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LAPACK-3 - CLAQR4 compute 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
SUBROUTINE CLAQR4( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO ) INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N LOGICAL WANTT, WANTZ COMPLEX H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
CLAQR4 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.
WANTT (input) LOGICAL = .TRUE. : the full Schur form T is required; = .FALSE.: only eigenvalues are required. WANTZ (input) LOGICAL = .TRUE. : the matrix of Schur vectors Z is required; = .FALSE.: Schur vectors are not required. N (input) INTEGER The order of the matrix H. N .GE. 0. ILO (input) INTEGER IHI (input) INTEGER It is assumed that H is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.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.GT.0, then 1.LE.ILO.LE.IHI.LE.N. If N = 0, then ILO = 1 and IHI = 0. H (input/output) 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.GT.0 is given under the description of INFO below.) This subroutine may explicitly set H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N. LDH (input) INTEGER The leading dimension of the array H. LDH .GE. max(1,N). W (output) 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). Z (input/output) 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.GT.0 is given under the description of INFO below.) LDZ (input) INTEGER The leading dimension of the array Z. if WANTZ is .TRUE. then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. WORK (workspace/output) COMPLEX array, dimension LWORK On exit, if LWORK = -1, WORK(1) returns an estimate of the optimal value for LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK .GE. 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 CLAQR4 does a workspace query. In this case, CLAQR4 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. INFO (output) INTEGER = 0: successful exit .GT. 0: if INFO = i, CLAQR4 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 .GT. 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 .GT. 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 .GT. 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 .GT. 0 and WANTZ is .FALSE., then Z is not accessed. LAPACK auxiliary routine (version 3.2) April 2011 CLAQR4(3lapack)