CLAQR4(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’– CLAQR4(3) β€” Library Functions Manual πŸ’–

okay so this page is from the Library Functions Manual, and the header path is /home/abui...RC/claqr4.f(3). Buckle up bestie, because this is a LAPACK subroutine and she is lowkey iconic. 🫢

🌸 NAME 🌸

/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/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. πŸ’…

πŸ¦‹ Function/Subroutine Documentation πŸ¦‹

πŸ’– subroutine CLAQR4 πŸ’–

subroutine CLAQR4 (logical wantt, logical wantz, integer n, integer ilo,
    integer ihi, complex, dimension( ldh, * ) h, integer ldh, complex,
    dimension( * ) w, integer iloz, integer ihiz, complex, dimension( ldz, *
    ) z, integer ldz, complex, dimension( * ) work, integer lwork, integer
    info)

CLAQR4 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition.

πŸ’‘ Purpose πŸ’‘

Okay so 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. Periodt. ✨

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. πŸ’œ

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. No cap. πŸ¦‹

πŸ’… Parameters πŸ’…

πŸŽ€ WANTT πŸŽ€

WANTT is LOGICAL

= .TRUE. : the full Schur form T is required;
= .FALSE.: only eigenvalues are required.

πŸŽ€ WANTZ πŸŽ€

WANTZ is LOGICAL

= .TRUE. : the matrix of Schur vectors Z is required;
= .FALSE.: Schur vectors are not required.

πŸŽ€ N πŸŽ€

N is INTEGER

The order of the matrix H. N >= 0.

πŸŽ€ ILO πŸŽ€

ILO is INTEGER

πŸŽ€ IHI πŸŽ€

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 > 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 > 0, then 1 <= ILO <= IHI <= N. If N = 0, then ILO = 1 and IHI = 0.

πŸŽ€ H πŸŽ€

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 > 0 is given under the description of INFO below.)

This subroutine may explicitly set H(i,j) = 0 for i > j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.

πŸŽ€ LDH πŸŽ€

LDH is INTEGER

The leading dimension of the array H. LDH >= max(1,N).

πŸŽ€ W πŸŽ€

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).

πŸŽ€ ILOZ πŸŽ€

ILOZ is INTEGER

πŸŽ€ IHIZ πŸŽ€

IHIZ is INTEGER

Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE..

1 <= ILOZ <= ILO; IHI <= IHIZ <= N.

πŸŽ€ Z πŸŽ€

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 > 0 is given under the description of INFO below.)

πŸŽ€ LDZ πŸŽ€

LDZ is INTEGER

The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ >= MAX(1,IHIZ). Otherwise, LDZ >= 1.

πŸŽ€ WORK πŸŽ€

WORK is COMPLEX array, dimension LWORK

On exit, if LWORK = -1, WORK(1) returns an estimate of the optimal value for LWORK.

πŸŽ€ LWORK πŸŽ€

LWORK is INTEGER

The dimension of the array WORK. LWORK >= 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.

πŸŽ€ INFO πŸŽ€

INFO is INTEGER

= 0:  successful exit
> 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 > 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 > 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 > 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 (*) (regardless of the value of WANTT.)

If INFO > 0 and WANTZ is .FALSE., then Z is not accessed.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

🌟 Contributors 🌟

Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA.

πŸ“š References πŸ“š

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 246 of file claqr4.f.

πŸ“ Author πŸ“

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