.TH "laqr0" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME laqr0 \- laqr0: eig of Hessenberg, step in hseqr .SH SYNOPSIS .br .PP .SS "Functions" .in +1c .ti -1c .RI "subroutine \fBclaqr0\fP (wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z, ldz, work, lwork, info)" .br .RI "\fBCLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. " .ti -1c .RI "subroutine \fBdlaqr0\fP (wantt, wantz, n, ilo, ihi, h, ldh, wr, wi, iloz, ihiz, z, ldz, work, lwork, info)" .br .RI "\fBDLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. " .ti -1c .RI "subroutine \fBslaqr0\fP (wantt, wantz, n, ilo, ihi, h, ldh, wr, wi, iloz, ihiz, z, ldz, work, lwork, info)" .br .RI "\fBSLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. " .ti -1c .RI "subroutine \fBzlaqr0\fP (wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z, ldz, work, lwork, info)" .br .RI "\fBZLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. " .in -1c .SH "Detailed Description" .PP .SH "Function Documentation" .PP .SS "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)" .PP \fBCLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> 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\&. !> !> 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIWANTT\fP .PP .nf !> WANTT is LOGICAL !> = \&.TRUE\&. : the full Schur form T is required; !> = \&.FALSE\&.: only eigenvalues are required\&. !> .fi .PP .br \fIWANTZ\fP .PP .nf !> WANTZ is LOGICAL !> = \&.TRUE\&. : the matrix of Schur vectors Z is required; !> = \&.FALSE\&.: Schur vectors are not required\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix H\&. N >= 0\&. !> .fi .PP .br \fIILO\fP .PP .nf !> ILO is INTEGER !> .fi .PP .br \fIIHI\fP .PP .nf !> IHI is INTEGER !> It is assumed that H is already upper triangular in rows !> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, !> H(ILO,ILO-1) is zero\&. ILO and IHI are normally set by a !> previous call to CGEBAL, and then passed to CGEHRD when the !> matrix output by CGEBAL is reduced to Hessenberg form\&. !> Otherwise, ILO and IHI should be set to 1 and N, !> respectively\&. If N > 0, then 1 <= ILO <= IHI <= N\&. !> If N = 0, then ILO = 1 and IHI = 0\&. !> .fi .PP .br \fIH\fP .PP .nf !> H is COMPLEX array, dimension (LDH,N) !> On entry, the upper Hessenberg matrix H\&. !> On exit, if INFO = 0 and WANTT is \&.TRUE\&., then H !> contains the upper triangular matrix T from the Schur !> decomposition (the Schur form)\&. If INFO = 0 and WANT is !> \&.FALSE\&., then the contents of H are unspecified on exit\&. !> (The output value of H when INFO > 0 is given under the !> description of INFO below\&.) !> !> This subroutine may explicitly set H(i,j) = 0 for i > j and !> j = 1, 2, \&.\&.\&. ILO-1 or j = IHI+1, IHI+2, \&.\&.\&. N\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max(1,N)\&. !> .fi .PP .br \fIW\fP .PP .nf !> W is COMPLEX array, dimension (N) !> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored !> in W(ILO:IHI)\&. If WANTT is \&.TRUE\&., then the eigenvalues are !> stored in the same order as on the diagonal of the Schur !> form returned in H, with W(i) = H(i,i)\&. !> .fi .PP .br \fIILOZ\fP .PP .nf !> ILOZ is INTEGER !> .fi .PP .br \fIIHIZ\fP .PP .nf !> IHIZ is INTEGER !> Specify the rows of Z to which transformations must be !> applied if WANTZ is \&.TRUE\&.\&. !> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is COMPLEX array, dimension (LDZ,IHI) !> If WANTZ is \&.FALSE\&., then Z is not referenced\&. !> If WANTZ is \&.TRUE\&., then Z(ILO:IHI,ILOZ:IHIZ) is !> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the !> orthogonal Schur factor of H(ILO:IHI,ILO:IHI)\&. !> (The output value of Z when INFO > 0 is given under !> the description of INFO below\&.) !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. if WANTZ is \&.TRUE\&. !> then LDZ >= MAX(1,IHIZ)\&. Otherwise, LDZ >= 1\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is COMPLEX array, dimension LWORK !> On exit, if LWORK = -1, WORK(1) returns an estimate of !