Annotation of rpl/lapack/lapack/zlaqr4.f, revision 1.6

1.1       bertrand    1:       SUBROUTINE ZLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
                      2:      $                   IHIZ, Z, LDZ, WORK, LWORK, INFO )
                      3: *
                      4: *  -- LAPACK auxiliary routine (version 3.2) --
                      5: *     Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..
                      6: *     November 2006
                      7: *
                      8: *     .. Scalar Arguments ..
                      9:       INTEGER            IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
                     10:       LOGICAL            WANTT, WANTZ
                     11: *     ..
                     12: *     .. Array Arguments ..
                     13:       COMPLEX*16         H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
                     14: *     ..
                     15: *
                     16: *     This subroutine implements one level of recursion for ZLAQR0.
                     17: *     It is a complete implementation of the small bulge multi-shift
                     18: *     QR algorithm.  It may be called by ZLAQR0 and, for large enough
                     19: *     deflation window size, it may be called by ZLAQR3.  This
                     20: *     subroutine is identical to ZLAQR0 except that it calls ZLAQR2
                     21: *     instead of ZLAQR3.
                     22: *
                     23: *     Purpose
                     24: *     =======
                     25: *
                     26: *     ZLAQR4 computes the eigenvalues of a Hessenberg matrix H
                     27: *     and, optionally, the matrices T and Z from the Schur decomposition
                     28: *     H = Z T Z**H, where T is an upper triangular matrix (the
                     29: *     Schur form), and Z is the unitary matrix of Schur vectors.
                     30: *
                     31: *     Optionally Z may be postmultiplied into an input unitary
                     32: *     matrix Q so that this routine can give the Schur factorization
                     33: *     of a matrix A which has been reduced to the Hessenberg form H
                     34: *     by the unitary matrix Q:  A = Q*H*Q**H = (QZ)*H*(QZ)**H.
                     35: *
                     36: *     Arguments
                     37: *     =========
                     38: *
                     39: *     WANTT   (input) LOGICAL
                     40: *          = .TRUE. : the full Schur form T is required;
                     41: *          = .FALSE.: only eigenvalues are required.
                     42: *
                     43: *     WANTZ   (input) LOGICAL
                     44: *          = .TRUE. : the matrix of Schur vectors Z is required;
                     45: *          = .FALSE.: Schur vectors are not required.
                     46: *
                     47: *     N     (input) INTEGER
                     48: *           The order of the matrix H.  N .GE. 0.
                     49: *
                     50: *     ILO   (input) INTEGER
                     51: *     IHI   (input) INTEGER
                     52: *           It is assumed that H is already upper triangular in rows
                     53: *           and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
                     54: *           H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
                     55: *           previous call to ZGEBAL, and then passed to ZGEHRD when the
                     56: *           matrix output by ZGEBAL is reduced to Hessenberg form.
                     57: *           Otherwise, ILO and IHI should be set to 1 and N,
                     58: *           respectively.  If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
                     59: *           If N = 0, then ILO = 1 and IHI = 0.
                     60: *
                     61: *     H     (input/output) COMPLEX*16 array, dimension (LDH,N)
                     62: *           On entry, the upper Hessenberg matrix H.
                     63: *           On exit, if INFO = 0 and WANTT is .TRUE., then H
                     64: *           contains the upper triangular matrix T from the Schur
                     65: *           decomposition (the Schur form). If INFO = 0 and WANT is
                     66: *           .FALSE., then the contents of H are unspecified on exit.
                     67: *           (The output value of H when INFO.GT.0 is given under the
                     68: *           description of INFO below.)
                     69: *
                     70: *           This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
                     71: *           j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
                     72: *
                     73: *     LDH   (input) INTEGER
                     74: *           The leading dimension of the array H. LDH .GE. max(1,N).
                     75: *
                     76: *     W        (output) COMPLEX*16 array, dimension (N)
                     77: *           The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
                     78: *           in W(ILO:IHI). If WANTT is .TRUE., then the eigenvalues are
                     79: *           stored in the same order as on the diagonal of the Schur
                     80: *           form returned in H, with W(i) = H(i,i).
