USAGE: m, ifaill, ifailr, info, select, wr, vl, vr = NumRu::Lapack.dhsein( side, eigsrc, initv, select, h, wr, wi, vl, vr, [:usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE DHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, WR, WI, VL, LDVL, VR, LDVR, MM, M, WORK, IFAILL, IFAILR, INFO ) * Purpose * ======= * * DHSEIN uses inverse iteration to find specified right and/or left * eigenvectors of a real upper Hessenberg matrix H. * * The right eigenvector x and the left eigenvector y of the matrix H * corresponding to an eigenvalue w are defined by: * * H * x = w * x, y**h * H = w * y**h * * where y**h denotes the conjugate transpose of the vector y. * * Arguments * ========= * * SIDE (input) CHARACTER*1 * = 'R': compute right eigenvectors only; * = 'L': compute left eigenvectors only; * = 'B': compute both right and left eigenvectors. * * EIGSRC (input) CHARACTER*1 * Specifies the source of eigenvalues supplied in (WR,WI): * = 'Q': the eigenvalues were found using DHSEQR; thus, if * H has zero subdiagonal elements, and so is * block-triangular, then the j-th eigenvalue can be * assumed to be an eigenvalue of the block containing * the j-th row/column. This property allows DHSEIN to * perform inverse iteration on just one diagonal block. * = 'N': no assumptions are made on the correspondence * between eigenvalues and diagonal blocks. In this * case, DHSEIN must always perform inverse iteration * using the whole matrix H. * * INITV (input) CHARACTER*1 * = 'N': no initial vectors are supplied; * = 'U': user-supplied initial vectors are stored in the arrays * VL and/or VR. * * SELECT (input/output) LOGICAL array, dimension (N) * Specifies the eigenvectors to be computed. To select the * real eigenvector corresponding to a real eigenvalue WR(j), * SELECT(j) must be set to .TRUE.. To select the complex * eigenvector corresponding to a complex eigenvalue * (WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)), * either SELECT(j) or SELECT(j+1) or both must be set to * .TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is * .FALSE.. * * N (input) INTEGER * The order of the matrix H. N >= 0. * * H (input) DOUBLE PRECISION array, dimension (LDH,N) * The upper Hessenberg matrix H. * * LDH (input) INTEGER * The leading dimension of the array H. LDH >= max(1,N). * * WR (input/output) DOUBLE PRECISION array, dimension (N) * WI (input) DOUBLE PRECISION array, dimension (N) * On entry, the real and imaginary parts of the eigenvalues of * H; a complex conjugate pair of eigenvalues must be stored in * consecutive elements of WR and WI. * On exit, WR may have been altered since close eigenvalues * are perturbed slightly in searching for independent * eigenvectors. * * VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM) * On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must * contain starting vectors for the inverse iteration for the * left eigenvectors; the starting vector for each eigenvector * must be in the same column(s) in which the eigenvector will * be stored. * On exit, if SIDE = 'L' or 'B', the left eigenvectors * specified by SELECT will be stored consecutively in the * columns of VL, in the same order as their eigenvalues. A * complex eigenvector corresponding to a complex eigenvalue is * stored in two consecutive columns, the first holding the real * part and the second the imaginary part. * If SIDE = 'R', VL is not referenced. * * LDVL (input) INTEGER * The leading dimension of the array VL. * LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise. * * VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM) * On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must * contain starting vectors for the inverse iteration for the * right eigenvectors; the starting vector for each eigenvector * must be in the same column(s) in which the eigenvector will * be stored. * On exit, if SIDE = 'R' or 'B', the right eigenvectors * specified by SELECT will be stored consecutively in the * columns of VR, in the same order as their eigenvalues. A * complex eigenvector corresponding to a complex eigenvalue is * stored in two consecutive columns, the first holding the real * part and the second the imaginary part. * If SIDE = 'L', VR is not referenced. * * LDVR (input) INTEGER * The leading dimension of the array VR. * LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise. * * MM (input) INTEGER * The number of columns in the arrays VL and/or VR. MM >= M. * * M (output) INTEGER * The number of columns in the arrays VL and/or VR required to * store the eigenvectors; each selected real eigenvector * occupies one