LAPACK  3.11.0
LAPACK: Linear Algebra PACKage
dlaqz0.f
1 *> \brief \b DLAQZ0
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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11 *> [TGZ]</a>
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqz0.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * RECURSIVE SUBROUTINE DLAQZ0( WANTS, WANTQ, WANTZ, N, ILO, IHI, A,
22 * $ LDA, B, LDB, ALPHAR, ALPHAI, BETA,
23 * $ Q, LDQ, Z, LDZ, WORK, LWORK, REC,
24 * $ INFO )
25 * IMPLICIT NONE
26 *
27 * Arguments
28 * CHARACTER, INTENT( IN ) :: WANTS, WANTQ, WANTZ
29 * INTEGER, INTENT( IN ) :: N, ILO, IHI, LDA, LDB, LDQ, LDZ, LWORK,
30 * $ REC
31 *
32 * INTEGER, INTENT( OUT ) :: INFO
33 *
34 * DOUBLE PRECISION, INTENT( INOUT ) :: A( LDA, * ), B( LDB, * ),
35 * $ Q( LDQ, * ), Z( LDZ, * ), ALPHAR( * ),
36 * $ ALPHAI( * ), BETA( * ), WORK( * )
37 * ..
38 *
39 *
40 *> \par Purpose:
41 * =============
42 *>
43 *> \verbatim
44 *>
45 *> DLAQZ0 computes the eigenvalues of a real matrix pair (H,T),
46 *> where H is an upper Hessenberg matrix and T is upper triangular,
47 *> using the double-shift QZ method.
48 *> Matrix pairs of this type are produced by the reduction to
49 *> generalized upper Hessenberg form of a real matrix pair (A,B):
50 *>
51 *> A = Q1*H*Z1**T, B = Q1*T*Z1**T,
52 *>
53 *> as computed by DGGHRD.
54 *>
55 *> If JOB='S', then the Hessenberg-triangular pair (H,T) is
56 *> also reduced to generalized Schur form,
57 *>
58 *> H = Q*S*Z**T, T = Q*P*Z**T,
59 *>
60 *> where Q and Z are orthogonal matrices, P is an upper triangular
61 *> matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2
62 *> diagonal blocks.
63 *>
64 *> The 1-by-1 blocks correspond to real eigenvalues of the matrix pair
65 *> (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of
66 *> eigenvalues.
67 *>
68 *> Additionally, the 2-by-2 upper triangular diagonal blocks of P
69 *> corresponding to 2-by-2 blocks of S are reduced to positive diagonal
70 *> form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0,
71 *> P(j,j) > 0, and P(j+1,j+1) > 0.
72 *>
73 *> Optionally, the orthogonal matrix Q from the generalized Schur
74 *> factorization may be postmultiplied into an input matrix Q1, and the
75 *> orthogonal matrix Z may be postmultiplied into an input matrix Z1.
76 *> If Q1 and Z1 are the orthogonal matrices from DGGHRD that reduced
77 *> the matrix pair (A,B) to generalized upper Hessenberg form, then the
78 *> output matrices Q1*Q and Z1*Z are the orthogonal factors from the
79 *> generalized Schur factorization of (A,B):
80 *>
81 *> A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T.
82 *>
83 *> To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
84 *> of (A,B)) are computed as a pair of values (alpha,beta), where alpha is
85 *> complex and beta real.
86 *> If beta is nonzero, lambda = alpha / beta is an eigenvalue of the
87 *> generalized nonsymmetric eigenvalue problem (GNEP)
88 *> A*x = lambda*B*x
89 *> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
90 *> alternate form of the GNEP
91 *> mu*A*y = B*y.
92 *> Real eigenvalues can be read directly from the generalized Schur
93 *> form:
94 *> alpha = S(i,i), beta = P(i,i).
95 *>
96 *> Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
97 *> Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
98 *> pp. 241--256.
99 *>
100 *> Ref: B. Kagstrom, D. Kressner, "Multishift Variants of the QZ
101 *> Algorithm with Aggressive Early Deflation", SIAM J. Numer.
