SUBROUTINE ZHSEQR( JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO ) CHARACTER COMPZ, JOB INTEGER IHI, ILO, INFO, LDH, LDZ, LWORK, N COMPLEX*16 H( LDH, * ), W( * ), WORK( * ), Z( LDZ, * )
ZHSEQR computes the eigenvalues of a complex upper Hessenberg matrix H, and, optionally, the matrices T and Z from the Schur decomposition H = Z T Z**H, where T is an upper triangular matrix (the Schur form), and Z is the unitary matrix of Schur vectors. Optionally Z may be postmultiplied into an input unitary 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 unitary matrix Q: A = Q*H*Q**H = (QZ)*T*(QZ)**H.
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 unitary 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 ZGEBAL, and then passed to CGEHRD when the matrix output by ZGEBAL 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) COMPLEX*16 array, dimension (LDH,N) On entry, the upper Hessenberg matrix H. On exit, if JOB = 'S', H contains the upper triangular matrix T from the Schur decomposition (the Schur form). 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). W (output) COMPLEX*16 array, dimension (N) The computed eigenvalues. If JOB = 'S', the eigenvalues are stored in the same order as on the diagonal of the Schur form returned in H, with W(i) = H(i,i). Z (input/output) COMPLEX*16 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 unitary 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 Z contains Q*Z. Normally Q is the unitary matrix generated by ZUNGHR after the call to ZGEHRD 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 otherwise. WORK (workspace) COMPLEX*16 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 illegal value > 0: if INFO = i, ZHSEQR failed to compute all the eigenvalues in a total of 30*(IHI-ILO+1) iterations; elements 1:ilo-1 and i+1:n of W contain those eigenvalues which have been successfully computed.