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## Purpose

LA_GEEVX computes for a real or complex square matrix , the eigenvalues and, optionally, the left and/or right eigenvectors. Optionally, it also balances and computes reciprocal condition numbers for the eigenvalues and right eigenvectors.
A right eigenvector of satisfies

where is its eigenvalue. A left eigenvector of satisfies

where denotes the conjugate transpose of . The computed eigenvectors are normalized to have Euclidean norm equal to and largest component real.
Balancing involves permuting its rows and columns to make it more nearly upper triangular and then scaling rows and columns by a diagonal similarity transformation to reduce the condition numbers of the eigenvalues and eigenvectors.
Computed reciprocal condition numbers pertain to the matrix after balancing. Permuting does not change condition numbers (in exact arithmetic), but scaling does.

Next: Arguments Up: Standard Nonsymmetric Eigenvalue Problems Previous: LA_GEEVX   Contents   Index
Susan Blackford 2001-08-19