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claqr2.f
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*> \brief \b CLAQR2 performs the unitary similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CLAQR2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claqr2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claqr2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claqr2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
* IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
* NV, WV, LDWV, WORK, LWORK )
*
* .. Scalar Arguments ..
* INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
* $ LDZ, LWORK, N, ND, NH, NS, NV, NW
* LOGICAL WANTT, WANTZ
* ..
* .. Array Arguments ..
* COMPLEX H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
* $ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CLAQR2 is identical to CLAQR3 except that it avoids
*> recursion by calling CLAHQR instead of CLAQR4.
*>
*> Aggressive early deflation:
*>
*> This subroutine accepts as input an upper Hessenberg matrix
*> H and performs an unitary similarity transformation
*> designed to detect and deflate fully converged eigenvalues from
*> a trailing principal submatrix. On output H has been over-
*> written by a new Hessenberg matrix that is a perturbation of
*> an unitary similarity transformation of H. It is to be
*> hoped that the final version of H has many zero subdiagonal
*> entries.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] WANTT
*> \verbatim
*> WANTT is LOGICAL
*> If .TRUE., then the Hessenberg matrix H is fully updated
*> so that the triangular Schur factor may be
*> computed (in cooperation with the calling subroutine).
*> If .FALSE., then only enough of H is updated to preserve
*> the eigenvalues.
*> \endverbatim
*>
*> \param[in] WANTZ
*> \verbatim
*> WANTZ is LOGICAL
*> If .TRUE., then the unitary matrix Z is updated so
*> so that the unitary Schur factor may be computed
*> (in cooperation with the calling subroutine).
*> If .FALSE., then Z is not referenced.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix H and (if WANTZ is .TRUE.) the
*> order of the unitary matrix Z.
*> \endverbatim
*>
*> \param[in] KTOP
*> \verbatim
*> KTOP is INTEGER
*> It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
*> KBOT and KTOP together determine an isolated block
*> along the diagonal of the Hessenberg matrix.
*> \endverbatim
*>
*> \param[in] KBOT
*> \verbatim
*> KBOT is INTEGER
*> It is assumed without a check that either
*> KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together
*> determine an isolated block along the diagonal of the
*> Hessenberg matrix.
*> \endverbatim
*>
*> \param[in] NW
*> \verbatim
*> NW is INTEGER
*> Deflation window size. 1 <= NW <= (KBOT-KTOP+1).
*> \endverbatim
*>
*> \param[in,out] H
*> \verbatim
*> H is COMPLEX array, dimension (LDH,N)
*> On input the initial N-by-N section of H stores the
*> Hessenberg matrix undergoing aggressive early deflation.
*> On output H has been transformed by a unitary
*> similarity transformation, perturbed, and the returned
*> to Hessenberg form that (it is to be hoped) has some
*> zero subdiagonal entries.
*> \endverbatim
*>
*> \param[in] LDH
*> \verbatim
*> LDH is INTEGER
*> Leading dimension of H just as declared in the calling
*> subroutine. N <= LDH
*> \endverbatim
*>
*> \param[in] ILOZ
*> \verbatim
*> ILOZ is INTEGER
*> \endverbatim
*>
*> \param[in] IHIZ
*> \verbatim
*> IHIZ is INTEGER
*> Specify the rows of Z to which transformations must be
*> applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N.
*> \endverbatim
*>
*> \param[in,out] Z
*> \verbatim
*> Z is COMPLEX array, dimension (LDZ,N)
*> IF WANTZ is .TRUE., then on output, the unitary
*> similarity transformation mentioned above has been
*> accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right.
*> If WANTZ is .FALSE., then Z is unreferenced.
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*> LDZ is INTEGER
*> The leading dimension of Z just as declared in the
*> calling subroutine. 1 <= LDZ.
*> \endverbatim
*>
*> \param[out] NS
*> \verbatim
*> NS is INTEGER
*> The number of unconverged (ie approximate) eigenvalues
*> returned in SR and SI that may be used as shifts by the
*> calling subroutine.
