[BACK]Return to dgees.f CVS log [TXT] [DIR] Up to [local] / rpl / lapack / lapack

Diff for /rpl/lapack/lapack/dgees.f between versions 1.4 and 1.15

version 1.4, 2010/08/06 15:32:23 version 1.15, 2017/06/17 10:53:47
Line 1 Line 1
   *> \brief <b> DGEES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices</b>
   *
   *  =========== DOCUMENTATION ===========
   *
   * Online html documentation available at
   *            http://www.netlib.org/lapack/explore-html/
   *
   *> \htmlonly
   *> Download DGEES + dependencies
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgees.f">
   *> [TGZ]</a>
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgees.f">
   *> [ZIP]</a>
   *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgees.f">
   *> [TXT]</a>
   *> \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 a 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 December 2016
   *
   *> \ingroup doubleGEeigen
   *
   *  =====================================================================
       SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI,        SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR, WI,
      $                  VS, LDVS, WORK, LWORK, BWORK, INFO )       $                  VS, LDVS, WORK, LWORK, BWORK, INFO )
 *  *
 *  -- LAPACK driver routine (version 3.2) --  *  -- LAPACK driver routine (version 3.7.0) --
 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --  *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--  *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 *     November 2006  *     December 2016
 *  *
 *     .. Scalar Arguments ..  *     .. Scalar Arguments ..
       CHARACTER          JOBVS, SORT        CHARACTER          JOBVS, SORT
Line 20 Line 235
       EXTERNAL           SELECT        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 ..  *     .. Parameters ..
Removed from v.1.4  
changed lines
  Added in v.1.15

CVSweb interface <joel.bertrand@systella.fr>