dgeevx (l)  Linux Man Pages
dgeevx: computes for an NbyN real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors
NAME
DGEEVX  computes for an NbyN real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectorsSYNOPSIS
 SUBROUTINE DGEEVX(
 BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, INFO )
 CHARACTER BALANC, JOBVL, JOBVR, SENSE
 INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
 DOUBLE PRECISION ABNRM
 INTEGER IWORK( * )
 DOUBLE PRECISION A( LDA, * ), RCONDE( * ), RCONDV( * ), SCALE( * ), VL( LDVL, * ), VR( LDVR, * ), WI( * ), WORK( * ), WR( * )
PURPOSE
DGEEVX computes for an NbyN 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 righteigenvectors (RCONDV).
The right eigenvector v(j) of A satisfies
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
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 Usersaq Guide.
ARGUMENTS
 BALANC (input) CHARACTER*1

Indicates how the input matrix should be diagonally scaled
and/or permuted to improve the conditioning of its
eigenvalues.
= aqNaq: Do not diagonally scale or permute;
= aqPaq: Perform permutations to make the matrix more nearly upper triangular. Do not diagonally scale; = aqSaq: 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; = aqBaq: 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 (input) CHARACTER*1

= aqNaq: left eigenvectors of A are not computed;
= aqVaq: left eigenvectors of A are computed. If SENSE = aqEaq or aqBaq, JOBVL must = aqVaq.  JOBVR (input) CHARACTER*1

= aqNaq: right eigenvectors of A are not computed;
= aqVaq: right eigenvectors of A are computed. If SENSE = aqEaq or aqBaq, JOBVR must = aqVaq.  SENSE (input) CHARACTER*1

Determines which reciprocal condition numbers are computed.
= aqNaq: None are computed;
= aqEaq: Computed for eigenvalues only;
= aqVaq: Computed for right eigenvectors only;
= aqBaq: Computed for eigenvalues and right eigenvectors. If SENSE = aqEaq or aqBaq, both left and right eigenvectors must also be computed (JOBVL = aqVaq and JOBVR = aqVaq).  N (input) INTEGER
 The order of the matrix A. N >= 0.
 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
 On entry, the NbyN matrix A. On exit, A has been overwritten. If JOBVL = aqVaq or JOBVR = aqVaq, A contains the real Schur form of the balanced version of the input matrix A.
 LDA (input) INTEGER
 The leading dimension of the array A. LDA >= max(1,N).
 WR (output) DOUBLE PRECISION array, dimension (N)
 WI (output) DOUBLE PRECISION 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 (output) DOUBLE PRECISION array, dimension (LDVL,N)

If JOBVL = aqVaq, the left eigenvectors u(j) are stored one
after another in the columns of VL, in the same order
as their eigenvalues.
If JOBVL = aqNaq, VL is not referenced.
If the jth eigenvalue is real, then u(j) = VL(:,j),
the jth column of VL.
If the jth 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 (input) INTEGER
 The leading dimension of the array VL. LDVL >= 1; if JOBVL = aqVaq, LDVL >= N.
 VR (output) DOUBLE PRECISION array, dimension (LDVR,N)

If JOBVR = aqVaq, the right eigenvectors v(j) are stored one
after another in the columns of VR, in the same order
as their eigenvalues.
If JOBVR = aqNaq, VR is not referenced.
If the jth eigenvalue is real, then v(j) = VR(:,j),
the jth column of VR.
If the jth 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 (input) INTEGER
 The leading dimension of the array VR. LDVR >= 1, and if JOBVR = aqVaq, LDVR >= N.
 ILO (output) INTEGER
 IHI (output) INTEGER ILO and IHI are integer values determined when A was balanced. The balanced A(i,j) = 0 if I > J and J = 1,...,ILO1 or I = IHI+1,...,N.
 SCALE (output) DOUBLE PRECISION 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,...,ILO1 = 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 ILO1.
 ABNRM (output) DOUBLE PRECISION
 The onenorm of the balanced matrix (the maximum of the sum of absolute values of elements of any column).
 RCONDE (output) DOUBLE PRECISION array, dimension (N)
 RCONDE(j) is the reciprocal condition number of the jth eigenvalue.
 RCONDV (output) DOUBLE PRECISION array, dimension (N)
 RCONDV(j) is the reciprocal condition number of the jth right eigenvector.
 WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
 On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
 LWORK (input) INTEGER
 The dimension of the array WORK. If SENSE = aqNaq or aqEaq, LWORK >= max(1,2*N), and if JOBVL = aqVaq or JOBVR = aqVaq, LWORK >= 3*N. If SENSE = aqVaq or aqBaq, 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 (workspace) INTEGER array, dimension (2*N2)
 If SENSE = aqNaq or aqEaq, not referenced.
 INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = i, the ith 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:ILO1 and i+1:N of WR and WI contain eigenvalues which have converged.