696 lines
		
	
	
		
			21 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			696 lines
		
	
	
		
			21 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DLAQR3 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
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| *
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| *  =========== DOCUMENTATION ===========
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| *
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| * Online html documentation available at 
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| *            http://www.netlib.org/lapack/explore-html/ 
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| *
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| *> \htmlonly
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| *> Download DLAQR3 + dependencies 
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| *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlaqr3.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/dlaqr3.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/dlaqr3.f"> 
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| *> [TXT]</a>
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| *> \endhtmlonly 
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| *
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| *  Definition:
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| *  ===========
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| *
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| *       SUBROUTINE DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
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| *                          IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
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| *                          LDT, NV, WV, LDWV, WORK, LWORK )
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| * 
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| *       .. Scalar Arguments ..
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| *       INTEGER            IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
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| *      $                   LDZ, LWORK, N, ND, NH, NS, NV, NW
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| *       LOGICAL            WANTT, WANTZ
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| *       ..
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| *       .. Array Arguments ..
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| *       DOUBLE PRECISION   H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
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| *      $                   V( LDV, * ), WORK( * ), WV( LDWV, * ),
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| *      $                   Z( LDZ, * )
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| *       ..
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| *  
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| *
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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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| *>    Aggressive early deflation:
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| *>
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| *>    DLAQR3 accepts as input an upper Hessenberg matrix
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| *>    H and performs an orthogonal similarity transformation
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| *>    designed to detect and deflate fully converged eigenvalues from
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| *>    a trailing principal submatrix.  On output H has been over-
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| *>    written by a new Hessenberg matrix that is a perturbation of
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| *>    an orthogonal similarity transformation of H.  It is to be
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| *>    hoped that the final version of H has many zero subdiagonal
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| *>    entries.
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| *> \endverbatim
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| *
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| *  Arguments:
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| *  ==========
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| *
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| *> \param[in] WANTT
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| *> \verbatim
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| *>          WANTT is LOGICAL
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| *>          If .TRUE., then the Hessenberg matrix H is fully updated
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| *>          so that the quasi-triangular Schur factor may be
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| *>          computed (in cooperation with the calling subroutine).
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| *>          If .FALSE., then only enough of H is updated to preserve
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| *>          the eigenvalues.
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| *> \endverbatim
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| *>
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| *> \param[in] WANTZ
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| *> \verbatim
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| *>          WANTZ is LOGICAL
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| *>          If .TRUE., then the orthogonal matrix Z is updated so
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| *>          so that the orthogonal Schur factor may be computed
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| *>          (in cooperation with the calling subroutine).
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| *>          If .FALSE., then Z is not referenced.
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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 and (if WANTZ is .TRUE.) the
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| *>          order of the orthogonal matrix Z.
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| *> \endverbatim
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| *>
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| *> \param[in] KTOP
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| *> \verbatim
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| *>          KTOP is INTEGER
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| *>          It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0.
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| *>          KBOT and KTOP together determine an isolated block
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| *>          along the diagonal of the Hessenberg matrix.
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| *> \endverbatim
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| *>
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| *> \param[in] KBOT
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| *> \verbatim
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| *>          KBOT is INTEGER
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| *>          It is assumed without a check that either
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| *>          KBOT = N or H(KBOT+1,KBOT)=0.  KBOT and KTOP together
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| *>          determine an isolated block along the diagonal of the
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| *>          Hessenberg matrix.
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| *> \endverbatim
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| *>
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| *> \param[in] NW
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| *> \verbatim
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| *>          NW is INTEGER
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| *>          Deflation window size.  1 .LE. NW .LE. (KBOT-KTOP+1).
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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 input the initial N-by-N section of H stores the
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| *>          Hessenberg matrix undergoing aggressive early deflation.
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| *>          On output H has been transformed by an orthogonal
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| *>          similarity transformation, perturbed, and the returned
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| *>          to Hessenberg form that (it is to be hoped) has some
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| *>          zero subdiagonal entries.
