281 SUBROUTINE zhgeqz( 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, LDZ, LWORK, N
294 DOUBLE PRECISION RWORK( * )
295 COMPLEX*16 ALPHA( * ), BETA( * ), H( , * ),
296 $ q( ldq, * ), t( ldt, * ), work( * ),
303 COMPLEX*16 CZERO, CONE
304 PARAMETER ( CZERO = ( 0.0d+0, 0.0d+0 ),
305 $ cone = ( 1.0d+0, 0.0d+0 ) )
306 DOUBLE PRECISION ZERO, ONE
307 PARAMETER ( ZERO = 0.0d+0, one = 1.0d+0 )
308 DOUBLE PRECISION HALF
309 parameter( half = 0.5d+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 DOUBLE PRECISION ABSB, ANORM, ASCALE, ATOL, BNORM, , BTOL,
317 $ C, SAFMIN, TEMP, TEMP2, TEMPR, ULP
318 COMPLEX*16 ABI22, AD11, AD12, AD21, AD22, CTEMP, CTEMP2,
319 $ CTEMP3, ESHIFT, S, SHIFT, SIGNBC,
325 DOUBLE PRECISION DLAMCH, ZLANHS
326 EXTERNAL zladiv, lsame, dlamch, zlanhs
332 INTRINSIC abs, dble, dcmplx, dconjg, dimag,
max,
min,
336 DOUBLE PRECISION ABS1
339 abs1( x ) = abs( dble( x ) ) + abs( dimag( x ) )
345 IF( lsame( job,
'E' ) )
THEN
348 ELSE IF( lsame( job,
'S' ) )
THEN
356 IF( lsame( compq,
'N' ) )
THEN
359 ELSE IF( lsame( compq,
'V' ) )
THEN
362 ELSE IF( lsame( compq,
'I' ) )
THEN
370 IF( lsame( compz,
'N' ) )
THEN
373 ELSE IF( lsame( compz,
'V' ) )
THEN
376 ELSE IF( lsame( compz,
'I' ) )
THEN
387 work( 1 ) =
max( 1, n )
388 lquery = ( lwork.EQ.-1 )
389 IF( ischur.EQ.0 )
THEN
391 ELSE IF( icompq.EQ.0 )
THEN
393 ELSE IF( icompz.EQ.0 )
THEN
395 ELSE IF( n.LT.0 )
THEN
397 ELSE IF( ilo.LT.1 )
THEN
399 ELSE IF( ihi.GT.n .OR. ihi.LT.ilo-1 )
THEN
401 ELSE IF( ldh.LT.n )
THEN
403 ELSE IF( ldt.LT.n )
THEN
405 ELSE IF( ldq.LT.1 .OR. ( ilq .AND. ldq.LT.n ) )
THEN
407 ELSE IF( ldz.LT.1 .OR. ( ilz .AND. ldz.LT.n ) )
THEN
409 ELSE IF( lwork.LT.
max( 1, n ) .AND. .NOT.lquery )
THEN
413 CALL xerbla(
'ZHGEQZ', -info )
415 ELSE IF( lquery )
THEN
423 work( 1 ) = dcmplx( 1 )
430 $
CALL zlaset(
'Full', n, n, czero, cone, q, ldq )
432 $
CALL zlaset(
'Full', n, n, czero, cone, z, ldz )
437 safmin = dlamch(
'S' )
438 ulp = dlamch(
'E' )*dlamch(
'B' )
439 anorm = zlanhs(
'F', in, h( ilo, ilo ), ldh, rwork )
440 bnorm = zlanhs(
'F', in, t( ilo, ilo ), ldt, rwork )
441 atol =
max( safmin, ulp*anorm )
442 btol =
max( safmin, ulp*bnorm )
443 ascale = one /
max( safmin, anorm )
444 bscale = one /
max( safmin, bnorm )
450 absb = abs( t( j, j ) )
451 IF( absb.GT.safmin )
THEN
452 signbc = dconjg( t( j, j ) / absb )
455 CALL zscal( j-1, signbc, t( 1, j ), 1 )
456 CALL zscal( j, signbc, h( 1, j ), 1 )
458 CALL zscal( 1, signbc, h( j, j ), 1 )
461 $
CALL zscal( n, signbc, z( 1, j ), 1 )
465 alpha( j ) = h( j, j )
466 beta( j ) = t( j, j )
499 maxit = 30*( ihi-ilo+1 )
501 DO 170 jiter = 1, maxit
516 IF( ilast.EQ.ilo )
THEN
519 IF( abs1( h( ilast, ilast-1 ) ).LE.
max( safmin, ulp*(
520 $ abs1( h( ilast, ilast ) ) + abs1( h( ilast-1, ilast-1 )
