dlaqr4.c
Go to the documentation of this file.
00001 /* dlaqr4.f -- translated by f2c (version 20061008).
00002    You must link the resulting object file with libf2c:
00003         on Microsoft Windows system, link with libf2c.lib;
00004         on Linux or Unix systems, link with .../path/to/libf2c.a -lm
00005         or, if you install libf2c.a in a standard place, with -lf2c -lm
00006         -- in that order, at the end of the command line, as in
00007                 cc *.o -lf2c -lm
00008         Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
00009 
00010                 http://www.netlib.org/f2c/libf2c.zip
00011 */
00012 
00013 #include "f2c.h"
00014 #include "blaswrap.h"
00015 
00016 /* Table of constant values */
00017 
00018 static integer c__13 = 13;
00019 static integer c__15 = 15;
00020 static integer c_n1 = -1;
00021 static integer c__12 = 12;
00022 static integer c__14 = 14;
00023 static integer c__16 = 16;
00024 static logical c_false = FALSE_;
00025 static integer c__1 = 1;
00026 static integer c__3 = 3;
00027 
00028 /* Subroutine */ int dlaqr4_(logical *wantt, logical *wantz, integer *n, 
00029         integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal 
00030         *wr, doublereal *wi, integer *iloz, integer *ihiz, doublereal *z__, 
00031         integer *ldz, doublereal *work, integer *lwork, integer *info)
00032 {
00033     /* System generated locals */
00034     integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4, i__5;
00035     doublereal d__1, d__2, d__3, d__4;
00036 
00037     /* Local variables */
00038     integer i__, k;
00039     doublereal aa, bb, cc, dd;
00040     integer ld;
00041     doublereal cs;
00042     integer nh, it, ks, kt;
00043     doublereal sn;
00044     integer ku, kv, ls, ns;
00045     doublereal ss;
00046     integer nw, inf, kdu, nho, nve, kwh, nsr, nwr, kwv, ndec, ndfl, kbot, 
00047             nmin;
00048     doublereal swap;
00049     integer ktop;
00050     doublereal zdum[1]  /* was [1][1] */;
00051     integer kacc22, itmax, nsmax, nwmax, kwtop;
00052     extern /* Subroutine */ int dlaqr2_(logical *, logical *, integer *, 
00053             integer *, integer *, integer *, doublereal *, integer *, integer 
00054             *, integer *, doublereal *, integer *, integer *, integer *, 
00055             doublereal *, doublereal *, doublereal *, integer *, integer *, 
00056             doublereal *, integer *, integer *, doublereal *, integer *, 
00057             doublereal *, integer *), dlanv2_(doublereal *, doublereal *, 
00058             doublereal *, doublereal *, doublereal *, doublereal *, 
00059             doublereal *, doublereal *, doublereal *, doublereal *), dlaqr5_(
00060             logical *, logical *, integer *, integer *, integer *, integer *, 
00061             integer *, doublereal *, doublereal *, doublereal *, integer *, 
00062             integer *, integer *, doublereal *, integer *, doublereal *, 
00063             integer *, doublereal *, integer *, integer *, doublereal *, 
00064             integer *, integer *, doublereal *, integer *);
00065     integer nibble;
00066     extern /* Subroutine */ int dlahqr_(logical *, logical *, integer *, 
00067             integer *, integer *, doublereal *, integer *, doublereal *, 
00068             doublereal *, integer *, integer *, doublereal *, integer *, 
00069             integer *), dlacpy_(char *, integer *, integer *, doublereal *, 
00070             integer *, doublereal *, integer *);
00071     extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
00072             integer *, integer *);
00073     char jbcmpz[2];
00074     integer nwupbd;
00075     logical sorted;
00076     integer lwkopt;
00077 
00078 
00079 /*  -- LAPACK auxiliary routine (version 3.2) -- */
00080 /*     Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd.. */
00081 /*     November 2006 */
00082 
00083 /*     .. Scalar Arguments .. */
00084 /*     .. */
00085 /*     .. Array Arguments .. */
00086 /*     .. */
00087 
00088 /*     This subroutine implements one level of recursion for DLAQR0. */
00089 /*     It is a complete implementation of the small bulge multi-shift */
00090 /*     QR algorithm.  It may be called by DLAQR0 and, for large enough */
00091 /*     deflation window size, it may be called by DLAQR3.  This */
