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dlaqr0.f
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*> \brief \b DLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLAQR0 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr0.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr0.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr0.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
* ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
*
* .. Scalar Arguments ..
* INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
* LOGICAL WANTT, WANTZ
* ..
* .. Array Arguments ..
* DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
* $ Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLAQR0 computes the eigenvalues of a Hessenberg matrix H
*> and, optionally, the matrices T and Z from the Schur decomposition
*> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
*> Schur form), and Z is the orthogonal matrix of Schur vectors.
*>
*> Optionally Z may be postmultiplied into an input orthogonal
*> matrix Q so that this routine can give the Schur factorization
*> of a matrix A which has been reduced to the Hessenberg form H
*> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] WANTT
*> \verbatim
*> WANTT is LOGICAL
*> = .TRUE. : the full Schur form T is required;
*> = .FALSE.: only eigenvalues are required.
*> \endverbatim
*>
*> \param[in] WANTZ
*> \verbatim
*> WANTZ is LOGICAL
*> = .TRUE. : the matrix of Schur vectors Z is required;
*> = .FALSE.: Schur vectors are not required.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix H. N >= 0.
*> \endverbatim
*>
*> \param[in] ILO
*> \verbatim
*> ILO is INTEGER
*> \endverbatim
*>
*> \param[in] IHI
*> \verbatim
*> IHI is INTEGER
*> It is assumed that H is already upper triangular in rows
*> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1,
*> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
*> previous call to DGEBAL, and then passed to DGEHRD when the
*> matrix output by DGEBAL is reduced to Hessenberg form.
*> Otherwise, ILO and IHI should be set to 1 and N,
*> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
*> If N = 0, then ILO = 1 and IHI = 0.
*> \endverbatim
*>
*> \param[in,out] H
*> \verbatim
*> H is DOUBLE PRECISION array, dimension (LDH,N)
*> On entry, the upper Hessenberg matrix H.
*> On exit, if INFO = 0 and WANTT is .TRUE., then H contains
*> the upper quasi-triangular matrix T from the Schur
*> decomposition (the Schur form); 2-by-2 diagonal blocks
*> (corresponding to complex conjugate pairs of eigenvalues)
*> are returned in standard form, with H(i,i) = H(i+1,i+1)
*> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is
*> .FALSE., then the contents of H are unspecified on exit.
*> (The output value of H when INFO > 0 is given under the
*> description of INFO below.)
*>
*> This subroutine may explicitly set H(i,j) = 0 for i > j and
*> j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
*> \endverbatim
*>
*> \param[in] LDH
*> \verbatim
*> LDH is INTEGER
*> The leading dimension of the array H. LDH >= max(1,N).
*> \endverbatim
*>
*> \param[out] WR
*> \verbatim
*> WR is DOUBLE PRECISION array, dimension (IHI)
*> \endverbatim
*>
*> \param[out] WI
*> \verbatim
*> WI is DOUBLE PRECISION array, dimension (IHI)
*> The real and imaginary parts, respectively, of the computed
*> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI)
*> and WI(ILO:IHI). If two eigenvalues are computed as a
*> complex conjugate pair, they are stored in consecutive
*> elements of WR and WI, say the i-th and (i+1)th, with
*> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then
*> the eigenvalues are stored in the same order as on the
*> diagonal of the Schur form returned in H, with
*> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal
*> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
*> WI(i+1) = -WI(i).
*> \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 <= ILO; IHI <= IHIZ <= N.
*> \endverbatim
*>
*> \param[in,out] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension (LDZ,IHI)
*> If WANTZ is .FALSE., then Z is not referenced.
*> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
*> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
*> orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
*> (The output value of Z when INFO > 0 is given under
*> the description of INFO below.)
*> \endverbatim
*>
*> \param[in] LDZ
*> \verbatim
*> LDZ is INTEGER
*> The leading dimension of the array Z. if WANTZ is .TRUE.
*> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension LWORK
*> On exit, if LWORK = -1, WORK(1) returns an estimate of
*> the optimal value for LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*> LWORK is INTEGER
*> The dimension of the array WORK. LWORK >= max(1,N)
*> is sufficient, but LWORK typically as large as 6*N may
*> be required for optimal performance. A workspace query
*> to determine the optimal workspace size is recommended.
*>
*> If LWORK = -1, then DLAQR0 does a workspace query.
*> In this case, DLAQR0 checks the input parameters and
*> estimates the optimal workspace size for the given
*> values of N, ILO and IHI. The estimate is returned
*> in WORK(1). No error message related to LWORK is
*> issued by XERBLA. Neither H nor Z are accessed.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> > 0: if INFO = i, DLAQR0 failed to compute all of
*> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
*> and WI contain those eigenvalues which have been
*> successfully computed. (Failures are rare.)
*>
*> If INFO > 0 and WANT is .FALSE., then on exit,
*> the remaining unconverged eigenvalues are the eigen-
*> values of the upper Hessenberg matrix rows and
*> columns ILO through INFO of the final, output
*> value of H.
*>
*> If INFO > 0 and WANTT is .TRUE., then on exit
*>
*> (*) (initial value of H)*U = U*(final value of H)
*>
*> where U is an orthogonal matrix. The final
*> value of H is upper Hessenberg and quasi-triangular
*> in rows and columns INFO+1 through IHI.
*>
*> If INFO > 0 and WANTZ is .TRUE., then on exit
*>
*> (final value of Z(ILO:IHI,ILOZ:IHIZ)
*> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
*>
*> where U is the orthogonal matrix in (*) (regard-
*> less of the value of WANTT.)
*>
*> If INFO > 0 and WANTZ is .FALSE., then Z is not
*> accessed.
*> \endverbatim
*
*> \par Contributors:
* ==================
*>
*> Karen Braman and Ralph Byers, Department of Mathematics,
*> University of Kansas, USA
*
*> \par References:
* ================
*>
*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
*> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
*> 929--947, 2002.
*> \n
*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
*> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
*> of Matrix Analysis, volume 23, pages 948--973, 2002.
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleOTHERauxiliary
*
* =====================================================================
SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
$ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )
*
* -- 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 IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N
LOGICAL WANTT, WANTZ
* ..
* .. Array Arguments ..
DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
$ Z( LDZ, * )
* ..
*
* ================================================================
*
* .. Parameters ..
*
* ==== Matrices of order NTINY or smaller must be processed by
* . DLAHQR because of insufficient subdiagonal scratch space.
* . (This is a hard limit.) ====
INTEGER NTINY
PARAMETER ( NTINY = 15 )
*
* ==== Exceptional deflation windows: try to cure rare
* . slow convergence by varying the size of the
* . deflation window after KEXNW iterations. ====
INTEGER KEXNW
PARAMETER ( KEXNW = 5 )
*
* ==== Exceptional shifts: try to cure rare slow convergence
* . with ad-hoc exceptional shifts every KEXSH iterations.
* . ====
INTEGER KEXSH
PARAMETER ( KEXSH = 6 )
*
* ==== The constants WILK1 and WILK2 are used to form the
* . exceptional shifts. ====
DOUBLE PRECISION WILK1, WILK2
PARAMETER ( WILK1 = 0.75d0, WILK2 = -0.4375d0 )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION AA, BB, CC, CS, DD, SN, SS, SWAP
INTEGER I, INF, IT, ITMAX, K, KACC22, KBOT, KDU, KS,
$ KT, KTOP, KU, KV, KWH, KWTOP, KWV, LD, LS,
$ LWKOPT, NDEC, NDFL, NH, NHO, NIBBLE, NMIN, NS,
$ NSMAX, NSR, NVE, NW, NWMAX, NWR, NWUPBD
LOGICAL SORTED
CHARACTER JBCMPZ*2
* ..
