ruby-lapack 1.4.1a → 1.5

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Files changed (1638) hide show
  1. data/Rakefile +1 -2
  2. data/ext/cbbcsd.c +34 -34
  3. data/ext/cbdsqr.c +20 -20
  4. data/ext/cgbbrd.c +12 -12
  5. data/ext/cgbcon.c +13 -13
  6. data/ext/cgbequ.c +3 -3
  7. data/ext/cgbequb.c +2 -2
  8. data/ext/cgbrfs.c +22 -22
  9. data/ext/cgbrfsx.c +43 -43
  10. data/ext/cgbsv.c +2 -2
  11. data/ext/cgbsvx.c +25 -25
  12. data/ext/cgbsvxx.c +36 -36
  13. data/ext/cgbtf2.c +3 -3
  14. data/ext/cgbtrf.c +3 -3
  15. data/ext/cgbtrs.c +11 -11
  16. data/ext/cgebak.c +11 -11
  17. data/ext/cgebal.c +1 -1
  18. data/ext/cgebd2.c +1 -1
  19. data/ext/cgebrd.c +1 -1
  20. data/ext/cgecon.c +1 -1
  21. data/ext/cgees.c +3 -3
  22. data/ext/cgeesx.c +4 -4
  23. data/ext/cgeev.c +4 -4
  24. data/ext/cgeevx.c +5 -5
  25. data/ext/cgegs.c +2 -2
  26. data/ext/cgegv.c +3 -3
  27. data/ext/cgehd2.c +1 -1
  28. data/ext/cgehrd.c +2 -2
  29. data/ext/cgelqf.c +6 -6
  30. data/ext/cgels.c +2 -2
  31. data/ext/cgelsd.c +9 -9
  32. data/ext/cgelss.c +2 -2
  33. data/ext/cgelsx.c +12 -12
  34. data/ext/cgelsy.c +12 -12
  35. data/ext/cgeql2.c +1 -1
  36. data/ext/cgeqlf.c +1 -1
  37. data/ext/cgeqp3.c +11 -11
  38. data/ext/cgeqpf.c +11 -11
  39. data/ext/cgeqr2.c +1 -1
  40. data/ext/cgeqr2p.c +1 -1
  41. data/ext/cgeqrf.c +1 -1
  42. data/ext/cgeqrfp.c +1 -1
  43. data/ext/cgerfs.c +31 -31
  44. data/ext/cgerfsx.c +25 -25
  45. data/ext/cgerqf.c +6 -6
  46. data/ext/cgesc2.c +13 -13
  47. data/ext/cgesdd.c +3 -3
  48. data/ext/cgesvd.c +4 -4
  49. data/ext/cgesvx.c +32 -32
  50. data/ext/cgesvxx.c +26 -26
  51. data/ext/cgetf2.c +1 -1
  52. data/ext/cgetrf.c +1 -1
  53. data/ext/cgetri.c +10 -10
  54. data/ext/cgetrs.c +10 -10
  55. data/ext/cggbak.c +11 -11
  56. data/ext/cggbal.c +11 -11
  57. data/ext/cgges.c +15 -15
  58. data/ext/cggesx.c +6 -6
  59. data/ext/cggev.c +3 -3
  60. data/ext/cggevx.c +5 -5
  61. data/ext/cgghrd.c +14 -14
  62. data/ext/cggqrf.c +9 -9
  63. data/ext/cggrqf.c +1 -1
  64. data/ext/cggsvd.c +3 -3
  65. data/ext/cggsvp.c +4 -4
  66. data/ext/cgtcon.c +20 -20
  67. data/ext/cgtrfs.c +48 -48
  68. data/ext/cgtsv.c +8 -8
  69. data/ext/cgtsvx.c +55 -55
  70. data/ext/cgttrs.c +19 -19
  71. data/ext/cgtts2.c +20 -20
  72. data/ext/chbev.c +3 -3
  73. data/ext/chbevd.c +9 -9
  74. data/ext/chbevx.c +7 -7
  75. data/ext/chbgst.c +15 -15
  76. data/ext/chbgv.c +15 -15
  77. data/ext/chbgvd.c +20 -20
  78. data/ext/chbgvx.c +9 -9
  79. data/ext/chbtrd.c +13 -13
  80. data/ext/checon.c +12 -12
  81. data/ext/cheequb.c +1 -1
  82. data/ext/cheev.c +2 -2
  83. data/ext/cheevd.c +7 -7
  84. data/ext/cheevr.c +12 -12
  85. data/ext/cheevx.c +7 -7
  86. data/ext/chegs2.c +2 -2
  87. data/ext/chegst.c +2 -2
  88. data/ext/chegv.c +13 -13
  89. data/ext/chegvd.c +18 -18
  90. data/ext/chegvx.c +19 -19
  91. data/ext/cherfs.c +31 -31
  92. data/ext/cherfsx.c +43 -43
  93. data/ext/chesv.c +10 -10
  94. data/ext/chesvx.c +15 -15
  95. data/ext/chesvxx.c +41 -41
  96. data/ext/chetd2.c +1 -1
  97. data/ext/chetf2.c +1 -1
  98. data/ext/chetrd.c +2 -2
  99. data/ext/chetrf.c +2 -2
  100. data/ext/chetri.c +1 -1
  101. data/ext/chetrs.c +10 -10
  102. data/ext/chetrs2.c +10 -10
  103. data/ext/chfrk.c +6 -6
  104. data/ext/chgeqz.c +27 -27
  105. data/ext/chpcon.c +1 -1
  106. data/ext/chpev.c +2 -2
  107. data/ext/chpevd.c +2 -2
  108. data/ext/chpevx.c +7 -7
  109. data/ext/chpgst.c +10 -10
  110. data/ext/chpgv.c +2 -2
  111. data/ext/chpgvd.c +11 -11
  112. data/ext/chpgvx.c +8 -8
  113. data/ext/chprfs.c +10 -10
  114. data/ext/chpsv.c +1 -1
  115. data/ext/chpsvx.c +20 -20
  116. data/ext/chptrd.c +1 -1
  117. data/ext/chptrf.c +1 -1
  118. data/ext/chptri.c +1 -1
  119. data/ext/chptrs.c +1 -1
  120. data/ext/chsein.c +21 -21
  121. data/ext/chseqr.c +4 -4
  122. data/ext/cla_gbamv.c +14 -14
  123. data/ext/cla_gbrcond_c.c +33 -33
  124. data/ext/cla_gbrcond_x.c +32 -32
  125. data/ext/cla_gbrfsx_extended.c +75 -75
  126. data/ext/cla_gbrpvgrw.c +13 -13
  127. data/ext/cla_geamv.c +6 -6
  128. data/ext/cla_gercond_c.c +31 -31
  129. data/ext/cla_gercond_x.c +30 -30
  130. data/ext/cla_gerfsx_extended.c +81 -81
  131. data/ext/cla_heamv.c +12 -12
  132. data/ext/cla_hercond_c.c +31 -31
  133. data/ext/cla_hercond_x.c +30 -30
  134. data/ext/cla_herfsx_extended.c +82 -82
  135. data/ext/cla_herpvgrw.c +14 -14
  136. data/ext/cla_lin_berr.c +14 -14
  137. data/ext/cla_porcond_c.c +23 -23
  138. data/ext/cla_porcond_x.c +22 -22
  139. data/ext/cla_porfsx_extended.c +74 -74
  140. data/ext/cla_porpvgrw.c +2 -2
  141. data/ext/cla_rpvgrw.c +12 -12
  142. data/ext/cla_syamv.c +13 -13
  143. data/ext/cla_syrcond_c.c +31 -31
  144. data/ext/cla_syrcond_x.c +30 -30
  145. data/ext/cla_syrfsx_extended.c +82 -82
  146. data/ext/cla_syrpvgrw.c +14 -14
  147. data/ext/cla_wwaddw.c +11 -11
  148. data/ext/clabrd.c +2 -2
  149. data/ext/clacn2.c +2 -2
  150. data/ext/clacp2.c +1 -1
