LAPACK  3.11.0
LAPACK: Linear Algebra PACKage
zhgeqz.f
1 *> \brief \b ZHGEQZ
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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13 *> [ZIP]</a>
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE ZHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
22 * ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
23 * RWORK, INFO )
24 *
25 * .. Scalar Arguments ..
26 * CHARACTER COMPQ, COMPZ, JOB
27 * INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
28 * ..
29 * .. Array Arguments ..
30 * DOUBLE PRECISION RWORK( * )
31 * COMPLEX*16 ALPHA( * ), BETA( * ), H( LDH, * ),
32 * $ Q( LDQ, * ), T( LDT, * ), WORK( * ),
33 * $ Z( LDZ, * )
34 * ..
35 *
36 *
37 *> \par Purpose:
38 * =============
39 *>
40 *> \verbatim
41 *>
42 *> ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
43 *> where H is an upper Hessenberg matrix and T is upper triangular,
44 *> using the single-shift QZ method.
45 *> Matrix pairs of this type are produced by the reduction to
46 *> generalized upper Hessenberg form of a complex matrix pair (A,B):
47 *>
48 *> A = Q1*H*Z1**H, B = Q1*T*Z1**H,
49 *>
50 *> as computed by ZGGHRD.
51 *>
52 *> If JOB='S', then the Hessenberg-triangular pair (H,T) is
53 *> also reduced to generalized Schur form,
54 *>
55 *> H = Q*S*Z**H, T = Q*P*Z**H,
56 *>
57 *> where Q and Z are unitary matrices and S and P are upper triangular.
58 *>
59 *> Optionally, the unitary matrix Q from the generalized Schur
60 *> factorization may be postmultiplied into an input matrix Q1, and the
61 *> unitary matrix Z may be postmultiplied into an input matrix Z1.
62 *> If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced
63 *> the matrix pair (A,B) to generalized Hessenberg form, then the output
64 *> matrices Q1*Q and Z1*Z are the unitary factors from the generalized
65 *> Schur factorization of (A,B):
66 *>
67 *> A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
68 *>
69 *> To avoid overflow, eigenvalues of the matrix pair (H,T)
70 *> (equivalently, of (A,B)) are computed as a pair of complex values
71 *> (alpha,beta). If beta is nonzero, lambda = alpha / beta is an
72 *> eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP)
73 *> A*x = lambda*B*x
74 *> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
75 *> alternate form of the GNEP
76 *> mu*A*y = B*y.
77 *> The values of alpha and beta for the i-th eigenvalue can be read
78 *> directly from the generalized Schur form: alpha = S(i,i),
79 *> beta = P(i,i).
80 *>
81 *> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
82 *> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
83 *> pp. 241--256.
84 *> \endverbatim
85 *
86 * Arguments:
87 * ==========
88 *
89 *> \param[in] JOB
90 *> \verbatim
91 *> JOB is CHARACTER*1
92 *> = 'E': Compute eigenvalues only;
93 *> = 'S': Computer eigenvalues and the Schur form.
94 *> \endverbatim
95 *>
96 *> \param[in] COMPQ
97 *> \verbatim
98 *> COMPQ is CHARACTER*1
99 *> = 'N': Left Schur vectors (Q) are not computed;
100 *> = 'I': Q is initialized to the unit matrix and the matrix Q
101 *> of left Schur vectors of (H,T) is returned;
102 *> = 'V': Q must contain a unitary matrix Q1 on entry and
103 *> the product Q1*Q is returned.
104 *> \endverbatim
105 *>
106 *> \param[in] COMPZ
107 *> \verbatim
108 *> COMPZ is CHARACTER*1
109 *> = 'N': Right Schur vectors (Z) are not computed;
110 *> = 'I': Q is initialized to the unit matrix and the matrix Z
111 *> of right Schur vectors of (H,T) is returned;
112 *> = 'V': Z must contain a unitary matrix Z1 on entry and
113 *> the product Z1*Z is returned.
114 *> \endverbatim
115 *>
116 *> \param[in] N
117 *> \verbatim
118 *> N is INTEGER
119 *> The order of the matrices H, T, Q, and Z. N >= 0.
120 *> \endverbatim
121 *>
122 *> \param[in] ILO
123 *> \verbatim
124 *> ILO is INTEGER
125 *> \endverbatim
126 *>
127 *> \param[in] IHI
128 *> \verbatim
129 *> IHI is INTEGER
130 *> ILO and IHI mark the rows and columns of H which are in
131 *> Hessenberg form. It is assumed that A is already upper
132 *> triangular in rows and columns 1:ILO-1 and IHI+1:N.