00092 /*     subroutine is identical to DLAQR0 except that it calls DLAQR2 */
00093 /*     instead of DLAQR3. */
00094 
00095 /*     Purpose */
00096 /*     ======= */
00097 
00098 /*     DLAQR4 computes the eigenvalues of a Hessenberg matrix H */
00099 /*     and, optionally, the matrices T and Z from the Schur decomposition */
00100 /*     H = Z T Z**T, where T is an upper quasi-triangular matrix (the */
00101 /*     Schur form), and Z is the orthogonal matrix of Schur vectors. */
00102 
00103 /*     Optionally Z may be postmultiplied into an input orthogonal */
00104 /*     matrix Q so that this routine can give the Schur factorization */
00105 /*     of a matrix A which has been reduced to the Hessenberg form H */
00106 /*     by the orthogonal matrix Q:  A = Q*H*Q**T = (QZ)*T*(QZ)**T. */
00107 
00108 /*     Arguments */
00109 /*     ========= */
00110 
00111 /*     WANTT   (input) LOGICAL */
00112 /*          = .TRUE. : the full Schur form T is required; */
00113 /*          = .FALSE.: only eigenvalues are required. */
00114 
00115 /*     WANTZ   (input) LOGICAL */
00116 /*          = .TRUE. : the matrix of Schur vectors Z is required; */
00117 /*          = .FALSE.: Schur vectors are not required. */
00118 
00119 /*     N     (input) INTEGER */
00120 /*           The order of the matrix H.  N .GE. 0. */
00121 
00122 /*     ILO   (input) INTEGER */
00123 /*     IHI   (input) INTEGER */
00124 /*           It is assumed that H is already upper triangular in rows */
00125 /*           and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1, */
00126 /*           H(ILO,ILO-1) is zero. ILO and IHI are normally set by a */
00127 /*           previous call to DGEBAL, and then passed to DGEHRD when the */
00128 /*           matrix output by DGEBAL is reduced to Hessenberg form. */
00129 /*           Otherwise, ILO and IHI should be set to 1 and N, */
00130 /*           respectively.  If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. */
00131 /*           If N = 0, then ILO = 1 and IHI = 0. */
00132 
00133 /*     H     (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
00134 /*           On entry, the upper Hessenberg matrix H. */
00135 /*           On exit, if INFO = 0 and WANTT is .TRUE., then H contains */
00136 /*           the upper quasi-triangular matrix T from the Schur */
00137 /*           decomposition (the Schur form); 2-by-2 diagonal blocks */
00138 /*           (corresponding to complex conjugate pairs of eigenvalues) */
00139 /*           are returned in standard form, with H(i,i) = H(i+1,i+1) */
00140 /*           and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is */
00141 /*           .FALSE., then the contents of H are unspecified on exit. */
00142 /*           (The output value of H when INFO.GT.0 is given under the */
00143 /*           description of INFO below.) */
00144 
00145 /*           This subroutine may explicitly set H(i,j) = 0 for i.GT.j and */
00146 /*           j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. */
00147 
00148 /*     LDH   (input) INTEGER */
00149 /*           The leading dimension of the array H. LDH .GE. max(1,N). */
00150 
00151 /*     WR    (output) DOUBLE PRECISION array, dimension (IHI) */
00152 /*     WI    (output) DOUBLE PRECISION array, dimension (IHI) */
00153 /*           The real and imaginary parts, respectively, of the computed */
00154 /*           eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI) */
00155 /*           and WI(ILO:IHI). If two eigenvalues are computed as a */
00156 /*           complex conjugate pair, they are stored in consecutive */
00157 /*           elements of WR and WI, say the i-th and (i+1)th, with */
00158 /*           WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then */
00159 /*           the eigenvalues are stored in the same order as on the */
00160 /*           diagonal of the Schur form returned in H, with */
00161 /*           WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal */
00162 /*           block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and */
00163 /*           WI(i+1) = -WI(i). */
00164 
00165 /*     ILOZ     (input) INTEGER */
00166 /*     IHIZ     (input) INTEGER */
00167 /*           Specify the rows of Z to which transformations must be */
