NAME
DLAEIN - use inverse iteration to find a right or left eigenvector corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg matrix H
SYNOPSIS
SUBROUTINE DLAEIN(
RIGHTV, NOINIT, N, H, LDH, WR, WI, VR, VI, B,
LDB, WORK, EPS3, SMLNUM, BIGNUM, INFO )
INTEGER
INFO, LDB, LDH, N
DOUBLE
PRECISION BIGNUM, EPS3, SMLNUM, WI, WR
DOUBLE
PRECISION B( LDB, * ), H( LDH, * ), VI( * ), VR( * ),
WORK( * )
PURPOSE
DLAEIN uses inverse iteration to find a right or left eigenvector corresponding to the eigenvalue (WR,WI) of a real upper Hessenberg matrix H.
ARGUMENTS
RIGHTV (input) LOGICAL
= .TRUE. : compute right eigenvector;
= .FALSE.: compute left eigenvector.
NOINIT (input) LOGICAL
= .TRUE. : no initial vector supplied in (VR,VI).
= .FALSE.: initial vector supplied in (VR,VI).
N (input) INTEGER
The order of the matrix H. N >= 0.
H (input) DOUBLE PRECISION array, dimension (LDH,N)
The upper Hessenberg matrix H.
LDH (input) INTEGER
The leading dimension of the array H. LDH >= max(1,N).
WR (input) DOUBLE PRECISION
WI (input) DOUBLE PRECISION
The real and imaginary parts of the eigenvalue of H whose
corresponding right or left eigenvector is to be computed.
VR (input/output) DOUBLE PRECISION array, dimension (N)
VI (input/output) DOUBLE PRECISION array, dimension (N)
On entry, if NOINIT = .FALSE. and WI = 0.0, VR must contain
a real starting vector for inverse iteration using the real
eigenvalue WR; if NOINIT = .FALSE. and WI.ne.0.0, VR and VI
must contain the real and imaginary parts of a complex
starting vector for inverse iteration using the complex
eigenvalue (WR,WI); otherwise VR and VI need not be set.
On exit, if WI = 0.0 (real eigenvalue), VR contains the
computed real eigenvector; if WI.ne.0.0 (complex eigenvalue),
VR and VI contain the real and imaginary parts of the
computed complex eigenvector. The eigenvector is normalized
so that the component of largest magnitude has magnitude 1;
here the magnitude of a complex number (x,y) is taken to be
|x| + |y|.
VI is not referenced if WI = 0.0.
B (workspace) DOUBLE PRECISION array, dimension (LDB,N)
LDB (input) INTEGER
The leading dimension of the array B. LDB >= N+1.
WORK (workspace) DOUBLE PRECISION array, dimension (N)
EPS3 (input) DOUBLE PRECISION
A small machine-dependent value which is used to perturb
close eigenvalues, and to replace zero pivots.
SMLNUM (input) DOUBLE PRECISION
A machine-dependent value close to the underflow threshold.
BIGNUM (input) DOUBLE PRECISION
A machine-dependent value close to the overflow threshold.
INFO (output) INTEGER
= 0: successful exit
= 1: inverse iteration did not converge; VR is set to the
last iterate, and so is VI if WI.ne.0.0.