CGEEVX - compute for an N-by-N complex nonsymmetric matrix
A, the eigenvalues and, optionally, the left and/or right
eigenvectors
SYNOPSIS
SUBROUTINE CGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA,
W, VL, LDVL, VR, LDVR, ILO, IHI, SCALE,
ABNRM, RCONDE, RCONDV, WORK, LWORK,
RWORK, INFO )
CHARACTER BALANC, JOBVL, JOBVR, SENSE
INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK,
N
REAL ABNRM
REAL RCONDE( * ), RCONDV( * ), RWORK( * ),
SCALE( * )
COMPLEX A( LDA, * ), VL( LDVL, * ), VR( LDVR, *
), W( * ), WORK( * )
PURPOSE
CGEEVX 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 eigen
values 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
A * v(j) = lambda(j) * v(j)
where lambda(j) is its eigenvalue.
The left eigenvector u(j) of A satisfies
u(j)**H * A = lambda(j) * u(j)**H
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 diag
onal 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
ARGUMENTS
BALANC (input) CHARACTER*1
Indicates how the input matrix should be diago
nally scaled and/or permuted to improve the condi
tioning of its eigenvalues. = 'N': Do not diago
nally scale or permute;
= 'P': Perform permutations to make the matrix
more nearly 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.
Computed reciprocal condition numbers will be for
the matrix after balancing and/or permuting. Per
muting does not change condition numbers (in exact
arithmetic), but balancing does.
JOBVL (input) CHARACTER*1
= 'N': left eigenvectors of A are not computed;
= 'V': left eigenvectors of A are computed. If
SENSE = 'E' or 'B', JOBVL must = 'V'.
JOBVR (input) CHARACTER*1
= 'N': right eigenvectors of A are not computed;
= 'V': right eigenvectors of A are computed. If
SENSE = 'E' or 'B', JOBVR must = 'V'.
SENSE (input) CHARACTER*1
Determines which reciprocal condition numbers are
computed. = 'N': None are computed;
= 'E': Computed for eigenvalues only;
= 'V': Computed for right eigenvectors only;
= 'B': Computed for eigenvalues and right eigen
vectors.
If SENSE = 'E' or 'B', both left and right eigen
vectors must also be computed (JOBVL = 'V' and
JOBVR = 'V').
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) COMPLEX array, dimension (LDA,N)
On entry, the N-by-N matrix A. On exit, A has
been overwritten. If JOBVL = 'V' or JOBVR = 'V',
A contains the Schur form of the balanced version
of the matrix A.
The leading dimension of the array A. LDA >=
max(1,N).
W (output) COMPLEX array, dimension (N)
W contains the computed eigenvalues.
VL (output) COMPLEX 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. u(j) = VL(:,j), the j-
th column of VL.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= 1;
if JOBVL = 'V', LDVL >= N.
VR (output) COMPLEX 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. v(j) = VR(:,j), the j-
th column of VR.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= 1;
if JOBVR = 'V', LDVR >= N.
ILO,IHI (output) INTEGER ILO and IHI are integer
values determined when A was balanced. The bal
anced A(i,j) = 0 if I > J and J = 1,...,ILO-1 or I
= IHI+1,...,N.
SCALE (output) REAL array, dimension (N)
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 col
umn j, and D(j) is the scaling factor applied to
row and column j, then SCALE(J) = P(J), for J =
1,...,ILO-1 = D(J), for J = ILO,...,IHI = P(J)
for J = IHI+1,...,N. The order in which the
interchanges are made is N to IHI+1, then 1 to
ILO-1.
ABNRM (output) REAL
The one-norm of the balanced matrix (the maximum
of the sum of absolute values of elements of any
column).
RCONDE (output) REAL array, dimension (N)
RCONDE(j) is the reciprocal condition number of
the j-th eigenvalue.
RCONDV(j) is the reciprocal condition number of
the j-th right eigenvector.
WORK (workspace/output) COMPLEX array, dimension
(LWORK)
On exit, if INFO = 0, WORK(1) returns the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. If SENSE = 'N'
or 'E', LWORK >= max(1,2*N), and if SENSE = 'V' or
'B', 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.
RWORK (workspace) REAL array, dimension (2*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille
gal value.
> 0: if INFO = i, the QR algorithm failed to com
pute 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.
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