Contents
dgeevx - compute for an N-by-N real nonsymmetric matrix A,
the eigenvalues and, optionally, the left and/or right
eigenvectors
SUBROUTINE DGEEVX(BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI, VL,
LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONE, RCONV, WORK,
LDWORK, IWORK2, INFO)
CHARACTER * 1 BALANC, JOBVL, JOBVR, SENSE
INTEGER N, LDA, LDVL, LDVR, ILO, IHI, LDWORK, INFO
INTEGER IWORK2(*)
DOUBLE PRECISION ABNRM
DOUBLE PRECISION A(LDA,*), WR(*), WI(*), VL(LDVL,*),
VR(LDVR,*), SCALE(*), RCONE(*), RCONV(*), WORK(*)
SUBROUTINE DGEEVX_64(BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, WR, WI,
VL, LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONE, RCONV, WORK,
LDWORK, IWORK2, INFO)
CHARACTER * 1 BALANC, JOBVL, JOBVR, SENSE
INTEGER*8 N, LDA, LDVL, LDVR, ILO, IHI, LDWORK, INFO
INTEGER*8 IWORK2(*)
DOUBLE PRECISION ABNRM
DOUBLE PRECISION A(LDA,*), WR(*), WI(*), VL(LDVL,*),
VR(LDVR,*), SCALE(*), RCONE(*), RCONV(*), WORK(*)
F95 INTERFACE
SUBROUTINE GEEVX(BALANC, JOBVL, JOBVR, SENSE, [N], A, [LDA], WR, WI,
VL, [LDVL], VR, [LDVR], ILO, IHI, SCALE, ABNRM, RCONE, RCONV,
[WORK], [LDWORK], [IWORK2], [INFO])
CHARACTER(LEN=1) :: BALANC, JOBVL, JOBVR, SENSE
INTEGER :: N, LDA, LDVL, LDVR, ILO, IHI, LDWORK, INFO
INTEGER, DIMENSION(:) :: IWORK2
REAL(8) :: ABNRM
REAL(8), DIMENSION(:) :: WR, WI, SCALE, RCONE, RCONV, WORK
REAL(8), DIMENSION(:,:) :: A, VL, VR
SUBROUTINE GEEVX_64(BALANC, JOBVL, JOBVR, SENSE, [N], A, [LDA], WR,
WI, VL, [LDVL], VR, [LDVR], ILO, IHI, SCALE, ABNRM, RCONE, RCONV,
[WORK], [LDWORK], [IWORK2], [INFO])
CHARACTER(LEN=1) :: BALANC, JOBVL, JOBVR, SENSE
INTEGER(8) :: N, LDA, LDVL, LDVR, ILO, IHI, LDWORK, INFO
INTEGER(8), DIMENSION(:) :: IWORK2
REAL(8) :: ABNRM
REAL(8), DIMENSION(:) :: WR, WI, SCALE, RCONE, RCONV, WORK
REAL(8), DIMENSION(:,:) :: A, VL, VR
C INTERFACE
#include <sunperf.h>
void dgeevx(char balanc, char jobvl, char jobvr, char sense,
int n, double *a, int lda, double *wr, double *wi,
double *vl, int ldvl, double *vr, int ldvr, int
*ilo, int *ihi, double *scale, double *abnrm, dou-
ble *rcone, double *rconv, int *info);
void dgeevx_64(char balanc, char jobvl, char jobvr, char
sense, long n, double *a, long lda, double *wr,
double *wi, double *vl, long ldvl, double *vr,
long ldvr, long *ilo, long *ihi, double *scale,
double *abnrm, double *rcone, double *rconv, long
*info);
dgeevx computes for an N-by-N real nonsymmetric matrix A,
the eigenvalues and, optionally, the left and/or right
eigenvectors.
Optionally also, it computes a balancing transformation to
improve the conditioning 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 right eigenvector v(j) of A satisfies
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
where u(j)**H denotes the conjugate transpose of u(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 diago-
nal 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.
BALANC (input)
Indicates how the input matrix should be diago-
nally scaled and/or permuted to improve the condi-
tioning of its eigenvalues. = 'N': Do not diago-
nally scale or permute;
= 'P': Perform permutations to make the matrix
more nearly upper triangular. Do not diagonally
scale; = 'S': Diagonally scale the matrix, i.e.
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. Per-
muting does not change condition numbers (in exact
arithmetic), but balancing does.
JOBVL (input)
= '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)
= '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)
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 eigen-
vectors.
If SENSE = 'E' or 'B', both left and right eigen-
vectors must also be computed (JOBVL = 'V' and
JOBVR = 'V').
N (input) The order of the matrix A. N >= 0.
A (input/output)
On entry, the N-by-N matrix A. On exit, A has
been overwritten. If JOBVL = 'V' or JOBVR = 'V',
A contains the real Schur form of the balanced
version of the input matrix A.
LDA (input)
The leading dimension of the array A. LDA >=
max(1,N).
WR (output)
WR and WI contain the real and imaginary parts,
respectively, of the computed eigenvalues. Com-
plex conjugate pairs of eigenvalues will appear
consecutively with the eigenvalue having the posi-
tive imaginary part first.
WI (output)
See the description for WR.
VL (output)
If JOBVL = 'V', the left eigenvectors u(j) are
stored one after another in the columns of VL, in
the same order as their eigenvalues. If JOBVL =
'N', VL is not referenced. If the j-th eigenvalue
is real, then u(j) = VL(:,j), the j-th column of
VL. If the j-th and (j+1)-st eigenvalues form a
complex conjugate pair, then u(j) = VL(:,j) +
i*VL(:,j+1) and
u(j+1) = VL(:,j) - i*VL(:,j+1).
LDVL (input)
The leading dimension of the array VL. LDVL >= 1;
if JOBVL = 'V', LDVL >= N.
VR (output)
If JOBVR = 'V', the right eigenvectors v(j) are
stored one after another in the columns of VR, in
the same order as their eigenvalues. If JOBVR =
'N', VR is not referenced. If the j-th eigenvalue
is real, then v(j) = VR(:,j), the j-th column of
VR. If the j-th and (j+1)-st eigenvalues form a
complex conjugate pair, then v(j) = VR(:,j) +
i*VR(:,j+1) and
v(j+1) = VR(:,j) - i*VR(:,j+1).
LDVR (input)
The leading dimension of the array VR. LDVR >= 1,
and if JOBVR = 'V', LDVR >= N.
ILO (output)
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.
IHI (output)
See the description of ILO.
SCALE (output)
Details of the permutations and scaling factors
applied when balancing A. If P(j) is the index of
the row and column interchanged 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)
The one-norm of the balanced matrix (the maximum
of the sum of absolute values of elements of any
column).
RCONE (output)
RCONE(j) is the reciprocal condition number of the
j-th eigenvalue.
RCONV (output)
RCONV(j) is the reciprocal condition number of the
j-th right eigenvector.
WORK (workspace)
On exit, if INFO = 0, WORK(1) returns the optimal
LDWORK.
LDWORK (input)
The dimension of the array WORK. If SENSE = 'N'
or 'E', LDWORK >= max(1,2*N), and if JOBVL = 'V'
or JOBVR = 'V', LDWORK >= 3*N. If SENSE = 'V' or
'B', LDWORK >= N*(N+6). For good performance,
LDWORK must generally be larger.
If LDWORK = -1, then a workspace query is assumed;
the routine only calculates the optimal size of
the WORK array, returns this value as the first
entry of the WORK array, and no error message
related to LDWORK is issued by XERBLA.
IWORK2 (workspace)
dimension(2*N-2) If SENSE = 'N' or 'E', not refer-
enced.
INFO (output)
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal value.
> 0: if INFO = i, the QR algorithm failed to com-
pute all the eigenvalues, and no eigenvectors or
condition numbers have been computed; elements
1:ILO-1 and i+1:N of WR and WI contain eigenvalues
which have converged.