NAG Library Routine Document

F08NNF (ZGEEV)

INTEGER	N, LDA, LDVL, LDVR, LWORK, INFO
REAL (KIND=nag_wp)	RWORK(*)
COMPLEX (KIND=nag_wp)	A(LDA,), W(), VL(LDVL,), VR(LDVR,), WORK(max(1,LWORK))
CHARACTER(1)	JOBVL, JOBVR

The routine may be called by its LAPACK name zgeev.

3 Description

The right eigenvector

v_{j}

A

satisfies

A v_{j} = λ_{j} v_{j}

where

λ_{j}

is the

j

th eigenvalue of

A

. The left eigenvector

u_{j}

A

satisfies

u_{j}^{H} A = λ_{j} u_{j}^{H}

where

u_{j}^{H}

denotes the conjugate transpose of

u_{j}

The matrix

A

is first reduced to upper Hessenberg form by means of unitary similarity transformations, and the

Q R

algorithm is then used to further reduce the matrix to upper triangular Schur form,

T

, from which the eigenvalues are computed. Optionally, the eigenvectors of

T

are also computed and backtransformed to those of

A

4 References

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 http://www.netlib.org/lapack/lug

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5 Parameters

1: JOBVL – CHARACTER(1)Input

On entry: if

JOBVL ='N'

, the left eigenvectors of

A

are not computed.

JOBVL ='V'

, the left eigenvectors of

A

are computed.

Constraint:

JOBVL ='N'

'V'

2: JOBVR – CHARACTER(1)Input

On entry: if

JOBVR ='N'

, the right eigenvectors of

A

are not computed.

JOBVR ='V'

, the right eigenvectors of

A

are computed.

Constraint:

JOBVR ='N'

'V'

3: N – INTEGERInput

On entry:

n

, the order of the matrix

A

Constraint:

N \geq 0

4: A(LDA, $*$ ) – COMPLEX (KIND=nag_wp) arrayInput/Output

Note: the second dimension of the array A must be at least

\max (1, N)

On entry: the

n

n

matrix

A

On exit: A has been overwritten.

5: LDA – INTEGERInput

On entry: the first dimension of the array A as declared in the (sub)program from which F08NNF (ZGEEV) is called.

Constraint:

LDA \geq \max (1, N)

6: W( $*$ ) – COMPLEX (KIND=nag_wp) arrayOutput

Note: the dimension of the array W must be at least

\max (1, N)

On exit: contains the computed eigenvalues.

7: VL(LDVL, $*$ ) – COMPLEX (KIND=nag_wp) arrayOutput

Note: the second dimension of the array VL must be at least

\max (1, N)

JOBVL ='V'

, and at least

1

otherwise.

On exit: if

JOBVL ='V'

, the left eigenvectors

u_{j}

are stored one after another in the columns of VL, in the same order as their corresponding eigenvalues; that is

u_{j} = VL (: j)

, the

j

th column of VL.

JOBVL ='N'

, VL is not referenced.

8: LDVL – INTEGERInput

On entry: the first dimension of the array VL as declared in the (sub)program from which F08NNF (ZGEEV) is called.

Constraints:

if $JOBVL ='V'$ , $LDVL \geq \max (1, N)$ ;
otherwise $LDVL \geq 1$ .

9: VR(LDVR, $*$ ) – COMPLEX (KIND=nag_wp) arrayOutput

Note: the second dimension of the array VR must be at least

\max (1, N)

JOBVR ='V'

, and at least

1

otherwise.

On exit: if

JOBVR ='V'

, the right eigenvectors

v_{j}

are stored one after another in the columns of VR, in the same order as their corresponding eigenvalues; that is

v_{j} = VR (: j)

, the

j

th column of VR.

JOBVR ='N'

, VR is not referenced.

10: LDVR – INTEGERInput

On entry: the first dimension of the array VR as declared in the (sub)program from which F08NNF (ZGEEV) is called.

Constraints:

if $JOBVR ='V'$ , $LDVR \geq \max (1, N)$ ;
otherwise $LDVR \geq 1$ .

11: WORK( $\max (1, LWORK)$ ) – COMPLEX (KIND=nag_wp) arrayWorkspace

On exit: if

INFO = 0

, the real part of

WORK (1)

contains the minimum value of LWORK required for optimal performance.

12: LWORK – INTEGERInput

On entry: the dimension of the array WORK as declared in the (sub)program from which F08NNF (ZGEEV) is called.

LWORK = - 1

, a workspace query is assumed; the routine only calculates 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.

Suggested value: for optimal performance, LWORK should be generally larger than the minimum, say

N + nb \times N

, where

nb

is the optimal block size for F08NSF (ZGEHRD).

Constraint:

LWORK \geq \max (1, 2 \times N)

13: RWORK( $*$ ) – REAL (KIND=nag_wp) arrayWorkspace

Note: the dimension of the array RWORK must be at least

\max (1, 2 \times N)

14: INFO – INTEGEROutput

On exit:

INFO = 0

unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

Errors or warnings detected by the routine:

$INFO < 0$: If $INFO = - i$ , argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.

$INFO > 0$: If $INFO = i$ , the $Q R$ algorithm failed to compute all the eigenvalues, and no eigenvectors have been computed; elements $i + 1 : N$ of W contain eigenvalues which have converged.

7 Accuracy

The computed eigenvalues and eigenvectors are exact for a nearby matrix

(A + E)

, where

{‖E‖}_{2} = O (ε) {‖A‖}_{2},

and

ε

is the machine precision. See Section 4.8 of Anderson et al. (1999) for further details.

8 Further Comments

Each eigenvector is normalized to have Euclidean norm equal to unity and the element of largest absolute value real and positive.

The total number of floating point operations is proportional to

n^{3}

The real analogue of this routine is F08NAF (DGEEV).

9 Example

This example finds all the eigenvalues and right eigenvectors of the matrix

A = (\begin{array}{r} - 3.97 - 5.04 i & - 4.11 + 3.70 i & - 0.34 + 1.01 i & 1.29 - 0.86 i \\ 0.34 - 1.50 i & 1.52 - 0.43 i & 1.88 - 5.38 i & 3.36 + 0.65 i \\ 3.31 - 3.85 i & 2.50 + 3.45 i & 0.88 - 1.08 i & 0.64 - 1.48 i \\ - 1.10 + 0.82 i & 1.81 - 1.59 i & 3.25 + 1.33 i & 1.57 - 3.44 i \end{array}) .

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.

NAG Library Routine DocumentF08NNF (ZGEEV)

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Routine Document

F08NNF (ZGEEV)