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dlaqr2.f
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*> \brief \b DLAQR2 performs the orthogonal 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 DLAQR2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlaqr2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlaqr2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
* IHIZ, Z, LDZ, NS, ND, SR, SI, 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 ..
* DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
* $ V( LDV, * ), WORK( * ), WV( LDWV, * ),
* $ Z( LDZ, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLAQR2 is identical to DLAQR3 except that it avoids
*> recursion by calling DLAHQR instead of DLAQR4.
*>
*> Aggressive early deflation:
*>
*> This subroutine accepts as input an upper Hessenberg matrix
*> H and performs an orthogonal 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 orthogonal 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 quasi-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 orthogonal matrix Z is updated so
*> so that the orthogonal 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 orthogonal 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 DOUBLE PRECISION 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 an orthogonal
*> 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 DOUBLE PRECISION array, dimension (LDZ,N)
*> IF WANTZ is .TRUE., then on output, the orthogonal
*> 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] SR
*> \verbatim
*> SR is DOUBLE PRECISION array, dimension (KBOT)
*> \endverbatim
*>
*> \param[out] SI
*> \verbatim
*> SI is DOUBLE PRECISION array, dimension (KBOT)
*> On output, the real and imaginary parts of approximate
*> eigenvalues that may be used for shifts are stored in
*> SR(KBOT-ND-NS+1) through SR(KBOT-ND) and
*> SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively.
*> The real and imaginary parts of converged eigenvalues
*> are stored in SR(KBOT-ND+1) through SR(KBOT) and
*> SI(KBOT-ND+1) through SI(KBOT), respectively.
*> \endverbatim
*>
*> \param[out] V
*> \verbatim
*> V is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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; DLAQR2
*> 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.
*
*> \date June 2017
*
*> \ingroup doubleOTHERauxiliary
*
*> \par Contributors:
* ==================
*>
*> Karen Braman and Ralph Byers, Department of Mathematics,
*> University of Kansas, USA
*>
* =====================================================================
SUBROUTINE DLAQR2( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
$ IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
$ LDT, NV, WV, LDWV, WORK, LWORK )
*
* -- LAPACK auxiliary routine (version 3.7.1) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* June 2017
*
* .. Scalar Arguments ..
INTEGER IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
$ LDZ, LWORK, N, ND, NH, NS, NV, NW
LOGICAL WANTT, WANTZ
* ..
* .. Array Arguments ..
DOUBLE PRECISION H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
$ V( LDV, * ), WORK( * ), WV( LDWV, * ),
$ Z( LDZ, * )
* ..
*
* ================================================================
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
$ SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
INTEGER I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
$ KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2,
$ LWKOPT
LOGICAL BULGE, SORTED
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH
* ..
* .. External Subroutines ..
EXTERNAL DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
$ DLANV2, DLARF, DLARFG, DLASET, DORMHR, DTREXC
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, INT, MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* ==== Estimate optimal workspace. ====
*
JW = MIN( NW, KBOT-KTOP+1 )
IF( JW.LE.2 ) THEN
LWKOPT = 1
ELSE
*
* ==== Workspace query call to DGEHRD ====
*
CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
LWK1 = INT( WORK( 1 ) )
*
* ==== Workspace query call to DORMHR ====
*
CALL DORMHR( '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 ) = DBLE( LWKOPT )
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 = DLAMCH( 'SAFE MINIMUM' )
SAFMAX = ONE / SAFMIN
CALL DLABAD( SAFMIN, SAFMAX )
ULP = DLAMCH( 'PRECISION' )
SMLNUM = SAFMIN*( DBLE( 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 ====
*
SR( KWTOP ) = H( KWTOP, KWTOP )
SI( KWTOP ) = ZERO
NS = 1
ND = 0
IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( 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 DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
*
CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
$ SI( KWTOP ), 1, JW, V, LDV, INFQR )
*
* ==== DTREXC needs a clean margin near the diagonal ====
*
DO 10 J = 1, JW - 3
T( J+2, J ) = ZERO
T( J+3, J ) = ZERO
10 CONTINUE
IF( JW.GT.2 )
$ T( JW, JW-2 ) = ZERO
*
* ==== Deflation detection loop ====
*
NS = JW
ILST = INFQR + 1
20 CONTINUE
IF( ILST.LE.NS ) THEN
IF( NS.EQ.1 ) THEN
BULGE = .FALSE.
ELSE
BULGE = T( NS, NS-1 ).NE.ZERO
END IF
*
* ==== Small spike tip test for deflation ====
*
IF( .NOT.BULGE ) THEN
*
* ==== Real eigenvalue ====
*
FOO = ABS( T( NS, NS ) )
IF( FOO.EQ.ZERO )
$ FOO = ABS( S )
IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
*
* ==== Deflatable ====
*
NS = NS - 1
ELSE
*
* ==== Undeflatable. Move it up out of the way.
