LAPACK  3.7.1
LAPACK: Linear Algebra PACKage
zgeev.f
Go to the documentation of this file.
1 *> \brief <b> ZGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices</b>
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download ZGEEV + dependencies
10 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgeev.f">
11 *> [TGZ]</a>
12 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgeev.f">
13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgeev.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE ZGEEV( JOBVL, JOBVR, N, A, LDA, W, VL, LDVL, VR, LDVR,
22 * WORK, LWORK, RWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER JOBVL, JOBVR
26 * INTEGER INFO, LDA, LDVL, LDVR, LWORK, N
27 * ..
28 * .. Array Arguments ..
29 * DOUBLE PRECISION RWORK( * )
30 * COMPLEX*16 A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ),
31 * $ W( * ), WORK( * )
32 * ..
33 *
34 *
35 *> \par Purpose:
36 * =============
37 *>
38 *> \verbatim
39 *>
40 *> ZGEEV computes for an N-by-N complex nonsymmetric matrix A, the
41 *> eigenvalues and, optionally, the left and/or right eigenvectors.
42 *>
43 *> The right eigenvector v(j) of A satisfies
44 *> A * v(j) = lambda(j) * v(j)
45 *> where lambda(j) is its eigenvalue.
46 *> The left eigenvector u(j) of A satisfies
47 *> u(j)**H * A = lambda(j) * u(j)**H
48 *> where u(j)**H denotes the conjugate transpose of u(j).
49 *>
50 *> The computed eigenvectors are normalized to have Euclidean norm
51 *> equal to 1 and largest component real.
52 *> \endverbatim
53 *
54 * Arguments:
55 * ==========
56 *
57 *> \param[in] JOBVL
58 *> \verbatim
59 *> JOBVL is CHARACTER*1
60 *> = 'N': left eigenvectors of A are not computed;
61 *> = 'V': left eigenvectors of are computed.
62 *> \endverbatim
63 *>
64 *> \param[in] JOBVR
65 *> \verbatim
66 *> JOBVR is CHARACTER*1
67 *> = 'N': right eigenvectors of A are not computed;
68 *> = 'V': right eigenvectors of A are computed.
69 *> \endverbatim
70 *>
71 *> \param[in] N
72 *> \verbatim
73 *> N is INTEGER
74 *> The order of the matrix A. N >= 0.
75 *> \endverbatim
76 *>
77 *> \param[in,out] A
78 *> \verbatim
79 *> A is COMPLEX*16 array, dimension (LDA,N)
80 *> On entry, the N-by-N matrix A.
81 *> On exit, A has been overwritten.
82 *> \endverbatim
83 *>
84 *> \param[in] LDA
85 *> \verbatim
86 *> LDA is INTEGER
87 *> The leading dimension of the array A. LDA >= max(1,N).
88 *> \endverbatim
89 *>
90 *> \param[out] W
91 *> \verbatim
92 *> W is COMPLEX*16 array, dimension (N)
93 *> W contains the computed eigenvalues.
94 *> \endverbatim
95 *>
96 *> \param[out] VL
97 *> \verbatim
98 *> VL is COMPLEX*16 array, dimension (LDVL,N)
99 *> If JOBVL = 'V', the left eigenvectors u(j) are stored one
100 *> after another in the columns of VL, in the same order
101 *> as their eigenvalues.
102 *> If JOBVL = 'N', VL is not referenced.
103 *> u(j) = VL(:,j), the j-th column of VL.
104 *> \endverbatim
105 *>
106 *> \param[in] LDVL
107 *> \verbatim
108 *> LDVL is INTEGER
109 *> The leading dimension of the array VL. LDVL >= 1; if
110 *> JOBVL = 'V', LDVL >= N.
111 *> \endverbatim
112 *>
113 *> \param[out] VR
114 *> \verbatim
115 *> VR is COMPLEX*16 array, dimension (LDVR,N)
116 *> If JOBVR = 'V', the right eigenvectors v(j) are stored one
117 *> after another in the columns of VR, in the same order
118 *> as their eigenvalues.
119 *> If JOBVR = 'N', VR is not referenced.
120 *> v(j) = VR(:,j), the j-th column of VR.
121 *> \endverbatim
122 *>
123 *> \param[in] LDVR
124 *> \verbatim
125 *> LDVR is INTEGER
126 *> The leading dimension of the array VR. LDVR >= 1; if
127 *> JOBVR = 'V', LDVR >= N.
