/* Subroutine */ int dlahqr_(logical *wantt, logical *wantz, integer *n,
integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal
*wr, doublereal *wi, integer *iloz, integer *ihiz, doublereal *z__,
integer *ldz, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3;
doublereal d__1, d__2, d__3, d__4;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__, j, k, l, m;
doublereal s, v[3];
integer i1, i2;
doublereal t1, t2, t3, v2, v3, aa, ab, ba, bb, h11, h12, h21, h22, cs;
integer nh;
doublereal sn;
integer nr;
doublereal tr;
integer nz;
doublereal det, h21s;
integer its;
doublereal ulp, sum, tst, rt1i, rt2i, rt1r, rt2r;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *), dcopy_(
integer *, doublereal *, integer *, doublereal *, integer *),
dlanv2_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *), dlabad_(doublereal *, doublereal *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
doublereal safmin, safmax, rtdisc, smlnum;
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAHQR is an auxiliary routine called by DHSEQR to update the */
/* eigenvalues and Schur decomposition already computed by DHSEQR, by */
/* dealing with the Hessenberg submatrix in rows and columns ILO to */
/* IHI. */
/* Arguments */
/* ========= */
/* WANTT (input) LOGICAL */
/* = .TRUE. : the full Schur form T is required; */
/* = .FALSE.: only eigenvalues are required. */
/* WANTZ (input) LOGICAL */
/* = .TRUE. : the matrix of Schur vectors Z is required; */
/* = .FALSE.: Schur vectors are not required. */
/* N (input) INTEGER */
/* The order of the matrix H. N >= 0. */
/* ILO (input) INTEGER */
/* IHI (input) INTEGER */
/* It is assumed that H is already upper quasi-triangular in */
/* rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless */
/* ILO = 1). DLAHQR works primarily with the Hessenberg */
/* submatrix in rows and columns ILO to IHI, but applies */
/* transformations to all of H if WANTT is .TRUE.. */
/* 1 <= ILO <= max(1,IHI); IHI <= N. */
/* H (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
/* On entry, the upper Hessenberg matrix H. */
/* On exit, if INFO is zero and if WANTT is .TRUE., H is upper */
/* quasi-triangular in rows and columns ILO:IHI, with any */
/* 2-by-2 diagonal blocks in standard form. If INFO is zero */
/* and WANTT is .FALSE., the contents of H are unspecified on */
/* exit. The output state of H if INFO is nonzero is given */
/* below under the description of INFO. */
/* LDH (input) INTEGER */
/* The leading dimension of the array H. LDH >= max(1,N). */
/* WR (output) DOUBLE PRECISION array, dimension (N) */
/* WI (output) DOUBLE PRECISION array, dimension (N) */
/* The real and imaginary parts, respectively, of the computed */
/* eigenvalues ILO to IHI are stored in the corresponding */
/* elements of WR and WI. If two eigenvalues are computed as a */
/* complex conjugate pair, they are stored in consecutive */
/* elements of WR and WI, say the i-th and (i+1)th, with */
/* WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the */
/* eigenvalues are stored in the same order as on the diagonal */
/* of the Schur form returned in H, with WR(i) = H(i,i), and, if */
/* H(i:i+1,i:i+1) is a 2-by-2 diagonal block, */
/* WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i). */
/* ILOZ (input) INTEGER */
/* IHIZ (input) INTEGER */
/* Specify the rows of Z to which transformations must be */
/* applied if WANTZ is .TRUE.. */
/* 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) */
/* If WANTZ is .TRUE., on entry Z must contain the current */
/* matrix Z of transformations accumulated by DHSEQR, and on */
/* exit Z has been updated; transformations are applied only to */
/* the submatrix Z(ILOZ:IHIZ,ILO:IHI). */
/* If WANTZ is .FALSE., Z is not referenced. */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. LDZ >= max(1,N). */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* .GT. 0: If INFO = i, DLAHQR failed to compute all the */
/* eigenvalues ILO to IHI in a total of 30 iterations */
/* per eigenvalue; elements i+1:ihi of WR and WI */
/* contain those eigenvalues which have been */
/* successfully computed. */
/* If INFO .GT. 0 and WANTT is .FALSE., then on exit, */
/* the remaining unconverged eigenvalues are the */
/* eigenvalues of the upper Hessenberg matrix rows */
/* and columns ILO thorugh INFO of the final, output */
/* value of H. */
/* If INFO .GT. 0 and WANTT is .TRUE., then on exit */
/* (*) (initial value of H)*U = U*(final value of H) */
/* where U is an orthognal matrix. The final */
/* value of H is upper Hessenberg and triangular in */
/* rows and columns INFO+1 through IHI. */
/* If INFO .GT. 0 and WANTZ is .TRUE., then on exit */
/* (final value of Z) = (initial value of Z)*U */
/* where U is the orthogonal matrix in (*) */
/* (regardless of the value of WANTT.) */
/* Further Details */
/* =============== */
/* 02-96 Based on modifications by */
/* David Day, Sandia National Laboratory, USA */
/* 12-04 Further modifications by */
/* Ralph Byers, University of Kansas, USA */
/* This is a modified version of DLAHQR from LAPACK version 3.0. */
/* It is (1) more robust against overflow and underflow and */
/* (2) adopts the more conservative Ahues & Tisseur stopping */
/* criterion (LAWN 122, 1997). */
/* ========================================================= */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
/* Function Body */
*info = 0;
/* Quick return if possible */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h__[*ilo + *ilo * h_dim1];
wi[*ilo] = 0.;
return 0;
}
/* ==== clear out the trash ==== */
i__1 = *ihi - 3;
for (j = *ilo; j <= i__1; ++j) {
h__[j + 2 + j * h_dim1] = 0.;
h__[j + 3 + j * h_dim1] = 0.;
/* L10: */
}
if (*ilo <= *ihi - 2) {
h__[*ihi + (*ihi - 2) * h_dim1] = 0.;
}
nh = *ihi - *ilo + 1;
nz = *ihiz - *iloz + 1;
/* Set machine-dependent constants for the stopping criterion. */
safmin = dlamch_("SAFE MINIMUM");
safmax = 1. / safmin;
dlabad_(&safmin, &safmax);
ulp = dlamch_("PRECISION");
smlnum = safmin * ((doublereal) nh / ulp);
/* I1 and I2 are the indices of the first row and last column of H */
/* to which transformations must be applied. If eigenvalues only are */
/* being computed, I1 and I2 are set inside the main loop. */
if (*wantt) {
i1 = 1;
i2 = *n;
}
/* The main loop begins here. I is the loop index and decreases from */
/* IHI to ILO in steps of 1 or 2. Each iteration of the loop works */
/* with the active submatrix in rows and columns L to I. */
/* Eigenvalues I+1 to IHI have already converged. Either L = ILO or */
/* H(L,L-1) is negligible so that the matrix splits. */
i__ = *ihi;
L20:
l = *ilo;
if (i__ < *ilo) {
goto L160;
}
/* Perform QR iterations on rows and columns ILO to I until a */
/* submatrix of order 1 or 2 splits off at the bottom because a */
/* subdiagonal element has become negligible. */
for (its = 0; its <= 30; ++its) {
/* Look for a single small subdiagonal element. */
i__1 = l + 1;
for (k = i__; k >= i__1; --k) {
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= smlnum) {
goto L40;
}
tst = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[k + k * h_dim1], abs(d__2));
if (tst == 0.) {
if (k - 2 >= *ilo) {
tst += (d__1 = h__[k - 1 + (k - 2) * h_dim1], abs(d__1));
}
if (k + 1 <= *ihi) {
tst += (d__1 = h__[k + 1 + k * h_dim1], abs(d__1));
}
}
/* ==== The following is a conservative small subdiagonal */
/* . deflation criterion due to Ahues & Tisseur (LAWN 122, */
/* . 1997). It has better mathematical foundation and */
/* . improves accuracy in some cases. ==== */
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= ulp * tst) {
/* Computing MAX */
d__3 = (d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)), d__4 = (
d__2 = h__[k - 1 + k * h_dim1], abs(d__2));
ab = max(d__3,d__4);
/* Computing MIN */
d__3 = (d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)), d__4 = (
d__2 = h__[k - 1 + k * h_dim1], abs(d__2));
ba = min(d__3,d__4);
/* Computing MAX */
d__3 = (d__1 = h__[k + k * h_dim1], abs(d__1)), d__4 = (d__2 =
h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1],
abs(d__2));
aa = max(d__3,d__4);
/* Computing MIN */
d__3 = (d__1 = h__[k + k * h_dim1], abs(d__1)), d__4 = (d__2 =
h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1],
abs(d__2));
bb = min(d__3,d__4);
s = aa + ab;
/* Computing MAX */
d__1 = smlnum, d__2 = ulp * (bb * (aa / s));
if (ba * (ab / s) <= max(d__1,d__2)) {
goto L40;
}
}
/* L30: */
}
L40:
l = k;
if (l > *ilo) {
/* H(L,L-1) is negligible */
h__[l + (l - 1) * h_dim1] = 0.;
}
/* Exit from loop if a submatrix of order 1 or 2 has split off. */
if (l >= i__ - 1) {
goto L150;
}
/* Now the active submatrix is in rows and columns L to I. If */
/* eigenvalues only are being computed, only the active submatrix */
/* need be transformed. */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* Exceptional shift. */
h11 = s * .75 + h__[i__ + i__ * h_dim1];
h12 = s * -.4375;
h21 = s;
h22 = h11;
} else {
/* Prepare to use Francis' double shift */
/* (i.e. 2nd degree generalized Rayleigh quotient) */
h11 = h__[i__ - 1 + (i__ - 1) * h_dim1];
h21 = h__[i__ + (i__ - 1) * h_dim1];
h12 = h__[i__ - 1 + i__ * h_dim1];
h22 = h__[i__ + i__ * h_dim1];
}
s = abs(h11) + abs(h12) + abs(h21) + abs(h22);
if (s == 0.) {
rt1r = 0.;
rt1i = 0.;
rt2r = 0.;
rt2i = 0.;
} else {
h11 /= s;
h21 /= s;
h12 /= s;
h22 /= s;
tr = (h11 + h22) / 2.;
det = (h11 - tr) * (h22 - tr) - h12 * h21;
rtdisc = sqrt((abs(det)));
if (det >= 0.) {
/* ==== complex conjugate shifts ==== */
rt1r = tr * s;
rt2r = rt1r;
rt1i = rtdisc * s;
rt2i = -rt1i;
} else {
/* ==== real shifts (use only one of them) ==== */
rt1r = tr + rtdisc;
rt2r = tr - rtdisc;
if ((d__1 = rt1r - h22, abs(d__1)) <= (d__2 = rt2r - h22, abs(
d__2))) {
rt1r *= s;
rt2r = rt1r;
} else {
rt2r *= s;
rt1r = rt2r;
}
rt1i = 0.;
rt2i = 0.;
}
}
/* Look for two consecutive small subdiagonal elements. */
i__1 = l;
for (m = i__ - 2; m >= i__1; --m) {
/* Determine the effect of starting the double-shift QR */
/* iteration at row M, and see if this would make H(M,M-1) */
/* negligible. (The following uses scaling to avoid */
/* overflows and most underflows.) */
h21s = h__[m + 1 + m * h_dim1];
s = (d__1 = h__[m + m * h_dim1] - rt2r, abs(d__1)) + abs(rt2i) +
abs(h21s);
h21s = h__[m + 1 + m * h_dim1] / s;
v[0] = h21s * h__[m + (m + 1) * h_dim1] + (h__[m + m * h_dim1] -
rt1r) * ((h__[m + m * h_dim1] - rt2r) / s) - rt1i * (rt2i
/ s);
v[1] = h21s * (h__[m + m * h_dim1] + h__[m + 1 + (m + 1) * h_dim1]
- rt1r - rt2r);
v[2] = h21s * h__[m + 2 + (m + 1) * h_dim1];
s = abs(v[0]) + abs(v[1]) + abs(v[2]);
v[0] /= s;
v[1] /= s;
v[2] /= s;
if (m == l) {
goto L60;
}
if ((d__1 = h__[m + (m - 1) * h_dim1], abs(d__1)) * (abs(v[1]) +
abs(v[2])) <= ulp * abs(v[0]) * ((d__2 = h__[m - 1 + (m -
1) * h_dim1], abs(d__2)) + (d__3 = h__[m + m * h_dim1],
abs(d__3)) + (d__4 = h__[m + 1 + (m + 1) * h_dim1], abs(
d__4)))) {
goto L60;
}
/* L50: */
}
L60:
/* Double-shift QR step */
i__1 = i__ - 1;
for (k = m; k <= i__1; ++k) {
/* The first iteration of this loop determines a reflection G */
/* from the vector V and applies it from left and right to H, */
/* thus creating a nonzero bulge below the subdiagonal. */
/* Each subsequent iteration determines a reflection G to */
/* restore the Hessenberg form in the (K-1)th column, and thus */
/* chases the bulge one step toward the bottom of the active */
/* submatrix. NR is the order of G. */
/* Computing MIN */
i__2 = 3, i__3 = i__ - k + 1;
nr = min(i__2,i__3);
if (k > m) {
dcopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
if (k > m) {
h__[k + (k - 1) * h_dim1] = v[0];
h__[k + 1 + (k - 1) * h_dim1] = 0.;
if (k < i__ - 1) {
h__[k + 2 + (k - 1) * h_dim1] = 0.;
}
} else if (m > l) {
h__[k + (k - 1) * h_dim1] = -h__[k + (k - 1) * h_dim1];
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* Apply G from the left to transform the rows of the matrix */
/* in columns K to I2. */
i__2 = i2;
for (j = k; j <= i__2; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1]
+ v3 * h__[k + 2 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
h__[k + 2 + j * h_dim1] -= sum * t3;
/* L70: */
}
/* Apply G from the right to transform the columns of the */
/* matrix in rows I1 to min(K+3,I). */
/* Computing MIN */
i__3 = k + 3;
i__2 = min(i__3,i__);
for (j = i1; j <= i__2; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
+ v3 * h__[j + (k + 2) * h_dim1];
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
h__[j + (k + 2) * h_dim1] -= sum * t3;
/* L80: */
}
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__2 = *ihiz;
for (j = *iloz; j <= i__2; ++j) {
sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) *
z_dim1] + v3 * z__[j + (k + 2) * z_dim1];
z__[j + k * z_dim1] -= sum * t1;
z__[j + (k + 1) * z_dim1] -= sum * t2;
z__[j + (k + 2) * z_dim1] -= sum * t3;
/* L90: */
}
}
} else if (nr == 2) {
/* Apply G from the left to transform the rows of the matrix */
/* in columns K to I2. */
i__2 = i2;
for (j = k; j <= i__2; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
/* L100: */
}
/* Apply G from the right to transform the columns of the */
/* matrix in rows I1 to min(K+3,I). */
i__2 = i__;
for (j = i1; j <= i__2; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
;
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
/* L110: */
}
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__2 = *ihiz;
for (j = *iloz; j <= i__2; ++j) {
sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) *
z_dim1];
z__[j + k * z_dim1] -= sum * t1;
z__[j + (k + 1) * z_dim1] -= sum * t2;
/* L120: */
}
}
}
/* L130: */
}
/* L140: */
}
/* Failure to converge in remaining number of iterations */
*info = i__;
return 0;
L150:
if (l == i__) {
/* H(I,I-1) is negligible: one eigenvalue has converged. */
wr[i__] = h__[i__ + i__ * h_dim1];
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* H(I-1,I-2) is negligible: a pair of eigenvalues have converged. */
/* Transform the 2-by-2 submatrix to standard Schur form, */
/* and compute and store the eigenvalues. */
dlanv2_(&h__[i__ - 1 + (i__ - 1) * h_dim1], &h__[i__ - 1 + i__ *
h_dim1], &h__[i__ + (i__ - 1) * h_dim1], &h__[i__ + i__ *
h_dim1], &wr[i__ - 1], &wi[i__ - 1], &wr[i__], &wi[i__], &cs,
&sn);
if (*wantt) {
/* Apply the transformation to the rest of H. */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h__[i1 + (i__ - 1) * h_dim1], &c__1, &h__[i1 + i__ *
h_dim1], &c__1, &cs, &sn);
}
if (*wantz) {
/* Apply the transformation to Z. */
drot_(&nz, &z__[*iloz + (i__ - 1) * z_dim1], &c__1, &z__[*iloz +
i__ * z_dim1], &c__1, &cs, &sn);
}
}
/* return to start of the main loop with new value of I. */
i__ = l - 1;
goto L20;
L160:
return 0;
/* End of DLAHQR */
} /* dlahqr_ */
/* Subroutine */ int dlaexc_(logical *wantq, integer *n, doublereal *t,
integer *ldt, doublereal *q, integer *ldq, integer *j1, integer *n1,
integer *n2, doublereal *work, integer *info)
{
/* -- LAPACK auxiliary routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
February 29, 1992
Purpose
=======
DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in
an upper quasi-triangular matrix T by an orthogonal similarity
transformation.
