Purpose
=======
DLAQR0 computes the eigenvalues of a 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.
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 double[] WORK,
int offset_work,
int LWORK,
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 WORK As Double(),
offset_work As Integer,
LWORK 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 triangular in rows
and columns 1:ILO-1 and IHI+1:N and, if ILO.GT.1,
H(ILO,ILO-1) is zero. ILO and IHI are normally set by a
previous call to DGEBAL, and then passed to DGEHRD when the
matrix output by DGEBAL is reduced to Hessenberg form.
Otherwise, ILO and IHI should be set to 1 and N,
respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
If N = 0, then ILO = 1 and IHI = 0.
- H Double
-
(input/output) DOUBLE PRECISION array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H.
On exit, if INFO = 0 and WANTT is .TRUE., then H contains
the upper quasi-triangular matrix T from the Schur
decomposition (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).LT.0. If INFO = 0 and WANTT is
.FALSE., then the contents of H are unspecified on exit.
(The output value of H when INFO.GT.0 is given under the
description of INFO below.)
This subroutine may explicitly set H(i,j) = 0 for i.GT.j and
j = 1, 2, ... ILO-1 or j = IHI+1, IHI+2, ... N.
- 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 (IHI)
- offset_wr Int32
-
- WI Double
-
(output) DOUBLE PRECISION array, dimension (IHI)
The real and imaginary parts, respectively, of the computed
eigenvalues of H(ILO:IHI,ILO:IHI) are stored WR(ILO:IHI)
and WI(ILO:IHI). 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., then
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,IHI)
If WANTZ is .FALSE., then Z is not referenced.
If WANTZ is .TRUE., then Z(ILO:IHI,ILOZ:IHIZ) is
replaced by Z(ILO:IHI,ILOZ:IHIZ)*U where U is the
orthogonal Schur factor of H(ILO:IHI,ILO:IHI).
(The output value of Z when INFO.GT.0 is given under
the description of INFO below.)
- offset_z Int32
-
- LDZ Int32
-
(input) INTEGER
The leading dimension of the array Z. if WANTZ is .TRUE.
then LDZ.GE.MAX(1,IHIZ). Otherwize, LDZ.GE.1.
- WORK Double
-
(workspace/output) DOUBLE PRECISION array, dimension LWORK
On exit, if LWORK = -1, WORK(1) returns an estimate of
the optimal value for LWORK.
- offset_work Int32
-
- LWORK Int32
-
(input) INTEGER
The dimension of the array WORK. LWORK .GE. max(1,N)
is sufficient, but LWORK typically as large as 6*N may
be required for optimal performance. A workspace query
to determine the optimal workspace size is recommended.
If LWORK = -1, then DLAQR0 does a workspace query.
In this case, DLAQR0 checks the input parameters and
estimates the optimal workspace size for the given
values of N, ILO and IHI. The estimate is returned
in WORK(1). No error message related to LWORK is
issued by XERBLA. Neither H nor Z are accessed.
- INFO Int32
-
(output) INTEGER
= 0: successful exit
.GT. 0: if INFO = i, DLAQR0 failed to compute all of
the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
and WI contain those eigenvalues which have been
successfully computed. (Failures are rare.)
If INFO .GT. 0 and WANT is .FALSE., then on exit,
the remaining unconverged eigenvalues are the eigen-
values of the upper Hessenberg matrix rows and
columns ILO through 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 orthogonal matrix. The final
value of H is upper Hessenberg and quasi-triangular
in rows and columns INFO+1 through IHI.
If INFO .GT. 0 and WANTZ is .TRUE., then on exit
(final value of Z(ILO:IHI,ILOZ:IHIZ)
= (initial value of Z(ILO:IHI,ILOZ:IHIZ)*U
where U is the orthogonal matrix in (*) (regard-
less of the value of WANTT.)
If INFO .GT. 0 and WANTZ is .FALSE., then Z is not
accessed.
See Also