LAPACK  3.9.1
LAPACK: Linear Algebra PACKage
chsein.f
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1 *> \brief \b CHSEIN
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
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15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE CHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL,
22 * LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL,
23 * IFAILR, INFO )
24 *
25 * .. Scalar Arguments ..
26 * CHARACTER EIGSRC, INITV, SIDE
27 * INTEGER INFO, LDH, LDVL, LDVR, M, MM, N
28 * ..
29 * .. Array Arguments ..
30 * LOGICAL SELECT( * )
31 * INTEGER IFAILL( * ), IFAILR( * )
32 * REAL RWORK( * )
33 * COMPLEX H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ),
34 * $ W( * ), WORK( * )
35 * ..
36 *
37 *
38 *> \par Purpose:
39 * =============
40 *>
41 *> \verbatim
42 *>
43 *> CHSEIN uses inverse iteration to find specified right and/or left
44 *> eigenvectors of a complex upper Hessenberg matrix H.
45 *>
46 *> The right eigenvector x and the left eigenvector y of the matrix H
47 *> corresponding to an eigenvalue w are defined by:
48 *>
49 *> H * x = w * x, y**h * H = w * y**h
50 *>
51 *> where y**h denotes the conjugate transpose of the vector y.
52 *> \endverbatim
53 *
54 * Arguments:
55 * ==========
56 *
57 *> \param[in] SIDE
58 *> \verbatim
59 *> SIDE is CHARACTER*1
60 *> = 'R': compute right eigenvectors only;
61 *> = 'L': compute left eigenvectors only;
62 *> = 'B': compute both right and left eigenvectors.
63 *> \endverbatim
64 *>
65 *> \param[in] EIGSRC
66 *> \verbatim
67 *> EIGSRC is CHARACTER*1
68 *> Specifies the source of eigenvalues supplied in W:
69 *> = 'Q': the eigenvalues were found using CHSEQR; thus, if
70 *> H has zero subdiagonal elements, and so is
71 *> block-triangular, then the j-th eigenvalue can be
72 *> assumed to be an eigenvalue of the block containing
73 *> the j-th row/column. This property allows CHSEIN to
74 *> perform inverse iteration on just one diagonal block.
75 *> = 'N': no assumptions are made on the correspondence
76 *> between eigenvalues and diagonal blocks. In this
77 *> case, CHSEIN must always perform inverse iteration
78 *> using the whole matrix H.
79 *> \endverbatim
80 *>
81 *> \param[in] INITV
82 *> \verbatim
83 *> INITV is CHARACTER*1
84 *> = 'N': no initial vectors are supplied;
85 *> = 'U': user-supplied initial vectors are stored in the arrays
86 *> VL and/or VR.
87 *> \endverbatim
88 *>
89 *> \param[in] SELECT
90 *> \verbatim
91 *> SELECT is LOGICAL array, dimension (N)
92 *> Specifies the eigenvectors to be computed. To select the
93 *> eigenvector corresponding to the eigenvalue W(j),
94 *> SELECT(j) must be set to .TRUE..
95 *> \endverbatim
96 *>
97 *> \param[in] N
98 *> \verbatim
99 *> N is INTEGER
100 *> The order of the matrix H. N >= 0.
101 *> \endverbatim
102 *>
103 *> \param[in] H
104 *> \verbatim
105 *> H is COMPLEX array, dimension (LDH,N)
106 *> The upper Hessenberg matrix H.
107 *> If a NaN is detected in H, the routine will return with INFO=-6.
108 *> \endverbatim
109 *>
110 *> \param[in] LDH
111 *> \verbatim
112 *> LDH is INTEGER
113 *> The leading dimension of the array H. LDH >= max(1,N).
114 *> \endverbatim
115 *>
116 *> \param[in,out] W
117 *> \verbatim
118 *> W is COMPLEX array, dimension (N)
119 *> On entry, the eigenvalues of H.
120 *> On exit, the real parts of W may have been altered since
121 *> close eigenvalues are perturbed slightly in searching for
122 *> independent eigenvectors.
