shgeqz.f

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         RETURN
      ELSE IF( LQUERY ) THEN
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( N.LE.0 ) THEN
         WORK( 1 ) = REAL( 1 )
*        --------------------- Begin Timing Code -----------------------
         ITCNT = ZERO
*        ---------------------- End Timing Code ------------------------
         RETURN
      END IF
*
*     Initialize Q and Z
*
      IF( ICOMPQ.EQ.3 )
     $   CALL SLASET( 'Full', N, N, ZERO, ONE, Q, LDQ )
      IF( ICOMPZ.EQ.3 )
     $   CALL SLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
*
*     Machine Constants
*
      IN = IHI + 1 - ILO
      SAFMIN = SLAMCH( 'S' )
      SAFMAX = ONE / SAFMIN
      ULP = SLAMCH( 'E' )*SLAMCH( 'B' )
      ANORM = SLANHS( 'F', IN, A( ILO, ILO ), LDA, WORK )
      BNORM = SLANHS( 'F', IN, B( ILO, ILO ), LDB, WORK )
      ATOL = MAX( SAFMIN, ULP*ANORM )
      BTOL = MAX( SAFMIN, ULP*BNORM )
      ASCALE = ONE / MAX( SAFMIN, ANORM )
      BSCALE = ONE / MAX( SAFMIN, BNORM )
*
*     Set Eigenvalues IHI+1:N
*
      DO 30 J = IHI + 1, N
         IF( B( J, J ).LT.ZERO ) THEN
            IF( ILSCHR ) THEN
               DO 10 JR = 1, J
                  A( JR, J ) = -A( JR, J )
                  B( JR, J ) = -B( JR, J )
   10          CONTINUE
            ELSE
               A( J, J ) = -A( J, J )
               B( J, J ) = -B( J, J )
            END IF
            IF( ILZ ) THEN
               DO 20 JR = 1, N
                  Z( JR, J ) = -Z( JR, J )
   20          CONTINUE
            END IF
         END IF
         ALPHAR( J ) = A( J, J )
         ALPHAI( J ) = ZERO
         BETA( J ) = B( J, J )
   30 CONTINUE
*
*     ---------------------- Begin Timing Code -------------------------
*     Count ops for norms, etc.
      OPST = ZERO
      OPS = OPS + REAL( 2*N**2+6*N )
*     ----------------------- End Timing Code --------------------------
*
*
*     If IHI < ILO, skip QZ steps
*
      IF( IHI.LT.ILO )
     $   GO TO 380
*
*     MAIN QZ ITERATION LOOP
*
*     Initialize dynamic indices
*
*     Eigenvalues ILAST+1:N have been found.
*        Column operations modify rows IFRSTM:whatever.
*        Row operations modify columns whatever:ILASTM.
*
*     If only eigenvalues are being computed, then
*        IFRSTM is the row of the last splitting row above row ILAST;
*        this is always at least ILO.
*     IITER counts iterations since the last eigenvalue was found,
*        to tell when to use an extraordinary shift.
*     MAXIT is the maximum number of QZ sweeps allowed.
*
      ILAST = IHI
      IF( ILSCHR ) THEN
         IFRSTM = 1
         ILASTM = N
      ELSE
         IFRSTM = ILO
         ILASTM = IHI
      END IF
      IITER = 0
      ESHIFT = ZERO
      MAXIT = 30*( IHI-ILO+1 )
*
      DO 360 JITER = 1, MAXIT
*
*        Split the matrix if possible.
*
*        Two tests:
*           1: A(j,j-1)=0  or  j=ILO
*           2: B(j,j)=0
*
         IF( ILAST.EQ.ILO ) THEN
*
*           Special case: j=ILAST
*
            GO TO 80
         ELSE
            IF( ABS( A( ILAST, ILAST-1 ) ).LE.ATOL ) THEN
               A( ILAST, ILAST-1 ) = ZERO
               GO TO 80
            END IF
         END IF
*
         IF( ABS( B( ILAST, ILAST ) ).LE.BTOL ) THEN
            B( ILAST, ILAST ) = ZERO
            GO TO 70
         END IF
*
*        General case: j<ILAST
*
         DO 60 J = ILAST - 1, ILO, -1
*
*           Test 1: for A(j,j-1)=0 or j=ILO
*
            IF( J.EQ.ILO ) THEN
               ILAZRO = .TRUE.
