--- rpl/lapack/lapack/dlaqr0.f 2010/12/21 13:53:31 1.7 +++ rpl/lapack/lapack/dlaqr0.f 2011/11/21 20:42:56 1.8 @@ -1,9 +1,265 @@ +*> \brief \b DLAQR0 +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DLAQR0 + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, +* ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO ) +* +* .. Scalar Arguments .. +* INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N +* LOGICAL WANTT, WANTZ +* .. +* .. Array Arguments .. +* DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ), +* $ Z( LDZ, * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DLAQR0 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. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] WANTT +*> \verbatim +*> WANTT is LOGICAL +*> = .TRUE. : the full Schur form T is required; +*> = .FALSE.: only eigenvalues are required. +*> \endverbatim +*> +*> \param[in] WANTZ +*> \verbatim +*> WANTZ is LOGICAL +*> = .TRUE. : the matrix of Schur vectors Z is required; +*> = .FALSE.: Schur vectors are not required. +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix H. N .GE. 0. +*> \endverbatim +*> +*> \param[in] ILO +*> \verbatim +*> ILO is INTEGER +*> \endverbatim +*> +*> \param[in] IHI +*> \verbatim +*> IHI is 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. +*> \endverbatim +*> +*> \param[in,out] H +*> \verbatim +*> H is 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 +*> .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. +*> \endverbatim +*> +*> \param[in] LDH +*> \verbatim +*> LDH is INTEGER +*> The leading dimension of the array H. LDH .GE. max(1,N). +*> \endverbatim +*> +*> \param[out] WR +*> \verbatim +*> WR is DOUBLE PRECISION array, dimension (IHI) +*> \endverbatim +*> +*> \param[out] WI +*> \verbatim +*> WI is DOUBLE PRECISION array, dimension (IHI) +*> The real and imaginary parts, respectively, of the computed +*> eigenvalues of H(ILO:IHI,ILO:IHI) are stored in 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). +*> \endverbatim +*> +*> \param[in] ILOZ +*> \verbatim +*> ILOZ is INTEGER +*> \endverbatim +*> +*> \param[in] IHIZ +*> \verbatim +*> IHIZ is 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. +*> \endverbatim +*> +*> \param[in,out] Z +*> \verbatim +*> Z is 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.) +*> \endverbatim +*> +*> \param[in] LDZ +*> \verbatim +*> LDZ is INTEGER +*> The leading dimension of the array Z. if WANTZ is .TRUE. +*> then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension LWORK +*> On exit, if LWORK = -1, WORK(1) returns an estimate of +*> the optimal value for LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is 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 DLAQR0 does a workspace query. +*> In this case, DLAQR0 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. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> .GT. 0: if INFO = i, DLAQR0 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 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. +*> \endverbatim +* +*> \par Contributors: +* ================== +*> +*> Karen Braman and Ralph Byers, Department of Mathematics, +*> University of Kansas, USA +* +*> \par References: +* ================ +*> +*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR +*> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 +*> Performance, SIAM Journal of Matrix Analysis, volume 23, pages +*> 929--947, 2002. +*> \n +*> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR +*> Algorithm Part II: Aggressive Early Deflation, SIAM Journal +*> of Matrix Analysis, volume 23, pages 948--973, 2002. +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleOTHERauxiliary +* +* ===================================================================== SUBROUTINE DLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, WR, WI, $ ILOZ, IHIZ, Z, LDZ, WORK, LWORK, INFO ) * -* -- LAPACK auxiliary routine (version 3.2) -- -* Univ. of Tennessee, Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd.. -* November 2006 +* -- LAPACK auxiliary routine (version 3.4.0) -- +* -- LAPACK is a software package provided by Univ. of Tennessee, -- +* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- +* November 2011 * * .. Scalar Arguments .. INTEGER IHI, IHIZ, ILO, ILOZ, INFO, LDH, LDZ, LWORK, N @@ -14,161 +270,8 @@ $ Z( LDZ, * ) * .. * -* Purpose -* ======= -* -* DLAQR0 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 -* .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). -* -* 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 in 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 DLAQR0 does a workspace query. -* In this case, DLAQR0 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, DLAQR0 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 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. -* -* ================================================================ -* Based on contributions by -* Karen Braman and Ralph Byers, Department of Mathematics, -* University of Kansas, USA -* -* ================================================================ -* References: -* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR -* Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 -* Performance, SIAM Journal of Matrix Analysis, volume 23, pages -* 929--947, 2002. -* -* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR -* Algorithm Part II: Aggressive Early Deflation, SIAM Journal -* of Matrix Analysis, volume 23, pages 948--973, 2002. +* ================================================================ * -* ================================================================ * .. Parameters .. * * ==== Matrices of order NTINY or smaller must be processed by