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ggev3(3) LAPACK ggev3(3)

NAME

ggev3 - ggev3: eig

SYNOPSIS

Functions


subroutine cggev3 (jobvl, jobvr, n, a, lda, b, ldb, alpha, beta, vl, ldvl, vr, ldvr, work, lwork, rwork, info)
CGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm) subroutine dggev3 (jobvl, jobvr, n, a, lda, b, ldb, alphar, alphai, beta, vl, ldvl, vr, ldvr, work, lwork, info)
DGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm) subroutine sggev3 (jobvl, jobvr, n, a, lda, b, ldb, alphar, alphai, beta, vl, ldvl, vr, ldvr, work, lwork, info)
SGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm) subroutine zggev3 (jobvl, jobvr, n, a, lda, b, ldb, alpha, beta, vl, ldvl, vr, ldvr, work, lwork, rwork, info)
ZGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)

Detailed Description

Function Documentation

subroutine cggev3 (character jobvl, character jobvr, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, complex, dimension( * ) alpha, complex, dimension( * ) beta, complex, dimension( ldvl, * ) vl, integer ldvl, complex, dimension( ldvr, * ) vr, integer ldvr, complex, dimension( * ) work, integer lwork, real, dimension( * ) rwork, integer info)

CGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)

Purpose:


CGGEV3 computes for a pair of N-by-N complex 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 generalized eigenvector v(j) corresponding to the
generalized eigenvalue lambda(j) of (A,B) satisfies
A * v(j) = lambda(j) * B * v(j).
The left generalized eigenvector u(j) corresponding to the
generalized eigenvalues 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 COMPLEX 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 COMPLEX 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).

ALPHA


ALPHA is COMPLEX array, dimension (N)

BETA


BETA is COMPLEX array, dimension (N)
On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
generalized eigenvalues.
Note: the quotients ALPHA(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, ALPHA 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 COMPLEX array, dimension (LDVL,N)
If JOBVL = 'V', the left generalized eigenvectors u(j) are
stored one after another in the columns of VL, in the same
order as their eigenvalues.
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 COMPLEX array, dimension (LDVR,N)
If JOBVR = 'V', the right generalized eigenvectors v(j) are
stored one after another in the columns of VR, in the same
order as their eigenvalues.
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 COMPLEX 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.
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.

RWORK


RWORK is REAL array, dimension (8*N)

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 ALPHA(j) and BETA(j) should be
correct for j=INFO+1,...,N.
> N: =N+1: other then QZ iteration failed in CHGEQZ,
=N+2: error return from CTGEVC.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine dggev3 (character jobvl, character jobvr, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision, dimension( * ) alphar, double precision, dimension( * ) alphai, double precision, dimension( * ) beta, double precision, dimension( ldvl, * ) vl, integer ldvl, double precision, dimension( ldvr, * ) vr, integer ldvr, double precision, dimension( * ) work, integer lwork, integer info)

DGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)

Purpose:


DGGEV3 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
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 DLAQZ0.
=N+2: error return from DTGEVC.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine sggev3 (character jobvl, character jobvr, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real, dimension( * ) alphar, real, dimension( * ) alphai, real, dimension( * ) beta, real, dimension( ldvl, * ) vl, integer ldvl, real, dimension( ldvr, * ) vr, integer ldvr, real, dimension( * ) work, integer lwork, integer info)

SGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)

Purpose:


SGGEV3 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 REAL 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 REAL 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 REAL array, dimension (N)

ALPHAI


ALPHAI is REAL array, dimension (N)

BETA


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

LWORK


LWORK is INTEGER
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 SLAQZ0.
=N+2: error return from STGEVC.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

subroutine zggev3 (character jobvl, character jobvr, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension( * ) alpha, complex*16, dimension( * ) beta, complex*16, dimension( ldvl, * ) vl, integer ldvl, complex*16, dimension( ldvr, * ) vr, integer ldvr, complex*16, dimension( * ) work, integer lwork, double precision, dimension( * ) rwork, integer info)

ZGGEV3 computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices (blocked algorithm)

Purpose:


ZGGEV3 computes for a pair of N-by-N complex 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 generalized eigenvector v(j) corresponding to the
generalized eigenvalue lambda(j) of (A,B) satisfies
A * v(j) = lambda(j) * B * v(j).
The left generalized eigenvector u(j) corresponding to the
generalized eigenvalues 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 COMPLEX*16 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 COMPLEX*16 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).

ALPHA


ALPHA is COMPLEX*16 array, dimension (N)

BETA


BETA is COMPLEX*16 array, dimension (N)
On exit, ALPHA(j)/BETA(j), j=1,...,N, will be the
generalized eigenvalues.
Note: the quotients ALPHA(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, ALPHA 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 COMPLEX*16 array, dimension (LDVL,N)
If JOBVL = 'V', the left generalized eigenvectors u(j) are
stored one after another in the columns of VL, in the same
order as their eigenvalues.
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 COMPLEX*16 array, dimension (LDVR,N)
If JOBVR = 'V', the right generalized eigenvectors v(j) are
stored one after another in the columns of VR, in the same
order as their eigenvalues.
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 COMPLEX*16 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.
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.

RWORK


RWORK is DOUBLE PRECISION array, dimension (8*N)

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 ALPHA(j) and BETA(j) should be
correct for j=INFO+1,...,N.
> N: =N+1: other then QZ iteration failed in ZHGEQZ,
=N+2: error return from ZTGEVC.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Author

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