rg - nicolob/pep-full GitHub Wiki
Type: subroutine
Defined in: rg.f
Definition: subroutine RG(nm,n,a,wr,wi,matz,z,iv1,fv1,ierr)
Questions and comments should be directed to B. S. Garbow,
APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED BALANC,BALBAK,ELMHES,ELTRAN,HQR,HQR2
***END PROLOGUE RG
***BEGIN PROLOGUE RG
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4A2
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Computes eigenvalues and, optionally, eigenvectors of a
real general matrix.
***DESCRIPTION
This subroutine calls the recommended sequence of
subroutines from the eigensystem subroutine package (EISPACK)
To find the eigenvalues and eigenvectors (if desired)
of a REAL GENERAL matrix.
WR and WI contain the real and imaginary parts,
respectively, of the eigenvalues. Complex conjugate
pairs of eigenvalues appear consecutively with the
eigenvalue having the positive imaginary part first.
Z contains the real and imaginary parts of the eigenvectors
if MATZ is not zero. If the J-th eigenvalue is real, the
J-th column of Z contains its eigenvector. If the J-TH
eigenvalue is complex with positive imaginary part, the
J-th and (J+1)-th columns of Z contain the real and
imaginary parts of its eigenvector. The conjugate of this
vector is the eigenvector for the conjugate eigenvalue.
***BEGIN PROLOGUE BALANC
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4C1A
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Balances a general REAL matrix and isolates eigenvalue
whenever possible.
***DESCRIPTION
LOW and IGH are two integers such that A(I,J)
is equal to zero if
(1) I is greater than J and
(2) J=1,...,LOW-1 or I=IGH+1,...,N.
Suppose that the principal submatrix in rows LOW through IGH
has been balanced, that P(J) denotes the index interchanged
with J during the permutation step, and that the elements
of the diagonal matrix used are denoted by D(I,J). Then
SCALE(J) = P(J), for J = 1,...,LOW-1
= D(J,J), J = LOW,...,IGH
= P(J) J = IGH+1,...,N.
The order in which the interchanges are made is N to IGH+1,
then 1 TO LOW-1.
Questions and comments should be directed to B. S. Garbow,
Applied Mathematics Division, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED (NONE)
***END PROLOGUE BALANC
***BEGIN PROLOGUE BALBAK
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4C4
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Forms eigenvectors of REAL general matrix from
eigenvectors of matrix output from BALANC.
***DESCRIPTION
Questions and comments should be directed to B. S. Garbow,
Applied Mathematics Division, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED (NONE)
***END PROLOGUE BALBAK
***BEGIN PROLOGUE ELMHES
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4C1B2
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Reduces REAL general matrix to upper Hessenberg form
stabilized elementary similarity transformations.
***DESCRIPTION
Given a REAL GENERAL matrix, this subroutine
reduces a submatrix situated in rows and columns
LOW through IGH to upper Hessenberg form by
stabilized elementary similarity transformations.
Questions and comments should be directed to B. S. Garbow,
APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED (NONE)
***END PROLOGUE ELMHES
***BEGIN PROLOGUE ELTRAN
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4C4
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Accumulates the stabilized elementary similarity
transformations used in the reduction of a REAL general
matrix to upper Hessenberg form by ELMHES.
***DESCRIPTION
Questions and comments should be directed to B. S. Garbow,
APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED (NONE)
***END PROLOGUE ELTRAN
***BEGIN PROLOGUE HQR
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4C2B
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Computes eigenvalues of a REAL upper Hessenberg matrix
using the QR method.
***DESCRIPTION
H contains the upper Hessenberg matrix. Information about
the transformations used in the reduction to Hessenberg
form by ELMHES or ORTHES, if performed, is stored
in the remaining triangle under the Hessenberg matrix.
WR and WI contain the real and imaginary parts,
respectively, of the eigenvalues. The eigenvalues
are unordered except that complex conjugate pairs
of values appear consecutively with the eigenvalue
having the positive imaginary part first. If an
error exit is made, the eigenvalues should be correct
for indices IERR+1,...,N.
IERR is set to
Zero for normal return,
J if the J-th eigenvalue has not been
determined after a total of 30*N iterations.
Questions and comments should be directed to B. S. Garbow,
APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED (NONE)
***END PROLOGUE HQR
***BEGIN PROLOGUE HQR2
***DATE WRITTEN 760101 (YYMMDD)
***REVISION DATE 830518 (YYMMDD)
***CATEGORY NO. D4C2B
***KEYWORDS EIGENVALUES,EIGENVECTORS,EISPACK
***AUTHOR SMITH, B. T., ET AL.
***PURPOSE Computes eigenvalues and eigenvectors of real upper
Hessenberg matrix using QR method.
***DESCRIPTION
This subroutine finds the eigenvalues and eigenvectors
of a REAL UPPER Hessenberg matrix by the QR method. The
eigenvectors of a REAL GENERAL matrix can also be found
if ELMHES and ELTRAN or ORTHES and ORTRAN have
been used to reduce this general matrix to Hessenberg form
and to accumulate the similarity transformations.
Z contains the transformation matrix produced by ELTRAN
after the reduction by ELMHES, or by ORTRAN after the
reduction by ORTHES, if performed. If the eigenvectors
of the Hessenberg matrix are desired, Z must contain the
identity matrix.
WR and WI contain the real and imaginary parts,
respectively, of the eigenvalues. The eigenvalues
are unordered except that complex conjugate pairs
of values appear consecutively with the eigenvalue
having the positive imaginary part first. If an
error exit is made, the eigenvalues should be correct
for indices IERR+1,...,N.
Z contains the real and imaginary parts of the eigenvectors.
If the I-th eigenvalue is real, the I-th column of Z
contains its eigenvector. If the I-th eigenvalue is complex
with positive imaginary part, the I-th and (I+1)-th
columns of Z contain the real and imaginary parts of its
eigenvector. The eigenvectors are unnormalized. If an
error exit is made, none of the eigenvectors has been found.
IERR is set to
Zero for normal return,
J if the J-th eigenvalue has not been
determined after a total of 30*N iterations.
Questions and comments should be directed to B. S. Garbow,
APPLIED MATHEMATICS DIVISION, ARGONNE NATIONAL LABORATORY
------------------------------------------------------------------
***REFERENCES B. T. SMITH, J. M. BOYLE, J. J. DONGARRA, B. S. GARBOW,
Y. IKEBE, V. C. KLEMA, C. B. MOLER, *MATRIX EIGEN-
SYSTEM ROUTINES - EISPACK GUIDE*, SPRINGER-VERLAG,
1976.
***ROUTINES CALLED CDIV
***END PROLOGUE HQR2
None.
nm
n
a
wr
wi
matz
z
iv1
fv1
ierr
- balanc
- balbak
- cdiv
- elmhes
- eltran
- hqr
- hqr2
- ...
- ...