DLAQR4(3f)

NAME
DLAQR4 - compute the eigenvalues of a Hessenberg matrix H and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**T, where T is an upper quasi-triangular matrix (the Schur form), and Z is the orthogonal matrix of Schur vectors

SYNOPSIS

SUBROUTINE DLAQR4(
    WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO )

INTEGER
    IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N

LOGICAL
    WANTT, WANTZ

DOUBLE
    PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ), Z( LDZ, * )

PURPOSE
   DLAQR4 computes the eigenvalues of a Hessenberg matrix H
   and, optionally, the matrices T and Z from the Schur decomposition
   H = Z T Z**T, where T is an upper quasi-triangular matrix (the
   Schur form), and Z is the orthogonal matrix of Schur vectors.
   Optionally Z may be postmultiplied into an input orthogonal
   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 orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.

ARGUMENTS

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 DGEBAL, and then passed to DGEHRD when the matrix output by DGEBAL 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) DOUBLE PRECISION 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 quasi-triangular matrix T from the Schur decomposition (the Schur form); 2-by-2 diagonal blocks (corresponding to complex conjugate pairs of eigenvalues) are returned in standard form, with H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and WANTT is (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).

WR    (output) DOUBLE PRECISION array, dimension (IHI)
    WI (output) DOUBLE PRECISION array, dimension (IHI) The real and imaginary parts, respectively, of the computed eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI)
    and WI(ILO:IHI). If two eigenvalues are computed as a complex conjugate pair, they are stored in consecutive elements of WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and WI(i+1) .LT. 0. 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 WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2 diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and WI(i+1) = -WI(i).

ILOZ     (input) INTEGER
    IHIZ (input) INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 .LE. ILOZ .LE. ILO; IHI .LE. IHIZ .LE. N.

Z     (input/output) DOUBLE PRECISION 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) DOUBLE PRECISION 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 DLAQR4 does a workspace query. In this case, DLAQR4 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
    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 an orthogonal matrix. The final value of H is upper Hessenberg and quasi-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 orthogonal matrix in (*) (regard- less of the value of WANTT.) If INFO .GT. 0 and WANTZ is .FALSE., then Z is not accessed.