* .. External Functions ..
INTEGER ILAENV
EXTERNAL ILAENV
* ..
* .. Local Arrays ..
DOUBLE PRECISION ZDUM( 1, 1 )
* ..
* .. External Subroutines ..
EXTERNAL DLACPY, DLAHQR, DLANV2, DLAQR3, DLAQR4, DLAQR5
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, INT, MAX, MIN, MOD
* ..
* .. Executable Statements ..
INFO = 0
*
* ==== Quick return for N = 0: nothing to do. ====
*
IF( N.EQ.0 ) THEN
WORK( 1 ) = ONE
RETURN
END IF
*
IF( N.LE.NTINY ) THEN
*
* ==== Tiny matrices must use DLAHQR. ====
*
LWKOPT = 1
IF( LWORK.NE.-1 )
$ CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI,
$ ILOZ, IHIZ, Z, LDZ, INFO )
ELSE
*
* ==== Use small bulge multi-shift QR with aggressive early
* . deflation on larger-than-tiny matrices. ====
*
* ==== Hope for the best. ====
*
INFO = 0
*
* ==== Set up job flags for ILAENV. ====
*
IF( WANTT ) THEN
JBCMPZ( 1: 1 ) = 'S'
ELSE
JBCMPZ( 1: 1 ) = 'E'
END IF
IF( WANTZ ) THEN
JBCMPZ( 2: 2 ) = 'V'
ELSE
JBCMPZ( 2: 2 ) = 'N'
END IF
*
* ==== NWR = recommended deflation window size. At this
* . point, N .GT. NTINY = 15, so there is enough
* . subdiagonal workspace for NWR.GE.2 as required.
* . (In fact, there is enough subdiagonal space for
* . NWR.GE.4.) ====
*
NWR = ILAENV( 13, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
NWR = MAX( 2, NWR )
NWR = MIN( IHI-ILO+1, ( N-1 ) / 3, NWR )
*
* ==== NSR = recommended number of simultaneous shifts.
* . At this point N .GT. NTINY = 15, so there is at
* . enough subdiagonal workspace for NSR to be even
* . and greater than or equal to two as required. ====
*
NSR = ILAENV( 15, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
NSR = MIN( NSR, ( N-3 ) / 6, IHI-ILO )
NSR = MAX( 2, NSR-MOD( NSR, 2 ) )
*
* ==== Estimate optimal workspace ====
*
* ==== Workspace query call to DLAQR3 ====
*
CALL DLAQR3( WANTT, WANTZ, N, ILO, IHI, NWR+1, H, LDH, ILOZ,
$ IHIZ, Z, LDZ, LS, LD, WR, WI, H, LDH, N, H, LDH,
$ N, H, LDH, WORK, -1 )
*
* ==== Optimal workspace = MAX(DLAQR5, DLAQR3) ====
*
LWKOPT = MAX( 3*NSR / 2, INT( WORK( 1 ) ) )
*
* ==== Quick return in case of workspace query. ====
*
IF( LWORK.EQ.-1 ) THEN
WORK( 1 ) = DBLE( LWKOPT )
RETURN
END IF
*
* ==== DLAHQR/DLAQR0 crossover point ====
*
NMIN = ILAENV( 12, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
NMIN = MAX( NTINY, NMIN )
*
* ==== Nibble crossover point ====
*
NIBBLE = ILAENV( 14, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
NIBBLE = MAX( 0, NIBBLE )
*
* ==== Accumulate reflections during ttswp? Use block
* . 2-by-2 structure during matrix-matrix multiply? ====
*
KACC22 = ILAENV( 16, 'DLAQR0', JBCMPZ, N, ILO, IHI, LWORK )
KACC22 = MAX( 0, KACC22 )
KACC22 = MIN( 2, KACC22 )
*
* ==== NWMAX = the largest possible deflation window for
* . which there is sufficient workspace. ====
*
NWMAX = MIN( ( N-1 ) / 3, LWORK / 2 )
NW = NWMAX
*
