CHGEQZ(l) LAPACK routine (version 1.1) CHGEQZ(l)
NAME
CHGEQZ - implement a single-shift version of the QZ method for finding the
generalized eigenvalues w(i)=ALPHA(i)/BETA(i) of the equation det( A -
w(i) B ) = 0 If JOB='S', then the pair (A,B) is simultaneously reduced to
Schur form (i.e., A and B are both upper triangular) using one unitary
tranformation (usually called Q) on the left and another (usually called Z)
on the right
SYNOPSIS
SUBROUTINE CHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, A, LDA, B, LDB, ALPHA,
BETA, Q, LDQ, Z, LDZ, WORK, LWORK, RWORK, INFO )
CHARACTER COMPQ, COMPZ, JOB
INTEGER IHI, ILO, INFO, LDA, LDB, LDQ, LDZ, LWORK, N
REAL RWORK( * )
COMPLEX A( LDA, * ), ALPHA( * ), B( LDB, * ), BETA( * ), Q( LDQ,
* ), WORK( * ), Z( LDZ, * )
PURPOSE
CHGEQZ implements a single-shift version of the QZ method for finding the
generalized eigenvalues w(i)=ALPHA(i)/BETA(i) of the equation A are then
ALPHA(1),...,ALPHA(N), and of B are BETA(1),...,BETA(N).
If JOB='S' and COMPQ and COMPZ are 'V' or 'I', then the unitary transforma-
tions used to reduce (A,B) are accumulated into the arrays Q and Z s.t.:
Q(in) A(in) Z(in)* = Q(out) A(out) Z(out)*
Q(in) B(in) Z(in)* = Q(out) B(out) Z(out)*
Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
pp. 241--256.
ARGUMENTS
JOB (input) CHARACTER*1
= 'E': compute only ALPHA and BETA. A and B will not necessarily
be put into generalized Schur form. = 'S': put A and B into gen-
eralized Schur form, as well as computing ALPHA and BETA.
COMPQ (input) CHARACTER*1
= 'N': do not modify Q.
= 'V': multiply the array Q on the right by the conjugate transpose
of the unitary tranformation that is applied to the left side of A
and B to reduce them to Schur form. = 'I': like COMPQ='V', except
that Q will be initialized to the identity first.
COMPZ (input) CHARACTER*1
= 'N': do not modify Z.
= 'V': multiply the array Z on the right by the unitary tranforma-
tion that is applied to the right side of A and B to reduce them to
Schur form. = 'I': like COMPZ='V', except that Z will be initial-
ized to the identity first.
N (input) INTEGER
The number of rows and columns in the matrices A, B, Q, and Z. N
must be at least 0.
ILO (input) INTEGER
Columns 1 through ILO-1 are assumed to be in triangular form
already, and will not be modified. ILO must be at least 1.
IHI (input) INTEGER
Rows IHI+1 through N are assumed to be in triangular form already,
and will not be touched. IHI may not be greater than N.
A (input/output) COMPLEX array, dimension (LDA, N)
On entry, the N x N upper Hessenberg matrix A. Entries below the
subdiagonal must be zero. If JOB='S', then on exit A and B will
have been simultaneously reduced to upper triangular form. If
JOB='E', then on exit A will have been destroyed.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max( 1, N ).
B (input/output) COMPLEX array, dimension (LDB, N)
On entry, the N x N upper triangular matrix B. Entries below the
diagonal must be zero. If JOB='S', then on exit A and B will have
been simultaneously reduced to upper triangular form. If JOB='E',
then on exit B will have been destroyed.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max( 1, N ).
ALPHA (output) COMPLEX array, dimension (N)
The diagonal elements of A when the pair (A,B) has been reduced to
Schur form. ALPHA(i)/BETA(i) i=1,...,N are the generalized eigen-
values.
BETA (output) COMPLEX array, dimension (N)
The diagonal elements of B when the pair (A,B) has been reduced to
Schur form. ALPHA(i)/BETA(i) i=1,...,N are the generalized eigen-
values. A and B are normalized so that BETA(1),...,BETA(N) are
non-negative real numbers.
Q (input/output) COMPLEX array, dimension (LDQ, N)
If COMPQ='N', then Q will not be referenced. If COMPQ='V' or 'I',
then the conjugate transpose of the unitary transformations which
are applied to A and B on the left will be applied to the array Q
on the right.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ must be at least 1. If
COMPQ='V' or 'I', then LDQ must also be at least N.
Z (input/output) COMPLEX array, dimension (LDZ, N)
If COMPZ='N', then Z will not be referenced. If COMPZ='V' or 'I',
then the unitary transformations which are applied to A and B on
the right will be applied to the array Z on the right.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ must be at least 1. If
COMPZ='V' or 'I', then LDZ must also be at least N.
WORK (workspace) COMPLEX array, dimension (LWORK)
On exit, if INFO is not negative, WORK(1) will be set to the
optimal size of the array WORK.
LWORK (input) INTEGER
The number of elements in WORK. It must be at least 1.
RWORK (workspace) REAL array, dimension (N)
INFO (output) INTEGER
< 0: if INFO = -i, the i-th argument had an illegal value
= 0: successful exit.
= 1,...,N: the QZ iteration did not converge. (A,B) 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. (A,B) is
not in Schur form, but ALPHA(i) and BETA(i), i=INFO-N+1,...,N
should be correct. > 2*N: various "impossible" errors.
FURTHER DETAILS
We assume that complex ABS works as long as its value is less than over-
flow.
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