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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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| *>          Leading dimension of H just as declared in the calling
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| *>          subroutine.  N .LE. LDH
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| *> \endverbatim
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| *>
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| *> \param[in] ILOZ
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| *> \verbatim
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| *>          ILOZ is INTEGER
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| *> \endverbatim
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| *>
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| *> \param[in] IHIZ
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| *> \verbatim
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| *>          IHIZ is INTEGER
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| *>          Specify the rows of Z to which transformations must be
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| *>          applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
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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 WANTZ is .TRUE., then on output, the orthogonal
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| *>          similarity transformation mentioned above has been
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| *>          accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right.
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| *>          If WANTZ is .FALSE., then Z is unreferenced.
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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 Z just as declared in the
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| *>          calling subroutine.  1 .LE. LDZ.
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| *> \endverbatim
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| *>
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| *> \param[out] NS
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| *> \verbatim
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| *>          NS is integer
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| *>          The number of unconverged (ie approximate) eigenvalues
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| *>          returned in SR and SI that may be used as shifts by the
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| *>          calling subroutine.
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| *> \endverbatim
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| *>
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| *> \param[out] ND
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| *> \verbatim
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| *>          ND is integer
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| *>          The number of converged eigenvalues uncovered by this
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| *>          subroutine.
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| *> \endverbatim
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| *>
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| *> \param[out] SR
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| *> \verbatim
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| *>          SR is DOUBLE PRECISION array, dimension (KBOT)
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| *> \endverbatim
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| *>
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| *> \param[out] SI
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| *> \verbatim
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| *>          SI is DOUBLE PRECISION array, dimension (KBOT)
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| *>          On output, the real and imaginary parts of approximate
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| *>          eigenvalues that may be used for shifts are stored in
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| *>          SR(KBOT-ND-NS+1) through SR(KBOT-ND) and
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| *>          SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively.
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| *>          The real and imaginary parts of converged eigenvalues
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| *>          are stored in SR(KBOT-ND+1) through SR(KBOT) and
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| *>          SI(KBOT-ND+1) through SI(KBOT), respectively.
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| *> \endverbatim
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| *>
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| *> \param[out] V
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| *> \verbatim
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| *>          V is DOUBLE PRECISION array, dimension (LDV,NW)
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| *>          An NW-by-NW work array.
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| *> \endverbatim
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| *>
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| *> \param[in] LDV
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| *> \verbatim
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| *>          LDV is integer scalar
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| *>          The leading dimension of V just as declared in the
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| *>          calling subroutine.  NW .LE. LDV
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| *> \endverbatim
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| *>
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| *> \param[in] NH
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| *> \verbatim
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| *>          NH is integer scalar
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| *>          The number of columns of T.  NH.GE.NW.
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| *> \endverbatim
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| *>
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| *> \param[out] T
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| *> \verbatim
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| *>          T is DOUBLE PRECISION array, dimension (LDT,NW)
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| *> \endverbatim
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| *>
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| *> \param[in] LDT
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| *> \verbatim
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| *>          LDT is integer
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| *>          The leading dimension of T just as declared in the
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| *>          calling subroutine.  NW .LE. LDT
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| *> \endverbatim
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| *>
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| *> \param[in] NV
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| *> \verbatim
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| *>          NV is integer
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| *>          The number of rows of work array WV available for
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| *>          workspace.  NV.GE.NW.
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| *> \endverbatim
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| *>
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| *> \param[out] WV
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| *> \verbatim
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| *>          WV is DOUBLE PRECISION array, dimension (LDWV,NW)
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| *> \endverbatim
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| *>
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| *> \param[in] LDWV
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| *> \verbatim
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| *>          LDWV is integer
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| *>          The leading dimension of W just as declared in the
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| *>          calling subroutine.  NW .LE. LDV
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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, WORK(1) is set to an estimate of the optimal value
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| *>          of LWORK for the given values of N, NW, KTOP and KBOT.
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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 work array WORK.  LWORK = 2*NW
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| *>          suffices, but greater efficiency may result from larger
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| *>          values of LWORK.