* ==== NSMAX = the Largest number of simultaneous shifts
* . for which there is sufficient workspace. ====
*
NSMAX = MIN( ( N-3 ) / 6, 2*LWORK / 3 )
NSMAX = NSMAX - MOD( NSMAX, 2 )
*
* ==== NDFL: an iteration count restarted at deflation. ====
*
NDFL = 1
*
* ==== ITMAX = iteration limit ====
*
ITMAX = MAX( 30, 2*KEXSH )*MAX( 10, ( IHI-ILO+1 ) )
*
* ==== Last row and column in the active block ====
*
KBOT = IHI
*
* ==== Main Loop ====
*
DO 80 IT = 1, ITMAX
*
* ==== Done when KBOT falls below ILO ====
*
IF( KBOT.LT.ILO )
$ GO TO 90
*
* ==== Locate active block ====
*
DO 10 K = KBOT, ILO + 1, -1
IF( H( K, K-1 ).EQ.ZERO )
$ GO TO 20
10 CONTINUE
K = ILO
20 CONTINUE
KTOP = K
*
* ==== Select deflation window size:
* . Typical Case:
* . If possible and advisable, nibble the entire
* . active block. If not, use size MIN(NWR,NWMAX)
* . or MIN(NWR+1,NWMAX) depending upon which has
* . the smaller corresponding subdiagonal entry
* . (a heuristic).
* .
* . Exceptional Case:
* . If there have been no deflations in KEXNW or
* . more iterations, then vary the deflation window
* . size. At first, because, larger windows are,
* . in general, more powerful than smaller ones,
* . rapidly increase the window to the maximum possible.
* . Then, gradually reduce the window size. ====
*
NH = KBOT - KTOP + 1
NWUPBD = MIN( NH, NWMAX )
IF( NDFL.LT.KEXNW ) THEN
NW = MIN( NWUPBD, NWR )
ELSE
NW = MIN( NWUPBD, 2*NW )
END IF
IF( NW.LT.NWMAX ) THEN
IF( NW.GE.NH-1 ) THEN
NW = NH
ELSE
KWTOP = KBOT - NW + 1
IF( ABS( H( KWTOP, KWTOP-1 ) ).GT.
$ ABS( H( KWTOP-1, KWTOP-2 ) ) )NW = NW + 1
END IF
END IF
IF( NDFL.LT.KEXNW ) THEN
NDEC = -1
ELSE IF( NDEC.GE.0 .OR. NW.GE.NWUPBD ) THEN
NDEC = NDEC + 1
IF( NW-NDEC.LT.2 )
$ NDEC = 0
NW = NW - NDEC
END IF
*
* ==== Aggressive early deflation:
* . split workspace under the subdiagonal into
* . - an nw-by-nw work array V in the lower
* . left-hand-corner,
* . - an NW-by-at-least-NW-but-more-is-better
* . (NW-by-NHO) horizontal work array along
* . the bottom edge,
* . - an at-least-NW-but-more-is-better (NHV-by-NW)
* . vertical work array along the left-hand-edge.
* . ====
*
KV = N - NW + 1
KT = NW + 1
NHO = ( N-NW-1 ) - KT + 1
KWV = NW + 2
NVE = ( N-NW ) - KWV + 1
*
* ==== Aggressive early deflation ====
*
CALL DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
$ IHIZ, Z, LDZ, LS, LD, WR, WI, H( KV, 1 ), LDH,
$ NHO, H( KV, KT ), LDH, NVE, H( KWV, 1 ), LDH,
$ WORK, LWORK )
*
* ==== Adjust KBOT accounting for new deflations. ====
*
KBOT = KBOT - LD
*
* ==== KS points to the shifts. ====
*
KS = KBOT - LS + 1
*
* ==== Skip an expensive QR sweep if there is a (partly
* . heuristic) reason to expect that many eigenvalues
* . will deflate without it. Here, the QR sweep is
* . skipped if many eigenvalues have just been deflated
* . or if the remaining active block is small.
