Annotation of rpl/lapack/lapack/zhseqr.f, revision 1.20
1.9 bertrand 1: *> \brief \b ZHSEQR
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download ZHSEQR + dependencies
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11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zhseqr.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zhseqr.f">
1.9 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
22: * WORK, LWORK, INFO )
1.16 bertrand 23: *
1.9 bertrand 24: * .. Scalar Arguments ..
25: * INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
26: * CHARACTER COMPZ, JOB
27: * ..
28: * .. Array Arguments ..
29: * COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
30: * ..
1.16 bertrand 31: *
1.9 bertrand 32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *>
38: *> ZHSEQR computes the eigenvalues of a Hessenberg matrix H
39: *> and, optionally, the matrices T and Z from the Schur decomposition
40: *> H = Z T Z**H, where T is an upper triangular matrix (the
41: *> Schur form), and Z is the unitary matrix of Schur vectors.
42: *>
43: *> Optionally Z may be postmultiplied into an input unitary
44: *> matrix Q so that this routine can give the Schur factorization
45: *> of a matrix A which has been reduced to the Hessenberg form H
1.13 bertrand 46: *> by the unitary matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H.
1.9 bertrand 47: *> \endverbatim
48: *
49: * Arguments:
50: * ==========
51: *
52: *> \param[in] JOB
53: *> \verbatim
54: *> JOB is CHARACTER*1
55: *> = 'E': compute eigenvalues only;
56: *> = 'S': compute eigenvalues and the Schur form T.
57: *> \endverbatim
58: *>
59: *> \param[in] COMPZ
60: *> \verbatim
61: *> COMPZ is CHARACTER*1
62: *> = 'N': no Schur vectors are computed;
63: *> = 'I': Z is initialized to the unit matrix and the matrix Z
64: *> of Schur vectors of H is returned;
65: *> = 'V': Z must contain an unitary matrix Q on entry, and
66: *> the product Q*Z is returned.
67: *> \endverbatim
68: *>
69: *> \param[in] N
70: *> \verbatim
71: *> N is INTEGER
1.19 bertrand 72: *> The order of the matrix H. N >= 0.
1.9 bertrand 73: *> \endverbatim
74: *>
75: *> \param[in] ILO
76: *> \verbatim
77: *> ILO is INTEGER
78: *> \endverbatim
79: *>
80: *> \param[in] IHI
81: *> \verbatim
82: *> IHI is INTEGER
83: *>
84: *> It is assumed that H is already upper triangular in rows
85: *> and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
86: *> set by a previous call to ZGEBAL, and then passed to ZGEHRD
87: *> when the matrix output by ZGEBAL is reduced to Hessenberg
88: *> form. Otherwise ILO and IHI should be set to 1 and N
1.19 bertrand 89: *> respectively. If N > 0, then 1 <= ILO <= IHI <= N.
1.9 bertrand 90: *> If N = 0, then ILO = 1 and IHI = 0.
91: *> \endverbatim
92: *>
93: *> \param[in,out] H
94: *> \verbatim
95: *> H is COMPLEX*16 array, dimension (LDH,N)
96: *> On entry, the upper Hessenberg matrix H.
97: *> On exit, if INFO = 0 and JOB = 'S', H contains the upper
98: *> triangular matrix T from the Schur decomposition (the
99: *> Schur form). If INFO = 0 and JOB = 'E', the contents of
100: *> H are unspecified on exit. (The output value of H when
1.19 bertrand 101: *> INFO > 0 is given under the description of INFO below.)
1.9 bertrand 102: *>
103: *> Unlike earlier versions of ZHSEQR, this subroutine may
1.19 bertrand 104: *> explicitly H(i,j) = 0 for i > j and j = 1, 2, ... ILO-1
1.9 bertrand 105: *> or j = IHI+1, IHI+2, ... N.
106: *> \endverbatim
107: *>
108: *> \param[in] LDH
109: *> \verbatim
110: *> LDH is INTEGER
1.19 bertrand 111: *> The leading dimension of the array H. LDH >= max(1,N).
