table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/chseqr.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/chseqr.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/chseqr.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine CHSEQR (job, compz, n, ilo, ihi, h, ldh, w, z,
ldz, work, lwork, info)
CHSEQR
Function/Subroutine Documentation¶
subroutine CHSEQR (character job, character compz, integer n, integer ilo, integer ihi, complex, dimension( ldh, * ) h, integer ldh, complex, dimension( * ) w, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work, integer lwork, integer info)¶
CHSEQR
Purpose:
!> !> CHSEQR computes the eigenvalues of a Hessenberg matrix H !> and, optionally, the matrices T and Z from the Schur decomposition !> H = Z T Z**H, where T is an upper triangular matrix (the !> Schur form), and Z is the unitary matrix of Schur vectors. !> !> Optionally Z may be postmultiplied into an input unitary !> matrix Q so that this routine can give the Schur factorization !> of a matrix A which has been reduced to the Hessenberg form H !> by the unitary matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H. !>
Parameters
JOB
!> JOB is CHARACTER*1 !> = 'E': compute eigenvalues only; !> = 'S': compute eigenvalues and the Schur form T. !>
COMPZ
!> COMPZ is CHARACTER*1 !> = 'N': no Schur vectors are computed; !> = 'I': Z is initialized to the unit matrix and the matrix Z !> of Schur vectors of H is returned; !> = 'V': Z must contain an unitary matrix Q on entry, and !> the product Q*Z is returned. !>
N
!> N is INTEGER !> The order of the matrix H. N >= 0. !>
ILO
!> ILO is INTEGER !>
IHI
!> IHI is INTEGER !> !> It is assumed that H is already upper triangular in rows !> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally !> set by a previous call to CGEBAL, and then passed to ZGEHRD !> when the matrix output by CGEBAL is reduced to Hessenberg !> form. Otherwise ILO and IHI should be set to 1 and N !> respectively. If N > 0, then 1 <= ILO <= IHI <= N. !> If N = 0, then ILO = 1 and IHI = 0. !>
H
!> H is COMPLEX array, dimension (LDH,N) !> On entry, the upper Hessenberg matrix H. !> On exit, if INFO = 0 and JOB = 'S', H contains the upper !> triangular matrix T from the Schur decomposition (the !> Schur form). If INFO = 0 and JOB = 'E', the contents of !> H are unspecified on exit. (The output value of H when !> INFO > 0 is given under the description of INFO below.) !> !> Unlike earlier versions of CHSEQR, this subroutine may !> explicitly H(i,j) = 0 for i > j and j = 1, 2, ... ILO-1 !> or j = IHI+1, IHI+2, ... N. !>
LDH
!> LDH is INTEGER !> The leading dimension of the array H. LDH >= max(1,N). !>
W
!> W is COMPLEX array, dimension (N) !> The computed eigenvalues. If JOB = 'S', the eigenvalues are !> stored in the same order as on the diagonal of the Schur !> form returned in H, with W(i) = H(i,i). !>
Z
!> Z is COMPLEX array, dimension (LDZ,N) !> If COMPZ = 'N', Z is not referenced. !> If COMPZ = 'I', on entry Z need not be set and on exit, !> if INFO = 0, Z contains the unitary matrix Z of the Schur !> vectors of H. If COMPZ = 'V', on entry Z must contain an !> N-by-N matrix Q, which is assumed to be equal to the unit !> matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit, !> if INFO = 0, Z contains Q*Z. !> Normally Q is the unitary matrix generated by CUNGHR !> after the call to CGEHRD which formed the Hessenberg matrix !> H. (The output value of Z when INFO > 0 is given under !> the description of INFO below.) !>
LDZ
!> LDZ is INTEGER !> The leading dimension of the array Z. if COMPZ = 'I' or !> COMPZ = 'V', then LDZ >= MAX(1,N). Otherwise, LDZ >= 1. !>
WORK
!> WORK is COMPLEX array, dimension (LWORK) !> On exit, if INFO = 0, WORK(1) returns an estimate of !> the optimal value for LWORK. !>
