NAG CL Interface
f08pac (dgees)

Settings help

CL Name Style:

1 Purpose

f08pac computes the eigenvalues, the real Schur form T, and, optionally, the matrix of Schur vectors Z for an n×n real nonsymmetric matrix A.

2 Specification

#include <nag.h>
void  f08pac (Nag_OrderType order, Nag_JobType jobvs, Nag_SortEigValsType sort,
Nag_Boolean (*select)(double wr, double wi),
Integer n, double a[], Integer pda, Integer *sdim, double wr[], double wi[], double vs[], Integer pdvs, NagError *fail)
The function may be called by the names: f08pac, nag_lapackeig_dgees or nag_dgees.

3 Description

The real Schur factorization of A is given by
A = Z T ZT ,  
where Z, the matrix of Schur vectors, is orthogonal and T is the real Schur form. A matrix is in real Schur form if it is upper quasi-triangular with 1×1 and 2×2 blocks. 2×2 blocks will be standardized in the form
[ a b c a ]  
where bc<0. The eigenvalues of such a block are a±bc.
Optionally, f08pac also orders the eigenvalues on the diagonal of the real Schur form so that selected eigenvalues are at the top left. The leading columns of Z form an orthonormal basis for the invariant subspace corresponding to the selected eigenvalues.

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

5 Arguments

1: order Nag_OrderType Input
On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by order=Nag_RowMajor. See Section 3.1.3 in the Introduction to the NAG Library CL Interface for a more detailed explanation of the use of this argument.
Constraint: order=Nag_RowMajor or Nag_ColMajor.
2: jobvs Nag_JobType Input
On entry: if jobvs=Nag_DoNothing, Schur vectors are not computed.
If jobvs=Nag_Schur, Schur vectors are computed.
Constraint: jobvs=Nag_DoNothing or Nag_Schur.
3: sort Nag_SortEigValsType Input
On entry: specifies whether or not to order the eigenvalues on the diagonal of the Schur form.
Eigenvalues are not ordered.
Eigenvalues are ordered (see select).
Constraint: sort=Nag_NoSortEigVals or Nag_SortEigVals.
4: select function, supplied by the user External Function
If sort=Nag_SortEigVals, select is used to select eigenvalues to sort to the top left of the Schur form.
If sort=Nag_NoSortEigVals, select is not referenced and f08pac may be specified as NULLFN.
An eigenvalue wr[j-1]+−1×wi[j-1] is selected if select(wr[j-1],wi[j-1]) is Nag_TRUE. If either one of a complex conjugate pair of eigenvalues is selected, then both are. Note that a selected complex eigenvalue may no longer satisfy select(wr[j-1],wi[j-1])=Nag_TRUE after ordering, since ordering may change the value of complex eigenvalues (especially if the eigenvalue is ill-conditioned); in this case fail.errnum is set to n+2.
The specification of select is:
Nag_Boolean  select (double wr, double wi)
1: wr double Input
2: wi double Input
On entry: the real and imaginary parts of the eigenvalue.
5: n Integer Input
On entry: n, the order of the matrix A.
Constraint: n0.
6: a[dim] double Input/Output
Note: the dimension, dim, of the array a must be at least max(1,pda×n).
The (i,j)th element of the matrix A is stored in
  • a[(j-1)×pda+i-1] when order=Nag_ColMajor;
  • a[(i-1)×pda+j-1] when order=Nag_RowMajor.
On entry: the n×n matrix A.
On exit: a is overwritten by its real Schur form T.
7: pda Integer Input
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: pdamax(1,n).
8: sdim Integer * Output
On exit: if sort=Nag_NoSortEigVals, sdim=0.
If sort=Nag_SortEigVals, sdim= number of eigenvalues (after sorting) for which select is Nag_TRUE. (Complex conjugate pairs for which select is Nag_TRUE for either eigenvalue count as 2.)
9: wr[dim] double Output
Note: the dimension, dim, of the array wr must be at least max(1,n).
On exit: see the description of wi.
10: wi[dim] double Output
Note: the dimension, dim, of the array wi must be at least max(1,n).
On exit: wr and wi contain the real and imaginary parts, respectively, of the computed eigenvalues in the same order that they appear on the diagonal of the output Schur form T. Complex conjugate pairs of eigenvalues will appear consecutively with the eigenvalue having the positive imaginary part first.
11: vs[dim] double Output
Note: the dimension, dim, of the array vs must be at least
  • max(1,pdvs×n) when jobvs=Nag_Schur;
  • 1 otherwise.
ith element of the jth vector is stored in
  • vs[(j-1)×pdvs+i-1] when order=Nag_ColMajor;
  • vs[(i-1)×pdvs+j-1] when order=Nag_RowMajor.
On exit: if jobvs=Nag_Schur, vs contains the orthogonal matrix Z of Schur vectors.
If jobvs=Nag_DoNothing, vs is not referenced.
12: pdvs Integer Input
On entry: the stride used in the array vs.
  • if jobvs=Nag_Schur, pdvs max(1,n) ;
  • otherwise pdvs1.
13: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument value had an illegal value.
The QR algorithm failed to compute all the eigenvalues.
On entry, jobvs=value, pdvs=value and n=value.
Constraint: if jobvs=Nag_Schur, pdvs max(1,n) ;
otherwise pdvs1.
On entry, n=value.
Constraint: n0.
On entry, pda=value.
Constraint: pda>0.
On entry, pdvs=value.
Constraint: pdvs>0.
On entry, pda=value and n=value.
Constraint: pdamax(1,n).
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
The eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned).
After reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy select=Nag_TRUE. This could also be caused by underflow due to scaling.

7 Accuracy

The computed Schur factorization satisfies
A+E=ZT ZT ,  
E2 = O(ε) A2 ,  
and ε is the machine precision. See Section 4.8 of Anderson et al. (1999) for further details.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
f08pac is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
f08pac 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 function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments

The total number of floating-point operations is proportional to n3.
The complex analogue of this function is f08pnc.

10 Example

This example finds the Schur factorization of the matrix
A = ( 0.35 0.45 -0.14 -0.17 0.09 0.07 -0.54 0.35 -0.44 -0.33 -0.03 0.17 0.25 -0.32 -0.13 0.11 ) ,  
such that the real positive eigenvalues of A are the top left diagonal elements of the Schur form, T.

10.1 Program Text

Program Text (f08pace.c)

10.2 Program Data

Program Data (f08pace.d)

10.3 Program Results

Program Results (f08pace.r)