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| *>
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| *>          If LWORK = -1, then a workspace query is assumed; DLAQR3
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| *>          only estimates the optimal workspace size for the given
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| *>          values of N, NW, KTOP and KBOT.  The estimate is returned
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| *>          in WORK(1).  No error message related to LWORK is issued
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| *>          by XERBLA.  Neither H nor Z are accessed.
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| *> \endverbatim
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| *
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| *  Authors:
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| *  ========
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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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| *
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| *> \date September 2012
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| *
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| *> \ingroup doubleOTHERauxiliary
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| *
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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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| *>
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| *  =====================================================================
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|       SUBROUTINE DLAQR3( WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ,
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|      $                   IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T,
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|      $                   LDT, NV, WV, LDWV, WORK, LWORK )
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| *
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| *  -- LAPACK auxiliary routine (version 3.4.2) --
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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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| *     September 2012
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| *
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| *     .. Scalar Arguments ..
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|       INTEGER            IHIZ, ILOZ, KBOT, KTOP, LDH, LDT, LDV, LDWV,
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|      $                   LDZ, LWORK, N, ND, NH, NS, NV, NW
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|       LOGICAL            WANTT, WANTZ
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| *     ..
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| *     .. Array Arguments ..
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|       DOUBLE PRECISION   H( LDH, * ), SI( * ), SR( * ), T( LDT, * ),
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|      $                   V( LDV, * ), WORK( * ), WV( LDWV, * ),
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|      $                   Z( LDZ, * )
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| *     ..
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| *
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| *  ================================================================
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| *     .. Parameters ..
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|       DOUBLE PRECISION   ZERO, ONE
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|       PARAMETER          ( ZERO = 0.0d0, ONE = 1.0d0 )
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| *     ..
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| *     .. Local Scalars ..
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|       DOUBLE PRECISION   AA, BB, BETA, CC, CS, DD, EVI, EVK, FOO, S,
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|      $                   SAFMAX, SAFMIN, SMLNUM, SN, TAU, ULP
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|       INTEGER            I, IFST, ILST, INFO, INFQR, J, JW, K, KCOL,
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|      $                   KEND, KLN, KROW, KWTOP, LTOP, LWK1, LWK2, LWK3,
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|      $                   LWKOPT, NMIN
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|       LOGICAL            BULGE, SORTED
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| *     ..
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| *     .. External Functions ..
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|       DOUBLE PRECISION   DLAMCH
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|       INTEGER            ILAENV
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|       EXTERNAL           DLAMCH, ILAENV
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           DCOPY, DGEHRD, DGEMM, DLABAD, DLACPY, DLAHQR,
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|      $                   DLANV2, DLAQR4, DLARF, DLARFG, DLASET, DORMHR,
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|      $                   DTREXC
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          ABS, DBLE, INT, MAX, MIN, SQRT
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     ==== Estimate optimal workspace. ====
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| *
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|       JW = MIN( NW, KBOT-KTOP+1 )
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|       IF( JW.LE.2 ) THEN
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|          LWKOPT = 1
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|       ELSE
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| *
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| *        ==== Workspace query call to DGEHRD ====
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| *
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|          CALL DGEHRD( JW, 1, JW-1, T, LDT, WORK, WORK, -1, INFO )
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|          LWK1 = INT( WORK( 1 ) )
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| *
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| *        ==== Workspace query call to DORMHR ====
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| *
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|          CALL DORMHR( 'R', 'N', JW, JW, 1, JW-1, T, LDT, WORK, V, LDV,
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|      $                WORK, -1, INFO )
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|          LWK2 = INT( WORK( 1 ) )
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| *
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| *        ==== Workspace query call to DLAQR4 ====
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| *
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|          CALL DLAQR4( .true., .true., JW, 1, JW, T, LDT, SR, SI, 1, JW,
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|      $                V, LDV, WORK, -1, INFQR )
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|          LWK3 = INT( WORK( 1 ) )
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| *
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| *        ==== Optimal workspace ====
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| *
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|          LWKOPT = MAX( JW+MAX( LWK1, LWK2 ), LWK3 )
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|       END IF
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| *
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| *     ==== Quick return in case of workspace query. ====
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| *
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|       IF( LWORK.EQ.-1 ) THEN
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|          WORK( 1 ) = DBLE( LWKOPT )
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|          RETURN
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|       END IF
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| *
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| *     ==== Nothing to do ...