            ELSE
               IF( ABS( A( J, J-1 ) ).LE.ATOL ) THEN
                  A( J, J-1 ) = ZERO
                  ILAZRO = .TRUE.
               ELSE
                  ILAZRO = .FALSE.
               END IF
            END IF
*
*           Test 2: for B(j,j)=0
*
            IF( ABS( B( J, J ) ).LT.BTOL ) THEN
               B( J, J ) = ZERO
*
*              Test 1a: Check for 2 consecutive small subdiagonals in A
*
               ILAZR2 = .FALSE.
               IF( .NOT.ILAZRO ) THEN
                  TEMP = ABS( A( J, J-1 ) )
                  TEMP2 = ABS( A( J, J ) )
                  TEMPR = MAX( TEMP, TEMP2 )
                  IF( TEMPR.LT.ONE .AND. TEMPR.NE.ZERO ) THEN
                     TEMP = TEMP / TEMPR
                     TEMP2 = TEMP2 / TEMPR
                  END IF
                  IF( TEMP*( ASCALE*ABS( A( J+1, J ) ) ).LE.TEMP2*
     $                ( ASCALE*ATOL ) )ILAZR2 = .TRUE.
               END IF
*
*              If both tests pass (1 & 2), i.e., the leading diagonal
*              element of B in the block is zero, split a 1x1 block off
*              at the top. (I.e., at the J-th row/column) The leading
*              diagonal element of the remainder can also be zero, so
*              this may have to be done repeatedly.
*
               IF( ILAZRO .OR. ILAZR2 ) THEN
                  DO 40 JCH = J, ILAST - 1
                     TEMP = A( JCH, JCH )
                     CALL SLARTG( TEMP, A( JCH+1, JCH ), C, S,
     $                            A( JCH, JCH ) )
                     A( JCH+1, JCH ) = ZERO
                     CALL SROT( ILASTM-JCH, A( JCH, JCH+1 ), LDA,
     $                          A( JCH+1, JCH+1 ), LDA, C, S )
                     CALL SROT( ILASTM-JCH, B( JCH, JCH+1 ), LDB,
     $                          B( JCH+1, JCH+1 ), LDB, C, S )
                     IF( ILQ )
     $                  CALL SROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
     $                             C, S )
                     IF( ILAZR2 )
     $                  A( JCH, JCH-1 ) = A( JCH, JCH-1 )*C
                     ILAZR2 = .FALSE.
*
*                    --------------- Begin Timing Code -----------------
                     OPST = OPST + REAL( 7+12*( ILASTM-JCH )+6*NQ )
*                    ---------------- End Timing Code ------------------
*
                     IF( ABS( B( JCH+1, JCH+1 ) ).GE.BTOL ) THEN
                        IF( JCH+1.GE.ILAST ) THEN
                           GO TO 80
                        ELSE
                           IFIRST = JCH + 1
                           GO TO 110
                        END IF
                     END IF
                     B( JCH+1, JCH+1 ) = ZERO
   40             CONTINUE
                  GO TO 70
               ELSE
*
*                 Only test 2 passed -- chase the zero to B(ILAST,ILAST)
*                 Then process as in the case B(ILAST,ILAST)=0
*
                  DO 50 JCH = J, ILAST - 1
                     TEMP = B( JCH, JCH+1 )
                     CALL SLARTG( TEMP, B( JCH+1, JCH+1 ), C, S,
     $                            B( JCH, JCH+1 ) )
                     B( JCH+1, JCH+1 ) = ZERO
                     IF( JCH.LT.ILASTM-1 )
     $                  CALL SROT( ILASTM-JCH-1, B( JCH, JCH+2 ), LDB,
     $                             B( JCH+1, JCH+2 ), LDB, C, S )
                     CALL SROT( ILASTM-JCH+2, A( JCH, JCH-1 ), LDA,
     $                          A( JCH+1, JCH-1 ), LDA, C, S )
                     IF( ILQ )
     $                  CALL SROT( N, Q( 1, JCH ), 1, Q( 1, JCH+1 ), 1,
     $                             C, S )
                     TEMP = A( JCH+1, JCH )
                     CALL SLARTG( TEMP, A( JCH+1, JCH-1 ), C, S,
     $                            A( JCH+1, JCH ) )
                     A( JCH+1, JCH-1 ) = ZERO
                     CALL SROT( JCH+1-IFRSTM, A( IFRSTM, JCH ), 1,
     $                          A( IFRSTM, JCH-1 ), 1, C, S )
                     CALL SROT( JCH-IFRSTM, B( IFRSTM, JCH ), 1,
     $                          B( IFRSTM, JCH-1 ), 1, C, S )
                     IF( ILZ )
     $                  CALL SROT( N, Z( 1, JCH ), 1, Z( 1, JCH-1 ), 1,
     $                             C, S )
   50             CONTINUE
*
*                 ---------------- Begin Timing Code -------------------
                  OPST = OPST + REAL( 26+12*( ILASTM-IFRSTM )+6*
     $                   ( NQ+NZ ) )*REAL( ILAST-J )
*                 ----------------- End Timing Code --------------------
*
                  GO TO 70
               END IF
            ELSE IF( ILAZRO ) THEN
*
*              Only test 1 passed -- work on J:ILAST
*
               IFIRST = J
               GO TO 110
            END IF
*
*           Neither test passed -- try next J
*
   60    CONTINUE
*
*        (Drop-through is "impossible")
*
         INFO = N + 1
         GO TO 420
*
*        B(ILAST,ILAST)=0 -- clear A(ILAST,ILAST-1) to split off a
*        1x1 block.