  151. data/ext/clacpy.c +1 -1
  152. data/ext/clacrm.c +11 -11
  153. data/ext/clacrt.c +12 -12
  154. data/ext/claed7.c +42 -42
  155. data/ext/claed8.c +27 -27
  156. data/ext/claein.c +14 -14
  157. data/ext/clags2.c +5 -5
  158. data/ext/clagtm.c +21 -21
  159. data/ext/clahef.c +1 -1
  160. data/ext/clahqr.c +6 -6
  161. data/ext/clahr2.c +1 -1
  162. data/ext/clahrd.c +1 -1
  163. data/ext/claic1.c +12 -12
  164. data/ext/clals0.c +37 -37
  165. data/ext/clalsa.c +72 -72
  166. data/ext/clalsd.c +4 -4
  167. data/ext/clangb.c +3 -3
  168. data/ext/clange.c +1 -1
  169. data/ext/clangt.c +10 -10
  170. data/ext/clanhb.c +2 -2
  171. data/ext/clanhe.c +1 -1
  172. data/ext/clanhf.c +3 -3
  173. data/ext/clanhp.c +2 -2
  174. data/ext/clanhs.c +1 -1
  175. data/ext/clanht.c +1 -1
  176. data/ext/clansb.c +2 -2
  177. data/ext/clansp.c +2 -2
  178. data/ext/clansy.c +1 -1
  179. data/ext/clantb.c +3 -3
  180. data/ext/clantp.c +2 -2
  181. data/ext/clantr.c +3 -3
  182. data/ext/clapll.c +10 -10
  183. data/ext/clapmr.c +1 -1
  184. data/ext/clapmt.c +11 -11
  185. data/ext/claqgb.c +2 -2
  186. data/ext/claqge.c +10 -10
  187. data/ext/claqhb.c +2 -2
  188. data/ext/claqhe.c +12 -12
  189. data/ext/claqhp.c +2 -2
  190. data/ext/claqp2.c +10 -10
  191. data/ext/claqps.c +20 -20
  192. data/ext/claqr0.c +3 -3
  193. data/ext/claqr1.c +4 -4
  194. data/ext/claqr2.c +18 -18
  195. data/ext/claqr3.c +18 -18
  196. data/ext/claqr4.c +3 -3
  197. data/ext/claqr5.c +21 -21
  198. data/ext/claqsb.c +13 -13
  199. data/ext/claqsp.c +2 -2
  200. data/ext/claqsy.c +12 -12
  201. data/ext/clar1v.c +15 -15
  202. data/ext/clar2v.c +19 -19
  203. data/ext/clarf.c +2 -2
  204. data/ext/clarfb.c +16 -16
  205. data/ext/clarfg.c +1 -1
  206. data/ext/clarfgp.c +1 -1
  207. data/ext/clarft.c +2 -2
  208. data/ext/clarfx.c +3 -3
  209. data/ext/clargv.c +2 -2
  210. data/ext/clarnv.c +1 -1
  211. data/ext/clarrv.c +40 -40
  212. data/ext/clarscl2.c +8 -8
  213. data/ext/clartv.c +20 -20
  214. data/ext/clarz.c +11 -11
  215. data/ext/clarzb.c +14 -14
  216. data/ext/clarzt.c +2 -2
  217. data/ext/clascl.c +4 -4
  218. data/ext/clascl2.c +8 -8
  219. data/ext/claset.c +4 -4
  220. data/ext/clasr.c +2 -2
  221. data/ext/classq.c +2 -2
  222. data/ext/claswp.c +2 -2
  223. data/ext/clasyf.c +1 -1
  224. data/ext/clatbs.c +14 -14
  225. data/ext/clatdf.c +21 -21
  226. data/ext/clatps.c +12 -12
  227. data/ext/clatrd.c +1 -1
  228. data/ext/clatrs.c +15 -15
  229. data/ext/clatrz.c +1 -1
  230. data/ext/clatzm.c +3 -3
  231. data/ext/clauu2.c +1 -1
  232. data/ext/clauum.c +1 -1
  233. data/ext/cpbcon.c +3 -3
  234. data/ext/cpbequ.c +1 -1
  235. data/ext/cpbrfs.c +12 -12
  236. data/ext/cpbstf.c +1 -1
  237. data/ext/cpbsv.c +1 -1
  238. data/ext/cpbsvx.c +23 -23
  239. data/ext/cpbtf2.c +1 -1
  240. data/ext/cpbtrf.c +1 -1
  241. data/ext/cpbtrs.c +1 -1
  242. data/ext/cpftrf.c +2 -2
  243. data/ext/cpftri.c +2 -2
  244. data/ext/cpftrs.c +2 -2
  245. data/ext/cpocon.c +1 -1
  246. data/ext/cporfs.c +23 -23
  247. data/ext/cporfsx.c +22 -22
  248. data/ext/cposv.c +9 -9
  249. data/ext/cposvx.c +12 -12
  250. data/ext/cposvxx.c +20 -20
  251. data/ext/cpotf2.c +1 -1
  252. data/ext/cpotrf.c +1 -1
  253. data/ext/cpotri.c +1 -1
  254. data/ext/cpotrs.c +9 -9
  255. data/ext/cppcon.c +1 -1
  256. data/ext/cppequ.c +1 -1
  257. data/ext/cpprfs.c +20 -20
  258. data/ext/cppsv.c +1 -1
  259. data/ext/cppsvx.c +12 -12
  260. data/ext/cpptrf.c +1 -1
  261. data/ext/cpptri.c +1 -1
  262. data/ext/cpptrs.c +1 -1
  263. data/ext/cpstf2.c +2 -2
  264. data/ext/cpstrf.c +2 -2
  265. data/ext/cptcon.c +1 -1
  266. data/ext/cpteqr.c +10 -10
  267. data/ext/cptrfs.c +12 -12
  268. data/ext/cptsv.c +8 -8
  269. data/ext/cptsvx.c +19 -19
  270. data/ext/cpttrs.c +1 -1
  271. data/ext/cptts2.c +1 -1
  272. data/ext/crot.c +11 -11
  273. data/ext/cspcon.c +1 -1
  274. data/ext/cspmv.c +3 -3
  275. data/ext/cspr.c +11 -11
  276. data/ext/csprfs.c +10 -10
  277. data/ext/cspsv.c +1 -1
  278. data/ext/cspsvx.c +20 -20
  279. data/ext/csptrf.c +1 -1
  280. data/ext/csptri.c +1 -1
  281. data/ext/csptrs.c +1 -1
  282. data/ext/csrscl.c +2 -2
  283. data/ext/cstedc.c +10 -10
  284. data/ext/cstegr.c +18 -18
  285. data/ext/cstein.c +14 -14
  286. data/ext/cstemr.c +22 -22
  287. data/ext/csteqr.c +10 -10
  288. data/ext/csycon.c +12 -12
  289. data/ext/csyconv.c +12 -12
  290. data/ext/csyequb.c +1 -1
  291. data/ext/csymv.c +13 -13
  292. data/ext/csyr.c +4 -4
  293. data/ext/csyrfs.c +31 -31
  294. data/ext/csyrfsx.c +43 -43
  295. data/ext/csysv.c +10 -10
  296. data/ext/csysvx.c +15 -15
  297. data/ext/csysvxx.c +41 -41
  298. data/ext/csyswapr.c +2 -2
  299. data/ext/csytf2.c +1 -1
  300. data/ext/csytrf.c +2 -2
  301. data/ext/csytri.c +1 -1
  302. data/ext/csytri2.c +3 -3
  303. data/ext/csytri2x.c +2 -2
  304. data/ext/csytrs.c +10 -10
  305. data/ext/csytrs2.c +10 -10
  306. data/ext/ctbcon.c +3 -3
