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

Parameters

Compulsory Input Parameters

1: $jobvl$ – string (length ≥ 1): If $jobvl ='N'$ , the left eigenvectors of $A$ are not computed.
If $jobvl ='V'$ , the left eigenvectors of $A$ are computed.

Constraint: $jobvl ='N'$ or $'V'$ .
2: $jobvr$ – string (length ≥ 1): If $jobvr ='N'$ , the right eigenvectors of $A$ are not computed.
If $jobvr ='V'$ , the right eigenvectors of $A$ are computed.

Constraint: $jobvr ='N'$ or $'V'$ .
3: $a (lda :)$ – complex array: The first dimension of the array a must be at least $\max (1, n)$ .
The second dimension of the array a must be at least $\max (1, n)$ .

The $n$ by $n$ matrix $A$ .

Optional Input Parameters

1: $n$ – int64int32nag_int scalar: Default: the first dimension of the array a and the second dimension of the array a. (An error is raised if these dimensions are not equal.)
$n$ , the order of the matrix $A$ .

Constraint: $n \geq 0$ .

Output Parameters

1: $a (lda :)$ – complex array

The first dimension of the array a will be

\max (1, n)

The second dimension of the array a will be

\max (1, n)

2: $w (:)$ – complex array

The dimension of the array w will be

\max (1, n)

Contains the computed eigenvalues.

3: $vl (ldvl :)$ – complex array

The first dimension,

ldvl

, of the array vl will be

if $jobvl ='V'$ , $ldvl = \max (1, n)$ ;
otherwise $ldvl = 1$ .

The second dimension of the array vl will be

\max (1, n)

jobvl ='V'

and

1

otherwise.

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.

4: $vr (ldvr :)$ – complex array

The first dimension,

ldvr

, of the array vr will be

if $jobvr ='V'$ , $ldvr = \max (1, n)$ ;
otherwise $ldvr = 1$ .

The second dimension of the array vr will be

\max (1, n)

jobvr ='V'

and

1

otherwise.

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.

5: $info$ – int64int32nag_int scalar

info = 0

unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

$info = - i$: If $info = - i$ , parameter $i$ had an illegal value on entry. The parameters are numbered as follows:
1: jobvl, 2: jobvr, 3: n, 4: a, 5: lda, 6: w, 7: vl, 8: ldvl, 9: vr, 10: ldvr, 11: work, 12: lwork, 13: rwork, 14: info.
It is possible that info refers to a parameter that is omitted from the MATLAB interface. This usually indicates that an error in one of the other input parameters has caused an incorrect value to be inferred.

W $info > 0$: 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.

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.

Further Comments

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

The total number of floating-point operations is proportional to

n^{3}

The real analogue of this function is nag_lapack_dgeev (f08na).

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.

Open in the MATLAB editor: f08nn_example

function f08nn_example


fprintf('f08nn example results\n\n');

% Complex matrix A
n = 4;
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];

% Eigenvalues and right eigenvectors of A
jobvl = 'No left vectors';
jobvr = 'Vectors (right)';
[~, w, ~, z, info] = f08nn( ...
                             jobvl, jobvr, a);

% Normalize eigenvectors: largest elements are real
for i = 1:n
  [~,k] = max(abs(real(z(:,i)))+abs(imag(z(:,i))));
  z(:,i) = z(:,i)*conj(z(k,i))/abs(z(k,i));
end

disp('Eigenvalues');
disp(w);
disp('Eigenvectors');
disp(z);

f08nn example results

Eigenvalues
  -6.0004 - 6.9998i
  -5.0000 + 2.0060i
   7.9982 - 0.9964i
   3.0023 - 3.9998i

Eigenvectors
   0.8457 + 0.0000i   0.3745 + 0.1979i   0.1254 + 0.2923i  -0.0356 - 0.1782i
  -0.0177 + 0.3036i   0.5748 + 0.0000i   0.3855 - 0.5752i   0.1264 + 0.2666i
   0.0875 + 0.3115i  -0.3771 - 0.4825i   0.5971 + 0.0000i   0.0129 - 0.2966i
  -0.0561 - 0.2906i  -0.2058 + 0.2699i   0.1272 - 0.2162i   0.8898 + 0.0000i

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox