*> \brief CGEEVX 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/ * *> Download CGEEVX + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] * * Definition * ========== * * SUBROUTINE CGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, * LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, * RCONDV, WORK, LWORK, RWORK, INFO ) * * .. Scalar Arguments .. * CHARACTER BALANC, JOBVL, JOBVR, SENSE * INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N * REAL ABNRM * .. * .. Array Arguments .. * REAL RCONDE( * ), RCONDV( * ), RWORK( * ), * $ SCALE( * ) * COMPLEX A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), * $ W( * ), WORK( * ) * .. * * Purpose * ======= * *>\details \b Purpose: *>\verbatim *> *> 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 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 *> 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 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. *> *>\endverbatim * * Arguments * ========= * *> \param[in] BALANC *> \verbatim *> BALANC is CHARACTER*1 *> Indicates how the input matrix should be diagonally scaled *> and/or permuted to improve the conditioning of its *> eigenvalues. *> = 'N': Do not diagonally 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. *> \endverbatim *> \verbatim *> Computed reciprocal condition numbers will be for the matrix *> after balancing and/or permuting. Permuting does not change *> condition numbers (in exact arithmetic), but balancing does. *> \endverbatim *> *> \param[in] JOBVL *> \verbatim *> JOBVL is 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'. *> \endverbatim *> *> \param[in] JOBVR *> \verbatim *> JOBVR is 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'. *> \endverbatim *> *> \param[in] SENSE *> \verbatim *> SENSE is 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 eigenvectors. *> \endverbatim *> \verbatim *> If SENSE = 'E' or 'B', both left and right eigenvectors *> must also be computed (JOBVL = 'V' and JOBVR = 'V'). *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is 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. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[out] W *> \verbatim *> W is COMPLEX array, dimension (N) *> W contains the computed eigenvalues. *> \endverbatim *> *> \param[out] VL *> \verbatim *> VL is 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. *> \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 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. *> \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] ILO *> \verbatim *> ILO is INTEGER *> \endverbatim *> *> \param[out] IHI *> \verbatim *> IHI is INTEGER *> ILO and IHI are integer values determined when A was *> balanced. The balanced A(i,j) = 0 if I > J and *> J = 1,...,ILO-1 or I = IHI+1,...,N. *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is 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 column 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. *> \endverbatim *> *> \param[out] ABNRM *> \verbatim *> ABNRM is REAL *> The one-norm of the balanced matrix (the maximum *> of the sum of absolute values of elements of any column). *> \endverbatim *> *> \param[out] RCONDE *> \verbatim *> RCONDE is REAL array, dimension (N) *> RCONDE(j) is the reciprocal condition number of the j-th *> eigenvalue. *> \endverbatim *> *> \param[out] RCONDV *> \verbatim *> RCONDV is REAL array, dimension (N) *> RCONDV(j) is the reciprocal condition number of the j-th *> right eigenvector. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX 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. 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. *> \endverbatim *> \verbatim *> 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] RWORK *> \verbatim *> RWORK is REAL array, dimension (2*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, 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. *> \endverbatim *> * * Authors * ======= * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup complexGEeigen * * ===================================================================== SUBROUTINE CGEEVX( BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, W, VL, $ LDVL, VR, LDVR, ILO, IHI, SCALE, ABNRM, RCONDE, $ RCONDV, WORK, LWORK, RWORK, INFO ) * * -- LAPACK eigen routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. CHARACTER BALANC, JOBVL, JOBVR, SENSE INTEGER IHI, ILO, INFO, LDA, LDVL, LDVR, LWORK, N REAL ABNRM * .. * .. Array Arguments .. REAL RCONDE( * ), RCONDV( * ), RWORK( * ), $ SCALE( * ) COMPLEX A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), $ W( * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0 ) * .. * .. Local Scalars .. LOGICAL LQUERY, SCALEA, WANTVL, WANTVR, WNTSNB, WNTSNE, $ WNTSNN, WNTSNV CHARACTER JOB, SIDE INTEGER HSWORK, I, ICOND, IERR, ITAU, IWRK, K, MAXWRK, $ MINWRK, NOUT REAL ANRM, BIGNUM, CSCALE, EPS, SCL, SMLNUM COMPLEX TMP * .. * .. Local Arrays .. LOGICAL SELECT( 1 ) REAL DUM( 1 ) * .. * .. External Subroutines .. EXTERNAL CGEBAK, CGEBAL, CGEHRD, CHSEQR, CLACPY, CLASCL, $ CSCAL, CSSCAL, CTREVC, CTRSNA, CUNGHR, SLABAD, $ SLASCL, XERBLA * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV, ISAMAX REAL CLANGE, SCNRM2, SLAMCH EXTERNAL LSAME, ILAENV, ISAMAX, CLANGE, SCNRM2, SLAMCH * .. * .. Intrinsic Functions .. INTRINSIC AIMAG, CMPLX, CONJG, MAX, REAL, SQRT * .. * .. Executable Statements .. * * Test the input arguments * INFO = 0 LQUERY = ( LWORK.EQ.-1 ) WANTVL = LSAME( JOBVL, 'V' ) WANTVR = LSAME( JOBVR, 'V' ) WNTSNN = LSAME( SENSE, 'N' ) WNTSNE = LSAME( SENSE, 'E' ) WNTSNV = LSAME( SENSE, 'V' ) WNTSNB = LSAME( SENSE, 'B' ) IF( .NOT.( LSAME( BALANC, 'N' ) .OR. LSAME( BALANC, 'S' ) .OR. $ LSAME( BALANC, 'P' ) .OR. LSAME( BALANC, 'B' ) ) ) THEN INFO = -1 ELSE IF( ( .NOT.WANTVL ) .AND. ( .NOT.LSAME( JOBVL, 'N' ) ) ) THEN INFO = -2 ELSE IF( ( .NOT.WANTVR ) .AND. ( .NOT.LSAME( JOBVR, 'N' ) ) ) THEN INFO = -3 ELSE IF( .NOT.( WNTSNN .OR. WNTSNE .OR. WNTSNB .OR. WNTSNV ) .OR. $ ( ( WNTSNE .OR. WNTSNB ) .AND. .NOT.