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SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
$ WORK, LWORK, INFO )
*
* -- LAPACK 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 ..
CHARACTER COMPZ, JOB
INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
* ..
* .. Array Arguments ..
COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
* ..
*
* Purpose
* =======
*
* ZHSEQR computes the eigenvalues of a complex upper Hessenberg
* matrix H, and, optionally, the matrices T and Z from the Schur
* decomposition H = Z T Z**H, where T is an upper triangular matrix
* (the Schur form), and Z is the unitary matrix of Schur vectors.
*
* Optionally Z may be postmultiplied into an input unitary 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 unitary
* matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H.
*
* Arguments
* =========
*
* JOB (input) CHARACTER*1
* = 'E': compute eigenvalues only;
* = 'S': compute eigenvalues and the Schur form T.
*
* COMPZ (input) CHARACTER*1
* = 'N': no Schur vectors are computed;
* = 'I': Z is initialized to the unit matrix and the matrix Z
* of Schur vectors of H is returned;
* = 'V': Z must contain an unitary matrix Q on entry, and
* the product Q*Z is returned.
*
* 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 triangular in rows
* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
* set by a previous call to ZGEBAL, and then passed to CGEHRD
* when the matrix output by ZGEBAL is reduced to Hessenberg
* form. Otherwise ILO and IHI should be set to 1 and N
* respectively.
* 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
*
* H (input/output) COMPLEX*16 array, dimension (LDH,N)
* On entry, the upper Hessenberg matrix H.
* On exit, if JOB = 'S', H contains the upper triangular matrix
* T from the Schur decomposition (the Schur form). If
* JOB = 'E', the contents of H are unspecified on exit.
*
* LDH (input) INTEGER
* The leading dimension of the array H. LDH >= max(1,N).
*
* W (output) COMPLEX*16 array, dimension (N)
* The computed eigenvalues. If JOB = 'S', the eigenvalues are
* stored in the same order as on the diagonal of the Schur form
* returned in H, with W(i) = H(i,i).
*
* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)
* If COMPZ = 'N': Z is not referenced.
* If COMPZ = 'I': on entry, Z need not be set, and on exit, Z
* contains the unitary matrix Z of the Schur vectors of H.
* If COMPZ = 'V': on entry Z must contain an N-by-N matrix Q,
* which is assumed to be equal to the unit matrix except for
* the submatrix Z(ILO:IHI,ILO:IHI); on exit Z contains Q*Z.
* Normally Q is the unitary matrix generated by ZUNGHR after
* the call to ZGEHRD which formed the Hessenberg matrix H.
*
* LDZ (input) INTEGER
* The leading dimension of the array Z.
* LDZ >= max(1,N) if COMPZ = 'I' or 'V'; LDZ >= 1 otherwise.
*
* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)
* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK >= max(1,N).
*
* If LWORK = -1, then a workspace query is assumed; the routine
* only calculates the optimal size of the WORK array, returns
* this value as the first entry of the WORK array, and no error
* message related to LWORK is issued by XERBLA.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, ZHSEQR failed to compute all the
* eigenvalues in a total of 30*(IHI-ILO+1) iterations;
* elements 1:ilo-1 and i+1:n of W contain those
* eigenvalues which have been successfully computed.
*
* =====================================================================
*
* .. Parameters ..
COMPLEX*16 ZERO, ONE
PARAMETER ( ZERO = ( 0.0D+0, 0.0D+0 ),
$ ONE = ( 1.0D+0, 0.0D+0 ) )
DOUBLE PRECISION RZERO, RONE, CONST
PARAMETER ( RZERO = 0.0D+0, RONE = 1.0D+0,
$ CONST = 1.5D+0 )
INTEGER NSMAX, LDS
PARAMETER ( NSMAX = 15, LDS = NSMAX )
* ..
* .. Local Scalars ..