522 h( ilast, ilast-1 ) = czero
527 IF( abs( t( ilast, ilast ) ).LE.
max( safmin, ulp*(
528 $ abs( t( ilast - 1, ilast ) ) + abs( t( ilast-1, ilast-1 )
530 t( ilast, ilast ) = czero
536 DO 40 j = ilast - 1, ilo, -1
543 IF( abs1( h( j, j-1 ) ).LE.
max( safmin, ulp*(
544 $ abs1( h( j, j ) ) + abs1( h( j-1, j-1 ) )
555 temp = abs( t( j, j + 1 ) )
557 $ temp = temp + abs( t( j - 1, j ) )
558 IF( abs( t( j, j ) ).LT.
max( safmin,ulp*temp ) )
THEN
564 IF( .NOT.ilazro )
THEN
565 IF( abs1( h( j, j-1 ) )*( ascale*abs1( h( j+1,
566 $ j ) ) ).LE.abs1( h( j, j ) )*( ascale*atol ) )
576 IF( ilazro .OR. ilazr2 )
THEN
577 DO 20 jch = j, ilast - 1
578 ctemp = h( jch, jch )
579 CALL zlartg( ctemp, h( jch+1, jch ), c, s,
581 h( jch+1, jch ) = czero
582 CALL zrot( ilastm-jch, h( jch, jch+1 ), ldh,
584 CALL zrot( ilastm-jch, t( jch, jch+1 ), ldt,
585 $ t( jch+1, jch+1 ), ldt, c, s )
587 $
CALL zrot( n, q( 1, jch ), 1, q( 1, jch+1 ), 1,
590 $ h( jch, jch-1 ) = h( jch, jch-1 )*c
592 IF( abs1( t( jch+1, jch+1 ) ).GE.btol )
THEN
593 IF( jch+1.GE.ilast )
THEN
600 t( jch+1, jch+1 ) = czero
608 DO 30 jch = j, ilast - 1
610 CALL zlartg( ctemp, t( jch+1, jch+1 ), c, s,
612 t( jch+1, jch+1 ) = czero
613 IF( jch.LT.ilastm-1 )
614 $
CALL zrot( ilastm-jch-1, t( jch, jch+2 ), ldt,
615 $ t( jch+1, jch+2 ), ldt, c, s )
616 CALL zrot( ilastm-jch+2, h( jch, jch-1 ), ldh,
617 $ h( jch+1, jch-1 ), ldh, c, s )
619 $
CALL zrot( n, q( 1, jch ), 1, q( 1, jch+1 ), 1,
621 ctemp = h( jch+1, jch )
622 CALL zlartg( ctemp, h( jch+1, jch-1 ), c, s,
624 h( jch+1, jch-1 ) = czero
625 CALL zrot( jch+1-ifrstm, h( ifrstm, jch ), 1,
626 $ h( ifrstm, jch-1 ), 1, c, s )
627 CALL zrot( jch-ifrstm, t( ifrstm, jch ), 1,
628 $ t( ifrstm, jch-1 ), 1, c, s )
630 $
CALL zrot( n, z( 1, jch ), 1, z( 1, jch-1 ), 1,
635 ELSE IF( ilazro )
THEN
656 ctemp = h( ilast, ilast )
657 CALL zlartg( ctemp, h( ilast, ilast-1 ), c, s,
658 $ h( ilast, ilast ) )
659 h( ilast, ilast-1 ) = czero
660 CALL zrot( ilast-ifrstm, h( ifrstm, ilast ), 1,
661 $ h( ifrstm, ilast-1 ), 1, c, s )
662 CALL zrot( ilast-ifrstm, t( ifrstm, ilast ), 1,
663 $ t( ifrstm, ilast-1 ), 1, c, s )
665 $
CALL zrot( n, z( 1, ilast ), 1, z( 1, ilast-1 ), 1, c, s )
670 absb = abs( t( ilast, ilast ) )
671 IF( absb.GT.safmin )
THEN
672 signbc = dconjg( t( ilast, ilast ) / absb )
673 t( ilast, ilast ) = absb
675 CALL zscal( ilast-ifrstm, signbc, t( ifrstm, ilast ), 1 )
676 CALL zscal( ilast+1-ifrstm, signbc, h( ifrstm, ilast ),
679 CALL zscal( 1, signbc, h( ilast, ilast ), 1 )
682 $
CALL zscal( n, signbc, z( 1, ilast ), 1 )
684 t( ilast, ilast ) = czero
686 alpha( ilast ) = h( ilast, ilast )
687 beta( ilast ) = t( ilast, ilast )
699 IF( .NOT.ilschr )
THEN
701 IF( ifrstm.GT.ilast )
713 IF( .NOT.ilschr )
THEN
723 IF( ( iiter / 10 )*10.NE.iiter )
THEN
732 u12 = ( bscale*t( ilast-1, ilast ) ) /
733 $ ( bscale*t( ilast, ilast ) )
734 ad11 = ( ascale*h( ilast-1, ilast-1 ) ) /
735 $ ( bscale*t( ilast-1, ilast-1 ) )
736 ad21 = ( ascale*h( ilast, ilast-1 ) ) /
737 $ ( bscale*t( ilast-1, ilast-1 ) )
738 ad12 = ( ascale*h( ilast-1, ilast ) ) /
739 $ ( bscale*t( ilast, ilast ) )
740 ad22 = ( ascale*h( ilast, ilast ) ) /
741 $ ( bscale*t( ilast, ilast ) )
742 abi22 = ad22 - u12*ad21
743 abi12 = ad12 - u12*ad11
746 ctemp = sqrt( abi12 )*sqrt( ad21 )
748 IF( ctemp.NE.zero )
THEN
749 x = half*( ad11-shift )
751 temp =
max( temp, abs1( x ) )
752 y = temp*sqrt( ( x / temp )**2+( ctemp / temp )**2 )
753 IF( temp2.GT.zero )
THEN
754 IF( dble( x / temp2 )*dble( y )+
755 $ dimag( x / temp2 )*dimag( y ).LT.zero )y = -y
757 shift = shift - ctemp*zladiv( ctemp, ( x+y ) )
763 IF( ( iiter / 20 )*20.EQ.iiter .AND.
764 $ bscale*abs1(t( ilast, ilast )).GT.safmin )
THEN
765 eshift = eshift + ( ascale*h( ilast,
766 $ ilast ) )/( bscale*t( ilast, ilast ) )
768 eshift = eshift + ( ascale*h( ilast,
769 $ ilast-1 ) )/( bscale*t( ilast-1, ilast-1 ) )
776 DO 80 j = ilast - 1, ifirst + 1, -1
778 ctemp = ascale*h( j, j ) - shift*( bscale*t( j, j ) )
780 temp2 = ascale*abs1( h( j+1, j ) )
781 tempr =
max( temp, temp2 )
782 IF( tempr.LT.one .AND. tempr.NE.zero )
THEN
784 temp2 = temp2 / tempr
786 IF( abs1( h( j, j-1 ) )*temp2.LE.temp*atol )
791 ctemp = ascale*h( ifirst, ifirst ) -
792 $ shift*( bscale*t( ifirst, ifirst ) )
799 ctemp2 = ascale*h( istart+1, istart )
800 CALL zlartg( ctemp, ctemp2, c, s, ctemp3 )
804 DO 150 j = istart, ilast - 1
805 IF( j.GT.istart )
THEN
807 CALL zlartg( ctemp, h( j+1, j-1 ), c, s, h( j, j-1 ) )
808 h( j+1, j-1 ) = czero
811 DO 100
jc = j, ilastm
812 ctemp = c*h( j,
jc ) + s*h( j+1,
jc )
813 h( j+1,
jc ) = -dconjg( s )*h( j,
jc ) + c*h( j+1,
jc )
815 ctemp2 = c*t( j,
jc ) + s*t( j+1,
jc )
816 t( j+1,
jc ) = -dconjg( s )*t( j,
jc ) + c*t( j+1,
jc )
821 ctemp = c*q( jr, j ) + dconjg( s )*q( jr, j+1 )
822 q( jr, j+1 ) = -s*q( jr, j ) + c*q( jr, j+1 )
827 ctemp = t( j+1, j+1 )
828 CALL zlartg( ctemp, t( j+1, j ), c, s, t( j+1, j+1 ) )
831 DO 120 jr = ifrstm,
min( j+2, ilast )
832 ctemp = c*h( jr, j+1 ) + s*h( jr, j )
833 h( jr, j ) = -dconjg( s )*h( jr, j+1 ) + c*h( jr, j )
836 DO 130 jr = ifrstm, j
837 ctemp = c*t( jr, j+1 ) + s*t( jr, j )
838 t( jr, j ) = -dconjg( s )*t( jr, j+1 ) + c*t( jr, j )
843 ctemp = c*z( jr, j+1 ) + s*z( jr, j )
844 z( jr, j ) = -dconjg( s )*z( jr, j+1 ) + c*z( jr, j )
866 DO 200 j = 1, ilo - 1
867 absb = abs( t( j, j ) )
868 IF( absb.GT.safmin )
THEN
869 signbc = dconjg( t( j, j ) / absb )
872 CALL zscal( j-1, signbc, t( 1, j ), 1 )
873 CALL zscal( j, signbc, h( 1, j ), 1 )
875 CALL zscal( 1, signbc, h( j, j ), 1 )
878 $
CALL zscal( n, signbc, z( 1, j ), 1 )
882 alpha( j ) = h( j, j )
883 beta( j ) = t( j, j )
893 work( 1 ) = dcmplx( n )