.TH "SRC/dlaqz0.f" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME SRC/dlaqz0.f .SH SYNOPSIS .br .PP .SS "Functions/Subroutines" .in +1c .ti -1c .RI "recursive subroutine \fBdlaqz0\fP (wants, wantq, wantz, n, ilo, ihi, a, lda, b, ldb, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, rec, info)" .br .RI "\fBDLAQZ0\fP " .in -1c .SH "Function/Subroutine Documentation" .PP .SS "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)" .PP \fBDLAQZ0\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> 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)\&. !> !> 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 !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIWANTS\fP .PP .nf !> WANTS is CHARACTER*1 !> = 'E': Compute eigenvalues only; !> = 'S': Compute eigenvalues and the Schur form\&. !> .fi .PP .br \fIWANTQ\fP .PP .nf !> 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\&. !> .fi .PP .br \fIWANTZ\fP .PP .nf !> 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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrices A, B, Q, and Z\&. N >= 0\&. !> .fi .PP .br \fIILO\fP .PP .nf !> ILO is INTEGER !> .fi .PP .br \fIIHI\fP .PP .nf !> 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\&. !> .fi .PP .br \fIA\fP .PP .nf !> 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\&. !> .fi .PP .br \fILDA\fP .PP .nf !> LDA is INTEGER !> The leading dimension of the array A\&. LDA >= max( 1, N )\&. !> .fi .PP .br \fIB\fP .PP .nf !> 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\&. !> .fi .PP .br \fILDB\fP .PP .nf !> LDB is INTEGER !> The leading dimension of the array B\&. LDB >= max( 1, N )\&. !> .fi .PP .br \fIALPHAR\fP .PP .nf !> ALPHAR is DOUBLE PRECISION array, dimension (N) !> The real parts of each scalar alpha defining an eigenvalue !> of GNEP\&. !> .fi .PP .br \fIALPHAI\fP .PP .nf !> 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)\&. !> .fi .PP .br \fIBETA\fP .PP .nf !> 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\&. !> .fi .PP .br \fIQ\fP .PP .nf !> 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'\&. !> .fi .PP .br \fILDQ\fP .PP .nf !> LDQ is INTEGER !> The leading dimension of the array Q\&. LDQ >= 1\&. !> If COMPQ='V' or 'I', then LDQ >= N\&. !> .fi .PP .br \fIZ\fP .PP .nf !> 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'\&. !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. LDZ >= 1\&. !> If COMPZ='V' or 'I', then LDZ >= N\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) !> On exit, if INFO >= 0, WORK(1) returns the optimal LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> 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\&. !> .fi .PP .br \fIREC\fP .PP .nf !> REC is INTEGER !> REC indicates the current recursion level\&. Should be set !> to 0 on first call\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> 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\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Thijs Steel, KU Leuven .RE .PP \fBDate\fP .RS 4 May 2020 .RE .PP .PP Definition at line \fB302\fP of file \fBdlaqz0\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.