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| *     ... for an empty active block ... ====
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|       NS = 0
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|       ND = 0
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|       WORK( 1 ) = ONE
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|       IF( KTOP.GT.KBOT )
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|      $   RETURN
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| *     ... nor for an empty deflation window. ====
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|       IF( NW.LT.1 )
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|      $   RETURN
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| *
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| *     ==== Machine constants ====
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| *
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|       SAFMIN = DLAMCH( 'SAFE MINIMUM' )
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|       SAFMAX = ONE / SAFMIN
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|       CALL DLABAD( SAFMIN, SAFMAX )
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|       ULP = DLAMCH( 'PRECISION' )
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|       SMLNUM = SAFMIN*( DBLE( N ) / ULP )
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| *
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| *     ==== Setup deflation window ====
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| *
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|       JW = MIN( NW, KBOT-KTOP+1 )
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|       KWTOP = KBOT - JW + 1
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|       IF( KWTOP.EQ.KTOP ) THEN
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|          S = ZERO
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|       ELSE
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|          S = H( KWTOP, KWTOP-1 )
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|       END IF
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| *
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|       IF( KBOT.EQ.KWTOP ) THEN
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| *
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| *        ==== 1-by-1 deflation window: not much to do ====
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| *
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|          SR( KWTOP ) = H( KWTOP, KWTOP )
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|          SI( KWTOP ) = ZERO
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|          NS = 1
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|          ND = 0
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|          IF( ABS( S ).LE.MAX( SMLNUM, ULP*ABS( H( KWTOP, KWTOP ) ) ) )
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|      $        THEN
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|             NS = 0
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|             ND = 1
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|             IF( KWTOP.GT.KTOP )
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|      $         H( KWTOP, KWTOP-1 ) = ZERO
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|          END IF
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|          WORK( 1 ) = ONE
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|          RETURN
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|       END IF
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| *
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| *     ==== Convert to spike-triangular form.  (In case of a
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| *     .    rare QR failure, this routine continues to do
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| *     .    aggressive early deflation using that part of
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| *     .    the deflation window that converged using INFQR
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| *     .    here and there to keep track.) ====
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| *
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|       CALL DLACPY( 'U', JW, JW, H( KWTOP, KWTOP ), LDH, T, LDT )
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|       CALL DCOPY( JW-1, H( KWTOP+1, KWTOP ), LDH+1, T( 2, 1 ), LDT+1 )
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| *
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|       CALL DLASET( 'A', JW, JW, ZERO, ONE, V, LDV )
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|       NMIN = ILAENV( 12, 'DLAQR3', 'SV', JW, 1, JW, LWORK )
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|       IF( JW.GT.NMIN ) THEN
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|          CALL DLAQR4( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
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|      $                SI( KWTOP ), 1, JW, V, LDV, WORK, LWORK, INFQR )
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|       ELSE
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|          CALL DLAHQR( .true., .true., JW, 1, JW, T, LDT, SR( KWTOP ),
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|      $                SI( KWTOP ), 1, JW, V, LDV, INFQR )
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|       END IF
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| *
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| *     ==== DTREXC needs a clean margin near the diagonal ====
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| *
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|       DO 10 J = 1, JW - 3
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|          T( J+2, J ) = ZERO
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|          T( J+3, J ) = ZERO
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|    10 CONTINUE
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|       IF( JW.GT.2 )
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|      $   T( JW, JW-2 ) = ZERO
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| *
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| *     ==== Deflation detection loop ====
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| *
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|       NS = JW
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|       ILST = INFQR + 1
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|    20 CONTINUE
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|       IF( ILST.LE.NS ) THEN
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|          IF( NS.EQ.1 ) THEN
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|             BULGE = .FALSE.
