Ejemplo n.º 1
0
/* Subroutine */
int slaqr2_(logical *wantt, logical *wantz, integer *n, integer *ktop, integer *kbot, integer *nw, real *h__, integer *ldh, integer *iloz, integer *ihiz, real *z__, integer *ldz, integer *ns, integer *nd, real *sr, real *si, real *v, integer *ldv, integer *nh, real *t, integer *ldt, integer *nv, real *wv, integer *ldwv, real * 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;
    real r__1, r__2, r__3, r__4, r__5, r__6;
    /* Builtin functions */
    double sqrt(doublereal);
    /* Local variables */
    integer i__, j, k;
    real s, aa, bb, cc, dd, cs, sn;
    integer jw;
    real evi, evk, foo;
    integer kln;
    real tau, ulp;
    integer lwk1, lwk2;
    real beta;
    integer kend, kcol, info, ifst, ilst, ltop, krow;
    logical bulge;
    extern /* Subroutine */
    int slarf_(char *, integer *, integer *, real *, integer *, real *, real *, integer *, real *), sgemm_( char *, char *, integer *, integer *, integer *, real *, real *, integer *, real *, integer *, real *, real *, integer *);
    integer infqr;
    extern /* Subroutine */
    int scopy_(integer *, real *, integer *, real *, integer *);
    integer kwtop;
    extern /* Subroutine */
    int slanv2_(real *, real *, real *, real *, real * , real *, real *, real *, real *, real *), slabad_(real *, real *) ;
    extern real slamch_(char *);
    extern /* Subroutine */
    int sgehrd_(integer *, integer *, integer *, real *, integer *, real *, real *, integer *, integer *);
    real safmin;
    extern /* Subroutine */
    int slarfg_(integer *, real *, real *, integer *, real *);
    real safmax;
    extern /* Subroutine */
    int slahqr_(logical *, logical *, integer *, integer *, integer *, real *, integer *, real *, real *, integer * , integer *, real *, integer *, integer *), slacpy_(char *, integer *, integer *, real *, integer *, real *, integer *), slaset_(char *, integer *, integer *, real *, real *, real *, integer *);
    logical sorted;
    extern /* Subroutine */
    int strexc_(char *, integer *, real *, integer *, real *, integer *, integer *, integer *, real *, integer *), sormhr_(char *, char *, integer *, integer *, integer *, integer *, real *, integer *, real *, real *, integer *, real *, integer *, integer *);
    real smlnum;
    integer lwkopt;
    /* -- LAPACK auxiliary routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ================================================================ */
    /* .. 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; // , expr subst
    jw = min(i__1,i__2);
    if (jw <= 2)
    {
        lwkopt = 1;
    }
    else
    {
        /* ==== Workspace query call to SGEHRD ==== */
        i__1 = jw - 1;
        sgehrd_(&jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &work[1], & c_n1, &info);
        lwk1 = (integer) work[1];
        /* ==== Workspace query call to SORMHR ==== */
        i__1 = jw - 1;
        sormhr_("R", "N", &jw, &jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &v[v_offset], ldv, &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] = (real) lwkopt;
        return 0;
    }
    /* ==== Nothing to do ... */
    /* ... for an empty active block ... ==== */
    *ns = 0;
    *nd = 0;
    work[1] = 1.f;
    if (*ktop > *kbot)
    {
        return 0;
    }
    /* ... nor for an empty deflation window. ==== */
    if (*nw < 1)
    {
        return 0;
    }
    /* ==== Machine constants ==== */
    safmin = slamch_("SAFE MINIMUM");
    safmax = 1.f / safmin;
    slabad_(&safmin, &safmax);
    ulp = slamch_("PRECISION");
    smlnum = safmin * ((real) (*n) / ulp);
    /* ==== Setup deflation window ==== */
    /* Computing MIN */
    i__1 = *nw;
    i__2 = *kbot - *ktop + 1; // , expr subst
    jw = min(i__1,i__2);
    kwtop = *kbot - jw + 1;
    if (kwtop == *ktop)
    {
        s = 0.f;
    }
    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.f;
        *ns = 1;
        *nd = 0;
        /* Computing MAX */
        r__2 = smlnum;
        r__3 = ulp * (r__1 = h__[kwtop + kwtop * h_dim1], abs( r__1)); // , expr subst
        if (abs(s) <= max(r__2,r__3))
        {
            *ns = 0;
            *nd = 1;
            if (kwtop > *ktop)
            {
                h__[kwtop + (kwtop - 1) * h_dim1] = 0.f;
            }
        }
        work[1] = 1.f;
        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.) ==== */
    slacpy_("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;
    scopy_(&i__1, &h__[kwtop + 1 + kwtop * h_dim1], &i__2, &t[t_dim1 + 2], & i__3);
    slaset_("A", &jw, &jw, &c_b12, &c_b13, &v[v_offset], ldv);
    slahqr_(&c_true, &c_true, &jw, &c__1, &jw, &t[t_offset], ldt, &sr[kwtop], &si[kwtop], &c__1, &jw, &v[v_offset], ldv, &infqr);
    /* ==== STREXC 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.f;
        t[j + 3 + j * t_dim1] = 0.f;
        /* L10: */
    }
    if (jw > 2)
    {
        t[jw + (jw - 2) * t_dim1] = 0.f;
    }
    /* ==== 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.f;
        }
        /* ==== Small spike tip test for deflation ==== */
        if (! bulge)
        {
            /* ==== Real eigenvalue ==== */
            foo = (r__1 = t[*ns + *ns * t_dim1], abs(r__1));
            if (foo == 0.f)
            {
                foo = abs(s);
            }
            /* Computing MAX */
            r__2 = smlnum;
            r__3 = ulp * foo; // , expr subst
            if ((r__1 = s * v[*ns * v_dim1 + 1], abs(r__1)) <= max(r__2,r__3))
            {
                /* ==== Deflatable ==== */
                --(*ns);
            }
            else
            {
                /* ==== Undeflatable. Move it up out of the way. */
                /* . (STREXC can not fail in this case.) ==== */
                ifst = *ns;
                strexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst, &ilst, &work[1], &info);
                ++ilst;
            }
        }
        else
        {
            /* ==== Complex conjugate pair ==== */
            foo = (r__3 = t[*ns + *ns * t_dim1], abs(r__3)) + sqrt((r__1 = t[* ns + (*ns - 1) * t_dim1], abs(r__1))) * sqrt((r__2 = t[* ns - 1 + *ns * t_dim1], abs(r__2)));
            if (foo == 0.f)
            {
                foo = abs(s);
            }
            /* Computing MAX */
            r__3 = (r__1 = s * v[*ns * v_dim1 + 1], abs(r__1));
            r__4 = (r__2 = s * v[(*ns - 1) * v_dim1 + 1], abs(r__2)); // , expr subst
            /* Computing MAX */
            r__5 = smlnum;
            r__6 = ulp * foo; // , expr subst
            if (max(r__3,r__4) <= max(r__5,r__6))
            {
                /* ==== Deflatable ==== */
                *ns += -2;
            }
            else
            {
                /* ==== Undeflatable. Move them up out of the way. */
                /* . Fortunately, STREXC does the right thing with */
                /* . ILST in case of a rare exchange failure. ==== */
                ifst = *ns;
                strexc_("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.f;
    }
    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.f)
        {
            k = i__ + 1;
        }
        else
        {
            k = i__ + 2;
        }
L40:
        if (k <= kend)
        {
            if (k == i__ + 1)
            {
                evi = (r__1 = t[i__ + i__ * t_dim1], abs(r__1));
            }
            else
            {
                evi = (r__3 = t[i__ + i__ * t_dim1], abs(r__3)) + sqrt((r__1 = t[i__ + 1 + i__ * t_dim1], abs(r__1))) * sqrt((r__2 = t[i__ + (i__ + 1) * t_dim1], abs(r__2)));
            }
            if (k == kend)
            {
                evk = (r__1 = t[k + k * t_dim1], abs(r__1));
            }
            else if (t[k + 1 + k * t_dim1] == 0.f)
            {
                evk = (r__1 = t[k + k * t_dim1], abs(r__1));
            }
            else
            {
                evk = (r__3 = t[k + k * t_dim1], abs(r__3)) + sqrt((r__1 = t[ k + 1 + k * t_dim1], abs(r__1))) * sqrt((r__2 = t[k + (k + 1) * t_dim1], abs(r__2)));
            }
            if (evi >= evk)
            {
                i__ = k;
            }
            else
            {
                sorted = FALSE_;
                ifst = i__;
                ilst = k;
                strexc_("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.f)
            {
                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.f;
            --i__;
        }
        else if (t[i__ + (i__ - 1) * t_dim1] == 0.f)
        {
            sr[kwtop + i__ - 1] = t[i__ + i__ * t_dim1];
            si[kwtop + i__ - 1] = 0.f;
            --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];
            slanv2_(&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.f)
    {
        if (*ns > 1 && s != 0.f)
        {
            /* ==== Reflect spike back into lower triangle ==== */
            scopy_(ns, &v[v_offset], ldv, &work[1], &c__1);
            beta = work[1];
            slarfg_(ns, &beta, &work[2], &c__1, &tau);
            work[1] = 1.f;
            i__1 = jw - 2;
            i__2 = jw - 2;
            slaset_("L", &i__1, &i__2, &c_b12, &c_b12, &t[t_dim1 + 3], ldt);
            slarf_("L", ns, &jw, &work[1], &c__1, &tau, &t[t_offset], ldt, & work[jw + 1]);
            slarf_("R", ns, ns, &work[1], &c__1, &tau, &t[t_offset], ldt, & work[jw + 1]);
            slarf_("R", &jw, ns, &work[1], &c__1, &tau, &v[v_offset], ldv, & work[jw + 1]);
            i__1 = *lwork - jw;
            sgehrd_(&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];
        }
        slacpy_("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;
        scopy_(&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. ==== */
        if (*ns > 1 && s != 0.f)
        {
            i__1 = *lwork - jw;
            sormhr_("R", "N", &jw, ns, &c__1, ns, &t[t_offset], ldt, &work[1], &v[v_offset], ldv, &work[jw + 1], &i__1, &info);
        }
        /* ==== 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; // , expr subst
            kln = min(i__3,i__4);
            sgemm_("N", "N", &kln, &jw, &jw, &c_b13, &h__[krow + kwtop * h_dim1], ldh, &v[v_offset], ldv, &c_b12, &wv[wv_offset], ldwv);
            slacpy_("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; // , expr subst
                kln = min(i__3,i__4);
                sgemm_("C", "N", &jw, &kln, &jw, &c_b13, &v[v_offset], ldv, & h__[kwtop + kcol * h_dim1], ldh, &c_b12, &t[t_offset], ldt);
                slacpy_("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; // , expr subst
                kln = min(i__3,i__4);
                sgemm_("N", "N", &kln, &jw, &jw, &c_b13, &z__[krow + kwtop * z_dim1], ldz, &v[v_offset], ldv, &c_b12, &wv[ wv_offset], ldwv);
                slacpy_("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] = (real) lwkopt;
    /* ==== End of SLAQR2 ==== */
    return 0;
}
Ejemplo n.º 2
0
/* Subroutine */ int slahqr_(logical *wantt, logical *wantz, integer *n, 
	integer *ilo, integer *ihi, real *h__, integer *ldh, real *wr, real *
	wi, integer *iloz, integer *ihiz, real *z__, integer *ldz, integer *
	info)
{
    /* System generated locals */
    integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3;
    real r__1, r__2, r__3, r__4;

