*DECK HQR SUBROUTINE HQR (NM, N, LOW, IGH, H, WR, WI, IERR) C***BEGIN PROLOGUE HQR C***PURPOSE Compute the eigenvalues of a real upper Hessenberg matrix C using the QR method. C***LIBRARY SLATEC (EISPACK) C***CATEGORY D4C2B C***TYPE SINGLE PRECISION (HQR-S, COMQR-C) C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK C***AUTHOR Smith, B. T., et al. C***DESCRIPTION C C This subroutine is a translation of the ALGOL procedure HQR, C NUM. MATH. 14, 219-231(1970) by Martin, Peters, and Wilkinson. C HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 359-371(1971). C C This subroutine finds the eigenvalues of a REAL C UPPER Hessenberg matrix by the QR method. C C On INPUT C C NM must be set to the row dimension of the two-dimensional C array parameter, H, as declared in the calling program C dimension statement. NM is an INTEGER variable. C C N is the order of the matrix H. N is an INTEGER variable. C N must be less than or equal to NM. C C LOW and IGH are two INTEGER variables determined by the C balancing subroutine BALANC. If BALANC has not been C used, set LOW=1 and IGH equal to the order of the matrix, N. C C H contains the upper Hessenberg matrix. Information about C the transformations used in the reduction to Hessenberg C form by ELMHES or ORTHES, if performed, is stored C in the remaining triangle under the Hessenberg matrix. C H is a two-dimensional REAL array, dimensioned H(NM,N). C C On OUTPUT C C H has been destroyed. Therefore, it must be saved before C calling HQR if subsequent calculation and back C transformation of eigenvectors is to be performed. C C WR and WI contain the real and imaginary parts, respectively, C of the eigenvalues. The eigenvalues are unordered except C that complex conjugate pairs of values appear consecutively C with the eigenvalue having the positive imaginary part first. C If an error exit is made, the eigenvalues should be correct C for indices IERR+1, IERR+2, ..., N. WR and WI are one- C dimensional REAL arrays, dimensioned WR(N) and WI(N). C C IERR is an INTEGER flag set to C Zero for normal return, C J if the J-th eigenvalue has not been C determined after a total of 30*N iterations. C The eigenvalues should be correct for indices C IERR+1, IERR+2, ..., N. C C Questions and comments should be directed to B. S. Garbow, C APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY C ------------------------------------------------------------------ C C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow, C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen- C system Routines - EISPACK Guide, Springer-Verlag, C 1976. C***ROUTINES CALLED (NONE) C***REVISION HISTORY (YYMMDD) C 760101 DATE WRITTEN C 890531 Changed all specific intrinsics to generic. (WRB) C 890831 Modified array declarations. (WRB) C 890831 REVISION DATE from Version 3.2 C 891214 Prologue converted to Version 4.0 format. (BAB) C 920501 Reformatted the REFERENCES section. (WRB) C***END PROLOGUE HQR