table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dlaqr0.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dlaqr0.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/dlaqr0.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine DLAQR0 (wantt, wantz, n, ilo, ihi, h, ldh, wr,
wi, iloz, ihiz, z, ldz, work, lwork, info)
DLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally
the matrices from the Schur decomposition.
Function/Subroutine Documentation¶
subroutine DLAQR0 (logical wantt, logical wantz, integer n, integer ilo, integer ihi, double precision, dimension( ldh, * ) h, integer ldh, double precision, dimension( * ) wr, double precision, dimension( * ) wi, integer iloz, integer ihiz, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer lwork, integer info)¶
DLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
Purpose:
!> !> DLAQR0 computes the eigenvalues of a Hessenberg matrix H !> and, optionally, the matrices T and Z from the Schur decomposition !> H = Z T Z**T, where T is an upper quasi-triangular matrix (the !> Schur form), and Z is the orthogonal matrix of Schur vectors. !> !> Optionally Z may be postmultiplied into an input orthogonal !> 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T. !>
Parameters
!> WANTT is LOGICAL !> = .TRUE. : the full Schur form T is required; !> = .FALSE.: only eigenvalues are required. !>
WANTZ
!> WANTZ is LOGICAL !> = .TRUE. : the matrix of Schur vectors Z is required; !> = .FALSE.: Schur vectors are not required. !>
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 and, if ILO > 1, !> H(ILO,ILO-1) is zero. ILO and IHI are normally set by a !> previous call to DGEBAL, and then passed to DGEHRD when the !> matrix output by DGEBAL 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 DOUBLE PRECISION array, dimension (LDH,N) !> On entry, the upper Hessenberg matrix H. !> On exit, if INFO = 0 and WANTT is .TRUE., then H contains !> the upper quasi-triangular matrix T from the Schur !> decomposition (the Schur form); 2-by-2 diagonal blocks !> (corresponding to complex conjugate pairs of eigenvalues) !> are returned in standard form, with H(i,i) = H(i+1,i+1) !> and H(i+1,i)*H(i,i+1) < 0. If INFO = 0 and WANTT is !> .FALSE., then the contents of H are unspecified on exit. !> (The output value of H when INFO > 0 is given under the !> description of INFO below.) !> !> This subroutine may explicitly set 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). !>
WR
!> WR is DOUBLE PRECISION array, dimension (IHI) !>
WI
!> WI is DOUBLE PRECISION array, dimension (IHI) !> The real and imaginary parts, respectively, of the computed !> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI) !> and WI(ILO:IHI). If two eigenvalues are computed as a !> complex conjugate pair, they are stored in consecutive !> elements of WR and WI, say the i-th and (i+1)th, with !> WI(i) > 0 and WI(i+1) < 0. If WANTT is .TRUE., then !> the eigenvalues are stored in the same order as on the !> diagonal of the Schur form returned in H, with !> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal !> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and !> WI(i+1) = -WI(i). !>
ILOZ
!> ILOZ is INTEGER !>
IHIZ
!> IHIZ is INTEGER !> Specify the rows of Z to which transformations must be !> applied if WANTZ is .TRUE.. !> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N. !>
Z
!> Z is DOUBLE PRECISION array, dimension (LDZ,IHI) !> If WANTZ is .FALSE., then Z is not referenced. !> If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is !> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the !> orthogonal Schur factor of H(ILO:IHI,ILO:IHI). !> (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 WANTZ is .TRUE. !> then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1. !>
WORK
!> WORK is DOUBLE PRECISION array, dimension LWORK !> On exit, if LWORK = -1, 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, but LWORK typically as large as 6*N may !> be required for optimal performance. A workspace query !> to determine the optimal workspace size is recommended. !> !> If LWORK = -1, then DLAQR0 does a workspace query. !> In this case, DLAQR0 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, DLAQR0 failed to compute all of !> the eigenvalues. Elements 1:ilo-1 and i+1:n of WR !> and WI contain those eigenvalues which have been !> successfully computed. (Failures are rare.) !> !> If INFO > 0 and WANT is .FALSE., 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 WANTT is .TRUE., then on exit !> !> (*) (initial value of H)*U = U*(final value of H) !> !> where U is an orthogonal matrix. The final !> value of H is upper Hessenberg and quasi-triangular !> in rows and columns INFO+1 through IHI. !> !> If INFO > 0 and WANTZ is .TRUE., then on exit !> !> (final value of Z(ILO:IHI,ILOZ:IHIZ) !> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U !> !> where U is the orthogonal matrix in (*) (regard- !> less of the value of WANTT.) !> !> If INFO > 0 and WANTZ is .FALSE., then Z is not !> accessed. !>
Contributors:
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.
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 254 of file dlaqr0.f.
Author¶
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