1: *> \brief \b ZHSEQR
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
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9: *> Download ZHSEQR + dependencies
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13: *> [ZIP]</a>
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15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
22: * WORK, LWORK, INFO )
23: *
24: * .. Scalar Arguments ..
25: * INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
26: * CHARACTER COMPZ, JOB
27: * ..
28: * .. Array Arguments ..
29: * COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
30: * ..
31: *
32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *>
38: *> ZHSEQR computes the eigenvalues of a Hessenberg matrix H
39: *> and, optionally, the matrices T and Z from the Schur decomposition
40: *> H = Z T Z**H, where T is an upper triangular matrix (the
41: *> Schur form), and Z is the unitary matrix of Schur vectors.
42: *>
43: *> Optionally Z may be postmultiplied into an input unitary
44: *> matrix Q so that this routine can give the Schur factorization
45: *> of a matrix A which has been reduced to the Hessenberg form H
46: *> by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.
47: *> \endverbatim
48: *
49: * Arguments:
50: * ==========
51: *
52: *> \param[in] JOB
53: *> \verbatim
54: *> JOB is CHARACTER*1
55: *> = 'E': compute eigenvalues only;
56: *> = 'S': compute eigenvalues and the Schur form T.
57: *> \endverbatim
58: *>
59: *> \param[in] COMPZ
60: *> \verbatim
61: *> COMPZ is CHARACTER*1
62: *> = 'N': no Schur vectors are computed;
63: *> = 'I': Z is initialized to the unit matrix and the matrix Z
64: *> of Schur vectors of H is returned;
65: *> = 'V': Z must contain an unitary matrix Q on entry, and
66: *> the product Q*Z is returned.
67: *> \endverbatim
68: *>
69: *> \param[in] N
70: *> \verbatim
71: *> N is INTEGER
72: *> The order of the matrix H. N .GE. 0.
73: *> \endverbatim
74: *>
75: *> \param[in] ILO
76: *> \verbatim
77: *> ILO is INTEGER
78: *> \endverbatim
79: *>
80: *> \param[in] IHI
81: *> \verbatim
82: *> IHI is INTEGER
83: *>
84: *> It is assumed that H is already upper triangular in rows
85: *> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
86: *> set by a previous call to ZGEBAL, and then passed to ZGEHRD
87: *> when the matrix output by ZGEBAL is reduced to Hessenberg
88: *> form. Otherwise ILO and IHI should be set to 1 and N
89: *> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
90: *> If N = 0, then ILO = 1 and IHI = 0.
91: *> \endverbatim
92: *>
93: *> \param[in,out] H
94: *> \verbatim
95: *> H is COMPLEX*16 array, dimension (LDH,N)
96: *> On entry, the upper Hessenberg matrix H.
97: *> On exit, if INFO = 0 and JOB = 'S', H contains the upper
98: *> triangular matrix T from the Schur decomposition (the
99: *> Schur form). If INFO = 0 and JOB = 'E', the contents of
100: *> H are unspecified on exit. (The output value of H when
101: *> INFO.GT.0 is given under the description of INFO below.)
102: *>
103: *> Unlike earlier versions of ZHSEQR, this subroutine may
104: *> explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
105: *> or j = IHI+1, IHI+2, ... N.
106: *> \endverbatim
107: *>
108: *> \param[in] LDH
109: *> \verbatim
110: *> LDH is INTEGER
111: *> The leading dimension of the array H. LDH .GE. max(1,N).
112: *> \endverbatim
113: *>
114: *> \param[out] W
115: *> \verbatim
116: *> W is COMPLEX*16 array, dimension (N)
117: *> The computed eigenvalues. If JOB = 'S', the eigenvalues are
118: *> stored in the same order as on the diagonal of the Schur
119: *> form returned in H, with W(i) = H(i,i).
120: *> \endverbatim
121: *>
122: *> \param[in,out] Z
123: *> \verbatim
124: *> Z is COMPLEX*16 array, dimension (LDZ,N)
125: *> If COMPZ = 'N', Z is not referenced.
126: *> If COMPZ = 'I', on entry Z need not be set and on exit,
127: *> if INFO = 0, Z contains the unitary matrix Z of the Schur
128: *> vectors of H. If COMPZ = 'V', on entry Z must contain an
129: *> N-by-N matrix Q, which is assumed to be equal to the unit
130: *> matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
131: *> if INFO = 0, Z contains Q*Z.
132: *> Normally Q is the unitary matrix generated by ZUNGHR
133: *> after the call to ZGEHRD which formed the Hessenberg matrix
134: *> H. (The output value of Z when INFO.GT.0 is given under
135: *> the description of INFO below.)