> the optimal value for LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,N) !> is sufficient, but LWORK typically as large as 6*N may !> be required for optimal performance\&. A workspace query !> to determine the optimal workspace size is recommended\&. !> !> If LWORK = -1, then CLAQR0 does a workspace query\&. !> In this case, CLAQR0 checks the input parameters and !> estimates the optimal workspace size for the given !> values of N, ILO and IHI\&. The estimate is returned !> in WORK(1)\&. No error message related to LWORK is !> issued by XERBLA\&. Neither H nor Z are accessed\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> = 0: successful exit !> > 0: if INFO = i, CLAQR0 failed to compute all of !> the eigenvalues\&. Elements 1:ilo-1 and i+1:n of WR !> and WI contain those eigenvalues which have been !> successfully computed\&. (Failures are rare\&.) !> !> If INFO > 0 and WANT is \&.FALSE\&., then on exit, !> the remaining unconverged eigenvalues are the eigen- !> values of the upper Hessenberg matrix rows and !> columns ILO through INFO of the final, output !> value of H\&. !> !> If INFO > 0 and WANTT is \&.TRUE\&., then on exit !> !> (*) (initial value of H)*U = U*(final value of H) !> !> where U is a unitary matrix\&. The final !> value of H is upper Hessenberg and triangular in !> rows and columns INFO+1 through IHI\&. !> !> If INFO > 0 and WANTZ is \&.TRUE\&., then on exit !> !> (final value of Z(ILO:IHI,ILOZ:IHIZ) !> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U !> !> where U is the unitary matrix in (*) (regard- !> less of the value of WANTT\&.) !> !> If INFO > 0 and WANTZ is \&.FALSE\&., then Z is not !> accessed\&. !> .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 \fBContributors:\fP .RS 4 Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA .RE .PP \fBReferences:\fP .RS 4 .PP .nf 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\&. .fi .PP .br 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\&. .RE .PP .PP Definition at line \fB238\fP of file \fBclaqr0\&.f\fP\&. .SS "subroutine dlaqr0 (logical wantt, logical wantz, integer n, integer ilo, integer ihi, double precision, dimension( ldh, * ) h, integer ldh, double precision, dimension( * ) wr, double precision, dimension( * ) wi, integer iloz, integer ihiz, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( * ) work, integer lwork, integer info)" .PP \fBDLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> DLAQR0 computes the eigenvalues of a Hessenberg matrix H !> and, optionally, the matrices T and Z from the Schur decomposition !> H = Z T Z**T, where T is an upper quasi-triangular matrix (the !> Schur form), and Z is the orthogonal matrix of Schur vectors\&. !> !> Optionally Z may be postmultiplied into an input orthogonal !> 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIWANTT\fP .PP .nf !> WANTT is LOGICAL !> = \&.TRUE\&. : the full Schur form T is required; !> = \&.FALSE\&.: only eigenvalues are required\&. !> .fi .PP .br \fIWANTZ\fP .PP .nf !> WANTZ is LOGICAL !> = \&.TRUE\&. : the matrix of Schur vectors Z is required; !> = \&.FALSE\&.: Schur vectors are not required\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix H\&. N >= 0\&. !> .fi .PP .br \fIILO\fP .PP .nf !> ILO is INTEGER !> .fi .PP .br \fIIHI\fP .PP .nf !> IHI is INTEGER !> It is assumed that H is already upper triangular in rows !> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, !> H(ILO,ILO-1) is zero\&. ILO and IHI are normally set by a !> previous call to DGEBAL, and then passed to DGEHRD when the !> matrix output by DGEBAL is reduced to Hessenberg form\&. !> Otherwise, ILO and IHI should be set to 1 and N, !> respectively\&. If N > 0, then 1 <= ILO <= IHI <= N\&. !> If N = 0, then ILO = 1 and IHI = 0\&. !> .fi .PP .br \fIH\fP .PP .nf !> H is DOUBLE PRECISION array, dimension (LDH,N) !> On entry, the upper Hessenberg matrix H\&. !> On exit, if INFO = 0 and WANTT is \&.TRUE\&., then H contains !> the upper quasi-triangular matrix T from the Schur !> decomposition (the Schur form); 2-by-2 diagonal blocks !