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*> \brief \b SLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
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* =========== DOCUMENTATION ===========
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*> Download SLAQR0 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slaqr0.f">
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slaqr0.f">
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaqr0.f">
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* SUBROUTINE SLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
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* ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
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* .. Scalar Arguments ..
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* INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
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* LOGICAL WANTT, WANTZ
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* .. Array Arguments ..
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* REAL H( LDH, * ), WI( * ), WORK( * ), WR( * ),
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*> SLAQR0 computes the eigenvalues of a Hessenberg matrix H
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*> and, optionally, the matrices T and Z from the Schur decomposition
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*> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
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*> Schur form), and Z is the orthogonal matrix of Schur vectors.
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*> Optionally Z may be postmultiplied into an input orthogonal
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*> matrix Q so that this routine can give the Schur factorization
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*> of a matrix A which has been reduced to the Hessenberg form H
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*> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
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*> = .TRUE. : the full Schur form T is required;
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*> = .FALSE.: only eigenvalues are required.
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*> = .TRUE. : the matrix of Schur vectors Z is required;
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*> = .FALSE.: Schur vectors are not required.
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*> The order of the matrix H. N .GE. 0.
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*> It is assumed that H is already upper triangular in rows
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*> and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
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*> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
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*> previous call to SGEBAL, and then passed to SGEHRD when the
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*> matrix output by SGEBAL is reduced to Hessenberg form.
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*> Otherwise, ILO and IHI should be set to 1 and N,
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*> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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*> If N = 0, then ILO = 1 and IHI = 0.
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*> H is REAL array, dimension (LDH,N)
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*> On entry, the upper Hessenberg matrix H.
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*> On exit, if INFO = 0 and WANTT is .TRUE., then H contains
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*> the upper quasi-triangular matrix T from the Schur
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*> decomposition (the Schur form); 2-by-2 diagonal blocks
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*> (corresponding to complex conjugate pairs of eigenvalues)
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*> are returned in standard form, with H(i,i) = H(i+1,i+1)
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*> and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is
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*> .FALSE., then the contents of H are unspecified on exit.
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*> (The output value of H when INFO.GT.0 is given under the
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*> description of INFO below.)
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*> This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
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*> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
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*> The leading dimension of the array H. LDH .GE. max(1,N).
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*> WR is REAL array, dimension (IHI)
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*> WI is REAL array, dimension (IHI)
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*> The real and imaginary parts, respectively, of the computed
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*> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI)
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*> and WI(ILO:IHI). If two eigenvalues are computed as a
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*> complex conjugate pair, they are stored in consecutive
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*> elements of WR and WI, say the i-th and (i+1)th, with
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*> WI(i) .GT. 0 and WI(i+1) .LT. 0. If WANTT is .TRUE., then
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*> the eigenvalues are stored in the same order as on the
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*> diagonal of the Schur form returned in H, with
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*> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
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*> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
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*> Specify the rows of Z to which transformations must be
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*> applied if WANTZ is .TRUE..
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*> 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N.
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*> Z is REAL array, dimension (LDZ,IHI)
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*> If WANTZ is .FALSE., then Z is not referenced.
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*> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
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*> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
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*> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
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*> (The output value of Z when INFO.GT.0 is given under
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*> the description of INFO below.)
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*> The leading dimension of the array Z. if WANTZ is .TRUE.
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*> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
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*> WORK is REAL array, dimension LWORK
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*> On exit, if LWORK = -1, WORK(1) returns an estimate of
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*> the optimal value for LWORK.
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*> The dimension of the array WORK. LWORK .GE. max(1,N)
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*> is sufficient, but LWORK typically as large as 6*N may
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*> be required for optimal performance. A workspace query
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*> to determine the optimal workspace size is recommended.
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*> If LWORK = -1, then SLAQR0 does a workspace query.
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*> In this case, SLAQR0 checks the input parameters and
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*> estimates the optimal workspace size for the given
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*> values of N, ILO and IHI. The estimate is returned
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*> in WORK(1). No error message related to LWORK is
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*> issued by XERBLA. Neither H nor Z are accessed.
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*> = 0: successful exit
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*> .GT. 0: if INFO = i, SLAQR0 failed to compute all of
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*> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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*> and WI contain those eigenvalues which have been
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*> successfully computed. (Failures are rare.)
