sgeevx (3) - Linux Manuals

NAME

sgeevx.f -

SYNOPSIS


Functions/Subroutines


subroutine sgeevx (BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, INFO)
SGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Function/Subroutine Documentation

subroutine sgeevx (characterBALANC, characterJOBVL, characterJOBVR, characterSENSE, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( * )WR, real, dimension( * )WI, real, dimension( ldvl, * )VL, integerLDVL, real, dimension( ldvr, * )VR, integerLDVR, integerILO, integerIHI, real, dimension( * )SCALE, realABNRM, real, dimension( * )RCONDE, real, dimension( * )RCONDV, real, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)

SGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Purpose:

 SGEEVX computes for an N-by-N real nonsymmetric matrix A, the
 eigenvalues and, optionally, the left and/or right eigenvectors.

 Optionally also, it computes a balancing transformation to improve
 the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
 SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues
 (RCONDE), and reciprocal condition numbers for the right
 eigenvectors (RCONDV).

 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.

 Balancing a matrix means permuting the rows and columns to make it
 more nearly upper triangular, and applying a diagonal similarity
 transformation D * A * D**(-1), where D is a diagonal matrix, to
 make its rows and columns closer in norm and the condition numbers
 of its eigenvalues and eigenvectors smaller.  The computed
 reciprocal condition numbers correspond to the balanced matrix.
 Permuting rows and columns will not change the condition numbers
 (in exact arithmetic) but diagonal scaling will.  For further
 explanation of balancing, see section 4.10.2 of the LAPACK
 Users' Guide.


 

Parameters:

BALANC

          BALANC is CHARACTER*1
          Indicates how the input matrix should be diagonally scaled
          and/or permuted to improve the conditioning of its
          eigenvalues.
          = 'N': Do not diagonally scale or permute;
          = 'P': Perform permutations to make the matrix more nearly
                 upper triangular. Do not diagonally scale;
          = 'S': Diagonally scale the matrix, i.e. replace A by
                 D*A*D**(-1), where D is a diagonal matrix chosen
                 to make the rows and columns of A more equal in
                 norm. Do not permute;
          = 'B': Both diagonally scale and permute A.

          Computed reciprocal condition numbers will be for the matrix
          after balancing and/or permuting. Permuting does not change
          condition numbers (in exact arithmetic), but balancing does.


JOBVL

          JOBVL is CHARACTER*1
          = 'N': left eigenvectors of A are not computed;
          = 'V': left eigenvectors of A are computed.
          If SENSE = 'E' or 'B', JOBVL must = 'V'.


JOBVR

          JOBVR is CHARACTER*1
          = 'N': right eigenvectors of A are not computed;
          = 'V': right eigenvectors of A are computed.
          If SENSE = 'E' or 'B', JOBVR must = 'V'.


SENSE

          SENSE is CHARACTER*1
          Determines which reciprocal condition numbers are computed.
          = 'N': None are computed;
          = 'E': Computed for eigenvalues only;
          = 'V': Computed for right eigenvectors only;
          = 'B': Computed for eigenvalues and right eigenvectors.

          If SENSE = 'E' or 'B', both left and right eigenvectors
          must also be computed (JOBVL = 'V' and JOBVR = 'V').


N

          N is INTEGER
          The order of the matrix A. N >= 0.


A

          A is REAL array, dimension (LDA,N)
          On entry, the N-by-N matrix A.
          On exit, A has been overwritten.  If JOBVL = 'V' or
          JOBVR = 'V', A contains the real Schur form of the balanced
          version of the input matrix A.


LDA

          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).


WR

          WR is REAL array, dimension (N)


WI

          WI is REAL array, dimension (N)
          WR and WI contain the real and imaginary parts,
          respectively, of the computed eigenvalues.  Complex
          conjugate pairs of eigenvalues will appear consecutively
          with the eigenvalue having the positive imaginary part
          first.


VL

          VL is REAL 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).


LDVL

          LDVL is INTEGER
          The leading dimension of the array VL.  LDVL >= 1; if
          JOBVL = 'V', LDVL >= N.


VR

          VR is REAL 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).


LDVR

          LDVR is INTEGER
          The leading dimension of the array VR.  LDVR >= 1, and if
          JOBVR = 'V', LDVR >= N.


ILO

          ILO is INTEGER


IHI

          IHI is INTEGER
          ILO and IHI are integer values determined when A was
          balanced.  The balanced A(i,j) = 0 if I > J and 
          J = 1,...,ILO-1 or I = IHI+1,...,N.


SCALE

          SCALE is REAL array, dimension (N)
          Details of the permutations and scaling factors applied
          when balancing A.  If P(j) is the index of the row and column
          interchanged with row and column j, and D(j) is the scaling
          factor applied to row and column j, then
          SCALE(J) = P(J),    for J = 1,...,ILO-1
                   = D(J),    for J = ILO,...,IHI
                   = P(J)     for J = IHI+1,...,N.
          The order in which the interchanges are made is N to IHI+1,
          then 1 to ILO-1.


ABNRM

          ABNRM is REAL
          The one-norm of the balanced matrix (the maximum
          of the sum of absolute values of elements of any column).


RCONDE

          RCONDE is REAL array, dimension (N)
          RCONDE(j) is the reciprocal condition number of the j-th
          eigenvalue.


RCONDV

          RCONDV is REAL array, dimension (N)
          RCONDV(j) is the reciprocal condition number of the j-th
          right eigenvector.


WORK

          WORK is REAL array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.


LWORK

          LWORK is INTEGER
          The dimension of the array WORK.   If SENSE = 'N' or 'E',
          LWORK >= max(1,2*N), and if JOBVL = 'V' or JOBVR = 'V',
          LWORK >= 3*N.  If SENSE = 'V' or 'B', LWORK >= N*(N+6).
          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.


IWORK

          IWORK is INTEGER array, dimension (2*N-2)
          If SENSE = 'N' or 'E', not referenced.


INFO

          INFO 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 or condition numbers
                have been computed; elements 1:ILO-1 and 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 302 of file sgeevx.f.

Author

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