> (corresponding to complex conjugate pairs of eigenvalues) !> are returned in standard form, with H(i,i) = H(i+1,i+1) !> and H(i+1,i)*H(i,i+1) < 0\&. If INFO = 0 and WANTT is !> \&.FALSE\&., then the contents of H are unspecified on exit\&. !> (The output value of H when INFO > 0 is given under the !> description of INFO below\&.) !> !> This subroutine may explicitly set H(i,j) = 0 for i > j and !> j = 1, 2, \&.\&.\&. ILO-1 or j = IHI+1, IHI+2, \&.\&.\&. N\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max(1,N)\&. !> .fi .PP .br \fIWR\fP .PP .nf !> WR is DOUBLE PRECISION array, dimension (IHI) !> .fi .PP .br \fIWI\fP .PP .nf !> WI is DOUBLE PRECISION array, dimension (IHI) !> The real and imaginary parts, respectively, of the computed !> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI) !> and WI(ILO:IHI)\&. If two eigenvalues are computed as a !> complex conjugate pair, they are stored in consecutive !> elements of WR and WI, say the i-th and (i+1)th, with !> WI(i) > 0 and WI(i+1) < 0\&. If WANTT is \&.TRUE\&., then !> the eigenvalues are stored in the same order as on the !> diagonal of the Schur form returned in H, with !> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal !> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and !> WI(i+1) = -WI(i)\&. !> .fi .PP .br \fIILOZ\fP .PP .nf !> ILOZ is INTEGER !> .fi .PP .br \fIIHIZ\fP .PP .nf !> IHIZ is INTEGER !> Specify the rows of Z to which transformations must be !> applied if WANTZ is \&.TRUE\&.\&. !> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is DOUBLE PRECISION array, dimension (LDZ,IHI) !> If WANTZ is \&.FALSE\&., then Z is not referenced\&. !> If WANTZ is \&.TRUE\&., then Z(ILO:IHI,ILOZ:IHIZ) is !> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the !> orthogonal Schur factor of H(ILO:IHI,ILO:IHI)\&. !> (The output value of Z when INFO > 0 is given under !> the description of INFO below\&.) !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. if WANTZ is \&.TRUE\&. !> then LDZ >= MAX(1,IHIZ)\&. Otherwise, LDZ >= 1\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is DOUBLE PRECISION array, dimension LWORK !> On exit, if LWORK = -1, WORK(1) returns an estimate of !> the optimal value for LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,N) !> is sufficient, but LWORK typically as large as 6*N may !> be required for optimal performance\&. A workspace query !> to determine the optimal workspace size is recommended\&. !> !> If LWORK = -1, then DLAQR0 does a workspace query\&. !> In this case, DLAQR0 checks the input parameters and !> estimates the optimal workspace size for the given !> values of N, ILO and IHI\&. The estimate is returned !> in WORK(1)\&. No error message related to LWORK is !> issued by XERBLA\&. Neither H nor Z are accessed\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> = 0: successful exit !> > 0: if INFO = i, DLAQR0 failed to compute all of !> the eigenvalues\&. Elements 1:ilo-1 and i+1:n of WR !> and WI contain those eigenvalues which have been !> successfully computed\&. (Failures are rare\&.) !> !> If INFO > 0 and WANT is \&.FALSE\&., then on exit, !> the remaining unconverged eigenvalues are the eigen- !> values of the upper Hessenberg matrix rows and !> columns ILO through INFO of the final, output !> value of H\&. !> !> If INFO > 0 and WANTT is \&.TRUE\&., then on exit !> !> (*) (initial value of H)*U = U*(final value of H) !> !> where U is an orthogonal matrix\&. The final !> value of H is upper Hessenberg and quasi-triangular !> in rows and columns INFO+1 through IHI\&. !> !> If INFO > 0 and WANTZ is \&.TRUE\&., then on exit !> !> (final value of Z(ILO:IHI,ILOZ:IHIZ) !> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U !> !> where U is the orthogonal matrix in (*) (regard- !> less of the value of WANTT\&.) !> !> If INFO > 0 and WANTZ is \&.FALSE\&., then Z is not !> accessed\&. !> .fi .PP .RE .PP \fBContributors:\fP .RS 4 Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA .RE .PP \fBReferences:\fP .RS 4 .PP .nf 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\&. .fi .PP .br 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\&. .