128 *> \endverbatim
129 *>
130 *> \param[out] WORK
131 *> \verbatim
132 *> WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
133 *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
134 *> \endverbatim
135 *>
136 *> \param[in] LWORK
137 *> \verbatim
138 *> LWORK is INTEGER
139 *> The dimension of the array WORK. LWORK >= max(1,2*N).
140 *> For good performance, LWORK must generally be larger.
141 *>
142 *> If LWORK = -1, then a workspace query is assumed; the routine
143 *> only calculates the optimal size of the WORK array, returns
144 *> this value as the first entry of the WORK array, and no error
145 *> message related to LWORK is issued by XERBLA.
146 *> \endverbatim
147 *>
148 *> \param[out] RWORK
149 *> \verbatim
150 *> RWORK is DOUBLE PRECISION array, dimension (2*N)
151 *> \endverbatim
152 *>
153 *> \param[out] INFO
154 *> \verbatim
155 *> INFO is INTEGER
156 *> = 0: successful exit
157 *> < 0: if INFO = -i, the i-th argument had an illegal value.
158 *> > 0: if INFO = i, the QR algorithm failed to compute all the
159 *> eigenvalues, and no eigenvectors have been computed;
160 *> elements and i+1:N of W contain eigenvalues which have
161 *> converged.
162 *> \endverbatim
163 *
164 * Authors:
165 * ========
166 *
167 *> \author Univ. of Tennessee
168 *> \author Univ. of California Berkeley
169 *> \author Univ. of Colorado Denver
170 *> \author NAG Ltd.
171 *
172 *> \date June 2016
173 *
174 * @precisions fortran z -> c
175 *
176 *> \ingroup complex16GEeigen
177 *
178 * =====================================================================
179  SUBROUTINE zgeev( JOBVL, JOBVR, N, A, LDA, W, VL, LDVL, VR, LDVR,
180  $ WORK, LWORK, RWORK, INFO )
181  implicit none
182 *
183 * -- LAPACK driver routine (version 3.7.0) --
184 * -- LAPACK is a software package provided by Univ. of Tennessee, --
185 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
186 * June 2016
187 *
188 * .. Scalar Arguments ..
189  CHARACTER JOBVL, JOBVR
190  INTEGER INFO, LDA, LDVL, LDVR, LWORK, N
191 * ..
192 * .. Array Arguments ..
193  DOUBLE PRECISION RWORK( * )
194  COMPLEX*16 A( lda, * ), VL( ldvl, * ), VR( ldvr, * ),
195  $ w( * ), work( * )
196 * ..
197 *
198 * =====================================================================
199 *
200 * .. Parameters ..
201  DOUBLE PRECISION ZERO, ONE
202  parameter( zero = 0.0d0, one = 1.0d0 )
203 * ..
204 * .. Local Scalars ..
205  LOGICAL LQUERY, SCALEA, WANTVL, WANTVR
206  CHARACTER SIDE
207  INTEGER HSWORK, I, IBAL, IERR, IHI, ILO, IRWORK, ITAU,
208  $ iwrk, k, lwork_trevc, maxwrk, minwrk, nout
209  DOUBLE PRECISION ANRM, BIGNUM, CSCALE, EPS, SCL, SMLNUM
210  COMPLEX*16 TMP
211 * ..
212 * .. Local Arrays ..
213  LOGICAL SELECT( 1 )
214  DOUBLE PRECISION DUM( 1 )
215 * ..
216 * .. External Subroutines ..
217  EXTERNAL dlabad, xerbla, zdscal, zgebak, zgebal, zgehrd,
219 * ..
220 * .. External Functions ..
221  LOGICAL LSAME
222  INTEGER IDAMAX, ILAENV
223  DOUBLE PRECISION DLAMCH, DZNRM2, ZLANGE
224  EXTERNAL lsame, idamax, ilaenv, dlamch, dznrm2, zlange
225 * ..
226 * .. Intrinsic Functions ..
227  INTRINSIC dble, dcmplx, conjg, aimag, max, sqrt
228 * ..
229 * .. Executable Statements ..