T must be in Schur canonical form, that is, block upper triangular
with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block
has its diagonal elemnts equal and its off-diagonal elements of
opposite sign.
Arguments
=========
WANTQ (input) LOGICAL
= .TRUE. : accumulate the transformation in the matrix Q;
= .FALSE.: do not accumulate the transformation.
N (input) INTEGER
The order of the matrix T. N >= 0.
T (input/output) DOUBLE PRECISION array, dimension (LDT,N)
On entry, the upper quasi-triangular matrix T, in Schur
canonical form.
On exit, the updated matrix T, again in Schur canonical form.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max(1,N).
Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N)
On entry, if WANTQ is .TRUE., the orthogonal matrix Q.
On exit, if WANTQ is .TRUE., the updated matrix Q.
If WANTQ is .FALSE., Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q.
LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N.
J1 (input) INTEGER
The index of the first row of the first block T11.
N1 (input) INTEGER
The order of the first block T11. N1 = 0, 1 or 2.
N2 (input) INTEGER
The order of the second block T22. N2 = 0, 1 or 2.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
= 1: the transformed matrix T would be too far from Schur
form; the blocks are not swapped and T and Q are
unchanged.
=====================================================================
Parameter adjustments */
/* Table of constant values */
static integer c__1 = 1;
static integer c__4 = 4;
static logical c_false = FALSE_;
static integer c_n1 = -1;
static integer c__2 = 2;
static integer c__3 = 3;
/* System generated locals */
integer q_dim1, q_offset, t_dim1, t_offset, i__1;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Local variables */
static integer ierr;
static doublereal temp;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal d__[16] /* was [4][4] */;
static integer k;
static doublereal u[3], scale, x[4] /* was [2][2] */, dnorm;
static integer j2, j3, j4;
static doublereal xnorm, u1[3], u2[3];
extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlasy2_(
logical *, logical *, integer *, integer *, integer *, doublereal
*, integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *);
static integer nd;
static doublereal cs, t11, t22;
extern doublereal dlamch_(char *);
static doublereal t33;
extern doublereal dlange_(char *, integer *, integer *, doublereal *,
integer *, doublereal *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
static doublereal sn;
extern /* Subroutine */ int dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), dlarfx_(char *, integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *, doublereal *);
static doublereal thresh, smlnum, wi1, wi2, wr1, wr2, eps, tau, tau1,
tau2;
#define d___ref(a_1,a_2) d__[(a_2)*4 + a_1 - 5]
#define q_ref(a_1,a_2) q[(a_2)*q_dim1 + a_1]
#define t_ref(a_1,a_2) t[(a_2)*t_dim1 + a_1]
#define x_ref(a_1,a_2) x[(a_2)*2 + a_1 - 3]
t_dim1 = *ldt;
t_offset = 1 + t_dim1 * 1;
t -= t_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1 * 1;
q -= q_offset;
--work;
/* Function Body */
*info = 0;
/* Quick return if possible */
if (*n == 0 || *n1 == 0 || *n2 == 0) {
return 0;
}
if (*j1 + *n1 > *n) {
return 0;
}
j2 = *j1 + 1;
j3 = *j1 + 2;
j4 = *j1 + 3;
if (*n1 == 1 && *n2 == 1) {
/* Swap two 1-by-1 blocks. */
t11 = t_ref(*j1, *j1);
t22 = t_ref(j2, j2);
/* Determine the transformation to perform the interchange. */
d__1 = t22 - t11;
dlartg_(&t_ref(*j1, j2), &d__1, &cs, &sn, &temp);
/* Apply transformation to the matrix T. */
if (j3 <= *n) {
i__1 = *n - *j1 - 1;
drot_(&i__1, &t_ref(*j1, j3), ldt, &t_ref(j2, j3), ldt, &cs, &sn);
}
i__1 = *j1 - 1;
drot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &sn);
t_ref(*j1, *j1) = t22;
t_ref(j2, j2) = t11;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
drot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, j2), &c__1, &cs, &sn);
}
} else {
/* Swapping involves at least one 2-by-2 block.
Copy the diagonal block of order N1+N2 to the local array D
and compute its norm. */
nd = *n1 + *n2;
dlacpy_("Full", &nd, &nd, &t_ref(*j1, *j1), ldt, d__, &c__4);
dnorm = dlange_("Max", &nd, &nd, d__, &c__4, &work[1]);
/* Compute machine-dependent threshold for test for accepting
swap. */
eps = dlamch_("P");
smlnum = dlamch_("S") / eps;
/* Computing MAX */
d__1 = eps * 10. * dnorm;
thresh = max(d__1,smlnum);
/* Solve T11*X - X*T22 = scale*T12 for X. */
dlasy2_(&c_false, &c_false, &c_n1, n1, n2, d__, &c__4, &d___ref(*n1 +
1, *n1 + 1), &c__4, &d___ref(1, *n1 + 1), &c__4, &scale, x, &
c__2, &xnorm, &ierr);
/* Swap the adjacent diagonal blocks. */
k = *n1 + *n1 + *n2 - 3;
switch (k) {
case 1: goto L10;
case 2: goto L20;
case 3: goto L30;
}
L10:
/* N1 = 1, N2 = 2: generate elementary reflector H so that:
( scale, X11, X12 ) H = ( 0, 0, * ) */
u[0] = scale;
u[1] = x_ref(1, 1);
u[2] = x_ref(1, 2);
dlarfg_(&c__3, &u[2], u, &c__1, &tau);
u[2] = 1.;
t11 = t_ref(*j1, *j1);
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
/* Test whether to reject swap.
Computing MAX */
d__4 = (d__1 = d___ref(3, 1), abs(d__1)), d__5 = (d__2 = d___ref(3, 2)
, abs(d__2)), d__4 = max(d__4,d__5), d__5 = (d__3 = d___ref(3,
3) - t11, abs(d__3));
if (max(d__4,d__5) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, *j1), ldt, &work[1]);
dlarfx_("R", &j2, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);
t_ref(j3, *j1) = 0.;
t_ref(j3, j2) = 0.;
t_ref(j3, j3) = t11;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u, &tau, &q_ref(1, *j1), ldq, &work[1]);
}
goto L40;
L20:
/* N1 = 2, N2 = 1: generate elementary reflector H so that:
H ( -X11 ) = ( * )
( -X21 ) = ( 0 )
( scale ) = ( 0 ) */
u[0] = -x_ref(1, 1);
u[1] = -x_ref(2, 1);
u[2] = scale;
dlarfg_(&c__3, u, &u[1], &c__1, &tau);
u[0] = 1.;
t33 = t_ref(j3, j3);
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
/* Test whether to reject swap.
Computing MAX */
d__4 = (d__1 = d___ref(2, 1), abs(d__1)), d__5 = (d__2 = d___ref(3, 1)
, abs(d__2)), d__4 = max(d__4,d__5), d__5 = (d__3 = d___ref(1,
1) - t33, abs(d__3));
if (max(d__4,d__5) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
dlarfx_("R", &j3, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);
i__1 = *n - *j1;
dlarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, j2), ldt, &work[1]);
t_ref(*j1, *j1) = t33;
t_ref(j2, *j1) = 0.;
t_ref(j3, *j1) = 0.;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u, &tau, &q_ref(1, *j1), ldq, &work[1]);
}
goto L40;
L30:
/* N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so
that:
H(2) H(1) ( -X11 -X12 ) = ( * * )
( -X21 -X22 ) ( 0 * )
( scale 0 ) ( 0 0 )
( 0 scale ) ( 0 0 ) */
u1[0] = -x_ref(1, 1);
u1[1] = -x_ref(2, 1);
u1[2] = scale;
dlarfg_(&c__3, u1, &u1[1], &c__1, &tau1);
u1[0] = 1.;
temp = -tau1 * (x_ref(1, 2) + u1[1] * x_ref(2, 2));
u2[0] = -temp * u1[1] - x_ref(2, 2);
u2[1] = -temp * u1[2];
u2[2] = scale;
dlarfg_(&c__3, u2, &u2[1], &c__1, &tau2);
u2[0] = 1.;
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__4, u1, &tau1, d__, &c__4, &work[1])
;
dlarfx_("R", &c__4, &c__3, u1, &tau1, d__, &c__4, &work[1])
;
dlarfx_("L", &c__3, &c__4, u2, &tau2, &d___ref(2, 1), &c__4, &work[1]);
dlarfx_("R", &c__4, &c__3, u2, &tau2, &d___ref(1, 2), &c__4, &work[1]);
/* Test whether to reject swap.
