.TH "hgeqz" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME hgeqz \- hgeqz: generalized Hessenberg eig .SH SYNOPSIS .br .PP .SS "Functions" .in +1c .ti -1c .RI "subroutine \fBchgeqz\fP (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alpha, beta, q, ldq, z, ldz, work, lwork, rwork, info)" .br .RI "\fBCHGEQZ\fP " .ti -1c .RI "subroutine \fBdhgeqz\fP (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)" .br .RI "\fBDHGEQZ\fP " .ti -1c .RI "subroutine \fBshgeqz\fP (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)" .br .RI "\fBSHGEQZ\fP " .ti -1c .RI "subroutine \fBzhgeqz\fP (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alpha, beta, q, ldq, z, ldz, work, lwork, rwork, info)" .br .RI "\fBZHGEQZ\fP " .in -1c .SH "Detailed Description" .PP .SH "Function Documentation" .PP .SS "subroutine chgeqz (character job, character compq, character compz, integer n, integer ilo, integer ihi, complex, dimension( ldh, * ) h, integer ldh, complex, dimension( ldt, * ) t, integer ldt, complex, dimension( * ) alpha, complex, dimension( * ) beta, complex, dimension( ldq, * ) q, integer ldq, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer info)" .PP \fBCHGEQZ\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> CHGEQZ 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 CGGHRD\&. !> !> 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 CGGHRD 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is CHARACTER*1 !> = 'E': Compute eigenvalues only; !> = 'S': Computer eigenvalues and the Schur form\&. !> .fi .PP .br \fICOMPQ\fP .PP .nf !> COMPQ 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 (H,T) is returned; !> = 'V': Q must contain a unitary matrix Q1 on entry and !> the product Q1*Q is returned\&. !> .fi .PP .br \fICOMPZ\fP .PP .nf !> COMPZ is CHARACTER*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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrices H, T, 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 H 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 \fIH\fP .PP .nf !> H is COMPLEX array, dimension (LDH, N) !> On entry, the N-by-N upper Hessenberg matrix H\&. !> On exit, if JOB = 'S', H contains the upper triangular !> matrix S from the generalized Schur factorization\&. !> If JOB = 'E', the diagonal of H matches that of S, but !> the rest of H is unspecified\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max( 1, N )\&. !> .fi .PP .br \fIT\fP .PP .nf !> T is COMPLEX array, dimension (LDT, N) !> On entry, the N-by-N upper triangular matrix T\&. !> On exit, if JOB = 'S', T contains the upper triangular !> matrix P from the generalized Schur factorization\&. !> If JOB = 'E', the diagonal of T matches that of P, but !> the rest of T is unspecified\&. !> .fi .PP .br \fILDT\fP .PP .nf !> LDT is INTEGER !> The leading dimension of the array T\&. LDT >= max( 1, N )\&. !> .fi .PP .br \fIALPHA\fP .PP .nf !> ALPHA is COMPLEX array, dimension (N) !> The complex scalars alpha that define the eigenvalues of !> GNEP\&. ALPHA(i) = S(i,i) in the generalized Schur !> factorization\&. !> .fi .PP .br \fIBETA\fP .PP .nf !> BETA is COMPLEX array, 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) 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 COMPLEX array, dimension (LDQ, N) !> On entry, if COMPQ = 'V', the unitary matrix Q1 used 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 if COMPQ = 'V', the unitary 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 COMPLEX array, dimension (LDZ, N) !> On entry, if COMPZ = 'V', the unitary matrix Z1 used 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 if COMPZ = 'V', the unitary 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 COMPLEX 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 \fIRWORK\fP .PP .nf !> RWORK is REAL array, dimension (N) !> .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\&. (H,T) is not !> in Schur form, but ALPHA(i) and BETA(i), !> i=INFO+1,\&.\&.\&.,N should be correct\&. !> = N+1,\&.\&.\&.,2*N: the shift calculation failed\&. (H,T) is not !> in Schur form, but ALPHA(i) and BETA(i), !> i=INFO-N+1,\&.\&.\&.,N should be correct\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBFurther Details:\fP .RS 4 .PP .nf !> !> We assume that complex ABS works as long as its value is less than !> overflow\&. !