*> \endverbatim
*>
*> \param[out] ND
*> \verbatim
*> ND is INTEGER
*> The number of converged eigenvalues uncovered by this
*> subroutine.
*> \endverbatim
*>
*> \param[out] SH
*> \verbatim
*> SH is COMPLEX array, dimension (KBOT)
*> On output, approximate eigenvalues that may
*> be used for shifts are stored in SH(KBOT-ND-NS+1)
*> through SR(KBOT-ND). Converged eigenvalues are
*> stored in SH(KBOT-ND+1) through SH(KBOT).
*> \endverbatim
*>
*> \param[out] V
*> \verbatim
*> V is COMPLEX array, dimension (LDV,NW)
*> An NW-by-NW work array.
*> \endverbatim
*>
*> \param[in] LDV
*> \verbatim
*> LDV is INTEGER
*> The leading dimension of V just as declared in the
*> calling subroutine. NW <= LDV
*> \endverbatim
*>
*> \param[in] NH
*> \verbatim
*> NH is INTEGER
*> The number of columns of T. NH >= NW.
*> \endverbatim
*>
*> \param[out] T
*> \verbatim
*> T is COMPLEX array, dimension (LDT,NW)
*> \endverbatim
*>
*> \param[in] LDT
*> \verbatim
*> LDT is INTEGER
*> The leading dimension of T just as declared in the
*> calling subroutine. NW <= LDT
*> \endverbatim
*>
*> \param[in] NV
*> \verbatim
*> NV is INTEGER
*> The number of rows of work array WV available for
*> workspace. NV >= NW.
*> \endverbatim
*>
*> \param[out] WV
*> \verbatim
*> WV is COMPLEX array, dimension (LDWV,NW)
*> \endverbatim
*>
*> \param[in] LDWV
*> \verbatim
*> LDWV is INTEGER
*> The leading dimension of W just as declared in the
*> calling subroutine. NW <= LDV
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (LWORK)
*> On exit, WORK(1) is set to an estimate of the optimal value
*> of LWORK for the given values of N, NW, KTOP and KBOT.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the work array WORK. LWORK = 2*NW
*> suffices, but greater efficiency may result from larger
*> values of LWORK.
*>
*> If LWORK = -1, then a workspace query is assumed; CLAQR2
*> only estimates the optimal workspace size for the given
*> values of N, NW, KTOP and KBOT. The estimate is returned
*> in WORK(1). No error message related to LWORK is issued
*> by XERBLA. Neither H nor Z are accessed.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complexOTHERauxiliary
*
*> \par Contributors:
* ==================
*>
*> Karen Braman and Ralph Byers, Department of Mathematics,
*> University of Kansas, USA
*>
* =====================================================================
SUBROUTINE CLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
$ IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT,
$ NV, WV, LDWV, WORK, LWORK )
*
* -- LAPACK auxiliary routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
$ LDZ, LWORK, N, ND, NH, NS, NV, NW
LOGICAL WANTT, WANTZ
* ..
* .. Array Arguments ..
COMPLEX H( LDH, * ), SH( * ), T( LDT, * ), V( LDV, * ),
$ WORK( * ), WV( LDWV, * ), Z( LDZ, * )
* ..
*
* ================================================================
*
* .. Parameters ..
COMPLEX ZERO, ONE
PARAMETER ( ZERO = ( 0.0e0, 0.0e0 ),
$ ONE = ( 1.0e0, 0.0e0 ) )
REAL RZERO, RONE
PARAMETER ( RZERO = 0.0e0, RONE = 1.0e0 )
* ..
* .. Local Scalars ..
COMPLEX BETA, CDUM, S, TAU
REAL FOO, SAFMAX, SAFMIN, SMLNUM, ULP
INTEGER I, IFST, ILST, INFO, INFQR, J, JW, KCOL, KLN,
$ KNT, KROW, KWTOP, LTOP, LWK1, LWK2, LWKOPT
* ..
