SRC/zgeesx.f(3)

NAME
SRC/zgeesx.f

SYNOPSIS

  Functions/Subroutines
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

Function/Subroutine Documentation

  subroutine zgeesx (character jobvs, character sort, external select, character sense, integer n, complex*16, dimension( lda, * ) a, integer lda, integer sdim, complex*16, dimension( * ) w, complex*16, dimension( ldvs, * ) vs, integer ldvs, double precision rconde, double precision rcondv, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, logical, dimension( * ) bwork, integer info)

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 a 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.

Definition at line 236 of file zgeesx.f.

Author

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