CHSEIN (3lapack)

use inverse iteration to find specified right and/or left eigenvectors of a complex upper Hessenberg matrix H

SYNOPSIS

  SUBROUTINE CHSEIN( SIDE, EIGSRC, INITV, SELECT, N, H, LDH, W, VL, LDVL, VR,
                     LDVR, MM, M, WORK, RWORK, IFAILL, IFAILR, INFO )

      CHARACTER      EIGSRC, INITV, SIDE

      INTEGER        INFO, LDH, LDVL, LDVR, M, MM, N

      LOGICAL        SELECT( * )

      INTEGER        IFAILL( * ), IFAILR( * )

      REAL           RWORK( * )

      COMPLEX        H( LDH, * ), VL( LDVL, * ), VR( LDVR, * ), W( * ), WORK(
                     * )

PURPOSE

  CHSEIN uses inverse iteration to find specified right and/or left
  eigenvectors of a complex upper Hessenberg matrix H.

  The right eigenvector x and the left eigenvector y of the matrix H
  corresponding to an eigenvalue w are defined by:

               H * x = w * x,     y**h * H = w * y**h

  where y**h denotes the conjugate transpose of the vector y.

ARGUMENTS

  SIDE    (input) CHARACTER*1
          = 'R': compute right eigenvectors only;
          = 'L': compute left eigenvectors only;
          = 'B': compute both right and left eigenvectors.

  EIGSRC  (input) CHARACTER*1
          Specifies the source of eigenvalues supplied in W:
          = 'Q': the eigenvalues were found using CHSEQR; thus, if H has zero
          subdiagonal elements, and so is block-triangular, then the j-th
          eigenvalue can be assumed to be an eigenvalue of the block
          containing the j-th row/column.  This property allows CHSEIN to
          perform inverse iteration on just one diagonal block.  = 'N': no
          assumptions are made on the correspondence between eigenvalues and
          diagonal blocks.  In this case, CHSEIN must always perform inverse
          iteration using the whole matrix H.

  INITV   (input) CHARACTER*1
          = 'N': no initial vectors are supplied;
          = 'U': user-supplied initial vectors are stored in the arrays VL
          and/or VR.

  SELECT  (input) LOGICAL array, dimension (N)
          Specifies the eigenvectors to be computed. To select the
          eigenvector corresponding to the eigenvalue W(j), SELECT(j) must be
          set to .TRUE..

  N       (input) INTEGER
          The order of the matrix H.  N >= 0.

  H       (input) COMPLEX array, dimension (LDH,N)
          The upper Hessenberg matrix H.

  LDH     (input) INTEGER
          The leading dimension of the array H.  LDH >= max(1,N).

  W       (input/output) COMPLEX array, dimension (N)
          On entry, the eigenvalues of H.  On exit, the real parts of W may
          have been altered since close eigenvalues are perturbed slightly in
          searching for independent eigenvectors.

  VL      (input/output) COMPLEX array, dimension (LDVL,MM)
          On entry, if INITV = 'U' and SIDE = 'L' or 'B', VL must contain
          starting vectors for the inverse iteration for the left
          eigenvectors; the starting vector for each eigenvector must be in
          the same column in which the eigenvector will be stored.  On exit,
          if SIDE = 'L' or 'B', the left eigenvectors specified by SELECT
          will be stored consecutively in the columns of VL, in the same
          order as their eigenvalues.  If SIDE = 'R', VL is not referenced.

  LDVL    (input) INTEGER
          The leading dimension of the array VL.  LDVL >= max(1,N) if SIDE =
          'L' or 'B'; LDVL >= 1 otherwise.

  VR      (input/output) COMPLEX array, dimension (LDVR,MM)
          On entry, if INITV = 'U' and SIDE = 'R' or 'B', VR must contain
          starting vectors for the inverse iteration for the right
          eigenvectors; the starting vector for each eigenvector must be in
          the same column in which the eigenvector will be stored.  On exit,
          if SIDE = 'R' or 'B', the right eigenvectors specified by SELECT
          will be stored consecutively in the columns of VR, in the same
          order as their eigenvalues.  If SIDE = 'L', VR is not referenced.

  LDVR    (input) INTEGER
          The leading dimension of the array VR.  LDVR >= max(1,N) if SIDE =
          'R' or 'B'; LDVR >= 1 otherwise.

  MM      (input) INTEGER
          The number of columns in the arrays VL and/or VR. MM >= M.

  M       (output) INTEGER
          The number of columns in the arrays VL and/or VR required to store
          the eigenvectors (= the number of .TRUE. elements in SELECT).

  WORK    (workspace) COMPLEX array, dimension (N*N)

  RWORK   (workspace) REAL array, dimension (N)

  IFAILL  (output) INTEGER array, dimension (MM)
          If SIDE = 'L' or 'B', IFAILL(i) = j > 0 if the left eigenvector in
          the i-th column of VL (corresponding to the eigenvalue w(j)) failed
          to converge; IFAILL(i) = 0 if the eigenvector converged
          satisfactorily.  If SIDE = 'R', IFAILL is not referenced.

  IFAILR  (output) INTEGER array, dimension (MM)
          If SIDE = 'R' or 'B', IFAILR(i) = j > 0 if the right eigenvector in
          the i-th column of VR (corresponding to the eigenvalue w(j)) failed
          to converge; IFAILR(i) = 0 if the eigenvector converged
          satisfactorily.  If SIDE = 'L', IFAILR is not referenced.

  INFO    (output) INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, i is the number of eigenvectors which failed to
          converge; see IFAILL and IFAILR for further details.

FURTHER DETAILS

  Each eigenvector is normalized so that the element of largest magnitude has
  magnitude 1; here the magnitude of a complex number (x,y) is taken to be
  |x|+|y|.