* .. External Functions ..
REAL SLAMCH
EXTERNAL SLAMCH
* ..
* .. External Subroutines ..
EXTERNAL CCOPY, CGEHRD, CGEMM, CLACPY, CLAHQR, CLARF,
$ CLARFG, CLASET, CTREXC, CUNMHR
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, AIMAG, CMPLX, CONJG, INT, MAX, MIN, REAL
* ..
* .. Statement Functions ..
REAL CABS1
* ..
* .. Statement Function definitions ..
CABS1( CDUM ) = ABS( REAL( CDUM ) ) + ABS( AIMAG( CDUM ) )
* ..
* .. Executable Statements ..
*
* ==== Estimate optimal workspace. ====
*
JW = MIN( NW, KBOT-KTOP+1 )
IF( JW.LE.2 ) THEN
LWKOPT = 1
ELSE
*
* ==== Workspace query call to CGEHRD ====
*
CALL CGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
LWK1 = INT( WORK( 1 ) )
*
* ==== Workspace query call to CUNMHR ====
*
CALL CUNMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
$ WORK, -1, INFO )
LWK2 = INT( WORK( 1 ) )
*
* ==== Optimal workspace ====
*
LWKOPT = JW + MAX( LWK1, LWK2 )
END IF
*
* ==== Quick return in case of workspace query. ====
*
IF( LWORK.EQ.-1 ) THEN
WORK( 1 ) = CMPLX( LWKOPT, 0 )
RETURN
END IF
*
* ==== Nothing to do ...
* ... for an empty active block ... ====
NS = 0
ND = 0
WORK( 1 ) = ONE
IF( KTOP.GT.KBOT )
$ RETURN
* ... nor for an empty deflation window. ====
IF( NW.LT.1 )
$ RETURN
*
* ==== Machine constants ====
*
SAFMIN = SLAMCH( 'SAFE MINIMUM' )
SAFMAX = RONE / SAFMIN
ULP = SLAMCH( 'PRECISION' )
SMLNUM = SAFMIN*( REAL( N ) / ULP )
*
* ==== Setup deflation window ====
*
JW = MIN( NW, KBOT-KTOP+1 )
KWTOP = KBOT - JW + 1
IF( KWTOP.EQ.KTOP ) THEN
S = ZERO
ELSE
S = H( KWTOP, KWTOP-1 )
END IF
*
IF( KBOT.EQ.KWTOP ) THEN
*
* ==== 1-by-1 deflation window: not much to do ====
*
SH( KWTOP ) = H( KWTOP, KWTOP )
NS = 1
ND = 0
IF( CABS1( S ).LE.MAX( SMLNUM, ULP*CABS1( H( KWTOP,
$ KWTOP ) ) ) ) THEN
NS = 0
ND = 1
IF( KWTOP.GT.KTOP )
$ H( KWTOP, KWTOP-1 ) = ZERO
END IF
WORK( 1 ) = ONE
RETURN
END IF
*
* ==== Convert to spike-triangular form. (In case of a
* . rare QR failure, this routine continues to do
* . aggressive early deflation using that part of
* . the deflation window that converged using INFQR
* . here and there to keep track.) ====
*
CALL CLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
CALL CCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
*
CALL CLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
CALL CLAHQR( .true., .true., JW, 1, JW, T, LDT, SH( KWTOP ), 1,
$ JW, V, LDV, INFQR )
*
* ==== Deflation detection loop ====
*
NS = JW
ILST = INFQR + 1
DO 10 KNT = INFQR + 1, JW
*
* ==== Small spike tip deflation test ====
*
FOO = CABS1( T( NS, NS ) )
IF( FOO.EQ.RZERO )
$ FOO = CABS1( S )
IF( CABS1( S )*CABS1( V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) )
$ THEN
*
* ==== One more converged eigenvalue ====
*
NS = NS - 1
ELSE
*
* ==== One undeflatable eigenvalue. Move it up out of the
* . way. (CTREXC can not fail in this case.) ====
*
IFST = NS
CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
ILST = ILST + 1
END IF
10 CONTINUE
*
* ==== Return to Hessenberg form ====
