numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
Name | Size | Mode | |
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lapack/SRC/dlaqz0.f | 25551B | -rw-r--r-- |
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*> \brief \b DLAQZ0 * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLAQZ0 + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqz0.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqz0.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqz0.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * RECURSIVE SUBROUTINE DLAQZ0( WANTS, WANTQ, WANTZ, N, ILO, IHI, A, * $ LDA, B, LDB, ALPHAR, ALPHAI, BETA, * $ Q, LDQ, Z, LDZ, WORK, LWORK, REC, * $ INFO ) * IMPLICIT NONE * * Arguments * CHARACTER, INTENT( IN ) :: WANTS, WANTQ, WANTZ * INTEGER, INTENT( IN ) :: N, ILO, IHI, LDA, LDB, LDQ, LDZ, LWORK, * $ REC * * INTEGER, INTENT( OUT ) :: INFO * * DOUBLE PRECISION, INTENT( INOUT ) :: A( LDA, * ), B( LDB, * ), * $ Q( LDQ, * ), Z( LDZ, * ), ALPHAR( * ), * $ ALPHAI( * ), BETA( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLAQZ0 computes the eigenvalues of a real matrix pair (H,T), *> where H is an upper Hessenberg matrix and T is upper triangular, *> using the double-shift QZ method. *> Matrix pairs of this type are produced by the reduction to *> generalized upper Hessenberg form of a real matrix pair (A,B): *> *> A = Q1*H*Z1**T, B = Q1*T*Z1**T, *> *> as computed by DGGHRD. *> *> If JOB='S', then the Hessenberg-triangular pair (H,T) is *> also reduced to generalized Schur form, *> *> H = Q*S*Z**T, T = Q*P*Z**T, *> *> where Q and Z are orthogonal matrices, P is an upper triangular *> matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2 *> diagonal blocks. *> *> The 1-by-1 blocks correspond to real eigenvalues of the matrix pair *> (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of *> eigenvalues. *> *> Additionally, the 2-by-2 upper triangular diagonal blocks of P *> corresponding to 2-by-2 blocks of S are reduced to positive diagonal *> form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0, *> P(j,j) > 0, and P(j+1,j+1) > 0. *> *> Optionally, the orthogonal matrix Q from the generalized Schur *> factorization may be postmultiplied into an input matrix Q1, and the *> orthogonal matrix Z may be postmultiplied into an input matrix Z1. *> If Q1 and Z1 are the orthogonal matrices from DGGHRD that reduced *> the matrix pair (A,B) to generalized upper Hessenberg form, then the *> output matrices Q1*Q and Z1*Z are the orthogonal factors from the *> generalized Schur factorization of (A,B): *> *> A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T. *> *> To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently, *> of (A,B)) are computed as a pair of values (alpha,beta), where alpha is *> complex and beta real. *> 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. *> Real eigenvalues 