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|          ELSE
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|             BULGE = T( NS, NS-1 ).NE.ZERO
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|          END IF
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| *
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| *        ==== Small spike tip test for deflation ====
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| *
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|          IF( .NOT. BULGE ) THEN
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| *
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| *           ==== Real eigenvalue ====
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| *
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|             FOO = ABS( T( NS, NS ) )
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|             IF( FOO.EQ.ZERO )
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|      $         FOO = ABS( S )
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|             IF( ABS( S*V( 1, NS ) ).LE.MAX( SMLNUM, ULP*FOO ) ) THEN
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| *
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| *              ==== Deflatable ====
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| *
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|                NS = NS - 1
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|             ELSE
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| *
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| *              ==== Undeflatable.   Move it up out of the way.
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| *              .    (DTREXC can not fail in this case.) ====
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| *
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|                IFST = NS
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|                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
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|      $                      INFO )
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|                ILST = ILST + 1
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|             END IF
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|          ELSE
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| *
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| *           ==== Complex conjugate pair ====
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| *
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|             FOO = ABS( T( NS, NS ) ) + SQRT( ABS( T( NS, NS-1 ) ) )*
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|      $            SQRT( ABS( T( NS-1, NS ) ) )
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|             IF( FOO.EQ.ZERO )
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|      $         FOO = ABS( S )
 | |
|             IF( MAX( ABS( S*V( 1, NS ) ), ABS( S*V( 1, NS-1 ) ) ).LE.
 | |
|      $          MAX( SMLNUM, ULP*FOO ) ) THEN
 | |
| *
 | |
| *              ==== Deflatable ====
 | |
| *
 | |
|                NS = NS - 2
 | |
|             ELSE
 | |
| *
 | |
| *              ==== Undeflatable. Move them up out of the way.
 | |
| *              .    Fortunately, DTREXC does the right thing with
 | |
| *              .    ILST in case of a rare exchange failure. ====
 | |
| *
 | |
|                IFST = NS
 | |
|                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
 | |
|      $                      INFO )
 | |
|                ILST = ILST + 2
 | |
|             END IF
 | |
|          END IF
 | |
| *
 | |
| *        ==== End deflation detection loop ====
 | |
| *
 | |
|          GO TO 20
 | |
|       END IF
 | |
| *
 | |
| *        ==== Return to Hessenberg form ====
 | |
| *
 | |
|       IF( NS.EQ.0 )
 | |
|      $   S = ZERO
 | |
| *
 | |
|       IF( NS.LT.JW ) THEN
 | |
| *
 | |
| *        ==== sorting diagonal blocks of T improves accuracy for
 | |
| *        .    graded matrices.  Bubble sort deals well with
 | |
| *        .    exchange failures. ====
 | |
| *
 | |
|          SORTED = .false.
 | |
|          I = NS + 1
 | |
|    30    CONTINUE
 | |
|          IF( SORTED )
 | |
|      $      GO TO 50
 | |
|          SORTED = .true.
 | |
| *
 | |
|          KEND = I - 1
 | |
|          I = INFQR + 1
 | |
|          IF( I.EQ.NS ) THEN
 | |
|             K = I + 1
 | |
|          ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
 | |
|             K = I + 1
 | |
|          ELSE
 | |
|             K = I + 2
 | |
|          END IF
 | |
|    40    CONTINUE
 | |
|          IF( K.LE.KEND ) THEN
 | |
|             IF( K.EQ.I+1 ) THEN
 | |
|                EVI = ABS( T( I, I ) )
 | |
|             ELSE
 | |
|                EVI = ABS( T( I, I ) ) + SQRT( ABS( T( I+1, I ) ) )*
 | |
|      $               SQRT( ABS( T( I, I+1 ) ) )
 | |
|             END IF
 | |
| *
 | |
|             IF( K.EQ.KEND ) THEN
 | |
|                EVK = ABS( T( K, K ) )
 | |
|             ELSE IF( T( K+1, K ).EQ.ZERO ) THEN
 | |
|                EVK = ABS( T( K, K ) )
 | |
|             ELSE
 | |
|                EVK = ABS( T( K, K ) ) + SQRT( ABS( T( K+1, K ) ) )*
 | |
|      $               SQRT( ABS( T( K, K+1 ) ) )
 | |
|             END IF
 | |
| *
 | |
|             IF( EVI.GE.EVK ) THEN
 | |
|                I = K
 | |
|             ELSE
 | |
|                SORTED = .false.