1.9 bertrand 112: *> \endverbatim
113: *>
114: *> \param[out] W
115: *> \verbatim
116: *> W is COMPLEX*16 array, dimension (N)
117: *> The computed eigenvalues. If JOB = 'S', the eigenvalues are
118: *> stored in the same order as on the diagonal of the Schur
119: *> form returned in H, with W(i) = H(i,i).
120: *> \endverbatim
121: *>
122: *> \param[in,out] Z
123: *> \verbatim
124: *> Z is COMPLEX*16 array, dimension (LDZ,N)
125: *> If COMPZ = 'N', Z is not referenced.
126: *> If COMPZ = 'I', on entry Z need not be set and on exit,
127: *> if INFO = 0, Z contains the unitary matrix Z of the Schur
128: *> vectors of H. If COMPZ = 'V', on entry Z must contain an
129: *> N-by-N matrix Q, which is assumed to be equal to the unit
130: *> matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
131: *> if INFO = 0, Z contains Q*Z.
132: *> Normally Q is the unitary matrix generated by ZUNGHR
133: *> after the call to ZGEHRD which formed the Hessenberg matrix
1.19 bertrand 134: *> H. (The output value of Z when INFO > 0 is given under
1.9 bertrand 135: *> the description of INFO below.)
136: *> \endverbatim
137: *>
138: *> \param[in] LDZ
139: *> \verbatim
140: *> LDZ is INTEGER
141: *> The leading dimension of the array Z. if COMPZ = 'I' or
1.19 bertrand 142: *> COMPZ = 'V', then LDZ >= MAX(1,N). Otherwise, LDZ >= 1.
1.9 bertrand 143: *> \endverbatim
144: *>
145: *> \param[out] WORK
146: *> \verbatim
147: *> WORK is COMPLEX*16 array, dimension (LWORK)
148: *> On exit, if INFO = 0, WORK(1) returns an estimate of
149: *> the optimal value for LWORK.
150: *> \endverbatim
151: *>
152: *> \param[in] LWORK
153: *> \verbatim
154: *> LWORK is INTEGER
1.19 bertrand 155: *> The dimension of the array WORK. LWORK >= max(1,N)
1.9 bertrand 156: *> is sufficient and delivers very good and sometimes
157: *> optimal performance. However, LWORK as large as 11*N
158: *> may be required for optimal performance. A workspace
159: *> query is recommended to determine the optimal workspace
160: *> size.
161: *>
162: *> If LWORK = -1, then ZHSEQR does a workspace query.
163: *> In this case, ZHSEQR checks the input parameters and
164: *> estimates the optimal workspace size for the given
165: *> values of N, ILO and IHI. The estimate is returned
166: *> in WORK(1). No error message related to LWORK is
167: *> issued by XERBLA. Neither H nor Z are accessed.
168: *> \endverbatim
169: *>
170: *> \param[out] INFO
171: *> \verbatim
172: *> INFO is INTEGER
1.19 bertrand 173: *> = 0: successful exit
174: *> < 0: if INFO = -i, the i-th argument had an illegal
1.9 bertrand 175: *> value
1.19 bertrand 176: *> > 0: if INFO = i, ZHSEQR failed to compute all of
177: *> the eigenvalues. Elements 1:ilo-1 and i+1:n of W
178: *> contain those eigenvalues which have been
1.9 bertrand 179: *> successfully computed. (Failures are rare.)
180: *>
1.19 bertrand 181: *> If INFO > 0 and JOB = 'E', then on exit, the
1.9 bertrand 182: *> remaining unconverged eigenvalues are the eigen-
183: *> values of the upper Hessenberg matrix rows and
184: *> columns ILO through INFO of the final, output
185: *> value of H.
186: *>
1.19 bertrand 187: *> If INFO > 0 and JOB = 'S', then on exit
1.9 bertrand 188: *>
189: *> (*) (initial value of H)*U = U*(final value of H)
190: *>
191: *> where U is a unitary matrix. The final
192: *> value of H is upper Hessenberg and triangular in
193: *> rows and columns INFO+1 through IHI.
194: *>
1.19 bertrand 195: *> If INFO > 0 and COMPZ = 'V', then on exit
1.9 bertrand 196: *>
197: *> (final value of Z) = (initial value of Z)*U
198: *>
199: *> where U is the unitary matrix in (*) (regard-
200: *> less of the value of JOB.)