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. *> *> Ref: B. Kagstrom, D. Kressner, "Multishift Variants of the QZ *> Algorithm with Aggressive Early Deflation", SIAM J. Numer. *> Anal., 29(2006), pp. 199--227. *> *> Ref: T. Steel, D. Camps, K. Meerbergen, R. Vandebril "A multishift, *> multipole rational QZ method with aggressive early deflation" *> \endverbatim * * Arguments: * ========== * *> \param[in] WANTS *> \verbatim *> WANTS is CHARACTER*1 *> = 'E': Compute eigenvalues only; *> = 'S': Compute eigenvalues and the Schur form. *> \endverbatim *> *> \param[in] WANTQ *> \verbatim *> WANTQ 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 (A,B) is returned; *> = 'V': Q must contain an orthogonal matrix Q1 on entry and *> the product Q1*Q is returned. *> \endverbatim *> *> \param[in] WANTZ *> \verbatim *> WANTZ is CHARACTER*1 *> = 'N': Right Schur vectors (Z) are not computed; *> = 'I': Z is initialized to the unit matrix and the matrix Z *> of right Schur vectors of (A,B) is returned; *> = 'V': Z must contain an orthogonal matrix Z1 on entry and *> the product Z1*Z is returned. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrices A, B, 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 A 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] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA, N) *> On entry, the N-by-N upper Hessenberg matrix A. *> On exit, if JOB = 'S', A contains the upper quasi-triangular *> matrix S from the generalized Schur factorization. *> If JOB = 'E', the diagonal blocks of A match those of S, but *> the rest of A is unspecified. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max( 1, N ). *> \endverbatim *> *> \param[in,out] B *> \verbatim *> B is DOUBLE PRECISION array, dimension (LDB, N) *> On entry, the N-by-N upper triangular matrix B. *> On exit, if JOB = 'S', B contains the upper triangular *> matrix P from the generalized Schur factorization; *> 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S *> are reduced to positive diagonal form, i.e., if A(j+1,j) is *> non-zero, then B(j+1,j) = B(j,j+1) = 0, B(j,j) > 0, and *> B(j+1,j+1) > 0. *> If JOB = 'E', the diagonal blocks of B match those of P, but *> the rest of B is unspecified. *> \endverbatim *> *> \param[in] LDB *> \verbatim *> LDB is INTEGER *> The leading dimension of the array B. LDB >= max( 1, N ). *> \endverbatim *> *> \param[out] ALPHAR *> \verbatim *> ALPHAR is DOUBLE PRECISION array, dimension (N) *> The real parts of each scalar alpha defining an eigenvalue *> of GNEP. *> \endverbatim *> *> \param[out] ALPHAI *> \verbatim *> ALPHAI is DOUBLE PRECISION array, dimension (N) *> The imaginary parts of each scalar alpha defining an *> eigenvalue of GNEP. *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if *> positive, then the j-th and (j+1)-st eigenvalues are a *> complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). *> \endverbatim *> *> \param[out] BETA *> \verbatim *> BETA is DOUBLE PRECISION array, dimension (N) *> The scalars beta that define the eigenvalues of GNEP. *> Together, the quantities alpha = (ALPHAR(j),ALPHAI(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 DOUBLE PRECISION array, dimension (LDQ, N) *> On entry, if COMPQ = 'V', the orthogonal matrix Q1 used in *> the reduction of (A,B) to generalized Hessenberg form. *> On exit, if COMPQ = 'I', the orthogonal matrix of left Schur *> vectors of (A,B), and if COMPQ = 'V', the orthogonal 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 DOUBLE PRECISION array, dimension (LDZ, N) *> On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in *> the reduction of (A,B) to generalized Hessenberg form. *> On exit, if COMPZ = 'I', the orthogonal matrix of *> right Schur vectors of (H,T), and if COMPZ = 'V', the *> orthogonal 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 DOUBLE PRECISION 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[in] REC *> \verbatim *> REC is INTEGER *> REC indicates the current recursion level. Should be set *> to 0 on first call. *> \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. (A,B) is not *> in Schur form, but ALPHAR(i), ALPHAI(i), and *> BETA(i), i=INFO+1,...,N should be correct. *> \endverbatim * * Authors: * ======== * *> \author Thijs Steel, KU Leuven * *> \date May 2020 * *> \ingroup laqz0 *> * ===================================================================== RECURSIVE SUBROUTINE DLAQZ0( WANTS, WANTQ, WANTZ, N, ILO, IHI, $ A, $ LDA, B, LDB, ALPHAR, ALPHAI, BETA, $ Q, LDQ, Z, LDZ, WORK, LWORK, REC, $ INFO ) IMPLICIT NONE * Arguments CHARACTER, INTENT( IN ) :: WANTS, WANTQ, WANTZ INTEGER, INTENT( IN ) :: N, ILO, IHI, LDA, LDB, LDQ, LDZ, LWORK, $ REC INTEGER, INTENT( OUT ) :: INFO DOUBLE PRECISION, INTENT( INOUT ) :: A( LDA, * ), B( LDB, * ), $ Q( LDQ, * ), Z( LDZ, * ), ALPHAR( * ), $ ALPHAI( * ), BETA( * ), WORK( * ) * Parameters DOUBLE PRECISION :: ZERO, ONE, HALF PARAMETER( ZERO = 0.0D0, ONE = 1.0D0, HALF = 0.5D0 ) * Local scalars DOUBLE PRECISION :: SMLNUM, ULP, ESHIFT, SAFMIN, SAFMAX, C1, S1, $ TEMP, SWAP, BNORM, BTOL INTEGER :: ISTART, ISTOP, IITER, MAXIT, ISTART2, K, LD, NSHIFTS, $ NBLOCK, NW, NMIN, NIBBLE, N_UNDEFLATED, N_DEFLATED, $ NS, SWEEP_INFO, SHIFTPOS, LWORKREQ, K2, ISTARTM, $ ISTOPM, IWANTS, IWANTQ, IWANTZ, NORM_INFO, AED_INFO, $ NWR, NBR, NSR, ITEMP1, ITEMP2, RCOST, I LOGICAL :: ILSCHUR, ILQ, ILZ CHARACTER :: JBCMPZ*3 * External Functions EXTERNAL :: XERBLA, DHGEQZ, DLASET, DLAQZ3, DLAQZ4, $ DLARTG, DROT DOUBLE PRECISION, EXTERNAL :: DLAMCH, DLANHS LOGICAL, EXTERNAL :: LSAME INTEGER, EXTERNAL :: ILAENV * * Decode wantS,wantQ,wantZ * IF( LSAME( WANTS, 'E' ) ) THEN ILSCHUR = .FALSE. IWANTS = 1 ELSE IF( LSAME( WANTS, 'S' ) ) THEN ILSCHUR = .TRUE. IWANTS = 2 ELSE IWANTS = 0 END IF IF( LSAME( WANTQ, 'N' ) ) THEN ILQ = .FALSE. IWANTQ = 1 ELSE IF( LSAME( WANTQ, 'V' ) ) THEN ILQ = .TRUE. IWANTQ = 2 ELSE IF( LSAME( WANTQ, 'I' ) ) THEN ILQ = .TRUE. IWANTQ = 3 ELSE IWANTQ = 0 END IF IF( LSAME( WANTZ, 'N' ) ) THEN ILZ = .FALSE. IWANTZ = 1 ELSE IF( LSAME( WANTZ, 'V' ) ) THEN ILZ = .TRUE. IWANTZ = 2 ELSE IF( LSAME( WANTZ, 'I' ) ) THEN ILZ = .TRUE. IWANTZ = 3 ELSE IWANTZ = 0 END IF * * Check Argument Values * INFO = 0 IF( IWANTS.EQ.0 ) THEN INFO = -1 ELSE IF( IWANTQ.EQ.0 ) THEN INFO = -2 ELSE IF( IWANTZ.