LOGICAL INITZ, LQUERY, WANTT, WANTZ
INTEGER I, I1, I2, IERR, II, ITEMP, ITN, ITS, J, K, L,
$ MAXB, NH, NR, NS, NV
DOUBLE PRECISION OVFL, RTEMP, SMLNUM, TST1, ULP, UNFL
COMPLEX*16 CDUM, TAU, TEMP
* ..
* .. Local Arrays ..
DOUBLE PRECISION RWORK( 1 )
COMPLEX*16 S( LDS, NSMAX ), V( NSMAX+1 ), VV( NSMAX+1 )
* ..
* .. External Functions ..
LOGICAL LSAME
INTEGER ILAENV, IZAMAX
DOUBLE PRECISION DLAMCH, DLAPY2, ZLANHS
EXTERNAL LSAME, ILAENV, IZAMAX, DLAMCH, DLAPY2, ZLANHS
* ..
* .. External Subroutines ..
EXTERNAL XERBLA, ZCOPY, ZDSCAL, ZGEMV, ZLACPY, ZLAHQR,
$ ZLARFG, ZLARFX, ZLASET, ZSCAL
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, DCONJG, DIMAG, MAX, MIN
* ..
* .. Statement Functions ..
DOUBLE PRECISION CABS1
* ..
* .. Statement Function definitions ..
CABS1( CDUM ) = ABS( DBLE( CDUM ) ) + ABS( DIMAG( CDUM ) )
* ..
* .. Executable Statements ..
*
* Decode and test the input parameters
*
WANTT = LSAME( JOB, 'S' )
INITZ = LSAME( COMPZ, 'I' )
WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
*
INFO = 0
WORK( 1 ) = MAX( 1, N )
LQUERY = ( LWORK.EQ.-1 )
IF( .NOT.LSAME( JOB, 'E' ) .AND. .NOT.WANTT ) THEN
INFO = -1
ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
INFO = -4
ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
INFO = -5
ELSE IF( LDH.LT.MAX( 1, N ) ) THEN
INFO = -7
ELSE IF( LDZ.LT.1 .OR. WANTZ .AND. LDZ.LT.MAX( 1, N ) ) THEN
INFO = -10
ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
INFO = -12
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'ZHSEQR', -INFO )
RETURN
ELSE IF( LQUERY ) THEN
RETURN
END IF
*
* Initialize Z, if necessary
*
IF( INITZ )
$ CALL ZLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
*
* Store the eigenvalues isolated by ZGEBAL.
*
DO 10 I = 1, ILO - 1
W( I ) = H( I, I )
10 CONTINUE
DO 20 I = IHI + 1, N
W( I ) = H( I, I )
20 CONTINUE
*
* Quick return if possible.
*
IF( N.EQ.0 )
$ RETURN
IF( ILO.EQ.IHI ) THEN
W( ILO ) = H( ILO, ILO )
RETURN
END IF
*
* Set rows and columns ILO to IHI to zero below the first
* subdiagonal.
*
DO 40 J = ILO, IHI - 2
DO 30 I = J + 2, N
H( I, J ) = ZERO
30 CONTINUE
40 CONTINUE
NH = IHI - ILO + 1
*
* 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 re-set inside the main loop.
*
IF( WANTT ) THEN
I1 = 1
I2 = N
ELSE
I1 = ILO
I2 = IHI
END IF
*
* Ensure that the subdiagonal elements are real.
*
DO 50 I = ILO + 1, IHI
TEMP = H( I, I-1 )
IF( DIMAG( TEMP ).NE.RZERO ) THEN
RTEMP = DLAPY2( DBLE( TEMP ), DIMAG( TEMP ) )
H( I, I-1 ) = RTEMP
TEMP = TEMP / RTEMP
IF( I2.GT.I )
$ CALL ZSCAL( I2-I, DCONJG( TEMP ), H( I, I+1 ), LDH )
CALL ZSCAL( I-I1, TEMP, H( I1, I ), 1 )
IF( I.LT.IHI )
$ H( I+1, I ) = TEMP*H( I+1, I )
IF( WANTZ )
$ CALL ZSCAL( NH, TEMP, Z( ILO, I ), 1 )
END IF
50 CONTINUE
*
* Determine the order of the multi-shift QR algorithm to be used.
