SRC/dgeesx.f(3)
π¦ SRC/dgeesx.f(3) β Library Functions Manual π¦
okay bestie, welcome to the dgeesx page, and it's giving legendary LAPACK energy. This is the manual page for SRC/dgeesx.f(3) from the Library Functions Manual. We're gonna keep every flag, every array, every condition, and every dramatic INFO value exactly where it belongs. No cap. π
π NAME π
SRC/dgeesx.f β that's the name of this page, periodt. π
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. iconic behavior, honestly. π
πΈ Function/Subroutine Documentation πΈ
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. (Yes bestie, same main-character summary, because that's literally what it does. π)
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. π«
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). cute little block, scary little math. πβ¨
π Parameters π
JOBVSβJOBVSisCHARACTER*1.= 'N': Schur vectors are not computed;= 'V': Schur vectors are computed. Choose your fighter, bestie. πSORTβSORTisCHARACTER*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). πSELECTβSELECTis aLOGICAL FUNCTIONof twoDOUBLE PRECISIONarguments.SELECTmust be declaredEXTERNALin the calling subroutine. IfSORT = 'S',SELECTis used to select eigenvalues to sort to the top left of the Schur form. IfSORT = 'N',SELECTis not referenced. An eigenvalueWR(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 satisfySELECT(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). π«ΆSENSEβSENSEisCHARACTER*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'. πNβNisINTEGER. The order of the matrixA.N >= 0. β¨AβAisDOUBLE PRECISIONarray, dimension(LDA, N). On entry, the N-by-N matrixA. On exit,Ais overwritten by its real Schur formT. bye original A, hello T. πLDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N). πSDIMβSDIMisINTEGER. IfSORT = 'N',SDIM = 0. IfSORT = 'S',SDIM= number of eigenvalues (after sorting) for whichSELECTis true. (Complex conjugate pairs for whichSELECTis true for either eigenvalue count as 2.) πWRβWRisDOUBLE PRECISIONarray, dimension(N). πWIβWIisDOUBLE PRECISIONarray, 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. π¦VSβVSisDOUBLE PRECISIONarray, dimension(LDVS,N). IfJOBVS = 'V',VScontains the orthogonal matrixZof Schur vectors. IfJOBVS = 'N',VSis not referenced. πLDVSβLDVSisINTEGER. The leading dimension of the arrayVS.LDVS >= 1, and ifJOBVS = 'V',LDVS >= N. πRCONDEβRCONDEisDOUBLE PRECISION. IfSENSE = 'E'or'B',RCONDEcontains the reciprocal condition number for the average of the selected eigenvalues. Not referenced ifSENSE = 'N'or'V'. πΈRCONDVβRCONDVisDOUBLE PRECISION. IfSENSE = 'V'or'B',RCONDVcontains the reciprocal condition number for the selected right invariant subspace. Not referenced ifSENSE = 'N'or'E'. πWORKβWORKisDOUBLE PRECISIONarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK. π οΈLWORKβLWORKisINTEGER. The dimension of the arrayWORK.LWORK >= max(1,3*N). Also, ifSENSE = 'E'or'V'or'B',LWORK >= N+2*SDIM*(N-SDIM), whereSDIMis the number of selected eigenvalues computed by this routine. Note thatN+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. IfLWORK = -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. π€IWORKβIWORKisINTEGERarray, dimension(MAX(1,LIWORK)). On exit, ifINFO = 0,IWORK(1)returns the optimalLIWORK. π§°LIWORKβLIWORKisINTEGER. The dimension of the arrayIWORK.LIWORK >= 1; ifSENSE = 'V'or'B',LIWORK >= SDIM*(N-SDIM). Note thatSDIM*(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. IfLIWORK = -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. πBWORKβBWORKisLOGICALarray, dimension(N). Not referenced ifSORT = 'N'. π§INFOβINFOisINTEGER.= 0: successful exit. π< 0: ifINFO = -i, the i-th argument had an illegal value. π¨> 0: ifINFO = i, and i is<= 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. π= N+1: the eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned); π= 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
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
π« Author π«
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