                     81: *
                     82: *     Z     (input/output) COMPLEX*16 array, dimension (LDZ,IHI)
                     83: *           If WANTZ is .FALSE., then Z is not referenced.
                     84: *           If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
                     85: *           replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
                     86: *           orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
                     87: *           (The output value of Z when INFO.GT.0 is given under
                     88: *           the description of INFO below.)
                     89: *
                     90: *     LDZ   (input) INTEGER
                     91: *           The leading dimension of the array Z.  if WANTZ is .TRUE.
                     92: *           then LDZ.GE.MAX(1,IHIZ).  Otherwize, LDZ.GE.1.
                     93: *
                     94: *     WORK  (workspace/output) COMPLEX*16 array, dimension LWORK
                     95: *           On exit, if LWORK = -1, WORK(1) returns an estimate of
                     96: *           the optimal value for LWORK.
                     97: *
                     98: *     LWORK (input) INTEGER
                     99: *           The dimension of the array WORK.  LWORK .GE. max(1,N)
                    100: *           is sufficient, but LWORK typically as large as 6*N may
                    101: *           be required for optimal performance.  A workspace query
                    102: *           to determine the optimal workspace size is recommended.
                    103: *
                    104: *           If LWORK = -1, then ZLAQR4 does a workspace query.
                    105: *           In this case, ZLAQR4 checks the input parameters and
                    106: *           estimates the optimal workspace size for the given
                    107: *           values of N, ILO and IHI.  The estimate is returned
                    108: *           in WORK(1).  No error message related to LWORK is
                    109: *           issued by XERBLA.  Neither H nor Z are accessed.
                    110: *
                    111: *
                    112: *     INFO  (output) INTEGER
                    113: *             =  0:  successful exit
                    114: *           .GT. 0:  if INFO = i, ZLAQR4 failed to compute all of
                    115: *                the eigenvalues.  Elements 1:ilo-1 and i+1:n of WR
                    116: *                and WI contain those eigenvalues which have been
                    117: *                successfully computed.  (Failures are rare.)
                    118: *
                    119: *                If INFO .GT. 0 and WANT is .FALSE., then on exit,
                    120: *                the remaining unconverged eigenvalues are the eigen-
                    121: *                values of the upper Hessenberg matrix rows and
                    122: *                columns ILO through INFO of the final, output
                    123: *                value of H.
                    124: *
                    125: *                If INFO .GT. 0 and WANTT is .TRUE., then on exit
                    126: *
                    127: *           (*)  (initial value of H)*U  = U*(final value of H)
                    128: *
                    129: *                where U is a unitary matrix.  The final
                    130: *                value of  H is upper Hessenberg and triangular in
                    131: *                rows and columns INFO+1 through IHI.
                    132: *
                    133: *                If INFO .GT. 0 and WANTZ is .TRUE., then on exit
                    134: *
                    135: *                  (final value of Z(ILO:IHI,ILOZ:IHIZ)
                    136: *                   =  (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
                    137: *
                    138: *                where U is the unitary matrix in (*) (regard-
                    139: *                less of the value of WANTT.)
                    140: *
                    141: *                If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
                    142: *                accessed.
                    143: *
                    144: *     ================================================================
                    145: *     Based on contributions by
                    146: *        Karen Braman and Ralph Byers, Department of Mathematics,
                    147: *        University of Kansas, USA
                    148: *
                    149: *     ================================================================
                    150: *     References:
                    151: *       K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
                    152: *       Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
                    153: *       Performance, SIAM Journal of Matrix Analysis, volume 23, pages
                    154: *       929--947, 2002.
                    155: *
                    156: *       K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
                    157: *       Algorithm Part II: Aggressive Early Deflation, SIAM Journal
                    158: *       of Matrix Analysis, volume 23, pages 948--973, 2002.
                    159: *
                    160: *     ================================================================
                    161: *     .. Parameters ..
