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SUBROUTINE COMQR2(NM,N,LOW,IGH,ORTR,ORTI,HR,HI,WR,WI,ZR,ZI,IERR)
C
INTEGER I,J,K,L,M,N,EN,II,JJ,LL,NM,NN,IGH,IP1,
X ITN,ITS,LOW,LP1,ENM1,IEND,IERR
REAL HR(NM,N),HI(NM,N),WR(N),WI(N),ZR(NM,N),ZI(NM,N),
X ORTR(IGH),ORTI(IGH)
REAL SI,SR,TI,TR,XI,XR,YI,YR,ZZI,ZZR,NORM,TST1,TST2,
X PYTHAG
C
C THIS SUBROUTINE IS A TRANSLATION OF A UNITARY ANALOGUE OF THE
C ALGOL PROCEDURE COMLR2, NUM. MATH. 16, 181-204(1970) BY PETERS
C AND WILKINSON.
C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 372-395(1971).
C THE UNITARY ANALOGUE SUBSTITUTES THE QR ALGORITHM OF FRANCIS
C (COMP. JOUR. 4, 332-345(1962)) FOR THE LR ALGORITHM.
C
C THIS SUBROUTINE FINDS THE EIGENVALUES AND EIGENVECTORS
C OF A COMPLEX UPPER HESSENBERG MATRIX BY THE QR
C METHOD. THE EIGENVECTORS OF A COMPLEX GENERAL MATRIX
C CAN ALSO BE FOUND IF CORTH HAS BEEN USED TO REDUCE
C THIS GENERAL MATRIX TO HESSENBERG FORM.
C
C ON INPUT
C
C NM MUST BE SET TO THE ROW DIMENSION OF TWO-DIMENSIONAL
C ARRAY PARAMETERS AS DECLARED IN THE CALLING PROGRAM
C DIMENSION STATEMENT.
C
C N IS THE ORDER OF THE MATRIX.
C
C LOW AND IGH ARE INTEGERS DETERMINED BY THE BALANCING
C SUBROUTINE CBAL. IF CBAL HAS NOT BEEN USED,
C SET LOW=1, IGH=N.
C
C ORTR AND ORTI CONTAIN INFORMATION ABOUT THE UNITARY TRANS-
C FORMATIONS USED IN THE REDUCTION BY CORTH, IF PERFORMED.
C ONLY ELEMENTS LOW THROUGH IGH ARE USED. IF THE EIGENVECTORS
C OF THE HESSENBERG MATRIX ARE DESIRED, SET ORTR(J) AND
C ORTI(J) TO 0.0E0 FOR THESE ELEMENTS.
C
C HR AND HI CONTAIN THE REAL AND IMAGINARY PARTS,
C RESPECTIVELY, OF THE COMPLEX UPPER HESSENBERG MATRIX.
C THEIR LOWER TRIANGLES BELOW THE SUBDIAGONAL CONTAIN FURTHER
C INFORMATION ABOUT THE TRANSFORMATIONS WHICH WERE USED IN THE
C REDUCTION BY CORTH, IF PERFORMED. IF THE EIGENVECTORS OF
C THE HESSENBERG MATRIX ARE DESIRED, THESE ELEMENTS MAY BE
C ARBITRARY.
C
C ON OUTPUT
C
C ORTR, ORTI, AND THE UPPER HESSENBERG PORTIONS OF HR AND HI
C HAVE BEEN DESTROYED.
C
C WR AND WI CONTAIN THE REAL AND IMAGINARY PARTS,
C RESPECTIVELY, OF THE EIGENVALUES. IF AN ERROR
C EXIT IS MADE, THE EIGENVALUES SHOULD BE CORRECT
C FOR INDICES IERR+1,...,N.
C
C ZR AND ZI CONTAIN THE REAL AND IMAGINARY PARTS,
C RESPECTIVELY, OF THE EIGENVECTORS. THE EIGENVECTORS
C ARE UNNORMALIZED. IF AN ERROR EXIT IS MADE, NONE OF
C THE EIGENVECTORS HAS BEEN FOUND.
C
C IERR IS SET TO
C ZERO FOR NORMAL RETURN,
C J IF THE LIMIT OF 30*N ITERATIONS IS EXHAUSTED
C WHILE THE J-TH EIGENVALUE IS BEING SOUGHT.
C
C CALLS CDIV FOR COMPLEX DIVISION.
C CALLS CSROOT FOR COMPLEX SQUARE ROOT.
C CALLS PYTHAG FOR SQRT(A*A + B*B) .
C
C QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW,
C MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
C
C THIS VERSION DATED AUGUST 1983.
C
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C