dgees - compute for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z
SUBROUTINE DGEES( JOBZ, SORTEV, SELECT, N, A, LDA, NOUT, WR, WI, Z, * LDZ, WORK, LDWORK, WORK3, INFO) CHARACTER * 1 JOBZ, SORTEV INTEGER N, LDA, NOUT, LDZ, LDWORK, INFO LOGICAL SELECT LOGICAL WORK3(*) DOUBLE PRECISION A(LDA,*), WR(*), WI(*), Z(LDZ,*), WORK(*)
SUBROUTINE DGEES_64( JOBZ, SORTEV, SELECT, N, A, LDA, NOUT, WR, WI, * Z, LDZ, WORK, LDWORK, WORK3, INFO) CHARACTER * 1 JOBZ, SORTEV INTEGER*8 N, LDA, NOUT, LDZ, LDWORK, INFO LOGICAL*8 SELECT LOGICAL*8 WORK3(*) DOUBLE PRECISION A(LDA,*), WR(*), WI(*), Z(LDZ,*), WORK(*)
SUBROUTINE GEES( JOBZ, SORTEV, SELECT, [N], A, [LDA], NOUT, WR, WI, * Z, [LDZ], [WORK], [LDWORK], [WORK3], [INFO]) CHARACTER(LEN=1) :: JOBZ, SORTEV INTEGER :: N, LDA, NOUT, LDZ, LDWORK, INFO LOGICAL :: SELECT LOGICAL, DIMENSION(:) :: WORK3 REAL(8), DIMENSION(:) :: WR, WI, WORK REAL(8), DIMENSION(:,:) :: A, Z
SUBROUTINE GEES_64( JOBZ, SORTEV, SELECT, [N], A, [LDA], NOUT, WR, * WI, Z, [LDZ], [WORK], [LDWORK], [WORK3], [INFO]) CHARACTER(LEN=1) :: JOBZ, SORTEV INTEGER(8) :: N, LDA, NOUT, LDZ, LDWORK, INFO LOGICAL(8) :: SELECT LOGICAL(8), DIMENSION(:) :: WORK3 REAL(8), DIMENSION(:) :: WR, WI, WORK REAL(8), DIMENSION(:,:) :: A, Z
#include <sunperf.h>
void dgees(char jobz, char sortev, logical(*select)(double,double), int n, double *a, int lda, int *nout, double *wr, double *wi, double *z, int ldz, int *info);
void dgees_64(char jobz, char sortev, logical(*select)(double,double), long n, double *a, long lda, long *nout, double *wr, double *wi, double *z, long ldz, long *info);
dgees computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T).
Optionally, it also orders the eigenvalues on the diagonal of the real Schur form so that selected eigenvalues are at the top left. The leading columns of Z then form an orthonormal basis for the invariant subspace corresponding to the selected eigenvalues.
A matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form
[ a b ]
[ c a ]
where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).
= 'N': Schur vectors are not computed;
= 'V': Schur vectors are computed.
= 'S': Eigenvalues are ordered (see SELECT).
WR(j)+sqrt(-1)*WI(j)
is selected if
SELECT(WR(j),WI(j))
is true; i.e., if either one of a complex
conjugate pair of eigenvalues is selected, then both complex
eigenvalues are selected.
Note that a selected complex eigenvalue may no longer
satisfy SELECT(WR(j),WI(j))
= .TRUE. after ordering, since
ordering may change the value of complex eigenvalues
(especially if the eigenvalue is ill-conditioned); in this
case INFO is set to N+2 (see INFO below).
WORK(1)
contains the optimal LDWORK.
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.
dimension(N)
Not referenced if SORTEV = 'N'.
= 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 WR and WI contain those eigenvalues which have converged; if JOBZ = 'V', Z contains the matrix 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.