DGEESX - compute for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z

SUBROUTINE DGEESX(

JOBVS, SORT, SELECT, SENSE, N, A, LDA, SDIM, WR, WI, VS, LDVS, RCONDE, RCONDV, WORK, LWORK, IWORK, LIWORK, BWORK, INFO )

CHARACTER JOBVS, SENSE, SORT

INTEGER INFO, LDA, LDVS, LIWORK, LWORK, N, SDIM

DOUBLE PRECISION RCONDE, RCONDV

LOGICAL BWORK( * )

INTEGER IWORK( * )

DOUBLE PRECISION A( LDA, * ), VS( LDVS, * ), WI( * ), WORK( * ), WR( * )

LOGICAL SELECT

EXTERNAL SELECT

DGEESX computes for an N-by-N real nonsymmetric matrix A, the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z. This gives the Schur factorization A = Z*T*(Z**T). Optionally, it also orders the eigenvalues on the diagonal of the real 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 4.10 of the LAPACK Users' Guide (where these quantities are called s and sep respectively).

A real matrix is in real Schur form if it is upper quasi-triangular with 1-by-1 and 2-by-2 blocks. 2-by-2 blocks will be standardized in the form

[ a b ]

[ c a ]

where b*c < 0. The eigenvalues of such a block are a +- sqrt(bc).

JOBVS (input) CHARACTER*1

= 'N': Schur vectors are not computed;

= 'V': Schur vectors are computed.

SORT (input) CHARACTER*1

Specifies whether or not to order the eigenvalues on the diagonal of the Schur form. = 'N': Eigenvalues are not ordered;

= 'S': Eigenvalues are ordered (see SELECT).

SELECT (input) LOGICAL FUNCTION of two DOUBLE PRECISION arguments

SELECT must be declared EXTERNAL in the calling subroutine. 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. An eigenvalue WR(j)+sqrt(-1)*WI(j) is selected if SELECT(WR(j),WI(j)) is true; i.e., if either one of a complex conjugate pair of eigenvalues is selected, then both are. Note that a selected complex eigenvalue may no longer satisfy SELECT(WR(j),WI(j)) = .TRUE. after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned); in this case INFO may be set to N+3 (see INFO below).

SENSE (input) CHARACTER*1

Determines which reciprocal condition numbers are computed. = 'N': None are computed;

= 'E': Computed for average of selected eigenvalues only;

= 'V': Computed for selected right invariant subspace only;

= 'B': Computed for both. If SENSE = 'E', 'V' or 'B', SORT must equal 'S'.

N (input) INTEGER

The order of the matrix A. N >= 0.

A (input/output) DOUBLE PRECISION array, dimension (LDA, N)

On entry, the N-by-N matrix A. On exit, A is overwritten by its real Schur form T.

LDA (input) INTEGER

The leading dimension of the array A. LDA >= max(1,N).

SDIM (output) INTEGER

If SORT = 'N', SDIM = 0. If SORT = 'S', SDIM = number of eigenvalues (after sorting) for which SELECT is true. (Complex conjugate pairs for which SELECT is true for either eigenvalue count as 2.)

WR (output) DOUBLE PRECISION array, dimension (N)

WI (output) DOUBLE PRECISION array, dimension (N) WR and WI contain the real and imaginary parts, respectively, of the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues appear consecutively with the eigenvalue having the positive imaginary part first.

VS (output) DOUBLE PRECISION array, dimension (LDVS,N)

If JOBVS = 'V', VS contains the orthogonal matrix Z of Schur vectors. If JOBVS = 'N', VS is not referenced.

LDVS (input) INTEGER

The leading dimension of the array VS. LDVS >= 1, and if JOBVS = 'V', LDVS >= N.

RCONDE (output) DOUBLE PRECISION

If SENSE = 'E' or 'B', RCONDE contains the reciprocal condition number for the average of the selected eigenvalues. Not referenced if SENSE = 'N' or 'V'.

RCONDV (output) DOUBLE PRECISION

If SENSE = 'V' or 'B', RCONDV contains the reciprocal condition number for the selected right invariant subspace. Not referenced if SENSE = 'N' or 'E'.

WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)

On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

LWORK (input) INTEGER

The dimension of the array WORK. LWORK >= max(1,3*N). Also, if SENSE = 'E' or 'V' or 'B', LWORK >= N+2*SDIM*(N-SDIM), where SDIM is the number of selected eigenvalues computed by this routine. Note that N+2*SDIM*(N-SDIM) <= N+N*N/2. For good performance, LWORK must generally be larger.

IWORK (workspace/output) INTEGER array, dimension (LIWORK)

Not referenced if SENSE = 'N' or 'E'. On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.

LIWORK (input) INTEGER

The dimension of the array IWORK. LIWORK >= 1; if SENSE = 'V' or 'B', LIWORK >= SDIM*(N-SDIM).

BWORK (workspace) LOGICAL array, dimension (N)

Not referenced if SORT = 'N'.

INFO (output) INTEGER

= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value.

> 0: if INFO = i, and i is

<= N: the QR algorithm failed to compute all the

eigenvalues; elements 1:ILO-1 and i+1:N of WR and WI contain those eigenvalues which have converged; if JOBVS = 'V', VS contains the transformation which reduces A to its partially converged Schur form. = N+1: the eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned); = N+2: 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.