00168 /*           applied if WANTZ is .TRUE.. */
00169 /*           1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. */
00170 
00171 /*     Z     (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) */
00172 /*           If WANTZ is .FALSE., then Z is not referenced. */
00173 /*           If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is */
00174 /*           replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the */
00175 /*           orthogonal Schur factor of H(ILO:IHI,ILO:IHI). */
00176 /*           (The output value of Z when INFO.GT.0 is given under */
00177 /*           the description of INFO below.) */
00178 
00179 /*     LDZ   (input) INTEGER */
00180 /*           The leading dimension of the array Z.  if WANTZ is .TRUE. */
00181 /*           then LDZ.GE.MAX(1,IHIZ).  Otherwize, LDZ.GE.1. */
00182 
00183 /*     WORK  (workspace/output) DOUBLE PRECISION array, dimension LWORK */
00184 /*           On exit, if LWORK = -1, WORK(1) returns an estimate of */
00185 /*           the optimal value for LWORK. */
00186 
00187 /*     LWORK (input) INTEGER */
00188 /*           The dimension of the array WORK.  LWORK .GE. max(1,N) */
00189 /*           is sufficient, but LWORK typically as large as 6*N may */
00190 /*           be required for optimal performance.  A workspace query */
00191 /*           to determine the optimal workspace size is recommended. */
00192 
00193 /*           If LWORK = -1, then DLAQR4 does a workspace query. */
00194 /*           In this case, DLAQR4 checks the input parameters and */
00195 /*           estimates the optimal workspace size for the given */
00196 /*           values of N, ILO and IHI.  The estimate is returned */
00197 /*           in WORK(1).  No error message related to LWORK is */
00198 /*           issued by XERBLA.  Neither H nor Z are accessed. */
00199 
00200 
00201 /*     INFO  (output) INTEGER */
00202 /*             =  0:  successful exit */
00203 /*           .GT. 0:  if INFO = i, DLAQR4 failed to compute all of */
00204 /*                the eigenvalues.  Elements 1:ilo-1 and i+1:n of WR */
00205 /*                and WI contain those eigenvalues which have been */
00206 /*                successfully computed.  (Failures are rare.) */
00207 
00208 /*                If INFO .GT. 0 and WANT is .FALSE., then on exit, */
00209 /*                the remaining unconverged eigenvalues are the eigen- */
00210 /*                values of the upper Hessenberg matrix rows and */
00211 /*                columns ILO through INFO of the final, output */
00212 /*                value of H. */
00213 
00214 /*                If INFO .GT. 0 and WANTT is .TRUE., then on exit */
00215 
00216 /*           (*)  (initial value of H)*U  = U*(final value of H) */
00217 
00218 /*                where U is an orthogonal matrix.  The final */
00219 /*                value of H is upper Hessenberg and quasi-triangular */
00220 /*                in rows and columns INFO+1 through IHI. */
00221 
00222 /*                If INFO .GT. 0 and WANTZ is .TRUE., then on exit */
00223 
00224 /*                  (final value of Z(ILO:IHI,ILOZ:IHIZ) */
00225 /*                   =  (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U */
00226 
00227 /*                where U is the orthogonal matrix in (*) (regard- */
00228 /*                less of the value of WANTT.) */
00229 
00230 /*                If INFO .GT. 0 and WANTZ is .FALSE., then Z is not */
00231 /*                accessed. */
00232 
00233 /*     ================================================================ */
00234 /*     Based on contributions by */
00235 /*        Karen Braman and Ralph Byers, Department of Mathematics, */
00236 /*        University of Kansas, USA */
00237 
00238 /*     ================================================================ */
00239 /*     References: */
00240 /*       K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
00241 /*       Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 */
00242 /*       Performance, SIAM Journal of Matrix Analysis, volume 23, pages */
00243 /*       929--947, 2002. */
00244 
00245 /*       K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
00246 /*       Algorithm Part II: Aggressive Early Deflation, SIAM Journal */