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( LDA.LT.N ) THEN INFO = -8 ELSE IF( LDB.LT.N ) THEN INFO = -10 ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN INFO = -15 ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN INFO = -17 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DLAQZ0', -INFO ) RETURN END IF * * Quick return if possible * IF( N.LE.0 ) THEN WORK( 1 ) = DBLE( 1 ) RETURN END IF * * Get the parameters * JBCMPZ( 1:1 ) = WANTS JBCMPZ( 2:2 ) = WANTQ JBCMPZ( 3:3 ) = WANTZ NMIN = ILAENV( 12, 'DLAQZ0', JBCMPZ, N, ILO, IHI, LWORK ) NWR = ILAENV( 13, 'DLAQZ0', JBCMPZ, N, ILO, IHI, LWORK ) NWR = MAX( 2, NWR ) NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR ) NIBBLE = ILAENV( 14, 'DLAQZ0', JBCMPZ, N, ILO, IHI, LWORK ) NSR = ILAENV( 15, 'DLAQZ0', JBCMPZ, N, ILO, IHI, LWORK ) NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO ) NSR = MAX( 2, NSR-MOD( NSR, 2 ) ) RCOST = ILAENV( 17, 'DLAQZ0', JBCMPZ, N, ILO, IHI, LWORK ) ITEMP1 = INT( NSR/SQRT( 1+2*NSR/( DBLE( RCOST )/100*N ) ) ) ITEMP1 = ( ( ITEMP1-1 )/4 )*4+4 NBR = NSR+ITEMP1 IF( N .LT. NMIN .OR. REC .GE. 2 ) THEN CALL DHGEQZ( WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B, $ LDB, $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, $ LWORK, INFO ) RETURN END IF * * Find out required workspace * * Workspace query to dlaqz3 NW = MAX( NWR, NMIN ) CALL DLAQZ3( ILSCHUR, ILQ, ILZ, N, ILO, IHI, NW, A, LDA, B, $ LDB, $ Q, LDQ, Z, LDZ, N_UNDEFLATED, N_DEFLATED, ALPHAR, $ ALPHAI, BETA, WORK, NW, WORK, NW, WORK, -1, REC, $ AED_INFO ) ITEMP1 = INT( WORK( 1 ) ) * Workspace query to dlaqz4 CALL DLAQZ4( ILSCHUR, ILQ, ILZ, N, ILO, IHI, NSR, NBR, ALPHAR, $ ALPHAI, BETA, A, LDA, B, LDB, Q, LDQ, Z, LDZ, WORK, $ NBR, WORK, NBR, WORK, -1, SWEEP_INFO ) ITEMP2 = INT( WORK( 1 ) ) LWORKREQ = MAX( ITEMP1+2*NW**2, ITEMP2+2*NBR**2 ) IF ( LWORK .EQ.-1 ) THEN WORK( 1 ) = DBLE( LWORKREQ ) RETURN ELSE IF ( LWORK .LT. LWORKREQ ) THEN INFO = -19 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DLAQZ0', INFO ) RETURN END IF * * Initialize Q and Z * IF( IWANTQ.EQ.3 ) CALL DLASET( 'FULL', N, N, ZERO, ONE, Q, $ LDQ ) IF( IWANTZ.EQ.3 ) CALL DLASET( 'FULL', N, N, ZERO, ONE, Z, $ LDZ ) * Get machine constants SAFMIN = DLAMCH( 'SAFE MINIMUM' ) SAFMAX = ONE/SAFMIN ULP = DLAMCH( 'PRECISION' ) SMLNUM = SAFMIN*( DBLE( N )/ULP ) BNORM = DLANHS( 'F', IHI-ILO+1, B( ILO, ILO ), LDB, WORK ) BTOL = MAX( SAFMIN, ULP*BNORM ) ISTART = ILO ISTOP = IHI MAXIT = 3*( IHI-ILO+1 ) LD = 0 DO IITER = 1, MAXIT