claqr4.f (3)  Linux Man Pages
NAME
claqr4.f 
SYNOPSIS
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 (logicalWANTT, logicalWANTZ, integerN, integerILO, integerIHI, complex, dimension( ldh, * )H, integerLDH, complex, dimension( * )W, integerILOZ, integerIHIZ, complex, dimension( ldz, * )Z, integerLDZ, complex, dimension( * )WORK, integerLWORK, integerINFO)
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 multishift 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.
WANTZWANTZ is LOGICAL = .TRUE. : the matrix of Schur vectors Z is required; = .FALSE.: Schur vectors are not required.
NN is INTEGER The order of the matrix H. N .GE. 0.
ILOILO is INTEGER
IHIIHI 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 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.
HH 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, ... ILO1 or j = IHI+1, IHI+2, ... N.
LDHLDH is INTEGER The leading dimension of the array H. LDH .GE. max(1,N).
WW 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).
ILOZILOZ is INTEGER
IHIZIHIZ 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.
ZZ 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.)
LDZLDZ is INTEGER The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
WORKWORK is COMPLEX array, dimension LWORK On exit, if LWORK = 1, WORK(1) returns an estimate of the optimal value for LWORK.
LWORKLWORK 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.
INFOssful exit .GT. 0: if INFO = i, CLAQR4 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 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 MultiShift QR Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 Performance, SIAM Journal of Matrix Analysis, volume 23, pages 929947, 2002.
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.
Definition at line 249 of file claqr4.f.
Author
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