.TH "SRC/stgevc.f" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME SRC/stgevc.f .SH SYNOPSIS .br .PP .SS "Functions/Subroutines" .in +1c .ti -1c .RI "subroutine \fBstgevc\fP (side, howmny, select, n, s, lds, p, ldp, vl, ldvl, vr, ldvr, mm, m, work, info)" .br .RI "\fBSTGEVC\fP " .in -1c .SH "Function/Subroutine Documentation" .PP .SS "subroutine stgevc (character side, character howmny, logical, dimension( * ) select, integer n, real, dimension( lds, * ) s, integer lds, real, dimension( ldp, * ) p, integer ldp, real, dimension( ldvl, * ) vl, integer ldvl, real, dimension( ldvr, * ) vr, integer ldvr, integer mm, integer m, real, dimension( * ) work, integer info)" .PP \fBSTGEVC\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> STGEVC computes some or all of the right and/or left eigenvectors of !> a pair of real matrices (S,P), where S is a quasi-triangular matrix !> and P is upper triangular\&. Matrix pairs of this type are produced by !> the generalized Schur factorization of a matrix pair (A,B): !> !> A = Q*S*Z**T, B = Q*P*Z**T !> !> as computed by SGGHRD + SHGEQZ\&. !> !> The right eigenvector x and the left eigenvector y of (S,P) !> corresponding to an eigenvalue w are defined by: !> !> S*x = w*P*x, (y**H)*S = w*(y**H)*P, !> !> where y**H denotes the conjugate transpose of y\&. !> The eigenvalues are not input to this routine, but are computed !> directly from the diagonal blocks of S and P\&. !> !> This routine returns the matrices X and/or Y of right and left !> eigenvectors of (S,P), or the products Z*X and/or Q*Y, !> where Z and Q are input matrices\&. !> If Q and Z are the orthogonal factors from the generalized Schur !> factorization of a matrix pair (A,B), then Z*X and Q*Y !> are the matrices of right and left eigenvectors of (A,B)\&. !> !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fISIDE\fP .PP .nf !> SIDE is CHARACTER*1 !> = 'R': compute right eigenvectors only; !> = 'L': compute left eigenvectors only; !> = 'B': compute both right and left eigenvectors\&. !> .fi .PP .br \fIHOWMNY\fP .PP .nf !> 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, !> specified by the logical array SELECT\&. !> .fi .PP .br \fISELECT\fP .PP .nf !> 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'\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrices S and P\&. N >= 0\&. !> .fi .PP .br \fIS\fP .PP .nf !> S is REAL array, dimension (LDS,N) !> The upper quasi-triangular matrix S from a generalized Schur !> factorization, as computed by SHGEQZ\&. !> .fi .PP .br \fILDS\fP .PP .nf !> LDS is INTEGER !> The leading dimension of array S\&. LDS >= max(1,N)\&. !> .fi .PP .br \fIP\fP .PP .nf !> P is REAL array, dimension (LDP,N) !> The upper triangular matrix P from a generalized Schur !> factorization, as computed by SHGEQZ\&. !> 2-by-2 diagonal blocks of P corresponding to 2-by-2 blocks !> of S must be in positive diagonal form\&. !> .fi .PP .br \fILDP\fP .PP .nf !> LDP is INTEGER !> The leading dimension of array P\&. LDP >= max(1,N)\&. !> .fi .PP .br \fIVL\fP .PP .nf !> VL is REAL 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 left Schur vectors returned by SHGEQZ)\&. !> On exit, if SIDE = 'L' or 'B', VL contains: !> if HOWMNY = 'A', the matrix Y of left eigenvectors of (S,P); !> if HOWMNY = 'B', the matrix Q*Y; !> if HOWMNY = 'S', the left eigenvectors of (S,P) 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'\&. !> .fi .PP .br \fILDVL\fP .PP .nf !> LDVL is INTEGER !