numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/chgeqz.f	29446B	-rw-r--r--

*> \brief \b CHGEQZ
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CHGEQZ + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chgeqz.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chgeqz.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chgeqz.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
*                          ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
*                          RWORK, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          COMPQ, COMPZ, JOB
*       INTEGER            IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
*       ..
*       .. Array Arguments ..
*       REAL               RWORK( * )
*       COMPLEX            ALPHA( * ), BETA( * ), H( LDH, * ),
*      $                   Q( LDQ, * ), T( LDT, * ), WORK( * ),
*      $                   Z( LDZ, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
*> where H is an upper Hessenberg matrix and T is upper triangular,
*> using the single-shift QZ method.
*> Matrix pairs of this type are produced by the reduction to
*> generalized upper Hessenberg form of a complex matrix pair (A,B):
*>
*>    A = Q1*H*Z1**H,  B = Q1*T*Z1**H,
*>
*> as computed by CGGHRD.
*>
*> If JOB='S', then the Hessenberg-triangular pair (H,T) is
*> also reduced to generalized Schur form,
*>
*>    H = Q*S*Z**H,  T = Q*P*Z**H,
*>
*> where Q and Z are unitary matrices and S and P are upper triangular.
*>
*> Optionally, the unitary matrix Q from the generalized Schur
*> factorization may be postmultiplied into an input matrix Q1, and the
*> unitary matrix Z may be postmultiplied into an input matrix Z1.
*> If Q1 and Z1 are the unitary matrices from CGGHRD that reduced
*> the matrix pair (A,B) to generalized Hessenberg form, then the output
*> matrices Q1*Q and Z1*Z are the unitary factors from the generalized
*> Schur factorization of (A,B):
*>
*>    A = (Q1*Q)*S*(Z1*Z)**H,  B = (Q1*Q)*P*(Z1*Z)**H.
*>
*> To avoid overflow, eigenvalues of the matrix pair (H,T)
*> (equivalently, of (A,B)) are computed as a pair of complex values
*> (alpha,beta).  If beta is nonzero, lambda = alpha / beta is an
*> eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
*>    A*x = lambda*B*x
*> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
*> alternate form of the GNEP
*>    mu*A*y = B*y.
*> The values of alpha and beta for the i-th eigenvalue can be read
*> directly from the generalized Schur form:  alpha = S(i,i),
*> beta = P(i,i).
*>
*> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
*>      Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
*>      pp. 241--256.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] JOB
*> \verbatim
*>          JOB is CHARACTER*1
*>          = 'E': Compute eigenvalues only;
*>          = 'S': Computer eigenvalues and the Schur form.
*> \endverbatim
*>
*> \param[in] COMPQ
*> \verbatim
*>          COMPQ is CHARACTER*1
*>          = 'N': Left Schur vectors (Q) are not computed;
*>          = 'I': Q is initialized to the unit matrix and the matrix Q
*>                 of left Schur vectors of (H,T) is returned;
*>          = 'V': Q must contain a unitary matrix Q1 on entry and
*>                 the product Q1*Q is returned.
*> \endverbatim
*>
*> \param[in] COMPZ
*> \verbatim
*>          COMPZ is CHARACTER*1
*>          = 'N': Right Schur vectors (Z) are not computed;
*>          = 'I': Q is initialized to the unit matrix and the matrix Z
*>                 of right Schur vectors of (H,T) is returned;
*>          = 'V': Z must contain a unitary matrix Z1 on entry and
*>                 the product Z1*Z is returned.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrices H, T, Q, and Z.  N >= 0.
*> \endverbatim
*>
*> \param[in] ILO
*> \verbatim
*>          ILO is INTEGER
*> \endverbatim
*>
*> \param[in] IHI
*> \verbatim
*>          IHI is INTEGER
*>          ILO and IHI mark the rows and columns of H which are in
*>          Hessenberg form.  It is assumed that A is already upper
*>          triangular in rows and columns 1:ILO-1 and IHI+1:N.
