SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z,
$ LDZ, WORK, LWORK, INFO )
*
* -- LAPACK computational routine (version 3.2.2) --
* Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..
* June 2010
*
* .. Scalar Arguments ..
INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
CHARACTER COMPZ, JOB
* ..
* .. Array Arguments ..
DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
$ Z( LDZ, * )
* ..
* 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 and delivers very good and sometimes
* optimal performance. However, LWORK as large as 11*N
* may be required for optimal performance. A workspace
* query is recommended to determine the optimal workspace
* size.
*
* 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=12: The DLAHQR vs DLAQR0 crossover point.
* Default: 75. (Must be at least 11.)
*
* ISPEC=13: Recommended deflation window size.
* This depends on ILO, IHI and NS. NS is the
* number of simultaneous shifts returned
* by ILAENV(ISPEC=15). (See ISPEC=15 below.)
* The default for (IHI-ILO+1).LE.500 is NS.
* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
*
* ISPEC=14: Nibble crossover point. (See IPARMQ for
* details.) Default: 14% of deflation window
* size.
*
* ISPEC=15: Number of simultaneous shifts in a multishift
* 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 this parameter is ignored. See
* ISPEC=12 above and comments in IPARMQ for
* details.
*
* (**) The asterisks (**) indicate an ad-hoc
* function of N increasing from 10 to 64.
*
* ISPEC=16: Select structured matrix multiply.
* If the number of simultaneous shifts (specified
* by ISPEC=15) is less than 14, then the default
* for ISPEC=16 is 0. Otherwise the default for
* ISPEC=16 is 2.
*
* ================================================================
* 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.
*
* ================================================================
* .. Parameters ..
*
* ==== Matrices of order NTINY or smaller must be processed by
* . DLAHQR because of insufficient subdiagonal scratch space.
* . (This is a hard limit.) ====
INTEGER NTINY
PARAMETER ( NTINY = 11 )
*
* ==== 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=12,...) 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. ====
INTEGER NL
PARAMETER ( NL = 49 )
DOUBLE PRECISION ZERO, ONE
PARAMETER ( ZERO = 0.0d0, ONE = 1.0d0 )
* ..
* .. Local Arrays ..
DOUBLE PRECISION HL( NL, NL ), WORKL( NL )
* ..
* .. Local Scalars ..
INTEGER I, KBOT, NMIN
LOGICAL INITZ, LQUERY, WANTT, WANTZ
* ..
* .. External Functions ..
INTEGER ILAENV
LOGICAL LSAME
EXTERNAL ILAENV, LSAME
* ..
* .. External Subroutines ..
EXTERNAL DLACPY, DLAHQR, DLAQR0, DLASET, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, MAX, MIN
* ..
* .. Executable Statements ..
*
* ==== Decode and check the input parameters. ====
*
WANTT = LSAME( JOB, 'S' )
INITZ = LSAME( COMPZ, 'I' )
WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
WORK( 1 ) = DBLE( MAX( 1, N ) )
LQUERY = LWORK.EQ.-1
*
INFO = 0
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 = -11
ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
INFO = -13
END IF
*
IF( INFO.NE.0 ) THEN
*
* ==== Quick return in case of invalid argument. ====
*
CALL XERBLA( 'DHSEQR', -INFO )
RETURN
*
ELSE IF( N.EQ.0 ) THEN
*
* ==== Quick return in case N = 0; nothing to do. ====
*
RETURN
*
ELSE IF( LQUERY ) THEN
*
* ==== Quick return in case of a workspace query ====
*
CALL DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILO,
$ IHI, Z, LDZ, WORK, LWORK, INFO )
* ==== Ensure reported workspace size is backward-compatible with
* . previous LAPACK versions. ====
WORK( 1 ) = MAX( DBLE( MAX( 1, N ) ), WORK( 1 ) )
RETURN
*
ELSE
*
* ==== copy eigenvalues isolated by DGEBAL ====
*
DO 10 I = 1, ILO - 1
WR( I ) = H( I, I )
WI( I ) = ZERO
10 CONTINUE
DO 20 I = IHI + 1, N
WR( I ) = H( I, I )
WI( I ) = ZERO
20 CONTINUE
*
* ==== Initialize Z, if requested ====
*
IF( INITZ )
$ CALL DLASET( 'A', N, N, ZERO, ONE, Z, LDZ )
*
* ==== Quick return if possible ====
*
IF( ILO.EQ.IHI ) THEN
WR( ILO ) = H( ILO, ILO )
WI( ILO ) = ZERO
RETURN
END IF
*
* ==== DLAHQR/DLAQR0 crossover point ====
*
NMIN = ILAENV( 12, 'DHSEQR', JOB( : 1 ) // COMPZ( : 1 ), N,
$ ILO, IHI, LWORK )
NMIN = MAX( NTINY, NMIN )
*
* ==== DLAQR0 for big matrices; DLAHQR for small ones ====
*
IF( N.GT.NMIN ) THEN
CALL DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILO,
$ IHI, Z, LDZ, WORK, LWORK, INFO )
ELSE
*
* ==== Small matrix ====
*
CALL DLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILO,
$ IHI, Z, LDZ, INFO )
*
IF( INFO.GT.0 ) THEN
*
* ==== A rare DLAHQR failure! DLAQR0 sometimes succeeds
* . when DLAHQR fails. ====
*
KBOT = INFO
*
IF( N.GE.NL ) THEN
*
* ==== Larger matrices have enough subdiagonal scratch
* . space to call DLAQR0 directly. ====
*
CALL DLAQR0( WANTT, WANTZ, N, ILO, KBOT, H, LDH, WR,
$ WI, ILO, IHI, Z, LDZ, WORK, 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. ====
*
CALL DLACPY( 'A', N, N, H, LDH, HL, NL )
HL( N+1, N ) = ZERO
CALL DLASET( 'A', NL, NL-N, ZERO, ZERO, HL( 1, N+1 ),
$ NL )
CALL DLAQR0( WANTT, WANTZ, NL, ILO, KBOT, HL, NL, WR,
$ WI, ILO, IHI, Z, LDZ, WORKL, NL, INFO )
IF( WANTT .OR. INFO.NE.0 )
$ CALL DLACPY( 'A', N, N, HL, NL, H, LDH )
END IF
END IF
END IF
*
* ==== Clear out the trash, if necessary. ====
*
IF( ( WANTT .OR. INFO.NE.0 ) .AND. N.GT.2 )
$ CALL DLASET( 'L', N-2, N-2, ZERO, ZERO, H( 3, 1 ), LDH )
*
* ==== Ensure reported workspace size is backward-compatible with
* . previous LAPACK versions. ====
*
WORK( 1 ) = MAX( DBLE( MAX( 1, N ) ), WORK( 1 ) )
END IF
*
* ==== End of DHSEQR ====
*
END