Functions/Subroutines
subroutine	slaqr3 (WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ, IHIZ, Z, LDZ, NS, ND, SR, SI, V, LDV, NH, T, LDT, NV, WV, LDWV, WORK, LWORK)
	SLAQR3 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).

Function/Subroutine Documentation

subroutine slaqr3	(	logical	WANTT,
		logical	WANTZ,
		integer	N,
		integer	KTOP,
		integer	KBOT,
		integer	NW,
		real, dimension( ldh, * )	H,
		integer	LDH,
		integer	ILOZ,
		integer	IHIZ,
		real, dimension( ldz, * )	Z,
		integer	LDZ,
		integer	NS,
		integer	ND,
		real, dimension( * )	SR,
		real, dimension( * )	SI,
		real, dimension( ldv, * )	V,
		integer	LDV,
		integer	NH,
		real, dimension( ldt, * )	T,
		integer	LDT,
		integer	NV,
		real, dimension( ldwv, * )	WV,
		integer	LDWV,
		real, dimension( * )	WORK,
		integer	LWORK
	)

SLAQR3 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).

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Purpose:

    Aggressive early deflation:

    SLAQR3 accepts as input an upper Hessenberg matrix
    H and performs an orthogonal similarity transformation
    designed to detect and deflate fully converged eigenvalues from
    a trailing principal submatrix.  On output H has been over-
    written by a new Hessenberg matrix that is a perturbation of
    an orthogonal similarity transformation of H.  It is to be
    hoped that the final version of H has many zero subdiagonal
    entries.

Parameters:

[in]	WANTT	WANTT is LOGICAL If .TRUE., then the Hessenberg matrix H is fully updated so that the quasi-triangular Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then only enough of H is updated to preserve the eigenvalues.
[in]	WANTZ	WANTZ is LOGICAL If .TRUE., then the orthogonal matrix Z is updated so so that the orthogonal Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then Z is not referenced.
[in]	N	N is INTEGER The order of the matrix H and (if WANTZ is .TRUE.) the order of the orthogonal matrix Z.
[in]	KTOP	KTOP is INTEGER It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix.
[in]	KBOT	KBOT is INTEGER It is assumed without a check that either KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix.
[in]	NW	NW is INTEGER Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1).
[in,out]	H	H is REAL array, dimension (LDH,N) On input the initial N-by-N section of H stores the Hessenberg matrix undergoing aggressive early deflation. On output H has been transformed by an orthogonal similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries.
[in]	LDH	LDH is integer Leading dimension of H just as declared in the calling subroutine. N .LE. LDH
[in]	ILOZ	ILOZ is INTEGER
[in]	IHIZ	IHIZ is INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. IHIZ .LE. N.
[in,out]	Z	Z is REAL array, dimension (LDZ,N) IF WANTZ is .TRUE., then on output, the orthogonal similarity transformation mentioned above has been accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ is .FALSE., then Z is unreferenced.
[in]	LDZ	LDZ is integer The leading dimension of Z just as declared in the calling subroutine. 1 .LE. LDZ.
[out]	NS	NS is integer The number of unconverged (ie approximate) eigenvalues returned in SR and SI that may be used as shifts by the calling subroutine.
[out]	ND	ND is integer The number of converged eigenvalues uncovered by this subroutine.
[out]	SR	SR is REAL array, dimension KBOT
[out]	SI	SI is REAL array, dimension KBOT On output, the real and imaginary parts of approximate eigenvalues that may be used for shifts are stored in SR(KBOT-ND-NS+1) through SR(KBOT-ND) and SI(KBOT-ND-NS+1) through SI(KBOT-ND), respectively. The real and imaginary parts of converged eigenvalues are stored in SR(KBOT-ND+1) through SR(KBOT) and SI(KBOT-ND+1) through SI(KBOT), respectively.
[out]	V	V is REAL array, dimension (LDV,NW) An NW-by-NW work array.
[in]	LDV	LDV is integer scalar The leading dimension of V just as declared in the calling subroutine. NW .LE. LDV
[in]	NH	NH is integer scalar The number of columns of T. NH.GE.NW.
[out]	T	T is REAL array, dimension (LDT,NW)
[in]	LDT	LDT is integer The leading dimension of T just as declared in the calling subroutine. NW .LE. LDT
[in]	NV	NV is integer The number of rows of work array WV available for workspace. NV.GE.NW.
[out]	WV	WV is REAL array, dimension (LDWV,NW)
[in]	LDWV	LDWV is integer The leading dimension of W just as declared in the calling subroutine. NW .LE. LDV
[out]	WORK	WORK is REAL array, dimension LWORK. On exit, WORK(1) is set to an estimate of the optimal value of LWORK for the given values of N, NW, KTOP and KBOT.
[in]	LWORK	LWORK is integer The dimension of the work array WORK. LWORK = 2*NW suffices, but greater efficiency may result from larger values of LWORK. If LWORK = -1, then a workspace query is assumed; SLAQR3 only estimates the optimal workspace size for the given values of N, NW, KTOP and KBOT. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed.

Author:: 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

Definition at line 274 of file slaqr3.f.

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Functions/Subroutines

Function/Subroutine Documentation