!>
!> CLAQZ0 computes the eigenvalues of a matrix pair (H,T),
!> where H is an upper Hessenberg matrix and T is upper triangular,
!> using the double-shift QZ method.
!> Matrix pairs of this type are produced by the reduction to
!> generalized upper Hessenberg form of a matrix pair (A,B):
!>
!>    A = Q1*H*Z1**H,  B = Q1*T*Z1**H,
!>
!> as computed by CGGHRD.
!>
!> If JOB='S', then the Hessenberg-triangular pair (H,T) is
!> also reduced to generalized Schur form,
!>
!>    H = Q*S*Z**H,  T = Q*P*Z**H,
!>
!> where Q and Z are unitary matrices, P and S are an upper triangular
!> matrices.
!>
!> Optionally, the unitary matrix Q from the generalized Schur
!> factorization may be postmultiplied into an input matrix Q1, and the
!> unitary matrix Z may be postmultiplied into an input matrix Z1.
!> If Q1 and Z1 are the unitary matrices from CGGHRD that reduced
!> the matrix pair (A,B) to generalized upper Hessenberg form, then the
!> output matrices Q1*Q and Z1*Z are the unitary factors from the
!> generalized Schur factorization of (A,B):
!>
!>    A = (Q1*Q)*S*(Z1*Z)**H,  B = (Q1*Q)*P*(Z1*Z)**H.
!>
!> To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
!> of (A,B)) are computed as a pair of values (alpha,beta), where alpha is
!> complex and beta real.
!> If beta is nonzero, lambda = alpha / beta is an eigenvalue of the
!> generalized nonsymmetric eigenvalue problem (GNEP)
!>    A*x = lambda*B*x
!> and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
!> alternate form of the GNEP
!>    mu*A*y = B*y.
!> Eigenvalues can be read directly from the generalized Schur
!> form:
!>   alpha = S(i,i), beta = P(i,i).
!>
!> Ref: C.B. Moler & G.W. Stewart, , SIAM J. Numer. Anal., 10(1973),
!>      pp. 241--256.
!>
!> Ref: B. Kagstrom, D. Kressner, , SIAM J. Numer.
!>      Anal., 29(2006), pp. 199--227.
!>
!> Ref: T. Steel, D. Camps, K. Meerbergen, R. Vandebril 
!> 

WANTS

!>          WANTS is CHARACTER*1
!>          = 'E': Compute eigenvalues only;
!>          = 'S': Compute eigenvalues and the Schur form.
!> 

WANTQ

!>          WANTQ is CHARACTER*1
!>          = 'N': Left Schur vectors (Q) are not computed;
!>          = 'I': Q is initialized to the unit matrix and the matrix Q
!>                 of left Schur vectors of (A,B) is returned;
!>          = 'V': Q must contain an unitary matrix Q1 on entry and
!>                 the product Q1*Q is returned.
!> 

WANTZ

!>          WANTZ is CHARACTER*1
!>          = 'N': Right Schur vectors (Z) are not computed;
!>          = 'I': Z is initialized to the unit matrix and the matrix Z
!>                 of right Schur vectors of (A,B) is returned;
!>          = 'V': Z must contain an unitary matrix Z1 on entry and
!>                 the product Z1*Z is returned.
!> 

N

!>          N is INTEGER
!>          The order of the matrices A, B, Q, and Z.  N >= 0.
!> 

ILO

!>          ILO is INTEGER
!> 

IHI

!>          IHI is INTEGER
!>          ILO and IHI mark the rows and columns of A which are in
!>          Hessenberg form.  It is assumed that A is already upper
!>          triangular in rows and columns 1:ILO-1 and IHI+1:N.
!>          If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
!> 

A

!>          A is COMPLEX array, dimension (LDA, N)
!>          On entry, the N-by-N upper Hessenberg matrix A.
!>          On exit, if JOB = 'S', A contains the upper triangular
!>          matrix S from the generalized Schur factorization.
!>          If JOB = 'E', the diagonal of A matches that of S, but
!>          the rest of A is unspecified.
!> 

LDA

!>          LDA is INTEGER
!>          The leading dimension of the array A.  LDA >= max( 1, N ).
!> 

B

!>          B is COMPLEX array, dimension (LDB, N)
!>          On entry, the N-by-N upper triangular matrix B.
!>          On exit, if JOB = 'S', B contains the upper triangular
!>          matrix P from the generalized Schur factorization.
!>          If JOB = 'E', the diagonal of B matches that of P, but
!>          the rest of B is unspecified.
!> 

LDB

!>          LDB is INTEGER
!>          The leading dimension of the array B.  LDB >= max( 1, N ).
!> 

ALPHA

!>          ALPHA is COMPLEX array, dimension (N)
!>          Each scalar alpha defining an eigenvalue
!>          of GNEP.
!> 

BETA

!>          BETA is COMPLEX array, dimension (N)
!>          The scalars beta that define the eigenvalues of GNEP.
!>          Together, the quantities alpha = ALPHA(j) and
!>          beta = BETA(j) represent the j-th eigenvalue of the matrix
!>          pair (A,B), in one of the forms lambda = alpha/beta or
!>          mu = beta/alpha.  Since either lambda or mu may overflow,
!>          they should not, in general, be computed.
!> 

Q

!>          Q is COMPLEX array, dimension (LDQ, N)
!>          On entry, if COMPQ = 'V', the unitary matrix Q1 used in
!>          the reduction of (A,B) to generalized Hessenberg form.
!>          On exit, if COMPQ = 'I', the unitary matrix of left Schur
!>          vectors of (A,B), and if COMPQ = 'V', the unitary matrix
!>          of left Schur vectors of (A,B).
!>          Not referenced if COMPQ = 'N'.
!> 

LDQ

!>          LDQ is INTEGER
!>          The leading dimension of the array Q.  LDQ >= 1.
!>          If COMPQ='V' or 'I', then LDQ >= N.
!> 

Z

!>          Z is COMPLEX array, dimension (LDZ, N)
!>          On entry, if COMPZ = 'V', the unitary matrix Z1 used in
!>          the reduction of (A,B) to generalized Hessenberg form.
!>          On exit, if COMPZ = 'I', the unitary matrix of
!>          right Schur vectors of (H,T), and if COMPZ = 'V', the
!>          unitary matrix of right Schur vectors of (A,B).
!>          Not referenced if COMPZ = 'N'.
!> 

LDZ

!>          LDZ is INTEGER
!>          The leading dimension of the array Z.  LDZ >= 1.
!>          If COMPZ='V' or 'I', then LDZ >= N.
!> 

WORK

!>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
!>          On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
!> 

LWORK

!>          LWORK is 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.
!> 

RWORK

!>          RWORK is REAL array, dimension (N)
!> 

REC

!>          REC is INTEGER
!>             REC indicates the current recursion level. Should be set
!>             to 0 on first call.
!> 

INFO

!>          INFO is INTEGER
!>          = 0: successful exit
!>          < 0: if INFO = -i, the i-th argument had an illegal value
!>          = 1,...,N: the QZ iteration did not converge.  (A,B) is not
!>                     in Schur form, but ALPHA(i) and
!>                     BETA(i), i=INFO+1,...,N should be correct.
!> 

Thijs Steel, KU Leuven

May 2020