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author | yash1112 | 2017-07-07 21:20:49 +0530 |
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committer | yash1112 | 2017-07-07 21:20:49 +0530 |
commit | 3f52712f806fbd80d66dfdcaff401e5cf94dcca4 (patch) | |
tree | a8333b8187cb44b505b9fe37fc9a7ac8a1711c10 /src/fortran/lapack/dhgeqz.f | |
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sci2c arduino updated
Diffstat (limited to 'src/fortran/lapack/dhgeqz.f')
-rw-r--r-- | src/fortran/lapack/dhgeqz.f | 1243 |
1 files changed, 1243 insertions, 0 deletions
diff --git a/src/fortran/lapack/dhgeqz.f b/src/fortran/lapack/dhgeqz.f new file mode 100644 index 0000000..de137dc --- /dev/null +++ b/src/fortran/lapack/dhgeqz.f @@ -0,0 +1,1243 @@ + SUBROUTINE DHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, + $ ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, + $ LWORK, INFO ) +* +* -- LAPACK routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + CHARACTER COMPQ, COMPZ, JOB + INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N +* .. +* .. Array Arguments .. + DOUBLE PRECISION ALPHAI( * ), ALPHAR( * ), BETA( * ), + $ H( LDH, * ), Q( LDQ, * ), T( LDT, * ), + $ WORK( * ), Z( LDZ, * ) +* .. +* +* Purpose +* ======= +* +* DHGEQZ computes the eigenvalues of a real matrix pair (H,T), +* where H is an upper Hessenberg matrix and T is upper triangular, +* using the double-shift QZ method. +* Matrix pairs of this type are produced by the reduction to +* generalized upper Hessenberg form of a real matrix pair (A,B): +* +* A = Q1*H*Z1**T, B = Q1*T*Z1**T, +* +* as computed by DGGHRD. +* +* If JOB='S', then the Hessenberg-triangular pair (H,T) is +* also reduced to generalized Schur form, +* +* H = Q*S*Z**T, T = Q*P*Z**T, +* +* where Q and Z are orthogonal matrices, P is an upper triangular +* matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2 +* diagonal blocks. +* +* The 1-by-1 blocks correspond to real eigenvalues of the matrix pair +* (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of +* eigenvalues. +* +* Additionally, the 2-by-2 upper triangular diagonal blocks of P +* corresponding to 2-by-2 blocks of S are reduced to positive diagonal +* form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0, +* P(j,j) > 0, and P(j+1,j+1) > 0. +* +* Optionally, the orthogonal matrix Q from the generalized Schur +* factorization may be postmultiplied into an input matrix Q1, and the +* orthogonal matrix Z may be postmultiplied into an input matrix Z1. +* If Q1 and Z1 are the orthogonal matrices from DGGHRD that reduced +* the matrix pair (A,B) to generalized upper Hessenberg form, then the +* output matrices Q1*Q and Z1*Z are the orthogonal factors from the +* generalized Schur factorization of (A,B): +* +* A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T. +* +* To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently, +* of (A,B)) are computed as a pair of values (alpha,beta), where alpha is +* complex and beta real. +* If beta is nonzero, lambda = alpha / beta is an eigenvalue of the +* generalized nonsymmetric eigenvalue problem (GNEP) +* A*x = lambda*B*x +* and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the +* alternate form of the GNEP +* mu*A*y = B*y. +* Real eigenvalues can be read directly from the generalized Schur +* form: +* alpha = S(i,i), beta = P(i,i). +* +* Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix +* Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), +* pp. 241--256. +* +* Arguments +* ========= +* +* JOB (input) CHARACTER*1 +* = 'E': Compute eigenvalues only; +* = 'S': Compute eigenvalues and the Schur form. +* +* COMPQ (input) CHARACTER*1 +* = 'N': Left Schur vectors (Q) are not computed; +* = 'I': Q is initialized to the unit matrix and the matrix Q +* of left Schur vectors of (H,T) is returned; +* = 'V': Q must contain an orthogonal matrix Q1 on entry and +* the product Q1*Q is returned. +* +* COMPZ (input) CHARACTER*1 +* = 'N': Right Schur vectors (Z) are not computed; +* = 'I': Z is initialized to the unit