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= max(1,N) !> is sufficient and delivers very good and sometimes !> optimal performance. However, LWORK as large as 11*N !> may be required for optimal performance. A workspace !> query is recommended to determine the optimal workspace !> size. !> !> If LWORK = -1, then CHSEQR does a workspace query. !> In this case, CHSEQR checks the input parameters and !> estimates the optimal workspace size for the given !> values of N, ILO and IHI. The estimate is returned !> in WORK(1). No error message related to LWORK is !> issued by XERBLA. Neither H nor Z are accessed. !>
INFO
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -i, the i-th argument had an illegal !> value !> > 0: if INFO = i, CHSEQR failed to compute all of !> the eigenvalues. Elements 1:ilo-1 and i+1:n of W !> contain those eigenvalues which have been !> successfully computed. (Failures are rare.) !> !> If INFO > 0 and JOB = 'E', then on exit, the !> remaining unconverged eigenvalues are the eigen- !> values of the upper Hessenberg matrix rows and !> columns ILO through INFO of the final, output !> value of H. !> !> If INFO > 0 and JOB = 'S', then on exit !> !> (*) (initial value of H)*U = U*(final value of H) !> !> where U is a unitary matrix. The final !> value of H is upper Hessenberg and triangular in !> rows and columns INFO+1 through IHI. !> !> If INFO > 0 and COMPZ = 'V', then on exit !> !> (final value of Z) = (initial value of Z)*U !> !> where U is the unitary matrix in (*) (regard- !> less of the value of JOB.) !> !> If INFO > 0 and COMPZ = 'I', then on exit !> (final value of Z) = U !> where U is the unitary matrix in (*) (regard- !> less of the value of JOB.) !> !> If INFO > 0 and COMPZ = 'N', then Z is not !> accessed. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Karen Braman and Ralph Byers, Department of Mathematics,
University of Kansas, USA
Further Details:
!> !> Default values supplied by !> ILAENV(ISPEC,'CHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK). !> It is suggested that these defaults be adjusted in order !> to attain best performance in each particular !> computational environment. !> !> ISPEC=12: The CLAHQR vs CLAQR0 crossover point. !> Default: 75. (Must be at least 11.) !> !> ISPEC=13: Recommended deflation window size. !> This depends on ILO, IHI and NS. NS is the !> number of simultaneous shifts returned !> by ILAENV(ISPEC=15). (See ISPEC=15 below.) !> The default for (IHI-ILO+1) <= 500 is NS. !> The default for (IHI-ILO+1) > 500 is 3*NS/2. !> !> ISPEC=14: Nibble crossover point. (See IPARMQ for !> details.) Default: 14% of deflation window !> size. !> !> ISPEC=15: Number of simultaneous shifts in a multishift !> QR iteration. !> !> If IHI-ILO+1 is ... !> !> greater than ...but less ... the !> or equal to ... than default is !> !> 1 30 NS = 2(+) !> 30 60 NS = 4(+) !> 60 150 NS = 10(+) !> 150 590 NS = ** !> 590 3000 NS = 64 !> 3000 6000 NS = 128 !> 6000 infinity NS = 256 !> !> (+) By default some or all matrices of this order !> are passed to the implicit double shift routine !> CLAHQR and this parameter is ignored. See !> ISPEC=12 above and comments in IPARMQ for !> details. !> !> (**) The asterisks (**) indicate an ad-hoc !> function of N increasing from 10 to 64. !> !> ISPEC=16: Select structured matrix multiply. !> If the number of simultaneous shifts (specified !> by ISPEC=15) is less than 14, then the default !> for ISPEC=16 is 0. Otherwise the default for !> ISPEC=16 is 2. !>
References:
K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
Performance, SIAM Journal of Matrix Analysis, volume 23, pages
929--947, 2002.
K. Braman, R. Byers and R. Mathias, The Multi-Shift QR Algorithm Part II:
Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23,
pages 948--973, 2002.
Definition at line 297 of file chseqr.f.
Author¶
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