dggevx.f(3)

NAME
dggevx.f -

SYNOPSIS

  Functions/Subroutines
subroutine dggevx (BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, VL, LDVL, VR, LDVR, ILO, IHI, LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, WORK, LWORK, IWORK, BWORK, INFO)
DGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices

Function/Subroutine Documentation

  subroutine dggevx (characterBALANC, characterJOBVL, characterJOBVR, characterSENSE, 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, integerILO, integerIHI, double precision, dimension( * )LSCALE, double precision, dimension( * )RSCALE, double precisionABNRM, double precisionBBNRM, double precision, dimension( * )RCONDE, double precision, dimension( * )RCONDV, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, logical, dimension( * )BWORK, integerINFO)

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

Purpose:

     DGGEVX 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.
     Optionally also, it computes a balancing transformation to improve
     the conditioning of the eigenvalues and eigenvectors (ILO, IHI,
     LSCALE, RSCALE, ABNRM, and BBNRM), reciprocal condition numbers for
     the eigenvalues (RCONDE), and reciprocal condition numbers for the
     right eigenvectors (RCONDV).
     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:
    BALANC

              BALANC is CHARACTER*1
              Specifies the balance option to be performed.
              = 'N':  do not diagonally scale or permute;
              = 'P':  permute only;
              = 'S':  scale only;
              = 'B':  both permute and scale.
              Computed reciprocal condition numbers will be for the
              matrices after permuting and/or balancing. Permuting does
              not change condition numbers (in exact arithmetic), but
              balancing does.

    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.

    SENSE

              SENSE is CHARACTER*1
              Determines which reciprocal condition numbers are computed.
              = 'N': none are computed;
              = 'E': computed for eigenvalues only;
              = 'V': computed for eigenvectors only;
              = 'B': computed for eigenvalues and 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. If JOBVL='V' or JOBVR='V'
              or both, then A contains the first part of the real Schur
              form of the "balanced" versions of the input A and B.

    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. If JOBVL='V' or JOBVR='V'
              or both, then B contains the second part of the real Schur
              form of the "balanced" versions of the input A and B.

    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 will be scaled so the largest component have
              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 will be scaled so the largest component have
              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.

    ILO

              ILO is INTEGER

    IHI

              IHI is INTEGER
              ILO and IHI are integer values such that on exit
              A(i,j) = 0 and B(i,j) = 0 if i > j and
              j = 1,...,ILO-1 or i = IHI+1,...,N.
              If BALANC = 'N' or 'S', ILO = 1 and IHI = N.

    LSCALE

              LSCALE is DOUBLE PRECISION array, dimension (N)
              Details of the permutations and scaling factors applied
              to the left side of A and B.  If PL(j) is the index of the
              row interchanged with row j, and DL(j) is the scaling
              factor applied to row j, then
                LSCALE(j) = PL(j)  for j = 1,...,ILO-1
                          = DL(j)  for j = ILO,...,IHI
                          = PL(j)  for j = IHI+1,...,N.
              The order in which the interchanges are made is N to IHI+1,
              then 1 to ILO-1.

    RSCALE

              RSCALE is DOUBLE PRECISION array, dimension (N)
              Details of the permutations and scaling factors applied
              to the right side of A and B.  If PR(j) is the index of the
              column interchanged with column j, and DR(j) is the scaling
              factor applied to column j, then
                RSCALE(j) = PR(j)  for j = 1,...,ILO-1
                          = DR(j)  for j = ILO,...,IHI
                          = PR(j)  for j = IHI+1,...,N
              The order in which the interchanges are made is N to IHI+1,
              then 1 to ILO-1.

    ABNRM

              ABNRM is DOUBLE PRECISION
              The one-norm of the balanced matrix A.

    BBNRM

              BBNRM is DOUBLE PRECISION
              The one-norm of the balanced matrix B.

    RCONDE

              RCONDE is DOUBLE PRECISION array, dimension (N)
              If SENSE = 'E' or 'B', the reciprocal condition numbers of
              the eigenvalues, stored in consecutive elements of the array.
              For a complex conjugate pair of eigenvalues two consecutive
              elements of RCONDE are set to the same value. Thus RCONDE(j),
              RCONDV(j), and the j-th columns of VL and VR all correspond
              to the j-th eigenpair.
              If SENSE = 'N or 'V', RCONDE is not referenced.

    RCONDV

              RCONDV is DOUBLE PRECISION array, dimension (N)
              If SENSE = 'V' or 'B', the estimated reciprocal condition
              numbers of the eigenvectors, stored in consecutive elements
              of the array. For a complex eigenvector two consecutive
              elements of RCONDV are set to the same value. If the
              eigenvalues cannot be reordered to compute RCONDV(j),
              RCONDV(j) is set to 0; this can only occur when the true
              value would be very small anyway.
              If SENSE = 'N' or 'E', RCONDV is not referenced.

    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(1,2*N).
              If BALANC = 'S' or 'B', or JOBVL = 'V', or JOBVR = 'V',
              LWORK >= max(1,6*N).
              If SENSE = 'E' or 'B', LWORK >= max(1,10*N).
              If SENSE = 'V' or 'B', LWORK >= 2*N*N+8*N+16.
              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.

    IWORK

              IWORK is INTEGER array, dimension (N+6)
              If SENSE = 'E', IWORK is not referenced.

    BWORK

              BWORK is LOGICAL array, dimension (N)
              If SENSE = 'N', BWORK is not referenced.

    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

Further Details:

      Balancing a matrix pair (A,B) includes, first, permuting rows and
      columns to isolate eigenvalues, second, applying diagonal similarity
      transformation to the rows and columns to make the rows and columns
      as close in norm as possible. The computed reciprocal condition
      numbers correspond to the balanced matrix. Permuting rows and columns
      will not change the condition numbers (in exact arithmetic) but
      diagonal scaling will.  For further explanation of balancing, see
      section 4.11.1.2 of LAPACK Users' Guide.
      An approximate error bound on the chordal distance between the i-th
      computed generalized eigenvalue w and the corresponding exact
      eigenvalue lambda is
           chord(w, lambda) <= EPS * norm(ABNRM, BBNRM) / RCONDE(I)
      An approximate error bound for the angle between the i-th computed
      eigenvector VL(i) or VR(i) is given by
           EPS * norm(ABNRM, BBNRM) / DIF(i).
      For further explanation of the reciprocal condition numbers RCONDE
      and RCONDV, see section 4.11 of LAPACK User's Guide.

Definition at line 389 of file dggevx.f.

Author

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