*
IF( ( LD.EQ.0 ) .OR. ( ( 100*LD.LE.NW*NIBBLE ) .AND. ( KBOT-
$ KTOP+1.GT.MIN( NMIN, NWMAX ) ) ) ) THEN
*
* ==== NS = nominal number of simultaneous shifts.
* . This may be lowered (slightly) if DLAQR3
* . did not provide that many shifts. ====
*
NS = MIN( NSMAX, NSR, MAX( 2, KBOT-KTOP ) )
NS = NS - MOD( NS, 2 )
*
* ==== If there have been no deflations
* . in a multiple of KEXSH iterations,
* . then try exceptional shifts.
* . Otherwise use shifts provided by
* . DLAQR3 above or from the eigenvalues
* . of a trailing principal submatrix. ====
*
IF( MOD( NDFL, KEXSH ).EQ.0 ) THEN
KS = KBOT - NS + 1
DO 30 I = KBOT, MAX( KS+1, KTOP+2 ), -2
SS = ABS( H( I, I-1 ) ) + ABS( H( I-1, I-2 ) )
AA = WILK1*SS + H( I, I )
BB = SS
CC = WILK2*SS
DD = AA
CALL DLANV2( AA, BB, CC, DD, WR( I-1 ), WI( I-1 ),
$ WR( I ), WI( I ), CS, SN )
30 CONTINUE
IF( KS.EQ.KTOP ) THEN
WR( KS+1 ) = H( KS+1, KS+1 )
WI( KS+1 ) = ZERO
WR( KS ) = WR( KS+1 )
WI( KS ) = WI( KS+1 )
END IF
ELSE
*
* ==== Got NS/2 or fewer shifts? Use DLAQR4 or
* . DLAHQR on a trailing principal submatrix to
* . get more. (Since NS.LE.NSMAX.LE.(N-3)/6,
* . there is enough space below the subdiagonal
* . to fit an NS-by-NS scratch array.) ====
*
IF( KBOT-KS+1.LE.NS / 2 ) THEN
KS = KBOT - NS + 1
KT = N - NS + 1
CALL DLACPY( 'A', NS, NS, H( KS, KS ), LDH,
$ H( KT, 1 ), LDH )
IF( NS.GT.NMIN ) THEN
CALL DLAQR4( .false., .false., NS, 1, NS,
$ H( KT, 1 ), LDH, WR( KS ),
$ WI( KS ), 1, 1, ZDUM, 1, WORK,
$ LWORK, INF )
ELSE
CALL DLAHQR( .false., .false., NS, 1, NS,
$ H( KT, 1 ), LDH, WR( KS ),
$ WI( KS ), 1, 1, ZDUM, 1, INF )
END IF
KS = KS + INF
*
* ==== In case of a rare QR failure use
* . eigenvalues of the trailing 2-by-2
* . principal submatrix. ====
*
IF( KS.GE.KBOT ) THEN
AA = H( KBOT-1, KBOT-1 )
CC = H( KBOT, KBOT-1 )
BB = H( KBOT-1, KBOT )
DD = H( KBOT, KBOT )
CALL DLANV2( AA, BB, CC, DD, WR( KBOT-1 ),
$ WI( KBOT-1 ), WR( KBOT ),
$ WI( KBOT ), CS, SN )
KS = KBOT - 1
END IF
END IF
*
IF( KBOT-KS+1.GT.NS ) THEN
*
* ==== Sort the shifts (Helps a little)
* . Bubble sort keeps complex conjugate
* . pairs together. ====
*
SORTED = .false.
DO 50 K = KBOT, KS + 1, -1
IF( SORTED )
$ GO TO 60
SORTED = .true.