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*> If INFO .GT. 0 and WANT is .FALSE., then on exit,
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*> the remaining unconverged eigenvalues are the eigen-
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*> values of the upper Hessenberg matrix rows and
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*> columns ILO through INFO of the final, output
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*> If INFO .GT. 0 and WANTT is .TRUE., then on exit
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*> (*) (initial value of H)*U = U*(final value of H)
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*> where U is an orthogonal matrix. The final
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*> value of H is upper Hessenberg and quasi-triangular
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*> in rows and columns INFO+1 through IHI.
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*> If INFO .GT. 0 and WANTZ is .TRUE., then on exit
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*> (final value of Z(ILO:IHI,ILOZ:IHIZ)
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*> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
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*> where U is the orthogonal matrix in (*) (regard-
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*> less of the value of WANTT.)
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*> If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \date September 2012
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*> \ingroup realOTHERauxiliary
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*> \par Contributors:
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*> Karen Braman and Ralph Byers, Department of Mathematics,
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*> University of Kansas, USA
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*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
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*> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
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*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
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*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
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*> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
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*> of Matrix Analysis, volume 23, pages 948--973, 2002.
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* =====================================================================
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SUBROUTINE SLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
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$ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
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* -- LAPACK auxiliary routine (version 3.4.2) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* .. Scalar Arguments ..
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INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
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* .. Array Arguments ..
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REAL H( LDH, * ), WI( * ), WORK( * ), WR( * ),
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* ================================================================
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* ==== Matrices of order NTINY or smaller must be processed by
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* . SLAHQR because of insufficient subdiagonal scratch space.
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* . (This is a hard limit.) ====
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PARAMETER ( NTINY = 11 )
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* ==== Exceptional deflation windows: try to cure rare
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* . slow convergence by varying the size of the
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* . deflation window after KEXNW iterations. ====
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PARAMETER ( KEXNW = 5 )
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* ==== Exceptional shifts: try to cure rare slow convergence
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* . with ad-hoc exceptional shifts every KEXSH iterations.
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PARAMETER ( KEXSH = 6 )
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* ==== The constants WILK1 and WILK2 are used to form the
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* . exceptional shifts. ====
297
PARAMETER ( WILK1 = 0.75e0, WILK2 = -0.4375e0 )
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PARAMETER ( ZERO = 0.0e0, ONE = 1.0e0 )
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* .. Local Scalars ..
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REAL AA, BB, CC, CS, DD, SN, SS, SWAP
303
INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
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$ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
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$ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
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$ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
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* .. External Functions ..
317
* .. External Subroutines ..
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EXTERNAL SLACPY, SLAHQR, SLANV2, SLAQR3, SLAQR4, SLAQR5
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* .. Intrinsic Functions ..
321
INTRINSIC ABS, INT, MAX, MIN, MOD, REAL
323
* .. Executable Statements ..
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* ==== Quick return for N = 0: nothing to do. ====
333
IF( N.LE.NTINY ) THEN
335
* ==== Tiny matrices must use SLAHQR. ====
339
$ CALL SLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
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$ ILOZ, IHIZ, Z, LDZ, INFO )
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* ==== Use small bulge multi-shift QR with aggressive early
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* . deflation on larger-than-tiny matrices. ====
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* ==== Hope for the best. ====
350
* ==== Set up job flags for ILAENV. ====
363
* ==== NWR = recommended deflation window size. At this
364
* . point, N .GT. NTINY = 11, so there is enough
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* . subdiagonal workspace for NWR.GE.2 as required.
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* . (In fact, there is enough subdiagonal space for
369
NWR = ILAENV( 13, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
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NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
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* ==== NSR = recommended number of simultaneous shifts.