136: *> \endverbatim
137: *>
138: *> \param[in] LDZ
139: *> \verbatim
140: *> LDZ is INTEGER
141: *> The leading dimension of the array Z. if COMPZ = 'I' or
142: *> COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
143: *> \endverbatim
144: *>
145: *> \param[out] WORK
146: *> \verbatim
147: *> WORK is COMPLEX*16 array, dimension (LWORK)
148: *> On exit, if INFO = 0, WORK(1) returns an estimate of
149: *> the optimal value for LWORK.
150: *> \endverbatim
151: *>
152: *> \param[in] LWORK
153: *> \verbatim
154: *> LWORK is INTEGER
155: *> The dimension of the array WORK. LWORK .GE. max(1,N)
156: *> is sufficient and delivers very good and sometimes
157: *> optimal performance. However, LWORK as large as 11*N
158: *> may be required for optimal performance. A workspace
159: *> query is recommended to determine the optimal workspace
160: *> size.
161: *>
162: *> If LWORK = -1, then ZHSEQR does a workspace query.
163: *> In this case, ZHSEQR checks the input parameters and
164: *> estimates the optimal workspace size for the given
165: *> values of N, ILO and IHI. The estimate is returned
166: *> in WORK(1). No error message related to LWORK is
167: *> issued by XERBLA. Neither H nor Z are accessed.
168: *> \endverbatim
169: *>
170: *> \param[out] INFO
171: *> \verbatim
172: *> INFO is INTEGER
173: *> = 0: successful exit
174: *> .LT. 0: if INFO = -i, the i-th argument had an illegal
175: *> value
176: *> .GT. 0: if INFO = i, ZHSEQR failed to compute all of
177: *> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
178: *> and WI contain those eigenvalues which have been
179: *> successfully computed. (Failures are rare.)
180: *>
181: *> If INFO .GT. 0 and JOB = 'E', then on exit, the
182: *> remaining unconverged eigenvalues are the eigen-
183: *> values of the upper Hessenberg matrix rows and
184: *> columns ILO through INFO of the final, output
185: *> value of H.
186: *>
187: *> If INFO .GT. 0 and JOB = 'S', then on exit
188: *>
189: *> (*) (initial value of H)*U = U*(final value of H)
190: *>
191: *> where U is a unitary matrix. The final
192: *> value of H is upper Hessenberg and triangular in
193: *> rows and columns INFO+1 through IHI.
194: *>
195: *> If INFO .GT. 0 and COMPZ = 'V', then on exit
196: *>
197: *> (final value of Z) = (initial value of Z)*U
198: *>
199: *> where U is the unitary matrix in (*) (regard-
200: *> less of the value of JOB.)
201: *>
202: *> If INFO .GT. 0 and COMPZ = 'I', then on exit
203: *> (final value of Z) = U
204: *> where U is the unitary matrix in (*) (regard-
205: *> less of the value of JOB.)
206: *>
207: *> If INFO .GT. 0 and COMPZ = 'N', then Z is not
208: *> accessed.
209: *> \endverbatim
210: *
211: * Authors:
212: * ========
213: *
214: *> \author Univ. of Tennessee
215: *> \author Univ. of California Berkeley
216: *> \author Univ. of Colorado Denver
217: *> \author NAG Ltd.
218: *
219: *> \date November 2011
220: *
221: *> \ingroup complex16OTHERcomputational
222: *
223: *> \par Contributors:
224: * ==================
225: *>
226: *> Karen Braman and Ralph Byers, Department of Mathematics,
227: *> University of Kansas, USA
228: *
229: *> \par Further Details:
230: * =====================
231: *>
232: *> \verbatim
233: *>
234: *> Default values supplied by
235: *> ILAENV(ISPEC,'ZHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
236: *> It is suggested that these defaults be adjusted in order
237: *> to attain best performance in each particular
238: *> computational environment.
239: *>
240: *> ISPEC=12: The ZLAHQR vs ZLAQR0 crossover point.
241: *> Default: 75. (Must be at least 11.)
242: *>
243: *> ISPEC=13: Recommended deflation window size.
244: *> This depends on ILO, IHI and NS. NS is the
245: *> number of simultaneous shifts returned
246: *> by ILAENV(ISPEC=15). (See ISPEC=15 below.)
247: *> The default for (IHI-ILO+1).LE.500 is NS.
248: *> The default for (IHI-ILO+1).GT.500 is 3*NS/2.
249: *>
250: *> ISPEC=14: Nibble crossover point. (See IPARMQ for
251: *> details.) Default: 14% of deflation window
252: *> size.
253: *>
254: *> ISPEC=15: Number of simultaneous shifts in a multishift
255: *> QR iteration.
