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subroutine qitz(nm,n,a,b,eps1,matq,q,matz,z,ierr)
c
integer i,j,k,l,n,en,k1,k2,ld,ll,l1,na,nm,ish,itn,its,km1,lm1,
x enm2,ierr,lor1,enorn
double precision a(nm,n),b(nm,n),z(nm,n),q(nm,n)
double precision r,s,t,a1,a2,a3,ep,sh,u1,u2,u3,v1,v2,v3,ani,
x a11,a12,a21,a22,a33,a34,a43,a44,bni,b11,b12,b22,b33,b34,
x b44,epsa,epsb,eps1,anorm,bnorm,dlamch
logical matz,matq,notlas
c
c
c this subroutine is the second step of the qz algorithm
c for solving generalized matrix eigenvalue problems,
c siam j. numer. anal. 10, 241-256(1973) by moler and stewart,
c as modified in technical note nasa tn d-7305(1973) by ward.
c
c! purpose
c this subroutine accepts a pair of real matrices, one of them
c in upper hessenberg form and the other in upper triangular form.
c it reduces the hessenberg matrix to quasi-triangular form using
c orthogonal transformations while maintaining the triangular form
c of the other matrix. it is usually preceded by qhesz and
c followed by qvalz and, possibly, qvecz.
c
c MODIFIED FROM EISPACK ROUTINE ``QZIT'' TO ALSO RETURN THE Q
c MATRIX.
c
c! calling sequence
c subroutine qitz(nm,n,a,b,eps1,matq,q,matz,z,ierr)
c double precision a(nm,n),b(nm,n),z(nm,n),q(nm,n),eps1
c logical matz,matq
c integer nm,n,ierr
c
c nm must be set to the row dimension of two-dimensional
c array parameters as declared in the calling program
c dimension statement;
c
c n is the order of the matrices;
c
c a contains a real upper hessenberg matrix;
c
c b contains a real upper triangular matrix;
c
c eps1 is a tolerance used to determine negligible elements.
c eps1 = 0.0 (or negative) may be input, in which case an
c element will be neglected only if it is less than roundoff
c error times the norm of its matrix. if the input eps1 is
c positive, then an element will be considered negligible
c if it is less than eps1 times the norm of its matrix. a
c positive value of eps1 may result in faster execution,
c but less accurate results;
c en sortie eps1 vaut eps1*(norme de b),utilise par qzval
c et qzvec
c
c matz should be set to .true. if the right hand transformations
c are to be accumulated for later use in computing
c eigenvectors, and to .false. otherwise;
c
c z contains, if matz has been set to .true., the
c transformation matrix produced in the reduction
c by qzhes, if performed, or else the identity matrix.
c if matz has been set to .false., z is not referenced.
c
c matq should be set to .true. if left hand transformation is
c required, and to .false. otherwise
c
c q contains, if the left hand transformation is required,
c the transformation matrix produced by qhesz.
c
c on output:
c
c a has been reduced to quasi-triangular form. the elements
c below the first subdiagonal are still zero and no two
c consecutive subdiagonal elements are nonzero;
c
c b is still in upper triangular form, although its elements
c have been altered.
c
c z contains the product of the right hand transformations
c (for both steps) if matz has been set to .true.;
c
c q contains the product of the right hand transformation with
c initial q
c
c ierr is set to
c zero for normal return,
c j if neither a(j,j-1) nor a(j-1,j-2) has become
c zero after 30*n iterations.
c
c! originator
c
c F Delebecque INRIA
c
c This subroutine is a modification of qzit (eispack).
c Modifications concern computation of the left vector space q, and
c treatment of upper left 2 x 2 block of a to make sure it is really
c in relation with complex eigenvalues.
c
c this version dated august 1983.
cc!
c
ierr = 0
c :::::::::: compute epsa,epsb ::::::::::
anorm = 0.0d+0
bnorm = 0.0d+0
c
do 30 i = 1, n
ani = 0.0d+0
if (i .ne. 1) ani = abs(a(i,i-1))
bni = 0.0d+0
c
do 20 j = i, n
ani = ani + abs(a(i,j))
bni = bni + abs(b(i,j))
20 continue
c
if (ani .gt. anorm) anorm = ani
if (bni .gt. bnorm) bnorm = bni
30 continue
c
if (anorm .eq. 0.0d+0) anorm = 1.0d+0
if (bnorm .eq. 0.0d+0) bnorm = 1.0d+0
ep = eps1
if (ep .gt. 0.0d0) go to 50
c .......... use roundoff level if eps1 is zero ..........
ep = dlamch('p')
50 epsa = ep * anorm
epsb = ep * bnorm
c :::::::::: reduce a to quasi-triangular form, while
c keeping b triangular ::::::::::
lor1 = 1
enorn = n
en = n
itn = 30*n
c :::::::::: begin qz step ::::::::::
60 if (en .le. 1) go to 1001
if (.not. matz) enorn = en
its = 0
na = en - 1
enm2 = na - 1
70 ish = 2
c :::::::::: check for convergence or reducibility.
