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claqr4.f File Reference

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Functions/Subroutines

subroutine claqr4 (WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO)
 CLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.

Function/Subroutine Documentation

subroutine claqr4 ( logical  WANTT,
logical  WANTZ,
integer  N,
integer  ILO,
integer  IHI,
complex, dimension( ldh, * )  H,
integer  LDH,
complex, dimension( * )  W,
integer  ILOZ,
integer  IHIZ,
complex, dimension( ldz, * )  Z,
integer  LDZ,
complex, dimension( * )  WORK,
integer  LWORK,
integer  INFO 
)

CLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.

Download CLAQR4 + dependencies [TGZ] [ZIP] [TXT]
Purpose:
    CLAQR4 implements one level of recursion for CLAQR0.
    It is a complete implementation of the small bulge multi-shift
    QR algorithm.  It may be called by CLAQR0 and, for large enough
    deflation window size, it may be called by CLAQR3.  This
    subroutine is identical to CLAQR0 except that it calls CLAQR2
    instead of CLAQR3.

    CLAQR4 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)*H*(QZ)**H.
Parameters:
[in]WANTT
          WANTT is LOGICAL
          = .TRUE. : the full Schur form T is required;
          = .FALSE.: only eigenvalues are required.
[in]WANTZ
          WANTZ is LOGICAL
          = .TRUE. : the matrix of Schur vectors Z is required;
          = .FALSE.: Schur vectors are not required.
[in]N
          N is INTEGER
           The order of the matrix H.  N .GE. 0.
[in]ILO
          ILO is INTEGER
[in]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.GT.1,
           H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
           previous call to CGEBAL, and then passed to CGEHRD 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.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
           If N = 0, then ILO = 1 and IHI = 0.
[in,out]H
          H is COMPLEX 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 triangular matrix T from the Schur
           decomposition (the Schur form). If INFO = 0 and WANT 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, ... ILO-1 or j = IHI+1, IHI+2, ... N.
[in]LDH
          LDH is INTEGER
           The leading dimension of the array H. LDH .GE. max(1,N).
[out]W
          W is COMPLEX array, dimension (N)
           The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored
           in W(ILO:IHI). 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 W(i) = H(i,i).
[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. ILO; IHI .LE. IHIZ .LE. N.
[in,out]Z
          Z is COMPLEX 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.)
[in]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.
[out]WORK
          WORK is COMPLEX array, dimension LWORK
           On exit, if LWORK = -1, WORK(1) returns an estimate of
           the optimal value for LWORK.
[in]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 CLAQR4 does a workspace query.
           In this case, CLAQR4 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.
[out]INFO
 \verbatim
          INFO is INTEGER
             =  0:  successful exit
           .GT. 0:  if INFO = i, CLAQR4 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 .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 unitary 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 unitary matrix in (*) (regard-
                less of the value of WANTT.)

                If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
                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
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 249 of file claqr4.f.

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