subroutine cggevx (BALANC, JOBVL, JOBVR, SENSE, N, A, LDA, B, LDB, ALPHA, BETA, VL, LDVL, VR, LDVR, ILO, IHI, LSCALE, RSCALE, ABNRM, BBNRM, RCONDE, RCONDV, WORK, LWORK, RWORK, IWORK, BWORK, INFO)
CGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
CGGEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Purpose:
CGGEVX 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. Optionally, it also 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 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 COMPLEX 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 complex 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 COMPLEX 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 complex 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).
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 quotient 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 will be scaled so the largest component will 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 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 will be scaled so the largest component will 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 REAL 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 REAL 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 REAL The one-norm of the balanced matrix A.
BBNRM
BBNRM is REAL The one-norm of the balanced matrix B.
RCONDE
RCONDE is REAL array, dimension (N) If SENSE = 'E' or 'B', the reciprocal condition numbers of the eigenvalues, stored in consecutive elements of the array. If SENSE = 'N' or 'V', RCONDE is not referenced.
RCONDV
RCONDV is REAL array, dimension (N) If SENSE = 'V' or 'B', the estimated reciprocal condition numbers of the eigenvectors, stored in consecutive elements of the array. 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 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. LWORK >= max(1,2*N). If SENSE = 'E', LWORK >= max(1,4*N). If SENSE = 'V' or 'B', LWORK >= max(1,2*N*N+2*N). 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 (lrwork) lrwork must be at least max(1,6*N) if BALANC = 'S' or 'B', and at least max(1,2*N) otherwise. Real workspace.
IWORK
IWORK is INTEGER array, dimension (N+2) 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 ALPHA(j) and BETA(j) should be correct for j=INFO+1,...,N. > N: =N+1: other than QZ iteration failed in CHGEQZ. =N+2: error return from CTGEVC.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
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 376 of file cggevx.f.
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