Computing MAX */
d__5 = (d__1 = d___ref(3, 1), abs(d__1)), d__6 = (d__2 = d___ref(3, 2)
, abs(d__2)), d__5 = max(d__5,d__6), d__6 = (d__3 = d___ref(4,
1), abs(d__3)), d__5 = max(d__5,d__6), d__6 = (d__4 =
d___ref(4, 2), abs(d__4));
if (max(d__5,d__6) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u1, &tau1, &t_ref(*j1, *j1), ldt, &work[1]);
dlarfx_("R", &j4, &c__3, u1, &tau1, &t_ref(1, *j1), ldt, &work[1]);
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u2, &tau2, &t_ref(j2, *j1), ldt, &work[1]);
dlarfx_("R", &j4, &c__3, u2, &tau2, &t_ref(1, j2), ldt, &work[1]);
t_ref(j3, *j1) = 0.;
t_ref(j3, j2) = 0.;
t_ref(j4, *j1) = 0.;
t_ref(j4, j2) = 0.;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u1, &tau1, &q_ref(1, *j1), ldq, &work[1]);
dlarfx_("R", n, &c__3, u2, &tau2, &q_ref(1, j2), ldq, &work[1]);
}
L40:
if (*n2 == 2) {
/* Standardize new 2-by-2 block T11 */
dlanv2_(&t_ref(*j1, *j1), &t_ref(*j1, j2), &t_ref(j2, *j1), &
t_ref(j2, j2), &wr1, &wi1, &wr2, &wi2, &cs, &sn);
i__1 = *n - *j1 - 1;
drot_(&i__1, &t_ref(*j1, *j1 + 2), ldt, &t_ref(j2, *j1 + 2), ldt,
&cs, &sn);
i__1 = *j1 - 1;
drot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &
sn);
if (*wantq) {
drot_(n, &q_ref(1, *j1), &c__1, &q_ref(1, j2), &c__1, &cs, &
sn);
}
}
if (*n1 == 2) {
/* Standardize new 2-by-2 block T22 */
j3 = *j1 + *n2;
j4 = j3 + 1;
dlanv2_(&t_ref(j3, j3), &t_ref(j3, j4), &t_ref(j4, j3), &t_ref(j4,
j4), &wr1, &wi1, &wr2, &wi2, &cs, &sn);
if (j3 + 2 <= *n) {
i__1 = *n - j3 - 1;
drot_(&i__1, &t_ref(j3, j3 + 2), ldt, &t_ref(j4, j3 + 2), ldt,
&cs, &sn);
}
i__1 = j3 - 1;
drot_(&i__1, &t_ref(1, j3), &c__1, &t_ref(1, j4), &c__1, &cs, &sn)
;
if (*wantq) {
drot_(n, &q_ref(1, j3), &c__1, &q_ref(1, j4), &c__1, &cs, &sn)
;
}
}
}
return 0;
/* Exit with INFO = 1 if swap was rejected. */
L50:
*info = 1;
return 0;
/* End of DLAEXC */
} /* dlaexc_ */
/* Subroutine */ int dlaqrb_(logical *wantt, integer *n, integer *ilo,
integer *ihi, doublereal *h__, integer *ldh, doublereal *wr,
doublereal *wi, doublereal *z__, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, i__1, i__2, i__3, i__4;
doublereal d__1, d__2;
/* Local variables */
static integer i__, j, k, l, m;
static doublereal s, v[3];
static integer i1, i2;
static doublereal t1, t2, t3, v1, v2, v3, h00, h10, h11, h12, h21, h22,
h33, h44;
static integer nh;
static doublereal cs;
static integer nr;
static doublereal sn, h33s, h44s;
static integer itn, its;
static doublereal ulp, sum, tst1, h43h34, unfl, ovfl;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal work[1];
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *), dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
doublereal *, doublereal *);
extern doublereal dlamch_(char *, ftnlen);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *, ftnlen);
static doublereal smlnum;
/* %------------------% */
/* | Scalar Arguments | */
/* %------------------% */
/* %-----------------% */
/* | Array Arguments | */
/* %-----------------% */
/* %------------% */
/* | Parameters | */
/* %------------% */
/* %------------------------% */
/* | Local Scalars & Arrays | */
/* %------------------------% */
/* %--------------------% */
/* | External Functions | */
/* %--------------------% */
/* %----------------------% */
/* | External Subroutines | */
/* %----------------------% */
/* %-----------------------% */
/* | Executable Statements | */
/* %-----------------------% */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
--z__;
/* Function Body */
*info = 0;
/* %--------------------------% */
/* | Quick return if possible | */
/* %--------------------------% */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h__[*ilo + *ilo * h_dim1];
wi[*ilo] = 0.;
return 0;
}
/* %---------------------------------------------% */
/* | Initialize the vector of last components of | */
/* | the Schur vectors for accumulation. | */
/* %---------------------------------------------% */
i__1 = *n - 1;
for (j = 1; j <= i__1; ++j) {
z__[j] = 0.;
/* L5: */
}
z__[*n] = 1.;
nh = *ihi - *ilo + 1;
/* %-------------------------------------------------------------% */
/* | Set machine-dependent constants for the stopping criterion. | */
/* | If norm(H) <= sqrt(OVFL), overflow should not occur. | */
/* %-------------------------------------------------------------% */
unfl = dlamch_("safe minimum", (ftnlen)12);
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("precision", (ftnlen)9);
smlnum = unfl * (nh / ulp);
/* %---------------------------------------------------------------% */
/* | I1 and I2 are the indices of the first row and last column | */
/* | of H to which transformations must be applied. If eigenvalues | */
/* | only are computed, I1 and I2 are set inside the main loop. | */
/* | Zero out H(J+2,J) = ZERO for J=1:N if WANTT = .TRUE. | */
/* | else H(J+2,J) for J=ILO:IHI-ILO-1 if WANTT = .FALSE. | */
/* %---------------------------------------------------------------% */
if (*wantt) {
i1 = 1;
i2 = *n;
i__1 = i2 - 2;
for (i__ = 1; i__ <= i__1; ++i__) {
h__[i1 + i__ + 1 + i__ * h_dim1] = 0.;
/* L8: */
}
} else {
i__1 = *ihi - *ilo - 1;
for (i__ = 1; i__ <= i__1; ++i__) {
h__[*ilo + i__ + 1 + (*ilo + i__ - 1) * h_dim1] = 0.;
/* L9: */
}
}
/* %---------------------------------------------------% */
/* | ITN is the total number of QR iterations allowed. | */
/* %---------------------------------------------------% */
itn = nh * 30;
/* ------------------------------------------------------------------ */
/* The main loop begins here. I is the loop index and decreases from */
/* IHI to ILO in steps of 1 or 2. Each iteration of the loop works */
/* with the active submatrix in rows and columns L to I. */
/* Eigenvalues I+1 to IHI have already converged. Either L = ILO or */
/* H(L,L-1) is negligible so that the matrix splits. */
/* ------------------------------------------------------------------ */
i__ = *ihi;
L10:
l = *ilo;
if (i__ < *ilo) {
goto L150;
}
/* %--------------------------------------------------------------% */
/* | Perform QR iterations on rows and columns ILO to I until a | */
/* | submatrix of order 1 or 2 splits off at the bottom because a | */
/* | subdiagonal element has become negligible. | */
/* %--------------------------------------------------------------% */
i__1 = itn;
for (its = 0; its <= i__1; ++its) {
/* %----------------------------------------------% */
/* | Look for a single small subdiagonal element. | */
/* %----------------------------------------------% */
i__2 = l + 1;
for (k = i__; k >= i__2; --k) {
tst1 = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[k + k * h_dim1], abs(d__2));
if (tst1 == 0.) {
i__3 = i__ - l + 1;
tst1 = dlanhs_("1", &i__3, &h__[l + l * h_dim1], ldh, work, (
ftnlen)1);
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= max(d__2,
smlnum)) {
goto L30;
}
/* L20: */
}
L30:
l = k;
if (l > *ilo) {
/* %------------------------% */
/* | H(L,L-1) is negligible | */
/* %------------------------% */
h__[l + (l - 1) * h_dim1] = 0.;
}
/* %-------------------------------------------------------------% */
/* | Exit from loop if a submatrix of order 1 or 2 has split off | */
/* %-------------------------------------------------------------% */
if (l >= i__ - 1) {
goto L140;
}
/* %---------------------------------------------------------% */
/* | Now the active submatrix is in rows and columns L to I. | */
/* | If eigenvalues only are being computed, only the active | */
/* | submatrix need be transformed. | */
/* %---------------------------------------------------------% */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* %-------------------% */
/* | Exceptional shift | */
/* %-------------------% */
s = (d__1 = h__[i__ + (i__ - 1) * h_dim1], abs(d__1)) + (d__2 =
h__[i__ - 1 + (i__ - 2) * h_dim1], abs(d__2));
h44 = s * .75;
h33 = h44;
h43h34 = s * -.4375 * s;
} else {
/* %-----------------------------------------% */
/* | Prepare to use Wilkinson's double shift | */
/* %-----------------------------------------% */
h44 = h__[i__ + i__ * h_dim1];
h33 = h__[i__ - 1 + (i__ - 1) * h_dim1];
h43h34 = h__[i__ + (i__ - 1) * h_dim1] * h__[i__ - 1 + i__ *
h_dim1];
}
/* %-----------------------------------------------------% */
/* | Look for two consecutive small subdiagonal elements | */
/* %-----------------------------------------------------% */
i__2 = l;
for (m = i__ - 2; m >= i__2; --m) {
/* %---------------------------------------------------------% */
/* | Determine the effect of starting the double-shift QR | */
/* | iteration at row M, and see if this would make H(M,M-1) | */
/* | negligible. | */
/* %---------------------------------------------------------% */
h11 = h__[m + m * h_dim1];
h22 = h__[m + 1 + (m + 1) * h_dim1];
h21 = h__[m + 1 + m * h_dim1];
h12 = h__[m + (m + 1) * h_dim1];
h44s = h44 - h11;
h33s = h33 - h11;
v1 = (h33s * h44s - h43h34) / h21 + h12;
v2 = h22 - h11 - h33s - h44s;
v3 = h__[m + 2 + (m + 1) * h_dim1];
s = abs(v1) + abs(v2) + abs(v3);
v1 /= s;
v2 /= s;
v3 /= s;
v[0] = v1;
v[1] = v2;
v[2] = v3;
if (m == l) {
goto L50;
}
h00 = h__[m - 1 + (m - 1) * h_dim1];
h10 = h__[m + (m - 1) * h_dim1];
tst1 = abs(v1) * (abs(h00) + abs(h11) + abs(h22));
if (abs(h10) * (abs(v2) + abs(v3)) <= ulp * tst1) {
goto L50;
}
/* L40: */
}
L50:
/* %----------------------% */
/* | Double-shift QR step | */
/* %----------------------% */
i__2 = i__ - 1;
for (k = m; k <= i__2; ++k) {
/* ------------------------------------------------------------ */
/* The first iteration of this loop determines a reflection G */
/* from the vector V and applies it from left and right to H, */
/* thus creating a nonzero bulge below the subdiagonal. */
/* Each subsequent iteration determines a reflection G to */
/* restore the Hessenberg form in the (K-1)th column, and thus */
/* chases the bulge one step toward the bottom of the active */
/* submatrix. NR is the order of G. */
/* ------------------------------------------------------------ */
/* Computing MIN */
i__3 = 3, i__4 = i__ - k + 1;
nr = min(i__3,i__4);
if (k > m) {
dcopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
if (k > m) {
h__[k + (k - 1) * h_dim1] = v[0];
h__[k + 1 + (k - 1) * h_dim1] = 0.;
if (k < i__ - 1) {
h__[k + 2 + (k - 1) * h_dim1] = 0.;
}
} else if (m > l) {
h__[k + (k - 1) * h_dim1] = -h__[k + (k - 1) * h_dim1];
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* %------------------------------------------------% */
/* | Apply G from the left to transform the rows of | */
/* | the matrix in columns K to I2. | */
/* %------------------------------------------------% */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1]
+ v3 * h__[k + 2 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
h__[k + 2 + j * h_dim1] -= sum * t3;
/* L60: */
}
/* %----------------------------------------------------% */
/* | Apply G from the right to transform the columns of | */
/* | the matrix in rows I1 to min(K+3,I). | */
/* %----------------------------------------------------% */
/* Computing MIN */
i__4 = k + 3;
i__3 = min(i__4,i__);
for (j = i1; j <= i__3; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
+ v3 * h__[j + (k + 2) * h_dim1];
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
h__[j + (k + 2) * h_dim1] -= sum * t3;
/* L70: */
}
/* %----------------------------------% */
/* | Accumulate transformations for Z | */
/* %----------------------------------% */
sum = z__[k] + v2 * z__[k + 1] + v3 * z__[k + 2];
z__[k] -= sum * t1;
z__[k + 1] -= sum * t2;
z__[k + 2] -= sum * t3;
} else if (nr == 2) {
/* %------------------------------------------------% */
/* | Apply G from the left to transform the rows of | */
/* | the matrix in columns K to I2. | */
/* %------------------------------------------------% */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1];
h__[k + j * h_dim1] -= sum * t1;
h__[k + 1 + j * h_dim1] -= sum * t2;
/* L90: */
}
/* %----------------------------------------------------% */
/* | Apply G from the right to transform the columns of | */
/* | the matrix in rows I1 to min(K+3,I). | */
/* %----------------------------------------------------% */
i__3 = i__;
for (j = i1; j <= i__3; ++j) {
sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
;
h__[j + k * h_dim1] -= sum * t1;
h__[j + (k + 1) * h_dim1] -= sum * t2;
/* L100: */
}
/* %----------------------------------% */
/* | Accumulate transformations for Z | */
/* %----------------------------------% */
sum = z__[k] + v2 * z__[k + 1];
z__[k] -= sum * t1;
z__[k + 1] -= sum * t2;
}
/* L120: */
}
/* L130: */
}
/* %-------------------------------------------------------% */
/* | Failure to converge in remaining number of iterations | */
/* %-------------------------------------------------------% */
*info = i__;
return 0;
L140:
if (l == i__) {
/* %------------------------------------------------------% */
/* | H(I,I-1) is negligible: one eigenvalue has converged | */
/* %------------------------------------------------------% */
wr[i__] = h__[i__ + i__ * h_dim1];
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* %--------------------------------------------------------% */
/* | H(I-1,I-2) is negligible; | */
/* | a pair of eigenvalues have converged. | */
/* | | */
/* | Transform the 2-by-2 submatrix to standard Schur form, | */
/* | and compute and store the eigenvalues. | */
/* %--------------------------------------------------------% */
