
NAMEslaqr4.f SYNOPSISFunctions/Subroutinessubroutine slaqr4 (WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO) Function/Subroutine Documentationsubroutine slaqr4 (logicalWANTT, logicalWANTZ, integerN, integerILO, integerIHI, real, dimension( ldh, * )H, integerLDH, real, dimension( * )WR, real, dimension( * )WI, integerILOZ, integerIHIZ, real, dimension( ldz, * )Z, integerLDZ, real, dimension( * )WORK, integerLWORK, integerINFO)SLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition. Purpose:SLAQR4 implements one level of recursion for SLAQR0. It is a complete implementation of the small bulge multishift QR algorithm. It may be called by SLAQR0 and, for large enough deflation window size, it may be called by SLAQR3. This subroutine is identical to SLAQR0 except that it calls SLAQR2 instead of SLAQR3. SLAQR4 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 quasitriangular 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. WANTT
Author:
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 .GE. 0.ILO ILO is INTEGERIHI IHI is INTEGER It is assumed that H is already upper triangular in rows and columns 1:ILO1 and IHI+1:N and, if ILO.GT.1, H(ILO,ILO1) is zero. ILO and IHI are normally set by a previous call to SGEBAL, and then passed to SGEHRD when the matrix output by SGEBAL is reduced to Hessenberg form. Otherwise, ILO and IHI should be set to 1 and N, respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0.H H is REAL 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 quasitriangular matrix T from the Schur decomposition (the Schur form); 2by2 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).LT.0. If INFO = 0 and WANTT is .FALSE., then the contents of H are unspecified on exit. (The output value of H when INFO.GT.0 is given under the description of INFO below.) This subroutine may explicitly set H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO1 or j = IHI+1, IHI+2, ... N.LDH LDH is INTEGER The leading dimension of the array H. LDH .GE. max(1,N).WR WR is REAL array, dimension (IHI)WI WI is REAL 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 ith and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 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 2by2 diagonal block, WI(i) = sqrt(H(i+1,i)*H(i,i+1)) and WI(i+1) = WI(i).ILOZ ILOZ is INTEGERIHIZ IHIZ is INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N.Z Z is REAL 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.GT.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.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.WORK WORK is REAL 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 .GE. 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 SLAQR4 does a workspace query. In this case, SLAQR4 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 INFO is INTEGER = 0: successful exit .GT. 0: if INFO = i, SLAQR4 failed to compute all of the eigenvalues. Elements 1:ilo1 and i+1:n of WR and WI contain those eigenvalues which have been successfully computed. (Failures are rare.) If INFO .GT. 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 .GT. 0 and WANTT is .TRUE., then on exit (*) (initial value of H)*U = U*(final value of H) where U is a orthogonal matrix. The final value of H is upper Hessenberg and triangular in rows and columns INFO+1 through IHI. If INFO .GT. 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 .GT. 0 and WANTZ is .FALSE., then Z is not accessed. Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Contributors:
Karen Braman and Ralph Byers, Department of Mathematics,
University of Kansas, USA
References:
K. Braman, R. Byers and R. Mathias, The MultiShift QR
Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance,
SIAM Journal of Matrix Analysis, volume 23, pages 929947, 2002.
Definition at line 265 of file slaqr4.f.
K. Braman, R. Byers and R. Mathias, The MultiShift QR Algorithm Part II: Aggressive Early Deflation, SIAM Journal of Matrix Analysis, volume 23, pages 948973, 2002. AuthorGenerated automatically by Doxygen for LAPACK from the source code.
Visit the GSP FreeBSD Man Page Interface. 