chseqr.c

著名的LAPACK矩阵计算软件包, 是比较新的版本, 一般用到矩阵分解的朋友也许会用到

#include "blaswrap.h"
/*  -- translated by f2c (version 19990503).
   You must link the resulting object file with the libraries:
	-lf2c -lm   (in that order)
*/

#include "f2c.h"

/* Common Block Declarations */

struct {
    real ops, itcnt;
} latime_;

#define latime_1 latime_

/* Table of constant values */

static complex c_b1 = {0.f,0.f};
static complex c_b2 = {1.f,0.f};
static integer c__1 = 1;
static integer c__4 = 4;
static integer c_n1 = -1;
static integer c__2 = 2;
static integer c__8 = 8;
static integer c__15 = 15;
static logical c_false = FALSE_;

/* Subroutine */ int chseqr_(char *job, char *compz, integer *n, integer *ilo,
	 integer *ihi, complex *h__, integer *ldh, complex *w, complex *z__, 
	integer *ldz, complex *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, i__3, i__4[2], 
	    i__5, i__6;
    real r__1, r__2, r__3, r__4;
    complex q__1;
    char ch__1[2];

    /* Builtin functions */
    double r_imag(complex *);
    void r_cnjg(complex *, complex *);
    /* Subroutine */ int s_cat(char *, char **, integer *, integer *, ftnlen);

    /* Local variables */
    static integer maxb, ierr;
    static real unfl;
    static complex temp;
    static real ovfl, opst;
    static integer i__, j, k, l;
    static complex s[225]	/* was [15][15] */;
    extern /* Subroutine */ int cscal_(integer *, complex *, complex *, 
	    integer *);
    static complex v[16];
    extern logical lsame_(char *, char *);
    extern /* Subroutine */ int cgemv_(char *, integer *, integer *, complex *
	    , complex *, integer *, complex *, integer *, complex *, complex *
	    , integer *), ccopy_(integer *, complex *, integer *, 
	    complex *, integer *);
    static integer itemp;
    static real rtemp;
    static integer i1, i2;
    static logical initz, wantt, wantz;
    static real rwork[1];
    extern doublereal slapy2_(real *, real *);
    static integer ii, nh;
    extern /* Subroutine */ int slabad_(real *, real *), clarfg_(integer *, 
	    complex *, complex *, integer *, complex *);
    static integer nr, ns;
    extern integer icamax_(integer *, complex *, integer *);
    static integer nv;
    extern doublereal slamch_(char *), clanhs_(char *, integer *, 
	    complex *, integer *, real *);
    extern /* Subroutine */ int csscal_(integer *, real *, complex *, integer 
	    *), clahqr_(logical *, logical *, integer *, integer *, integer *,
	     complex *, integer *, complex *, integer *, integer *, complex *,
	     integer *, integer *), clacpy_(char *, integer *, integer *, 
	    complex *, integer *, complex *, integer *);
    static complex vv[16];
    extern /* Subroutine */ int claset_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *);
    extern integer ilaenv_(integer *, char *, char *, integer *, integer *, 
	    integer *, integer *, ftnlen, ftnlen);
    extern /* Subroutine */ int clarfx_(char *, integer *, integer *, complex 
	    *, complex *, complex *, integer *, complex *), xerbla_(
	    char *, integer *);
    static real smlnum;
    static logical lquery;
    static integer itn;
    static complex tau;
    static integer its;
    static real ulp, tst1;


#define h___subscr(a_1,a_2) (a_2)*h_dim1 + a_1
#define h___ref(a_1,a_2) h__[h___subscr(a_1,a_2)]
#define s_subscr(a_1,a_2) (a_2)*15 + a_1 - 16
#define s_ref(a_1,a_2) s[s_subscr(a_1,a_2)]
#define z___subscr(a_1,a_2) (a_2)*z_dim1 + a_1
#define z___ref(a_1,a_2) z__[z___subscr(a_1,a_2)]


/*  -- LAPACK routine (instrumented to count operations, version 3.0) --   
       Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,   
       Courant Institute, Argonne National Lab, and Rice University   
       June 30, 1999   

       Common block to return operation count.   