374
* . At this point N .GT. NTINY = 11, so there is at
375
* . enough subdiagonal workspace for NSR to be even
376
* . and greater than or equal to two as required. ====
378
NSR = ILAENV( 15, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
379
NSR = MIN( NSR, ( N+6 ) / 9, IHI-ILO )
380
NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
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* ==== Estimate optimal workspace ====
384
* ==== Workspace query call to SLAQR3 ====
386
CALL SLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
387
$ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
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$ N, H, LDH, WORK, -1 )
390
* ==== Optimal workspace = MAX(SLAQR5, SLAQR3) ====
392
LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
394
* ==== Quick return in case of workspace query. ====
396
IF( LWORK.EQ.-1 ) THEN
397
WORK( 1 ) = REAL( LWKOPT )
401
* ==== SLAHQR/SLAQR0 crossover point ====
403
NMIN = ILAENV( 12, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
404
NMIN = MAX( NTINY, NMIN )
406
* ==== Nibble crossover point ====
408
NIBBLE = ILAENV( 14, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
409
NIBBLE = MAX( 0, NIBBLE )
411
* ==== Accumulate reflections during ttswp? Use block
412
* . 2-by-2 structure during matrix-matrix multiply? ====
414
KACC22 = ILAENV( 16, 'SLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
415
KACC22 = MAX( 0, KACC22 )
416
KACC22 = MIN( 2, KACC22 )
418
* ==== NWMAX = the largest possible deflation window for
419
* . which there is sufficient workspace. ====
421
NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
424
* ==== NSMAX = the Largest number of simultaneous shifts
425
* . for which there is sufficient workspace. ====
427
NSMAX = MIN( ( N+6 ) / 9, 2*LWORK / 3 )
428
NSMAX = NSMAX - MOD( NSMAX, 2 )
430
* ==== NDFL: an iteration count restarted at deflation. ====
434
* ==== ITMAX = iteration limit ====
436
ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
438
* ==== Last row and column in the active block ====
442
* ==== Main Loop ====
446
* ==== Done when KBOT falls below ILO ====
451
* ==== Locate active block ====
453
DO 10 K = KBOT, ILO + 1, -1
454
IF( H( K, K-1 ).EQ.ZERO )
461
* ==== Select deflation window size:
463
* . If possible and advisable, nibble the entire
464
* . active block. If not, use size MIN(NWR,NWMAX)
465
* . or MIN(NWR+1,NWMAX) depending upon which has
466
* . the smaller corresponding subdiagonal entry
469
* . Exceptional Case:
470
* . If there have been no deflations in KEXNW or
471
* . more iterations, then vary the deflation window
472
* . size. At first, because, larger windows are,
473
* . in general, more powerful than smaller ones,
474
* . rapidly increase the window to the maximum possible.
475
* . Then, gradually reduce the window size. ====
478
NWUPBD = MIN( NH, NWMAX )
479
IF( NDFL.LT.KEXNW ) THEN
480
NW = MIN( NWUPBD, NWR )
482
NW = MIN( NWUPBD, 2*NW )
484
IF( NW.LT.NWMAX ) THEN
485
IF( NW.GE.NH-1 ) THEN
488
KWTOP = KBOT - NW + 1
489
IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
490
$ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
493
IF( NDFL.LT.KEXNW ) THEN
495
ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
502
* ==== Aggressive early deflation:
503
* . split workspace under the subdiagonal into
504
* . - an nw-by-nw work array V in the lower
505
* . left-hand-corner,
506
* . - an NW-by-at-least-NW-but-more-is-better
507
* . (NW-by-NHO) horizontal work array along
509
* . - an at-least-NW-but-more-is-better (NHV-by-NW)
510
* . vertical work array along the left-hand-edge.
515
NHO = ( N-NW-1 ) - KT + 1
517
NVE = ( N-NW ) - KWV + 1
519
* ==== Aggressive early deflation ====
521
CALL SLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
522
$ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
523
$ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
526
* ==== Adjust KBOT accounting for new deflations. ====
530
* ==== KS points to the shifts. ====
534
* ==== Skip an expensive QR sweep if there is a (partly
535
* . heuristic) reason to expect that many eigenvalues
536
* . will deflate without it. Here, the QR sweep is
537
* . skipped if many eigenvalues have just been deflated
538
* . or if the remaining active block is small.
540
IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
541
$ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
543
* ==== NS = nominal number of simultaneous shifts.
544
* . This may be lowered (slightly) if SLAQR3
545
* . did not provide that many shifts. ====
547
NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
548
NS = NS - MOD( NS, 2 )
550
* ==== If there have been no deflations
551
* . in a multiple of KEXSH iterations,
552
* . then try exceptional shifts.