    /* Local variables */
    integer i__, j, k, l, m;
    real s, v[3];
    integer i1, i2;
    real t1, t2, t3, v2, v3, aa, ab, ba, bb, h11, h12, h21, h22, cs;
    integer nh;
    real sn;
    integer nr;
    real tr;
    integer nz;
    real det, h21s;
    integer its;
    real ulp, sum, tst, rt1i, rt2i, rt1r, rt2r;
    real safmin;
    real safmax, rtdisc, smlnum;

/*  -- LAPACK auxiliary routine (version 3.2) -- */
/*     November 2006 */

/*     Purpose */
/*     ======= */

/*     SLAHQR is an auxiliary routine called by SHSEQR to update the */
/*     eigenvalues and Schur decomposition already computed by SHSEQR, 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). SLAHQR works primarily with the Hessenberg */
/*          submatrix in rows and columns ILO to IHI, but applies */
/*          1 <= ILO <= max(1,IHI); IHI <= N. */

/*     H       (input/output) REAL 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) REAL array, dimension (N) */
/*     WI      (output) REAL 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 */
/*          1 <= ILOZ <= ILO; IHI <= IHIZ <= N. */

/*     Z       (input/output) REAL array, dimension (LDZ,N) */
/*          If WANTZ is .TRUE., on entry Z must contain the current */
/*          matrix Z of transformations accumulated by SHSEQR, 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, SLAHQR 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 SLAHQR 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). */

/*     ========================================================= */

    /* 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.f;
	return 0;
    }

/*     ==== clear out the trash ==== */
    i__1 = *ihi - 3;
    for (j = *ilo; j <= i__1; ++j) {
	h__[j + 2 + j * h_dim1] = 0.f;
	h__[j + 3 + j * h_dim1] = 0.f;
    }
    if (*ilo <= *ihi - 2) {
	h__[*ihi + (*ihi - 2) * h_dim1] = 0.f;
    }

    nh = *ihi - *ilo + 1;
    nz = *ihiz - *iloz + 1;

/*     Set machine-dependent constants for the stopping criterion. */

    safmin = slamch_("SAFE MINIMUM");
    safmax = 1.f / safmin;
    slabad_(&safmin, &safmax);
    ulp = slamch_("PRECISION");
    smlnum = safmin * ((real) 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 ((r__1 = h__[k + (k - 1) * h_dim1], dabs(r__1)) <= smlnum) {
		goto L40;
	    }
	    tst = (r__1 = h__[k - 1 + (k - 1) * h_dim1], dabs(r__1)) + (r__2 =
		     h__[k + k * h_dim1], dabs(r__2));
	    if (tst == 0.f) {
		if (k - 2 >= *ilo) {
		    tst += (r__1 = h__[k - 1 + (k - 2) * h_dim1], dabs(r__1));
		}
		if (k + 1 <= *ihi) {
		    tst += (r__1 = h__[k + 1 + k * h_dim1], dabs(r__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 ((r__1 = h__[k + (k - 1) * h_dim1], dabs(r__1)) <= ulp * tst) {
/* Computing MAX */
		r__3 = (r__1 = h__[k + (k - 1) * h_dim1], dabs(r__1)), r__4 = 
			(r__2 = h__[k - 1 + k * h_dim1], dabs(r__2));
		ab = dmax(r__3,r__4);
/* Computing MIN */
		r__3 = (r__1 = h__[k + (k - 1) * h_dim1], dabs(r__1)), r__4 = 
			(r__2 = h__[k - 1 + k * h_dim1], dabs(r__2));
		ba = dmin(r__3,r__4);
/* Computing MAX */
		r__3 = (r__1 = h__[k + k * h_dim1], dabs(r__1)), r__4 = (r__2 
			= h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1],
			 dabs(r__2));
		aa = dmax(r__3,r__4);
/* Computing MIN */
		r__3 = (r__1 = h__[k + k * h_dim1], dabs(r__1)), r__4 = (r__2 
			= h__[k - 1 + (k - 1) * h_dim1] - h__[k + k * h_dim1],
			 dabs(r__2));
		bb = dmin(r__3,r__4);
		s = aa + ab;
/* Computing MAX */
		r__1 = smlnum, r__2 = ulp * (bb * (aa / s));
		if (ba * (ab / s) <= dmax(r__1,r__2)) {
		    goto L40;
		}
	    }
	}
L40:
	l = k;
	if (l > *ilo) {

/*           H(L,L-1) is negligible */

	    h__[l + (l - 1) * h_dim1] = 0.f;
	}

/*        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) {

/*           Exceptional shift. */

	    s = (r__1 = h__[l + 1 + l * h_dim1], dabs(r__1)) + (r__2 = h__[l 
		    + 2 + (l + 1) * h_dim1], dabs(r__2));
	    h11 = s * .75f + h__[l + l * h_dim1];
	    h12 = s * -.4375f;
	    h21 = s;
	    h22 = h11;
	} else if (its == 20) {

