dhgeqz (3) - Linux Manuals

NAME

dhgeqz.f -

SYNOPSIS

Functions/Subroutines

subroutine dhgeqz (JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO)
DHGEQZ

Function/Subroutine Documentation

subroutine dhgeqz (characterJOB, characterCOMPQ, characterCOMPZ, integerN, integerILO, integerIHI, double precision, dimension( ldh, * )H, integerLDH, double precision, dimension( ldt, * )T, integerLDT, double precision, dimension( * )ALPHAR, double precision, dimension( * )ALPHAI, double precision, dimension( * )BETA, double precision, dimension( ldq, * )Q, integerLDQ, double precision, dimension( ldz, * )Z, integerLDZ, double precision, dimension( * )WORK, integerLWORK, integerINFO)

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, "An Algorithm for Generalized Matrix
      Eigenvalue Problems", 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 COMPZ = 'V', the orthogonal matrix Q1 used in
          the reduction of (A,B) to generalized Hessenberg form.
          On exit, if COMPZ = 'I', the orthogonal matrix of left Schur
          vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix
          of left Schur vectors of (A,B).
          Not referenced if COMPZ = '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.

Date:

November 2013

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 303 of file dhgeqz.f.

Author

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