*
NS = ILAENV( 4, 'ZHSEQR', JOB // COMPZ, N, ILO, IHI, -1 )
MAXB = ILAENV( 8, 'ZHSEQR', JOB // COMPZ, N, ILO, IHI, -1 )
IF( NS.LE.1 .OR. NS.GT.NH .OR. MAXB.GE.NH ) THEN
*
* Use the standard double-shift algorithm
*
CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI, Z,
$ LDZ, INFO )
RETURN
END IF
MAXB = MAX( 2, MAXB )
NS = MIN( NS, MAXB, NSMAX )
*
* Now 1 < NS <= MAXB < NH.
*
* Set machine-dependent constants for the stopping criterion.
* If norm(H) <= sqrt(OVFL), overflow should not occur.
*
UNFL = DLAMCH( 'Safe minimum' )
OVFL = RONE / UNFL
CALL DLABAD( UNFL, OVFL )
ULP = DLAMCH( 'Precision' )
SMLNUM = UNFL*( NH / ULP )
*
* ITN is the total number of multiple-shift QR iterations allowed.
*
ITN = 30*NH
*
* The main loop begins here. I is the loop index and decreases from
* IHI to ILO in steps of at most MAXB. 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
60 CONTINUE
IF( I.LT.ILO )
$ GO TO 180
*
* Perform multiple-shift QR iterations on rows and columns ILO to I
* until a submatrix of order at most MAXB splits off at the bottom
* because a subdiagonal element has become negligible.
*
L = ILO
DO 160 ITS = 0, ITN
*
* Look for a single small subdiagonal element.
*
DO 70 K = I, L + 1, -1
TST1 = CABS1( H( K-1, K-1 ) ) + CABS1( H( K, K ) )
IF( TST1.EQ.RZERO )
$ TST1 = ZLANHS( '1', I-L+1, H( L, L ), LDH, RWORK )
IF( ABS( DBLE( H( K, K-1 ) ) ).LE.MAX( ULP*TST1, SMLNUM ) )
$ GO TO 80
70 CONTINUE
80 CONTINUE
L = K
IF( L.GT.ILO ) THEN
*
* H(L,L-1) is negligible.
*
H( L, L-1 ) = ZERO
END IF
*
* Exit from loop if a submatrix of order <= MAXB has split off.
*
IF( L.GE.I-MAXB+1 )
$ GO TO 170
*
* 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( .NOT.WANTT ) THEN
I1 = L
I2 = I
END IF
*
IF( ITS.EQ.20 .OR. ITS.EQ.30 ) THEN
*
* Exceptional shifts.
*
DO 90 II = I - NS + 1, I
W( II ) = CONST*( ABS( DBLE( H( II, II-1 ) ) )+
$ ABS( DBLE( H( II, II ) ) ) )
90 CONTINUE
ELSE
*
* Use eigenvalues of trailing submatrix of order NS as shifts.
*
CALL ZLACPY( 'Full', NS, NS, H( I-NS+1, I-NS+1 ), LDH, S,
$ LDS )
CALL ZLAHQR( .FALSE., .FALSE., NS, 1, NS, S, LDS,
$ W( I-NS+1 ), 1, NS, Z, LDZ, IERR )
IF( IERR.GT.0 ) THEN
*
* If ZLAHQR failed to compute all NS eigenvalues, use the
* unconverged diagonal elements as the remaining shifts.
*
DO 100 II = 1, IERR
W( I-NS+II ) = S( II, II )
100 CONTINUE
END IF
END IF
*
* Form the first column of (G-w(1)) (G-w(2)) . . . (G-w(ns))
* where G is the Hessenberg submatrix H(L:I,L:I) and w is
* the vector of shifts (stored in W). The result is
* stored in the local array V.
