laqr5 - Man Page
laqr5: step in hseqr
Synopsis
Functions
subroutine claqr5 (wantt, wantz, kacc22, n, ktop, kbot, nshfts, s, h, ldh, iloz, ihiz, z, ldz, v, ldv, u, ldu, nv, wv, ldwv, nh, wh, ldwh)
CLAQR5 performs a single small-bulge multi-shift QR sweep.
subroutine dlaqr5 (wantt, wantz, kacc22, n, ktop, kbot, nshfts, sr, si, h, ldh, iloz, ihiz, z, ldz, v, ldv, u, ldu, nv, wv, ldwv, nh, wh, ldwh)
DLAQR5 performs a single small-bulge multi-shift QR sweep.
subroutine slaqr5 (wantt, wantz, kacc22, n, ktop, kbot, nshfts, sr, si, h, ldh, iloz, ihiz, z, ldz, v, ldv, u, ldu, nv, wv, ldwv, nh, wh, ldwh)
SLAQR5 performs a single small-bulge multi-shift QR sweep.
subroutine zlaqr5 (wantt, wantz, kacc22, n, ktop, kbot, nshfts, s, h, ldh, iloz, ihiz, z, ldz, v, ldv, u, ldu, nv, wv, ldwv, nh, wh, ldwh)
ZLAQR5 performs a single small-bulge multi-shift QR sweep.
Detailed Description
Function Documentation
subroutine claqr5 (logical wantt, logical wantz, integer kacc22, integer n, integer ktop, integer kbot, integer nshfts, complex, dimension( * ) s, complex, dimension( ldh, * ) h, integer ldh, integer iloz, integer ihiz, complex, dimension( ldz, * ) z, integer ldz, complex, dimension( ldv, * ) v, integer ldv, complex, dimension( ldu, * ) u, integer ldu, integer nv, complex, dimension( ldwv, * ) wv, integer ldwv, integer nh, complex, dimension( ldwh, * ) wh, integer ldwh)
CLAQR5 performs a single small-bulge multi-shift QR sweep.
Purpose:
CLAQR5 called by CLAQR0 performs a single small-bulge multi-shift QR sweep.
- Parameters
WANTT
WANTT is LOGICAL WANTT = .true. if the triangular Schur factor is being computed. WANTT is set to .false. otherwise.
WANTZ
WANTZ is LOGICAL WANTZ = .true. if the unitary Schur factor is being computed. WANTZ is set to .false. otherwise.
KACC22
KACC22 is INTEGER with value 0, 1, or 2. Specifies the computation mode of far-from-diagonal orthogonal updates. = 0: CLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update far-from-diagonal matrix entries. = 1: CLAQR5 accumulates reflections and uses matrix-matrix multiply to update the far-from-diagonal matrix entries. = 2: Same as KACC22 = 1. This option used to enable exploiting the 2-by-2 structure during matrix multiplications, but this is no longer supported.
N
N is INTEGER N is the order of the Hessenberg matrix H upon which this subroutine operates.
KTOP
KTOP is INTEGER
KBOT
KBOT is INTEGER These are the first and last rows and columns of an isolated diagonal block upon which the QR sweep is to be applied. It is assumed without a check that either KTOP = 1 or H(KTOP,KTOP-1) = 0 and either KBOT = N or H(KBOT+1,KBOT) = 0.
NSHFTS
NSHFTS is INTEGER NSHFTS gives the number of simultaneous shifts. NSHFTS must be positive and even.
S
S is COMPLEX array, dimension (NSHFTS) S contains the shifts of origin that define the multi- shift QR sweep. On output S may be reordered.
H
H is COMPLEX array, dimension (LDH,N) On input H contains a Hessenberg matrix. On output a multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied to the isolated diagonal block in rows and columns KTOP through KBOT.
LDH
LDH is INTEGER LDH is the leading dimension of H just as declared in the calling procedure. LDH >= MAX(1,N).