c for l=en step -1 until 1 do -- ::::::::::
do 80 ll = 1, en
lm1 = en - ll
l = lm1 + 1
if (l .eq. 1) go to 95
if (abs(a(l,lm1)) .le. epsa) go to 90
80 continue
c
90 a(l,lm1) = 0.0d+0
if (l .lt. na) go to 95
c :::::::::: 1-by-1 or 2-by-2 block isolated ::::::::::
en = lm1
go to 60
c :::::::::: check for small top of b ::::::::::
95 ld = l
100 l1 = l + 1
b11 = b(l,l)
if (abs(b11) .gt. epsb) go to 120
b(l,l) = 0.0d+0
s = abs(a(l,l)) + abs(a(l1,l))
u1 = a(l,l) / s
u2 = a(l1,l) / s
r = sign(sqrt(u1*u1+u2*u2),u1)
v1 = -(u1 + r) / r
v2 = -u2 / r
u2 = v2 / v1
c
do 110 j = l, enorn
t = a(l,j) + u2 * a(l1,j)
a(l,j) = a(l,j) + t * v1
a(l1,j) = a(l1,j) + t * v2
t = b(l,j) + u2 * b(l1,j)
b(l,j) = b(l,j) + t * v1
b(l1,j) = b(l1,j) + t * v2
110 continue
if(.not.matq) goto 111
do 112 j=1,n
t=q(l,j)+u2*q(l1,j)
q(l,j)=q(l,j)+t*v1
q(l1,j)=q(l1,j)+t*v2
112 continue
111 continue
c
if (l .ne. 1) a(l,lm1) = -a(l,lm1)
lm1 = l
l = l1
go to 90
120 a11 = a(l,l) / b11
a21 = a(l1,l) / b11
if (ish .eq. 1) go to 140
c :::::::::: iteration strategy ::::::::::
if (itn .eq. 0) go to 1000
if (its .eq. 10) go to 155
c :::::::::: determine type of shift ::::::::::
b22 = b(l1,l1)
if (abs(b22) .lt. epsb) b22 = epsb
b33 = b(na,na)
if (abs(b33) .lt. epsb) b33 = epsb
b44 = b(en,en)
if (abs(b44) .lt. epsb) b44 = epsb
a33 = a(na,na) / b33
a34 = a(na,en) / b44
a43 = a(en,na) / b33
a44 = a(en,en) / b44
b34 = b(na,en) / b44
t = 0.50d+0 * (a43 * b34 - a33 - a44)
r = t * t + a34 * a43 - a33 * a44
if (r .lt. 0.0d+0) go to 150
c :::::::::: determine single shift zeroth column of a ::::::::::
ish = 1
r = sqrt(r)
sh = -t + r
s = -t - r
if (abs(s-a44) .lt. abs(sh-a44)) sh = s
c if(enm2.le.0) goto 140
c :::::::::: look for two consecutive small
c sub-diagonal elements of a.
c for l=en-2 step -1 until ld do -- ::::::::::
do 130 ll = ld, enm2
l = enm2 + ld - ll
if (l .eq. ld) go to 140
lm1 = l - 1
l1 = l + 1
t = a(l,l)
if (abs(b(l,l)) .gt. epsb) t = t - sh * b(l,l)
if (abs(a(l,lm1)) .le. abs(t/a(l1,l)) * epsa) go to 100
130 continue
c
140 a1 = a11 - sh
a2 = a21
if (l .ne. ld) a(l,lm1) = -a(l,lm1)
go to 160
c :::::::::: determine double shift zeroth column of a ::::::::::
150 if (en .le. 2) go to 1001
a12 = a(l,l1) / b22
a22 = a(l1,l1) / b22
b12 = b(l,l1) / b22
a1 = ((a33 - a11) * (a44 - a11) - a34 * a43 + a43 * b34 * a11)
x / a21 + a12 - a11 * b12
a2 = (a22 - a11) - a21 * b12 - (a33 - a11) - (a44 - a11)
x + a43 * b34
a3 = a(l1+1,l1) / b22
go to 160
c :::::::::: ad hoc shift ::::::::::
155 a1 = 0.0d+0
a2 = 1.0d+0
a3 = 1.16050d+0
160 its = its + 1
itn = itn - 1
if (.not. matz) lor1 = ld
c :::::::::: main loop ::::::::::
do 260 k = l, na
notlas = k .ne. na .and. ish .eq. 2
k1 = k + 1
k2 = k + 2
km1 = max(k-1,l)
ll = min(en,k1+ish)
if (notlas) go to 190
c :::::::::: zero a(k+1,k-1) ::::::::::
if (k .eq. l) go to 170
a1 = a(k,km1)
a2 = a(k1,km1)
170 s = abs(a1) + abs(a2)
if (s .eq. 0.0d+0) go to 70
u1 = a1 / s
u2 = a2 / s
r = sign(sqrt(u1*u1+u2*u2),u1)
v1 = -(u1 + r) / r