  307. data/ext/ctbrfs.c +14 -14
  308. data/ext/ctbtrs.c +2 -2
  309. data/ext/ctfsm.c +5 -5
  310. data/ext/ctftri.c +1 -1
  311. data/ext/ctfttp.c +1 -1
  312. data/ext/ctfttr.c +1 -1
  313. data/ext/ctgevc.c +32 -32
  314. data/ext/ctgex2.c +14 -14
  315. data/ext/ctgexc.c +25 -25
  316. data/ext/ctgsen.c +37 -37
  317. data/ext/ctgsja.c +26 -26
  318. data/ext/ctgsna.c +24 -24
  319. data/ext/ctgsy2.c +22 -22
  320. data/ext/ctgsyl.c +42 -42
  321. data/ext/ctpcon.c +2 -2
  322. data/ext/ctprfs.c +13 -13
  323. data/ext/ctptri.c +1 -1
  324. data/ext/ctptrs.c +3 -3
  325. data/ext/ctpttf.c +1 -1
  326. data/ext/ctpttr.c +1 -1
  327. data/ext/ctrcon.c +3 -3
  328. data/ext/ctrevc.c +12 -12
  329. data/ext/ctrexc.c +1 -1
  330. data/ext/ctrrfs.c +11 -11
  331. data/ext/ctrsen.c +13 -13
  332. data/ext/ctrsna.c +20 -20
  333. data/ext/ctrsyl.c +11 -11
  334. data/ext/ctrti2.c +1 -1
  335. data/ext/ctrtri.c +1 -1
  336. data/ext/ctrtrs.c +10 -10
  337. data/ext/ctrttf.c +1 -1
  338. data/ext/ctrttp.c +1 -1
  339. data/ext/cunbdb.c +15 -15
  340. data/ext/cuncsd.c +27 -27
  341. data/ext/cung2l.c +9 -9
  342. data/ext/cung2r.c +9 -9
  343. data/ext/cungbr.c +1 -1
  344. data/ext/cunghr.c +7 -7
  345. data/ext/cungl2.c +1 -1
  346. data/ext/cunglq.c +9 -9
  347. data/ext/cungql.c +9 -9
  348. data/ext/cungqr.c +9 -9
  349. data/ext/cungr2.c +1 -1
  350. data/ext/cungrq.c +9 -9
  351. data/ext/cungtr.c +6 -6
  352. data/ext/cunm2l.c +12 -12
  353. data/ext/cunm2r.c +12 -12
  354. data/ext/cunmbr.c +3 -3
  355. data/ext/cunmhr.c +12 -12
  356. data/ext/cunml2.c +1 -1
  357. data/ext/cunmlq.c +7 -7
  358. data/ext/cunmql.c +12 -12
  359. data/ext/cunmqr.c +12 -12
  360. data/ext/cunmr2.c +1 -1
  361. data/ext/cunmr3.c +10 -10
  362. data/ext/cunmrq.c +7 -7
  363. data/ext/cunmrz.c +10 -10
  364. data/ext/cunmtr.c +17 -17
  365. data/ext/cupgtr.c +8 -8
  366. data/ext/cupmtr.c +2 -2
  367. data/ext/dbbcsd.c +29 -29
  368. data/ext/dbdsdc.c +6 -6
  369. data/ext/dbdsqr.c +20 -20
  370. data/ext/ddisna.c +1 -1
  371. data/ext/dgbbrd.c +12 -12
  372. data/ext/dgbcon.c +13 -13
  373. data/ext/dgbequ.c +3 -3
  374. data/ext/dgbequb.c +2 -2
  375. data/ext/dgbrfs.c +22 -22
  376. data/ext/dgbrfsx.c +43 -43
  377. data/ext/dgbsv.c +2 -2
  378. data/ext/dgbsvx.c +25 -25
  379. data/ext/dgbsvxx.c +36 -36
  380. data/ext/dgbtf2.c +3 -3
  381. data/ext/dgbtrf.c +3 -3
  382. data/ext/dgbtrs.c +11 -11
  383. data/ext/dgebak.c +11 -11
  384. data/ext/dgebal.c +1 -1
  385. data/ext/dgebd2.c +1 -1
  386. data/ext/dgebrd.c +1 -1
  387. data/ext/dgecon.c +1 -1
  388. data/ext/dgees.c +3 -3
  389. data/ext/dgeesx.c +4 -4
  390. data/ext/dgeev.c +3 -3
  391. data/ext/dgeevx.c +5 -5
  392. data/ext/dgegs.c +2 -2
  393. data/ext/dgegv.c +3 -3
  394. data/ext/dgehd2.c +1 -1
  395. data/ext/dgehrd.c +2 -2
  396. data/ext/dgejsv.c +16 -16
  397. data/ext/dgelqf.c +6 -6
  398. data/ext/dgels.c +2 -2
  399. data/ext/dgelsd.c +7 -7
  400. data/ext/dgelss.c +2 -2
  401. data/ext/dgelsx.c +12 -12
  402. data/ext/dgelsy.c +12 -12
  403. data/ext/dgeql2.c +1 -1
  404. data/ext/dgeqlf.c +1 -1
  405. data/ext/dgeqp3.c +11 -11
  406. data/ext/dgeqpf.c +11 -11
  407. data/ext/dgeqr2.c +1 -1
  408. data/ext/dgeqr2p.c +1 -1
  409. data/ext/dgeqrf.c +1 -1
  410. data/ext/dgeqrfp.c +1 -1
  411. data/ext/dgerfs.c +31 -31
  412. data/ext/dgerfsx.c +25 -25
  413. data/ext/dgerqf.c +6 -6
  414. data/ext/dgesc2.c +13 -13
  415. data/ext/dgesdd.c +3 -3
  416. data/ext/dgesvd.c +4 -4
  417. data/ext/dgesvj.c +15 -15
  418. data/ext/dgesvx.c +32 -32
  419. data/ext/dgesvxx.c +26 -26
  420. data/ext/dgetf2.c +1 -1
  421. data/ext/dgetrf.c +1 -1
  422. data/ext/dgetri.c +10 -10
  423. data/ext/dgetrs.c +10 -10
  424. data/ext/dggbak.c +11 -11
  425. data/ext/dggbal.c +11 -11
  426. data/ext/dgges.c +15 -15
  427. data/ext/dggesx.c +6 -6
  428. data/ext/dggev.c +3 -3
  429. data/ext/dggevx.c +4 -4
  430. data/ext/dgghrd.c +14 -14
  431. data/ext/dggqrf.c +9 -9
  432. data/ext/dggrqf.c +1 -1
  433. data/ext/dggsvd.c +3 -3
  434. data/ext/dggsvp.c +4 -4
  435. data/ext/dgsvj0.c +20 -20
  436. data/ext/dgsvj1.c +26 -26
  437. data/ext/dgtcon.c +20 -20
  438. data/ext/dgtrfs.c +48 -48
  439. data/ext/dgtsv.c +8 -8
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- <HTML>
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- <HEAD>
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- <TITLE>REAL routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>REAL routines for upper Hessenberg matrix, generalized problem (i.e a Hessenberg and a triangular matrix) matrix</H1>
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- <UL>
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- <LI><A HREF="#shgeqz">shgeqz</A></LI>
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- </UL>
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-
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- <A NAME="shgeqz"></A>
