stgevc.f (3)  Linux Manuals
NAME
stgevc.f 
SYNOPSIS
Functions/Subroutines
subroutine stgevc (SIDE, HOWMNY, SELECT, N, S, LDS, P, LDP, VL, LDVL, VR, LDVR, MM, M, WORK, INFO)
STGEVC
Function/Subroutine Documentation
subroutine stgevc (characterSIDE, characterHOWMNY, logical, dimension( * )SELECT, integerN, real, dimension( lds, * )S, integerLDS, real, dimension( ldp, * )P, integerLDP, real, dimension( ldvl, * )VL, integerLDVL, real, dimension( ldvr, * )VR, integerLDVR, integerMM, integerM, real, dimension( * )WORK, integerINFO)
STGEVC
Purpose:

STGEVC computes some or all of the right and/or left eigenvectors of a pair of real matrices (S,P), where S is a quasitriangular matrix and P is upper triangular. Matrix pairs of this type are produced by the generalized Schur factorization of a matrix pair (A,B): A = Q*S*Z**T, B = Q*P*Z**T as computed by SGGHRD + SHGEQZ. The right eigenvector x and the left eigenvector y of (S,P) corresponding to an eigenvalue w are defined by: S*x = w*P*x, (y**H)*S = w*(y**H)*P, where y**H denotes the conjugate tranpose of y. The eigenvalues are not input to this routine, but are computed directly from the diagonal blocks of S and P. This routine returns the matrices X and/or Y of right and left eigenvectors of (S,P), or the products Z*X and/or Q*Y, where Z and Q are input matrices. If Q and Z are the orthogonal factors from the generalized Schur factorization of a matrix pair (A,B), then Z*X and Q*Y are the matrices of right and left eigenvectors of (A,B).
Parameters:

SIDE
SIDE is CHARACTER*1 = 'R': compute right eigenvectors only; = 'L': compute left eigenvectors only; = 'B': compute both right and left eigenvectors.
HOWMNYHOWMNY is CHARACTER*1 = 'A': compute all right and/or left eigenvectors; = 'B': compute all right and/or left eigenvectors, backtransformed by the matrices in VR and/or VL; = 'S': compute selected right and/or left eigenvectors, specified by the logical array SELECT.
SELECTSELECT is LOGICAL array, dimension (N) If HOWMNY='S', SELECT specifies the eigenvectors to be computed. If w(j) is a real eigenvalue, the corresponding real eigenvector is computed if SELECT(j) is .TRUE.. If w(j) and w(j+1) are the real and imaginary parts of a complex eigenvalue, the corresponding complex eigenvector is computed if either SELECT(j) or SELECT(j+1) is .TRUE., and on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to .FALSE.. Not referenced if HOWMNY = 'A' or 'B'.
NN is INTEGER The order of the matrices S and P. N >= 0.
SS is REAL array, dimension (LDS,N) The upper quasitriangular matrix S from a generalized Schur factorization, as computed by SHGEQZ.
LDSLDS is INTEGER The leading dimension of array S. LDS >= max(1,N).
PP is REAL array, dimension (LDP,N) The upper triangular matrix P from a generalized Schur factorization, as computed by SHGEQZ. 2by2 diagonal blocks of P corresponding to 2by2 blocks of S must be in positive diagonal form.
LDPLDP is INTEGER The leading dimension of array P. LDP >= max(1,N).
VLVL is REAL array, dimension (LDVL,MM) On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must contain an NbyN matrix Q (usually the orthogonal matrix Q of left Schur vectors returned by SHGEQZ). On exit, if SIDE = 'L' or 'B', VL contains: if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P); if HOWMNY = 'B', the matrix Q*Y; if HOWMNY = 'S', the left eigenvectors of (S,P) specified by SELECT, stored consecutively in the columns of VL, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part, and the second the imaginary part. Not referenced if SIDE = 'R'.
LDVLLDVL is INTEGER The leading dimension of array VL. LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N.
VRVR is REAL array, dimension (LDVR,MM) On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must contain an NbyN matrix Z (usually the orthogonal matrix Z of right Schur vectors returned by SHGEQZ). On exit, if SIDE = 'R' or 'B', VR contains: if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P); if HOWMNY = 'B' or 'b', the matrix Z*X; if HOWMNY = 'S' or 's', the right eigenvectors of (S,P) specified by SELECT, stored consecutively in the columns of VR, in the same order as their eigenvalues. A complex eigenvector corresponding to a complex eigenvalue is stored in two consecutive columns, the first holding the real part and the second the imaginary part. Not referenced if SIDE = 'L'.
LDVRLDVR is INTEGER The leading dimension of the array VR. LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N.
MMMM is INTEGER The number of columns in the arrays VL and/or VR. MM >= M.
MM is INTEGER The number of columns in the arrays VL and/or VR actually used to store the eigenvectors. If HOWMNY = 'A' or 'B', M is set to N. Each selected real eigenvector occupies one column and each selected complex eigenvector occupies two columns.
WORKWORK is REAL array, dimension (6*N)
INFOINFO is INTEGER = 0: successful exit. < 0: if INFO = i, the ith argument had an illegal value. > 0: the 2by2 block (INFO:INFO+1) does not have a complex eigenvalue.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 November 2011
Further Details:

Allocation of workspace:    WORK( j ) = 1norm of jth column of A, above the diagonal WORK( N+j ) = 1norm of jth column of B, above the diagonal WORK( 2*N+1:3*N ) = real part of eigenvector WORK( 3*N+1:4*N ) = imaginary part of eigenvector WORK( 4*N+1:5*N ) = real part of backtransformed eigenvector WORK( 5*N+1:6*N ) = imaginary part of backtransformed eigenvector Rowwise vs. columnwise solution methods:      Finding a generalized eigenvector consists basically of solving the singular triangular system (A  w B) x = 0 (for right) or: (A  w B)**H y = 0 (for left) Consider finding the ith right eigenvector (assume all eigenvalues are real). The equation to be solved is: n i 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,. . .,1 k=j k=j where C = (A  w B) (The components v(i+1:n) are 0.) The "rowwise" method is: (1) v(i) := 1 for j = i1,. . .,1: i (2) compute s =  sum C(j,k) v(k) and k=j+1 (3) v(j) := s / C(j,j) Step 2 is sometimes called the "dot product" step, since it is an inner product between the jth row and the portion of the eigenvector that has been computed so far. The "columnwise" method consists basically in doing the sums for all the rows in parallel. As each v(j) is computed, the contribution of v(j) times the jth column of C is added to the partial sums. Since FORTRAN arrays are stored columnwise, this has the advantage that at each step, the elements of C that are accessed are adjacent to one another, whereas with the rowwise method, the elements accessed at a step are spaced LDS (and LDP) words apart. When finding left eigenvectors, the matrix in question is the transpose of the one in storage, so the rowwise method then actually accesses columns of A and B at each step, and so is the preferred method.
Definition at line 295 of file stgevc.f.
Author
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