*>          If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
*> \endverbatim
*>
*> \param[in,out] H
*> \verbatim
*>          H is COMPLEX array, dimension (LDH, N)
*>          On entry, the N-by-N upper Hessenberg matrix H.
*>          On exit, if JOB = 'S', H contains the upper triangular
*>          matrix S from the generalized Schur factorization.
*>          If JOB = 'E', the diagonal of H matches that of S, but
*>          the rest of H is unspecified.
*> \endverbatim
*>
*> \param[in] LDH
*> \verbatim
*>          LDH is INTEGER
*>          The leading dimension of the array H.  LDH >= max( 1, N ).
*> \endverbatim
*>
*> \param[in,out] T
*> \verbatim
*>          T is COMPLEX array, dimension (LDT, N)
*>          On entry, the N-by-N upper triangular matrix T.
*>          On exit, if JOB = 'S', T contains the upper triangular
*>          matrix P from the generalized Schur factorization.
*>          If JOB = 'E', the diagonal of T matches that of P, but
*>          the rest of T is unspecified.
*> \endverbatim
*>
*> \param[in] LDT
*> \verbatim
*>          LDT is INTEGER
*>          The leading dimension of the array T.  LDT >= max( 1, N ).
*> \endverbatim
*>
*> \param[out] ALPHA
*> \verbatim
*>          ALPHA is COMPLEX array, dimension (N)
*>          The complex scalars alpha that define the eigenvalues of
*>          GNEP.  ALPHA(i) = S(i,i) in the generalized Schur
*>          factorization.
*> \endverbatim
*>
*> \param[out] BETA
*> \verbatim
*>          BETA is COMPLEX array, dimension (N)
*>          The real non-negative scalars beta that define the
*>          eigenvalues of GNEP.  BETA(i) = P(i,i) in the generalized
*>          Schur factorization.
*>
*>          Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
*>          represent the j-th eigenvalue of the matrix pair (A,B), in
*>          one of the forms lambda = alpha/beta or mu = beta/alpha.
*>          Since either lambda or mu may overflow, they should not,
*>          in general, be computed.
*> \endverbatim
*>
*> \param[in,out] Q
*> \verbatim
*>          Q is COMPLEX array, dimension (LDQ, N)
*>          On entry, if COMPQ = 'V', the unitary matrix Q1 used in the
*>          reduction of (A,B) to generalized Hessenberg form.
*>          On exit, if COMPQ = 'I', the unitary matrix of left Schur
*>          vectors of (H,T), and if COMPQ = 'V', the unitary matrix of
*>          left Schur vectors of (A,B).
*>          Not referenced if COMPQ = 'N'.
*> \endverbatim
*>
*> \param[in] LDQ
*> \verbatim
*>          LDQ is INTEGER
*>          The leading dimension of the array Q.  LDQ >= 1.
*>          If COMPQ='V' or 'I', then LDQ >= N.
*> \endverbatim
*>
*> \param[in,out] Z
*> \verbatim
*>          Z is COMPLEX array, dimension (LDZ, N)
*>          On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
*>          reduction of (A,B) to generalized Hessenberg form.
*>          On exit, if COMPZ = 'I', the unitary matrix of right Schur
*>          vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
*>          right Schur vectors of (A,B).
*>          Not referenced if COMPZ = 'N'.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*>          LDZ is INTEGER
*>          The leading dimension of the array Z.  LDZ >= 1.
*>          If COMPZ='V' or 'I', then LDZ >= N.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
*>          On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is INTEGER
*>          The dimension of the array WORK.  LWORK >= max(1,N).
*>
*>          If LWORK = -1, then a workspace query is assumed; the routine
*>          only calculates the optimal size of the WORK array, returns
*>          this value as the first entry of the WORK array, and no error
*>          message related to LWORK is issued by XERBLA.