ILOZ
ILOZ is INTEGER
IHIZ
IHIZ is INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
Z
Z is COMPLEX array, dimension (LDZ,IHIZ) If WANTZ = .TRUE., then the QR Sweep unitary similarity transformation is accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right. If WANTZ = .FALSE., then Z is unreferenced.
LDZ
LDZ is INTEGER LDA is the leading dimension of Z just as declared in the calling procedure. LDZ >= N.
V
V is COMPLEX array, dimension (LDV,NSHFTS/2)
LDV
LDV is INTEGER LDV is the leading dimension of V as declared in the calling procedure. LDV >= 3.
U
U is COMPLEX array, dimension (LDU,2*NSHFTS)
LDU
LDU is INTEGER LDU is the leading dimension of U just as declared in the in the calling subroutine. LDU >= 2*NSHFTS.
NV
NV is INTEGER NV is the number of rows in WV agailable for workspace. NV >= 1.
WV
WV is COMPLEX array, dimension (LDWV,2*NSHFTS)
LDWV
LDWV is INTEGER LDWV is the leading dimension of WV as declared in the in the calling subroutine. LDWV >= NV.
NH
NH is INTEGER NH is the number of columns in array WH available for workspace. NH >= 1.
WH
WH is COMPLEX array, dimension (LDWH,NH)
LDWH
LDWH is INTEGER Leading dimension of WH just as declared in the calling procedure. LDWH >= 2*NSHFTS.
- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
- Contributors:
Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA
Lars Karlsson, Daniel Kressner, and Bruno Lang
Thijs Steel, Department of Computer science, KU Leuven, Belgium
- 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.
Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed chains of bulges in multishift QR algorithms. ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
Definition at line 254 of file claqr5.f.
subroutine dlaqr5 (logical wantt, logical wantz, integer kacc22, integer n, integer ktop, integer kbot, integer nshfts, double precision, dimension( * ) sr, double precision, dimension( * ) si, double precision, dimension( ldh, * ) h, integer ldh, integer iloz, integer ihiz, double precision, dimension( ldz, * ) z, integer ldz, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( ldu, * ) u, integer ldu, integer nv, double precision, dimension( ldwv, * ) wv, integer ldwv, integer nh, double precision, dimension( ldwh, * ) wh, integer ldwh)
DLAQR5 performs a single small-bulge multi-shift QR sweep.
Purpose:
DLAQR5, called by DLAQR0, performs a single small-bulge multi-shift QR sweep.
- Parameters
WANTT
WANTT is LOGICAL WANTT = .true. if the quasi-triangular Schur factor is being computed. WANTT is set to .false. otherwise.
WANTZ
WANTZ is LOGICAL WANTZ = .true. if the orthogonal Schur factor is being computed. WANTZ is set to .false. otherwise.
KACC22
KACC22 is INTEGER with value 0, 1, or 2. Specifies the computation mode of far-from-diagonal orthogonal updates. = 0: DLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update far-from-diagonal matrix entries. = 1: DLAQR5 accumulates reflections and uses matrix-matrix multiply to update the far-from-diagonal matrix entries. = 2: Same as KACC22 = 1. This option used to enable exploiting the 2-by-2 structure during matrix multiplications, but this is no longer supported.
N
N is INTEGER N is the order of the Hessenberg matrix H upon which this subroutine operates.
KTOP
KTOP is INTEGER
KBOT
KBOT is INTEGER These are the first and last rows and columns of an isolated diagonal block upon which the QR sweep is to be applied. It is assumed without a check that either KTOP = 1 or H(KTOP,KTOP-1) = 0 and either KBOT = N or H(KBOT+1,KBOT) = 0.
NSHFTS
NSHFTS is INTEGER NSHFTS gives the number of simultaneous shifts. NSHFTS must be positive and even.