v2 = -u2 / r
u2 = v2 / v1
c
do 180 j = km1, enorn
t = a(k,j) + u2 * a(k1,j)
a(k,j) = a(k,j) + t * v1
a(k1,j) = a(k1,j) + t * v2
t = b(k,j) + u2 * b(k1,j)
b(k,j) = b(k,j) + t * v1
b(k1,j) = b(k1,j) + t * v2
180 continue
if(.not.matq) goto 181
do 182 j=1,n
t=q(k,j)+u2*q(k1,j)
q(k,j)=q(k,j)+t*v1
q(k1,j)=q(k1,j)+t*v2
182 continue
181 continue
c
if (k .ne. l) a(k1,km1) = 0.0d+0
go to 240
c :::::::::: zero a(k+1,k-1) and a(k+2,k-1) ::::::::::
190 if (k .eq. l) go to 200
a1 = a(k,km1)
a2 = a(k1,km1)
a3 = a(k2,km1)
200 s = abs(a1) + abs(a2) + abs(a3)
if (s .eq. 0.0d+0) go to 260
u1 = a1 / s
u2 = a2 / s
u3 = a3 / s
r = sign(sqrt(u1*u1+u2*u2+u3*u3),u1)
v1 = -(u1 + r) / r
v2 = -u2 / r
v3 = -u3 / r
u2 = v2 / v1
u3 = v3 / v1
c
do 210 j = km1, enorn
t = a(k,j) + u2 * a(k1,j) + u3 * a(k2,j)
a(k,j) = a(k,j) + t * v1
a(k1,j) = a(k1,j) + t * v2
a(k2,j) = a(k2,j) + t * v3
t = b(k,j) + u2 * b(k1,j) + u3 * b(k2,j)
b(k,j) = b(k,j) + t * v1
b(k1,j) = b(k1,j) + t * v2
b(k2,j) = b(k2,j) + t * v3
210 continue
if(.not.matq) goto 211
do 212 j=1,n
t=q(k,j)+u2*q(k1,j)+u3*q(k2,j)
q(k,j)=q(k,j)+t*v1
q(k1,j)=q(k1,j)+t*v2
q(k2,j)=q(k2,j)+t*v3
212 continue
211 continue
c
if (k .eq. l) go to 220
a(k1,km1) = 0.0d+0
a(k2,km1) = 0.0d+0
c :::::::::: zero b(k+2,k+1) and b(k+2,k) ::::::::::
220 s = abs(b(k2,k2)) + abs(b(k2,k1)) + abs(b(k2,k))
if (s .eq. 0.0d+0) go to 240
u1 = b(k2,k2) / s
u2 = b(k2,k1) / s
u3 = b(k2,k) / s
r = sign(sqrt(u1*u1+u2*u2+u3*u3),u1)
v1 = -(u1 + r) / r
v2 = -u2 / r
v3 = -u3 / r
u2 = v2 / v1
u3 = v3 / v1
c
do 230 i = lor1, ll
t = a(i,k2) + u2 * a(i,k1) + u3 * a(i,k)
a(i,k2) = a(i,k2) + t * v1
a(i,k1) = a(i,k1) + t * v2
a(i,k) = a(i,k) + t * v3
t = b(i,k2) + u2 * b(i,k1) + u3 * b(i,k)
b(i,k2) = b(i,k2) + t * v1
b(i,k1) = b(i,k1) + t * v2
b(i,k) = b(i,k) + t * v3
230 continue
c
b(k2,k) = 0.0d+0
b(k2,k1) = 0.0d+0
if (.not. matz) go to 240
c
do 235 i = 1, n
t = z(i,k2) + u2 * z(i,k1) + u3 * z(i,k)
z(i,k2) = z(i,k2) + t * v1
z(i,k1) = z(i,k1) + t * v2
z(i,k) = z(i,k) + t * v3
235 continue
c :::::::::: zero b(k+1,k) ::::::::::
240 s = abs(b(k1,k1)) + abs(b(k1,k))
if (s .eq. 0.0d+0) go to 260
u1 = b(k1,k1) / s
u2 = b(k1,k) / s
r = sign(sqrt(u1*u1+u2*u2),u1)
v1 = -(u1 + r) / r
v2 = -u2 / r
u2 = v2 / v1
c
do 250 i = lor1, ll
t = a(i,k1) + u2 * a(i,k)
a(i,k1) = a(i,k1) + t * v1
a(i,k) = a(i,k) + t * v2
t = b(i,k1) + u2 * b(i,k)
b(i,k1) = b(i,k1) + t * v1
b(i,k) = b(i,k) + t * v2
250 continue
c
b(k1,k) = 0.0d+0
if (.not. matz) go to 260
c
do 255 i = 1, n
t = z(i,k1) + u2 * z(i,k)
z(i,k1) = z(i,k1) + t * v1
z(i,k) = z(i,k) + t * v2
255 continue
c
260 continue
c :::::::::: end qz step ::::::::::
go to 70
c :::::::::: set error -- neither bottom subdiagonal element
c has become negligible after 50 iterations ::::::::::
1000 ierr = en
c :::::::::: save epsb for use by qzval and qzvec ::::::::::
1001 if (n .gt. 1) eps1 = epsb
return
c :::::::::: last card of qzit ::::::::::
end
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