CXML
STREVC (3lapack)
compute some or all of the right and/or left eigenvectors of a
real upper quasi-triangular matrix T
SYNOPSIS
SUBROUTINE STREVC( SIDE, HOWMNY, SELECT, N, T, LDT, VL, LDVL, VR, LDVR, MM,
M, WORK, INFO )
CHARACTER HOWMNY, SIDE
INTEGER INFO, LDT, LDVL, LDVR, M, MM, N
LOGICAL SELECT( * )
REAL T( LDT, * ), VL( LDVL, * ), VR( LDVR, * ), WORK( * )
PURPOSE
STREVC computes some or all of the right and/or left eigenvectors of a real
upper quasi-triangular matrix T.
The right eigenvector x and the left eigenvector y of T corresponding to an
eigenvalue w are defined by:
T*x = w*x, y'*T = w*y'
where y' denotes the conjugate transpose of the vector y.
If all eigenvectors are requested, the routine may either return the
matrices X and/or Y of right or left eigenvectors of T, or the products Q*X
and/or Q*Y, where Q is an input orthogonal
matrix. If T was obtained from the real-Schur factorization of an original
matrix A = Q*T*Q', then Q*X and Q*Y are the matrices of right or left
eigenvectors of A.
T must be in Schur canonical form (as returned by SHSEQR), that is, block
upper triangular with 1-by-1 and 2-by-2 diagonal blocks; each 2-by-2
diagonal block has its diagonal elements equal and its off-diagonal
elements of opposite sign. Corresponding to each 2-by-2 diagonal block is
a complex conjugate pair of eigenvalues and eigenvectors; only one
eigenvector of the pair is computed, namely the one corresponding to the
eigenvalue with positive imaginary part.
ARGUMENTS
SIDE (input) CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
HOWMNY (input) CHARACTER*1
= 'A': compute all right and/or left eigenvectors;
= 'B': compute all right and/or left eigenvectors, and
backtransform them using the input matrices supplied in VR and/or
VL; = 'S': compute selected right and/or left eigenvectors,
specified by the logical array SELECT.
SELECT (input/output) LOGICAL array, dimension (N)
If HOWMNY = 'S', SELECT specifies the eigenvectors to be computed.
If HOWMNY = 'A' or 'B', SELECT is not referenced. To select the
real eigenvector corresponding to a real eigenvalue w(j), SELECT(j)
must be set to .TRUE.. To select the complex eigenvector
corresponding to a complex conjugate pair w(j) and w(j+1), either
SELECT(j) or SELECT(j+1) must be set to .TRUE.; then on exit
SELECT(j) is .TRUE. and SELECT(j+1) is .FALSE..
N (input) INTEGER
The order of the matrix T. N >= 0.
T (input) REAL array, dimension (LDT,N)
The upper quasi-triangular matrix T in Schur canonical form.
LDT (input) INTEGER
The leading dimension of the array T. LDT >= max(1,N).
VL (input/output) REAL 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 SHSEQR). 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. If SIDE = 'R', VL is not referenced.
LDVL (input) INTEGER
The leading dimension of the array VL. LDVL >= max(1,N) if SIDE =
'L' or 'B'; LDVL >= 1 otherwise.
VR (input/output) REAL 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 SHSEQR). 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. If SIDE = 'L', VR is not referenced.
LDVR (input) INTEGER
The leading dimension of the array VR. LDVR >= max(1,N) if SIDE =
'R' or 'B'; LDVR >= 1 otherwise.
MM (input) INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M (output) 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 (workspace) REAL array, dimension (3*N)
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
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|.
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