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DGEEV Example Program in Fortran
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* =============================================================================
*
* DGEEV Example.
* ==============
*
* Program computes the eigenvalues and left and right eigenvectors of a general
* rectangular matrix A:
*
* -1.01 0.86 -4.60 3.31 -4.81
* 3.98 0.53 -7.04 5.29 3.55
* 3.30 8.26 -3.89 8.20 -1.51
* 4.43 4.96 -7.66 -7.33 6.18
* 7.31 -6.43 -6.16 2.47 5.58
*
* Description.
* ============
*
* The routine computes for an n-by-n real nonsymmetric matrix A, the
* eigenvalues and, optionally, the left and/or right eigenvectors. The right
* eigenvector v(j) of A satisfies
*
* A*v(j)= lambda(j)*v(j)
*
* where lambda(j) is its eigenvalue. The left eigenvector u(j) of A satisfies
*
* u(j)H*A = lambda(j)*u(j)H
*
* where u(j)H denotes the conjugate transpose of u(j). The computed
* eigenvectors are normalized to have Euclidean norm equal to 1 and
* largest component real.
*
* Example Program Results.
* ========================
*
* DGEEV Example Program Results
*
* Eigenvalues
* ( 2.86, 10.76) ( 2.86,-10.76) ( -0.69, 4.70) ( -0.69, -4.70) -10.46
*
* Left eigenvectors
* ( 0.04, 0.29) ( 0.04, -0.29) ( -0.13, -0.33) ( -0.13, 0.33) 0.04
* ( 0.62, 0.00) ( 0.62, 0.00) ( 0.69, 0.00) ( 0.69, 0.00) 0.56
* ( -0.04, -0.58) ( -0.04, 0.58) ( -0.39, -0.07) ( -0.39, 0.07) -0.13
* ( 0.28, 0.01) ( 0.28, -0.01) ( -0.02, -0.19) ( -0.02, 0.19) -0.80
* ( -0.04, 0.34) ( -0.04, -0.34) ( -0.40, 0.22) ( -0.40, -0.22) 0.18
*
* Right eigenvectors
* ( 0.11, 0.17) ( 0.11, -0.17) ( 0.73, 0.00) ( 0.73, 0.00) 0.46
* ( 0.41, -0.26) ( 0.41, 0.26) ( -0.03, -0.02) ( -0.03, 0.02) 0.34
* ( 0.10, -0.51) ( 0.10, 0.51) ( 0.19, -0.29) ( 0.19, 0.29) 0.31
* ( 0.40, -0.09) ( 0.40, 0.09) ( -0.08, -0.08) ( -0.08, 0.08) -0.74
* ( 0.54, 0.00) ( 0.54, 0.00) ( -0.29, -0.49) ( -0.29, 0.49) 0.16
* =============================================================================
*
* .. Parameters ..
INTEGER N
PARAMETER ( N = 5 )
INTEGER LDA, LDVL, LDVR
PARAMETER ( LDA = N, LDVL = N, LDVR = N )
INTEGER LWMAX
PARAMETER ( LWMAX = 1000 )
*
* .. Local Scalars ..
INTEGER INFO, LWORK
*
* .. Local Arrays ..
DOUBLE PRECISION A( LDA, N ), VL( LDVL, N ), VR( LDVR, N ),
$ WR( N ), WI( N ), WORK( LWMAX )
DATA A/
$ -1.01, 3.98, 3.30, 4.43, 7.31,
$ 0.86, 0.53, 8.26, 4.96,-6.43,
$ -4.60,-7.04,-3.89,-7.66,-6.16,
$ 3.31, 5.29, 8.20,-7.33, 2.47,
$ -4.81, 3.55,-1.51, 6.18, 5.58
$ /
*
* .. External Subroutines ..
EXTERNAL DGEEV
EXTERNAL PRINT_EIGENVALUES, PRINT_EIGENVECTORS
*
* .. Intrinsic Functions ..
INTRINSIC INT, MIN
*
* .. Executable Statements ..
WRITE(*,*)'DGEEV Example Program Results'
*
* Query the optimal workspace.
*
LWORK = -1
CALL DGEEV( 'Vectors', 'Vectors', N, A, LDA, WR, WI, VL, LDVL,
$ VR, LDVR, WORK, LWORK, INFO )
LWORK = MIN( LWMAX, INT( WORK( 1 ) ) )
*
* Solve eigenproblem.
*
CALL DGEEV( 'Vectors', 'Vectors', N, A, LDA, WR, WI, VL, LDVL,
$ VR, LDVR, WORK, LWORK, INFO )
*
* Check for convergence.
*
IF( INFO.GT.0 ) THEN
WRITE(*,*)'The algorithm failed to compute eigenvalues.'
STOP
END IF
*
* Print eigenvalues.
*
CALL PRINT_EIGENVALUES( 'Eigenvalues', N, WR, WI )
*
* Print left eigenvectors.
*
CALL PRINT_EIGENVECTORS( 'Left eigenvectors', N, WI, VL, LDVL )
*
* Print right eigenvectors.
*
CALL PRINT_EIGENVECTORS( 'Right eigenvectors', N, WI, VR, LDVR )
STOP
END
*
* End of DGEEV Example.
*
* =============================================================================
*
* Auxiliary routine: printing eigenvalues.
*
SUBROUTINE PRINT_EIGENVALUES( DESC, N, WR, WI )
CHARACTER*(*) DESC
INTEGER N
DOUBLE PRECISION WR( * ), WI( * )
*
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0 )
INTEGER J
*
WRITE(*,*)
WRITE(*,*) DESC
DO J = 1, N
IF( WI( J ).EQ.ZERO ) THEN
WRITE(*,9998,ADVANCE='NO') WR( J )
ELSE
WRITE(*,9999,ADVANCE='NO') WR( J ), WI( J )
END IF
END DO
WRITE(*,*)
*
9998 FORMAT( 11(:,1X,F6.2) )
9999 FORMAT( 11(:,1X,'(',F6.2,',',F6.2,')') )
RETURN
END
*
* Auxiliary routine: printing eigenvectors.
*
SUBROUTINE PRINT_EIGENVECTORS( DESC, N, WI, V, LDV )
CHARACTER*(*) DESC
INTEGER N, LDV
DOUBLE PRECISION WI( * ), V( LDV, * )
*
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0 )
INTEGER I, J
*
WRITE(*,*)
WRITE(*,*) DESC
DO I = 1, N
J = 1
DO WHILE( J.LE.N )
IF( WI( J ).EQ.ZERO ) THEN
WRITE(*,9998,ADVANCE='NO') V( I, J )
J = J + 1
ELSE
WRITE(*,9999,ADVANCE='NO') V( I, J ), V( I, J+1 )
WRITE(*,9999,ADVANCE='NO') V( I, J ), -V( I, J+1 )
J = J + 2
END IF
END DO
WRITE(*,*)
END DO
*
9998 FORMAT( 11(:,1X,F6.2) )
9999 FORMAT( 11(:,1X,'(',F6.2,',',F6.2,')') )
RETURN
END
Parent topic: DGEEV Example