* . (DTREXC can not fail in this case.) ====
*
IFST = NS
CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
$ INFO )
ILST = ILST + 1
END IF
ELSE
*
* ==== Complex conjugate pair ====
*
FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
$ SQRT( ABS( T( NS-1, NS ) ) )
IF( FOO.EQ.ZERO )
$ FOO = ABS( S )
IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
$ MAX( SMLNUM, ULP*FOO ) ) THEN
*
* ==== Deflatable ====
*
NS = NS - 2
ELSE
*
* ==== Undeflatable. Move them up out of the way.
* . Fortunately, DTREXC does the right thing with
* . ILST in case of a rare exchange failure. ====
*
IFST = NS
CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
$ INFO )
ILST = ILST + 2
END IF
END IF
*
* ==== End deflation detection loop ====
*
GO TO 20
END IF
*
* ==== Return to Hessenberg form ====
*
IF( NS.EQ.0 )
$ S = ZERO
*
IF( NS.LT.JW ) THEN
*
* ==== sorting diagonal blocks of T improves accuracy for
* . graded matrices. Bubble sort deals well with
* . exchange failures. ====
*
SORTED = .false.
I = NS + 1
30 CONTINUE
IF( SORTED )
$ GO TO 50
SORTED = .true.
*
KEND = I - 1
I = INFQR + 1
IF( I.EQ.NS ) THEN
K = I + 1
ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
K = I + 1
ELSE
K = I + 2
END IF
40 CONTINUE
IF( K.LE.KEND ) THEN
IF( K.EQ.I+1 ) THEN
EVI = ABS( T( I, I ) )
ELSE
EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
$ SQRT( ABS( T( I, I+1 ) ) )
END IF
*
IF( K.EQ.KEND ) THEN
EVK = ABS( T( K, K ) )
ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
EVK = ABS( T( K, K ) )
ELSE
EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
$ SQRT( ABS( T( K, K+1 ) ) )
END IF
*
IF( EVI.GE.EVK ) THEN
I = K
ELSE
SORTED = .false.
IFST = I
ILST = K
CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
$ INFO )
IF( INFO.EQ.0 ) THEN
I = ILST
ELSE
I = K
END IF
END IF
IF( I.EQ.KEND ) THEN
K = I + 1
ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
K = I + 1
ELSE
K = I + 2
END IF
GO TO 40
END IF
GO TO 30
50 CONTINUE
END IF
*
* ==== Restore shift/eigenvalue array from T ====
*
I = JW
60 CONTINUE
IF( I.GE.INFQR+1 ) THEN
IF( I.EQ.INFQR+1 ) THEN
SR( KWTOP+I-1 ) = T( I, I )
SI( KWTOP+I-1 ) = ZERO
I = I - 1
ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
SR( KWTOP+I-1 ) = T( I, I )
SI( KWTOP+I-1 ) = ZERO
I = I - 1
ELSE
AA = T( I-1, I-1 )
CC = T( I, I-1 )
BB = T( I-1, I )
DD = T( I, I )
CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
$ SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
$ SI( KWTOP+I-1 ), CS, SN )
I = I - 2
END IF
GO TO 60
END IF
*
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 DCOPY( NS, V, LDV, WORK, 1 )
BETA = WORK( 1 )
CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
WORK( 1 ) = ONE
*
CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
*
CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
$ WORK( JW+1 ) )
CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
$ WORK( JW+1 ) )
CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
$ WORK( JW+1 ) )
*
CALL DGEHRD( 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*V( 1, 1 )
CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
CALL DCOPY( 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 DORMHR( '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 70 KROW = LTOP, KWTOP - 1, NV
KLN = MIN( NV, KWTOP-KROW )
CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
$ LDH, V, LDV, ZERO, WV, LDWV )
CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
70 CONTINUE
*
* ==== Update horizontal slab in H ====
*
IF( WANTT ) THEN
DO 80 KCOL = KBOT + 1, N, NH
KLN = MIN( NH, N-KCOL+1 )
CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
$ H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
$ LDH )
80 CONTINUE
END IF
*
* ==== Update vertical slab in Z ====
*
IF( WANTZ ) THEN
DO 90 KROW = ILOZ, IHIZ, NV
KLN = MIN( NV, IHIZ-KROW+1 )
CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
$ LDZ, V, LDV, ZERO, WV, LDWV )
CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
$ LDZ )
90 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 ) = DBLE( LWKOPT )
*
* ==== End of DLAQR2 ====
*
END