DO 40 I = KS, K - 1
IF( ABS( WR( I ) )+ABS( WI( I ) ).LT.
$ ABS( WR( I+1 ) )+ABS( WI( I+1 ) ) ) THEN
SORTED = .false.
*
SWAP = WR( I )
WR( I ) = WR( I+1 )
WR( I+1 ) = SWAP
*
SWAP = WI( I )
WI( I ) = WI( I+1 )
WI( I+1 ) = SWAP
END IF
40 CONTINUE
50 CONTINUE
60 CONTINUE
END IF
*
* ==== Shuffle shifts into pairs of real shifts
* . and pairs of complex conjugate shifts
* . assuming complex conjugate shifts are
* . already adjacent to one another. (Yes,
* . they are.) ====
*
DO 70 I = KBOT, KS + 2, -2
IF( WI( I ).NE.-WI( I-1 ) ) THEN
*
SWAP = WR( I )
WR( I ) = WR( I-1 )
WR( I-1 ) = WR( I-2 )
WR( I-2 ) = SWAP
*
SWAP = WI( I )
WI( I ) = WI( I-1 )
WI( I-1 ) = WI( I-2 )
WI( I-2 ) = SWAP
END IF
70 CONTINUE
END IF
*
* ==== If there are only two shifts and both are
* . real, then use only one. ====
*
IF( KBOT-KS+1.EQ.2 ) THEN
IF( WI( KBOT ).EQ.ZERO ) THEN
IF( ABS( WR( KBOT )-H( KBOT, KBOT ) ).LT.
$ ABS( WR( KBOT-1 )-H( KBOT, KBOT ) ) ) THEN
WR( KBOT-1 ) = WR( KBOT )
ELSE
WR( KBOT ) = WR( KBOT-1 )
END IF
END IF
END IF
*
* ==== Use up to NS of the the smallest magnitude
* . shifts. If there aren't NS shifts available,
* . then use them all, possibly dropping one to
* . make the number of shifts even. ====
*
NS = MIN( NS, KBOT-KS+1 )
NS = NS - MOD( NS, 2 )
KS = KBOT - NS + 1
*
* ==== Small-bulge multi-shift QR sweep:
* . split workspace under the subdiagonal into
* . - a KDU-by-KDU work array U in the lower
* . left-hand-corner,
* . - a KDU-by-at-least-KDU-but-more-is-better
* . (KDU-by-NHo) horizontal work array WH along
* . the bottom edge,
* . - and an at-least-KDU-but-more-is-better-by-KDU
* . (NVE-by-KDU) vertical work WV arrow along
* . the left-hand-edge. ====
*
KDU = 2*NS
KU = N - KDU + 1
KWH = KDU + 1
NHO = ( N-KDU+1-4 ) - ( KDU+1 ) + 1
KWV = KDU + 4
NVE = N - KDU - KWV + 1
*
* ==== Small-bulge multi-shift QR sweep ====
*
CALL DLAQR5( WANTT, WANTZ, KACC22, N, KTOP, KBOT, NS,
$ WR( KS ), WI( KS ), H, LDH, ILOZ, IHIZ, Z,
$ LDZ, WORK, 3, H( KU, 1 ), LDH, NVE,
$ H( KWV, 1 ), LDH, NHO, H( KU, KWH ), LDH )
END IF
*
* ==== Note progress (or the lack of it). ====
*
IF( LD.GT.0 ) THEN
NDFL = 1
ELSE
NDFL = NDFL + 1
END IF
*
* ==== End of main loop ====
80 CONTINUE
*
* ==== Iteration limit exceeded. Set INFO to show where
* . the problem occurred and exit. ====
*
INFO = KBOT
90 CONTINUE
END IF
*
* ==== Return the optimal value of LWORK. ====
*
WORK( 1 ) = DBLE( LWKOPT )
*
* ==== End of DLAQR0 ====
*
END