table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/shgeqz.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/shgeqz.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/shgeqz.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine SHGEQZ (job, compq, compz, n, ilo, ihi, h, ldh,
t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)
SHGEQZ
Function/Subroutine Documentation¶
subroutine SHGEQZ (character job, character compq, character compz, integer n, integer ilo, integer ihi, real, dimension( ldh, * ) h, integer ldh, real, dimension( ldt, * ) t, integer ldt, real, dimension( * ) alphar, real, dimension( * ) alphai, real, dimension( * ) beta, real, dimension( ldq, * ) q, integer ldq, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer lwork, integer info)¶
SHGEQZ
Purpose:
!> !> SHGEQZ computes the eigenvalues of a real 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 real matrix pair (A,B): !> !> A = Q1*H*Z1**T, B = Q1*T*Z1**T, !> !> as computed by SGGHRD. !> !> If JOB='S', then the Hessenberg-triangular pair (H,T) is !> also reduced to generalized Schur form, !> !> H = Q*S*Z**T, T = Q*P*Z**T, !> !> where Q and Z are orthogonal matrices, P is an upper triangular !> matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2 !> diagonal blocks. !> !> The 1-by-1 blocks correspond to real eigenvalues of the matrix pair !> (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of !> eigenvalues. !> !> Additionally, the 2-by-2 upper triangular diagonal blocks of P !> corresponding to 2-by-2 blocks of S are reduced to positive diagonal !> form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0, !> P(j,j) > 0, and P(j+1,j+1) > 0. !> !> Optionally, the orthogonal matrix Q from the generalized Schur !> factorization may be postmultiplied into an input matrix Q1, and the !> orthogonal matrix Z may be postmultiplied into an input matrix Z1. !> If Q1 and Z1 are the orthogonal matrices from SGGHRD that reduced !> the matrix pair (A,B) to generalized upper Hessenberg form, then the !> output matrices Q1*Q and Z1*Z are the orthogonal factors from the !> generalized Schur factorization of (A,B): !> !> A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T. !> !> 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. !> Real 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. !>
Parameters
JOB
!> JOB is CHARACTER*1 !> = 'E': Compute eigenvalues only; !> = 'S': Compute eigenvalues and the Schur form. !>
COMPQ
!> COMPQ 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 (H,T) is returned; !> = 'V': Q must contain an orthogonal matrix Q1 on entry and !> the product Q1*Q is returned. !>
COMPZ
!> COMPZ 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 (H,T) is returned; !> = 'V': Z must contain an orthogonal matrix Z1 on entry and !> the product Z1*Z is returned. !>
N
!> N is INTEGER !> The order of the matrices H, T, Q, and Z. N >= 0. !>
ILO
!> ILO is INTEGER !>
IHI
!> IHI is INTEGER !> ILO and IHI mark the rows and columns of H 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. !>
H
!> H is REAL array, dimension (LDH, N) !> On entry, the N-by-N upper Hessenberg matrix H. !> On exit, if JOB = 'S', H contains the upper quasi-triangular !> matrix S from the generalized Schur factorization. !> If JOB = 'E', the diagonal blocks of H match those of S, but !> the rest of H is unspecified. !>
LDH
!> LDH is INTEGER !> The leading dimension of the array H. LDH >= max( 1, N ). !>
T
!> T is REAL array, dimension (LDT, N) !> On entry, the N-by-N upper triangular matrix T. !> On exit, if JOB = 'S', T contains the upper triangular !> matrix P from the generalized Schur factorization; !> 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S !> are reduced to positive diagonal form, i.e., if H(j+1,j) is !> non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and !> T(j+1,j+1) > 0. !> If JOB = 'E', the diagonal blocks of T match those of P, but !> the rest of T is unspecified. !>
LDT
!> LDT is INTEGER !> The leading dimension of the array T. LDT >= max( 1, N ). !>
ALPHAR
!> ALPHAR is REAL array, dimension (N) !> The real parts of each scalar alpha defining an eigenvalue !> of GNEP. !>
ALPHAI
!> ALPHAI is REAL array, dimension (N) !> The imaginary parts of each scalar alpha defining an !> eigenvalue of GNEP. !> If ALPHAI(j) is zero, then the j-th eigenvalue is real; if !> positive, then the j-th and (j+1)-st eigenvalues are a !> complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j). !>
BETA
!> BETA is REAL array, dimension (N) !> The scalars beta that define the eigenvalues of GNEP. !> Together, the quantities alpha = (ALPHAR(j),ALPHAI(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 REAL array, dimension (LDQ, N) !> On entry, if COMPQ = 'V', the orthogonal matrix Q1 used in !> the reduction of (A,B) to generalized Hessenberg form. !> On exit, if COMPQ = 'I', the orthogonal matrix of left Schur !> vectors of (H,T), and if COMPQ = 'V', the orthogonal 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 REAL array, dimension (LDZ, N) !> On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in !> the reduction of (A,B) to generalized Hessenberg form. !> On exit, if COMPZ = 'I', the orthogonal matrix of !> right Schur vectors of (H,T), and if COMPZ = 'V', the !> orthogonal 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 REAL 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. !>
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. (H,T) is not !> in Schur form, but ALPHAR(i), ALPHAI(i), and !> BETA(i), i=INFO+1,...,N should be correct. !> = N+1,...,2*N: the shift calculation failed. (H,T) is not !> in Schur form, but ALPHAR(i), ALPHAI(i), and !> BETA(i), i=INFO-N+1,...,N should be correct. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> Iteration counters: !> !> JITER -- counts iterations. !> IITER -- counts iterations run since ILAST was last !> changed. This is therefore reset only when a 1-by-1 or !> 2-by-2 block deflates off the bottom. !>
Definition at line 301 of file shgeqz.f.
Author¶
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