SRC/claqr0.f(3)
β¨ NAME β¨
SRC/claqr0.f β hi bestie, this is the manual page for SRC/claqr0.f(3), and itβs literally all about the claqr0 subroutine. π
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine claqr0 (wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z,
ldz, work, lwork, info)
CLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition. Slay. π
π Function/Subroutine Documentation π
subroutine claqr0 (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)
CLAQR0 computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition. Yes, same energy as the synopsis β main character behavior only.
Purpose
Okay so CLAQR0 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. π¦
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. Obsessed with the math, honestly. Slay.
Parameters
WANTTβWANTTisLOGICAL.= .TRUE.: the full Schur formTis required;= .FALSE.: only eigenvalues are required.
WANTZβWANTZisLOGICAL.= .TRUE.: the matrix of Schur vectorsZis required;= .FALSE.: Schur vectors are not required.
NβNisINTEGER. The order of the matrixH.N >= 0.ILOβILOisINTEGER. Thatβs the whole description, bestie β no extra lore. πIHIβIHIisINTEGER. It is assumed thatHis already upper triangular in rows and columns1:ILO-1andIHI+1:Nand, ifILO > 1,H(ILO,ILO-1)is zero.ILOandIHIare normally set by a previous call toCGEBAL, and then passed toCGEHRDwhen the matrix output byCGEBALis reduced to Hessenberg form. Otherwise,ILOandIHIshould be set to1andN, respectively. IfN > 0, then1 <= ILO <= IHI <= N. IfN = 0, thenILO = 1andIHI = 0.HβHisCOMPLEXarray, dimension(LDH,N).- On entry, the upper Hessenberg matrix
H. - On exit, if
INFO = 0andWANTTis.TRUE., thenHcontains the upper triangular matrixTfrom the Schur decomposition (the Schur form). IfINFO = 0andWANTis.FALSE., then the contents ofHare unspecified on exit. (The output value ofHwhenINFO > 0is given under the description ofINFObelow.) - This subroutine may explicitly set
H(i,j) = 0fori > jandj = 1, 2, ... ILO-1orj = IHI+1, IHI+2, ... N.
- On entry, the upper Hessenberg matrix
LDHβLDHisINTEGER. The leading dimension of the arrayH.LDH >= max(1,N).WβWisCOMPLEXarray, dimension(N). The computed eigenvalues ofH(ILO:IHI,ILO:IHI)are stored inW(ILO:IHI). IfWANTTis.TRUE., then the eigenvalues are stored in the same order as on the diagonal of the Schur form returned inH, withW(i) = H(i,i).ILOZβILOZisINTEGER. Another one with just the type and no extra tea. π΅IHIZβIHIZisINTEGER. Specify the rows ofZto which transformations must be applied ifWANTZis.TRUE..1 <= ILOZ <= ILO;IHI <= IHIZ <= N.ZβZisCOMPLEXarray, dimension(LDZ,IHI).- If
WANTZis.FALSE., thenZis not referenced. - If
WANTZis.TRUE., thenZ(ILO:IHI,ILOZ:IHIZ)is replaced byZ(ILO:IHI,ILOZ:IHIZ)*UwhereUis the orthogonal Schur factor ofH(ILO:IHI,ILO:IHI). (The output value ofZwhenINFO > 0is given under the description ofINFObelow.)
- If
LDZβLDZisINTEGER. The leading dimension of the arrayZ. ifWANTZis.TRUE.thenLDZ >= MAX(1,IHIZ). Otherwise,LDZ >= 1.WORKβWORKisCOMPLEXarray, dimensionLWORK. On exit, ifLWORK = -1,WORK(1)returns an estimate of the optimal value forLWORK.LWORKβLWORKisINTEGER. The dimension of the arrayWORK.LWORK >= max(1,N)is sufficient, butLWORKtypically as large as6*Nmay be required for optimal performance. A workspace query to determine the optimal workspace size is recommended.- If
LWORK = -1, thenCLAQR0does a workspace query. In this case,CLAQR0checks the input parameters and estimates the optimal workspace size for the given values ofN,ILOandIHI. The estimate is returned inWORK(1). No error message related toLWORKis issued byXERBLA. NeitherHnorZare accessed.
- If
INFOβINFOisINTEGER.= 0: successful exit> 0: ifINFO = i,CLAQR0failed to compute all of the eigenvalues. Elements1:ilo-1andi+1:nofWRandWIcontain those eigenvalues which have been successfully computed. (Failures are rare.)- If
INFO > 0andWANTis.FALSE., then on exit, the remaining unconverged eigenvalues are the eigenvalues of the upper Hessenberg matrix rows and columnsILOthroughINFOof the final, output value ofH. - If
INFO > 0andWANTTis.TRUE., then on exit(*) (initial value of H)*U = U*(final value of H)whereUis a unitary matrix. The final value ofHis upper Hessenberg and triangular in rows and columnsINFO+1throughIHI. - If
INFO > 0andWANTZis.TRUE., then on exit(final value of Z(ILO:IHI,ILOZ:IHIZ) = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*UwhereUis the unitary matrix in(*)(regardless of the value ofWANTT.) - If
INFO > 0andWANTZis.FALSE., thenZis not accessed.
- If
Author
Univ. of TennesseeUniv. of California BerkeleyUniv. of Colorado DenverNAG Ltd.
Contributors:
Karen BramanandRalph Byers, Department of Mathematics, University of Kansas, USA.
References:
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 238 of file claqr0.f.
Author
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