133 *> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
134 *> \endverbatim
135 *>
136 *> \param[in,out] H
137 *> \verbatim
138 *> H is COMPLEX*16 array, dimension (LDH, N)
139 *> On entry, the N-by-N upper Hessenberg matrix H.
140 *> On exit, if JOB = 'S', H contains the upper triangular
141 *> matrix S from the generalized Schur factorization.
142 *> If JOB = 'E', the diagonal of H matches that of S, but
143 *> the rest of H is unspecified.
144 *> \endverbatim
145 *>
146 *> \param[in] LDH
147 *> \verbatim
148 *> LDH is INTEGER
149 *> The leading dimension of the array H. LDH >= max( 1, N ).
150 *> \endverbatim
151 *>
152 *> \param[in,out] T
153 *> \verbatim
154 *> T is COMPLEX*16 array, dimension (LDT, N)
155 *> On entry, the N-by-N upper triangular matrix T.
156 *> On exit, if JOB = 'S', T contains the upper triangular
157 *> matrix P from the generalized Schur factorization.
158 *> If JOB = 'E', the diagonal of T matches that of P, but
159 *> the rest of T is unspecified.
160 *> \endverbatim
161 *>
162 *> \param[in] LDT
163 *> \verbatim
164 *> LDT is INTEGER
165 *> The leading dimension of the array T. LDT >= max( 1, N ).
166 *> \endverbatim
167 *>
168 *> \param[out] ALPHA
169 *> \verbatim
170 *> ALPHA is COMPLEX*16 array, dimension (N)
171 *> The complex scalars alpha that define the eigenvalues of
172 *> GNEP. ALPHA(i) = S(i,i) in the generalized Schur
173 *> factorization.
174 *> \endverbatim
175 *>
176 *> \param[out] BETA
177 *> \verbatim
178 *> BETA is COMPLEX*16 array, dimension (N)
179 *> The real non-negative scalars beta that define the
180 *> eigenvalues of GNEP. BETA(i) = P(i,i) in the generalized
181 *> Schur factorization.
182 *>
183 *> Together, the quantities alpha = ALPHA(j) and beta = BETA(j)
184 *> represent the j-th eigenvalue of the matrix pair (A,B), in
185 *> one of the forms lambda = alpha/beta or mu = beta/alpha.
186 *> Since either lambda or mu may overflow, they should not,
187 *> in general, be computed.
188 *> \endverbatim
189 *>
190 *> \param[in,out] Q
191 *> \verbatim
192 *> Q is COMPLEX*16 array, dimension (LDQ, N)
193 *> On entry, if COMPQ = 'V', the unitary matrix Q1 used in the
194 *> reduction of (A,B) to generalized Hessenberg form.
195 *> On exit, if COMPQ = 'I', the unitary matrix of left Schur
196 *> vectors of (H,T), and if COMPQ = 'V', the unitary matrix of
197 *> left Schur vectors of (A,B).
198 *> Not referenced if COMPQ = 'N'.
199 *> \endverbatim
200 *>
201 *> \param[in] LDQ
202 *> \verbatim
203 *> LDQ is INTEGER
204 *> The leading dimension of the array Q. LDQ >= 1.
205 *> If COMPQ='V' or 'I', then LDQ >= N.
206 *> \endverbatim
207 *>
208 *> \param[in,out] Z
209 *> \verbatim
210 *> Z is COMPLEX*16 array, dimension (LDZ, N)
211 *> On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
212 *> reduction of (A,B) to generalized Hessenberg form.
213 *> On exit, if COMPZ = 'I', the unitary matrix of right Schur
214 *> vectors of (H,T), and if COMPZ = 'V', the unitary matrix of
215 *> right Schur vectors of (A,B).
216 *> Not referenced if COMPZ = 'N'.
217 *> \endverbatim
218 *>
219 *> \param[in] LDZ
220 *> \verbatim
221 *> LDZ is INTEGER
222 *> The leading dimension of the array Z. LDZ >= 1.
223 *> If COMPZ='V' or 'I', then LDZ >= N.
224 *> \endverbatim
225 *>
226 *> \param[out] WORK
227 *> \verbatim
228 *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
229 *> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
230 *> \endverbatim
231 *>
232 *> \param[in] LWORK
233 *> \verbatim
234 *> LWORK is INTEGER
235 *> The dimension of the array WORK. LWORK >= max(1,N).
