• NAME
• SYNOPSIS
• F95 INTERFACE
• C INTERFACE
• PURPOSE
• ARGUMENTS

NAME

dgeesx - 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

SYNOPSIS

  SUBROUTINE DGEESX( JOBZ, SORTEV, SELECT, SENSE, N, A, LDA, NOUT, WR, 
 *      WI, Z, LDZ, SRCONE, RCONV, WORK, LDWORK, IWORK2, LDWRK2, BWORK3, 
 *      INFO)
  CHARACTER * 1 JOBZ, SORTEV, SENSE
  INTEGER N, LDA, NOUT, LDZ, LDWORK, LDWRK2, INFO
  INTEGER IWORK2(*)
  LOGICAL SELECT
  LOGICAL BWORK3(*)
  DOUBLE PRECISION SRCONE, RCONV
  DOUBLE PRECISION A(LDA,*), WR(*), WI(*), Z(LDZ,*), WORK(*)

  SUBROUTINE DGEESX_64( JOBZ, SORTEV, SELECT, SENSE, N, A, LDA, NOUT, 
 *      WR, WI, Z, LDZ, SRCONE, RCONV, WORK, LDWORK, IWORK2, LDWRK2, 
 *      BWORK3, INFO)
  CHARACTER * 1 JOBZ, SORTEV, SENSE
  INTEGER*8 N, LDA, NOUT, LDZ, LDWORK, LDWRK2, INFO
  INTEGER*8 IWORK2(*)
  LOGICAL*8 SELECT
  LOGICAL*8 BWORK3(*)
  DOUBLE PRECISION SRCONE, RCONV
  DOUBLE PRECISION A(LDA,*), WR(*), WI(*), Z(LDZ,*), WORK(*)

F95 INTERFACE

  SUBROUTINE GEESX( JOBZ, SORTEV, SELECT, SENSE, [N], A, [LDA], NOUT, 
 *       WR, WI, Z, [LDZ], SRCONE, RCONV, [WORK], [LDWORK], [IWORK2], 
 *       [LDWRK2], [BWORK3], [INFO])
  CHARACTER(LEN=1) :: JOBZ, SORTEV, SENSE
  INTEGER :: N, LDA, NOUT, LDZ, LDWORK, LDWRK2, INFO
  INTEGER, DIMENSION(:) :: IWORK2
  LOGICAL :: SELECT
  LOGICAL, DIMENSION(:) :: BWORK3
  REAL(8) :: SRCONE, RCONV
  REAL(8), DIMENSION(:) :: WR, WI, WORK
  REAL(8), DIMENSION(:,:) :: A, Z

  SUBROUTINE GEESX_64( JOBZ, SORTEV, SELECT, SENSE, [N], A, [LDA], 
 *       NOUT, WR, WI, Z, [LDZ], SRCONE, RCONV, [WORK], [LDWORK], [IWORK2], 
 *       [LDWRK2], [BWORK3], [INFO])
  CHARACTER(LEN=1) :: JOBZ, SORTEV, SENSE
  INTEGER(8) :: N, LDA, NOUT, LDZ, LDWORK, LDWRK2, INFO
  INTEGER(8), DIMENSION(:) :: IWORK2
  LOGICAL(8) :: SELECT
  LOGICAL(8), DIMENSION(:) :: BWORK3
  REAL(8) :: SRCONE, RCONV
  REAL(8), DIMENSION(:) :: WR, WI, WORK
  REAL(8), DIMENSION(:,:) :: A, Z

C INTERFACE

#include <sunperf.h>

void dgeesx(char jobz, char sortev, logical(*select)(double,double), char sense, int n, double *a, int lda, int *nout, double *wr, double *wi, double *z, int ldz, double *srcone, double *rconv, int *info);

void dgeesx_64(char jobz, char sortev, logical(*select)(double,double), char sense, long n, double *a, long lda, long *nout, double *wr, double *wi, double *z, long ldz, double *srcone, double *rconv, long *info);

PURPOSE

dgeesx 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; 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 real 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).

ARGUMENTS

• JOBZ (input)
  

   = 'N': Schur vectors are not computed;

   = 'V': Schur vectors are computed.

• SORTEV (input)
  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 (input)
  SELECT must be declared EXTERNAL in the calling subroutine. If SORTEV = 'S', SELECT is used to select eigenvalues to sort to the top left of the Schur form. If SORTEV = 'N', SELECT is not referenced. An eigenvalue 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 are. 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 may be set to N+3 (see INFO below).

• SENSE (input)
  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', SORTEV must equal 'S'.

• N (input)
  The order of the matrix A. N > = 0.

• A (input/output)
  On entry, the N-by-N matrix A. On exit, A is overwritten by its real Schur form T.

• LDA (input)
  The leading dimension of the array A. LDA > = max(1,N).

• NOUT (output)
  If SORTEV = 'N', NOUT = 0. If SORTEV = 'S', NOUT = number of eigenvalues (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.)

• WR (output)
  WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.

• WI (output)
  See the description for WR.

• Z (output)
  If JOBZ = 'V', Z contains the orthogonal matrix Z of Schur vectors. If JOBZ = 'N', Z is not referenced.

• LDZ (input)
  The leading dimension of the array Z. LDZ > = 1, and if JOBZ = 'V', LDZ > = N.

• SRCONE (output)
  If SENSE = 'E' or 'B', SRCONE contains the reciprocal condition number for the average of the selected eigenvalues. Not referenced if SENSE = 'N' or 'V'.

• RCONV (output)
  If SENSE = 'V' or 'B', RCONV contains the reciprocal condition number for the selected right invariant subspace. Not referenced if SENSE = 'N' or 'E'.

• WORK (workspace)
  On exit, if INFO = 0, WORK(1) returns the optimal LDWORK.

• LDWORK (input)
  The dimension of the array WORK. LDWORK > = max(1,3*N). Also, if SENSE = 'E' or 'V' or 'B', LDWORK > = N+2*NOUT*(N-NOUT), where NOUT is the number of selected eigenvalues computed by this routine. Note that N+2*NOUT*(N-NOUT) < = N+N*N/2. For good performance, LDWORK must generally be larger.

• IWORK2 (workspace)
  Not referenced if SENSE = 'N' or 'E'. On exit, if INFO = 0, IWORK2(1) returns the optimal LDWRK2.

• LDWRK2 (input)
  The dimension of the array IWORK2. LDWRK2 > = 1; if SENSE = 'V' or 'B', LDWRK2 > = NOUT*(N-NOUT).

• BWORK3 (workspace)
  dimension(N) Not referenced if SORTEV = 'N'.

• INFO (output)
  

   = 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 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.