SR
SR is DOUBLE PRECISION array, dimension (NSHFTS)
SI
SI is DOUBLE PRECISION array, dimension (NSHFTS) SR contains the real parts and SI contains the imaginary parts of the NSHFTS shifts of origin that define the multi-shift QR sweep. On output SR and SI may be reordered.
H
H is DOUBLE PRECISION array, dimension (LDH,N) On input H contains a Hessenberg matrix. On output a multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied to the isolated diagonal block in rows and columns KTOP through KBOT.
LDH
LDH is INTEGER LDH is the leading dimension of H just as declared in the calling procedure. LDH >= MAX(1,N).
ILOZ
ILOZ is INTEGER
IHIZ
IHIZ is INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
Z
Z is DOUBLE PRECISION array, dimension (LDZ,IHIZ) If WANTZ = .TRUE., then the QR Sweep orthogonal similarity transformation is accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right. If WANTZ = .FALSE., then Z is unreferenced.
LDZ
LDZ is INTEGER LDA is the leading dimension of Z just as declared in the calling procedure. LDZ >= N.
V
V is DOUBLE PRECISION array, dimension (LDV,NSHFTS/2)
LDV
LDV is INTEGER LDV is the leading dimension of V as declared in the calling procedure. LDV >= 3.
U
U is DOUBLE PRECISION array, dimension (LDU,2*NSHFTS)
LDU
LDU is INTEGER LDU is the leading dimension of U just as declared in the in the calling subroutine. LDU >= 2*NSHFTS.
NV
NV is INTEGER NV is the number of rows in WV agailable for workspace. NV >= 1.
WV
WV is DOUBLE PRECISION array, dimension (LDWV,2*NSHFTS)
LDWV
LDWV is INTEGER LDWV is the leading dimension of WV as declared in the in the calling subroutine. LDWV >= NV.
NH
NH is INTEGER NH is the number of columns in array WH available for workspace. NH >= 1.
WH
WH is DOUBLE PRECISION array, dimension (LDWH,NH)
LDWH
LDWH is INTEGER Leading dimension of WH just as declared in the calling procedure. LDWH >= 2*NSHFTS.
- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
- Contributors:
Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA
Lars Karlsson, Daniel Kressner, and Bruno Lang
Thijs Steel, Department of Computer science, KU Leuven, Belgium
- 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.
Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed chains of bulges in multishift QR algorithms. ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
Definition at line 262 of file dlaqr5.f.
subroutine slaqr5 (logical wantt, logical wantz, integer kacc22, integer n, integer ktop, integer kbot, integer nshfts, real, dimension( * ) sr, real, dimension( * ) si, real, dimension( ldh, * ) h, integer ldh, integer iloz, integer ihiz, real, dimension( ldz, * ) z, integer ldz, real, dimension( ldv, * ) v, integer ldv, real, dimension( ldu, * ) u, integer ldu, integer nv, real, dimension( ldwv, * ) wv, integer ldwv, integer nh, real, dimension( ldwh, * ) wh, integer ldwh)
SLAQR5 performs a single small-bulge multi-shift QR sweep.
Purpose:
SLAQR5, called by SLAQR0, performs a single small-bulge multi-shift QR sweep.
- Parameters
WANTT
WANTT is LOGICAL WANTT = .true. if the quasi-triangular Schur factor is being computed. WANTT is set to .false. otherwise.
WANTZ
WANTZ is LOGICAL WANTZ = .true. if the orthogonal Schur factor is being computed. WANTZ is set to .false. otherwise.
KACC22
KACC22 is INTEGER with value 0, 1, or 2. Specifies the computation mode of far-from-diagonal orthogonal updates. = 0: SLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update far-from-diagonal matrix entries. = 1: SLAQR5 accumulates reflections and uses matrix-matrix multiply to update the far-from-diagonal matrix entries. = 2: Same as KACC22 = 1. This option used to enable exploiting the 2-by-2 structure during matrix multiplications, but this is no longer supported.