column and each selected complex eigenvector * occupies two columns. * * WORK (workspace) DOUBLE PRECISION array, dimension ((N+2)*N) * * IFAILL (output) INTEGER array, dimension (MM) * If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left * eigenvector in the i-th column of VL (corresponding to the * eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the * eigenvector converged satisfactorily. If the i-th and (i+1)th * columns of VL hold a complex eigenvector, then IFAILL(i) and * IFAILL(i+1) are set to the same value. * If SIDE = 'R', IFAILL is not referenced. * * IFAILR (output) INTEGER array, dimension (MM) * If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right * eigenvector in the i-th column of VR (corresponding to the * eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the * eigenvector converged satisfactorily. If the i-th and (i+1)th * columns of VR hold a complex eigenvector, then IFAILR(i) and * IFAILR(i+1) are set to the same value. * If SIDE = 'L', IFAILR is not referenced. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, i is the number of eigenvectors which * failed to converge; see IFAILL and IFAILR for further * details. * * Further Details * =============== * * Each eigenvector is normalized so that the element of largest * magnitude has magnitude 1; here the magnitude of a complex number * (x,y) is taken to be |x|+|y|. * * ===================================================================== *go to the page top

USAGE: wr, wi, work, info, h, z = NumRu::Lapack.dhseqr( job, compz, ilo, ihi, h, z, ldz, [:lwork => lwork, :usage => usage, :help => help]) FORTRAN MANUAL SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, LDZ, WORK, LWORK, INFO ) * Purpose * ======= * * DHSEQR 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 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 (input/output) DOUBLE PRECISION 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 DHSEQR, 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) 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) .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) 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, * 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 DORGHR * after the call to DGEHRD 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) DOUBLE PRECISION 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 and delivers very good and sometimes * optimal performance. However, LWORK as large as 11*N * may be required for optimal performance. A workspace * query is recommended to determine the optimal workspace * size. * * If LWORK = -1, then DHSEQR does a workspace query. * In this case, DHSEQR 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, DHSEQR 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,'DHSEQR',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=12: The DLAHQR vs DLAQR0 crossover point. * Default: 75. (Must be at least 11.) * * ISPEC=13: Recommended deflation window size. * This depends on ILO, IHI and NS. NS is the * number of simultaneous shifts returned * by ILAENV(ISPEC=15). (See ISPEC=15 below.) * The default for (IHI-ILO+1).LE.500 is NS. * The default for (IHI-ILO+1).GT.500 is 3*NS/2. * * ISPEC=14: Nibble crossover point. (See IPARMQ for * details.) Default: 14% of deflation window * size. * * ISPEC=15: Number of simultaneous shifts in a multishift * 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 * DLAHQR and this parameter is ignored. See * ISPEC=12 above and comments in IPARMQ for * details. * * (**) The asterisks (**) indicate an ad-hoc * function of N increasing from 10 to 64. * * ISPEC=16: Select structured matrix multiply. * If the number of simultaneous shifts (specified * by ISPEC=15) is less than 14, then the default * for ISPEC=16 is 0. Otherwise the default for * ISPEC=16 is 2. * * ================================================================ * Based on contributions by * Karen Braman and Ralph Byers, Department of Mathematics, * University of Kansas, USA * * ================================================================ * References: * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR * Algorithm Part I: Maintaining Well Focused Shifts, and Level 3 * Performance, SIAM Journal of Matrix Analysis, volume 23, pages * 929--947, 2002. * * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR * Algorithm Part II: Aggressive Early Deflation, SIAM Journal * of Matrix Analysis, volume 23, pages 948--973, 2002. * * ================================================================go to the page top

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