SRC/zgeesx.f(3)
π¦ SRC/zgeesx.f(3) π¦
okay so welcome to the Library Functions Manual page for SRC/zgeesx.f, bestie. This whole page is about the zgeesx subroutine and it is a lot, but we're gonna get through it together π
β¨
πΈ NAME πΈ
SRC/zgeesx.f β yes, that's literally the name. This is the zgeesx page from the Library Functions Manual, and it's giving big LAPACK energy π«Ά
β¨ SYNOPSIS β¨
π«Ά Functions/Subroutines
subroutine zgeesx (jobvs, sort, select, sense, n, a, lda, sdim, w, vs,
ldvs, rconde, rcondv, work, lwork, rwork, bwork, info)
ZGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices β no cap, that's the whole vibe π₯
π Function/Subroutine Documentation π
π subroutine zgeesx π
Here's the full typed signature, copied exactly so nobody has to guess:
subroutine zgeesx (character jobvs, character sort, external select,
character sense, integer n, complex*16, dimension( lda, * ) a, integer
lda, integer sdim, complex*16, dimension( * ) w, complex*16, dimension(
ldvs, * ) vs, integer ldvs, double precision rconde, double precision
rcondv, complex*16, dimension( * ) work, integer lwork, double
precision, dimension( * ) rwork, logical, dimension( * ) bwork, integer
info)
And the one-line summary, because she's iconic:
ZGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices π
π Purpose π
okay so picture this: ZGEESX computes, for an N-by-N complex nonsymmetric matrix A, the eigenvalues, the Schur form T, and β optionally, bestie β the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**H) β¨
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 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).
A complex matrix is in Schur form if it is upper triangular. periodt π
π§ Parameters π§
JOBVS
JOBVSisCHARACTER*1= 'N': Schur vectors are not computed;= 'V': Schur vectors are computed.
SORT
SORTisCHARACTER*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).
SELECT
SELECTis aLOGICAL FUNCTIONof oneCOMPLEX*16argumentSELECTmust be declaredEXTERNALin the calling subroutine.- If
SORT = 'S',SELECTis used to select eigenvalues to order to the top left of the Schur form. - If
SORT = 'N',SELECTis not referenced. - An eigenvalue
W(j)is selected ifSELECT(W(j))is true.
SENSE
SENSEisCHARACTER*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'.
N
NisINTEGER- The order of the matrix
A.N >= 0.
A
AisCOMPLEX*16array, dimension(LDA, N)- On entry, the
N-by-NmatrixA. - On exit,
Ais overwritten by its Schur formT.
LDA
LDAisINTEGER- The leading dimension of the array
A.LDA >= max(1,N).
SDIM
SDIMisINTEGER- If
SORT = 'N',SDIM = 0. - If
SORT = 'S',SDIM= the number of eigenvalues for whichSELECTis true.
W
WisCOMPLEX*16array, dimension(N)Wcontains the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur formT.
VS
VSisCOMPLEX*16array, dimension(LDVS,N)- If
JOBVS = 'V',VScontains the unitary matrixZof Schur vectors. - If
JOBVS = 'N',VSis not referenced.
LDVS
LDVSisINTEGER- The leading dimension of the array
VS.LDVS >= 1, and ifJOBVS = 'V',LDVS >= N.
RCONDE
RCONDEisDOUBLE 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'.
RCONDV
RCONDVisDOUBLE PRECISION- If
SENSE = 'V'or'B',RCONDVcontains the reciprocal condition number for the selected right invariant subspace. - Not referenced if
SENSE = 'N'or'E'.
WORK
WORKisCOMPLEX*16array, dimension(MAX(1,LWORK))- On exit, if
INFO = 0,WORK(1)returns the optimalLWORK.
LWORK
LWORKisINTEGER- The dimension of the array
WORK.LWORK >= max(1,2*N). - Also, if
SENSE = 'E'or'V'or'B',LWORK >= 2*SDIM*(N-SDIM), whereSDIMis the number of selected eigenvalues computed by this routine. - Note that
2*SDIM*(N-SDIM) <= N*N/2. - Note also that an error is only returned if
LWORK < max(1,2*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 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.
RWORK
RWORKisDOUBLE PRECISIONarray, dimension(N)
BWORK
BWORKisLOGICALarray, dimension(N)- Not referenced if
SORT = 'N'.
INFO
INFOisINTEGER= 0: successful exit< 0: ifINFO = -i, thei-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 zgeesx.f.
π Author π
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