dggev3.f3
Usage
Functions/Subroutines
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)
Function/Subroutine Documentation
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. !> The dimension of the array WORK. LWORK >= MAX(1,8*N). !> For good performance, LWORK should 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. !>
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.
Definition at line 225 of file dggev3.f.
Releases
2 releases since Debian 9 (Stretch); the text changed 1 time.