NAG FL Interfacef08ppf (zgeesx)

1Purpose

f08ppf computes the eigenvalues, the Schur form $T$, and, optionally, the matrix of Schur vectors $Z$ for an $n$ by $n$ complex nonsymmetric matrix $A$.

2Specification

Fortran Interface
 Subroutine f08ppf ( sort, n, a, lda, sdim, w, vs, ldvs, work, info)
 Integer, Intent (In) :: n, lda, ldvs, lwork Integer, Intent (Out) :: sdim, info Real (Kind=nag_wp), Intent (Inout) :: rwork(*) Real (Kind=nag_wp), Intent (Out) :: rconde, rcondv Complex (Kind=nag_wp), Intent (Inout) :: a(lda,*), w(*), vs(ldvs,*) Complex (Kind=nag_wp), Intent (Out) :: work(max(1,lwork)) Logical, External :: select Logical, Intent (Inout) :: bwork(*) Character (1), Intent (In) :: jobvs, sort, sense
#include <nag.h>
 void f08ppf_ (const char *jobvs, const char *sort, logical (NAG_CALL *sel)(const Complex *w),const char *sense, const Integer *n, Complex a[], const Integer *lda, Integer *sdim, Complex w[], Complex vs[], const Integer *ldvs, double *rconde, double *rcondv, Complex work[], const Integer *lwork, double rwork[], logical bwork[], Integer *info, const Charlen length_jobvs, const Charlen length_sort, const Charlen length_sense)
The routine may be called by the names f08ppf, nagf_lapackeig_zgeesx or its LAPACK name zgeesx.

3Description

The Schur factorization of $A$ is given by
 $A = Z T ZH ,$
where $Z$, the matrix of Schur vectors, is unitary and $T$ is the Schur form. A complex matrix is in Schur form if it is upper triangular.
Optionally, f08ppf also orders the eigenvalues on the diagonal of the 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 4.8 of Anderson et al. (1999) (where these quantities are called $s$ and $\mathrm{sep}$ respectively).

4References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia https://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5Arguments