236 *>
237 *> If LWORK = -1, then a workspace query is assumed; the routine
238 *> only calculates the optimal size of the WORK array, returns
239 *> this value as the first entry of the WORK array, and no error
240 *> message related to LWORK is issued by XERBLA.
241 *> \endverbatim
242 *>
243 *> \param[out] RWORK
244 *> \verbatim
245 *> RWORK is DOUBLE PRECISION array, dimension (N)
246 *> \endverbatim
247 *>
248 *> \param[out] INFO
249 *> \verbatim
250 *> INFO is INTEGER
251 *> = 0: successful exit
252 *> < 0: if INFO = -i, the i-th argument had an illegal value
253 *> = 1,...,N: the QZ iteration did not converge. (H,T) is not
254 *> in Schur form, but ALPHA(i) and BETA(i),
255 *> i=INFO+1,...,N should be correct.
256 *> = N+1,...,2*N: the shift calculation failed. (H,T) is not
257 *> in Schur form, but ALPHA(i) and BETA(i),
258 *> i=INFO-N+1,...,N should be correct.
259 *> \endverbatim
260 *
261 * Authors:
262 * ========
263 *
264 *> \author Univ. of Tennessee
265 *> \author Univ. of California Berkeley
266 *> \author Univ. of Colorado Denver
267 *> \author NAG Ltd.
268 *
269 *> \ingroup hgeqz
270 *
271 *> \par Further Details:
272 * =====================
273 *>
274 *> \verbatim
275 *>
276 *> We assume that complex ABS works as long as its value is less than
277 *> overflow.
278 *> \endverbatim
279 *>
280 * =====================================================================
281  SUBROUTINE zhgeqz( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
282  $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
283  $ RWORK, INFO )
284 *
285 * -- LAPACK computational routine --
286 * -- LAPACK is a software package provided by Univ. of Tennessee, --
287 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
288 *
289 * .. Scalar Arguments ..
290  CHARACTER COMPQ, COMPZ, JOB
291  INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N
292 * ..
293 * .. Array Arguments ..
294  DOUBLE PRECISION RWORK( * )
295  COMPLEX*16 ALPHA( * ), BETA( * ), H( ldh, * ),
296  $ q( ldq, * ), t( ldt, * ), work( * ),
297  $ z( ldz, * )
298 * ..
299 *
300 * =====================================================================
301 *
302 * .. Parameters ..
303  COMPLEX*16 CZERO, CONE
304  parameter( czero = ( 0.0d+0, 0.0d+0 ),
305  $ cone = ( 1.0d+0, 0.0d+0 ) )
306  DOUBLE PRECISION ZERO, ONE
307  parameter( zero = 0.0d+0, one = 1.0d+0 )
308  DOUBLE PRECISION HALF
309  parameter( half = 0.5d+0 )
310 * ..
311 * .. Local Scalars ..
312  LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
313  INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
314  $ ilastm, in, ischur, istart, j, jc, jch, jiter,
315  $ jr, maxit
316  DOUBLE PRECISION ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
317  $ c, safmin, temp, temp2, tempr, ulp
318  COMPLEX*16 ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
319  $ ctemp3, eshift, s, shift, signbc,
320  $ u12, x, abi12, y
321 * ..
322 * .. External Functions ..
323  COMPLEX*16 ZLADIV
324  LOGICAL LSAME
325  DOUBLE PRECISION DLAMCH, ZLANHS
326  EXTERNAL zladiv, lsame, dlamch, zlanhs
327 * ..
328 * .. External Subroutines ..
329  EXTERNAL xerbla, zlartg, zlaset, zrot, zscal
330 * ..
331 * .. Intrinsic Functions ..
332  INTRINSIC abs, dble, dcmplx, dconjg, dimag, max, min,
333  $ sqrt
334 * ..
335 * .. Statement Functions ..
336  DOUBLE PRECISION ABS1
337 * ..
338 * .. Statement Function definitions ..
339  abs1( x ) = abs( dble( x ) ) + abs( dimag( x ) )
340 * ..
341 * .. Executable Statements ..
342 *
343 * Decode JOB, COMPQ, COMPZ
344 *
345  IF( lsame( job, 'E' ) ) THEN
346  ilschr = .false.
347  ischur = 1
348  ELSE IF( lsame( job, 'S' ) ) THEN
349  ilschr = .true.
350  ischur = 2
351  ELSE
352  ilschr = .true.