dlanv2_(&h__[i__ - 1 + (i__ - 1) * h_dim1], &h__[i__ - 1 + i__ *
h_dim1], &h__[i__ + (i__ - 1) * h_dim1], &h__[i__ + i__ *
h_dim1], &wr[i__ - 1], &wi[i__ - 1], &wr[i__], &wi[i__], &cs,
&sn);
if (*wantt) {
/* %-----------------------------------------------------% */
/* | Apply the transformation to the rest of H and to Z, | */
/* | as required. | */
/* %-----------------------------------------------------% */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h__[i1 + (i__ - 1) * h_dim1], &c__1, &h__[i1 + i__ *
h_dim1], &c__1, &cs, &sn);
sum = cs * z__[i__ - 1] + sn * z__[i__];
z__[i__] = cs * z__[i__] - sn * z__[i__ - 1];
z__[i__ - 1] = sum;
}
}
/* %---------------------------------------------------------% */
/* | Decrement number of remaining iterations, and return to | */
/* | start of the main loop with new value of I. | */
/* %---------------------------------------------------------% */
itn -= its;
i__ = l - 1;
goto L10;
L150:
return 0;
/* %---------------% */
/* | End of dlaqrb | */
/* %---------------% */
} /* dlaqrb_ */
int dlaqr0_(int *wantt, int *wantz, int *n,
int *ilo, int *ihi, double *h__, int *ldh, double
*wr, double *wi, int *iloz, int *ihiz, double *z__,
int *ldz, double *work, int *lwork, int *info)
{
/* System generated locals */
int h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4, i__5;
double d__1, d__2, d__3, d__4;
/* Local variables */
int i__, k;
double aa, bb, cc, dd;
int ld;
double cs;
int nh, it, ks, kt;
double sn;
int ku, kv, ls, ns;
double ss;
int nw, inf, kdu, nho, nve, kwh, nsr, nwr, kwv, ndec, ndfl, kbot,
nmin;
double swap;
int ktop;
double zdum[1] /* was [1][1] */;
int kacc22, itmax, nsmax, nwmax, kwtop;
extern int dlanv2_(double *, double *,
double *, double *, double *, double *,
double *, double *, double *, double *), dlaqr3_(
int *, int *, int *, int *, int *, int *,
double *, int *, int *, int *, double *,
int *, int *, int *, double *, double *,
double *, int *, int *, double *, int *,
int *, double *, int *, double *, int *),
dlaqr4_(int *, int *, int *, int *, int *,
double *, int *, double *, double *, int *,
int *, double *, int *, double *, int *,
int *), dlaqr5_(int *, int *, int *, int *,
int *, int *, int *, double *, double *,
double *, int *, int *, int *, double *,
int *, double *, int *, double *, int *,
int *, double *, int *, int *, double *,
int *);
int nibble;
extern int dlahqr_(int *, int *, int *,
int *, int *, double *, int *, double *,
double *, int *, int *, double *, int *,
int *), dlacpy_(char *, int *, int *, double *,
int *, double *, int *);
extern int ilaenv_(int *, char *, char *, int *, int *,
int *, int *);
char jbcmpz[1];
int nwupbd;
int sorted;
int lwkopt;
/* -- LAPACK auxiliary routine (version 3.2) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAQR0 computes the eigenvalues of a Hessenberg matrix H */
/* and, optionally, the matrices T and Z from the Schur decomposition */
/* H = Z T Z**T, where T is an upper quasi-triangular matrix (the */
/* Schur form), and Z is the orthogonal matrix of Schur vectors. */
/* Optionally Z may be postmultiplied into an input orthogonal */
/* matrix Q so that this routine can give the Schur factorization */
/* of a matrix A which has been reduced to the Hessenberg form H */
/* by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. */
/* Arguments */
/* ========= */
/* WANTT (input) LOGICAL */
/* = .TRUE. : the full Schur form T is required; */
/* = .FALSE.: only eigenvalues are required. */
/* WANTZ (input) LOGICAL */
/* = .TRUE. : the matrix of Schur vectors Z is required; */
/* = .FALSE.: Schur vectors are not required. */
/* N (input) INTEGER */
/* The order of the matrix H. N .GE. 0. */
/* ILO (input) INTEGER */
/* IHI (input) INTEGER */
/* It is assumed that H is already upper triangular in rows */
/* and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1, */
/* H(ILO,ILO-1) is zero. ILO and IHI are normally set by a */
/* previous call to DGEBAL, and then passed to DGEHRD when the */
/* matrix output by DGEBAL is reduced to Hessenberg form. */
/* Otherwise, ILO and IHI should be set to 1 and N, */
/* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. */
/* If N = 0, then ILO = 1 and IHI = 0. */
/* H (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
/* On entry, the upper Hessenberg matrix H. */
/* On exit, if INFO = 0 and WANTT is .TRUE., then H contains */
/* the upper quasi-triangular matrix T from the Schur */
/* decomposition (the Schur form); 2-by-2 diagonal blocks */
/* (corresponding to complex conjugate pairs of eigenvalues) */
/* are returned in standard form, with H(i,i) = H(i+1,i+1) */
/* and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is */
/* .FALSE., then the contents of H are unspecified on exit. */
/* (The output value of H when INFO.GT.0 is given under the */
/* description of INFO below.) */
/* This subroutine may explicitly set H(i,j) = 0 for i.GT.j and */
/* j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. */
/* LDH (input) INTEGER */
/* The leading dimension of the array H. LDH .GE. MAX(1,N). */
/* WR (output) DOUBLE PRECISION array, dimension (IHI) */
/* WI (output) DOUBLE PRECISION array, dimension (IHI) */
/* The float and imaginary parts, respectively, of the computed */
/* eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI) */
/* and WI(ILO:IHI). If two eigenvalues are computed as a */
/* complex conjugate pair, they are stored in consecutive */
/* elements of WR and WI, say the i-th and (i+1)th, with */
/* WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then */
/* the eigenvalues are stored in the same order as on the */
/* diagonal of the Schur form returned in H, with */
/* WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal */
/* block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and */
/* WI(i+1) = -WI(i). */
/* ILOZ (input) INTEGER */
/* IHIZ (input) INTEGER */
/* Specify the rows of Z to which transformations must be */
/* applied if WANTZ is .TRUE.. */
/* 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) */
/* If WANTZ is .FALSE., then Z is not referenced. */
/* If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is */
/* replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the */
/* orthogonal Schur factor of H(ILO:IHI,ILO:IHI). */
/* (The output value of Z when INFO.GT.0 is given under */
/* the description of INFO below.) */
/* LDZ (input) INTEGER */
/* The leading dimension of the array Z. if WANTZ is .TRUE. */
/* then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. */
/* WORK (workspace/output) DOUBLE PRECISION array, dimension LWORK */
/* On exit, if LWORK = -1, WORK(1) returns an estimate of */
/* the optimal value for LWORK. */
/* LWORK (input) INTEGER */
/* The dimension of the array WORK. LWORK .GE. MAX(1,N) */
/* is sufficient, but LWORK typically as large as 6*N may */
/* be required for optimal performance. A workspace query */
/* to determine the optimal workspace size is recommended. */
/* If LWORK = -1, then DLAQR0 does a workspace query. */
/* In this case, DLAQR0 checks the input parameters and */
/* estimates the optimal workspace size for the given */
/* values of N, ILO and IHI. The estimate is returned */
/* in WORK(1). No error message related to LWORK is */
/* issued by XERBLA. Neither H nor Z are accessed. */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* .GT. 0: if INFO = i, DLAQR0 failed to compute all of */
/* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR */
/* and WI contain those eigenvalues which have been */
/* successfully computed. (Failures are rare.) */
/* If INFO .GT. 0 and WANT is .FALSE., then on exit, */
/* the remaining unconverged eigenvalues are the eigen- */
/* values of the upper Hessenberg matrix rows and */
/* columns ILO through INFO of the final, output */
/* value of H. */
/* If INFO .GT. 0 and WANTT is .TRUE., then on exit */
/* (*) (initial value of H)*U = U*(final value of H) */
/* where U is an orthogonal matrix. The final */
/* value of H is upper Hessenberg and quasi-triangular */
/* in rows and columns INFO+1 through IHI. */
/* If INFO .GT. 0 and WANTZ is .TRUE., then on exit */
/* (final value of Z(ILO:IHI,ILOZ:IHIZ) */
/* = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U */
/* where U is the orthogonal matrix in (*) (regard- */
/* less of the value of WANTT.) */
/* If INFO .GT. 0 and WANTZ is .FALSE., then Z is not */
/* accessed. */
/* ================================================================ */
/* Based on contributions by */
/* Karen Braman and Ralph Byers, Department of Mathematics, */
/* University of Kansas, USA */
/* ================================================================ */
/* References: */
/* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
/* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 */
/* Performance, SIAM Journal of Matrix Analysis, volume 23, pages */
/* 929--947, 2002. */
/* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
/* Algorithm Part II: Aggressive Early Deflation, SIAM Journal */
/* of Matrix Analysis, volume 23, pages 948--973, 2002. */
/* ================================================================ */
/* .. Parameters .. */
/* ==== Matrices of order NTINY or smaller must be processed by */
/* . DLAHQR because of insufficient subdiagonal scratch space. */
/* . (This is a hard limit.) ==== */
/* ==== Exceptional deflation windows: try to cure rare */
/* . slow convergence by varying the size of the */
/* . deflation window after KEXNW iterations. ==== */
/* ==== Exceptional shifts: try to cure rare slow convergence */
/* . with ad-hoc exceptional shifts every KEXSH iterations. */
/* . ==== */
/* ==== The constants WILK1 and WILK2 are used to form the */
/* . exceptional shifts. ==== */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
--wr;
--wi;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
--work;
/* Function Body */
*info = 0;
/* ==== Quick return for N = 0: nothing to do. ==== */
if (*n == 0) {
work[1] = 1.;
return 0;
}
if (*n <= 11) {
/* ==== Tiny matrices must use DLAHQR. ==== */
lwkopt = 1;
if (*lwork != -1) {
dlahqr_(wantt, wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &
wi[1], iloz, ihiz, &z__[z_offset], ldz, info);
}
} else {
/* ==== Use small bulge multi-shift QR with aggressive early */
/* . deflation on larger-than-tiny matrices. ==== */
/* ==== Hope for the best. ==== */
*info = 0;
/* ==== Set up job flags for ILAENV. ==== */
if (*wantt) {
*(unsigned char *)jbcmpz = 'S';
} else {
*(unsigned char *)jbcmpz = 'E';
}
if (*wantz) {
*(unsigned char *)&jbcmpz[1] = 'V';
} else {
*(unsigned char *)&jbcmpz[1] = 'N';
}
/* ==== NWR = recommended deflation window size. At this */
/* . point, N .GT. NTINY = 11, so there is enough */
/* . subdiagonal workspace for NWR.GE.2 as required. */
/* . (In fact, there is enough subdiagonal space for */
/* . NWR.GE.3.) ==== */
nwr = ilaenv_(&c__13, "DLAQR0", jbcmpz, n, ilo, ihi, lwork);
nwr = MAX(2,nwr);
/* Computing MIN */
i__1 = *ihi - *ilo + 1, i__2 = (*n - 1) / 3, i__1 = MIN(i__1,i__2);
nwr = MIN(i__1,nwr);
/* ==== NSR = recommended number of simultaneous shifts. */
/* . At this point N .GT. NTINY = 11, so there is at */
/* . enough subdiagonal workspace for NSR to be even */
/* . and greater than or equal to two as required. ==== */
nsr = ilaenv_(&c__15, "DLAQR0", jbcmpz, n, ilo, ihi, lwork);
/* Computing MIN */
i__1 = nsr, i__2 = (*n + 6) / 9, i__1 = MIN(i__1,i__2), i__2 = *ihi -
*ilo;
nsr = MIN(i__1,i__2);
/* Computing MAX */
i__1 = 2, i__2 = nsr - nsr % 2;
nsr = MAX(i__1,i__2);
/* ==== Estimate optimal workspace ==== */
/* ==== Workspace query call to DLAQR3 ==== */
i__1 = nwr + 1;
dlaqr3_(wantt, wantz, n, ilo, ihi, &i__1, &h__[h_offset], ldh, iloz,
ihiz, &z__[z_offset], ldz, &ls, &ld, &wr[1], &wi[1], &h__[
h_offset], ldh, n, &h__[h_offset], ldh, n, &h__[h_offset],
ldh, &work[1], &c_n1);
/* ==== Optimal workspace = MAX(DLAQR5, DLAQR3) ==== */
/* Computing MAX */
i__1 = nsr * 3 / 2, i__2 = (int) work[1];
lwkopt = MAX(i__1,i__2);
/* ==== Quick return in case of workspace query. ==== */
if (*lwork == -1) {
work[1] = (double) lwkopt;
return 0;
}
/* ==== DLAHQR/DLAQR0 crossover point ==== */
nmin = ilaenv_(&c__12, "DLAQR0", jbcmpz, n, ilo, ihi, lwork);
nmin = MAX(11,nmin);
/* ==== Nibble crossover point ==== */
nibble = ilaenv_(&c__14, "DLAQR0", jbcmpz, n, ilo, ihi, lwork);
nibble = MAX(0,nibble);
/* ==== Accumulate reflections during ttswp? Use block */
/* . 2-by-2 structure during matrix-matrix multiply? ==== */
kacc22 = ilaenv_(&c__16, "DLAQR0", jbcmpz, n, ilo, ihi, lwork);
kacc22 = MAX(0,kacc22);
kacc22 = MIN(2,kacc22);
/* ==== NWMAX = the largest possible deflation window for */
/* . which there is sufficient workspace. ==== */
/* Computing MIN */
i__1 = (*n - 1) / 3, i__2 = *lwork / 2;
nwmax = MIN(i__1,i__2);
nw = nwmax;
/* ==== NSMAX = the Largest number of simultaneous shifts */
/* . for which there is sufficient workspace. ==== */
/* Computing MIN */
i__1 = (*n + 6) / 9, i__2 = (*lwork << 1) / 3;
nsmax = MIN(i__1,i__2);
nsmax -= nsmax % 2;
/* ==== NDFL: an iteration count restarted at deflation. ==== */
ndfl = 1;
/* ==== ITMAX = iteration limit ==== */
/* Computing MAX */
i__1 = 10, i__2 = *ihi - *ilo + 1;
itmax = MAX(i__1,i__2) * 30;
/* ==== Last row and column in the active block ==== */
kbot = *ihi;
/* ==== Main Loop ==== */
i__1 = itmax;
for (it = 1; it <= i__1; ++it) {
