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IRIX 6.2 Development Libraries
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ztrevc.z
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ztrevc
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1996-03-14
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199 lines
ZZZZTTTTRRRREEEEVVVVCCCC((((3333FFFF)))) ZZZZTTTTRRRREEEEVVVVCCCC((((3333FFFF))))
NNNNAAAAMMMMEEEE
ZTREVC - compute some or all of the right and/or left eigenvectors of a
complex upper triangular matrix T
SSSSYYYYNNNNOOOOPPPPSSSSIIIISSSS
SUBROUTINE ZTREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR,
MM, M, WORK, RWORK, INFO )
CHARACTER HOWMNY, SIDE
INTEGER INFO, LDT, LDVL, LDVR, M, MM, N
LOGICAL SELECT( * )
DOUBLE PRECISION RWORK( * )
COMPLEX*16 T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ), WORK( * )
PPPPUUUURRRRPPPPOOOOSSSSEEEE
ZTREVC computes some or all of the right and/or left eigenvectors of a
complex upper triangular matrix T.
The right eigenvector x and the left eigenvector y of T corresponding to
an eigenvalue w are defined by:
T*x = w*x, y'*T = w*y'
where y' denotes the conjugate transpose of the vector y.
If all eigenvectors are requested, the routine may either return the
matrices X and/or Y of right or left eigenvectors of T, or the products
Q*X and/or Q*Y, where Q is an input unitary
matrix. If T was obtained from the Schur factorization of an original
matrix A = Q*T*Q', then Q*X and Q*Y are the matrices of right or left
eigenvectors of A.
AAAARRRRGGGGUUUUMMMMEEEENNNNTTTTSSSS
SIDE (input) CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
HOWMNY (input) CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors, and
backtransform them using the input matrices supplied in VR and/or
VL; = 'S': compute selected right and/or left eigenvectors,
specified by the logical array SELECT.
PPPPaaaaggggeeee 1111
ZZZZTTTTRRRREEEEVVVVCCCC((((3333FFFF)))) ZZZZTTTTRRRREEEEVVVVCCCC((((3333FFFF))))
SELECT (input) LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be
computed. If HOWMNY = 'A' or 'B', SELECT is not referenced. To
select the eigenvector corresponding to the j-th eigenvalue,
SELECT(j) must be set to .TRUE..
N (input) INTEGER
The order of the matrix T. N >= 0.
T (input/output) COMPLEX*16 array, dimension (LDT,N)
The upper triangular matrix T. T is modified, but restored on
exit.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL (input/output) COMPLEX*16 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 unitary matrix Q of Schur vectors
returned by ZHSEQR). On exit, if SIDE = 'L' or 'B', VL contains:
if HOWMNY = 'A', the matrix Y of left eigenvectors of T; if
HOWMNY = 'B', the matrix Q*Y; if HOWMNY = 'S', the left
eigenvectors of T specified by SELECT, stored consecutively in
the columns of VL, in the same order as their eigenvalues. If
SIDE = 'R', VL is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= max(1,N) if SIDE
= 'L' or 'B'; LDVL >= 1 otherwise.
VR (input/output) COMPLEX*16 array, dimension (LDVR,MM)
On entry, if SIDE = 'R' or 'B' and HOWMNY = 'B', VR must contain
an N-by-N matrix Q (usually the unitary matrix Q of Schur vectors
returned by ZHSEQR). On exit, if SIDE = 'R' or 'B', VR contains:
if HOWMNY = 'A', the matrix X of right eigenvectors of T; if
HOWMNY = 'B', the matrix Q*X; if HOWMNY = 'S', the right
eigenvectors of T specified by SELECT, stored consecutively in
the columns of VR, in the same order as their eigenvalues. If
SIDE = 'L', VR is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= max(1,N) if SIDE
= 'R' or 'B'; LDVR >= 1 otherwise.
MM (input) INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M (output) 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 eigenvector occupies one column.
PPPPaaaaggggeeee 2222
ZZZZTTTTRRRREEEEVVVVCCCC((((3333FFFF)))) ZZZZTTTTRRRREEEEVVVVCCCC((((3333FFFF))))
WORK (workspace) COMPLEX*16 array, dimension (2*N)
RWORK (workspace) DOUBLE PRECISION array, dimension (N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
FFFFUUUURRRRTTTTHHHHEEEERRRR DDDDEEEETTTTAAAAIIIILLLLSSSS
The algorithm used in this program is basically backward (forward)
substitution, with scaling to make the the code robust against possible
overflow.
Each eigenvector is normalized so that the element of largest magnitude
has magnitude 1; here the magnitude of a complex number (x,y) is taken to
be |x| + |y|.
PPPPaaaaggggeeee 3333