230 *
231 * Test the input arguments
232 *
233  info = 0
234  lquery = ( lwork.EQ.-1 )
235  wantvl = lsame( jobvl, 'V' )
236  wantvr = lsame( jobvr, 'V' )
237  IF( ( .NOT.wantvl ) .AND. ( .NOT.lsame( jobvl, 'N' ) ) ) THEN
238  info = -1
239  ELSE IF( ( .NOT.wantvr ) .AND. ( .NOT.lsame( jobvr, 'N' ) ) ) THEN
240  info = -2
241  ELSE IF( n.LT.0 ) THEN
242  info = -3
243  ELSE IF( lda.LT.max( 1, n ) ) THEN
244  info = -5
245  ELSE IF( ldvl.LT.1 .OR. ( wantvl .AND. ldvl.LT.n ) ) THEN
246  info = -8
247  ELSE IF( ldvr.LT.1 .OR. ( wantvr .AND. ldvr.LT.n ) ) THEN
248  info = -10
249  END IF
250 *
251 * Compute workspace
252 * (Note: Comments in the code beginning "Workspace:" describe the
253 * minimal amount of workspace needed at that point in the code,
254 * as well as the preferred amount for good performance.
255 * CWorkspace refers to complex workspace, and RWorkspace to real
256 * workspace. NB refers to the optimal block size for the
257 * immediately following subroutine, as returned by ILAENV.
258 * HSWORK refers to the workspace preferred by ZHSEQR, as
259 * calculated below. HSWORK is computed assuming ILO=1 and IHI=N,
260 * the worst case.)
261 *
262  IF( info.EQ.0 ) THEN
263  IF( n.EQ.0 ) THEN
264  minwrk = 1
265  maxwrk = 1
266  ELSE
267  maxwrk = n + n*ilaenv( 1, 'ZGEHRD', ' ', n, 1, n, 0 )
268  minwrk = 2*n
269  IF( wantvl ) THEN
270  maxwrk = max( maxwrk, n + ( n - 1 )*ilaenv( 1, 'ZUNGHR',
271  $ ' ', n, 1, n, -1 ) )
272  CALL ztrevc3( 'L', 'B', SELECT, n, a, lda,
273  $ vl, ldvl, vr, ldvr,
274  $ n, nout, work, -1, rwork, -1, ierr )
275  lwork_trevc = int( work(1) )
276  maxwrk = max( maxwrk, n + lwork_trevc )
277  CALL zhseqr( 'S', 'V', n, 1, n, a, lda, w, vl, ldvl,
278  $ work, -1, info )
279  ELSE IF( wantvr ) THEN
280  maxwrk = max( maxwrk, n + ( n - 1 )*ilaenv( 1, 'ZUNGHR',
281  $ ' ', n, 1, n, -1 ) )
282  CALL ztrevc3( 'R', 'B', SELECT, n, a, lda,
283  $ vl, ldvl, vr, ldvr,
284  $ n, nout, work, -1, rwork, -1, ierr )
285  lwork_trevc = int( work(1) )
286  maxwrk = max( maxwrk, n + lwork_trevc )
287  CALL zhseqr( 'S', 'V', n, 1, n, a, lda, w, vr, ldvr,
288  $ work, -1, info )
289  ELSE
290  CALL zhseqr( 'E', 'N', n, 1, n, a, lda, w, vr, ldvr,
291  $ work, -1, info )
292  END IF
293  hswork = int( work(1) )
294  maxwrk = max( maxwrk, hswork, minwrk )
295  END IF
296  work( 1 ) = maxwrk
297 *
298  IF( lwork.LT.minwrk .AND. .NOT.lquery ) THEN
299  info = -12
300  END IF
301  END IF
302 *
303  IF( info.NE.0 ) THEN
304  CALL xerbla( 'ZGEEV ', -info )
305  RETURN
306  ELSE IF( lquery ) THEN
307  RETURN
308  END IF
309 *
310 * Quick return if possible
311 *
312  IF( n.EQ.0 )
313  $ RETURN
314 *
315 * Get machine constants
316 *
317  eps = dlamch( 'P' )
318  smlnum = dlamch( 'S' )
319  bignum = one / smlnum
320  CALL dlabad( smlnum, bignum )
321  smlnum = sqrt( smlnum ) / eps
322  bignum = one / smlnum
323 *
324 * Scale A if max element outside range [SMLNUM,BIGNUM]
325 *
326  anrm = zlange( 'M', n, n, a, lda, dum )
327  scalea = .false.
328  IF( anrm.GT.zero .AND. anrm.LT.smlnum ) THEN
329  scalea = .true.