N
N is INTEGER N is the order of the Hessenberg matrix H upon which this subroutine operates.
KTOP
KTOP is INTEGER
KBOT
KBOT is INTEGER These are the first and last rows and columns of an isolated diagonal block upon which the QR sweep is to be applied. It is assumed without a check that either KTOP = 1 or H(KTOP,KTOP-1) = 0 and either KBOT = N or H(KBOT+1,KBOT) = 0.
NSHFTS
NSHFTS is INTEGER NSHFTS gives the number of simultaneous shifts. NSHFTS must be positive and even.
SR
SR is REAL array, dimension (NSHFTS)
SI
SI is REAL array, dimension (NSHFTS) SR contains the real parts and SI contains the imaginary parts of the NSHFTS shifts of origin that define the multi-shift QR sweep. On output SR and SI may be reordered.
H
H is REAL array, dimension (LDH,N) On input H contains a Hessenberg matrix. On output a multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied to the isolated diagonal block in rows and columns KTOP through KBOT.
LDH
LDH is INTEGER LDH is the leading dimension of H just as declared in the calling procedure. LDH >= MAX(1,N).
ILOZ
ILOZ is INTEGER
IHIZ
IHIZ is INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
Z
Z is REAL array, dimension (LDZ,IHIZ) If WANTZ = .TRUE., then the QR Sweep orthogonal similarity transformation is accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right. If WANTZ = .FALSE., then Z is unreferenced.
LDZ
LDZ is INTEGER LDA is the leading dimension of Z just as declared in the calling procedure. LDZ >= N.
V
V is REAL array, dimension (LDV,NSHFTS/2)
LDV
LDV is INTEGER LDV is the leading dimension of V as declared in the calling procedure. LDV >= 3.
U
U is REAL array, dimension (LDU,2*NSHFTS)
LDU
LDU is INTEGER LDU is the leading dimension of U just as declared in the in the calling subroutine. LDU >= 2*NSHFTS.
NV
NV is INTEGER NV is the number of rows in WV agailable for workspace. NV >= 1.
WV
WV is REAL array, dimension (LDWV,2*NSHFTS)
LDWV
LDWV is INTEGER LDWV is the leading dimension of WV as declared in the in the calling subroutine. LDWV >= NV.
NH
NH is INTEGER NH is the number of columns in array WH available for workspace. NH >= 1.
WH
WH is REAL array, dimension (LDWH,NH)
LDWH
LDWH is INTEGER Leading dimension of WH just as declared in the calling procedure. LDWH >= 2*NSHFTS.
- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
- Contributors:
Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA
Lars Karlsson, Daniel Kressner, and Bruno Lang
Thijs Steel, Department of Computer science, KU Leuven, Belgium
- 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.
Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed chains of bulges in multishift QR algorithms. ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
Definition at line 262 of file slaqr5.f.
subroutine zlaqr5 (logical wantt, logical wantz, integer kacc22, integer n, integer ktop, integer kbot, integer nshfts, complex*16, dimension( * ) s, complex*16, dimension( ldh, * ) h, integer ldh, integer iloz, integer ihiz, complex*16, dimension( ldz, * ) z, integer ldz, complex*16, dimension( ldv, * ) v, integer ldv, complex*16, dimension( ldu, * ) u, integer ldu, integer nv, complex*16, dimension( ldwv, * ) wv, integer ldwv, integer nh, complex*16, dimension( ldwh, * ) wh, integer ldwh)
ZLAQR5 performs a single small-bulge multi-shift QR sweep.
Purpose:
ZLAQR5, called by ZLAQR0, performs a single small-bulge multi-shift QR sweep.
- Parameters
WANTT
WANTT is LOGICAL WANTT = .true. if the triangular Schur factor is being computed. WANTT is set to .false. otherwise.
WANTZ
WANTZ is LOGICAL WANTZ = .true. if the unitary Schur factor is being computed. WANTZ is set to .false. otherwise.
