Purpose
=======
DLAHQR is an auxiliary routine called by DHSEQR to update the
eigenvalues and Schur decomposition already computed by DHSEQR, by
dealing with the Hessenberg submatrix in rows and columns ILO to
IHI.
Namespace: DotNumerics.LinearAlgebra.CSLapackAssembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax public void Run(
bool WANTT,
bool WANTZ,
int N,
int ILO,
int IHI,
ref double[] H,
int offset_h,
int LDH,
ref double[] WR,
int offset_wr,
ref double[] WI,
int offset_wi,
int ILOZ,
int IHIZ,
ref double[] Z,
int offset_z,
int LDZ,
ref int INFO
)
Public Sub Run (
WANTT As Boolean,
WANTZ As Boolean,
N As Integer,
ILO As Integer,
IHI As Integer,
ByRef H As Double(),
offset_h As Integer,
LDH As Integer,
ByRef WR As Double(),
offset_wr As Integer,
ByRef WI As Double(),
offset_wi As Integer,
ILOZ As Integer,
IHIZ As Integer,
ByRef Z As Double(),
offset_z As Integer,
LDZ As Integer,
ByRef INFO As Integer
)
Request Example
View SourceParameters
- WANTT Boolean
-
(input) LOGICAL
= .TRUE. : the full Schur form T is required;
= .FALSE.: only eigenvalues are required.
- WANTZ Boolean
-
(input) LOGICAL
= .TRUE. : the matrix of Schur vectors Z is required;
= .FALSE.: Schur vectors are not required.
- N Int32
-
(input) INTEGER
The order of the matrix H. N .GE. 0.
- ILO Int32
-
(input) INTEGER
- IHI Int32
-
(input) INTEGER
It is assumed that H is already upper quasi-triangular in
rows and columns IHI+1:N, and that H(ILO,ILO-1) = 0 (unless
ILO = 1). DLAHQR works primarily with the Hessenberg
submatrix in rows and columns ILO to IHI, but applies
transformations to all of H if WANTT is .TRUE..
1 .LE. ILO .LE. max(1,IHI); IHI .LE. N.
- H Double
-
(input/output) DOUBLE PRECISION array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if INFO is zero and if WANTT is .TRUE., H is upper
quasi-triangular in rows and columns ILO:IHI, with any
2-by-2 diagonal blocks in standard form. If INFO is zero
and WANTT is .FALSE., the contents of H are unspecified on
exit. The output state of H if INFO is nonzero is given
below under the description of INFO.
- offset_h Int32
-
- LDH Int32
-
(input) INTEGER
The leading dimension of the array H. LDH .GE. max(1,N).
- WR Double
-
(output) DOUBLE PRECISION array, dimension (N)
- offset_wr Int32
-
- WI Double
-
(output) DOUBLE PRECISION array, dimension (N)
The real and imaginary parts, respectively, of the computed
eigenvalues ILO to IHI are stored in the corresponding
elements of WR and WI. 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., 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).
- offset_wi Int32
-
- ILOZ Int32
-
(input) INTEGER
- IHIZ Int32
-
(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 Double
-
(input/output) DOUBLE PRECISION array, dimension (LDZ,N)
If WANTZ is .TRUE., on entry Z must contain the current
matrix Z of transformations accumulated by DHSEQR, and on
exit Z has been updated; transformations are applied only to
the submatrix Z(ILOZ:IHIZ,ILO:IHI).
If WANTZ is .FALSE., Z is not referenced.
- offset_z Int32
-
- LDZ Int32
-
(input) INTEGER
The leading dimension of the array Z. LDZ .GE. max(1,N).
- INFO Int32
-
(output) INTEGER
= 0: successful exit
.GT. 0: If INFO = i, DLAHQR failed to compute all the
eigenvalues ILO to IHI in a total of 30 iterations
per eigenvalue; elements i+1:ihi of WR and WI
contain those eigenvalues which have been
successfully computed.
If INFO .GT. 0 and WANTT is .FALSE., then on exit,
the remaining unconverged eigenvalues are the
eigenvalues of the upper Hessenberg matrix rows
and columns ILO thorugh 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 orthognal matrix. The final
value of H is upper Hessenberg and triangular in
rows and columns INFO+1 through IHI.
If INFO .GT. 0 and WANTZ is .TRUE., then on exit
(final value of Z) = (initial value of Z)*U
where U is the orthogonal matrix in (*)
(regardless of the value of WANTT.)
See Also