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Syntaxe et mise en oeuvre :
GNU/Linux |
CentOS 4.8 |
i386 |
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zhseqr(l) |
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ZHSEQR - compute the eigenvalues of a complex upper Hessenberg matrix H, and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**H, where T is an upper triangular matrix (the Schur form), and Z is the unitary matrix of Schur vectors
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SUBROUTINE ZHSEQR( |
JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO ) | ||
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CHARACTER |
COMPZ, JOB | ||
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INTEGER |
IHI, ILO, INFO, LDH, LDZ, LWORK, N | ||
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COMPLEX*16 |
H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * ) |
ZHSEQR computes the eigenvalues of a complex upper Hessenberg matrix H, and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**H, where T is an upper triangular matrix (the Schur form), and Z is the unitary matrix of Schur vectors. Optionally Z may be postmultiplied into an input unitary 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 unitary matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H.
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 unitary 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 triangular in rows and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally set by a previous call to ZGEBAL, and then passed to CGEHRD when the matrix output by ZGEBAL is reduced to Hessenberg form. Otherwise ILO and IHI should be set to 1 and N respectively. 1 <= ILO <= IHI <= N, if N > 0; ILO=1 and IHI=0, if N=0.
H (input/output) COMPLEX*16 array, dimension (LDH,N)
On entry, the upper Hessenberg matrix H. On exit, if JOB = ’S’, H contains the upper triangular matrix T from the Schur decomposition (the Schur form). 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).
W (output) COMPLEX*16 array, dimension (N)
The computed eigenvalues. If JOB = ’S’, the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with W(i) = H(i,i).
Z (input/output) COMPLEX*16 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 contains the unitary 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 unitary matrix
generated by ZUNGHR after the call to ZGEHRD 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/output) COMPLEX*16 array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >= max(1,N).
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, ZHSEQR failed to compute all the
eigenvalues in a total of 30*(IHI-ILO+1) iterations;
elements 1:ilo-1 and i+1:n of W contain those eigenvalues
which have been successfully computed.
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zhseqr(l) | |