cgeesx.f(3)

NAME
cgeesx.f

SYNOPSIS

  Functions/Subroutines
subroutine cgeesx (JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, W, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, RWORK, BWORK, INFO)
CGEESX computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices

Function/Subroutine Documentation

  subroutine cgeesx (character JOBVS, character SORT, external SELECT, character SENSE, integer N, complex, dimension( lda, * ) A, integer LDA, integer SDIM, complex, dimension( * ) W, complex, dimension( ldvs, * ) VS, integer LDVS, real RCONDE, real RCONDV, complex, dimension( * ) WORK, integer LWORK, real, dimension( * ) RWORK, logical, dimension( * ) BWORK, integer INFO)

Purpose:

     CGEESX computes for an N-by-N complex nonsymmetric matrix A, the
     eigenvalues, the Schur form T, and, optionally, the matrix of Schur
     vectors Z.  This gives the Schur factorization A = Z*T*(Z**H).
     Optionally, it also orders the eigenvalues on the diagonal of the
     Schur form so that selected eigenvalues are at the top left;
     computes a reciprocal condition number for the average of the
     selected eigenvalues (RCONDE); and computes a reciprocal condition
     number for the right invariant subspace corresponding to the
     selected eigenvalues (RCONDV).  The leading columns of Z form an
     orthonormal basis for this invariant subspace.
     For further explanation of the reciprocal condition numbers RCONDE
     and RCONDV, see Section 4.10 of the LAPACK Users' Guide (where
     these quantities are called s and sep respectively).
     A complex matrix is in Schur form if it is upper triangular.

Parameters
    JOBVS

              JOBVS is CHARACTER*1
              = 'N': Schur vectors are not computed;
              = 'V': Schur vectors are computed.

    SORT

              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).

    SELECT

              SELECT is a LOGICAL FUNCTION of one COMPLEX argument
              SELECT must be declared EXTERNAL in the calling subroutine.
              If SORT = 'S', SELECT is used to select eigenvalues to order
              to the top left of the Schur form.
              If SORT = 'N', SELECT is not referenced.
              An eigenvalue W(j) is selected if SELECT(W(j)) is true.

    SENSE

              SENSE is CHARACTER*1
              Determines which reciprocal condition numbers are computed.
              = 'N': None are computed;
              = 'E': Computed for average of selected eigenvalues only;
              = 'V': Computed for selected right invariant subspace only;
              = 'B': Computed for both.
              If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.

    N

              N is INTEGER
              The order of the matrix A. N >= 0.

    A

              A is COMPLEX array, dimension (LDA, N)
              On entry, the N-by-N matrix A.
              On exit, A is overwritten by its Schur form T.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    SDIM

              SDIM is INTEGER
              If SORT = 'N', SDIM = 0.
              If SORT = 'S', SDIM = number of eigenvalues for which
                             SELECT is true.

    W

              W is COMPLEX array, dimension (N)
              W contains the computed eigenvalues, in the same order
              that they appear on the diagonal of the output Schur form T.

    VS

              VS is COMPLEX array, dimension (LDVS,N)
              If JOBVS = 'V', VS contains the unitary matrix Z of Schur
              vectors.
              If JOBVS = 'N', VS is not referenced.

    LDVS

              LDVS is INTEGER
              The leading dimension of the array VS.  LDVS >= 1, and if
              JOBVS = 'V', LDVS >= N.

    RCONDE

              RCONDE is REAL
              If SENSE = 'E' or 'B', RCONDE contains the reciprocal
              condition number for the average of the selected eigenvalues.
              Not referenced if SENSE = 'N' or 'V'.

    RCONDV

              RCONDV is REAL
              If SENSE = 'V' or 'B', RCONDV contains the reciprocal
              condition number for the selected right invariant subspace.
              Not referenced if SENSE = 'N' or 'E'.

    WORK

              WORK is COMPLEX array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.  LWORK >= max(1,2*N).
              Also, if SENSE = 'E' or 'V' or 'B', LWORK >= 2*SDIM*(N-SDIM),
              where SDIM is the number of selected eigenvalues computed by
              this routine.  Note that 2*SDIM*(N-SDIM) <= N*N/2. Note also
              that an error is only returned if LWORK < max(1,2*N), but if
              SENSE = 'E' or 'V' or 'B' this may not be large enough.
              For good performance, LWORK must generally be larger.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates upper bound on the optimal size of the
              array WORK, returns this value as the first entry of the WORK
              array, and no error message related to LWORK is issued by
              XERBLA.

    RWORK

              RWORK is REAL array, dimension (N)

    BWORK

              BWORK is LOGICAL array, dimension (N)
              Not referenced if SORT = 'N'.

    INFO

              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 W
                       contain those eigenvalues which have converged; if
                       JOBVS = 'V', VS contains the transformation 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.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 236 of file cgeesx.f.

Author

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