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- <H2>shgeqz</H2>
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- <PRE>
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- USAGE:
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- alphar, alphai, beta, work, info, h, t, q, z = NumRu::Lapack.shgeqz( job, compq, compz, ilo, ihi, h, t, q, z, [:lwork => lwork, :usage => usage, :help => help])
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-
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-
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- FORTRAN MANUAL
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- SUBROUTINE SHGEQZ( JOB, COMPQ, COMPZ, N, ILO, IHI, H, LDH, T, LDT, ALPHAR, ALPHAI, BETA, Q, LDQ, Z, LDZ, WORK, LWORK, INFO )
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-
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- * Purpose
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- * =======
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- *
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- * SHGEQZ computes the eigenvalues of a real matrix pair (H,T),
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- * where H is an upper Hessenberg matrix and T is upper triangular,
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- * using the double-shift QZ method.
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- * Matrix pairs of this type are produced by the reduction to
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- * generalized upper Hessenberg form of a real matrix pair (A,B):
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- *
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- * A = Q1*H*Z1**T, B = Q1*T*Z1**T,
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- *
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- * as computed by SGGHRD.
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- *
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- * If JOB='S', then the Hessenberg-triangular pair (H,T) is
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- * also reduced to generalized Schur form,
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- *
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- * H = Q*S*Z**T, T = Q*P*Z**T,
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- *
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- * where Q and Z are orthogonal matrices, P is an upper triangular
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- * matrix, and S is a quasi-triangular matrix with 1-by-1 and 2-by-2
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- * diagonal blocks.
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- *
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- * The 1-by-1 blocks correspond to real eigenvalues of the matrix pair
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- * (H,T) and the 2-by-2 blocks correspond to complex conjugate pairs of
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- * eigenvalues.
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- *
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- * Additionally, the 2-by-2 upper triangular diagonal blocks of P
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- * corresponding to 2-by-2 blocks of S are reduced to positive diagonal
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- * form, i.e., if S(j+1,j) is non-zero, then P(j+1,j) = P(j,j+1) = 0,
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- * P(j,j) > 0, and P(j+1,j+1) > 0.
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- *
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- * Optionally, the orthogonal matrix Q from the generalized Schur
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- * factorization may be postmultiplied into an input matrix Q1, and the
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- * orthogonal matrix Z may be postmultiplied into an input matrix Z1.
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- * If Q1 and Z1 are the orthogonal matrices from SGGHRD that reduced
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- * the matrix pair (A,B) to generalized upper Hessenberg form, then the
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- * output matrices Q1*Q and Z1*Z are the orthogonal factors from the
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- * generalized Schur factorization of (A,B):
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- *
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- * A = (Q1*Q)*S*(Z1*Z)**T, B = (Q1*Q)*P*(Z1*Z)**T.
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- *
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- * To avoid overflow, eigenvalues of the matrix pair (H,T) (equivalently,
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- * of (A,B)) are computed as a pair of values (alpha,beta), where alpha is
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- * complex and beta real.
