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cggev3.f(3) LAPACK cggev3.f(3)

NAME

cggev3.f

SYNOPSIS

Functions/Subroutines


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)

Function/Subroutine 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 SHGEQZ,
=N+2: error return from STGEVC.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

January 2015

Definition at line 218 of file cggev3.f.

Author

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Tue Nov 14 2017 Version 3.8.0