 | |
|                IFST = I
 | |
|                ILST = K
 | |
|                CALL DTREXC( 'V', JW, T, LDT, V, LDV, IFST, ILST, WORK,
 | |
|      $                      INFO )
 | |
|                IF( INFO.EQ.0 ) THEN
 | |
|                   I = ILST
 | |
|                ELSE
 | |
|                   I = K
 | |
|                END IF
 | |
|             END IF
 | |
|             IF( I.EQ.KEND ) THEN
 | |
|                K = I + 1
 | |
|             ELSE IF( T( I+1, I ).EQ.ZERO ) THEN
 | |
|                K = I + 1
 | |
|             ELSE
 | |
|                K = I + 2
 | |
|             END IF
 | |
|             GO TO 40
 | |
|          END IF
 | |
|          GO TO 30
 | |
|    50    CONTINUE
 | |
|       END IF
 | |
| *
 | |
| *     ==== Restore shift/eigenvalue array from T ====
 | |
| *
 | |
|       I = JW
 | |
|    60 CONTINUE
 | |
|       IF( I.GE.INFQR+1 ) THEN
 | |
|          IF( I.EQ.INFQR+1 ) THEN
 | |
|             SR( KWTOP+I-1 ) = T( I, I )
 | |
|             SI( KWTOP+I-1 ) = ZERO
 | |
|             I = I - 1
 | |
|          ELSE IF( T( I, I-1 ).EQ.ZERO ) THEN
 | |
|             SR( KWTOP+I-1 ) = T( I, I )
 | |
|             SI( KWTOP+I-1 ) = ZERO
 | |
|             I = I - 1
 | |
|          ELSE
 | |
|             AA = T( I-1, I-1 )
 | |
|             CC = T( I, I-1 )
 | |
|             BB = T( I-1, I )
 | |
|             DD = T( I, I )
 | |
|             CALL DLANV2( AA, BB, CC, DD, SR( KWTOP+I-2 ),
 | |
|      $                   SI( KWTOP+I-2 ), SR( KWTOP+I-1 ),
 | |
|      $                   SI( KWTOP+I-1 ), CS, SN )
 | |
|             I = I - 2
 | |
|          END IF
 | |
|          GO TO 60
 | |
|       END IF
 | |
| *
 | |
|       IF( NS.LT.JW .OR. S.EQ.ZERO ) THEN
 | |
|          IF( NS.GT.1 .AND. S.NE.ZERO ) THEN
 | |
| *
 | |
| *           ==== Reflect spike back into lower triangle ====
 | |
| *
 | |
|             CALL DCOPY( NS, V, LDV, WORK, 1 )
 | |
|             BETA = WORK( 1 )
 | |
|             CALL DLARFG( NS, BETA, WORK( 2 ), 1, TAU )
 | |
|             WORK( 1 ) = ONE
 | |
| *
 | |
|             CALL DLASET( 'L', JW-2, JW-2, ZERO, ZERO, T( 3, 1 ), LDT )
 | |
| *
 | |
|             CALL DLARF( 'L', NS, JW, WORK, 1, TAU, T, LDT,
 | |
|      $                  WORK( JW+1 ) )
 | |
|             CALL DLARF( 'R', NS, NS, WORK, 1, TAU, T, LDT,
 | |
|      $                  WORK( JW+1 ) )
 | |
|             CALL DLARF( 'R', JW, NS, WORK, 1, TAU, V, LDV,
 | |
|      $                  WORK( JW+1 ) )
 | |
| *
 | |
|             CALL DGEHRD( JW, 1, NS, T, LDT, WORK, WORK( JW+1 ),
 | |
|      $                   LWORK-JW, INFO )
 | |
|          END IF
 | |
| *
 | |
| *        ==== Copy updated reduced window into place ====
 | |
| *
 | |
|          IF( KWTOP.GT.1 )
 | |
