 |
LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
|
|
LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
|
| subroutine zlahqr | ( | logical | wantt, |
| logical | wantz, | ||
| integer | n, | ||
| integer | ilo, | ||
| integer | ihi, | ||
| complex*16, dimension( ldh, * ) | h, | ||
| integer | ldh, | ||
| complex*16, dimension( * ) | w, | ||
| integer | iloz, | ||
| integer | ihiz, | ||
| complex*16, dimension( ldz, * ) | z, | ||
| integer | ldz, | ||
| integer | info | ||
| ) |
ZLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.
Download ZLAHQR + dependencies [TGZ] [ZIP] [TXT]
ZLAHQR is an auxiliary routine called by CHSEQR to update the
eigenvalues and Schur decomposition already computed by CHSEQR, by
dealing with the Hessenberg submatrix in rows and columns ILO to
IHI. | [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 >= 0. |
| [in] | ILO | ILO is INTEGER |
| [in] | IHI | IHI is INTEGER
It is assumed that H is already upper triangular in rows and
columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1).
ZLAHQR works primarily with the Hessenberg submatrix in rows
and columns ILO to IHI, but applies transformations to all of
H if WANTT is .TRUE..
1 <= ILO <= max(1,IHI); IHI <= N. |
| [in,out] | H | H is COMPLEX*16 array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if INFO is zero and if WANTT is .TRUE., then H
is upper triangular in rows and columns ILO:IHI. If INFO
is zero and if WANTT is .FALSE., then the contents of H
are unspecified on exit. The output state of H in case
INF is positive is below under the description of INFO. |
| [in] | LDH | LDH is INTEGER
The leading dimension of the array H. LDH >= max(1,N). |
| [out] | W | W is COMPLEX*16 array, dimension (N)
The computed eigenvalues ILO to IHI are stored in the
corresponding elements of W. If WANTT is .TRUE., 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 <= ILOZ <= ILO; IHI <= IHIZ <= N. |
| [in,out] | Z | Z is COMPLEX*16 array, dimension (LDZ,N)
If WANTZ is .TRUE., on entry Z must contain the current
matrix Z of transformations accumulated by CHSEQR, and on
exit Z has been updated; transformations are applied only to
the submatrix Z(ILOZ:IHIZ,ILO:IHI).
If WANTZ is .FALSE., Z is not referenced. |
| [in] | LDZ | LDZ is INTEGER
The leading dimension of the array Z. LDZ >= max(1,N). |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
> 0: if INFO = i, ZLAHQR failed to compute all the
eigenvalues ILO to IHI in a total of 30 iterations
per eigenvalue; elements i+1:ihi of W contain
those eigenvalues which have been successfully
computed.
If INFO > 0 and WANTT is .FALSE., then on exit,
the remaining unconverged eigenvalues are the
eigenvalues 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 triangular in
rows and columns INFO+1 through IHI.
If INFO > 0 and WANTZ is .TRUE., then on exit
(final value of Z) = (initial value of Z)*U
where U is the orthogonal matrix in (*)
(regardless of the value of WANTT.) |
02-96 Based on modifications by
David Day, Sandia National Laboratory, USA
12-04 Further modifications by
Ralph Byers, University of Kansas, USA
This is a modified version of ZLAHQR from LAPACK version 3.0.
It is (1) more robust against overflow and underflow and
(2) adopts the more conservative Ahues & Tisseur stopping
criterion (LAWN 122, 1997). Definition at line 193 of file zlahqr.f.
1.9.7