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dhseqr.c 31 kB

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  1. /* f2c.h -- Standard Fortran to C header file */
  2. /** barf [ba:rf] 2. "He suggested using FORTRAN, and everybody barfed."
  3. - From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition) */
  4. #ifndef F2C_INCLUDE
  5. #define F2C_INCLUDE
  6. #include <math.h>
  7. #include <stdlib.h>
  8. #include <string.h>
  9. #include <stdio.h>
  10. #include <complex.h>
  11. #ifdef complex
  12. #undef complex
  13. #endif
  14. #ifdef I
  15. #undef I
  16. #endif
  17. typedef int integer;
  18. typedef unsigned int uinteger;
  19. typedef char *address;
  20. typedef short int shortint;
  21. typedef float real;
  22. typedef double doublereal;
  23. typedef struct { real r, i; } complex;
  24. typedef struct { doublereal r, i; } doublecomplex;
  25. static inline _Complex float Cf(complex *z) {return z->r + z->i*_Complex_I;}
  26. static inline _Complex double Cd(doublecomplex *z) {return z->r + z->i*_Complex_I;}
  27. static inline _Complex float * _pCf(complex *z) {return (_Complex float*)z;}
  28. static inline _Complex double * _pCd(doublecomplex *z) {return (_Complex double*)z;}
  29. #define pCf(z) (*_pCf(z))
  30. #define pCd(z) (*_pCd(z))
  31. typedef int logical;
  32. typedef short int shortlogical;
  33. typedef char logical1;
  34. typedef char integer1;
  35. #define TRUE_ (1)
  36. #define FALSE_ (0)
  37. /* Extern is for use with -E */
  38. #ifndef Extern
  39. #define Extern extern
  40. #endif
  41. /* I/O stuff */
  42. typedef int flag;
  43. typedef int ftnlen;
  44. typedef int ftnint;
  45. /*external read, write*/
  46. typedef struct
  47. { flag cierr;
  48. ftnint ciunit;
  49. flag ciend;
  50. char *cifmt;
  51. ftnint cirec;
  52. } cilist;
  53. /*internal read, write*/
  54. typedef struct
  55. { flag icierr;
  56. char *iciunit;
  57. flag iciend;
  58. char *icifmt;
  59. ftnint icirlen;
  60. ftnint icirnum;
  61. } icilist;
  62. /*open*/
  63. typedef struct
  64. { flag oerr;
  65. ftnint ounit;
  66. char *ofnm;
  67. ftnlen ofnmlen;
  68. char *osta;
  69. char *oacc;
  70. char *ofm;
  71. ftnint orl;
  72. char *oblnk;
  73. } olist;
  74. /*close*/
  75. typedef struct
  76. { flag cerr;
  77. ftnint cunit;
  78. char *csta;
  79. } cllist;
  80. /*rewind, backspace, endfile*/
  81. typedef struct
  82. { flag aerr;
  83. ftnint aunit;
  84. } alist;
  85. /* inquire */
  86. typedef struct
  87. { flag inerr;
  88. ftnint inunit;
  89. char *infile;
  90. ftnlen infilen;
  91. ftnint *inex; /*parameters in standard's order*/
  92. ftnint *inopen;
  93. ftnint *innum;
  94. ftnint *innamed;
  95. char *inname;
  96. ftnlen innamlen;
  97. char *inacc;
  98. ftnlen inacclen;
  99. char *inseq;
  100. ftnlen inseqlen;
  101. char *indir;
  102. ftnlen indirlen;
  103. char *infmt;
  104. ftnlen infmtlen;
  105. char *inform;
  106. ftnint informlen;
  107. char *inunf;
  108. ftnlen inunflen;
  109. ftnint *inrecl;
  110. ftnint *innrec;
  111. char *inblank;
  112. ftnlen inblanklen;
  113. } inlist;
  114. #define VOID void
  115. union Multitype { /* for multiple entry points */
  116. integer1 g;
  117. shortint h;
  118. integer i;
  119. /* longint j; */
  120. real r;
  121. doublereal d;
  122. complex c;
  123. doublecomplex z;
  124. };
  125. typedef union Multitype Multitype;
  126. struct Vardesc { /* for Namelist */
  127. char *name;
  128. char *addr;
  129. ftnlen *dims;
  130. int type;
  131. };
  132. typedef struct Vardesc Vardesc;
  133. struct Namelist {
  134. char *name;
  135. Vardesc **vars;
  136. int nvars;
  137. };
  138. typedef struct Namelist Namelist;
  139. #define abs(x) ((x) >= 0 ? (x) : -(x))
  140. #define dabs(x) (fabs(x))
  141. #define f2cmin(a,b) ((a) <= (b) ? (a) : (b))
  142. #define f2cmax(a,b) ((a) >= (b) ? (a) : (b))
  143. #define dmin(a,b) (f2cmin(a,b))
  144. #define dmax(a,b) (f2cmax(a,b))
  145. #define bit_test(a,b) ((a) >> (b) & 1)
  146. #define bit_clear(a,b) ((a) & ~((uinteger)1 << (b)))