102 *> Anal., 29(2006), pp. 199--227.
103 *>
104 *> Ref: T. Steel, D. Camps, K. Meerbergen, R. Vandebril "A multishift,
105 *> multipole rational QZ method with agressive early deflation"
106 *> \endverbatim
107 *
108 * Arguments:
109 * ==========
110 *
111 *> \param[in] WANTS
112 *> \verbatim
113 *> WANTS is CHARACTER*1
114 *> = 'E': Compute eigenvalues only;
115 *> = 'S': Compute eigenvalues and the Schur form.
116 *> \endverbatim
117 *>
118 *> \param[in] WANTQ
119 *> \verbatim
120 *> WANTQ is CHARACTER*1
121 *> = 'N': Left Schur vectors (Q) are not computed;
122 *> = 'I': Q is initialized to the unit matrix and the matrix Q
123 *> of left Schur vectors of (A,B) is returned;
124 *> = 'V': Q must contain an orthogonal matrix Q1 on entry and
125 *> the product Q1*Q is returned.
126 *> \endverbatim
127 *>
128 *> \param[in] WANTZ
129 *> \verbatim
130 *> WANTZ is CHARACTER*1
131 *> = 'N': Right Schur vectors (Z) are not computed;
132 *> = 'I': Z is initialized to the unit matrix and the matrix Z
133 *> of right Schur vectors of (A,B) is returned;
134 *> = 'V': Z must contain an orthogonal matrix Z1 on entry and
135 *> the product Z1*Z is returned.
136 *> \endverbatim
137 *>
138 *> \param[in] N
139 *> \verbatim
140 *> N is INTEGER
141 *> The order of the matrices A, B, Q, and Z. N >= 0.
142 *> \endverbatim
143 *>
144 *> \param[in] ILO
145 *> \verbatim
146 *> ILO is INTEGER
147 *> \endverbatim
148 *>
149 *> \param[in] IHI
150 *> \verbatim
151 *> IHI is INTEGER
152 *> ILO and IHI mark the rows and columns of A which are in
153 *> Hessenberg form. It is assumed that A is already upper
154 *> triangular in rows and columns 1:ILO-1 and IHI+1:N.
155 *> If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
156 *> \endverbatim
157 *>
158 *> \param[in,out] A
159 *> \verbatim
160 *> A is DOUBLE PRECISION array, dimension (LDA, N)
161 *> On entry, the N-by-N upper Hessenberg matrix A.
162 *> On exit, if JOB = 'S', A contains the upper quasi-triangular
163 *> matrix S from the generalized Schur factorization.
164 *> If JOB = 'E', the diagonal blocks of A match those of S, but
165 *> the rest of A is unspecified.
166 *> \endverbatim
167 *>
168 *> \param[in] LDA
169 *> \verbatim
170 *> LDA is INTEGER
171 *> The leading dimension of the array A. LDA >= max( 1, N ).
172 *> \endverbatim
173 *>
174 *> \param[in,out] B
175 *> \verbatim
176 *> B is DOUBLE PRECISION array, dimension (LDB, N)
177 *> On entry, the N-by-N upper triangular matrix B.
178 *> On exit, if JOB = 'S', B contains the upper triangular
179 *> matrix P from the generalized Schur factorization;
180 *> 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S
181 *> are reduced to positive diagonal form, i.e., if A(j+1,j) is
182 *> non-zero, then B(j+1,j) = B(j,j+1) = 0, B(j,j) > 0, and
183 *> B(j+1,j+1) > 0.
184 *> If JOB = 'E', the diagonal blocks of B match those of P, but
185 *> the rest of B is unspecified.
186 *> \endverbatim
187 *>
188 *> \param[in] LDB
189 *> \verbatim
190 *> LDB is INTEGER
191 *> The leading dimension of the array B. LDB >= max( 1, N ).
192 *> \endverbatim
193 *>
194 *> \param[out] ALPHAR
195 *> \verbatim
196 *> ALPHAR is DOUBLE PRECISION array, dimension (N)
197 *> The real parts of each scalar alpha defining an eigenvalue
198 *> of GNEP.