*
   70    CONTINUE
         TEMP = A( ILAST, ILAST )
         CALL SLARTG( TEMP, A( ILAST, ILAST-1 ), C, S,
     $                A( ILAST, ILAST ) )
         A( ILAST, ILAST-1 ) = ZERO
         CALL SROT( ILAST-IFRSTM, A( IFRSTM, ILAST ), 1,
     $              A( IFRSTM, ILAST-1 ), 1, C, S )
         CALL SROT( ILAST-IFRSTM, B( IFRSTM, ILAST ), 1,
     $              B( IFRSTM, ILAST-1 ), 1, C, S )
         IF( ILZ )
     $      CALL SROT( N, Z( 1, ILAST ), 1, Z( 1, ILAST-1 ), 1, C, S )
*
*        --------------------- Begin Timing Code -----------------------
         OPST = OPST + REAL( 7+12*( ILAST-IFRSTM )+6*NZ )
*        ---------------------- End Timing Code ------------------------
*
*
*        A(ILAST,ILAST-1)=0 -- Standardize B, set ALPHAR, ALPHAI,
*                              and BETA
*
   80    CONTINUE
         IF( B( ILAST, ILAST ).LT.ZERO ) THEN
            IF( ILSCHR ) THEN
               DO 90 J = IFRSTM, ILAST
                  A( J, ILAST ) = -A( J, ILAST )
                  B( J, ILAST ) = -B( J, ILAST )
   90          CONTINUE
            ELSE
               A( ILAST, ILAST ) = -A( ILAST, ILAST )
               B( ILAST, ILAST ) = -B( ILAST, ILAST )
            END IF
            IF( ILZ ) THEN
               DO 100 J = 1, N
                  Z( J, ILAST ) = -Z( J, ILAST )
  100          CONTINUE
            END IF
         END IF
         ALPHAR( ILAST ) = A( ILAST, ILAST )
         ALPHAI( ILAST ) = ZERO
         BETA( ILAST ) = B( ILAST, ILAST )
*
*        Go to next block -- exit if finished.
*
         ILAST = ILAST - 1
         IF( ILAST.LT.ILO )
     $      GO TO 380
*
*        Reset counters
*
         IITER = 0
         ESHIFT = ZERO
         IF( .NOT.ILSCHR ) THEN
            ILASTM = ILAST
            IF( IFRSTM.GT.ILAST )
     $         IFRSTM = ILO
         END IF
         GO TO 350
*
*        QZ step
*
*        This iteration only involves rows/columns IFIRST:ILAST. We
*        assume IFIRST < ILAST, and that the diagonal of B is non-zero.
*
  110    CONTINUE
         IITER = IITER + 1
         IF( .NOT.ILSCHR ) THEN
            IFRSTM = IFIRST
         END IF
*
*        Compute single shifts.
*
*        At this point, IFIRST < ILAST, and the diagonal elements of
*        B(IFIRST:ILAST,IFIRST,ILAST) are larger than BTOL (in
*        magnitude)
*
         IF( ( IITER / 10 )*10.EQ.IITER ) THEN
*
*           Exceptional shift.  Chosen for no particularly good reason.