575 lines
21 KiB
C
575 lines
21 KiB
C
/* -- translated by f2c (version 20240504).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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#include "f2c.h"
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/* Table of constant values */
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static doublereal c_b11 = 0.;
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static doublereal c_b12 = 1.;
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static integer c__12 = 12;
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static integer c__2 = 2;
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static integer c__49 = 49;
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/* > \brief \b DHSEQR
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=========== DOCUMENTATION ===========
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Online html documentation available at
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http://www.netlib.org/lapack/explore-html/
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> \htmlonly
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> Download DHSEQR + dependencies
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dhseqr.
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f">
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> [TGZ]</a>
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dhseqr.
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f">
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> [ZIP]</a>
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> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dhseqr.
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f">
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> [TXT]</a>
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> \endhtmlonly
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Definition:
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===========
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SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z,
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LDZ, WORK, LWORK, INFO )
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INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
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CHARACTER COMPZ, JOB
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DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
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$ Z( LDZ, * )
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> \par Purpose:
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=============
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>
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> \verbatim
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>
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> DHSEQR computes the eigenvalues of a Hessenberg matrix H
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> and, optionally, the matrices T and Z from the Schur decomposition
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> H = Z T Z**T, where T is an upper quasi-triangular matrix (the
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> Schur form), and Z is the orthogonal matrix of Schur vectors.
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>
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> Optionally Z may be postmultiplied into an input orthogonal
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> matrix Q so that this routine can give the Schur factorization
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> of a matrix A which has been reduced to the Hessenberg form H
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> by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
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> \endverbatim
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Arguments:
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==========
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> \param[in] JOB
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> \verbatim
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> JOB is CHARACTER*1
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> = 'E': compute eigenvalues only;
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> = 'S': compute eigenvalues and the Schur form T.
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> \endverbatim
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>
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> \param[in] COMPZ
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> \verbatim
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> COMPZ is CHARACTER*1
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> = 'N': no Schur vectors are computed;
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> = 'I': Z is initialized to the unit matrix and the matrix Z
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> of Schur vectors of H is returned;
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> = 'V': Z must contain an orthogonal matrix Q on entry, and
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> the product Q*Z is returned.
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> \endverbatim
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>
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> \param[in] N
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> \verbatim
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> N is INTEGER
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> The order of the matrix H. N .GE. 0.
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> \endverbatim
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>
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> \param[in] ILO
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> \verbatim
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> ILO is INTEGER
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> \endverbatim
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>
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> \param[in] IHI
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> \verbatim
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> IHI is INTEGER
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>
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> It is assumed that H is already upper triangular in rows
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> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
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> set by a previous call to DGEBAL, and then passed to ZGEHRD
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> when the matrix output by DGEBAL is reduced to Hessenberg
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> form. Otherwise ILO and IHI should be set to 1 and N
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> respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
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> If N = 0, then ILO = 1 and IHI = 0.
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> \endverbatim
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>
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> \param[in,out] H
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> \verbatim
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> H is DOUBLE PRECISION array, dimension (LDH,N)
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> On entry, the upper Hessenberg matrix H.
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> On exit, if INFO = 0 and JOB = 'S', then H contains the
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> upper quasi-triangular matrix T from the Schur decomposition
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> (the Schur form); 2-by-2 diagonal blocks (corresponding to
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> complex conjugate pairs of eigenvalues) are returned in
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> standard form, with H(i,i) = H(i+1,i+1) and
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> H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and JOB = 'E', the
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> contents of H are unspecified on exit. (The output value of
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> H when INFO.GT.0 is given under the description of INFO
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> below.)
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>
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> Unlike earlier versions of DHSEQR, this subroutine may
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> explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
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> or j = IHI+1, IHI+2, ... N.
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> \endverbatim
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>
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> \param[in] LDH
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> \verbatim
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> LDH is INTEGER
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> The leading dimension of the array H. LDH .GE. max(1,N).