199 *> \endverbatim
200 *>
201 *> \param[out] ALPHAI
202 *> \verbatim
203 *> ALPHAI is DOUBLE PRECISION array, dimension (N)
204 *> The imaginary parts of each scalar alpha defining an
205 *> eigenvalue of GNEP.
206 *> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
207 *> positive, then the j-th and (j+1)-st eigenvalues are a
208 *> complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j).
209 *> \endverbatim
210 *>
211 *> \param[out] BETA
212 *> \verbatim
213 *> BETA is DOUBLE PRECISION array, dimension (N)
214 *> The scalars beta that define the eigenvalues of GNEP.
215 *> Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
216 *> beta = BETA(j) represent the j-th eigenvalue of the matrix
217 *> pair (A,B), in one of the forms lambda = alpha/beta or
218 *> mu = beta/alpha. Since either lambda or mu may overflow,
219 *> they should not, in general, be computed.
220 *> \endverbatim
221 *>
222 *> \param[in,out] Q
223 *> \verbatim
224 *> Q is DOUBLE PRECISION array, dimension (LDQ, N)
225 *> On entry, if COMPQ = 'V', the orthogonal matrix Q1 used in
226 *> the reduction of (A,B) to generalized Hessenberg form.
227 *> On exit, if COMPQ = 'I', the orthogonal matrix of left Schur
228 *> vectors of (A,B), and if COMPQ = 'V', the orthogonal matrix
229 *> of left Schur vectors of (A,B).
230 *> Not referenced if COMPQ = 'N'.
231 *> \endverbatim
232 *>
233 *> \param[in] LDQ
234 *> \verbatim
235 *> LDQ is INTEGER
236 *> The leading dimension of the array Q. LDQ >= 1.
237 *> If COMPQ='V' or 'I', then LDQ >= N.
238 *> \endverbatim
239 *>
240 *> \param[in,out] Z
241 *> \verbatim
242 *> Z is DOUBLE PRECISION array, dimension (LDZ, N)
243 *> On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in
244 *> the reduction of (A,B) to generalized Hessenberg form.
245 *> On exit, if COMPZ = 'I', the orthogonal matrix of
246 *> right Schur vectors of (H,T), and if COMPZ = 'V', the
247 *> orthogonal matrix of right Schur vectors of (A,B).
248 *> Not referenced if COMPZ = 'N'.
249 *> \endverbatim
250 *>
251 *> \param[in] LDZ
252 *> \verbatim
253 *> LDZ is INTEGER
254 *> The leading dimension of the array Z. LDZ >= 1.
255 *> If COMPZ='V' or 'I', then LDZ >= N.
256 *> \endverbatim
257 *>
258 *> \param[out] WORK
259 *> \verbatim
260 *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
261 *> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
262 *> \endverbatim
263 *>
264 *> \param[in] LWORK
265 *> \verbatim
266 *> LWORK is INTEGER
267 *> The dimension of the array WORK. LWORK >= max(1,N).
268 *>
269 *> If LWORK = -1, then a workspace query is assumed; the routine
270 *> only calculates the optimal size of the WORK array, returns
271 *> this value as the first entry of the WORK array, and no error
272 *> message related to LWORK is issued by XERBLA.
273 *> \endverbatim
274 *>
275 *> \param[in] REC
276 *> \verbatim
277 *> REC is INTEGER
278 *> REC indicates the current recursion level. Should be set
279 *> to 0 on first call.
280 *> \endverbatim
281 *>
282 *> \param[out] INFO
283 *> \verbatim
284 *> INFO is INTEGER
285 *> = 0: successful exit
286 *> < 0: if INFO = -i, the i-th argument had an illegal value
287 *> = 1,...,N: the QZ iteration did not converge. (A,B) is not
288 *> in Schur form, but ALPHAR(i), ALPHAI(i), and
289 *> BETA(i), i=INFO+1,...,N should be correct.
