281 SUBROUTINE chgeqz( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT,
282 $ ALPHA, BETA, Q, LDQ, Z, LDZ, WORK, LWORK,
290 CHARACTER COMPQ, COMPZ, JOB
291 INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, , LWORK, N
295 COMPLEX ALPHA( * ), BETA( * ), H( LDH, * ),
296 $ q( ldq, * ), t( ldt, *
304 PARAMETER ( CZERO = ( 0.0e+0, 0.0e+0 ),
305 $ cone = ( 1.0e+0, 0.0e+0 ) )
307 PARAMETER ( ZERO = 0.0e+0, one = 1.0e+0 )
309 parameter( half = 0.5e+0 )
312 LOGICAL ILAZR2, ILAZRO, ILQ, ILSCHR, ILZ, LQUERY
313 INTEGER ICOMPQ, ICOMPZ, IFIRST, IFRSTM, IITER, ILAST,
314 $ ilastm, in, ischur, istart, j,
jc, jch, jiter,
316 REAL ABSB, ANORM, ASCALE, ATOL, BNORM, BSCALE, BTOL,
317 $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
318 COMPLEX ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
319 $ CTEMP3, ESHIFT, S, , SIGNBC,
326 EXTERNAL cladiv, lsame,
clanhs, slamch
332 INTRINSIC abs, aimag,
cmplx, conjg,
max,
min, real, sqrt
338 abs1( x ) = abs( real( x ) ) + abs( aimag( x ) )
344 IF( lsame( job,
'E' ) )
THEN
347 ELSE IF( lsame( job,
'S' ) )
THEN
355 IF( lsame( compq,
'N' ) )
THEN
358 ELSE IF( lsame( compq,
'V' ) )
THEN
361 ELSE IF( lsame( compq,
'I' ) )
THEN
369 IF( lsame( compz,
'N' ) )
THEN
372 ELSE IF( lsame( compz,
'V' ) )
THEN
375 ELSE IF( lsame( compz,
'I' ) )
THEN
386 work( 1 ) =
max( 1, n )
387 lquery = ( lwork.EQ.-1 )
388 IF( ischur.EQ.0 )
THEN
390 ELSE IF( icompq.EQ.0 )
THEN
392 ELSE IF( icompz.EQ.0 )
THEN
394 ELSE IF( n.LT.0 )
THEN
396 ELSE IF( ilo.LT.1 )
THEN
398 ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 )
THEN
400 ELSE IF( ldh.LT.n )
THEN
402 ELSE IF( ldt.LT.n )
THEN
404 ELSE IF( ldq.LT.1 .OR. ( ilq .AND. ldq.LT.n ) )
THEN
406 ELSE IF( ldz.LT.1 .OR. ( ilz .AND. ldz.LT.n ) )
THEN
408 ELSE IF( lwork.LT.
max( 1, n ) .AND. .NOT.lquery )
THEN
412 CALL xerbla(
'CHGEQZ', -info )
414 ELSE IF( lquery )
THEN
422 work( 1 ) =
cmplx( 1 )
429 $
CALL claset(
'Full', n, n, czero, cone, q, ldq )
431 $
CALL claset(
'Full', n, n, czero, cone, z, ldz )
436 safmin = slamch(
'S' )
437 ulp = slamch(
'E' )*slamch(
'B' )
438 anorm =
clanhs(
'F', in, h( ilo, ilo ), ldh, rwork )
439 bnorm =
clanhs(
'F', in, t( ilo, ilo ), ldt, rwork )
440 atol =
max( safmin, ulp*anorm )
441 btol =
max( safmin, ulp*bnorm )
442 ascale = one /
max( safmin, anorm )
443 bscale = one /
max( safmin, bnorm )
449 absb = abs( t( j, j ) )
450 IF( absb.GT.safmin )
THEN
451 signbc = conjg( t( j, j ) / absb )
454CALL cscal( j-1, signbc, t( 1, j ), 1 )
455 CALL cscal( j, signbc, h( 1, j ), 1 )
457 CALL cscal( 1, signbc, h( j, j ), 1 )
460 $
CALL cscal( n, signbc, z( 1, j ), 1 )
464 alpha( j ) = h( j, j )
465 beta( j ) = t( j, j )
498 maxit = 30*( ihi-ilo+1 )