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP .PP Definition at line \fB254\fP of file \fBdlaqr0\&.f\fP\&. .SS "subroutine slaqr0 (logical wantt, logical wantz, integer n, integer ilo, integer ihi, real, dimension( ldh, * ) h, integer ldh, real, dimension( * ) wr, real, dimension( * ) wi, integer iloz, integer ihiz, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer lwork, integer info)" .PP \fBSLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> SLAQR0 computes the eigenvalues of a Hessenberg matrix H !> and, optionally, the matrices T and Z from the Schur decomposition !> H = Z T Z**T, where T is an upper quasi-triangular matrix (the !> Schur form), and Z is the orthogonal matrix of Schur vectors\&. !> !> Optionally Z may be postmultiplied into an input orthogonal !> 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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIWANTT\fP .PP .nf !> WANTT is LOGICAL !> = \&.TRUE\&. : the full Schur form T is required; !> = \&.FALSE\&.: only eigenvalues are required\&. !> .fi .PP .br \fIWANTZ\fP .PP .nf !> WANTZ is LOGICAL !> = \&.TRUE\&. : the matrix of Schur vectors Z is required; !> = \&.FALSE\&.: Schur vectors are not required\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix H\&. N >= 0\&. !> .fi .PP .br \fIILO\fP .PP .nf !> ILO is INTEGER !> .fi .PP .br \fIIHI\fP .PP .nf !> IHI is INTEGER !> It is assumed that H is already upper triangular in rows !> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, !> H(ILO,ILO-1) is zero\&. ILO and IHI are normally set by a !> previous call to SGEBAL, and then passed to SGEHRD when the !> matrix output by SGEBAL is reduced to Hessenberg form\&. !> Otherwise, ILO and IHI should be set to 1 and N, !> respectively\&. If N > 0, then 1 <= ILO <= IHI <= N\&. !> If N = 0, then ILO = 1 and IHI = 0\&. !> .fi .PP .br \fIH\fP .PP .nf !> H is REAL array, dimension (LDH,N) !> On entry, the upper Hessenberg matrix H\&. !> On exit, if INFO = 0 and WANTT is \&.TRUE\&., then H contains !> the upper quasi-triangular matrix T from the Schur !> decomposition (the Schur form); 2-by-2 diagonal blocks !> (corresponding to complex conjugate pairs of eigenvalues) !> are returned in standard form, with H(i,i) = H(i+1,i+1) !> and H(i+1,i)*H(i,i+1) < 0\&. If INFO = 0 and WANTT is !> \&.FALSE\&., then the contents of H are unspecified on exit\&. !> (The output value of H when INFO > 0 is given under the !> description of INFO below\&.) !> !> This subroutine may explicitly set H(i,j) = 0 for i > j and !> j = 1, 2, \&.\&.\&. ILO-1 or j = IHI+1, IHI+2, \&.\&.\&. N\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max(1,N)\&. !> .fi .PP .br \fIWR\fP .PP .nf !> WR is REAL array, dimension (IHI) !> .fi .PP .br \fIWI\fP .PP .nf !> WI is REAL array, dimension (IHI) !> The real and imaginary parts, respectively, of the computed !> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in WR(ILO:IHI) !> and WI(ILO:IHI)\&. If two eigenvalues are computed as a !> complex conjugate pair, they are stored in consecutive !> elements of WR and WI, say the i-th and (i+1)th, with !> WI(i) > 0 and WI(i+1) < 0\&. If WANTT is \&.TRUE\&., then !> the eigenvalues are stored in the same order as on the !> diagonal of the Schur form returned in H, with !> WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal !> block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and !> WI(i+1) = -WI(i)\&. !> .fi .PP .br \fIILOZ\fP .PP .nf !> ILOZ is INTEGER !> .fi .PP .br \fIIHIZ\fP .PP .nf !> IHIZ is INTEGER !> Specify the rows of Z to which transformations must be !> applied if WANTZ is \&.TRUE\&.\&. !> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is REAL array, dimension (LDZ,IHI) !> If WANTZ is \&.FALSE\&., then Z is not referenced\&. !> If WANTZ is \&.TRUE\&., then Z(ILO:IHI,ILOZ:IHIZ) is !> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the !> orthogonal Schur factor of H(ILO:IHI,ILO:IHI)\&. !