ZLAQR2(3) LAPACK routine of NEC Numeric Library Collection ZLAQR2(3) NAME ZLAQR2 SYNOPSIS SUBROUTINE ZLAQR2 (WANTT, WANTZ, N, KTOP, KBOT, NW, H, LDH, ILOZ, IHIZ, Z, LDZ, NS, ND, SH, V, LDV, NH, T, LDT, NV, WV, LDWV, WORK, LWORK) PURPOSE ZLAQR2 is identical to ZLAQR3 except that it avoids recursion by calling ZLAHQR instead of ZLAQR4. Aggressive early deflation: ZLAQR2 accepts as input an upper Hessenberg matrix H and performs an unitary similarity transformation designed to detect and deflate fully converged eigenvalues from a trailing principal submatrix. On output H has been over- written by a new Hessenberg matrix that is a perturbation of an unitary similarity transformation of H. It is to be hoped that the final version of H has many zero subdiagonal entries. ARGUMENTS WANTT (input) WANTT is LOGICAL If .TRUE., then the Hessenberg matrix H is fully updated so that the triangular Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then only enough of H is updated to preserve the eigenvalues. WANTZ (input) WANTZ is LOGICAL If .TRUE., then the unitary matrix Z is updated so so that the unitary Schur factor may be computed (in cooperation with the calling subroutine). If .FALSE., then Z is not referenced. N (input) N is INTEGER The order of the matrix H and (if WANTZ is .TRUE.) the order of the unitary matrix Z. KTOP (input) KTOP is INTEGER It is assumed that either KTOP = 1 or H(KTOP,KTOP-1)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. KBOT (input) KBOT is INTEGER It is assumed without a check that either KBOT = N or H(KBOT+1,KBOT)=0. KBOT and KTOP together determine an isolated block along the diagonal of the Hessenberg matrix. NW (input) NW is INTEGER Deflation window size. 1 .LE. NW .LE. (KBOT-KTOP+1). H (input/output) H is COMPLEX*16 array, dimension (LDH,N) On input the initial N-by-N section of H stores the Hessenberg matrix undergoing aggressive early deflation. On output H has been transformed by a unitary similarity transformation, perturbed, and the returned to Hessenberg form that (it is to be hoped) has some zero subdiagonal entries. LDH (input) LDH is integer Leading dimension of H just as declared in the calling subroutine. N .LE. LDH ILOZ (input) ILOZ is INTEGER IHIZ (input) 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 (input/output) Z is COMPLEX*16 array, dimension (LDZ,N) IF WANTZ is .TRUE., then on output, the unitary similarity transformation mentioned above has been accumulated into Z(ILOZ:IHIZ,ILO:IHI) from the right. If WANTZ is .FALSE., then Z is unreferenced. LDZ (input) LDZ is integer The leading dimension of Z just as declared in the calling subroutine. 1 .LE. LDZ. NS (output) NS is integer The number of unconverged (ie approximate) eigenvalues returned in SR and SI that may be used as shifts by the calling subroutine. ND (output) ND is integer The number of converged eigenvalues uncovered by this subroutine. SH (output) SH is COMPLEX*16 array, dimension KBOT On output, approximate eigenvalues that may be used for shifts are stored in SH(KBOT-ND-NS+1) through SR(KBOT-ND). Converged eigenvalues are stored in SH(KBOT-ND+1) through SH(KBOT). V (output) V is COMPLEX*16 array, dimension (LDV,NW) An NW-by-NW work array. LDV (input) LDV is integer scalar The leading dimension of V just as declared in the calling subroutine. NW .LE. LDV NH (input) NH is integer scalar The number of columns of T. NH.GE.NW. T (output) T is COMPLEX*16 array, dimension (LDT,NW) LDT (input) LDT is integer The leading dimension of T just as declared in the calling subroutine. NW .LE. LDT NV (input) NV is integer The number of rows of work array WV available for workspace. NV.GE.NW. WV (output) WV is COMPLEX*16 array, dimension (LDWV,NW) LDWV (input) LDWV is integer The leading dimension of W just as declared in the calling subroutine. NW .LE. LDV WORK (output) WORK is COMPLEX*16 array, dimension LWORK. On exit, WORK(1) is set to an estimate of the optimal value of LWORK for the given values of N, NW, KTOP and KBOT. LWORK (input) LWORK is integer The dimension of the work array WORK. LWORK = 2*NW suffices, but greater efficiency may result from larger values of LWORK. If LWORK = -1, then a workspace query is assumed; ZLAQR2 only estimates the optimal workspace size for the given values of N, NW, KTOP and KBOT. The estimate is returned in WORK(1). No error message related to LWORK is issued by XERBLA. Neither H nor Z are accessed. LAPACK routine 31 October 2017 ZLAQR2(3)