Zgeesx.f -
subroutine zgeesx (JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, W, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, RWORK, BWORK, INFO)
ZGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices
ZGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices
Purpose:
ZGEESX computes for an N-by-N complex nonsymmetric matrix A, the eigenvalues, the Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**H). Optionally, it also orders the eigenvalues on the diagonal of the 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 invariant subspace corresponding to the selected eigenvalues (RCONDV). The leading 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 complex matrix is in Schur form if it is upper triangular.
Parameters:
JOBVS
JOBVS is CHARACTER*1
= 'N': Schur vectors are not computed;
= 'V': Schur vectors are computed.
SORT
SORT is 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
SELECT is procedure) LOGICAL FUNCTION of one COMPLEX*16 argument
SELECT must be declared EXTERNAL in the calling subroutine.
If SORT = 'S', SELECT is used to select eigenvalues to order
to the top left of the Schur form.
If SORT = 'N', SELECT is not referenced.
An eigenvalue W(j) is selected if SELECT(W(j)) is true.
SENSE
SENSE is 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
N is INTEGER
The order of the matrix A. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA, N)
On entry, the N-by-N matrix A.
On exit, A is overwritten by its Schur form T.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
SDIM
SDIM is INTEGER
If SORT = 'N', SDIM = 0.
If SORT = 'S', SDIM = number of eigenvalues for which
SELECT is true.
W
W is COMPLEX*16 array, dimension (N)
W contains the computed eigenvalues, in the same order
that they appear on the diagonal of the output Schur form T.
VS
VS is COMPLEX*16 array, dimension (LDVS,N)
If JOBVS = 'V', VS contains the unitary matrix Z of Schur
vectors.
If JOBVS = 'N', VS is not referenced.
LDVS
LDVS is INTEGER
The leading dimension of the array VS. LDVS >= 1, and if
JOBVS = 'V', LDVS >= N.
RCONDE
RCONDE is DOUBLE PRECISION
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
RCONDV is DOUBLE PRECISION
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
WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER
The dimension of the array WORK. LWORK >= max(1,2*N).
Also, if SENSE = 'E' or 'V' or 'B', LWORK >= 2*SDIM*(N-SDIM),
where SDIM is the number of selected eigenvalues computed by
this routine. Note that 2*SDIM*(N-SDIM) <= N*N/2. Note also
that an error is only returned if LWORK < max(1,2*N), but if
SENSE = 'E' or 'V' or 'B' this may not be large enough.
For good performance, LWORK must generally be larger.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates upper bound on the optimal size of the
array WORK, returns this value as the first entry of the WORK
array, and no error message related to LWORK is issued by
XERBLA.
RWORK
RWORK is DOUBLE PRECISION array, dimension (N)
BWORK
BWORK is LOGICAL array, dimension (N)
Not referenced if SORT = 'N'.
INFO
INFO is 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 W
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.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Definition at line 238 of file zgeesx.f.
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