hgeqz(3)

NAME
hgeqz - hgeqz: generalized Hessenberg eig

SYNOPSIS

  Functions
subroutine chgeqz (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alpha, beta, q, ldq, z, ldz, work, lwork, rwork, info)
CHGEQZ
subroutine dhgeqz (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)
DHGEQZ
subroutine shgeqz (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alphar, alphai, beta, q, ldq, z, ldz, work, lwork, info)
SHGEQZ
subroutine zhgeqz (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alpha, beta, q, ldq, z, ldz, work, lwork, rwork, info)
ZHGEQZ

Detailed Description

Function Documentation

  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)

CHGEQZ

Purpose:

    !>
    !> 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.
    !>

Parameters
    JOB

    !>          JOB is CHARACTER*1
    !>          = 'E': Compute eigenvalues only;
    !>          = 'S': Computer eigenvalues and the Schur form.
    !>

    COMPQ

    !>          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.
    !>

    COMPZ

    !>          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.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices H, T, Q, and Z.  N >= 0.
    !>

    ILO

    !>          ILO is INTEGER
    !>

    IHI

    !>          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.
    !>

    H

    !>          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.
    !>

    LDH

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

    T

    !>          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.
    !>

    LDT

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

    ALPHA

    !>          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.
    !>

    BETA

    !>          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.
    !>

    Q

    !>          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'.
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q.  LDQ >= 1.
    !>          If COMPQ='V' or 'I', then LDQ >= N.
    !>

    Z

    !>          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'.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1.
    !>          If COMPZ='V' or 'I', then LDZ >= N.
    !>

    WORK

    !>          WORK is COMPLEX array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          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.
    !>

    RWORK

    !>          RWORK is REAL array, dimension (N)
    !>

    INFO

    !>          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.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

    !>
    !>  We assume that complex ABS works as long as its value is less than
    !>  overflow.
    !>

Definition at line 281 of file chgeqz.f.

  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)

DHGEQZ

Purpose:

    !>
    !> 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.
    !>

Parameters
    JOB

    !>          JOB is CHARACTER*1
    !>          = 'E': Compute eigenvalues only;
    !>          = 'S': Compute eigenvalues and the Schur form.
    !>

    COMPQ

    !>          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.
    !>

    COMPZ

    !>          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.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices H, T, Q, and Z.  N >= 0.
    !>

    ILO

    !>          ILO is INTEGER
    !>

    IHI

    !>          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.
    !>

    H

    !>          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.
    !>

    LDH

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

    T

    !>          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.
    !>

    LDT

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

    ALPHAR

    !>          ALPHAR is DOUBLE PRECISION array, dimension (N)
    !>          The real parts of each scalar alpha defining an eigenvalue
    !>          of GNEP.
    !>

    ALPHAI

    !>          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).
    !>

    BETA

    !>          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.
    !>

    Q

    !>          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'.
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q.  LDQ >= 1.
    !>          If COMPQ='V' or 'I', then LDQ >= N.
    !>

    Z

    !>          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'.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1.
    !>          If COMPZ='V' or 'I', then LDZ >= N.
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          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.
    !>

    INFO

    !>          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.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

    !>
    !>  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.
    !>

Definition at line 301 of file dhgeqz.f.

  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)

SHGEQZ

Purpose:

    !>
    !> 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.
    !>

Parameters
    JOB

    !>          JOB is CHARACTER*1
    !>          = 'E': Compute eigenvalues only;
    !>          = 'S': Compute eigenvalues and the Schur form.
    !>

    COMPQ

    !>          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.
    !>

    COMPZ

    !>          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.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices H, T, Q, and Z.  N >= 0.
    !>

    ILO

    !>          ILO is INTEGER
    !>

    IHI

    !>          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.
    !>

    H

    !>          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.
    !>

    LDH

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

    T

    !>          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.
    !>

    LDT

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

    ALPHAR

    !>          ALPHAR is REAL array, dimension (N)
    !>          The real parts of each scalar alpha defining an eigenvalue
    !>          of GNEP.
    !>

    ALPHAI

    !>          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).
    !>

    BETA

    !>          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.
    !>

    Q

    !>          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'.
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q.  LDQ >= 1.
    !>          If COMPQ='V' or 'I', then LDQ >= N.
    !>

    Z

    !>          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'.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1.
    !>          If COMPZ='V' or 'I', then LDZ >= N.
    !>

    WORK

    !>          WORK is REAL array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          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.
    !>

    INFO

    !>          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.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

    !>
    !>  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.
    !>

Definition at line 301 of file shgeqz.f.

  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)

ZHGEQZ

Purpose:

    !>
    !> 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.
    !>

Parameters
    JOB

    !>          JOB is CHARACTER*1
    !>          = 'E': Compute eigenvalues only;
    !>          = 'S': Computer eigenvalues and the Schur form.
    !>

    COMPQ

    !>          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.
    !>

    COMPZ

    !>          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.
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrices H, T, Q, and Z.  N >= 0.
    !>

    ILO

    !>          ILO is INTEGER
    !>

    IHI

    !>          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.
    !>

    H

    !>          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.
    !>

    LDH

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

    T

    !>          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.
    !>

    LDT

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

    ALPHA

    !>          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.
    !>

    BETA

    !>          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.
    !>

    Q

    !>          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'.
    !>

    LDQ

    !>          LDQ is INTEGER
    !>          The leading dimension of the array Q.  LDQ >= 1.
    !>          If COMPQ='V' or 'I', then LDQ >= N.
    !>

    Z

    !>          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'.
    !>

    LDZ

    !>          LDZ is INTEGER
    !>          The leading dimension of the array Z.  LDZ >= 1.
    !>          If COMPZ='V' or 'I', then LDZ >= N.
    !>

    WORK

    !>          WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
    !>          On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
    !>

    LWORK

    !>          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.
    !>

    RWORK

    !>          RWORK is DOUBLE PRECISION array, dimension (N)
    !>

    INFO

    !>          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.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Further Details:

    !>
    !>  We assume that complex ABS works as long as its value is less than
    !>  overflow.
    !>

Definition at line 281 of file zhgeqz.f.

Author

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