NAG Library Function Document

1Purpose

nag_zgees (f08pnc) 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

 #include #include
void  nag_zgees (Nag_OrderType order, Nag_JobType jobvs, Nag_SortEigValsType sort,
 Nag_Boolean (*select)(Complex w),
Integer n, Complex a[], Integer pda, Integer *sdim, Complex w[], Complex vs[], Integer pdvs, NagError *fail)

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, nag_zgees (f08pnc) also orders the eigenvalues on the diagonal of the 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.

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 http://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:    $\mathbf{order}$Nag_OrderTypeInput
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 ${\mathbf{order}}=\mathrm{Nag_RowMajor}$. See Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.
Constraint: ${\mathbf{order}}=\mathrm{Nag_RowMajor}$ or $\mathrm{Nag_ColMajor}$.
2:    $\mathbf{jobvs}$Nag_JobTypeInput
On entry: if ${\mathbf{jobvs}}=\mathrm{Nag_DoNothing}$, Schur vectors are not computed.
If ${\mathbf{jobvs}}=\mathrm{Nag_Schur}$, Schur vectors are computed.
Constraint: ${\mathbf{jobvs}}=\mathrm{Nag_DoNothing}$ or $\mathrm{Nag_Schur}$.
3:    $\mathbf{sort}$Nag_SortEigValsTypeInput
On entry: specifies whether or not to order the eigenvalues on the diagonal of the Schur form.
${\mathbf{sort}}=\mathrm{Nag_NoSortEigVals}$
Eigenvalues are not ordered.
${\mathbf{sort}}=\mathrm{Nag_SortEigVals}$
Eigenvalues are ordered (see select).
Constraint: ${\mathbf{sort}}=\mathrm{Nag_NoSortEigVals}$ or $\mathrm{Nag_SortEigVals}$.
4:    $\mathbf{select}$function, supplied by the userExternal Function
If ${\mathbf{sort}}=\mathrm{Nag_SortEigVals}$, select is used to select eigenvalues to sort to the top left of the Schur form.
If ${\mathbf{sort}}=\mathrm{Nag_NoSortEigVals}$, select is not referenced and nag_zgees (f08pnc) may be specified as NULLFN.
An eigenvalue ${\mathbf{w}}\left[j-1\right]$ is selected if ${\mathbf{select}}\left({\mathbf{w}}\left[j-1\right]\right)$ is Nag_TRUE.
The specification of select is:
 Nag_Boolean select (Complex w)
1:    $\mathbf{w}$ComplexInput
On entry: the real and imaginary parts of the eigenvalue.
5:    $\mathbf{n}$IntegerInput
On entry: $n$, the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
6:    $\mathbf{a}\left[\mathit{dim}\right]$ComplexInput/Output
Note: the dimension, dim, of the array a must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pda}}×{\mathbf{n}}\right)$.
The $\left(i,j\right)$th element of the matrix $A$ is stored in
• ${\mathbf{a}}\left[\left(j-1\right)×{\mathbf{pda}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{a}}\left[\left(i-1\right)×{\mathbf{pda}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On entry: the $n$ by $n$ matrix $A$.
On exit: a is overwritten by its Schur form $T$.
7:    $\mathbf{pda}$IntegerInput
On entry: the stride separating row or column elements (depending on the value of order) in the array a.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
8:    $\mathbf{sdim}$Integer *Output
On exit: if ${\mathbf{sort}}=\mathrm{Nag_NoSortEigVals}$, ${\mathbf{sdim}}=0$.
If ${\mathbf{sort}}=\mathrm{Nag_SortEigVals}$, ${\mathbf{sdim}}=\text{}$ number of eigenvalues for which select is Nag_TRUE.
9:    $\mathbf{w}\left[\mathit{dim}\right]$ComplexOutput
Note: the dimension, dim, 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:  $\mathbf{vs}\left[\mathit{dim}\right]$ComplexOutput
Note: the dimension, dim, of the array vs must be at least
• $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{pdvs}}×{\mathbf{n}}\right)$ when ${\mathbf{jobvs}}=\mathrm{Nag_Schur}$;
• $1$ otherwise.
The $i$th element of the $j$th vector is stored in
• ${\mathbf{vs}}\left[\left(j-1\right)×{\mathbf{pdvs}}+i-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_ColMajor}$;
• ${\mathbf{vs}}\left[\left(i-1\right)×{\mathbf{pdvs}}+j-1\right]$ when ${\mathbf{order}}=\mathrm{Nag_RowMajor}$.
On exit: if ${\mathbf{jobvs}}=\mathrm{Nag_Schur}$, vs contains the unitary matrix $Z$ of Schur vectors.
If ${\mathbf{jobvs}}=\mathrm{Nag_DoNothing}$, vs is not referenced.
11:  $\mathbf{pdvs}$IntegerInput
On entry: the stride used in the array vs.
Constraints:
• if ${\mathbf{jobvs}}=\mathrm{Nag_Schur}$, ${\mathbf{pdvs}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
• otherwise ${\mathbf{pdvs}}\ge 1$.
12:  $\mathbf{fail}$NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.
NE_CONVERGENCE
The $QR$ algorithm failed to compute all the eigenvalues.
NE_ENUM_INT_2
On entry, ${\mathbf{jobvs}}=〈\mathit{\text{value}}〉$, ${\mathbf{pdvs}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: if ${\mathbf{jobvs}}=\mathrm{Nag_Schur}$, ${\mathbf{pdvs}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$;
otherwise ${\mathbf{pdvs}}\ge 1$.
NE_INT
On entry, ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{n}}\ge 0$.
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}>0$.
On entry, ${\mathbf{pdvs}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pdvs}}>0$.
NE_INT_2
On entry, ${\mathbf{pda}}=〈\mathit{\text{value}}〉$ and ${\mathbf{n}}=〈\mathit{\text{value}}〉$.
Constraint: ${\mathbf{pda}}\ge \mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
NE_INTERNAL_ERROR
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 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_SCHUR_REORDER
The eigenvalues could not be reordered because some eigenvalues were too close to separate (the problem is very ill-conditioned).
NE_SCHUR_REORDER_SELECT
After reordering, roundoff changed values of some complex eigenvalues so that leading eigenvalues in the Schur form no longer satisfy ${\mathbf{select}}=\mathrm{Nag_TRUE}$. This could also be caused by underflow due to scaling.

7Accuracy

The computed Schur factorization satisfies
 $A+E=ZT ZH ,$
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

nag_zgees (f08pnc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
nag_zgees (f08pnc) 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.

The total number of floating-point operations is proportional to ${n}^{3}$.
The real analogue of this function is nag_dgees (f08pac).

10Example

This example finds the Schur factorization of the matrix
 $A = -3.97-5.04i -4.11+3.70i -0.34+1.01i 1.29-0.86i 0.34-1.50i 1.52-0.43i 1.88-5.38i 3.36+0.65i 3.31-3.85i 2.50+3.45i 0.88-1.08i 0.64-1.48i -1.10+0.82i 1.81-1.59i 3.25+1.33i 1.57-3.44i .$

10.1Program Text

Program Text (f08pnce.c)

10.2Program Data

Program Data (f08pnce.d)

10.3Program Results

Program Results (f08pnce.r)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017