subroutine dtrevc3 (SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM, M, WORK, LWORK, INFO)
DTREVC3
DTREVC3
Purpose:
DTREVC3 computes some or all of the right and/or left eigenvectors of
a real upper quasi-triangular matrix T.
Matrices of this type are produced by the Schur factorization of
a real general matrix: A = Q*T*Q**T, as computed by DHSEQR.
The right eigenvector x and the left eigenvector y of T corresponding
to an eigenvalue w are defined by:
T*x = w*x, (y**H)*T = w*(y**H)
where y**H denotes the conjugate transpose of y.
The eigenvalues are not input to this routine, but are read directly
from the diagonal blocks of T.
This routine returns the matrices X and/or Y of right and left
eigenvectors of T, or the products Q*X and/or Q*Y, where Q is an
input matrix. If Q is the orthogonal factor that reduces a matrix
A to Schur form T, then Q*X and Q*Y are the matrices of right and
left eigenvectors of A.
This uses a Level 3 BLAS version of the back transformation.
Parameters:
SIDE is CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
HOWMNY
HOWMNY is CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors,
backtransformed by the matrices in VR and/or VL;
= 'S': compute selected right and/or left eigenvectors,
as indicated by the logical array SELECT.
SELECT
SELECT is LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be
computed.
If w(j) is a real eigenvalue, the corresponding real
eigenvector is computed if SELECT(j) is .TRUE..
If w(j) and w(j+1) are the real and imaginary parts of a
complex eigenvalue, the corresponding complex eigenvector is
computed if either SELECT(j) or SELECT(j+1) is .TRUE., and
on exit SELECT(j) is set to .TRUE. and SELECT(j+1) is set to
.FALSE..
Not referenced if HOWMNY = 'A' or 'B'.
N
N is INTEGER
The order of the matrix T. N >= 0.
T
T is DOUBLE PRECISION array, dimension (LDT,N)
The upper quasi-triangular matrix T in Schur canonical form.
LDT
LDT is INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL
VL is DOUBLE PRECISION 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 orthogonal matrix Q
of Schur vectors returned by DHSEQR).
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.
A complex eigenvector corresponding to a complex eigenvalue
is stored in two consecutive columns, the first holding the
real part, and the second the imaginary part.
Not referenced if SIDE = 'R'.
LDVL
LDVL is INTEGER
The leading dimension of the array VL.
LDVL >= 1, and if SIDE = 'L' or 'B', LDVL >= N.
VR
VR is DOUBLE PRECISION 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 orthogonal matrix Q
of Schur vectors returned by DHSEQR).
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.
A complex eigenvector corresponding to a complex eigenvalue
is stored in two consecutive columns, the first holding the
real part and the second the imaginary part.
Not referenced if SIDE = 'L'.
LDVR
LDVR is INTEGER
The leading dimension of the array VR.
LDVR >= 1, and if SIDE = 'R' or 'B', LDVR >= N.
MM
MM is INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M
M is 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 real eigenvector occupies one column and each
selected complex eigenvector occupies two columns.
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
LWORK
LWORK is INTEGER
The dimension of array WORK. LWORK >= max(1,3*N).
For optimum performance, LWORK >= N + 2*N*NB, where NB is
the optimal blocksize.
If LWORK = -1, then 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 by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Further Details:
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|.
Definition at line 241 of file dtrevc3.f.
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