dgeesx (l) - Linux Manuals

dgeesx: computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z

NAME

DGEESX - computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z

SYNOPSIS

SUBROUTINE DGEESX(

JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO )

    

CHARACTER JOBVS, SENSE, SORT

    

INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM

    

DOUBLE PRECISION RCONDE, RCONDV

    

LOGICAL BWORK( * )

    

INTEGER IWORK( * )

    

DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), WR( * )

    

LOGICAL SELECT

    

EXTERNAL SELECT

PURPOSE

DGEESX computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real Schur form so that selected eigenvalues are at the top left; computes a reciprocal condition number for the average of the selected eigenvalues (RCONDE); and computes a reciprocal condition number for the right invariant subspace corresponding to the selected eigenvalues (RCONDV). The leading columns of Z form an orthonormal basis for this invariant subspace.
For further explanation of the reciprocal condition numbers RCONDE and RCONDV, see Section 4.10 of the LAPACK Usersaq Guide (where these quantities are called s and sep respectively).
A real matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form

    [  a  b  ]

    [  c  a  ]
where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).

ARGUMENTS

JOBVS (input) CHARACTER*1

= aqNaq: Schur vectors are not computed;
= aqVaq: Schur vectors are computed.

SORT (input) CHARACTER*1

Specifies whether or not to order the eigenvalues on the diagonal of the Schur form. = aqNaq: Eigenvalues are not ordered;
= aqSaq: Eigenvalues are ordered (see SELECT).

SELECT (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments

SELECT must be declared EXTERNAL in the calling subroutine. If SORT = aqSaq, SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORT = aqNaq, SELECT is not referenced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both are. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned); in this case INFO may be set to N+3 (see INFO below).

SENSE (input) CHARACTER*1

Determines which reciprocal condition numbers are computed. = aqNaq: None are computed;
= aqEaq: Computed for average of selected eigenvalues only;
= aqVaq: Computed for selected right invariant subspace only;
= aqBaq: Computed for both. If SENSE = aqEaq, aqVaq or aqBaq, SORT must equal aqSaq.

N (input) INTEGER

The order of the matrix A. N >= 0.

A (input/output) DOUBLE PRECISION array, dimension (LDA, N)

On entry, the N-by-N matrix A. On exit, A is overwritten by its real Schur form T.

LDA (input) INTEGER

The leading dimension of the array A. LDA >= max(1,N).

SDIM (output) INTEGER

If SORT = aqNaq, SDIM = 0. If SORT = aqSaq, SDIM = number of eigenvalues (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.)

WR (output) DOUBLE PRECISION array, dimension (N)

WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.

VS (output) DOUBLE PRECISION array, dimension (LDVS,N)

If JOBVS = aqVaq, VS contains the orthogonal matrix Z of Schur vectors. If JOBVS = aqNaq, VS is not referenced.

LDVS (input) INTEGER

The leading dimension of the array VS. LDVS >= 1, and if JOBVS = aqVaq, LDVS >= N.

RCONDE (output) DOUBLE PRECISION

If SENSE = aqEaq or aqBaq, RCONDE contains the reciprocal condition number for the average of the selected eigenvalues. Not referenced if SENSE = aqNaq or aqVaq.

RCONDV (output) DOUBLE PRECISION

If SENSE = aqVaq or aqBaq, RCONDV contains the reciprocal condition number for the selected right invariant subspace. Not referenced if SENSE = aqNaq or aqEaq.

WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK (input) INTEGER

The dimension of the array WORK. LWORK >= max(1,3*N). Also, if SENSE = aqEaq or aqVaq or aqBaq, LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of selected eigenvalues computed by this routine. Note that N+2*SDIM*(N-SDIM) <= N+N*N/2. Note also that an error is only returned if LWORK < max(1,3*N), but if SENSE = aqEaq or aqVaq or aqBaq this may not be large enough. For good performance, LWORK must generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arrays WORK and IWORK, returns these values as the first entries of the WORK and IWORK arrays, and no error messages related to LWORK or LIWORK are issued by XERBLA.

IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))

On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK (input) INTEGER

The dimension of the array IWORK. LIWORK >= 1; if SENSE = aqVaq or aqBaq, LIWORK >= SDIM*(N-SDIM). Note that SDIM*(N-SDIM) <= N*N/4. Note also that an error is only returned if LIWORK < 1, but if SENSE = aqVaq or aqBaq this may not be large enough. If LIWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arrays WORK and IWORK, returns these values as the first entries of the WORK and IWORK arrays, and no error messages related to LWORK or LIWORK are issued by XERBLA.

BWORK (workspace) LOGICAL array, dimension (N)

Not referenced if SORT = aqNaq.

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, and i is
<= N: the QR algorithm failed to compute all the
eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI contain those eigenvalues which have converged; if JOBVS = aqVaq, VS contains the transformation which reduces A to its partially converged Schur form. = N+1: the eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned); = N+2: after reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy SELECT=.TRUE. This could also be caused by underflow due to scaling.