353  ischur = 0
354  END IF
355 *
356  IF( lsame( compq, 'N' ) ) THEN
357  ilq = .false.
358  icompq = 1
359  ELSE IF( lsame( compq, 'V' ) ) THEN
360  ilq = .true.
361  icompq = 2
362  ELSE IF( lsame( compq, 'I' ) ) THEN
363  ilq = .true.
364  icompq = 3
365  ELSE
366  ilq = .true.
367  icompq = 0
368  END IF
369 *
370  IF( lsame( compz, 'N' ) ) THEN
371  ilz = .false.
372  icompz = 1
373  ELSE IF( lsame( compz, 'V' ) ) THEN
374  ilz = .true.
375  icompz = 2
376  ELSE IF( lsame( compz, 'I' ) ) THEN
377  ilz = .true.
378  icompz = 3
379  ELSE
380  ilz = .true.
381  icompz = 0
382  END IF
383 *
384 * Check Argument Values
385 *
386  info = 0
387  work( 1 ) = max( 1, n )
388  lquery = ( lwork.EQ.-1 )
389  IF( ischur.EQ.0 ) THEN
390  info = -1
391  ELSE IF( icompq.EQ.0 ) THEN
392  info = -2
393  ELSE IF( icompz.EQ.0 ) THEN
394  info = -3
395  ELSE IF( n.LT.0 ) THEN
396  info = -4
397  ELSE IF( ilo.LT.1 ) THEN
398  info = -5
399  ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 ) THEN
400  info = -6
401  ELSE IF( ldh.LT.n ) THEN
402  info = -8
403  ELSE IF( ldt.LT.n ) THEN
404  info = -10
405  ELSE IF( ldq.LT.1 .OR. ( ilq .AND. ldq.LT.n ) ) THEN
406  info = -14
407  ELSE IF( ldz.LT.1 .OR. ( ilz .AND. ldz.LT.n ) ) THEN
408  info = -16
409  ELSE IF( lwork.LT.max( 1, n ) .AND. .NOT.lquery ) THEN
410  info = -18
411  END IF
412  IF( info.NE.0 ) THEN
413  CALL xerbla( 'ZHGEQZ', -info )
414  RETURN
415  ELSE IF( lquery ) THEN
416  RETURN
417  END IF
418 *
419 * Quick return if possible
420 *
421 * WORK( 1 ) = CMPLX( 1 )
422  IF( n.LE.0 ) THEN
423  work( 1 ) = dcmplx( 1 )
424  RETURN
425  END IF
426 *
427 * Initialize Q and Z
428 *
429  IF( icompq.EQ.3 )
430  $ CALL zlaset( 'Full', n, n, czero, cone, q, ldq )
431  IF( icompz.EQ.3 )
432  $ CALL zlaset( 'Full', n, n, czero, cone, z, ldz )
433 *
434 * Machine Constants
435 *
436  in = ihi + 1 - ilo
437  safmin = dlamch( 'S' )
438  ulp = dlamch( 'E' )*dlamch( 'B' )
439  anorm = zlanhs( 'F', in, h( ilo, ilo ), ldh, rwork )
440  bnorm = zlanhs( 'F', in, t( ilo, ilo ), ldt, rwork )
441  atol = max( safmin, ulp*anorm )
442  btol = max( safmin, ulp*bnorm )
443  ascale = one / max( safmin, anorm )
444  bscale = one / max( safmin, bnorm )
445 *
446 *
447 * Set Eigenvalues IHI+1:N
448 *
449  DO 10 j = ihi + 1, n
450  absb = abs( t( j, j ) )
451  IF( absb.GT.safmin ) THEN
452  signbc = dconjg( t( j, j ) / absb )
453  t( j, j ) = absb
454  IF( ilschr ) THEN
455  CALL zscal( j-1, signbc, t( 1, j ), 1 )
456  CALL zscal( j, signbc, h( 1, j ), 1 )
457  ELSE
458  CALL zscal( 1, signbc, h( j, j ), 1 )
459  END IF
460  IF( ilz )
461  $ CALL zscal( n, signbc, z( 1, j ), 1 )
462  ELSE
463  t( j, j ) = czero
464  END IF
465  alpha( j ) = h( j, j )
466  beta( j ) = t( j, j )
467  10 CONTINUE
468 *
469 * If IHI < ILO, skip QZ steps
470 *
471  IF( ihi.LT.ilo )
472  $ GO TO 190
473 *
474 * MAIN QZ ITERATION LOOP
475 *
476 * Initialize dynamic indices
477 *
478 * Eigenvalues ILAST+1:N have been found.
