SRC/zhgeqz.f(3) Library Functions Manual SRC/zhgeqz.f(3)

SRC/zhgeqz.f


subroutine zhgeqz (job, compq, compz, n, ilo, ihi, h, ldh, t, ldt, alpha, beta, q, ldq, z, ldz, work, lwork, rwork, info)
ZHGEQZ

ZHGEQZ

Purpose:

!>
!> ZHGEQZ computes the eigenvalues of a complex matrix pair (H,T),
!> where H is an upper Hessenberg matrix and T is upper triangular,
!> using the single-shift QZ method.
!> Matrix pairs of this type are produced by the reduction to
!> generalized upper Hessenberg form of a complex matrix pair (A,B):
!>
!>    A = Q1*H*Z1**H,  B = Q1*T*Z1**H,
!>
!> as computed by ZGGHRD.
!>
!> If JOB='S', then the Hessenberg-triangular pair (H,T) is
!> also reduced to generalized Schur form,
!>
!>    H = Q*S*Z**H,  T = Q*P*Z**H,
!>
!> where Q and Z are unitary matrices and S and P are upper triangular.
!>
!> Optionally, the unitary matrix Q from the generalized Schur
!> factorization may be postmultiplied into an input matrix Q1, and the
!> unitary matrix Z may be postmultiplied into an input matrix Z1.
!> If Q1 and Z1 are the unitary matrices from ZGGHRD that reduced
!> the matrix pair (A,B) to generalized Hessenberg form, then the output
!> matrices Q1*Q and Z1*Z are the unitary factors from the generalized
!> Schur factorization of (A,B):
!>
!>    A = (Q1*Q)*S*(Z1*Z)**H,  B = (Q1*Q)*P*(Z1*Z)**H.
!>
!> To avoid overflow, eigenvalues of the matrix pair (H,T)
!> (equivalently, of (A,B)) are computed as a pair of complex values
!> (alpha,beta).  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.
!> The values of alpha and beta for the i-th eigenvalue can be read
!> directly from the generalized Schur form:  alpha = S(i,i),
!> beta = P(i,i).
!>
!> Ref: C.B. Moler & G.W. Stewart, , SIAM J. Numer. Anal., 10(1973),
!>      pp. 241--256.
!> 

Parameters

JOB
!>          JOB is CHARACTER*1
!>          = 'E': Compute eigenvalues only;
!>          = 'S': Computer 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 a unitary 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': Q is initialized to the unit matrix and the matrix Z
!>                 of right Schur vectors of (H,T) is returned;
!>          = 'V': Z must contain a unitary 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 COMPLEX*16 array, dimension (LDH, N)
!>          On entry, the N-by-N upper Hessenberg matrix H.
!>          On exit, if JOB = 'S', H contains the upper triangular
!>          matrix S from the generalized Schur factorization.
!>          If JOB = 'E', the diagonal of H matches that 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 COMPLEX*16 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.
!>          If JOB = 'E', the diagonal of T matches that of P, but
!>          the rest of T is unspecified.
!> 

LDT

!>          LDT is INTEGER
!>          The leading dimension of the array T.  LDT >= max( 1, N ).
!> 

ALPHA

!>          ALPHA is COMPLEX*16 array, dimension (N)
!>          The complex scalars alpha that define the eigenvalues of
!>          GNEP.  ALPHA(i) = S(i,i) in the generalized Schur
!>          factorization.
!> 

BETA

!>          BETA is COMPLEX*16 array, dimension (N)
!>          The real non-negative scalars beta that define the
!>          eigenvalues of GNEP.  BETA(i) = P(i,i) in the generalized
!>          Schur factorization.
!>
!>          Together, the quantities alpha = ALPHA(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 COMPLEX*16 array, dimension (LDQ, N)
!>          On entry, if COMPQ = 'V', the unitary matrix Q1 used in the
!>          reduction of (A,B) to generalized Hessenberg form.
!>          On exit, if COMPQ = 'I', the unitary matrix of left Schur
!>          vectors of (H,T), and if COMPQ = 'V', the unitary matrix of
!>          left Schur vectors of (A,B).
!>          Not referenced if COMPQ = '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 COMPLEX*16 array, dimension (LDZ, N)
!>          On entry, if COMPZ = 'V', the unitary matrix Z1 used in the
!>          reduction of (A,B) to generalized Hessenberg form.
!>          On exit, if COMPZ = 'I', the unitary matrix of right Schur
!>          vectors of (H,T), and if COMPZ = 'V', the unitary 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 COMPLEX*16 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.
!> 

RWORK

!>          RWORK is DOUBLE PRECISION array, dimension (N)
!> 

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 ALPHA(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 ALPHA(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.

Further Details:

!>
!>  We assume that complex ABS works as long as its value is less than
!>  overflow.
!> 

Definition at line 281 of file zhgeqz.f.

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