DGEESX(3)
π DGEESX(3) β LAPACK Library Functions Manual π
okay bestie, gather round π«Ά this is DGEESX(3) from the LAPACK Library Functions Manual, and itβs giving βbig linear algebra main character energyβ π
. The source file label is /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dgeesx.f β yes, that whole path, weβre keeping it β¨.
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dgeesx.f
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine DGEESX (jobvs, sort, select, sense, n, a, lda, sdim, wr, wi,
vs, ldvs, rconde, rcondv, work, lwork, iwork, liwork, bwork, info)
DGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices.
π¦ Function/Subroutine Documentation π¦
subroutine DGEESX (character jobvs, character sort, external select,
character sense, integer n, double precision, dimension( lda, * ) a,
integer lda, integer sdim, double precision, dimension( * ) wr, double
precision, dimension( * ) wi, double precision, dimension( ldvs, * ) vs,
integer ldvs, double precision rconde, double precision rcondv, double
precision, dimension( * ) work, integer lwork, integer, dimension( * )
iwork, integer liwork, logical, dimension( * ) bwork, integer info)
DGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices.
π Purpose π
Okay so 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). Slay. π
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. Iconic. β¨
For further explanation of the reciprocal condition numbers RCONDE and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where these quantities are called s and sep respectively). iykyk π
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).
π Parameters π
JOBVSβJOBVSisCHARACTER*1= 'N': Schur vectors are not computed;= 'V': Schur vectors are computed.
SORTβSORTisCHARACTER*1- Specifies whether or not to order the eigenvalues on the diagonal of the Schur form.
= 'N': Eigenvalues are not ordered;= 'S': Eigenvalues are ordered (seeSELECT).
SELECTβSELECTis aLOGICAL FUNCTIONof twoDOUBLE PRECISIONarguments.SELECTmust be declaredEXTERNALin the calling subroutine.- If
SORT = 'S',SELECTis used to select eigenvalues to sort to the top left of the Schur form. - If
SORT = 'N',SELECTis not referenced. - An eigenvalue
WR(j)+sqrt(-1)*WI(j)is selected ifSELECT(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 caseINFOmay be set toN+3(seeINFObelow).
- If
SENSEβSENSEisCHARACTER*1- Determines which reciprocal condition numbers are computed.
= 'N': None are computed;= 'E': Computed for average of selected eigenvalues only;= 'V': Computed for selected right invariant subspace only;= 'B': Computed for both.- If
SENSE = 'E','V'or'B',SORTmust equal'S'.
NβNisINTEGER. The order of the matrixA.N >= 0.AβAisDOUBLE PRECISION array, dimension (LDA, N)- On entry, the N-by-N matrix
A. - On exit,
Ais overwritten by its real Schur formT.
- On entry, the N-by-N matrix
LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).SDIMβSDIMisINTEGER- If
SORT = 'N',SDIM = 0. - If
SORT = 'S',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.)
- If
WRβWRisDOUBLE PRECISION array, dimension (N).WIβWIisDOUBLE PRECISION array, dimension (N)WRandWIcontain the real and imaginary parts, respectively, of the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur formT.- Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.
VSβVSisDOUBLE PRECISION array, dimension (LDVS,N)- If
JOBVS = 'V',VScontains the orthogonal matrixZof Schur vectors. - If
JOBVS = 'N',VSis not referenced.
- If
LDVSβLDVSisINTEGER. The leading dimension of the arrayVS.LDVS >= 1, and ifJOBVS = 'V',LDVS >= N.RCONDEβRCONDEisDOUBLE PRECISION- If
SENSE = 'E'or'B',RCONDEcontains the reciprocal condition number for the average of the selected eigenvalues. - Not referenced if
SENSE = 'N'or'V'.
- If
RCONDVβRCONDVisDOUBLE PRECISION- If
SENSE = 'V'or'B',RCONDVcontains the reciprocal condition number for the selected right invariant subspace. - Not referenced if
SENSE = 'N'or'E'.
- If
WORKβWORKisDOUBLE PRECISION array, dimension (MAX(1,LWORK))- On exit, if
INFO = 0,WORK(1)returns the optimalLWORK.
- On exit, if
LWORKβLWORKisINTEGER- The dimension of the array
WORK.LWORK >= max(1,3*N). - Also, if
SENSE = 'E'or'V'or'B',LWORK >= N+2*SDIM*(N-SDIM), whereSDIMis 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 ifLWORK < max(1,3*N), but ifSENSE = 'E'or'V'or'B'this may not be large enough. - For good performance,
LWORKmust generally be larger. - If
LWORK = -1, then a workspace query is assumed; the routine only calculates upper bounds on the optimal sizes of the arraysWORKandIWORK, returns these values as the first entries of theWORKandIWORKarrays, and no error messages related toLWORKorLIWORKare issued byXERBLA.
- The dimension of the array
IWORKβIWORKisINTEGER array, dimension (MAX(1,LIWORK))- On exit, if
INFO = 0,IWORK(1)returns the optimalLIWORK.
- On exit, if
LIWORKβLIWORKisINTEGER- The dimension of the array
IWORK. LIWORK >= 1; ifSENSE = 'V'or'B',LIWORK >= SDIM*(N-SDIM).- Note that
SDIM*(N-SDIM) <= N*N/4. Note also that an error is only returned ifLIWORK < 1, but ifSENSE = 'V'or'B'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 arraysWORKandIWORK, returns these values as the first entries of theWORKandIWORKarrays, and no error messages related toLWORKorLIWORKare issued byXERBLA.
- The dimension of the array
BWORKβBWORKisLOGICAL array, dimension (N). Not referenced ifSORT = 'N'.INFOβINFOisINTEGER= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = i, andiis<= N: the QR algorithm failed to compute all the eigenvalues; elements1:ILO-1andi+1:NofWRandWIcontain those eigenvalues which have converged; ifJOBVS = 'V',VScontains the transformation which reducesAto 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 satisfySELECT=.TRUE.This could also be caused by underflow due to scaling.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 278 of file dgeesx.f.
π Author (generated automatically) π
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