00247 /*       of Matrix Analysis, volume 23, pages 948--973, 2002. */
00248 
00249 /*     ================================================================ */
00250 /*     .. Parameters .. */
00251 
00252 /*     ==== Matrices of order NTINY or smaller must be processed by */
00253 /*     .    DLAHQR because of insufficient subdiagonal scratch space. */
00254 /*     .    (This is a hard limit.) ==== */
00255 
00256 /*     ==== Exceptional deflation windows:  try to cure rare */
00257 /*     .    slow convergence by varying the size of the */
00258 /*     .    deflation window after KEXNW iterations. ==== */
00259 
00260 /*     ==== Exceptional shifts: try to cure rare slow convergence */
00261 /*     .    with ad-hoc exceptional shifts every KEXSH iterations. */
00262 /*     .    ==== */
00263 
00264 /*     ==== The constants WILK1 and WILK2 are used to form the */
00265 /*     .    exceptional shifts. ==== */
00266 /*     .. */
00267 /*     .. Local Scalars .. */
00268 /*     .. */
00269 /*     .. External Functions .. */
00270 /*     .. */
00271 /*     .. Local Arrays .. */
00272 /*     .. */
00273 /*     .. External Subroutines .. */
00274 /*     .. */
00275 /*     .. Intrinsic Functions .. */
00276 /*     .. */
00277 /*     .. Executable Statements .. */
00278     /* Parameter adjustments */
00279     h_dim1 = *ldh;
00280     h_offset = 1 + h_dim1;
00281     h__ -= h_offset;
00282     --wr;
00283     --wi;
00284     z_dim1 = *ldz;
00285     z_offset = 1 + z_dim1;
00286     z__ -= z_offset;
00287     --work;
00288 
00289     /* Function Body */
00290     *info = 0;
00291 
00292 /*     ==== Quick return for N = 0: nothing to do. ==== */
00293 
00294     if (*n == 0) {
00295         work[1] = 1.;
00296         return 0;
00297     }
00298 
00299     if (*n <= 11) {
00300 
00301 /*        ==== Tiny matrices must use DLAHQR. ==== */
00302 
00303         lwkopt = 1;
00304         if (*lwork != -1) {
00305             dlahqr_(wantt, wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &
00306                     wi[1], iloz, ihiz, &z__[z_offset], ldz, info);
00307         }
00308     } else {
00309 
00310 /*        ==== Use small bulge multi-shift QR with aggressive early */
00311 /*        .    deflation on larger-than-tiny matrices. ==== */
00312 
00313 /*        ==== Hope for the best. ==== */
00314 
00315         *info = 0;
00316 
00317 /*        ==== Set up job flags for ILAENV. ==== */
00318 
00319         if (*wantt) {
00320             *(unsigned char *)jbcmpz = 'S';
00321         } else {
00322             *(unsigned char *)jbcmpz = 'E';
00323         }
00324         if (*wantz) {
00325             *(unsigned char *)&jbcmpz[1] = 'V';
00326         } else {
00327             *(unsigned char *)&jbcmpz[1] = 'N';
00328         }
00329 
00330 /*        ==== NWR = recommended deflation window size.  At this */
00331 /*        .    point,  N .GT. NTINY = 11, so there is enough */
00332 /*        .    subdiagonal workspace for NWR.GE.2 as required. */
00333 /*        .    (In fact, there is enough subdiagonal space for */
00334 /*        .    NWR.GE.3.) ==== */
00335 
00336         nwr = ilaenv_(&c__13, "DLAQR4", jbcmpz, n, ilo, ihi, lwork);
00337         nwr = max(2,nwr);
00338 /* Computing MIN */
00339         i__1 = *ihi - *ilo + 1, i__2 = (*n - 1) / 3, i__1 = min(i__1,i__2);
00340         nwr = min(i__1,nwr);
00341 
00342 /*        ==== NSR = recommended number of simultaneous shifts. */
00343 /*        .    At this point N .GT. NTINY = 11, so there is at */
00344 /*        .    enough subdiagonal workspace for NSR to be even */
00345 /*        .    and greater than or equal to two as required. ==== */
00346 
00347         nsr = ilaenv_(&c__15, "DLAQR4", jbcmpz, n, ilo, ihi, lwork);
00348 /* Computing MIN */
00349         i__1 = nsr, i__2 = (*n + 6) / 9, i__1 = min(i__1,i__2), i__2 = *ihi - 
00350                 *ilo;
00351         nsr = min(i__1,i__2);
00352 /* Computing MAX */
00353         i__1 = 2, i__2 = nsr - nsr % 2;
00354         nsr = max(i__1,i__2);
00355 
00356 /*        ==== Estimate optimal workspace ==== */
00357 
00358 /*        ==== Workspace query call to DLAQR2 ==== */
00359 
00360         i__1 = nwr + 1;
00361         dlaqr2_(wantt, wantz, n, ilo, ihi, &i__1, &h__[h_offset], ldh, iloz, 
