chsein(3)
NAME
- CHSEIN - use inverse iteration to find specified right
- and/or left eigenvectors of a complex upper Hessenberg matrix H
SYNOPSIS
SUBROUTINE CHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH,
W, VL, LDVL, VR, LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO )
CHARACTER EIGSRC, INITV, SIDE
INTEGER INFO, LDH, LDVL, LDVR, M, MM, N
LOGICAL SELECT( * )
INTEGER IFAILL( * ), IFAILR( * )
REAL RWORK( * )
COMPLEX H( LDH, * ), VL( LDVL, * ), VR( LDVR, *
), W( * ), WORK( * )
PURPOSE
- CHSEIN uses inverse iteration to find specified right
- and/or left eigenvectors of a complex upper Hessenberg matrix H.
- The right eigenvector x and the left eigenvector y of the matrix
- H corresponding to an eigenvalue w are defined by:
H * x = w * x, y**h * H = w * y**h
- where y**h denotes the conjugate transpose of the vector
- y.
ARGUMENTS
- SIDE (input) CHARACTER*1
- = 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
- EIGSRC (input) CHARACTER*1
- Specifies the source of eigenvalues supplied in W:
= 'Q': the eigenvalues were found using CHSEQR;
- thus, if H has zero subdiagonal elements, and so is block-trian
- gular, then the j-th eigenvalue can be assumed to be an eigenval
- ue of the block containing the j-th row/column. This property
- allows CHSEIN to perform inverse iteration on just one diagonal
- block. = 'N': no assumptions are made on the correspondence be
- tween eigenvalues and diagonal blocks. In this case, CHSEIN must
- always perform inverse iteration using the whole matrix H.
- INITV (input) CHARACTER*1
- = 'N': no initial vectors are supplied;
= 'U': user-supplied initial vectors are stored in
- the arrays VL and/or VR.
- SELECT (input) LOGICAL array, dimension (N)
- Specifies the eigenvectors to be computed. To se
- lect the eigenvector corresponding to the eigenvalue W(j), SE
- LECT(j) must be set to .TRUE..
- N (input) INTEGER
- The order of the matrix H. N >= 0.
- H (input) COMPLEX array, dimension (LDH,N)
- The upper Hessenberg matrix H.
- LDH (input) INTEGER
- The leading dimension of the array H. LDH >=
- max(1,N).
- W (input/output) COMPLEX array, dimension (N)
- On entry, the eigenvalues of H. On exit, the real
- parts of W may have been altered since close eigenvalues are per
- turbed slightly in searching for independent eigenvectors.
- VL (input/output) COMPLEX array, dimension (LDVL,MM)
- On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL
- must contain starting vectors for the inverse iteration for the
- left eigenvectors; the starting vector for each eigenvector must
- be in the same column in which the eigenvector will be stored.
- On exit, if SIDE = 'L' or 'B', the left eigenvectors specified by
- SELECT will be stored consecutively in the columns of VL, in the
- same order as their eigenvalues. If SIDE = 'R', VL is not refer
- enced.
- 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) COMPLEX array, dimension (LDVR,MM)
- On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR
- must contain starting vectors for the inverse iteration for the
- right eigenvectors; the starting vector for each eigenvector must
- be in the same column in which the eigenvector will be stored.
- On exit, if SIDE = 'R' or 'B', the right eigenvectors specified
- by SELECT will be stored consecutively in the columns of VR, in
- the same order as their eigenvalues. 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
- required to store the eigenvectors (= the number of .TRUE. ele
- ments in SELECT).
- WORK (workspace) COMPLEX array, dimension (N*N)
- RWORK (workspace) REAL array, dimension (N)
- IFAILL (output) INTEGER array, dimension (MM)
- If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the
- left eigenvector in the i-th column of VL (corresponding to the
- eigenvalue w(j)) failed to converge; IFAILL(i) = 0 if the eigen
- vector converged satisfactorily. If SIDE = 'R', IFAILL is not
- referenced.
- IFAILR (output) INTEGER array, dimension (MM)
- If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the
- right eigenvector in the i-th column of VR (corresponding to the
- eigenvalue w(j)) failed to converge; IFAILR(i) = 0 if the eigen
- vector converged satisfactorily. If SIDE = 'L', IFAILR is not
- referenced.
- INFO (output) INTEGER
- = 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille
- gal value
> 0: if INFO = i, i is the number of eigenvectors
- which failed to converge; see IFAILL and IFAILR for further de
- tails.
FURTHER DETAILS
- Each eigenvector is normalized so that the element of
- largest magnitude has magnitude 1; here the magnitude of a com
- plex number (x,y) is taken to be |x|+|y|.
- LAPACK version 3.0 15 June 2000