/* -- translated by f2c (version 20100827). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" /* 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; /* > \brief \b DHSEQR =========== DOCUMENTATION =========== Online html documentation available at http://www.netlib.org/lapack/explore-html/ > \htmlonly > Download DHSEQR + dependencies > > [TGZ] > > [ZIP] > > [TXT] > \endhtmlonly Definition: =========== SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, LDZ, WORK, LWORK, INFO ) INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N CHARACTER COMPZ, JOB DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ), $ Z( LDZ, * ) > \par Purpose: ============= > > \verbatim > > 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. > \endverbatim Arguments: ========== > \param[in] JOB > \verbatim > JOB is CHARACTER*1 > = 'E': compute eigenvalues only; > = 'S': compute eigenvalues and the Schur form T. > \endverbatim > > \param[in] COMPZ > \verbatim > COMPZ is 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. > \endverbatim > > \param[in] N > \verbatim > N is INTEGER > The order of the matrix H. N .GE. 0. > \endverbatim > > \param[in] ILO > \verbatim > ILO is INTEGER > \endverbatim > > \param[in] IHI > \verbatim > IHI is 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 ZGEHRD > 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. > \endverbatim > > \param[in,out] H > \verbatim > H is 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. > \endverbatim > > \param[in] LDH > \verbatim > LDH is INTEGER > The leading dimension of the array H. LDH .GE. max(1,N). > \endverbatim > > \param[out] WR > \verbatim > WR is DOUBLE PRECISION array, dimension (N) > \endverbatim > > \param[out] WI > \verbatim > WI is 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). > \endverbatim > > \param[in,out] Z > \verbatim > Z is 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.) > \endverbatim > > \param[in] LDZ > \verbatim > LDZ is INTEGER > The leading dimension of the array Z. if COMPZ = 'I' or > COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1. > \endverbatim > > \param[out] WORK > \verbatim > WORK is DOUBLE PRECISION array, dimension (LWORK) > On exit, if INFO = 0, WORK(1) returns an estimate of > the optimal value for LWORK. > \endverbatim > > \param[in] LWORK > \verbatim > LWORK is 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. > \endverbatim > > \param[out] INFO > \verbatim > INFO is 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. > \endverbatim Authors: ======== > \author Univ. of Tennessee > \author Univ. of California Berkeley > \author Univ. of Colorado Denver > \author NAG Ltd. > \date November 2011 > \ingroup doubleOTHERcomputational > \par Contributors: ================== > > Karen Braman and Ralph Byers, Department of Mathematics, > University of Kansas, USA > \par Further Details: ===================== > > \verbatim > > 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. > \endverbatim > \par 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. > \n > 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. ===================================================================== Subroutine */ int igraphdhseqr_(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) { /* 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 */ integer i__; doublereal hl[2401] /* was [49][49] */; integer kbot, nmin; extern logical igraphlsame_(char *, char *); logical initz; doublereal workl[49]; logical wantt, wantz; extern /* Subroutine */ int igraphdlaqr0_(logical *, logical *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, doublereal *, integer *, integer *), igraphdlahqr_(logical *, logical *, integer *, integer *, integer *, doublereal *, integer *, doublereal *, doublereal *, integer *, integer *, doublereal *, integer *, integer *), igraphdlacpy_(char *, integer *, integer *, doublereal *, integer *, doublereal *, integer *), igraphdlaset_(char *, integer *, integer *, doublereal *, doublereal *, doublereal *, integer *); extern integer igraphilaenv_(integer *, char *, char *, integer *, integer *, integer *, integer *, ftnlen, ftnlen); extern /* Subroutine */ int igraphxerbla_(char *, integer *, ftnlen); logical lquery; /* -- LAPACK computational routine (version 3.4.0) -- -- LAPACK is a software package provided by Univ. of Tennessee, -- -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- November 2011 ===================================================================== ==== 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=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. ==== ==== Decode and check the input parameters. ==== Parameter adjustments */ 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 = igraphlsame_(job, "S"); initz = igraphlsame_(compz, "I"); wantz = initz || igraphlsame_(compz, "V"); work[1] = (doublereal) max(1,*n); lquery = *lwork == -1; *info = 0; if (! igraphlsame_(job, "E") && ! wantt) { *info = -1; } else if (! igraphlsame_(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); igraphxerbla_("DHSEQR", &i__1, (ftnlen)6); 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 ==== */ igraphdlaqr0_(&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) { igraphdlaset_("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 = igraphilaenv_(&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) { igraphdlaqr0_(&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 ==== */ igraphdlahqr_(&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. ==== */ igraphdlaqr0_(&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. ==== */ igraphdlacpy_("A", n, n, &h__[h_offset], ldh, hl, &c__49); hl[*n + 1 + *n * 49 - 50] = 0.; i__1 = 49 - *n; igraphdlaset_("A", &c__49, &i__1, &c_b11, &c_b11, &hl[(*n + 1) * 49 - 49], &c__49); igraphdlaqr0_(&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) { igraphdlacpy_("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; igraphdlaset_("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; } /* igraphdhseqr_ */