1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263
|
---
:name: zhseqr
:md5sum: ef6b85e6bdbf0fa44c0c2503d7c14f6f
:category: :subroutine
:arguments:
- job:
:type: char
:intent: input
- compz:
:type: char
:intent: input
- n:
:type: integer
:intent: input
- ilo:
:type: integer
:intent: input
- ihi:
:type: integer
:intent: input
- h:
:type: doublecomplex
:intent: input/output
:dims:
- ldh
- n
- ldh:
:type: integer
:intent: input
- w:
:type: doublecomplex
:intent: output
:dims:
- n
- z:
:type: doublecomplex
:intent: input/output
:dims:
- "lsame_(&compz,\"N\") ? 0 : ldz"
- "lsame_(&compz,\"N\") ? 0 : n"
- ldz:
:type: integer
:intent: input
- work:
:type: doublecomplex
:intent: output
:dims:
- MAX(1,lwork)
- lwork:
:type: integer
:intent: input
:option: true
:default: n
- info:
:type: integer
:intent: output
:substitutions: {}
:fortran_help: " SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO )\n\n\
* Purpose\n\
* =======\n\
*\n\
* ZHSEQR computes the eigenvalues of a Hessenberg matrix H\n\
* and, optionally, the matrices T and Z from the Schur decomposition\n\
* H = Z T Z**H, where T is an upper triangular matrix (the\n\
* Schur form), and Z is the unitary matrix of Schur vectors.\n\
*\n\
* Optionally Z may be postmultiplied into an input unitary\n\
* matrix Q so that this routine can give the Schur factorization\n\
* of a matrix A which has been reduced to the Hessenberg form H\n\
* by the unitary matrix Q: A = Q*H*Q**H = (QZ)*H*(QZ)**H.\n\
*\n\n\
* Arguments\n\
* =========\n\
*\n\
* JOB (input) CHARACTER*1\n\
* = 'E': compute eigenvalues only;\n\
* = 'S': compute eigenvalues and the Schur form T.\n\
*\n\
* COMPZ (input) CHARACTER*1\n\
* = 'N': no Schur vectors are computed;\n\
* = 'I': Z is initialized to the unit matrix and the matrix Z\n\
* of Schur vectors of H is returned;\n\
* = 'V': Z must contain an unitary matrix Q on entry, and\n\
* the product Q*Z is returned.\n\
*\n\
* N (input) INTEGER\n\
* The order of the matrix H. N .GE. 0.\n\
*\n\
* ILO (input) INTEGER\n\
* IHI (input) INTEGER\n\
* It is assumed that H is already upper triangular in rows\n\
* and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally\n\
* set by a previous call to ZGEBAL, and then passed to ZGEHRD\n\
* when the matrix output by ZGEBAL is reduced to Hessenberg\n\
* form. Otherwise ILO and IHI should be set to 1 and N\n\
* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.\n\
* If N = 0, then ILO = 1 and IHI = 0.\n\
*\n\
* H (input/output) COMPLEX*16 array, dimension (LDH,N)\n\
* On entry, the upper Hessenberg matrix H.\n\
* On exit, if INFO = 0 and JOB = 'S', H contains the upper\n\
* triangular matrix T from the Schur decomposition (the\n\
* Schur form). If INFO = 0 and JOB = 'E', the contents of\n\
* H are unspecified on exit. (The output value of H when\n\
* INFO.GT.0 is given under the description of INFO below.)\n\
*\n\
* Unlike earlier versions of ZHSEQR, this subroutine may\n\
* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1\n\
* or j = IHI+1, IHI+2, ... N.\n\
*\n\
* LDH (input) INTEGER\n\
* The leading dimension of the array H. LDH .GE. max(1,N).\n\
*\n\
* W (output) COMPLEX*16 array, dimension (N)\n\
* The computed eigenvalues. If JOB = 'S', the eigenvalues are\n\
* stored in the same order as on the diagonal of the Schur\n\
* form returned in H, with W(i) = H(i,i).\n\
*\n\
* Z (input/output) COMPLEX*16 array, dimension (LDZ,N)\n\
* If COMPZ = 'N', Z is not referenced.\n\
* If COMPZ = 'I', on entry Z need not be set and on exit,\n\
* if INFO = 0, Z contains the unitary matrix Z of the Schur\n\
* vectors of H. If COMPZ = 'V', on entry Z must contain an\n\
* N-by-N matrix Q, which is assumed to be equal to the unit\n\
* matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,\n\
* if INFO = 0, Z contains Q*Z.\n\
* Normally Q is the unitary matrix generated by ZUNGHR\n\
* after the call to ZGEHRD which formed the Hessenberg matrix\n\
* H. (The output value of Z when INFO.GT.0 is given under\n\
* the description of INFO below.)\n\
*\n\
* LDZ (input) INTEGER\n\
* The leading dimension of the array Z. if COMPZ = 'I' or\n\
* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.\n\
*\n\
* WORK (workspace/output) COMPLEX*16 array, dimension (LWORK)\n\
* On exit, if INFO = 0, WORK(1) returns an estimate of\n\
* the optimal value for LWORK.\n\
*\n\
* LWORK (input) INTEGER\n\
* The dimension of the array WORK. LWORK .GE. max(1,N)\n\