*> \endverbatim
*>
*> \param[out] RWORK
*> \verbatim
*>          RWORK is REAL array, dimension (N)
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit
*>          < 0: if INFO = -i, the i-th argument had an illegal value
*>          = 1,...,N: the QZ iteration did not converge.  (H,T) is not
*>                     in Schur form, but ALPHA(i) and BETA(i),
*>                     i=INFO+1,...,N should be correct.
*>          = N+1,...,2*N: the shift calculation failed.  (H,T) is not
*>                     in Schur form, but ALPHA(i) and BETA(i),
*>                     i=INFO-N+1,...,N should be correct.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup hgeqz
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  We assume that complex ABS works as long as its value is less than
*>  overflow.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T,
     $                   LDT,
     $                   ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
     $                   RWORK, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          COMPQ, COMPZ, JOB
      INTEGER            IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
*     ..
*     .. Array Arguments ..
      REAL               RWORK( * )
      COMPLEX            ALPHA( * ), BETA( * ), H( LDH, * ),
     $                   Q( LDQ, * ), T( LDT, * ), WORK( * ),
     $                   Z( LDZ, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      COMPLEX            CZERO, CONE
      PARAMETER          ( CZERO = ( 0.0E+0, 0.0E+0 ),
     $                   CONE = ( 1.0E+0, 0.0E+0 ) )
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
      REAL               HALF
      PARAMETER          ( HALF = 0.5E+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
      INTEGER            ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
     $                   ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER,
     $                   JR, MAXIT
      REAL               ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
     $                   C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
      COMPLEX            ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
     $                   CTEMP3, ESHIFT, S, SHIFT, SIGNBC,
     $                   U12, X, ABI12, Y
*     ..
*     .. External Functions ..
      COMPLEX            CLADIV
      LOGICAL            LSAME
      REAL               CLANHS, SLAMCH
      EXTERNAL           CLADIV, LSAME, CLANHS, SLAMCH
*     ..
*     .. External Subroutines ..
      EXTERNAL           CLARTG, CLASET, CROT, CSCAL, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, AIMAG, CMPLX, CONJG, MAX, MIN, REAL, SQRT
*     ..
*     .. Statement Functions ..
      REAL               ABS1
*     ..
*     .. Statement Function definitions ..
      ABS1( X ) = ABS( REAL( X ) ) + ABS( AIMAG( X ) )
*     ..
*     .. Executable Statements ..
*
*     Decode JOB, COMPQ, COMPZ
*
      IF( LSAME( JOB, 'E' ) ) THEN
         ILSCHR = .FALSE.
         ISCHUR = 1
      ELSE IF( LSAME( JOB, 'S' ) ) THEN
         ILSCHR = .TRUE.
         ISCHUR = 2
      ELSE
         ILSCHR = .TRUE.
         ISCHUR = 0
      END IF
*
      IF( LSAME( COMPQ, 'N' ) ) THEN
         ILQ = .FALSE.
         ICOMPQ = 1
      ELSE IF( LSAME( COMPQ, 'V' ) ) THEN
         ILQ = .TRUE.
         ICOMPQ = 2
      ELSE IF( LSAME( COMPQ, 'I' ) ) THEN
         ILQ = .TRUE.
         ICOMPQ = 3
      ELSE
         ILQ = .TRUE.
         ICOMPQ = 0
      END IF
*
      IF( LSAME( COMPZ, 'N' ) ) THEN
         ILZ = .FALSE.
         ICOMPZ = 1
      ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
         ILZ = .TRUE.
         ICOMPZ = 2
      ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
         ILZ = .TRUE.
         ICOMPZ = 3
      ELSE
         ILZ = .TRUE.