> .fi .PP .RE .PP .PP Definition at line \fB281\fP of file \fBchgeqz\&.f\fP\&. .SS "subroutine dhgeqz (character job, character compq, character compz, integer n, integer ilo, integer ihi, double precision, dimension( ldh, * ) h, integer ldh, double precision, dimension( ldt, * ) t, integer ldt, double precision, dimension( * ) alphar, double precision, dimension( * ) alphai, double precision, dimension( * ) beta, double precision, dimension( ldq, * ) q, integer ldq, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer lwork, integer info)" .PP \fBDHGEQZ\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> DHGEQZ 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is CHARACTER*1 !> = 'E': Compute eigenvalues only; !> = 'S': Compute eigenvalues and the Schur form\&. !> .fi .PP .br \fICOMPQ\fP .PP .nf !> COMPQ 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 (H,T) is returned; !> = 'V': Q must contain an orthogonal matrix Q1 on entry and !> the product Q1*Q is returned\&. !> .fi .PP .br \fICOMPZ\fP .PP .nf !> COMPZ 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 (H,T) 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 H, T, 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 H 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 \fIH\fP .PP .nf !> H is DOUBLE PRECISION array, dimension (LDH, N) !> On entry, the N-by-N upper Hessenberg matrix H\&. !> On exit, if JOB = 'S', H contains the upper quasi-triangular !> matrix S from the generalized Schur factorization\&. !> If JOB = 'E', the diagonal blocks of H match those of S, but !> the rest of H is unspecified\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max( 1, N )\&. !> .fi .PP .br \fIT\fP .PP .nf !> T is DOUBLE PRECISION array, dimension (LDT, N) !> On entry, the N-by-N upper triangular matrix T\&. !> On exit, if JOB = 'S', T 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 H(j+1,j) is !> non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and !> T(j+1,j+1) > 0\&. !> If JOB = 'E', the diagonal blocks of T match those of P, but !> the rest of T is unspecified\&. !> .fi .PP .br \fILDT\fP .PP .nf !> LDT is INTEGER !> The leading dimension of the array T\&. LDT >= 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 (H,T), 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 \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\&. (H,T) is not !> in Schur form, but ALPHAR(i), ALPHAI(i), and !> BETA(i), i=INFO+1,\&.\&.\&.,N should be correct\&. !> = N+1,\&.\&.\&.,2*N: the shift calculation failed\&. (H,T) is not !> in Schur form, but ALPHAR(i), ALPHAI(i), and !> BETA(i), i=INFO-N+1,\&.\&.\&.,N should be correct\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBFurther Details:\fP .RS 4 .PP .nf !> !> Iteration counters: !> !> JITER -- counts iterations\&. !> IITER -- counts iterations run since ILAST was last !> changed\&. This is therefore reset only when a 1-by-1 or !> 2-by-2 block deflates off the bottom\&. !> .fi .PP .RE .PP .PP Definition at line \fB301\fP of file \fBdhgeqz\&.f\fP\&. .SS "subroutine shgeqz (character job, character compq, character compz, integer n, integer ilo, integer ihi, real, dimension( ldh, * ) h, integer ldh, real, dimension( ldt, * ) t, integer ldt, real, dimension( * ) alphar, real, dimension( * ) alphai, real, dimension( * ) beta, real, dimension( ldq, * ) q, integer ldq, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer lwork, integer info)" .PP \fBSHGEQZ\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> SHGEQZ 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 SGGHRD\&. !> !> 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 SGGHRD 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is CHARACTER*1 !> = 'E': Compute eigenvalues only; !> = 'S': Compute eigenvalues and the Schur form\&. !> .fi .PP .br \fICOMPQ\fP .PP .nf !> COMPQ 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 (H,T) is returned; !> = 'V': Q must contain an orthogonal matrix Q1 on entry and !> the product Q1*Q is returned\&. !> .fi .PP .br \fICOMPZ\fP .PP .nf !> COMPZ 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 (H,T) 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 H, T, 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 H 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 \fIH\fP .PP .nf !> H is REAL array, dimension (LDH, N) !> On entry, the N-by-N upper Hessenberg matrix H\&. !> On exit, if JOB = 'S', H contains the upper quasi-triangular !> matrix S from the generalized Schur factorization\&. !> If JOB = 'E', the diagonal blocks of H match those of S, but !> the rest of H is unspecified\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max( 1, N )\&. !> .fi .PP .br \fIT\fP .PP .nf !> T is REAL array, dimension (LDT, N) !> On entry, the N-by-N upper triangular matrix T\&. !> On exit, if JOB = 'S', T 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 H(j+1,j) is !> non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and !> T(j+1,j+1) > 0\&. !