553
* . Otherwise use shifts provided by
554
* . SLAQR3 above or from the eigenvalues
555
* . of a trailing principal submatrix. ====
557
IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
559
DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
560
SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
561
AA = WILK1*SS + H( I, I )
565
CALL SLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
566
$ WR( I ), WI( I ), CS, SN )
568
IF( KS.EQ.KTOP ) THEN
569
WR( KS+1 ) = H( KS+1, KS+1 )
571
WR( KS ) = WR( KS+1 )
572
WI( KS ) = WI( KS+1 )
576
* ==== Got NS/2 or fewer shifts? Use SLAQR4 or
577
* . SLAHQR on a trailing principal submatrix to
578
* . get more. (Since NS.LE.NSMAX.LE.(N+6)/9,
579
* . there is enough space below the subdiagonal
580
* . to fit an NS-by-NS scratch array.) ====
582
IF( KBOT-KS+1.LE.NS / 2 ) THEN
585
CALL SLACPY( 'A', NS, NS, H( KS, KS ), LDH,
587
IF( NS.GT.NMIN ) THEN
588
CALL SLAQR4( .false., .false., NS, 1, NS,
589
$ H( KT, 1 ), LDH, WR( KS ),
590
$ WI( KS ), 1, 1, ZDUM, 1, WORK,
593
CALL SLAHQR( .false., .false., NS, 1, NS,
594
$ H( KT, 1 ), LDH, WR( KS ),
595
$ WI( KS ), 1, 1, ZDUM, 1, INF )
599
* ==== In case of a rare QR failure use
600
* . eigenvalues of the trailing 2-by-2
601
* . principal submatrix. ====
603
IF( KS.GE.KBOT ) THEN
604
AA = H( KBOT-1, KBOT-1 )
605
CC = H( KBOT, KBOT-1 )
606
BB = H( KBOT-1, KBOT )
608
CALL SLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
609
$ WI( KBOT-1 ), WR( KBOT ),
610
$ WI( KBOT ), CS, SN )
615
IF( KBOT-KS+1.GT.NS ) THEN
617
* ==== Sort the shifts (Helps a little)
618
* . Bubble sort keeps complex conjugate
619
* . pairs together. ====
622
DO 50 K = KBOT, KS + 1, -1
627
IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
628
$ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
644
* ==== Shuffle shifts into pairs of real shifts
645
* . and pairs of complex conjugate shifts
646
* . assuming complex conjugate shifts are
647
* . already adjacent to one another. (Yes,
650
DO 70 I = KBOT, KS + 2, -2
651
IF( WI( I ).NE.-WI( I-1 ) ) THEN
655
WR( I-1 ) = WR( I-2 )
660
WI( I-1 ) = WI( I-2 )
666
* ==== If there are only two shifts and both are
667
* . real, then use only one. ====
669
IF( KBOT-KS+1.EQ.2 ) THEN
670
IF( WI( KBOT ).EQ.ZERO ) THEN
671
IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
672
$ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
673
WR( KBOT-1 ) = WR( KBOT )
675
WR( KBOT ) = WR( KBOT-1 )
680
* ==== Use up to NS of the the smallest magnatiude
681
* . shifts. If there aren't NS shifts available,
682
* . then use them all, possibly dropping one to
683
* . make the number of shifts even. ====
685
NS = MIN( NS, KBOT-KS+1 )
686
NS = NS - MOD( NS, 2 )
689
* ==== Small-bulge multi-shift QR sweep:
690
* . split workspace under the subdiagonal into
691
* . - a KDU-by-KDU work array U in the lower
692
* . left-hand-corner,
693
* . - a KDU-by-at-least-KDU-but-more-is-better
694
* . (KDU-by-NHo) horizontal work array WH along
696
* . - and an at-least-KDU-but-more-is-better-by-KDU
697
* . (NVE-by-KDU) vertical work WV arrow along
698
* . the left-hand-edge. ====
703
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
705
NVE = N - KDU - KWV + 1
707
* ==== Small-bulge multi-shift QR sweep ====
709
CALL SLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
710
$ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
711
$ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
712
$ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
715
* ==== Note progress (or the lack of it). ====
723
* ==== End of main loop ====
726
* ==== Iteration limit exceeded. Set INFO to show where
727
* . the problem occurred and exit. ====
733
* ==== Return the optimal value of LWORK. ====
735
WORK( 1 ) = REAL( LWKOPT )
737
* ==== End of SLAQR0 ====