/*           Exceptional shift. */

	    s = (r__1 = h__[i__ + (i__ - 1) * h_dim1], dabs(r__1)) + (r__2 = 
		    h__[i__ - 1 + (i__ - 2) * h_dim1], dabs(r__2));
	    h11 = s * .75f + h__[i__ + i__ * h_dim1];
	    h12 = s * -.4375f;
	    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 = dabs(h11) + dabs(h12) + dabs(h21) + dabs(h22);
	if (s == 0.f) {
	    rt1r = 0.f;
	    rt1i = 0.f;
	    rt2r = 0.f;
	    rt2i = 0.f;
	} else {
	    h11 /= s;
	    h21 /= s;
	    h12 /= s;
	    h22 /= s;
	    tr = (h11 + h22) / 2.f;
	    det = (h11 - tr) * (h22 - tr) - h12 * h21;
	    rtdisc = sqrt((dabs(det)));
	    if (det >= 0.f) {

/*              ==== 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 ((r__1 = rt1r - h22, dabs(r__1)) <= (r__2 = rt2r - h22, 
			dabs(r__2))) {
		    rt1r *= s;
		    rt2r = rt1r;
		} else {
		    rt2r *= s;
		    rt1r = rt2r;
		}
		rt1i = 0.f;
		rt2i = 0.f;
	    }
	}

/*        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 = (r__1 = h__[m + m * h_dim1] - rt2r, dabs(r__1)) + dabs(rt2i) 
		    + dabs(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 = dabs(v[0]) + dabs(v[1]) + dabs(v[2]);
	    v[0] /= s;
	    v[1] /= s;
	    v[2] /= s;
	    if (m == l) {
		goto L60;
	    }
	    if ((r__1 = h__[m + (m - 1) * h_dim1], dabs(r__1)) * (dabs(v[1]) 
		    + dabs(v[2])) <= ulp * dabs(v[0]) * ((r__2 = h__[m - 1 + (
		    m - 1) * h_dim1], dabs(r__2)) + (r__3 = h__[m + m * 
		    h_dim1], dabs(r__3)) + (r__4 = h__[m + 1 + (m + 1) * 
		    h_dim1], dabs(r__4)))) {
		goto L60;
	    }
	}
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) {
		scopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
	    }
	    slarfg_(&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.f;
		if (k < i__ - 1) {
		    h__[k + 2 + (k - 1) * h_dim1] = 0.f;
		}
	    } else if (m > l) {
/*               ==== Use the following instead of */
/*               .    H( K, K-1 ) = -H( K, K-1 ) to */
/*               .    avoid a bug when v(2) and v(3) */
/*               .    underflow. ==== */
		h__[k + (k - 1) * h_dim1] *= 1.f - t1;
	    }
	    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;
		}

/*              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;
		}

		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;
		    }
		}
	    } 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;
		}

/*              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;
		}

		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;
		    }
		}
	    }
	}

    }

/*     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.f;
    } 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. */

	slanv2_(&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__;
		srot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
			i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
	    }
	    i__1 = i__ - i1 - 1;
	    srot_(&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. */

	    srot_(&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 SLAHQR */

} /* slahqr_ */
Ejemplo n.º 3
0
/* Subroutine */ int slaqr2_(logical *wantt, logical *wantz, integer *n, 
	integer *ktop, integer *kbot, integer *nw, real *h__, integer *ldh, 
	integer *iloz, integer *ihiz, real *z__, integer *ldz, integer *ns, 
	integer *nd, real *sr, real *si, real *v, integer *ldv, integer *nh, 
	real *t, integer *ldt, integer *nv, real *wv, integer *ldwv, real *
	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;
    real r__1, r__2, r__3, r__4, r__5, r__6;

    /* Local variables */
    integer i__, j, k;
    real s, aa, bb, cc, dd, cs, sn;
    integer jw;
    real evi, evk, foo;
    integer kln;
    real tau, ulp;
    integer lwk1, lwk2;
    real beta;
    integer kend, kcol, info, ifst, ilst, ltop, krow;
    logical bulge;
    integer infqr;
    integer kwtop;
    real safmin;
    real safmax;
    logical sorted;
    real smlnum;
    integer lwkopt;

/*  -- LAPACK auxiliary routine (version 3.2.1)                        -- */
/*  -- April 2009                                                      -- */

/*     This subroutine is identical to SLAQR3 except that it avoids */
/*     recursion by calling SLAHQR instead of SLAQR4. */

/*     ****************************************************************** */
/*     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) REAL 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 */

/*     Z       (input/output) REAL array, dimension (LDZ,N) */
/*          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) REAL array, dimension KBOT */
/*     SI      (output) REAL 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) REAL 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) REAL 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) REAL array, dimension (LDWV,NW) */

/*     LDWV    (input) integer */
/*          The leading dimension of W just as declared in the */
/*          calling subroutine.  NW .LE. LDV */

/*     WORK    (workspace) REAL 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; SLAQR2 */
/*          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 */

/*     ================================================================ */

/*     ==== 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 SGEHRD ==== */

	i__1 = jw - 1;
	sgehrd_(&jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], &work[1], &
		c_n1, &info);
	lwk1 = (integer) work[1];

/*        ==== Workspace query call to SORMHR ==== */

	i__1 = jw - 1;
	sormhr_("R", "N", &jw, &jw, &c__1, &i__1, &t[t_offset], ldt, &work[1], 
		 &v[v_offset], ldv, &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] = (real) lwkopt;
	return 0;
    }

    *ns = 0;
    *nd = 0;
    work[1] = 1.f;
    if (*ktop > *kbot) {
	return 0;
    }
    if (*nw < 1) {
	return 0;
    }

/*     ==== Machine constants ==== */

    safmin = slamch_("SAFE MINIMUM");
    safmax = 1.f / safmin;
    slabad_(&safmin, &safmax);
    ulp = slamch_("PRECISION");
    smlnum = safmin * ((real) (*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.f;
    } 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.f;
	*ns = 1;
	*nd = 0;
/* Computing MAX */
	r__2 = smlnum, r__3 = ulp * (r__1 = h__[kwtop + kwtop * h_dim1], dabs(
		r__1));
	if (dabs(s) <= dmax(r__2,r__3)) {
	    *ns = 0;
	    *nd = 1;
	    if (kwtop > *ktop) {
		h__[kwtop + (kwtop - 1) * h_dim1] = 0.f;
	    }
	}
	work[1] = 1.f;
	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.) ==== */

    slacpy_("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;
    scopy_(&i__1, &h__[kwtop + 1 + kwtop * h_dim1], &i__2, &t[t_dim1 + 2], &
	    i__3);

    slaset_("A", &jw, &jw, &c_b12, &c_b13, &v[v_offset], ldv);
    slahqr_(&c_true, &c_true, &jw, &c__1, &jw, &t[t_offset], ldt, &sr[kwtop], 
	    &si[kwtop], &c__1, &jw, &v[v_offset], ldv, &infqr);

/*     ==== STREXC 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.f;
	t[j + 3 + j * t_dim1] = 0.f;
    }
    if (jw > 2) {
	t[jw + (jw - 2) * t_dim1] = 0.f;
    }

/*     ==== 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.f;
	}

/*        ==== Small spike tip test for deflation ==== */

	if (! bulge) {

/*           ==== Real eigenvalue ==== */

	    foo = (r__1 = t[*ns + *ns * t_dim1], dabs(r__1));
	    if (foo == 0.f) {
		foo = dabs(s);
	    }
/* Computing MAX */
	    r__2 = smlnum, r__3 = ulp * foo;
	    if ((r__1 = s * v[*ns * v_dim1 + 1], dabs(r__1)) <= dmax(r__2,
		    r__3)) {

/*              ==== Deflatable ==== */

		--(*ns);
	    } else {

/*              ==== Undeflatable.   Move it up out of the way. */
/*              .    (STREXC can not fail in this case.) ==== */

		ifst = *ns;
		strexc_("V", &jw, &t[t_offset], ldt, &v[v_offset], ldv, &ifst, 
			 &ilst, &work[1], &info);
		++ilst;
	    }
	} else {

/*           ==== Complex conjugate pair ==== */

	    foo = (r__3 = t[*ns + *ns * t_dim1], dabs(r__3)) + sqrt((r__1 = t[
		    *ns + (*ns - 1) * t_dim1], dabs(r__1))) * sqrt((r__2 = t[*
		    ns - 1 + *ns * t_dim1], dabs(r__2)));
	    if (foo == 0.f) {
		foo = dabs(s);
	    }
/* Computing MAX */
	    r__3 = (r__1 = s * v[*ns * v_dim1 + 1], dabs(r__1)), r__4 = (r__2 
		    = s * v[(*ns - 1) * v_dim1 + 1], dabs(r__2));
/* Computing MAX */
	    r__5 = smlnum, r__6 = ulp * foo;
	    if (dmax(r__3,r__4) <= dmax(r__5,r__6)) {

