File: dlahqr.c

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/* ../../../dependencies/lapack/src/dlahqr.f -- translated by f2c (version 20061008).
   You must link the resulting object file with libf2c:
	on Microsoft Windows system, link with libf2c.lib;
	on Linux or Unix systems, link with .../path/to/libf2c.a -lm
	or, if you install libf2c.a in a standard place, with -lf2c -lm
	-- in that order, at the end of the command line, as in
		cc *.o -lf2c -lm
	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,

		http://www.netlib.org/f2c/libf2c.zip
*/

#include "f2c.h"

/* Table of constant values */

static integer c__1 = 1;

/* Subroutine */ int dlahqr_(logical *wantt, logical *wantz, integer *n, 
	integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal 
	*wr, doublereal *wi, integer *iloz, integer *ihiz, doublereal *z__, 
	integer *ldz, integer *info)
{
    /* System generated locals */
    integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2, i__3, i__4;
    doublereal d__1, d__2;

    /* Builtin functions */
    double sqrt(doublereal), d_sign(doublereal *, doublereal *);

    /* Local variables */
    static integer i__, j, k, l, m;
    static doublereal s, v[3];
    static integer i1, i2;
    static doublereal t1, t2, t3, v1, v2, v3, h00, h10, h11, h12, h21, h22, 
	    h33, h44;
    static integer nh;
    static doublereal cs;
    static integer nr;
    static doublereal sn;
    static integer nz;
    static doublereal ave, h33s, h44s;
    static integer itn, its;
    static doublereal ulp, sum, tst1, h43h34, disc, unfl, ovfl;
    extern /* Subroutine */ int drot_(integer *, doublereal *, integer *, 
	    doublereal *, integer *, doublereal *, doublereal *);
    static doublereal work[1];
    extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *, 
	    doublereal *, integer *), dlanv2_(doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *, 
	    doublereal *, doublereal *, doublereal *, doublereal *), dlabad_(
	    doublereal *, doublereal *);
    extern doublereal dlamch_(char *, ftnlen);
    extern /* Subroutine */ int dlarfg_(integer *, doublereal *, doublereal *,
	     integer *, doublereal *);
    extern doublereal dlanhs_(char *, integer *, doublereal *, integer *, 
	    doublereal *, ftnlen);
    static doublereal smlnum;


/*  -- LAPACK auxiliary routine (version 3.0) -- */
/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/*     Courant Institute, Argonne National Lab, and Rice University */
/*     June 30, 1999 */

/*     .. Scalar Arguments .. */
/*     .. */
/*     .. Array Arguments .. */
/*     .. */

/*  Purpose */
/*  ======= */

/*  DLAHQR is an auxiliary routine called by DHSEQR to update the */
/*  eigenvalues and Schur decomposition already computed by DHSEQR, by */
/*  dealing with the Hessenberg submatrix in rows and columns ILO to IHI. */

/*  Arguments */
/*  ========= */

/*  WANTT   (input) LOGICAL */
/*          = .TRUE. : the full Schur form T is required; */
/*          = .FALSE.: only eigenvalues are required. */

/*  WANTZ   (input) LOGICAL */
/*          = .TRUE. : the matrix of Schur vectors Z is required; */
/*          = .FALSE.: Schur vectors are not required. */

/*  N       (input) INTEGER */
/*          The order of the matrix H.  N >= 0. */

/*  ILO     (input) INTEGER */
/*  IHI     (input) INTEGER */
/*          It is assumed that H is already upper quasi-triangular in */
/*          rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless */
/*          ILO = 1). DLAHQR works primarily with the Hessenberg */
/*          submatrix in rows and columns ILO to IHI, but applies */
/*          transformations to all of H if WANTT is .TRUE.. */
/*          1 <= ILO <= max(1,IHI); IHI <= N. */

/*  H       (input/output) DOUBLE PRECISION array, dimension (LDH,N) */
/*          On entry, the upper Hessenberg matrix H. */
/*          On exit, if WANTT is .TRUE., H is upper quasi-triangular in */
/*          rows and columns ILO:IHI, with any 2-by-2 diagonal blocks in */
/*          standard form. If WANTT is .FALSE., the contents of H are */
/*          unspecified on exit. */

/*  LDH     (input) INTEGER */
/*          The leading dimension of the array H. LDH >= max(1,N). */

/*  WR      (output) DOUBLE PRECISION array, dimension (N) */
/*  WI      (output) DOUBLE PRECISION array, dimension (N) */
/*          The real and imaginary parts, respectively, of the computed */
/*          eigenvalues ILO to IHI are stored in the corresponding */
/*          elements of WR and WI. 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., 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). */

/*  ILOZ    (input) INTEGER */
/*  IHIZ    (input) INTEGER */
/*          Specify the rows of Z to which transformations must be */
/*          applied if WANTZ is .TRUE.. */
/*          1 <= ILOZ <= ILO; IHI <= IHIZ <= N. */