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- * If beta is nonzero, lambda = alpha / beta is an eigenvalue of the
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- * generalized nonsymmetric eigenvalue problem (GNEP)
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- * A*x = lambda*B*x
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- * and if alpha is nonzero, mu = beta / alpha is an eigenvalue of the
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- * alternate form of the GNEP
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- * mu*A*y = B*y.
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- * Real eigenvalues can be read directly from the generalized Schur
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- * form:
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- * alpha = S(i,i), beta = P(i,i).
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- *
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- * Ref: C.B. Moler & G.W. Stewart, "An Algorithm for Generalized Matrix
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- * Eigenvalue Problems", SIAM J. Numer. Anal., 10(1973),
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- * pp. 241--256.
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- *
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-
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- * Arguments
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- * =========
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- *
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- * JOB (input) CHARACTER*1
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- * = 'E': Compute eigenvalues only;
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- * = 'S': Compute eigenvalues and the Schur form.
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- *
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- * COMPQ (input) CHARACTER*1
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- * = 'N': Left Schur vectors (Q) are not computed;
90
- * = 'I': Q is initialized to the unit matrix and the matrix Q
91
- * of left Schur vectors of (H,T) is returned;
92
- * = 'V': Q must contain an orthogonal matrix Q1 on entry and
93
- * the product Q1*Q is returned.
94
- *
95
- * COMPZ (input) CHARACTER*1
96
- * = 'N': Right Schur vectors (Z) are not computed;
97
- * = 'I': Z is initialized to the unit matrix and the matrix Z
98
- * of right Schur vectors of (H,T) is returned;
99
- * = 'V': Z must contain an orthogonal matrix Z1 on entry and
100
- * the product Z1*Z is returned.
101
- *
102
- * N (input) INTEGER
103
- * The order of the matrices H, T, Q, and Z. N >= 0.
104
- *
105
- * ILO (input) INTEGER
106
- * IHI (input) INTEGER
107
- * ILO and IHI mark the rows and columns of H which are in
108
- * Hessenberg form. It is assumed that A is already upper
109
- * triangular in rows and columns 1:ILO-1 and IHI+1:N.
110
- * If N > 0, 1 <= ILO <= IHI <= N; if N = 0, ILO=1 and IHI=0.
111
- *
112
- * H (input/output) REAL array, dimension (LDH, N)
113
- * On entry, the N-by-N upper Hessenberg matrix H.
114
- * On exit, if JOB = 'S', H contains the upper quasi-triangular
115
- * matrix S from the generalized Schur factorization;
116
- * 2-by-2 diagonal blocks (corresponding to complex conjugate
117
- * pairs of eigenvalues) are returned in standard form, with
118
- * H(i,i) = H(i+1,i+1) and H(i+1,i)*H(i,i+1) < 0.
119
- * If JOB = 'E', the diagonal blocks of H match those of S, but
120
- * the rest of H is unspecified.
121
- *
122
- * LDH (input) INTEGER
123
- * The leading dimension of the array H. LDH >= max( 1, N ).
124
- *
125
- * T (input/output) REAL array, dimension (LDT, N)
126
- * On entry, the N-by-N upper triangular matrix T.
127
- * On exit, if JOB = 'S', T contains the upper triangular
128
- * matrix P from the generalized Schur factorization;
129
- * 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks of S
130
- * are reduced to positive diagonal form, i.e., if H(j+1,j) is
131
- * non-zero, then T(j+1,j) = T(j,j+1) = 0, T(j,j) > 0, and
132
- * T(j+1,j+1) > 0.
133
- * If JOB = 'E', the diagonal blocks of T match those of P, but
134
- * the rest of T is unspecified.
135
- *
136
- * LDT (input) INTEGER
137
- * The leading dimension of the array T. LDT >= max( 1, N ).
138
- *
139
- * ALPHAR (output) REAL array, dimension (N)
140
- * The real parts of each scalar alpha defining an eigenvalue
141
- * of GNEP.
142
- *
143
- * ALPHAI (output) REAL array, dimension (N)
144
- * The imaginary parts of each scalar alpha defining an
145
- * eigenvalue of GNEP.
146
- * If ALPHAI(j) is zero, then the j-th eigenvalue is real; if
147
- * positive, then the j-th and (j+1)-st eigenvalues are a
148
- * complex conjugate pair, with ALPHAI(j+1) = -ALPHAI(j).
149
- *
150
- * BETA (output) REAL array, dimension (N)
151
- * The scalars beta that define the eigenvalues of GNEP.
152
- * Together, the quantities alpha = (ALPHAR(j),ALPHAI(j)) and
153
- * beta = BETA(j) represent the j-th eigenvalue of the matrix
154
- * pair (A,B), in one of the forms lambda = alpha/beta or
155
- * mu = beta/alpha. Since either lambda or mu may overflow,
156
- * they should not, in general, be computed.
157
- *
158
- * Q (input/output) REAL array, dimension (LDQ, N)
159
- * On entry, if COMPZ = 'V', the orthogonal matrix Q1 used in
160
- * the reduction of (A,B) to generalized Hessenberg form.
161
- * On exit, if COMPZ = 'I', the orthogonal matrix of left Schur
162
- * vectors of (H,T), and if COMPZ = 'V', the orthogonal matrix
163
- * of left Schur vectors of (A,B).
164
- * Not referenced if COMPZ = 'N'.
165
- *
166
- * LDQ (input) INTEGER
167
- * The leading dimension of the array Q. LDQ >= 1.
168
- * If COMPQ='V' or 'I', then LDQ >= N.
169
- *
170
- * Z (input/output) REAL array, dimension (LDZ, N)
171
- * On entry, if COMPZ = 'V', the orthogonal matrix Z1 used in
172
- * the reduction of (A,B) to generalized Hessenberg form.
173
- * On exit, if COMPZ = 'I', the orthogonal matrix of
174
- * right Schur vectors of (H,T), and if COMPZ = 'V', the
175
- * orthogonal matrix of right Schur vectors of (A,B).
176
- * Not referenced if COMPZ = 'N'.
177
- *
178
- * LDZ (input) INTEGER
179
- * The leading dimension of the array Z. LDZ >= 1.
180
- * If COMPZ='V' or 'I', then LDZ >= N.
181
- *
182
- * WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
183
- * On exit, if INFO >= 0, WORK(1) returns the optimal LWORK.
184
- *
185
- * LWORK (input) INTEGER
186
- * The dimension of the array WORK. LWORK >= max(1,N).
187
- *
188
- * If LWORK = -1, then a workspace query is assumed; the routine
189
- * only calculates the optimal size of the WORK array, returns
190
- * this value as the first entry of the WORK array, and no error
191
- * message related to LWORK is issued by XERBLA.