201: *>
1.19 bertrand 202: *> If INFO > 0 and COMPZ = 'I', then on exit
1.9 bertrand 203: *> (final value of Z) = U
204: *> where U is the unitary matrix in (*) (regard-
205: *> less of the value of JOB.)
206: *>
1.19 bertrand 207: *> If INFO > 0 and COMPZ = 'N', then Z is not
1.9 bertrand 208: *> accessed.
209: *> \endverbatim
210: *
211: * Authors:
212: * ========
213: *
1.16 bertrand 214: *> \author Univ. of Tennessee
215: *> \author Univ. of California Berkeley
216: *> \author Univ. of Colorado Denver
217: *> \author NAG Ltd.
1.9 bertrand 218: *
219: *> \ingroup complex16OTHERcomputational
220: *
221: *> \par Contributors:
222: * ==================
223: *>
224: *> Karen Braman and Ralph Byers, Department of Mathematics,
225: *> University of Kansas, USA
226: *
227: *> \par Further Details:
228: * =====================
229: *>
230: *> \verbatim
231: *>
232: *> Default values supplied by
233: *> ILAENV(ISPEC,'ZHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
234: *> It is suggested that these defaults be adjusted in order
235: *> to attain best performance in each particular
236: *> computational environment.
237: *>
238: *> ISPEC=12: The ZLAHQR vs ZLAQR0 crossover point.
239: *> Default: 75. (Must be at least 11.)
240: *>
241: *> ISPEC=13: Recommended deflation window size.
242: *> This depends on ILO, IHI and NS. NS is the
243: *> number of simultaneous shifts returned
244: *> by ILAENV(ISPEC=15). (See ISPEC=15 below.)
1.19 bertrand 245: *> The default for (IHI-ILO+1) <= 500 is NS.
246: *> The default for (IHI-ILO+1) > 500 is 3*NS/2.
1.9 bertrand 247: *>
248: *> ISPEC=14: Nibble crossover point. (See IPARMQ for
249: *> details.) Default: 14% of deflation window
250: *> size.
251: *>
252: *> ISPEC=15: Number of simultaneous shifts in a multishift
253: *> QR iteration.
254: *>
255: *> If IHI-ILO+1 is ...
256: *>
257: *> greater than ...but less ... the
258: *> or equal to ... than default is
259: *>
260: *> 1 30 NS = 2(+)
261: *> 30 60 NS = 4(+)
262: *> 60 150 NS = 10(+)
263: *> 150 590 NS = **
264: *> 590 3000 NS = 64
265: *> 3000 6000 NS = 128
266: *> 6000 infinity NS = 256
267: *>
268: *> (+) By default some or all matrices of this order
269: *> are passed to the implicit double shift routine
270: *> ZLAHQR and this parameter is ignored. See
271: *> ISPEC=12 above and comments in IPARMQ for
272: *> details.
273: *>
274: *> (**) The asterisks (**) indicate an ad-hoc
275: *> function of N increasing from 10 to 64.
276: *>
277: *> ISPEC=16: Select structured matrix multiply.
278: *> If the number of simultaneous shifts (specified
279: *> by ISPEC=15) is less than 14, then the default
280: *> for ISPEC=16 is 0. Otherwise the default for
281: *> ISPEC=16 is 2.
282: *> \endverbatim
283: *
284: *> \par References:
285: * ================
286: *>
287: *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
288: *> Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
289: *> Performance, SIAM Journal of Matrix Analysis, volume 23, pages
290: *> 929--947, 2002.
291: *> \n
292: *> K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
293: *> Algorithm Part II: Aggressive Early Deflation, SIAM Journal
294: *> of Matrix Analysis, volume 23, pages 948--973, 2002.
295: *
296: * =====================================================================
1.1 bertrand 297: SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ,
298: $ WORK, LWORK, INFO )
299: *
1.20 ! bertrand 300: * -- LAPACK computational routine --
1.9 bertrand 301: * -- LAPACK is a software package provided by Univ. of Tennessee, --
302: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.1 bertrand 303: *
304: * .. Scalar Arguments ..
305: INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
306: CHARACTER COMPZ, JOB
307: * ..