                    162: *
                    163: *     ==== Matrices of order NTINY or smaller must be processed by
                    164: *     .    ZLAHQR because of insufficient subdiagonal scratch space.
                    165: *     .    (This is a hard limit.) ====
                    166:       INTEGER            NTINY
                    167:       PARAMETER          ( NTINY = 11 )
                    168: *
                    169: *     ==== Exceptional deflation windows:  try to cure rare
                    170: *     .    slow convergence by varying the size of the
                    171: *     .    deflation window after KEXNW iterations. ====
                    172:       INTEGER            KEXNW
                    173:       PARAMETER          ( KEXNW = 5 )
                    174: *
                    175: *     ==== Exceptional shifts: try to cure rare slow convergence
                    176: *     .    with ad-hoc exceptional shifts every KEXSH iterations.
                    177: *     .    ====
                    178:       INTEGER            KEXSH
                    179:       PARAMETER          ( KEXSH = 6 )
                    180: *
                    181: *     ==== The constant WILK1 is used to form the exceptional
                    182: *     .    shifts. ====
                    183:       DOUBLE PRECISION   WILK1
                    184:       PARAMETER          ( WILK1 = 0.75d0 )
                    185:       COMPLEX*16         ZERO, ONE
                    186:       PARAMETER          ( ZERO = ( 0.0d0, 0.0d0 ),
                    187:      $                   ONE = ( 1.0d0, 0.0d0 ) )
                    188:       DOUBLE PRECISION   TWO
                    189:       PARAMETER          ( TWO = 2.0d0 )
                    190: *     ..
                    191: *     .. Local Scalars ..
                    192:       COMPLEX*16         AA, BB, CC, CDUM, DD, DET, RTDISC, SWAP, TR2
                    193:       DOUBLE PRECISION   S
                    194:       INTEGER            I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
                    195:      $                   KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
                    196:      $                   LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
                    197:      $                   NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
                    198:       LOGICAL            SORTED
                    199:       CHARACTER          JBCMPZ*2
                    200: *     ..
                    201: *     .. External Functions ..
                    202:       INTEGER            ILAENV
                    203:       EXTERNAL           ILAENV
                    204: *     ..
                    205: *     .. Local Arrays ..
                    206:       COMPLEX*16         ZDUM( 1, 1 )
                    207: *     ..
                    208: *     .. External Subroutines ..
                    209:       EXTERNAL           ZLACPY, ZLAHQR, ZLAQR2, ZLAQR5
                    210: *     ..
                    211: *     .. Intrinsic Functions ..
                    212:       INTRINSIC          ABS, DBLE, DCMPLX, DIMAG, INT, MAX, MIN, MOD,
                    213:      $                   SQRT
                    214: *     ..
                    215: *     .. Statement Functions ..
                    216:       DOUBLE PRECISION   CABS1
                    217: *     ..
                    218: *     .. Statement Function definitions ..
                    219:       CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
                    220: *     ..
                    221: *     .. Executable Statements ..
                    222:       INFO = 0
                    223: *
                    224: *     ==== Quick return for N = 0: nothing to do. ====
                    225: *
                    226:       IF( N.EQ.0 ) THEN
                    227:          WORK( 1 ) = ONE
                    228:          RETURN
                    229:       END IF
                    230: *
                    231:       IF( N.LE.NTINY ) THEN
                    232: *
                    233: *        ==== Tiny matrices must use ZLAHQR. ====
                    234: *
                    235:          LWKOPT = 1
                    236:          IF( LWORK.NE.-1 )
                    237:      $      CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
                    238:      $                   IHIZ, Z, LDZ, INFO )
                    239:       ELSE
                    240: *
                    241: *        ==== Use small bulge multi-shift QR with aggressive early
                    242: *        .    deflation on larger-than-tiny matrices. ====
                    243: *
                    244: *        ==== Hope for the best. ====
                    245: *
                    246:          INFO = 0
                    247: *
                    248: *        ==== Set up job flags for ILAENV. ====
                    249: *
                    250:          IF( WANTT ) THEN
                    251:             JBCMPZ( 1: 1 ) = 'S'
                    252:          ELSE
                    253:             JBCMPZ( 1: 1 ) = 'E'
                    254:          END IF
                    255:          IF( WANTZ ) THEN
                    256:             JBCMPZ( 2: 2 ) = 'V'
                    257:          ELSE
                    258:             JBCMPZ( 2: 2 ) = 'N'
                    259:          END IF
                    260: *
                    261: *        ==== NWR = recommended deflation window size.  At this
                    262: *        .    point,  N .GT. NTINY = 11, so there is enough
                    263: *        .    subdiagonal workspace for NWR.GE.2 as required.
