DLAQZ0(3)

📦 version 3.12.0, in opensuse-leap 16.0

🌸 NAME 🌸

okay so bestie, this is the manual page for dlaqz0.f(3). The NAME line is literally this path: /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dlaqz0.f. That's the whole name. Iconic, honestly. 💅

✨ SYNOPSIS ✨

💫 Functions/Subroutines 💫

The recursive subroutine served here is:

recursive subroutine DLAQZ0 (wants, wantq, wantz, n, ilo, ihi, a, lda,
    b, ldb, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, rec,
    info)
    DLAQZ0

💅 Function/Subroutine Documentation 💅

Here's the full signature, exactly as the page gives it:

recursive subroutine DLAQZ0 (character, intent(in) wants, character,
    intent(in) wantq, character, intent(in) wantz, integer, intent(in) n,
    integer, intent(in) ilo, integer, intent(in) ihi, double precision,
    dimension( lda, * ), intent(inout) a, integer, intent(in) lda, double
    precision, dimension( ldb, * ), intent(inout) b, integer, intent(in)
    ldb, double precision, dimension( * ), intent(inout) alphar, double
    precision, dimension( * ), intent(inout) alphai, double precision,
    dimension( * ), intent(inout) beta, double precision, dimension( ldq, *
    ), intent(inout) q, integer, intent(in) ldq, double precision,
    dimension( ldz, * ), intent(inout) z, integer, intent(in) ldz, double
    precision, dimension( * ), intent(inout) work, integer, intent(in)
    lwork, integer, intent(in) rec, integer, intent(out) info)
    DLAQZ0

🔥 Purpose 🔥

Okay so DLAQZ0 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):

A = Q1*H*Z1**T,  B = Q1*T*Z1**T,

as computed by DGGHRD.

If JOB='S', then the Hessenberg-triangular 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 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):

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).

The references, bestie:

  • 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

🎀 Parameters 🎀

  • WANTS — is CHARACTER*1.
    • ='E': Compute eigenvalues only;
    • ='S': Compute eigenvalues and the Schur form.
  • WANTQ — 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 (A,B) is returned;
    • ='V': Q must contain an orthogonal matrix Q1 on entry and the product Q1*Q is returned.
  • WANTZ — 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 (A,B) is returned;
    • ='V': Z must contain an orthogonal matrix Z1 on entry and the product Z1*Z is returned.
  • N — is INTEGER. The order of the matrices A, B, Q, and Z. N >= 0.
  • ILO — is INTEGER.
  • IHI — is INTEGER. ILO and IHI mark the rows and columns of A 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.
  • A — is DOUBLE PRECISION array, dimension (LDA, N). On entry, the N-by-N upper Hessenberg matrix A. On exit, if JOB = 'S', A contains the upper quasi-triangular matrix S from the generalized Schur factorization. If JOB = 'E', the diagonal blocks of A match those of S, but the rest of A is unspecified.
  • LDA — is INTEGER. The leading dimension of the array A. LDA >= max( 1, N ).
  • B — is DOUBLE PRECISION array, dimension (LDB, N). On entry, the N-by-N upper triangular matrix B. On exit, if JOB = 'S', B 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 A(j+1,j) is non-zero, then B(j+1,j) = B(j,j+1) = 0, B(j,j) > 0, and B(j+1,j+1) > 0. If JOB = 'E', the diagonal blocks of B match those of P, but the rest of B is unspecified.
  • LDB — is INTEGER. The leading dimension of the array B. LDB >= max( 1, N ).
  • ALPHAR — is DOUBLE PRECISION array, dimension (N). The real parts of each scalar alpha defining an eigenvalue of GNEP.
  • ALPHAI — is 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 — is 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 — is DOUBLE PRECISION array, dimension (LDQ, N). On entry, if COMPQ = 'V', the orthogonal matrix Q1 used in the reduction of (A,B) to generalized Hessenberg form. On exit, if COMPQ = 'I', the orthogonal matrix of left Schur vectors of (A,B), and if COMPQ = 'V', the orthogonal matrix of left Schur vectors of (A,B). Not referenced if COMPQ = 'N'.
  • LDQ — is INTEGER. The leading dimension of the array Q. LDQ >= 1. If COMPQ='V' or 'I', then LDQ >= N.
  • Z — is DOUBLE PRECISION 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'.
  • LDZ — is INTEGER. The leading dimension of the array Z. LDZ >= 1. If COMPZ='V' or 'I', then LDZ >= N.
  • WORK — is DOUBLE PRECISION array, dimension (MAX(1,LWORK)). On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
  • LWORK — 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.
  • REC — is INTEGER. REC indicates the current recursion level. Should be set to 0 on first call.
  • INFO — is INTEGER.
    • = 0: successful exit
    • < 0: if INFO = -i, the i-th argument had an illegal value
    • = 1,...,N: the QZ iteration did not converge. (A,B) is not in Schur form, but ALPHAR(i), ALPHAI(i), and BETA(i), i=INFO+1,...,N should be correct.

🧚 Author 🧚

Thijs Steel, KU Leuven

🗓️ Date 🗓️

May 2020

Definition at line 302 of file dlaqz0.f.

🧚 Author 🧚

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