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authorjofret2009-04-28 07:17:00 +0000
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- SUBROUTINE ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ,
- $ IHIZ, Z, LDZ, INFO )
-*
-* -- LAPACK auxiliary routine (version 3.1) --
-* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
-* November 2006
-*
-* .. Scalar Arguments ..
- INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, N
- LOGICAL WANTT, WANTZ
-* ..
-* .. Array Arguments ..
- COMPLEX*16 H( LDH, * ), W( * ), Z( LDZ, * )
-* ..
-*
-* Purpose
-* =======
-*
-* ZLAHQR is an auxiliary routine called by CHSEQR to update the
-* eigenvalues and Schur decomposition already computed by CHSEQR, 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 triangular in rows and
-* columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1).
-* ZLAHQR 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) COMPLEX*16 array, dimension (LDH,N)
-* On entry, the upper Hessenberg matrix H.
-* On exit, if INFO is zero and if WANTT is .TRUE., then H
-* is upper triangular in rows and columns ILO:IHI. If INFO
-* is zero and if WANTT is .FALSE., then the contents of H
-* are unspecified on exit. The output state of H in case
-* INF is positive is below under the description of INFO.
-*
-* LDH (input) INTEGER
-* The leading dimension of the array H. LDH >= max(1,N).
-*
-* W (output) COMPLEX*16 array, dimension (N)
-* The computed eigenvalues ILO to IHI are stored in the
-* corresponding elements of W. If WANTT is .TRUE., the
-* eigenvalues are stored in the same order as on the diagonal
-* of the Schur form returned in H, with W(i) = H(i,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) COMPLEX*16 array, dimension (LDZ,N)
-* If WANTZ is .TRUE., on entry Z must contain the current
-* matrix Z of transformations accumulated by CHSEQR, 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, ZLAHQR failed to compute all the
-* eigenvalues ILO to IHI in a total of 30 iterations
-* per eigenvalue; elements i+1:ihi of W 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 ZLAHQR from LAPACK version 3.0.
-* It is (1) more robust against overflow and underflow and
-* (2) adopts the more conservative Ahues & Tisseur stopping
-* criterion (LAWN 122, 1997).
-*
-* =========================================================
-*
-* .. Parameters ..
- INTEGER ITMAX
- PARAMETER ( ITMAX = 30 )
- COMPLEX*16 ZERO, ONE
- PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
- $ ONE = ( 1.0d0, 0.0d0 ) )
- DOUBLE PRECISION RZERO, RONE, HALF
- PARAMETER ( RZERO = 0.0d0, RONE = 1.0d0, HALF = 0.5d0 )
- DOUBLE PRECISION DAT1
- PARAMETER ( DAT1 = 3.0d0 / 4.0d0 )
-* ..
-* .. Local Scalars ..
- COMPLEX*16 CDUM, H11, H11S, H22, SC, SUM, T, T1, TEMP, U,
- $ V2, X, Y
- DOUBLE PRECISION AA, AB, BA, BB, H10, H21, RTEMP, S, SAFMAX,
- $ SAFMIN, SMLNUM, SX, T2, TST, ULP
- INTEGER I, I1, I2, ITS, J, JHI, JLO, K, L, M, NH, NZ
-* ..
-* .. Local Arrays ..
- COMPLEX*16 V( 2 )
-* ..
-* .. External Functions ..
- COMPLEX*16 ZLADIV
- DOUBLE PRECISION DLAMCH
- EXTERNAL ZLADIV, DLAMCH
-* ..
-* .. External Subroutines ..
- EXTERNAL DLABAD, ZCOPY, ZLARFG, ZSCAL
-* ..
-* .. Statement Functions ..
- DOUBLE PRECISION CABS1
-* ..
-* .. Intrinsic Functions ..
- INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN, SQRT
-* ..
-* .. Statement Function definitions ..
- CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
-* ..
-* .. Executable Statements ..
-*
- INFO = 0
-*
-* Quick return if possible
-*
- IF( N.EQ.0 )
- $ RETURN
- IF( ILO.EQ.IHI ) THEN
- W( ILO ) = H( ILO, ILO )
- RETURN
- END IF
-*
-* ==== clear out the trash ====
- DO 10 J = ILO, IHI - 3
- H( J+2, J ) = ZERO
- H( J+3, J ) = ZERO
- 10 CONTINUE
- IF( ILO.LE.IHI-2 )
- $ H( IHI, IHI-2 ) = ZERO
-* ==== ensure that subdiagonal entries are real ====
- DO 20 I = ILO + 1, IHI
- IF( DIMAG( H( I, I-1 ) ).NE.RZERO ) THEN
-* ==== The following redundant normalization
-* . avoids problems with both gradual and
-* . sudden underflow in ABS(H(I,I-1)) ====
- SC = H( I, I-1 ) / CABS1( H( I, I-1 ) )
- SC = DCONJG( SC ) / ABS( SC )
- H( I, I-1 ) = ABS( H( I, I-1 ) )
- IF( WANTT ) THEN
- JLO = 1
- JHI = N
- ELSE
- JLO = ILO
- JHI = IHI
- END IF
- CALL ZSCAL( JHI-I+1, SC, H( I, I ), LDH )
- CALL ZSCAL( MIN( JHI, I+1 )-JLO+1, DCONJG( SC ),
- $ H( JLO, I ), 1 )
- IF( WANTZ )
- $ CALL ZSCAL( IHIZ-ILOZ+1, DCONJG( SC ), Z( ILOZ, I ), 1 )
- END IF
- 20 CONTINUE
-*
- NH = IHI - ILO + 1
- NZ = IHIZ - ILOZ + 1
-*
-* Set machine-dependent constants for the stopping criterion.