                    264: *        .    (In fact, there is enough subdiagonal space for
                    265: *        .    NWR.GE.3.) ====
                    266: *
                    267:          NWR = ILAENV( 13, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
                    268:          NWR = MAX( 2, NWR )
                    269:          NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
                    270: *
                    271: *        ==== NSR = recommended number of simultaneous shifts.
                    272: *        .    At this point N .GT. NTINY = 11, so there is at
                    273: *        .    enough subdiagonal workspace for NSR to be even
                    274: *        .    and greater than or equal to two as required. ====
                    275: *
                    276:          NSR = ILAENV( 15, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
                    277:          NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
                    278:          NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
                    279: *
                    280: *        ==== Estimate optimal workspace ====
                    281: *
                    282: *        ==== Workspace query call to ZLAQR2 ====
                    283: *
                    284:          CALL ZLAQR2( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
                    285:      $                IHIZ, Z, LDZ, LS, LD, W, H, LDH, N, H, LDH, N, H,
                    286:      $                LDH, WORK, -1 )
                    287: *
                    288: *        ==== Optimal workspace = MAX(ZLAQR5, ZLAQR2) ====
                    289: *
                    290:          LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
                    291: *
                    292: *        ==== Quick return in case of workspace query. ====
                    293: *
                    294:          IF( LWORK.EQ.-1 ) THEN
                    295:             WORK( 1 ) = DCMPLX( LWKOPT, 0 )
                    296:             RETURN
                    297:          END IF
                    298: *
                    299: *        ==== ZLAHQR/ZLAQR0 crossover point ====
                    300: *
                    301:          NMIN = ILAENV( 12, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
                    302:          NMIN = MAX( NTINY, NMIN )
                    303: *
                    304: *        ==== Nibble crossover point ====
                    305: *
                    306:          NIBBLE = ILAENV( 14, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
                    307:          NIBBLE = MAX( 0, NIBBLE )
                    308: *
                    309: *        ==== Accumulate reflections during ttswp?  Use block
                    310: *        .    2-by-2 structure during matrix-matrix multiply? ====
                    311: *
                    312:          KACC22 = ILAENV( 16, 'ZLAQR4', JBCMPZ, N, ILO, IHI, LWORK )
                    313:          KACC22 = MAX( 0, KACC22 )
                    314:          KACC22 = MIN( 2, KACC22 )
                    315: *
                    316: *        ==== NWMAX = the largest possible deflation window for
                    317: *        .    which there is sufficient workspace. ====
                    318: *
                    319:          NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
                    320:          NW = NWMAX
                    321: *
                    322: *        ==== NSMAX = the Largest number of simultaneous shifts
                    323: *        .    for which there is sufficient workspace. ====
                    324: *
                    325:          NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
                    326:          NSMAX = NSMAX - MOD( NSMAX, 2 )
                    327: *
                    328: *        ==== NDFL: an iteration count restarted at deflation. ====
                    329: *
                    330:          NDFL = 1
                    331: *
                    332: *        ==== ITMAX = iteration limit ====
                    333: *
                    334:          ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
                    335: *
                    336: *        ==== Last row and column in the active block ====
                    337: *
                    338:          KBOT = IHI
                    339: *
                    340: *        ==== Main Loop ====
                    341: *
                    342:          DO 70 IT = 1, ITMAX
                    343: *
                    344: *           ==== Done when KBOT falls below ILO ====
                    345: *
                    346:             IF( KBOT.LT.ILO )
                    347:      $         GO TO 80
                    348: *
                    349: *           ==== Locate active block ====
                    350: *
                    351:             DO 10 K = KBOT, ILO + 1, -1
                    352:                IF( H( K, K-1 ).EQ.ZERO )
                    353:      $            GO TO 20
                    354:    10       CONTINUE
                    355:             K = ILO
                    356:    20       CONTINUE
                    357:             KTOP = K
                    358: *
                    359: *           ==== Select deflation window size:
                    360: *           .    Typical Case:
                    361: *           .      If possible and advisable, nibble the entire
                    362: *           .      active block.  If not, use size MIN(NWR,NWMAX)
                    363: *           .      or MIN(NWR+1,NWMAX) depending upon which has
                    364: *           .      the smaller corresponding subdiagonal entry
                    365: *           .      (a heuristic).
