table of contents
dlaqr5.f(3) | LAPACK | dlaqr5.f(3) |
NAME¶
dlaqr5.f
SYNOPSIS¶
Functions/Subroutines¶
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.
Function/Subroutine Documentation¶
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: DLAQR5 accumulates reflections, uses matrix-matrix
multiply to update the far-from-diagonal matrix entries,
and takes advantage of 2-by-2 block structure during
matrix multiplies.
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.GE.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 .LE. ILOZ .LE. IHIZ .LE. 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.GE.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.GE.3.
U
U is DOUBLE PRECISION array, dimension (LDU,3*NSHFTS-3)
LDU
LDU is INTEGER
LDU is the leading dimension of U just as declared in the
in the calling subroutine. LDU.GE.3*NSHFTS-3.
NH
NH is INTEGER
NH is the number of columns in array WH available for
workspace. NH.GE.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.GE.3*NSHFTS-3.
NV
NV is INTEGER
NV is the number of rows in WV agailable for workspace.
NV.GE.1.
WV
WV is DOUBLE PRECISION array, dimension (LDWV,3*NSHFTS-3)
LDWV
LDWV is INTEGER
LDWV is the leading dimension of WV as declared in the
in the calling subroutine. LDWV.GE.NV.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
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.
Definition at line 259 of file dlaqr5.f.
Author¶
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