +*> RWORK is DOUBLE PRECISION array, dimension (N) +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value +*> = 1,...,N: the QZ iteration did not converge. (H,T) is not +*> in Schur form, but ALPHA(i) and BETA(i), +*> i=INFO+1,...,N should be correct. +*> = N+1,...,2*N: the shift calculation failed. (H,T) is not +*> in Schur form, but ALPHA(i) and BETA(i), +*> i=INFO-N+1,...,N should be correct. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \ingroup complex16GEcomputational +* +*> \par Further Details: +* ===================== +*> +*> \verbatim +*> +*> We assume that complex ABS works as long as its value is less than +*> overflow. +*> \endverbatim +*> +* ===================================================================== SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, $ RWORK, INFO ) * -* -- LAPACK routine (version 3.2) -- +* -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 * * .. Scalar Arguments .. CHARACTER COMPQ, COMPZ, JOB @@ -18,172 +297,6 @@ $ Z( LDZ, * ) * .. * -* Purpose -* ======= -* -* ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T), -* where H is an upper Hessenberg matrix and T is upper triangular, -* using the single-shift QZ method. -* Matrix pairs of this type are produced by the reduction to -* generalized upper Hessenberg form of a complex matrix pair (A,B): -* -* A = Q1*H*Z1**H, B = Q1*T*Z1**H, -* -* as computed by ZGGHRD. -* -* If JOB='S', then the Hessenberg-triangular pair (H,T) is -* also reduced to generalized Schur form, -* -* H = Q*S*Z**H, T = Q*P*Z**H, -* -* where Q and Z are unitary matrices and S and P are upper triangular. -* -* Optionally, the unitary matrix Q from the generalized Schur -* factorization may be postmultiplied into an input matrix Q1, and the -* unitary matrix Z may be postmultiplied into an input matrix Z1. -* If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced -* the matrix pair (A,B) to generalized Hessenberg form, then the output -* matrices Q1*Q and Z1*Z are the unitary factors from the generalized -* Schur factorization of (A,B): -* -* A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H. -* -* To avoid overflow, eigenvalues of the matrix pair (H,T) -* (equivalently, of (A,B)) are computed as a pair of complex values -* (alpha,beta). If beta is nonzero, lambda = alpha / beta is an -* eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) -* A*x = lambda*B*x -* and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the -* alternate form of the GNEP -* mu*A*y = B*y. -* The values of alpha and beta for the i-th eigenvalue can be read -* directly from the generalized Schur form: alpha = S(i,i), -* beta = P(i,i). -* -* Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix -* Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), -* pp. 241--256. -* -* Arguments -* ========= -* -* JOB (input) CHARACTER*1 -* = 'E': Compute eigenvalues only; -* = 'S': Computer eigenvalues and the Schur form. -* -* COMPQ (input) CHARACTER*1 -* = 'N': Left Schur vectors (Q) are not computed; -* = 'I': Q is initialized to the unit matrix and the matrix Q -* of left Schur vectors of (H,T) is returned; -* = 'V': Q must contain a unitary matrix Q1 on entry and -* the product Q1*Q is returned. -* -* COMPZ (input) CHARACTER*1 -* = 'N': Right Schur vectors (Z) are not computed; -* = 'I': Q is initialized to the unit matrix and the matrix Z -* of right Schur vectors of (H,T) is returned; -* = 'V': Z must contain a unitary matrix Z1 on entry and -* the product Z1*Z is returned. -* -* N (input) INTEGER -* The order of the matrices H, T, Q, and Z. N >= 0. -* -* ILO (input) INTEGER -* IHI (input) INTEGER -* ILO and IHI mark the rows and columns of H which are in -* Hessenberg form. It is assumed that A is already upper -* triangular in rows and columns 1:ILO-1 and IHI+1:N. -* If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. -* -* H (input/output) COMPLEX*16 array, dimension (LDH, N) -* On entry, the N-by-N upper Hessenberg matrix H. -* On exit, if JOB = 'S', H contains the upper triangular -* matrix S from the generalized Schur factorization. -* If JOB = 'E', the diagonal of H matches that of S, but -* the rest of H is unspecified. -* -* LDH (input) INTEGER -* The leading dimension of the array H. LDH >= max( 1, N ). -* -* T (input/output) COMPLEX*16 array, dimension (LDT, N) -* On entry, the N-by-N upper triangular matrix T. -* On exit, if JOB = 'S', T contains the upper triangular -* matrix P from the generalized Schur factorization. -* If JOB = 'E', the diagonal of T matches that of P, but -* the rest of T is unspecified. -* -* LDT (input) INTEGER -* The leading dimension of the array T. LDT >= max( 1, N ). -* -* ALPHA (output) COMPLEX*16 array, dimension (N) -* The complex scalars alpha that define the eigenvalues of -* GNEP. ALPHA(i) = S(i,i) in the generalized Schur -* factorization. -* -* BETA (output) COMPLEX*16 array, dimension (N) -* The real non-negative scalars beta that define the -* eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized -* Schur factorization. -* -* Together, the quantities alpha = ALPHA(j) and beta = BETA(j) -* represent the j-th eigenvalue of the matrix pair (A,B), in -* one of the forms lambda = alpha/beta or mu = beta/alpha. -* Since either lambda or mu may overflow, they should not, -* in general, be computed. -* -* Q (input/output) COMPLEX*16 array, dimension (LDQ, N) -* On entry, if COMPZ = 'V', the unitary matrix Q1 used in the -* reduction of (A,B) to generalized Hessenberg form. -* On exit, if COMPZ = 'I', the unitary matrix of left Schur -* vectors of (H,T), and if COMPZ = 'V', the unitary matrix of -* left Schur vectors of (A,B). -* Not referenced if COMPZ = 'N'. -* -* LDQ (input) INTEGER -* The leading dimension of the array Q. LDQ >= 1. -* If COMPQ='V' or 'I', then LDQ >= N. -* -* Z (input/output) COMPLEX*16 array, dimension (LDZ, N) -* On entry, if COMPZ = 'V', the unitary matrix Z1 used in the -* reduction of (A,B) to generalized Hessenberg form. -* On exit, if COMPZ = 'I', the unitary matrix of right Schur -* vectors of (H,T), and if COMPZ = 'V', the unitary matrix of -* right Schur vectors of (A,B). -* Not referenced if COMPZ = 'N'. -* -* LDZ (input) INTEGER -* The leading dimension of the array Z. LDZ >= 1. -* If COMPZ='V' or 'I', then LDZ >= N. -* -* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) -* On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. LWORK >= max(1,N). -* -* If LWORK = -1, then a workspace query is assumed; the routine -* only calculates the optimal size of the WORK array, returns -* this value as the first entry of the WORK array, and no error -* message related to LWORK is issued by XERBLA. -* -* RWORK (workspace) DOUBLE PRECISION array, dimension (N) -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value -* = 1,...,N: the QZ iteration did not converge. (H,T) is not -* in Schur form, but ALPHA(i) and BETA(i), -* i=INFO+1,...,N should be correct. -* = N+1,...,2*N: the shift calculation failed. (H,T) is not -* in Schur form, but ALPHA(i) and BETA(i), -* i=INFO-N+1,...,N should be correct. -* -* Further Details -* =============== -* -* We assume that complex ABS works as long as its