/*  Z       (input/output) DOUBLE PRECISION array, dimension (LDZ,N) */
/*          If WANTZ is .TRUE., on entry Z must contain the current */
/*          matrix Z of transformations accumulated by DHSEQR, and on */
/*          exit Z has been updated; transformations are applied only to */
/*          the submatrix Z(ILOZ:IHIZ,ILO:IHI). */
/*          If WANTZ is .FALSE., Z is not referenced. */

/*  LDZ     (input) INTEGER */
/*          The leading dimension of the array Z. LDZ >= max(1,N). */

/*  INFO    (output) INTEGER */
/*          = 0: successful exit */
/*          > 0: DLAHQR failed to compute all the eigenvalues ILO to IHI */
/*               in a total of 30*(IHI-ILO+1) iterations; if INFO = i, */
/*               elements i+1:ihi of WR and WI contain those eigenvalues */
/*               which have been successfully computed. */

/*  Further Details */
/*  =============== */

/*  2-96 Based on modifications by */
/*     David Day, Sandia National Laboratory, USA */

/*  ===================================================================== */

/*     .. Parameters .. */
/*     .. */
/*     .. Local Scalars .. */
/*     .. */
/*     .. Local Arrays .. */
/*     .. */
/*     .. External Functions .. */
/*     .. */
/*     .. External Subroutines .. */
/*     .. */
/*     .. Intrinsic Functions .. */
/*     .. */
/*     .. Executable Statements .. */

    /* Parameter adjustments */
    h_dim1 = *ldh;
    h_offset = 1 + h_dim1;
    h__ -= h_offset;
    --wr;
    --wi;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1;
    z__ -= z_offset;

    /* Function Body */
    *info = 0;

/*     Quick return if possible */

    if (*n == 0) {
	return 0;
    }
    if (*ilo == *ihi) {
	wr[*ilo] = h__[*ilo + *ilo * h_dim1];
	wi[*ilo] = 0.;
	return 0;
    }

    nh = *ihi - *ilo + 1;
    nz = *ihiz - *iloz + 1;

/*     Set machine-dependent constants for the stopping criterion. */
/*     If norm(H) <= sqrt(OVFL), overflow should not occur. */

    unfl = dlamch_("Safe minimum", (ftnlen)12);
    ovfl = 1. / unfl;
    dlabad_(&unfl, &ovfl);
    ulp = dlamch_("Precision", (ftnlen)9);
    smlnum = unfl * (nh / ulp);

/*     I1 and I2 are the indices of the first row and last column of H */
/*     to which transformations must be applied. If eigenvalues only are */
/*     being computed, I1 and I2 are set inside the main loop. */

    if (*wantt) {
	i1 = 1;
	i2 = *n;
    }

/*     ITN is the total number of QR iterations allowed. */

    itn = nh * 30;

/*     The main loop begins here. I is the loop index and decreases from */
/*     IHI to ILO in steps of 1 or 2. Each iteration of the loop works */
/*     with the active submatrix in rows and columns L to I. */
/*     Eigenvalues I+1 to IHI have already converged. Either L = ILO or */
/*     H(L,L-1) is negligible so that the matrix splits. */

    i__ = *ihi;
L10:
    l = *ilo;
    if (i__ < *ilo) {
	goto L150;
    }

/*     Perform QR iterations on rows and columns ILO to I until a */
/*     submatrix of order 1 or 2 splits off at the bottom because a */
/*     subdiagonal element has become negligible. */

    i__1 = itn;
    for (its = 0; its <= i__1; ++its) {

/*        Look for a single small subdiagonal element. */

	i__2 = l + 1;
	for (k = i__; k >= i__2; --k) {
	    tst1 = (d__1 = h__[k - 1 + (k - 1) * h_dim1], abs(d__1)) + (d__2 =
		     h__[k + k * h_dim1], abs(d__2));
	    if (tst1 == 0.) {
		i__3 = i__ - l + 1;
		tst1 = dlanhs_("1", &i__3, &h__[l + l * h_dim1], ldh, work, (
			ftnlen)1);
	    }
/* Computing MAX */
	    d__2 = ulp * tst1;
	    if ((d__1 = h__[k + (k - 1) * h_dim1], abs(d__1)) <= max(d__2,
		    smlnum)) {
		goto L30;
	    }
/* L20: */
	}
L30:
	l = k;
	if (l > *ilo) {