/*              ==== Deflatable ==== */

		*ns += -2;
	    } else {

/*              ==== Undeflatable. Move them up out of the way. */
/*              .    Fortunately, STREXC does the right thing with */
/*              .    ILST in case of a rare exchange failure. ==== */

		ifst = *ns;
		strexc_("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.f;
    }

    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.f) {
	    k = i__ + 1;
	} else {
	    k = i__ + 2;
	}
L40:
	if (k <= kend) {
	    if (k == i__ + 1) {
		evi = (r__1 = t[i__ + i__ * t_dim1], dabs(r__1));
	    } else {
		evi = (r__3 = t[i__ + i__ * t_dim1], dabs(r__3)) + sqrt((r__1 
			= t[i__ + 1 + i__ * t_dim1], dabs(r__1))) * sqrt((
			r__2 = t[i__ + (i__ + 1) * t_dim1], dabs(r__2)));
	    }

	    if (k == kend) {
		evk = (r__1 = t[k + k * t_dim1], dabs(r__1));
	    } else if (t[k + 1 + k * t_dim1] == 0.f) {
		evk = (r__1 = t[k + k * t_dim1], dabs(r__1));
	    } else {
		evk = (r__3 = t[k + k * t_dim1], dabs(r__3)) + sqrt((r__1 = t[
			k + 1 + k * t_dim1], dabs(r__1))) * sqrt((r__2 = t[k 
			+ (k + 1) * t_dim1], dabs(r__2)));
	    }

	    if (evi >= evk) {
		i__ = k;
	    } else {
		sorted = FALSE_;
		ifst = i__;
		ilst = k;
		strexc_("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.f) {
		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.f;
	    --i__;
	} else if (t[i__ + (i__ - 1) * t_dim1] == 0.f) {
	    sr[kwtop + i__ - 1] = t[i__ + i__ * t_dim1];
	    si[kwtop + i__ - 1] = 0.f;
	    --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];
	    slanv2_(&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.f) {
	if (*ns > 1 && s != 0.f) {

/*           ==== Reflect spike back into lower triangle ==== */

	    scopy_(ns, &v[v_offset], ldv, &work[1], &c__1);
	    beta = work[1];
	    slarfg_(ns, &beta, &work[2], &c__1, &tau);
	    work[1] = 1.f;

	    i__1 = jw - 2;
	    i__2 = jw - 2;
	    slaset_("L", &i__1, &i__2, &c_b12, &c_b12, &t[t_dim1 + 3], ldt);

	    slarf_("L", ns, &jw, &work[1], &c__1, &tau, &t[t_offset], ldt, &
		    work[jw + 1]);
	    slarf_("R", ns, ns, &work[1], &c__1, &tau, &t[t_offset], ldt, &
		    work[jw + 1]);
	    slarf_("R", &jw, ns, &work[1], &c__1, &tau, &v[v_offset], ldv, &
		    work[jw + 1]);

	    i__1 = *lwork - jw;
	    sgehrd_(&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];
	}
	slacpy_("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;
	scopy_(&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.  ==== */

	if (*ns > 1 && s != 0.f) {
	    i__1 = *lwork - jw;
	    sormhr_("R", "N", &jw, ns, &c__1, ns, &t[t_offset], ldt, &work[1], 
		     &v[v_offset], ldv, &work[jw + 1], &i__1, &info);
	}

/*        ==== 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);
	    sgemm_("N", "N", &kln, &jw, &jw, &c_b13, &h__[krow + kwtop * 
		    h_dim1], ldh, &v[v_offset], ldv, &c_b12, &wv[wv_offset], 
		    ldwv);
	    slacpy_("A", &kln, &jw, &wv[wv_offset], ldwv, &h__[krow + kwtop * 
		    h_dim1], ldh);
	}

/*        ==== 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);
		sgemm_("C", "N", &jw, &kln, &jw, &c_b13, &v[v_offset], ldv, &
			h__[kwtop + kcol * h_dim1], ldh, &c_b12, &t[t_offset], 
			 ldt);
		slacpy_("A", &jw, &kln, &t[t_offset], ldt, &h__[kwtop + kcol *
			 h_dim1], ldh);
	    }
	}

/*        ==== 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);
		sgemm_("N", "N", &kln, &jw, &jw, &c_b13, &z__[krow + kwtop * 
			z_dim1], ldz, &v[v_offset], ldv, &c_b12, &wv[
			wv_offset], ldwv);
		slacpy_("A", &kln, &jw, &wv[wv_offset], ldwv, &z__[krow + 
			kwtop * z_dim1], ldz);
	    }
	}
    }

    *nd = jw - *ns;

/*     .    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] = (real) lwkopt;

/*     ==== End of SLAQR2 ==== */

    return 0;
} /* slaqr2_ */
Ejemplo n.º 4
0
/* Subroutine */ int slaqr0_(logical *wantt, logical *wantz, integer *n, 
	integer *ilo, integer *ihi, real *h__, integer *ldh, real *wr, real *
	wi, integer *iloz, integer *ihiz, real *z__, integer *ldz, real *work, 
	 integer *lwork, integer *info)
{
    /* System generated locals */
    integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2, r__3, r__4;

    /* Local variables */
    integer i__, k;
    real aa, bb, cc, dd;
    integer ld;
    real cs;
    integer nh, it, ks, kt;
    real sn;
    integer ku, kv, ls, ns;
    real ss;
    integer nw, inf, kdu, nho, nve, kwh, nsr, nwr, kwv, ndec, ndfl, kbot, 
	    nmin;
    real swap;
    integer ktop;
    real zdum[1]	/* was [1][1] */;
    integer kacc22, itmax, nsmax, nwmax, kwtop;
    extern /* Subroutine */ int slanv2_(real *, real *, real *, real *, real *
, real *, real *, real *, real *, real *), slaqr3_(logical *, 
	    logical *, integer *, integer *, integer *, integer *, real *, 
	    integer *, integer *, integer *, real *, integer *, integer *, 
	    integer *, real *, real *, real *, integer *, integer *, real *, 
	    integer *, integer *, real *, integer *, real *, integer *), 
	    slaqr4_(logical *, logical *, integer *, integer *, integer *, 
	    real *, integer *, real *, real *, integer *, integer *, real *, 
	    integer *, real *, integer *, integer *), slaqr5_(logical *, 
	    logical *, integer *, integer *, integer *, integer *, integer *, 
	    real *, real *, real *, integer *, integer *, integer *, real *, 
	    integer *, real *, integer *, real *, integer *, integer *, real *
, integer *, integer *, real *, integer *);
    integer nibble;
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *);
    char jbcmpz[2];
    extern /* Subroutine */ int slahqr_(logical *, logical *, integer *, 
	    integer *, integer *, real *, integer *, real *, real *, integer *
, integer *, real *, integer *, integer *), slacpy_(char *, 
	    integer *, integer *, real *, integer *, real *, integer *);
    integer nwupbd;
    logical sorted;
    integer 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 */
/*     ======= */

/*     SLAQR0 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 SGEBAL, and then passed to SGEHRD when the */
/*           matrix output by SGEBAL 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) REAL 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) REAL array, dimension (IHI) */
/*     WI    (output) REAL array, dimension (IHI) */
/*           The real 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) REAL 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) REAL 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 SLAQR0 does a workspace query. */
/*           In this case, SLAQR0 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, SLAQR0 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 */
/*     .    SLAHQR 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.f;
	return 0;
    }

    if (*n <= 11) {

/*        ==== Tiny matrices must use SLAHQR. ==== */

	lwkopt = 1;
	if (*lwork != -1) {
	    slahqr_(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, "SLAQR0", 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, "SLAQR0", 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 SLAQR3 ==== */

	i__1 = nwr + 1;
	slaqr3_(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(SLAQR5, SLAQR3) ==== */

/* Computing MAX */
	i__1 = nsr * 3 / 2, i__2 = (integer) work[1];
	lwkopt = max(i__1,i__2);

/*        ==== Quick return in case of workspace query. ==== */

	if (*lwork == -1) {
	    work[1] = (real) lwkopt;
	    return 0;
	}

/*        ==== SLAHQR/SLAQR0 crossover point ==== */

	nmin = ilaenv_(&c__12, "SLAQR0", jbcmpz, n, ilo, ihi, lwork);
	nmin = max(11,nmin);