-*
- SAFMIN = DLAMCH( 'SAFE MINIMUM' )
- SAFMAX = RONE / SAFMIN
- CALL DLABAD( SAFMIN, SAFMAX )
- ULP = DLAMCH( 'PRECISION' )
- SMLNUM = SAFMIN*( DBLE( 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 ) THEN
- I1 = 1
- I2 = N
- END IF
-*
-* The main loop begins here. I is the loop index and decreases from
-* IHI to ILO in steps of 1. 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
- 30 CONTINUE
- IF( I.LT.ILO )
- $ GO TO 150
-*
-* Perform QR iterations on rows and columns ILO to I until a
-* submatrix of order 1 splits off at the bottom because a
-* subdiagonal element has become negligible.
-*
- L = ILO
- DO 130 ITS = 0, ITMAX
-*
-* Look for a single small subdiagonal element.
-*
- DO 40 K = I, L + 1, -1
- IF( CABS1( H( K, K-1 ) ).LE.SMLNUM )
- $ GO TO 50
- TST = CABS1( H( K-1, K-1 ) ) + CABS1( H( K, K ) )
- IF( TST.EQ.ZERO ) THEN
- IF( K-2.GE.ILO )
- $ TST = TST + ABS( DBLE( H( K-1, K-2 ) ) )
- IF( K+1.LE.IHI )
- $ TST = TST + ABS( DBLE( H( K+1, K ) ) )
- END IF
-* ==== 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 examples. ====
- IF( ABS( DBLE( H( K, K-1 ) ) ).LE.ULP*TST ) THEN
- AB = MAX( CABS1( H( K, K-1 ) ), CABS1( H( K-1, K ) ) )
- BA = MIN( CABS1( H( K, K-1 ) ), CABS1( H( K-1, K ) ) )
- AA = MAX( CABS1( H( K, K ) ),
- $ CABS1( H( K-1, K-1 )-H( K, K ) ) )
- BB = MIN( CABS1( H( K, K ) ),
- $ CABS1( H( K-1, K-1 )-H( K, K ) ) )
- S = AA + AB
- IF( BA*( AB / S ).LE.MAX( SMLNUM,
- $ ULP*( BB*( AA / S ) ) ) )GO TO 50
- END IF
- 40 CONTINUE
- 50 CONTINUE
- L = K
- IF( L.GT.ILO ) THEN
-*
-* H(L,L-1) is negligible
-*
- H( L, L-1 ) = ZERO
- END IF
-*
-* Exit from loop if a submatrix of order 1 has split off.
-*
- IF( L.GE.I )
- $ GO TO 140
-*
-* 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( .NOT.WANTT ) THEN
- I1 = L
- I2 = I
- END IF
-*
- IF( ITS.EQ.10 .OR. ITS.EQ.20 ) THEN
-*
-* Exceptional shift.
-*
- S = DAT1*ABS( DBLE( H( I, I-1 ) ) )
- T = S + H( I, I )
- ELSE
-*
-* Wilkinson's shift.
-*
- T = H( I, I )
- U = SQRT( H( I-1, I ) )*SQRT( H( I, I-1 ) )
- S = CABS1( U )
- IF( S.NE.RZERO ) THEN
- X = HALF*( H( I-1, I-1 )-T )
- SX = CABS1( X )
- S = MAX( S, CABS1( X ) )
- Y = S*SQRT( ( X / S )**2+( U / S )**2 )
- IF( SX.GT.RZERO ) THEN
- IF( DBLE( X / SX )*DBLE( Y )+DIMAG( X / SX )*
- $ DIMAG( Y ).LT.RZERO )Y = -Y
- END IF
- T = T - U*ZLADIV( U, ( X+Y ) )
- END IF
- END IF
-*
-* Look for two consecutive small subdiagonal elements.
-*
- DO 60 M = I - 1, L + 1, -1
-*
-* Determine the effect of starting the single-shift QR
-* iteration at row M, and see if this would make H(M,M-1)
-* negligible.