                    366: *           .
                    367: *           .    Exceptional Case:
                    368: *           .      If there have been no deflations in KEXNW or
                    369: *           .      more iterations, then vary the deflation window
                    370: *           .      size.   At first, because, larger windows are,
                    371: *           .      in general, more powerful than smaller ones,
                    372: *           .      rapidly increase the window to the maximum possible.
                    373: *           .      Then, gradually reduce the window size. ====
                    374: *
                    375:             NH = KBOT - KTOP + 1
                    376:             NWUPBD = MIN( NH, NWMAX )
                    377:             IF( NDFL.LT.KEXNW ) THEN
                    378:                NW = MIN( NWUPBD, NWR )
                    379:             ELSE
                    380:                NW = MIN( NWUPBD, 2*NW )
                    381:             END IF
                    382:             IF( NW.LT.NWMAX ) THEN
                    383:                IF( NW.GE.NH-1 ) THEN
                    384:                   NW = NH
                    385:                ELSE
                    386:                   KWTOP = KBOT - NW + 1
                    387:                   IF( CABS1( H( KWTOP, KWTOP-1 ) ).GT.
                    388:      $                CABS1( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
                    389:                END IF
                    390:             END IF
                    391:             IF( NDFL.LT.KEXNW ) THEN
                    392:                NDEC = -1
                    393:             ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
                    394:                NDEC = NDEC + 1
                    395:                IF( NW-NDEC.LT.2 )
                    396:      $            NDEC = 0
                    397:                NW = NW - NDEC
                    398:             END IF
                    399: *
                    400: *           ==== Aggressive early deflation:
                    401: *           .    split workspace under the subdiagonal into
                    402: *           .      - an nw-by-nw work array V in the lower
                    403: *           .        left-hand-corner,
                    404: *           .      - an NW-by-at-least-NW-but-more-is-better
                    405: *           .        (NW-by-NHO) horizontal work array along
                    406: *           .        the bottom edge,
                    407: *           .      - an at-least-NW-but-more-is-better (NHV-by-NW)
                    408: *           .        vertical work array along the left-hand-edge.
                    409: *           .        ====
                    410: *
                    411:             KV = N - NW + 1
                    412:             KT = NW + 1
                    413:             NHO = ( N-NW-1 ) - KT + 1
                    414:             KWV = NW + 2
                    415:             NVE = ( N-NW ) - KWV + 1
                    416: *
                    417: *           ==== Aggressive early deflation ====
                    418: *
                    419:             CALL ZLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
                    420:      $                   IHIZ, Z, LDZ, LS, LD, W, H( KV, 1 ), LDH, NHO,
                    421:      $                   H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH, WORK,
                    422:      $                   LWORK )
                    423: *
                    424: *           ==== Adjust KBOT accounting for new deflations. ====
                    425: *
                    426:             KBOT = KBOT - LD
                    427: *
                    428: *           ==== KS points to the shifts. ====
                    429: *
                    430:             KS = KBOT - LS + 1
                    431: *
                    432: *           ==== Skip an expensive QR sweep if there is a (partly
                    433: *           .    heuristic) reason to expect that many eigenvalues
                    434: *           .    will deflate without it.  Here, the QR sweep is
                    435: *           .    skipped if many eigenvalues have just been deflated
                    436: *           .    or if the remaining active block is small.