/*        ==== Nibble crossover point ==== */

	nibble = ilaenv_(&c__14, "SLAQR0", 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, "SLAQR0", 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.f) {
		    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 ((r__1 = h__[kwtop + (kwtop - 1) * h_dim1], dabs(r__1))
			     > (r__2 = h__[kwtop - 1 + (kwtop - 2) * h_dim1], 
			    dabs(r__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 ==== */

	    slaqr3_(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 SLAQR3 */
/*              .    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 */
/*              .    SLAQR3 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 = (r__1 = h__[i__ + (i__ - 1) * h_dim1], dabs(r__1)
				) + (r__2 = h__[i__ - 1 + (i__ - 2) * h_dim1],
				 dabs(r__2));
			aa = ss * .75f + h__[i__ + i__ * h_dim1];
			bb = ss;
			cc = ss * -.4375f;
			dd = aa;
			slanv2_(&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.f;
			wr[ks] = wr[ks + 1];
			wi[ks] = wi[ks + 1];
		    }
		} else {

/*                 ==== Got NS/2 or fewer shifts? Use SLAQR4 or */
/*                 .    SLAHQR 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;
			slacpy_("A", &ns, &ns, &h__[ks + ks * h_dim1], ldh, &
				h__[kt + h_dim1], ldh);
			if (ns > nmin) {
			    slaqr4_(&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 {
			    slahqr_(&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];
			    slanv2_(&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 ((r__1 = wr[i__], dabs(r__1)) + (r__2 = wi[
					i__], dabs(r__2)) < (r__3 = wr[i__ + 
					1], dabs(r__3)) + (r__4 = wi[i__ + 1],
					 dabs(r__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 real 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 */
/*              .    real, then use only one.  ==== */

		if (kbot - ks + 1 == 2) {
		    if (wi[kbot] == 0.f) {
			if ((r__1 = wr[kbot] - h__[kbot + kbot * h_dim1], 
				dabs(r__1)) < (r__2 = wr[kbot - 1] - h__[kbot 
				+ kbot * h_dim1], dabs(r__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 ==== */

		slaqr5_(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] = (real) lwkopt;

/*     ==== End of SLAQR0 ==== */

    return 0;
} /* slaqr0_ */
Ejemplo n.º 5
0
/* Subroutine */
int slaqr0_(logical *wantt, logical *wantz, integer *n, integer *ilo, integer *ihi, real *h__, integer *ldh, real *wr, real * wi, integer *iloz, integer *ihiz, real *z__, integer *ldz, real *work, integer *lwork, integer *info)
{
    /* System generated locals */
    integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4, i__5;
    real r__1, r__2, r__3, r__4;
    /* Local variables */
    integer i__, k;
    real aa, bb, cc, dd;
    integer ld;
    real cs;
    integer nh, it, ks, kt;
    real sn;
    integer ku, kv, ls, ns;
    real ss;
    integer nw, inf, kdu, nho, nve, kwh, nsr, nwr, kwv, ndec, ndfl, kbot, nmin;
    real swap;
    integer ktop;
    real zdum[1] /* was [1][1] */
    ;
    integer kacc22, itmax, nsmax, nwmax, kwtop;
    extern /* Subroutine */
    int slanv2_(real *, real *, real *, real *, real * , real *, real *, real *, real *, real *), slaqr3_(logical *, logical *, integer *, integer *, integer *, integer *, real *, integer *, integer *, integer *, real *, integer *, integer *, integer *, real *, real *, real *, integer *, integer *, real *, integer *, integer *, real *, integer *, real *, integer *), slaqr4_(logical *, logical *, integer *, integer *, integer *, real *, integer *, real *, real *, integer *, integer *, real *, integer *, real *, integer *, integer *), slaqr5_(logical *, logical *, integer *, integer *, integer *, integer *, integer *, real *, real *, real *, integer *, integer *, integer *, real *, integer *, real *, integer *, real *, integer *, integer *, real * , integer *, integer *, real *, integer *);
    integer nibble;
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *);
    char jbcmpz[2];
    extern /* Subroutine */
    int slahqr_(logical *, logical *, integer *, integer *, integer *, real *, integer *, real *, real *, integer * , integer *, real *, integer *, integer *), slacpy_(char *, integer *, integer *, real *, integer *, real *, integer *);
    integer nwupbd;
    logical sorted;
    integer lwkopt;
    /* -- LAPACK auxiliary routine (version 3.4.2) -- */
    /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
    /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
    /* September 2012 */
    /* .. Scalar Arguments .. */
    /* .. */
    /* .. Array Arguments .. */
    /* .. */
    /* ================================================================ */
    /* .. Parameters .. */
    /* ==== Matrices of order NTINY or smaller must be processed by */
    /* . SLAHQR 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.f;
        return 0;
    }
    if (*n <= 11)
    {
        /* ==== Tiny matrices must use SLAHQR. ==== */
        lwkopt = 1;
        if (*lwork != -1)
        {
            slahqr_(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, "SLAQR0", 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); // ; expr subst
        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, "SLAQR0", 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; // ; expr subst
        nsr = min(i__1,i__2);
        /* Computing MAX */
        i__1 = 2;
        i__2 = nsr - nsr % 2; // , expr subst
        nsr = max(i__1,i__2);
        /* ==== Estimate optimal workspace ==== */
        /* ==== Workspace query call to SLAQR3 ==== */
        i__1 = nwr + 1;
        slaqr3_(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(SLAQR5, SLAQR3) ==== */
        /* Computing MAX */
        i__1 = nsr * 3 / 2;
        i__2 = (integer) work[1]; // , expr subst
        lwkopt = max(i__1,i__2);
        /* ==== Quick return in case of workspace query. ==== */
        if (*lwork == -1)
        {
            work[1] = (real) lwkopt;
            return 0;
        }
        /* ==== SLAHQR/SLAQR0 crossover point ==== */
        nmin = ilaenv_(&c__12, "SLAQR0", jbcmpz, n, ilo, ihi, lwork);
        nmin = max(11,nmin);
        /* ==== Nibble crossover point ==== */
        nibble = ilaenv_(&c__14, "SLAQR0", 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, "SLAQR0", 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; // , expr subst
        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; // , expr subst
        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; // , expr subst
        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.f)
                {
                    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; // , expr subst
                nw = min(i__2,i__3);
            }
            if (nw < nwmax)
            {
                if (nw >= nh - 1)
                {
                    nw = nh;
                }
                else
                {
                    kwtop = kbot - nw + 1;
                    if ((r__1 = h__[kwtop + (kwtop - 1) * h_dim1], f2c_abs(r__1)) > (r__2 = h__[kwtop - 1 + (kwtop - 2) * h_dim1], f2c_abs(r__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 ==== */
            slaqr3_(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 SLAQR3 */
                /* . did not provide that many shifts. ==== */
                /* Computing MIN */
                /* Computing MAX */
                i__4 = 2;
                i__5 = kbot - ktop; // , expr subst
                i__2 = min(nsmax,nsr);
                i__3 = max(i__4,i__5); // , expr subst
                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 */
                /* . SLAQR3 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; // , expr subst
                    i__2 = max(i__3,i__4);
                    for (i__ = kbot;
                            i__ >= i__2;
                            i__ += -2)
                    {
                        ss = (r__1 = h__[i__ + (i__ - 1) * h_dim1], f2c_abs(r__1)) + (r__2 = h__[i__ - 1 + (i__ - 2) * h_dim1], f2c_abs(r__2));
                        aa = ss * .75f + h__[i__ + i__ * h_dim1];
                        bb = ss;
                        cc = ss * -.4375f;
                        dd = aa;
                        slanv2_(&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.f;
                        wr[ks] = wr[ks + 1];
                        wi[ks] = wi[ks + 1];
                    }
                }
                else
                {
                    /* ==== Got NS/2 or fewer shifts? Use SLAQR4 or */
                    /* . SLAHQR 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;
                        slacpy_("A", &ns, &ns, &h__[ks + ks * h_dim1], ldh, & h__[kt + h_dim1], ldh);
                        if (ns > nmin)
                        {
                            slaqr4_(&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
                        {
                            slahqr_(&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];
                            slanv2_(&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 ((r__1 = wr[i__], f2c_abs(r__1)) + (r__2 = wi[ i__], f2c_abs(r__2)) < (r__3 = wr[i__ + 1] , f2c_abs(r__3)) + (r__4 = wi[i__ + 1], f2c_abs(r__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 real 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 */
                /* . real, then use only one. ==== */
                if (kbot - ks + 1 == 2)
                {
                    if (wi[kbot] == 0.f)
                    {
                        if ((r__1 = wr[kbot] - h__[kbot + kbot * h_dim1], f2c_abs( r__1)) < (r__2 = wr[kbot - 1] - h__[kbot + kbot * h_dim1], f2c_abs(r__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; // , expr subst
                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 ==== */
                slaqr5_(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] = (real) lwkopt;
    /* ==== End of SLAQR0 ==== */
    return 0;
}
Ejemplo n.º 6
0
/* Subroutine */ int sget33_(real *rmax, integer *lmax, integer *ninfo, 
	integer *knt)
{
    /* System generated locals */
    real r__1, r__2, r__3;