* is sufficient and delivers very good and sometimes\n\
* optimal performance. However, LWORK as large as 11*N\n\
* may be required for optimal performance. A workspace\n\
* query is recommended to determine the optimal workspace\n\
* size.\n\
*\n\
* If LWORK = -1, then ZHSEQR does a workspace query.\n\
* In this case, ZHSEQR checks the input parameters and\n\
* estimates the optimal workspace size for the given\n\
* values of N, ILO and IHI. The estimate is returned\n\
* in WORK(1). No error message related to LWORK is\n\
* issued by XERBLA. Neither H nor Z are accessed.\n\
*\n\
*\n\
* INFO (output) INTEGER\n\
* = 0: successful exit\n\
* .LT. 0: if INFO = -i, the i-th argument had an illegal\n\
* value\n\
* .GT. 0: if INFO = i, ZHSEQR failed to compute all of\n\
* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR\n\
* and WI contain those eigenvalues which have been\n\
* successfully computed. (Failures are rare.)\n\
*\n\
* If INFO .GT. 0 and JOB = 'E', then on exit, the\n\
* remaining unconverged eigenvalues are the eigen-\n\
* values of the upper Hessenberg matrix rows and\n\
* columns ILO through INFO of the final, output\n\
* value of H.\n\
*\n\
* If INFO .GT. 0 and JOB = 'S', then on exit\n\
*\n\
* (*) (initial value of H)*U = U*(final value of H)\n\
*\n\
* where U is a unitary matrix. The final\n\
* value of H is upper Hessenberg and triangular in\n\
* rows and columns INFO+1 through IHI.\n\
*\n\
* If INFO .GT. 0 and COMPZ = 'V', then on exit\n\
*\n\
* (final value of Z) = (initial value of Z)*U\n\
*\n\
* where U is the unitary matrix in (*) (regard-\n\
* less of the value of JOB.)\n\
*\n\
* If INFO .GT. 0 and COMPZ = 'I', then on exit\n\
* (final value of Z) = U\n\
* where U is the unitary matrix in (*) (regard-\n\
* less of the value of JOB.)\n\
*\n\
* If INFO .GT. 0 and COMPZ = 'N', then Z is not\n\
* accessed.\n\
*\n\n\
* ================================================================\n\
* Default values supplied by\n\
* ILAENV(ISPEC,'ZHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).\n\
* It is suggested that these defaults be adjusted in order\n\
* to attain best performance in each particular\n\
* computational environment.\n\
*\n\
* ISPEC=12: The ZLAHQR vs ZLAQR0 crossover point.\n\
* Default: 75. (Must be at least 11.)\n\
*\n\
* ISPEC=13: Recommended deflation window size.\n\
* This depends on ILO, IHI and NS. NS is the\n\
* number of simultaneous shifts returned\n\
* by ILAENV(ISPEC=15). (See ISPEC=15 below.)\n\
* The default for (IHI-ILO+1).LE.500 is NS.\n\
* The default for (IHI-ILO+1).GT.500 is 3*NS/2.\n\
*\n\
* ISPEC=14: Nibble crossover point. (See IPARMQ for\n\
* details.) Default: 14% of deflation window\n\
* size.\n\
*\n\
* ISPEC=15: Number of simultaneous shifts in a multishift\n\
* QR iteration.\n\
*\n\
* If IHI-ILO+1 is ...\n\
*\n\
* greater than ...but less ... the\n\
* or equal to ... than default is\n\
*\n\
* 1 30 NS = 2(+)\n\
* 30 60 NS = 4(+)\n\
* 60 150 NS = 10(+)\n\
* 150 590 NS = **\n\
* 590 3000 NS = 64\n\
* 3000 6000 NS = 128\n\
* 6000 infinity NS = 256\n\
*\n\
* (+) By default some or all matrices of this order\n\
* are passed to the implicit double shift routine\n\
* ZLAHQR and this parameter is ignored. See\n\
* ISPEC=12 above and comments in IPARMQ for\n\
* details.\n\
*\n\
* (**) The asterisks (**) indicate an ad-hoc\n\
* function of N increasing from 10 to 64.\n\
*\n\
* ISPEC=16: Select structured matrix multiply.\n\
* If the number of simultaneous shifts (specified\n\
* by ISPEC=15) is less than 14, then the default\n\
* for ISPEC=16 is 0. Otherwise the default for\n\
* ISPEC=16 is 2.\n\
*\n\
* ================================================================\n\
* Based on contributions by\n\
* Karen Braman and Ralph Byers, Department of Mathematics,\n\
* University of Kansas, USA\n\
*\n\
* ================================================================\n\
* References:\n\
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR\n\
* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3\n\
* Performance, SIAM Journal of Matrix Analysis, volume 23, pages\n\
* 929--947, 2002.\n\
*\n\
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR\n\
* Algorithm Part II: Aggressive Early Deflation, SIAM Journal\n\
* of Matrix Analysis, volume 23, pages 948--973, 2002.\n\
*\n\
* ================================================================\n"
|