F08PPF (ZGEESX) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document


Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+ Contents

    1  Purpose
    7  Accuracy

1  Purpose

F08PPF (ZGEESX) computes the eigenvalues, the Schur form T, and, optionally, the matrix of Schur vectors Z for an n by n complex nonsymmetric matrix A.

2  Specification

COMPLEX (KIND=nag_wp)  A(LDA,*), W(*), VS(LDVS,*), WORK(max(1,LWORK))
The routine may be called by its LAPACK name zgeesx.

3  Description

The Schur factorization of A is given by
A = Z T ZH ,
where Z, the matrix of Schur vectors, is unitary and T is the Schur form. A complex matrix is in Schur form if it is upper triangular.
Optionally, F08PPF (ZGEESX) also orders the eigenvalues on the diagonal of the Schur form so that selected eigenvalues are at the top left; computes a reciprocal condition number for the average of the selected eigenvalues (RCONDE); and computes a reciprocal condition number for the right invariant subspace corresponding to the selected eigenvalues (RCONDV). The leading columns of Z form an orthonormal basis for this invariant subspace.
For further explanation of the reciprocal condition numbers RCONDE and RCONDV, see Section 4.8 of Anderson et al. (1999) (where these quantities are called s and sep respectively).

4  References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Parameters

1:     JOBVS – CHARACTER(1)Input
On entry: if JOBVS='N', Schur vectors are not computed.
If JOBVS='V', Schur vectors are computed.
Constraint: JOBVS='N' or 'V'.
2:     SORT – CHARACTER(1)Input
On entry: specifies whether or not to order the eigenvalues on the diagonal of the Schur form.
Eigenvalues are not ordered.
Eigenvalues are ordered (see SELECT).
Constraint: SORT='N' or 'S'.
3:     SELECT – LOGICAL FUNCTION, supplied by the user.External Procedure
If SORT='S', SELECT is used to select eigenvalues to sort to the top left of the Schur form.
If SORT='N', SELECT is not referenced and F08PPF (ZGEESX) may be called with the dummy function F08PNZ.
An eigenvalue Wj is selected if SELECTWj is .TRUE..
The specification of SELECT is:
COMPLEX (KIND=nag_wp)  W
1:     W – COMPLEX (KIND=nag_wp)Input
On entry: the real and imaginary parts of the eigenvalue.
SELECT must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which F08PPF (ZGEESX) is called. Parameters denoted as Input must not be changed by this procedure.
4:     SENSE – CHARACTER(1)Input
On entry: determines which reciprocal condition numbers are computed.
None are computed.
Computed for average of selected eigenvalues only.
Computed for selected right invariant subspace only.
Computed for both.
If SENSE='E', 'V' or 'B', SORT='S'.
Constraint: SENSE='N', 'E', 'V' or 'B'.
5:     N – INTEGERInput
On entry: n, the order of the matrix A.
Constraint: N0.
6:     A(LDA,*) – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the n by n matrix A.
On exit: A is overwritten by its Schur form T.
7:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08PPF (ZGEESX) is called.
Constraint: LDAmax1,N.
8:     SDIM – INTEGEROutput
On exit: if SORT='N', SDIM=0.
If SORT='S', SDIM= number of eigenvalues for which SELECT is .TRUE..
9:     W(*) – COMPLEX (KIND=nag_wp) arrayOutput
Note: the dimension of the array W must be at least max1,N.
On exit: contains the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form T.
10:   VS(LDVS,*) – COMPLEX (KIND=nag_wp) arrayOutput
Note: the second dimension of the array VS must be at least max1,N if JOBVS='V', and at least 1 otherwise.
On exit: if JOBVS='V', VS contains the unitary matrix Z of Schur vectors.
If JOBVS='N', VS is not referenced.
11:   LDVS – INTEGERInput
On entry: the first dimension of the array VS as declared in the (sub)program from which F08PPF (ZGEESX) is called.
  • if JOBVS='V', LDVS max1,N ;
  • otherwise LDVS1.
12:   RCONDE – REAL (KIND=nag_wp)Output
On exit: if SENSE='E' or 'B', contains the reciprocal condition number for the average of the selected eigenvalues.
If SENSE='N' or 'V', RCONDE is not referenced.
13:   RCONDV – REAL (KIND=nag_wp)Output
On exit: if SENSE='V' or 'B', RCONDV contains the reciprocal condition number for the selected right invariant subspace.
If SENSE='N' or 'E', RCONDV is not referenced.
14:   WORK(max1,LWORK) – COMPLEX (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, the real part of WORK1 contains the minimum value of LWORK required for optimal performance.
15:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08PPF (ZGEESX) is called.
If LWORK=-1, a workspace query is assumed; the routine only calculates an upper bound on 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.
If SENSE='E', 'V' or 'B', LWORK2×SDIM×N-SDIM, where SDIM is the number of selected eigenvalues computed by this routine.
Note that 2×SDIM×N-SDIMN×N/2. Note also that an error is only returned if LWORK<max1,2×N, but if SENSE='E', 'V' or 'B' this may not be large enough.
Suggested value: for optimal performance, LWORK must generally be larger than the minimum; increase the workspace by, say, nb×N , where nb  is the optimal block size for F08NSF (ZGEHRD).
Constraint: LWORKmax1,2×N.
16:   RWORK(*) – REAL (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array RWORK must be at least max1,N.
17:   BWORK(*) – LOGICAL arrayWorkspace
Note: the dimension of the array BWORK must be at least 1 if SORT='N', and at least max1,N otherwise.
If SORT='N', BWORK is not referenced.
18:   INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
INFO=1 to N
If INFO=i and iN, the QR algorithm failed to compute all the eigenvalues.
The eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned).
After reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy SELECT=.TRUE.. This could also be caused by underflow due to scaling.

7  Accuracy

The computed Schur factorization satisfies
A+E = ZTZH ,
E2 = Oε A2 ,
and ε is the machine precision. See Section 4.8 of Anderson et al. (1999) for further details.

8  Further Comments

The total number of floating point operations is proportional to n3.
The real analogue of this routine is F08PBF (DGEESX).

9  Example

This example finds the Schur factorization of the matrix
A = -3.97-5.04i -4.11+3.70i -0.34+1.01i 1.29-0.86i 0.34-1.50i 1.52-0.43i 1.88-5.38i 3.36+0.65i 3.31-3.85i 2.50+3.45i 0.88-1.08i 0.64-1.48i -1.10+0.82i 1.81-1.59i 3.25+1.33i 1.57-3.44i ,
such that the eigenvalues of A with positive real part of are the top left diagonal elements of the Schur form, T. Estimates of the condition numbers for the selected eigenvalue cluster and corresponding invariant subspace are also returned.
Note that the block size (NB) of 64 assumed in this example is not realistic for such a small problem, but should be suitable for large problems.

9.1  Program Text

Program Text (f08ppfe.f90)

9.2  Program Data

Program Data (f08ppfe.d)

9.3  Program Results

Program Results (f08ppfe.r)

F08PPF (ZGEESX) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012