SRC/dlaqr2.f(3)
NAME πΈ
This is SRC/dlaqr2.f(3) from the Library Functions Manual, bestie β the SRC/dlaqr2.f page, and itβs all about the dlaqr2 subroutine. π
SYNOPSIS β¨
Functions/Subroutines
subroutine dlaqr2 (wantt, wantz, n, ktop, kbot, nw, h, ldh, iloz, ihiz,
z, ldz, ns, nd, sr, si, v, ldv, nh, t, ldt, nv, wv, ldwv, work,
lwork)
DLAQR2 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
Function/Subroutine Documentation π¦
subroutine dlaqr2 (logical wantt, logical wantz, integer n, integer ktop,
integer kbot, integer nw, double precision, dimension( ldh, * ) h,
integer ldh, integer iloz, integer ihiz, double precision, dimension(
ldz, * ) z, integer ldz, integer ns, integer nd, double precision,
dimension( * ) sr, double precision, dimension( * ) si, double
precision, dimension( ldv, * ) v, integer ldv, integer nh, double
precision, dimension( ldt, * ) t, integer ldt, integer nv, double
precision, dimension( ldwv, * ) wv, integer ldwv, double precision,
dimension( * ) work, integer lwork)
DLAQR2 performs the orthogonal similarity transformation of a Hessenberg matrix to detect and deflate fully converged eigenvalues from a trailing principal submatrix (aggressive early deflation).
Purpose π
DLAQR2 is identical to DLAQR3 except that it avoids recursion by calling DLAHQR instead of DLAQR4.
Aggressive early deflation:
This subroutine accepts as input an upper Hessenberg matrix H and performs an orthogonal similarity transformation designed to detect and deflate fully converged eigenvalues from a trailing principal submatrix. On output H has been over-written by a new Hessenberg matrix that is a perturbation of an orthogonal similarity transformation of H. It is to be hoped that the final version of H has many zero subdiagonal entries.
Parameters π
WANTTβWANTT is LOGICAL. If.TRUE., then the Hessenberg matrixHis fully updated so that the quasi-triangular Schur factor may be computed (in cooperation with the calling subroutine). If.FALSE., then only enough ofHis updated to preserve the eigenvalues. πWANTZβWANTZ is LOGICAL. If.TRUE., then the orthogonal matrixZis updated so that the orthogonal Schur factor may be computed (in cooperation with the calling subroutine). If.FALSE., thenZis not referenced. β¨NβN is INTEGER. The order of the matrixHand (ifWANTZis.TRUE.) the order of the orthogonal matrixZ. πΈKTOPβKTOP is INTEGER. It is assumed that eitherKTOP = 1orH(KTOP,KTOP-1)=0.KBOTandKTOPtogether determine an isolated block along the diagonal of the Hessenberg matrix. π«ΆKBOTβKBOT is INTEGER. It is assumed without a check that eitherKBOT = NorH(KBOT+1,KBOT)=0.KBOTandKTOPtogether determine an isolated block along the diagonal of the Hessenberg matrix. πNWβNW is INTEGER. Deflation window size.1 <= NW <= (KBOT-KTOP+1). πHβH is DOUBLE PRECISION array, dimension (LDH,N). On input the initialN-by-Nsection ofHstores the Hessenberg matrix undergoing aggressive early deflation. On outputHhas been transformed by an orthogonal similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries. π¦LDHβLDH is INTEGER. Leading dimension ofHjust as declared in the calling subroutine.N <= LDH. πILOZβILOZ is INTEGER. πIHIZβIHIZ is INTEGER. Specify the rows ofZto which transformations must be applied ifWANTZis.TRUE..1 <= ILOZ <= IHIZ <= N. π§ZβZ is DOUBLE PRECISION array, dimension (LDZ,N). IfWANTZis.TRUE., then on output, the orthogonal similarity transformation mentioned above has been accumulated intoZ(ILOZ:IHIZ,ILOZ:IHIZ)from the right. IfWANTZis.FALSE., thenZis unreferenced. πLDZβLDZ is INTEGER. The leading dimension ofZjust as declared in the calling subroutine.1 <= LDZ. πNSβNS is INTEGER. The number of unconverged (ie approximate) eigenvalues returned inSRandSIthat may be used as shifts by the calling subroutine. π₯NDβND is INTEGER. The number of converged eigenvalues uncovered by this subroutine. πSRβSR is DOUBLE PRECISION array, dimension (KBOT). πΈSIβSI is DOUBLE PRECISION array, dimension (KBOT). On output, the real and imaginary parts of approximate eigenvalues that may be used for shifts are stored inSR(KBOT-ND-NS+1)throughSR(KBOT-ND)andSI(KBOT-ND-NS+1)throughSI(KBOT-ND), respectively. The real and imaginary parts of converged eigenvalues are stored inSR(KBOT-ND+1)throughSR(KBOT)andSI(KBOT-ND+1)throughSI(KBOT), respectively. πVβV is DOUBLE PRECISION array, dimension (LDV,NW). AnNW-by-NWwork array. πLDVβLDV is INTEGER. The leading dimension ofVjust as declared in the calling subroutine.NW <= LDV. π¦NHβNH is INTEGER. The number of columns ofT.NH >= NW. β¨TβT is DOUBLE PRECISION array, dimension (LDT,NW). πLDTβLDT is INTEGER. The leading dimension ofTjust as declared in the calling subroutine.NW <= LDT. πNVβNV is INTEGER. The number of rows of work arrayWVavailable for workspace.NV >= NW. π§WVβWV is DOUBLE PRECISION array, dimension (LDWV,NW). πLDWVβLDWV is INTEGER. The leading dimension ofWjust as declared in the calling subroutine.NW <= LDV. πWORKβWORK is DOUBLE PRECISION array, dimension (LWORK). On exit,WORK(1)is set to an estimate of the optimal value ofLWORKfor the given values ofN,NW,KTOPandKBOT. π₯LWORKβLWORK is INTEGER. The dimension of the work arrayWORK.LWORK = 2*NWsuffices, but greater efficiency may result from larger values ofLWORK. IfLWORK = -1, then a workspace query is assumed;DLAQR2only estimates the optimal workspace size for the given values ofN,NW,KTOPandKBOT. The estimate is returned inWORK(1). No error message related toLWORKis issued byXERBLA. NeitherHnorZare accessed. π
Author πΈ
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Contributors: π
Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA
Definition at line β¨
275 of file dlaqr2.f.
Author π¦
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