479 * Column operations modify rows IFRSTM:whatever
480 * Row operations modify columns whatever:ILASTM
481 *
482 * If only eigenvalues are being computed, then
483 * IFRSTM is the row of the last splitting row above row ILAST;
484 * this is always at least ILO.
485 * IITER counts iterations since the last eigenvalue was found,
486 * to tell when to use an extraordinary shift.
487 * MAXIT is the maximum number of QZ sweeps allowed.
488 *
489  ilast = ihi
490  IF( ilschr ) THEN
491  ifrstm = 1
492  ilastm = n
493  ELSE
494  ifrstm = ilo
495  ilastm = ihi
496  END IF
497  iiter = 0
498  eshift = czero
499  maxit = 30*( ihi-ilo+1 )
500 *
501  DO 170 jiter = 1, maxit
502 *
503 * Check for too many iterations.
504 *
505  IF( jiter.GT.maxit )
506  $ GO TO 180
507 *
508 * Split the matrix if possible.
509 *
510 * Two tests:
511 * 1: H(j,j-1)=0 or j=ILO
512 * 2: T(j,j)=0
513 *
514 * Special case: j=ILAST
515 *
516  IF( ilast.EQ.ilo ) THEN
517  GO TO 60
518  ELSE
519  IF( abs1( h( ilast, ilast-1 ) ).LE.max( safmin, ulp*(
520  $ abs1( h( ilast, ilast ) ) + abs1( h( ilast-1, ilast-1 )
521  $ ) ) ) ) THEN
522  h( ilast, ilast-1 ) = czero
523  GO TO 60
524  END IF
525  END IF
526 *
527  IF( abs( t( ilast, ilast ) ).LE.btol ) THEN
528  t( ilast, ilast ) = czero
529  GO TO 50
530  END IF
531 *
532 * General case: j<ILAST
533 *
534  DO 40 j = ilast - 1, ilo, -1
535 *
536 * Test 1: for H(j,j-1)=0 or j=ILO
537 *
538  IF( j.EQ.ilo ) THEN
539  ilazro = .true.
540  ELSE
541  IF( abs1( h( j, j-1 ) ).LE.max( safmin, ulp*(
542  $ abs1( h( j, j ) ) + abs1( h( j-1, j-1 ) )
543  $ ) ) ) THEN
544  h( j, j-1 ) = czero
545  ilazro = .true.
546  ELSE
547  ilazro = .false.
548  END IF
549  END IF
550 *
551 * Test 2: for T(j,j)=0
552 *
553  IF( abs( t( j, j ) ).LT.btol ) THEN
554  t( j, j ) = czero
555 *
556 * Test 1a: Check for 2 consecutive small subdiagonals in A
557 *
558  ilazr2 = .false.
559  IF( .NOT.ilazro ) THEN
560  IF( abs1( h( j, j-1 ) )*( ascale*abs1( h( j+1,
561  $ j ) ) ).LE.abs1( h( j, j ) )*( ascale*atol ) )
562  $ ilazr2 = .true.
563  END IF
564 *
565 * If both tests pass (1 & 2), i.e., the leading diagonal
566 * element of B in the block is zero, split a 1x1 block off
567 * at the top. (I.e., at the J-th row/column) The leading
568 * diagonal element of the remainder can also be zero, so
569 * this may have to be done repeatedly.
570 *
571  IF( ilazro .OR. ilazr2 ) THEN
572  DO 20 jch = j, ilast - 1
573  ctemp = h( jch, jch )
574  CALL zlartg( ctemp, h( jch+1, jch ), c, s,
575  $ h( jch, jch ) )
576  h( jch+1, jch ) = czero
577  CALL zrot( ilastm-jch, h( jch, jch+1 ), ldh,
578  $ h( jch+1, jch+1 ), ldh, c, s )
579  CALL zrot( ilastm-jch, t( jch, jch+1 ), ldt,
580  $ t( jch+1, jch+1 ), ldt, c, s )
581  IF( ilq )
582  $ CALL zrot( n, q( 1, jch ), 1, q( 1, jch+1 ), 1,
583  $ c, dconjg( s ) )
584  IF( ilazr2 )
585  $ h( jch, jch-1 ) = h( jch, jch-1 )*c
586  ilazr2 = .false.