matrix and the matrix Z +* of right Schur vectors of (H,T) is returned; +* = 'V': Z must contain an orthogonal matrix Z1 on entry and +* the product Z1*Z is returned. +* +* N (input) INTEGER +* The order of the matrices H, T, Q, and Z. N >= 0. +* +* ILO (input) INTEGER +* IHI (input) INTEGER +* ILO and IHI mark the rows and columns of H which are in +* Hessenberg form. It is assumed that A is already upper +* triangular in rows and columns 1:ILO-1 and IHI+1:N. +* If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0. +* +* H (input/output) DOUBLE PRECISION array, dimension (LDH, N) +* On entry, the N-by-N upper Hessenberg matrix H. +* On exit, if JOB = 'S', H contains the upper quasi-triangular +* matrix S from the generalized Schur factorization; +* 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) < 0. +* If JOB = 'E', the diagonal blocks of H match those of S, but +* the rest of H is unspecified. +* +* LDH (input) INTEGER +* The leading dimension of the array H. LDH >= max( 1, N ). +* +* T (input/output) DOUBLE PRECISION array, dimension (LDT, N) +* On entry, the N-by-N upper triangular matrix T. +* On exit, if JOB = 'S', T contains the upper triangular +* matrix P from the generalized Schur factorization; +* 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S +* are reduced to positive diagonal form, i.e., if H(j+1,j) is +* non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and +* T(j+1,j+1) > 0. +* If JOB = 'E', the diagonal blocks of T match those of P, but +* the rest of T is unspecified. +* +* LDT (input) INTEGER +* The leading dimension of the array T. LDT >= max( 1, N ). +* +* ALPHAR (output) DOUBLE PRECISION array, dimension (N) +* The real parts of each scalar alpha defining an eigenvalue +* of GNEP. +* +* ALPHAI (output) DOUBLE PRECISION array, dimension (N) +* The imaginary parts of each scalar alpha defining an +* eigenvalue of GNEP. +* If ALPHAI(j) is zero, then the j-th eigenvalue is real; if +* positive, then the j-th and (j+1)-st eigenvalues are a +* complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). +* +* BETA (output) DOUBLE PRECISION array, dimension (N) +* The scalars beta that define the eigenvalues of GNEP. +* Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and +* beta = BETA(j) represent the j-th eigenvalue of the matrix +* pair (A,B), in one of the forms lambda = alpha/beta or +* mu = beta/alpha. Since either lambda or mu may overflow, +* they should not, in general, be computed. +* +* Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N) +* On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in +* the reduction of (A,B) to generalized Hessenberg form. +* On exit, if COMPZ = 'I', the orthogonal matrix of left Schur +* vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix +* of left Schur vectors of (A,B). +* Not referenced if COMPZ = 'N'. +* +* LDQ (input) INTEGER +* The leading dimension of the array Q. LDQ >= 1. +* If COMPQ='V' or 'I', then LDQ >= N. +* +* Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N) +* On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in +* the reduction of (A,B) to generalized Hessenberg form. +* On exit, if COMPZ = 'I', the orthogonal matrix of +* right Schur vectors of (H,T), and if COMPZ = 'V', the +* orthogonal matrix of right Schur vectors of (A,B). +* Not referenced if COMPZ = 'N'. +* +* LDZ (input) INTEGER +* The leading dimension of the array Z. LDZ >= 1. +* If COMPZ='V' or 'I', then LDZ >= N. +* +* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +* On exit, if INFO >= 0, WORK(1) returns the optimal LWORK. +* +* LWORK (input) INTEGER +* The dimension of the array WORK. LWORK >= max(1,N). +* +* If LWORK = -1, then a workspace query is assumed; the routine +* only calculates the optimal size of the WORK array, returns +* this value as the first entry of the WORK array, and no error +* message related to LWORK is issued by XERBLA. +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* = 1,...,N: the QZ iteration did not converge. (H,T) is not +* in Schur form, but