  147. #define bit_set(a,b) ((a) | ((uinteger)1 << (b)))
  148. #define abort_() { sig_die("Fortran abort routine called", 1); }
  149. #define c_abs(z) (cabsf(Cf(z)))
  150. #define c_cos(R,Z) { pCf(R)=ccos(Cf(Z)); }
  151. #define c_div(c, a, b) {pCf(c) = Cf(a)/Cf(b);}
  152. #define z_div(c, a, b) {pCd(c) = Cd(a)/Cd(b);}
  153. #define c_exp(R, Z) {pCf(R) = cexpf(Cf(Z));}
  154. #define c_log(R, Z) {pCf(R) = clogf(Cf(Z));}
  155. #define c_sin(R, Z) {pCf(R) = csinf(Cf(Z));}
  156. //#define c_sqrt(R, Z) {*(R) = csqrtf(Cf(Z));}
  157. #define c_sqrt(R, Z) {pCf(R) = csqrtf(Cf(Z));}
  158. #define d_abs(x) (fabs(*(x)))
  159. #define d_acos(x) (acos(*(x)))
  160. #define d_asin(x) (asin(*(x)))
  161. #define d_atan(x) (atan(*(x)))
  162. #define d_atn2(x, y) (atan2(*(x),*(y)))
  163. #define d_cnjg(R, Z) { pCd(R) = conj(Cd(Z)); }
  164. #define r_cnjg(R, Z) { pCf(R) = conj(Cf(Z)); }
  165. #define d_cos(x) (cos(*(x)))
  166. #define d_cosh(x) (cosh(*(x)))
  167. #define d_dim(__a, __b) ( *(__a) > *(__b) ? *(__a) - *(__b) : 0.0 )
  168. #define d_exp(x) (exp(*(x)))
  169. #define d_imag(z) (cimag(Cd(z)))
  170. #define r_imag(z) (cimag(Cf(z)))
  171. #define d_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  172. #define r_int(__x) (*(__x)>0 ? floor(*(__x)) : -floor(- *(__x)))
  173. #define d_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  174. #define r_lg10(x) ( 0.43429448190325182765 * log(*(x)) )
  175. #define d_log(x) (log(*(x)))
  176. #define d_mod(x, y) (fmod(*(x), *(y)))
  177. #define u_nint(__x) ((__x)>=0 ? floor((__x) + .5) : -floor(.5 - (__x)))
  178. #define d_nint(x) u_nint(*(x))
  179. #define u_sign(__a,__b) ((__b) >= 0 ? ((__a) >= 0 ? (__a) : -(__a)) : -((__a) >= 0 ? (__a) : -(__a)))
  180. #define d_sign(a,b) u_sign(*(a),*(b))
  181. #define r_sign(a,b) u_sign(*(a),*(b))
  182. #define d_sin(x) (sin(*(x)))
  183. #define d_sinh(x) (sinh(*(x)))
  184. #define d_sqrt(x) (sqrt(*(x)))
  185. #define d_tan(x) (tan(*(x)))
  186. #define d_tanh(x) (tanh(*(x)))
  187. #define i_abs(x) abs(*(x))
  188. #define i_dnnt(x) ((integer)u_nint(*(x)))
  189. #define i_len(s, n) (n)
  190. #define i_nint(x) ((integer)u_nint(*(x)))
  191. #define i_sign(a,b) ((integer)u_sign((integer)*(a),(integer)*(b)))
  192. #define pow_dd(ap, bp) ( pow(*(ap), *(bp)))
  193. #define pow_si(B,E) spow_ui(*(B),*(E))
  194. #define pow_ri(B,E) spow_ui(*(B),*(E))
  195. #define pow_di(B,E) dpow_ui(*(B),*(E))
  196. #define pow_zi(p, a, b) {pCd(p) = zpow_ui(Cd(a), *(b));}
  197. #define pow_ci(p, a, b) {pCf(p) = cpow_ui(Cf(a), *(b));}
  198. #define pow_zz(R,A,B) {pCd(R) = cpow(Cd(A),*(B));}
  199. #define s_cat(lpp, rpp, rnp, np, llp) { ftnlen i, nc, ll; char *f__rp, *lp; ll = (llp); lp = (lpp); for(i=0; i < (int)*(np); ++i) { nc = ll; if((rnp)[i] < nc) nc = (rnp)[i]; ll -= nc; f__rp = (rpp)[i]; while(--nc >= 0) *lp++ = *(f__rp)++; } while(--ll >= 0) *lp++ = ' '; }
  200. #define s_cmp(a,b,c,d) ((integer)strncmp((a),(b),f2cmin((c),(d))))
  201. #define s_copy(A,B,C,D) { int __i,__m; for (__i=0, __m=f2cmin((C),(D)); __i<__m && (B)[__i] != 0; ++__i) (A)[__i] = (B)[__i]; }
  202. #define sig_die(s, kill) { exit(1); }
  203. #define s_stop(s, n) {exit(0);}
  204. static char junk[] = "\n@(#)LIBF77 VERSION 19990503\n";
  205. #define z_abs(z) (cabs(Cd(z)))
  206. #define z_exp(R, Z) {pCd(R) = cexp(Cd(Z));}
  207. #define z_sqrt(R, Z) {pCd(R) = csqrt(Cd(Z));}
  208. #define myexit_() break;
  209. #define mycycle() continue;
  210. #define myceiling(w) {ceil(w)}
  211. #define myhuge(w) {HUGE_VAL}
  212. //#define mymaxloc_(w,s,e,n) {if (sizeof(*(w)) == sizeof(double)) dmaxloc_((w),*(s),*(e),n); else dmaxloc_((w),*(s),*(e),n);}
  213. #define mymaxloc(w,s,e,n) {dmaxloc_(w,*(s),*(e),n)}
  214. /* procedure parameter types for -A and -C++ */
  215. #define F2C_proc_par_types 1
  216. #ifdef __cplusplus
  217. typedef logical (*L_fp)(...);
  218. #else
  219. typedef logical (*L_fp)();
  220. #endif
  221. static float spow_ui(float x, integer n) {
  222. float pow=1.0; unsigned long int u;
  223. if(n != 0) {
  224. if(n < 0) n = -n, x = 1/x;
  225. for(u = n; ; ) {
  226. if(u & 01) pow *= x;
