NAME dgeev - compute for an N-by-N real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvectors SYNOPSIS SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, WORK, LWORK, INFO ) CHARACTER JOBVL, JOBVR INTEGER INFO, LDA, LDVL, LDVR, LWORK, N DOUBLE PRECISION A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ), WI( * ), WORK( * ), WR( * ) #include <sunperf.h> void dgeev(char jobvl, char jobvr, int n, double *da, int lda, double *wr, double *wi, double *vl, int ldvl, double *vr, int ldvr, int *info) ; PURPOSE DGEEV computes for an N-by-N real nonsymmetric matrix A, the eigenvalues and, optionally, the left and/or right eigenvec- tors. 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. ARGUMENTS JOBVL (input) CHARACTER*1 = 'N': left eigenvectors of A are not computed; = 'V': left eigenvectors of A are computed. JOBVR (input) CHARACTER*1 = 'N': right eigenvectors of A are not computed; = 'V': right eigenvectors of A are computed. 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. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). 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. Complex conjugate pairs of eigenvalues appear con- secutively with the eigenvalue having the positive imaginary part first. VL (output) DOUBLE PRECISION 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. If the j-th eigenvalue is real, then u(j) = VL(:,j), the j-th column of VL. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and u(j+1) = VL(:,j) - i*VL(:,j+1). LDVL (input) INTEGER The leading dimension of the array VL. LDVL >= 1; if JOBVL = 'V', LDVL >= N. VR (output) DOUBLE PRECISION 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. If the j-th eigenvalue is real, then v(j) = VR(:,j), the j-th column of VR. If the j-th and (j+1)-st eigenvalues form a complex conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and v(j+1) = VR(:,j) - i*VR(:,j+1). LDVR (input) INTEGER The leading dimension of the array VR. LDVR >= 1; if JOBVR = 'V', LDVR >= N. WORK (workspace/output) DOUBLE PRECISION array, dimen- sion (LWORK) On exit, if INFO = 0, WORK(1) returns the optimal LWORK. LWORK (input) INTEGER The dimension of the array WORK. LWORK >= max(1,3*N), and if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N. For good performance, LWORK must generally be larger. INFO (output) INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an ille- gal value. > 0: if INFO = i, the QR algorithm failed to com- pute all the eigenvalues, and no eigenvectors have been computed; elements i+1:N of WR and WI contain eigenvalues which have converged.
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