00362                 ihiz, &z__[z_offset], ldz, &ls, &ld, &wr[1], &wi[1], &h__[
00363                 h_offset], ldh, n, &h__[h_offset], ldh, n, &h__[h_offset], 
00364                 ldh, &work[1], &c_n1);
00365 
00366 /*        ==== Optimal workspace = MAX(DLAQR5, DLAQR2) ==== */
00367 
00368 /* Computing MAX */
00369         i__1 = nsr * 3 / 2, i__2 = (integer) work[1];
00370         lwkopt = max(i__1,i__2);
00371 
00372 /*        ==== Quick return in case of workspace query. ==== */
00373 
00374         if (*lwork == -1) {
00375             work[1] = (doublereal) lwkopt;
00376             return 0;
00377         }
00378 
00379 /*        ==== DLAHQR/DLAQR0 crossover point ==== */
00380 
00381         nmin = ilaenv_(&c__12, "DLAQR4", jbcmpz, n, ilo, ihi, lwork);
00382         nmin = max(11,nmin);
00383 
00384 /*        ==== Nibble crossover point ==== */
00385 
00386         nibble = ilaenv_(&c__14, "DLAQR4", jbcmpz, n, ilo, ihi, lwork);
00387         nibble = max(0,nibble);
00388 
00389 /*        ==== Accumulate reflections during ttswp?  Use block */
00390 /*        .    2-by-2 structure during matrix-matrix multiply? ==== */
00391 
00392         kacc22 = ilaenv_(&c__16, "DLAQR4", jbcmpz, n, ilo, ihi, lwork);
00393         kacc22 = max(0,kacc22);
00394         kacc22 = min(2,kacc22);
00395 
00396 /*        ==== NWMAX = the largest possible deflation window for */
00397 /*        .    which there is sufficient workspace. ==== */
00398 
00399 /* Computing MIN */
00400         i__1 = (*n - 1) / 3, i__2 = *lwork / 2;
00401         nwmax = min(i__1,i__2);
00402         nw = nwmax;
00403 
00404 /*        ==== NSMAX = the Largest number of simultaneous shifts */
00405 /*        .    for which there is sufficient workspace. ==== */
00406 
00407 /* Computing MIN */
00408         i__1 = (*n + 6) / 9, i__2 = (*lwork << 1) / 3;
00409         nsmax = min(i__1,i__2);
00410         nsmax -= nsmax % 2;
00411 
00412 /*        ==== NDFL: an iteration count restarted at deflation. ==== */
00413 
00414         ndfl = 1;
00415 
00416 /*        ==== ITMAX = iteration limit ==== */
00417 
00418 /* Computing MAX */
00419         i__1 = 10, i__2 = *ihi - *ilo + 1;
00420         itmax = max(i__1,i__2) * 30;
00421 
00422 /*        ==== Last row and column in the active block ==== */
00423 
00424         kbot = *ihi;
00425 
00426 /*        ==== Main Loop ==== */
00427 
00428         i__1 = itmax;
00429         for (it = 1; it <= i__1; ++it) {
00430 
00431 /*           ==== Done when KBOT falls below ILO ==== */
00432 
00433             if (kbot < *ilo) {
00434                 goto L90;
00435             }
00436 
00437 /*           ==== Locate active block ==== */
00438 
00439             i__2 = *ilo + 1;
00440             for (k = kbot; k >= i__2; --k) {
00441                 if (h__[k + (k - 1) * h_dim1] == 0.) {
00442                     goto L20;
00443                 }
00444 /* L10: */
00445             }
00446             k = *ilo;
00447 L20:
00448             ktop = k;
00449 
00450 /*           ==== Select deflation window size: */
00451 /*           .    Typical Case: */
00452 /*           .      If possible and advisable, nibble the entire */
00453 /*           .      active block.  If not, use size MIN(NWR,NWMAX) */
00454 /*           .      or MIN(NWR+1,NWMAX) depending upon which has */
00455 /*           .      the smaller corresponding subdiagonal entry */
00456 /*           .      (a heuristic). */
00457 /*           . */
00458 /*           .    Exceptional Case: */
00459 /*           .      If there have been no deflations in KEXNW or */
00460 /*           .      more iterations, then vary the deflation window */
00461 /*           .      size.   At first, because, larger windows are, */
00462 /*           .      in general, more powerful than smaller ones, */
00463 /*           .      rapidly increase the window to the maximum possible. */
00464 /*           .      Then, gradually reduce the window size. ==== */
00465 
00466             nh = kbot - ktop + 1;
00467             nwupbd = min(nh,nwmax);
00468             if (ndfl < 5) {
00469                 nw = min(nwupbd,nwr);
00470             } else {
00471 /* Computing MIN */
00472                 i__2 = nwupbd, i__3 = nw << 1;
00473                 nw = min(i__2,i__3);
00474             }
00475             if (nw < nwmax) {
00476                 if (nw >= nh - 1) {
00477                     nw = nh;
00478                 } else {
00479                     kwtop = kbot - nw + 1;
00480                     if ((d__1 = h__[kwtop + (kwtop - 1) * h_dim1], abs(d__1)) 
00481                             > (d__2 = h__[kwtop - 1 + (kwtop - 2) * h_dim1], 
00482                             abs(d__2))) {
00483                         ++nw;
00484                     }
00485                 }
00486             }
00487             if (ndfl < 5) {
00488                 ndec = -1;
00489             } else if (ndec >= 0 || nw >= nwupbd) {
00490                 ++ndec;
00491                 if (nw - ndec < 2) {
00492                     ndec = 0;
00493                 }
00494                 nw -= ndec;
00495             }
00496 
00497 /*           ==== Aggressive early deflation: */
00498 /*           .    split workspace under the subdiagonal into */
00499 /*           .      - an nw-by-nw work array V in the lower */
00500 /*           .        left-hand-corner, */
00501 /*           .      - an NW-by-at-least-NW-but-more-is-better */
00502 /*           .        (NW-by-NHO) horizontal work array along */
00503 /*           .        the bottom edge, */
00504 /*           .      - an at-least-NW-but-more-is-better (NHV-by-NW) */
00505 /*           .        vertical work array along the left-hand-edge. */
00506 /*           .        ==== */
00507 
00508             kv = *n - nw + 1;
00509             kt = nw + 1;
00510             nho = *n - nw - 1 - kt + 1;
00511             kwv = nw + 2;
00512             nve = *n - nw - kwv + 1;
00513 
00514 /*           ==== Aggressive early deflation ==== */
00515 
00516             dlaqr2_(wantt, wantz, n, &ktop, &kbot, &nw, &h__[h_offset], ldh, 
00517                     iloz, ihiz, &z__[z_offset], ldz, &ls, &ld, &wr[1], &wi[1], 
00518                      &h__[kv + h_dim1], ldh, &nho, &h__[kv + kt * h_dim1], 
00519                     ldh, &nve, &h__[kwv + h_dim1], ldh, &work[1], lwork);
00520 
00521 /*           ==== Adjust KBOT accounting for new deflations. ==== */
00522 
00523             kbot -= ld;
00524 
00525 /*           ==== KS points to the shifts. ==== */
00526 
00527             ks = kbot - ls + 1;
00528 
00529 /*           ==== Skip an expensive QR sweep if there is a (partly */
00530 /*           .    heuristic) reason to expect that many eigenvalues */
00531 /*           .    will deflate without it.  Here, the QR sweep is */
00532 /*           .    skipped if many eigenvalues have just been deflated */
00533 /*           .    or if the remaining active block is small. */
00534 
00535             if (ld == 0 || ld * 100 <= nw * nibble && kbot - ktop + 1 > min(
00536                     nmin,nwmax)) {
00537 
00538 /*              ==== NS = nominal number of simultaneous shifts. */
00539 /*              .    This may be lowered (slightly) if DLAQR2 */
00540 /*              .    did not provide that many shifts. ==== */
00541 
00542 /* Computing MIN */
00543 /* Computing MAX */
00544                 i__4 = 2, i__5 = kbot - ktop;
00545                 i__2 = min(nsmax,nsr), i__3 = max(i__4,i__5);
00546                 ns = min(i__2,i__3);
00547                 ns -= ns % 2;
00548 
00549 /*              ==== If there have been no deflations */
00550 /*              .    in a multiple of KEXSH iterations, */
00551 /*              .    then try exceptional shifts. */
00552 /*              .    Otherwise use shifts provided by */
00553 /*              .    DLAQR2 above or from the eigenvalues */
00554 /*              .    of a trailing principal submatrix. ==== */
00555 
00556                 if (ndfl % 6 == 0) {
00557                     ks = kbot - ns + 1;
00558 /* Computing MAX */
00559                     i__3 = ks + 1, i__4 = ktop + 2;
00560                     i__2 = max(i__3,i__4);
00561                     for (i__ = kbot; i__ >= i__2; i__ += -2) {
00562                         ss = (d__1 = h__[i__ + (i__ - 1) * h_dim1], abs(d__1))
00563                                  + (d__2 = h__[i__ - 1 + (i__ - 2) * h_dim1], 
00564                                 abs(d__2));
00565                         aa = ss * .75 + h__[i__ + i__ * h_dim1];
00566                         bb = ss;
00567                         cc = ss * -.4375;
00568                         dd = aa;
00569                         dlanv2_(&aa, &bb, &cc, &dd, &wr[i__ - 1], &wi[i__ - 1]
00570 , &wr[i__], &wi[i__], &cs, &sn);
00571 /* L30: */
00572                     }
00573                     if (ks == ktop) {
00574                         wr[ks + 1] = h__[ks + 1 + (ks + 1) * h_dim1];
00575                         wi[ks + 1] = 0.;
00576                         wr[ks] = wr[ks + 1];
00577                         wi[ks] = wi[ks + 1];
00578                     }
00579                 } else {
00580 
00581 /*                 ==== Got NS/2 or fewer shifts? Use DLAHQR */
00582 /*                 .    on a trailing principal submatrix to */
00583 /*                 .    get more. (Since NS.LE.NSMAX.LE.(N+6)/9, */
00584 /*                 .    there is enough space below the subdiagonal */
00585 /*                 .    to fit an NS-by-NS scratch array.) ==== */
00586 
00587                     if (kbot - ks + 1 <= ns / 2) {
00588                         ks = kbot - ns + 1;
00589                         kt = *n - ns + 1;
00590                         dlacpy_("A", &ns, &ns, &h__[ks + ks * h_dim1], ldh, &
00591                                 h__[kt + h_dim1], ldh);
00592                         dlahqr_(&c_false, &c_false, &ns, &c__1, &ns, &h__[kt 
00593                                 + h_dim1], ldh, &wr[ks], &wi[ks], &c__1, &
00594                                 c__1, zdum, &c__1, &inf);
00595                         ks += inf;
00596 
00597 /*                    ==== In case of a rare QR failure use */
00598 /*                    .    eigenvalues of the trailing 2-by-2 */
00599 /*                    .    principal submatrix.  ==== */
00600 
00601                         if (ks >= kbot) {
00602                             aa = h__[kbot - 1 + (kbot - 1) * h_dim1];
00603                             cc = h__[kbot + (kbot - 1) * h_dim1];
00604                             bb = h__[kbot - 1 + kbot * h_dim1];
00605                             dd = h__[kbot + kbot * h_dim1];
00606                             dlanv2_(&aa, &bb, &cc, &dd, &wr[kbot - 1], &wi[
00607                                     kbot - 1], &wr[kbot], &wi[kbot], &cs, &sn)
00608                                     ;
00609                             ks = kbot - 1;
00610                         }
00611                     }
00612 
00613                     if (kbot - ks + 1 > ns) {
00614 
00615 /*                    ==== Sort the shifts (Helps a little) */
00616 /*                    .    Bubble sort keeps complex conjugate */
00617 /*                    .    pairs together. ==== */
00618 
00619                         sorted = FALSE_;
00620                         i__2 = ks + 1;
00621                         for (k = kbot; k >= i__2; --k) {
00622                             if (sorted) {
00623                                 goto L60;
00624                             }
00625                             sorted = TRUE_;
00626                             i__3 = k - 1;
00627                             for (i__ = ks; i__ <= i__3; ++i__) {
00628                                 if ((d__1 = wr[i__], abs(d__1)) + (d__2 = wi[
00629                                         i__], abs(d__2)) < (d__3 = wr[i__ + 1]
00630                                         , abs(d__3)) + (d__4 = wi[i__ + 1], 
00631                                         abs(d__4))) {
00632                                     sorted = FALSE_;
00633 
00634                                     swap = wr[i__];
00635                                     wr[i__] = wr[i__ + 1];
00636                                     wr[i__ + 1] = swap;
00637 
00638                                     swap = wi[i__];
00639                                     wi[i__] = wi[i__ + 1];
00640                                     wi[i__ + 1] = swap;
00641                                 }
00642 /* L40: */
00643                             }
00644 /* L50: */
00645                         }
00646 L60:
00647                         ;
00648                     }
00649 
00650 /*                 ==== Shuffle shifts into pairs of real shifts */
00651 /*                 .    and pairs of complex conjugate shifts */
00652 /*                 .    assuming complex conjugate shifts are */
00653 /*                 .    already adjacent to one another. (Yes, */
00654 /*                 .    they are.)  ==== */
00655 
00656                     i__2 = ks + 2;
00657                     for (i__ = kbot; i__ >= i__2; i__ += -2) {
00658                         if (wi[i__] != -wi[i__ - 1]) {
00659 
00660                             swap = wr[i__];
00661                             wr[i__] = wr[i__ - 1];
00662                             wr[i__ - 1] = wr[i__ - 2];
00663                             wr[i__ - 2] = swap;
00664 
00665                             swap = wi[i__];
00666                             wi[i__] = wi[i__ - 1];
00667                             wi[i__ - 1] = wi[i__ - 2];
00668                             wi[i__ - 2] = swap;
00669                         }
00670 /* L70: */
00671                     }
00672                 }
00673 
00674 /*              ==== If there are only two shifts and both are */
00675 /*              .    real, then use only one.  ==== */
00676 
00677                 if (kbot - ks + 1 == 2) {
00678                     if (wi[kbot] == 0.) {
00679                         if ((d__1 = wr[kbot] - h__[kbot + kbot * h_dim1], abs(
00680                                 d__1)) < (d__2 = wr[kbot - 1] - h__[kbot + 
00681                                 kbot * h_dim1], abs(d__2))) {
00682                             wr[kbot - 1] = wr[kbot];
00683                         } else {
00684                             wr[kbot] = wr[kbot - 1];
00685                         }
00686                     }
00687                 }
00688 
00689 /*              ==== Use up to NS of the the smallest magnatiude */
00690 /*              .    shifts.  If there aren't NS shifts available, */
00691 /*              .    then use them all, possibly dropping one to */
00692 /*              .    make the number of shifts even. ==== */
00693 
00694 /* Computing MIN */
00695                 i__2 = ns, i__3 = kbot - ks + 1;
00696                 ns = min(i__2,i__3);
00697                 ns -= ns % 2;
00698                 ks = kbot - ns + 1;
00699 
00700 /*              ==== Small-bulge multi-shift QR sweep: */
00701 /*              .    split workspace under the subdiagonal into */
00702 /*              .    - a KDU-by-KDU work array U in the lower */
00703 /*              .      left-hand-corner, */
00704 /*              .    - a KDU-by-at-least-KDU-but-more-is-better */
00705 /*              .      (KDU-by-NHo) horizontal work array WH along */
00706 /*              .      the bottom edge, */
00707 /*              .    - and an at-least-KDU-but-more-is-better-by-KDU */
00708 /*              .      (NVE-by-KDU) vertical work WV arrow along */
00709 /*              .      the left-hand-edge. ==== */
00710 
00711                 kdu = ns * 3 - 3;
00712                 ku = *n - kdu + 1;
00713                 kwh = kdu + 1;
00714                 nho = *n - kdu - 3 - (kdu + 1) + 1;
00715                 kwv = kdu + 4;
00716                 nve = *n - kdu - kwv + 1;
00717 
00718 /*              ==== Small-bulge multi-shift QR sweep ==== */
00719 
00720                 dlaqr5_(wantt, wantz, &kacc22, n, &ktop, &kbot, &ns, &wr[ks], 
00721                         &wi[ks], &h__[h_offset], ldh, iloz, ihiz, &z__[
00722                         z_offset], ldz, &work[1], &c__3, &h__[ku + h_dim1], 
00723                         ldh, &nve, &h__[kwv + h_dim1], ldh, &nho, &h__[ku + 
00724                         kwh * h_dim1], ldh);
00725             }
00726 
00727 /*           ==== Note progress (or the lack of it). ==== */
00728 
00729             if (ld > 0) {
00730                 ndfl = 1;
00731             } else {
00732                 ++ndfl;
00733             }
00734 
00735 /*           ==== End of main loop ==== */
00736 /* L80: */
00737         }
00738 
00739 /*        ==== Iteration limit exceeded.  Set INFO to show where */
00740 /*        .    the problem occurred and exit. ==== */
00741 
00742         *info = kbot;
00743 L90:
00744         ;
00745     }
00746 
00747 /*     ==== Return the optimal value of LWORK. ==== */
00748 
00749     work[1] = (doublereal) lwkopt;
00750 
00751 /*     ==== End of DLAQR4 ==== */
00752 
00753     return 0;
00754 } /* dlaqr4_ */


swiftnav
Author(s):
autogenerated on Sat Jun 8 2019 18:55:46