256: *>
257: *> If IHI-ILO+1 is ...
258: *>
259: *> greater than ...but less ... the
260: *> or equal to ... than default is
261: *>
262: *> 1 30 NS = 2(+)
263: *> 30 60 NS = 4(+)
264: *> 60 150 NS = 10(+)
265: *> 150 590 NS = **
266: *> 590 3000 NS = 64
267: *> 3000 6000 NS = 128
268: *> 6000 infinity NS = 256
269: *>
270: *> (+) By default some or all matrices of this order
271: *> are passed to the implicit double shift routine
272: *> ZLAHQR and this parameter is ignored. See
273: *> ISPEC=12 above and comments in IPARMQ for
274: *> details.
275: *>
276: *> (**) The asterisks (**) indicate an ad-hoc
277: *> function of N increasing from 10 to 64.
278: *>
279: *> ISPEC=16: Select structured matrix multiply.
280: *> If the number of simultaneous shifts (specified
281: *> by ISPEC=15) is less than 14, then the default
282: *> for ISPEC=16 is 0. Otherwise the default for
283: *> ISPEC=16 is 2.
284: *> \endverbatim
285: *
286: *> \par References:
287: * ================
288: *>
289: *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
290: *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
291: *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
292: *> 929--947, 2002.
293: *> \n
294: *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
295: *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
296: *> of Matrix Analysis, volume 23, pages 948--973, 2002.
297: *
298: * =====================================================================
299: SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
300: $ WORK, LWORK, INFO )
301: *
302: * -- LAPACK computational routine (version 3.4.0) --
303: * -- LAPACK is a software package provided by Univ. of Tennessee, --
304: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
305: * November 2011
306: *
307: * .. Scalar Arguments ..
308: INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
309: CHARACTER COMPZ, JOB
310: * ..
311: * .. Array Arguments ..
312: COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
313: * ..
314: *
315: * =====================================================================
316: *
317: * .. Parameters ..
318: *
319: * ==== Matrices of order NTINY or smaller must be processed by
320: * . ZLAHQR because of insufficient subdiagonal scratch space.
321: * . (This is a hard limit.) ====
322: INTEGER NTINY
323: PARAMETER ( NTINY = 11 )
324: *
325: * ==== NL allocates some local workspace to help small matrices
326: * . through a rare ZLAHQR failure. NL .GT. NTINY = 11 is
327: * . required and NL .LE. NMIN = ILAENV(ISPEC=12,...) is recom-
328: * . mended. (The default value of NMIN is 75.) Using NL = 49
329: * . allows up to six simultaneous shifts and a 16-by-16
330: * . deflation window. ====
331: INTEGER NL
332: PARAMETER ( NL = 49 )
333: COMPLEX*16 ZERO, ONE
334: PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
335: $ ONE = ( 1.0d0, 0.0d0 ) )
336: DOUBLE PRECISION RZERO
337: PARAMETER ( RZERO = 0.0d0 )
338: * ..
339: * .. Local Arrays ..
340: COMPLEX*16 HL( NL, NL ), WORKL( NL )
341: * ..
342: * .. Local Scalars ..
343: INTEGER KBOT, NMIN
344: LOGICAL INITZ, LQUERY, WANTT, WANTZ
345: * ..
346: * .. External Functions ..
347: INTEGER ILAENV
348: LOGICAL LSAME
349: EXTERNAL ILAENV, LSAME
350: * ..
351: * .. External Subroutines ..
352: EXTERNAL XERBLA, ZCOPY, ZLACPY, ZLAHQR, ZLAQR0, ZLASET
353: * ..
354: * .. Intrinsic Functions ..
355: INTRINSIC DBLE, DCMPLX, MAX, MIN
356: * ..
357: * .. Executable Statements ..
