Claqr4.f -
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.
CLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.
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:
WANTT
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 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.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.
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.
LDH
LDH is INTEGER
The leading dimension of the array H. LDH .GE. max(1,N).
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).
ILOZ
ILOZ is INTEGER
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.
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.)
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 COMPLEX 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 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.
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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