587  IF( abs1( t( jch+1, jch+1 ) ).GE.btol ) THEN
588  IF( jch+1.GE.ilast ) THEN
589  GO TO 60
590  ELSE
591  ifirst = jch + 1
592  GO TO 70
593  END IF
594  END IF
595  t( jch+1, jch+1 ) = czero
596  20 CONTINUE
597  GO TO 50
598  ELSE
599 *
600 * Only test 2 passed -- chase the zero to T(ILAST,ILAST)
601 * Then process as in the case T(ILAST,ILAST)=0
602 *
603  DO 30 jch = j, ilast - 1
604  ctemp = t( jch, jch+1 )
605  CALL zlartg( ctemp, t( jch+1, jch+1 ), c, s,
606  $ t( jch, jch+1 ) )
607  t( jch+1, jch+1 ) = czero
608  IF( jch.LT.ilastm-1 )
609  $ CALL zrot( ilastm-jch-1, t( jch, jch+2 ), ldt,
610  $ t( jch+1, jch+2 ), ldt, c, s )
611  CALL zrot( ilastm-jch+2, h( jch, jch-1 ), ldh,
612  $ h( jch+1, jch-1 ), ldh, c, s )
613  IF( ilq )
614  $ CALL zrot( n, q( 1, jch ), 1, q( 1, jch+1 ), 1,
615  $ c, dconjg( s ) )
616  ctemp = h( jch+1, jch )
617  CALL zlartg( ctemp, h( jch+1, jch-1 ), c, s,
618  $ h( jch+1, jch ) )
619  h( jch+1, jch-1 ) = czero
620  CALL zrot( jch+1-ifrstm, h( ifrstm, jch ), 1,
621  $ h( ifrstm, jch-1 ), 1, c, s )
622  CALL zrot( jch-ifrstm, t( ifrstm, jch ), 1,
623  $ t( ifrstm, jch-1 ), 1, c, s )
624  IF( ilz )
625  $ CALL zrot( n, z( 1, jch ), 1, z( 1, jch-1 ), 1,
626  $ c, s )
627  30 CONTINUE
628  GO TO 50
629  END IF
630  ELSE IF( ilazro ) THEN
631 *
632 * Only test 1 passed -- work on J:ILAST
633 *
634  ifirst = j
635  GO TO 70
636  END IF
637 *
638 * Neither test passed -- try next J
639 *
640  40 CONTINUE
641 *
642 * (Drop-through is "impossible")
643 *
644  info = 2*n + 1
645  GO TO 210
646 *
647 * T(ILAST,ILAST)=0 -- clear H(ILAST,ILAST-1) to split off a
648 * 1x1 block.
649 *
650  50 CONTINUE
651  ctemp = h( ilast, ilast )
652  CALL zlartg( ctemp, h( ilast, ilast-1 ), c, s,
653  $ h( ilast, ilast ) )
654  h( ilast, ilast-1 ) = czero
655  CALL zrot( ilast-ifrstm, h( ifrstm, ilast ), 1,
656  $ h( ifrstm, ilast-1 ), 1, c, s )
657  CALL zrot( ilast-ifrstm, t( ifrstm, ilast ), 1,
658  $ t( ifrstm, ilast-1 ), 1, c, s )
659  IF( ilz )
660  $ CALL zrot( n, z( 1, ilast ), 1, z( 1, ilast-1 ), 1, c, s )
661 *
662 * H(ILAST,ILAST-1)=0 -- Standardize B, set ALPHA and BETA
663 *
664  60 CONTINUE
665  absb = abs( t( ilast, ilast ) )
666  IF( absb.GT.safmin ) THEN
667  signbc = dconjg( t( ilast, ilast ) / absb )
668  t( ilast, ilast ) = absb
669  IF( ilschr ) THEN
670  CALL zscal( ilast-ifrstm, signbc, t( ifrstm, ilast ), 1 )
671  CALL zscal( ilast+1-ifrstm, signbc, h( ifrstm, ilast ),
672  $ 1 )
673  ELSE
674  CALL zscal( 1, signbc, h( ilast, ilast ), 1 )
675  END IF
676  IF( ilz )
677  $ CALL zscal( n, signbc, z( 1, ilast ), 1 )
678  ELSE
679  t( ilast, ilast ) = czero
680  END IF
681  alpha( ilast ) = h( ilast, ilast )
682  beta( ilast ) = t( ilast, ilast )
683 *
684 * Go to next block -- exit if finished.
