SRC/zlahqr.f(3)

NAME
SRC/zlahqr.f

SYNOPSIS

  Functions/Subroutines
subroutine zlahqr (wantt, wantz, n, ilo, ihi, h, ldh, w, iloz, ihiz, z, ldz, info)
ZLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.

Function/Subroutine Documentation

  subroutine zlahqr (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, integer info)

ZLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.

Purpose:

    !>
    !>    ZLAHQR is an auxiliary routine called by CHSEQR to update the
    !>    eigenvalues and Schur decomposition already computed by CHSEQR, by
    !>    dealing with the Hessenberg submatrix in rows and columns ILO to
    !>    IHI.
    !>

Parameters
    WANTT

    !>          WANTT is LOGICAL
    !>          = .TRUE. : the full Schur form T is required;
    !>          = .FALSE.: only eigenvalues are required.
    !>

    WANTZ

    !>          WANTZ is LOGICAL
    !>          = .TRUE. : the matrix of Schur vectors Z is required;
    !>          = .FALSE.: Schur vectors are not required.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrix H.  N >= 0.
    !>

    ILO

    !>          ILO is INTEGER
    !>

    IHI

    !>          IHI is INTEGER
    !>          It is assumed that H is already upper triangular in rows and
    !>          columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless ILO = 1).
    !>          ZLAHQR works primarily with the Hessenberg submatrix in rows
    !>          and columns ILO to IHI, but applies transformations to all of
    !>          H if WANTT is .TRUE..
    !>          1 <= ILO <= max(1,IHI); IHI <= N.
    !>

    H

    !>          H is COMPLEX*16 array, dimension (LDH,N)
    !>          On entry, the upper Hessenberg matrix H.
    !>          On exit, if INFO is zero and if WANTT is .TRUE., then H
    !>          is upper triangular in rows and columns ILO:IHI.  If INFO
    !>          is zero and if WANTT is .FALSE., then the contents of H
    !>          are unspecified on exit.  The output state of H in case
    !>          INF is positive is below under the description of INFO.
    !>

    LDH

    !>          LDH is INTEGER
    !>          The leading dimension of the array H. LDH >= max(1,N).
    !>

    W

    !>          W is COMPLEX*16 array, dimension (N)
    !>          The computed eigenvalues ILO to IHI are stored in the
    !>          corresponding elements of W. If WANTT is .TRUE., 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).
    !>

    ILOZ

    !>          ILOZ is INTEGER
    !>

    IHIZ

    !>          IHIZ is INTEGER
    !>          Specify the rows of Z to which transformations must be
    !>          applied if WANTZ is .TRUE..
    !>          1 <= ILOZ <= ILO; IHI <= IHIZ <= N.
    !>

    Z

    !>          Z is COMPLEX*16 array, dimension (LDZ,N)
    !>          If WANTZ is .TRUE., on entry Z must contain the current
    !>          matrix Z of transformations accumulated by CHSEQR, and on
    !>          exit Z has been updated; transformations are applied only to
    !>          the submatrix Z(ILOZ:IHIZ,ILO:IHI).
    !>          If WANTZ is .FALSE., Z is not referenced.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z. LDZ >= max(1,N).
    !>

    INFO

    !>          INFO is INTEGER
    !>           = 0:   successful exit
    !>           > 0:   if INFO = i, ZLAHQR failed to compute all the
    !>                  eigenvalues ILO to IHI in a total of 30 iterations
    !>                  per eigenvalue; elements i+1:ihi of W contain
    !>                  those eigenvalues which have been successfully
    !>                  computed.
    !>
    !>                  If INFO > 0 and WANTT is .FALSE., then on exit,
    !>                  the remaining unconverged eigenvalues are the
    !>                  eigenvalues 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 triangular in
    !>                  rows and columns INFO+1 through IHI.
    !>
    !>                  If INFO > 0 and WANTZ is .TRUE., then on exit
    !>                      (final value of Z)  = (initial value of Z)*U
    !>                  where U is the orthogonal matrix in (*)
    !>                  (regardless of the value of WANTT.)
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:

    !>
    !>     02-96 Based on modifications by
    !>     David Day, Sandia National Laboratory, USA
    !>
    !>     12-04 Further modifications by
    !>     Ralph Byers, University of Kansas, USA
    !>     This is a modified version of ZLAHQR from LAPACK version 3.0.
    !>     It is (1) more robust against overflow and underflow and
    !>     (2) adopts the more conservative Ahues & Tisseur stopping
    !>     criterion (LAWN 122, 1997).
    !>

Definition at line 193 of file zlahqr.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.