|      $      H( KWTOP, KWTOP-1 ) = S*V( 1, 1 )
 | |
|          CALL DLACPY( 'U', JW, JW, T, LDT, H( KWTOP, KWTOP ), LDH )
 | |
|          CALL DCOPY( JW-1, T( 2, 1 ), LDT+1, H( KWTOP+1, KWTOP ),
 | |
|      $               LDH+1 )
 | |
| *
 | |
| *        ==== Accumulate orthogonal matrix in order update
 | |
| *        .    H and Z, if requested.  ====
 | |
| *
 | |
|          IF( NS.GT.1 .AND. S.NE.ZERO )
 | |
|      $      CALL DORMHR( 'R', 'N', JW, NS, 1, NS, T, LDT, WORK, V, LDV,
 | |
|      $                   WORK( JW+1 ), LWORK-JW, INFO )
 | |
| *
 | |
| *        ==== Update vertical slab in H ====
 | |
| *
 | |
|          IF( WANTT ) THEN
 | |
|             LTOP = 1
 | |
|          ELSE
 | |
|             LTOP = KTOP
 | |
|          END IF
 | |
|          DO 70 KROW = LTOP, KWTOP - 1, NV
 | |
|             KLN = MIN( NV, KWTOP-KROW )
 | |
|             CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, H( KROW, KWTOP ),
 | |
|      $                  LDH, V, LDV, ZERO, WV, LDWV )
 | |
|             CALL DLACPY( 'A', KLN, JW, WV, LDWV, H( KROW, KWTOP ), LDH )
 | |
|    70    CONTINUE
 | |
| *
 | |
| *        ==== Update horizontal slab in H ====
 | |
| *
 | |
|          IF( WANTT ) THEN
 | |
|             DO 80 KCOL = KBOT + 1, N, NH
 | |
|                KLN = MIN( NH, N-KCOL+1 )
 | |
|                CALL DGEMM( 'C', 'N', JW, KLN, JW, ONE, V, LDV,
 | |
|      $                     H( KWTOP, KCOL ), LDH, ZERO, T, LDT )
 | |
|                CALL DLACPY( 'A', JW, KLN, T, LDT, H( KWTOP, KCOL ),
 | |
|      $                      LDH )
 | |
|    80       CONTINUE
 | |
|          END IF
 | |
| *
 | |
| *        ==== Update vertical slab in Z ====
 | |
| *
 | |
|          IF( WANTZ ) THEN
 | |
|             DO 90 KROW = ILOZ, IHIZ, NV
 | |
|                KLN = MIN( NV, IHIZ-KROW+1 )
 | |
|                CALL DGEMM( 'N', 'N', KLN, JW, JW, ONE, Z( KROW, KWTOP ),
 | |
|      $                     LDZ, V, LDV, ZERO, WV, LDWV )
 | |
|                CALL DLACPY( 'A', KLN, JW, WV, LDWV, Z( KROW, KWTOP ),
 | |
|      $                      LDZ )
 | |
|    90       CONTINUE
 | |
|          END IF
 | |
|       END IF
 | |
| *
 | |
| *     ==== Return the number of deflations ... ====
 | |
| *
 | |
|       ND = JW - NS
 | |
| *
 | |
| *     ==== ... and the number of shifts. (Subtracting
 | |
| *     .    INFQR from the spike length takes care
 | |
| *     .    of the case of a rare QR failure while
 | |
| *     .    calculating eigenvalues of the deflation
 | |
| *     .    window.)  ====
 | |
| *
 | |
|       NS = NS - INFQR
 | |
| *
 | |
| *      ==== Return optimal workspace. ====
 | |
| *
 | |
|       WORK( 1 ) = DBLE( LWKOPT )
 | |
| *
 | |
| *     ==== End of DLAQR3 ====
 | |
| *
 | |
|       END
 |