dtrevc.f: Dtrevc.f -

Function/Subroutine Documentation

subroutine dtrevc (characterSIDE, characterHOWMNY, logical, dimension( * )SELECT, integerN, double precision, dimension( ldt, * )T, integerLDT, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, * )VR, integerLDVR, integerMM, integerM, double precision, dimension( * )WORK, integerINFO)

DTREVC

Purpose:

 DTREVC computes some or all of the right and/or left eigenvectors of
 a real upper quasi-triangular matrix T.
 Matrices of this type are produced by the Schur factorization of
 a real general matrix:  A = Q*T*Q**T, as computed by DHSEQR.

 The right eigenvector x and the left eigenvector y of T corresponding
 to an eigenvalue w are defined by:

    T*x = w*x,     (y**T)*T = w*(y**T)

 where y**T denotes the transpose of y.
 The eigenvalues are not input to this routine, but are read directly
 from the diagonal blocks of T.

 This routine returns the matrices X and/or Y of right and left
 eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
 input matrix.  If Q is the orthogonal factor that reduces a matrix
 A to Schur form T, then Q*X and Q*Y are the matrices of right and
 left eigenvectors of A.

Parameters:

SIDE

          SIDE is CHARACTER*1
          = 'R':  compute right eigenvectors only;
          = 'L':  compute left eigenvectors only;
          = 'B':  compute both right and left eigenvectors.

HOWMNY

          HOWMNY is CHARACTER*1
          = 'A':  compute all right and/or left eigenvectors;
          = 'B':  compute all right and/or left eigenvectors,
                  backtransformed by the matrices in VR and/or VL;
          = 'S':  compute selected right and/or left eigenvectors,
                  as indicated by the logical array SELECT.

SELECT

          SELECT is LOGICAL array, dimension (N)
          If HOWMNY = 'S', SELECT specifies the eigenvectors to be
          computed.
          If w(j) is a real eigenvalue, the corresponding real
          eigenvector is computed if SELECT(j) is .TRUE..
          If w(j) and w(j+1) are the real and imaginary parts of a
          complex eigenvalue, the corresponding complex eigenvector is
          computed if either SELECT(j) or SELECT(j+1) is .TRUE., and
          on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to
          .FALSE..
          Not referenced if HOWMNY = 'A' or 'B'.

          N is INTEGER
          The order of the matrix T. N >= 0.

          T is DOUBLE PRECISION array, dimension (LDT,N)
          The upper quasi-triangular matrix T in Schur canonical form.

LDT

          LDT is INTEGER
          The leading dimension of the array T. LDT >= max(1,N).

          VL is DOUBLE PRECISION array, dimension (LDVL,MM)
          On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
          contain an N-by-N matrix Q (usually the orthogonal matrix Q
          of Schur vectors returned by DHSEQR).
          On exit, if SIDE = 'L' or 'B', VL contains:
          if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
          if HOWMNY = 'B', the matrix Q*Y;
          if HOWMNY = 'S', the left eigenvectors of T specified by
                           SELECT, 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.
          Not referenced if SIDE = 'R'.

LDVL

          LDVL is INTEGER
          The leading dimension of the array VL.  LDVL >= 1, and if
          SIDE = 'L' or 'B', LDVL >= N.

          VR is DOUBLE PRECISION array, dimension (LDVR,MM)
          On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
          contain an N-by-N matrix Q (usually the orthogonal matrix Q
          of Schur vectors returned by DHSEQR).
          On exit, if SIDE = 'R' or 'B', VR contains:
          if HOWMNY = 'A', the matrix X of right eigenvectors of T;
          if HOWMNY = 'B', the matrix Q*X;
          if HOWMNY = 'S', the right eigenvectors of T specified by
                           SELECT, 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.
          Not referenced if SIDE = 'L'.

LDVR

          LDVR is INTEGER
          The leading dimension of the array VR.  LDVR >= 1, and if
          SIDE = 'R' or 'B', LDVR >= N.

          MM is INTEGER
          The number of columns in the arrays VL and/or VR. MM >= M.

          M is INTEGER
          The number of columns in the arrays VL and/or VR actually
          used to store the eigenvectors.
          If HOWMNY = 'A' or 'B', M is set to N.
          Each selected real eigenvector occupies one column and each
          selected complex eigenvector occupies two columns.

WORK

          WORK is DOUBLE PRECISION array, dimension (3*N)

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Further Details:

  The algorithm used in this program is basically backward (forward)
  substitution, with scaling to make the the code robust against
  possible overflow.

  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|.

Definition at line 222 of file dtrevc.f.

dtrevc.f (3)

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