.TH "SRC/shseqr.f" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME SRC/shseqr.f .SH SYNOPSIS .br .PP .SS "Functions/Subroutines" .in +1c .ti -1c .RI "subroutine \fBshseqr\fP (job, compz, n, ilo, ihi, h, ldh, wr, wi, z, ldz, work, lwork, info)" .br .RI "\fBSHSEQR\fP " .in -1c .SH "Function/Subroutine Documentation" .PP .SS "subroutine shseqr (character job, character compz, integer n, integer ilo, integer ihi, real, dimension( ldh, * ) h, integer ldh, real, dimension( * ) wr, real, dimension( * ) wi, real, dimension( ldz, * ) z, integer ldz, real, dimension( * ) work, integer lwork, integer info)" .PP \fBSHSEQR\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> SHSEQR 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 \fIJOB\fP .PP .nf !> JOB is CHARACTER*1 !> = 'E': compute eigenvalues only; !> = 'S': compute eigenvalues and the Schur form T\&. !> .fi .PP .br \fICOMPZ\fP .PP .nf !> COMPZ is CHARACTER*1 !> = 'N': no Schur vectors are computed; !> = 'I': Z is initialized to the unit matrix and the matrix Z !> of Schur vectors of H is returned; !> = 'V': Z must contain an orthogonal matrix Q on entry, and !> the product Q*Z is returned\&. !> .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\&. ILO and IHI are normally !> set by a previous call to SGEBAL, and then passed to ZGEHRD !> 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 JOB = 'S', 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 JOB = 'E', the !> contents of H are unspecified on exit\&. (The output value of !> H when INFO > 0 is given under the description of INFO !> below\&.) !> !> Unlike earlier versions of SHSEQR, this subroutine may !> explicitly 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 (N) !> .fi .PP .br \fIWI\fP .PP .nf !> WI is REAL array, dimension (N) !> !> The real and imaginary parts, respectively, of the computed !> eigenvalues\&. 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 JOB = 'S', 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 \fIZ\fP .PP .nf !> Z is REAL array, dimension (LDZ,N) !> If COMPZ = 'N', Z is not referenced\&. !> If COMPZ = 'I', on entry Z need not be set and on exit, !> if INFO = 0, Z contains the orthogonal matrix Z of the Schur !> vectors of H\&. If COMPZ = 'V', on entry Z must contain an !> N-by-N matrix Q, which is assumed to be equal to the unit !> matrix except for the submatrix Z(ILO:IHI,ILO:IHI)\&. On exit, !> if INFO = 0, Z contains Q*Z\&. !> Normally Q is the orthogonal matrix generated by SORGHR !> after the call to SGEHRD which formed the Hessenberg matrix !> H\&. (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 COMPZ = 'I' or !> COMPZ = 'V', then LDZ >= MAX(1,N)\&. Otherwise, LDZ >= 1\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is REAL array, dimension (LWORK) !> On exit, if INFO = 0, 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 and delivers very good and sometimes !> optimal performance\&. However, LWORK as large as 11*N !> may be required for optimal performance\&. A workspace !> query is recommended to determine the optimal workspace !> size\&. !> !> If LWORK = -1, then SHSEQR does a workspace query\&. !> In this case, SHSEQR 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, the i-th argument had an illegal !> value !> > 0: if INFO = i, SHSEQR 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 JOB = 'E', 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 JOB = 'S', 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 COMPZ = 'V', then on exit !> !> (final value of Z) = (initial value of Z)*U !> !> where U is the orthogonal matrix in (*) (regard- !> less of the value of JOB\&.) !> !> If INFO > 0 and COMPZ = 'I', then on exit !> (final value of Z) = U !> where U is the orthogonal matrix in (*) (regard- !> less of the value of JOB\&.) !> !> If INFO > 0 and COMPZ = 'N', 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 \fBFurther Details:\fP .RS 4 .PP .nf !> !> Default values supplied by !> ILAENV(ISPEC,'SHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK)\&. !> It is suggested that these defaults be adjusted in order !> to attain best performance in each particular !> computational environment\&. !> !> ISPEC=12: The SLAHQR vs SLAQR0 crossover point\&. !> Default: 75\&. (Must be at least 11\&.) !> !> ISPEC=13: Recommended deflation window size\&. !> This depends on ILO, IHI and NS\&. NS is the !> number of simultaneous shifts returned !> by ILAENV(ISPEC=15)\&. (See ISPEC=15 below\&.) !> The default for (IHI-ILO+1) <= 500 is NS\&. !> The default for (IHI-ILO+1) > 500 is 3*NS/2\&. !> !> ISPEC=14: Nibble crossover point\&. (See IPARMQ for !> details\&.) Default: 14% of deflation window !> size\&. !> !> ISPEC=15: Number of simultaneous shifts in a multishift !> QR iteration\&. !> !> If IHI-ILO+1 is \&.\&.\&. !> !> greater than \&.\&.\&.but less \&.\&.\&. the !> or equal to \&.\&.\&. than default is !> !> 1 30 NS = 2(+) !> 30 60 NS = 4(+) !> 60 150 NS = 10(+) !> 150 590 NS = ** !> 590 3000 NS = 64 !> 3000 6000 NS = 128 !> 6000 infinity NS = 256 !> !> (+) By default some or all matrices of this order !> are passed to the implicit double shift routine !> SLAHQR and this parameter is ignored\&. See !> ISPEC=12 above and comments in IPARMQ for !> details\&. !> !> (**) The asterisks (**) indicate an ad-hoc !> function of N increasing from 10 to 64\&. !> !> ISPEC=16: Select structured matrix multiply\&. !> If the number of simultaneous shifts (specified !> by ISPEC=15) is less than 14, then the default !> for ISPEC=16 is 0\&. Otherwise the default for !> ISPEC=16 is 2\&. !> .fi .PP .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 \fB314\fP of file \fBshseqr\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.