> If JOB = 'E', the diagonal blocks of T match those of P, but !> the rest of T is unspecified\&. !> .fi .PP .br \fILDT\fP .PP .nf !> LDT is INTEGER !> The leading dimension of the array T\&. LDT >= max( 1, N )\&. !> .fi .PP .br \fIALPHAR\fP .PP .nf !> ALPHAR is REAL array, dimension (N) !> The real parts of each scalar alpha defining an eigenvalue !> of GNEP\&. !> .fi .PP .br \fIALPHAI\fP .PP .nf !> ALPHAI is REAL 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 REAL 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 REAL 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 (H,T), 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 REAL 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 REAL 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 \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\&. (H,T) is not !> in Schur form, but ALPHAR(i), ALPHAI(i), and !> BETA(i), i=INFO+1,\&.\&.\&.,N should be correct\&. !> = N+1,\&.\&.\&.,2*N: the shift calculation failed\&. (H,T) is not !> in Schur form, but ALPHAR(i), ALPHAI(i), and !> BETA(i), i=INFO-N+1,\&.\&.\&.,N should be correct\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBFurther Details:\fP .RS 4 .PP .nf !> !> Iteration counters: !> !> JITER -- counts iterations\&. !> IITER -- counts iterations run since ILAST was last !> changed\&. This is therefore reset only when a 1-by-1 or !> 2-by-2 block deflates off the bottom\&. !> .fi .PP .RE .PP .PP Definition at line \fB301\fP of file \fBshgeqz\&.f\fP\&. .SS "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)" .PP \fBZHGEQZ\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is CHARACTER*1 !> = 'E': Compute eigenvalues only; !> = 'S': Computer eigenvalues and the Schur form\&. !> .fi .PP .br \fICOMPQ\fP .PP .nf !> COMPQ 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 (H,T) is returned; !> = 'V': Q must contain a unitary matrix Q1 on entry and !> the product Q1*Q is returned\&. !> .fi .PP .br \fICOMPZ\fP .PP .nf !> COMPZ is CHARACTER*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\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrices H, T, 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 H 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 \fIH\fP .PP .nf !> H is COMPLEX*16 array, dimension (LDH, N) !> On entry, the N-by-N upper Hessenberg matrix H\&. !> On exit, if JOB = 'S', H contains the upper triangular !> matrix S from the generalized Schur factorization\&. !> If JOB = 'E', the diagonal of H matches that of S, but !> the rest of H is unspecified\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max( 1, N )\&. !> .fi .PP .br \fIT\fP .PP .nf !> T is COMPLEX*16 array, dimension (LDT, N) !> On entry, the N-by-N upper triangular matrix T\&. !> On exit, if JOB = 'S', T contains the upper triangular !> matrix P from the generalized Schur factorization\&. !> If JOB = 'E', the diagonal of T matches that of P, but !> the rest of T is unspecified\&. !> .fi .PP .br \fILDT\fP .PP .nf !> LDT is INTEGER !> The leading dimension of the array T\&. LDT >= max( 1, N )\&. !> .fi .PP .br \fIALPHA\fP .PP .nf !> ALPHA is COMPLEX*16 array, dimension (N) !> The complex scalars alpha that define the eigenvalues of !> GNEP\&. ALPHA(i) = S(i,i) in the generalized Schur !> factorization\&. !> .fi .PP .br \fIBETA\fP .PP .nf !> BETA is COMPLEX*16 array, 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) 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 COMPLEX*16 array, dimension (LDQ, N) !> On entry, if COMPQ = 'V', the unitary matrix Q1 used 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 if COMPQ = 'V', the unitary 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 COMPLEX*16 array, dimension (LDZ, N) !> On entry, if COMPZ = 'V', the unitary matrix Z1 used 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 if COMPZ = 'V', the unitary 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 COMPLEX*16 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 \fIRWORK\fP .PP .nf !> RWORK is DOUBLE PRECISION array, dimension (N) !> .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\&. (H,T) is not !> in Schur form, but ALPHA(i) and BETA(i), !> i=INFO+1,\&.\&.\&.,N should be correct\&. !> = N+1,\&.\&.\&.,2*N: the shift calculation failed\&. (H,T) is not !> in Schur form, but ALPHA(i) and BETA(i), !> i=INFO-N+1,\&.\&.\&.,N should be correct\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBFurther Details:\fP .RS 4 .PP .nf !> !> We assume that complex ABS works as long as its value is less than !> overflow\&. !> .fi .PP .RE .PP .PP Definition at line \fB281\fP of file \fBzhgeqz\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.