ALPHAR(i), ALPHAI(i), and +* BETA(i), i=INFO+1,...,N should be correct. +* = N+1,...,2*N: the shift calculation failed. (H,T) is not +* in Schur form, but ALPHAR(i), ALPHAI(i), and +* BETA(i), i=INFO-N+1,...,N should be correct. +* +* Further Details +* =============== +* +* Iteration counters: +* +* JITER -- counts iterations. +* IITER -- counts iterations run since ILAST was last +* changed. This is therefore reset only when a 1-by-1 or +* 2-by-2 block deflates off the bottom. +* +* ===================================================================== +* +* .. Parameters .. +* $ SAFETY = 1.0E+0 ) + DOUBLE PRECISION HALF, ZERO, ONE, SAFETY + PARAMETER ( HALF = 0.5D+0, ZERO = 0.0D+0, ONE = 1.0D+0, + $ SAFETY = 1.0D+2 ) +* .. +* .. Local Scalars .. + LOGICAL ILAZR2, ILAZRO, ILPIVT, ILQ, ILSCHR, ILZ, + $ LQUERY + INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST, + $ ILASTM, IN, ISCHUR, ISTART, J, JC, JCH, JITER, + $ JR, MAXIT + DOUBLE PRECISION A11, A12, A1I, A1R, A21, A22, A2I, A2R, AD11, + $ AD11L, AD12, AD12L, AD21, AD21L, AD22, AD22L, + $ AD32L, AN, ANORM, ASCALE, ATOL, B11, B1A, B1I, + $ B1R, B22, B2A, B2I, B2R, BN, BNORM, BSCALE, + $ BTOL, C, C11I, C11R, C12, C21, C22I, C22R, CL, + $ CQ, CR, CZ, ESHIFT, S, S1, S1INV, S2, SAFMAX, + $ SAFMIN, SCALE, SL, SQI, SQR, SR, SZI, SZR, T1, + $ TAU, TEMP, TEMP2, TEMPI, TEMPR, U1, U12, U12L, + $ U2, ULP, VS, W11, W12, W21, W22, WABS, WI, WR, + $ WR2 +* .. +* .. Local Arrays .. + DOUBLE PRECISION V( 3 ) +* .. +* .. External Functions .. + LOGICAL LSAME + DOUBLE PRECISION DLAMCH, DLANHS, DLAPY2, DLAPY3 + EXTERNAL LSAME, DLAMCH, DLANHS, DLAPY2, DLAPY3 +* .. +* .. External Subroutines .. + EXTERNAL DLAG2, DLARFG, DLARTG, DLASET, DLASV2, DROT, + $ XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, DBLE, MAX, MIN, SQRT +* .. +* .. Executable Statements .. +* +* Decode JOB, COMPQ, COMPZ +* + IF( LSAME( JOB, 'E' ) ) THEN + ILSCHR = .FALSE. + ISCHUR = 1 + ELSE IF( LSAME( JOB, 'S' ) ) THEN + ILSCHR = .TRUE. + ISCHUR = 2 + ELSE + ISCHUR = 0 + END IF +* + IF( LSAME( COMPQ, 'N' ) ) THEN + ILQ = .FALSE. + ICOMPQ = 1 + ELSE IF( LSAME( COMPQ, 'V' ) ) THEN + ILQ = .TRUE. + ICOMPQ = 2 + ELSE IF( LSAME( COMPQ, 'I' ) ) THEN + ILQ = .TRUE. + ICOMPQ = 3 + ELSE + ICOMPQ = 0 + END IF +* + IF( LSAME( COMPZ, 'N' ) ) THEN + ILZ = .FALSE. + ICOMPZ = 1 + ELSE IF( LSAME( COMPZ, 'V' ) ) THEN + ILZ = .TRUE. + ICOMPZ = 2 + ELSE IF( LSAME( COMPZ, 'I' ) ) THEN + ILZ = .TRUE. + ICOMPZ = 3 + ELSE + ICOMPZ = 0 + END IF +* +* Check Argument Values +* + INFO = 0 + WORK( 1 ) = MAX( 1, N ) + LQUERY = ( LWORK.EQ.-1 ) + IF( ISCHUR.EQ.0 ) THEN + INFO = -1 + ELSE IF( ICOMPQ.EQ.0 ) THEN + INFO = -2 + ELSE IF( ICOMPZ.EQ.0 ) THEN + INFO = -3 + ELSE IF( N.LT.0 ) THEN + INFO = -4 + ELSE IF( ILO.LT.1 ) THEN + INFO = -5 + ELSE IF( IHI.GT.N .OR. IHI.LT.ILO-1 ) THEN + INFO = -6 + ELSE IF( LDH.LT.N ) THEN + INFO = -8 + ELSE IF( LDT.LT.N ) THEN + INFO = -10 + ELSE IF( LDQ.LT.1 .OR. ( ILQ .AND. LDQ.LT.N ) ) THEN + INFO = -15 + ELSE IF( LDZ.LT.1 .OR. ( ILZ .AND. LDZ.LT.N ) ) THEN + INFO = -17 + ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN + INFO = -19 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DHGEQZ', -INFO ) + RETURN + ELSE IF( LQUERY ) THEN + RETURN + END IF +* +* Quick return if possible +* + IF( N.LE.0 ) THEN + WORK( 1 ) = DBLE( 1 ) + RETURN + END IF +* +* Initialize Q and Z +* + IF( ICOMPQ.EQ.3 ) + $ CALL DLASET( 'Full', N, N, ZERO, ONE, Q, LDQ ) + IF( ICOMPZ.EQ.3 ) + $ CALL DLASET( 'Full', N, N, ZERO, ONE, Z, LDZ ) +* +* Machine Constants +* + IN = IHI + 1 - ILO + SAFMIN = DLAMCH( 'S' ) + SAFMAX = ONE / SAFMIN + ULP = DLAMCH( 'E' )*DLAMCH( 'B' ) + ANORM = DLANHS( 'F', IN, H( ILO, ILO ), LDH, WORK ) + BNORM = DLANHS( 'F', IN, T( ILO, ILO ), LDT, WORK ) + ATOL = MAX( SAFMIN, ULP*ANORM ) + BTOL = MAX( SAFMIN, ULP*BNORM ) + ASCALE = ONE / MAX( SAFMIN, ANORM ) + BSCALE = ONE / MAX( SAFMIN, BNORM ) +* +* Set Eigenvalues IHI+1:N +* + DO 30 J = IHI + 1, N + IF( T( J, J ).LT.ZERO ) THEN + IF( ILSCHR ) THEN + DO 10 JR = 1, J + H( JR, J ) = -H( JR, J ) + T( JR, J ) = -T( JR, J ) + 10 CONTINUE + ELSE + H( J, J ) = -H( J, J ) + T( J, J ) = -T( J, J ) + END IF + IF( ILZ ) THEN + DO 20 JR = 1, N + Z( JR, J ) = -Z( JR, J ) + 20 CONTINUE + END IF + END IF + ALPHAR( J ) = H( J, J ) + ALPHAI( J ) = ZERO + BETA( J ) = T( J, J ) + 30 CONTINUE +* +* If IHI < ILO, skip QZ steps +* + IF( IHI.LT.ILO ) + $ GO TO 380 +* +* MAIN QZ ITERATION LOOP +* +* Initialize dynamic indices +* +* Eigenvalues ILAST+1:N have been found. +* Column operations modify rows IFRSTM:whatever. +* Row operations modify columns whatever:ILASTM. +* +* If only eigenvalues are being computed, then +* IFRSTM is the row of the last splitting row above row ILAST; +* this is always at least ILO. +* IITER counts iterations since the last eigenvalue was found, +* to tell when to use an extraordinary shift. +* MAXIT is the maximum number of QZ sweeps allowed. +* + ILAST = IHI + IF( ILSCHR ) THEN + IFRSTM = 1 + ILASTM = N + ELSE + IFRSTM = ILO + ILASTM = IHI + END IF + IITER = 0 + ESHIFT = ZERO + MAXIT = 30*( IHI-ILO+1 ) +* + DO 360 JITER = 1, MAXIT +* +* Split the matrix if possible. +* +* Two tests: +* 1: H(j,j-1)=0 or j=ILO +* 2: T(j,j)=0 +* + IF( ILAST.EQ.ILO ) THEN +* +* Special case: j=ILAST +* + GO TO 80 + ELSE + IF( ABS( H( ILAST, ILAST-1 ) ).LE.ATOL ) THEN + H( ILAST, ILAST-1 ) = ZERO + GO TO 80 + END IF + END IF +* + IF( ABS( T( ILAST, ILAST ) ).LE.BTOL ) THEN + T( ILAST, ILAST ) = ZERO + GO TO 70 + END IF +* +* General case: j<ILAST +* + DO 60 J = ILAST - 1, ILO, -1 +* +* Test 1: for H(j,j-1)=0 or j=ILO +* + IF( J.EQ.ILO ) THEN + ILAZRO = .TRUE. + ELSE + IF( ABS( H( J, J-1 ) ).LE.ATOL ) THEN + H( J, J-1 ) = ZERO + ILAZRO = .TRUE. + ELSE + ILAZRO = .FALSE. + END IF + END IF +* +* Test 2: for T(j,j)=0 +* + IF( ABS( T( J, J ) ).LT.BTOL ) THEN + T( J, J ) = ZERO +* +* Test 1a: Check for 2 consecutive small subdiagonals in A +* + ILAZR2 = .FALSE. + IF( .NOT.ILAZRO ) THEN + TEMP = ABS( H( J, J-1 ) ) + TEMP2 = ABS( H( J, J ) ) + TEMPR = MAX( TEMP, TEMP2 ) + IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN + TEMP = TEMP / TEMPR + TEMP2 = TEMP2 / TEMPR + END IF + IF( TEMP*( ASCALE*ABS( H( J+1, J ) ) ).LE.TEMP2* + $ ( ASCALE*ATOL ) )ILAZR2 = .TRUE. + END IF +* +* If both tests pass (1 & 2), i.e., the leading diagonal +* element of B in the block is zero, split a 1x1 block off +* at the top. (I.e., at the J-th row/column) The leading +* diagonal element of the remainder can also be zero, so +* this may have to be done repeatedly. +* + IF( ILAZRO .OR. ILAZR2 ) THEN + DO 40 JCH = J, ILAST - 1 + TEMP = H( JCH, JCH ) + CALL DLARTG( TEMP, H( JCH+1, JCH ), C, S, + $ H( JCH, JCH ) ) + H( JCH+1, JCH ) = ZERO + CALL DROT( ILASTM-JCH, H( JCH, JCH+1 ), LDH, + $ H( JCH+1, JCH+1 ), LDH, C, S ) + CALL DROT( ILASTM-JCH, T( JCH, JCH+1 ), LDT, + $ T( JCH+1, JCH+1 ), LDT, C, S ) + IF( ILQ ) + $ CALL DROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1, + $ C, S ) + IF( ILAZR2 ) + $ H( JCH, JCH-1 ) = H( JCH, JCH-1 )*C + ILAZR2 = .FALSE. + IF( ABS( T( JCH+1, JCH+1 ) ).GE.BTOL ) THEN + IF( JCH+1.GE.ILAST ) THEN + GO TO 80 + ELSE + IFIRST = JCH + 1 + GO TO 110 + END IF + END IF + T( JCH+1, JCH+1 ) = ZERO + 40 CONTINUE + GO TO 70 + ELSE +* +* Only test 2 passed -- chase the zero to T(ILAST,ILAST) +* Then process as in the case T(ILAST,ILAST)=0 +* + DO 50 JCH = J, ILAST - 1 + TEMP = T( JCH, JCH+1 ) + CALL DLARTG( TEMP, T( JCH+1, JCH+1 ), C, S, + $ T( JCH, JCH+1 ) ) + T( JCH+1, JCH+1 ) = ZERO + IF( JCH.LT.ILASTM-1 ) + $ CALL DROT( ILASTM-JCH-1, T( JCH, JCH+2 ), LDT, + $ T( JCH+1, JCH+2 ), LDT, C, S ) + CALL DROT( ILASTM-JCH+2, H( JCH, JCH-1 ), LDH, + $ H( JCH+1, JCH-1 ), LDH, C, S ) + IF( ILQ ) + $ CALL DROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1, + $ C, S ) + TEMP = H( JCH+1, JCH ) + CALL DLARTG( TEMP, H( JCH+1, JCH-1 ), C, S, + $ H( JCH+1, JCH ) ) + H( JCH+1, JCH-1 ) = ZERO + CALL DROT( JCH+1-IFRSTM, H( IFRSTM, JCH ), 1, + $ H( IFRSTM, JCH-1 ), 1, C, S ) + CALL DROT( JCH-IFRSTM, T( IFRSTM, JCH ), 1, + $ T( IFRSTM, JCH-1 ), 1, C, S ) + IF( ILZ ) + $ CALL DROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1, + $ C, S ) + 50 CONTINUE + GO TO 70 + END IF + ELSE IF( ILAZRO ) THEN +* +* Only test 1 passed -- work on J:ILAST +* + IFIRST = J + GO TO 110 + END IF +* +* Neither test passed -- try next J +* + 60 CONTINUE +* +* (Drop-through is "impossible") +* + INFO = N + 1 + GO TO 420 +* +* T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a +* 1x1 block. +* + 70 CONTINUE + TEMP = H( ILAST, ILAST ) + CALL DLARTG( TEMP, H( ILAST, ILAST-1 ), C, S, + $ H( ILAST, ILAST ) ) + H( ILAST, ILAST-1 ) = ZERO + CALL DROT( ILAST-IFRSTM, H( IFRSTM, ILAST ), 1, + $ H( IFRSTM, ILAST-1 ), 1, C, S ) + CALL DROT( ILAST-IFRSTM, T( IFRSTM, ILAST ), 1, + $ T( IFRSTM, ILAST-1 ), 1, C, S ) + IF( ILZ ) + $ CALL DROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S ) +* +* H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHAR, ALPHAI, +* and BETA +* + 80 CONTINUE + IF( T( ILAST, ILAST ).LT.ZERO ) THEN + IF( ILSCHR ) THEN + DO 90 J = IFRSTM, ILAST + H( J, ILAST ) = -H( J, ILAST ) + T( J, ILAST ) = -T( J, ILAST ) + 90 CONTINUE + ELSE + H( ILAST, ILAST ) = -H( ILAST, ILAST ) + T( ILAST, ILAST ) = -T( ILAST, ILAST ) + END IF + IF( ILZ ) THEN + DO 100 J = 1, N + Z( J, ILAST ) = -Z( J, ILAST ) + 100 CONTINUE + END IF + END IF + ALPHAR( ILAST ) = H( ILAST, ILAST ) + ALPHAI( ILAST ) = ZERO + BETA( ILAST ) = T( ILAST, ILAST ) +* +* Go to next block -- exit if finished. +* + ILAST = ILAST - 1 + IF( ILAST.LT.ILO ) + $ GO TO 380 +* +* Reset counters +* + IITER = 0 + ESHIFT = ZERO + IF( .NOT.ILSCHR ) THEN + ILASTM = ILAST + IF( IFRSTM.GT.ILAST ) + $ IFRSTM = ILO + END IF + GO TO 350 +* +* QZ step +* +* This iteration only involves rows/columns IFIRST:ILAST. We +* assume IFIRST < ILAST, and that the diagonal of B is non-zero. +* + 110 CONTINUE + IITER = IITER + 1 + IF( .NOT.ILSCHR ) THEN + IFRSTM = IFIRST + END IF +* +* Compute single shifts. +* +* At this point, IFIRST < ILAST, and the diagonal elements of +* T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in +* magnitude) +* + IF( ( IITER / 10 )*10.EQ.IITER ) THEN +* +* Exceptional shift. Chosen for no particularly good reason. +* (Single shift only.) +* + IF( ( DBLE( MAXIT )*SAFMIN )*ABS( H( ILAST-1, ILAST ) ).LT. + $ ABS( T( ILAST-1, ILAST-1 ) ) ) THEN + ESHIFT = ESHIFT + H( ILAST-1, ILAST ) / + $ T( ILAST-1, ILAST-1 ) + ELSE + ESHIFT = ESHIFT + ONE / ( SAFMIN*DBLE( MAXIT ) ) + END IF + S1 = ONE + WR = ESHIFT +* + ELSE +* +* Shifts based on the generalized eigenvalues of the +* bottom-right 2x2 block of A and B. The first eigenvalue +* returned by DLAG2 is the Wilkinson shift (AEP p.512), +* + CALL DLAG2( H( ILAST-1, ILAST-1 ), LDH, + $ T( ILAST-1, ILAST-1 ), LDT, SAFMIN*SAFETY, S1, + $ S2, WR, WR2, WI ) +* + TEMP = MAX( S1, SAFMIN*MAX( ONE, ABS( WR ), ABS( WI ) ) ) + IF( WI.NE.ZERO ) + $ GO TO 200 + END IF +* +* Fiddle with shift to avoid overflow +* + TEMP = MIN( ASCALE, ONE )*( HALF*SAFMAX ) + IF( S1.GT.TEMP ) THEN + SCALE = TEMP / S1 + ELSE + SCALE = ONE + END IF +* + TEMP = MIN( BSCALE, ONE )*( HALF*SAFMAX ) + IF( ABS( WR ).GT.TEMP ) + $ SCALE = MIN( SCALE, TEMP / ABS( WR ) ) + S1 = SCALE*S1 + WR = SCALE*WR +* +* Now check for two consecutive small subdiagonals. +* + DO 120 J = ILAST - 1, IFIRST + 1, -1 + ISTART = J + TEMP = ABS( S1*H( J, J-1 ) ) + TEMP2 = ABS( S1*H( J, J )-WR*T( J, J ) ) + TEMPR = MAX( TEMP, TEMP2 ) + IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN + TEMP = TEMP / TEMPR + TEMP2 = TEMP2 / TEMPR + END IF + IF( ABS( ( ASCALE*H( J+1, J ) )*TEMP ).LE.