308: * .. Array Arguments ..
309: COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
310: * ..
311: *
1.9 bertrand 312: * =====================================================================
1.1 bertrand 313: *
314: * .. Parameters ..
315: *
316: * ==== Matrices of order NTINY or smaller must be processed by
317: * . ZLAHQR because of insufficient subdiagonal scratch space.
318: * . (This is a hard limit.) ====
319: INTEGER NTINY
1.20 ! bertrand 320: PARAMETER ( NTINY = 15 )
1.1 bertrand 321: *
322: * ==== NL allocates some local workspace to help small matrices
1.20 ! bertrand 323: * . through a rare ZLAHQR failure. NL > NTINY = 15 is
1.19 bertrand 324: * . required and NL <= NMIN = ILAENV(ISPEC=12,...) is recom-
1.1 bertrand 325: * . mended. (The default value of NMIN is 75.) Using NL = 49
326: * . allows up to six simultaneous shifts and a 16-by-16
327: * . deflation window. ====
328: INTEGER NL
329: PARAMETER ( NL = 49 )
330: COMPLEX*16 ZERO, ONE
331: PARAMETER ( ZERO = ( 0.0d0, 0.0d0 ),
332: $ ONE = ( 1.0d0, 0.0d0 ) )
333: DOUBLE PRECISION RZERO
334: PARAMETER ( RZERO = 0.0d0 )
335: * ..
336: * .. Local Arrays ..
337: COMPLEX*16 HL( NL, NL ), WORKL( NL )
338: * ..
339: * .. Local Scalars ..
340: INTEGER KBOT, NMIN
341: LOGICAL INITZ, LQUERY, WANTT, WANTZ
342: * ..
343: * .. External Functions ..
344: INTEGER ILAENV
345: LOGICAL LSAME
346: EXTERNAL ILAENV, LSAME
347: * ..
348: * .. External Subroutines ..
349: EXTERNAL XERBLA, ZCOPY, ZLACPY, ZLAHQR, ZLAQR0, ZLASET
350: * ..
351: * .. Intrinsic Functions ..
352: INTRINSIC DBLE, DCMPLX, MAX, MIN
353: * ..
354: * .. Executable Statements ..
355: *
356: * ==== Decode and check the input parameters. ====
357: *
358: WANTT = LSAME( JOB, 'S' )
359: INITZ = LSAME( COMPZ, 'I' )
360: WANTZ = INITZ .OR. LSAME( COMPZ, 'V' )
361: WORK( 1 ) = DCMPLX( DBLE( MAX( 1, N ) ), RZERO )
362: LQUERY = LWORK.EQ.-1
363: *
364: INFO = 0
365: IF( .NOT.LSAME( JOB, 'E' ) .AND. .NOT.WANTT ) THEN
366: INFO = -1
367: ELSE IF( .NOT.LSAME( COMPZ, 'N' ) .AND. .NOT.WANTZ ) THEN
368: INFO = -2
369: ELSE IF( N.LT.0 ) THEN
370: INFO = -3
371: ELSE IF( ILO.LT.1 .OR. ILO.GT.MAX( 1, N ) ) THEN
372: INFO = -4
373: ELSE IF( IHI.LT.MIN( ILO, N ) .OR. IHI.GT.N ) THEN
374: INFO = -5
375: ELSE IF( LDH.LT.MAX( 1, N ) ) THEN
376: INFO = -7
377: ELSE IF( LDZ.LT.1 .OR. ( WANTZ .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
378: INFO = -10
379: ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
380: INFO = -12
381: END IF
382: *
383: IF( INFO.NE.0 ) THEN
384: *
385: * ==== Quick return in case of invalid argument. ====
386: *
387: CALL XERBLA( 'ZHSEQR', -INFO )
388: RETURN
389: *
390: ELSE IF( N.EQ.0 ) THEN
391: *
392: * ==== Quick return in case N = 0; nothing to do. ====
393: *
394: RETURN
395: *
396: ELSE IF( LQUERY ) THEN
397: *
398: * ==== Quick return in case of a workspace query ====
