dgeev.f(3)

NAME
dgeev.f -

SYNOPSIS

  Functions/Subroutines

subroutine dgeev (JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)
DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Function/Subroutine Documentation

  subroutine dgeev (characterJOBVL, characterJOBVR, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( * )WR, double precision, dimension( * )WI, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, * )VR, integerLDVR, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Purpose:

     DGEEV computes for an N-by-N real nonsymmetric matrix A, the
     eigenvalues and, optionally, the left and/or right eigenvectors.

     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.

Parameters:
    JOBVL

              JOBVL is CHARACTER*1
              = 'N': left eigenvectors of A are not computed;
              = 'V': left eigenvectors of A are computed.

    JOBVR

              JOBVR is CHARACTER*1
              = 'N': right eigenvectors of A are not computed;
              = 'V': right eigenvectors of A are computed.

    N

              N is INTEGER
              The order of the matrix A. N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the N-by-N matrix A.
              On exit, A has been overwritten.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    WR

              WR is DOUBLE PRECISION array, dimension (N)

    WI

              WI is 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 consecutively
              with the eigenvalue having the positive imaginary part
              first.

    VL

              VL is 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

              LDVL is INTEGER
              The leading dimension of the array VL.  LDVL >= 1; if
              JOBVL = 'V', LDVL >= N.

    VR

              VR is 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

              LDVR is INTEGER
              The leading dimension of the array VR.  LDVR >= 1; if
              JOBVR = 'V', LDVR >= N.

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is 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.

              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.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value.
              > 0:  if INFO = i, the QR algorithm failed to compute all the
                    eigenvalues, and no eigenvectors have been computed;
                    elements i+1:N of WR and WI contain eigenvalues which
                    have converged.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    September 2012

Definition at line 189 of file dgeev.f.

Author

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