*
IF( NS.EQ.0 )
$ S = ZERO
*
IF( NS.LT.JW ) THEN
*
* ==== sorting the diagonal of T improves accuracy for
* . graded matrices. ====
*
DO 30 I = INFQR + 1, NS
IFST = I
DO 20 J = I + 1, NS
IF( CABS1( T( J, J ) ).GT.CABS1( T( IFST, IFST ) ) )
$ IFST = J
20 CONTINUE
ILST = I
IF( IFST.NE.ILST )
$ CALL CTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, INFO )
30 CONTINUE
END IF
*
* ==== Restore shift/eigenvalue array from T ====
*
DO 40 I = INFQR + 1, JW
SH( KWTOP+I-1 ) = T( I, I )
40 CONTINUE
*
*
IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
*
* ==== Reflect spike back into lower triangle ====
*
CALL CCOPY( NS, V, LDV, WORK, 1 )
DO 50 I = 1, NS
WORK( I ) = CONJG( WORK( I ) )
50 CONTINUE
BETA = WORK( 1 )
CALL CLARFG( NS, BETA, WORK( 2 ), 1, TAU )
WORK( 1 ) = ONE
*
CALL CLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
*
CALL CLARF( 'L', NS, JW, WORK, 1, CONJG( TAU ), T, LDT,
$ WORK( JW+1 ) )
CALL CLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
$ WORK( JW+1 ) )
CALL CLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
$ WORK( JW+1 ) )
*
CALL CGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
$ LWORK-JW, INFO )
END IF
*
* ==== Copy updated reduced window into place ====
*
IF( KWTOP.GT.1 )
$ H( KWTOP, KWTOP-1 ) = S*CONJG( V( 1, 1 ) )
CALL CLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
CALL CCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
$ LDH+1 )
*
* ==== Accumulate orthogonal matrix in order update
* . H and Z, if requested. ====
*
IF( NS.GT.1 .AND. S.NE.ZERO )
$ CALL CUNMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
$ WORK( JW+1 ), LWORK-JW, INFO )
*
* ==== Update vertical slab in H ====
*
IF( WANTT ) THEN
LTOP = 1
ELSE
LTOP = KTOP
END IF
DO 60 KROW = LTOP, KWTOP - 1, NV
KLN = MIN( NV, KWTOP-KROW )
CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
$ LDH, V, LDV, ZERO, WV, LDWV )
CALL CLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
60 CONTINUE
*
* ==== Update horizontal slab in H ====
*
IF( WANTT ) THEN
DO 70 KCOL = KBOT + 1, N, NH
KLN = MIN( NH, N-KCOL+1 )
CALL CGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
$ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
CALL CLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
$ LDH )
70 CONTINUE
END IF
*
* ==== Update vertical slab in Z ====
*
IF( WANTZ ) THEN
DO 80 KROW = ILOZ, IHIZ, NV
KLN = MIN( NV, IHIZ-KROW+1 )
CALL CGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
$ LDZ, V, LDV, ZERO, WV, LDWV )
CALL CLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
$ LDZ )
80 CONTINUE
END IF
END IF
*
* ==== Return the number of deflations ... ====
*
ND = JW - NS
*
* ==== ... and the number of shifts. (Subtracting
* . INFQR from the spike length takes care
* . of the case of a rare QR failure while
* . calculating eigenvalues of the deflation
* . window.) ====
*
NS = NS - INFQR
*
* ==== Return optimal workspace. ====
*
WORK( 1 ) = CMPLX( LWKOPT, 0 )
*
* ==== End of CLAQR2 ====
*
END