hessenberg_to_real_schur

# File lib/matrix/eigenvalue_decomposition.rb, line 446
    def hessenberg_to_real_schur

      #  This is derived from the Algol procedure hqr2,
      #  by Martin and Wilkinson, Handbook for Auto. Comp.,
      #  Vol.ii-Linear Algebra, and the corresponding
      #  Fortran subroutine in EISPACK.

      # Initialize

      nn = @size
      n = nn-1
      low = 0
      high = nn-1
      eps = Float::EPSILON
      exshift = 0.0
      p=q=r=s=z=0

      # Store roots isolated by balanc and compute matrix norm

      norm = 0.0
      nn.times do |i|
        if (i < low || i > high)
          @d[i] = @h[i][i]
          @e[i] = 0.0
        end
        ([i-1, 0].max).upto(nn-1) do |j|
          norm = norm + @h[i][j].abs
        end
      end

      # Outer loop over eigenvalue index

      iter = 0
      while (n >= low) do

        # Look for single small sub-diagonal element

        l = n
        while (l > low) do
          s = @h[l-1][l-1].abs + @h[l][l].abs
          if (s == 0.0)
            s = norm
          end
          if (@h[l][l-1].abs < eps * s)
            break
          end
          l-=1
        end

        # Check for convergence
        # One root found

        if (l == n)
          @h[n][n] = @h[n][n] + exshift
          @d[n] = @h[n][n]
          @e[n] = 0.0
          n-=1
          iter = 0

        # Two roots found

        elsif (l == n-1)
          w = @h[n][n-1] * @h[n-1][n]
          p = (@h[n-1][n-1] - @h[n][n]) / 2.0
          q = p * p + w
          z = Math.sqrt(q.abs)
          @h[n][n] = @h[n][n] + exshift
          @h[n-1][n-1] = @h[n-1][n-1] + exshift
          x = @h[n][n]

          # Real pair

          if (q >= 0)
            if (p >= 0)
              z = p + z
            else
              z = p - z
            end
            @d[n-1] = x + z
            @d[n] = @d[n-1]
            if (z != 0.0)
              @d[n] = x - w / z
            end
            @e[n-1] = 0.0
            @e[n] = 0.0
            x = @h[n][n-1]
            s = x.abs + z.abs
            p = x / s
            q = z / s
            r = Math.sqrt(p * p+q * q)
            p /= r
            q /= r

            # Row modification

            (n-1).upto(nn-1) do |j|
              z = @h[n-1][j]
              @h[n-1][j] = q * z + p * @h[n][j]
              @h[n][j] = q * @h[n][j] - p * z
            end

            # Column modification

            0.upto(n) do |i|
              z = @h[i][n-1]
              @h[i][n-1] = q * z + p * @h[i][n]
              @h[i][n] = q * @h[i][n] - p * z
            end

            # Accumulate transformations

            low.upto(high) do |i|
              z = @v[i][n-1]
              @v[i][n-1] = q * z + p * @v[i][n]
              @v[i][n] = q * @v[i][n] - p * z
            end

          # Complex pair

          else
            @d[n-1] = x + p
            @d[n] = x + p
            @e[n-1] = z
            @e[n] = -z
          end
          n -= 2
          iter = 0

        # No convergence yet

        else

          # Form shift

          x = @h[n][n]
          y = 0.0
          w = 0.0
          if (l < n)
            y = @h[n-1][n-1]
            w = @h[n][n-1] * @h[n-1][n]
          end

          # Wilkinson's original ad hoc shift

          if (iter == 10)
            exshift += x
            low.upto(n) do |i|
              @h[i][i] -= x
            end
            s = @h[n][n-1].abs + @h[n-1][n-2].abs
            x = y = 0.75 * s
            w = -0.4375 * s * s
          end

          # MATLAB's new ad hoc shift

          if (iter == 30)
             s = (y - x) / 2.0
             s *= s + w
             if (s > 0)
                s = Math.sqrt(s)
                if (y < x)
                  s = -s
                end
                s = x - w / ((y - x) / 2.0 + s)
                low.upto(n) do |i|
                  @h[i][i] -= s
                end
                exshift += s
                x = y = w = 0.964
             end
          end

          iter = iter + 1  # (Could check iteration count here.)

          # Look for two consecutive small sub-diagonal elements

          m = n-2
          while (m >= l) do
            z = @h[m][m]
            r = x - z
            s = y - z
            p = (r * s - w) / @h[m+1][m] + @h[m][m+1]
            q = @h[m+1][m+1] - z - r - s
            r = @h[m+2][m+1]
            s = p.abs + q.abs + r.abs
            p /= s
            q /= s
            r /= s
            if (m == l)
              break
            end
            if (@h[m][m-1].abs * (q.abs + r.abs) <
              eps * (p.abs * (@h[m-1][m-1].abs + z.abs +
              @h[m+1][m+1].abs)))
                break
            end
            m-=1
          end

          (m+2).upto(n) do |i|
            @h[i][i-2] = 0.0
            if (i > m+2)
              @h[i][i-3] = 0.0
            end
          end

          # Double QR step involving rows l:n and columns m:n

          m.upto(n-1) do |k|
            notlast = (k != n-1)
            if (k != m)
              p = @h[k][k-1]
              q = @h[k+1][k-1]
              r = (notlast ? @h[k+2][k-1] : 0.0)
              x = p.abs + q.abs + r.abs
              next if x == 0
              p /= x
              q /= x
              r /= x
            end
            s = Math.sqrt(p * p + q * q + r * r)
            if (p < 0)
              s = -s
            end
            if (s != 0)
              if (k != m)
                @h[k][k-1] = -s * x
              elsif (l != m)
                @h[k][k-1] = -@h[k][k-1]
              end
              p += s
              x = p / s
              y = q / s
              z = r / s
              q /= p
              r /= p

