F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine DocumentF08PNF (ZGEES)

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.

1  Purpose

F08PNF (ZGEES) 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

 SUBROUTINE F08PNF ( JOBVS, SORT, SELECT, N, A, LDA, SDIM, W, VS, LDVS, WORK, LWORK, RWORK, BWORK, INFO)
 INTEGER N, LDA, SDIM, LDVS, LWORK, INFO REAL (KIND=nag_wp) RWORK(*) COMPLEX (KIND=nag_wp) A(LDA,*), W(*), VS(LDVS,*), WORK(max(1,LWORK)) LOGICAL SELECT, BWORK(*) CHARACTER(1) JOBVS, SORT EXTERNAL SELECT
The routine may be called by its LAPACK name zgees.

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, F08PNF (ZGEES) also orders the eigenvalues on the diagonal of the Schur form so that selected eigenvalues are at the top left. The leading columns of $Z$ form an orthonormal basis for the invariant subspace corresponding to the selected eigenvalues.

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 ${\mathbf{JOBVS}}=\text{'N'}$, Schur vectors are not computed.
If ${\mathbf{JOBVS}}=\text{'V'}$, Schur vectors are computed.
Constraint: ${\mathbf{JOBVS}}=\text{'N'}$ or $\text{'V'}$.
2:     SORT – CHARACTER(1)Input
On entry: specifies whether or not to order the eigenvalues on the diagonal of the Schur form.
${\mathbf{SORT}}=\text{'N'}$
Eigenvalues are not ordered.
${\mathbf{SORT}}=\text{'S'}$
Eigenvalues are ordered (see SELECT).
Constraint: ${\mathbf{SORT}}=\text{'N'}$ or $\text{'S'}$.
3:     SELECT – LOGICAL FUNCTION, supplied by the user.External Procedure
If ${\mathbf{SORT}}=\text{'S'}$, SELECT is used to select eigenvalues to sort to the top left of the Schur form.
If ${\mathbf{SORT}}=\text{'N'}$, SELECT is not referenced and F08PNF (ZGEES) may be called with the dummy function F08PNZ.
An eigenvalue ${\mathbf{W}}\left(j\right)$ is selected if ${\mathbf{SELECT}}\left({\mathbf{W}}\left(j\right)\right)$ is .TRUE..
The specification of SELECT is:
 FUNCTION SELECT ( W)
 LOGICAL SELECT
 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 F08PNF (ZGEES) is called. Parameters denoted as Input must not be changed by this procedure.
4:     N – INTEGERInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{N}}\ge 0$.
5:     A(LDA,$*$) – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On entry: the $n$ by $n$ matrix $A$.
On exit: A is overwritten by its Schur form $T$.
6:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08PNF (ZGEES) is called.
Constraint: ${\mathbf{LDA}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
7:     SDIM – INTEGEROutput
On exit: if ${\mathbf{SORT}}=\text{'N'}$, ${\mathbf{SDIM}}=0$.
If ${\mathbf{SORT}}=\text{'S'}$, ${\mathbf{SDIM}}=\text{}$ number of eigenvalues for which SELECT is .TRUE..
8:     W($*$) – COMPLEX (KIND=nag_wp) arrayOutput
Note: the dimension of the array W must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
On exit: contains the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form $T$.
9:     VS(LDVS,$*$) – COMPLEX (KIND=nag_wp) arrayOutput
Note: the second dimension of the array VS must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$ if ${\mathbf{JOBVS}}=\text{'V'}$, and at least $1$ otherwise.
On exit: if ${\mathbf{JOBVS}}=\text{'V'}$, VS contains the unitary matrix $Z$ of Schur vectors.
If ${\mathbf{JOBVS}}=\text{'N'}$, VS is not referenced.
10:   LDVS – INTEGERInput
On entry: the first dimension of the array VS as declared in the (sub)program from which F08PNF (ZGEES) is called.
Constraints:
• if ${\mathbf{JOBVS}}=\text{'V'}$, ${\mathbf{LDVS}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$;
• otherwise ${\mathbf{LDVS}}\ge 1$.
11:   WORK($\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{LWORK}}\right)$) – COMPLEX (KIND=nag_wp) arrayWorkspace
On exit: if ${\mathbf{INFO}}={\mathbf{0}}$, the real part of ${\mathbf{WORK}}\left(1\right)$ contains the minimum value of LWORK required for optimal performance.
12:   LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08PNF (ZGEES) is called.
If ${\mathbf{LWORK}}=-1$, 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.
Suggested value: for optimal performance, LWORK must generally be larger than the minimum, say $2×{\mathbf{N}}+\mathit{nb}×{\mathbf{N}}$, where $\mathit{nb}$ is the optimal block size for F08NSF (ZGEHRD).
Constraint: ${\mathbf{LWORK}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,2×{\mathbf{N}}\right)$.
13:   RWORK($*$) – REAL (KIND=nag_wp) arrayWorkspace
Note: the dimension of the array RWORK must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$.
14:   BWORK($*$) – LOGICAL arrayWorkspace
Note: the dimension of the array BWORK must be at least $1$ if ${\mathbf{SORT}}=\text{'N'}$, and at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{N}}\right)$ otherwise.
If ${\mathbf{SORT}}=\text{'N'}$, BWORK is not referenced.
15:   INFO – INTEGEROutput
On exit: ${\mathbf{INFO}}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

Errors or warnings detected by the routine:
${\mathbf{INFO}}<0$
If ${\mathbf{INFO}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
If ${\mathbf{INFO}}=i$ and $i\le {\mathbf{N}}$, the $QR$ algorithm failed to compute all the eigenvalues.
${\mathbf{INFO}}={\mathbf{N}}+1$
The eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned).
${\mathbf{INFO}}={\mathbf{N}}+2$
After reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy ${\mathbf{SELECT}}=\mathrm{.TRUE.}$. This could also be caused by underflow due to scaling.

7  Accuracy

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

The total number of floating point operations is proportional to ${n}^{3}$.
The real analogue of this routine is F08PAF (DGEES).

9  Example

This example finds the Schur factorization of the matrix
 $A = -3.97-5.04i -4.11+3.70i -0.34+1.01i 1.29-0.86i 0.34-1.50i 1.52-0.43i 1.88-5.38i 3.36+0.65i 3.31-3.85i 2.50+3.45i 0.88-1.08i 0.64-1.48i -1.10+0.82i 1.81-1.59i 3.25+1.33i 1.57-3.44i .$
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 (f08pnfe.f90)

9.2  Program Data

Program Data (f08pnfe.d)

9.3  Program Results

Program Results (f08pnfe.r)