/* ==== Done when KBOT falls below ILO ==== */
if (kbot < *ilo) {
goto L90;
}
/* ==== Locate active block ==== */
i__2 = *ilo + 1;
for (k = kbot; k >= i__2; --k) {
if (h__[k + (k - 1) * h_dim1] == 0.) {
goto L20;
}
/* L10: */
}
k = *ilo;
L20:
ktop = k;
/* ==== Select deflation window size: */
/* . Typical Case: */
/* . If possible and advisable, nibble the entire */
/* . active block. If not, use size MIN(NWR,NWMAX) */
/* . or MIN(NWR+1,NWMAX) depending upon which has */
/* . the smaller corresponding subdiagonal entry */
/* . (a heuristic). */
/* . */
/* . Exceptional Case: */
/* . If there have been no deflations in KEXNW or */
/* . more iterations, then vary the deflation window */
/* . size. At first, because, larger windows are, */
/* . in general, more powerful than smaller ones, */
/* . rapidly increase the window to the maximum possible. */
/* . Then, gradually reduce the window size. ==== */
nh = kbot - ktop + 1;
nwupbd = MIN(nh,nwmax);
if (ndfl < 5) {
nw = MIN(nwupbd,nwr);
} else {
/* Computing MIN */
i__2 = nwupbd, i__3 = nw << 1;
nw = MIN(i__2,i__3);
}
if (nw < nwmax) {
if (nw >= nh - 1) {
nw = nh;
} else {
kwtop = kbot - nw + 1;
if ((d__1 = h__[kwtop + (kwtop - 1) * h_dim1], ABS(d__1))
> (d__2 = h__[kwtop - 1 + (kwtop - 2) * h_dim1],
ABS(d__2))) {
++nw;
}
}
}
if (ndfl < 5) {
ndec = -1;
} else if (ndec >= 0 || nw >= nwupbd) {
++ndec;
if (nw - ndec < 2) {
ndec = 0;
}
nw -= ndec;
}
/* ==== Aggressive early deflation: */
/* . split workspace under the subdiagonal into */
/* . - an nw-by-nw work array V in the lower */
/* . left-hand-corner, */
/* . - an NW-by-at-least-NW-but-more-is-better */
/* . (NW-by-NHO) horizontal work array along */
/* . the bottom edge, */
/* . - an at-least-NW-but-more-is-better (NHV-by-NW) */
/* . vertical work array along the left-hand-edge. */
/* . ==== */
kv = *n - nw + 1;
kt = nw + 1;
nho = *n - nw - 1 - kt + 1;
kwv = nw + 2;
nve = *n - nw - kwv + 1;
/* ==== Aggressive early deflation ==== */
dlaqr3_(wantt, wantz, n, &ktop, &kbot, &nw, &h__[h_offset], ldh,
iloz, ihiz, &z__[z_offset], ldz, &ls, &ld, &wr[1], &wi[1],
&h__[kv + h_dim1], ldh, &nho, &h__[kv + kt * h_dim1],
ldh, &nve, &h__[kwv + h_dim1], ldh, &work[1], lwork);
/* ==== Adjust KBOT accounting for new deflations. ==== */
kbot -= ld;
/* ==== KS points to the shifts. ==== */
ks = kbot - ls + 1;
/* ==== Skip an expensive QR sweep if there is a (partly */
/* . heuristic) reason to expect that many eigenvalues */
/* . will deflate without it. Here, the QR sweep is */
/* . skipped if many eigenvalues have just been deflated */
/* . or if the remaining active block is small. */
if (ld == 0 || ld * 100 <= nw * nibble && kbot - ktop + 1 > MIN(
nmin,nwmax)) {
/* ==== NS = nominal number of simultaneous shifts. */
/* . This may be lowered (slightly) if DLAQR3 */
/* . did not provide that many shifts. ==== */
/* Computing MIN */
/* Computing MAX */
i__4 = 2, i__5 = kbot - ktop;
i__2 = MIN(nsmax,nsr), i__3 = MAX(i__4,i__5);
ns = MIN(i__2,i__3);
ns -= ns % 2;
/* ==== If there have been no deflations */
/* . in a multiple of KEXSH iterations, */
/* . then try exceptional shifts. */
/* . Otherwise use shifts provided by */
/* . DLAQR3 above or from the eigenvalues */
/* . of a trailing principal submatrix. ==== */
if (ndfl % 6 == 0) {
ks = kbot - ns + 1;
/* Computing MAX */
i__3 = ks + 1, i__4 = ktop + 2;
i__2 = MAX(i__3,i__4);
for (i__ = kbot; i__ >= i__2; i__ += -2) {
ss = (d__1 = h__[i__ + (i__ - 1) * h_dim1], ABS(d__1))
+ (d__2 = h__[i__ - 1 + (i__ - 2) * h_dim1],
ABS(d__2));
aa = ss * .75 + h__[i__ + i__ * h_dim1];
bb = ss;
cc = ss * -.4375;
dd = aa;
dlanv2_(&aa, &bb, &cc, &dd, &wr[i__ - 1], &wi[i__ - 1]
, &wr[i__], &wi[i__], &cs, &sn);
/* L30: */
}
if (ks == ktop) {
wr[ks + 1] = h__[ks + 1 + (ks + 1) * h_dim1];
wi[ks + 1] = 0.;
wr[ks] = wr[ks + 1];
wi[ks] = wi[ks + 1];
}
} else {
/* ==== Got NS/2 or fewer shifts? Use DLAQR4 or */
/* . DLAHQR on a trailing principal submatrix to */
/* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9, */
/* . there is enough space below the subdiagonal */
/* . to fit an NS-by-NS scratch array.) ==== */
if (kbot - ks + 1 <= ns / 2) {
ks = kbot - ns + 1;
kt = *n - ns + 1;
dlacpy_("A", &ns, &ns, &h__[ks + ks * h_dim1], ldh, &
h__[kt + h_dim1], ldh);
if (ns > nmin) {
dlaqr4_(&c_false, &c_false, &ns, &c__1, &ns, &h__[
kt + h_dim1], ldh, &wr[ks], &wi[ks], &
c__1, &c__1, zdum, &c__1, &work[1], lwork,
&inf);
} else {
dlahqr_(&c_false, &c_false, &ns, &c__1, &ns, &h__[
kt + h_dim1], ldh, &wr[ks], &wi[ks], &
c__1, &c__1, zdum, &c__1, &inf);
}
ks += inf;
/* ==== In case of a rare QR failure use */
/* . eigenvalues of the trailing 2-by-2 */
/* . principal submatrix. ==== */
if (ks >= kbot) {
aa = h__[kbot - 1 + (kbot - 1) * h_dim1];
cc = h__[kbot + (kbot - 1) * h_dim1];
bb = h__[kbot - 1 + kbot * h_dim1];
dd = h__[kbot + kbot * h_dim1];
dlanv2_(&aa, &bb, &cc, &dd, &wr[kbot - 1], &wi[
kbot - 1], &wr[kbot], &wi[kbot], &cs, &sn)
;
ks = kbot - 1;
}
}
if (kbot - ks + 1 > ns) {
/* ==== Sort the shifts (Helps a little) */
/* . Bubble sort keeps complex conjugate */
/* . pairs together. ==== */
sorted = FALSE;
i__2 = ks + 1;
for (k = kbot; k >= i__2; --k) {
if (sorted) {
goto L60;
}
sorted = TRUE;
i__3 = k - 1;
for (i__ = ks; i__ <= i__3; ++i__) {
if ((d__1 = wr[i__], ABS(d__1)) + (d__2 = wi[
i__], ABS(d__2)) < (d__3 = wr[i__ + 1]
, ABS(d__3)) + (d__4 = wi[i__ + 1],
ABS(d__4))) {
sorted = FALSE;
swap = wr[i__];
wr[i__] = wr[i__ + 1];
wr[i__ + 1] = swap;
swap = wi[i__];
wi[i__] = wi[i__ + 1];
wi[i__ + 1] = swap;
}
/* L40: */
}
/* L50: */
}
L60:
;
}
/* ==== Shuffle shifts into pairs of float shifts */
/* . and pairs of complex conjugate shifts */
/* . assuming complex conjugate shifts are */
/* . already adjacent to one another. (Yes, */
/* . they are.) ==== */
i__2 = ks + 2;
for (i__ = kbot; i__ >= i__2; i__ += -2) {
if (wi[i__] != -wi[i__ - 1]) {
swap = wr[i__];
wr[i__] = wr[i__ - 1];
wr[i__ - 1] = wr[i__ - 2];
wr[i__ - 2] = swap;
swap = wi[i__];
wi[i__] = wi[i__ - 1];
wi[i__ - 1] = wi[i__ - 2];
wi[i__ - 2] = swap;
}
/* L70: */
}
}
/* ==== If there are only two shifts and both are */
/* . float, then use only one. ==== */
if (kbot - ks + 1 == 2) {
if (wi[kbot] == 0.) {
if ((d__1 = wr[kbot] - h__[kbot + kbot * h_dim1], ABS(
d__1)) < (d__2 = wr[kbot - 1] - h__[kbot +
kbot * h_dim1], ABS(d__2))) {
wr[kbot - 1] = wr[kbot];
} else {
wr[kbot] = wr[kbot - 1];
}
}
}
/* ==== Use up to NS of the the smallest magnatiude */
/* . shifts. If there aren't NS shifts available, */
/* . then use them all, possibly dropping one to */
/* . make the number of shifts even. ==== */
/* Computing MIN */
i__2 = ns, i__3 = kbot - ks + 1;
ns = MIN(i__2,i__3);
ns -= ns % 2;
ks = kbot - ns + 1;
/* ==== Small-bulge multi-shift QR sweep: */
/* . split workspace under the subdiagonal into */
/* . - a KDU-by-KDU work array U in the lower */
/* . left-hand-corner, */
/* . - a KDU-by-at-least-KDU-but-more-is-better */
/* . (KDU-by-NHo) horizontal work array WH along */
/* . the bottom edge, */
/* . - and an at-least-KDU-but-more-is-better-by-KDU */
/* . (NVE-by-KDU) vertical work WV arrow along */
/* . the left-hand-edge. ==== */
kdu = ns * 3 - 3;
ku = *n - kdu + 1;
kwh = kdu + 1;
nho = *n - kdu - 3 - (kdu + 1) + 1;
kwv = kdu + 4;
nve = *n - kdu - kwv + 1;
/* ==== Small-bulge multi-shift QR sweep ==== */
dlaqr5_(wantt, wantz, &kacc22, n, &ktop, &kbot, &ns, &wr[ks],
&wi[ks], &h__[h_offset], ldh, iloz, ihiz, &z__[
z_offset], ldz, &work[1], &c__3, &h__[ku + h_dim1],
ldh, &nve, &h__[kwv + h_dim1], ldh, &nho, &h__[ku +
kwh * h_dim1], ldh);
}
/* ==== Note progress (or the lack of it). ==== */
if (ld > 0) {
ndfl = 1;
} else {
++ndfl;
}
/* ==== End of main loop ==== */
/* L80: */
}
/* ==== Iteration limit exceeded. Set INFO to show where */
/* . the problem occurred and exit. ==== */
*info = kbot;
L90:
;
}
/* ==== Return the optimal value of LWORK. ==== */
work[1] = (double) lwkopt;
/* ==== End of DLAQR0 ==== */
return 0;
} /* dlaqr0_ */
/* Subroutine */ int dlaexc_(logical *wantq, integer *n, doublereal *t,
integer *ldt, doublereal *q, integer *ldq, integer *j1, integer *n1,
integer *n2, doublereal *work, integer *info)
{
/* System generated locals */
integer q_dim1, q_offset, t_dim1, t_offset, i__1;
doublereal d__1, d__2, d__3;
/* Local variables */
doublereal d__[16] /* was [4][4] */;
integer k;
doublereal u[3], x[4] /* was [2][2] */;
integer j2, j3, j4;
doublereal u1[3], u2[3];
integer nd;
doublereal cs, t11, t22, t33, sn, wi1, wi2, wr1, wr2, eps, tau, tau1,
tau2;
integer ierr;
doublereal temp;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
doublereal scale, dnorm, xnorm;
extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlasy2_(
logical *, logical *, integer *, integer *, integer *, doublereal
*, integer *, doublereal *, integer *, doublereal *, integer *,
doublereal *, doublereal *, integer *, doublereal *, integer *);
extern doublereal dlamch_(char *), dlange_(char *, integer *,
integer *, doublereal *, integer *, doublereal *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *), dlacpy_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, integer *),
dlartg_(doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *), dlarfx_(char *, integer *, integer *, doublereal *,
doublereal *, doublereal *, integer *, doublereal *);
doublereal thresh, smlnum;
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* Purpose */
/* ======= */
/* DLAEXC swaps adjacent diagonal blocks T11 and T22 of order 1 or 2 in */
/* an upper quasi-triangular matrix T by an orthogonal similarity */
/* transformation. */
/* T must be in Schur canonical form, that is, block upper triangular */
/* with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2 diagonal block */
/* has its diagonal elemnts equal and its off-diagonal elements of */
/* opposite sign. */
/* Arguments */
/* ========= */
/* WANTQ (input) LOGICAL */
/* = .TRUE. : accumulate the transformation in the matrix Q; */
/* = .FALSE.: do not accumulate the transformation. */
/* N (input) INTEGER */
/* The order of the matrix T. N >= 0. */
/* T (input/output) DOUBLE PRECISION array, dimension (LDT,N) */
/* On entry, the upper quasi-triangular matrix T, in Schur */
/* canonical form. */
/* On exit, the updated matrix T, again in Schur canonical form. */
/* LDT (input) INTEGER */
/* The leading dimension of the array T. LDT >= max(1,N). */
/* Q (input/output) DOUBLE PRECISION array, dimension (LDQ,N) */
/* On entry, if WANTQ is .TRUE., the orthogonal matrix Q. */
/* On exit, if WANTQ is .TRUE., the updated matrix Q. */
/* If WANTQ is .FALSE., Q is not referenced. */
/* LDQ (input) INTEGER */
/* The leading dimension of the array Q. */
/* LDQ >= 1; and if WANTQ is .TRUE., LDQ >= N. */
/* J1 (input) INTEGER */
/* The index of the first row of the first block T11. */
/* N1 (input) INTEGER */
/* The order of the first block T11. N1 = 0, 1 or 2. */
/* N2 (input) INTEGER */
/* The order of the second block T22. N2 = 0, 1 or 2. */
/* WORK (workspace) DOUBLE PRECISION array, dimension (N) */
/* INFO (output) INTEGER */
/* = 0: successful exit */
/* = 1: the transformed matrix T would be too far from Schur */
/* form; the blocks are not swapped and T and Q are */
/* unchanged. */
/* ===================================================================== */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. Local Arrays .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* Parameter adjustments */
t_dim1 = *ldt;
t_offset = 1 + t_dim1;
t -= t_offset;
q_dim1 = *ldq;
q_offset = 1 + q_dim1;
q -= q_offset;
--work;
/* Function Body */
*info = 0;
/* Quick return if possible */
if (*n == 0 || *n1 == 0 || *n2 == 0) {
return 0;
}
if (*j1 + *n1 > *n) {
return 0;
}
j2 = *j1 + 1;
j3 = *j1 + 2;
j4 = *j1 + 3;
if (*n1 == 1 && *n2 == 1) {
/* Swap two 1-by-1 blocks. */
t11 = t[*j1 + *j1 * t_dim1];
t22 = t[j2 + j2 * t_dim1];
/* Determine the transformation to perform the interchange. */
d__1 = t22 - t11;
dlartg_(&t[*j1 + j2 * t_dim1], &d__1, &cs, &sn, &temp);
/* Apply transformation to the matrix T. */
if (j3 <= *n) {
i__1 = *n - *j1 - 1;
drot_(&i__1, &t[*j1 + j3 * t_dim1], ldt, &t[j2 + j3 * t_dim1],
ldt, &cs, &sn);
}
i__1 = *j1 - 1;
drot_(&i__1, &t[*j1 * t_dim1 + 1], &c__1, &t[j2 * t_dim1 + 1], &c__1,
&cs, &sn);
t[*j1 + *j1 * t_dim1] = t22;
t[j2 + j2 * t_dim1] = t11;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
drot_(n, &q[*j1 * q_dim1 + 1], &c__1, &q[j2 * q_dim1 + 1], &c__1,
&cs, &sn);
}
} else {
/* Swapping involves at least one 2-by-2 block. */
/* Copy the diagonal block of order N1+N2 to the local array D */
/* and compute its norm. */
nd = *n1 + *n2;
dlacpy_("Full", &nd, &nd, &t[*j1 + *j1 * t_dim1], ldt, d__, &c__4);
dnorm = dlange_("Max", &nd, &nd, d__, &c__4, &work[1]);
/* Compute machine-dependent threshold for test for accepting */
/* swap. */
eps = dlamch_("P");
smlnum = dlamch_("S") / eps;
/* Computing MAX */
d__1 = eps * 10. * dnorm;
thresh = max(d__1,smlnum);
/* Solve T11*X - X*T22 = scale*T12 for X. */
dlasy2_(&c_false, &c_false, &c_n1, n1, n2, d__, &c__4, &d__[*n1 + 1 +
(*n1 + 1 << 2) - 5], &c__4, &d__[(*n1 + 1 << 2) - 4], &c__4, &
scale, x, &c__2, &xnorm, &ierr);
/* Swap the adjacent diagonal blocks. */
k = *n1 + *n1 + *n2 - 3;
switch (k) {
case 1: goto L10;
case 2: goto L20;
case 3: goto L30;
}
L10:
/* N1 = 1, N2 = 2: generate elementary reflector H so that: */
/* ( scale, X11, X12 ) H = ( 0, 0, * ) */