KACC22
KACC22 is INTEGER with value 0, 1, or 2. Specifies the computation mode of far-from-diagonal orthogonal updates. = 0: ZLAQR5 does not accumulate reflections and does not use matrix-matrix multiply to update far-from-diagonal matrix entries. = 1: ZLAQR5 accumulates reflections and uses matrix-matrix multiply to update the far-from-diagonal matrix entries. = 2: Same as KACC22 = 1. This option used to enable exploiting the 2-by-2 structure during matrix multiplications, but this is no longer supported.
N
N is INTEGER N is the order of the Hessenberg matrix H upon which this subroutine operates.
KTOP
KTOP is INTEGER
KBOT
KBOT is INTEGER These are the first and last rows and columns of an isolated diagonal block upon which the QR sweep is to be applied. It is assumed without a check that either KTOP = 1 or H(KTOP,KTOP-1) = 0 and either KBOT = N or H(KBOT+1,KBOT) = 0.
NSHFTS
NSHFTS is INTEGER NSHFTS gives the number of simultaneous shifts. NSHFTS must be positive and even.
S
S is COMPLEX*16 array, dimension (NSHFTS) S contains the shifts of origin that define the multi- shift QR sweep. On output S may be reordered.
H
H is COMPLEX*16 array, dimension (LDH,N) On input H contains a Hessenberg matrix. On output a multi-shift QR sweep with shifts SR(J)+i*SI(J) is applied to the isolated diagonal block in rows and columns KTOP through KBOT.
LDH
LDH is INTEGER LDH is the leading dimension of H just as declared in the calling procedure. LDH >= MAX(1,N).
ILOZ
ILOZ is INTEGER
IHIZ
IHIZ is INTEGER Specify the rows of Z to which transformations must be applied if WANTZ is .TRUE.. 1 <= ILOZ <= IHIZ <= N
Z
Z is COMPLEX*16 array, dimension (LDZ,IHIZ) If WANTZ = .TRUE., then the QR Sweep unitary similarity transformation is accumulated into Z(ILOZ:IHIZ,ILOZ:IHIZ) from the right. If WANTZ = .FALSE., then Z is unreferenced.
LDZ
LDZ is INTEGER LDA is the leading dimension of Z just as declared in the calling procedure. LDZ >= N.
V
V is COMPLEX*16 array, dimension (LDV,NSHFTS/2)
LDV
LDV is INTEGER LDV is the leading dimension of V as declared in the calling procedure. LDV >= 3.
U
U is COMPLEX*16 array, dimension (LDU,2*NSHFTS)
LDU
LDU is INTEGER LDU is the leading dimension of U just as declared in the in the calling subroutine. LDU >= 2*NSHFTS.
NV
NV is INTEGER NV is the number of rows in WV agailable for workspace. NV >= 1.
WV
WV is COMPLEX*16 array, dimension (LDWV,2*NSHFTS)
LDWV
LDWV is INTEGER LDWV is the leading dimension of WV as declared in the in the calling subroutine. LDWV >= NV.
NH
NH is INTEGER NH is the number of columns in array WH available for workspace. NH >= 1.
WH
WH is COMPLEX*16 array, dimension (LDWH,NH)
LDWH
LDWH is INTEGER Leading dimension of WH just as declared in the calling procedure. LDWH >= 2*NSHFTS.
- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
- Contributors:
Karen Braman and Ralph Byers, Department of Mathematics, University of Kansas, USA
Lars Karlsson, Daniel Kressner, and Bruno Lang
Thijs Steel, Department of Computer science, KU Leuven, Belgium
- 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.
Lars Karlsson, Daniel Kressner, and Bruno Lang, Optimally packed chains of bulges in multishift QR algorithms. ACM Trans. Math. Softw. 40, 2, Article 12 (February 2014).
Definition at line 254 of file zlaqr5.f.
Author
Generated automatically by Doxygen for LAPACK from the source code.