dgeev.f (3) - Linux Manuals
NAME
dgeev.f -
SYNOPSIS
Functions/Subroutines
subroutine dgeev (JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)
DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Function/Subroutine Documentation
subroutine dgeev (characterJOBVL, characterJOBVR, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )WR, double precision, dimension( * )WI, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, * )VR, integerLDVR, double precision, dimension( * )WORK, integerLWORK, integerINFO)
DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Purpose:
-
DGEEV computes for an N-by-N real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors. The right eigenvector v(j) of A satisfies A * v(j) = lambda(j) * v(j) where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies u(j)**H * A = lambda(j) * u(j)**H where u(j)**H denotes the conjugate-transpose of u(j). The computed eigenvectors are normalized to have Euclidean norm equal to 1 and largest component real.
Parameters:
-
JOBVL
JOBVL is CHARACTER*1 = 'N': left eigenvectors of A are not computed; = 'V': left eigenvectors of A are computed.
JOBVRJOBVR is CHARACTER*1 = 'N': right eigenvectors of A are not computed; = 'V': right eigenvectors of A are computed.
NN is INTEGER The order of the matrix A. N >= 0.
AA is DOUBLE PRECISION array, dimension (LDA,N) On entry, the N-by-N matrix A. On exit, A has been overwritten.
LDALDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).
WRWR is DOUBLE PRECISION array, dimension (N)
WIWI is DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.
VLVL is DOUBLE PRECISION array, dimension (LDVL,N) If JOBVL = 'V', the left eigenvectors u(j) are stored one after another in the columns of VL, in the same order as their eigenvalues. If JOBVL = 'N', VL is not referenced. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1).
LDVLLDVL is INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N.
VRVR is DOUBLE PRECISION array, dimension (LDVR,N) If JOBVR = 'V', the right eigenvectors v(j) are stored one after another in the columns of VR, in the same order as their eigenvalues. If JOBVR = 'N', VR is not referenced. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1).
LDVRLDVR is INTEGER The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V', LDVR >= N.
WORKWORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORKLWORK is INTEGER The dimension of the array WORK. LWORK >= max(1,3*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good performance, LWORK must generally be larger. If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued by XERBLA.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = i, the QR algorithm failed to compute all the eigenvalues, and no eigenvectors have been computed; elements i+1:N of WR and WI contain eigenvalues which have converged.
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
Definition at line 189 of file dgeev.f.
Author
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