123 *> \endverbatim
124 *>
125 *> \param[in,out] VL
126 *> \verbatim
127 *> VL is COMPLEX array, dimension (LDVL,MM)
128 *> On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must
129 *> contain starting vectors for the inverse iteration for the
130 *> left eigenvectors; the starting vector for each eigenvector
131 *> must be in the same column in which the eigenvector will be
132 *> stored.
133 *> On exit, if SIDE = 'L' or 'B', the left eigenvectors
134 *> specified by SELECT will be stored consecutively in the
135 *> columns of VL, in the same order as their eigenvalues.
136 *> If SIDE = 'R', VL is not referenced.
137 *> \endverbatim
138 *>
139 *> \param[in] LDVL
140 *> \verbatim
141 *> LDVL is INTEGER
142 *> The leading dimension of the array VL.
143 *> LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
144 *> \endverbatim
145 *>
146 *> \param[in,out] VR
147 *> \verbatim
148 *> VR is COMPLEX array, dimension (LDVR,MM)
149 *> On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must
150 *> contain starting vectors for the inverse iteration for the
151 *> right eigenvectors; the starting vector for each eigenvector
152 *> must be in the same column in which the eigenvector will be
153 *> stored.
154 *> On exit, if SIDE = 'R' or 'B', the right eigenvectors
155 *> specified by SELECT will be stored consecutively in the
156 *> columns of VR, in the same order as their eigenvalues.
157 *> If SIDE = 'L', VR is not referenced.
158 *> \endverbatim
159 *>
160 *> \param[in] LDVR
161 *> \verbatim
162 *> LDVR is INTEGER
163 *> The leading dimension of the array VR.
164 *> LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
165 *> \endverbatim
166 *>
167 *> \param[in] MM
168 *> \verbatim
169 *> MM is INTEGER
170 *> The number of columns in the arrays VL and/or VR. MM >= M.
171 *> \endverbatim
172 *>
173 *> \param[out] M
174 *> \verbatim
175 *> M is INTEGER
176 *> The number of columns in the arrays VL and/or VR required to
177 *> store the eigenvectors (= the number of .TRUE. elements in
178 *> SELECT).
179 *> \endverbatim
180 *>
181 *> \param[out] WORK
182 *> \verbatim
183 *> WORK is COMPLEX array, dimension (N*N)
184 *> \endverbatim
185 *>
186 *> \param[out] RWORK
187 *> \verbatim
188 *> RWORK is REAL array, dimension (N)
189 *> \endverbatim
190 *>
191 *> \param[out] IFAILL
192 *> \verbatim
193 *> IFAILL is INTEGER array, dimension (MM)
194 *> If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left
195 *> eigenvector in the i-th column of VL (corresponding to the
196 *> eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the
197 *> eigenvector converged satisfactorily.
198 *> If SIDE = 'R', IFAILL is not referenced.
199 *> \endverbatim
200 *>
201 *> \param[out] IFAILR
202 *> \verbatim
203 *> IFAILR is INTEGER array, dimension (MM)
204 *> If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right
205 *> eigenvector in the i-th column of VR (corresponding to the
206 *> eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the
207 *> eigenvector converged satisfactorily.
208 *> If SIDE = 'L', IFAILR is not referenced.
209 *> \endverbatim
210 *>
211 *> \param[out] INFO
212 *> \verbatim
213 *> INFO is INTEGER
214 *> = 0: successful exit
215 *> < 0: if INFO = -i, the i-th argument had an illegal value
216 *> > 0: if INFO = i, i is the number of eigenvectors which
217 *> failed to converge; see IFAILL and IFAILR for further
218 *> details.
219 *> \endverbatim
220 *
221 * Authors:
222 * ========
223 *
224 *> \author Univ. of Tennessee
225 *> \author Univ. of California Berkeley
226 *> \author Univ. of Colorado Denver
227 *> \author NAG Ltd.
228 *
229 *> \ingroup complexOTHERcomputational
230 *
231 *> \par Further Details:
232 * =====================
233 *>
234 *> \verbatim
235 *>
236 *> Each eigenvector is normalized so that the element of largest
237 *> magnitude has magnitude 1; here the magnitude of a complex number
238 *> (x,y) is taken to be |x|+|y|.
