dggev.f(3)

NAME
dggev.f -

SYNOPSIS

  Functions/Subroutines
subroutine dggev (JOBVL, JOBVR, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, WORK, LWORK, INFO)
DGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Function/Subroutine Documentation

  subroutine dggev (characterJOBVL, characterJOBVR, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( * )ALPHAR, double precision, dimension( * )ALPHAI, double precision, dimension( * )BETA, double precision, dimension( ldvl, * )VL, integerLDVL, double precision, dimension( ldvr, * )VR, integerLDVR, double precision, dimension( * )WORK, integerLWORK, integerINFO)

DGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Purpose:

     DGGEV computes for a pair of N-by-N real nonsymmetric matrices (A,B)
     the generalized eigenvalues, and optionally, the left and/or right
     generalized eigenvectors.
     A generalized eigenvalue for a pair of matrices (A,B) is a scalar
     lambda or a ratio alpha/beta = lambda, such that A - lambda*B is
     singular. It is usually represented as the pair (alpha,beta), as
     there is a reasonable interpretation for beta=0, and even for both
     being zero.
     The right eigenvector v(j) corresponding to the eigenvalue lambda(j)
     of (A,B) satisfies
                      A * v(j) = lambda(j) * B * v(j).
     The left eigenvector u(j) corresponding to the eigenvalue lambda(j)
     of (A,B) satisfies
                      u(j)**H * A  = lambda(j) * u(j)**H * B .
     where u(j)**H is the conjugate-transpose of u(j).

Parameters:
    JOBVL

              JOBVL is CHARACTER*1
              = 'N':  do not compute the left generalized eigenvectors;
              = 'V':  compute the left generalized eigenvectors.

    JOBVR

              JOBVR is CHARACTER*1
              = 'N':  do not compute the right generalized eigenvectors;
              = 'V':  compute the right generalized eigenvectors.

    N

              N is INTEGER
              The order of the matrices A, B, VL, and VR.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA, N)
              On entry, the matrix A in the pair (A,B).
              On exit, A has been overwritten.

    LDA

              LDA is INTEGER
              The leading dimension of A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB, N)
              On entry, the matrix B in the pair (A,B).
              On exit, B has been overwritten.

    LDB

              LDB is INTEGER
              The leading dimension of B.  LDB >= max(1,N).

    ALPHAR

              ALPHAR is DOUBLE PRECISION array, dimension (N)

    ALPHAI

              ALPHAI is DOUBLE PRECISION array, dimension (N)

    BETA

              BETA is DOUBLE PRECISION array, dimension (N)
              On exit, (ALPHAR(j) + ALPHAI(j)*i)/BETA(j), j=1,...,N, will
              be the generalized eigenvalues.  If ALPHAI(j) is zero, then
              the j-th eigenvalue is real; if positive, then the j-th and
              (j+1)-st eigenvalues are a complex conjugate pair, with
              ALPHAI(j+1) negative.
              Note: the quotients ALPHAR(j)/BETA(j) and ALPHAI(j)/BETA(j)
              may easily over- or underflow, and BETA(j) may even be zero.
              Thus, the user should avoid naively computing the ratio
              alpha/beta.  However, ALPHAR and ALPHAI will be always less
              than and usually comparable with norm(A) in magnitude, and
              BETA always less than and usually comparable with norm(B).

    VL

              VL is DOUBLE PRECISION array, dimension (LDVL,N)
              If JOBVL = 'V', the left eigenvectors u(j) are stored one
              after another in the columns of VL, in the same order as
              their eigenvalues. If the j-th eigenvalue is real, then
              u(j) = VL(:,j), the j-th column of VL. If the j-th and
              (j+1)-th eigenvalues form a complex conjugate pair, then
              u(j) = VL(:,j)+i*VL(:,j+1) and u(j+1) = VL(:,j)-i*VL(:,j+1).
              Each eigenvector is scaled so the largest component has
              abs(real part)+abs(imag. part)=1.
              Not referenced if JOBVL = 'N'.

    LDVL

              LDVL is INTEGER
              The leading dimension of the matrix VL. LDVL >= 1, and
              if JOBVL = 'V', LDVL >= N.

    VR

              VR is DOUBLE PRECISION array, dimension (LDVR,N)
              If JOBVR = 'V', the right eigenvectors v(j) are stored one
              after another in the columns of VR, in the same order as
              their eigenvalues. If the j-th eigenvalue is real, then
              v(j) = VR(:,j), the j-th column of VR. If the j-th and
              (j+1)-th eigenvalues form a complex conjugate pair, then
              v(j) = VR(:,j)+i*VR(:,j+1) and v(j+1) = VR(:,j)-i*VR(:,j+1).
              Each eigenvector is scaled so the largest component has
              abs(real part)+abs(imag. part)=1.
              Not referenced if JOBVR = 'N'.

    LDVR

              LDVR is INTEGER
              The leading dimension of the matrix VR. LDVR >= 1, and
              if JOBVR = 'V', LDVR >= N.

    WORK

              WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
              On exit, if INFO = 0, WORK(1) returns the optimal LWORK.

    LWORK

              LWORK is INTEGER
              The dimension of the array WORK.  LWORK >= max(1,8*N).
              For good performance, LWORK must generally be larger.
              If LWORK = -1, then a workspace query is assumed; the routine
              only calculates the optimal size of the WORK array, returns
              this value as the first entry of the WORK array, and no error
              message related to LWORK is issued by XERBLA.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value.
              = 1,...,N:
                    The QZ iteration failed.  No eigenvectors have been
                    calculated, but ALPHAR(j), ALPHAI(j), and BETA(j)
                    should be correct for j=INFO+1,...,N.
              > N:  =N+1: other than QZ iteration failed in DHGEQZ.
                    =N+2: error return from DTGEVC.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    April 2012

Definition at line 226 of file dggev.f.

Author

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