org.netlib.lapack
Class DHSEQR
java.lang.Object
org.netlib.lapack.DHSEQR
public class DHSEQR
- extends java.lang.Object
DHSEQR is a simplified interface to the JLAPACK routine dhseqr.
This interface converts Java-style 2D row-major arrays into
the 1D column-major linearized arrays expected by the lower
level JLAPACK routines. Using this interface also allows you
to omit offset and leading dimension arguments. However, because
of these conversions, these routines will be slower than the low
level ones. Following is the description from the original Fortran
source. Contact seymour@cs.utk.edu with any questions.
* ..
* Purpose
* =======
*
* DHSEQR computes the eigenvalues of a 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 factorization
* 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 .GE. 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 DGEHRD
* when the matrix output by DGEBAL is reduced to Hessenberg
* form. Otherwise ILO and IHI should be set to 1 and N
* respectively. If N.GT.0, then 1.LE.ILO.LE.IHI.LE.N.
* If N = 0, then ILO = 1 and IHI = 0.
*
* H (input/output) DOUBLE PRECISION array, dimension (LDH,N)
* On entry, the upper Hessenberg matrix H.
* On exit, if INFO = 0 and JOB = 'S', then 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).LT.0. If INFO = 0 and JOB = 'E', the
* contents of H are unspecified on exit. (The output value of
* H when INFO.GT.0 is given under the description of INFO
* below.)
*
* Unlike earlier versions of DHSEQR, this subroutine may
* explicitly H(i,j) = 0 for i.GT.j and j = 1, 2, ... ILO-1
* or j = IHI+1, IHI+2, ... N.
*
* LDH (input) INTEGER
* The leading dimension of the array H. LDH .GE. 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) .GT. 0 and
* WI(i+1) .LT. 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,
* if INFO = 0, 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 submatrix Z(ILO:IHI,ILO:IHI). On exit,
* if INFO = 0, Z contains Q*Z.
* Normally Q is the orthogonal matrix generated by DORGHR
* after the call to DGEHRD which formed the Hessenberg matrix
* H. (The output value of Z when INFO.GT.0 is given under
* the description of INFO below.)
*
* LDZ (input) INTEGER
* The leading dimension of the array Z. if COMPZ = 'I' or
* COMPZ = 'V', then LDZ.GE.MAX(1,N). Otherwize, LDZ.GE.1.
*
* WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
* On exit, if INFO = 0, WORK(1) returns an estimate of
* the optimal value for LWORK.
*
* LWORK (input) INTEGER
* The dimension of the array WORK. LWORK .GE. max(1,N)
* is sufficient, but LWORK typically as large as 6*N may
* be required for optimal performance. A workspace query
* to determine the optimal workspace size is recommended.
*
* If LWORK = -1, then DHSEQR does a workspace query.
* In this case, DHSEQR checks the input parameters and
* estimates the optimal workspace size for the given
* values of N, ILO and IHI. The estimate is returned
* in WORK(1). No error message related to LWORK is
* issued by XERBLA. Neither H nor Z are accessed.
*
*
* INFO (output) INTEGER
* = 0: successful exit
* .LT. 0: if INFO = -i, the i-th argument had an illegal
* value
* .GT. 0: if INFO = i, DHSEQR failed to compute all of
* the eigenvalues. Elements 1:ilo-1 and i+1:n of WR
* and WI contain those eigenvalues which have been
* successfully computed. (Failures are rare.)
*
* If INFO .GT. 0 and JOB = 'E', then on exit, the
* remaining unconverged eigenvalues are the eigen-
* values of the upper Hessenberg matrix rows and
* columns ILO through INFO of the final, output
* value of H.
*
* If INFO .GT. 0 and JOB = 'S', then on exit
*
* (*) (initial value of H)*U = U*(final value of H)
*
* where U is an orthogonal matrix. The final
* value of H is upper Hessenberg and quasi-triangular
* in rows and columns INFO+1 through IHI.
*
* If INFO .GT. 0 and COMPZ = 'V', then on exit
*
* (final value of Z) = (initial value of Z)*U
*
* where U is the orthogonal matrix in (*) (regard-
* less of the value of JOB.)
*
* If INFO .GT. 0 and COMPZ = 'I', then on exit
* (final value of Z) = U
* where U is the orthogonal matrix in (*) (regard-
* less of the value of JOB.)
*
* If INFO .GT. 0 and COMPZ = 'N', then Z is not
* accessed.
*
* ================================================================
* Default values supplied by
* ILAENV(ISPEC,'DHSEQR',JOB(:1)//COMPZ(:1),N,ILO,IHI,LWORK).
* It is suggested that these defaults be adjusted in order
* to attain best performance in each particular
* computational environment.
*
* ISPEC=1: The DLAHQR vs DLAQR0 crossover point.
* Default: 75. (Must be at least 11.)
*
* ISPEC=2: Recommended deflation window size.
* This depends on ILO, IHI and NS. NS is the
* number of simultaneous shifts returned
* by ILAENV(ISPEC=4). (See ISPEC=4 below.)
* The default for (IHI-ILO+1).LE.500 is NS.
* The default for (IHI-ILO+1).GT.500 is 3*NS/2.
*
* ISPEC=3: Nibble crossover point. (See ILAENV for
* details.) Default: 14% of deflation window
* size.
*
* ISPEC=4: Number of simultaneous shifts, NS, in
* a multi-shift QR iteration.
*
* If IHI-ILO+1 is ...
*
* greater than ...but less ... the
* or equal to ... than default is
*
* 1 30 NS - 2(+)
* 30 60 NS - 4(+)
* 60 150 NS = 10(+)
* 150 590 NS = **
* 590 3000 NS = 64
* 3000 6000 NS = 128
* 6000 infinity NS = 256
*
* (+) By default some or all matrices of this order
* are passed to the implicit double shift routine
* DLAHQR and NS is ignored. See ISPEC=1 above
* and comments in IPARM for details.
*
* The asterisks (**) indicate an ad-hoc
* function of N increasing from 10 to 64.
*
* ISPEC=5: Select structured matrix multiply.
* (See ILAENV for details.) Default: 3.
*
* ================================================================
* Based on contributions by
* 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.
*
* K. Braman, R. Byers and R. Mathias, The Multi-Shift QR
* Algorithm Part II: Aggressive Early Deflation, SIAM Journal
* of Matrix Analysis, volume 23, pages 948--973, 2002.
*
* ================================================================
* .. Parameters ..
*
* ==== Matrices of order NTINY or smaller must be processed by
* . DLAHQR because of insufficient subdiagonal scratch space.
* . (This is a hard limit.) ====
*
* ==== NL allocates some local workspace to help small matrices
* . through a rare DLAHQR failure. NL .GT. NTINY = 11 is
* . required and NL .LE. NMIN = ILAENV(ISPEC=1,...) is recom-
* . mended. (The default value of NMIN is 75.) Using NL = 49
* . allows up to six simultaneous shifts and a 16-by-16
* . deflation window. ====
*
Method Summary |
static void |
DHSEQR(java.lang.String job,
java.lang.String compz,
int n,
int ilo,
int ihi,
double[][] h,
double[] wr,
double[] wi,
double[][] z,
double[] work,
int lwork,
intW info)
|
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
DHSEQR
public DHSEQR()
DHSEQR
public static void DHSEQR(java.lang.String job,
java.lang.String compz,
int n,
int ilo,
int ihi,
double[][] h,
double[] wr,
double[] wi,
double[][] z,
double[] work,
int lwork,
intW info)