330  cscale = smlnum
331  ELSE IF( anrm.GT.bignum ) THEN
332  scalea = .true.
333  cscale = bignum
334  END IF
335  IF( scalea )
336  $ CALL zlascl( 'G', 0, 0, anrm, cscale, n, n, a, lda, ierr )
337 *
338 * Balance the matrix
339 * (CWorkspace: none)
340 * (RWorkspace: need N)
341 *
342  ibal = 1
343  CALL zgebal( 'B', n, a, lda, ilo, ihi, rwork( ibal ), ierr )
344 *
345 * Reduce to upper Hessenberg form
346 * (CWorkspace: need 2*N, prefer N+N*NB)
347 * (RWorkspace: none)
348 *
349  itau = 1
350  iwrk = itau + n
351  CALL zgehrd( n, ilo, ihi, a, lda, work( itau ), work( iwrk ),
352  $ lwork-iwrk+1, ierr )
353 *
354  IF( wantvl ) THEN
355 *
356 * Want left eigenvectors
357 * Copy Householder vectors to VL
358 *
359  side = 'L'
360  CALL zlacpy( 'L', n, n, a, lda, vl, ldvl )
361 *
362 * Generate unitary matrix in VL
363 * (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
364 * (RWorkspace: none)
365 *
366  CALL zunghr( n, ilo, ihi, vl, ldvl, work( itau ), work( iwrk ),
367  $ lwork-iwrk+1, ierr )
368 *
369 * Perform QR iteration, accumulating Schur vectors in VL
370 * (CWorkspace: need 1, prefer HSWORK (see comments) )
371 * (RWorkspace: none)
372 *
373  iwrk = itau
374  CALL zhseqr( 'S', 'V', n, ilo, ihi, a, lda, w, vl, ldvl,
375  $ work( iwrk ), lwork-iwrk+1, info )
376 *
377  IF( wantvr ) THEN
378 *
379 * Want left and right eigenvectors
380 * Copy Schur vectors to VR
381 *
382  side = 'B'
383  CALL zlacpy( 'F', n, n, vl, ldvl, vr, ldvr )
384  END IF
385 *
386  ELSE IF( wantvr ) THEN
387 *
388 * Want right eigenvectors
389 * Copy Householder vectors to VR
390 *
391  side = 'R'
392  CALL zlacpy( 'L', n, n, a, lda, vr, ldvr )
393 *
394 * Generate unitary matrix in VR
395 * (CWorkspace: need 2*N-1, prefer N+(N-1)*NB)
396 * (RWorkspace: none)
397 *
398  CALL zunghr( n, ilo, ihi, vr, ldvr, work( itau ), work( iwrk ),
399  $ lwork-iwrk+1, ierr )
400 *
401 * Perform QR iteration, accumulating Schur vectors in VR
402 * (CWorkspace: need 1, prefer HSWORK (see comments) )
403 * (RWorkspace: none)
404 *
405  iwrk = itau
406  CALL zhseqr( 'S', 'V', n, ilo, ihi, a, lda, w, vr, ldvr,
407  $ work( iwrk ), lwork-iwrk+1, info )
408 *
409  ELSE
410 *
411 * Compute eigenvalues only
412 * (CWorkspace: need 1, prefer HSWORK (see comments) )
413 * (RWorkspace: none)
414 *
415  iwrk = itau
416  CALL zhseqr( 'E', 'N', n, ilo, ihi, a, lda, w, vr, ldvr,
417  $ work( iwrk ), lwork-iwrk+1, info )
418  END IF
419 *
420 * If INFO .NE. 0 from ZHSEQR, then quit
421 *
422  IF( info.NE.0 )
423  $ GO TO 50
424 *
425  IF( wantvl .OR. wantvr ) THEN
426 *
427 * Compute left and/or right eigenvectors
428 * (CWorkspace: need 2*N, prefer N + 2*N*NB)
429 * (RWorkspace: need 2*N)
430 *
431  irwork = ibal + n
432  CALL ztrevc3( side, 'B', SELECT, n, a, lda, vl, ldvl, vr, ldvr,
433  $ n, nout, work( iwrk ), lwork-iwrk+1,
434  $ rwork( irwork ), n, ierr )
435  END IF
436 *
437  IF( wantvl ) THEN
438 *
439 * Undo balancing of left eigenvectors
440 * (CWorkspace: none)
441 * (RWorkspace: need N)
442 *
