DGEEV(l) LAPACK driver routine (version 1.1) DGEEV(l)
NAME
DGEEV - compute for an N-by-N real nonsymmetric matrix A, the eigenvalues
and, optionally, the left and/or right eigenvectors
SYNOPSIS
SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR,
WORK, LWORK, INFO )
CHARACTER JOBVL, JOBVR
INTEGER INFO, LDA, LDVL, LDVR, LWORK, N
DOUBLE PRECISION A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), WI(
* ), WORK( * ), WR( * )
PURPOSE
DGEEV computes for an N-by-N real nonsymmetric matrix A, the eigenvalues
and, optionally, the left and/or right eigenvectors.
The left eigenvectors of A are the same as the right eigenvectors of A**T.
If u(j) and v(j) are the left and right eigenvectors, respectively,
corresponding to the eigenvalue lambda(j), then (u(j)**T)*A =
lambda(j)*(u(j)**T) and A*v(j) = lambda(j) * v(j).
The computed eigenvectors are normalized to have Euclidean norm equal to 1
and largest component real.
ARGUMENTS
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of A are computed.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N matrix A. On exit, A has been overwritten.
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 appear con-
secutively with the eigenvalue having the positive imaginary part
first.
VL (output) 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 eigen-
values. 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 (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V',
LDVL >= N.
VR (output) 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 eigen-
values. If JOBVR = 'N', VR is not referenced. If the j-th eigen-
value 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 (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V',
LDVR >= N.
WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK (input) 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.
INFO (output) 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.
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