500 DO 170 jiter = 1, maxit
515 IF( ilast.EQ.ilo )
THEN
518 IF( abs1( h( ilast, ilast-1 ) ).LE.
max( safmin, ulp*(
521 h( ilast, ilast-1 ) = czero
526 IF( abs( t( ilast, ilast ) ).LE.
max
527 $ abs( t( ilast - 1, ilast ) ) + abs( t( ilast-1, ilast-1 )
529 t( ilast, ilast ) = czero
535 DO 40 j = ilast - 1, ilo, -1
542 IF( abs1( h( j, j-1 ) ).LE.
max( safmin, ulp*(
543 $ abs1( h( j, j ) ) + abs1( h( j-1, j-1 ) )
554 temp = abs( t( j, j + 1 ) )
556 $ temp = temp + abs( t( j - 1, j ) )
557 IF( abs( t( j, j ) ).LT.
max( safmin,ulp*temp ) )
THEN
563 IF( .NOT.ilazro )
THEN
564 IF( abs1( h( j, j-1 ) )*( ascale*abs1( h( j+1,
565 $ j ) ) ).LE.abs1( h( j, j ) )*( ascale*atol ) )
575 IF( ilazro .OR. ilazr2 )
THEN
576 DO 20 jch = j, ilast - 1
577 ctemp = h( jch, jch )
578 CALL clartg( ctemp, h( jch+1, jch ), c, s,
580 h( jch+1, jch ) = czero
581 CALL crot( ilastm-jch, h( jch, jch+1 ), ldh,
582 $ h( jch+1, jch+1 ), ldh, c, s )
583 CALL crot( ilastm-jch, t( jch, jch+1 ), ldt,
584 $ t( jch+1, jch+1 ), ldt, c, s )
586 $
CALL crot( n, q( 1, jch ), 1, q( 1, jch+1 ), 1,
589 $ h( jch, jch-1 ) = h( jch, jch-1 )*c
591 IF( abs1( t( jch+1, jch+1 ) ).GE.btol )
THEN
592 IF( jch+1.GE.ilast )
THEN
599 t( jch+1, jch+1 ) = czero
607 DO 30 jch = j, ilast - 1
608 ctemp = t( jch, jch+1 )
609 CALL clartg( ctemp, t( jch+1, jch+1 ), c, s,
611 t( jch+1, jch+1 ) = czero
612 IF( jch.LT.ilastm-1 )
613 $
CALL crot( ilastm-jch-1, t( jch, jch+2 ), ldt,
614 $ t( jch+1, jch+2 ), ldt, c, s )
615 CALL crot( ilastm-jch+2, h( jch, jch-1 ), ldh,
616 $ h( jch+1, jch-1 ), ldh, c, s )
618 $
CALL crot( n, q( 1, jch ), 1, q( 1, jch+1 ), 1,
620 ctemp = h( jch+1, jch )
621 CALL clartg( ctemp, h( jch+1, jch
623 h( jch+1, jch-1 ) = czero
624 CALL crot( jch+1-ifrstm, h( ifrstm, jch ), 1,
625 $ h( ifrstm, jch-1 ), 1, c, s )
626 CALL crot( jch-ifrstm, t( ifrstm, jch ), 1,
627 $ t( ifrstm, jch-1 ), 1, c, s )
629 $
CALL crot( n, z( 1, jch ), 1, z( 1, jch-1 ), 1,
634 ELSE IF( ilazro )
THEN
655 ctemp = h( ilast, ilast )
656 CALL clartg( ctemp, h( ilast, ilast-1 ), c, s,
657 $ h( ilast, ilast ) )
658 h( ilast, ilast-1 ) = czero
659 CALL crot( ilast-ifrstm, h( ifrstm, ilast ), 1,
660 $ h( ifrstm, ilast-1 ), 1, c, s )
661 CALL crot( ilast-ifrstm, t( ifrstm, ilast ), 1,
662 $ t( ifrstm, ilast-1 ), 1, c, s )
664 $
CALL crot( n, z( 1, ilast ), 1, z( 1, ilast-1 ), 1, c, s )
669 absb = abs( t( ilast, ilast ) )
670 IF( absb.GT.safmin )
THEN
671 signbc = conjg( t( ilast, ilast ) / absb )
672 t( ilast, ilast ) = absb
674 CALL cscal( ilast-ifrstm, signbc, t( ifrstm
675 CALL cscal( ilast+1-ifrstm, signbc, h( ifrstm, ilast ),
678 CALL cscal( 1, signbc, h( ilast, ilast ), 1 )
681 $
CALL cscal( n, signbc, z( 1, ilast ), 1 )
683 t( ilast, ilast ) = czero
685 alpha( ilast ) = h( ilast, ilast )
686 beta( ilast ) = t( ilast, ilast )
698 IF( .NOT.ilschr )
THEN
700 IF( ifrstm.GT.ilast )
712 IF( .NOT.ilschr )
THEN
722 IF( ( iiter / 10 )*10.NE.iiter )
THEN
731 u12 = ( bscale*t( ilast-1, ilast ) ) /
732 $ ( bscale*t( ilast, ilast ) )
733 ad11 = ( ascale*h( ilast-1, ilast-1 ) ) /
734 $ ( bscale*t( ilast-1, ilast-1 ) )
735 ad21 = ( ascale*h( ilast, ilast-1 ) ) /
736 $ ( bscale*t( ilast-1, ilast-1 ) )
737 ad12 = ( ascale*h( ilast-1, ilast ) ) /
738 $ ( bscale*t( ilast, ilast ) )
739 ad22 = ( ascale*h( ilast, ilast ) ) /
740 $ ( bscale*t( ilast, ilast ) )
741 abi22 = ad22 - u12*ad21
742 abi12 = ad12 - u12*ad11
745 ctemp = sqrt( abi12 )*sqrt( ad21 )
747 IF( ctemp.NE.zero )
THEN
748 x = half*( ad11-shift )
750 temp =
max( temp, abs1(
751 y = temp*sqrt( ( x / temp )**2+( ctemp / temp )**2 )
752 IF( temp2.GT.zero )
THEN
753 IF( real( x / temp2 )*real( y )+
754 $ aimag( x / temp2 )*aimag( y ).LT.zero )y = -y
756 shift = shift - ctemp*cladiv( ctemp, ( x+y ) )