                    437: *
                    438:             IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
                    439:      $          KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
                    440: *
                    441: *              ==== NS = nominal number of simultaneous shifts.
                    442: *              .    This may be lowered (slightly) if ZLAQR2
                    443: *              .    did not provide that many shifts. ====
                    444: *
                    445:                NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
                    446:                NS = NS - MOD( NS, 2 )
                    447: *
                    448: *              ==== If there have been no deflations
                    449: *              .    in a multiple of KEXSH iterations,
                    450: *              .    then try exceptional shifts.
                    451: *              .    Otherwise use shifts provided by
                    452: *              .    ZLAQR2 above or from the eigenvalues
                    453: *              .    of a trailing principal submatrix. ====
                    454: *
                    455:                IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
                    456:                   KS = KBOT - NS + 1
                    457:                   DO 30 I = KBOT, KS + 1, -2
                    458:                      W( I ) = H( I, I ) + WILK1*CABS1( H( I, I-1 ) )
                    459:                      W( I-1 ) = W( I )
                    460:    30             CONTINUE
                    461:                ELSE
                    462: *
                    463: *                 ==== Got NS/2 or fewer shifts? Use ZLAHQR
                    464: *                 .    on a trailing principal submatrix to
                    465: *                 .    get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
                    466: *                 .    there is enough space below the subdiagonal
                    467: *                 .    to fit an NS-by-NS scratch array.) ====
                    468: *
                    469:                   IF( KBOT-KS+1.LE.NS / 2 ) THEN
                    470:                      KS = KBOT - NS + 1
                    471:                      KT = N - NS + 1
                    472:                      CALL ZLACPY( 'A', NS, NS, H( KS, KS ), LDH,
                    473:      $                            H( KT, 1 ), LDH )
                    474:                      CALL ZLAHQR( .false., .false., NS, 1, NS,
                    475:      $                            H( KT, 1 ), LDH, W( KS ), 1, 1, ZDUM,
                    476:      $                            1, INF )
                    477:                      KS = KS + INF
                    478: *
                    479: *                    ==== In case of a rare QR failure use
                    480: *                    .    eigenvalues of the trailing 2-by-2
                    481: *                    .    principal submatrix.  Scale to avoid
                    482: *                    .    overflows, underflows and subnormals.
                    483: *                    .    (The scale factor S can not be zero,
                    484: *                    .    because H(KBOT,KBOT-1) is nonzero.) ====
                    485: *
                    486:                      IF( KS.GE.KBOT ) THEN
                    487:                         S = CABS1( H( KBOT-1, KBOT-1 ) ) +
                    488:      $                      CABS1( H( KBOT, KBOT-1 ) ) +
                    489:      $                      CABS1( H( KBOT-1, KBOT ) ) +
                    490:      $                      CABS1( H( KBOT, KBOT ) )
                    491:                         AA = H( KBOT-1, KBOT-1 ) / S
                    492:                         CC = H( KBOT, KBOT-1 ) / S
                    493:                         BB = H( KBOT-1, KBOT ) / S
                    494:                         DD = H( KBOT, KBOT ) / S
                    495:                         TR2 = ( AA+DD ) / TWO
                    496:                         DET = ( AA-TR2 )*( DD-TR2 ) - BB*CC
                    497:                         RTDISC = SQRT( -DET )
                    498:                         W( KBOT-1 ) = ( TR2+RTDISC )*S
                    499:                         W( KBOT ) = ( TR2-RTDISC )*S
                    500: *
                    501:                         KS = KBOT - 1
                    502:                      END IF
                    503:                   END IF
                    504: *
                    505:                   IF( KBOT-KS+1.GT.NS ) THEN
                    506: *
                    507: *                    ==== Sort the shifts (Helps a little) ====
                    508: *
                    509:                      SORTED = .false.
