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LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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| subroutine dtrevc3 | ( | character | SIDE, |
| character | HOWMNY, | ||
| logical, dimension( * ) | SELECT, | ||
| integer | N, | ||
| double precision, dimension( ldt, * ) | T, | ||
| integer | LDT, | ||
| double precision, dimension( ldvl, * ) | VL, | ||
| integer | LDVL, | ||
| double precision, dimension( ldvr, * ) | VR, | ||
| integer | LDVR, | ||
| integer | MM, | ||
| integer | M, | ||
| double precision, dimension( * ) | WORK, | ||
| integer | LWORK, | ||
| integer | INFO | ||
| ) |
DTREVC3
Download DTREVC3 + dependencies [TGZ] [ZIP] [TXT]
DTREVC3 computes some or all of the right and/or left eigenvectors of
a real upper quasi-triangular matrix T.
Matrices of this type are produced by the Schur factorization of
a real general matrix: A = Q*T*Q**T, as computed by DHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding
to an eigenvalue w are defined by:
T*x = w*x, (y**T)*T = w*(y**T)
where y**T denotes the transpose of the vector y.
The eigenvalues are not input to this routine, but are read directly
from the diagonal blocks of T.
This routine returns the matrices X and/or Y of right and left
eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
input matrix. If Q is the orthogonal factor that reduces a matrix
A to Schur form T, then Q*X and Q*Y are the matrices of right and
left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation. | [in] | SIDE | SIDE is CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors. |
| [in] | HOWMNY | HOWMNY is CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors,
backtransformed by the matrices in VR and/or VL;
= 'S': compute selected right and/or left eigenvectors,
as indicated by the logical array SELECT. |
| [in,out] | SELECT | SELECT is LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be
computed.
If w(j) is a real eigenvalue, the corresponding real
eigenvector is computed if SELECT(j) is .TRUE..
If w(j) and w(j+1) are the real and imaginary parts of a
complex eigenvalue, the corresponding complex eigenvector is
computed if either SELECT(j) or SELECT(j+1) is .TRUE., and
on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to
.FALSE..
Not referenced if HOWMNY = 'A' or 'B'. |
| [in] | N | N is INTEGER
The order of the matrix T. N >= 0. |
| [in] | T | T is DOUBLE PRECISION array, dimension (LDT,N)
The upper quasi-triangular matrix T in Schur canonical form. |
| [in] | LDT | LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N). |
| [in,out] | VL | VL is DOUBLE PRECISION array, dimension (LDVL,MM)
On entry, if SIDE = 'L' or 'B' and HOWMNY = 'B', VL must
contain an N-by-N matrix Q (usually the orthogonal matrix Q
of Schur vectors returned by DHSEQR).
On exit, if SIDE = 'L' or 'B', VL contains:
if HOWMNY = 'A', the matrix Y of left eigenvectors of T;
if HOWMNY = 'B', the matrix Q*Y;
if HOWMNY = 'S', the left eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VL, in the same order as their
eigenvalues.
A complex eigenvector corresponding to a complex eigenvalue
is stored in two consecutive columns, the first holding the
real part, and the second the imaginary part.
Not referenced if SIDE = 'R'. |
| [in] | LDVL | LDVL is INTEGER
The leading dimension of the array VL.
LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N. |
| [in,out] | VR | VR is DOUBLE PRECISION array, dimension (LDVR,MM)
On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must
contain an N-by-N matrix Q (usually the orthogonal matrix Q
of Schur vectors returned by DHSEQR).
On exit, if SIDE = 'R' or 'B', VR contains:
if HOWMNY = 'A', the matrix X of right eigenvectors of T;
if HOWMNY = 'B', the matrix Q*X;
if HOWMNY = 'S', the right eigenvectors of T specified by
SELECT, stored consecutively in the columns
of VR, in the same order as their
eigenvalues.
A complex eigenvector corresponding to a complex eigenvalue
is stored in two consecutive columns, the first holding the
real part and the second the imaginary part.
Not referenced if SIDE = 'L'. |
| [in] | LDVR | LDVR is INTEGER
The leading dimension of the array VR.
LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N. |
| [in] | MM | MM is INTEGER
The number of columns in the arrays VL and/or VR. MM >= M. |
| [out] | M | M is INTEGER
The number of columns in the arrays VL and/or VR actually
used to store the eigenvectors.
If HOWMNY = 'A' or 'B', M is set to N.
Each selected real eigenvector occupies one column and each
selected complex eigenvector occupies two columns. |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) |
| [in] | LWORK | LWORK is INTEGER
The dimension of array WORK. LWORK >= max(1,3*N).
For optimum performance, LWORK >= N + 2*N*NB, where NB is
the optimal blocksize.
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. |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value |
The algorithm used in this program is basically backward (forward) substitution, with scaling to make the the code robust against possible overflow. Each eigenvector is normalized so that the element of largest magnitude has magnitude 1; here the magnitude of a complex number (x,y) is taken to be |x| + |y|.
1.9.4