> (The output value of Z when INFO > 0 is given under !> the description of INFO below\&.) !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. if WANTZ is \&.TRUE\&. !> then LDZ >= MAX(1,IHIZ)\&. Otherwise, LDZ >= 1\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is REAL array, dimension LWORK !> On exit, if LWORK = -1, WORK(1) returns an estimate of !> the optimal value for LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,N) !> is sufficient, but LWORK typically as large as 6*N may !> be required for optimal performance\&. A workspace query !> to determine the optimal workspace size is recommended\&. !> !> If LWORK = -1, then SLAQR0 does a workspace query\&. !> In this case, SLAQR0 checks the input parameters and !> estimates the optimal workspace size for the given !> values of N, ILO and IHI\&. The estimate is returned !> in WORK(1)\&. No error message related to LWORK is !> issued by XERBLA\&. Neither H nor Z are accessed\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> = 0: successful exit !> > 0: if INFO = i, SLAQR0 failed to compute all of !> the eigenvalues\&. Elements 1:ilo-1 and i+1:n of WR !> and WI contain those eigenvalues which have been !> successfully computed\&. (Failures are rare\&.) !> !> If INFO > 0 and WANT is \&.FALSE\&., then on exit, !> the remaining unconverged eigenvalues are the eigen- !> values of the upper Hessenberg matrix rows and !> columns ILO through INFO of the final, output !> value of H\&. !> !> If INFO > 0 and WANTT is \&.TRUE\&., then on exit !> !> (*) (initial value of H)*U = U*(final value of H) !> !> where U is an orthogonal matrix\&. The final !> value of H is upper Hessenberg and quasi-triangular !> in rows and columns INFO+1 through IHI\&. !> !> If INFO > 0 and WANTZ is \&.TRUE\&., then on exit !> !> (final value of Z(ILO:IHI,ILOZ:IHIZ) !> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U !> !> where U is the orthogonal matrix in (*) (regard- !> less of the value of WANTT\&.) !> !> If INFO > 0 and WANTZ is \&.FALSE\&., then Z is not !> accessed\&. !> .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 \fBContributors:\fP .RS 4 Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA .RE .PP \fBReferences:\fP .RS 4 .PP .nf 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\&. .fi .PP .br 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\&. .RE .PP .PP Definition at line \fB254\fP of file \fBslaqr0\&.f\fP\&. .SS "subroutine zlaqr0 (logical wantt, logical wantz, integer n, integer ilo, integer ihi, complex*16, dimension( ldh, * ) h, integer ldh, complex*16, dimension( * ) w, integer iloz, integer ihiz, complex*16, dimension( ldz, * ) z, integer ldz, complex*16, dimension( * ) work, integer lwork, integer info)" .PP \fBZLAQR0\fP computes the eigenvalues of a Hessenberg matrix, and optionally the matrices from the Schur decomposition\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> ZLAQR0 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\&. !> !> 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIWANTT\fP .PP .nf !> WANTT is LOGICAL !> = \&.TRUE\&. : the full Schur form T is required; !> = \&.FALSE\&.: only eigenvalues are required\&. !> .fi .PP .br \fIWANTZ\fP .PP .nf !> WANTZ is LOGICAL !> = \&.TRUE\&. : the matrix of Schur vectors Z is required; !> = \&.FALSE\&.: Schur vectors are not required\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix H\&. N >= 0\&. !> .fi .PP .br \fIILO\fP .PP .nf !> ILO is INTEGER !> .fi .PP .br \fIIHI\fP .PP .nf !> IHI is INTEGER !> !> It is assumed that H is already upper triangular in rows !> and columns 1:ILO-1 and IHI+1:N and, if ILO > 1, !> H(ILO,ILO-1) is zero\&. ILO and IHI are normally set by a !> previous call to ZGEBAL, and then passed to ZGEHRD when the !> matrix output by ZGEBAL is reduced to Hessenberg form\&. !> Otherwise, ILO and IHI should be set to 1 and N, !> respectively\&. If N > 0, then 1 <= ILO <= IHI <= N\&. !> If N = 0, then ILO = 1 and IHI = 0\&. !> .fi .PP .br \fIH\fP .PP .nf !> H is COMPLEX*16 array, dimension (LDH,N) !