version 1.1, 2010/01/26 15:22:45
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version 1.9, 2011/11/21 22:19:45
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*> \brief <b> ZGEEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices</b> |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download ZGEEVX + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeevx.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeevx.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeevx.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* SUBROUTINE ZGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, |
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* LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, |
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* RCONDV, WORK, LWORK, RWORK, INFO ) |
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* |
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* .. Scalar Arguments .. |
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* CHARACTER BALANC, JOBVL, JOBVR, SENSE |
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* INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N |
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* DOUBLE PRECISION ABNRM |
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* .. |
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* .. Array Arguments .. |
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* DOUBLE PRECISION RCONDE( * ), RCONDV( * ), RWORK( * ), |
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* $ SCALE( * ) |
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* COMPLEX*16 A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), |
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* $ W( * ), WORK( * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> ZGEEVX computes for an N-by-N complex nonsymmetric matrix A, the |
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*> eigenvalues and, optionally, the left and/or right eigenvectors. |
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*> |
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*> Optionally also, it computes a balancing transformation to improve |
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*> the conditioning of the eigenvalues and eigenvectors (ILO, IHI, |
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*> SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues |
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*> (RCONDE), and reciprocal condition numbers for the right |
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*> eigenvectors (RCONDV). |
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*> |
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*> The right eigenvector v(j) of A satisfies |
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*> A * v(j) = lambda(j) * v(j) |
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*> where lambda(j) is its eigenvalue. |
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*> The left eigenvector u(j) of A satisfies |
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*> u(j)**H * A = lambda(j) * u(j)**H |
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*> where u(j)**H denotes the conjugate transpose of u(j). |
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*> |
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*> The computed eigenvectors are normalized to have Euclidean norm |
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*> equal to 1 and largest component real. |
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*> |
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*> Balancing a matrix means permuting the rows and columns to make it |
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*> more nearly upper triangular, and applying a diagonal similarity |
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*> transformation D * A * D**(-1), where D is a diagonal matrix, to |
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*> make its rows and columns closer in norm and the condition numbers |
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*> of its eigenvalues and eigenvectors smaller. The computed |
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*> reciprocal condition numbers correspond to the balanced matrix. |
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*> Permuting rows and columns will not change the condition numbers |
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*> (in exact arithmetic) but diagonal scaling will. For further |
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*> explanation of balancing, see section 4.10.2 of the LAPACK |
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*> Users' Guide. |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] BALANC |
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*> \verbatim |
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*> BALANC is CHARACTER*1 |
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*> Indicates how the input matrix should be diagonally scaled |
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*> and/or permuted to improve the conditioning of its |
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*> eigenvalues. |
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*> = 'N': Do not diagonally scale or permute; |
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*> = 'P': Perform permutations to make the matrix more nearly |
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*> upper triangular. Do not diagonally scale; |
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*> = 'S': Diagonally scale the matrix, ie. replace A by |
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*> D*A*D**(-1), where D is a diagonal matrix chosen |
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*> to make the rows and columns of A more equal in |
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*> norm. Do not permute; |
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*> = 'B': Both diagonally scale and permute A. |
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*> |
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*> Computed reciprocal condition numbers will be for the matrix |
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*> after balancing and/or permuting. Permuting does not change |
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*> condition numbers (in exact arithmetic), but balancing does. |
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*> \endverbatim |
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*> |
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*> \param[in] JOBVL |
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*> \verbatim |
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*> JOBVL is CHARACTER*1 |
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*> = 'N': left eigenvectors of A are not computed; |
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*> = 'V': left eigenvectors of A are computed. |
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*> If SENSE = 'E' or 'B', JOBVL must = 'V'. |
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*> \endverbatim |
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*> |
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*> \param[in] JOBVR |
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*> \verbatim |
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*> JOBVR is CHARACTER*1 |
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*> = 'N': right eigenvectors of A are not computed; |
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*> = 'V': right eigenvectors of A are computed. |
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*> If SENSE = 'E' or 'B', JOBVR must = 'V'. |
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*> \endverbatim |
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*> |
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*> \param[in] SENSE |
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*> \verbatim |
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*> SENSE is CHARACTER*1 |
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*> Determines which reciprocal condition numbers are computed. |
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*> = 'N': None are computed; |
