DLAEIN(3F) DLAEIN(3F)
DLAEIN - use inverse iteration to find a right or left eigenvector
corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg matrix
H
SUBROUTINE DLAEIN( RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B, LDB,
WORK, EPS3, SMLNUM, BIGNUM, INFO )
LOGICAL NOINIT, RIGHTV
INTEGER INFO, LDB, LDH, N
DOUBLE PRECISION BIGNUM, EPS3, SMLNUM, WI, WR
DOUBLE PRECISION B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
WORK( * )
DLAEIN uses inverse iteration to find a right or left eigenvector
corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg matrix
H.
RIGHTV (input) LOGICAL
= .TRUE. : compute right eigenvector;
= .FALSE.: compute left eigenvector.
NOINIT (input) LOGICAL
= .TRUE. : no initial vector supplied in (VR,VI).
= .FALSE.: initial vector supplied in (VR,VI).
N (input) INTEGER
The order of the matrix H. N >= 0.
H (input) DOUBLE PRECISION array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (input) DOUBLE PRECISION
WI (input) DOUBLE PRECISION The real and imaginary parts of
the eigenvalue of H whose corresponding right or left eigenvector
is to be computed.
VR (input/output) DOUBLE PRECISION array, dimension (N)
VI (input/output) DOUBLE PRECISION array, dimension (N) On
entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain a real
starting vector for inverse iteration using the real eigenvalue
WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI must contain the
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DLAEIN(3F) DLAEIN(3F)
real and imaginary parts of a complex starting vector for inverse
iteration using the complex eigenvalue (WR,WI); otherwise VR and
VI need not be set. On exit, if WI = 0.0 (real eigenvalue), VR
contains the computed real eigenvector; if WI.ne.0.0 (complex
eigenvalue), VR and VI contain the real and imaginary parts of
the computed complex eigenvector. The eigenvector is normalized
so that the component of largest magnitude has magnitude 1; here
the magnitude of a complex number (x,y) is taken to be |x| + |y|.
VI is not referenced if WI = 0.0.
B (workspace) DOUBLE PRECISION array, dimension (LDB,N)
LDB (input) INTEGER
The leading dimension of the array B. LDB >= N+1.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
EPS3 (input) DOUBLE PRECISION
A small machine-dependent value which is used to perturb close
eigenvalues, and to replace zero pivots.
SMLNUM (input) DOUBLE PRECISION
A machine-dependent value close to the underflow threshold.
BIGNUM (input) DOUBLE PRECISION
A machine-dependent value close to the overflow threshold.
INFO (output) INTEGER
= 0: successful exit
= 1: inverse iteration did not converge; VR is set to the last
iterate, and so is VI if WI.ne.0.0.
DLAEIN(3F) DLAEIN(3F)
DLAEIN - use inverse iteration to find a right or left eigenvector
corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg matrix
H
SUBROUTINE DLAEIN( RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B, LDB,
WORK, EPS3, SMLNUM, BIGNUM, INFO )
LOGICAL NOINIT, RIGHTV
INTEGER INFO, LDB, LDH, N
DOUBLE PRECISION BIGNUM, EPS3, SMLNUM, WI, WR
DOUBLE PRECISION B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
WORK( * )
DLAEIN uses inverse iteration to find a right or left eigenvector
corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg matrix
H.
RIGHTV (input) LOGICAL
= .TRUE. : compute right eigenvector;
= .FALSE.: compute left eigenvector.
NOINIT (input) LOGICAL
= .TRUE. : no initial vector supplied in (VR,VI).
= .FALSE.: initial vector supplied in (VR,VI).
N (input) INTEGER
The order of the matrix H. N >= 0.
H (input) DOUBLE PRECISION array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (input) DOUBLE PRECISION
WI (input) DOUBLE PRECISION The real and imaginary parts of
the eigenvalue of H whose corresponding right or left eigenvector
is to be computed.
VR (input/output) DOUBLE PRECISION array, dimension (N)
VI (input/output) DOUBLE PRECISION array, dimension (N) On
entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain a real
starting vector for inverse iteration using the real eigenvalue
WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI must contain the
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DLAEIN(3F) DLAEIN(3F)
real and imaginary parts of a complex starting vector for inverse
iteration using the complex eigenvalue (WR,WI); otherwise VR and
VI need not be set. On exit, if WI = 0.0 (real eigenvalue), VR
contains the computed real eigenvector; if WI.ne.0.0 (complex
eigenvalue), VR and VI contain the real and imaginary parts of
the computed complex eigenvector. The eigenvector is normalized
so that the component of largest magnitude has magnitude 1; here
the magnitude of a complex number (x,y) is taken to be |x| + |y|.
VI is not referenced if WI = 0.0.
B (workspace) DOUBLE PRECISION array, dimension (LDB,N)
LDB (input) INTEGER
The leading dimension of the array B. LDB >= N+1.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
EPS3 (input) DOUBLE PRECISION
A small machine-dependent value which is used to perturb close
eigenvalues, and to replace zero pivots.
SMLNUM (input) DOUBLE PRECISION
A machine-dependent value close to the underflow threshold.
BIGNUM (input) DOUBLE PRECISION
A machine-dependent value close to the overflow threshold.
INFO (output) INTEGER
= 0: successful exit
= 1: inverse iteration did not converge; VR is set to the last
iterate, and so is VI if WI.ne.0.0.
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