> The leading dimension of array VL\&. LDVL >= 1, and if !> SIDE = 'L' or 'B', LDVL >= N\&. !> .fi .PP .br \fIVR\fP .PP .nf !> VR is REAL array, dimension (LDVR,MM) !> On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must !> contain an N-by-N matrix Z (usually the orthogonal matrix Z !> of right Schur vectors returned by SHGEQZ)\&. !> !> On exit, if SIDE = 'R' or 'B', VR contains: !> if HOWMNY = 'A', the matrix X of right eigenvectors of (S,P); !> if HOWMNY = 'B' or 'b', the matrix Z*X; !> if HOWMNY = 'S' or 's', the right eigenvectors of (S,P) !> 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'\&. !> .fi .PP .br \fILDVR\fP .PP .nf !> LDVR is INTEGER !> The leading dimension of the array VR\&. LDVR >= 1, and if !> SIDE = 'R' or 'B', LDVR >= N\&. !> .fi .PP .br \fIMM\fP .PP .nf !> MM is INTEGER !> The number of columns in the arrays VL and/or VR\&. MM >= M\&. !> .fi .PP .br \fIM\fP .PP .nf !> 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\&. !> .fi .PP .br \fIWORK\fP .PP .nf !> WORK is REAL array, dimension (6*N) !> .fi .PP .br \fIINFO\fP .PP .nf !> INFO is INTEGER !> = 0: successful exit\&. !> < 0: if INFO = -i, the i-th argument had an illegal value\&. !> > 0: the 2-by-2 block (INFO:INFO+1) does not have a complex !> eigenvalue\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP \fBFurther Details:\fP .RS 4 .PP .nf !> !> Allocation of workspace: !> ---------- -- --------- !> !> WORK( j ) = 1-norm of j-th column of A, above the diagonal !> WORK( N+j ) = 1-norm of j-th column of B, above the diagonal !> WORK( 2*N+1:3*N ) = real part of eigenvector !> WORK( 3*N+1:4*N ) = imaginary part of eigenvector !> WORK( 4*N+1:5*N ) = real part of back-transformed eigenvector !> WORK( 5*N+1:6*N ) = imaginary part of back-transformed eigenvector !> !> Rowwise vs\&. columnwise solution methods: !> ------- -- ---------- -------- ------- !> !> Finding a generalized eigenvector consists basically of solving the !> singular triangular system !> !> (A - w B) x = 0 (for right) or: (A - w B)**H y = 0 (for left) !> !> Consider finding the i-th right eigenvector (assume all eigenvalues !> are real)\&. The equation to be solved is: !> n i !> 0 = sum C(j,k) v(k) = sum C(j,k) v(k) for j = i,\&. \&. \&.,1 !> k=j k=j !> !> where C = (A - w B) (The components v(i+1:n) are 0\&.) !> !> The method is: !> !> (1) v(i) := 1 !> for j = i-1,\&. \&. \&.,1: !> i !> (2) compute s = - sum C(j,k) v(k) and !> k=j+1 !> !> (3) v(j) := s / C(j,j) !> !> Step 2 is sometimes called the step, since it is an !> inner product between the j-th row and the portion of the eigenvector !> that has been computed so far\&. !> !> The method consists basically in doing the sums !> for all the rows in parallel\&. As each v(j) is computed, the !> contribution of v(j) times the j-th column of C is added to the !> partial sums\&. Since FORTRAN arrays are stored columnwise, this has !> the advantage that at each step, the elements of C that are accessed !> are adjacent to one another, whereas with the rowwise method, the !> elements accessed at a step are spaced LDS (and LDP) words apart\&. !> !> When finding left eigenvectors, the matrix in question is the !> transpose of the one in storage, so the rowwise method then !> actually accesses columns of A and B at each step, and so is the !> preferred method\&. !> .fi .PP .RE .PP .PP Definition at line \fB293\fP of file \fBstgevc\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.