CLAQZ0(3)
β¨ NAME β¨
bestie, this is CLAQZ0(3) β the header calls it /home/abui...RC/claqz0.f(3) in the Library Functions Manual β and the file it's documenting is:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/claqz0.f
π SYNOPSIS π
- Functions/Subroutines
recursive subroutine CLAQZ0 (wants, wantq, wantz, n, ilo, ihi, a, lda, b, ldb, alpha, beta, q, ldq, z, ldz, work, lwork, rwork, rec, info)CLAQZ0
π«Ά Function/Subroutine Documentation π«Ά
okay so here's the full signature, character for character:
recursive subroutine CLAQZ0 (character, intent(in) wants, character,
intent(in) wantq, character, intent(in) wantz, integer, intent(in) n,
integer, intent(in) ilo, integer, intent(in) ihi, complex, dimension(
lda, * ), intent(inout) a, integer, intent(in) lda, complex, dimension(
ldb, * ), intent(inout) b, integer, intent(in) ldb, complex, dimension(
* ), intent(inout) alpha, complex, dimension( * ), intent(inout) beta,
complex, dimension( ldq, * ), intent(inout) q, integer, intent(in) ldq,
complex, dimension( ldz, * ), intent(inout) z, integer, intent(in) ldz,
complex, dimension( * ), intent(inout) work, integer, intent(in) lwork,
real, dimension( * ), intent(out) rwork, integer, intent(in) rec,
integer, intent(out) info)
and the name again, because why not: CLAQZ0 π
β¨ Purpose β¨
okay so CLAQZ0 computes the eigenvalues of a 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 matrix pair (A,B):
A = Q1*H*Z1**H, B = Q1*T*Z1**H,
as computed by CGGHRD.
If JOB='S', then the Hessenberg-triangular pair (H,T) is also reduced to generalized Schur form,
H = Q*S*Z**H, T = Q*P*Z**H,
where Q and Z are unitary matrices, P and S are an upper triangular matrices.
Optionally, the unitary matrix Q from the generalized Schur factorization may be postmultiplied into an input matrix Q1, and the unitary matrix Z may be postmultiplied into an input matrix Z1. If Q1 and Z1 are the unitary matrices from CGGHRD that reduced the matrix pair (A,B) to generalized upper Hessenberg form, then the output matrices Q1*Q and Z1*Z are the unitary factors from the generalized Schur factorization of (A,B):
A = (Q1*Q)*S*(Z1*Z)**H, B = (Q1*Q)*P*(Z1*Z)**H.
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.
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, , SIAM J. Numer. Anal., 10(1973), pp. 241--256.Ref: B. Kagstrom, D. Kressner, , SIAM J. Numer. Anal., 29(2006), pp. 199--227.Ref: T. Steel, D. Camps, K. Meerbergen, R. Vandebril
π Parameters π
WANTSβWANTS is CHARACTER*1= 'E':Compute eigenvalues only;= 'S':Compute eigenvalues and the Schur form.
WANTQβWANTQ is CHARACTER*1= 'N':Left Schur vectors (Q) are not computed;= 'I':Qis initialized to the unit matrix and the matrixQof left Schur vectors of(A,B)is returned;= 'V':Qmust contain an unitary matrixQ1on entry and the productQ1*Qis returned.
WANTZβWANTZ is CHARACTER*1= 'N':Right Schur vectors (Z) are not computed;= 'I':Zis initialized to the unit matrix and the matrixZof right Schur vectors of(A,B)is returned;= 'V':Zmust contain an unitary matrixZ1on entry and the productZ1*Zis returned.
NβN is INTEGERThe order of the matricesA,B,Q, andZ.N >= 0.ILOβILO is INTEGER(that's it, no extra lore).IHIβIHI is INTEGERILOandIHImark the rows and columns ofAwhich are in Hessenberg form. It is assumed thatAis already upper triangular in rows and columns1:ILO-1andIHI+1:N. IfN > 0,1 <= ILO <= IHI <= N; ifN = 0,ILO=1andIHI=0.AβA is COMPLEX array, dimension (LDA, N)On entry, theN-by-Nupper Hessenberg matrixA. On exit, ifJOB = 'S',Acontains the upper triangular matrixSfrom the generalized Schur factorization. IfJOB = 'E', the diagonal ofAmatches that ofS, but the rest ofAis unspecified.LDAβLDA is INTEGERThe leading dimension of the arrayA.LDA >= max( 1, N ).BβB is COMPLEX array, dimension (LDB, N)On entry, theN-by-Nupper triangular matrixB. On exit, ifJOB = 'S',Bcontains the upper triangular matrixPfrom the generalized Schur factorization. IfJOB = 'E', the diagonal ofBmatches that ofP, but the rest ofBis unspecified.LDBβLDB is INTEGERThe leading dimension of the arrayB.LDB >= max( 1, N ).ALPHAβALPHA is COMPLEX array, dimension (N)Each scalaralphadefining an eigenvalue of GNEP.BETAβBETA is COMPLEX array, dimension (N)The scalarsbetathat define the eigenvalues of GNEP. Together, the quantitiesalpha = ALPHA(j)andbeta = BETA(j)represent thej-th eigenvalue of the matrix pair(A,B), in one of the formslambda = alpha/betaormu = beta/alpha. Since eitherlambdaormumay overflow, they should not, in general, be computed.QβQ is COMPLEX array, dimension (LDQ, N)On entry, ifCOMPQ = 'V', the unitary matrixQ1used in the reduction of(A,B)to generalized Hessenberg form. On exit, ifCOMPQ = 'I', the unitary matrix of left Schur vectors of(A,B), and ifCOMPQ = 'V', the unitary matrix of left Schur vectors of(A,B). Not referenced ifCOMPQ = 'N'. (yes, the page really says the same left-Schur-vector phrase twice for'I'and'V'; we're not fixing it π )LDQβLDQ is INTEGERThe leading dimension of the arrayQ.LDQ >= 1.IfCOMPQ='V'or'I', thenLDQ >= N.ZβZ is COMPLEX array, dimension (LDZ, N)On entry, ifCOMPZ = 'V', the unitary matrixZ1used in the reduction of(A,B)to generalized Hessenberg form. On exit, ifCOMPZ = 'I', the unitary matrix of right Schur vectors of(H,T), and ifCOMPZ = 'V', the unitary matrix of right Schur vectors of(A,B). Not referenced ifCOMPZ = 'N'.LDZβLDZ is INTEGERThe leading dimension of the arrayZ.LDZ >= 1.IfCOMPZ='V'or'I', thenLDZ >= N.WORKβWORK is COMPLEX array, dimension (MAX(1,LWORK))On exit, ifINFO >= 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGERThe dimension of the arrayWORK.LWORK >= max(1,N).IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.RWORKβRWORK is REAL array, dimension (N)RECβREC is INTEGERRECindicates the current recursion level. Should be set to0on first call.INFOβINFO is INTEGER= 0:successful exit< 0:ifINFO = -i, thei-th argument had an illegal value= 1,...,N:the QZ iteration did not converge.(A,B)is not in Schur form, butALPHA(i)andBETA(i),i=INFO+1,...,Nshould be correct.
π Author π
Thijs Steel, KU Leuven
π Date π
May 2020
π Definition at line 280 of file claqz0.f. π
π Author π
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