u[0] = scale;
u[1] = x[0];
u[2] = x[2];
dlarfg_(&c__3, &u[2], u, &c__1, &tau);
u[2] = 1.;
t11 = t[*j1 + *j1 * t_dim1];
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
/* Test whether to reject swap. */
/* Computing MAX */
d__2 = abs(d__[2]), d__3 = abs(d__[6]), d__2 = max(d__2,d__3), d__3 =
(d__1 = d__[10] - t11, abs(d__1));
if (max(d__2,d__3) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u, &tau, &t[*j1 + *j1 * t_dim1], ldt, &
work[1]);
dlarfx_("R", &j2, &c__3, u, &tau, &t[*j1 * t_dim1 + 1], ldt, &work[1]);
t[j3 + *j1 * t_dim1] = 0.;
t[j3 + j2 * t_dim1] = 0.;
t[j3 + j3 * t_dim1] = t11;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u, &tau, &q[*j1 * q_dim1 + 1], ldq, &work[
1]);
}
goto L40;
L20:
/* N1 = 2, N2 = 1: generate elementary reflector H so that: */
/* H ( -X11 ) = ( * ) */
/* ( -X21 ) = ( 0 ) */
/* ( scale ) = ( 0 ) */
u[0] = -x[0];
u[1] = -x[1];
u[2] = scale;
dlarfg_(&c__3, u, &u[1], &c__1, &tau);
u[0] = 1.;
t33 = t[j3 + j3 * t_dim1];
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
dlarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
/* Test whether to reject swap. */
/* Computing MAX */
d__2 = abs(d__[1]), d__3 = abs(d__[2]), d__2 = max(d__2,d__3), d__3 =
(d__1 = d__[0] - t33, abs(d__1));
if (max(d__2,d__3) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
dlarfx_("R", &j3, &c__3, u, &tau, &t[*j1 * t_dim1 + 1], ldt, &work[1]);
i__1 = *n - *j1;
dlarfx_("L", &c__3, &i__1, u, &tau, &t[*j1 + j2 * t_dim1], ldt, &work[
1]);
t[*j1 + *j1 * t_dim1] = t33;
t[j2 + *j1 * t_dim1] = 0.;
t[j3 + *j1 * t_dim1] = 0.;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u, &tau, &q[*j1 * q_dim1 + 1], ldq, &work[
1]);
}
goto L40;
L30:
/* N1 = 2, N2 = 2: generate elementary reflectors H(1) and H(2) so */
/* that: */
/* H(2) H(1) ( -X11 -X12 ) = ( * * ) */
/* ( -X21 -X22 ) ( 0 * ) */
/* ( scale 0 ) ( 0 0 ) */
/* ( 0 scale ) ( 0 0 ) */
u1[0] = -x[0];
u1[1] = -x[1];
u1[2] = scale;
dlarfg_(&c__3, u1, &u1[1], &c__1, &tau1);
u1[0] = 1.;
temp = -tau1 * (x[2] + u1[1] * x[3]);
u2[0] = -temp * u1[1] - x[3];
u2[1] = -temp * u1[2];
u2[2] = scale;
dlarfg_(&c__3, u2, &u2[1], &c__1, &tau2);
u2[0] = 1.;
/* Perform swap provisionally on diagonal block in D. */
dlarfx_("L", &c__3, &c__4, u1, &tau1, d__, &c__4, &work[1])
;
dlarfx_("R", &c__4, &c__3, u1, &tau1, d__, &c__4, &work[1])
;
dlarfx_("L", &c__3, &c__4, u2, &tau2, &d__[1], &c__4, &work[1]);
dlarfx_("R", &c__4, &c__3, u2, &tau2, &d__[4], &c__4, &work[1]);
/* Test whether to reject swap. */
/* Computing MAX */
d__1 = abs(d__[2]), d__2 = abs(d__[6]), d__1 = max(d__1,d__2), d__2 =
abs(d__[3]), d__1 = max(d__1,d__2), d__2 = abs(d__[7]);
if (max(d__1,d__2) > thresh) {
goto L50;
}
/* Accept swap: apply transformation to the entire matrix T. */
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u1, &tau1, &t[*j1 + *j1 * t_dim1], ldt, &
work[1]);
dlarfx_("R", &j4, &c__3, u1, &tau1, &t[*j1 * t_dim1 + 1], ldt, &work[
1]);
i__1 = *n - *j1 + 1;
dlarfx_("L", &c__3, &i__1, u2, &tau2, &t[j2 + *j1 * t_dim1], ldt, &
work[1]);
dlarfx_("R", &j4, &c__3, u2, &tau2, &t[j2 * t_dim1 + 1], ldt, &work[1]
);
t[j3 + *j1 * t_dim1] = 0.;
t[j3 + j2 * t_dim1] = 0.;
t[j4 + *j1 * t_dim1] = 0.;
t[j4 + j2 * t_dim1] = 0.;
if (*wantq) {
/* Accumulate transformation in the matrix Q. */
dlarfx_("R", n, &c__3, u1, &tau1, &q[*j1 * q_dim1 + 1], ldq, &
work[1]);
dlarfx_("R", n, &c__3, u2, &tau2, &q[j2 * q_dim1 + 1], ldq, &work[
1]);
}
L40:
if (*n2 == 2) {
/* Standardize new 2-by-2 block T11 */
dlanv2_(&t[*j1 + *j1 * t_dim1], &t[*j1 + j2 * t_dim1], &t[j2 + *
j1 * t_dim1], &t[j2 + j2 * t_dim1], &wr1, &wi1, &wr2, &
wi2, &cs, &sn);
i__1 = *n - *j1 - 1;
drot_(&i__1, &t[*j1 + (*j1 + 2) * t_dim1], ldt, &t[j2 + (*j1 + 2)
* t_dim1], ldt, &cs, &sn);
i__1 = *j1 - 1;
drot_(&i__1, &t[*j1 * t_dim1 + 1], &c__1, &t[j2 * t_dim1 + 1], &
c__1, &cs, &sn);
if (*wantq) {
drot_(n, &q[*j1 * q_dim1 + 1], &c__1, &q[j2 * q_dim1 + 1], &
c__1, &cs, &sn);
}
}
if (*n1 == 2) {
/* Standardize new 2-by-2 block T22 */
j3 = *j1 + *n2;
j4 = j3 + 1;
dlanv2_(&t[j3 + j3 * t_dim1], &t[j3 + j4 * t_dim1], &t[j4 + j3 *
t_dim1], &t[j4 + j4 * t_dim1], &wr1, &wi1, &wr2, &wi2, &
cs, &sn);
if (j3 + 2 <= *n) {
i__1 = *n - j3 - 1;
drot_(&i__1, &t[j3 + (j3 + 2) * t_dim1], ldt, &t[j4 + (j3 + 2)
* t_dim1], ldt, &cs, &sn);
}
i__1 = j3 - 1;
drot_(&i__1, &t[j3 * t_dim1 + 1], &c__1, &t[j4 * t_dim1 + 1], &
c__1, &cs, &sn);
if (*wantq) {
drot_(n, &q[j3 * q_dim1 + 1], &c__1, &q[j4 * q_dim1 + 1], &
c__1, &cs, &sn);
}
}
}
return 0;
/* Exit with INFO = 1 if swap was rejected. */
L50:
*info = 1;
return 0;
/* End of DLAEXC */
} /* dlaexc_ */
/* Subroutine */ int dlahqr_(logical *wantt, logical *wantz, integer *n,
integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal
*wr, doublereal *wi, integer *iloz, integer *ihiz, doublereal *z__,
integer *ldz, integer *info)
{
/* System generated locals */
integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4;
doublereal d__1, d__2;
/* Builtin functions */
double sqrt(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
static doublereal h43h34, disc, unfl, ovfl;
extern /* Subroutine */ int drot_(integer *, doublereal *, integer *,
doublereal *, integer *, doublereal *, doublereal *);
static doublereal work[1], opst;
static integer i__, j, k, l, m;
static doublereal s, v[3];
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
static integer i1, i2;
static doublereal t1, t2, t3, v1, v2, v3;
extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
doublereal *, doublereal *);
static doublereal h00, h10, h11, h12, h21, h22, h33, h44;
static integer nh;
static doublereal cs;
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *);
static integer nr;
static doublereal sn;
static integer nz;
extern doublereal dlanhs_(char *, integer *, doublereal *, integer *,
doublereal *);
static doublereal smlnum, ave, h33s, h44s;
static integer itn, its;
static doublereal ulp, sum, tst1;
#define h___ref(a_1,a_2) h__[(a_2)*h_dim1 + a_1]
#define z___ref(a_1,a_2) z__[(a_2)*z_dim1 + a_1]
/* -- LAPACK auxiliary routine (instrum. to count ops. version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
June 30, 1999
Common block to return operation count.
Purpose
=======
DLAHQR is an auxiliary routine called by DHSEQR to update the
eigenvalues and Schur decomposition already computed by DHSEQR, by
dealing with the Hessenberg submatrix in rows and columns ILO to IHI.
Arguments
=========
WANTT (input) LOGICAL
= .TRUE. : the full Schur form T is required;
= .FALSE.: only eigenvalues are required.
WANTZ (input) LOGICAL
= .TRUE. : the matrix of Schur vectors Z is required;
= .FALSE.: Schur vectors are not required.
N (input) INTEGER
The order of the matrix H. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER
It is assumed that H is already upper quasi-triangular in
rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
ILO = 1). DLAHQR works primarily with the Hessenberg
submatrix in rows and columns ILO to IHI, but applies
transformations to all of H if WANTT is .TRUE..
1 <= ILO <= max(1,IHI); IHI <= N.
H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if WANTT is .TRUE., H is upper quasi-triangular in
rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in
standard form. If WANTT is .FALSE., the contents of H are
unspecified on exit.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N)
The real and imaginary parts, respectively, of the computed
eigenvalues ILO to IHI are stored in the corresponding
elements of WR and WI. If two eigenvalues are computed as a
complex conjugate pair, they are stored in consecutive
elements of WR and WI, say the i-th and (i+1)th, with
WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., the
eigenvalues are stored in the same order as on the diagonal
of the Schur form returned in H, with WR(i) = H(i,i), and, if
H(i:i+1,i:i+1) is a 2-by-2 diagonal block,
WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i).
ILOZ (input) INTEGER
IHIZ (input) INTEGER
Specify the rows of Z to which transformations must be
applied if WANTZ is .TRUE..
1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
If WANTZ is .TRUE., on entry Z must contain the current
matrix Z of transformations accumulated by DHSEQR, and on
exit Z has been updated; transformations are applied only to
the submatrix Z(ILOZ:IHIZ,ILO:IHI).
If WANTZ is .FALSE., Z is not referenced.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
> 0: DLAHQR failed to compute all the eigenvalues ILO to IHI
in a total of 30*(IHI-ILO+1) iterations; if INFO = i,
elements i+1:ihi of WR and WI contain those eigenvalues
which have been successfully computed.
Further Details
===============
2-96 Based on modifications by
David Day, Sandia National Laboratory, USA
=====================================================================
Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1 * 1;
h__ -= h_offset;
--wr;
--wi;
z_dim1 = *ldz;
z_offset = 1 + z_dim1 * 1;
z__ -= z_offset;
/* Function Body */
*info = 0;
/* **
Initialize */
opst = 0.;
/* **
Quick return if possible */
if (*n == 0) {
return 0;
}
if (*ilo == *ihi) {
wr[*ilo] = h___ref(*ilo, *ilo);
wi[*ilo] = 0.;
return 0;
}
nh = *ihi - *ilo + 1;
nz = *ihiz - *iloz + 1;
/* Set machine-dependent constants for the stopping criterion.
If norm(H) <= sqrt(OVFL), overflow should not occur. */
unfl = dlamch_("Safe minimum");
ovfl = 1. / unfl;
dlabad_(&unfl, &ovfl);
ulp = dlamch_("Precision");
smlnum = unfl * (nh / ulp);
/* I1 and I2 are the indices of the first row and last column of H
to which transformations must be applied. If eigenvalues only are
being computed, I1 and I2 are set inside the main loop. */
if (*wantt) {
i1 = 1;
i2 = *n;
}
/* ITN is the total number of QR iterations allowed. */
itn = nh * 30;
/* The main loop begins here. I is the loop index and decreases from
IHI to ILO in steps of 1 or 2. Each iteration of the loop works
with the active submatrix in rows and columns L to I.
Eigenvalues I+1 to IHI have already converged. Either L = ILO or
H(L,L-1) is negligible so that the matrix splits. */
i__ = *ihi;
L10:
l = *ilo;
if (i__ < *ilo) {
goto L150;
}
/* Perform QR iterations on rows and columns ILO to I until a
submatrix of order 1 or 2 splits off at the bottom because a
subdiagonal element has become negligible. */
i__1 = itn;
for (its = 0; its <= i__1; ++its) {
/* Look for a single small subdiagonal element. */
i__2 = l + 1;
for (k = i__; k >= i__2; --k) {
tst1 = (d__1 = h___ref(k - 1, k - 1), abs(d__1)) + (d__2 =
h___ref(k, k), abs(d__2));
if (tst1 == 0.) {
i__3 = i__ - l + 1;
tst1 = dlanhs_("1", &i__3, &h___ref(l, l), ldh, work);
/* **
Increment op count */
latime_1.ops += (i__ - l + 1) * (i__ - l + 2) / 2;
/* ** */
}
/* Computing MAX */
d__2 = ulp * tst1;
if ((d__1 = h___ref(k, k - 1), abs(d__1)) <= max(d__2,smlnum)) {
goto L30;
}
/* L20: */
}
L30:
l = k;
/* **
Increment op count */
opst += (i__ - l + 1) * 3;
/* ** */
if (l > *ilo) {
/* H(L,L-1) is negligible */
h___ref(l, l - 1) = 0.;
}
/* Exit from loop if a submatrix of order 1 or 2 has split off. */
if (l >= i__ - 1) {
goto L140;
}
/* Now the active submatrix is in rows and columns L to I. If
eigenvalues only are being computed, only the active submatrix
need be transformed. */
if (! (*wantt)) {
i1 = l;
i2 = i__;
}
if (its == 10 || its == 20) {
/* Exceptional shift. */
s = (d__1 = h___ref(i__, i__ - 1), abs(d__1)) + (d__2 = h___ref(
i__ - 1, i__ - 2), abs(d__2));
h44 = s * .75 + h___ref(i__, i__);
h33 = h44;
h43h34 = s * -.4375 * s;
/* **
Increment op count */
opst += 5;
/* ** */
} else {
/* Prepare to use Francis' double shift
(i.e. 2nd degree generalized Rayleigh quotient) */
h44 = h___ref(i__, i__);
h33 = h___ref(i__ - 1, i__ - 1);
h43h34 = h___ref(i__, i__ - 1) * h___ref(i__ - 1, i__);
s = h___ref(i__ - 1, i__ - 2) * h___ref(i__ - 1, i__ - 2);
disc = (h33 - h44) * .5;
disc = disc * disc + h43h34;
/* **
Increment op count */
opst += 6;
/* ** */
if (disc > 0.) {
/* Real roots: use Wilkinson's shift twice */
disc = sqrt(disc);
ave = (h33 + h44) * .5;
/* **
Increment op count */
opst += 2;
/* ** */
if (abs(h33) - abs(h44) > 0.) {
h33 = h33 * h44 - h43h34;
h44 = h33 / (d_sign(&disc, &ave) + ave);
/* **
Increment op count */
opst += 4;
/* ** */
} else {
h44 = d_sign(&disc, &ave) + ave;
/* **
Increment op count */
opst += 1;
/* ** */
}
h33 = h44;
h43h34 = 0.;
}
}
/* Look for two consecutive small subdiagonal elements. */
i__2 = l;
for (m = i__ - 2; m >= i__2; --m) {
/* Determine the effect of starting the double-shift QR
iteration at row M, and see if this would make H(M,M-1)
negligible. */
h11 = h___ref(m, m);
h22 = h___ref(m + 1, m + 1);
h21 = h___ref(m + 1, m);
h12 = h___ref(m, m + 1);
h44s = h44 - h11;
h33s = h33 - h11;
v1 = (h33s * h44s - h43h34) / h21 + h12;
v2 = h22 - h11 - h33s - h44s;
v3 = h___ref(m + 2, m + 1);
s = abs(v1) + abs(v2) + abs(v3);
v1 /= s;
v2 /= s;
v3 /= s;
v[0] = v1;
v[1] = v2;
v[2] = v3;
if (m == l) {
goto L50;
}
h00 = h___ref(m - 1, m - 1);
h10 = h___ref(m, m - 1);
tst1 = abs(v1) * (abs(h00) + abs(h11) + abs(h22));
if (abs(h10) * (abs(v2) + abs(v3)) <= ulp * tst1) {
goto L50;
}
/* L40: */
}
L50:
/* **
Increment op count */
opst += (i__ - m - 1) * 20;
/* **
Double-shift QR step */
i__2 = i__ - 1;
for (k = m; k <= i__2; ++k) {
/* The first iteration of this loop determines a reflection G
from the vector V and applies it from left and right to H,
thus creating a nonzero bulge below the subdiagonal.