  227. if(u >>= 1) x *= x;
  228. else break;
  229. }
  230. }
  231. return pow;
  232. }
  233. static double dpow_ui(double x, integer n) {
  234. double pow=1.0; unsigned long int u;
  235. if(n != 0) {
  236. if(n < 0) n = -n, x = 1/x;
  237. for(u = n; ; ) {
  238. if(u & 01) pow *= x;
  239. if(u >>= 1) x *= x;
  240. else break;
  241. }
  242. }
  243. return pow;
  244. }
  245. static _Complex float cpow_ui(_Complex float x, integer n) {
  246. _Complex float pow=1.0; unsigned long int u;
  247. if(n != 0) {
  248. if(n < 0) n = -n, x = 1/x;
  249. for(u = n; ; ) {
  250. if(u & 01) pow *= x;
  251. if(u >>= 1) x *= x;
  252. else break;
  253. }
  254. }
  255. return pow;
  256. }
  257. static _Complex double zpow_ui(_Complex double x, integer n) {
  258. _Complex double pow=1.0; unsigned long int u;
  259. if(n != 0) {
  260. if(n < 0) n = -n, x = 1/x;
  261. for(u = n; ; ) {
  262. if(u & 01) pow *= x;
  263. if(u >>= 1) x *= x;
  264. else break;
  265. }
  266. }
  267. return pow;
  268. }
  269. static integer pow_ii(integer x, integer n) {
  270. integer pow; unsigned long int u;
  271. if (n <= 0) {
  272. if (n == 0 || x == 1) pow = 1;
  273. else if (x != -1) pow = x == 0 ? 1/x : 0;
  274. else n = -n;
  275. }
  276. if ((n > 0) || !(n == 0 || x == 1 || x != -1)) {
  277. u = n;
  278. for(pow = 1; ; ) {
  279. if(u & 01) pow *= x;
  280. if(u >>= 1) x *= x;
  281. else break;
  282. }
  283. }
  284. return pow;
  285. }
  286. static integer dmaxloc_(double *w, integer s, integer e, integer *n)
  287. {
  288. double m; integer i, mi;
  289. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  290. if (w[i-1]>m) mi=i ,m=w[i-1];
  291. return mi-s+1;
  292. }
  293. static integer smaxloc_(float *w, integer s, integer e, integer *n)
  294. {
  295. float m; integer i, mi;
  296. for(m=w[s-1], mi=s, i=s+1; i<=e; i++)
  297. if (w[i-1]>m) mi=i ,m=w[i-1];
  298. return mi-s+1;
  299. }
  300. static inline void cdotc_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  301. integer n = *n_, incx = *incx_, incy = *incy_, i;
  302. _Complex float zdotc = 0.0;
  303. if (incx == 1 && incy == 1) {
  304. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  305. zdotc += conjf(Cf(&x[i])) * Cf(&y[i]);
  306. }
  307. } else {
  308. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  309. zdotc += conjf(Cf(&x[i*incx])) * Cf(&y[i*incy]);
  310. }
  311. }
  312. pCf(z) = zdotc;
  313. }
  314. static inline void zdotc_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  315. integer n = *n_, incx = *incx_, incy = *incy_, i;
  316. _Complex double zdotc = 0.0;
  317. if (incx == 1 && incy == 1) {
  318. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  319. zdotc += conj(Cd(&x[i])) * Cd(&y[i]);
  320. }
  321. } else {
  322. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  323. zdotc += conj(Cd(&x[i*incx])) * Cd(&y[i*incy]);
  324. }
  325. }
  326. pCd(z) = zdotc;
  327. }
  328. static inline void cdotu_(complex *z, integer *n_, complex *x, integer *incx_, complex *y, integer *incy_) {
  329. integer n = *n_, incx = *incx_, incy = *incy_, i;
  330. _Complex float zdotc = 0.0;
  331. if (incx == 1 && incy == 1) {
  332. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  333. zdotc += Cf(&x[i]) * Cf(&y[i]);
  334. }
  335. } else {
  336. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  337. zdotc += Cf(&x[i*incx]) * Cf(&y[i*incy]);
  338. }
  339. }
  340. pCf(z) = zdotc;
  341. }
  342. static inline void zdotu_(doublecomplex *z, integer *n_, doublecomplex *x, integer *incx_, doublecomplex *y, integer *incy_) {
  343. integer n = *n_, incx = *incx_, incy = *incy_, i;
  344. _Complex double zdotc = 0.0;
  345. if (incx == 1 && incy == 1) {
  346. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  347. zdotc += Cd(&x[i]) * Cd(&y[i]);
  348. }
  349. } else {
  350. for (i=0;i<n;i++) { /* zdotc = zdotc + dconjg(x(i))* y(i) */
  351. zdotc += Cd(&x[i*incx]) * Cd(&y[i*incy]);
  352. }
  353. }
  354. pCd(z) = zdotc;
  355. }
  356. #endif
  357. /* -- translated by f2c (version 20000121).