192
- *
193
- * INFO (output) INTEGER
194
- * = 0: successful exit
195
- * < 0: if INFO = -i, the i-th argument had an illegal value
196
- * = 1,...,N: the QZ iteration did not converge. (H,T) is not
197
- * in Schur form, but ALPHAR(i), ALPHAI(i), and
198
- * BETA(i), i=INFO+1,...,N should be correct.
199
- * = N+1,...,2*N: the shift calculation failed. (H,T) is not
200
- * in Schur form, but ALPHAR(i), ALPHAI(i), and
201
- * BETA(i), i=INFO-N+1,...,N should be correct.
202
- *
203
-
204
- * Further Details
205
- * ===============
206
- *
207
- * Iteration counters:
208
- *
209
- * JITER -- counts iterations.
210
- * IITER -- counts iterations run since ILAST was last
211
- * changed. This is therefore reset only when a 1-by-1 or
212
- * 2-by-2 block deflates off the bottom.
213
- *
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- * =====================================================================
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- *
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-
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-
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- </PRE>
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- <A HREF="#top">go to the page top</A>
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-
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- <HR />
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- <A HREF="s.html">back to matrix types</A><BR>
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- <HTML>
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- <HEAD>
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- <TITLE>REAL routines for upper Hessenberg matrix</TITLE>
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- </HEAD>
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- <BODY>
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- <A NAME="top"></A>
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- <H1>REAL routines for upper Hessenberg matrix</H1>
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- <UL>
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- <LI><A HREF="#shsein">shsein</A></LI>
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- <LI><A HREF="#shseqr">shseqr</A></LI>
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- </UL>
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-
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- <A NAME="shsein"></A>
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- <H2>shsein</H2>
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- <PRE>
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- USAGE:
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- m, ifaill, ifailr, info, select, wr, vl, vr = NumRu::Lapack.shsein( side, eigsrc, initv, select, h, wr, wi, vl, vr, [:usage => usage, :help => help])
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-
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-
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- FORTRAN MANUAL
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- SUBROUTINE SHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, WR, WI, VL, LDVL, VR, LDVR, MM, M, WORK, IFAILL, IFAILR, INFO )
22
-
23
- * Purpose
24
- * =======
25
- *
26
- * SHSEIN uses inverse iteration to find specified right and/or left
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- * eigenvectors of a real upper Hessenberg matrix H.
28
- *
29
- * The right eigenvector x and the left eigenvector y of the matrix H
30
- * corresponding to an eigenvalue w are defined by:
31
- *
32
- * H * x = w * x, y**h * H = w * y**h
33
- *
34
- * where y**h denotes the conjugate transpose of the vector y.
35
- *
36
-
37
- * Arguments
38
- * =========
39
- *
40
- * SIDE (input) CHARACTER*1
41
- * = 'R': compute right eigenvectors only;
42
- * = 'L': compute left eigenvectors only;
43
- * = 'B': compute both right and left eigenvectors.
44
- *
45
- * EIGSRC (input) CHARACTER*1
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- * Specifies the source of eigenvalues supplied in (WR,WI):
47
- * = 'Q': the eigenvalues were found using SHSEQR; thus, if
48
- * H has zero subdiagonal elements, and so is
49
- * block-triangular, then the j-th eigenvalue can be
50
- * assumed to be an eigenvalue of the block containing
51
- * the j-th row/column. This property allows SHSEIN to
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- * perform inverse iteration on just one diagonal block.
53
- * = 'N': no assumptions are made on the correspondence
54
- * between eigenvalues and diagonal blocks. In this
55
- * case, SHSEIN must always perform inverse iteration
56
- * using the whole matrix H.
57
- *
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- * INITV (input) CHARACTER*1
59
- * = 'N': no initial vectors are supplied;
60
- * = 'U': user-supplied initial vectors are stored in the arrays
61
- * VL and/or VR.
62
- *
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- * SELECT (input/output) LOGICAL array, dimension (N)
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- * Specifies the eigenvectors to be computed. To select the
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- * real eigenvector corresponding to a real eigenvalue WR(j),
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- * SELECT(j) must be set to .TRUE.. To select the complex
67
- * eigenvector corresponding to a complex eigenvalue
68
- * (WR(j),WI(j)), with complex conjugate (WR(j+1),WI(j+1)),
69
- * either SELECT(j) or SELECT(j+1) or both must be set to
70
- * .TRUE.; then on exit SELECT(j) is .TRUE. and SELECT(j+1) is
71
- * .FALSE..
72
- *
73
- * N (input) INTEGER
74
- * The order of the matrix H. N >= 0.
75
- *
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- * H (input) REAL array, dimension (LDH,N)
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- * The upper Hessenberg matrix H.
78
- *
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- * LDH (input) INTEGER
80
- * The leading dimension of the array H. LDH >= max(1,N).
81
- *
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- * WR (input/output) REAL array, dimension (N)
83
- * WI (input) REAL array, dimension (N)
84
- * On entry, the real and imaginary parts of the eigenvalues of
85
- * H; a complex conjugate pair of eigenvalues must be stored in
86
- * consecutive elements of WR and WI.
87
- * On exit, WR may have been altered since close eigenvalues
88
- * are perturbed slightly in searching for independent
89
- * eigenvectors.
90
- *
91
- * VL (input/output) REAL array, dimension (LDVL,MM)
92
- * On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
93
- * contain starting vectors for the inverse iteration for the
94
- * left eigenvectors; the starting vector for each eigenvector
95
- * must be in the same column(s) in which the eigenvector will
96
- * be stored.
97
- * On exit, if SIDE = 'L' or 'B', the left eigenvectors
98
- * specified by SELECT will be stored consecutively in the
99
- * columns of VL, in the same order as their eigenvalues. A
100
- * complex eigenvector corresponding to a complex eigenvalue is
101
- * stored in two consecutive columns, the first holding the real
102
- * part and the second the imaginary part.
103
- * If SIDE = 'R', VL is not referenced.
104
- *
105
- * LDVL (input) INTEGER
106
- * The leading dimension of the array VL.
107
- * LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
108
- *
109
- * VR (input/output) REAL array, dimension (LDVR,MM)
110
- * On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
111
- * contain starting vectors for the inverse iteration for the
112
- * right eigenvectors; the starting vector for each eigenvector
113
- * must be in the same column(s) in which the eigenvector will
114
- * be stored.