290 *> \endverbatim
291 *
292 * Authors:
293 * ========
294 *
295 *> \author Thijs Steel, KU Leuven
296 *
297 *> \date May 2020
298 *
299 *> \ingroup laqz0
300 *>
301 * =====================================================================
302  RECURSIVE SUBROUTINE dlaqz0( WANTS, WANTQ, WANTZ, N, ILO, IHI, A,
303  $ LDA, B, LDB, ALPHAR, ALPHAI, BETA,
304  $ Q, LDQ, Z, LDZ, WORK, LWORK, REC,
305  $ INFO )
306  IMPLICIT NONE
307 
308 * Arguments
309  CHARACTER, INTENT( IN ) :: WANTS, WANTQ, WANTZ
310  INTEGER, INTENT( IN ) :: N, ILO, IHI, LDA, LDB, LDQ, LDZ, LWORK,
311  $ rec
312 
313  INTEGER, INTENT( OUT ) :: INFO
314 
315  DOUBLE PRECISION, INTENT( INOUT ) :: A( lda, * ), B( ldb, * ),
316  $ q( ldq, * ), z( ldz, * ), alphar( * ),
317  $ alphai( * ), beta( * ), work( * )
318 
319 * Parameters
320  DOUBLE PRECISION :: ZERO, ONE, HALF
321  parameter( zero = 0.0d0, one = 1.0d0, half = 0.5d0 )
322 
323 * Local scalars
324  DOUBLE PRECISION :: SMLNUM, ULP, ESHIFT, SAFMIN, SAFMAX, C1, S1,
325  $ temp, swap, bnorm, btol
326  INTEGER :: ISTART, ISTOP, IITER, MAXIT, ISTART2, K, LD, NSHIFTS,
327  $ nblock, nw, nmin, nibble, n_undeflated, n_deflated,
328  $ ns, sweep_info, shiftpos, lworkreq, k2, istartm,
329  $ istopm, iwants, iwantq, iwantz, norm_info, aed_info,
330  $ nwr, nbr, nsr, itemp1, itemp2, rcost, i
331  LOGICAL :: ILSCHUR, ILQ, ILZ
332  CHARACTER :: JBCMPZ*3
333 
334 * External Functions
335  EXTERNAL :: xerbla, dhgeqz, dlaset, dlaqz3, dlaqz4, dlabad,
336  $ dlartg, drot
337  DOUBLE PRECISION, EXTERNAL :: DLAMCH, DLANHS
338  LOGICAL, EXTERNAL :: LSAME
339  INTEGER, EXTERNAL :: ILAENV
340 
341 *
342 * Decode wantS,wantQ,wantZ
343 *
344  IF( lsame( wants, 'E' ) ) THEN
345  ilschur = .false.
346  iwants = 1
347  ELSE IF( lsame( wants, 'S' ) ) THEN
348  ilschur = .true.
349  iwants = 2
350  ELSE
351  iwants = 0
352  END IF
353 
354  IF( lsame( wantq, 'N' ) ) THEN
355  ilq = .false.
356  iwantq = 1
357  ELSE IF( lsame( wantq, 'V' ) ) THEN
358  ilq = .true.
359  iwantq = 2
360  ELSE IF( lsame( wantq, 'I' ) ) THEN
361  ilq = .true.
362  iwantq = 3
363  ELSE
364  iwantq = 0
365  END IF
366 
367  IF( lsame( wantz, 'N' ) ) THEN
368  ilz = .false.
369  iwantz = 1
370  ELSE IF( lsame( wantz, 'V' ) ) THEN
371  ilz = .true.
372  iwantz = 2
373  ELSE IF( lsame( wantz, 'I' ) ) THEN
374  ilz = .true.