239 *> \endverbatim
240 *>
241 * =====================================================================
242  SUBROUTINE chsein( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL,
243  $ LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL,
244  $ IFAILR, INFO )
245 *
246 * -- LAPACK computational routine --
247 * -- LAPACK is a software package provided by Univ. of Tennessee, --
248 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
249 *
250 * .. Scalar Arguments ..
251  CHARACTER EIGSRC, INITV, SIDE
252  INTEGER INFO, LDH, LDVL, LDVR, M, MM, N
253 * ..
254 * .. Array Arguments ..
255  LOGICAL SELECT( * )
256  INTEGER IFAILL( * ), IFAILR( * )
257  REAL RWORK( * )
258  COMPLEX H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ),
259  $ w( * ), work( * )
260 * ..
261 *
262 * =====================================================================
263 *
264 * .. Parameters ..
265  COMPLEX ZERO
266  PARAMETER ( ZERO = ( 0.0e+0, 0.0e+0 ) )
267  REAL RZERO
268  parameter( rzero = 0.0e+0 )
269 * ..
270 * .. Local Scalars ..
271  LOGICAL BOTHV, FROMQR, LEFTV, NOINIT, RIGHTV
272  INTEGER I, IINFO, K, KL, KLN, KR, KS, LDWORK
273  REAL EPS3, HNORM, SMLNUM, ULP, UNFL
274  COMPLEX CDUM, WK
275 * ..
276 * .. External Functions ..
277  LOGICAL LSAME, SISNAN
278  REAL CLANHS, SLAMCH
279  EXTERNAL lsame, clanhs, slamch, sisnan
280 * ..
281 * .. External Subroutines ..
282  EXTERNAL claein, xerbla
283 * ..
284 * .. Intrinsic Functions ..
285  INTRINSIC abs, aimag, max, real
286 * ..
287 * .. Statement Functions ..
288  REAL CABS1
289 * ..
290 * .. Statement Function definitions ..
291  cabs1( cdum ) = abs( real( cdum ) ) + abs( aimag( cdum ) )
292 * ..
293 * .. Executable Statements ..
294 *
295 * Decode and test the input parameters.
296 *
297  bothv = lsame( side, 'B' )
298  rightv = lsame( side, 'R' ) .OR. bothv
299  leftv = lsame( side, 'L' ) .OR. bothv
300 *
301  fromqr = lsame( eigsrc, 'Q' )
302 *
303  noinit = lsame( initv, 'N' )
304 *
305 * Set M to the number of columns required to store the selected
306 * eigenvectors.
307 *
308  m = 0
309  DO 10 k = 1, n
310  IF( SELECT( k ) )
311  $ m = m + 1
312  10 CONTINUE
313 *
314  info = 0
315  IF( .NOT.rightv .AND. .NOT.leftv ) THEN
316  info = -1
317  ELSE IF( .NOT.fromqr .AND. .NOT.lsame( eigsrc, 'N' ) ) THEN
318  info = -2
319  ELSE IF( .NOT.noinit .AND. .NOT.lsame( initv, 'U' ) ) THEN
320  info = -3
321  ELSE IF( n.LT.0 ) THEN
322  info = -5
323  ELSE IF( ldh.LT.max( 1, n ) ) THEN
324  info = -7
325  ELSE IF( ldvl.LT.1 .OR. ( leftv .AND. ldvl.LT.n ) ) THEN
326  info = -10
327  ELSE IF( ldvr.LT.1 .OR. ( rightv .AND. ldvr.LT.n ) ) THEN
328  info = -12
329  ELSE IF( mm.LT.m ) THEN
330  info = -13
331  END IF
332  IF( info.NE.0 ) THEN
333  CALL xerbla( 'CHSEIN', -info )
334  RETURN
335  END IF
336 *
337 * Quick return if possible.
338 *
339  IF( n.EQ.0 )
340  $ RETURN
341 *
342 * Set machine-dependent constants.
343 *
344  unfl = slamch( 'Safe minimum' )
345  ulp = slamch( 'Precision' )
346  smlnum = unfl*( n / ulp )
347 *
348  ldwork = n
349 *
350  kl = 1
351  kln = 0
352  IF( fromqr ) THEN
353  kr = 0
354  ELSE
355  kr = n
356  END IF
357  ks = 1
358 *
359  DO 100 k = 1, n
360  IF( SELECT( k ) ) THEN
361 *
362 * Compute eigenvector(s) corresponding to W(K).