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> \endverbatim
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>
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> \param[out] WR
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> \verbatim
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> WR is DOUBLE PRECISION array, dimension (N)
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> \endverbatim
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>
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> \param[out] WI
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> \verbatim
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> WI is DOUBLE PRECISION array, dimension (N)
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>
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> The real and imaginary parts, respectively, of the computed
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> eigenvalues. If two eigenvalues are computed as a complex
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> conjugate pair, they are stored in consecutive elements of
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> WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and
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> WI(i+1) .LT. 0. If JOB = 'S', the eigenvalues are stored in
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> the same order as on the diagonal of the Schur form returned
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> in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2
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> diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
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> WI(i+1) = -WI(i).
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> \endverbatim
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>
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> \param[in,out] Z
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> \verbatim
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> Z is DOUBLE PRECISION array, dimension (LDZ,N)
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> If COMPZ = 'N', Z is not referenced.
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> If COMPZ = 'I', on entry Z need not be set and on exit,
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> if INFO = 0, Z contains the orthogonal matrix Z of the Schur
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> vectors of H. If COMPZ = 'V', on entry Z must contain an
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> N-by-N matrix Q, which is assumed to be equal to the unit
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> matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
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> if INFO = 0, Z contains Q*Z.
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> Normally Q is the orthogonal matrix generated by DORGHR
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> after the call to DGEHRD which formed the Hessenberg matrix
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> H. (The output value of Z when INFO.GT.0 is given under
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> the description of INFO below.)
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> \endverbatim
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>
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> \param[in] LDZ
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> \verbatim
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> LDZ is INTEGER
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> The leading dimension of the array Z. if COMPZ = 'I' or
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> COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
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> \endverbatim
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>
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> \param[out] WORK
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> \verbatim
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> WORK is DOUBLE PRECISION array, dimension (LWORK)
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> On exit, if INFO = 0, WORK(1) returns an estimate of
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> the optimal value for LWORK.
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> \endverbatim
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>
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> \param[in] LWORK
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> \verbatim
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> LWORK is INTEGER
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> The dimension of the array WORK. LWORK .GE. max(1,N)
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> is sufficient and delivers very good and sometimes
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> optimal performance. However, LWORK as large as 11*N
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> may be required for optimal performance. A workspace
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> query is recommended to determine the optimal workspace
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> size.
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>
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> If LWORK = -1, then DHSEQR does a workspace query.
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> In this case, DHSEQR checks the input parameters and
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> estimates the optimal workspace size for the given
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> values of N, ILO and IHI. The estimate is returned
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> in WORK(1). No error message related to LWORK is
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> issued by XERBLA. Neither H nor Z are accessed.
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> \endverbatim
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>
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> \param[out] INFO
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> \verbatim
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> INFO is INTEGER
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> = 0: successful exit
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> .LT. 0: if INFO = -i, the i-th argument had an illegal
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> value
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> .GT. 0: if INFO = i, DHSEQR failed to compute all of
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> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
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> and WI contain those eigenvalues which have been
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> successfully computed. (Failures are rare.)
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>
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> If INFO .GT. 0 and JOB = 'E', then on exit, the
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> remaining unconverged eigenvalues are the eigen-
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> values of the upper Hessenberg matrix rows and
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> columns ILO through INFO of the final, output
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> value of H.
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>
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> If INFO .GT. 0 and JOB = 'S', then on exit
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>
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> (*) (initial value of H)*U = U*(final value of H)
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>
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> where U is an orthogonal matrix. The final
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> value of H is upper Hessenberg and quasi-triangular
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> in rows and columns INFO+1 through IHI.
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>
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> If INFO .GT. 0 and COMPZ = 'V', then on exit
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>
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> (final value of Z) = (initial value of Z)*U
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>
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> where U is the orthogonal matrix in (*) (regard-
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> less of the value of JOB.)