375  iwantz = 3
376  ELSE
377  iwantz = 0
378  END IF
379 *
380 * Check Argument Values
381 *
382  info = 0
383  IF( iwants.EQ.0 ) THEN
384  info = -1
385  ELSE IF( iwantq.EQ.0 ) THEN
386  info = -2
387  ELSE IF( iwantz.EQ.0 ) THEN
388  info = -3
389  ELSE IF( n.LT.0 ) THEN
390  info = -4
391  ELSE IF( ilo.LT.1 ) THEN
392  info = -5
393  ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 ) THEN
394  info = -6
395  ELSE IF( lda.LT.n ) THEN
396  info = -8
397  ELSE IF( ldb.LT.n ) THEN
398  info = -10
399  ELSE IF( ldq.LT.1 .OR. ( ilq .AND. ldq.LT.n ) ) THEN
400  info = -15
401  ELSE IF( ldz.LT.1 .OR. ( ilz .AND. ldz.LT.n ) ) THEN
402  info = -17
403  END IF
404  IF( info.NE.0 ) THEN
405  CALL xerbla( 'DLAQZ0', -info )
406  RETURN
407  END IF
408 
409 *
410 * Quick return if possible
411 *
412  IF( n.LE.0 ) THEN
413  work( 1 ) = dble( 1 )
414  RETURN
415  END IF
416 
417 *
418 * Get the parameters
419 *
420  jbcmpz( 1:1 ) = wants
421  jbcmpz( 2:2 ) = wantq
422  jbcmpz( 3:3 ) = wantz
423 
424  nmin = ilaenv( 12, 'DLAQZ0', jbcmpz, n, ilo, ihi, lwork )
425 
426  nwr = ilaenv( 13, 'DLAQZ0', jbcmpz, n, ilo, ihi, lwork )
427  nwr = max( 2, nwr )
428  nwr = min( ihi-ilo+1, ( n-1 ) / 3, nwr )
429 
430  nibble = ilaenv( 14, 'DLAQZ0', jbcmpz, n, ilo, ihi, lwork )
431 
432  nsr = ilaenv( 15, 'DLAQZ0', jbcmpz, n, ilo, ihi, lwork )
433  nsr = min( nsr, ( n+6 ) / 9, ihi-ilo )
434  nsr = max( 2, nsr-mod( nsr, 2 ) )
435 
436  rcost = ilaenv( 17, 'DLAQZ0', jbcmpz, n, ilo, ihi, lwork )
437  itemp1 = int( nsr/sqrt( 1+2*nsr/( dble( rcost )/100*n ) ) )
438  itemp1 = ( ( itemp1-1 )/4 )*4+4
439  nbr = nsr+itemp1
440 
441  IF( n .LT. nmin .OR. rec .GE. 2 ) THEN
442  CALL dhgeqz( wants, wantq, wantz, n, ilo, ihi, a, lda, b, ldb,
443  $ alphar, alphai, beta, q, ldq, z, ldz, work,
444  $ lwork, info )
445  RETURN
446  END IF
447 
448 *
449 * Find out required workspace
450 *
451 
452 * Workspace query to dlaqz3
453  nw = max( nwr, nmin )
454  CALL dlaqz3( ilschur, ilq, ilz, n, ilo, ihi, nw, a, lda, b, ldb,
455  $ q, ldq, z, ldz, n_undeflated, n_deflated, alphar,
456  $ alphai, beta, work, nw, work, nw, work, -1, rec,
457  $ aed_info )
458  itemp1 = int( work( 1 ) )
459 * Workspace query to dlaqz4
460  CALL dlaqz4( ilschur, ilq, ilz, n, ilo, ihi, nsr, nbr, alphar,
461  $ alphai, beta, a, lda, b, ldb, q, ldq, z, ldz, work,
462  $ nbr, work, nbr, work, -1, sweep_info )
463  itemp2 = int( work( 1 ) )
464 
465  lworkreq = max( itemp1+2*nw**2, itemp2+2*nbr**2 )
466  IF ( lwork .EQ.-1 ) THEN
467  work( 1 ) = dble( lworkreq )
468  RETURN
469  ELSE IF ( lwork .LT. lworkreq ) THEN
470  info = -19
471  END IF
472  IF( info.NE.0 ) THEN
473  CALL xerbla( 'DLAQZ0', info )
474  RETURN
475  END IF
476 *