IF( IITER .GE. MAXIT ) THEN INFO = ISTOP+1 GOTO 80 END IF IF ( ISTART+1 .GE. ISTOP ) THEN ISTOP = ISTART EXIT END IF * Check deflations at the end IF ( ABS( A( ISTOP-1, ISTOP-2 ) ) .LE. MAX( SMLNUM, $ ULP*( ABS( A( ISTOP-1, ISTOP-1 ) )+ABS( A( ISTOP-2, $ ISTOP-2 ) ) ) ) ) THEN A( ISTOP-1, ISTOP-2 ) = ZERO ISTOP = ISTOP-2 LD = 0 ESHIFT = ZERO ELSE IF ( ABS( A( ISTOP, ISTOP-1 ) ) .LE. MAX( SMLNUM, $ ULP*( ABS( A( ISTOP, ISTOP ) )+ABS( A( ISTOP-1, $ ISTOP-1 ) ) ) ) ) THEN A( ISTOP, ISTOP-1 ) = ZERO ISTOP = ISTOP-1 LD = 0 ESHIFT = ZERO END IF * Check deflations at the start IF ( ABS( A( ISTART+2, ISTART+1 ) ) .LE. MAX( SMLNUM, $ ULP*( ABS( A( ISTART+1, ISTART+1 ) )+ABS( A( ISTART+2, $ ISTART+2 ) ) ) ) ) THEN A( ISTART+2, ISTART+1 ) = ZERO ISTART = ISTART+2 LD = 0 ESHIFT = ZERO ELSE IF ( ABS( A( ISTART+1, ISTART ) ) .LE. MAX( SMLNUM, $ ULP*( ABS( A( ISTART, ISTART ) )+ABS( A( ISTART+1, $ ISTART+1 ) ) ) ) ) THEN A( ISTART+1, ISTART ) = ZERO ISTART = ISTART+1 LD = 0 ESHIFT = ZERO END IF IF ( ISTART+1 .GE. ISTOP ) THEN EXIT END IF * Check interior deflations ISTART2 = ISTART DO K = ISTOP, ISTART+1, -1 IF ( ABS( A( K, K-1 ) ) .LE. MAX( SMLNUM, ULP*( ABS( A( K, $ K ) )+ABS( A( K-1, K-1 ) ) ) ) ) THEN A( K, K-1 ) = ZERO ISTART2 = K EXIT END IF END DO * Get range to apply rotations to IF ( ILSCHUR ) THEN ISTARTM = 1 ISTOPM = N ELSE ISTARTM = ISTART2 ISTOPM = ISTOP END IF * Check infinite eigenvalues, this is done without blocking so might * slow down the method when many infinite eigenvalues are present K = ISTOP DO WHILE ( K.GE.ISTART2 ) IF( ABS( B( K, K ) ) .LT. BTOL ) THEN * A diagonal element of B is negligible, move it * to the top and deflate it DO K2 = K, ISTART2+1, -1 CALL DLARTG( B( K2-1, K2 ), B( K2-1, K2-1 ), C1, $ S1, $ TEMP ) B( K2-1, K2 ) = TEMP B( K2-1, K2-1 ) = ZERO CALL DROT( K2-2-ISTARTM+1, B( ISTARTM, K2 ), 1, $ B( ISTARTM, K2-1 ), 1, C1, S1 ) CALL DROT( MIN( K2+1, ISTOP )-ISTARTM+1, $ A( ISTARTM, $ K2 ), 1, A( ISTARTM, K2-1 ), 1, C1, S1 ) IF ( ILZ ) THEN CALL DROT( N, Z( 1, K2 ), 1, Z( 1, K2-1 ), 1, $ C1, $ S1 ) END IF IF( K2.LT.ISTOP ) THEN CALL DLARTG( A( K2, K2-1 ), A( K2+1, K2-1 ), C1, $ S1, TEMP ) A( K2, K2-1 ) = TEMP A( K2+1, K2-1 ) = ZERO CALL DROT( ISTOPM-K2+1, A( K2, K2 ), LDA, $ A( K2+1, $ K2 ), LDA, C1, S1 ) CALL DROT( ISTOPM-K2+1, B( K2, K2 ), LDB, $ B( K2+1, $ K2 ), LDB, C1, S1 ) IF( ILQ ) THEN CALL DROT( N, Q( 1, K2 ), 1, Q( 1, K2+1 ), 1, $ C1, S1 ) END IF END IF END DO IF( ISTART2.LT.ISTOP )THEN CALL DLARTG( A( ISTART2, ISTART2 ), A( ISTART2+1, $ ISTART2 ), C1, S1, TEMP ) A( ISTART2, ISTART2 ) = TEMP A( ISTART2+1, ISTART2 ) = ZERO CALL DROT( ISTOPM-( ISTART2+1 )+1, A( ISTART2, $ ISTART2+1 ), LDA, A( ISTART2+1, $ ISTART2+1 ), LDA, C1, S1 ) CALL DROT( ISTOPM-( ISTART2+1 )+1, B( ISTART2, $ ISTART2+1 ), LDB, B( ISTART2+1, $ ISTART2+1 ), LDB, C1, S1 ) IF( ILQ ) THEN CALL DROT( N, Q( 1, ISTART2 ), 1, Q( 1, $ ISTART2+1 ), 1, C1, S1 ) END IF END