*
V( 1 ) = ONE
DO 110 II = 2, NS + 1
V( II ) = ZERO
110 CONTINUE
NV = 1
DO 130 J = I - NS + 1, I
CALL ZCOPY( NV+1, V, 1, VV, 1 )
CALL ZGEMV( 'No transpose', NV+1, NV, ONE, H( L, L ), LDH,
$ VV, 1, -W( J ), V, 1 )
NV = NV + 1
*
* Scale V(1:NV) so that max(abs(V(i))) = 1. If V is zero,
* reset it to the unit vector.
*
ITEMP = IZAMAX( NV, V, 1 )
RTEMP = CABS1( V( ITEMP ) )
IF( RTEMP.EQ.RZERO ) THEN
V( 1 ) = ONE
DO 120 II = 2, NV
V( II ) = ZERO
120 CONTINUE
ELSE
RTEMP = MAX( RTEMP, SMLNUM )
CALL ZDSCAL( NV, RONE / RTEMP, V, 1 )
END IF
130 CONTINUE
*
* Multiple-shift QR step
*
DO 150 K = L, I - 1
*
* 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.
*
NR = MIN( NS+1, I-K+1 )
IF( K.GT.L )
$ CALL ZCOPY( NR, H( K, K-1 ), 1, V, 1 )
CALL ZLARFG( NR, V( 1 ), V( 2 ), 1, TAU )
IF( K.GT.L ) THEN
H( K, K-1 ) = V( 1 )
DO 140 II = K + 1, I
H( II, K-1 ) = ZERO
140 CONTINUE
END IF
V( 1 ) = ONE
*
* Apply G' from the left to transform the rows of the matrix
* in columns K to I2.
*
CALL ZLARFX( 'Left', NR, I2-K+1, V, DCONJG( TAU ),
$ H( K, K ), LDH, WORK )
*
* Apply G from the right to transform the columns of the
* matrix in rows I1 to min(K+NR,I).
*
CALL ZLARFX( 'Right', MIN( K+NR, I )-I1+1, NR, V, TAU,
$ H( I1, K ), LDH, WORK )
*
IF( WANTZ ) THEN
*
* Accumulate transformations in the matrix Z
*
CALL ZLARFX( 'Right', NH, NR, V, TAU, Z( ILO, K ), LDZ,
$ WORK )
END IF
150 CONTINUE
*
* Ensure that H(I,I-1) is real.
*
TEMP = H( I, I-1 )
IF( DIMAG( TEMP ).NE.RZERO ) THEN
RTEMP = DLAPY2( DBLE( TEMP ), DIMAG( TEMP ) )
H( I, I-1 ) = RTEMP
TEMP = TEMP / RTEMP
IF( I2.GT.I )
$ CALL ZSCAL( I2-I, DCONJG( TEMP ), H( I, I+1 ), LDH )
CALL ZSCAL( I-I1, TEMP, H( I1, I ), 1 )
IF( WANTZ ) THEN
CALL ZSCAL( NH, TEMP, Z( ILO, I ), 1 )
END IF
END IF
*
160 CONTINUE
*
* Failure to converge in remaining number of iterations
*
INFO = I
RETURN
*
170 CONTINUE
*
* A submatrix of order <= MAXB in rows and columns L to I has split
* off. Use the double-shift QR algorithm to handle it.
*
CALL ZLAHQR( WANTT, WANTZ, N, L, I, H, LDH, W, ILO, IHI, Z, LDZ,
$ INFO )
IF( INFO.GT.0 )
$ RETURN
*
* Decrement number of remaining iterations, and return to start of
* the main loop with a new value of I.
*
ITN = ITN - ITS
I = L - 1
GO TO 60
*
180 CONTINUE
WORK( 1 ) = MAX( 1, N )
RETURN
*
* End of ZHSEQR
*
END
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