                    510:                      DO 50 K = KBOT, KS + 1, -1
                    511:                         IF( SORTED )
                    512:      $                     GO TO 60
                    513:                         SORTED = .true.
                    514:                         DO 40 I = KS, K - 1
                    515:                            IF( CABS1( W( I ) ).LT.CABS1( W( I+1 ) ) )
                    516:      $                          THEN
                    517:                               SORTED = .false.
                    518:                               SWAP = W( I )
                    519:                               W( I ) = W( I+1 )
                    520:                               W( I+1 ) = SWAP
                    521:                            END IF
                    522:    40                   CONTINUE
                    523:    50                CONTINUE
                    524:    60                CONTINUE
                    525:                   END IF
                    526:                END IF
                    527: *
                    528: *              ==== If there are only two shifts, then use
                    529: *              .    only one.  ====
                    530: *
                    531:                IF( KBOT-KS+1.EQ.2 ) THEN
                    532:                   IF( CABS1( W( KBOT )-H( KBOT, KBOT ) ).LT.
                    533:      $                CABS1( W( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
                    534:                      W( KBOT-1 ) = W( KBOT )
                    535:                   ELSE
                    536:                      W( KBOT ) = W( KBOT-1 )
                    537:                   END IF
                    538:                END IF
                    539: *
                    540: *              ==== Use up to NS of the the smallest magnatiude
                    541: *              .    shifts.  If there aren't NS shifts available,
                    542: *              .    then use them all, possibly dropping one to
                    543: *              .    make the number of shifts even. ====
                    544: *
                    545:                NS = MIN( NS, KBOT-KS+1 )
                    546:                NS = NS - MOD( NS, 2 )
                    547:                KS = KBOT - NS + 1
                    548: *
                    549: *              ==== Small-bulge multi-shift QR sweep:
                    550: *              .    split workspace under the subdiagonal into
                    551: *              .    - a KDU-by-KDU work array U in the lower
                    552: *              .      left-hand-corner,
                    553: *              .    - a KDU-by-at-least-KDU-but-more-is-better
                    554: *              .      (KDU-by-NHo) horizontal work array WH along
                    555: *              .      the bottom edge,
                    556: *              .    - and an at-least-KDU-but-more-is-better-by-KDU
                    557: *              .      (NVE-by-KDU) vertical work WV arrow along
                    558: *              .      the left-hand-edge. ====
                    559: *
                    560:                KDU = 3*NS - 3
                    561:                KU = N - KDU + 1
                    562:                KWH = KDU + 1
                    563:                NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
                    564:                KWV = KDU + 4
                    565:                NVE = N - KDU - KWV + 1
                    566: *
                    567: *              ==== Small-bulge multi-shift QR sweep ====
                    568: *
                    569:                CALL ZLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
                    570:      $                      W( KS ), H, LDH, ILOZ, IHIZ, Z, LDZ, WORK,
                    571:      $                      3, H( KU, 1 ), LDH, NVE, H( KWV, 1 ), LDH,
                    572:      $                      NHO, H( KU, KWH ), LDH )
                    573:             END IF
                    574: *
                    575: *           ==== Note progress (or the lack of it). ====
                    576: *
                    577:             IF( LD.GT.0 ) THEN
                    578:                NDFL = 1
                    579:             ELSE
                    580:                NDFL = NDFL + 1
                    581:             END IF
                    582: *
                    583: *           ==== End of main loop ====
                    584:    70    CONTINUE
                    585: *
                    586: *        ==== Iteration limit exceeded.  Set INFO to show where
                    587: *        .    the problem occurred and exit. ====
                    588: *
                    589:          INFO = KBOT
                    590:    80    CONTINUE
                    591:       END IF
                    592: *
                    593: *     ==== Return the optimal value of LWORK. ====
                    594: *
                    595:       WORK( 1 ) = DCMPLX( LWKOPT, 0 )
                    596: *
                    597: *     ==== End of ZLAQR4 ====
                    598: *
                    599:       END

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