DGEEVX(l) LAPACK driver routine (version 1.1) DGEEVX(l)
NAME
DGEEVX - compute for an N-by-N real nonsymmetric matrix A, the eigenvalues
and, optionally, the left and/or right eigenvectors
SYNOPSIS
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 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 con-
ditioning 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 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.
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 eigenvec-
tors 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.
ARGUMENTS
BALANC (input) 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 (input) 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 (input) 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 (input) 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 (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.
If JOBVL = 'V' or JOBVR = 'V', 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 = '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 eigen-
value 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, and if JOBVR =
'V', LDVR >= N.
ILO,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,...,ILO-1 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 inter-
changed 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 (output) DOUBLE PRECISION
The one-norm of the balanced matrix (the maximum of the sum of
absolute values of entries of any column).
RCONDE (output) DOUBLE PRECISION array, dimension (N)
RCONDE(j) is the reciprocal condition number of the j-th eigen-
value.
RCONDV (output) DOUBLE PRECISION array, dimension (N)
RCONDV(j) is the reciprocal condition number of the j-th right
eigenvector.
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. 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.
IWORK (workspace) INTEGER array, dimension (2*N-2)
If SENSE = 'N' or 'E', not referenced.
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 or condition numbers have been
computed; elements 1:ILO-1 and i+1:N of WR and WI contain eigen-
values which have converged.
Back to the listing of expert driver routines