    /* Local variables */
    real q[4]	/* was [2][2] */, t[4]	/* was [2][2] */;
    integer i1, i2, i3, i4, j1, j2, j3;
    real t1[4]	/* was [2][2] */, t2[4]	/* was [2][2] */, cs, sn, vm[3];
    integer im1, im2, im3, im4;
    real wi1, wi2, wr1, wr2, val[4], eps, res, sum, tnrm;
    extern /* Subroutine */ int slanv2_(real *, real *, real *, real *, real *
, real *, real *, real *, real *, real *), slabad_(real *, real *)
	    ;
    extern doublereal slamch_(char *);
    real bignum, smlnum;


/*  -- LAPACK test routine (version 3.1) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
/*     November 2006 */

/*     .. Scalar Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SGET33 tests SLANV2, a routine for putting 2 by 2 blocks into */
/*  standard form.  In other words, it computes a two by two rotation */
/*  [[C,S];[-S,C]] where in */

/*     [ C S ][T(1,1) T(1,2)][ C -S ] = [ T11 T12 ] */
/*     [-S C ][T(2,1) T(2,2)][ S  C ]   [ T21 T22 ] */

/*  either */
/*     1) T21=0 (real eigenvalues), or */
/*     2) T11=T22 and T21*T12<0 (complex conjugate eigenvalues). */
/*  We also  verify that the residual is small. */

/*  Arguments */
/*  ========== */

/*  RMAX    (output) REAL */
/*          Value of the largest test ratio. */

/*  LMAX    (output) INTEGER */
/*          Example number where largest test ratio achieved. */

/*  NINFO   (output) INTEGER */
/*          Number of examples returned with INFO .NE. 0. */

/*  KNT     (output) INTEGER */
/*          Total number of examples tested. */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

/*     Get machine parameters */

    eps = slamch_("P");
    smlnum = slamch_("S") / eps;
    bignum = 1.f / smlnum;
    slabad_(&smlnum, &bignum);

/*     Set up test case parameters */

    val[0] = 1.f;
    val[1] = eps * 2.f + 1.f;
    val[2] = 2.f;
    val[3] = 2.f - eps * 4.f;
    vm[0] = smlnum;
    vm[1] = 1.f;
    vm[2] = bignum;

    *knt = 0;
    *ninfo = 0;
    *lmax = 0;
    *rmax = 0.f;

/*     Begin test loop */

    for (i1 = 1; i1 <= 4; ++i1) {
	for (i2 = 1; i2 <= 4; ++i2) {
	    for (i3 = 1; i3 <= 4; ++i3) {
		for (i4 = 1; i4 <= 4; ++i4) {
		    for (im1 = 1; im1 <= 3; ++im1) {
			for (im2 = 1; im2 <= 3; ++im2) {
			    for (im3 = 1; im3 <= 3; ++im3) {
				for (im4 = 1; im4 <= 3; ++im4) {
				    t[0] = val[i1 - 1] * vm[im1 - 1];
				    t[2] = val[i2 - 1] * vm[im2 - 1];
				    t[1] = -val[i3 - 1] * vm[im3 - 1];
				    t[3] = val[i4 - 1] * vm[im4 - 1];
/* Computing MAX */
				    r__1 = dabs(t[0]), r__2 = dabs(t[2]), 
					    r__1 = max(r__1,r__2), r__2 = 
					    dabs(t[1]), r__1 = max(r__1,r__2),
					     r__2 = dabs(t[3]);
				    tnrm = dmax(r__1,r__2);
				    t1[0] = t[0];
				    t1[2] = t[2];
				    t1[1] = t[1];
				    t1[3] = t[3];
				    q[0] = 1.f;
				    q[2] = 0.f;
				    q[1] = 0.f;
				    q[3] = 1.f;

				    slanv2_(t, &t[2], &t[1], &t[3], &wr1, &
					    wi1, &wr2, &wi2, &cs, &sn);
				    for (j1 = 1; j1 <= 2; ++j1) {
					res = q[j1 - 1] * cs + q[j1 + 1] * sn;
					q[j1 + 1] = -q[j1 - 1] * sn + q[j1 + 
						1] * cs;
					q[j1 - 1] = res;
/* L10: */
				    }

				    res = 0.f;
/* Computing 2nd power */
				    r__2 = q[0];
/* Computing 2nd power */
				    r__3 = q[2];
				    res += (r__1 = r__2 * r__2 + r__3 * r__3 
					    - 1.f, dabs(r__1)) / eps;
/* Computing 2nd power */
				    r__2 = q[3];
/* Computing 2nd power */
				    r__3 = q[1];
				    res += (r__1 = r__2 * r__2 + r__3 * r__3 
					    - 1.f, dabs(r__1)) / eps;
				    res += (r__1 = q[0] * q[1] + q[2] * q[3], 
					    dabs(r__1)) / eps;
				    for (j1 = 1; j1 <= 2; ++j1) {
					for (j2 = 1; j2 <= 2; ++j2) {
					    t2[j1 + (j2 << 1) - 3] = 0.f;
					    for (j3 = 1; j3 <= 2; ++j3) {
			  t2[j1 + (j2 << 1) - 3] += t1[j1 + (j3 << 1) - 3] * 
				  q[j3 + (j2 << 1) - 3];
/* L20: */
					    }
/* L30: */
					}
/* L40: */
				    }
				    for (j1 = 1; j1 <= 2; ++j1) {
					for (j2 = 1; j2 <= 2; ++j2) {
					    sum = t[j1 + (j2 << 1) - 3];
					    for (j3 = 1; j3 <= 2; ++j3) {
			  sum -= q[j3 + (j1 << 1) - 3] * t2[j3 + (j2 << 1) - 
				  3];
/* L50: */
					    }
					    res += dabs(sum) / eps / tnrm;
/* L60: */
					}
/* L70: */
				    }
				    if (t[1] != 0.f && (t[0] != t[3] || 
					    r_sign(&c_b19, &t[2]) * r_sign(&
					    c_b19, &t[1]) > 0.f)) {
					res += 1.f / eps;
				    }
				    ++(*knt);
				    if (res > *rmax) {
					*lmax = *knt;
					*rmax = res;
				    }
/* L80: */
				}
/* L90: */
			    }
/* L100: */
			}
/* L110: */
		    }
/* L120: */
		}
/* L130: */
	    }
/* L140: */
	}
/* L150: */
    }

    return 0;

/*     End of SGET33 */

} /* sget33_ */
Ejemplo n.º 7
0
/* Subroutine */ int slaqrb_(logical *wantt, integer *n, integer *ilo, 
	integer *ihi, real *h__, integer *ldh, real *wr, real *wi, real *z__, 
	integer *info)
{
    /* System generated locals */
    integer h_dim1, h_offset, i__1, i__2, i__3, i__4;
    real r__1, r__2;

    /* Local variables */
    static integer i__, j, k, l, m;
    static real s, v[3];
    static integer i1, i2;
    static real t1, t2, t3, v1, v2, v3, h00, h10, h11, h12, h21, h22, h33, 
	    h44;
    static integer nh;
    static real cs;
    static integer nr;
    static real sn, h33s, h44s;
    static integer itn, its;
    static real ulp, sum, tst1, h43h34, unfl, ovfl, work[1];
    extern /* Subroutine */ int srot_(integer *, real *, integer *, real *, 
	    integer *, real *, real *), scopy_(integer *, real *, integer *, 
	    real *, integer *), slanv2_(real *, real *, real *, real *, real *
	    , real *, real *, real *, real *, real *), slabad_(real *, real *)
	    ;
    extern doublereal slamch_(char *, ftnlen);
    extern /* Subroutine */ int slarfg_(integer *, real *, real *, integer *, 
	    real *);
    extern doublereal slanhs_(char *, integer *, real *, integer *, real *, 
	    ftnlen);
    static real 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.f;
	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.f;
/* L5: */
    }
    z__[*n] = 1.f;

    nh = *ihi - *ilo + 1;

