subroutine clahqr (WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILOZ, IHIZ, Z, LDZ, INFO)
CLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.
CLAHQR computes the eigenvalues and Schur factorization of an upper Hessenberg matrix, using the double-shift/single-shift QR algorithm.
Purpose:
CLAHQR 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 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). CLAHQR 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 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 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 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 .GT. 0: if INFO = i, CLAHQR 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 .GT. 0 and WANTT is .FALSE., then on exit, the remaining unconverged eigenvalues are the eigenvalues of the upper Hessenberg matrix rows and columns ILO thorugh 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 an orthognal 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) = (initial value of Z)*U where U is the orthogonal matrix in (*) (regardless of the value of WANTT.)
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
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 CLAHQR 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 197 of file clahqr.f.
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