( ASCALE*ATOL )* + $ TEMP2 )GO TO 130 + 120 CONTINUE +* + ISTART = IFIRST + 130 CONTINUE +* +* Do an implicit single-shift QZ sweep. +* +* Initial Q +* + TEMP = S1*H( ISTART, ISTART ) - WR*T( ISTART, ISTART ) + TEMP2 = S1*H( ISTART+1, ISTART ) + CALL DLARTG( TEMP, TEMP2, C, S, TEMPR ) +* +* Sweep +* + DO 190 J = ISTART, ILAST - 1 + IF( J.GT.ISTART ) THEN + TEMP = H( J, J-1 ) + CALL DLARTG( TEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) ) + H( J+1, J-1 ) = ZERO + END IF +* + DO 140 JC = J, ILASTM + TEMP = C*H( J, JC ) + S*H( J+1, JC ) + H( J+1, JC ) = -S*H( J, JC ) + C*H( J+1, JC ) + H( J, JC ) = TEMP + TEMP2 = C*T( J, JC ) + S*T( J+1, JC ) + T( J+1, JC ) = -S*T( J, JC ) + C*T( J+1, JC ) + T( J, JC ) = TEMP2 + 140 CONTINUE + IF( ILQ ) THEN + DO 150 JR = 1, N + TEMP = C*Q( JR, J ) + S*Q( JR, J+1 ) + Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 ) + Q( JR, J ) = TEMP + 150 CONTINUE + END IF +* + TEMP = T( J+1, J+1 ) + CALL DLARTG( TEMP, T( J+1, J ), C, S, T( J+1, J+1 ) ) + T( J+1, J ) = ZERO +* + DO 160 JR = IFRSTM, MIN( J+2, ILAST ) + TEMP = C*H( JR, J+1 ) + S*H( JR, J ) + H( JR, J ) = -S*H( JR, J+1 ) + C*H( JR, J ) + H( JR, J+1 ) = TEMP + 160 CONTINUE + DO 170 JR = IFRSTM, J + TEMP = C*T( JR, J+1 ) + S*T( JR, J ) + T( JR, J ) = -S*T( JR, J+1 ) + C*T( JR, J ) + T( JR, J+1 ) = TEMP + 170 CONTINUE + IF( ILZ ) THEN + DO 180 JR = 1, N + TEMP = C*Z( JR, J+1 ) + S*Z( JR, J ) + Z( JR, J ) = -S*Z( JR, J+1 ) + C*Z( JR, J ) + Z( JR, J+1 ) = TEMP + 180 CONTINUE + END IF + 190 CONTINUE +* + GO TO 350 +* +* Use Francis double-shift +* +* Note: the Francis double-shift should work with real shifts, +* but only if the block is at least 3x3. +* This code may break if this point is reached with +* a 2x2 block with real eigenvalues. +* + 200 CONTINUE + IF( IFIRST+1.EQ.ILAST ) THEN +* +* Special case -- 2x2 block with complex eigenvectors +* +* Step 1: Standardize, that is, rotate so that +* +* ( B11 0 ) +* B = ( ) with B11 non-negative. +* ( 0 B22 ) +* + CALL DLASV2( T( ILAST-1, ILAST-1 ), T( ILAST-1, ILAST ), + $ T( ILAST, ILAST ), B22, B11, SR, CR, SL, CL ) +* + IF( B11.LT.ZERO ) THEN + CR = -CR + SR = -SR + B11 = -B11 + B22 = -B22 + END IF +* + CALL DROT( ILASTM+1-IFIRST, H( ILAST-1, ILAST-1 ), LDH, + $ H( ILAST, ILAST-1 ), LDH, CL, SL ) + CALL DROT( ILAST+1-IFRSTM, H( IFRSTM, ILAST-1 ), 1, + $ H( IFRSTM, ILAST ), 1, CR, SR ) +* + IF( ILAST.LT.ILASTM ) + $ CALL DROT( ILASTM-ILAST, T( ILAST-1, ILAST+1 ), LDT, + $ T( ILAST, ILAST+1 ), LDH, CL, SL ) + IF( IFRSTM.LT.ILAST-1 ) + $ CALL DROT( IFIRST-IFRSTM, T( IFRSTM, ILAST-1 ), 1, + $ T( IFRSTM, ILAST ), 1, CR, SR ) +* + IF( ILQ ) + $ CALL DROT( N, Q( 1, ILAST-1 ), 1, Q( 1, ILAST ), 1, CL, + $ SL ) + IF( ILZ ) + $ CALL DROT( N, Z( 1, ILAST-1 ), 1, Z( 1, ILAST ), 1, CR, + $ SR ) +* + T( ILAST-1, ILAST-1 ) = B11 + T( ILAST-1, ILAST ) = ZERO + T( ILAST, ILAST-1 ) = ZERO + T( ILAST, ILAST ) = B22 +* +* If B22 is negative, negate column ILAST +* + IF( B22.LT.ZERO ) THEN + DO 210 J = IFRSTM, ILAST + H( J, ILAST ) = -H( J, ILAST ) + T( J, ILAST ) = -T( J, ILAST ) + 210 CONTINUE +* + IF( ILZ ) THEN + DO 220 J = 1, N + Z( J, ILAST ) = -Z( J, ILAST ) + 220 CONTINUE + END IF + END IF +* +* Step 2: Compute ALPHAR, ALPHAI, and BETA (see refs.) +* +* Recompute shift +* + CALL DLAG2( H( ILAST-1, ILAST-1 ), LDH, + $ T( ILAST-1, ILAST-1 ), LDT, SAFMIN*SAFETY, S1, + $ TEMP, WR, TEMP2, WI ) +* +* If standardization has perturbed the shift onto real line, +* do another (real single-shift) QR step. +* + IF( WI.EQ.ZERO ) + $ GO TO 350 + S1INV = ONE / S1 +* +* Do EISPACK (QZVAL) computation of alpha and beta +* + A11 = H( ILAST-1, ILAST-1 ) + A21 = H( ILAST, ILAST-1 ) + A12 = H( ILAST-1, ILAST ) + A22 = H( ILAST, ILAST ) +* +* Compute complex Givens rotation on right +* (Assume some element of C = (sA - wB) > unfl ) +* __ +* (sA - wB) ( CZ -SZ ) +* ( SZ CZ ) +* + C11R = S1*A11 - WR*B11 + C11I = -WI*B11 + C12 = S1*A12 + C21 = S1*A21 + C22R = S1*A22 - WR*B22 + C22I = -WI*B22 +* + IF( ABS( C11R )+ABS( C11I )+ABS( C12 ).GT.ABS( C21 )+ + $ ABS( C22R )+ABS( C22I ) ) THEN + T1 = DLAPY3( C12, C11R, C11I ) + CZ = C12 / T1 + SZR = -C11R / T1 + SZI = -C11I / T1 + ELSE + CZ = DLAPY2( C22R, C22I ) + IF( CZ.LE.SAFMIN ) THEN + CZ = ZERO + SZR = ONE + SZI = ZERO + ELSE + TEMPR = C22R / CZ + TEMPI = C22I / CZ + T1 = DLAPY2( CZ, C21 ) + CZ = CZ / T1 + SZR = -C21*TEMPR / T1 + SZI = C21*TEMPI / T1 + END IF + END IF +* +* Compute Givens rotation on left +* +* ( CQ SQ ) +* ( __ ) A or B +* ( -SQ CQ ) +* + AN = ABS( A11 ) + ABS( A12 ) + ABS( A21 ) + ABS( A22 ) + BN = ABS( B11 ) + ABS( B22 ) + WABS = ABS( WR ) + ABS( WI ) + IF( S1*AN.GT.WABS*BN ) THEN + CQ = CZ*B11 + SQR = SZR*B22 + SQI = -SZI*B22 + ELSE + A1R = CZ*A11 + SZR*A12 + A1I = SZI*A12 + A2R = CZ*A21 + SZR*A22 + A2I = SZI*A22 + CQ = DLAPY2( A1R, A1I ) + IF( CQ.LE.SAFMIN ) THEN + CQ = ZERO + SQR = ONE + SQI = ZERO + ELSE + TEMPR = A1R / CQ + TEMPI = A1I / CQ + SQR = TEMPR*A2R + TEMPI*A2I + SQI = TEMPI*A2R - TEMPR*A2I + END IF + END IF + T1 = DLAPY3( CQ, SQR, SQI ) + CQ = CQ / T1 + SQR = SQR / T1 + SQI = SQI / T1 +* +* Compute diagonal elements of QBZ +* + TEMPR = SQR*SZR - SQI*SZI + TEMPI = SQR*SZI + SQI*SZR + B1R = CQ*CZ*B11 + TEMPR*B22 + B1I = TEMPI*B22 + B1A = DLAPY2( B1R, B1I ) + B2R = CQ*CZ*B22 + TEMPR*B11 + B2I = -TEMPI*B11 + B2A = DLAPY2( B2R, B2I ) +* +* Normalize so beta > 0, and Im( alpha1 ) > 0 +* + BETA( ILAST-1 ) = B1A + BETA( ILAST ) = B2A + ALPHAR( ILAST-1 ) = ( WR*B1A )*S1INV + ALPHAI( ILAST-1 ) = ( WI*B1A )*S1INV + ALPHAR( ILAST ) = ( WR*B2A )*S1INV + ALPHAI( ILAST ) = -( WI*B2A )*S1INV +* +* Step 3: Go to next block -- exit if finished. +* + ILAST = IFIRST - 1 + IF( ILAST.LT.ILO ) + $ GO TO 380 +* +* Reset counters +* + IITER = 0 + ESHIFT = ZERO + IF( .NOT.ILSCHR ) THEN + ILASTM = ILAST + IF( IFRSTM.GT.ILAST ) + $ IFRSTM = ILO + END IF + GO TO 350 + ELSE +* +* Usual case: 3x3 or larger block, using Francis implicit +* double-shift +* +* 2 +* Eigenvalue equation is w - c w + d = 0, +* +* -1 2 -1 +* so compute 1st column of (A B ) - c A B + d +* using the formula in QZIT (from EISPACK) +* +* We assume that the block is at least 3x3 +* + AD11 = ( ASCALE*H( ILAST-1, ILAST-1 ) ) / + $ ( BSCALE*T( ILAST-1, ILAST-1 ) ) + AD21 = ( ASCALE*H( ILAST, ILAST-1 ) ) / + $ ( BSCALE*T( ILAST-1, ILAST-1 ) ) + AD12 = ( ASCALE*H( ILAST-1, ILAST ) ) / + $ ( BSCALE*T( ILAST, ILAST ) ) + AD22 = ( ASCALE*H( ILAST, ILAST ) ) / + $ ( BSCALE*T( ILAST, ILAST ) ) + U12 = T( ILAST-1, ILAST ) / T( ILAST, ILAST ) + AD11L = ( ASCALE*H( IFIRST, IFIRST ) ) / + $ ( BSCALE*T( IFIRST, IFIRST ) ) + AD21L = ( ASCALE*H( IFIRST+1, IFIRST ) ) / + $ ( BSCALE*T( IFIRST, IFIRST ) ) + AD12L = ( ASCALE*H( IFIRST, IFIRST+1 ) ) / + $ ( BSCALE*T( IFIRST+1, IFIRST+1 ) ) + AD22L = ( ASCALE*H( IFIRST+1, IFIRST+1 ) ) / + $ ( BSCALE*T( IFIRST+1, IFIRST+1 ) ) + AD32L = ( ASCALE*H( IFIRST+2, IFIRST+1 ) ) / + $ ( BSCALE*T( IFIRST+1, IFIRST+1 ) ) + U12L = T( IFIRST, IFIRST+1 ) / T( IFIRST+1, IFIRST+1 ) +* + V( 1 ) = ( AD11-AD11L )*( AD22-AD11L ) - AD12*AD21 + + $ AD21*U12*AD11L + ( AD12L-AD11L*U12L )*AD21L + V( 2 ) = ( ( AD22L-AD11L )-AD21L*U12L-( AD11-AD11L )- + $ ( AD22-AD11L )+AD21*U12 )*AD21L + V( 3 ) = AD32L*AD21L +* + ISTART = IFIRST +* + CALL DLARFG( 3, V( 1 ), V( 2 ), 1, TAU ) + V( 1 ) = ONE +* +* Sweep +* + DO 290 J = ISTART, ILAST - 2 +* +* All but last elements: use 3x3 Householder transforms. +* +* Zero (j-1)st column of A +* + IF( J.GT.ISTART ) THEN + V( 1 ) = H( J, J-1 ) + V( 2 ) = H( J+1, J-1 ) + V( 3 ) = H( J+2, J-1 ) +* + CALL DLARFG( 3, H( J, J-1 ), V( 2 ), 1, TAU ) + V( 1 ) = ONE + H( J+1, J-1 ) = ZERO + H( J+2, J-1 ) = ZERO + END IF +* + DO 230 JC = J, ILASTM + TEMP = TAU*( H( J, JC )+V( 2 )*H( J+1, JC )+V( 3 )* + $ H( J+2, JC ) ) + H( J, JC ) = H( J, JC ) - TEMP + H( J+1, JC ) = H( J+1, JC ) - TEMP*V( 2 ) + H( J+2, JC ) = H( J+2, JC ) - TEMP*V( 3 ) + TEMP2 = TAU*( T( J, JC )+V( 2 )*T( J+1, JC )+V( 3 )* + $ T( J+2, JC ) ) + T( J, JC ) = T( J, JC ) - TEMP2 + T( J+1, JC ) = T( J+1, JC ) - TEMP2*V( 2 ) + T( J+2, JC ) = T( J+2, JC ) - TEMP2*V( 3 ) + 230 CONTINUE + IF( ILQ ) THEN + DO 240 JR = 1, N + TEMP = TAU*( Q( JR, J )+V( 2 )*Q( JR, J+1 )+V( 3 )* + $ Q( JR, J+2 ) ) + Q( JR, J ) = Q( JR, J ) - TEMP + Q( JR, J+1 ) = Q( JR, J+1 ) - TEMP*V( 2 ) + Q( JR, J+2 ) = Q( JR, J+2 ) - TEMP*V( 3 ) + 240 CONTINUE + END IF +* +* Zero j-th column of B (see DLAGBC for details) +* +* Swap rows to pivot +* + ILPIVT = .FALSE. + TEMP = MAX( ABS( T( J+1, J+1 ) ), ABS( T( J+1, J+2 ) ) ) + TEMP2 = MAX( ABS( T( J+2, J+1 ) ), ABS( T( J+2, J+2 ) ) ) + IF( MAX( TEMP, TEMP2 ).LT.SAFMIN ) THEN + SCALE = ZERO + U1 = ONE + U2 = ZERO + GO TO 250 + ELSE IF( TEMP.GE.TEMP2 ) THEN + W11 = T( J+1, J+1 ) + W21 = T( J+2, J+1 ) + W12 = T( J+1, J+2 ) + W22 = T( J+2, J+2 ) + U1 = T( J+1, J ) + U2 = T( J+2, J ) + ELSE + W21 = T( J+1, J+1 ) + W11 = T( J+2, J+1 ) + W22 = T( J+1, J+2 ) + W12 = T( J+2, J+2 ) + U2 = T( J+1, J ) + U1 = T( J+2, J ) + END IF +* +* Swap columns if nec. +* + IF( ABS( W12 ).GT.ABS( W11 ) ) THEN + ILPIVT = .TRUE. + TEMP = W12 + TEMP2 = W22 + W12 = W11 + W22 = W21 + W11 = TEMP + W21 = TEMP2 + END IF +* +* LU-factor +* + TEMP = W21 / W11 + U2 = U2 - TEMP*U1 + W22 = W22 - TEMP*W12 + W21 = ZERO +* +* Compute SCALE +* + SCALE = ONE + IF( ABS( W22 ).LT.SAFMIN ) THEN + SCALE = ZERO + U2 = ONE + U1 = -W12 / W11 + GO TO 250 + END IF + IF( ABS( W22 ).LT.ABS( U2 ) ) + $ SCALE = ABS( W22 / U2 ) + IF( ABS( W11 ).LT.ABS( U1 ) ) + $ SCALE = MIN( SCALE, ABS( W11 / U1 ) ) +* +* Solve +* + U2 = ( SCALE*U2 ) / W22 + U1 = ( SCALE*U1-W12*U2 ) / W11 +* + 250 CONTINUE + IF( ILPIVT ) THEN + TEMP = U2 + U2 = U1 + U1 = TEMP + END IF +* +* Compute Householder Vector +* + T1 = SQRT( SCALE**2+U1**2+U2**2 ) + TAU = ONE + SCALE / T1 + VS = -ONE / ( SCALE+T1 ) + V( 1 ) = ONE + V( 2 ) = VS*U1 + V( 3 ) = VS*U2 +* +* Apply transformations from the right. +* + DO 260 JR = IFRSTM, MIN( J+3, ILAST ) + TEMP = TAU*( H( JR, J )+V( 2 )*H( JR, J+1 )+V( 3 )* + $ H( JR, J+2 ) ) + H( JR, J ) = H( JR, J ) - TEMP + H( JR, J+1 ) = H( JR, J+1 ) - TEMP*V( 2 ) + H( JR, J+2 ) = H( JR, J+2 ) - TEMP*V( 3 ) + 260 CONTINUE + DO 270 JR = IFRSTM, J + 2 + TEMP = TAU*( T( JR, J )+V( 2 )*T( JR, J+1 )+V( 3 )* + $ T( JR, J+2 ) ) + T( JR, J ) = T( JR, J ) - TEMP + T( JR, J+1 ) = T( JR, J+1 ) - TEMP*V( 2 ) + T( JR, J+2 ) = T( JR, J+2 ) - TEMP*V( 3 ) + 270 CONTINUE + IF( ILZ ) THEN + DO 280 JR = 1, N + TEMP = TAU*( Z( JR, J )+V( 2 )*Z( JR, J+1 )+V( 3 )* + $ Z( JR, J+2 ) ) + Z( JR, J ) = Z( JR, J ) - TEMP + Z( JR, J+1 ) = Z( JR, J+1 ) - TEMP*V( 2 ) + Z( JR, J+2 ) = Z( JR, J+2 ) - TEMP*V( 3 ) + 280 CONTINUE + END IF + T( J+1, J ) = ZERO + T( J+2, J ) = ZERO + 290 CONTINUE +* +* Last elements: Use Givens rotations +* +* Rotations from the left +* + J = ILAST - 1 + TEMP = H( J, J-1 ) + CALL DLARTG( TEMP, H( J+1, J-1 ), C, S, H( J, J-1 ) ) + H( J+1, J-1 ) = ZERO +* + DO 300 JC = J, ILASTM + TEMP = C*H( J, JC ) + S*H( J+1, JC ) + H( J+1, JC ) = -S*H( J, JC ) + C*H( J+1, JC ) + H( J, JC ) = TEMP + TEMP2 = C*T( J, JC ) + S*T( J+1, JC ) + T( J+1, JC ) = -S*T( J, JC ) + C*T( J+1, JC ) + T( J, JC ) = TEMP2 + 300 CONTINUE + IF( ILQ ) THEN + DO 310 JR = 1, N + TEMP = C*Q( JR, J ) + S*Q( JR, J+1 ) + Q( JR, J+1 ) = -S*Q( JR, J ) + C*Q( JR, J+1 ) + Q( JR, J ) = TEMP + 310 CONTINUE + END IF +* +* Rotations from the right. +* + TEMP = T( J+1, J+1 ) + CALL DLARTG( TEMP, T( J+1, J ), C, S, T( J+1, J+1 ) ) + T( J+1, J ) = ZERO +* + DO 320 JR = IFRSTM, ILAST + TEMP = C*H( JR, J+1 ) + S*H( JR, J ) + H( JR, J ) = -S*H( JR, J+1 ) + C*H( JR, J ) + H( JR, J+1 ) = TEMP + 320 CONTINUE + DO 330 JR = IFRSTM, ILAST - 1 + TEMP = C*T( JR, J+1 ) + S*T( JR, J ) + T( JR, J ) = -S*T( JR, J+1 ) + C*T( JR, J ) + T( JR, J+1 ) = TEMP + 330 CONTINUE + IF( ILZ ) THEN + DO 340 JR = 1, N + TEMP = C*Z( JR, J+1 ) + S*Z( JR, J ) + Z( JR, J ) = -S*Z( JR, J+1 ) + C*Z( JR, J ) + Z( JR, J+1 ) = TEMP + 340 CONTINUE + END IF +* +* End of Double-Shift code +* + END IF +* + GO TO 350 +* +* End of iteration loop +* + 350 CONTINUE + 360 CONTINUE +* +* Drop-through = non-convergence +* + INFO = ILAST + GO TO 420 +* +* Successful completion of all QZ steps +* + 380 CONTINUE +* +* Set Eigenvalues 1:ILO-1 +* + DO 410 J = 1, ILO - 1 + IF( T( J, J ).LT.ZERO ) THEN + IF( ILSCHR ) THEN + DO 390 JR = 1, J + H( JR, J ) = -H( JR, J ) + T( JR, J ) = -T( JR, J ) + 390 CONTINUE + ELSE + H( J, J ) = -H( J, J ) + T( J, J ) = -T( J, J ) + END IF + IF( ILZ ) THEN + DO 400 JR = 1, N + Z( JR, J ) = -Z( JR, J ) + 400 CONTINUE + END IF + END IF + ALPHAR( J ) = H( J, J ) + ALPHAI( J ) = ZERO + BETA( J ) = T( J, J ) + 410 CONTINUE +* +* Normal Termination +* + INFO = 0 +* +* Exit (other than argument error) -- return optimal workspace size +* + 420 CONTINUE + WORK( 1 ) = DBLE( N ) + RETURN +* +* End of DHGEQZ +* + END |