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>
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> If INFO .GT. 0 and COMPZ = 'I', then on exit
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> (final value of Z) = U
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> where U is the orthogonal matrix in (*) (regard-
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> less of the value of JOB.)
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>
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> If INFO .GT. 0 and COMPZ = 'N', then Z is not
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> accessed.
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> \endverbatim
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Authors:
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========
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> \author Univ. of Tennessee
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> \author Univ. of California Berkeley
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> \author Univ. of Colorado Denver
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> \author NAG Ltd.
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> \date November 2011
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> \ingroup doubleOTHERcomputational
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> \par Contributors:
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==================
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>
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> Karen Braman and Ralph Byers, Department of Mathematics,
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> University of Kansas, USA
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> \par Further Details:
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=====================
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>
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> \verbatim
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>
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> Default values supplied by
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> ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
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> It is suggested that these defaults be adjusted in order
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> to attain best performance in each particular
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> computational environment.
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>
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> ISPEC=12: The DLAHQR vs DLAQR0 crossover point.
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> Default: 75. (Must be at least 11.)
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>
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> ISPEC=13: Recommended deflation window size.
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> This depends on ILO, IHI and NS. NS is the
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> number of simultaneous shifts returned
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> by ILAENV(ISPEC=15). (See ISPEC=15 below.)
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> The default for (IHI-ILO+1).LE.500 is NS.
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> The default for (IHI-ILO+1).GT.500 is 3*NS/2.
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>
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> ISPEC=14: Nibble crossover point. (See IPARMQ for
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> details.) Default: 14% of deflation window
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> size.
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>
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> ISPEC=15: Number of simultaneous shifts in a multishift
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> QR iteration.
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>
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> If IHI-ILO+1 is ...
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>
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> greater than ...but less ... the
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> or equal to ... than default is
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>
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> 1 30 NS = 2(+)
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> 30 60 NS = 4(+)
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> 60 150 NS = 10(+)
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> 150 590 NS = **
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> 590 3000 NS = 64
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> 3000 6000 NS = 128
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> 6000 infinity NS = 256
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>
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> (+) By default some or all matrices of this order
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> are passed to the implicit double shift routine
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> DLAHQR and this parameter is ignored. See
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> ISPEC=12 above and comments in IPARMQ for
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> details.
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>
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> (**) The asterisks (**) indicate an ad-hoc
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> function of N increasing from 10 to 64.
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>
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> ISPEC=16: Select structured matrix multiply.
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> If the number of simultaneous shifts (specified
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> by ISPEC=15) is less than 14, then the default
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> for ISPEC=16 is 0. Otherwise the default for
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> ISPEC=16 is 2.
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> \endverbatim
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> \par References:
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================
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>
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> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
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> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
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> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
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> 929--947, 2002.
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> \n
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> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
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> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
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> of Matrix Analysis, volume 23, pages 948--973, 2002.
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=====================================================================
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Subroutine */ int igraphdhseqr_(char *job, char *compz, integer *n, integer *ilo,
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integer *ihi, doublereal *h__, integer *ldh, doublereal *wr,
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doublereal *wi, doublereal *z__, integer *ldz, doublereal *work,
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integer *lwork, integer *info)
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{
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/* System generated locals */
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address a__1[2];
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integer h_dim1, h_offset, z_dim1, z_offset, i__1, i__2[2], i__3;
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doublereal d__1;
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char ch__1[2];
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/* Builtin functions
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Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen);
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/* Local variables */
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integer i__;
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doublereal hl[2401] /* was [49][49] */;
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integer kbot, nmin;
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extern logical igraphlsame_(char *, char *);
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logical initz;
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doublereal workl[49];
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logical wantt, wantz;
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extern /* Subroutine */ int igraphdlaqr0_(logical *, logical *, integer *,
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integer *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *, integer *, doublereal *, integer *,
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doublereal *, integer *, integer *), igraphdlahqr_(logical *, logical *,
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integer *, integer *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *, integer *, doublereal *,
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integer *, integer *), igraphdlacpy_(char *, integer *, integer *,
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doublereal *, integer *, doublereal *, integer *),
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igraphdlaset_(char *, integer *, integer *, doublereal *, doublereal *,
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doublereal *, integer *);
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extern integer igraphilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *, ftnlen, ftnlen);
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extern /* Subroutine */ int igraphxerbla_(char *, integer *, ftnlen);
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logical lquery;
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/* -- LAPACK computational routine (version 3.4.0) --
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-- LAPACK is a software package provided by Univ. of Tennessee, --
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-- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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November 2011
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=====================================================================
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==== Matrices of order NTINY or smaller must be processed by
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. DLAHQR because of insufficient subdiagonal scratch space.
