cggev.f3
Usage
Functions/Subroutines
subroutine cggev (jobvl, jobvr, n, a, lda, b, ldb, alpha, beta, vl, ldvl, vr, ldvr, work, lwork, rwork, info)
CGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Function/Subroutine Documentation
subroutine cggev (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)
CGGEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for GE matrices
Purpose:
!> !> CGGEV 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. LWORK >= max(1,2*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. !>
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.
Definition at line 215 of file cggev.f.
Releases
4 releases since Debian 7 (Wheezy); the text changed 3 times.