NAME
dhseqr - compute the eigenvalues of a real upper 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
SYNOPSIS
SUBROUTINE DHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI,
Z, LDZ, WORK, LWORK, INFO )
CHARACTER COMPZ, JOB
INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N
DOUBLE PRECISION H( LDH, * ), WI( * ), WORK( * ), WR( * ),
Z( LDZ, * )
#include <sunperf.h>
void dhseqr(char job, char compz, int n, int ilo, int ihi,
double *h, int ldh, double *wr, double *wi, double
*dz, int ldz, int *info);
PURPOSE
DHSEQR computes the eigenvalues of a real upper 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 factoriza-
tion 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 >= 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
SGEHRD when the matrix output by DGEBAL 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) DOUBLE PRECISION array, dimension
(LDH,N)
On entry, the upper Hessenberg matrix H. On exit,
if JOB = 'S', 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) < 0. 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).
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) > 0 and WI(i+1) <
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, 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 sub-
matrix Z(ILO:IHI,ILO:IHI); on exit Z contains Q*Z.
Normally Q is the orthogonal matrix generated by
DORGHR after the call to DGEHRD 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 other-
wise.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
LWORK (input) INTEGER
This argument is currently redundant.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value
> 0: if INFO = i, DHSEQR failed to compute all of
the eigenvalues in a total of 30*(IHI-ILO+1)
iterations; elements 1:ilo-1 and i+1:n of WR and
WI contain those eigenvalues which have been suc-
cessfully computed.
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