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*> = 'E': Computed for eigenvalues only; |
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*> = 'V': Computed for right eigenvectors only; |
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*> = 'B': Computed for eigenvalues and right eigenvectors. |
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*> |
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*> If SENSE = 'E' or 'B', both left and right eigenvectors |
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*> must also be computed (JOBVL = 'V' and JOBVR = 'V'). |
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*> \endverbatim |
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*> |
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*> \param[in] N |
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*> \verbatim |
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*> N is INTEGER |
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*> The order of the matrix A. N >= 0. |
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*> \endverbatim |
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*> |
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*> \param[in,out] A |
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*> \verbatim |
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*> A is COMPLEX*16 array, dimension (LDA,N) |
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*> On entry, the N-by-N matrix A. |
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*> On exit, A has been overwritten. If JOBVL = 'V' or |
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*> JOBVR = 'V', A contains the Schur form of the balanced |
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*> version of the matrix A. |
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*> \endverbatim |
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*> |
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*> \param[in] LDA |
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*> \verbatim |
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*> LDA is INTEGER |
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*> The leading dimension of the array A. LDA >= max(1,N). |
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*> \endverbatim |
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*> |
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*> \param[out] W |
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*> \verbatim |
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*> W is COMPLEX*16 array, dimension (N) |
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*> W contains the computed eigenvalues. |
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*> \endverbatim |
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*> |
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*> \param[out] VL |
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*> \verbatim |
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*> VL is COMPLEX*16 array, dimension (LDVL,N) |
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*> If JOBVL = 'V', the left eigenvectors u(j) are stored one |
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*> after another in the columns of VL, in the same order |
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*> as their eigenvalues. |
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*> If JOBVL = 'N', VL is not referenced. |
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*> u(j) = VL(:,j), the j-th column of VL. |
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*> \endverbatim |
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*> |
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*> \param[in] LDVL |
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*> \verbatim |
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*> LDVL is INTEGER |
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*> The leading dimension of the array VL. LDVL >= 1; if |
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*> JOBVL = 'V', LDVL >= N. |
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*> \endverbatim |
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*> |
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*> \param[out] VR |
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*> \verbatim |
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*> VR is COMPLEX*16 array, dimension (LDVR,N) |
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*> If JOBVR = 'V', the right eigenvectors v(j) are stored one |
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*> after another in the columns of VR, in the same order |
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*> as their eigenvalues. |
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*> If JOBVR = 'N', VR is not referenced. |
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*> v(j) = VR(:,j), the j-th column of VR. |
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*> \endverbatim |
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*> |
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*> \param[in] LDVR |
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*> \verbatim |
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*> LDVR is INTEGER |
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*> The leading dimension of the array VR. LDVR >= 1; if |
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*> JOBVR = 'V', LDVR >= N. |
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*> \endverbatim |
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*> |
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*> \param[out] ILO |
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*> \verbatim |
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*> ILO is INTEGER |
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*> \endverbatim |
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*> |
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*> \param[out] IHI |
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*> \verbatim |
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*> IHI is INTEGER |
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*> ILO and IHI are integer values determined when A was |
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*> balanced. The balanced A(i,j) = 0 if I > J and |
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*> J = 1,...,ILO-1 or I = IHI+1,...,N. |
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*> \endverbatim |
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*> |
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*> \param[out] SCALE |
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*> \verbatim |
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*> SCALE is DOUBLE PRECISION array, dimension (N) |
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*> Details of the permutations and scaling factors applied |
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*> when balancing A. If P(j) is the index of the row and column |
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*> interchanged with row and column j, and D(j) is the scaling |
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*> factor applied to row and column j, then |
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*> SCALE(J) = P(J), for J = 1,...,ILO-1 |
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*> = D(J), for J = ILO,...,IHI |
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*> = P(J) for J = IHI+1,...,N. |
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*> The order in which the interchanges are made is N to IHI+1, |
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*> then 1 to ILO-1. |
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*> \endverbatim |
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*> |
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*> \param[out] ABNRM |
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*> \verbatim |
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*> ABNRM is DOUBLE PRECISION |
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*> The one-norm of the balanced matrix (the maximum |
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*> of the sum of absolute values of elements of any column). |
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*> \endverbatim |