  358. You must link the resulting object file with the libraries:
  359. -lf2c -lm (in that order)
  360. */
  361. /* Table of constant values */
  362. static doublereal c_b11 = 0.;
  363. static doublereal c_b12 = 1.;
  364. static integer c__12 = 12;
  365. static integer c__2 = 2;
  366. static integer c__49 = 49;
  367. /* > \brief \b DHSEQR */
  368. /* =========== DOCUMENTATION =========== */
  369. /* Online html documentation available at */
  370. /* http://www.netlib.org/lapack/explore-html/ */
  371. /* > \htmlonly */
  372. /* > Download DHSEQR + dependencies */
  373. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dhseqr.
  374. f"> */
  375. /* > [TGZ]</a> */
  376. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dhseqr.
  377. f"> */
  378. /* > [ZIP]</a> */
  379. /* > <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dhseqr.
  380. f"> */
  381. /* > [TXT]</a> */
  382. /* > \endhtmlonly */
  383. /* Definition: */
  384. /* =========== */
  385. /* SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, */
  386. /* LDZ, WORK, LWORK, INFO ) */
  387. /* INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N */
  388. /* CHARACTER COMPZ, JOB */
  389. /* DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ), */
  390. /* $ Z( LDZ, * ) */
  391. /* > \par Purpose: */
  392. /* ============= */
  393. /* > */
  394. /* > \verbatim */
  395. /* > */
  396. /* > DHSEQR computes the eigenvalues of a Hessenberg matrix H */
  397. /* > and, optionally, the matrices T and Z from the Schur decomposition */
  398. /* > H = Z T Z**T, where T is an upper quasi-triangular matrix (the */
  399. /* > Schur form), and Z is the orthogonal matrix of Schur vectors. */
  400. /* > */
  401. /* > Optionally Z may be postmultiplied into an input orthogonal */
  402. /* > matrix Q so that this routine can give the Schur factorization */
  403. /* > of a matrix A which has been reduced to the Hessenberg form H */
  404. /* > by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. */
  405. /* > \endverbatim */
  406. /* Arguments: */
  407. /* ========== */
  408. /* > \param[in] JOB */
  409. /* > \verbatim */
  410. /* > JOB is CHARACTER*1 */
  411. /* > = 'E': compute eigenvalues only; */
  412. /* > = 'S': compute eigenvalues and the Schur form T. */
  413. /* > \endverbatim */
  414. /* > */
  415. /* > \param[in] COMPZ */
  416. /* > \verbatim */
  417. /* > COMPZ is CHARACTER*1 */
  418. /* > = 'N': no Schur vectors are computed; */
  419. /* > = 'I': Z is initialized to the unit matrix and the matrix Z */
  420. /* > of Schur vectors of H is returned; */
  421. /* > = 'V': Z must contain an orthogonal matrix Q on entry, and */
  422. /* > the product Q*Z is returned. */
  423. /* > \endverbatim */
  424. /* > */
  425. /* > \param[in] N */
  426. /* > \verbatim */
  427. /* > N is INTEGER */
  428. /* > The order of the matrix H. N >= 0. */
  429. /* > \endverbatim */
  430. /* > */
  431. /* > \param[in] ILO */
  432. /* > \verbatim */
  433. /* > ILO is INTEGER */
  434. /* > \endverbatim */
  435. /* > */
  436. /* > \param[in] IHI */
  437. /* > \verbatim */
  438. /* > IHI is INTEGER */
  439. /* > */
  440. /* > It is assumed that H is already upper triangular in rows */
  441. /* > and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally */
  442. /* > set by a previous call to DGEBAL, and then passed to ZGEHRD */
  443. /* > when the matrix output by DGEBAL is reduced to Hessenberg */
  444. /* > form. Otherwise ILO and IHI should be set to 1 and N */
  445. /* > respectively. If N > 0, then 1 <= ILO <= IHI <= N. */
  446. /* > If N = 0, then ILO = 1 and IHI = 0. */
  447. /* > \endverbatim */
  448. /* > */
  449. /* > \param[in,out] H */
  450. /* > \verbatim */
  451. /* > H is DOUBLE PRECISION array, dimension (LDH,N) */
  452. /* > On entry, the upper Hessenberg matrix H. */
  453. /* > On exit, if INFO = 0 and JOB = 'S', then H contains the */
  454. /* > upper quasi-triangular matrix T from the Schur decomposition */
  455. /* > (the Schur form); 2-by-2 diagonal blocks (corresponding to */
  456. /* > complex conjugate pairs of eigenvalues) are returned in */