477 * Initialize Q and Z
478 *
479  IF( iwantq.EQ.3 ) CALL dlaset( 'FULL', n, n, zero, one, q, ldq )
480  IF( iwantz.EQ.3 ) CALL dlaset( 'FULL', n, n, zero, one, z, ldz )
481 
482 * Get machine constants
483  safmin = dlamch( 'SAFE MINIMUM' )
484  safmax = one/safmin
485  CALL dlabad( safmin, safmax )
486  ulp = dlamch( 'PRECISION' )
487  smlnum = safmin*( dble( n )/ulp )
488 
489  bnorm = dlanhs( 'F', ihi-ilo+1, b( ilo, ilo ), ldb, work )
490  btol = max( safmin, ulp*bnorm )
491 
492  istart = ilo
493  istop = ihi
494  maxit = 3*( ihi-ilo+1 )
495  ld = 0
496 
497  DO iiter = 1, maxit
498  IF( iiter .GE. maxit ) THEN
499  info = istop+1
500  GOTO 80
501  END IF
502  IF ( istart+1 .GE. istop ) THEN
503  istop = istart
504  EXIT
505  END IF
506 
507 * Check deflations at the end
508  IF ( abs( a( istop-1, istop-2 ) ) .LE. max( smlnum,
509  $ ulp*( abs( a( istop-1, istop-1 ) )+abs( a( istop-2,
510  $ istop-2 ) ) ) ) ) THEN
511  a( istop-1, istop-2 ) = zero
512  istop = istop-2
513  ld = 0
514  eshift = zero
515  ELSE IF ( abs( a( istop, istop-1 ) ) .LE. max( smlnum,
516  $ ulp*( abs( a( istop, istop ) )+abs( a( istop-1,
517  $ istop-1 ) ) ) ) ) THEN
518  a( istop, istop-1 ) = zero
519  istop = istop-1
520  ld = 0
521  eshift = zero
522  END IF
523 * Check deflations at the start
524  IF ( abs( a( istart+2, istart+1 ) ) .LE. max( smlnum,
525  $ ulp*( abs( a( istart+1, istart+1 ) )+abs( a( istart+2,
526  $ istart+2 ) ) ) ) ) THEN
527  a( istart+2, istart+1 ) = zero
528  istart = istart+2
529  ld = 0
530  eshift = zero
531  ELSE IF ( abs( a( istart+1, istart ) ) .LE. max( smlnum,
532  $ ulp*( abs( a( istart, istart ) )+abs( a( istart+1,
533  $ istart+1 ) ) ) ) ) THEN
534  a( istart+1, istart ) = zero
535  istart = istart+1
536  ld = 0
537  eshift = zero
538  END IF
539 
540  IF ( istart+1 .GE. istop ) THEN
541  EXIT
542  END IF
543 
544 * Check interior deflations
545  istart2 = istart
546  DO k = istop, istart+1, -1
547  IF ( abs( a( k, k-1 ) ) .LE. max( smlnum, ulp*( abs( a( k,
548  $ k ) )+abs( a( k-1, k-1 ) ) ) ) ) THEN
549  a( k, k-1 ) = zero
550  istart2 = k
551  EXIT
552  END IF
553  END DO
554 
555 * Get range to apply rotations to
556  IF ( ilschur ) THEN
557  istartm = 1
558  istopm = n
559  ELSE
560  istartm = istart2
561  istopm = istop
562  END IF
563 
564 * Check infinite eigenvalues, this is done without blocking so might
565 * slow down the method when many infinite eigenvalues are present
566  k = istop
567  DO WHILE ( k.GE.istart2 )
568 
569  IF( abs( b( k, k ) ) .LT. btol ) THEN
570 * A diagonal element of B is negligable, move it
571 * to the top and deflate it
572 
573  DO k2 = k, istart2+1, -1
574  CALL dlartg( b( k2-1, k2 ), b( k2-1, k2-1 ), c1, s1,
575  $ temp )