         ICOMPZ = 0
      END IF
*
*     Check Argument Values
*
      INFO = 0
      WORK( 1 ) = CMPLX( MAX( 1, N ) )
      LQUERY = ( LWORK.EQ.-1 )
      IF( ISCHUR.EQ.0 ) THEN
         INFO = -1
      ELSE IF( ICOMPQ.EQ.0 ) THEN
         INFO = -2
      ELSE IF( ICOMPZ.EQ.0 ) THEN
         INFO = -3
      ELSE IF( N.LT.0 ) THEN
         INFO = -4
      ELSE IF( ILO.LT.1 ) THEN
         INFO = -5
      ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN
         INFO = -6
      ELSE IF( LDH.LT.N ) THEN
         INFO = -8
      ELSE IF( LDT.LT.N ) THEN
         INFO = -10
      ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN
         INFO = -14
      ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN
         INFO = -16
      ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
         INFO = -18
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'CHGEQZ', -INFO )
         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
*     WORK( 1 ) = CMPLX( 1 )
      IF( N.LE.0 ) THEN
         WORK( 1 ) = CMPLX( 1 )
         RETURN
      END IF
*
*     Initialize Q and Z
*
      IF( ICOMPQ.EQ.3 )
     $   CALL CLASET( 'Full', N, N, CZERO, CONE, Q, LDQ )
      IF( ICOMPZ.EQ.3 )
     $   CALL CLASET( 'Full', N, N, CZERO, CONE, Z, LDZ )
*
*     Machine Constants
*
      IN = IHI + 1 - ILO
      SAFMIN = SLAMCH( 'S' )
      ULP = SLAMCH( 'E' )*SLAMCH( 'B' )
      ANORM = CLANHS( 'F', IN, H( ILO, ILO ), LDH, RWORK )
      BNORM = CLANHS( 'F', IN, T( ILO, ILO ), LDT, RWORK )
      ATOL = MAX( SAFMIN, ULP*ANORM )
      BTOL = MAX( SAFMIN, ULP*BNORM )
      ASCALE = ONE / MAX( SAFMIN, ANORM )
      BSCALE = ONE / MAX( SAFMIN, BNORM )
*
*
*     Set Eigenvalues IHI+1:N
*
      DO 10 J = IHI + 1, N
         ABSB = ABS( T( J, J ) )
         IF( ABSB.GT.SAFMIN ) THEN
            SIGNBC = CONJG( T( J, J ) / ABSB )
            T( J, J ) = ABSB
            IF( ILSCHR ) THEN
               CALL CSCAL( J-1, SIGNBC, T( 1, J ), 1 )
               CALL CSCAL( J, SIGNBC, H( 1, J ), 1 )
            ELSE
               CALL CSCAL( 1, SIGNBC, H( J, J ), 1 )
            END IF
            IF( ILZ )
     $         CALL CSCAL( N, SIGNBC, Z( 1, J ), 1 )
         ELSE
            T( J, J ) = CZERO
         END IF
         ALPHA( J ) = H( J, J )
         BETA( J ) = T( J, J )
   10 CONTINUE
*
*     If IHI < ILO, skip QZ steps
*
      IF( IHI.LT.ILO )
     $   GO TO 190
*
*     MAIN QZ ITERATION LOOP
*
*     Initialize dynamic indices
*
*     Eigenvalues ILAST+1:N have been found.
*        Column operations modify rows IFRSTM:whatever
*        Row operations modify columns whatever:ILASTM
*
*     If only eigenvalues are being computed, then
*        IFRSTM is the row of the last splitting row above row ILAST;
*        this is always at least ILO.
*     IITER counts iterations since the last eigenvalue was found,
*        to tell when to use an extraordinary shift.
*     MAXIT is the maximum number of QZ sweeps allowed.
*
      ILAST = IHI
      IF( ILSCHR ) THEN
         IFRSTM = 1
         ILASTM = N
      ELSE
         IFRSTM = ILO
         ILASTM = IHI
      END IF
      IITER = 0
      ESHIFT = CZERO
      MAXIT = 30*( IHI-ILO+1 )
*
      DO 170 JITER = 1, MAXIT
*
*        Check for too many iterations.
