CHSEIN(3) LAPACK routine of NEC Numeric Library Collection CHSEIN(3)
NAME
CHSEIN
SYNOPSIS
SUBROUTINE CHSEIN (SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL,
VR, LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO)
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)
SIDE is CHARACTER*1
= 'R': compute right eigenvectors only;
= 'L': compute left eigenvectors only;
= 'B': compute both right and left eigenvectors.
EIGSRC (input)
EIGSRC is 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-triangular, then the j-th eigenvalue can be
assumed to be an eigenvalue 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
between eigenvalues and diagonal blocks. In this
case, CHSEIN must always perform inverse iteration
using the whole matrix H.
INITV (input)
INITV is CHARACTER*1
= 'N': no initial vectors are supplied;
= 'U': user-supplied initial vectors are stored in the arrays
VL and/or VR.
SELECT (input)
SELECT is LOGICAL array, dimension (N)
Specifies the eigenvectors to be computed. To select the
eigenvector corresponding to the eigenvalue W(j),
SELECT(j) must be set to .TRUE..
N (input)
N is INTEGER
The order of the matrix H. N >= 0.
H (input)
H is COMPLEX array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input)
LDH is INTEGER
The leading dimension of the array H. LDH >= max(1,N).
W (input/output)
W is 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 perturbed slightly in searching for
independent eigenvectors.
VL (input/output)
VL is 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 referenced.
LDVL (input)
LDVL is INTEGER
The leading dimension of the array VL.
LDVL >= max(1,N) if SIDE = 'L' or 'B'; LDVL >= 1 otherwise.
VR (input/output)
VR is 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)
LDVR is INTEGER
The leading dimension of the array VR.
LDVR >= max(1,N) if SIDE = 'R' or 'B'; LDVR >= 1 otherwise.
MM (input)
MM is INTEGER
The number of columns in the arrays VL and/or VR. MM >= M.
M (output)
M is INTEGER
The number of columns in the arrays VL and/or VR required to
store the eigenvectors (= the number of .TRUE. elements in
SELECT).
WORK (output)
WORK is COMPLEX array, dimension (N*N)
RWORK (output)
RWORK is REAL array, dimension (N)
IFAILL (output)
IFAILL is 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
eigenvector converged satisfactorily.
If SIDE = 'R', IFAILL is not referenced.
IFAILR (output)
IFAILR is 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
eigenvector converged satisfactorily.
If SIDE = 'L', IFAILR is not referenced.
INFO (output)
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, i is the number of eigenvectors which
failed to converge; see IFAILL and IFAILR for further
details.
FURTHER DETAILS
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|.
LAPACK routine 31 October 2017 CHSEIN(3)