LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ cgees()

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

CGEES computes the eigenvalues, the Schur form, and, optionally, the matrix of Schur vectors for GE matrices

Download CGEES + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CGEES 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.
 The leading columns of Z then form an orthonormal basis for the
 invariant subspace corresponding to the selected eigenvalues.

 A complex matrix is in Schur form if it is upper triangular.
Parameters
[in]JOBVS
          JOBVS is CHARACTER*1
          = 'N': Schur vectors are not computed;
          = 'V': Schur vectors are computed.
[in]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).
[in]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.
          The eigenvalue W(j) is selected if SELECT(W(j)) is true.
[in]N
          N is INTEGER
          The order of the matrix A. N >= 0.
[in,out]A
          A is COMPLEX array, dimension (LDA,N)
          On entry, the N-by-N matrix A.
          On exit, A has been overwritten by its Schur form T.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[out]SDIM
          SDIM is INTEGER
          If SORT = 'N', SDIM = 0.
          If SORT = 'S', SDIM = number of eigenvalues for which
                         SELECT is true.
[out]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.
[out]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.
[in]LDVS
          LDVS is INTEGER
          The leading dimension of the array VS.  LDVS >= 1; if
          JOBVS = 'V', LDVS >= N.
[out]WORK
          WORK is COMPLEX array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.  LWORK >= max(1,2*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.
[out]RWORK
          RWORK is REAL array, dimension (N)
[out]BWORK
          BWORK is LOGICAL array, dimension (N)
          Not referenced if SORT = 'N'.
[out]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 matrix 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 195 of file cgees.f.

