DHSEIN(l) LAPACK routine (version 1.1) DHSEIN(l)
NAME
DHSEIN - use inverse iteration to find specified right and/or left eigen-
vectors of a real upper Hessenberg matrix H
SYNOPSIS
SUBROUTINE DHSEIN( JOB, EIGSRC, INITV, SELECT, N, H, LDH, WR, WI, VL, LDVL,
VR, LDVR, MM, M, WORK, IFAILL, IFAILR, INFO )
CHARACTER EIGSRC, INITV, JOB
INTEGER INFO, LDH, LDVL, LDVR, M, MM, N
LOGICAL SELECT( * )
INTEGER IFAILL( * ), IFAILR( * )
DOUBLE PRECISION H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ), WI(
* ), WORK( * ), WR( * )
PURPOSE
DHSEIN uses inverse iteration to find specified right and/or left eigenvec-
tors of a real 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:
H x = w x, y' H = w y'
where y' denotes the conjugate transpose of the vector y.
ARGUMENTS
JOB (input) CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
EIGSRC (input) CHARACTER*1
Specifies the source of eigenvalues supplied in (WR,WI):
= 'Q': the eigenvalues were found using DHSEQR; thus, if H has zero
subdiagonal entries, and so is block-triangular, then the j-th
eigenvalue can be assumed to be an eigenvalue of the block contain-
ing the j-th row/column. This property allows DHSEIN to perform
inverse iteration on just one diagonal block. = 'N': no assump-
tions are made on the correspondence between eigenvalues and diago-
nal blocks. In this case, DHSEIN must always perform inverse
iteration using the whole matrix H.
INITV (input) CHARACTER*1
= 'N': no initial vectors are supplied;
= 'U': user-supplied initial vectors are stored in the arrays VL
and/or VR.
SELECT (input/output) LOGICAL array, dimension(N)
Specifies the eigenvectors to be computed. To select the real
eigenvector corresponding to a real eigenvalue WR(j), SELECT(j)
must be set to .TRUE.. To select the complex eigenvector
corresponding to a complex eigenvalue (WR(j),WI(j)), with complex
conjugate (WR(j+1),WI(j+1)), either SELECT(j) or SELECT(j+1) or
both must be set to
N (input) INTEGER
The order of the matrix H. N >= 0.
H (input) DOUBLE PRECISION array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (input/output) DOUBLE PRECISION array, dimension (N)
WI (input) DOUBLE PRECISION array, dimension (N) On entry, the
real and imaginary parts of the eigenvalues of H; a complex conju-
gate pair of eigenvalues must be stored in consecutive elements of
WR and WI. On exit, WR may have been altered since close eigen-
values are perturbed slightly in searching for independent eigen-
vectors.
VL (input/output) DOUBLE PRECISION array, dimension (LDVL,MM)
On entry, if INITV = 'U' and JOB = 'L' or 'B', VL must contain
starting vectors for the inverse iteration for the left eigenvec-
tors; the starting vector for each eigenvector must be in the same
column(s) in which the eigenvector will be stored. On exit, if JOB
= 'L' or 'B', the left eigenvectors specified by SELECT will be
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. If JOB = 'R', VL
is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= max(1,N) if JOB =
'L' or 'B'; LDVL >= 1 otherwise.
VR (input/output) DOUBLE PRECISION array, dimension (LDVR,MM)
On entry, if INITV = 'U' and JOB = 'R' or 'B', VR must contain
starting vectors for the inverse iteration for the right eigenvec-
tors; the starting vector for each eigenvector must be in the same
column(s) in which the eigenvector will be stored. On exit, if JOB
= 'R' or 'B', the right eigenvectors specified by SELECT will be
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. If JOB = 'L', VR
is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= max(1,N) if JOB =
'R' or 'B'; 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; each selected real eigenvector occupies one
column and each selected complex eigenvector occupies two columns.
WORK (workspace) DOUBLE PRECISION array, dimension ((N+2)*N)
IFAILL (output) INTEGER array, dimension (MM)
If JOB = 'L' or 'B', 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 satisfac-
torily. If the i-th and (i+1)th columns of VL hold a complex eigen-
vector, then IFAILL(i) and IFAILL(i+1) are set to the same value.
If JOB = 'R', IFAILL is not referenced.
IFAILR (output) INTEGER array, dimension (MM)
If JOB = 'R' or 'B', 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 satisfac-
torily. If the i-th and (i+1)th columns of VR hold a complex eigen-
vector, then IFAILR(i) and IFAILR(i+1) are set to the same value.
If JOB = 'L', 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|.
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