              # Row modification

              k.upto(nn-1) do |j|
                p = @h[k][j] + q * @h[k+1][j]
                if (notlast)
                  p += r * @h[k+2][j]
                  @h[k+2][j] = @h[k+2][j] - p * z
                end
                @h[k][j] = @h[k][j] - p * x
                @h[k+1][j] = @h[k+1][j] - p * y
              end

              # Column modification

              0.upto([n, k+3].min) do |i|
                p = x * @h[i][k] + y * @h[i][k+1]
                if (notlast)
                  p += z * @h[i][k+2]
                  @h[i][k+2] = @h[i][k+2] - p * r
                end
                @h[i][k] = @h[i][k] - p
                @h[i][k+1] = @h[i][k+1] - p * q
              end

              # Accumulate transformations

              low.upto(high) do |i|
                p = x * @v[i][k] + y * @v[i][k+1]
                if (notlast)
                  p += z * @v[i][k+2]
                  @v[i][k+2] = @v[i][k+2] - p * r
                end
                @v[i][k] = @v[i][k] - p
                @v[i][k+1] = @v[i][k+1] - p * q
              end
            end  # (s != 0)
          end  # k loop
        end  # check convergence
      end  # while (n >= low)

      # Backsubstitute to find vectors of upper triangular form

      if (norm == 0.0)
        return
      end

      (nn-1).downto(0) do |n|
        p = @d[n]
        q = @e[n]

        # Real vector

        if (q == 0)
          l = n
          @h[n][n] = 1.0
          (n-1).downto(0) do |i|
            w = @h[i][i] - p
            r = 0.0
            l.upto(n) do |j|
              r += @h[i][j] * @h[j][n]
            end
            if (@e[i] < 0.0)
              z = w
              s = r
            else
              l = i
              if (@e[i] == 0.0)
                if (w != 0.0)
                  @h[i][n] = -r / w
                else
                  @h[i][n] = -r / (eps * norm)
                end

              # Solve real equations

              else
                x = @h[i][i+1]
                y = @h[i+1][i]
                q = (@d[i] - p) * (@d[i] - p) + @e[i] * @e[i]
                t = (x * s - z * r) / q
                @h[i][n] = t
                if (x.abs > z.abs)
                  @h[i+1][n] = (-r - w * t) / x
                else
                  @h[i+1][n] = (-s - y * t) / z
                end
              end

              # Overflow control

              t = @h[i][n].abs
              if ((eps * t) * t > 1)
                i.upto(n) do |j|
                  @h[j][n] = @h[j][n] / t
                end
              end
            end
          end

        # Complex vector

        elsif (q < 0)
          l = n-1

          # Last vector component imaginary so matrix is triangular

          if (@h[n][n-1].abs > @h[n-1][n].abs)
            @h[n-1][n-1] = q / @h[n][n-1]
            @h[n-1][n] = -(@h[n][n] - p) / @h[n][n-1]
          else
            cdivr, cdivi = cdiv(0.0, -@h[n-1][n], @h[n-1][n-1]-p, q)
            @h[n-1][n-1] = cdivr
            @h[n-1][n] = cdivi
          end
          @h[n][n-1] = 0.0
          @h[n][n] = 1.0
          (n-2).downto(0) do |i|
            ra = 0.0
            sa = 0.0
            l.upto(n) do |j|
              ra = ra + @h[i][j] * @h[j][n-1]
              sa = sa + @h[i][j] * @h[j][n]
            end
            w = @h[i][i] - p

            if (@e[i] < 0.0)
              z = w
              r = ra
              s = sa
            else
              l = i
              if (@e[i] == 0)
                cdivr, cdivi = cdiv(-ra, -sa, w, q)
                @h[i][n-1] = cdivr
                @h[i][n] = cdivi
              else

                # Solve complex equations

                x = @h[i][i+1]
                y = @h[i+1][i]
                vr = (@d[i] - p) * (@d[i] - p) + @e[i] * @e[i] - q * q
                vi = (@d[i] - p) * 2.0 * q
                if (vr == 0.0 && vi == 0.0)
                  vr = eps * norm * (w.abs + q.abs +
                  x.abs + y.abs + z.abs)
                end
                cdivr, cdivi = cdiv(x*r-z*ra+q*sa, x*s-z*sa-q*ra, vr, vi)
                @h[i][n-1] = cdivr
                @h[i][n] = cdivi
                if (x.abs > (z.abs + q.abs))
                  @h[i+1][n-1] = (-ra - w * @h[i][n-1] + q * @h[i][n]) / x
                  @h[i+1][n] = (-sa - w * @h[i][n] - q * @h[i][n-1]) / x
                else
                  cdivr, cdivi = cdiv(-r-y*@h[i][n-1], -s-y*@h[i][n], z, q)
                  @h[i+1][n-1] = cdivr
                  @h[i+1][n] = cdivi
                end
              end

              # Overflow control

              t = [@h[i][n-1].abs, @h[i][n].abs].max
              if ((eps * t) * t > 1)
                i.upto(n) do |j|
                  @h[j][n-1] = @h[j][n-1] / t
                  @h[j][n] = @h[j][n] / t
                end
              end
            end
          end
        end
      end

      # Vectors of isolated roots

      nn.times do |i|
        if (i < low || i > high)
          i.upto(nn-1) do |j|
            @v[i][j] = @h[i][j]
          end
        end
      end

      # Back transformation to get eigenvectors of original matrix

      (nn-1).downto(low) do |j|
        low.upto(high) do |i|
          z = 0.0
          low.upto([j, high].min) do |k|
            z += @v[i][k] * @h[k][j]
          end
          @v[i][j] = z
        end
      end
    end