115
- * On exit, if SIDE = 'R' or 'B', the right eigenvectors
116
- * specified by SELECT will be stored consecutively in the
117
- * columns of VR, in the same order as their eigenvalues. A
118
- * complex eigenvector corresponding to a complex eigenvalue is
119
- * stored in two consecutive columns, the first holding the real
120
- * part and the second the imaginary part.
121
- * If SIDE = 'L', VR is not referenced.
122
- *
123
- * LDVR (input) INTEGER
124
- * The leading dimension of the array VR.
125
- * LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
126
- *
127
- * MM (input) INTEGER
128
- * The number of columns in the arrays VL and/or VR. MM >= M.
129
- *
130
- * M (output) INTEGER
131
- * The number of columns in the arrays VL and/or VR required to
132
- * store the eigenvectors; each selected real eigenvector
133
- * occupies one column and each selected complex eigenvector
134
- * occupies two columns.
135
- *
136
- * WORK (workspace) REAL array, dimension ((N+2)*N)
137
- *
138
- * IFAILL (output) INTEGER array, dimension (MM)
139
- * If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
140
- * eigenvector in the i-th column of VL (corresponding to the
141
- * eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
142
- * eigenvector converged satisfactorily. If the i-th and (i+1)th
143
- * columns of VL hold a complex eigenvector, then IFAILL(i) and
144
- * IFAILL(i+1) are set to the same value.
145
- * If SIDE = 'R', IFAILL is not referenced.
146
- *
147
- * IFAILR (output) INTEGER array, dimension (MM)
148
- * If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
149
- * eigenvector in the i-th column of VR (corresponding to the
150
- * eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
151
- * eigenvector converged satisfactorily. If the i-th and (i+1)th
152
- * columns of VR hold a complex eigenvector, then IFAILR(i) and
153
- * IFAILR(i+1) are set to the same value.
154
- * If SIDE = 'L', IFAILR is not referenced.
155
- *
156
- * INFO (output) INTEGER
157
- * = 0: successful exit
158
- * < 0: if INFO = -i, the i-th argument had an illegal value
159
- * > 0: if INFO = i, i is the number of eigenvectors which
160
- * failed to converge; see IFAILL and IFAILR for further
161
- * details.
162
- *
163
-
164
- * Further Details
165
- * ===============
166
- *
167
- * Each eigenvector is normalized so that the element of largest
168
- * magnitude has magnitude 1; here the magnitude of a complex number
169
- * (x,y) is taken to be |x|+|y|.
170
- *
171
- * =====================================================================
172
- *
173
-
174
-
175
- </PRE>
176
- <A HREF="#top">go to the page top</A>
177
-
178
- <A NAME="shseqr"></A>
179
- <H2>shseqr</H2>
180
- <PRE>
181
- USAGE:
182
- wr, wi, work, info, h, z = NumRu::Lapack.shseqr( job, compz, ilo, ihi, h, z, ldz, [:lwork => lwork, :usage => usage, :help => help])
183
-
184
-
185
- FORTRAN MANUAL
186
- SUBROUTINE SHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, WR, WI, Z, LDZ, WORK, LWORK, INFO )
187
-
188
- * Purpose
189
- * =======
190
- *
191
- * SHSEQR computes the eigenvalues of a Hessenberg matrix H
192
- * and, optionally, the matrices T and Z from the Schur decomposition
193
- * H = Z T Z**T, where T is an upper quasi-triangular matrix (the
194
- * Schur form), and Z is the orthogonal matrix of Schur vectors.
195
- *
196
- * Optionally Z may be postmultiplied into an input orthogonal
197
- * matrix Q so that this routine can give the Schur factorization
198
- * of a matrix A which has been reduced to the Hessenberg form H
199
- * by the orthogonal matrix Q: A = Q*H*Q**T = (QZ)*T*(QZ)**T.
200
- *
201
-
202
- * Arguments
203
- * =========
204
- *
205
- * JOB (input) CHARACTER*1
206
- * = 'E': compute eigenvalues only;
207
- * = 'S': compute eigenvalues and the Schur form T.
208
- *
209
- * COMPZ (input) CHARACTER*1
210
- * = 'N': no Schur vectors are computed;
211
- * = 'I': Z is initialized to the unit matrix and the matrix Z
212
- * of Schur vectors of H is returned;
213
- * = 'V': Z must contain an orthogonal matrix Q on entry, and
214
- * the product Q*Z is returned.
215
- *
216
- * N (input) INTEGER
217
- * The order of the matrix H. N .GE. 0.
218
- *
219
- * ILO (input) INTEGER
220
- * IHI (input) INTEGER
221
- * It is assumed that H is already upper triangular in rows
222
- * and columns 1:ILO-1 and IHI+1:N. ILO and IHI are normally
223
- * set by a previous call to SGEBAL, and then passed to SGEHRD
224
- * when the matrix output by SGEBAL is reduced to Hessenberg
225
- * form. Otherwise ILO and IHI should be set to 1 and N
226
- * respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
227
- * If N = 0, then ILO = 1 and IHI = 0.
228
- *
229
- * H (input/output) REAL array, dimension (LDH,N)
230
- * On entry, the upper Hessenberg matrix H.
231
- * On exit, if INFO = 0 and JOB = 'S', then H contains the
232
- * upper quasi-triangular matrix T from the Schur decomposition
233
- * (the Schur form); 2-by-2 diagonal blocks (corresponding to
234
- * complex conjugate pairs of eigenvalues) are returned in
235
- * standard form, with H(i,i) = H(i+1,i+1) and
236
- * H(i+1,i)*H(i,i+1).LT.0. If INFO = 0 and JOB = 'E', the
237
- * contents of H are unspecified on exit. (The output value of
238
- * H when INFO.GT.0 is given under the description of INFO
239
- * below.)
240
- *
241
- * Unlike earlier versions of SHSEQR, this subroutine may
242
- * explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
243
- * or j = IHI+1, IHI+2, ... N.
244
- *
245
- * LDH (input) INTEGER
246
- * The leading dimension of the array H. LDH .GE. max(1,N).
247
- *
248
- * WR (output) REAL array, dimension (N)
249
- * WI (output) REAL array, dimension (N)
250
- * The real and imaginary parts, respectively, of the computed
251
- * eigenvalues. If two eigenvalues are computed as a complex
252
- * conjugate pair, they are stored in consecutive elements of
253
- * WR and WI, say the i-th and (i+1)th, with WI(i) .GT. 0 and
254
- * WI(i+1) .LT. 0. If JOB = 'S', the eigenvalues are stored in
255
- * the same order as on the diagonal of the Schur form returned
256
- * in H, with WR(i) = H(i,i) and, if H(i:i+1,i:i+1) is a 2-by-2
257
- * diagonal block, WI(i) = sqrt(-H(i+1,i)*H(i,i+1)) and
258
- * WI(i+1) = -WI(i).