363 *
364  IF( fromqr ) THEN
365 *
366 * If affiliation of eigenvalues is known, check whether
367 * the matrix splits.
368 *
369 * Determine KL and KR such that 1 <= KL <= K <= KR <= N
370 * and H(KL,KL-1) and H(KR+1,KR) are zero (or KL = 1 or
371 * KR = N).
372 *
373 * Then inverse iteration can be performed with the
374 * submatrix H(KL:N,KL:N) for a left eigenvector, and with
375 * the submatrix H(1:KR,1:KR) for a right eigenvector.
376 *
377  DO 20 i = k, kl + 1, -1
378  IF( h( i, i-1 ).EQ.zero )
379  $ GO TO 30
380  20 CONTINUE
381  30 CONTINUE
382  kl = i
383  IF( k.GT.kr ) THEN
384  DO 40 i = k, n - 1
385  IF( h( i+1, i ).EQ.zero )
386  $ GO TO 50
387  40 CONTINUE
388  50 CONTINUE
389  kr = i
390  END IF
391  END IF
392 *
393  IF( kl.NE.kln ) THEN
394  kln = kl
395 *
396 * Compute infinity-norm of submatrix H(KL:KR,KL:KR) if it
397 * has not ben computed before.
398 *
399  hnorm = clanhs( 'I', kr-kl+1, h( kl, kl ), ldh, rwork )
400  IF( sisnan( hnorm ) ) THEN
401  info = -6
402  RETURN
403  ELSE IF( (hnorm.GT.rzero) ) THEN
404  eps3 = hnorm*ulp
405  ELSE
406  eps3 = smlnum
407  END IF
408  END IF
409 *
410 * Perturb eigenvalue if it is close to any previous
411 * selected eigenvalues affiliated to the submatrix
412 * H(KL:KR,KL:KR). Close roots are modified by EPS3.
413 *
414  wk = w( k )
415  60 CONTINUE
416  DO 70 i = k - 1, kl, -1
417  IF( SELECT( i ) .AND. cabs1( w( i )-wk ).LT.eps3 ) THEN
418  wk = wk + eps3
419  GO TO 60
420  END IF
421  70 CONTINUE
422  w( k ) = wk
423 *
424  IF( leftv ) THEN
425 *
426 * Compute left eigenvector.
427 *
428  CALL claein( .false., noinit, n-kl+1, h( kl, kl ), ldh,
429  $ wk, vl( kl, ks ), work, ldwork, rwork, eps3,
430  $ smlnum, iinfo )
431  IF( iinfo.GT.0 ) THEN
432  info = info + 1
433  ifaill( ks ) = k
434  ELSE
435  ifaill( ks ) = 0
436  END IF
437  DO 80 i = 1, kl - 1
438  vl( i, ks ) = zero
439  80 CONTINUE
440  END IF
441  IF( rightv ) THEN
442 *
443 * Compute right eigenvector.
444 *
445  CALL claein( .true., noinit, kr, h, ldh, wk, vr( 1, ks ),
446  $ work, ldwork, rwork, eps3, smlnum, iinfo )
447  IF( iinfo.GT.0 ) THEN
448  info = info + 1
449  ifailr( ks ) = k
450  ELSE
451  ifailr( ks ) = 0
452  END IF
453  DO 90 i = kr + 1, n
454  vr( i, ks ) = zero
455  90 CONTINUE
456  END IF
457  ks = ks + 1
458  END IF
459  100 CONTINUE
460 *
461  RETURN
462 *
463 * End of CHSEIN
464 *
465  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine claein(RIGHTV, NOINIT, N, H, LDH, W, V, B, LDB, RWORK, EPS3, SMLNUM, INFO)
CLAEIN computes a specified right or left eigenvector of an upper Hessenberg matrix by inverse iterat...
Definition: claein.f:149
subroutine chsein(SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO)
CHSEIN
Definition: chsein.f:245