IF ISTART2 = ISTART2+1 END IF K = K-1 END DO * istart2 now points to the top of the bottom right * unreduced Hessenberg block IF ( ISTART2 .GE. ISTOP ) THEN ISTOP = ISTART2-1 LD = 0 ESHIFT = ZERO CYCLE END IF NW = NWR NSHIFTS = NSR NBLOCK = NBR IF ( ISTOP-ISTART2+1 .LT. NMIN ) THEN * Setting nw to the size of the subblock will make AED deflate * all the eigenvalues. This is slightly more efficient than just * using DHGEQZ because the off diagonal part gets updated via BLAS. IF ( ISTOP-ISTART+1 .LT. NMIN ) THEN NW = ISTOP-ISTART+1 ISTART2 = ISTART ELSE NW = ISTOP-ISTART2+1 END IF END IF * * Time for AED * CALL DLAQZ3( ILSCHUR, ILQ, ILZ, N, ISTART2, ISTOP, NW, A, $ LDA, $ B, LDB, Q, LDQ, Z, LDZ, N_UNDEFLATED, N_DEFLATED, $ ALPHAR, ALPHAI, BETA, WORK, NW, WORK( NW**2+1 ), $ NW, WORK( 2*NW**2+1 ), LWORK-2*NW**2, REC, $ AED_INFO ) IF ( N_DEFLATED > 0 ) THEN ISTOP = ISTOP-N_DEFLATED LD = 0 ESHIFT = ZERO END IF IF ( 100*N_DEFLATED > NIBBLE*( N_DEFLATED+N_UNDEFLATED ) .OR. $ ISTOP-ISTART2+1 .LT. NMIN ) THEN * AED has uncovered many eigenvalues. Skip a QZ sweep and run * AED again. CYCLE END IF LD = LD+1 NS = MIN( NSHIFTS, ISTOP-ISTART2 ) NS = MIN( NS, N_UNDEFLATED ) SHIFTPOS = ISTOP-N_UNDEFLATED+1 * * Shuffle shifts to put double shifts in front * This ensures that we don't split up a double shift * DO I = SHIFTPOS, SHIFTPOS+N_UNDEFLATED-1, 2 IF( ALPHAI( I ).NE.-ALPHAI( I+1 ) ) THEN * SWAP = ALPHAR( I ) ALPHAR( I ) = ALPHAR( I+1 ) ALPHAR( I+1 ) = ALPHAR( I+2 ) ALPHAR( I+2 ) = SWAP SWAP = ALPHAI( I ) ALPHAI( I ) = ALPHAI( I+1 ) ALPHAI( I+1 ) = ALPHAI( I+2 ) ALPHAI( I+2 ) = SWAP SWAP = BETA( I ) BETA( I ) = BETA( I+1 ) BETA( I+1 ) = BETA( I+2 ) BETA( I+2 ) = SWAP END IF END DO IF ( MOD( LD, 6 ) .EQ. 0 ) THEN * * Exceptional shift. Chosen for no particularly good reason. * IF( ( DBLE( MAXIT )*SAFMIN )*ABS( A( ISTOP, $ ISTOP-1 ) ).LT.ABS( A( ISTOP-1, ISTOP-1 ) ) ) THEN ESHIFT = A( ISTOP, ISTOP-1 )/B( ISTOP-1, ISTOP-1 ) ELSE ESHIFT = ESHIFT+ONE/( SAFMIN*DBLE( MAXIT ) ) END IF ALPHAR( SHIFTPOS ) = ONE ALPHAR( SHIFTPOS+1 ) = ZERO ALPHAI( SHIFTPOS ) = ZERO ALPHAI( SHIFTPOS+1 ) = ZERO BETA( SHIFTPOS ) = ESHIFT BETA( SHIFTPOS+1 ) = ESHIFT NS = 2 END IF * * Time for a QZ sweep * CALL DLAQZ4( ILSCHUR, ILQ, ILZ, N, ISTART2, ISTOP, NS, $ NBLOCK, $ ALPHAR( SHIFTPOS ), ALPHAI( SHIFTPOS ), $ BETA( SHIFTPOS ), A, LDA, B, LDB, Q, LDQ, Z, LDZ, $ WORK, NBLOCK, WORK( NBLOCK**2+1 ), NBLOCK, $ WORK( 2*NBLOCK**2+1 ), LWORK-2*NBLOCK**2, $ SWEEP_INFO ) END DO * * Call DHGEQZ to normalize the eigenvalue blocks and set the eigenvalues * If all the eigenvalues have been found, DHGEQZ will not do any iterations * and only normalize the blocks. In case of a rare convergence failure, * the single shift might perform better. * 80 CALL DHGEQZ( WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B, LDB, $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, $ NORM_INFO ) INFO = NORM_INFO END SUBROUTINE