DHSEQR(l) LAPACK routine (version 1.1) DHSEQR(l)
NAME
DHSEQR - compute the eigenvalues of a real upper 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 DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, LDZ, WORK,
LWORK, INFO )
CHARACTER COMPZ, JOB
INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ), Z(
LDZ, * )
PURPOSE
DHSEQR computes the eigenvalues of a real upper 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
JOB (input) CHARACTER*1
= 'E': compute eigenvalues only;
= 'S': compute eigenvalues and the Schur form T.
COMPZ (input) CHARACTER*1
= 'N': no Schur vectors are computed;
= 'I': Z is initialized to the unit matrix and the matrix Z of
Schur vectors of H is returned; = 'V': Z must contain an orthogo-
nal matrix Q on entry, and the product Q*Z is returned.
N (input) INTEGER
The order of the matrix H. N >= 0.
ILO (input) INTEGER
IHI (input) INTEGER It is assumed that H is already upper tri-
angular in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are
normally set by a previous call to DGEBAL, and then passed to
SGEHRD when the matrix output by DGEBAL is reduced to Hessenberg
form. Otherwise ILO and IHI should be set to 1 and N respectively.
1 <= ILO <= max(1,IHI); IHI <= N.
H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H. On exit, if JOB = 'S', H
contains the upper quasi-triangular matrix T from the Schur decom-
position (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) < 0. If JOB =
'E', the contents of H are unspecified on exit.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension (N) The real and
imaginary parts, respectively, of the computed eigenvalues. 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) > 0 and WI(i+1) < 0. If JOB = 'S', the eigen-
values 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).
Z (input/output) DOUBLE PRECISION array, dimension (LDZ,N)
If COMPZ = 'N': Z is not referenced.
If COMPZ = 'I': on entry, Z need not be set, and on exit, Z con-
tains the orthogonal matrix Z of the Schur vectors of H. If COMPZ
= 'V': on entry Z must contain an N-by-N matrix Q, which is assumed
to be equal to the unit matrix except for the submatrix
Z(ILO:IHI,ILO:IHI); on exit Z contains Q*Z. Normally Q is the
orthogonal matrix generated by DORGHR after the call to DGEHRD
which formed the Hessenberg matrix H.
LDZ (input) INTEGER
The leading dimension of the array Z. LDZ >= max(1,N) if COMPZ =
'I' or 'V'; LDZ >= 1 otherwise.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
LWORK (input) INTEGER
This argument is currently redundant.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, DHSEQR failed to compute all of the eigenvalues
in a total of 30*(IHI-ILO+1) iterations; elements 1:ilo-1 and i+1:n
of WR and WI contain those eigenvalues which have been successfully
computed.
Back to the listing of computational routines for eigenvalue problems