358: *
359: * ==== Decode and check the input parameters. ====
360: *
361: WANTT = LSAME( JOB, 'S' )
362: INITZ = LSAME( COMPZ, 'I' )
363: WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
364: WORK( 1 ) = DCMPLX( DBLE( MAX( 1, N ) ), RZERO )
365: LQUERY = LWORK.EQ.-1
366: *
367: INFO = 0
368: IF( .NOT.LSAME( JOB, 'E' ) .AND. .NOT.WANTT ) THEN
369: INFO = -1
370: ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
371: INFO = -2
372: ELSE IF( N.LT.0 ) THEN
373: INFO = -3
374: ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
375: INFO = -4
376: ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
377: INFO = -5
378: ELSE IF( LDH.LT.MAX( 1, N ) ) THEN
379: INFO = -7
380: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
381: INFO = -10
382: ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
383: INFO = -12
384: END IF
385: *
386: IF( INFO.NE.0 ) THEN
387: *
388: * ==== Quick return in case of invalid argument. ====
389: *
390: CALL XERBLA( 'ZHSEQR', -INFO )
391: RETURN
392: *
393: ELSE IF( N.EQ.0 ) THEN
394: *
395: * ==== Quick return in case N = 0; nothing to do. ====
396: *
397: RETURN
398: *
399: ELSE IF( LQUERY ) THEN
400: *
401: * ==== Quick return in case of a workspace query ====
402: *
403: CALL ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI, Z,
404: $ LDZ, WORK, LWORK, INFO )
405: * ==== Ensure reported workspace size is backward-compatible with
406: * . previous LAPACK versions. ====
407: WORK( 1 ) = DCMPLX( MAX( DBLE( WORK( 1 ) ), DBLE( MAX( 1,
408: $ N ) ) ), RZERO )
409: RETURN
410: *
411: ELSE
412: *
413: * ==== copy eigenvalues isolated by ZGEBAL ====
414: *
415: IF( ILO.GT.1 )
416: $ CALL ZCOPY( ILO-1, H, LDH+1, W, 1 )
417: IF( IHI.LT.N )
418: $ CALL ZCOPY( N-IHI, H( IHI+1, IHI+1 ), LDH+1, W( IHI+1 ), 1 )
419: *
420: * ==== Initialize Z, if requested ====
421: *
422: IF( INITZ )
423: $ CALL ZLASET( 'A', N, N, ZERO, ONE, Z, LDZ )
424: *
425: * ==== Quick return if possible ====
426: *
427: IF( ILO.EQ.IHI ) THEN
428: W( ILO ) = H( ILO, ILO )
429: RETURN
430: END IF
431: *
432: * ==== ZLAHQR/ZLAQR0 crossover point ====
433: *
434: NMIN = ILAENV( 12, 'ZHSEQR', JOB( : 1 ) // COMPZ( : 1 ), N,
435: $ ILO, IHI, LWORK )
436: NMIN = MAX( NTINY, NMIN )
437: *
438: * ==== ZLAQR0 for big matrices; ZLAHQR for small ones ====
439: *
440: IF( N.GT.NMIN ) THEN
441: CALL ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
442: $ Z, LDZ, WORK, LWORK, INFO )
443: ELSE
444: *
445: * ==== Small matrix ====
446: *
447: CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
448: $ Z, LDZ, INFO )
449: *
450: IF( INFO.GT.0 ) THEN
451: *
452: * ==== A rare ZLAHQR failure! ZLAQR0 sometimes succeeds
453: * . when ZLAHQR fails. ====
454: *
455: KBOT = INFO
456: *
457: IF( N.GE.NL ) THEN
458: *
459: * ==== Larger matrices have enough subdiagonal scratch
460: * . space to call ZLAQR0 directly. ====
461: *
462: CALL ZLAQR0( WANTT, WANTZ, N, ILO, KBOT, H, LDH, W,
463: $ ILO, IHI, Z, LDZ, WORK, LWORK, INFO )
464: *
465: ELSE
466: *
467: * ==== Tiny matrices don't have enough subdiagonal
468: * . scratch space to benefit from ZLAQR0. Hence,
469: * . tiny matrices must be copied into a larger
470: * . array before calling ZLAQR0. ====
471: *
472: CALL ZLACPY( 'A', N, N, H, LDH, HL, NL )
473: HL( N+1, N ) = ZERO
474: CALL ZLASET( 'A', NL, NL-N, ZERO, ZERO, HL( 1, N+1 ),
475: $ NL )
476: CALL ZLAQR0( WANTT, WANTZ, NL, ILO, KBOT, HL, NL, W,
477: $ ILO, IHI, Z, LDZ, WORKL, NL, INFO )
478: IF( WANTT .OR. INFO.NE.0 )
479: $ CALL ZLACPY( 'A', N, N, HL, NL, H, LDH )
480: END IF
481: END IF
482: END IF
483: *
484: * ==== Clear out the trash, if necessary. ====
485: *
486: IF( ( WANTT .OR. INFO.NE.0 ) .AND. N.GT.2 )
487: $ CALL ZLASET( 'L', N-2, N-2, ZERO, ZERO, H( 3, 1 ), LDH )
488: *
489: * ==== Ensure reported workspace size is backward-compatible with
490: * . previous LAPACK versions. ====
491: *
492: WORK( 1 ) = DCMPLX( MAX( DBLE( MAX( 1, N ) ),
493: $ DBLE( WORK( 1 ) ) ), RZERO )
494: END IF
495: *
496: * ==== End of ZHSEQR ====
497: *
498: END
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