*
         IF( JITER.GT.MAXIT )
     $      GO TO 180
*
*        Split the matrix if possible.
*
*        Two tests:
*           1: H(j,j-1)=0  or  j=ILO
*           2: T(j,j)=0
*
*        Special case: j=ILAST
*
         IF( ILAST.EQ.ILO ) THEN
            GO TO 60
         ELSE
            IF( ABS1( H( ILAST, ILAST-1 ) ).LE.MAX( SAFMIN, ULP*( 
     $         ABS1( H( ILAST, ILAST ) ) + ABS1( H( ILAST-1, ILAST-1 ) 
     $         ) ) ) ) THEN
               H( ILAST, ILAST-1 ) = CZERO
               GO TO 60
            END IF
         END IF
*
         IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN
            T( ILAST, ILAST ) = CZERO
            GO TO 50
         END IF
*
*        General case: j<ILAST
*
         DO 40 J = ILAST - 1, ILO, -1
*
*           Test 1: for H(j,j-1)=0 or j=ILO
*
            IF( J.EQ.ILO ) THEN
               ILAZRO = .TRUE.
            ELSE
               IF( ABS1( H( J, J-1 ) ).LE.MAX( SAFMIN, ULP*( 
     $            ABS1( H( J, J ) ) + ABS1( H( J-1, J-1 ) ) 
     $            ) ) ) THEN
                  H( J, J-1 ) = CZERO
                  ILAZRO = .TRUE.
               ELSE
                  ILAZRO = .FALSE.
               END IF
            END IF
*
*           Test 2: for T(j,j)=0
*
            IF( ABS( T( J, J ) ).LT.BTOL ) THEN
               T( J, J ) = CZERO
*
*              Test 1a: Check for 2 consecutive small subdiagonals in A
*
               ILAZR2 = .FALSE.
               IF( .NOT.ILAZRO ) THEN
                  IF( ABS1( H( J, J-1 ) )*( ASCALE*ABS1( H( J+1,
     $                J ) ) ).LE.ABS1( H( J, J ) )*( ASCALE*ATOL ) )
     $                ILAZR2 = .TRUE.
               END IF
*
*              If both tests pass (1 & 2), i.e., the leading diagonal
*              element of B in the block is zero, split a 1x1 block off
*              at the top. (I.e., at the J-th row/column) The leading
*              diagonal element of the remainder can also be zero, so
*              this may have to be done repeatedly.
*
               IF( ILAZRO .OR. ILAZR2 ) THEN
                  DO 20 JCH = J, ILAST - 1
                     CTEMP = H( JCH, JCH )
                     CALL CLARTG( CTEMP, H( JCH+1, JCH ), C, S,
     $                            H( JCH, JCH ) )
                     H( JCH+1, JCH ) = CZERO
                     CALL CROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH,
     $                          H( JCH+1, JCH+1 ), LDH, C, S )
                     CALL CROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT,
     $                          T( JCH+1, JCH+1 ), LDT, C, S )
                     IF( ILQ )
     $                  CALL CROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ),
     $                             1,
     $                             C, CONJG( S ) )
                     IF( ILAZR2 )
     $                  H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C
                     ILAZR2 = .FALSE.