685 *
686  ilast = ilast - 1
687  IF( ilast.LT.ilo )
688  $ GO TO 190
689 *
690 * Reset counters
691 *
692  iiter = 0
693  eshift = czero
694  IF( .NOT.ilschr ) THEN
695  ilastm = ilast
696  IF( ifrstm.GT.ilast )
697  $ ifrstm = ilo
698  END IF
699  GO TO 160
700 *
701 * QZ step
702 *
703 * This iteration only involves rows/columns IFIRST:ILAST. We
704 * assume IFIRST < ILAST, and that the diagonal of B is non-zero.
705 *
706  70 CONTINUE
707  iiter = iiter + 1
708  IF( .NOT.ilschr ) THEN
709  ifrstm = ifirst
710  END IF
711 *
712 * Compute the Shift.
713 *
714 * At this point, IFIRST < ILAST, and the diagonal elements of
715 * T(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
716 * magnitude)
717 *
718  IF( ( iiter / 10 )*10.NE.iiter ) THEN
719 *
720 * The Wilkinson shift (AEP p.512), i.e., the eigenvalue of
721 * the bottom-right 2x2 block of A inv(B) which is nearest to
722 * the bottom-right element.
723 *
724 * We factor B as U*D, where U has unit diagonals, and
725 * compute (A*inv(D))*inv(U).
726 *
727  u12 = ( bscale*t( ilast-1, ilast ) ) /
728  $ ( bscale*t( ilast, ilast ) )
729  ad11 = ( ascale*h( ilast-1, ilast-1 ) ) /
730  $ ( bscale*t( ilast-1, ilast-1 ) )
731  ad21 = ( ascale*h( ilast, ilast-1 ) ) /
732  $ ( bscale*t( ilast-1, ilast-1 ) )
733  ad12 = ( ascale*h( ilast-1, ilast ) ) /
734  $ ( bscale*t( ilast, ilast ) )
735  ad22 = ( ascale*h( ilast, ilast ) ) /
736  $ ( bscale*t( ilast, ilast ) )
737  abi22 = ad22 - u12*ad21
738  abi12 = ad12 - u12*ad11
739 *
740  shift = abi22
741  ctemp = sqrt( abi12 )*sqrt( ad21 )
742  temp = abs1( ctemp )
743  IF( ctemp.NE.zero ) THEN
744  x = half*( ad11-shift )
745  temp2 = abs1( x )
746  temp = max( temp, abs1( x ) )
747  y = temp*sqrt( ( x / temp )**2+( ctemp / temp )**2 )
748  IF( temp2.GT.zero ) THEN
749  IF( dble( x / temp2 )*dble( y )+
750  $ dimag( x / temp2 )*dimag( y ).LT.zero )y = -y
751  END IF
752  shift = shift - ctemp*zladiv( ctemp, ( x+y ) )
753  END IF
754  ELSE
755 *
756 * Exceptional shift. Chosen for no particularly good reason.
757 *
758  IF( ( iiter / 20 )*20.EQ.iiter .AND.
759  $ bscale*abs1(t( ilast, ilast )).GT.safmin ) THEN
760  eshift = eshift + ( ascale*h( ilast,
761  $ ilast ) )/( bscale*t( ilast, ilast ) )
762  ELSE
763  eshift = eshift + ( ascale*h( ilast,
764  $ ilast-1 ) )/( bscale*t( ilast-1, ilast-1 ) )
765  END IF
766  shift = eshift
767  END IF
768 *
769 * Now check for two consecutive small subdiagonals.
770 *
771  DO 80 j = ilast - 1, ifirst + 1, -1
772  istart = j
773  ctemp = ascale*h( j, j ) - shift*( bscale*t( j, j ) )
774  temp = abs1( ctemp )
775  temp2 = ascale*abs1( h( j+1, j ) )
776  tempr = max( temp, temp2 )
777  IF( tempr.LT.one .AND. tempr.NE.zero ) THEN
778  temp = temp / tempr
779  temp2 = temp2 / tempr
780  END IF
781  IF( abs1( h( j, j-1 ) )*temp2.LE.temp*atol )
782  $ GO TO 90
783  80 CONTINUE
784 *
785  istart = ifirst
786  ctemp = ascale*h( ifirst, ifirst ) -
787  $ shift*( bscale*t( ifirst, ifirst ) )
788  90 CONTINUE
789 *
790 * Do an implicit-shift QZ sweep.