  457. /* > standard form, with H(i,i) = H(i+1,i+1) and */
  458. /* > H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and JOB = 'E', the */
  459. /* > contents of H are unspecified on exit. (The output value of */
  460. /* > H when INFO > 0 is given under the description of INFO */
  461. /* > below.) */
  462. /* > */
  463. /* > Unlike earlier versions of DHSEQR, this subroutine may */
  464. /* > explicitly H(i,j) = 0 for i > j and j = 1, 2, ... ILO-1 */
  465. /* > or j = IHI+1, IHI+2, ... N. */
  466. /* > \endverbatim */
  467. /* > */
  468. /* > \param[in] LDH */
  469. /* > \verbatim */
  470. /* > LDH is INTEGER */
  471. /* > The leading dimension of the array H. LDH >= f2cmax(1,N). */
  472. /* > \endverbatim */
  473. /* > */
  474. /* > \param[out] WR */
  475. /* > \verbatim */
  476. /* > WR is DOUBLE PRECISION array, dimension (N) */
  477. /* > \endverbatim */
  478. /* > */
  479. /* > \param[out] WI */
  480. /* > \verbatim */
  481. /* > WI is DOUBLE PRECISION array, dimension (N) */
  482. /* > */
  483. /* > The real and imaginary parts, respectively, of the computed */
  484. /* > eigenvalues. If two eigenvalues are computed as a complex */
  485. /* > conjugate pair, they are stored in consecutive elements of */
  486. /* > WR and WI, say the i-th and (i+1)th, with WI(i) > 0 and */
  487. /* > WI(i+1) < 0. If JOB = 'S', the eigenvalues are stored in */
  488. /* > the same order as on the diagonal of the Schur form returned */
  489. /* > in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 */
  490. /* > diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and */
  491. /* > WI(i+1) = -WI(i). */
  492. /* > \endverbatim */
  493. /* > */
  494. /* > \param[in,out] Z */
  495. /* > \verbatim */
  496. /* > Z is DOUBLE PRECISION array, dimension (LDZ,N) */
  497. /* > If COMPZ = 'N', Z is not referenced. */
  498. /* > If COMPZ = 'I', on entry Z need not be set and on exit, */
  499. /* > if INFO = 0, Z contains the orthogonal matrix Z of the Schur */
  500. /* > vectors of H. If COMPZ = 'V', on entry Z must contain an */
  501. /* > N-by-N matrix Q, which is assumed to be equal to the unit */
  502. /* > matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit, */
  503. /* > if INFO = 0, Z contains Q*Z. */
  504. /* > Normally Q is the orthogonal matrix generated by DORGHR */
  505. /* > after the call to DGEHRD which formed the Hessenberg matrix */
  506. /* > H. (The output value of Z when INFO > 0 is given under */
  507. /* > the description of INFO below.) */
  508. /* > \endverbatim */
  509. /* > */
  510. /* > \param[in] LDZ */
  511. /* > \verbatim */
  512. /* > LDZ is INTEGER */
  513. /* > The leading dimension of the array Z. if COMPZ = 'I' or */
  514. /* > COMPZ = 'V', then LDZ >= MAX(1,N). Otherwise, LDZ >= 1. */
  515. /* > \endverbatim */
  516. /* > */
  517. /* > \param[out] WORK */
  518. /* > \verbatim */
  519. /* > WORK is DOUBLE PRECISION array, dimension (LWORK) */
  520. /* > On exit, if INFO = 0, WORK(1) returns an estimate of */
  521. /* > the optimal value for LWORK. */
  522. /* > \endverbatim */
  523. /* > */
  524. /* > \param[in] LWORK */
  525. /* > \verbatim */
  526. /* > LWORK is INTEGER */
  527. /* > The dimension of the array WORK. LWORK >= f2cmax(1,N) */
  528. /* > is sufficient and delivers very good and sometimes */
  529. /* > optimal performance. However, LWORK as large as 11*N */
  530. /* > may be required for optimal performance. A workspace */
  531. /* > query is recommended to determine the optimal workspace */
  532. /* > size. */
  533. /* > */
  534. /* > If LWORK = -1, then DHSEQR does a workspace query. */
  535. /* > In this case, DHSEQR checks the input parameters and */
  536. /* > estimates the optimal workspace size for the given */
  537. /* > values of N, ILO and IHI. The estimate is returned */
  538. /* > in WORK(1). No error message related to LWORK is */
  539. /* > issued by XERBLA. Neither H nor Z are accessed. */
  540. /* > \endverbatim */
  541. /* > */
  542. /* > \param[out] INFO */
  543. /* > \verbatim */
  544. /* > INFO is INTEGER */
  545. /* > = 0: successful exit */