762 IF( ( iiter / 20 )*20.EQ.iiter .AND.
763 $ bscale*abs1(t( ilast, ilast )).GT.safmin )
THEN
764 eshift = eshift + ( ascale*h( ilast,
765 $ ilast ) )/( bscale*t( ilast, ilast ) )
767 eshift = eshift + ( ascale*h( ilast,
768 $ ilast-1 ) )/( bscale*t( ilast-1, ilast-1 ) )
775 DO 80 j = ilast - 1, ifirst + 1, -1
777 ctemp = ascale*h( j, j ) - shift*( bscale*t( j, j ) )
779 temp2 = ascale*abs1( h( j+1, j ) )
780 tempr =
max( temp, temp2 )
781 IF( tempr.LT.one .AND. tempr.NE.zero )
THEN
783 temp2 = temp2 / tempr
785 IF( abs1( h( j, j-1 ) )*temp2.LE.temp*atol )
790 ctemp = ascale*h( ifirst, ifirst ) -
791 $ shift*( bscale*t( ifirst, ifirst ) )
798 ctemp2 = ascale*h( istart+1, istart )
799 CALL clartg( ctemp, ctemp2, c, s, ctemp3 )
803 DO 150 j = istart, ilast - 1
804 IF( j.GT.istart )
THEN
806 CALL clartg( ctemp, h( j+1, j-1 ), c, s, h( j, j-1 ) )
807 h( j+1, j-1 ) = czero
810 DO 100
jc = j, ilastm
811 ctemp = c*h( j,
jc ) + s*h( j+1,
jc )
812 h( j+1,
jc ) = -conjg( s )*h( j,
jc ) + c*h( j+1,
jc )
814 ctemp2 = c*t( j,
jc ) + s*t( j+1,
jc )
815 t( j+1,
jc ) = -conjg( s )*t( j,
jc ) + c*t( j+1,
jc )
820 ctemp = c*q( jr, j ) + conjg( s )*q( jr, j+1 )
821 q( jr, j+1 ) = -s*q( jr, j ) + c*q( jr, j+1 )
826 ctemp = t( j+1, j+1 )
827 CALL clartg( ctemp, t( j+1, j ), c, s, t( j+1, j+1 ) )
830 DO 120 jr = ifrstm,
min( j+2, ilast )
831 ctemp = c*h( jr, j+1 ) + s*h( jr, j )
832 h( jr, j ) = -conjg( s )*h( jr, j+1 ) + c*h( jr, j )
835 DO 130 jr = ifrstm, j
836 ctemp = c*t( jr, j+1 ) + s*t( jr, j )
837 t( jr, j ) = -conjg( s )*t( jr, j+1 ) + c*t( jr, j )
842 ctemp = c*z( jr, j+1 ) + s*z( jr, j )
843 z( jr, j ) = -conjg( s )*z( jr, j+1 ) + c*z( jr, j )
865 DO 200 j = 1, ilo - 1
866 absb = abs( t( j, j ) )
867 IF( absb.GT.safmin )
THEN
868 signbc = conjg( t( j, j ) / absb )
871 CALL cscal( j-1, signbc, t( 1, j ), 1 )
872 CALL cscal( j, signbc, h( 1, j ), 1 )
874 CALL cscal( 1, signbc, h( j, j ), 1 )
877 $
CALL cscal( n, signbc, z( 1, j ), 1 )
881 alpha( j ) = h( j, j )
882 beta( j ) = t( j, j )
892 work( 1 ) =
cmplx( n )