Each subsequent iteration determines a reflection G to
restore the Hessenberg form in the (K-1)th column, and thus
chases the bulge one step toward the bottom of the active
submatrix. NR is the order of G.
Computing MIN */
i__3 = 3, i__4 = i__ - k + 1;
nr = min(i__3,i__4);
if (k > m) {
dcopy_(&nr, &h___ref(k, k - 1), &c__1, v, &c__1);
}
dlarfg_(&nr, v, &v[1], &c__1, &t1);
/* **
Increment op count */
opst = opst + nr * 3 + 9;
/* ** */
if (k > m) {
h___ref(k, k - 1) = v[0];
h___ref(k + 1, k - 1) = 0.;
if (k < i__ - 1) {
h___ref(k + 2, k - 1) = 0.;
}
} else if (m > l) {
h___ref(k, k - 1) = -h___ref(k, k - 1);
}
v2 = v[1];
t2 = t1 * v2;
if (nr == 3) {
v3 = v[2];
t3 = t1 * v3;
/* Apply G from the left to transform the rows of the matrix
in columns K to I2. */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h___ref(k, j) + v2 * h___ref(k + 1, j) + v3 *
h___ref(k + 2, j);
h___ref(k, j) = h___ref(k, j) - sum * t1;
h___ref(k + 1, j) = h___ref(k + 1, j) - sum * t2;
h___ref(k + 2, j) = h___ref(k + 2, j) - sum * t3;
/* L60: */
}
/* Apply G from the right to transform the columns of the
matrix in rows I1 to min(K+3,I).
Computing MIN */
i__4 = k + 3;
i__3 = min(i__4,i__);
for (j = i1; j <= i__3; ++j) {
sum = h___ref(j, k) + v2 * h___ref(j, k + 1) + v3 *
h___ref(j, k + 2);
h___ref(j, k) = h___ref(j, k) - sum * t1;
h___ref(j, k + 1) = h___ref(j, k + 1) - sum * t2;
h___ref(j, k + 2) = h___ref(j, k + 2) - sum * t3;
/* L70: */
}
/* **
Increment op count
Computing MIN */
i__3 = 3, i__4 = i__ - k;
latime_1.ops += (i2 - i1 + 2 + min(i__3,i__4)) * 10;
/* ** */
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__3 = *ihiz;
for (j = *iloz; j <= i__3; ++j) {
sum = z___ref(j, k) + v2 * z___ref(j, k + 1) + v3 *
z___ref(j, k + 2);
z___ref(j, k) = z___ref(j, k) - sum * t1;
z___ref(j, k + 1) = z___ref(j, k + 1) - sum * t2;
z___ref(j, k + 2) = z___ref(j, k + 2) - sum * t3;
/* L80: */
}
/* **
Increment op count */
latime_1.ops += nz * 10;
/* ** */
}
} else if (nr == 2) {
/* Apply G from the left to transform the rows of the matrix
in columns K to I2. */
i__3 = i2;
for (j = k; j <= i__3; ++j) {
sum = h___ref(k, j) + v2 * h___ref(k + 1, j);
h___ref(k, j) = h___ref(k, j) - sum * t1;
h___ref(k + 1, j) = h___ref(k + 1, j) - sum * t2;
/* L90: */
}
/* Apply G from the right to transform the columns of the
matrix in rows I1 to min(K+3,I). */
i__3 = i__;
for (j = i1; j <= i__3; ++j) {
sum = h___ref(j, k) + v2 * h___ref(j, k + 1);
h___ref(j, k) = h___ref(j, k) - sum * t1;
h___ref(j, k + 1) = h___ref(j, k + 1) - sum * t2;
/* L100: */
}
/* **
Increment op count */
latime_1.ops += (i2 - i1 + 3) * 6;
/* ** */
if (*wantz) {
/* Accumulate transformations in the matrix Z */
i__3 = *ihiz;
for (j = *iloz; j <= i__3; ++j) {
sum = z___ref(j, k) + v2 * z___ref(j, k + 1);
z___ref(j, k) = z___ref(j, k) - sum * t1;
z___ref(j, k + 1) = z___ref(j, k + 1) - sum * t2;
/* L110: */
}
/* **
Increment op count */
latime_1.ops += nz * 6;
/* ** */
}
}
/* L120: */
}
/* L130: */
}
/* Failure to converge in remaining number of iterations */
*info = i__;
return 0;
L140:
if (l == i__) {
/* H(I,I-1) is negligible: one eigenvalue has converged. */
wr[i__] = h___ref(i__, i__);
wi[i__] = 0.;
} else if (l == i__ - 1) {
/* H(I-1,I-2) is negligible: a pair of eigenvalues have converged.
Transform the 2-by-2 submatrix to standard Schur form,
and compute and store the eigenvalues. */
dlanv2_(&h___ref(i__ - 1, i__ - 1), &h___ref(i__ - 1, i__), &h___ref(
i__, i__ - 1), &h___ref(i__, i__), &wr[i__ - 1], &wi[i__ - 1],
&wr[i__], &wi[i__], &cs, &sn);
if (*wantt) {
/* Apply the transformation to the rest of H. */
if (i2 > i__) {
i__1 = i2 - i__;
drot_(&i__1, &h___ref(i__ - 1, i__ + 1), ldh, &h___ref(i__,
i__ + 1), ldh, &cs, &sn);
}
i__1 = i__ - i1 - 1;
drot_(&i__1, &h___ref(i1, i__ - 1), &c__1, &h___ref(i1, i__), &
c__1, &cs, &sn);
/* **
Increment op count */
latime_1.ops += (i2 - i1 - 1) * 6;
/* ** */
}
if (*wantz) {
/* Apply the transformation to Z. */
drot_(&nz, &z___ref(*iloz, i__ - 1), &c__1, &z___ref(*iloz, i__),
&c__1, &cs, &sn);
/* **
Increment op count */
latime_1.ops += nz * 6;
/* ** */
}
}
/* Decrement number of remaining iterations, and return to start of
the main loop with new value of I. */
itn -= its;
i__ = l - 1;
goto L10;
L150:
/* **
Compute final op count */
latime_1.ops += opst;
/* ** */
return 0;
/* End of DLAHQR */
} /* dlahqr_ */
/* Subroutine */ int dlaqr2_(logical *wantt, logical *wantz, integer *n,
integer *ktop, integer *kbot, integer *nw, doublereal *h__, integer *
ldh, integer *iloz, integer *ihiz, doublereal *z__, integer *ldz,
integer *ns, integer *nd, doublereal *sr, doublereal *si, doublereal *
v, integer *ldv, integer *nh, doublereal *t, integer *ldt, integer *
nv, doublereal *wv, integer *ldwv, doublereal *work, integer *lwork)
{
/* System generated locals */
integer h_dim1, h_offset, t_dim1, t_offset, v_dim1, v_offset, wv_dim1,
wv_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Builtin functions */
double sqrt(doublereal);
/* Local variables */
integer i__, j, k;
doublereal s, aa, bb, cc, dd, cs, sn;
integer jw;
doublereal evi, evk, foo;
integer kln;
doublereal tau, ulp;
integer lwk1, lwk2;
doublereal beta;
integer kend, kcol, info, ifst, ilst, ltop, krow;
extern /* Subroutine */ int dlarf_(char *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
doublereal *), dgemm_(char *, char *, integer *, integer *
, integer *, doublereal *, doublereal *, integer *, doublereal *,
integer *, doublereal *, doublereal *, integer *);
logical bulge;
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
doublereal *, integer *);
integer infqr, kwtop;
extern /* Subroutine */ int dlanv2_(doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *,
doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
doublereal *, doublereal *);
extern doublereal dlamch_(char *);
extern /* Subroutine */ int dgehrd_(integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
integer *), dlarfg_(integer *, doublereal *, doublereal *,
integer *, doublereal *), dlahqr_(logical *, logical *, integer *,
integer *, integer *, doublereal *, integer *, doublereal *,
doublereal *, integer *, integer *, doublereal *, integer *,
integer *), dlacpy_(char *, integer *, integer *, doublereal *,
integer *, doublereal *, integer *);
doublereal safmin;
extern /* Subroutine */ int dlaset_(char *, integer *, integer *,
doublereal *, doublereal *, doublereal *, integer *);
doublereal safmax;
extern /* Subroutine */ int dorghr_(integer *, integer *, integer *,
doublereal *, integer *, doublereal *, doublereal *, integer *,
integer *), dtrexc_(char *, integer *, doublereal *, integer *,
doublereal *, integer *, integer *, integer *, doublereal *,
integer *);
logical sorted;
doublereal smlnum;
integer lwkopt;
/* -- LAPACK auxiliary routine (version 3.1) -- */
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/* November 2006 */
/* .. Scalar Arguments .. */
/* .. */
/* .. Array Arguments .. */
/* .. */
/* This subroutine is identical to DLAQR3 except that it avoids */
/* recursion by calling DLAHQR instead of DLAQR4. */
/* ****************************************************************** */
/* Aggressive early deflation: */
/* This subroutine accepts as input an upper Hessenberg matrix */
/* H and performs an orthogonal similarity transformation */
/* designed to detect and deflate fully converged eigenvalues from */
/* a trailing principal submatrix. On output H has been over- */
/* written by a new Hessenberg matrix that is a perturbation of */
/* an orthogonal similarity transformation of H. It is to be */
/* hoped that the final version of H has many zero subdiagonal */
/* entries. */
/* ****************************************************************** */
/* WANTT (input) LOGICAL */
/* If .TRUE., then the Hessenberg matrix H is fully updated */
/* so that the quasi-triangular Schur factor may be */
/* computed (in cooperation with the calling subroutine). */
/* If .FALSE., then only enough of H is updated to preserve */
/* the eigenvalues. */
/* WANTZ (input) LOGICAL */
/* If .TRUE., then the orthogonal matrix Z is updated so */
/* so that the orthogonal Schur factor may be computed */
/* (in cooperation with the calling subroutine). */
/* If .FALSE., then Z is not referenced. */
/* N (input) INTEGER */
/* The order of the matrix H and (if WANTZ is .TRUE.) the */
/* order of the orthogonal matrix Z. */
/* KTOP (input) INTEGER */
/* It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. */
/* KBOT and KTOP together determine an isolated block */
/* along the diagonal of the Hessenberg matrix. */
/* KBOT (input) INTEGER */
/* It is assumed without a check that either */
/* KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together */
/* determine an isolated block along the diagonal of the */
/* Hessenberg matrix. */
/* NW (input) INTEGER */
/* Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). */
/* H (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
/* On input the initial N-by-N section of H stores the */
/* Hessenberg matrix undergoing aggressive early deflation. */
/* On output H has been transformed by an orthogonal */
/* similarity transformation, perturbed, and the returned */
/* to Hessenberg form that (it is to be hoped) has some */
/* zero subdiagonal entries. */
/* LDH (input) integer */
/* Leading dimension of H just as declared in the calling */
/* subroutine. N .LE. LDH */
/* ILOZ (input) INTEGER */
/* IHIZ (input) INTEGER */
/* Specify the rows of Z to which transformations must be */
/* applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N. */
/* Z (input/output) DOUBLE PRECISION array, dimension (LDZ,IHI) */
/* IF WANTZ is .TRUE., then on output, the orthogonal */
/* similarity transformation mentioned above has been */
/* accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. */
/* If WANTZ is .FALSE., then Z is unreferenced. */
/* LDZ (input) integer */
/* The leading dimension of Z just as declared in the */
/* calling subroutine. 1 .LE. LDZ. */
/* NS (output) integer */
/* The number of unconverged (ie approximate) eigenvalues */
/* returned in SR and SI that may be used as shifts by the */
/* calling subroutine. */
/* ND (output) integer */
/* The number of converged eigenvalues uncovered by this */
/* subroutine. */
/* SR (output) DOUBLE PRECISION array, dimension KBOT */
/* SI (output) DOUBLE PRECISION array, dimension KBOT */
/* On output, the real and imaginary parts of approximate */
/* eigenvalues that may be used for shifts are stored in */
/* SR(KBOT-ND-NS+1) through SR(KBOT-ND) and */
/* SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. */
/* The real and imaginary parts of converged eigenvalues */
/* are stored in SR(KBOT-ND+1) through SR(KBOT) and */
/* SI(KBOT-ND+1) through SI(KBOT), respectively. */
/* V (workspace) DOUBLE PRECISION array, dimension (LDV,NW) */
/* An NW-by-NW work array. */
/* LDV (input) integer scalar */
/* The leading dimension of V just as declared in the */
/* calling subroutine. NW .LE. LDV */
/* NH (input) integer scalar */
/* The number of columns of T. NH.GE.NW. */
/* T (workspace) DOUBLE PRECISION array, dimension (LDT,NW) */
/* LDT (input) integer */
/* The leading dimension of T just as declared in the */
/* calling subroutine. NW .LE. LDT */
/* NV (input) integer */
