dhgeqz (l) - Linux Man Pages

dhgeqz: computes the eigenvalues of a real matrix pair (H,T),

NAME

DHGEQZ - computes the eigenvalues of a real matrix pair (H,T),

SYNOPSIS

SUBROUTINE DHGEQZ(
JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO )

    
CHARACTER COMPQ, COMPZ, JOB

    
INTEGER IHI, ILO, INFO, LDH, LDQ, LDT, LDZ, LWORK, N

    
DOUBLE PRECISION ALPHAI( * ), ALPHAR( * ), BETA( * ), H( LDH, * ), Q( LDQ, * ), T( LDT, * ), WORK( * ), Z( LDZ, * )

PURPOSE

DHGEQZ computes the eigenvalues of a real matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the double-shift QZ method.
Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a real matrix pair (A,B):
Q1*H*Z1**T,  Q1*T*Z1**T,
as computed by DGGHRD.
If JOB=aqSaq, then the Hessenberg-triangular pair (H,T) is
also reduced to generalized Schur form,


Q*S*Z**T,  Q*P*Z**T,

where Q and Z are orthogonal matrices, P is an upper triangular matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2 diagonal blocks.
The 1-by-1 blocks correspond to real eigenvalues of the matrix pair (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of eigenvalues.
Additionally, the 2-by-2 upper triangular diagonal blocks of P corresponding to 2-by-2 blocks of S are reduced to positive diagonal form, i.e., if S(j+1,j) is non-zero, 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 DGGHRD 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):

(Q1*Q)*S*(Z1*Z)**T,  (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. 241--256.

ARGUMENTS

JOB (input) CHARACTER*1
= aqEaq: Compute eigenvalues only;
= aqSaq: Compute eigenvalues and the Schur form.
COMPQ (input) CHARACTER*1

= aqNaq: Left Schur vectors (Q) are not computed;
= aqIaq: Q is initialized to the unit matrix and the matrix Q of left Schur vectors of (H,T) is returned; = aqVaq: Q must contain an orthogonal matrix Q1 on entry and the product Q1*Q is returned.
COMPZ (input) CHARACTER*1
= aqNaq: Right Schur vectors (Z) are not computed;
= aqIaq: Z is initialized to the unit matrix and the matrix Z of right Schur vectors of (H,T) is returned; = aqVaq: Z must contain an orthogonal matrix Z1 on entry and the product Z1*Z is returned.
N (input) INTEGER
The order of the matrices H, T, Q, and Z. N >= 0.
ILO (input) INTEGER
IHI (input) 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:ILO-1 and IHI+1:N. If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
H (input/output) DOUBLE PRECISION array, dimension (LDH, N)
On entry, the N-by-N upper Hessenberg matrix H. On exit, if JOB = aqSaq, H contains the upper quasi-triangular matrix S from the generalized Schur factorization; 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0. If JOB = aqEaq, the diagonal blocks of H match those of S, but the rest of H is unspecified.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max( 1, N ).
T (input/output) DOUBLE PRECISION array, dimension (LDT, N)
On entry, the N-by-N upper triangular matrix T. On exit, if JOB = aqSaq, T contains the upper triangular matrix P from the generalized Schur factorization; 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S are reduced to positive diagonal form, i.e., if H(j+1,j) is non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and T(j+1,j+1) > 0. If JOB = aqEaq, the diagonal blocks of T match those of P, but the rest of T is unspecified.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max( 1, N ).
ALPHAR (output) DOUBLE PRECISION array, dimension (N)
The real parts of each scalar alpha defining an eigenvalue of GNEP.
ALPHAI (output) DOUBLE PRECISION array, dimension (N)
The imaginary parts of each scalar alpha defining an eigenvalue of GNEP. If ALPHAI(j) is zero, then the j-th eigenvalue is real; if positive, then the j-th and (j+1)-st eigenvalues are a complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j).
BETA (output) DOUBLE PRECISION 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 j-th 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.
Q (input/output) DOUBLE PRECISION array, dimension (LDQ, N)
On entry, if COMPZ = aqVaq, the orthogonal matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = aqIaq, the orthogonal matrix of left Schur vectors of (H,T), and if COMPZ = aqVaq, the orthogonal matrix of left Schur vectors of (A,B). Not referenced if COMPZ = aqNaq.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >= 1. If COMPQ=aqVaq or aqIaq, then LDQ >= N.
Z (input/output) DOUBLE PRECISION array, dimension (LDZ, N)
On entry, if COMPZ = aqVaq, the orthogonal matrix Z1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPZ = aqIaq, the orthogonal matrix of right Schur vectors of (H,T), and if COMPZ = aqVaq, the orthogonal matrix of right Schur vectors of (A,B). Not referenced if COMPZ = aqNaq.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= 1. If COMPZ=aqVaq or aqIaq, then LDZ >= N.
WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
LWORK (input) 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.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th 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=INFO-N+1,...,N should be correct.

FURTHER DETAILS

Iteration counters:
JITER -- counts iterations.
IITER -- counts iterations run since ILAST was last

    changed.  This is therefore reset only when a 1-by-1 or
    2-by-2 block deflates off the bottom.