/*           H(L,L-1) is negligible */

	    h__[l + (l - 1) * h_dim1] = 0.;
	}

/*        Exit from loop if a submatrix of order 1 or 2 has split off. */

	if (l >= i__ - 1) {
	    goto L140;
	}

/*        Now the active submatrix is in rows and columns L to I. If */
/*        eigenvalues only are being computed, only the active submatrix */
/*        need be transformed. */

	if (! (*wantt)) {
	    i1 = l;
	    i2 = i__;
	}

	if (its == 10 || its == 20) {

/*           Exceptional shift. */

	    s = (d__1 = h__[i__ + (i__ - 1) * h_dim1], abs(d__1)) + (d__2 = 
		    h__[i__ - 1 + (i__ - 2) * h_dim1], abs(d__2));
	    h44 = s * .75 + h__[i__ + i__ * h_dim1];
	    h33 = h44;
	    h43h34 = s * -.4375 * s;
	} else {

/*           Prepare to use Francis' double shift */
/*           (i.e. 2nd degree generalized Rayleigh quotient) */

	    h44 = h__[i__ + i__ * h_dim1];
	    h33 = h__[i__ - 1 + (i__ - 1) * h_dim1];
	    h43h34 = h__[i__ + (i__ - 1) * h_dim1] * h__[i__ - 1 + i__ * 
		    h_dim1];
	    s = h__[i__ - 1 + (i__ - 2) * h_dim1] * h__[i__ - 1 + (i__ - 2) * 
		    h_dim1];
	    disc = (h33 - h44) * .5;
	    disc = disc * disc + h43h34;
	    if (disc > 0.) {

/*              Real roots: use Wilkinson's shift twice */

		disc = sqrt(disc);
		ave = (h33 + h44) * .5;
		if (abs(h33) - abs(h44) > 0.) {
		    h33 = h33 * h44 - h43h34;
		    h44 = h33 / (d_sign(&disc, &ave) + ave);
		} else {
		    h44 = d_sign(&disc, &ave) + ave;
		}
		h33 = h44;
		h43h34 = 0.;
	    }
	}

/*        Look for two consecutive small subdiagonal elements. */

	i__2 = l;
	for (m = i__ - 2; m >= i__2; --m) {
/*           Determine the effect of starting the double-shift QR */
/*           iteration at row M, and see if this would make H(M,M-1) */
/*           negligible. */

	    h11 = h__[m + m * h_dim1];
	    h22 = h__[m + 1 + (m + 1) * h_dim1];
	    h21 = h__[m + 1 + m * h_dim1];
	    h12 = h__[m + (m + 1) * h_dim1];
	    h44s = h44 - h11;
	    h33s = h33 - h11;
	    v1 = (h33s * h44s - h43h34) / h21 + h12;
	    v2 = h22 - h11 - h33s - h44s;
	    v3 = h__[m + 2 + (m + 1) * h_dim1];
	    s = abs(v1) + abs(v2) + abs(v3);
	    v1 /= s;
	    v2 /= s;
	    v3 /= s;
	    v[0] = v1;
	    v[1] = v2;
	    v[2] = v3;
	    if (m == l) {
		goto L50;
	    }
	    h00 = h__[m - 1 + (m - 1) * h_dim1];
	    h10 = h__[m + (m - 1) * h_dim1];
	    tst1 = abs(v1) * (abs(h00) + abs(h11) + abs(h22));
	    if (abs(h10) * (abs(v2) + abs(v3)) <= ulp * tst1) {
		goto L50;
	    }
/* L40: */
	}
L50:

/*        Double-shift QR step */

	i__2 = i__ - 1;
	for (k = m; k <= i__2; ++k) {

/*           The first iteration of this loop determines a reflection G */
/*           from the vector V and applies it from left and right to H, */
/*           thus creating a nonzero bulge below the subdiagonal. */

/*           Each subsequent iteration determines a reflection G to */
/*           restore the Hessenberg form in the (K-1)th column, and thus */
/*           chases the bulge one step toward the bottom of the active */
/*           submatrix. NR is the order of G. */

/* Computing MIN */
	    i__3 = 3, i__4 = i__ - k + 1;
	    nr = min(i__3,i__4);
	    if (k > m) {
		dcopy_(&nr, &h__[k + (k - 1) * h_dim1], &c__1, v, &c__1);
	    }
	    dlarfg_(&nr, v, &v[1], &c__1, &t1);
	    if (k > m) {
		h__[k + (k - 1) * h_dim1] = v[0];
		h__[k + 1 + (k - 1) * h_dim1] = 0.;
		if (k < i__ - 1) {
		    h__[k + 2 + (k - 1) * h_dim1] = 0.;
		}
	    } else if (m > l) {
		h__[k + (k - 1) * h_dim1] = -h__[k + (k - 1) * h_dim1];
	    }
	    v2 = v[1];
	    t2 = t1 * v2;
	    if (nr == 3) {
		v3 = v[2];
		t3 = t1 * v3;