  546. /* > < 0: if INFO = -i, the i-th argument had an illegal */
  547. /* > value */
  548. /* > > 0: if INFO = i, DHSEQR failed to compute all of */
  549. /* > the eigenvalues. Elements 1:ilo-1 and i+1:n of WR */
  550. /* > and WI contain those eigenvalues which have been */
  551. /* > successfully computed. (Failures are rare.) */
  552. /* > */
  553. /* > If INFO > 0 and JOB = 'E', then on exit, the */
  554. /* > remaining unconverged eigenvalues are the eigen- */
  555. /* > values of the upper Hessenberg matrix rows and */
  556. /* > columns ILO through INFO of the final, output */
  557. /* > value of H. */
  558. /* > */
  559. /* > If INFO > 0 and JOB = 'S', then on exit */
  560. /* > */
  561. /* > (*) (initial value of H)*U = U*(final value of H) */
  562. /* > */
  563. /* > where U is an orthogonal matrix. The final */
  564. /* > value of H is upper Hessenberg and quasi-triangular */
  565. /* > in rows and columns INFO+1 through IHI. */
  566. /* > */
  567. /* > If INFO > 0 and COMPZ = 'V', then on exit */
  568. /* > */
  569. /* > (final value of Z) = (initial value of Z)*U */
  570. /* > */
  571. /* > where U is the orthogonal matrix in (*) (regard- */
  572. /* > less of the value of JOB.) */
  573. /* > */
  574. /* > If INFO > 0 and COMPZ = 'I', then on exit */
  575. /* > (final value of Z) = U */
  576. /* > where U is the orthogonal matrix in (*) (regard- */
  577. /* > less of the value of JOB.) */
  578. /* > */
  579. /* > If INFO > 0 and COMPZ = 'N', then Z is not */
  580. /* > accessed. */
  581. /* > \endverbatim */
  582. /* Authors: */
  583. /* ======== */
  584. /* > \author Univ. of Tennessee */
  585. /* > \author Univ. of California Berkeley */
  586. /* > \author Univ. of Colorado Denver */
  587. /* > \author NAG Ltd. */
  588. /* > \date December 2016 */
  589. /* > \ingroup doubleOTHERcomputational */
  590. /* > \par Contributors: */
  591. /* ================== */
  592. /* > */
  593. /* > Karen Braman and Ralph Byers, Department of Mathematics, */
  594. /* > University of Kansas, USA */
  595. /* > \par Further Details: */
  596. /* ===================== */
  597. /* > */
  598. /* > \verbatim */
  599. /* > */
  600. /* > Default values supplied by */
  601. /* > ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK). */
  602. /* > It is suggested that these defaults be adjusted in order */
  603. /* > to attain best performance in each particular */
  604. /* > computational environment. */
  605. /* > */
  606. /* > ISPEC=12: The DLAHQR vs DLAQR0 crossover point. */
  607. /* > Default: 75. (Must be at least 11.) */
  608. /* > */
  609. /* > ISPEC=13: Recommended deflation window size. */
  610. /* > This depends on ILO, IHI and NS. NS is the */
  611. /* > number of simultaneous shifts returned */
  612. /* > by ILAENV(ISPEC=15). (See ISPEC=15 below.) */
  613. /* > The default for (IHI-ILO+1) <= 500 is NS. */
  614. /* > The default for (IHI-ILO+1) > 500 is 3*NS/2. */
  615. /* > */
  616. /* > ISPEC=14: Nibble crossover point. (See IPARMQ for */
  617. /* > details.) Default: 14% of deflation window */
  618. /* > size. */
  619. /* > */
  620. /* > ISPEC=15: Number of simultaneous shifts in a multishift */
  621. /* > QR iteration. */
  622. /* > */
  623. /* > If IHI-ILO+1 is ... */
  624. /* > */
  625. /* > greater than ...but less ... the */
  626. /* > or equal to ... than default is */
  627. /* > */
  628. /* > 1 30 NS = 2(+) */
  629. /* > 30 60 NS = 4(+) */
  630. /* > 60 150 NS = 10(+) */
  631. /* > 150 590 NS = ** */
  632. /* > 590 3000 NS = 64 */
  633. /* > 3000 6000 NS = 128 */
  634. /* > 6000 infinity NS = 256 */
  635. /* > */
  636. /* > (+) By default some or all matrices of this order */
  637. /* > are passed to the implicit double shift routine */
  638. /* > DLAHQR and this parameter is ignored. See */
  639. /* > ISPEC=12 above and comments in IPARMQ for */
  640. /* > details. */
  641. /* > */
  642. /* > (**) The asterisks (**) indicate an ad-hoc */
  643. /* > function of N increasing from 10 to 64. */
  644. /* > */
  645. /* > ISPEC=16: Select structured matrix multiply. */
  646. /* > If the number of simultaneous shifts (specified */