/*     %-------------------------------------------------------------% */
/*     | Set machine-dependent constants for the stopping criterion. | */
/*     | If norm(H) <= sqrt(OVFL), overflow should not occur.        | */
/*     %-------------------------------------------------------------% */

    unfl = slamch_("safe minimum", (ftnlen)12);
    ovfl = 1.f / unfl;
    slabad_(&unfl, &ovfl);
    ulp = slamch_("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.f;
/* L8: */
	}
    } else {
	i__1 = *ihi - *ilo - 1;
	for (i__ = 1; i__ <= i__1; ++i__) {
	    h__[*ilo + i__ + 1 + (*ilo + i__ - 1) * h_dim1] = 0.f;
/* 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 = (r__1 = h__[k - 1 + (k - 1) * h_dim1], dabs(r__1)) + (r__2 
		    = h__[k + k * h_dim1], dabs(r__2));
	    if (tst1 == 0.f) {
		i__3 = i__ - l + 1;
		tst1 = slanhs_("1", &i__3, &h__[l + l * h_dim1], ldh, work, (
			ftnlen)1);
	    }
/* Computing MAX */
	    r__2 = ulp * tst1;
	    if ((r__1 = h__[k + (k - 1) * h_dim1], dabs(r__1)) <= dmax(r__2,
		    smlnum)) {
		goto L30;
	    }
/* L20: */
	}
L30:
	l = k;
	if (l > *ilo) {

/*           %------------------------% */
/*           | H(L,L-1) is negligible | */
/*           %------------------------% */

	    h__[l + (l - 1) * h_dim1] = 0.f;
	}

/*        %-------------------------------------------------------------% */
/*        | 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 = (r__1 = h__[i__ + (i__ - 1) * h_dim1], dabs(r__1)) + (r__2 = 
		    h__[i__ - 1 + (i__ - 2) * h_dim1], dabs(r__2));
	    h44 = s * .75f;
	    h33 = h44;
	    h43h34 = s * -.4375f * 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 = dabs(v1) + dabs(v2) + dabs(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 = dabs(v1) * (dabs(h00) + dabs(h11) + dabs(h22));
	    if (dabs(h10) * (dabs(v2) + dabs(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) {
		scopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
	    }
	    slarfg_(&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.f;
		if (k < i__ - 1) {
		    h__[k + 2 + (k - 1) * h_dim1] = 0.f;
		}
	    } 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.f;
    } 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.                 | */
/*        %--------------------------------------------------------% */

	slanv2_(&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__;
		srot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
			i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
	    }
	    i__1 = i__ - i1 - 1;
	    srot_(&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 slaqrb | */
/*     %---------------% */

} /* slaqrb_ */
Ejemplo n.º 8
0
/* Subroutine */ int slaexc_(logical *wantq, integer *n, real *t, integer *
	ldt, real *q, integer *ldq, integer *j1, integer *n1, integer *n2, 
	real *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   
    =======   

    SLAEXC 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) REAL 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) REAL 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) REAL 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;
    real r__1, r__2, r__3, r__4, r__5, r__6;
    /* Local variables */
    static integer ierr;
    static real temp;
    extern /* Subroutine */ int srot_(integer *, real *, integer *, real *, 
	    integer *, real *, real *);
    static real d__[16]	/* was [4][4] */;
    static integer k;
    static real u[3], scale, x[4]	/* was [2][2] */, dnorm;
    static integer j2, j3, j4;
    static real xnorm, u1[3], u2[3];
    extern /* Subroutine */ int slanv2_(real *, real *, real *, real *, real *
	    , real *, real *, real *, real *, real *), slasy2_(logical *, 
	    logical *, integer *, integer *, integer *, real *, integer *, 
	    real *, integer *, real *, integer *, real *, real *, integer *, 
	    real *, integer *);
    static integer nd;
    static real cs, t11, t22, t33, sn;
    extern doublereal slamch_(char *), slange_(char *, integer *, 
	    integer *, real *, integer *, real *);
    extern /* Subroutine */ int slarfg_(integer *, real *, real *, integer *, 
	    real *), slacpy_(char *, integer *, integer *, real *, integer *, 
	    real *, integer *), slartg_(real *, real *, real *, real *
	    , real *);
    static real thresh;
    extern /* Subroutine */ int slarfx_(char *, integer *, integer *, real *, 
	    real *, real *, integer *, real *);
    static real 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. */

	r__1 = t22 - t11;
	slartg_(&t_ref(*j1, j2), &r__1, &cs, &sn, &temp);

/*        Apply transformation to the matrix T. */

	if (j3 <= *n) {
	    i__1 = *n - *j1 - 1;
	    srot_(&i__1, &t_ref(*j1, j3), ldt, &t_ref(j2, j3), ldt, &cs, &sn);
	}
	i__1 = *j1 - 1;
	srot_(&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. */

	    srot_(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;
	slacpy_("Full", &nd, &nd, &t_ref(*j1, *j1), ldt, d__, &c__4);
	dnorm = slange_("Max", &nd, &nd, d__, &c__4, &work[1]);

/*        Compute machine-dependent threshold for test for accepting   
          swap. */

	eps = slamch_("P");
	smlnum = slamch_("S") / eps;
/* Computing MAX */
	r__1 = eps * 10.f * dnorm;
	thresh = dmax(r__1,smlnum);

/*        Solve T11*X - X*T22 = scale*T12 for X. */

	slasy2_(&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);
	slarfg_(&c__3, &u[2], u, &c__1, &tau);
	u[2] = 1.f;
	t11 = t_ref(*j1, *j1);

/*        Perform swap provisionally on diagonal block in D. */

	slarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
	slarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);

/*        Test whether to reject swap.   

   Computing MAX */
	r__4 = (r__1 = d___ref(3, 1), dabs(r__1)), r__5 = (r__2 = d___ref(3, 
		2), dabs(r__2)), r__4 = max(r__4,r__5), r__5 = (r__3 = 
		d___ref(3, 3) - t11, dabs(r__3));
	if (dmax(r__4,r__5) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	i__1 = *n - *j1 + 1;
	slarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, *j1), ldt, &work[1]);
	slarfx_("R", &j2, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);

	t_ref(j3, *j1) = 0.f;
	t_ref(j3, j2) = 0.f;
	t_ref(j3, j3) = t11;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    slarfx_("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;
	slarfg_(&c__3, u, &u[1], &c__1, &tau);
	u[0] = 1.f;
	t33 = t_ref(j3, j3);

/*        Perform swap provisionally on diagonal block in D. */

	slarfx_("L", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);
	slarfx_("R", &c__3, &c__3, u, &tau, d__, &c__4, &work[1]);

/*        Test whether to reject swap.   

   Computing MAX */
	r__4 = (r__1 = d___ref(2, 1), dabs(r__1)), r__5 = (r__2 = d___ref(3, 
		1), dabs(r__2)), r__4 = max(r__4,r__5), r__5 = (r__3 = 
		d___ref(1, 1) - t33, dabs(r__3));
	if (dmax(r__4,r__5) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	slarfx_("R", &j3, &c__3, u, &tau, &t_ref(1, *j1), ldt, &work[1]);
	i__1 = *n - *j1;
	slarfx_("L", &c__3, &i__1, u, &tau, &t_ref(*j1, j2), ldt, &work[1]);

	t_ref(*j1, *j1) = t33;
	t_ref(j2, *j1) = 0.f;
	t_ref(j3, *j1) = 0.f;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    slarfx_("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;
	slarfg_(&c__3, u1, &u1[1], &c__1, &tau1);
	u1[0] = 1.f;

	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;
	slarfg_(&c__3, u2, &u2[1], &c__1, &tau2);
	u2[0] = 1.f;

/*        Perform swap provisionally on diagonal block in D. */

	slarfx_("L", &c__3, &c__4, u1, &tau1, d__, &c__4, &work[1])
		;
	slarfx_("R", &c__4, &c__3, u1, &tau1, d__, &c__4, &work[1])
		;
	slarfx_("L", &c__3, &c__4, u2, &tau2, &d___ref(2, 1), &c__4, &work[1]);
	slarfx_("R", &c__4, &c__3, u2, &tau2, &d___ref(1, 2), &c__4, &work[1]);

/*        Test whether to reject swap.   