443  CALL zgebak( 'B', 'L', n, ilo, ihi, rwork( ibal ), n, vl, ldvl,
444  $ ierr )
445 *
446 * Normalize left eigenvectors and make largest component real
447 *
448  DO 20 i = 1, n
449  scl = one / dznrm2( n, vl( 1, i ), 1 )
450  CALL zdscal( n, scl, vl( 1, i ), 1 )
451  DO 10 k = 1, n
452  rwork( irwork+k-1 ) = dble( vl( k, i ) )**2 +
453  $ aimag( vl( k, i ) )**2
454  10 CONTINUE
455  k = idamax( n, rwork( irwork ), 1 )
456  tmp = conjg( vl( k, i ) ) / sqrt( rwork( irwork+k-1 ) )
457  CALL zscal( n, tmp, vl( 1, i ), 1 )
458  vl( k, i ) = dcmplx( dble( vl( k, i ) ), zero )
459  20 CONTINUE
460  END IF
461 *
462  IF( wantvr ) THEN
463 *
464 * Undo balancing of right eigenvectors
465 * (CWorkspace: none)
466 * (RWorkspace: need N)
467 *
468  CALL zgebak( 'B', 'R', n, ilo, ihi, rwork( ibal ), n, vr, ldvr,
469  $ ierr )
470 *
471 * Normalize right eigenvectors and make largest component real
472 *
473  DO 40 i = 1, n
474  scl = one / dznrm2( n, vr( 1, i ), 1 )
475  CALL zdscal( n, scl, vr( 1, i ), 1 )
476  DO 30 k = 1, n
477  rwork( irwork+k-1 ) = dble( vr( k, i ) )**2 +
478  $ aimag( vr( k, i ) )**2
479  30 CONTINUE
480  k = idamax( n, rwork( irwork ), 1 )
481  tmp = conjg( vr( k, i ) ) / sqrt( rwork( irwork+k-1 ) )
482  CALL zscal( n, tmp, vr( 1, i ), 1 )
483  vr( k, i ) = dcmplx( dble( vr( k, i ) ), zero )
484  40 CONTINUE
485  END IF
486 *
487 * Undo scaling if necessary
488 *
489  50 CONTINUE
490  IF( scalea ) THEN
491  CALL zlascl( 'G', 0, 0, cscale, anrm, n-info, 1, w( info+1 ),
492  $ max( n-info, 1 ), ierr )
493  IF( info.GT.0 ) THEN
494  CALL zlascl( 'G', 0, 0, cscale, anrm, ilo-1, 1, w, n, ierr )
495  END IF
496  END IF
497 *
498  work( 1 ) = maxwrk
499  RETURN
500 *
501 * End of ZGEEV
502 *
503  END
subroutine zgehrd(N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO)
ZGEHRD
Definition: zgehrd.f:169
subroutine zlascl(TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO)
ZLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition: zlascl.f:145
subroutine zlacpy(UPLO, M, N, A, LDA, B, LDB)
ZLACPY copies all or part of one two-dimensional array to another.
Definition: zlacpy.f:105
subroutine zunghr(N, ILO, IHI, A, LDA, TAU, WORK, LWORK, INFO)
ZUNGHR
Definition: zunghr.f:128
subroutine zgebal(JOB, N, A, LDA, ILO, IHI, SCALE, INFO)
ZGEBAL
Definition: zgebal.f:164
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine dlabad(SMALL, LARGE)
DLABAD
Definition: dlabad.f:76
subroutine zgeev(JOBVL, JOBVR, N, A, LDA, W, VL, LDVL, VR, LDVR, WORK, LWORK, RWORK, INFO)
ZGEEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices ...
Definition: zgeev.f:181
subroutine zgebak(JOB, SIDE, N, ILO, IHI, SCALE, M, V, LDV, INFO)
ZGEBAK
Definition: zgebak.f:133
subroutine zdscal(N, DA, ZX, INCX)
ZDSCAL
Definition: zdscal.f:80
subroutine ztrevc3(SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK, LWORK, RWORK, LRWORK, INFO)
ZTREVC3
Definition: ztrevc3.f:248
subroutine zhseqr(JOB, COMPZ, N, ILO, IHI, H, LDH, W, Z, LDZ, WORK, LWORK, INFO)
ZHSEQR
Definition: zhseqr.f:301
subroutine zscal(N, ZA, ZX, INCX)
ZSCAL
Definition: zscal.f:80