File:  [local] / rpl / lapack / lapack / zlaqr4.f
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Fri Aug 6 15:28:58 2010 UTC (13 years, 9 months ago) by bertrand
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    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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