/*              Apply G from the left to transform the rows of the matrix */
/*              in columns K to I2. */

		i__3 = i2;
		for (j = k; j <= i__3; ++j) {
		    sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1] 
			    + v3 * h__[k + 2 + j * h_dim1];
		    h__[k + j * h_dim1] -= sum * t1;
		    h__[k + 1 + j * h_dim1] -= sum * t2;
		    h__[k + 2 + j * h_dim1] -= sum * t3;
/* L60: */
		}

/*              Apply G from the right to transform the columns of the */
/*              matrix in rows I1 to min(K+3,I). */

/* Computing MIN */
		i__4 = k + 3;
		i__3 = min(i__4,i__);
		for (j = i1; j <= i__3; ++j) {
		    sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
			     + v3 * h__[j + (k + 2) * h_dim1];
		    h__[j + k * h_dim1] -= sum * t1;
		    h__[j + (k + 1) * h_dim1] -= sum * t2;
		    h__[j + (k + 2) * h_dim1] -= sum * t3;
/* L70: */
		}

		if (*wantz) {

/*                 Accumulate transformations in the matrix Z */

		    i__3 = *ihiz;
		    for (j = *iloz; j <= i__3; ++j) {
			sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) * 
				z_dim1] + v3 * z__[j + (k + 2) * z_dim1];
			z__[j + k * z_dim1] -= sum * t1;
			z__[j + (k + 1) * z_dim1] -= sum * t2;
			z__[j + (k + 2) * z_dim1] -= sum * t3;
/* L80: */
		    }
		}
	    } else if (nr == 2) {

/*              Apply G from the left to transform the rows of the matrix */
/*              in columns K to I2. */

		i__3 = i2;
		for (j = k; j <= i__3; ++j) {
		    sum = h__[k + j * h_dim1] + v2 * h__[k + 1 + j * h_dim1];
		    h__[k + j * h_dim1] -= sum * t1;
		    h__[k + 1 + j * h_dim1] -= sum * t2;
/* L90: */
		}

/*              Apply G from the right to transform the columns of the */
/*              matrix in rows I1 to min(K+3,I). */

		i__3 = i__;
		for (j = i1; j <= i__3; ++j) {
		    sum = h__[j + k * h_dim1] + v2 * h__[j + (k + 1) * h_dim1]
			    ;
		    h__[j + k * h_dim1] -= sum * t1;
		    h__[j + (k + 1) * h_dim1] -= sum * t2;
/* L100: */
		}

		if (*wantz) {

/*                 Accumulate transformations in the matrix Z */

		    i__3 = *ihiz;
		    for (j = *iloz; j <= i__3; ++j) {
			sum = z__[j + k * z_dim1] + v2 * z__[j + (k + 1) * 
				z_dim1];
			z__[j + k * z_dim1] -= sum * t1;
			z__[j + (k + 1) * z_dim1] -= sum * t2;
/* L110: */
		    }
		}
	    }
/* L120: */
	}

/* L130: */
    }

/*     Failure to converge in remaining number of iterations */

    *info = i__;
    return 0;

L140:

    if (l == i__) {

/*        H(I,I-1) is negligible: one eigenvalue has converged. */

	wr[i__] = h__[i__ + i__ * h_dim1];
	wi[i__] = 0.;
    } else if (l == i__ - 1) {

/*        H(I-1,I-2) is negligible: a pair of eigenvalues have converged. */

/*        Transform the 2-by-2 submatrix to standard Schur form, */
/*        and compute and store the eigenvalues. */

	dlanv2_(&h__[i__ - 1 + (i__ - 1) * h_dim1], &h__[i__ - 1 + i__ * 
		h_dim1], &h__[i__ + (i__ - 1) * h_dim1], &h__[i__ + i__ * 
		h_dim1], &wr[i__ - 1], &wi[i__ - 1], &wr[i__], &wi[i__], &cs, 
		&sn);

	if (*wantt) {

/*           Apply the transformation to the rest of H. */

	    if (i2 > i__) {
		i__1 = i2 - i__;
		drot_(&i__1, &h__[i__ - 1 + (i__ + 1) * h_dim1], ldh, &h__[
			i__ + (i__ + 1) * h_dim1], ldh, &cs, &sn);
	    }
	    i__1 = i__ - i1 - 1;
	    drot_(&i__1, &h__[i1 + (i__ - 1) * h_dim1], &c__1, &h__[i1 + i__ *
		     h_dim1], &c__1, &cs, &sn);
	}
	if (*wantz) {

/*           Apply the transformation to Z. */

	    drot_(&nz, &z__[*iloz + (i__ - 1) * z_dim1], &c__1, &z__[*iloz + 
		    i__ * z_dim1], &c__1, &cs, &sn);
	}
    }

/*     Decrement number of remaining iterations, and return to start of */
/*     the main loop with new value of I. */

    itn -= its;
    i__ = l - 1;
    goto L10;

L150:
    return 0;

/*     End of DLAHQR */

} /* dlahqr_ */