> On entry, the upper Hessenberg matrix H\&. !> On exit, if INFO = 0 and WANTT is \&.TRUE\&., then H !> contains the upper triangular matrix T from the Schur !> decomposition (the Schur form)\&. If INFO = 0 and WANT is !> \&.FALSE\&., then the contents of H are unspecified on exit\&. !> (The output value of H when INFO > 0 is given under the !> description of INFO below\&.) !> !> This subroutine may explicitly set H(i,j) = 0 for i > j and !> j = 1, 2, \&.\&.\&. ILO-1 or j = IHI+1, IHI+2, \&.\&.\&. N\&. !> .fi .PP .br \fILDH\fP .PP .nf !> LDH is INTEGER !> The leading dimension of the array H\&. LDH >= max(1,N)\&. !> .fi .PP .br \fIW\fP .PP .nf !> W is COMPLEX*16 array, dimension (N) !> The computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored !> in W(ILO:IHI)\&. If WANTT is \&.TRUE\&., then the eigenvalues are !> stored in the same order as on the diagonal of the Schur !> form returned in H, with W(i) = H(i,i)\&. !> .fi .PP .br \fIILOZ\fP .PP .nf !> ILOZ is INTEGER !> .fi .PP .br \fIIHIZ\fP .PP .nf !> IHIZ is INTEGER !> Specify the rows of Z to which transformations must be !> applied if WANTZ is \&.TRUE\&.\&. !> 1 <= ILOZ <= ILO; IHI <= IHIZ <= N\&. !> .fi .PP .br \fIZ\fP .PP .nf !> Z is COMPLEX*16 array, dimension (LDZ,IHI) !> If WANTZ is \&.FALSE\&., then Z is not referenced\&. !> If WANTZ is \&.TRUE\&., then Z(ILO:IHI,ILOZ:IHIZ) is !> replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the !> orthogonal Schur factor of H(ILO:IHI,ILO:IHI)\&. !> (The output value of Z when INFO > 0 is given under !> the description of INFO below\&.) !> .fi .PP .br \fILDZ\fP .PP .nf !> LDZ is INTEGER !> The leading dimension of the array Z\&. if WANTZ is \&.TRUE\&. !> then LDZ >= MAX(1,IHIZ)\&. Otherwise, LDZ >= 1\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is COMPLEX*16 array, dimension LWORK !> On exit, if LWORK = -1, WORK(1) returns an estimate of !> the optimal value for LWORK\&. !> .fi .PP .br \fILWORK\fP .PP .nf !> LWORK is INTEGER !> The dimension of the array WORK\&. LWORK >= max(1,N) !> is sufficient, but LWORK typically as large as 6*N may !> be required for optimal performance\&. A workspace query !> to determine the optimal workspace size is recommended\&. !> !> If LWORK = -1, then ZLAQR0 does a workspace query\&. !> In this case, ZLAQR0 checks the input parameters and !> estimates the optimal workspace size for the given !> values of N, ILO and IHI\&. The estimate is returned !> in WORK(1)\&. No error message related to LWORK is !> issued by XERBLA\&. Neither H nor Z are accessed\&. !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> = 0: successful exit !> > 0: if INFO = i, ZLAQR0 failed to compute all of !> the eigenvalues\&. Elements 1:ilo-1 and i+1:n of WR !> and WI contain those eigenvalues which have been !> successfully computed\&. (Failures are rare\&.) !> !> If INFO > 0 and WANT is \&.FALSE\&., then on exit, !> the remaining unconverged eigenvalues are the eigen- !> values of the upper Hessenberg matrix rows and !> columns ILO through INFO of the final, output !> value of H\&. !> !> If INFO > 0 and WANTT is \&.TRUE\&., then on exit !> !> (*) (initial value of H)*U = U*(final value of H) !> !> where U is a unitary matrix\&. The final !> value of H is upper Hessenberg and triangular in !> rows and columns INFO+1 through IHI\&. !> !> If INFO > 0 and WANTZ is \&.TRUE\&., then on exit !> !> (final value of Z(ILO:IHI,ILOZ:IHIZ) !> = (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U !> !> where U is the unitary matrix in (*) (regard- !> less of the value of WANTT\&.) !> !> If INFO > 0 and WANTZ is \&.FALSE\&., then Z is not !> accessed\&. !> .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 \fBContributors:\fP .RS 4 Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA .RE .PP \fBReferences:\fP .RS 4 .PP .nf 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\&. .fi .PP .br 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\&. .RE .PP .PP Definition at line \fB239\fP of file \fBzlaqr0\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.