791 *
792 * Initial Q
793 *
794  ctemp2 = ascale*h( istart+1, istart )
795  CALL zlartg( ctemp, ctemp2, c, s, ctemp3 )
796 *
797 * Sweep
798 *
799  DO 150 j = istart, ilast - 1
800  IF( j.GT.istart ) THEN
801  ctemp = h( j, j-1 )
802  CALL zlartg( ctemp, h( j+1, j-1 ), c, s, h( j, j-1 ) )
803  h( j+1, j-1 ) = czero
804  END IF
805 *
806  DO 100 jc = j, ilastm
807  ctemp = c*h( j, jc ) + s*h( j+1, jc )
808  h( j+1, jc ) = -dconjg( s )*h( j, jc ) + c*h( j+1, jc )
809  h( j, jc ) = ctemp
810  ctemp2 = c*t( j, jc ) + s*t( j+1, jc )
811  t( j+1, jc ) = -dconjg( s )*t( j, jc ) + c*t( j+1, jc )
812  t( j, jc ) = ctemp2
813  100 CONTINUE
814  IF( ilq ) THEN
815  DO 110 jr = 1, n
816  ctemp = c*q( jr, j ) + dconjg( s )*q( jr, j+1 )
817  q( jr, j+1 ) = -s*q( jr, j ) + c*q( jr, j+1 )
818  q( jr, j ) = ctemp
819  110 CONTINUE
820  END IF
821 *
822  ctemp = t( j+1, j+1 )
823  CALL zlartg( ctemp, t( j+1, j ), c, s, t( j+1, j+1 ) )
824  t( j+1, j ) = czero
825 *
826  DO 120 jr = ifrstm, min( j+2, ilast )
827  ctemp = c*h( jr, j+1 ) + s*h( jr, j )
828  h( jr, j ) = -dconjg( s )*h( jr, j+1 ) + c*h( jr, j )
829  h( jr, j+1 ) = ctemp
830  120 CONTINUE
831  DO 130 jr = ifrstm, j
832  ctemp = c*t( jr, j+1 ) + s*t( jr, j )
833  t( jr, j ) = -dconjg( s )*t( jr, j+1 ) + c*t( jr, j )
834  t( jr, j+1 ) = ctemp
835  130 CONTINUE
836  IF( ilz ) THEN
837  DO 140 jr = 1, n
838  ctemp = c*z( jr, j+1 ) + s*z( jr, j )
839  z( jr, j ) = -dconjg( s )*z( jr, j+1 ) + c*z( jr, j )
840  z( jr, j+1 ) = ctemp
841  140 CONTINUE
842  END IF
843  150 CONTINUE
844 *
845  160 CONTINUE
846 *
847  170 CONTINUE
848 *
849 * Drop-through = non-convergence
850 *
851  180 CONTINUE
852  info = ilast
853  GO TO 210
854 *
855 * Successful completion of all QZ steps
856 *
857  190 CONTINUE
858 *
859 * Set Eigenvalues 1:ILO-1
860 *
861  DO 200 j = 1, ilo - 1
862  absb = abs( t( j, j ) )
863  IF( absb.GT.safmin ) THEN
864  signbc = dconjg( t( j, j ) / absb )
865  t( j, j ) = absb
866  IF( ilschr ) THEN
867  CALL zscal( j-1, signbc, t( 1, j ), 1 )
868  CALL zscal( j, signbc, h( 1, j ), 1 )
869  ELSE
870  CALL zscal( 1, signbc, h( j, j ), 1 )
871  END IF
872  IF( ilz )
873  $ CALL zscal( n, signbc, z( 1, j ), 1 )
874  ELSE
875  t( j, j ) = czero
876  END IF
877  alpha( j ) = h( j, j )
878  beta( j ) = t( j, j )
879  200 CONTINUE
880 *
881 * Normal Termination
882 *
883  info = 0
884 *
885 * Exit (other than argument error) -- return optimal workspace size
886 *
887  210 CONTINUE
888  work( 1 ) = dcmplx( n )
889  RETURN
890 *
891 * End of ZHGEQZ
892 *
893  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine zhgeqz(JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, INFO)
ZHGEQZ
Definition: zhgeqz.f:284
subroutine zlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
ZLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values...
Definition: zlaset.f:106
subroutine zrot(N, CX, INCX, CY, INCY, C, S)
ZROT applies a plane rotation with real cosine and complex sine to a pair of complex vectors...
Definition: zrot.f:103
subroutine zscal(N, ZA, ZX, INCX)
ZSCAL
Definition: zscal.f:78