#include "blaswrap.h" #include "f2c.h" /* Subroutine */ int dhseqr_(char *job, char *compz, integer *n, integer *ilo, integer *ihi, doublereal *h__, integer *ldh, doublereal *wr, doublereal *wi, doublereal *z__, integer *ldz, doublereal *work, integer *lwork, integer *info) { /* -- LAPACK driver routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= DHSEQR 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. 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 orthogonal matrix Q on entry, and the product Q*Z is returned. N (input) INTEGER The order of the matrix H. N .GE. 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 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.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) DOUBLE PRECISION array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if INFO = 0 and JOB = 'S', 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).LT.0. If INFO = 0 and JOB = 'E', the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) Unlike earlier versions of DHSEQR, this subroutine may explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. 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. 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) .GT. 0 and WI(i+1) .LT. 0. If JOB = 'S', 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). Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N) If COMPZ = 'N', Z is not referenced. If COMPZ = 'I', on entry Z need not be set and on exit, if INFO = 0, Z contains the orthogonal 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, if INFO = 0, Z contains Q*Z. Normally Q is the orthogonal matrix generated by DORGHR after the call to DGEHRD which formed the Hessenberg matrix H. (The output value of Z when INFO.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if COMPZ = 'I' or COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1. WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) On exit, if INFO = 0, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. 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 DHSEQR does a workspace query. In this case, DHSEQR 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. INFO (output) INTEGER = 0: successful exit .LT. 0: if INFO = -i, the i-th argument had an illegal value .GT. 0: if INFO = i, DHSEQR 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 .GT. 0 and JOB = 'E', 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 .GT. 0 and JOB = 'S', 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 .GT. 0 and COMPZ = 'V', then on exit (final value of Z) = (initial value of Z)*U where U is the orthogonal matrix in (*) (regard- less of the value of JOB.) If INFO .GT. 0 and COMPZ = 'I', then on exit (final value of Z) = U where U is the orthogonal matrix in (*) (regard- less of the value of JOB.) If INFO .GT. 0 and COMPZ = 'N', then Z is not accessed. ================================================================ Default values supplied by ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK). It is suggested that these defaults be adjusted in order to attain best performance in each particular computational environment. ISPEC=1: The DLAHQR vs DLAQR0 crossover point. Default: 75. (Must be at least 11.) ISPEC=2: Recommended deflation window size. This depends on ILO, IHI and NS. NS is the number of simultaneous shifts returned by ILAENV(ISPEC=4). (See ISPEC=4 below.) The default for (IHI-ILO+1).LE.500 is NS. The default for (IHI-ILO+1).GT.500 is 3*NS/2. ISPEC=3: Nibble crossover point. (See ILAENV for details.) Default: 14% of deflation window size. ISPEC=4: Number of simultaneous shifts, NS, in a multi-shift QR iteration. If IHI-ILO+1 is ... greater than ...but less ... the or equal to ... than default is 1 30 NS - 2(+) 30 60 NS - 4(+) 60 150 NS = 10(+) 150 590 NS = ** 590 3000 NS = 64 3000 6000 NS = 128 6000 infinity NS = 256 (+) By default some or all matrices of this order are passed to the implicit double shift routine DLAHQR and NS is ignored. See ISPEC=1 above and comments in IPARM for details. The asterisks (**) indicate an ad-hoc function of N increasing from 10 to 64. ISPEC=5: Select structured matrix multiply. (See ILAENV for details.) Default: 3. ================================================================ Based on contributions by Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA ================================================================ 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. 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. ================================================================ ==== Matrices of order NTINY or smaller must be processed by . DLAHQR because of insufficient subdiagonal scratch space. . (This is a hard limit.) ==== ==== NL allocates some local workspace to help small matrices . through a rare DLAHQR failure. NL .GT. NTINY = 11 is . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom- . mended. (The default value of NMIN is 75.) Using NL = 49 . allows up to six simultaneous shifts and a 16-by-16 . deflation window. ==== ==== Decode and check the input parameters. ==== Parameter adjustments */ /* Table of constant values */ static doublereal c_b11 = 0.; static doublereal c_b12 = 1.; static integer c__12 = 12; static integer c__2 = 2; static integer c__49 = 49; /* System generated locals */ address a__1[2]; integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2[2], i__3; doublereal d__1; char ch__1[2]; /* Builtin functions Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen); /* Local variables */ static integer i__; static doublereal hl[2401] /* was [49][49] */; static integer kbot, nmin; extern logical lsame_(char *, char *); static logical initz; static doublereal workl[49]; static logical wantt, wantz; extern /* Subroutine */ int dlaqr0_(logical *, logical *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), dlahqr_(logical *, logical *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), dlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), dlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *); extern integer ilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); extern /* Subroutine */ int xerbla_(char *, integer *); static logical lquery; h_dim1 = *ldh; h_offset = 1 + h_dim1; h__ -= h_offset; --wr; --wi; z_dim1 = *ldz; z_offset = 1 + z_dim1; z__ -= z_offset; --work; /* Function Body */ wantt = lsame_(job, "S"); initz = lsame_(compz, "I"); wantz = initz || lsame_(compz, "V"); work[1] = (doublereal) max(1,*n); lquery = *lwork == -1; *info = 0; if (! lsame_(job, "E") && ! wantt) { *info = -1; } else if (! lsame_(compz, "N") && ! wantz) { *info = -2; } else if (*n < 0) { *info = -3; } else if (*ilo < 1 || *ilo > max(1,*n)) { *info = -4; } else if (*ihi < min(*ilo,*n) || *ihi > *n) { *info = -5; } else if (*ldh < max(1,*n)) { *info = -7; } else if (*ldz < 1 || wantz && *ldz < max(1,*n)) { *info = -11; } else if (*lwork < max(1,*n) && ! lquery) { *info = -13; } if (*info != 0) { /* ==== Quick return in case of invalid argument. ==== */ i__1 = -(*info); xerbla_("DHSEQR", &i__1); return 0; } else if (*n == 0) { /* ==== Quick return in case N = 0; nothing to do. ==== */ return 0; } else if (lquery) { /* ==== Quick return in case of a workspace query ==== */ dlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &wi[ 1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork, info); /* ==== Ensure reported workspace size is backward-compatible with . previous LAPACK versions. ==== Computing MAX */ d__1 = (doublereal) max(1,*n); work[1] = max(d__1,work[1]); return 0; } else { /* ==== copy eigenvalues isolated by DGEBAL ==== */ i__1 = *ilo - 1; for (i__ = 1; i__ <= i__1; ++i__) { wr[i__] = h__[i__ + i__ * h_dim1]; wi[i__] = 0.; /* L10: */ } i__1 = *n; for (i__ = *ihi + 1; i__ <= i__1; ++i__) { wr[i__] = h__[i__ + i__ * h_dim1]; wi[i__] = 0.; /* L20: */ } /* ==== Initialize Z, if requested ==== */ if (initz) { dlaset_("A", n, n, &c_b11, &c_b12, &z__[z_offset], ldz) ; } /* ==== Quick return if possible ==== */ if (*ilo == *ihi) { wr[*ilo] = h__[*ilo + *ilo * h_dim1]; wi[*ilo] = 0.; return 0; } /* ==== DLAHQR/DLAQR0 crossover point ==== Writing concatenation */ i__2[0] = 1, a__1[0] = job; i__2[1] = 1, a__1[1] = compz; s_cat(ch__1, a__1, i__2, &c__2, (ftnlen)2); nmin = ilaenv_(&c__12, "DHSEQR", ch__1, n, ilo, ihi, lwork, (ftnlen)6, (ftnlen)2); nmin = max(11,nmin); /* ==== DLAQR0 for big matrices; DLAHQR for small ones ==== */ if (*n > nmin) { dlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &wi[1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork, info); } else { /* ==== Small matrix ==== */ dlahqr_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &wi[1], ilo, ihi, &z__[z_offset], ldz, info); if (*info > 0) { /* ==== A rare DLAHQR failure! DLAQR0 sometimes succeeds . when DLAHQR fails. ==== */ kbot = *info; if (*n >= 49) { /* ==== Larger matrices have enough subdiagonal scratch . space to call DLAQR0 directly. ==== */ dlaqr0_(&wantt, &wantz, n, ilo, &kbot, &h__[h_offset], ldh, &wr[1], &wi[1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork, info); } else { /* ==== Tiny matrices don't have enough subdiagonal . scratch space to benefit from DLAQR0. Hence, . tiny matrices must be copied into a larger . array before calling DLAQR0. ==== */ dlacpy_("A", n, n, &h__[h_offset], ldh, hl, &c__49); hl[*n + 1 + *n * 49 - 50] = 0.; i__1 = 49 - *n; dlaset_("A", &c__49, &i__1, &c_b11, &c_b11, &hl[(*n + 1) * 49 - 49], &c__49); dlaqr0_(&wantt, &wantz, &c__49, ilo, &kbot, hl, &c__49, & wr[1], &wi[1], ilo, ihi, &z__[z_offset], ldz, workl, &c__49, info); if (wantt || *info != 0) { dlacpy_("A", n, n, hl, &c__49, &h__[h_offset], ldh); } } } } /* ==== Clear out the trash, if necessary. ==== */ if ((wantt || *info != 0) && *n > 2) { i__1 = *n - 2; i__3 = *n - 2; dlaset_("L", &i__1, &i__3, &c_b11, &c_b11, &h__[h_dim1 + 3], ldh); } /* ==== Ensure reported workspace size is backward-compatible with . previous LAPACK versions. ==== Computing MAX */ d__1 = (doublereal) max(1,*n); work[1] = max(d__1,work[1]); } /* ==== End of DHSEQR ==== */ return 0; } /* dhseqr_ */