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*> |
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*> \param[out] RCONDE |
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*> \verbatim |
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*> RCONDE is DOUBLE PRECISION array, dimension (N) |
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*> RCONDE(j) is the reciprocal condition number of the j-th |
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*> eigenvalue. |
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*> \endverbatim |
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*> |
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*> \param[out] RCONDV |
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*> \verbatim |
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*> RCONDV is DOUBLE PRECISION array, dimension (N) |
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*> RCONDV(j) is the reciprocal condition number of the j-th |
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*> right eigenvector. |
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*> \endverbatim |
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*> |
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*> \param[out] WORK |
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*> \verbatim |
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*> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK)) |
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*> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
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*> \endverbatim |
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*> |
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*> \param[in] LWORK |
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*> \verbatim |
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*> LWORK is INTEGER |
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*> The dimension of the array WORK. If SENSE = 'N' or 'E', |
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*> LWORK >= max(1,2*N), and if SENSE = 'V' or 'B', |
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*> LWORK >= N*N+2*N. |
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*> For good performance, LWORK must generally be larger. |
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*> |
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*> If LWORK = -1, then a workspace query is assumed; the routine |
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*> only calculates the optimal size of the WORK array, returns |
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*> this value as the first entry of the WORK array, and no error |
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*> message related to LWORK is issued by XERBLA. |
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*> \endverbatim |
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*> |
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*> \param[out] RWORK |
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*> \verbatim |
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*> RWORK is DOUBLE PRECISION array, dimension (2*N) |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: successful exit |
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*> < 0: if INFO = -i, the i-th argument had an illegal value. |
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*> > 0: if INFO = i, the QR algorithm failed to compute all the |
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*> eigenvalues, and no eigenvectors or condition numbers |
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*> have been computed; elements 1:ILO-1 and i+1:N of W |
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*> contain eigenvalues which have converged. |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \date November 2011 |
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* |
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*> \ingroup complex16GEeigen |
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* |
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* ===================================================================== |
SUBROUTINE ZGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, |
SUBROUTINE ZGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, |
$ LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, |
$ LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, |
$ RCONDV, WORK, LWORK, RWORK, INFO ) |
$ RCONDV, WORK, LWORK, RWORK, INFO ) |
* |
* |
* -- LAPACK driver routine (version 3.2) -- |
* -- LAPACK driver routine (version 3.4.0) -- |
* -- 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 |
* November 2011 |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
CHARACTER BALANC, JOBVL, JOBVR, SENSE |
CHARACTER BALANC, JOBVL, JOBVR, SENSE |
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$ W( * ), WORK( * ) |
$ W( * ), WORK( * ) |
* .. |
* .. |
* |
* |
* Purpose |
|
* ======= |
|
* |
|
* ZGEEVX computes for an N-by-N complex nonsymmetric matrix A, the |
|
* eigenvalues and, optionally, the left and/or right eigenvectors. |
|
* |
|
* Optionally also, it computes a balancing transformation to improve |
|
* the conditioning of the eigenvalues and eigenvectors (ILO, IHI, |
|
* SCALE, and ABNRM), reciprocal condition numbers for the eigenvalues |
|
* (RCONDE), and reciprocal condition numbers for the right |
|
* eigenvectors (RCONDV). |
|
* |
|
* The right eigenvector v(j) of A satisfies |
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* A * v(j) = lambda(j) * v(j) |
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* where lambda(j) is its eigenvalue. |
|
* The left eigenvector u(j) of A satisfies |
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* u(j)**H * A = lambda(j) * u(j)**H |
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* where u(j)**H denotes the conjugate transpose of u(j). |
|
* |
|
* The computed eigenvectors are normalized to have Euclidean norm |
|
* equal to 1 and largest component real. |
|
* |
|
* Balancing a matrix means permuting the rows and columns to make it |
|
* more nearly upper triangular, and applying a diagonal similarity |
|
* transformation D * A * D**(-1), where D is a diagonal matrix, to |
|
* make its rows and columns closer in norm and the condition numbers |
|
* of its eigenvalues and eigenvectors smaller. The computed |
|
* reciprocal condition numbers correspond to the balanced matrix. |
|
* Permuting rows and columns will not change the condition numbers |
|
* (in exact arithmetic) but diagonal scaling will. For further |
|
* explanation of balancing, see section 4.10.2 of the LAPACK |
|
* Users' Guide. |
|
* |
|
* Arguments |
|
* ========= |
|
* |
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* BALANC (input) CHARACTER*1 |
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* Indicates how the input matrix should be diagonally scaled |
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* and/or permuted to improve the conditioning of its |
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* eigenvalues. |
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* = 'N': Do not diagonally scale or permute; |
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* = 'P': Perform permutations to make the matrix more nearly |
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* upper triangular. Do not diagonally scale; |
|
* = 'S': Diagonally scale the matrix, ie. replace A by |
|
* D*A*D**(-1), where D is a diagonal matrix chosen |
|
* to make the rows and columns of A more equal in |
|
* norm. Do not permute; |
|
* = 'B': Both diagonally scale and permute A. |
|
* |
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* Computed reciprocal condition numbers will be for the matrix |
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* after balancing and/or permuting. Permuting does not change |
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* condition numbers (in exact arithmetic), but balancing does. |
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* |
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* JOBVL (input) CHARACTER*1 |
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* = 'N': left eigenvectors of A are not computed; |
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* = 'V': left eigenvectors of A are computed. |