399: *
400: CALL ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI, Z,
401: $ LDZ, WORK, LWORK, INFO )
402: * ==== Ensure reported workspace size is backward-compatible with
403: * . previous LAPACK versions. ====
404: WORK( 1 ) = DCMPLX( MAX( DBLE( WORK( 1 ) ), DBLE( MAX( 1,
405: $ N ) ) ), RZERO )
406: RETURN
407: *
408: ELSE
409: *
410: * ==== copy eigenvalues isolated by ZGEBAL ====
411: *
412: IF( ILO.GT.1 )
413: $ CALL ZCOPY( ILO-1, H, LDH+1, W, 1 )
414: IF( IHI.LT.N )
415: $ CALL ZCOPY( N-IHI, H( IHI+1, IHI+1 ), LDH+1, W( IHI+1 ), 1 )
416: *
417: * ==== Initialize Z, if requested ====
418: *
419: IF( INITZ )
420: $ CALL ZLASET( 'A', N, N, ZERO, ONE, Z, LDZ )
421: *
422: * ==== Quick return if possible ====
423: *
424: IF( ILO.EQ.IHI ) THEN
425: W( ILO ) = H( ILO, ILO )
426: RETURN
427: END IF
428: *
429: * ==== ZLAHQR/ZLAQR0 crossover point ====
430: *
431: NMIN = ILAENV( 12, 'ZHSEQR', JOB( : 1 ) // COMPZ( : 1 ), N,
432: $ ILO, IHI, LWORK )
433: NMIN = MAX( NTINY, NMIN )
434: *
435: * ==== ZLAQR0 for big matrices; ZLAHQR for small ones ====
436: *
437: IF( N.GT.NMIN ) THEN
438: CALL ZLAQR0( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
439: $ Z, LDZ, WORK, LWORK, INFO )
440: ELSE
441: *
442: * ==== Small matrix ====
443: *
444: CALL ZLAHQR( WANTT, WANTZ, N, ILO, IHI, H, LDH, W, ILO, IHI,
445: $ Z, LDZ, INFO )
446: *
447: IF( INFO.GT.0 ) THEN
448: *
449: * ==== A rare ZLAHQR failure! ZLAQR0 sometimes succeeds
450: * . when ZLAHQR fails. ====
451: *
452: KBOT = INFO
453: *
454: IF( N.GE.NL ) THEN
455: *
456: * ==== Larger matrices have enough subdiagonal scratch
457: * . space to call ZLAQR0 directly. ====
458: *
459: CALL ZLAQR0( WANTT, WANTZ, N, ILO, KBOT, H, LDH, W,
460: $ ILO, IHI, Z, LDZ, WORK, LWORK, INFO )
461: *
462: ELSE
463: *
464: * ==== Tiny matrices don't have enough subdiagonal
465: * . scratch space to benefit from ZLAQR0. Hence,
466: * . tiny matrices must be copied into a larger
467: * . array before calling ZLAQR0. ====
468: *
469: CALL ZLACPY( 'A', N, N, H, LDH, HL, NL )
470: HL( N+1, N ) = ZERO
471: CALL ZLASET( 'A', NL, NL-N, ZERO, ZERO, HL( 1, N+1 ),
472: $ NL )
473: CALL ZLAQR0( WANTT, WANTZ, NL, ILO, KBOT, HL, NL, W,
474: $ ILO, IHI, Z, LDZ, WORKL, NL, INFO )
475: IF( WANTT .OR. INFO.NE.0 )
476: $ CALL ZLACPY( 'A', N, N, HL, NL, H, LDH )
477: END IF
478: END IF
479: END IF
480: *
481: * ==== Clear out the trash, if necessary. ====
482: *
483: IF( ( WANTT .OR. INFO.NE.0 ) .AND. N.GT.2 )
484: $ CALL ZLASET( 'L', N-2, N-2, ZERO, ZERO, H( 3, 1 ), LDH )
485: *
486: * ==== Ensure reported workspace size is backward-compatible with
487: * . previous LAPACK versions. ====
488: *
489: WORK( 1 ) = DCMPLX( MAX( DBLE( MAX( 1, N ) ),
490: $ DBLE( WORK( 1 ) ) ), RZERO )
491: END IF
492: *
493: * ==== End of ZHSEQR ====
494: *
495: END
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