chsein (l) - Linux Man Pages

chsein: uses inverse iteration to find specified right and/or left eigenvectors of a complex upper Hessenberg matrix H

NAME

CHSEIN - uses inverse iteration to find specified right and/or left eigenvectors of a complex upper Hessenberg matrix H

SYNOPSIS

SUBROUTINE CHSEIN(
SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO )

    
CHARACTER EIGSRC, INITV, SIDE

    
INTEGER INFO, LDH, LDVL, LDVR, M, MM, N

    
LOGICAL SELECT( * )

    
INTEGER IFAILL( * ), IFAILR( * )

    
REAL RWORK( * )

    
COMPLEX H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ), W( * ), WORK( * )

PURPOSE

CHSEIN uses inverse iteration to find specified right and/or left eigenvectors of a complex upper Hessenberg matrix H. The right eigenvector x and the left eigenvector y of the matrix H corresponding to an eigenvalue w are defined by:

       x,     y**h y**h
where y**h denotes the conjugate transpose of the vector y.

ARGUMENTS

SIDE (input) CHARACTER*1
= aqRaq: compute right eigenvectors only;
= aqLaq: compute left eigenvectors only;
= aqBaq: compute both right and left eigenvectors.
EIGSRC (input) CHARACTER*1

Specifies the source of eigenvalues supplied in W:
= aqQaq: the eigenvalues were found using CHSEQR; thus, if H has zero subdiagonal elements, and so is block-triangular, then the j-th eigenvalue can be assumed to be an eigenvalue of the block containing the j-th row/column. This property allows CHSEIN to perform inverse iteration on just one diagonal block. = aqNaq: no assumptions are made on the correspondence between eigenvalues and diagonal blocks. In this case, CHSEIN must always perform inverse iteration using the whole matrix H.
INITV (input) CHARACTER*1
= aqNaq: no initial vectors are supplied;
= aqUaq: user-supplied initial vectors are stored in the arrays VL and/or VR.
SELECT (input) LOGICAL array, dimension (N)
Specifies the eigenvectors to be computed. To select the eigenvector corresponding to the eigenvalue W(j), SELECT(j) must be set to .TRUE..
N (input) INTEGER
The order of the matrix H. N >= 0.
H (input) COMPLEX array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
W (input/output) COMPLEX array, dimension (N)
On entry, the eigenvalues of H. On exit, the real parts of W may have been altered since close eigenvalues are perturbed slightly in searching for independent eigenvectors.
VL (input/output) COMPLEX array, dimension (LDVL,MM)
On entry, if INITV = aqUaq and SIDE = aqLaq or aqBaq, VL must contain starting vectors for the inverse iteration for the left eigenvectors; the starting vector for each eigenvector must be in the same column in which the eigenvector will be stored. On exit, if SIDE = aqLaq or aqBaq, the left eigenvectors specified by SELECT will be stored consecutively in the columns of VL, in the same order as their eigenvalues. If SIDE = aqRaq, VL is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= max(1,N) if SIDE = aqLaq or aqBaq; LDVL >= 1 otherwise.
VR (input/output) COMPLEX array, dimension (LDVR,MM)
On entry, if INITV = aqUaq and SIDE = aqRaq or aqBaq, VR must contain starting vectors for the inverse iteration for the right eigenvectors; the starting vector for each eigenvector must be in the same column in which the eigenvector will be stored. On exit, if SIDE = aqRaq or aqBaq, the right eigenvectors specified by SELECT will be stored consecutively in the columns of VR, in the same order as their eigenvalues. If SIDE = aqLaq, VR is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= max(1,N) if SIDE = aqRaq or aqBaq; LDVR >= 1 otherwise.
MM (input) INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M (output) INTEGER
The number of columns in the arrays VL and/or VR required to store the eigenvectors (= the number of .TRUE. elements in SELECT).
WORK (workspace) COMPLEX array, dimension (N*N)
RWORK (workspace) REAL array, dimension (N)
IFAILL (output) INTEGER array, dimension (MM)
If SIDE = aqLaq or aqBaq, IFAILL(i) = j > 0 if the left eigenvector in the i-th column of VL (corresponding to the eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the eigenvector converged satisfactorily. If SIDE = aqRaq, IFAILL is not referenced.
IFAILR (output) INTEGER array, dimension (MM)
If SIDE = aqRaq or aqBaq, IFAILR(i) = j > 0 if the right eigenvector in the i-th column of VR (corresponding to the eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the eigenvector converged satisfactorily. If SIDE = aqLaq, IFAILR is not referenced.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, i is the number of eigenvectors which failed to converge; see IFAILL and IFAILR for further details.

FURTHER DETAILS

Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x|+|y|.