  647. /* > by ISPEC=15) is less than 14, then the default */
  648. /* > for ISPEC=16 is 0. Otherwise the default for */
  649. /* > ISPEC=16 is 2. */
  650. /* > \endverbatim */
  651. /* > \par References: */
  652. /* ================ */
  653. /* > */
  654. /* > K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
  655. /* > Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 */
  656. /* > Performance, SIAM Journal of Matrix Analysis, volume 23, pages */
  657. /* > 929--947, 2002. */
  658. /* > \n */
  659. /* > K. Braman, R. Byers and R. Mathias, The Multi-Shift QR */
  660. /* > Algorithm Part II: Aggressive Early Deflation, SIAM Journal */
  661. /* > of Matrix Analysis, volume 23, pages 948--973, 2002. */
  662. /* ===================================================================== */
  663. /* Subroutine */ int dhseqr_(char *job, char *compz, integer *n, integer *ilo,
  664. integer *ihi, doublereal *h__, integer *ldh, doublereal *wr,
  665. doublereal *wi, doublereal *z__, integer *ldz, doublereal *work,
  666. integer *lwork, integer *info)
  667. {
  668. /* System generated locals */
  669. address a__1[2];
  670. integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2[2], i__3;
  671. doublereal d__1;
  672. char ch__1[2];
  673. /* Local variables */
  674. integer kbot, nmin, i__;
  675. extern logical lsame_(char *, char *);
  676. logical initz;
  677. doublereal workl[49];
  678. logical wantt, wantz;
  679. extern /* Subroutine */ int dlaqr0_(logical *, logical *, integer *,
  680. integer *, integer *, doublereal *, integer *, doublereal *,
  681. doublereal *, integer *, integer *, doublereal *, integer *,
  682. doublereal *, integer *, integer *);
  683. doublereal hl[2401] /* was [49][49] */;
  684. extern /* Subroutine */ int dlahqr_(logical *, logical *, integer *,
  685. integer *, integer *, doublereal *, integer *, doublereal *,
  686. doublereal *, integer *, integer *, doublereal *, integer *,
  687. integer *), dlacpy_(char *, integer *, integer *, doublereal *,
  688. integer *, doublereal *, integer *), dlaset_(char *,
  689. integer *, integer *, doublereal *, doublereal *, doublereal *,
  690. integer *);
  691. extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
  692. integer *, integer *, ftnlen, ftnlen);
  693. extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
  694. logical lquery;
  695. /* -- LAPACK computational routine (version 3.7.0) -- */
  696. /* -- LAPACK is a software package provided by Univ. of Tennessee, -- */
  697. /* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- */
  698. /* December 2016 */
  699. /* ===================================================================== */
  700. /* ==== Matrices of order NTINY or smaller must be processed by */
  701. /* . DLAHQR because of insufficient subdiagonal scratch space. */
  702. /* . (This is a hard limit.) ==== */
  703. /* ==== NL allocates some local workspace to help small matrices */
  704. /* . through a rare DLAHQR failure. NL > NTINY = 15 is */
  705. /* . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom- */
  706. /* . mended. (The default value of NMIN is 75.) Using NL = 49 */
  707. /* . allows up to six simultaneous shifts and a 16-by-16 */
  708. /* . deflation window. ==== */
  709. /* ==== Decode and check the input parameters. ==== */
  710. /* Parameter adjustments */
  711. h_dim1 = *ldh;
  712. h_offset = 1 + h_dim1 * 1;
  713. h__ -= h_offset;
  714. --wr;
  715. --wi;
  716. z_dim1 = *ldz;
  717. z_offset = 1 + z_dim1 * 1;
  718. z__ -= z_offset;
  719. --work;
  720. /* Function Body */
  721. wantt = lsame_(job, "S");
  722. initz = lsame_(compz, "I");
  723. wantz = initz || lsame_(compz, "V");
  724. work[1] = (doublereal) f2cmax(1,*n);
  725. lquery = *lwork == -1;
  726. *info = 0;
  727. if (! lsame_(job, "E") && ! wantt) {
  728. *info = -1;
  729. } else if (! lsame_(compz, "N") && ! wantz) {
  730. *info = -2;
  731. } else if (*n < 0) {
  732. *info = -3;
  733. } else if (*ilo < 1 || *ilo > f2cmax(1,*n)) {
  734. *info = -4;
  735. } else if (*ihi < f2cmin(*ilo,*n) || *ihi > *n) {
  736. *info = -5;
