shseqr.f

来自「famous linear algebra library (LAPACK) p」· F 代码 · 共 408 行 · 第 1/2 页

      SUBROUTINE SHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z,
     $                   LDZ, WORK, LWORK, INFO )
*
*  -- LAPACK driver routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            IHI, ILO, INFO, LDH, LDZ, LWORK, N
      CHARACTER          COMPZ, JOB
*     ..
*     .. Array Arguments ..
      REAL               H( LDH, * ), WI( * ), WORK( * ), WR( * ),
     $                   Z( LDZ, * )
*     ..
*     Purpose
*     =======
*
*     SHSEQR 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.
*
*     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 orthogonal matrix Q on entry, and
*                   the product Q*Z is returned.
*
*     N     (input) INTEGER
*           The order of the matrix H.  N .GE. 0.
*
*     ILO   (input) INTEGER
*     IHI   (input) INTEGER
*           It is assumed that H is already upper triangular in rows
*           and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
*           set by a previous call to SGEBAL, and then passed to SGEHRD
*           when the matrix output by SGEBAL 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     (input/output) REAL array, dimension (LDH,N)
*           On entry, the upper Hessenberg matrix H.
*           On exit, if INFO = 0 and JOB = 'S', 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 JOB = 'E', 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.)
*
*           Unlike earlier versions of SHSEQR, this subroutine may
*           explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
*           or j = IHI+1, IHI+2, ... N.
*
*     LDH   (input) INTEGER
*           The leading dimension of the array H. LDH .GE. max(1,N).
*
*     WR    (output) REAL array, dimension (N)
*     WI    (output) REAL 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) .GT. 0 and
*           WI(i+1) .LT. 0. If JOB = 'S', 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).
*
*     Z     (input/output) REAL array, dimension (LDZ,N)
*           If COMPZ = 'N', Z is not referenced.
*           If COMPZ = 'I', on entry Z need not be set and on exit,
*           if INFO = 0, Z contains 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,
*           if INFO = 0, Z contains Q*Z.
*           Normally Q is the orthogonal matrix generated by SORGHR
*           after the call to SGEHRD which formed the Hessenberg matrix
*           H. (The output value of Z when INFO.GT.0 is given under
*           the description of INFO below.)
*
*     LDZ   (input) INTEGER
*           The leading dimension of the array Z.  if COMPZ = 'I' or
*           COMPZ = 'V', then LDZ.GE.MAX(1,N).  Otherwize, LDZ.GE.1.
*
*     WORK  (workspace/output) REAL array, dimension (LWORK)
*           On exit, if INFO = 0, WORK(1) returns an estimate of
*           the optimal value for LWORK.
*
*     LWORK (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 SHSEQR does a workspace query.
*           In this case, SHSEQR 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  (output) INTEGER
*             =  0:  successful exit
*           .LT. 0:  if INFO = -i, the i-th argument had an illegal
*                    value
*           .GT. 0:  if INFO = i, SHSEQR 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 JOB = 'E', 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 JOB   = 'S', 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 COMPZ = 'V', then on exit
*
*                  (final value of Z)  =  (initial value of Z)*U
*
*                where U is the orthogonal matrix in (*) (regard-
*                less of the value of JOB.)
*
*                If INFO .GT. 0 and COMPZ = 'I', then on exit
*                      (final value of Z)  = U
*                where U is the orthogonal matrix in (*) (regard-
*                less of the value of JOB.)
*
*                If INFO .GT. 0 and COMPZ = 'N', then Z is not
*                accessed.
*
*     ================================================================
*             Default values supplied by
*             ILAENV(ISPEC,'SHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
*             It is suggested that these defaults be adjusted in order
*             to attain best performance in each particular
*             computational environment.
*
*            ISPEC=1:  The SLAHQR vs SLAQR0 crossover point.
*                      Default: 75. (Must be at least 11.)
*
*            ISPEC=2:  Recommended deflation window size.
*                      This depends on ILO, IHI and NS.  NS is the
*                      number of simultaneous shifts returned
*                      by ILAENV(ISPEC=4).  (See ISPEC=4 below.)
*                      The default for (IHI-ILO+1).LE.500 is NS.
*                      The default for (IHI-ILO+1).GT.500 is 3*NS/2.
*
*            ISPEC=3:  Nibble crossover point. (See ILAENV for
*                      details.)  Default: 14% of deflation window
*                      size.
*
*            ISPEC=4:  Number of simultaneous shifts, NS, in
*                      a multi-shift QR iteration.
*
*                      If IHI-ILO+1 is ...
*
*                      greater than      ...but less    ... the
*                      or equal to ...      than        default is
*
*                           1               30          NS -   2(+)
*                          30               60          NS -   4(+)
*                          60              150          NS =  10(+)
*                         150              590          NS =  **
*                         590             3000          NS =  64
*                        3000             6000          NS = 128
*                        6000             infinity      NS = 256
*
*                  (+)  By default some or all matrices of this order 
*                       are passed to the implicit double shift routine
*                       SLAHQR and NS is ignored.  See ISPEC=1 above 
*                       and comments in IPARM for details.
*
*                       The asterisks (**) indicate an ad-hoc
*                       function of N increasing from 10 to 64.
*