                     IF( ABS1( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
                        IF( JCH+1.GE.ILAST ) THEN
                           GO TO 60
                        ELSE
                           IFIRST = JCH + 1
                           GO TO 70
                        END IF
                     END IF
                     T( JCH+1, JCH+1 ) = CZERO
   20             CONTINUE
                  GO TO 50
               ELSE
*
*                 Only test 2 passed -- chase the zero to T(ILAST,ILAST)
*                 Then process as in the case T(ILAST,ILAST)=0
*
                  DO 30 JCH = J, ILAST - 1
                     CTEMP = T( JCH, JCH+1 )
                     CALL CLARTG( CTEMP, T( JCH+1, JCH+1 ), C, S,
     $                            T( JCH, JCH+1 ) )
                     T( JCH+1, JCH+1 ) = CZERO
                     IF( JCH.LT.ILASTM-1 )
     $                  CALL CROT( ILASTM-JCH-1, T( JCH, JCH+2 ),
     $                             LDT,
     $                             T( JCH+1, JCH+2 ), LDT, C, S )
                     CALL CROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH,
     $                          H( JCH+1, JCH-1 ), LDH, C, S )
                     IF( ILQ )
     $                  CALL CROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ),
     $                             1,
     $                             C, CONJG( S ) )
                     CTEMP = H( JCH+1, JCH )
                     CALL CLARTG( CTEMP, H( JCH+1, JCH-1 ), C, S,
     $                            H( JCH+1, JCH ) )
                     H( JCH+1, JCH-1 ) = CZERO
                     CALL CROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1,
     $                          H( IFRSTM, JCH-1 ), 1, C, S )
                     CALL CROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1,
     $                          T( IFRSTM, JCH-1 ), 1, C, S )
                     IF( ILZ )
     $                  CALL CROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ),
     $                             1,
     $                             C, S )
   30             CONTINUE
                  GO TO 50
               END IF
            ELSE IF( ILAZRO ) THEN
*
*              Only test 1 passed -- work on J:ILAST
*
               IFIRST = J
               GO TO 70
            END IF
*
*           Neither test passed -- try next J
*
   40    CONTINUE
*
*        (Drop-through is "impossible")
*
         INFO = 2*N + 1
         GO TO 210
*
*        T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
*        1x1 block.
*
   50    CONTINUE
         CTEMP = H( ILAST, ILAST )
         CALL CLARTG( CTEMP, H( ILAST, ILAST-1 ), C, S,
     $                H( ILAST, ILAST ) )
         H( ILAST, ILAST-1 ) = CZERO
         CALL CROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1,
     $              H( IFRSTM, ILAST-1 ), 1, C, S )
         CALL CROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1,
     $              T( IFRSTM, ILAST-1 ), 1, C, S )
         IF( ILZ )
     $      CALL CROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C,
     $                 S )
*
*        H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
*
   60    CONTINUE
         ABSB = ABS( T( ILAST, ILAST ) )
         IF( ABSB.GT.SAFMIN ) THEN
            SIGNBC = CONJG( T( ILAST, ILAST ) / ABSB )
            T( ILAST, ILAST ) = ABSB
            IF( ILSCHR ) THEN
               CALL CSCAL( ILAST-IFRSTM, SIGNBC, T( IFRSTM, ILAST ),
     $                     1 )
               CALL CSCAL( ILAST+1-IFRSTM, SIGNBC, H( IFRSTM,
     $                     ILAST ),
     $                     1 )
            ELSE
               CALL CSCAL( 1, SIGNBC, H( ILAST, ILAST ), 1 )
            END IF
            IF( ILZ )
     $         CALL CSCAL( N, SIGNBC, Z( 1, ILAST ), 1 )
         ELSE
            T( ILAST, ILAST ) = CZERO
         END IF
         ALPHA( ILAST ) = H( ILAST, ILAST )
         BETA( ILAST ) = T( ILAST, ILAST )
*
*        Go to next block -- exit if finished.
*
         ILAST = ILAST - 1
         IF( ILAST.LT.ILO )
     $      GO TO 190
*
*        Reset counters
*
         IITER = 0
         ESHIFT = CZERO
         IF( .NOT.ILSCHR ) THEN
            ILASTM = ILAST
            IF( IFRSTM.GT.ILAST )
     $         IFRSTM = ILO
         END IF
         GO TO 160
*
*        QZ step
*
*        This iteration only involves rows/columns IFIRST:ILAST.  We
*        assume IFIRST < ILAST, and that the diagonal of B is non-zero.
*
   70    CONTINUE
         IITER = IITER + 1
         IF( .NOT.ILSCHR ) THEN
            IFRSTM = IFIRST
         END IF
*
*        Compute the Shift.
*
*        At this point, IFIRST < ILAST, and the diagonal elements of
*        T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
*        magnitude)
*
         IF( ( IITER / 10 )*10.NE.IITER ) THEN
*
*           The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
*           the bottom-right 2x2 block of A inv(B) which is nearest to
*           the bottom-right element.
*
*           We factor B as U*D, where U has unit diagonals, and
*           compute (A*inv(D))*inv(U).
*
            U12 = ( BSCALE*T( ILAST-1, ILAST ) ) /
     $            ( BSCALE*T( ILAST, ILAST ) )
            AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) /
     $             ( BSCALE*T( ILAST-1, ILAST-1 ) )
            AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) /
     $             ( BSCALE*T( ILAST-1, ILAST-1 ) )
            AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) /
     $             ( BSCALE*T( ILAST, ILAST ) )
            AD22 = ( ASCALE*H( ILAST, ILAST ) ) /
     $             ( BSCALE*T( ILAST, ILAST ) )
            ABI22 = AD22 - U12*AD21
            ABI12 = AD12 - U12*AD11
*
            SHIFT = ABI22
            CTEMP = SQRT( ABI12 )*SQRT( AD21 )
            TEMP = ABS1( CTEMP )
            IF( CTEMP.NE.ZERO ) THEN
               X = HALF*( AD11-SHIFT )
               TEMP2 = ABS1( X )
               TEMP = MAX( TEMP, ABS1( X ) )
               Y = TEMP*SQRT( ( X / TEMP )**2+( CTEMP / TEMP )**2 )
               IF( TEMP2.GT.ZERO ) THEN
                  IF( REAL( X / TEMP2 )*REAL( Y )+
     $                AIMAG( X / TEMP2 )*AIMAG( Y ).LT.ZERO )Y = -Y
               END IF
               SHIFT = SHIFT - CTEMP*CLADIV( CTEMP, ( X+Y ) )
            END IF
         ELSE
*
*           Exceptional shift.  Chosen for no particularly good reason.
*
            IF( ( IITER / 20 )*20.EQ.IITER .AND. 
     $         BSCALE*ABS1(T( ILAST, ILAST )).GT.SAFMIN ) THEN
               ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
     $            ILAST ) )/( BSCALE*T( ILAST, ILAST ) )
            ELSE
               ESHIFT = ESHIFT + ( ASCALE*H( ILAST,
     $            ILAST-1 ) )/( BSCALE*T( ILAST-1, ILAST-1 ) )
            END IF
            SHIFT = ESHIFT
         END IF
*
*        Now check for two consecutive small subdiagonals.
*
         DO 80 J = ILAST - 1, IFIRST + 1, -1
            ISTART = J
            CTEMP = ASCALE*H( J, J ) - SHIFT*( BSCALE*T( J, J ) )
            TEMP = ABS1( CTEMP )
            TEMP2 = ASCALE*ABS1( H( J+1, J ) )
            TEMPR = MAX( TEMP, TEMP2 )
            IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
               TEMP = TEMP / TEMPR
               TEMP2 = TEMP2 / TEMPR
            END IF
            IF( ABS1( H( J, J-1 ) )*TEMP2.LE.TEMP*ATOL )
     $         GO TO 90
   80    CONTINUE
*
         ISTART = IFIRST
         CTEMP = ASCALE*H( IFIRST, IFIRST ) -
     $           SHIFT*( BSCALE*T( IFIRST, IFIRST ) )
   90    CONTINUE
*
*        Do an implicit-shift QZ sweep.
*
*        Initial Q
*
         CTEMP2 = ASCALE*H( ISTART+1, ISTART )
         CALL CLARTG( CTEMP, CTEMP2, C, S, CTEMP3 )
*
*        Sweep
*
         DO 150 J = ISTART, ILAST - 1
            IF( J.GT.ISTART ) THEN
               CTEMP = H( J, J-1 )
               CALL CLARTG( CTEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) )
               H( J+1, J-1 ) = CZERO
            END IF
*
            DO 100 JC = J, ILASTM
               CTEMP = C*H( J, JC ) + S*H( J+1, JC )
               H( J+1, JC ) = -CONJG( S )*H( J, JC ) + C*H( J+1, JC )
               H( J, JC ) = CTEMP
               CTEMP2 = C*T( J, JC ) + S*T( J+1, JC )
               T( J+1, JC ) = -CONJG( S )*T( J, JC ) + C*T( J+1, JC )
               T( J, JC ) = CTEMP2
  100       CONTINUE
            IF( ILQ ) THEN
               DO 110 JR = 1, N
                  CTEMP = C*Q( JR, J ) + CONJG( S )*Q( JR, J+1 )
                  Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 )
                  Q( JR, J ) = CTEMP
  110          CONTINUE
            END IF
*
            CTEMP = T( J+1, J+1 )
            CALL CLARTG( CTEMP, T( J+1, J ), C, S, T( J+1, J+1 ) )
            T( J+1, J ) = CZERO
*
            DO 120 JR = IFRSTM, MIN( J+2, ILAST )
               CTEMP = C*H( JR, J+1 ) + S*H( JR, J )
               H( JR, J ) = -CONJG( S )*H( JR, J+1 ) + C*H( JR, J )
               H( JR, J+1 ) = CTEMP
  120       CONTINUE
            DO 130 JR = IFRSTM, J
               CTEMP = C*T( JR, J+1 ) + S*T( JR, J )
               T( JR, J ) = -CONJG( S )*T( JR, J+1 ) + C*T( JR, J )
               T( JR, J+1 ) = CTEMP
  130       CONTINUE
            IF( ILZ ) THEN
               DO 140 JR = 1, N
                  CTEMP = C*Z( JR, J+1 ) + S*Z( JR, J )
                  Z( JR, J ) = -CONJG( S )*Z( JR, J+1 ) + C*Z( JR, J )
                  Z( JR, J+1 ) = CTEMP
  140          CONTINUE
            END IF
  150    CONTINUE
*
  160    CONTINUE
*
  170 CONTINUE
*
*     Drop-through = non-convergence
*
  180 CONTINUE
      INFO = ILAST
      GO TO 210
*
*     Successful completion of all QZ steps
*
  190 CONTINUE
*
*     Set Eigenvalues 1:ILO-1
*
      DO 200 J = 1, ILO - 1
         ABSB = ABS( T( J, J ) )
         IF( ABSB.GT.SAFMIN ) THEN
            SIGNBC = CONJG( T( J, J ) / ABSB )
            T( J, J ) = ABSB
            IF( ILSCHR ) THEN
               CALL CSCAL( J-1, SIGNBC, T( 1, J ), 1 )
               CALL CSCAL( J, SIGNBC, H( 1, J ), 1 )
            ELSE
               CALL CSCAL( 1, SIGNBC, H( J, J ), 1 )
            END IF
            IF( ILZ )
     $         CALL CSCAL( N, SIGNBC, Z( 1, J ), 1 )
         ELSE
            T( J, J ) = CZERO
         END IF
         ALPHA( J ) = H( J, J )
         BETA( J ) = T( J, J )
  200 CONTINUE
*
*     Normal Termination
*
      INFO = 0
*
*     Exit (other than argument error) -- return optimal workspace size
*
  210 CONTINUE
      WORK( 1 ) = CMPLX( N )
      RETURN
*
*     End of CHGEQZ
*
      END