-*
- H11 = H( M, M )
- H22 = H( M+1, M+1 )
- H11S = H11 - T
- H21 = H( M+1, M )
- S = CABS1( H11S ) + ABS( H21 )
- H11S = H11S / S
- H21 = H21 / S
- V( 1 ) = H11S
- V( 2 ) = H21
- H10 = H( M, M-1 )
- IF( ABS( H10 )*ABS( H21 ).LE.ULP*
- $ ( CABS1( H11S )*( CABS1( H11 )+CABS1( H22 ) ) ) )
- $ GO TO 70
- 60 CONTINUE
- H11 = H( L, L )
- H22 = H( L+1, L+1 )
- H11S = H11 - T
- H21 = H( L+1, L )
- S = CABS1( H11S ) + ABS( H21 )
- H11S = H11S / S
- H21 = H21 / S
- V( 1 ) = H11S
- V( 2 ) = H21
- 70 CONTINUE
-*
-* Single-shift QR step
-*
- DO 120 K = M, I - 1
-*
-* 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.
-*
-* V(2) is always real before the call to ZLARFG, and hence
-* after the call T2 ( = T1*V(2) ) is also real.
-*
- IF( K.GT.M )
- $ CALL ZCOPY( 2, H( K, K-1 ), 1, V, 1 )
- CALL ZLARFG( 2, V( 1 ), V( 2 ), 1, T1 )
- IF( K.GT.M ) THEN
- H( K, K-1 ) = V( 1 )
- H( K+1, K-1 ) = ZERO
- END IF
- V2 = V( 2 )
- T2 = DBLE( T1*V2 )
-*
-* Apply G from the left to transform the rows of the matrix
-* in columns K to I2.
-*
- DO 80 J = K, I2
- SUM = DCONJG( T1 )*H( K, J ) + T2*H( K+1, J )
- H( K, J ) = H( K, J ) - SUM
- H( K+1, J ) = H( K+1, J ) - SUM*V2
- 80 CONTINUE
-*
-* Apply G from the right to transform the columns of the
-* matrix in rows I1 to min(K+2,I).
-*
- DO 90 J = I1, MIN( K+2, I )
- SUM = T1*H( J, K ) + T2*H( J, K+1 )
- H( J, K ) = H( J, K ) - SUM
- H( J, K+1 ) = H( J, K+1 ) - SUM*DCONJG( V2 )
- 90 CONTINUE
-*
- IF( WANTZ ) THEN
-*
-* Accumulate transformations in the matrix Z
-*
- DO 100 J = ILOZ, IHIZ
- SUM = T1*Z( J, K ) + T2*Z( J, K+1 )
- Z( J, K ) = Z( J, K ) - SUM
- Z( J, K+1 ) = Z( J, K+1 ) - SUM*DCONJG( V2 )
- 100 CONTINUE
- END IF
-*
- IF( K.EQ.M .AND. M.GT.L ) THEN
-*
-* If the QR step was started at row M > L because two
-* consecutive small subdiagonals were found, then extra
-* scaling must be performed to ensure that H(M,M-1) remains
-* real.
-*
- TEMP = ONE - T1
- TEMP = TEMP / ABS( TEMP )
- H( M+1, M ) = H( M+1, M )*DCONJG( TEMP )
- IF( M+2.LE.I )
- $ H( M+2, M+1 ) = H( M+2, M+1 )*TEMP
- DO 110 J = M, I
- IF( J.NE.M+1 ) THEN
- IF( I2.GT.J )
- $ CALL ZSCAL( I2-J, TEMP, H( J, J+1 ), LDH )
- CALL ZSCAL( J-I1, DCONJG( TEMP ), H( I1, J ), 1 )
- IF( WANTZ ) THEN
- CALL ZSCAL( NZ, DCONJG( TEMP ), Z( ILOZ, J ),
- $ 1 )
- END IF
- END IF
- 110 CONTINUE
- END IF
- 120 CONTINUE
-*
-* Ensure that H(I,I-1) is real.
-*
- TEMP = H( I, I-1 )
- IF( DIMAG( TEMP ).NE.RZERO ) THEN
- RTEMP = ABS( TEMP )
- H( I, I-1 ) = RTEMP
- TEMP = TEMP / RTEMP
- IF( I2.GT.I )
- $ CALL ZSCAL( I2-I, DCONJG( TEMP ), H( I, I+1 ), LDH )
- CALL ZSCAL( I-I1, TEMP, H( I1, I ), 1 )
- IF( WANTZ ) THEN
- CALL ZSCAL( NZ, TEMP, Z( ILOZ, I ), 1 )
- END IF
- END IF
-*
- 130 CONTINUE
-*
-* Failure to converge in remaining number of iterations
-*
- INFO = I
- RETURN
-*
- 140 CONTINUE
-*
-* H(I,I-1) is negligible: one eigenvalue has converged.
-*
- W( I ) = H( I, I )
-*
-* return to start of the main loop with new value of I.
-*
- I = L - 1
- GO TO 30
-*
- 150 CONTINUE
- RETURN
-*
-* End of ZLAHQR
-*
- END