SGEESX(l) LAPACK driver routine (version 1.1) SGEESX(l)
NAME
SGEESX - compute for an N-by-N real nonsymmetric matrix A, the eigenvalues,
the real Schur form T, and, optionally, the matrix of Schur vectors Z
SYNOPSIS
SUBROUTINE SGEESX( JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, WR, WI, VS,
LDVS, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK,
INFO )
CHARACTER JOBVS, SENSE, SORT
INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM
REAL RCONDE, RCONDV
LOGICAL BWORK( * )
INTEGER IWORK( * )
REAL A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), WR( * )
LOGICAL SELECT
EXTERNAL SELECT
PURPOSE
SGEESX computes for an N-by-N real nonsymmetric matrix A, the eigenvalues,
the real Schur form T, and, optionally, the matrix of Schur vectors Z.
This gives the Schur factorization A = Z*T*(Z**T).
Optionally, it also orders the eigenvalues on the diagonal of the real
Schur form so that selected eigenvalues are at the top left; computes a
reciprocal condition number for the average of the selected eigenvalues
(RCONDE); and computes a reciprocal condition number for the right invari-
ant subspace corresponding to the selected eigenvalues (RCONDV). The lead-
ing columns of Z form an orthonormal basis for this invariant subspace.
For further explanation of the reciprocal condition numbers RCONDE and
RCONDV, see Section 4.10 of the LAPACK Users' Guide (where these quantities
are called s and sep respectively).
A real matrix is in real Schur form if it is upper quasi-triangular with
1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form
[ a b ]
[ c a ]
where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).
ARGUMENTS
JOBVS (input) CHARACTER*1
= 'N': Schur vectors are not computed;
= 'V': Schur vectors are computed.
SORT (input) CHARACTER*1
Specifies whether or not to order the eigenvalues on the diagonal
of the Schur form. = 'N': Eigenvalues are not ordered;
= 'S': Eigenvalues are ordered (see SELECT).
SELECT (input) LOGICAL FUNCTION of two REAL variables
SELECT must be declared EXTERNAL in the calling subroutine. If
SORT = 'S', SELECT is used to select eigenvalues to sort to the top
left of the Schur form. If SORT = 'N', SELECT is not referenced.
An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if
SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex con-
jugate pair of eigenvalues is selected, then both are. Note that a
selected complex eigenvalue may no longer satisfy
SELECT(WR(j),WI(j)) = .TRUE. after ordering, since ordering may
change the value of complex eigenvalues (especially if the eigen-
value is ill-conditioned); in this case INFO may be set to N+3 (see
INFO below).
SENSE (input) CHARACTER*1
Determines which reciprocal condition numbers are computed. = 'N':
None are computed;
= 'E': Computed for average of selected eigenvalues only;
= 'V': Computed for selected right invariant subspace only;
= 'B': Computed for both. If SENSE = 'E', 'V' or 'B', SORT must
equal 'S'.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) REAL array, dimension (LDA, N)
On entry, the N-by-N matrix A. On exit, A is overwritten by its
real Schur form T.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
SDIM (output) INTEGER
If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of eigen-
values (after sorting) for which SELECT is true. (Complex conjugate
pairs for which SELECT is true for either eigenvalue count as 2.)
WR (output) REAL array, dimension (N)
WI (output) REAL array, dimension (N) WR and WI contain the
real and imaginary parts, respectively, of the computed eigen-
values, in the same order that they appear on the diagonal of the
output Schur form T. Complex conjugate pairs of eigenvalues appear
consecutively with the eigenvalue having the positive imaginary
part first.
VS (output) REAL array, dimension (LDVS,N)
If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur vec-
tors. If JOBVS = 'N', VS is not referenced.
LDVS (input) INTEGER
The leading dimension of the array VS. LDVS >= 1, and if JOBVS =
'V', LDVS >= N.
RCONDE (output) REAL
If SENSE = 'E' or 'B', RCONDE contains the reciprocal condition
number for the average of the selected eigenvalues. Not referenced
if SENSE = 'N' or 'V'.
RCONDV (output) REAL
If SENSE = 'V' or 'B', RCONDV contains the reciprocal condition
number for the selected right invariant subspace. Not referenced
if SENSE = 'N' or 'E'.
WORK (workspace/output) REAL 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). Also, if
SENSE = 'E' or 'V' or 'B', LWORK >= N+2*SDIM*(N-SDIM), where SDIM
is the number of selected eigenvalues computed by this routine.
Note that N+2*SDIM*(N-SDIM) <= N+N*N/2. For good performance,
LWORK must generally be larger.
IWORK (workspace) INTEGER array, dimension (LIWORK)
Not referenced if SENSE = 'N' or 'E'.
LIWORK (input) INTEGER
The dimension of the array IWORK. LIWORK >= 1; if SENSE = 'V' or
'B', LIWORK >= SDIM*(N-SDIM).
BWORK (workspace) LOGICAL array, dimension (N)
Not referenced if SORT = 'N'.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, and i is
<= N: the QR algorithm failed to compute all the
eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI contain those
eigenvalues which have converged; if JOBVS = 'V', VS contains the
transformation which reduces A to its partially converged Schur
form. = N+1: the eigenvalues could not be reordered because some
eigenvalues were too close to separate (the problem is very ill-
conditioned); = N+2: after reordering, roundoff changed values of
some complex eigenvalues so that leading eigenvalues in the Schur
form no longer satisfy SELECT=.TRUE. This could also be caused by
underflow due to scaling.
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