   Computing MAX */
	r__5 = (r__1 = d___ref(3, 1), dabs(r__1)), r__6 = (r__2 = d___ref(3, 
		2), dabs(r__2)), r__5 = max(r__5,r__6), r__6 = (r__3 = 
		d___ref(4, 1), dabs(r__3)), r__5 = max(r__5,r__6), r__6 = (
		r__4 = d___ref(4, 2), dabs(r__4));
	if (dmax(r__5,r__6) > thresh) {
	    goto L50;
	}

/*        Accept swap: apply transformation to the entire matrix T. */

	i__1 = *n - *j1 + 1;
	slarfx_("L", &c__3, &i__1, u1, &tau1, &t_ref(*j1, *j1), ldt, &work[1]);
	slarfx_("R", &j4, &c__3, u1, &tau1, &t_ref(1, *j1), ldt, &work[1]);
	i__1 = *n - *j1 + 1;
	slarfx_("L", &c__3, &i__1, u2, &tau2, &t_ref(j2, *j1), ldt, &work[1]);
	slarfx_("R", &j4, &c__3, u2, &tau2, &t_ref(1, j2), ldt, &work[1]);

	t_ref(j3, *j1) = 0.f;
	t_ref(j3, j2) = 0.f;
	t_ref(j4, *j1) = 0.f;
	t_ref(j4, j2) = 0.f;

	if (*wantq) {

/*           Accumulate transformation in the matrix Q. */

	    slarfx_("R", n, &c__3, u1, &tau1, &q_ref(1, *j1), ldq, &work[1]);
	    slarfx_("R", n, &c__3, u2, &tau2, &q_ref(1, j2), ldq, &work[1]);
	}

L40:

	if (*n2 == 2) {

/*           Standardize new 2-by-2 block T11 */

	    slanv2_(&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;
	    srot_(&i__1, &t_ref(*j1, *j1 + 2), ldt, &t_ref(j2, *j1 + 2), ldt, 
		    &cs, &sn);
	    i__1 = *j1 - 1;
	    srot_(&i__1, &t_ref(1, *j1), &c__1, &t_ref(1, j2), &c__1, &cs, &
		    sn);
	    if (*wantq) {
		srot_(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;
	    slanv2_(&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;
		srot_(&i__1, &t_ref(j3, j3 + 2), ldt, &t_ref(j4, j3 + 2), ldt,
			 &cs, &sn);
	    }
	    i__1 = j3 - 1;
	    srot_(&i__1, &t_ref(1, j3), &c__1, &t_ref(1, j4), &c__1, &cs, &sn)
		    ;
	    if (*wantq) {
		srot_(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 SLAEXC */

} /* slaexc_ */
Ejemplo n.º 9
0
/* Subroutine */ int slahqr_(logical *wantt, logical *wantz, integer *n, 
	integer *ilo, integer *ihi, real *h__, integer *ldh, real *wr, real *
	wi, integer *iloz, integer *ihiz, real *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;
    real r__1, r__2;

    /* Builtin functions */
    double sqrt(doublereal), r_sign(real *, real *);

    /* Local variables */
    static integer i__, j, k, l, m;
    static real s, v[3];
    static integer i1, i2;
    static real t1, t2, t3, v1, v2, v3, h00, h10, h11, h12, h21, h22, h33, 
	    h44;
    static integer nh;
    static real cs;
    static integer nr;
    static real sn;
    static integer nz;
    static real ave, h33s, h44s;
    static integer itn, its;
    static real ulp, sum, tst1, h43h34, disc, unfl, ovfl, work[1];
    extern /* Subroutine */ int srot_(integer *, real *, integer *, real *, 
	    integer *, real *, real *), scopy_(integer *, real *, integer *, 
	    real *, integer *), slanv2_(real *, real *, real *, real *, real *
	    , real *, real *, real *, real *, real *), slabad_(real *, real *)
	    ;
    extern doublereal slamch_(char *, ftnlen);
    extern /* Subroutine */ int slarfg_(integer *, real *, real *, integer *, 
	    real *);
    extern doublereal slanhs_(char *, integer *, real *, integer *, real *, 
	    ftnlen);
    static real smlnum;


/*  -- LAPACK auxiliary routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     June 30, 1999 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  SLAHQR is an auxiliary routine called by SHSEQR to update the */
/*  eigenvalues and Schur decomposition already computed by SHSEQR, 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). SLAHQR 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) REAL 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) REAL array, dimension (N) */
/*  WI      (output) REAL 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) REAL array, dimension (LDZ,N) */
/*          If WANTZ is .TRUE., on entry Z must contain the current */
/*          matrix Z of transformations accumulated by SHSEQR, 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: SLAHQR 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 */

/*  ===================================================================== */

/*     .. 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.f;
	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 = slamch_("Safe minimum", (ftnlen)12);
    ovfl = 1.f / unfl;
    slabad_(&unfl, &ovfl);
    ulp = slamch_("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 */
/*     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 = (r__1 = h__[k - 1 + (k - 1) * h_dim1], dabs(r__1)) + (r__2 
		    = h__[k + k * h_dim1], dabs(r__2));
	    if (tst1 == 0.f) {
		i__3 = i__ - l + 1;
		tst1 = slanhs_("1", &i__3, &h__[l + l * h_dim1], ldh, work, (
			ftnlen)1);
	    }
/* Computing MAX */
	    r__2 = ulp * tst1;
	    if ((r__1 = h__[k + (k - 1) * h_dim1], dabs(r__1)) <= dmax(r__2,
		    smlnum)) {
		goto L30;
	    }
/* L20: */
	}
L30:
	l = k;
	if (l > *ilo) {

/*           H(L,L-1) is negligible */

	    h__[l + (l - 1) * h_dim1] = 0.f;
	}

/*        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 = (r__1 = h__[i__ + (i__ - 1) * h_dim1], dabs(r__1)) + (r__2 = 
		    h__[i__ - 1 + (i__ - 2) * h_dim1], dabs(r__2));
	    h44 = s * .75f + h__[i__ + i__ * h_dim1];
	    h33 = h44;
	    h43h34 = s * -.4375f * s;
	} else {

/*           Prepare to use Francis' double shift */
/*           (i.e. 2nd degree generalized Rayleigh quotient) */

	    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];
	    s = h__[i__ - 1 + (i__ - 2) * h_dim1] * h__[i__ - 1 + (i__ - 2) * 
		    h_dim1];
	    disc = (h33 - h44) * .5f;
	    disc = disc * disc + h43h34;
	    if (disc > 0.f) {

/*              Real roots: use Wilkinson's shift twice */

		disc = sqrt(disc);
		ave = (h33 + h44) * .5f;
		if (dabs(h33) - dabs(h44) > 0.f) {
		    h33 = h33 * h44 - h43h34;
		    h44 = h33 / (r_sign(&disc, &ave) + ave);
		} else {
		    h44 = r_sign(&disc, &ave) + ave;
		}
		h33 = h44;
		h43h34 = 0.f;
	    }
	}

/*        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 = dabs(v1) + dabs(v2) + dabs(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 = dabs(v1) * (dabs(h00) + dabs(h11) + dabs(h22));
	    if (dabs(h10) * (dabs(v2) + dabs(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) {
		scopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
	    }
	    slarfg_(&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.f;
		if (k < i__ - 1) {
		    h__[k + 2 + (k - 1) * h_dim1] = 0.f;
		}
	    } 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: */
		}

		if (*wantz) {

/*                 Accumulate transformations in the matrix Z */

		    i__3 = *ihiz;
		    for (j = *iloz; j <= i__3; ++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;
/* L80: */
		    }
		}
	    } 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: */
		}

		if (*wantz) {

/*                 Accumulate transformations in the matrix Z */

		    i__3 = *ihiz;
		    for (j = *iloz; j <= i__3; ++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;
/* L110: */
		    }
		}
	    }
/* 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.f;
    } 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. */

	slanv2_(&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__;
		srot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
			i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
	    }
	    i__1 = i__ - i1 - 1;
	    srot_(&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. */

	    srot_(&nz, &z__[*iloz + (i__ - 1) * z_dim1], &c__1, &z__[*iloz + 
		    i__ * z_dim1], &c__1, &cs, &sn);
	}
    }

/*     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 SLAHQR */

} /* slahqr_ */