1: $\mathbf{jobvs}$Character(1) Input
On entry: if ${\mathbf{jobvs}}=\text{'N'}$, Schur vectors are not computed.
If ${\mathbf{jobvs}}=\text{'V'}$, Schur vectors are computed.
Constraint: ${\mathbf{jobvs}}=\text{'N'}$ or $\text{'V'}$.
2: $\mathbf{sort}$Character(1) Input
On entry: specifies whether or not to order the eigenvalues on the diagonal of the Schur form.
${\mathbf{sort}}=\text{'N'}$
Eigenvalues are not ordered.
${\mathbf{sort}}=\text{'S'}$
Eigenvalues are ordered (see select).
Constraint: ${\mathbf{sort}}=\text{'N'}$ or $\text{'S'}$.
3: $\mathbf{select}$Logical Function, supplied by the user. External Procedure
If ${\mathbf{sort}}=\text{'S'}$, select is used to select eigenvalues to sort to the top left of the Schur form.
If ${\mathbf{sort}}=\text{'N'}$, select is not referenced and f08ppf may be called with the dummy function f08pnz.
An eigenvalue ${\mathbf{w}}\left(j\right)$ is selected if ${\mathbf{select}}\left({\mathbf{w}}\left(j\right)\right)$ is .TRUE..
The specification of select is:
Fortran Interface
 Function select ( w)
 Logical :: select Complex (Kind=nag_wp), Intent (In) :: w
 Nag_Boolean select_ (const Complex *w)
1: $\mathbf{w}$Complex (Kind=nag_wp) Input
On entry: the real and imaginary parts of the eigenvalue.
select must either be a module subprogram USEd by, or declared as EXTERNAL in, the (sub)program from which f08ppf is called. Arguments denoted as Input must not be changed by this procedure.
4: $\mathbf{sense}$Character(1) Input
On entry: determines which reciprocal condition numbers are computed.
${\mathbf{sense}}=\text{'N'}$
None are computed.
${\mathbf{sense}}=\text{'E'}$
Computed for average of selected eigenvalues only.
${\mathbf{sense}}=\text{'V'}$
Computed for selected right invariant subspace only.
${\mathbf{sense}}=\text{'B'}$
Computed for both.
If ${\mathbf{sense}}=\text{'E'}$, $\text{'V'}$ or $\text{'B'}$, ${\mathbf{sort}}=\text{'S'}$.
Constraint: ${\mathbf{sense}}=\text{'N'}$, $\text{'E'}$, $\text{'V'}$ or $\text{'B'}$.
5: $\mathbf{n}$Integer Input
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
6: $\mathbf{a}\left({\mathbf{lda}},*\right)$Complex (Kind=nag_wp) array Input/Output
Note: the second dimension of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On entry: the $n$ by $n$ matrix $A$.
On exit: a is overwritten by its Schur form $T$.
7: $\mathbf{lda}$Integer Input
On entry: the first dimension of the array a as declared in the (sub)program from which f08ppf is called.
Constraint: ${\mathbf{lda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
8: $\mathbf{sdim}$Integer Output
On exit: if ${\mathbf{sort}}=\text{'N'}$, ${\mathbf{sdim}}=0$.
If ${\mathbf{sort}}=\text{'S'}$, ${\mathbf{sdim}}=\text{}$ number of eigenvalues for which select is .TRUE..
9: $\mathbf{w}\left(*\right)$Complex (Kind=nag_wp) array Output
Note: the dimension of the array w must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
On exit: contains the computed eigenvalues, in the same order that they appear on the diagonal of the output Schur form $T$.
10: $\mathbf{vs}\left({\mathbf{ldvs}},*\right)$Complex (Kind=nag_wp) array Output
Note: the second dimension of the array vs must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$ if ${\mathbf{jobvs}}=\text{'V'}$, and at least $1$ otherwise.
On exit: if ${\mathbf{jobvs}}=\text{'V'}$, vs contains the unitary matrix $Z$ of Schur vectors.
If ${\mathbf{jobvs}}=\text{'N'}$, vs is not referenced.
11: $\mathbf{ldvs}$Integer Input
On entry: the first dimension of the array vs as declared in the (sub)program from which f08ppf is called.
Constraints:
• if ${\mathbf{jobvs}}=\text{'V'}$, ${\mathbf{ldvs}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• otherwise ${\mathbf{ldvs}}\ge 1$.
12: $\mathbf{rconde}$Real (Kind=nag_wp) Output
On exit: if ${\mathbf{sense}}=\text{'E'}$ or $\text{'B'}$, contains the reciprocal condition number for the average of the selected eigenvalues.
If ${\mathbf{sense}}=\text{'N'}$ or $\text{'V'}$, rconde is not referenced.
13: $\mathbf{rcondv}$Real (Kind=nag_wp) Output
On exit: if ${\mathbf{sense}}=\text{'V'}$ or $\text{'B'}$, rcondv contains the reciprocal condition number for the selected right invariant subspace.
If ${\mathbf{sense}}=\text{'N'}$ or $\text{'E'}$, rcondv is not referenced.
14: $\mathbf{work}\left(\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{lwork}}\right)\right)$Complex (Kind=nag_wp) array Workspace
On exit: if ${\mathbf{info}}={\mathbf{0}}$, the real part of ${\mathbf{work}}\left(1\right)$ contains the minimum value of lwork required for optimal performance.
15: $\mathbf{lwork}$Integer Input
On entry: the dimension of the array work as declared in the (sub)program from which f08ppf is called.
If ${\mathbf{lwork}}=-1$, a workspace query is assumed; the routine only calculates an upper bound on the optimal size of the work array, returns this value as the first entry of the work array, and no error message related to lwork is issued.
If ${\mathbf{sense}}=\text{'E'}$, $\text{'V'}$ or $\text{'B'}$, ${\mathbf{lwork}}\ge 2×{\mathbf{sdim}}×\left({\mathbf{n}}-{\mathbf{sdim}}\right)$, where sdim is the number of selected eigenvalues computed by this routine.
Note that $2×{\mathbf{sdim}}×\left({\mathbf{n}}-{\mathbf{sdim}}\right)\le {\mathbf{n}}×{\mathbf{n}}/2$. Note also that an error is only returned if ${\mathbf{lwork}}<\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,2×{\mathbf{n}}\right)$, but if ${\mathbf{sense}}=\text{'E'}$, $\text{'V'}$ or $\text{'B'}$ this may not be large enough.
Suggested value: for optimal performance, lwork must generally be larger than the minimum; increase the workspace by, say, $\mathit{nb}×{\mathbf{n}}$, where $\mathit{nb}$ is the optimal block size for f08nsf.
Constraint: ${\mathbf{lwork}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,2×{\mathbf{n}}\right)$.
16: $\mathbf{rwork}\left(*\right)$Real (Kind=nag_wp) array Workspace
Note: the dimension of the array rwork must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
17: $\mathbf{bwork}\left(*\right)$Logical array Workspace
Note: the dimension of the array bwork must be at least $1$ if ${\mathbf{sort}}=\text{'N'}$, and at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$ otherwise.
If ${\mathbf{sort}}=\text{'N'}$, bwork is not referenced.
18: $\mathbf{info}$Integer Output
On exit: ${\mathbf{info}}=0$ unless the routine detects an error (see Section 6).

6Error Indicators and Warnings

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
${\mathbf{info}}=1,\dots ,{\mathbf{n}}$
The $QR$ algorithm failed to compute all the eigenvalues.
${\mathbf{info}}={\mathbf{n}}+1$
The eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned).
${\mathbf{info}}={\mathbf{n}}+2$
After reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy ${\mathbf{select}}=\mathrm{.TRUE.}$. This could also be caused by underflow due to scaling.

7Accuracy

The computed Schur factorization satisfies
 $A+E = ZTZH ,$
where
 $E2 = Oε A2 ,$
and $\epsilon$ is the machine precision. See Section 4.8 of Anderson et al. (1999) for further details.

8Parallelism and Performance

f08ppf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08ppf makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

The total number of floating-point operations is proportional to ${n}^{3}$.
The real analogue of this routine is f08pbf.

10Example

This example finds the Schur factorization of the matrix
 $A = -3.97-5.04i -4.11+3.70i -0.34+1.01i 1.29-0.86i 0.34-1.50i 1.52-0.43i 1.88-5.38i 3.36+0.65i 3.31-3.85i 2.50+3.45i 0.88-1.08i 0.64-1.48i -1.10+0.82i 1.81-1.59i 3.25+1.33i 1.57-3.44i ,$
such that the eigenvalues of $A$ with positive real part of are the top left diagonal elements of the Schur form, $T$. Estimates of the condition numbers for the selected eigenvalue cluster and corresponding invariant subspace are also returned.
Note that the block size (NB) of $64$ assumed in this example is not realistic for such a small problem, but should be suitable for large problems.

10.1Program Text

Program Text (f08ppfe.f90)

10.2Program Data

Program Data (f08ppfe.d)

10.3Program Results

Program Results (f08ppfe.r)