NAME
dgees - compute for an N-by-N real nonsymmetric matrix A,
the eigenvalues, the real Schur form T, and, optionally, the
matrix of Schur vectors Z
SYNOPSIS
SUBROUTINE DGEES( JOBVS, SORT, SELECT, N, A, LDA, SDIM, WR,
WI, VS, LDVS, WORK, LWORK, BWORK, INFO )
CHARACTER JOBVS, SORT
INTEGER INFO, LDA, LDVS, LWORK, N, SDIM
LOGICAL BWORK( * )
DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK(
* ), WR( * )
LOGICAL SELECT
EXTERNAL SELECT
#include <sunperf.h>
void dgees(char jobvs, char sort, int (*select)(), int n,
double *da, int lda, int *sdim, double *wr, double
*wi, double *vs, int ldvs, int *info) ;
PURPOSE
DGEES computes for an N-by-N real nonsymmetric matrix A, the
eigenvalues, the real Schur form T, and, optionally, the
matrix of Schur vectors Z. This gives the Schur factoriza-
tion A = Z*T*(Z**T).
Optionally, it also orders the eigenvalues on the diagonal
of the real Schur form so that selected eigenvalues are at
the top left. The leading columns of Z then form an ortho-
normal basis for the invariant subspace corresponding to the
selected eigenvalues.
A matrix is in real Schur form if it is upper quasi-
triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will
be standardized in the form
[ a b ]
[ c a ]
where b*c < 0. The eigenvalues of such a block are a +-
sqrt(bc).
ARGUMENTS
JOBVS (input) CHARACTER*1
= 'N': Schur vectors are not computed;
= 'V': Schur vectors are computed.
SORT (input) CHARACTER*1
Specifies whether or not to order the eigenvalues
on the diagonal of the Schur form. = 'N': Eigen-
values are not ordered;
= 'S': Eigenvalues are ordered (see SELECT).
SELECT (input) LOGICAL FUNCTION of two DOUBLE PRECISION
arguments
SELECT must be declared EXTERNAL in the calling
subroutine. If SORT = 'S', SELECT is used to
select eigenvalues to sort to the top left of the
Schur form. If SORT = 'N', SELECT is not refer-
enced. An eigenvalue WR(j)+sqrt(-1)*WI(j) is
selected if SELECT(WR(j),WI(j)) is true; i.e., if
either one of a complex conjugate pair of eigen-
values is selected, then both complex eigenvalues
are selected. Note that a selected complex eigen-
value may no longer satisfy SELECT(WR(j),WI(j)) =
.TRUE. after ordering, since ordering may change
the value of complex eigenvalues (especially if
the eigenvalue is ill-conditioned); in this case
INFO is set to N+2 (see INFO below).
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) DOUBLE PRECISION array, dimension
(LDA,N)
On entry, the N-by-N matrix A. On exit, A has
been overwritten by its real Schur form T.
LDA (input) INTEGER
The leading dimension of the array A. LDA >=
max(1,N).
SDIM (output) INTEGER
If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM =
number of eigenvalues (after sorting) for which
SELECT is true. (Complex conjugate pairs for which
SELECT is true for either eigenvalue count as 2.)
WR (output) DOUBLE PRECISION array, dimension (N)
WI (output) DOUBLE PRECISION array, dimension
(N) WR and WI contain the real and imaginary
parts, respectively, of the computed eigenvalues
in the same order that they appear on the diagonal
of the output Schur form T. Complex conjugate
pairs of eigenvalues will appear consecutively
with the eigenvalue having the positive imaginary
part first.
VS (output) DOUBLE PRECISION array, dimension
(LDVS,N)
If JOBVS = 'V', VS contains the orthogonal matrix
Z of Schur vectors. If JOBVS = 'N', VS is not
referenced.
LDVS (input) INTEGER
The leading dimension of the array VS. LDVS >= 1;
if JOBVS = 'V', LDVS >= N.
WORK (workspace/output) DOUBLE PRECISION array, dimen-
sion (LWORK)
On exit, if INFO = 0, WORK(1) contains the optimal
LWORK.
LWORK (input) INTEGER
The dimension of the array WORK. LWORK >=
max(1,3*N). For good performance, LWORK must gen-
erally be larger.
BWORK (workspace) LOGICAL array, dimension (N)
Not referenced if SORT = 'N'.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille-
gal 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 WR and
WI 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 eigen-
values in the Schur form no longer satisfy
SELECT=.TRUE. This could also be caused by under-
flow due to scaling.
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