  737. } else if (*ldh < f2cmax(1,*n)) {
  738. *info = -7;
  739. } else if (*ldz < 1 || wantz && *ldz < f2cmax(1,*n)) {
  740. *info = -11;
  741. } else if (*lwork < f2cmax(1,*n) && ! lquery) {
  742. *info = -13;
  743. }
  744. if (*info != 0) {
  745. /* ==== Quick return in case of invalid argument. ==== */
  746. i__1 = -(*info);
  747. xerbla_("DHSEQR", &i__1, (ftnlen)6);
  748. return 0;
  749. } else if (*n == 0) {
  750. /* ==== Quick return in case N = 0; nothing to do. ==== */
  751. return 0;
  752. } else if (lquery) {
  753. /* ==== Quick return in case of a workspace query ==== */
  754. dlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &wi[
  755. 1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork, info);
  756. /* ==== Ensure reported workspace size is backward-compatible with */
  757. /* . previous LAPACK versions. ==== */
  758. /* Computing MAX */
  759. d__1 = (doublereal) f2cmax(1,*n);
  760. work[1] = f2cmax(d__1,work[1]);
  761. return 0;
  762. } else {
  763. /* ==== copy eigenvalues isolated by DGEBAL ==== */
  764. i__1 = *ilo - 1;
  765. for (i__ = 1; i__ <= i__1; ++i__) {
  766. wr[i__] = h__[i__ + i__ * h_dim1];
  767. wi[i__] = 0.;
  768. /* L10: */
  769. }
  770. i__1 = *n;
  771. for (i__ = *ihi + 1; i__ <= i__1; ++i__) {
  772. wr[i__] = h__[i__ + i__ * h_dim1];
  773. wi[i__] = 0.;
  774. /* L20: */
  775. }
  776. /* ==== Initialize Z, if requested ==== */
  777. if (initz) {
  778. dlaset_("A", n, n, &c_b11, &c_b12, &z__[z_offset], ldz)
  779. ;
  780. }
  781. /* ==== Quick return if possible ==== */
  782. if (*ilo == *ihi) {
  783. wr[*ilo] = h__[*ilo + *ilo * h_dim1];
  784. wi[*ilo] = 0.;
  785. return 0;
  786. }
  787. /* ==== DLAHQR/DLAQR0 crossover point ==== */
  788. /* Writing concatenation */
  789. i__2[0] = 1, a__1[0] = job;
  790. i__2[1] = 1, a__1[1] = compz;
  791. s_cat(ch__1, a__1, i__2, &c__2, (ftnlen)2);
  792. nmin = ilaenv_(&c__12, "DHSEQR", ch__1, n, ilo, ihi, lwork, (ftnlen)6,
  793. (ftnlen)2);
  794. nmin = f2cmax(15,nmin);
  795. /* ==== DLAQR0 for big matrices; DLAHQR for small ones ==== */
  796. if (*n > nmin) {
  797. dlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1],
  798. &wi[1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork,
  799. info);
  800. } else {
  801. /* ==== Small matrix ==== */
  802. dlahqr_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1],
  803. &wi[1], ilo, ihi, &z__[z_offset], ldz, info);
  804. if (*info > 0) {
  805. /* ==== A rare DLAHQR failure! DLAQR0 sometimes succeeds */
  806. /* . when DLAHQR fails. ==== */
  807. kbot = *info;
  808. if (*n >= 49) {
  809. /* ==== Larger matrices have enough subdiagonal scratch */
  810. /* . space to call DLAQR0 directly. ==== */
  811. dlaqr0_(&wantt, &wantz, n, ilo, &kbot, &h__[h_offset],
  812. ldh, &wr[1], &wi[1], ilo, ihi, &z__[z_offset],
  813. ldz, &work[1], lwork, info);
  814. } else {
  815. /* ==== Tiny matrices don't have enough subdiagonal */
  816. /* . scratch space to benefit from DLAQR0. Hence, */
  817. /* . tiny matrices must be copied into a larger */
  818. /* . array before calling DLAQR0. ==== */
  819. dlacpy_("A", n, n, &h__[h_offset], ldh, hl, &c__49);
  820. hl[*n + 1 + *n * 49 - 50] = 0.;
  821. i__1 = 49 - *n;
  822. dlaset_("A", &c__49, &i__1, &c_b11, &c_b11, &hl[(*n + 1) *
  823. 49 - 49], &c__49);
  824. dlaqr0_(&wantt, &wantz, &c__49, ilo, &kbot, hl, &c__49, &
  825. wr[1], &wi[1], ilo, ihi, &z__[z_offset], ldz,
  826. workl, &c__49, info);
  827. if (wantt || *info != 0) {
  828. dlacpy_("A", n, n, hl, &c__49, &h__[h_offset], ldh);
  829. }
  830. }
  831. }
  832. }
  833. /* ==== Clear out the trash, if necessary. ==== */
  834. if ((wantt || *info != 0) && *n > 2) {
  835. i__1 = *n - 2;
  836. i__3 = *n - 2;
  837. dlaset_("L", &i__1, &i__3, &c_b11, &c_b11, &h__[h_dim1 + 3], ldh);
  838. }
  839. /* ==== Ensure reported workspace size is backward-compatible with */
  840. /* . previous LAPACK versions. ==== */
  841. /* Computing MAX */
  842. d__1 = (doublereal) f2cmax(1,*n);
  843. work[1] = f2cmax(d__1,work[1]);
  844. }
  845. /* ==== End of DHSEQR ==== */
  846. return 0;
  847. } /* dhseqr_ */