ZHGEQZ(3)
π NAME π
okay bestie, this is the LAPACK manual page ZHGEQZ(3) β the Library Functions Manual β and the source path is /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zhgeqz.f. slay π
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine ZHGEQZ (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt,
alpha, beta, q, ldq, z, ldz, work, lwork, rwork, info)
ZHGEQZ
π₯ Function/Subroutine Documentation π₯
π§ subroutine ZHGEQZ π§
subroutine ZHGEQZ (character job, character compq, character compz, integer
n, integer ilo, integer ihi, complex*16, dimension( ldh, * ) h, integer
ldh, complex*16, dimension( ldt, * ) t, integer ldt, complex*16,
dimension( * ) alpha, complex*16, dimension( * ) beta, complex*16,
dimension( ldq, * ) q, integer ldq, complex*16, dimension( ldz, * ) z,
integer ldz, complex*16, dimension( * ) work, integer lwork, double
precision, dimension( * ) rwork, integer info)
ZHGEQZ
π¦ Purpose π¦
so ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T), where H is an upper Hessenberg matrix and T is upper triangular, using the single-shift QZ method. Matrix pairs of this type are produced by the reduction to generalized upper Hessenberg form of a complex matrix pair (A,B):
A = Q1*H*Z1**H, B = Q1*T*Z1**H,
as computed by ZGGHRD.
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 and S and P are upper triangular.
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 ZGGHRD that reduced the matrix pair (A,B) to generalized 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 complex values (alpha,beta). 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.
The values of alpha and beta for the i-th eigenvalue 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.
π Parameters π
JOBβJOBisCHARACTER*1= 'E': Compute eigenvalues only;= 'S': Computer eigenvalues and the Schur form.
COMPQβCOMPQisCHARACTER*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 a unitary matrix Q1 on entry and the product Q1*Q is returned.
COMPZβCOMPZisCHARACTER*1= 'N': Right Schur vectors (Z) are not computed;= 'I': Q is initialized to the unit matrix and the matrix Z of right Schur vectors of (H,T) is returned;= 'V': Z must contain a unitary matrix Z1 on entry and the product Z1*Z is returned.
NβNisINTEGER; the order of the matricesH,T,Q, andZ.N >= 0.ILOβILOisINTEGER.IHIβIHIisINTEGER;ILOandIHImark the rows and columns ofHwhich 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.HβHisCOMPLEX*16array, dimension(LDH, N).- On entry, the N-by-N upper Hessenberg matrix
H. - On exit, if
JOB = 'S',Hcontains the upper triangular matrixSfrom the generalized Schur factorization. - If
JOB = 'E', the diagonal ofHmatches that ofS, but the rest ofHis unspecified.
- On entry, the N-by-N upper Hessenberg matrix
LDHβLDHisINTEGER; the leading dimension of the arrayH.LDH >= max( 1, N ).TβTisCOMPLEX*16array, dimension(LDT, N).- On entry, the N-by-N upper triangular matrix
T. - On exit, if
JOB = 'S',Tcontains the upper triangular matrixPfrom the generalized Schur factorization. - If
JOB = 'E', the diagonal ofTmatches that ofP, but the rest ofTis unspecified.
- On entry, the N-by-N upper triangular matrix
LDTβLDTisINTEGER; the leading dimension of the arrayT.LDT >= max( 1, N ).ALPHAβALPHAisCOMPLEX*16array, dimension(N); the complex scalars alpha that define the eigenvalues of GNEP.ALPHA(i) = S(i,i)in the generalized Schur factorization.BETAβBETAisCOMPLEX*16array, dimension(N); the real non-negative scalars beta that define the eigenvalues of GNEP.BETA(i) = P(i,i)in the generalized Schur factorization.- Together, the quantities
alpha = ALPHA(j)andbeta = BETA(j)represent the j-th eigenvalue of the matrix pair(A,B), in one of the formslambda = alpha/betaormu = beta/alpha. - Since either
lambdaormumay overflow, they should not, in general, be computed.
- Together, the quantities
QβQisCOMPLEX*16array, dimension(LDQ, N).- On entry, if
COMPQ = 'V', the unitary matrixQ1used in the reduction of(A,B)to generalized Hessenberg form. - On exit, if
COMPQ = 'I', the unitary matrix of left Schur vectors of(H,T), and ifCOMPQ = 'V', the unitary matrix of left Schur vectors of(A,B). - Not referenced if
COMPQ = 'N'.
- On entry, if
LDQβLDQisINTEGER; the leading dimension of the arrayQ.LDQ >= 1. IfCOMPQ='V'or'I', thenLDQ >= N.ZβZisCOMPLEX*16array, dimension(LDZ, N).- On entry, if
COMPZ = 'V', the unitary matrixZ1used in the reduction of(A,B)to generalized Hessenberg form. - On exit, if
COMPZ = '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 if
COMPZ = 'N'.
- On entry, if
LDZβLDZisINTEGER; the leading dimension of the arrayZ.LDZ >= 1. IfCOMPZ='V'or'I', thenLDZ >= N.WORKβWORKisCOMPLEX*16array, dimension(MAX(1,LWORK)). On exit, ifINFO >= 0,WORK(1)returns the optimalLWORK.LWORKβLWORKisINTEGER; the dimension of the arrayWORK.LWORK >= max(1,N).- If
LWORK = -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.
- If
RWORKβRWORKisDOUBLE PRECISIONarray, dimension(N).INFOβINFOisINTEGER= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value= 1,...,N: the QZ iteration did not converge.(H,T)is not in Schur form, butALPHA(i)andBETA(i),i=INFO+1,...,Nshould be correct.= N+1,...,2*N: the shift calculation failed.(H,T)is not in Schur form, butALPHA(i)andBETA(i),i=INFO-N+1,...,Nshould be correct.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details π
We assume that complex ABS works as long as its value is less than overflow.
Definition at line 281 of file zhgeqz.f.
π Author π
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