SRC/cgeesx.f(3)
π NAME π
SRC/cgeesx.f β this page is the main character of the Library Functions Manual, and it's all about CGEESX, bestie. π
β¨ SYNOPSIS β¨
π«Ά Functions/Subroutines π«Ά
subroutine cgeesx (jobvs, sort, select, sense, n, a, lda, sdim, w, vs,
ldvs, rconde, rcondv, work, lwork, rwork, bwork, info)
CGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices. β¨
π Function/Subroutine Documentation π
subroutine cgeesx (character jobvs, character sort, external select,
character sense, integer n, complex, dimension( lda, * ) a, integer lda,
integer sdim, complex, dimension( * ) w, complex, dimension( ldvs, * )
vs, integer ldvs, real rconde, real rcondv, complex, dimension( * )
work, integer lwork, real, dimension( * ) rwork, logical, dimension( * )
bwork, integer info)
Okay bestie, gather round: CGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices. π¦
π« Purpose π«
Picture an N-by-N complex nonsymmetric matrix A. CGEESX computes its eigenvalues, the Schur form T, and β optionally β the matrix of Schur vectors Z. That gives you the Schur factorization A = Z*T*(Z**H). Iconic. π
Optionally, it also orders the eigenvalues on the diagonal of the 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. πΈ
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). π
A complex matrix is in Schur form if it is upper triangular. Periodt. π
π₯ Parameters π₯
JOBVSβJOBVS is CHARACTER*1.= 'N': Schur vectors are not computed;= 'V': Schur vectors are computed.
SORTβSORT is CHARACTER*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).
SELECTβSELECT is a LOGICAL FUNCTION of one COMPLEX argument.SELECTmust be declaredEXTERNALin the calling subroutine. IfSORT = 'S',SELECTis used to select eigenvalues to order to the top left of the Schur form. IfSORT = 'N',SELECTis not referenced. An eigenvalueW(j)is selected ifSELECT(W(j))is true. π«ΆSENSEβSENSE is CHARACTER*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. IfSENSE = 'E','V'or'B',SORTmust equal'S'.
NβN is INTEGER. The order of the matrixA.N >= 0.AβA is COMPLEX array, dimension (LDA, N). On entry, theN-by-NmatrixA. On exit,Ais overwritten by its Schur formT.LDAβLDA is INTEGER. The leading dimension of the arrayA.LDA >= max(1,N).SDIMβSDIM is INTEGER.- If
SORT = 'N',SDIM = 0. - If
SORT = 'S',SDIM = number of eigenvalues for which SELECT is true.
- If
WβW is COMPLEX array, dimension (N).Wcontains the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur formT.VSβVS is COMPLEX array, dimension (LDVS,N). IfJOBVS = 'V',VScontains the unitary matrixZof Schur vectors. IfJOBVS = 'N',VSis not referenced.LDVSβLDVS is INTEGER. The leading dimension of the arrayVS.LDVS >= 1, and ifJOBVS = 'V',LDVS >= N.RCONDEβRCONDE is REAL. IfSENSE = 'E'or'B',RCONDEcontains the reciprocal condition number for the average of the selected eigenvalues. Not referenced ifSENSE = 'N'or'V'.RCONDVβRCONDV is REAL. IfSENSE = 'V'or'B',RCONDVcontains the reciprocal condition number for the selected right invariant subspace. Not referenced ifSENSE = 'N'or'E'.WORKβWORK is COMPLEX array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORK is INTEGER. The dimension of the arrayWORK.LWORK >= max(1,2*N). Also, ifSENSE = 'E'or'V'or'B',LWORK >= 2*SDIM*(N-SDIM), whereSDIMis the number of selected eigenvalues computed by this routine. Note that2*SDIM*(N-SDIM) <= N*N/2. Note also that an error is only returned ifLWORK < max(1,2*N), but ifSENSE = 'E'or'V'or'B'this may not be large enough. For good performance,LWORKmust generally be larger. IfLWORK = -1, then a workspace query is assumed; the routine only calculates upper bound on the optimal size of the arrayWORK, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.RWORKβRWORK is REAL array, dimension (N).BWORKβBWORK is LOGICAL array, dimension (N). Not referenced ifSORT = 'N'.INFOβINFO is INTEGER.= 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:NofWcontain 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 236 of file cgeesx.f.
πΈ Author πΈ
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