( WANTVL .AND. $ WANTVR ) ) ) THEN INFO = -4 ELSE IF( N.LT.0 ) THEN INFO = -5 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -7 ELSE IF( LDVL.LT.1 .OR. ( WANTVL .AND. LDVL.LT.N ) ) THEN INFO = -10 ELSE IF( LDVR.LT.1 .OR. ( WANTVR .AND. LDVR.LT.N ) ) THEN INFO = -12 END IF * * Compute workspace * (Note: Comments in the code beginning "Workspace:" describe the * minimal amount of workspace needed at that point in the code, * as well as the preferred amount for good performance. * CWorkspace refers to complex workspace, and RWorkspace to real * workspace. NB refers to the optimal block size for the * immediately following subroutine, as returned by ILAENV. * HSWORK refers to the workspace preferred by CHSEQR, as * calculated below. HSWORK is computed assuming ILO=1 and IHI=N, * the worst case.) * IF( INFO.EQ.0 ) THEN IF( N.EQ.0 ) THEN MINWRK = 1 MAXWRK = 1 ELSE MAXWRK = N + N*ILAENV( 1, 'CGEHRD', ' ', N, 1, N, 0 ) * IF( WANTVL ) THEN CALL CHSEQR( 'S', 'V', N, 1, N, A, LDA, W, VL, LDVL, $ WORK, -1, INFO ) ELSE IF( WANTVR ) THEN CALL CHSEQR( 'S', 'V', N, 1, N, A, LDA, W, VR, LDVR, $ WORK, -1, INFO ) ELSE IF( WNTSNN ) THEN CALL CHSEQR( 'E', 'N', N, 1, N, A, LDA, W, VR, LDVR, $ WORK, -1, INFO ) ELSE CALL CHSEQR( 'S', 'N', N, 1, N, A, LDA, W, VR, LDVR, $ WORK, -1, INFO ) END IF END IF HSWORK = WORK( 1 ) * IF( ( .NOT.WANTVL ) .AND. ( .NOT.WANTVR ) ) THEN MINWRK = 2*N IF( .NOT.( WNTSNN .OR. WNTSNE ) ) $ MINWRK = MAX( MINWRK, N*N + 2*N ) MAXWRK = MAX( MAXWRK, HSWORK ) IF( .NOT.( WNTSNN .OR. WNTSNE ) ) $ MAXWRK = MAX( MAXWRK, N*N + 2*N ) ELSE MINWRK = 2*N IF( .NOT.( WNTSNN .OR. WNTSNE ) ) $ MINWRK = MAX( MINWRK, N*N + 2*N ) MAXWRK = MAX( MAXWRK, HSWORK ) MAXWRK = MAX( MAXWRK, N + ( N - 1 )*ILAENV( 1, 'CUNGHR', $ ' ', N, 1, N, -1 ) ) IF( .NOT.( WNTSNN .OR. WNTSNE ) ) $ MAXWRK = MAX( MAXWRK, N*N + 2*N ) MAXWRK = MAX( MAXWRK, 2*N ) END IF MAXWRK = MAX( MAXWRK, MINWRK ) END IF WORK( 1 ) = MAXWRK * IF( LWORK.LT.MINWRK .AND. .NOT.LQUERY ) THEN INFO = -20 END IF END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'CGEEVX', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Get machine constants * EPS = SLAMCH( 'P' ) SMLNUM = SLAMCH( 'S' ) BIGNUM = ONE / SMLNUM CALL SLABAD( SMLNUM, BIGNUM ) SMLNUM = SQRT( SMLNUM ) / EPS BIGNUM = ONE / SMLNUM * * Scale A if max element outside range [SMLNUM,BIGNUM] * ICOND = 0 ANRM = CLANGE( 'M', N, N, A, LDA, DUM ) SCALEA = .FALSE. IF( ANRM.GT.ZERO .AND. ANRM.LT.SMLNUM ) THEN SCALEA = .TRUE. CSCALE = SMLNUM ELSE IF( ANRM.GT.BIGNUM ) THEN SCALEA = .TRUE. CSCALE = BIGNUM END IF IF( SCALEA ) $ CALL CLASCL( 'G', 0, 0, ANRM, CSCALE, N, N, A, LDA, IERR ) * * Balance the matrix and compute ABNRM * CALL CGEBAL( BALANC, N, A, LDA, ILO, IHI, SCALE, IERR ) ABNRM = CLANGE( '1', N, N, A, LDA, DUM ) IF( SCALEA ) THEN DUM( 1 ) = ABNRM CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, 1, 1, DUM, 1, IERR ) ABNRM = DUM( 1 ) END IF * * Reduce to upper Hessenberg form * (CWorkspace: need 2*N, prefer N+N*NB) * (RWorkspace: none) * ITAU = 1 IWRK = ITAU + N CALL CGEHRD( N, ILO, IHI, A, LDA, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * IF( WANTVL ) THEN * * Want left eigenvectors * Copy Householder vectors to VL * SIDE = 'L' CALL CLACPY( 'L', N, N, A, LDA, VL, LDVL ) * * Generate unitary matrix in VL * (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) * (RWorkspace: none) * CALL CUNGHR( N, ILO, IHI, VL, LDVL, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * * Perform QR iteration, accumulating Schur vectors in VL * (CWorkspace: need 1, prefer HSWORK (see comments) ) * (RWorkspace: none) * IWRK = ITAU CALL CHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, W, VL, LDVL, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) * IF( WANTVR ) THEN * * Want left and right eigenvectors * Copy Schur vectors to VR * SIDE = 'B' CALL CLACPY( 'F', N, N, VL, LDVL, VR, LDVR ) END IF * ELSE IF( WANTVR ) THEN * * Want right eigenvectors * Copy Householder vectors to VR * SIDE = 'R' CALL CLACPY( 'L', N, N, A, LDA, VR, LDVR ) * * Generate unitary matrix in VR * (CWorkspace: need 2*N-1, prefer N+(N-1)*NB) * (RWorkspace: none) * CALL CUNGHR( N, ILO, IHI, VR, LDVR, WORK( ITAU ), WORK( IWRK ), $ LWORK-IWRK+1, IERR ) * * Perform QR iteration, accumulating Schur vectors in VR * (CWorkspace: need 1, prefer HSWORK (see comments) ) * (RWorkspace: none) * IWRK = ITAU CALL CHSEQR( 'S', 'V', N, ILO, IHI, A, LDA, W, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) * ELSE * * Compute eigenvalues only * If condition numbers desired, compute Schur form * IF( WNTSNN ) THEN JOB = 'E' ELSE JOB = 'S' END IF * * (CWorkspace: need 1, prefer HSWORK (see comments) ) * (RWorkspace: none) * IWRK = ITAU CALL CHSEQR( JOB, 'N', N, ILO, IHI, A, LDA, W, VR, LDVR, $ WORK( IWRK ), LWORK-IWRK+1, INFO ) END IF * * If INFO > 0 from CHSEQR, then quit * IF( INFO.GT.0 ) $ GO TO 50 * IF( WANTVL .OR. WANTVR ) THEN * * Compute left and/or right eigenvectors * (CWorkspace: need 2*N) * (RWorkspace: need N) * CALL CTREVC( SIDE, 'B', SELECT, N, A, LDA, VL, LDVL, VR, LDVR, $ N, NOUT, WORK( IWRK ), RWORK, IERR ) END IF * * Compute condition numbers if desired * (CWorkspace: need N*N+2*N unless SENSE = 'E') * (RWorkspace: need 2*N unless SENSE = 'E') * IF( .NOT.WNTSNN ) THEN CALL CTRSNA( SENSE, 'A', SELECT, N, A, LDA, VL, LDVL, VR, LDVR, $ RCONDE, RCONDV, N, NOUT, WORK( IWRK ), N, RWORK, $ ICOND ) END IF * IF( WANTVL ) THEN * * Undo balancing of left eigenvectors * CALL CGEBAK( BALANC, 'L', N, ILO, IHI, SCALE, N, VL, LDVL, $ IERR ) * * Normalize left eigenvectors and make largest component real * DO 20 I = 1, N SCL = ONE / SCNRM2( N, VL( 1, I ), 1 ) CALL CSSCAL( N, SCL, VL( 1, I ), 1 ) DO 10 K = 1, N RWORK( K ) = REAL( VL( K, I ) )**2 + $ AIMAG( VL( K, I ) )**2 10 CONTINUE K = ISAMAX( N, RWORK, 1 ) TMP = CONJG( VL( K, I ) ) / SQRT( RWORK( K ) ) CALL CSCAL( N, TMP, VL( 1, I ), 1 ) VL( K, I ) = CMPLX( REAL( VL( K, I ) ), ZERO ) 20 CONTINUE END IF * IF( WANTVR ) THEN * * Undo balancing of right eigenvectors * CALL CGEBAK( BALANC, 'R', N, ILO, IHI, SCALE, N, VR, LDVR, $ IERR ) * * Normalize right eigenvectors and make largest component real * DO 40 I = 1, N SCL = ONE / SCNRM2( N, VR( 1, I ), 1 ) CALL CSSCAL( N, SCL, VR( 1, I ), 1 ) DO 30 K = 1, N RWORK( K ) = REAL( VR( K, I ) )**2 + $ AIMAG( VR( K, I ) )**2 30 CONTINUE K = ISAMAX( N, RWORK, 1 ) TMP = CONJG( VR( K, I ) ) / SQRT( RWORK( K ) ) CALL CSCAL( N, TMP, VR( 1, I ), 1 ) VR( K, I ) = CMPLX( REAL( VR( K, I ) ), ZERO ) 40 CONTINUE END IF * * Undo scaling if necessary * 50 CONTINUE IF( SCALEA ) THEN CALL CLASCL( 'G', 0, 0, CSCALE, ANRM, N-INFO, 1, W( INFO+1 ), $ MAX( N-INFO, 1 ), IERR ) IF( INFO.EQ.0 ) THEN IF( ( WNTSNV .OR. WNTSNB ) .AND. ICOND.EQ.0 ) $ CALL SLASCL( 'G', 0, 0, CSCALE, ANRM, N, 1, RCONDV, N, $ IERR ) ELSE CALL CLASCL( 'G', 0, 0, CSCALE, ANRM, ILO-1, 1, W, N, IERR ) END IF END IF * WORK( 1 ) = MAXWRK RETURN * * End of CGEEVX * END