*DECK QZIT SUBROUTINE QZIT (NM, N, A, B, EPS1, MATZ, Z, IERR) C***BEGIN PROLOGUE QZIT C***PURPOSE The second step of the QZ algorithm for generalized C eigenproblems. Accepts an upper Hessenberg and an upper C triangular matrix and reduces the former to C quasi-triangular form while preserving the form of the C latter. Usually preceded by QZHES and followed by QZVAL C and QZVEC. C***LIBRARY SLATEC (EISPACK) C***CATEGORY D4C1B3 C***TYPE SINGLE PRECISION (QZIT-S) C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK C***AUTHOR Smith, B. T., et al. C***DESCRIPTION C C This subroutine is the second step of the QZ algorithm C for solving generalized matrix eigenvalue problems, C SIAM J. NUMER. ANAL. 10, 241-256(1973) by MOLER and STEWART, C as modified in technical note NASA TN D-7305(1973) by WARD. C C This subroutine accepts a pair of REAL matrices, one of them C in upper Hessenberg form and the other in upper triangular form. C It reduces the Hessenberg matrix to quasi-triangular form using C orthogonal transformations while maintaining the triangular form C of the other matrix. It is usually preceded by QZHES and C followed by QZVAL and, possibly, QZVEC. C C On Input C C NM must be set to the row dimension of the two-dimensional C array parameters, A, B, and Z, as declared in the calling C program dimension statement. NM is an INTEGER variable. C C N is the order of the matrices A and B. N is an INTEGER C variable. N must be less than or equal to NM. C C A contains a real upper Hessenberg matrix. A is a two- C dimensional REAL array, dimensioned A(NM,N). C C B contains a real upper triangular matrix. B is a two- C dimensional REAL array, dimensioned B(NM,N). C C EPS1 is a tolerance used to determine negligible elements. C EPS1 = 0.0 (or negative) may be input, in which case an C element will be neglected only if it is less than roundoff C error times the norm of its matrix. If the input EPS1 is C positive, then an element will be considered negligible C if it is less than EPS1 times the norm of its matrix. A C positive value of EPS1 may result in faster execution, C but less accurate results. EPS1 is a REAL variable. C C MATZ should be set to .TRUE. if the right hand transformations C are to be accumulated for later use in computing C eigenvectors, and to .FALSE. otherwise. MATZ is a LOGICAL C variable. C C Z contains, if MATZ has been set to .TRUE., the transformation C matrix produced in the reduction by QZHES, if performed, or C else the identity matrix. If MATZ has been set to .FALSE., C Z is not referenced. Z is a two-dimensional REAL array, C dimensioned Z(NM,N). C C On Output C C A has been reduced to quasi-triangular form. The elements C below the first subdiagonal are still zero, and no two C consecutive subdiagonal elements are nonzero. C C B is still in upper triangular form, although its elements C have been altered. The location B(N,1) is used to store C EPS1 times the norm of B for later use by QZVAL and QZVEC. C C Z contains the product of the right hand transformations C (for both steps) if MATZ has been set to .TRUE. C C IERR is an INTEGER flag set to C Zero for normal return, C J if neither A(J,J-1) nor A(J-1,J-2) has become C zero after a total of 30*N iterations. 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 QZIT