576  b( k2-1, k2 ) = temp
577  b( k2-1, k2-1 ) = zero
578 
579  CALL drot( k2-2-istartm+1, b( istartm, k2 ), 1,
580  $ b( istartm, k2-1 ), 1, c1, s1 )
581  CALL drot( min( k2+1, istop )-istartm+1, a( istartm,
582  $ k2 ), 1, a( istartm, k2-1 ), 1, c1, s1 )
583  IF ( ilz ) THEN
584  CALL drot( n, z( 1, k2 ), 1, z( 1, k2-1 ), 1, c1,
585  $ s1 )
586  END IF
587 
588  IF( k2.LT.istop ) THEN
589  CALL dlartg( a( k2, k2-1 ), a( k2+1, k2-1 ), c1,
590  $ s1, temp )
591  a( k2, k2-1 ) = temp
592  a( k2+1, k2-1 ) = zero
593 
594  CALL drot( istopm-k2+1, a( k2, k2 ), lda, a( k2+1,
595  $ k2 ), lda, c1, s1 )
596  CALL drot( istopm-k2+1, b( k2, k2 ), ldb, b( k2+1,
597  $ k2 ), ldb, c1, s1 )
598  IF( ilq ) THEN
599  CALL drot( n, q( 1, k2 ), 1, q( 1, k2+1 ), 1,
600  $ c1, s1 )
601  END IF
602  END IF
603 
604  END DO
605 
606  IF( istart2.LT.istop )THEN
607  CALL dlartg( a( istart2, istart2 ), a( istart2+1,
608  $ istart2 ), c1, s1, temp )
609  a( istart2, istart2 ) = temp
610  a( istart2+1, istart2 ) = zero
611 
612  CALL drot( istopm-( istart2+1 )+1, a( istart2,
613  $ istart2+1 ), lda, a( istart2+1,
614  $ istart2+1 ), lda, c1, s1 )
615  CALL drot( istopm-( istart2+1 )+1, b( istart2,
616  $ istart2+1 ), ldb, b( istart2+1,
617  $ istart2+1 ), ldb, c1, s1 )
618  IF( ilq ) THEN
619  CALL drot( n, q( 1, istart2 ), 1, q( 1,
620  $ istart2+1 ), 1, c1, s1 )
621  END IF
622  END IF
623 
624  istart2 = istart2+1
625 
626  END IF
627  k = k-1
628  END DO
629 
630 * istart2 now points to the top of the bottom right
631 * unreduced Hessenberg block
632  IF ( istart2 .GE. istop ) THEN
633  istop = istart2-1
634  ld = 0
635  eshift = zero
636  cycle
637  END IF
638 
639  nw = nwr
640  nshifts = nsr
641  nblock = nbr
642 
643  IF ( istop-istart2+1 .LT. nmin ) THEN
644 * Setting nw to the size of the subblock will make AED deflate
645 * all the eigenvalues. This is slightly more efficient than just
646 * using DHGEQZ because the off diagonal part gets updated via BLAS.
647  IF ( istop-istart+1 .LT. nmin ) THEN
648  nw = istop-istart+1
649  istart2 = istart
650  ELSE
651  nw = istop-istart2+1
652  END IF
653  END IF
654 
655 *
656 * Time for AED
657 *
658  CALL dlaqz3( ilschur, ilq, ilz, n, istart2, istop, nw, a, lda,
659  $ b, ldb, q, ldq, z, ldz, n_undeflated, n_deflated,
660  $ alphar, alphai, beta, work, nw, work( nw**2+1 ),
661  $ nw, work( 2*nw**2+1 ), lwork-2*nw**2, rec,
662  $ aed_info )
663 
664  IF ( n_deflated > 0 ) THEN
665  istop = istop-n_deflated
666  ld = 0
667  eshift = zero
668  END IF
669 
670  IF ( 100*n_deflated > nibble*( n_deflated+n_undeflated ) .OR.
671  $ istop-istart2+1 .LT. nmin ) THEN
672 * AED has uncovered many eigenvalues. Skip a QZ sweep and run
673 * AED again.
