--- rpl/lapack/lapack/dgeev.f 2011/07/22 07:38:04 1.8 +++ rpl/lapack/lapack/dgeev.f 2011/11/21 20:42:50 1.9 @@ -1,10 +1,198 @@ +*> \brief DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices +* +* =========== DOCUMENTATION =========== +* +* Online html documentation available at +* http://www.netlib.org/lapack/explore-html/ +* +*> \htmlonly +*> Download DGEEV + dependencies +*> +*> [TGZ] +*> +*> [ZIP] +*> +*> [TXT] +*> \endhtmlonly +* +* Definition: +* =========== +* +* SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, +* LDVR, WORK, LWORK, INFO ) +* +* .. Scalar Arguments .. +* CHARACTER JOBVL, JOBVR +* INTEGER INFO, LDA, LDVL, LDVR, LWORK, N +* .. +* .. Array Arguments .. +* DOUBLE PRECISION A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), +* $ WI( * ), WORK( * ), WR( * ) +* .. +* +* +*> \par Purpose: +* ============= +*> +*> \verbatim +*> +*> DGEEV computes for an N-by-N real nonsymmetric matrix A, the +*> eigenvalues and, optionally, the left and/or right eigenvectors. +*> +*> 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)**T * A = lambda(j) * u(j)**T +*> where u(j)**T denotes the transpose of u(j). +*> +*> The computed eigenvectors are normalized to have Euclidean norm +*> equal to 1 and largest component real. +*> \endverbatim +* +* Arguments: +* ========== +* +*> \param[in] JOBVL +*> \verbatim +*> JOBVL is CHARACTER*1 +*> = 'N': left eigenvectors of A are not computed; +*> = 'V': left eigenvectors of A are computed. +*> \endverbatim +*> +*> \param[in] JOBVR +*> \verbatim +*> JOBVR is CHARACTER*1 +*> = 'N': right eigenvectors of A are not computed; +*> = 'V': right eigenvectors of A are computed. +*> \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. +*> \endverbatim +*> +*> \param[in] LDA +*> \verbatim +*> LDA is INTEGER +*> The leading dimension of the array A. LDA >= max(1,N). +*> \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. Complex +*> conjugate pairs of eigenvalues appear consecutively +*> with the eigenvalue having the positive imaginary part +*> first. +*> \endverbatim +*> +*> \param[out] VL +*> \verbatim +*> VL is DOUBLE PRECISION array, dimension (LDVL,N) +*> 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). +*> \endverbatim +*> +*> \param[in] LDVL +*> \verbatim +*> LDVL is INTEGER +*> The leading dimension of the array VL. LDVL >= 1; if +*> JOBVL = 'V', LDVL >= N. +*> \endverbatim +*> +*> \param[out] VR +*> \verbatim +*> VR is DOUBLE PRECISION array, dimension (LDVR,N) +*> 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). +*> \endverbatim +*> +*> \param[in] LDVR +*> \verbatim +*> LDVR is INTEGER +*> The leading dimension of the array VR. LDVR >= 1; if +*> JOBVR = 'V', LDVR >= N. +*> \endverbatim +*> +*> \param[out] WORK +*> \verbatim +*> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) +*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. +*> \endverbatim +*> +*> \param[in] LWORK +*> \verbatim +*> LWORK is INTEGER +*> The dimension of the array WORK. LWORK >= max(1,3*N), and +*> if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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] INFO +*> \verbatim +*> INFO is INTEGER +*> = 0: successful exit +*> < 0: if INFO = -i, the i-th argument had an illegal value. +*> > 0: if INFO = i, the QR algorithm failed to compute all the +*> eigenvalues, and no eigenvectors have been computed; +*> elements i+1:N of WR and WI contain eigenvalues which +*> have converged. +*> \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 DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, $ LDVR, WORK, LWORK, INFO ) * -* -- LAPACK driver routine (version 3.3.1) -- +* -- 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..-- -* -- April 2011 -- +* November 2011 * * .. Scalar Arguments .. CHARACTER JOBVL, JOBVR @@ -15,102 +203,6 @@ $ WI( * ), WORK( * ), WR( * ) * .. * -* Purpose -* ======= -* -* DGEEV computes for an N-by-N real nonsymmetric matrix A, the -* eigenvalues and, optionally, the left and/or right eigenvectors. -* -* 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)**T * A = lambda(j) * u(j)**T -* where u(j)**T denotes the transpose of u(j). -* -* The computed eigenvectors are normalized to have Euclidean norm -* equal to 1 and largest component real. -* -* Arguments -* ========= -* -* JOBVL (input) CHARACTER*1 -* = 'N': left eigenvectors of A are not computed; -* = 'V': left eigenvectors of A are computed. -* -* JOBVR (input) CHARACTER*1 -* = 'N': right eigenvectors of A are not computed; -* = 'V': right eigenvectors of A are computed. -* -* 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. -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* 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. Complex -* conjugate pairs of eigenvalues appear consecutively -* with the eigenvalue having the positive imaginary part -* first. -* -* VL (output) DOUBLE PRECISION array, dimension (LDVL,N) -* 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) INTEGER -* The leading dimension of the array VL. LDVL >= 1; if -* JOBVL = 'V', LDVL >= N. -* -* VR (output) DOUBLE PRECISION array, dimension (LDVR,N) -* 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) INTEGER -* The leading dimension of the array VR. LDVR >= 1; if -* JOBVR = 'V', LDVR >= N. -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK)) -* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. -* -* LWORK (input) INTEGER -* The dimension of the array WORK. LWORK >= max(1,3*N), and -* if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*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. -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value. -* > 0: if INFO = i, the QR algorithm failed to compute all the -* eigenvalues, and no eigenvectors have been computed; -* elements i+1:N of WR and WI contain eigenvalues which -* have converged. -* * ===================================================================== * * .. Parameters ..