value is less than -* overflow. -* * ===================================================================== * * .. Parameters .. @@ -203,13 +316,14 @@ DOUBLE PRECISION ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL, $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP COMPLEX*16 ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2, - $ CTEMP3, ESHIFT, RTDISC, S, SHIFT, SIGNBC, T1, - $ U12, X + $ CTEMP3, ESHIFT, S, SHIFT, SIGNBC, + $ U12, X, ABI12, Y * .. * .. External Functions .. + COMPLEX*16 ZLADIV LOGICAL LSAME DOUBLE PRECISION DLAMCH, ZLANHS - EXTERNAL LSAME, DLAMCH, ZLANHS + EXTERNAL ZLADIV, LSAME, DLAMCH, ZLANHS * .. * .. External Subroutines .. EXTERNAL XERBLA, ZLARTG, ZLASET, ZROT, ZSCAL @@ -235,6 +349,7 @@ ILSCHR = .TRUE. ISCHUR = 2 ELSE + ILSCHR = .TRUE. ISCHUR = 0 END IF * @@ -248,6 +363,7 @@ ILQ = .TRUE. ICOMPQ = 3 ELSE + ILQ = .TRUE. ICOMPQ = 0 END IF * @@ -261,6 +377,7 @@ ILZ = .TRUE. ICOMPZ = 3 ELSE + ILZ = .TRUE. ICOMPZ = 0 END IF * @@ -338,7 +455,7 @@ CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 ) CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 ) ELSE - H( J, J ) = H( J, J )*SIGNBC + CALL ZSCAL( 1, SIGNBC, H( J, J ), 1 ) END IF IF( ILZ ) $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 ) @@ -399,7 +516,9 @@ IF( ILAST.EQ.ILO ) THEN GO TO 60 ELSE - IF( ABS1( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN + IF( ABS1( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*( + $ ABS1( H( ILAST, ILAST ) ) + ABS1( H( ILAST-1, ILAST-1 ) + $ ) ) ) ) THEN H( ILAST, ILAST-1 ) = CZERO GO TO 60 END IF @@ -419,7 +538,9 @@ IF( J.EQ.ILO ) THEN ILAZRO = .TRUE. ELSE - IF( ABS1( H( J, J-1 ) ).LE.ATOL ) THEN + IF( ABS1( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*( + $ ABS1( H( J, J ) ) + ABS1( H( J-1, J-1 ) ) + $ ) ) ) THEN H( J, J-1 ) = CZERO ILAZRO = .TRUE. ELSE @@ -550,7 +671,7 @@ CALL ZSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM, ILAST ), $ 1 ) ELSE - H( ILAST, ILAST ) = H( ILAST, ILAST )*SIGNBC + CALL ZSCAL( 1, SIGNBC, H( ILAST, ILAST ), 1 ) END IF IF( ILZ ) $ CALL ZSCAL( N, SIGNBC, Z( 1, ILAST ), 1 ) @@ -614,22 +735,34 @@ AD22 = ( ASCALE*H( ILAST, ILAST ) ) / $ ( BSCALE*T( ILAST, ILAST ) ) ABI22 = AD22 - U12*AD21 + ABI12 = AD12 - U12*AD11 * - T1 = HALF*( AD11+ABI22 ) - RTDISC = SQRT( T1**2+AD12*AD21-AD11*AD22 ) - TEMP = DBLE( T1-ABI22 )*DBLE( RTDISC ) + - $ DIMAG( T1-ABI22 )*DIMAG( RTDISC ) - IF( TEMP.LE.ZERO ) THEN - SHIFT = T1 + RTDISC - ELSE - SHIFT = T1 - RTDISC + SHIFT = ABI22 + CTEMP = SQRT( ABI12 )*SQRT( AD21 ) + TEMP = ABS1( CTEMP ) + IF( CTEMP.NE.ZERO ) THEN + X = HALF*( AD11-SHIFT ) + TEMP2 = ABS1( X ) + TEMP = MAX( TEMP, ABS1( X ) ) + Y = TEMP*SQRT( ( X / TEMP )**2+( CTEMP / TEMP )**2 ) + IF( TEMP2.GT.ZERO ) THEN + IF( DBLE( X / TEMP2 )*DBLE( Y )+ + $ DIMAG( X / TEMP2 )*DIMAG( Y ).LT.ZERO )Y = -Y + END IF + SHIFT = SHIFT - CTEMP*ZLADIV( CTEMP, ( X+Y ) ) END IF ELSE * * Exceptional shift. Chosen for no particularly good reason. * - ESHIFT = ESHIFT + DCONJG( ( ASCALE*H( ILAST-1, ILAST ) ) / - $ ( BSCALE*T( ILAST-1, ILAST-1 ) ) ) + IF( ( IITER / 20 )*20.EQ.IITER .AND. + $ BSCALE*ABS1(T( ILAST, ILAST )).GT.SAFMIN ) THEN + ESHIFT = ESHIFT + ( ASCALE*H( ILAST, + $ ILAST ) )/( BSCALE*T( ILAST, ILAST ) ) + ELSE + ESHIFT = ESHIFT + ( ASCALE*H( ILAST, + $ ILAST-1 ) )/( BSCALE*T( ILAST-1, ILAST-1 ) ) + END IF SHIFT = ESHIFT END IF * @@ -734,7 +867,7 @@ CALL ZSCAL( J-1, SIGNBC, T( 1, J ), 1 ) CALL ZSCAL( J, SIGNBC, H( 1, J ), 1 ) ELSE - H( J, J ) = H( J, J )*SIGNBC + CALL ZSCAL( 1, SIGNBC, H( J, J ), 1 ) END IF IF( ILZ ) $ CALL ZSCAL( N, SIGNBC, Z( 1, J ), 1 )