674  cycle
675  END IF
676 
677  ld = ld+1
678 
679  ns = min( nshifts, istop-istart2 )
680  ns = min( ns, n_undeflated )
681  shiftpos = istop-n_undeflated+1
682 *
683 * Shuffle shifts to put double shifts in front
684 * This ensures that we don't split up a double shift
685 *
686  DO i = shiftpos, shiftpos+n_undeflated-1, 2
687  IF( alphai( i ).NE.-alphai( i+1 ) ) THEN
688 *
689  swap = alphar( i )
690  alphar( i ) = alphar( i+1 )
691  alphar( i+1 ) = alphar( i+2 )
692  alphar( i+2 ) = swap
693 
694  swap = alphai( i )
695  alphai( i ) = alphai( i+1 )
696  alphai( i+1 ) = alphai( i+2 )
697  alphai( i+2 ) = swap
698 
699  swap = beta( i )
700  beta( i ) = beta( i+1 )
701  beta( i+1 ) = beta( i+2 )
702  beta( i+2 ) = swap
703  END IF
704  END DO
705 
706  IF ( mod( ld, 6 ) .EQ. 0 ) THEN
707 *
708 * Exceptional shift. Chosen for no particularly good reason.
709 *
710  IF( ( dble( maxit )*safmin )*abs( a( istop,
711  $ istop-1 ) ).LT.abs( a( istop-1, istop-1 ) ) ) THEN
712  eshift = a( istop, istop-1 )/b( istop-1, istop-1 )
713  ELSE
714  eshift = eshift+one/( safmin*dble( maxit ) )
715  END IF
716  alphar( shiftpos ) = one
717  alphar( shiftpos+1 ) = zero
718  alphai( shiftpos ) = zero
719  alphai( shiftpos+1 ) = zero
720  beta( shiftpos ) = eshift
721  beta( shiftpos+1 ) = eshift
722  ns = 2
723  END IF
724 
725 *
726 * Time for a QZ sweep
727 *
728  CALL dlaqz4( ilschur, ilq, ilz, n, istart2, istop, ns, nblock,
729  $ alphar( shiftpos ), alphai( shiftpos ),
730  $ beta( shiftpos ), a, lda, b, ldb, q, ldq, z, ldz,
731  $ work, nblock, work( nblock**2+1 ), nblock,
732  $ work( 2*nblock**2+1 ), lwork-2*nblock**2,
733  $ sweep_info )
734 
735  END DO
736 
737 *
738 * Call DHGEQZ to normalize the eigenvalue blocks and set the eigenvalues
739 * If all the eigenvalues have been found, DHGEQZ will not do any iterations
740 * and only normalize the blocks. In case of a rare convergence failure,
741 * the single shift might perform better.
742 *
743  80 CALL dhgeqz( wants, wantq, wantz, n, ilo, ihi, a, lda, b, ldb,
744  $ alphar, alphai, beta, q, ldq, z, ldz, work, lwork,
745  $ norm_info )
746 
747  info = norm_info
748 
749  END SUBROUTINE
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
recursive subroutine dlaqz0(WANTS, WANTQ, WANTZ, N, ILO, IHI, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, REC, INFO)
DLAQZ0
Definition: dlaqz0.f:306
recursive subroutine dlaqz3(ILSCHUR, ILQ, ILZ, N, ILO, IHI, NW, A, LDA, B, LDB, Q, LDQ, Z, LDZ, NS, ND, ALPHAR, ALPHAI, BETA, QC, LDQC, ZC, LDZC, WORK, LWORK, REC, INFO)
DLAQZ3
Definition: dlaqz3.f:239
subroutine dhgeqz(JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO)
DHGEQZ
Definition: dhgeqz.f:304
subroutine drot(N, DX, INCX, DY, INCY, C, S)
DROT
Definition: drot.f:92
subroutine dlaset(UPLO, M, N, ALPHA, BETA, A, LDA)
DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values...
Definition: dlaset.f:110
subroutine dlaqz4(ILSCHUR, ILQ, ILZ, N, ILO, IHI, NSHIFTS, NBLOCK_DESIRED, SR, SI, SS, A, LDA, B, LDB, Q, LDQ, Z, LDZ, QC, LDQC, ZC, LDZC, WORK, LWORK, INFO)
DLAQZ4
Definition: dlaqz4.f:213
subroutine dlabad(SMALL, LARGE)
DLABAD
Definition: dlabad.f:74