197*
198* -- LAPACK driver routine --
199* -- LAPACK is a software package provided by Univ. of Tennessee, --
200* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
201*
202* .. Scalar Arguments ..
203 CHARACTER JOBVS, SORT
204 INTEGER INFO, LDA, LDVS, LWORK, N, SDIM
205* ..
206* .. Array Arguments ..
207 LOGICAL BWORK( * )
208 REAL RWORK( * )
209 COMPLEX A( LDA, * ), VS( LDVS, * ), W( * ), WORK( * )
210* ..
211* .. Function Arguments ..
212 LOGICAL SELECT
213 EXTERNAL SELECT
214* ..
215*
216* =====================================================================
217*
218* .. Parameters ..
219 REAL ZERO, ONE
220 parameter( zero = 0.0e0, one = 1.0e0 )
221* ..
222* .. Local Scalars ..
223 LOGICAL LQUERY, SCALEA, WANTST, WANTVS
224 INTEGER HSWORK, I, IBAL, ICOND, IERR, IEVAL, IHI, ILO,
225 $ ITAU, IWRK, MAXWRK, MINWRK
226 REAL ANRM, BIGNUM, CSCALE, EPS, S, SEP, SMLNUM
227* ..
228* .. Local Arrays ..
229 REAL DUM( 1 )
230* ..
231* .. External Subroutines ..
232 EXTERNAL ccopy, cgebak, cgebal, cgehrd, chseqr, clacpy,
234* ..
235* .. External Functions ..
236 LOGICAL LSAME
237 INTEGER ILAENV
238 REAL CLANGE, SLAMCH
239 EXTERNAL lsame, ilaenv, clange, slamch
240* ..
241* .. Intrinsic Functions ..
242 INTRINSIC max, sqrt
243* ..
244* .. Executable Statements ..
245*
246* Test the input arguments
247*
248 info = 0
249 lquery = ( lwork.EQ.-1 )
250 wantvs = lsame( jobvs, 'V' )
251 wantst = lsame( sort, 'S' )
252 IF( ( .NOT.wantvs ) .AND. ( .NOT.lsame( jobvs, 'N' ) ) ) THEN
253 info = -1
254 ELSE IF( ( .NOT.wantst ) .AND. ( .NOT.lsame( sort, 'N' ) ) ) THEN
255 info = -2
256 ELSE IF( n.LT.0 ) THEN
257 info = -4
258 ELSE IF( lda.LT.max( 1, n ) ) THEN
259 info = -6
260 ELSE IF( ldvs.LT.1 .OR. ( wantvs .AND. ldvs.LT.n ) ) THEN
261 info = -10
262 END IF
263*
264* Compute workspace
265* (Note: Comments in the code beginning "Workspace:" describe the
266* minimal amount of workspace needed at that point in the code,
267* as well as the preferred amount for good performance.
268* CWorkspace refers to complex workspace, and RWorkspace to real
269* workspace. NB refers to the optimal block size for the
270* immediately following subroutine, as returned by ILAENV.
271* HSWORK refers to the workspace preferred by CHSEQR, as
272* calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
273* the worst case.)
274*
275 IF( info.EQ.0 ) THEN
276 IF( n.EQ.0 ) THEN
277 minwrk = 1
278 maxwrk = 1
279 ELSE
280 maxwrk = n + n*ilaenv( 1, 'CGEHRD', ' ', n, 1, n, 0 )
281 minwrk = 2*n
282*
283 CALL chseqr( 'S', jobvs, n, 1, n, a, lda, w, vs, ldvs,
284 $ work, -1, ieval )
285 hswork = int( work( 1 ) )
286*
287 IF( .NOT.wantvs ) THEN
288 maxwrk = max( maxwrk, hswork )
289 ELSE
290 maxwrk = max( maxwrk, n + ( n - 1 )*ilaenv( 1, 'CUNGHR',
291 $ ' ', n, 1, n, -1 ) )
292 maxwrk = max( maxwrk, hswork )
293 END IF
294 END IF
295 work( 1 ) = maxwrk
296*
297 IF( lwork.LT.minwrk .AND. .NOT.lquery ) THEN
298 info = -12
299 END IF
300 END IF
301*
302 IF( info.NE.0 ) THEN
303 CALL xerbla( 'CGEES ', -info )
304 RETURN
305 ELSE IF( lquery ) THEN
306 RETURN
307 END IF
308*
309* Quick return if possible
310*
311 IF( n.EQ.0 ) THEN
312 sdim = 0
313 RETURN
314 END IF
315*
316* Get machine constants
317*
318 eps = slamch( 'P' )
319 smlnum = slamch( 'S' )
320 bignum = one / smlnum
321 CALL slabad( smlnum, bignum )
322 smlnum = sqrt( smlnum ) / eps
323 bignum = one / smlnum
324*
325* Scale A if max element outside range [SMLNUM,BIGNUM]
326*
327 anrm = clange( 'M', n, n, a, lda, dum )
328 scalea = .false.
329 IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
330 scalea = .true.
331 cscale = smlnum
332 ELSE IF( anrm.GT.bignum ) THEN
333 scalea = .true.
334 cscale = bignum
335 END IF
336 IF( scalea )
337 $ CALL clascl( 'G', 0, 0, anrm, cscale, n, n, a, lda, ierr )
338*
339* Permute the matrix to make it more nearly triangular
340* (CWorkspace: none)
341* (RWorkspace: need N)
342*
343 ibal = 1
344 CALL cgebal( 'P', n, a, lda, ilo, ihi, rwork( ibal ), ierr )
345*
346* Reduce to upper Hessenberg form
347* (CWorkspace: need 2*N, prefer N+N*NB)
348* (RWorkspace: none)
349*
350 itau = 1
351 iwrk = n + itau
352 CALL cgehrd( n, ilo, ihi, a, lda, work( itau ), work( iwrk ),
353 $ lwork-iwrk+1, ierr )
354*
355 IF( wantvs ) THEN
356*
357* Copy Householder vectors to VS
358*
359 CALL clacpy( 'L', n, n, a, lda, vs, ldvs )
360*
361* Generate unitary matrix in VS
362* (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
363* (RWorkspace: none)
364*
365 CALL cunghr( n, ilo, ihi, vs, ldvs, work( itau ), work( iwrk ),
366 $ lwork-iwrk+1, ierr )
367 END IF
368*
369 sdim = 0
370*
371* Perform QR iteration, accumulating Schur vectors in VS if desired
372* (CWorkspace: need 1, prefer HSWORK (see comments) )
373* (RWorkspace: none)
374*
375 iwrk = itau
376 CALL chseqr( 'S', jobvs, n, ilo, ihi, a, lda, w, vs, ldvs,
377 $ work( iwrk ), lwork-iwrk+1, ieval )
378 IF( ieval.GT.0 )
379 $ info = ieval
380*
381* Sort eigenvalues if desired
382*
383 IF( wantst .AND. info.EQ.0 ) THEN
384 IF( scalea )
385 $ CALL clascl( 'G', 0, 0, cscale, anrm, n, 1, w, n, ierr )
386 DO 10 i = 1, n
387 bwork( i ) = SELECT( w( i ) )
388 10 CONTINUE
389*
390* Reorder eigenvalues and transform Schur vectors
391* (CWorkspace: none)
392* (RWorkspace: none)
393*
394 CALL ctrsen( 'N', jobvs, bwork, n, a, lda, vs, ldvs, w, sdim,
395 $ s, sep, work( iwrk ), lwork-iwrk+1, icond )
396 END IF
397*
398 IF( wantvs ) THEN
399*
400* Undo balancing
401* (CWorkspace: none)
402* (RWorkspace: need N)
403*
404 CALL cgebak( 'P', 'R', n, ilo, ihi, rwork( ibal ), n, vs, ldvs,
405 $ ierr )
406 END IF
407*
408 IF( scalea ) THEN
409*
410* Undo scaling for the Schur form of A
411*
412 CALL clascl( 'U', 0, 0, cscale, anrm, n, n, a, lda, ierr )
413 CALL ccopy( n, a, lda+1, w, 1 )
414 END IF
415*
416 work( 1 ) = maxwrk
417 RETURN
418*
419* End of CGEES
420*
subroutine slabad(SMALL, LARGE)
SLABAD
Definition: slabad.f:74
integer function ilaenv(ISPEC, NAME, OPTS, N1, N2, N3, N4)
ILAENV
Definition: ilaenv.f:162
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
logical function lsame(CA, CB)
LSAME
Definition: lsame.f:53
subroutine ccopy(N, CX, INCX, CY, INCY)
CCOPY
Definition: ccopy.f:81
real function clange(NORM, M, N, A, LDA, WORK)
CLANGE returns the value of the 1-norm, Frobenius norm, infinity-norm, or the largest absolute value ...
Definition: clange.f:115
subroutine cgehrd(N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO)
CGEHRD
Definition: cgehrd.f:167
subroutine cgebal(JOB, N, A, LDA, ILO, IHI, SCALE, INFO)
CGEBAL
Definition: cgebal.f:161
subroutine cgebak(JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, INFO)
CGEBAK
Definition: cgebak.f:131
subroutine clascl(TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO)
CLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition: clascl.f:143
subroutine clacpy(UPLO, M, N, A, LDA, B, LDB)
CLACPY copies all or part of one two-dimensional array to another.
Definition: clacpy.f:103
subroutine ctrsen(JOB, COMPQ, SELECT, N, T, LDT, Q, LDQ, W, M, S, SEP, WORK, LWORK, INFO)
CTRSEN
Definition: ctrsen.f:264
subroutine cunghr(N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO)
CUNGHR
Definition: cunghr.f:126
subroutine chseqr(JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO)
CHSEQR
Definition: chseqr.f:299
real function slamch(CMACH)
SLAMCH
Definition: slamch.f:68
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