    Purpose   
    =======   

    CHSEQR computes the eigenvalues of a complex upper Hessenberg   
    matrix H, and, optionally, the matrices T and Z from the Schur   
    decomposition H = Z T Z**H, where T is an upper triangular matrix   
    (the Schur form), and Z is the unitary matrix of Schur vectors.   

    Optionally Z may be postmultiplied into an input unitary 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 unitary   
    matrix Q:  A = Q*H*Q**H = (QZ)*T*(QZ)**H.   

    Arguments   
    =========   

    JOB     (input) CHARACTER*1   
            = 'E': compute eigenvalues only;   
            = 'S': compute eigenvalues and the Schur form T.   

    COMPZ   (input) 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 unitary matrix Q on entry, and   
                   the product Q*Z is returned.   

    N       (input) INTEGER   
            The order of the matrix H.  N >= 0.   

    ILO     (input) INTEGER   
    IHI     (input) 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 CGEBAL, and then passed to CGEHRD   
            when the matrix output by CGEBAL is reduced to Hessenberg   
            form. Otherwise ILO and IHI should be set to 1 and N   
            respectively.   
            1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.   

    H       (input/output) COMPLEX array, dimension (LDH,N)   
            On entry, the upper Hessenberg matrix H.   
            On exit, if JOB = 'S', H contains the upper triangular matrix   
            T from the Schur decomposition (the Schur form). If   
            JOB = 'E', the contents of H are unspecified on exit.   

    LDH     (input) INTEGER   
            The leading dimension of the array H. LDH >= max(1,N).   

    W       (output) COMPLEX array, dimension (N)   
            The computed eigenvalues. If JOB = 'S', the eigenvalues are   
            stored in the same order as on the diagonal of the Schur form   
            returned in H, with W(i) = H(i,i).   

    Z       (input/output) COMPLEX array, dimension (LDZ,N)   
            If COMPZ = 'N': Z is not referenced.   
            If COMPZ = 'I': on entry, Z need not be set, and on exit, Z   
            contains the unitary 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 Z contains Q*Z.   
            Normally Q is the unitary matrix generated by CUNGHR after   
            the call to CGEHRD which formed the Hessenberg matrix H.   

    LDZ     (input) INTEGER   
            The leading dimension of the array Z.   
            LDZ >= max(1,N) if COMPZ = 'I' or 'V'; LDZ >= 1 otherwise.   

    WORK    (workspace/output) COMPLEX array, dimension (LWORK)   
            On exit, if INFO = 0, WORK(1) returns the optimal LWORK.   

    LWORK   (input) INTEGER   
            The dimension of the array WORK.  LWORK >= max(1,N).   

            If LWORK = -1, then a workspace query is assumed; the routine   
            only calculates the optimal size of the WORK array, returns   
            this value as the first entry of the WORK array, and no error   
            message related to LWORK is issued by XERBLA.   

    INFO    (output) INTEGER   
            = 0:  successful exit   
            < 0:  if INFO = -i, the i-th argument had an illegal value   
            > 0:  if INFO = i, CHSEQR failed to compute all the   
                  eigenvalues in a total of 30*(IHI-ILO+1) iterations;   
                  elements 1:ilo-1 and i+1:n of W contain those   
                  eigenvalues which have been successfully computed.   

    =====================================================================   


       Decode and test the input parameters   

       Parameter adjustments */
    h_dim1 = *ldh;
    h_offset = 1 + h_dim1 * 1;
    h__ -= h_offset;
    --w;
    z_dim1 = *ldz;
    z_offset = 1 + z_dim1 * 1;
    z__ -= z_offset;
    --work;

    /* Function Body */
    wantt = lsame_(job, "S");
    initz = lsame_(compz, "I");
    wantz = initz || lsame_(compz, "V");

    *info = 0;
    i__1 = max(1,*n);
    work[1].r = (real) i__1, work[1].i = 0.f;
    lquery = *lwork == -1;
    if (! lsame_(job, "E") && ! wantt) {
	*info = -1;
    } else if (! lsame_(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 = -10;
    } else if (*lwork < max(1,*n) && ! lquery) {
	*info = -12;
    }
    if (*info != 0) {
	i__1 = -(*info);
	xerbla_("CHSEQR", &i__1);
	return 0;
    } else if (lquery) {
	return 0;
    }
/* **   
       Initialize */
    opst = 0.f;
/* **   

