ZGEEVX(l) LAPACK driver routine (version 1.1) ZGEEVX(l)
NAME
ZGEEVX - compute for an N-by-N complex nonsymmetric matrix A, the eigen-
values and, optionally, the left and/or right eigenvectors
SYNOPSIS
SUBROUTINE ZGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, LDVL, VR,
LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, RCONDV, WORK,
LWORK, RWORK, INFO )
CHARACTER BALANC, JOBVL, JOBVR, SENSE
INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N
DOUBLE PRECISION ABNRM
DOUBLE PRECISION RCONDE( * ), RCONDV( * ), RWORK( * ), SCALE( *
)
COMPLEX*16 A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), W( * ), WORK(
* )
PURPOSE
ZGEEVX computes for an N-by-N complex nonsymmetric matrix A, the eigen-
values 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**H.
If u(j) and v(j) are the left and right eigenvectors, respectively,
corresponding to the eigenvalue lambda(j), then (u(j)**H)*A =
lambda(j)*(u(j)**H) 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, ie. 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) COMPLEX*16 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 Schur form of the
balanced version of the matrix A.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
W (output) COMPLEX*16 array, dimension (N)
W contains the computed eigenvalues.
VL (output) COMPLEX*16 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. u(j) = VL(:,j), the
j-th column of VL.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V',
LDVL >= N.
VR (output) COMPLEX*16 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. v(j) = VR(:,j), the
j-th column of VR.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1; 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) COMPLEX*16 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 SENSE = 'V' or 'B', LWORK >= N*N+2*N. For good
performance, LWORK must generally be larger.
RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
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 W contain eigenvalues which
have converged.
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