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. (This is a hard limit.) ====
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==== NL allocates some local workspace to help small matrices
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. through a rare DLAHQR failure. NL .GT. NTINY = 11 is
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. required and NL .LE. NMIN = ILAENV(ISPEC=12,...) is recom-
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. mended. (The default value of NMIN is 75.) Using NL = 49
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. allows up to six simultaneous shifts and a 16-by-16
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. deflation window. ====
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==== Decode and check the input parameters. ====
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Parameter adjustments */
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h_dim1 = *ldh;
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h_offset = 1 + h_dim1;
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h__ -= h_offset;
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--wr;
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--wi;
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z_dim1 = *ldz;
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z_offset = 1 + z_dim1;
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z__ -= z_offset;
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--work;
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/* Function Body */
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wantt = igraphlsame_(job, "S");
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initz = igraphlsame_(compz, "I");
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wantz = initz || igraphlsame_(compz, "V");
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work[1] = (doublereal) max(1,*n);
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lquery = *lwork == -1;
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*info = 0;
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if (! igraphlsame_(job, "E") && ! wantt) {
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*info = -1;
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} else if (! igraphlsame_(compz, "N") && ! wantz) {
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*info = -2;
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} else if (*n < 0) {
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*info = -3;
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} else if (*ilo < 1 || *ilo > max(1,*n)) {
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*info = -4;
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} else if (*ihi < min(*ilo,*n) || *ihi > *n) {
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*info = -5;
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} else if (*ldh < max(1,*n)) {
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*info = -7;
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} else if (*ldz < 1 || wantz && *ldz < max(1,*n)) {
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*info = -11;
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} else if (*lwork < max(1,*n) && ! lquery) {
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*info = -13;
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}
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if (*info != 0) {
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/* ==== Quick return in case of invalid argument. ==== */
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i__1 = -(*info);
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igraphxerbla_("DHSEQR", &i__1, (ftnlen)6);
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return 0;
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} else if (*n == 0) {
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/* ==== Quick return in case N = 0; nothing to do. ==== */
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return 0;
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} else if (lquery) {
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/* ==== Quick return in case of a workspace query ==== */
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igraphdlaqr0_(&wantt, &wantz, n, ilo, ihi, &h__[h_offset], ldh, &wr[1], &wi[
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1], ilo, ihi, &z__[z_offset], ldz, &work[1], lwork, info);
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/* ==== Ensure reported workspace size is backward-compatible with
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. previous LAPACK versions. ====
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Computing MAX */
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d__1 = (doublereal) max(1,*n);
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work[1] = max(d__1,work[1]);
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return 0;
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} else {
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/* ==== copy eigenvalues isolated by DGEBAL ==== */
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i__1 = *ilo - 1;
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for (i__ = 1; i__ <= i__1; ++i__) {
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wr[i__] = h__[i__ + i__ * h_dim1];
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wi[i__] = 0.;
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/* L10: */
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}
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i__1 = *n;
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for (i__ = *ihi + 1; i__ <= i__1; ++i__) {
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wr[i__] = h__[i__ + i__ * h_dim1];
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wi[i__] = 0.;
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/* L20: */
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}
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/* ==== 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_ */
|
|
|