       Initialize Z, if necessary */

    if (initz) {
	claset_("Full", n, n, &c_b1, &c_b2, &z__[z_offset], ldz);
    }

/*     Store the eigenvalues isolated by CGEBAL. */

    i__1 = *ilo - 1;
    for (i__ = 1; i__ <= i__1; ++i__) {
	i__2 = i__;
	i__3 = h___subscr(i__, i__);
	w[i__2].r = h__[i__3].r, w[i__2].i = h__[i__3].i;
/* L10: */
    }
    i__1 = *n;
    for (i__ = *ihi + 1; i__ <= i__1; ++i__) {
	i__2 = i__;
	i__3 = h___subscr(i__, i__);
	w[i__2].r = h__[i__3].r, w[i__2].i = h__[i__3].i;
/* L20: */
    }

/*     Quick return if possible. */

    if (*n == 0) {
	return 0;
    }
    if (*ilo == *ihi) {
	i__1 = *ilo;
	i__2 = h___subscr(*ilo, *ilo);
	w[i__1].r = h__[i__2].r, w[i__1].i = h__[i__2].i;
	return 0;
    }

/*     Set rows and columns ILO to IHI to zero below the first   
       subdiagonal. */

    i__1 = *ihi - 2;
    for (j = *ilo; j <= i__1; ++j) {
	i__2 = *n;
	for (i__ = j + 2; i__ <= i__2; ++i__) {
	    i__3 = h___subscr(i__, j);
	    h__[i__3].r = 0.f, h__[i__3].i = 0.f;
/* L30: */
	}
/* L40: */
    }
    nh = *ihi - *ilo + 1;

/*     I1 and I2 are the indices of the first row and last column of H   
       to which transformations must be applied. If eigenvalues only are   
       being computed, I1 and I2 are re-set inside the main loop. */

    if (wantt) {
	i1 = 1;
	i2 = *n;
    } else {
	i1 = *ilo;
	i2 = *ihi;
    }

/*     Ensure that the subdiagonal elements are real. */

    i__1 = *ihi;
    for (i__ = *ilo + 1; i__ <= i__1; ++i__) {
	i__2 = h___subscr(i__, i__ - 1);
	temp.r = h__[i__2].r, temp.i = h__[i__2].i;
	if (r_imag(&temp) != 0.f) {
	    r__1 = temp.r;
	    r__2 = r_imag(&temp);
	    rtemp = slapy2_(&r__1, &r__2);
	    i__2 = h___subscr(i__, i__ - 1);
	    h__[i__2].r = rtemp, h__[i__2].i = 0.f;
	    q__1.r = temp.r / rtemp, q__1.i = temp.i / rtemp;
	    temp.r = q__1.r, temp.i = q__1.i;
	    if (i2 > i__) {
		i__2 = i2 - i__;
		r_cnjg(&q__1, &temp);
		cscal_(&i__2, &q__1, &h___ref(i__, i__ + 1), ldh);
	    }
	    i__2 = i__ - i1;
	    cscal_(&i__2, &temp, &h___ref(i1, i__), &c__1);
	    if (i__ < *ihi) {
		i__2 = h___subscr(i__ + 1, i__);
		i__3 = h___subscr(i__ + 1, i__);
		q__1.r = temp.r * h__[i__3].r - temp.i * h__[i__3].i, q__1.i =
			 temp.r * h__[i__3].i + temp.i * h__[i__3].r;
		h__[i__2].r = q__1.r, h__[i__2].i = q__1.i;
	    }
/* **   
             Increment op count */
	    opst += (i2 - i1 + 2) * 6;
/* ** */
	    if (wantz) {
		cscal_(&nh, &temp, &z___ref(*ilo, i__), &c__1);
/* **   
                Increment op count */
		opst += nh * 6;
/* ** */
	    }
	}
/* L50: */
    }

/*     Determine the order of the multi-shift QR algorithm to be used.   

   Writing concatenation */
    i__4[0] = 1, a__1[0] = job;
    i__4[1] = 1, a__1[1] = compz;
    s_cat(ch__1, a__1, i__4, &c__2, (ftnlen)2);
    ns = ilaenv_(&c__4, "CHSEQR", ch__1, n, ilo, ihi, &c_n1, (ftnlen)6, (
	    ftnlen)2);