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* If SENSE = 'E' or 'B', JOBVL must = 'V'. |
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* |
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* JOBVR (input) CHARACTER*1 |
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* = 'N': right eigenvectors of A are not computed; |
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* = 'V': right eigenvectors of A are computed. |
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* If SENSE = 'E' or 'B', JOBVR must = 'V'. |
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* |
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* SENSE (input) CHARACTER*1 |
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* Determines which reciprocal condition numbers are computed. |
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* = 'N': None are computed; |
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* = 'E': Computed for eigenvalues only; |
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* = 'V': Computed for right eigenvectors only; |
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* = 'B': Computed for eigenvalues and right eigenvectors. |
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* |
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* If SENSE = 'E' or 'B', both left and right eigenvectors |
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* must also be computed (JOBVL = 'V' and JOBVR = 'V'). |
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* |
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* N (input) INTEGER |
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* The order of the matrix A. N >= 0. |
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* |
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* A (input/output) COMPLEX*16 array, dimension (LDA,N) |
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* On entry, the N-by-N matrix A. |
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* On exit, A has been overwritten. If JOBVL = 'V' or |
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* JOBVR = 'V', A contains the Schur form of the balanced |
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* version of the matrix A. |
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* |
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* LDA (input) INTEGER |
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* The leading dimension of the array A. LDA >= max(1,N). |
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* |
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* W (output) COMPLEX*16 array, dimension (N) |
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* W contains the computed eigenvalues. |
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* |
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* VL (output) COMPLEX*16 array, dimension (LDVL,N) |
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* If JOBVL = 'V', the left eigenvectors u(j) are stored one |
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* after another in the columns of VL, in the same order |
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* as their eigenvalues. |
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* If JOBVL = 'N', VL is not referenced. |
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* u(j) = VL(:,j), the j-th column of VL. |
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* |
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* LDVL (input) INTEGER |
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* The leading dimension of the array VL. LDVL >= 1; if |
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* JOBVL = 'V', LDVL >= N. |
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* |
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* VR (output) COMPLEX*16 array, dimension (LDVR,N) |
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* If JOBVR = 'V', the right eigenvectors v(j) are stored one |
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* after another in the columns of VR, in the same order |
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* as their eigenvalues. |
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* If JOBVR = 'N', VR is not referenced. |
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* v(j) = VR(:,j), the j-th column of VR. |
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* |
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* LDVR (input) INTEGER |
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* The leading dimension of the array VR. LDVR >= 1; if |
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* JOBVR = 'V', LDVR >= N. |
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* |
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* ILO (output) INTEGER |
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* IHI (output) INTEGER |
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* ILO and IHI are integer values determined when A was |
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* balanced. The balanced A(i,j) = 0 if I > J and |
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* J = 1,...,ILO-1 or I = IHI+1,...,N. |
|
* |
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* SCALE (output) DOUBLE PRECISION array, dimension (N) |
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* Details of the permutations and scaling factors applied |
|
* when balancing A. If P(j) is the index of the row and column |
|
* interchanged with row and column j, and D(j) is the scaling |
|
* factor applied to row and column j, then |
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* SCALE(J) = P(J), for J = 1,...,ILO-1 |
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* = D(J), for J = ILO,...,IHI |
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* = P(J) for J = IHI+1,...,N. |
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* The order in which the interchanges are made is N to IHI+1, |
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* then 1 to ILO-1. |
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* |
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* ABNRM (output) DOUBLE PRECISION |
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* The one-norm of the balanced matrix (the maximum |
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* of the sum of absolute values of elements of any column). |
|
* |
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* RCONDE (output) DOUBLE PRECISION array, dimension (N) |
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* RCONDE(j) is the reciprocal condition number of the j-th |
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* eigenvalue. |
|
* |
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* RCONDV (output) DOUBLE PRECISION array, dimension (N) |
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* RCONDV(j) is the reciprocal condition number of the j-th |
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* right eigenvector. |
|
* |
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* WORK (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK)) |
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* On exit, if INFO = 0, WORK(1) returns the optimal LWORK. |
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* |
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* LWORK (input) INTEGER |
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* The dimension of the array WORK. If SENSE = 'N' or 'E', |
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* LWORK >= max(1,2*N), and if SENSE = 'V' or 'B', |
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* LWORK >= N*N+2*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. |
|
* |
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* RWORK (workspace) DOUBLE PRECISION array, dimension (2*N) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit |
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* < 0: if INFO = -i, the i-th argument had an illegal value. |
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* > 0: if INFO = i, the QR algorithm failed to compute all the |
|
* eigenvalues, and no eigenvectors or condition numbers |
|
* have been computed; elements 1:ILO-1 and i+1:N of W |
|
* contain eigenvalues which have converged. |
|
* |
|
* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |