--- rpl/lapack/lapack/dgees.f 2010/12/21 13:53:25 1.7 +++ rpl/lapack/lapack/dgees.f 2011/11/21 20:42:50 1.8 @@ -1,10 +1,225 @@ +*> \brief DGEES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGEES + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI, +* VS, LDVS, WORK, LWORK, BWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBVS, SORT +* INTEGER INFO, LDA, LDVS, LWORK, N, SDIM +* .. +* .. Array Arguments .. +* LOGICAL BWORK( * ) +* DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), +* $ WR( * ) +* .. +* .. Function Arguments .. +* LOGICAL SELECT +* EXTERNAL SELECT +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> 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). +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBVS +*> \verbatim +*> JOBVS is CHARACTER*1 +*> = 'N': Schur vectors are not computed; +*> = 'V': Schur vectors are computed. +*> \endverbatim +*> +*> \param[in] SORT +*> \verbatim +*> 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). +*> \endverbatim +*> +*> \param[in] SELECT +*> \verbatim +*> SELECT is procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments +*> SELECT must be declared EXTERNAL in the calling subroutine. +*> If SORT = 'S', SELECT is used to select eigenvalues to sort +*> to the top left of the Schur form. +*> If SORT = '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 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). +*> \endverbatim +*> +*> \param[in] N +*> \verbatim +*> N is INTEGER +*> The order of the matrix A. N >= 0. +*> \endverbatim +*> +*> \param[in,out] A +*> \verbatim +*> A is DOUBLE PRECISION array, dimension (LDA,N) +*> On entry, the N-by-N matrix A. +*> On exit, A has been overwritten by its real Schur form T. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \endverbatim +*> +*> \param[out] SDIM +*> \verbatim +*> SDIM is INTEGER +*> If SORT = 'N', SDIM = 0. +*> If SORT = 'S', SDIM = number of eigenvalues (after sorting) +*> for which SELECT is true. (Complex conjugate +*> pairs for which SELECT is true for either +*> eigenvalue count as 2.) +*> \endverbatim +*> +*> \param[out] WR +*> \verbatim +*> WR is DOUBLE PRECISION array, dimension (N) +*> \endverbatim +*> +*> \param[out] WI +*> \verbatim +*> WI is DOUBLE PRECISION array, dimension (N) +*> 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 will appear +*> consecutively with the eigenvalue having the positive +*> imaginary part first. +*> \endverbatim +*> +*> \param[out] VS +*> \verbatim +*> VS is DOUBLE PRECISION array, dimension (LDVS,N) +*> If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur +*> vectors. +*> If JOBVS = 'N', VS is not referenced. +*> \endverbatim +*> +*> \param[in] LDVS +*> \verbatim +*> LDVS is INTEGER +*> The leading dimension of the array VS. LDVS >= 1; if +*> JOBVS = 'V', LDVS >= N. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) contains the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,3*N). +*> For good performance, LWORK must generally be larger. +*> +*> If LWORK = -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 LWORK is issued by XERBLA. +*> \endverbatim +*> +*> \param[out] BWORK +*> \verbatim +*> BWORK is LOGICAL array, dimension (N) +*> Not referenced if SORT = 'N'. +*> \endverbatim +*> +*> \param[out] INFO +*> \verbatim +*> 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 WR and WI +*> contain those eigenvalues which have converged; if +*> JOBVS = 'V', VS 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. +*> \endverbatim +* +* Authors: +* ======== +* +*> \author Univ. of Tennessee +*> \author Univ. of California Berkeley +*> \author Univ. of Colorado Denver +*> \author NAG Ltd. +* +*> \date November 2011 +* +*> \ingroup doubleGEeigen +* +* ===================================================================== SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI, $ VS, LDVS, WORK, LWORK, BWORK, INFO ) * -* -- LAPACK driver routine (version 3.2) -- +* -- LAPACK driver routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- -* November 2006 +* November 2011 * * .. Scalar Arguments .. CHARACTER JOBVS, SORT @@ -20,121 +235,6 @@ EXTERNAL SELECT * .. * -* Purpose -* ======= -* -* 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). -* -* Arguments -* ========= -* -* JOBVS (input) CHARACTER*1 -* = 'N': Schur vectors are not computed; -* = 'V': Schur vectors are computed. -* -* SORT (input) 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 (external procedure) LOGICAL FUNCTION of two DOUBLE PRECISION arguments -* SELECT must be declared EXTERNAL in the calling subroutine. -* If SORT = 'S', SELECT is used to select eigenvalues to sort -* to the top left of the Schur form. -* If SORT = '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 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). -* -* N (input) INTEGER -* The order of the matrix A. N >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) -* On entry, the N-by-N matrix A. -* On exit, A has been overwritten by its real Schur form T. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* SDIM (output) INTEGER -* If SORT = 'N', SDIM = 0. -* If SORT = 'S', SDIM = 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) DOUBLE PRECISION array, dimension (N) -* WI (output) DOUBLE PRECISION array, dimension (N) -* 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 will appear -* consecutively with the eigenvalue having the positive -* imaginary part first. -* -* VS (output) DOUBLE PRECISION array, dimension (LDVS,N) -* If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur -* vectors. -* If JOBVS = 'N', VS is not referenced. -* -* LDVS (input) INTEGER -* The leading dimension of the array VS. LDVS >= 1; if -* JOBVS = 'V', LDVS >= N. -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) contains the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. LWORK >= max(1,3*N). -* For good performance, LWORK must generally be larger. -* -* If LWORK = -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 LWORK is issued by XERBLA. -* -* BWORK (workspace) LOGICAL array, dimension (N) -* Not referenced if SORT = 'N'. -* -* INFO (output) 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 WR and WI -* contain those eigenvalues which have converged; if -* JOBVS = 'V', VS 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. -* * ===================================================================== * * .. Parameters ..