/* The number of rows of work array WV available for */
/* workspace. NV.GE.NW. */
/* WV (workspace) DOUBLE PRECISION array, dimension (LDWV,NW) */
/* LDWV (input) integer */
/* The leading dimension of W just as declared in the */
/* calling subroutine. NW .LE. LDV */
/* WORK (workspace) DOUBLE PRECISION array, dimension LWORK. */
/* On exit, WORK(1) is set to an estimate of the optimal value */
/* of LWORK for the given values of N, NW, KTOP and KBOT. */
/* LWORK (input) integer */
/* The dimension of the work array WORK. LWORK = 2*NW */
/* suffices, but greater efficiency may result from larger */
/* values of LWORK. */
/* If LWORK = -1, then a workspace query is assumed; DLAQR2 */
/* only estimates the optimal workspace size for the given */
/* values of N, NW, KTOP and KBOT. The estimate is returned */
/* in WORK(1). No error message related to LWORK is issued */
/* by XERBLA. Neither H nor Z are accessed. */
/* ================================================================ */
/* Based on contributions by */
/* Karen Braman and Ralph Byers, Department of Mathematics, */
/* University of Kansas, USA */
/* ================================================================ */
/* .. Parameters .. */
/* .. */
/* .. Local Scalars .. */
/* .. */
/* .. External Functions .. */
/* .. */
/* .. External Subroutines .. */
/* .. */
/* .. Intrinsic Functions .. */
/* .. */
/* .. Executable Statements .. */
/* ==== Estimate optimal workspace. ==== */
/* Parameter adjustments */
h_dim1 = *ldh;
h_offset = 1 + h_dim1;
h__ -= h_offset;
z_dim1 = *ldz;
z_offset = 1 + z_dim1;
z__ -= z_offset;
--sr;
--si;
v_dim1 = *ldv;
v_offset = 1 + v_dim1;
v -= v_offset;
t_dim1 = *ldt;
t_offset = 1 + t_dim1;
t -= t_offset;
wv_dim1 = *ldwv;
wv_offset = 1 + wv_dim1;
wv -= wv_offset;
--work;
/* Function Body */
/* Computing MIN */
i__1 = *nw, i__2 = *kbot - *ktop + 1;
jw = min(i__1,i__2);
if (jw <= 2) {
lwkopt = 1;
} else {
/* ==== Workspace query call to DGEHRD ==== */
i__1 = jw - 1;
dgehrd_(&jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &work[1], &
c_n1, &info);
lwk1 = (integer) work[1];
/* ==== Workspace query call to DORGHR ==== */
i__1 = jw - 1;
dorghr_(&jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &work[1], &
c_n1, &info);
lwk2 = (integer) work[1];
/* ==== Optimal workspace ==== */
lwkopt = jw + max(lwk1,lwk2);
}
/* ==== Quick return in case of workspace query. ==== */
if (*lwork == -1) {
work[1] = (doublereal) lwkopt;
return 0;
}
/* ==== Nothing to do ... */
/* ... for an empty active block ... ==== */
*ns = 0;
*nd = 0;
if (*ktop > *kbot) {
return 0;
}
/* ... nor for an empty deflation window. ==== */
if (*nw < 1) {
return 0;
}
/* ==== Machine constants ==== */
safmin = dlamch_("SAFE MINIMUM");
safmax = 1. / safmin;
dlabad_(&safmin, &safmax);
ulp = dlamch_("PRECISION");
smlnum = safmin * ((doublereal) (*n) / ulp);
/* ==== Setup deflation window ==== */
/* Computing MIN */
i__1 = *nw, i__2 = *kbot - *ktop + 1;
jw = min(i__1,i__2);
kwtop = *kbot - jw + 1;
if (kwtop == *ktop) {
s = 0.;
} else {
s = h__[kwtop + (kwtop - 1) * h_dim1];
}
if (*kbot == kwtop) {
/* ==== 1-by-1 deflation window: not much to do ==== */
sr[kwtop] = h__[kwtop + kwtop * h_dim1];
si[kwtop] = 0.;
*ns = 1;
*nd = 0;
/* Computing MAX */
d__2 = smlnum, d__3 = ulp * (d__1 = h__[kwtop + kwtop * h_dim1], abs(
d__1));
if (abs(s) <= max(d__2,d__3)) {
*ns = 0;
*nd = 1;
if (kwtop > *ktop) {
h__[kwtop + (kwtop - 1) * h_dim1] = 0.;
}
}
return 0;
}
/* ==== Convert to spike-triangular form. (In case of a */
/* . rare QR failure, this routine continues to do */
/* . aggressive early deflation using that part of */
/* . the deflation window that converged using INFQR */
/* . here and there to keep track.) ==== */
dlacpy_("U", &jw, &jw, &h__[kwtop + kwtop * h_dim1], ldh, &t[t_offset],
ldt);
i__1 = jw - 1;
i__2 = *ldh + 1;
i__3 = *ldt + 1;
dcopy_(&i__1, &h__[kwtop + 1 + kwtop * h_dim1], &i__2, &t[t_dim1 + 2], &
i__3);
dlaset_("A", &jw, &jw, &c_b10, &c_b11, &v[v_offset], ldv);
dlahqr_(&c_true, &c_true, &jw, &c__1, &jw, &t[t_offset], ldt, &sr[kwtop],
&si[kwtop], &c__1, &jw, &v[v_offset], ldv, &infqr);
/* ==== DTREXC needs a clean margin near the diagonal ==== */
i__1 = jw - 3;
for (j = 1; j <= i__1; ++j) {
t[j + 2 + j * t_dim1] = 0.;
t[j + 3 + j * t_dim1] = 0.;
/* L10: */
}
if (jw > 2) {
t[jw + (jw - 2) * t_dim1] = 0.;
}
/* ==== Deflation detection loop ==== */
*ns = jw;
ilst = infqr + 1;
L20:
if (ilst <= *ns) {
if (*ns == 1) {
bulge = FALSE_;
} else {
bulge = t[*ns + (*ns - 1) * t_dim1] != 0.;
}
/* ==== Small spike tip test for deflation ==== */
if (! bulge) {
/* ==== Real eigenvalue ==== */
foo = (d__1 = t[*ns + *ns * t_dim1], abs(d__1));
if (foo == 0.) {
foo = abs(s);
}
/* Computing MAX */
d__2 = smlnum, d__3 = ulp * foo;
if ((d__1 = s * v[*ns * v_dim1 + 1], abs(d__1)) <= max(d__2,d__3))
{
/* ==== Deflatable ==== */
--(*ns);
} else {
/* ==== Undeflatable. Move it up out of the way. */
/* . (DTREXC can not fail in this case.) ==== */
ifst = *ns;
dtrexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst,
&ilst, &work[1], &info);
++ilst;
}
} else {
/* ==== Complex conjugate pair ==== */
foo = (d__3 = t[*ns + *ns * t_dim1], abs(d__3)) + sqrt((d__1 = t[*
ns + (*ns - 1) * t_dim1], abs(d__1))) * sqrt((d__2 = t[*
ns - 1 + *ns * t_dim1], abs(d__2)));
if (foo == 0.) {
foo = abs(s);
}
/* Computing MAX */
d__3 = (d__1 = s * v[*ns * v_dim1 + 1], abs(d__1)), d__4 = (d__2 =
s * v[(*ns - 1) * v_dim1 + 1], abs(d__2));
/* Computing MAX */
d__5 = smlnum, d__6 = ulp * foo;
if (max(d__3,d__4) <= max(d__5,d__6)) {
/* ==== Deflatable ==== */
*ns += -2;
} else {
/* ==== Undflatable. Move them up out of the way. */
/* . Fortunately, DTREXC does the right thing with */
/* . ILST in case of a rare exchange failure. ==== */
ifst = *ns;
dtrexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst,
&ilst, &work[1], &info);
ilst += 2;
}
}
/* ==== End deflation detection loop ==== */
goto L20;
}
/* ==== Return to Hessenberg form ==== */
if (*ns == 0) {
s = 0.;
}
if (*ns < jw) {
/* ==== sorting diagonal blocks of T improves accuracy for */
/* . graded matrices. Bubble sort deals well with */
/* . exchange failures. ==== */
sorted = FALSE_;
i__ = *ns + 1;
L30:
if (sorted) {
goto L50;
}
sorted = TRUE_;
kend = i__ - 1;
i__ = infqr + 1;
if (i__ == *ns) {
k = i__ + 1;
} else if (t[i__ + 1 + i__ * t_dim1] == 0.) {
k = i__ + 1;
} else {
k = i__ + 2;
}
L40:
if (k <= kend) {
if (k == i__ + 1) {
evi = (d__1 = t[i__ + i__ * t_dim1], abs(d__1));
} else {
evi = (d__3 = t[i__ + i__ * t_dim1], abs(d__3)) + sqrt((d__1 =
t[i__ + 1 + i__ * t_dim1], abs(d__1))) * sqrt((d__2 =
t[i__ + (i__ + 1) * t_dim1], abs(d__2)));
}
if (k == kend) {
evk = (d__1 = t[k + k * t_dim1], abs(d__1));
} else if (t[k + 1 + k * t_dim1] == 0.) {
evk = (d__1 = t[k + k * t_dim1], abs(d__1));
} else {
evk = (d__3 = t[k + k * t_dim1], abs(d__3)) + sqrt((d__1 = t[
k + 1 + k * t_dim1], abs(d__1))) * sqrt((d__2 = t[k +
(k + 1) * t_dim1], abs(d__2)));
}
if (evi >= evk) {
i__ = k;
} else {
sorted = FALSE_;
ifst = i__;
ilst = k;
dtrexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst,
&ilst, &work[1], &info);
if (info == 0) {
i__ = ilst;
} else {
i__ = k;
}
}
if (i__ == kend) {
k = i__ + 1;
} else if (t[i__ + 1 + i__ * t_dim1] == 0.) {
k = i__ + 1;
} else {
k = i__ + 2;
}
goto L40;
}
goto L30;
L50:
;
}
/* ==== Restore shift/eigenvalue array from T ==== */
i__ = jw;
L60:
if (i__ >= infqr + 1) {
if (i__ == infqr + 1) {
sr[kwtop + i__ - 1] = t[i__ + i__ * t_dim1];
si[kwtop + i__ - 1] = 0.;
--i__;
} else if (t[i__ + (i__ - 1) * t_dim1] == 0.) {
sr[kwtop + i__ - 1] = t[i__ + i__ * t_dim1];
si[kwtop + i__ - 1] = 0.;
--i__;
} else {
aa = t[i__ - 1 + (i__ - 1) * t_dim1];
cc = t[i__ + (i__ - 1) * t_dim1];
bb = t[i__ - 1 + i__ * t_dim1];
dd = t[i__ + i__ * t_dim1];
dlanv2_(&aa, &bb, &cc, &dd, &sr[kwtop + i__ - 2], &si[kwtop + i__
- 2], &sr[kwtop + i__ - 1], &si[kwtop + i__ - 1], &cs, &
sn);
i__ += -2;
}
goto L60;
}
if (*ns < jw || s == 0.) {
if (*ns > 1 && s != 0.) {
/* ==== Reflect spike back into lower triangle ==== */
dcopy_(ns, &v[v_offset], ldv, &work[1], &c__1);
beta = work[1];
dlarfg_(ns, &beta, &work[2], &c__1, &tau);
work[1] = 1.;
i__1 = jw - 2;
i__2 = jw - 2;
dlaset_("L", &i__1, &i__2, &c_b10, &c_b10, &t[t_dim1 + 3], ldt);
dlarf_("L", ns, &jw, &work[1], &c__1, &tau, &t[t_offset], ldt, &
work[jw + 1]);
dlarf_("R", ns, ns, &work[1], &c__1, &tau, &t[t_offset], ldt, &
work[jw + 1]);
dlarf_("R", &jw, ns, &work[1], &c__1, &tau, &v[v_offset], ldv, &
work[jw + 1]);
i__1 = *lwork - jw;
dgehrd_(&jw, &c__1, ns, &t[t_offset], ldt, &work[1], &work[jw + 1]
, &i__1, &info);
}
/* ==== Copy updated reduced window into place ==== */
if (kwtop > 1) {
h__[kwtop + (kwtop - 1) * h_dim1] = s * v[v_dim1 + 1];
}
dlacpy_("U", &jw, &jw, &t[t_offset], ldt, &h__[kwtop + kwtop * h_dim1]
, ldh);
i__1 = jw - 1;
i__2 = *ldt + 1;
i__3 = *ldh + 1;
dcopy_(&i__1, &t[t_dim1 + 2], &i__2, &h__[kwtop + 1 + kwtop * h_dim1],
&i__3);
/* ==== Accumulate orthogonal matrix in order update */
/* . H and Z, if requested. (A modified version */
/* . of DORGHR that accumulates block Householder */
/* . transformations into V directly might be */
/* . marginally more efficient than the following.) ==== */
if (*ns > 1 && s != 0.) {
i__1 = *lwork - jw;
dorghr_(&jw, &c__1, ns, &t[t_offset], ldt, &work[1], &work[jw + 1]
, &i__1, &info);
dgemm_("N", "N", &jw, ns, ns, &c_b11, &v[v_offset], ldv, &t[
t_offset], ldt, &c_b10, &wv[wv_offset], ldwv);
dlacpy_("A", &jw, ns, &wv[wv_offset], ldwv, &v[v_offset], ldv);
}
/* ==== Update vertical slab in H ==== */
if (*wantt) {
ltop = 1;
} else {
ltop = *ktop;
}
i__1 = kwtop - 1;
i__2 = *nv;
for (krow = ltop; i__2 < 0 ? krow >= i__1 : krow <= i__1; krow +=
i__2) {
/* Computing MIN */
i__3 = *nv, i__4 = kwtop - krow;
kln = min(i__3,i__4);
dgemm_("N", "N", &kln, &jw, &jw, &c_b11, &h__[krow + kwtop *
h_dim1], ldh, &v[v_offset], ldv, &c_b10, &wv[wv_offset],
ldwv);
dlacpy_("A", &kln, &jw, &wv[wv_offset], ldwv, &h__[krow + kwtop *
h_dim1], ldh);
/* L70: */
}
/* ==== Update horizontal slab in H ==== */
if (*wantt) {
i__2 = *n;
i__1 = *nh;
for (kcol = *kbot + 1; i__1 < 0 ? kcol >= i__2 : kcol <= i__2;
kcol += i__1) {
/* Computing MIN */
i__3 = *nh, i__4 = *n - kcol + 1;
kln = min(i__3,i__4);
dgemm_("C", "N", &jw, &kln, &jw, &c_b11, &v[v_offset], ldv, &
h__[kwtop + kcol * h_dim1], ldh, &c_b10, &t[t_offset],
ldt);
dlacpy_("A", &jw, &kln, &t[t_offset], ldt, &h__[kwtop + kcol *
h_dim1], ldh);
/* L80: */
}
}
/* ==== Update vertical slab in Z ==== */
if (*wantz) {
i__1 = *ihiz;
i__2 = *nv;
for (krow = *iloz; i__2 < 0 ? krow >= i__1 : krow <= i__1; krow +=
i__2) {
/* Computing MIN */
i__3 = *nv, i__4 = *ihiz - krow + 1;
kln = min(i__3,i__4);
dgemm_("N", "N", &kln, &jw, &jw, &c_b11, &z__[krow + kwtop *
z_dim1], ldz, &v[v_offset], ldv, &c_b10, &wv[
wv_offset], ldwv);
dlacpy_("A", &kln, &jw, &wv[wv_offset], ldwv, &z__[krow +
kwtop * z_dim1], ldz);
/* L90: */
}
}
}
/* ==== Return the number of deflations ... ==== */
*nd = jw - *ns;
/* ==== ... and the number of shifts. (Subtracting */
/* . INFQR from the spike length takes care */
/* . of the case of a rare QR failure while */
/* . calculating eigenvalues of the deflation */
/* . window.) ==== */
*ns -= infqr;
/* ==== Return optimal workspace. ==== */
work[1] = (doublereal) lwkopt;
/* ==== End of DLAQR2 ==== */
return 0;
} /* dlaqr2_ */