259
- *
260
- * Z (input/output) REAL array, dimension (LDZ,N)
261
- * If COMPZ = 'N', Z is not referenced.
262
- * If COMPZ = 'I', on entry Z need not be set and on exit,
263
- * if INFO = 0, Z contains the orthogonal matrix Z of the Schur
264
- * vectors of H. If COMPZ = 'V', on entry Z must contain an
265
- * N-by-N matrix Q, which is assumed to be equal to the unit
266
- * matrix except for the submatrix Z(ILO:IHI,ILO:IHI). On exit,
267
- * if INFO = 0, Z contains Q*Z.
268
- * Normally Q is the orthogonal matrix generated by SORGHR
269
- * after the call to SGEHRD which formed the Hessenberg matrix
270
- * H. (The output value of Z when INFO.GT.0 is given under
271
- * the description of INFO below.)
272
- *
273
- * LDZ (input) INTEGER
274
- * The leading dimension of the array Z. if COMPZ = 'I' or
275
- * COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
276
- *
277
- * WORK (workspace/output) REAL array, dimension (LWORK)
278
- * On exit, if INFO = 0, WORK(1) returns an estimate of
279
- * the optimal value for LWORK.
280
- *
281
- * LWORK (input) INTEGER
282
- * The dimension of the array WORK. LWORK .GE. max(1,N)
283
- * is sufficient and delivers very good and sometimes
284
- * optimal performance. However, LWORK as large as 11*N
285
- * may be required for optimal performance. A workspace
286
- * query is recommended to determine the optimal workspace
287
- * size.
288
- *
289
- * If LWORK = -1, then SHSEQR does a workspace query.
290
- * In this case, SHSEQR checks the input parameters and
291
- * estimates the optimal workspace size for the given
292
- * values of N, ILO and IHI. The estimate is returned
293
- * in WORK(1). No error message related to LWORK is
294
- * issued by XERBLA. Neither H nor Z are accessed.
295
- *
296
- *
297
- * INFO (output) INTEGER
298
- * = 0: successful exit
299
- * .LT. 0: if INFO = -i, the i-th argument had an illegal
300
- * value
301
- * .GT. 0: if INFO = i, SHSEQR failed to compute all of
302
- * the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
303
- * and WI contain those eigenvalues which have been
304
- * successfully computed. (Failures are rare.)
305
- *
306
- * If INFO .GT. 0 and JOB = 'E', then on exit, the
307
- * remaining unconverged eigenvalues are the eigen-
308
- * values of the upper Hessenberg matrix rows and
309
- * columns ILO through INFO of the final, output
310
- * value of H.
311
- *
312
- * If INFO .GT. 0 and JOB = 'S', then on exit
313
- *
314
- * (*) (initial value of H)*U = U*(final value of H)
315
- *
316
- * where U is an orthogonal matrix. The final
317
- * value of H is upper Hessenberg and quasi-triangular
318
- * in rows and columns INFO+1 through IHI.
319
- *
320
- * If INFO .GT. 0 and COMPZ = 'V', then on exit
321
- *
322
- * (final value of Z) = (initial value of Z)*U
323
- *
324
- * where U is the orthogonal matrix in (*) (regard-
325
- * less of the value of JOB.)
326
- *
327
- * If INFO .GT. 0 and COMPZ = 'I', then on exit
328
- * (final value of Z) = U
329
- * where U is the orthogonal matrix in (*) (regard-
330
- * less of the value of JOB.)
331
- *
332
- * If INFO .GT. 0 and COMPZ = 'N', then Z is not
333
- * accessed.
334
- *
335
-
336
- * ================================================================
337
- * Default values supplied by
338
- * ILAENV(ISPEC,'SHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
339
- * It is suggested that these defaults be adjusted in order
340
- * to attain best performance in each particular
341
- * computational environment.
342
- *
343
- * ISPEC=12: The SLAHQR vs SLAQR0 crossover point.
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- * Default: 75. (Must be at least 11.)
345
- *
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- * ISPEC=13: Recommended deflation window size.
347
- * This depends on ILO, IHI and NS. NS is the
348
- * number of simultaneous shifts returned
349
- * by ILAENV(ISPEC=15). (See ISPEC=15 below.)
350
- * The default for (IHI-ILO+1).LE.500 is NS.
351
- * The default for (IHI-ILO+1).GT.500 is 3*NS/2.
352
- *
353
- * ISPEC=14: Nibble crossover point. (See IPARMQ for
354
- * details.) Default: 14% of deflation window
355
- * size.
356
- *
357
- * ISPEC=15: Number of simultaneous shifts in a multishift
358
- * QR iteration.
359
- *
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- * If IHI-ILO+1 is ...
361
- *
362
- * greater than ...but less ... the
363
- * or equal to ... than default is
364
- *
365
- * 1 30 NS = 2(+)
366
- * 30 60 NS = 4(+)
367
- * 60 150 NS = 10(+)
368
- * 150 590 NS = **
369
- * 590 3000 NS = 64
370
- * 3000 6000 NS = 128
371
- * 6000 infinity NS = 256
372
- *
373
- * (+) By default some or all matrices of this order
374
- * are passed to the implicit double shift routine
375
- * SLAHQR and this parameter is ignored. See
376
- * ISPEC=12 above and comments in IPARMQ for
377
- * details.
378
- *
379
- * (**) The asterisks (**) indicate an ad-hoc
380
- * function of N increasing from 10 to 64.
381
- *
382
- * ISPEC=16: Select structured matrix multiply.
383
- * If the number of simultaneous shifts (specified
384
- * by ISPEC=15) is less than 14, then the default
385
- * for ISPEC=16 is 0. Otherwise the default for
386
- * ISPEC=16 is 2.
387
- *
388
- * ================================================================
389
- * Based on contributions by
390
- * Karen Braman and Ralph Byers, Department of Mathematics,
391
- * University of Kansas, USA
392
- *
393
- * ================================================================
394
- * References:
395
- * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
396
- * Algorithm Part I: Maintaining Well Focused Shifts, and Level 3
397
- * Performance, SIAM Journal of Matrix Analysis, volume 23, pages
398
- * 929--947, 2002.
399
- *
400
- * K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
401
- * Algorithm Part II: Aggressive Early Deflation, SIAM Journal
402
- * of Matrix Analysis, volume 23, pages 948--973, 2002.
403
- *
404
- * ================================================================
405
-
406
-
407
- </PRE>
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