shgeqz.f (3)  Linux Manuals
NAME
shgeqz.f 
SYNOPSIS
Functions/Subroutines
subroutine shgeqz (JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO)
SHGEQZ
Function/Subroutine Documentation
subroutine shgeqz (characterJOB, characterCOMPQ, characterCOMPZ, integerN, integerILO, integerIHI, real, dimension( ldh, * )H, integerLDH, real, dimension( ldt, * )T, integerLDT, real, dimension( * )ALPHAR, real, dimension( * )ALPHAI, real, dimension( * )BETA, real, dimension( ldq, * )Q, integerLDQ, real, dimension( ldz, * )Z, integerLDZ, real, dimension( * )WORK, integerLWORK, integerINFO)
SHGEQZ
Purpose:

SHGEQZ computes the eigenvalues of a real matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the doubleshift QZ method. Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a real matrix pair (A,B): A = Q1*H*Z1**T, B = Q1*T*Z1**T, as computed by SGGHRD. If JOB='S', then the Hessenbergtriangular pair (H,T) is also reduced to generalized Schur form, H = Q*S*Z**T, T = Q*P*Z**T, where Q and Z are orthogonal matrices, P is an upper triangular matrix, and S is a quasitriangular matrix with 1by1 and 2by2 diagonal blocks. The 1by1 blocks correspond to real eigenvalues of the matrix pair (H,T) and the 2by2 blocks correspond to complex conjugate pairs of eigenvalues. Additionally, the 2by2 upper triangular diagonal blocks of P corresponding to 2by2 blocks of S are reduced to positive diagonal form, i.e., if S(j+1,j) is nonzero, then P(j+1,j) = P(j,j+1) = 0, P(j,j) > 0, and P(j+1,j+1) > 0. Optionally, the orthogonal matrix Q from the generalized Schur factorization may be postmultiplied into an input matrix Q1, and the orthogonal matrix Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the orthogonal matrices from SGGHRD that reduced the matrix pair (A,B) to generalized upper Hessenberg form, then the output matrices Q1*Q and Z1*Z are the orthogonal factors from the generalized Schur factorization of (A,B): A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T. To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently, of (A,B)) are computed as a pair of values (alpha,beta), where alpha is complex and beta real. If beta is nonzero, lambda = alpha / beta is an eigenvalue of the generalized nonsymmetric eigenvalue problem (GNEP) A*x = lambda*B*x and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the alternate form of the GNEP mu*A*y = B*y. Real eigenvalues can be read directly from the generalized Schur form: alpha = S(i,i), beta = P(i,i). Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973), pp. 241256.
Parameters:

JOB
JOB is CHARACTER*1 = 'E': Compute eigenvalues only; = 'S': Compute eigenvalues and the Schur form.
COMPQCOMPQ is CHARACTER*1 = 'N': Left Schur vectors (Q) are not computed; = 'I': Q is initialized to the unit matrix and the matrix Q of left Schur vectors of (H,T) is returned; = 'V': Q must contain an orthogonal matrix Q1 on entry and the product Q1*Q is returned.
COMPZCOMPZ is CHARACTER*1 = 'N': Right Schur vectors (Z) are not computed; = 'I': Z is initialized to the unit matrix and the matrix Z of right Schur vectors of (H,T) is returned; = 'V': Z must contain an orthogonal matrix Z1 on entry and the product Z1*Z is returned.
NN is INTEGER The order of the matrices H, T, Q, and Z. N >= 0.
ILOILO is INTEGER
IHIIHI is INTEGER ILO and IHI mark the rows and columns of H which are in Hessenberg form. It is assumed that A is already upper triangular in rows and columns 1:ILO1 and IHI+1:N. If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
HH is REAL array, dimension (LDH, N) On entry, the NbyN upper Hessenberg matrix H. On exit, if JOB = 'S', H contains the upper quasitriangular matrix S from the generalized Schur factorization. If JOB = 'E', the diagonal blocks of H match those of S, but the rest of H is unspecified.
LDHLDH is INTEGER The leading dimension of the array H. LDH >= max( 1, N ).
TT is REAL array, dimension (LDT, N) On entry, the NbyN upper triangular matrix T. On exit, if JOB = 'S', T contains the upper triangular matrix P from the generalized Schur factorization; 2by2 diagonal blocks of P corresponding to 2by2 blocks of S are reduced to positive diagonal form, i.e., if H(j+1,j) is nonzero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and T(j+1,j+1) > 0. If JOB = 'E', the diagonal blocks of T match those of P, but the rest of T is unspecified.
LDTLDT is INTEGER The leading dimension of the array T. LDT >= max( 1, N ).
ALPHARALPHAR is REAL array, dimension (N) The real parts of each scalar alpha defining an eigenvalue of GNEP.
ALPHAIALPHAI is REAL array, dimension (N) The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the jth eigenvalue is real; if positive, then the jth and (j+1)st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = ALPHAI(j).
BETABETA is REAL array, dimension (N) The scalars beta that define the eigenvalues of GNEP. Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and beta = BETA(j) represent the jth eigenvalue of the matrix pair (A,B), in one of the forms lambda = alpha/beta or mu = beta/alpha. Since either lambda or mu may overflow, they should not, in general, be computed.
QQ is REAL array, dimension (LDQ, N) On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the orthogonal matrix of left Schur vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix of left Schur vectors of (A,B). Not referenced if COMPZ = 'N'.
LDQLDQ is INTEGER The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N.
ZZ is REAL array, dimension (LDZ, N) On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = 'I', the orthogonal matrix of right Schur vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix of right Schur vectors of (A,B). Not referenced if COMPZ = 'N'.
LDZLDZ is INTEGER The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N.
WORKWORK is REAL array, dimension (MAX(1,LWORK)) On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,N). If LWORK = 1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith argument had an illegal value = 1,...,N: the QZ iteration did not converge. (H,T) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFO+1,...,N should be correct. = N+1,...,2*N: the shift calculation failed. (H,T) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFON+1,...,N should be correct.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 April 2012
Further Details:

Iteration counters: JITER  counts iterations. IITER  counts iterations run since ILAST was last changed. This is therefore reset only when a 1by1 or 2by2 block deflates off the bottom.
Definition at line 303 of file shgeqz.f.
Author
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